UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
FORM 11-K
(Mark One)
|
[X]
|
ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
|
For the fiscal year ended December 31, 2019
OR
|
[ ]
|
TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
|
For the transition period from to ___
Commission File Number 001-38769
|
A.
|
Full title of the plan and the address of the plan, if different from that of the issuer named below:
|
Cigna 401(k) Plan
|
B.
|
Name of issuer of the securities held pursuant to the plan and the address of its principal executive office:
|
Cigna Corporation
900 Cottage Grove Road
Bloomfield, Connecticut 06002
CIGNA 401(k) PLAN
Financial Statements and
Supplemental Schedule
December 31, 2019 and 2018
CIGNA 401(k) PLAN
TABLE OF CONTENTS
|
|
|
|
Page
|
|
|
Report of Independent Registered Public Accounting Firm
|
3
|
|
|
Financial Statements
|
|
Statements of Net Assets Available
for Benefits as of December 31, 2019 and 2018
|
5
|
Statement of Changes in Net Assets
Available for Benefits for the Year Ended December 31, 2019
|
6
|
Notes to the Financial Statements
|
7
|
|
|
Supplemental Schedule*
|
|
Form 5500 Schedule H, Line 4i
- Schedule of Assets (Held at End of Year) as of December 31, 2019
*Other supplemental schedules required
by Section 2520.103-10 of the Department of
Labor’s Rules and Regulations
for Reporting and Disclosure under ERISA have been
omitted because they are not applicable
|
18
|
Report of Independent Registered Public Accounting
Firm
To the Administrator and Plan Participants of Cigna 401(k) Plan
Opinion on the Financial Statements
We have audited the accompanying statements of net assets available
for benefits of Cigna 401(k) Plan (the “Plan”) as of December 31, 2019 and December 31, 2018 and the related statement
of changes in net assets available for benefits for the year ended December 31, 2019, including the related notes (collectively
referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material
respects, the net assets available for benefits of the Plan as of December 31, 2019 and December 31, 2018, and the changes in net
assets available for benefits for the year ended December 31, 2019 in conformity with accounting principles generally accepted
in the United States of America.
Basis for Opinion
These financial statements are the responsibility of the Plan’s
management. Our responsibility is to express an opinion on the Plan’s financial statements based on our audits. We are a
public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to
be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations
of the Securities and Exchange Commission and the PCAOB.
We conducted our audits of these financial statements in accordance
with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about
whether the financial statements are free of material misstatement, whether due to error or fraud.
Our audits included performing procedures to assess the risks of
material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those
risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements.
Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating
the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.
Supplemental Information
The supplemental schedule of Form 5500 Schedule H, Line 4i - Schedule
of Assets (Held at End of Year) as of December 31, 2019 has been subjected to audit procedures performed in conjunction with the
audit of the Plan’s financial statements. The supplemental schedule is the responsibility of the Plan’s management.
Our audit procedures included determining whether the supplemental schedule reconciles to the financial statements or the underlying
accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information
presented in the supplemental schedule. In forming our opinion on the supplemental schedule, we
evaluated whether the supplemental schedule, including its form and content, is presented in conformity with the Department of
Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974.
In our opinion, the supplemental schedule is fairly stated, in all material respects, in relation to the financial statements as
a whole.
/s/ PricewaterhouseCoopers LLP
Philadelphia, Pennsylvania
June 26, 2020
We have served as the Plan’s auditor since at least 1994.
We have not been able to determine the specific year we began serving as auditor of the Plan
CIGNA 401(k) PLAN
|
|
|
|
|
|
STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
|
|
|
|
|
|
|
|
|
|
|
|
|
As of
|
|
|
December 31,
|
|
|
2019
|
|
2018
|
|
|
(In thousands)
|
Assets
|
|
|
|
|
|
|
|
|
|
Investments, at Fair Value (See Note 4)
|
|
$
|
6,655,971
|
|
|
$
|
3,726,976
|
|
|
|
|
|
|
|
|
|
|
Investments, at Contract Value (See Note 5)
|
|
|
3,091,873
|
|
|
|
2,086,528
|
|
|
|
|
|
|
|
|
|
|
Notes receivable
|
|
|
150,760
|
|
|
|
96,110
|
|
|
|
|
|
|
|
|
|
|
Employer contributions receivable
|
|
|
27,603
|
|
|
|
49,148
|
|
|
|
|
|
|
|
|
|
|
Net assets available for benefits
|
|
$
|
9,926,207
|
|
|
$
|
5,958,762
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
The accompanying Notes to the Financial Statements are an integral part of these statements.
|
CIGNA 401(k) PLAN
|
|
|
|
STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS
|
|
|
|
|
|
|
For the Year Ended
|
|
|
|
|
December 31,
|
|
|
|
|
2019
|
|
|
|
|
(In thousands)
|
|
|
|
|
|
|
Investment Income
|
|
|
|
|
|
|
|
|
|
Net appreciation in fair value of investments
|
|
$
|
894,607
|
|
|
|
|
|
|
Interest
|
|
|
64,221
|
|
|
|
|
|
|
Dividends
|
|
|
182
|
|
|
|
|
|
|
Net investment income
|
|
|
959,010
|
|
|
|
|
|
|
Interest income on notes receivable from participants
|
|
|
3,878
|
|
|
|
|
|
|
Contributions
|
|
|
|
|
|
|
|
|
|
Employee contributions
|
|
|
277,493
|
|
|
|
|
|
|
Employer contributions
|
|
|
159,629
|
|
|
|
|
|
|
Rollover contributions
|
|
|
36,344
|
|
|
|
|
|
|
Total contributions
|
|
|
473,466
|
|
|
|
|
|
|
Deductions
|
|
|
|
|
|
|
|
|
|
Benefits paid to participants
|
|
|
(421,661
|
)
|
|
|
|
|
|
Plan expenses
|
|
|
(2,549
|
)
|
|
|
|
|
|
Total deductions
|
|
|
(424,210
|
)
|
|
|
|
|
|
Net increase
|
|
|
1,012,144
|
|
|
|
|
|
|
Transfers from other plans (See Note 3)
|
|
|
2,955,301
|
|
|
|
|
|
|
Net assets available for benefits
|
|
|
|
|
Beginning of year
|
|
|
5,958,762
|
|
|
|
|
|
|
End of year
|
|
$
|
9,926,207
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
The accompanying Notes to the Financial Statements are an integral part of these statements.
|
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
|
Note 1 – Description of the Plan
The following description of the Cigna 401(k) Plan (the “Plan”)
provides general information only. A more complete explanation of the features and benefits available under the Plan, a defined
contribution plan, is contained in the Plan’s Summary Plan Description and Prospectus. Generally, all U.S.-based employees
of participating subsidiaries of Cigna Holding Company (formerly known as “Cigna Corporation”) and referred to as “Old
Cigna” (the “Company” or “Plan Sponsor”) are eligible to participate in the Plan. The Plan is subject
to the provisions of the Employee Retirement Income Security Act of 1974, as amended (ERISA). As of December 31, 2019 and 2018
and for the year ended December 31, 2019, Prudential Bank & Trust, FSB, was the Trustee for the Plan.
Old Cigna became a subsidiary of Cigna Corporation (formerly Halfmoon
Parent, Inc. and referred to as “Cigna”) on December 20, 2018 as a result of Cigna's acquisition of Express Scripts
Holding Company. Following the acquisition, the Cigna Stock Fund refers to shares of Cigna issued since the time of the merger.
Prior to December 20, 2018, the Cigna Stock Fund refers to shares previously issued by Old Cigna.
Plan Administration
The Cigna Corporation Retirement Plan Committee, which is comprised
of three members of Cigna's management, is the primary Plan fiduciary. This committee delegates responsibility for administration
of the Plan to the Plan Administrator, a Cigna employee, and responsibility for the Plan’s financial management to Cigna's
Chief Financial Officer (CFO). The Plan Administrator and CFO have arranged with Prudential Retirement Insurance and Annuity Company
(PRIAC) to perform the primary administrative, recordkeeping and asset management functions on behalf of the Plan. The Retirement
Plan Committee is responsible for, among other things, selecting and monitoring the Plan’s investments.
Investments
The Plan’s investment options include a fixed income fund,
which is supported by both traditional and synthetic fully benefit-responsive investment contracts (see Note 5); Cigna common stock;
and pooled separate accounts that invest in equities, bonds, derivatives or funds. Participants may transfer assets among the investment
options, subject to certain restrictions. For example, transfers involving assets invested in Cigna common stock may be subject
to restrictions imposed under Cigna Corporation’s Policy on Securities Transactions and Insider Trading. See Notes 4 and
5 for additional information regarding the Plan’s investment options.
The Plan uses an age-appropriate Moderate target portfolio under
Prudential Retirement’s GoalMaker® asset allocation program (GoalMaker) as its default investment option. GoalMaker meets
the requirements to be a Qualified Default Investment Alternative (QDIA) under federal law. Participants are invested in the QDIA
if they have not made their own investment allocation election or may be invested due to a plan merger if they do not elect how
their old plan account should be invested after the plan merger occurs.
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
|
Employee Contributions
The Plan permits employees to make pre-tax and Roth contributions
(regular and catch-up). The contribution rate maximum is 80% of a participant’s eligible pay. This is a total limit that
applies to all employee contributions. As a result of the Plan’s use of a “qualified automatic contribution arrangement”
(QACA) safe harbor, highly-compensated employees are not subject to a separate contribution rate limit.
The Plan uses an automatic contribution rate increase program called
Contribution Accelerator. If an eligible participant’s pre-tax contribution rate is at least 1% but less than 10%, the contribution
rate is automatically increased by 1% at the beginning of each year until it reaches 10%. Eligible participants can opt out of
Contribution Accelerator or change the date when the increase would go into effect each year.
All employees, however, are still subject to the annual dollar limit
set by the Internal Revenue Service (IRS). Employee contributions may be invested in any combination of investment options offered
by the Plan subject to certain other Internal Revenue Code (IRC) limitations and any restrictions imposed under Cigna Corporation’s
Policy on Securities Transactions and Insider Trading.
Employer Contributions
All employees are eligible for employer-matching contributions as
soon as they join the Plan. New employees are automatically enrolled in the Plan after 30 days from date of hire and are eligible
to receive regular matching contributions of 4% of the employee’s contribution. Regular matching contributions are made at
the same time employee contributions are made, typically bi-weekly, but no less frequently than monthly.
The Plan also provides a “true-up” matching contribution
after the close of each Plan year. The true-up match is an added employer contribution, if necessary to make the year’s total
matching contributions equal to what they would have been on a “look-back” if all employee match eligible contributions
were made as of the end of the year and matching contributions were based on the participant’s total annual eligible earnings
as of the end of the year. The true-up match provides otherwise missed regular matching contributions for eligible participants
caused by changes in an employee’s contribution rates during the year.
All types of matching contributions (regular and true-up) are collectively
referred to as "employer contributions."
The maximum effective regular matching contribution is equal to
4.5% of a participant’s eligible earnings. The actual match rate is equal to: 100% of the participant’s first 3% of
pay contributed (a 3% of pay match), plus 50% of the participant’s next 3% of pay contributed (a 1.5% of pay match). The
company match rate applies to pre-tax, Roth contributions and catch-up contributions – to the extent those contributions
are part of an employee’s first 6% of pay contributed.
In addition to providing regular and true-up contributions, the
Plan also provides discretionary profit sharing contributions. The Plan Sponsor approved a dollar for dollar match on the first
half percent (0.5%) and one percent (1%) of eligible pay in 2019 and 2018, respectively, subject to the Company achieving certain
performance goals in 2019 and 2018. The performance goals were satisfied and the Company made matching contributions equal to $17.1
million in the first quarter of 2020 and $32.2 million in the first quarter of 2019.
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
|
Rollover Contributions
The Plan may accept rollover contributions. Rollover contributions
represent distributions received from other “eligible retirement plans,” as defined in IRC section 401(a)(31)(E). Distributions
from other plans are subject to certain conditions to be eligible for rollover into the Plan.
Participant Accounts
Each participant’s account is credited with the participant’s
contribution, the employer contribution and investment earnings, net of expenses. The benefit to which a participant is entitled
is the benefit that can be provided from the participant’s vested account balance.
Vesting
Employee contributions and related investment earnings are fully
vested at all times.
Employer contributions and related investment earnings become fully
vested upon completion of two years of service. Employer contributions made at any time and related investment earnings become
fully vested earlier when an employee reaches age 65; dies; becomes totally and permanently disabled; or continues to be employed
by a participating Cigna company that is sold and does not maintain a successor plan. Early vesting also would occur if Cigna discontinues
matching contributions or terminates the Plan.
Participants earn a year of vesting service if they have at least
1,000 hours of service during the calendar year.
Forfeitures
Forfeited amounts may be used to reduce future employer contributions
and to offset certain plan expenses (other than routine administrative expenses) as determined by the Plan Administrator. Employer
contributions were reduced by forfeited amounts of approximately $0.9 million in 2019.
Notes Receivable
The notes receivable amount represents the unpaid principal balance
on unpaid loans. The Plan permits participants to borrow a portion of their vested Plan account, subject to certain limitations,
including restriction of post-2009 Cigna employer contributions, at an annual rate of interest with a specified repayment period.
The minimum amount that may be borrowed is $1,000; the maximum total loan amount is the lesser of $50,000 or 50% of the participant’s
vested account balance. A participant may have no more than two outstanding loans. Loan terms range from 12 to 60 months or up
to 120 months if the loan is used to buy or build a participant’s primary residence. The annual interest rate for a Plan
loan is 2% plus the yield of actively traded U.S. Treasury securities, adjusted by the U.S. Treasury Department to 3-year or 7-year
constant maturities. The maximum Plan loan interest rate is the bank prime loan rate that is in effect on the same date that the
applicable Treasury rate is determined. Loan interest rates remain fixed during the term of the loan. The loan is secured by the
participant’s vested account balance. PRIAC charges the participant a $50 fee to process Plan loans and a $25 annual loan
maintenance fee for new loans initiated after March 29, 2018. At December 31, 2019, loan interest rates ranged from 2.36% to 11.00%.
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
|
Payment of Benefits
Participants may withdraw funds subject to the requirements
of the Plan. Upon termination of employment for any reason, a participant may elect to receive either a lump-sum amount equal to
the value of the participant’s vested account balance, monthly installments over a period of years, an annuity, or a combination
of these forms of payment. If the participant’s vested account balance is more than $1,000 but not more than $5,000 and the
participant does not agree within 80 days to accept a lump sum, the amount will automatically be rolled over to an Individual Retirement
Account or Individual Retirement Annuity (IRA) sponsored by a Prudential Retirement affiliate. The IRA will be invested in an investment
product designed to preserve principal and provide a reasonable rate of return and liquidity. All related expenses will be charged
to the IRA. If a Plan participant with a balance greater than $5,000 terminates and does not withdraw funds, the account becomes
inactive. Inactive plan participants can request withdrawals at any time. Also, when a participant reaches age 70 ½, required
minimum distributions must be made in accordance with IRS formulas. To the extent a participant’s account is invested in
Cigna common stock, the participant may elect to receive such amounts in shares.
Plan Expenses
Administrative expenses and certain investment management
fees are reported separately, and participant accounts are directly charged, on a quarterly basis, with the same administrative
fee regardless of their investment options. Effective April 1, 2018, the annual administrative fee was 0.025% of the participant’s
account balance up to a maximum of $175.
Brokers’ commissions resulting from buying or selling Cigna
common stock are paid from the participants’ account balances and are reflected as a reduction of investment income in these
financial statements. Fees related to pooled separate accounts and underlying fund investments are netted against investment returns
of each pooled separate account. Other costs associated with the operation of the Plan, including trustee and legal fees, are paid
by Cigna.
Plan Termination
Cigna intends to continue the Plan indefinitely but reserves the
right to discontinue employer contributions or terminate the Plan in whole or in part at any time prior to that. If contributions
are discontinued or the Plan is terminated, affected participants will become fully vested. Upon Plan termination, net assets of
the Plan will be distributed in the manner Cigna elects in accordance with the Plan document and in accordance with ERISA and its
related regulations.
Note 2 - Significant Accounting Policies
Basis of Presentation
The financial statements have been prepared on the accrual basis
of accounting in conformity with accounting principles generally accepted in the United States of America (GAAP). Amounts recorded
in the financial statements reflect management’s estimates and assumptions that affect the reported amount of assets, liabilities,
and changes therein, and disclosure of contingent assets and liabilities at the date of the financial statements. Significant estimates
are discussed throughout these Notes; however, actual results could differ from those estimates.
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
|
Valuation of Investments and Income Recognition
Except for the fully benefit-responsive benefit investment contracts,
which are valued at contract value, plan investments are reported at fair value. Fair value is the price that would be received
to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date.
The fair value of Cigna common stock is based upon its quoted market price. Fair value of pooled separate accounts is measured
by the net unit value, which is based on the fair value of the underlying assets of the account.
Purchases and sales of securities are recorded on a trade-date basis.
Interest is recognized when earned. Dividends are recognized on the ex-dividend date. Net appreciation or depreciation includes
realized gains and losses on investments that were both purchased and sold during the period as well as unrealized appreciation
or depreciation of the investments held at year end.
Notes Receivable from Participants
Notes receivable from participants are measured at their unpaid
principal balance plus any accrued but unpaid interest. Delinquent participant loans are recorded as distributions based on the
terms of the Plan document.
Payment of Benefits
Benefits are recorded when paid.
Recent Accounting Pronouncements
In August 2018, the FASB issued ASU 2018-13, "Fair Value Measurement
(Topic 820): Disclosure Framework - Changes to the Disclosure Requirements for Fair Value Measurement," which is part of the
FASB disclosure framework project to improve the effectiveness of disclosures in the notes to the financial statements. The amendments
in the new guidance remove, modify and add certain disclosure requirements related to fair value measurements covered in Topic
820, "Fair Value Measurement." The new standard is effective for fiscal years, and interim periods within those fiscal
years, beginning after December 15, 2019. Early adoption is permitted for either the entire standard or only the requirements that
modify or eliminate the disclosure requirements, with certain requirements applied prospectively, and all other requirements applied
retrospectively to all periods presented. As such, management elected to early adopt all of ASU 2018-13 effective January 1, 2019
with no material impact to the Plan.
Note 3 – Plan Mergers
On December 31, 2019, the Express Scripts, Inc. 401(k)
Plan (Express Scripts Plan) was merged into the Plan. In connection with this merger, approximately $2.9 billion in assets were
transferred from the Express Scripts Plan into the Plan. These assets were deposited into individual accounts on December 31, 2019
according to the participant investment allocations. Beginning on January 1, 2020, participants were eligible to make contributions
and receive matching contributions.
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
|
In addition, approximately $48.6 million of outstanding loans taken
by Express Scripts Plan participants were transferred into the Plan on December 31, 2019. These loans were not required to be reamortized
at the time of the plan merger.
The Plan retained the vesting periods of the participants of the
Express Scripts Plan and preserved all of their contributions from the Express Scripts Plan. No benefit payments were made by the
Plan to the participants of the Express Scripts Plan during 2019.
Note 4 - Fair Value Measurements
Accounting Standards Codification 820, Fair Value Measurements and
Disclosures, provides a framework for measuring fair value. That framework provides a fair value hierarchy that prioritizes the
inputs to valuation techniques used to measure fair value, as follows: Level 1, which refers to securities valued using unadjusted
quoted prices from active markets for identical assets; Level 2, which refers to securities not traded on an active market but
for which observable market inputs are readily available; and Level 3, which refers to securities valued based on significant unobservable
inputs. Assets and liabilities are classified in their entirety based on the lowest level of input that is significant to the fair
value measurement.
Financial Assets Carried at Fair Value
The following table provides information as of December 31, 2019
and 2018 about the Plan’s financial assets carried at fair value on a recurring basis.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2019
|
|
|
|
|
Quoted Prices
|
|
|
Significant
|
|
|
|
|
|
|
|
|
|
|
|
in Active
|
|
|
Other
|
|
|
|
|
|
|
|
|
|
|
|
Markets for
|
|
|
Observable
|
|
|
|
|
|
|
|
|
|
|
|
Identical Assets
|
|
|
Inputs
|
|
|
|
|
|
|
(In thousands)
|
|
(Level 1)
|
|
(Level 2)
|
|
Total
|
|
|
|
Assets at fair value:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Common stock
|
|
|
$
|
891,882
|
|
$
|
|
|
$
|
891,882
|
|
|
|
Pooled separate accounts:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Fixed maturities
|
|
|
|
|
|
|
216,956
|
|
|
216,956
|
|
|
|
Equity securities
|
|
|
|
|
|
|
5,547,133
|
|
|
5,547,133
|
|
|
|
Total assets at fair value
|
|
$
|
891,882
|
|
$
|
5,764,089
|
|
$
|
6,655,971
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2018
|
|
|
|
|
Quoted Prices
|
|
|
Significant
|
|
|
|
|
|
|
|
|
|
|
|
in Active
|
|
|
Other
|
|
|
|
|
|
|
|
|
|
|
|
Markets for
|
|
|
Observable
|
|
|
|
|
|
|
|
|
|
|
|
Identical Assets
|
|
|
Inputs
|
|
|
|
|
|
|
(In thousands)
|
|
(Level 1)
|
|
(Level 2)
|
|
Total
|
|
|
|
Assets at fair value:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Common stock
|
|
|
$
|
869,031
|
|
$
|
|
|
$
|
869,031
|
|
|
|
Pooled separate accounts:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Fixed maturities
|
|
|
|
|
|
|
134,890
|
|
|
134,890
|
|
|
|
Equity securities
|
|
|
|
|
|
|
2,723,055
|
|
|
2,723,055
|
|
|
|
Total assets at fair value
|
|
$
|
869,031
|
|
$
|
2,857,945
|
|
$
|
3,726,976
|
|
|
|
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
|
Note 5 – Financial Assets Carried at Contract Value
The Plan’s Fixed Income Fund is supported by four separate
fully benefit-responsive investment contracts, including a traditional investment contract and three synthetic investment contracts.
The Fixed Income Fund is a “fund of funds”, and blends the crediting rates of the individual investment contracts to
create a single melded crediting rate for the Fixed Income Fund. The melded rate approximates the rates of the supporting investment
contracts and is utilized for Plan accounting purposes only. While PRIAC does not guarantee, support or otherwise back the melded
book value, participants may ordinarily direct the withdrawal or transfer of all or a portion of their investment at their melded
book value.
The Plan transacts with each of the four separate contract issuers
at contract value. These contracts meet the fully benefit-responsive investment contract criteria and therefore are reported at
their contract value in the statements of net assets available for benefits. Contract value is the relevant measure for fully benefit-responsive
investment contracts because this is the amount received by the Plan if participants were to initiate permitted transactions. Contract
value represents contributions made under each contract, plus earnings, less withdrawals, and administrative expenses.
The following represents the disaggregation of contract value between
types of investment contracts held by the Plan.
|
|
As of December 31,
|
(In thousands)
|
2019
|
|
2018
|
Financial assets at contract value:
|
|
|
|
|
|
Traditional investment contract
|
$
|
783,714
|
|
$
|
530,464
|
Synthetic investment contracts
|
|
2,308,159
|
|
|
1,556,064
|
Total
|
$
|
3,091,873
|
|
$
|
2,086,528
|
The key difference between a synthetic investment contract and a
traditional investment contract is that the Plan owns the underlying assets of the synthetic investment contract. A synthetic investment
contract includes a wrapper contract, which is an agreement for the wrap issuer insurance company, to make payments to the Plan
in certain circumstances. The wrapper contract typically includes certain conditions and limitations on the underlying assets owned
by the Plan. With traditional investment contracts, the Plan owns only the contract itself and there are no reserves against contract
value for the credit risk of the contract issuer.
Synthetic and traditional investment contracts are designed to accrue
interest based on crediting rates established by the contract issuers. The synthetic investment contracts held by the Plan include
three wrapper contracts with the Prudential Insurance Company of America (PICA), Voya Retirement Insurance and Annuity Company
(VRIAC), and Massachusetts Mutual Life Insurance Company (MassMutual), each of which provide a guarantee that their crediting rate
will not fall below 0 percent. Assets supporting these contracts are comprised of diversified fixed income securities. Cash flow
volatility (for example, timing of benefit payments) as well as asset underperformance can be passed through to the Plan through
adjustments to future contract crediting rates. Crediting rates are reviewed not less than annually for resetting, and any adjustments
can then be passed through to participants, which would generally be performed through updating of the crediting rate for the Fixed
Income Fund in order to bring the melded book value of the participants in line with the Plan’s cumulative contract value
on the four underlying fully benefit-responsive investment contracts.
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
|
The traditional investment contract held by the Plan is a guaranteed
investment contract with PRIAC. The contract issuer is contractually obligated to repay the principal and interest at a specified
interest rate that is guaranteed to the Plan. The crediting rate is based on a formula established by the contract issuer but may
not be less than 0 percent and is reviewed not less than annually for resetting.
The Plan’s ability to receive amounts due in accordance with
fully benefit-responsive investment contracts is dependent on the third-party issuer’s ability to meet its financial obligations.
The issuer’s ability to meet its contractual obligations may be affected by future economic and regulatory developments.
Certain events might limit the ability of the Plan to transact at
contract value with the contract issuer. These events may be different under each contract. Examples of such events include the
following:
|
1.
|
The Plan’s failure to qualify under Section 401(a) of the Internal Revenue Code or the failure of the trust to be tax-exempt
under Section 501(a) of the Internal Revenue Code;
|
|
2.
|
Premature termination of the contracts;
|
|
3.
|
Plan termination or merger;
|
|
4.
|
Changes to the Plan’s prohibition on competing investment options;
|
|
5.
|
Bankruptcy of the plan sponsor or other plan sponsor events (for example, divestitures or spinoffs of a subsidiary) that significantly
affect the Plan’s normal operations;
|
|
6.
|
Bankruptcy of PRIAC, the contract issuer to the traditional investment contract.
|
Note that if these certain events were to occur, the Plan may not
be able to transact at contract value with the contract issuers and may elect to reflect any difference between market value and
contract value by adjusting participants’ melded book value in the Fixed Income Fund. It is possible that under such events
participants’ melded book value may decrease, however, the Plan Sponsor does not believe it is probable that such events
will occur.
Note 6 - Tax Status
The Plan's
design and current operations are consistent with all IRS requirements for tax exemption. This was confirmed by the IRS through
the issuance to Cigna of a favorable Determination Letter dated March 27, 2018. The Plan has been amended since receiving
the determination letter; however, the plan administrator believes that the Plan is currently designed and being operated in compliance
with the applicable requirements of the Internal Revenue Code. The Plan may be subject to IRS audit but there is no such audit
currently in progress, nor has there been one in the recent past. Tax years that remain
open and subject to an audit based on IRS general procedures are 2016 to 2019.
Accounting principles generally accepted in
the United States of America require the Plan’s management to evaluate tax positions taken by the Plan and recognize a tax
liability (or asset) if the Plan has taken an uncertain position that more likely than not would not be sustained upon examination
by the Internal Revenue Service. As of December 31, 2019 and 2018, there were no uncertain positions taken that had an effect on
the Plan financial statements or that required disclosure.
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
|
Note 7 - Related Party Transactions and Party in Interest Transactions
The Plan invests in Cigna common stock. During the year ended December
31, 2019, the Plan purchased shares of Cigna common stock for approximately $47.5 million and sold shares of Cigna common stock
for approximately $84.3 million. The Cigna Stock Fund experienced net appreciation of approximately $59.6 million for the year
ended December 31, 2019.
The Plan also invests in pooled separate accounts and fully benefit-responsive
investment contracts, which are administered by PRIAC, the Plan’s third party administrator and record-keeper. Activity reported
by PRIAC for these investments qualify as party in interest transactions. Fees incurred by the Plan for administrative services
are included in Plan expenses and totaled $1.4 million in 2019. These have been paid directly to PRIAC.
Following the completion of the merger in 2018, Express Scripts,
Inc. (ESI) became a wholly-owned subsidiary of Cigna Corp. ESI sponsored a 401(K) plan for its employees. See Note
3 – Plan Mergers for additional details.
Note 8 – Risks and Uncertainties
The Plan invests in various investment securities. Investment securities
are exposed to various risks such as interest rate, market and credit risks, including credit risk on fully benefit-responsive
investment contracts. Credit risk exists for these contracts because there are no reserves by the insurance company against the
contract value disclosed, other than the underlying assets of the synthetic investment contracts, which the Plan owns. Due to the
level of risk associated with certain investment securities and the level of uncertainty related to changes in the value of investment
securities, it is at least reasonably possible that changes in values of investment securities will occur in the near term and
that such changes could materially affect participants’ account balances and the amounts reported in the statements of net
assets available for benefits.
Note 9 – Reconciliation of Financial Statements to Form
5500
The following is a reconciliation of net assets available for benefits
per the financial statements to the Form 5500 as of December 31, 2019.
Net
Assets available for benefits per the Statements of Net Assets Available for Benefits
|
$
|
9,926,207
|
$
|
5,958,762
|
Difference between contract value and current value on fully benefit-responsive contracts (a)
|
|
(3,949)
|
|
(34,719)
|
Net Assets available for benefits per the Form 5500
|
$
|
9,922,258
|
$
|
5,924,043
|
|
|
|
|
|
(a) Fully benefit-responsive contracts are required to be carried at contract value in the Statements of Net Assets Available for Benefits.
|
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
|
Note 10 – Subsequent Event
In March 2020, the World Health Organization categorized Coronavirus
Disease 2019 ("COVID-19") as a pandemic, and the President of the United States declared the COVID-19 outbreak a national
emergency. The COVID-19 pandemic has led to volatility in financial markets and has affected, and may continue to affect, the market
price of Cigna common stock and other Plan assets. The potential economic impact brought by, and the duration of, COVID-19 is difficult
to assess or predict and will depend on future developments that are highly uncertain and cannot be predicted.
The Plan has implemented certain requirements of the Setting Every
Community Up for Retirement Enhancement Act of 2019 (the SECURE Act) and optional features of the Coronavirus Aid, Relief, and
Economic Security Act (the CARES Act), which provisions change the Plan to, among others, allow certain eligible individuals to
receive coronavirus-related relief for loan repayment, suspend required minimum distributions, and delay the commencement date
for required minimum distributions. Written amendments to the Plan to reflect these operational changes will be adopted at a later
date in accordance with applicable law and IRS guidance.
No other subsequent events were identified through June 26, 2020, the
date these financial statements were issued.
SUPPLEMENTAL SCHEDULE
CIGNA
401(k) PLAN
|
|
|
|
|
|
|
|
|
FORM
5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
(HELD
AT END OF YEAR)
|
|
|
|
|
|
|
|
|
As
of December 31, 2019
|
(In
thousands)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity
of issue, borrower, lessor or similar party
|
Description
of investment including maturity date, rate of interest, collateral, par or maturity value
|
Current
Value
|
*Cigna
|
CIGNA
COMMON STOCK
|
Common
Stock
|
|
|
|
$
|
891,882
|
|
|
|
|
|
|
|
|
*PRIAC
|
DRYDEN
S&P 500 INDEX
|
Pooled
Separate Account
|
|
|
|
$
|
1,898,141
|
|
|
|
|
|
|
|
|
*PRIAC
|
LARGE
CAP BLEND FUND
|
Pooled
Separate Account
|
|
|
|
$
|
598,240
|
|
|
|
|
|
|
|
|
*PRIAC
|
MID
CAP BLEND FUND
|
Pooled
Separate Account
|
|
|
|
$
|
399,451
|
|
|
|
|
|
|
|
|
*PRIAC
|
SMALL
CAP BLEND FUND
|
Pooled
Separate Account
|
|
|
|
$
|
331,150
|
|
|
|
|
|
|
|
|
*PRIAC
|
INTERNATIONAL
STOCK FUND
|
Pooled
Separate Account
|
|
|
|
$
|
171,836
|
|
|
|
|
|
|
|
|
*PRIAC
|
BLACKROCK
EXTENDED EQUITY MARKET INDEX FUND
|
Pooled
Separate Account
|
|
|
|
$
|
936,220
|
|
|
|
|
|
|
|
|
*PRIAC
|
ALL
WORLD EX FUND
|
Pooled
Separate Account
|
|
|
|
$
|
1,144,603
|
|
|
|
|
|
|
|
|
*PRIAC
|
US
TOTAL STOCK FUND
|
Pooled
Separate Account
|
|
|
|
$
|
67,491
|
|
|
|
|
|
|
|
|
*PRIAC
|
PRUDENTIAL
INVESTMENT MANAGEMENT, INC. HIGH YIELD BOND FUND
|
Pooled
Separate Account
|
|
|
|
$
|
216,957
|
|
|
|
|
|
|
|
|
*PRIAC
|
GUARANTEED
LONG TERM FUND (CONTRACT INTEREST RATE: 3.80%)
|
General
Account Contract
|
|
|
|
$
|
783,714
|
|
|
|
|
|
|
|
|
VOYA
|
CIGNA
STABLE VALUE FUND (CONTRACT INTEREST RATE: 2.22%)
|
Synthetic
Contract
|
|
|
|
$
|
1,042,944
|
|
|
|
|
|
|
|
|
*PICA
|
PRUDENTIAL
STABLE VALUE FUND (CONTRACT INTEREST RATE: 2.76%):
|
Synthetic
Contract
|
|
|
|
|
|
|
COMMERCIAL
MORTGAGE SEPARATE ACCOUNT
|
Separate
Account
|
|
|
|
$
|
84,745
|
|
PRIVEST
SEPARATE ACCOUNT
|
Separate
Account
|
|
|
|
$
|
85,789
|
|
AMERICREDIT
AUTOMOBILE RECEI
|
Asset-backed security
|
3.13%
|
DUE
|
02/18/2025
|
|
204
|
|
AMERICREDIT
AUTOMOBILE RECEI
|
Asset-backed security
|
3.36%
|
DUE
|
02/18/2025
|
|
308
|
|
AMERICREDIT
AUTOMOBILE RECEIV
|
Asset-backed security
|
2.74%
|
DUE
|
04/18/2025
|
|
504
|
|
AMERICREDIT
AUTOMOBILE RECEIV
|
Asset-backed security
|
2.32%
|
DUE
|
07/18/2025
|
|
897
|
|
AVIS
BUDGET RENTAL CAR FUNDING
|
Asset-backed security
|
3.70%
|
DUE
|
09/20/2024
|
|
520
|
|
AVIS
BUDGET RENTAL CAR FUNDING
|
Asset-backed security
|
4.00%
|
DUE
|
03/20/2025
|
|
422
|
|
AVIS
BUDGET RENTAL CAR FUNDING
|
Asset-backed security
|
3.35%
|
DUE
|
09/22/2025
|
|
825
|
|
AVIS
BUDGET RENTAL CAR FUNDING
|
Asset-backed security
|
2.36%
|
DUE
|
03/20/2026
|
|
1,090
|
|
CITIBANK
CREDIT CARD ISSUANCE
|
Asset-backed security
|
2.41%
|
DUE
|
04/22/2026
|
|
201
|
|
CITIBANK
CREDIT CARD ISSUANCE
|
Asset-backed security
|
3.96%
|
DUE
|
10/15/2030
|
|
1,887
|
|
COMMONBOND
STUDENT LOAN T
|
Asset-backed security
|
3.21%
|
DUE
|
02/25/2044
|
|
328
|
|
DISCOVER
CARD MASTER TRUST
|
Asset-backed security
|
2.53%
|
DUE
|
10/15/2026
|
|
305
|
|
DRIVE
AUTO RECEIVABLES TRUST
|
Asset-backed security
|
2.65%
|
DUE
|
02/15/2024
|
|
403
|
|
ENTERPRISE
FLEET FINANCING LLC
|
Asset-backed security
|
2.13%
|
DUE
|
07/20/2022
|
|
27
|
|
ENTERPRISE
FLEET FINANCING LLC
|
Asset-backed security
|
2.13%
|
DUE
|
07/20/2022
|
|
18
|
|
ENTERPRISE
FLEET FINANCING LLC
|
Asset-backed security
|
1.97%
|
DUE
|
01/20/2023
|
|
45
|
|
FORD
CREDIT FLOORPLAN MASTER
|
Asset-backed security
|
2.48%
|
DUE
|
09/15/2024
|
|
404
|
|
FORD
CREDIT FLOORPLAN MASTER
|
Asset-backed security
|
3.06%
|
DUE
|
04/15/2026
|
|
413
|
|
FORD
CREDIT AUTO LEASE TRUST
|
Asset-backed security
|
2.36%
|
DUE
|
03/15/2029
|
|
1,107
|
|
FORD
CREDIT AUTO OWNER TRUST F
|
Asset-backed security
|
3.19%
|
DUE
|
07/15/2031
|
|
312
|
|
FORD
CREDIT AUTO OWNER TRUST F
|
Asset-backed security
|
3.19%
|
DUE
|
07/15/2031
|
|
416
|
|
GMF
FLOORPLAN OWNER REVOLVING
|
Asset-backed security
|
2.31%
|
DUE
|
01/18/2022
|
|
600
|
|
GM
FINANCIAL SECURITIZED TERM
|
Asset-backed security
|
3.62%
|
DUE
|
06/17/2024
|
|
103
|
|
DRB
PRIME STUDENT LOAN TRUST
|
Asset-backed security
|
2.81%
|
DUE
|
11/25/2042
|
|
241
|
|
LAUREL
ROAD PRIME STUDENT LOA
|
Asset-backed security
|
3.54%
|
DUE
|
05/26/2043
|
|
586
|
|
MMAF
EQUIPMENT FINANCE LLC
|
Asset-backed security
|
2.41%
|
DUE
|
08/16/2024
|
|
201
|
|
MMAF
EQUIPMENT FINANCE LLC
|
Asset-backed security
|
2.72%
|
DUE
|
06/15/2040
|
|
507
|
|
MMAF
EQUIPMENT FINANCE LLC
|
Asset-backed security
|
2.29%
|
DUE
|
11/12/2041
|
|
691
|
|
NAVIENT
STUDENT LOAN TRUST
|
Asset-backed security
|
4.00%
|
DUE
|
12/15/2059
|
|
518
|
|
NAVIENT
STUDENT LOAN TRUST
|
Asset-backed security
|
3.19%
|
DUE
|
02/18/2042
|
|
906
|
|
NAVIENT
STUDENT LOAN TRUST
|
Asset-backed security
|
3.13%
|
DUE
|
02/15/2068
|
|
603
|
|
NEW
RESIDENTIAL MORTGAGE LOAN
|
Asset-backed security
|
4.00%
|
DUE
|
12/25/2057
|
|
311
|
|
NORTH
CAROLINA STATE EDUCATION
|
Asset-backed security
|
2.74%
|
DUE
|
07/25/2036
|
|
496
|
|
ONEMAIN
DIRECT AUTO RECEIVABLE
|
Asset-backed security
|
2.55%
|
DUE
|
11/14/2023
|
|
1,001
|
|
ONEMAIN
DIRECT AUTO RECEIVABLE
|
Asset-backed security
|
2.82%
|
DUE
|
07/15/2024
|
|
301
|
|
ONEMAIN
DIRECT AUTO RECEIVAB
|
Asset-backed security
|
3.63%
|
DUE
|
09/14/2027
|
|
1,544
|
|
ONEMAIN
FINANCIAL ISSUANCE TR
|
Asset-backed security
|
2.54%
|
DUE
|
09/14/2032
|
|
406
|
|
ONEMAIN
FINANCIAL ISSUANCE TR
|
Asset-backed security
|
2.54%
|
DUE
|
09/14/2032
|
|
81
|
|
ONEMAIN
DIRECT AUTO RECEIVAB
|
Asset-backed security
|
3.43%
|
DUE
|
12/16/2024
|
|
1,013
|
|
SANTANDER
DRIVE AUTO RECEIVA
|
Asset-backed security
|
3.81%
|
DUE
|
12/16/2024
|
|
710
|
|
SANTANDER
DRIVE AUTO RECEIVABL
|
Asset-backed security
|
2.49%
|
DUE
|
10/15/2025
|
|
502
|
|
SOCIAL
PROFESSIONAL LOAN PROG
|
Asset-backed security
|
3.60%
|
DUE
|
02/25/2048
|
|
2,261
|
|
SOCIAL
PROFESSIONAL LOAN PROGR
|
Asset-backed security
|
2.84%
|
DUE
|
01/25/2041
|
|
1,008
|
|
SOCIAL
PROFESSIONAL LOAN PROGR
|
Asset-backed security
|
2.37%
|
DUE
|
11/16/2048
|
|
687
|
|
SPRINGFIELD
FUNDING TRUST
|
Asset-backed security
|
2.90%
|
DUE
|
11/15/2029
|
|
84
|
|
SPRINGFIELD
FUNDING TRUST
|
Asset-backed security
|
2.68%
|
DUE
|
07/15/2030
|
|
200
|
|
TOWD
POINT MORTGAGE TRUST
|
Asset-backed security
|
3.75%
|
DUE
|
03/25/2058
|
|
759
|
|
TOWD
POINT MORTGAGE TRUST
|
Asset-backed security
|
2.79%
|
DUE
|
12/25/2048
|
|
286
|
|
TOYOTA
AUTO LOAN EXTENDED
|
Asset-backed security
|
2.56%
|
DUE
|
11/25/2031
|
|
1,523
|
|
WORLD
OMNI SELECT AUTO TRUST
|
Asset-backed security
|
3.68%
|
DUE
|
07/15/2023
|
|
537
|
|
WORLD
OMNI SELECT AUTO TRUST
|
Asset-backed security
|
3.86%
|
DUE
|
01/15/2025
|
|
755
|
|
BBCCRE
TRUST
|
Collateralized Mortgage
Obligation
|
3.97%
|
DUE
|
08/10/2033
|
|
1,066
|
|
BARCLAYS
COMMERCIAL MORTGAGE S
|
Collateralized Mortgage
Obligation
|
2.94%
|
DUE
|
08/14/2036
|
|
907
|
|
BANK
|
Collateralized Mortgage
Obligation
|
3.29%
|
DUE
|
07/15/2060
|
|
146
|
|
BANK
|
Collateralized Mortgage
Obligation
|
2.77%
|
DUE
|
11/15/2054
|
|
709
|
|
BANK
|
Collateralized Mortgage
Obligation
|
3.09%
|
DUE
|
09/15/2060
|
|
1,233
|
|
BANK
|
Collateralized Mortgage
Obligation
|
3.09%
|
DUE
|
09/15/2060
|
|
565
|
|
BENCHMARK
MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
2.67%
|
DUE
|
12/15/2072
|
|
2,010
|
|
BENCHMARK
MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.75%
|
DUE
|
04/10/2051
|
|
1,427
|
|
CD
COMMERCIAL MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.49%
|
DUE
|
08/15/2051
|
|
1,247
|
|
CD
MTG
|
Collateralized Mortgage
Obligation
|
2.46%
|
DUE
|
08/10/2049
|
|
1,198
|
|
CFCRE
COMMERCIAL MORTGAGE TRUS
|
Collateralized Mortgage
Obligation
|
3.59%
|
DUE
|
12/10/2054
|
|
636
|
|
COMM
MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
4.05%
|
DUE
|
10/10/2046
|
|
264
|
|
COMM
MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
4.05%
|
DUE
|
10/10/2046
|
|
475
|
|
COMM
MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.69%
|
DUE
|
03/10/2047
|
|
1,576
|
|
COMMERICAL
MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.43%
|
DUE
|
08/10/2048
|
|
2,617
|
|
COMMERICAL
MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
2.83%
|
DUE
|
10/10/2049
|
|
1,117
|
|
CSAIL
18 CX12
|
Collateralized Mortgage
Obligation
|
4.16%
|
DUE
|
08/15/2051
|
|
1,849
|
|
CSAIL
COMMERCIAL MORTGAGE
|
Collateralized Mortgage
Obligation
|
2.72%
|
DUE
|
12/15/2052
|
|
1,998
|
|
'COMM
MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.35%
|
DUE
|
02/10/2048
|
|
1,250
|
|
CSMC
18 RPL9
|
Collateralized Mortgage
Obligation
|
3.85%
|
DUE
|
09/25/2057
|
|
1,736
|
|
COMM
MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
2.69%
|
DUE
|
08/15/2057
|
|
2,162
|
|
CITIGROUP
COMMERCIAL MORTGAGE
|
Collateralized Mortgage
Obligation
|
2.58%
|
DUE
|
08/10/2049
|
|
1,207
|
|
CITIGROUP
COMMERCIAL MORTGAGE
|
Collateralized Mortgage
Obligation
|
2.58%
|
DUE
|
08/10/2049
|
|
1,207
|
|
CITIGROUP
COMMERCIAL MORTGAGE
|
Collateralized Mortgage
Obligation
|
3.46%
|
DUE
|
12/10/2049
|
|
636
|
|
CGCMT
|
Collateralized Mortgage
Obligation
|
3.11%
|
DUE
|
09/15/2050
|
|
1,235
|
|
CITIGROUP
COMMERCIAL MORTGAGE
|
Collateralized Mortgage
Obligation
|
3.96%
|
DUE
|
03/10/2051
|
|
1,288
|
|
CBSLT
17 BGS
|
Collateralized Mortgage
Obligation
|
2.68%
|
DUE
|
09/25/2042
|
|
379
|
|
DEUTSCHE
BANK COMMERCIAL MTG
|
Collateralized Mortgage
Obligation
|
2.63%
|
DUE
|
09/10/2049
|
|
1,866
|
|
CITIGROUP
COMMERCIAL MORTGAGE
|
Collateralized Mortgage
Obligation
|
3.52%
|
DUE
|
09/10/2058
|
|
1,579
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
3.03%
|
DUE
|
11/25/2025
|
|
1,187
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
2.48%
|
DUE
|
03/25/2026
|
|
275
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
2.37%
|
DUE
|
07/25/2026
|
|
604
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
2.37%
|
DUE
|
07/25/2026
|
|
201
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
2.25%
|
DUE
|
07/25/2026
|
|
797
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
2.50%
|
DUE
|
10/25/2026
|
|
202
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
2.50%
|
DUE
|
10/25/2026
|
|
292
|
|
FNMA
ACES
|
Collateralized Mortgage
Obligation
|
2.36%
|
DUE
|
09/25/2026
|
|
996
|
|
FNMA
ACES
|
Collateralized Mortgage
Obligation
|
2.36%
|
DUE
|
09/25/2026
|
|
1,096
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
2.56%
|
DUE
|
09/25/2026
|
|
1,106
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
2.96%
|
DUE
|
02/25/2027
|
|
3,002
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
2.67%
|
DUE
|
12/25/2026
|
|
3,146
|
|
FNMA
ACES
|
Collateralized Mortgage
Obligation
|
2.74%
|
DUE
|
04/25/2029
|
|
2,918
|
|
FNMA
ACES
|
Collateralized Mortgage
Obligation
|
2.90%
|
DUE
|
01/25/2028
|
|
961
|
|
FNMA
ACES
|
Collateralized Mortgage
Obligation
|
3.00%
|
DUE
|
01/25/2028
|
|
1,402
|
|
FNMA
ACES
|
Collateralized Mortgage
Obligation
|
3.00%
|
DUE
|
01/25/2028
|
|
5,192
|
|
FNMA
ACES
|
Collateralized Mortgage
Obligation
|
3.05%
|
DUE
|
11/25/2027
|
|
633
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
3.15%
|
DUE
|
03/25/2028
|
|
5,421
|
|
FANNIEMAE
CES
|
Collateralized Mortgage
Obligation
|
3.44%
|
DUE
|
09/25/2027
|
|
1,108
|
|
FANNIEMAE
CES
|
Collateralized Mortgage
Obligation
|
3.50%
|
DUE
|
07/25/2028
|
|
403
|
|
FANNIEMAE
CES
|
Collateralized Mortgage
Obligation
|
3.50%
|
DUE
|
07/25/2028
|
|
1,629
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
3.82%
|
DUE
|
03/25/2030
|
|
1,193
|
|
FNMA
ACES
|
Collateralized Mortgage
Obligation
|
3.01%
|
DUE
|
06/25/2028
|
|
3,041
|
|
FANNIE
MAE
|
Collateralized Mortgage
Obligation
|
2.14%
|
DUE
|
09/25/2029
|
|
2,129
|
|
FHLMC
MULTIFAMILY STRUCTURED P
|
Collateralized Mortgage
Obligation
|
3.60%
|
DUE
|
01/25/2028
|
|
2,712
|
|
FREDDIE
MAC
|
Collateralized Mortgage
Obligation
|
3.50%
|
DUE
|
10/15/2045
|
|
897
|
|
FHLMC
MULTIFAMILY STRUCTURED P
|
Collateralized Mortgage
Obligation
|
3.25%
|
DUE
|
09/25/2027
|
|
53
|
|
FHLMC
MULTIFAMILY STRUCTURED P
|
Collateralized Mortgage
Obligation
|
3.25%
|
DUE
|
09/25/2027
|
|
2,484
|
|
FHLMC
MULTIFAMILY STRUCTURED P
|
Collateralized Mortgage
Obligation
|
3.29%
|
DUE
|
11/25/2027
|
|
2,499
|
|
FHLMC
|
Collateralized Mortgage
Obligation
|
3.50%
|
DUE
|
12/25/2027
|
|
1,880
|
|
FHLMC
MULTIFAMILY STRUCTURED P
|
Collateralized Mortgage
Obligation
|
3.34%
|
DUE
|
04/25/2028
|
|
1,257
|
|
FHLMC
|
Collateralized Mortgage
Obligation
|
3.75%
|
DUE
|
11/25/2032
|
|
879
|
|
FHLMC
MULTIFAMILY STRUCTURED P
|
Collateralized Mortgage
Obligation
|
3.85%
|
DUE
|
05/25/2028
|
|
1,024
|
|
FHLMC
|
Collateralized Mortgage
Obligation
|
3.85%
|
DUE
|
05/25/2028
|
|
197
|
|
FHLMC
|
Collateralized Mortgage
Obligation
|
3.92%
|
DUE
|
06/25/2028
|
|
634
|
|
FHLMC
MULTIFAMILY STRUCTURED P
|
Collateralized Mortgage
Obligation
|
3.93%
|
DUE
|
06/25/2028
|
|
1,240
|
|
FHLMC
MULTIFAMILY STRUCTURED P
|
Collateralized Mortgage
Obligation
|
3.99%
|
DUE
|
07/25/2028
|
|
2,376
|
|
FHLMC
MULTIFAMILY STRUCTURED P
|
Collateralized Mortgage
Obligation
|
3.99%
|
DUE
|
05/25/2033
|
|
2,922
|
|
FHLMC MULTIFAMILY
STRUCTURED
|
Collateralized Mortgage
Obligation
|
3.90%
|
DUE
|
08/25/2028
|
|
2,640
|
|
FHLMC MULTIFAMILY
STRUCTURED
|
Collateralized Mortgage
Obligation
|
3.92%
|
DUE
|
09/25/2028
|
|
1,436
|
|
FHLMC MULTIFAMILY
STRUCTURED
|
Collateralized Mortgage
Obligation
|
3.88%
|
DUE
|
10/25/2028
|
|
2,418
|
|
FHLMC
MULTIFAMILY STRUCTURED P
|
Collateralized Mortgage
Obligation
|
3.49%
|
DUE
|
02/25/2052
|
|
1,558
|
|
FREDDIE
MAC SCRT
|
Collateralized Mortgage
Obligation
|
3.50%
|
DUE
|
08/25/2058
|
|
1,541
|
|
GS
MORTGAGE SECURITIES TRUST
|
Collateralized Mortgage
Obligation
|
3.52%
|
DUE
|
06/10/2047
|
|
1,113
|
|
GSMS
17 GS7
|
Collateralized Mortgage
Obligation
|
3.20%
|
DUE
|
08/10/2050
|
|
1,037
|
|
JP
MORGAN CHASE COMMERCIAL MTG
|
Collateralized Mortgage
Obligation
|
2.63%
|
DUE
|
08/15/2049
|
|
1,409
|
|
JPMBB
COMMERCIAL MORTGAGE SEC
|
Collateralized Mortgage
Obligation
|
3.23%
|
DUE
|
01/15/2048
|
|
1,867
|
|
JPMBB
COMMERCIAL MORTGAGE SEC
|
Collateralized Mortgage
Obligation
|
3.55%
|
DUE
|
07/15/2048
|
|
1,211
|
|
METLIFE
SECURITIZATION TRUST
|
Collateralized Mortgage
Obligation
|
3.75%
|
DUE
|
03/25/2057
|
|
256
|
|
MILL
CITY MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
2.75%
|
DUE
|
01/25/2061
|
|
416
|
|
MILL
CITY MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.25%
|
DUE
|
10/25/2069
|
|
321
|
|
MORGAN
STANLEY BAML TRUST
|
Collateralized Mortgage
Obligation
|
3.46%
|
DUE
|
12/15/2049
|
|
633
|
|
MORGAN
STANLEY BAML TRUST
|
Collateralized Mortgage
Obligation
|
3.08%
|
DUE
|
03/15/2048
|
|
473
|
|
MORGAN
STANLEY BAML TRUST
|
Collateralized Mortgage
Obligation
|
3.08%
|
DUE
|
03/15/2048
|
|
658
|
|
MORGAN
STANLEY BAML TRUST
|
Collateralized Mortgage
Obligation
|
2.73%
|
DUE
|
11/15/2049
|
|
608
|
|
MORGAN
STANLEY CAPITAL I TRUST
|
Collateralized Mortgage
Obligation
|
2.53%
|
DUE
|
08/15/2049
|
|
600
|
|
NEW
RESIDENTIAL MORTGAGE LOA
|
Collateralized Mortgage
Obligation
|
2.54%
|
DUE
|
01/25/2048
|
|
513
|
|
TOWD
POINT MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
2.39%
|
DUE
|
02/25/2057
|
|
508
|
|
TOWD
POINT MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.00%
|
DUE
|
01/28/2058
|
|
560
|
|
UBS
COMMERCIAL MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.90%
|
DUE
|
02/15/2051
|
|
1,285
|
|
UBS
COMMERCIAL MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
4.31%
|
DUE
|
06/15/2051
|
|
2,719
|
|
UBS
BARCLAYS COMMERCIAL MORTGA
|
Collateralized Mortgage
Obligation
|
2.73%
|
DUE
|
08/10/2049
|
|
8
|
|
UBS
COMMERCIAL MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.87%
|
DUE
|
07/15/2051
|
|
1,280
|
|
WF
RBS COMMERCIAL MORTGAGE T
|
Collateralized Mortgage
Obligation
|
2.88%
|
DUE
|
03/15/2048
|
|
1,750
|
|
WELLS
FARGO COMMERCIAL MORTGAG
|
Collateralized Mortgage
Obligation
|
3.19%
|
DUE
|
02/15/2048
|
|
2,038
|
|
WELLS
FARGO COMMERCIAL MTG
|
Collateralized Mortgage
Obligation
|
2.67%
|
DUE
|
07/15/2048
|
|
1,316
|
|
WELLS
FARGO COMMERCIAL MORTGAG
|
Collateralized Mortgage
Obligation
|
2.40%
|
DUE
|
08/15/2049
|
|
1,193
|
|
WELLS
FARGO COMMERCIAL MORTGAG
|
Collateralized Mortgage
Obligation
|
2.68%
|
DUE
|
10/15/2049
|
|
1,215
|
|
WELLS
FARGO COMMERCIAL MORTGAG
|
Collateralized Mortgage
Obligation
|
2.81%
|
DUE
|
11/15/2059
|
|
612
|
|
WELLS
FARGO COMMERCIAL MORTGAG
|
Collateralized Mortgage
Obligation
|
3.52%
|
DUE
|
12/15/2049
|
|
637
|
|
WELLS
FARGO COMMERCIAL MTG
|
Collateralized Mortgage
Obligation
|
3.39%
|
DUE
|
11/15/2050
|
|
1,257
|
|
WELLS
FARGO COMMERCIAL MORTGAG
|
Collateralized Mortgage
Obligation
|
3.89%
|
DUE
|
08/15/2051
|
|
1,803
|
|
COMM
2014 UBS2
|
CMO-CMBS
|
3.96%
|
DUE
|
03/10/2047
|
|
997
|
|
COMM
2014 UBS2
|
CMO-CMBS
|
3.96%
|
DUE
|
03/10/2047
|
|
1,475
|
|
AEP
TEXAS INC
|
Corporate
Bond
|
3.95%
|
DUE
|
06/01/2028
|
|
625
|
|
AEP
TRANSMISSION CO LLC
|
Corporate
Bond
|
3.10%
|
DUE
|
12/01/2026
|
|
57
|
|
AT&T
INC
|
Corporate
Bond
|
4.12%
|
DUE
|
02/17/2026
|
|
786
|
|
AT&T
INC
|
Corporate
Bond
|
4.35%
|
DUE
|
03/01/2029
|
|
2,503
|
|
AT&T
INC
|
Corporate
Bond
|
3.80%
|
DUE
|
02/15/2027
|
|
128
|
|
ABBVIE
INC
|
Corporate
Bond
|
3.60%
|
DUE
|
05/14/2025
|
|
581
|
|
ABBVIE
INC
|
Corporate
Bond
|
3.60%
|
DUE
|
05/14/2025
|
|
211
|
|
ABBVIE
INC
|
Corporate
Bond
|
3.60%
|
DUE
|
05/14/2025
|
|
465
|
|
ABBVIE
INC
|
Corporate
Bond
|
3.60%
|
DUE
|
05/14/2025
|
|
1,056
|
|
ABBVIE
INC
|
Corporate
Bond
|
3.20%
|
DUE
|
11/21/2029
|
|
631
|
|
ABBVIE
INC
|
Corporate
Bond
|
3.20%
|
DUE
|
11/21/2029
|
|
2,060
|
|
ALIMENTATION
COUCHE TARD
|
Corporate
Bond
|
3.55%
|
DUE
|
07/26/2027
|
|
483
|
|
ALLIANT
ENERGY FINANCE
|
Corporate
Bond
|
3.75%
|
DUE
|
06/15/2023
|
|
626
|
|
AMEREN
ILLINOIS
|
Corporate
Bond
|
3.80%
|
DUE
|
05/15/2028
|
|
687
|
|
AMERICAN
EXPRESS CO
|
Corporate
Bond
|
3.40%
|
DUE
|
02/27/2023
|
|
976
|
|
AMERICAN
EXPRESS CO
|
Corporate
Bond
|
3.38%
|
DUE
|
05/17/2021
|
|
15
|
|
AMERICAN
EXPRESS CO
|
Corporate
Bond
|
3.38%
|
DUE
|
05/17/2021
|
|
932
|
|
AMERICAN
EXPRESS CO
|
Corporate
Bond
|
3.70%
|
DUE
|
08/03/2023
|
|
852
|
|
AMERICAN
INTERNATIONAL GROUP
|
Corporate
Bond
|
4.12%
|
DUE
|
02/15/2024
|
|
967
|
|
ARCH
CAPITAL FINANCE LLC
|
Corporate
Bond
|
4.01%
|
DUE
|
12/15/2026
|
|
55
|
|
ARCH
CAPITAL FINANCE LLC
|
Corporate
Bond
|
4.01%
|
DUE
|
12/15/2026
|
|
1,098
|
|
BAT
CAPITAL CORP
|
Corporate
Bond
|
2.76%
|
DUE
|
08/15/2022
|
|
1,005
|
|
BB&T
CORPORATION
|
Corporate
Bond
|
3.20%
|
DUE
|
09/03/2021
|
|
805
|
|
BMW
US CAPITAL LLC
|
Corporate
Bond
|
2.25%
|
DUE
|
09/15/2023
|
|
546
|
|
BNP
PARIBAS
|
Corporate
Bond
|
4.38%
|
DUE
|
09/28/2025
|
|
215
|
|
BANCO
SANTANDER SA
|
Corporate
Bond
|
3.85%
|
DUE
|
04/12/2023
|
|
209
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
4.12%
|
DUE
|
01/22/2024
|
|
1,263
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
4.00%
|
DUE
|
01/22/2025
|
|
384
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
4.45%
|
DUE
|
03/03/2026
|
|
604
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
4.45%
|
DUE
|
03/03/2026
|
|
686
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
2.62%
|
DUE
|
04/19/2021
|
|
1,388
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
3.82%
|
DUE
|
01/20/2028
|
|
966
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
3.82%
|
DUE
|
01/20/2028
|
|
1,288
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
3.59%
|
DUE
|
07/21/2028
|
|
74
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
3.37%
|
DUE
|
01/23/2026
|
|
314
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
3.50%
|
DUE
|
05/17/2022
|
|
413
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
3.19%
|
DUE
|
07/23/2030
|
|
662
|
|
BANK
OF MONTREAL
|
Corporate
Bond
|
3.30%
|
DUE
|
02/05/2024
|
|
339
|
|
BANK
OF NY MELLON CORP
|
Corporate
Bond
|
2.20%
|
DUE
|
08/16/2023
|
|
652
|
|
BANK
OF NY MELLON CORP
|
Corporate
Bond
|
2.95%
|
DUE
|
01/29/2023
|
|
211
|
|
BANQUE
FED CRED MUTUEL
|
Corporate
Bond
|
3.75%
|
DUE
|
07/20/2023
|
|
965
|
|
BARCLAYS
PLC
|
Corporate
Bond
|
3.65%
|
DUE
|
03/16/2025
|
|
442
|
|
BARCLAYS
PLC
|
Corporate
Bond
|
3.65%
|
DUE
|
03/16/2025
|
|
297
|
|
BARCLAYS
PLC
|
Corporate
Bond
|
3.68%
|
DUE
|
01/10/2023
|
|
338
|
|
BAYER
US FINANCE II LLC
|
Corporate
Bond
|
3.50%
|
DUE
|
06/25/2021
|
|
204
|
|
BAYER
US FINANCE II LLC
|
Corporate
Bond
|
3.50%
|
DUE
|
06/25/2021
|
|
443
|
|
BAYER
US FINANCE II LLC
|
Corporate
Bond
|
2.60%
|
DUE
|
06/25/2021
|
|
296
|
|
BNP
PARIBAS
|
Corporate
Bond
|
2.95%
|
DUE
|
05/23/2022
|
|
204
|
|
BNP
PARIBAS
|
Corporate
Bond
|
4.40%
|
DUE
|
08/14/2028
|
|
289
|
|
BOEING
CO
|
Corporate
Bond
|
2.95%
|
DUE
|
02/01/2030
|
|
1,111
|
|
BRISTOL
MYERS SQUIBB CO
|
Corporate
Bond
|
2.25%
|
DUE
|
08/15/2021
|
|
966
|
|
BRISTOL
MYERS SQUIBB CO
|
Corporate
Bond
|
3.45%
|
DUE
|
11/15/2027
|
|
910
|
|
BRISTOL
MYERS SQUIBB CO
|
Corporate
Bond
|
3.40%
|
DUE
|
07/26/2029
|
|
862
|
|
BRIXMOR
OPERATING PART
|
Corporate
Bond
|
3.65%
|
DUE
|
06/15/2024
|
|
1,255
|
|
BROADCOM
CRP CAYMN FI
|
Corporate
Bond
|
3.62%
|
DUE
|
01/15/2024
|
|
295
|
|
BROADCOM
CRP CAYMN FI
|
Corporate
Bond
|
3.62%
|
DUE
|
01/15/2024
|
|
285
|
|
BROADCOM
INC
|
Corporate
Bond
|
3.12%
|
DUE
|
04/15/2021
|
|
192
|
|
BROADCOM
INC
|
Corporate
Bond
|
3.12%
|
DUE
|
10/15/2022
|
|
153
|
|
BROADCOM
INC
|
Corporate
Bond
|
3.12%
|
DUE
|
10/15/2022
|
|
815
|
|
VIACOMCBS
INC
|
Corporate
Bond
|
2.50%
|
DUE
|
02/15/2023
|
|
503
|
|
CNA
FINANCIAL CORP
|
Corporate
Bond
|
3.95%
|
DUE
|
05/15/2024
|
|
855
|
|
CNA
FINANCIAL CORP
|
Corporate
Bond
|
3.95%
|
DUE
|
05/15/2024
|
|
502
|
|
CNA
FINANCIAL CORP
|
Corporate
Bond
|
3.95%
|
DUE
|
05/15/2024
|
|
775
|
|
CVS
CAREMARK CORP
|
Corporate
Bond
|
4.00%
|
DUE
|
12/05/2023
|
|
529
|
|
CVS
CAREMARK CORP
|
Corporate
Bond
|
5.00%
|
DUE
|
12/01/2024
|
|
829
|
|
CVS
HEALTH CORP
|
Corporate
Bond
|
4.10%
|
DUE
|
03/25/2025
|
|
709
|
|
CVS
HEALTH CORP
|
Corporate
Bond
|
4.30%
|
DUE
|
03/25/2028
|
|
1,054
|
|
CANADIAN
NATURAL RESOURCES LTD
|
Corporate
Bond
|
2.95%
|
DUE
|
01/15/2023
|
|
908
|
|
CAPITAL
ONE NA
|
Corporate
Bond
|
2.25%
|
DUE
|
09/13/2021
|
|
442
|
|
CAPITAL
ONE NA
|
Corporate
Bond
|
2.25%
|
DUE
|
09/13/2021
|
|
904
|
|
CATERPILLAR
FINANCIAL SERVICE
|
Corporate
Bond
|
1.70%
|
DUE
|
08/09/2021
|
|
439
|
|
CENTERPOINT
ENERGY HOUSTON
|
Corporate
Bond
|
2.40%
|
DUE
|
09/01/2026
|
|
169
|
|
CENTERPOINT
ENERGY HOUSTON
|
Corporate
Bond
|
3.00%
|
DUE
|
02/01/2027
|
|
960
|
|
CHARTER
COMM OPT LLC CAP
|
Corporate
Bond
|
4.91%
|
DUE
|
07/23/2025
|
|
551
|
|
CHARTER
COMM OPT LLC CAP
|
Corporate
Bond
|
4.91%
|
DUE
|
07/23/2025
|
|
440
|
|
CHARTER
COMM OPT LLC CAP
|
Corporate
Bond
|
4.91%
|
DUE
|
07/23/2025
|
|
187
|
|
CHARTER
COMM OPT LLC CAP
|
Corporate
Bond
|
4.91%
|
DUE
|
07/23/2025
|
|
496
|
|
CITIGROUP
INC
|
Corporate
Bond
|
3.88%
|
DUE
|
03/26/2025
|
|
370
|
|
CITIGROUP
INC
|
Corporate
Bond
|
4.45%
|
DUE
|
09/29/2027
|
|
386
|
|
CITIGROUP
INC
|
Corporate
Bond
|
4.45%
|
DUE
|
09/29/2027
|
|
744
|
|
CITIGROUP
INC
|
Corporate
Bond
|
2.70%
|
DUE
|
03/30/2021
|
|
1,206
|
|
CITIGROUP
INC
|
Corporate
Bond
|
3.40%
|
DUE
|
05/01/2026
|
|
394
|
|
CITIGROUP
INC
|
Corporate
Bond
|
3.40%
|
DUE
|
05/01/2026
|
|
1,366
|
|
CITIBANK
NA
|
Corporate
Bond
|
3.05%
|
DUE
|
05/01/2020
|
|
1,204
|
|
COLORADO
INTERSTATE GAS CO LLC
|
Corporate
Bond
|
4.15%
|
DUE
|
08/15/2026
|
|
179
|
|
COMCAST
CORP
|
Corporate
Bond
|
3.95%
|
DUE
|
10/15/2025
|
|
1,015
|
|
COMMONWEALTH
EDISON CO
|
Corporate
Bond
|
2.95%
|
DUE
|
08/15/2027
|
|
404
|
|
COMMONWEALTH
EDISON CO
|
Corporate
Bond
|
3.70%
|
DUE
|
08/15/2028
|
|
744
|
|
CONCHO
RESOURCES INC
|
Corporate
Bond
|
3.75%
|
DUE
|
10/01/2027
|
|
195
|
|
CONCHO
RESOURCES INC
|
Corporate
Bond
|
3.75%
|
DUE
|
10/01/2027
|
|
736
|
|
CONCHO
RESOURCES INC
|
Corporate
Bond
|
4.30%
|
DUE
|
08/15/2028
|
|
153
|
|
CONSTELLATION
BRANDS INC
|
Corporate
Bond
|
2.61%
|
DUE
|
11/15/2021
|
|
825
|
|
COX
COMMUNICATIONS INC
|
Corporate
Bond
|
3.50%
|
DUE
|
08/15/2027
|
|
2,609
|
|
CREDIT
SUISSE GROUP-SPON ADR
|
Corporate
Bond
|
3.00%
|
DUE
|
12/14/2023
|
|
998
|
|
CROWN
CASTLE INTERNTL CORP
|
Corporate
Bond
|
4.88%
|
DUE
|
04/15/2022
|
|
318
|
|
CYRUSONE
LP CYRUSONE FIN
|
Corporate
Bond
|
2.90%
|
DUE
|
11/15/2024
|
|
582
|
|
DTE
ENERGY COMPANY
|
Corporate
Bond
|
3.70%
|
DUE
|
08/01/2023
|
|
992
|
|
DAIMLER
FINANCE NA LLC
|
Corporate
Bond
|
3.10%
|
DUE
|
05/04/2020
|
|
216
|
|
DAIMLER
FINANCE NA LLC
|
Corporate
Bond
|
3.35%
|
DUE
|
05/04/2021
|
|
366
|
|
DELTA
AIR LINES INC
|
Corporate
Bond
|
3.62%
|
DUE
|
03/15/2022
|
|
348
|
|
DELTA
AIR LINES INC
|
Corporate
Bond
|
3.62%
|
DUE
|
03/15/2022
|
|
819
|
|
DELTA
AIR LINES INC
|
Corporate
Bond
|
2.88%
|
DUE
|
03/13/2020
|
|
125
|
|
DELTA
AIR LINES INC
|
Corporate
Bond
|
3.40%
|
DUE
|
04/19/2021
|
|
563
|
|
DEUTSCHE
BANK NY
|
Corporate
Bond
|
4.25%
|
DUE
|
02/04/2021
|
|
178
|
|
DEUTSCHE
BANK NY
|
Corporate
Bond
|
4.25%
|
DUE
|
02/04/2021
|
|
1,524
|
|
DEXIA
CREDIT LOCAL
|
Corporate
Bond
|
2.25%
|
DUE
|
02/18/2020
|
|
500
|
|
DIAMONDBACK
ENERGY INC
|
Corporate
Bond
|
2.88%
|
DUE
|
12/01/2024
|
|
809
|
|
DIGITAL
REALTY TRUST LP
|
Corporate
Bond
|
3.70%
|
DUE
|
08/15/2027
|
|
842
|
|
DISCOVER
BANK
|
Corporate
Bond
|
3.45%
|
DUE
|
07/27/2026
|
|
338
|
|
DISCOVERY
COMMUNICATIONS
|
Corporate
Bond
|
3.50%
|
DUE
|
06/15/2022
|
|
514
|
|
DOLLAR
TREE INC
|
Corporate
Bond
|
4.00%
|
DUE
|
05/15/2025
|
|
1,107
|
|
DOMINION
ENERGY INC
|
Corporate
Bond
|
2.85%
|
DUE
|
08/15/2026
|
|
45
|
|
DOWDUPONT
INC
|
Corporate
Bond
|
3.77%
|
DUE
|
11/15/2020
|
|
167
|
|
DUKE
ENERGY CORP
|
Corporate
Bond
|
2.65%
|
DUE
|
09/01/2026
|
|
136
|
|
DUKE
ENERGY CORP
|
Corporate
Bond
|
3.15%
|
DUE
|
08/15/2027
|
|
1,067
|
|
DUKE
ENERGY PROGRESS INC
|
Corporate
Bond
|
3.70%
|
DUE
|
09/01/2028
|
|
502
|
|
DUKE
ENERGY FLORIDA LLC
|
Corporate
Bond
|
3.80%
|
DUE
|
07/15/2028
|
|
603
|
|
ERAC
USA FINANCE COMPANY
|
Corporate
Bond
|
3.30%
|
DUE
|
12/01/2026
|
|
541
|
|
ERAC
USA FINANCE COMPANY
|
Corporate
Bond
|
3.30%
|
DUE
|
12/01/2026
|
|
257
|
|
ERAC
USA FINANCE COMPANY
|
Corporate
Bond
|
3.30%
|
DUE
|
12/01/2026
|
|
335
|
|
EQM
MIDSTREAM PARTNERS LP SERI
|
Corporate
Bond
|
4.75%
|
DUE
|
07/15/2023
|
|
461
|
|
ELECTRONIC
ARTS
|
Corporate
Bond
|
3.70%
|
DUE
|
03/01/2021
|
|
204
|
|
EMERA
US FINANCE LP
|
Corporate
Bond
|
2.70%
|
DUE
|
06/15/2021
|
|
333
|
|
EMERA
US FINANCE LP
|
Corporate
Bond
|
3.55%
|
DUE
|
06/15/2026
|
|
519
|
|
ENERGY
TRANSFER PARTNERS
|
Corporate
Bond
|
4.75%
|
DUE
|
01/15/2026
|
|
1,083
|
|
ENEL
FINANCE INTERNATIONAL NV
|
Corporate
Bond
|
3.62%
|
DUE
|
05/25/2027
|
|
181
|
|
ENEL
FINANCE INTERNATIONAL NV
|
Corporate
Bond
|
3.50%
|
DUE
|
04/06/2028
|
|
297
|
|
ENEL
FINANCE INTERNATIONAL NV
|
Corporate
Bond
|
4.88%
|
DUE
|
06/14/2029
|
|
356
|
|
ENERGY
TRANSFER PARTNERS
|
Corporate
Bond
|
4.95%
|
DUE
|
06/15/2028
|
|
170
|
|
ENLINK
MIDSTREAM PARTNER
|
Corporate
Bond
|
4.40%
|
DUE
|
04/01/2024
|
|
97
|
|
ENTERGY
CORP
|
Corporate
Bond
|
2.95%
|
DUE
|
09/01/2026
|
|
437
|
|
EQUIFAX
INC
|
Corporate
Bond
|
3.95%
|
DUE
|
06/15/2023
|
|
315
|
|
FLIR
SYSTEMS INC
|
Corporate
Bond
|
3.12%
|
DUE
|
06/15/2021
|
|
176
|
|
FMC
CORP
|
Corporate
Bond
|
3.45%
|
DUE
|
10/01/2029
|
|
672
|
|
FIFTH
THIRD BANK
|
Corporate
Bond
|
3.95%
|
DUE
|
07/28/2025
|
|
880
|
|
FORD
MOTOR CREDIT CO LLC
|
Corporate
Bond
|
3.20%
|
DUE
|
01/15/2021
|
|
719
|
|
FORD
MOTOR CREDIT CO LLC
|
Corporate
Bond
|
2.98%
|
DUE
|
08/03/2022
|
|
601
|
|
FORD
MOTOR CREDIT CO LLC
|
Corporate
Bond
|
3.81%
|
DUE
|
10/12/2021
|
|
581
|
|
FORD
MOTOR CREDIT CO LLC
|
Corporate
Bond
|
3.81%
|
DUE
|
10/12/2021
|
|
815
|
|
FORTIS
INC
|
Corporate
Bond
|
3.06%
|
DUE
|
10/04/2026
|
|
412
|
|
GENERAL
DYNAMICS CORP
|
Corporate
Bond
|
2.88%
|
DUE
|
05/11/2020
|
|
386
|
|
GENERAL
MOTORS FINL CO
|
Corporate
Bond
|
5.25%
|
DUE
|
03/01/2026
|
|
410
|
|
GENERAL
MOTORS FINL CO
|
Corporate
Bond
|
3.15%
|
DUE
|
06/30/2022
|
|
510
|
|
GENERAL
MOTORS FINL CO
|
Corporate
Bond
|
3.85%
|
DUE
|
01/05/2028
|
|
316
|
|
GILEAD
SCIENCES
|
Corporate
Bond
|
2.50%
|
DUE
|
09/01/2023
|
|
127
|
|
GOLDMAN
SACHS GROUP INC
|
Corporate
Bond
|
3.85%
|
DUE
|
07/08/2024
|
|
1,534
|
|
GOLDMAN
SACHS GROUP INC
|
Corporate
Bond
|
4.25%
|
DUE
|
10/21/2025
|
|
570
|
|
GOLDMAN
SACHS GROUP INC
|
Corporate
Bond
|
4.25%
|
DUE
|
10/21/2025
|
|
163
|
|
GOLDMAN
SACHS GROUP INC
|
Corporate
Bond
|
3.85%
|
DUE
|
01/26/2027
|
|
11
|
|
GOLDMAN
SACHS GROUP INC
|
Corporate
Bond
|
3.85%
|
DUE
|
01/26/2027
|
|
27
|
|
GOLDMAN
SACHS GROUP INC
|
Corporate
Bond
|
3.69%
|
DUE
|
06/05/2028
|
|
798
|
|
GOLDMAN
SACHS GROUP INC
|
Corporate
Bond
|
3.75%
|
DUE
|
02/25/2026
|
|
662
|
|
HSBC
HOLDINGS PLC
|
Corporate
Bond
|
2.72%
|
DUE
|
05/18/2021
|
|
786
|
|
HSBC
HOLDINGS PLC
|
Corporate
Bond
|
4.58%
|
DUE
|
06/19/2029
|
|
224
|
|
HUNTINGTON
NATIONAL BANK
|
Corporate
Bond
|
2.50%
|
DUE
|
08/07/2022
|
|
708
|
|
HUNTINGTON
NATIONAL BANK
|
Corporate
Bond
|
3.55%
|
DUE
|
10/06/2023
|
|
330
|
|
HUSKY
ENERGY INC
|
Corporate
Bond
|
4.00%
|
DUE
|
04/15/2024
|
|
369
|
|
IHS
MARKIT LTD
|
Corporate
Bond
|
4.12%
|
DUE
|
08/01/2023
|
|
266
|
|
IHS
MARKIT LTD
|
Corporate
Bond
|
4.12%
|
DUE
|
08/01/2023
|
|
170
|
|
JP
MORGAN CHASE & CO
|
Corporate
Bond
|
4.50%
|
DUE
|
01/24/2022
|
|
1,869
|
|
JP
MORGAN CHASE & CO
|
Corporate
Bond
|
3.88%
|
DUE
|
09/10/2024
|
|
723
|
|
JP
MORGAN CHASE & CO
|
Corporate
Bond
|
3.88%
|
DUE
|
09/10/2024
|
|
375
|
|
JP
MORGAN CHASE & CO
|
Corporate
Bond
|
3.90%
|
DUE
|
07/15/2025
|
|
1,188
|
|
JP
MORGAN CHASE & CO
|
Corporate
Bond
|
2.95%
|
DUE
|
10/01/2026
|
|
747
|
|
JPMORGAN
CHASE & CO
|
Corporate
Bond
|
3.51%
|
DUE
|
01/23/2029
|
|
531
|
|
JPMORGAN
CHASE & CO
|
Corporate
Bond
|
3.51%
|
DUE
|
01/23/2029
|
|
2,126
|
|
JEFFERIES
GROUP INC
|
Corporate
Bond
|
6.45%
|
DUE
|
06/08/2027
|
|
117
|
|
JPMORGAN
CHASE BANK NA
|
Corporate
Bond
|
3.09%
|
DUE
|
04/26/2021
|
|
753
|
|
KEURIG
DR PEPPER INC
|
Corporate
Bond
|
3.55%
|
DUE
|
05/25/2021
|
|
220
|
|
KEYCORP
|
Corporate
Bond
|
2.90%
|
DUE
|
09/15/2020
|
|
1,359
|
|
KEYBANK
NA CLEVELAND OH
|
Corporate
Bond
|
3.35%
|
DUE
|
06/15/2021
|
|
766
|
|
KRAFT
HEINZ FOODS CO
|
Corporate
Bond
|
4.00%
|
DUE
|
06/15/2023
|
|
1,555
|
|
LYB
INTERNATIONAL FINANCE BV
|
Corporate
Bond
|
4.00%
|
DUE
|
07/15/2023
|
|
793
|
|
LEVEL
3 FINANCING INC
|
Corporate
Bond
|
3.40%
|
DUE
|
03/01/2027
|
|
81
|
|
LEVEL
3 FINANCING INC
|
Corporate
Bond
|
3.40%
|
DUE
|
03/01/2027
|
|
504
|
|
LEVEL
3 FINANCING INC
|
Corporate
Bond
|
3.40%
|
DUE
|
03/01/2027
|
|
423
|
|
LINCOLN
NATIONAL CORP
|
Corporate
Bond
|
3.80%
|
DUE
|
03/01/2028
|
|
666
|
|
LLOYDS
BANK PLC
|
Corporate
Bond
|
3.30%
|
DUE
|
05/07/2021
|
|
610
|
|
LYONDELLBASELL
INDUSTRIES NV
|
Corporate
Bond
|
5.75%
|
DUE
|
04/15/2024
|
|
395
|
|
MPLX
LP
|
Corporate
Bond
|
4.88%
|
DUE
|
12/01/2024
|
|
1,033
|
|
MPLX
LP
|
Corporate
Bond
|
4.12%
|
DUE
|
03/01/2027
|
|
58
|
|
MPLX
LP
|
Corporate
Bond
|
4.00%
|
DUE
|
03/15/2028
|
|
300
|
|
MPLX
LP
|
Corporate
Bond
|
4.00%
|
DUE
|
03/15/2028
|
|
326
|
|
MAGNA
INTERNATIONAL INC
|
Corporate
Bond
|
3.62%
|
DUE
|
06/15/2024
|
|
1,052
|
|
MAGNA
INTERNATIONAL INC
|
Corporate
Bond
|
4.15%
|
DUE
|
10/01/2025
|
|
271
|
|
MARRIOTT
INTERNATIONAL INC
|
Corporate
Bond
|
2.52%
|
DUE
|
12/01/2020
|
|
813
|
|
MCKESSON
CORP
|
Corporate
Bond
|
3.95%
|
DUE
|
02/16/2028
|
|
283
|
|
MICROSOFT
CORP
|
Corporate
Bond
|
2.00%
|
DUE
|
08/08/2023
|
|
856
|
|
MID-ATLANTIC
INTERSTATE
|
Corporate
Bond
|
4.10%
|
DUE
|
05/15/2028
|
|
274
|
|
MITSUBISHI
UFJ FINANCIAL GROUP
|
Corporate
Bond
|
3.00%
|
DUE
|
02/22/2022
|
|
550
|
|
MITSUBISHI
UFJ FINANCIAL GROUP
|
Corporate
Bond
|
3.76%
|
DUE
|
07/26/2023
|
|
1,285
|
|
MIZUHO
FINANCIAL GROUP
|
Corporate
Bond
|
3.92%
|
DUE
|
09/11/2024
|
|
1,734
|
|
MONDELEZ
INTERNATIONAL INC
|
Corporate
Bond
|
3.00%
|
DUE
|
05/07/2020
|
|
471
|
|
MORGAN
STANLEY
|
Corporate
Bond
|
4.35%
|
DUE
|
09/08/2026
|
|
547
|
|
MORGAN
STANLEY
|
Corporate
Bond
|
4.35%
|
DUE
|
09/08/2026
|
|
273
|
|
MORGAN
STANLEY
|
Corporate
Bond
|
3.77%
|
DUE
|
01/24/2029
|
|
70
|
|
MORGAN
STANLEY
|
Corporate
Bond
|
3.88%
|
DUE
|
04/29/2024
|
|
1,302
|
|
MORGAN
STANLEY
|
Corporate
Bond
|
2.50%
|
DUE
|
04/21/2021
|
|
1,864
|
|
MORGAN
STANLEY
|
Corporate
Bond
|
3.62%
|
DUE
|
01/20/2027
|
|
623
|
|
MORGAN
STANLEY
|
Corporate
Bond
|
3.62%
|
DUE
|
01/20/2027
|
|
932
|
|
MOTOROLA
SOLUTIONS INC
|
Corporate
Bond
|
4.00%
|
DUE
|
09/01/2024
|
|
1,220
|
|
MYLAN
NV
|
Corporate
Bond
|
3.95%
|
DUE
|
06/15/2026
|
|
339
|
|
MYLAN
NV
|
Corporate
Bond
|
3.95%
|
DUE
|
06/15/2026
|
|
495
|
|
MYLAN
NV
|
Corporate
Bond
|
3.95%
|
DUE
|
06/15/2026
|
|
834
|
|
NATWEST
MARKETS PLC
|
Corporate
Bond
|
3.62%
|
DUE
|
09/29/2022
|
|
1,088
|
|
NOBLE
ENERGY INC
|
Corporate
Bond
|
3.90%
|
DUE
|
11/15/2024
|
|
370
|
|
ONCOR
ELECTRIC DELIVERY
|
Corporate
Bond
|
3.70%
|
DUE
|
11/15/2028
|
|
1,040
|
|
ONEOK
INC
|
Corporate
Bond
|
4.00%
|
DUE
|
07/13/2027
|
|
69
|
|
ONEOK
INC
|
Corporate
Bond
|
4.00%
|
DUE
|
07/13/2027
|
|
426
|
|
ORACLE
CORP
|
Corporate
Bond
|
2.65%
|
DUE
|
07/15/2026
|
|
665
|
|
OWENS
CORNING INC
|
Corporate
Bond
|
3.40%
|
DUE
|
08/15/2026
|
|
356
|
|
PNC
BANK NA
|
Corporate
Bond
|
4.05%
|
DUE
|
07/26/2028
|
|
856
|
|
PNC
BANK NA
|
Corporate
Bond
|
4.05%
|
DUE
|
07/26/2028
|
|
1,098
|
|
PENSKE
TRUCK LEASING PTL
|
Corporate
Bond
|
4.12%
|
DUE
|
08/01/2023
|
|
644
|
|
PETROLEOS
MEXICANOS
|
Corporate
Bond
|
6.38%
|
DUE
|
02/04/2021
|
|
570
|
|
PETROLEOS
MEXICANOS
|
Corporate
Bond
|
6.49%
|
DUE
|
01/23/2027
|
|
66
|
|
PHILLIPS
66 PARTNERS LP
|
Corporate
Bond
|
3.60%
|
DUE
|
02/15/2025
|
|
786
|
|
PROVIDENCE
ST JOSEPH HEALTH OB
|
Corporate
Bond
|
2.75%
|
DUE
|
10/01/2026
|
|
217
|
|
PUBLIC
SERVICE ELECTRIC & GAS
|
Corporate
Bond
|
2.25%
|
DUE
|
09/15/2026
|
|
481
|
|
QUEST
DIAGNOSTIC INC
|
Corporate
Bond
|
2.95%
|
DUE
|
06/30/2030
|
|
885
|
|
REALTY
INCOME CORP
|
Corporate
Bond
|
3.00%
|
DUE
|
01/15/2027
|
|
926
|
|
REGIONS
FINANCIAL CORP
|
Corporate
Bond
|
2.75%
|
DUE
|
08/14/2022
|
|
631
|
|
ROPER
TECHNOLOGIES INC
|
Corporate
Bond
|
4.20%
|
DUE
|
09/15/2028
|
|
910
|
|
ROYAL
BK OF SCOTLAND GRP PLC
|
Corporate
Bond
|
3.88%
|
DUE
|
09/12/2023
|
|
210
|
|
ROYAL
BK OF SCOTLAND GRP PLC
|
Corporate
Bond
|
4.52%
|
DUE
|
06/25/2024
|
|
212
|
|
RYDER
SYSTEM INC
|
Corporate
Bond
|
2.50%
|
DUE
|
09/01/2022
|
|
382
|
|
RYDER
SYSTEM INC
|
Corporate
Bond
|
3.50%
|
DUE
|
06/01/2021
|
|
342
|
|
SP
POWERASSETS LTD
|
Corporate
Bond
|
3.00%
|
DUE
|
09/26/2027
|
|
335
|
|
SCHLUMBERGER
INV
|
Corporate
Bond
|
3.30%
|
DUE
|
09/14/2021
|
|
230
|
|
SCHLUMBERGER
INV
|
Corporate
Bond
|
2.40%
|
DUE
|
08/01/2022
|
|
595
|
|
SHIRE
ACQ INV IRELAND DA
|
Corporate
Bond
|
2.88%
|
DUE
|
09/23/2023
|
|
1,299
|
|
SHIRE
ACQ INV IRELAND DA
|
Corporate
Bond
|
3.20%
|
DUE
|
09/23/2026
|
|
464
|
|
SOUTHERN
CAL EDISON
|
Corporate
Bond
|
2.40%
|
DUE
|
02/01/2022
|
|
725
|
|
SOUTHERN
CAL EDISON
|
Corporate
Bond
|
2.40%
|
DUE
|
02/01/2022
|
|
280
|
|
SOUTHWESTERN
ELECTRIC POWER
|
Corporate
Bond
|
4.10%
|
DUE
|
09/15/2028
|
|
985
|
|
SPECTRA
ENERGY PARTNERS
|
Corporate
Bond
|
3.38%
|
DUE
|
10/15/2026
|
|
98
|
|
SUNTRUST
BANK
|
Corporate
Bond
|
2.70%
|
DUE
|
01/27/2022
|
|
198
|
|
SVENSKA
HANDELSBANKEN AB
|
Corporate
Bond
|
1.88%
|
DUE
|
09/07/2021
|
|
414
|
|
SYNCHRONY
FINANCIAL
|
Corporate
Bond
|
2.70%
|
DUE
|
02/03/2020
|
|
100
|
|
SYNCHRONY
FINANCIAL
|
Corporate
Bond
|
2.70%
|
DUE
|
02/03/2020
|
|
50
|
|
TAKEDA
PHARMACEUTICAL
|
Corporate
Bond
|
4.00%
|
DUE
|
11/26/2021
|
|
429
|
|
TEXAS
EASTERN TRANSMISSION LP
|
Corporate
Bond
|
3.50%
|
DUE
|
01/15/2028
|
|
200
|
|
TEXTRON
INC
|
Corporate
Bond
|
5.95%
|
DUE
|
09/21/2021
|
|
211
|
|
TRIMBLE
INCORPORATED
|
Corporate
Bond
|
4.15%
|
DUE
|
06/15/2023
|
|
675
|
|
TYCO
ELECTRONICS
|
Corporate
Bond
|
3.12%
|
DUE
|
08/15/2027
|
|
381
|
|
TYSON
FOODS INC
|
Corporate
Bond
|
2.25%
|
DUE
|
08/23/2021
|
|
702
|
|
UBS
GROUP FUNDING SWITZE
|
Corporate
Bond
|
2.86%
|
DUE
|
08/15/2023
|
|
594
|
|
UNION
PACIFIC CORP
|
Corporate
Bond
|
2.75%
|
DUE
|
03/01/2026
|
|
338
|
|
UNITED
TECHNOLOGIES CORP
|
Corporate
Bond
|
3.35%
|
DUE
|
08/16/2021
|
|
609
|
|
UNITED
HEALTH GROUP INC
|
Corporate
Bond
|
3.10%
|
DUE
|
03/15/2026
|
|
995
|
|
UNUM
GROUP
|
Corporate
Bond
|
4.00%
|
DUE
|
03/15/2024
|
|
1,004
|
|
VENTAS
REALTY LP
|
Corporate
Bond
|
4.40%
|
DUE
|
01/15/2029
|
|
952
|
|
VIACOM
INC
|
Corporate
Bond
|
4.25%
|
DUE
|
09/01/2023
|
|
746
|
|
VISTRA
OPERATIONS CO LLC
|
Corporate
Bond
|
3.55%
|
DUE
|
07/15/2024
|
|
177
|
|
VISTRA
OPERATIONS CO LLC
|
Corporate
Bond
|
3.55%
|
DUE
|
07/15/2024
|
|
177
|
|
VISTRA
OPERATIONS CO LLC
|
Corporate
Bond
|
3.70%
|
DUE
|
01/30/2027
|
|
715
|
|
VOLKSWAGEN
GROUP AMERICA
|
Corporate
Bond
|
3.88%
|
DUE
|
11/13/2020
|
|
315
|
|
VOLKSWAGEN
GROUP AMERICA
|
Corporate
Bond
|
4.00%
|
DUE
|
11/12/2021
|
|
419
|
|
WALMART
INC
|
Corporate
Bond
|
3.70%
|
DUE
|
06/26/2028
|
|
501
|
|
WELLPOINT
INC
|
Corporate
Bond
|
3.12%
|
DUE
|
05/15/2022
|
|
374
|
|
WELLTOWER
INC
|
Corporate
Bond
|
3.95%
|
DUE
|
09/01/2023
|
|
649
|
|
WELLTOWER
INC
|
Corporate
Bond
|
2.70%
|
DUE
|
02/15/2027
|
|
362
|
|
WABTEC
|
Corporate
Bond
|
4.95%
|
DUE
|
09/15/2028
|
|
330
|
|
WABTEC
|
Corporate
Bond
|
3.42%
|
DUE
|
09/15/2021
|
|
955
|
|
WRKCO
INC
|
Corporate
Bond
|
3.75%
|
DUE
|
03/15/2025
|
|
601
|
|
WILLIAMS
PARTNERS LP
|
Corporate
Bond
|
4.30%
|
DUE
|
03/04/2024
|
|
267
|
|
WILLIAMS
PARTNERS LP
|
Corporate
Bond
|
4.30%
|
DUE
|
03/04/2024
|
|
160
|
|
WILLIAMS
PARTNERS LP
|
Corporate
Bond
|
4.30%
|
DUE
|
03/04/2024
|
|
1,441
|
|
ZOETIS
INC
|
Corporate
Bond
|
3.25%
|
DUE
|
08/20/2021
|
|
1,686
|
|
SINGTEL
GROUP TREASURY P
|
Corporate
Bond
|
4.50%
|
DUE
|
09/08/2021
|
|
208
|
|
PSA
INTERNATIONAL PTE LT
|
Corporate
Bond
|
3.88%
|
DUE
|
02/11/2021
|
|
1,020
|
|
REPUBLIC
OF INDONESIA
|
Corporate
Bond
|
3.75%
|
DUE
|
04/25/2022
|
|
206
|
|
FREDDIE
MAC
|
Federal Government and
Agency Bond
|
6.75%
|
DUE
|
09/15/2029
|
|
133
|
|
FREDDIE
MAC
|
Federal Government and
Agency Bond
|
6.75%
|
DUE
|
09/15/2029
|
|
140
|
|
FANNIE
MAE
|
Federal Government and
Agency Bond
|
6.25%
|
DUE
|
05/15/2029
|
|
264
|
|
FANNIE
MAE
|
Federal Government and
Agency Bond
|
7.12%
|
DUE
|
01/15/2030
|
|
1,448
|
|
CORP
ANDINA DE FOMENTO
|
Foreign
Government Bond
|
2.12%
|
DUE
|
09/27/2021
|
|
239
|
|
CORP
ANDINA DE FOMENTO
|
Foreign
Government Bond
|
2.75%
|
DUE
|
01/06/2023
|
|
91
|
|
CORP
ANDINA DE FOMENTO
|
Foreign
Government Bond
|
2.75%
|
DUE
|
01/06/2023
|
|
212
|
|
EMIRATE
ABU DHABI GOVT INTL
|
Foreign
Government Bond
|
3.12%
|
DUE
|
10/11/2027
|
|
817
|
|
HARVEST
OPERATIONS CORP
|
Foreign
Government Bond
|
4.20%
|
DUE
|
06/01/2023
|
|
212
|
|
JAPAN
FINANCE ORG MUNICIPAL
|
Foreign
Government Bond
|
2.12%
|
DUE
|
10/25/2023
|
|
201
|
|
JAPAN
FINANCE ORG MUNICIPAL
|
Foreign
Government Bond
|
2.62%
|
DUE
|
04/20/2022
|
|
203
|
|
JAPAN
FINANCE ORG MUNICIPAL
|
Foreign
Government Bond
|
1.75%
|
DUE
|
09/05/2024
|
|
197
|
|
KUWAIT
INTERNATIONAL BOND
|
Foreign
Government Bond
|
2.75%
|
DUE
|
03/20/2022
|
|
203
|
|
MANITOBA
PROVINCE OF
|
Foreign
Government Bond
|
2.60%
|
DUE
|
04/16/2024
|
|
87
|
|
NA
DEVELOPMENT BANK
|
Foreign
Government Bond
|
4.38%
|
DUE
|
02/11/2020
|
|
1,003
|
|
ONTARIO
PROVINCE OF
|
Foreign
Government Bond
|
3.40%
|
DUE
|
10/17/2023
|
|
116
|
|
ONTARIO
TEACHERS FINANC
|
Foreign
Government Bond
|
2.12%
|
DUE
|
09/19/2022
|
|
1,008
|
|
STATE
OF QATAR
|
Foreign
Government Bond
|
4.50%
|
DUE
|
04/23/2028
|
|
349
|
|
STATE
OF QATAR
|
Foreign
Government Bond
|
4.50%
|
DUE
|
04/23/2028
|
|
229
|
|
SAUDI
INTERNATIONAL BOND
|
Foreign
Government Bond
|
2.38%
|
DUE
|
10/26/2021
|
|
206
|
|
SAUDI
INTERNATIONAL BOND
|
Foreign
Government Bond
|
4.00%
|
DUE
|
04/17/2025
|
|
323
|
|
TOKYO
METROPOLITAN GOVT
|
Foreign
Government Bond
|
2.50%
|
DUE
|
06/08/2022
|
|
202
|
|
TOKYO
METROPOLITAN GOVERNMENT
|
Foreign
Government Bond
|
2.00%
|
DUE
|
05/17/2021
|
|
300
|
|
5
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
04/03/2020
|
|
(3)
|
|
5
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
04/03/2020
|
|
(15)
|
|
5
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
04/03/2020
|
|
(53)
|
|
5
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
04/03/2020
|
|
(3)
|
|
5
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
04/03/2020
|
|
(8)
|
|
5
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
04/03/2020
|
|
(1)
|
|
5
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
04/03/2020
|
|
(9)
|
|
5
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
04/03/2020
|
|
1
|
|
5
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
04/03/2020
|
|
2
|
|
5
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
04/03/2020
|
|
12
|
|
5
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
04/03/2020
|
|
7
|
|
2
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
04/03/2020
|
|
(1)
|
|
2
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
04/03/2020
|
|
(2)
|
|
2
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
04/03/2020
|
|
(1)
|
|
2
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
04/03/2020
|
|
1
|
|
2
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
04/03/2020
|
|
8
|
|
10
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
1
|
|
10
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
37
|
|
10
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
7
|
|
10
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
33
|
|
10
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
17
|
|
10
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
16
|
|
10
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
3
|
|
10
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
99
|
|
10
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
16
|
|
10
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
5
|
|
10
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
2
|
|
10
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
4
|
|
20
YR US TR BONDS
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
(14)
|
|
20
YR US TR BONDS
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
(7)
|
|
20
YR US TR BONDS
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
(7)
|
|
20
YR US TR BONDS
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
(3)
|
|
20
YR US TR BONDS
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
(4)
|
|
20
YR US TR BONDS
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
(4)
|
|
20
YR US TR BONDS
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
(7)
|
|
20
YR US TR BONDS
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
(3)
|
|
20
YR US TR BONDS
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
(5)
|
|
20
YR US TR BONDS
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
(8)
|
|
20
YR US TR BONDS
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
(2)
|
|
20
YR US TR BONDS
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
2
|
|
US
ULTRA T-BOND
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
9
|
|
US
ULTRA T-BOND
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
31
|
|
US
ULTRA T-BOND
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
(37)
|
|
US
ULTRA T-BOND
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
(12)
|
|
US
10YR ULTRA FUT MAR20
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
17
|
|
US
10YR ULTRA FUT MAR20
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
25
|
|
US
10YR ULTRA FUT MAR20
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
34
|
|
US
10YR ULTRA FUT MAR20
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
17
|
|
US
10YR ULTRA FUT MAR20
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
5
|
|
FHLMC
GOLD
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
06/01/2039
|
|
177
|
|
FHLMC
GOLD
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
08/01/2043
|
|
2,283
|
|
FHLMC
GOLD
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
09/01/2044
|
|
238
|
|
FHLMC
GOLD
|
Mortgage-backed
Security
|
2.00%
|
DUE
|
01/01/2032
|
|
333
|
|
FHLMC
GOLD
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
04/01/2048
|
|
414
|
|
FHLMC
GOLD
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
10/01/2045
|
|
1,109
|
|
FHLMC
GOLD
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
08/01/2046
|
|
797
|
|
FHLMC
GOLD
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
12/01/2046
|
|
748
|
|
FHLMC
GOLD
|
Mortgage-backed
Security
|
2.50%
|
DUE
|
01/01/2029
|
|
745
|
|
FHLMC
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
01/01/2037
|
|
562
|
|
FHLMC
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
12/01/2037
|
|
208
|
|
FHLMC
GOLD
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
02/01/2043
|
|
1,065
|
|
FHLMC
GOLD
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
02/01/2042
|
|
1,219
|
|
FHLMC
GOLD
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
12/01/2042
|
|
826
|
|
FHLMC
GOLD
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
12/01/2040
|
|
726
|
|
FHLMC
GOLD
|
Mortgage-backed
Security
|
2.50%
|
DUE
|
07/01/2031
|
|
177
|
|
FHLMC
GOLD
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
04/01/2042
|
|
300
|
|
FHLMC
GOLD
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
10/01/2042
|
|
457
|
|
FHLMC
GOLD
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
06/01/2043
|
|
267
|
|
FHLMC
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
09/01/2030
|
|
719
|
|
FHLMC
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
11/01/2047
|
|
1,661
|
|
FHLMC
|
Mortgage-backed
Security
|
5.00%
|
DUE
|
02/01/2048
|
|
411
|
|
FNMA
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
02/01/2041
|
|
681
|
|
FNMA
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
01/01/2041
|
|
1,005
|
|
FNMA
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
02/01/2041
|
|
194
|
|
FNMA
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
08/01/2042
|
|
917
|
|
FNMA
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
10/01/2041
|
|
423
|
|
FNMA
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
01/01/2042
|
|
1,144
|
|
FNMA
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
12/01/2041
|
|
749
|
|
FNMA
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
08/01/2041
|
|
331
|
|
FNMA
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
07/01/2042
|
|
803
|
|
FNMA
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
07/01/2042
|
|
241
|
|
FNMA
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
12/01/2042
|
|
622
|
|
FNMA
|
Mortgage-backed
Security
|
2.50%
|
DUE
|
01/01/2028
|
|
289
|
|
FNMA
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
02/01/2046
|
|
551
|
|
FNMA
|
Mortgage-backed
Security
|
6.00%
|
DUE
|
07/01/2041
|
|
464
|
|
FNMA
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
03/01/2043
|
|
1,156
|
|
FNMA
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
03/01/2043
|
|
419
|
|
FNMA
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
04/01/2030
|
|
245
|
|
FNMA
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
06/01/2045
|
|
2,231
|
|
FNMA
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
12/01/2045
|
|
410
|
|
FNMA
|
Mortgage-backed
Security
|
2.50%
|
DUE
|
09/01/2046
|
|
405
|
|
FNMA
|
Mortgage-backed
Security
|
2.50%
|
DUE
|
09/01/2046
|
|
201
|
|
FNMA
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
11/01/2036
|
|
351
|
|
FNMA
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
12/01/2046
|
|
412
|
|
FNMA
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
12/01/2046
|
|
366
|
|
FNMA
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
04/01/2043
|
|
272
|
|
FNMA
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
06/01/2043
|
|
910
|
|
FNMA
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
09/01/2043
|
|
629
|
|
FNMA
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
10/01/2045
|
|
958
|
|
FNMA
|
Mortgage-backed
Security
|
6.00%
|
DUE
|
10/01/2036
|
|
111
|
|
FNMA
|
Mortgage-backed
Security
|
5.50%
|
DUE
|
01/01/2037
|
|
131
|
|
FNMA
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
12/01/2031
|
|
404
|
|
FNMA
|
Mortgage-backed
Security
|
5.00%
|
DUE
|
09/01/2047
|
|
359
|
|
FNMA
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
07/01/2027
|
|
435
|
|
FNMA
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
08/01/2040
|
|
331
|
|
FNMA
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
01/01/2041
|
|
1,866
|
|
FNMA
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
05/01/2042
|
|
1,592
|
|
FNMA
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
03/01/2043
|
|
772
|
|
FNMA
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
10/01/2039
|
|
245
|
|
FNMA
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
11/01/2040
|
|
147
|
|
FNMA
|
Mortgage-backed
Security
|
2.50%
|
DUE
|
09/01/2027
|
|
378
|
|
FNMA
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
01/01/2046
|
|
374
|
|
FNMA
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
01/01/2046
|
|
367
|
|
FNMA
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
08/01/2031
|
|
331
|
|
FNMA
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
09/01/2046
|
|
353
|
|
FNMA
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
08/01/2047
|
|
819
|
|
FNMA
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
08/01/2047
|
|
443
|
|
FNMA
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
08/01/2033
|
|
371
|
|
FNMA
|
Mortgage-backed
Security
|
5.00%
|
DUE
|
06/01/2040
|
|
109
|
|
FNMA
|
Mortgage-backed
Security
|
5.00%
|
DUE
|
06/01/2040
|
|
130
|
|
FNMA
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
06/01/2040
|
|
253
|
|
FNMA
|
Mortgage-backed
Security
|
5.00%
|
DUE
|
06/01/2040
|
|
379
|
|
FNMA
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
02/01/2041
|
|
223
|
|
FNMA
|
Mortgage-backed
Security
|
5.00%
|
DUE
|
02/01/2041
|
|
169
|
|
FNMA
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
10/01/2040
|
|
744
|
|
FNMA
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
11/01/2040
|
|
411
|
|
GNMA
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
09/15/2042
|
|
185
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
03/20/2043
|
|
163
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
03/20/2043
|
|
294
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
09/20/2042
|
|
349
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
10/20/2042
|
|
726
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
10/20/2042
|
|
574
|
|
GNMA
II
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
10/20/2042
|
|
735
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
12/20/2042
|
|
331
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
12/20/2042
|
|
374
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
09/20/2043
|
|
245
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
10/20/2043
|
|
409
|
|
GNMA
II
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
10/20/2043
|
|
507
|
|
GNMA
II
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
10/20/2043
|
|
128
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
12/20/2043
|
|
511
|
|
GNMA
II
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
12/20/2043
|
|
280
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
01/20/2044
|
|
73
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
01/20/2044
|
|
150
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
03/20/2045
|
|
213
|
|
GNMA
II
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
03/20/2045
|
|
141
|
|
GNMA
II
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
06/20/2044
|
|
345
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
12/20/2044
|
|
352
|
|
GNMA
II
|
Mortgage-backed
Security
|
5.00%
|
DUE
|
04/20/2045
|
|
76
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
04/20/2045
|
|
238
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
05/20/2045
|
|
335
|
|
GNMA
II
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
05/20/2045
|
|
99
|
|
GNMA
II
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
09/20/2045
|
|
773
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
11/20/2045
|
|
1,272
|
|
GNMA
II
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
11/20/2045
|
|
173
|
|
GNMA
II
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
12/20/2045
|
|
313
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.00%
|
DUE
|
01/20/2046
|
|
345
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
05/20/2046
|
|
543
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
07/20/2046
|
|
911
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
07/20/2046
|
|
615
|
|
GNMA
II
|
Mortgage-backed
Security
|
5.00%
|
DUE
|
07/20/2046
|
|
371
|
|
GNMA
II
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
09/20/2046
|
|
138
|
|
GNMA
II
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
10/20/2046
|
|
149
|
|
GNMA
II
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
10/20/2046
|
|
162
|
|
GNMA
II
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
11/20/2046
|
|
234
|
|
GNMA
II
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
11/20/2046
|
|
283
|
|
GNMA
II
|
Mortgage-backed
Security
|
2.50%
|
DUE
|
12/20/2046
|
|
184
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
12/20/2046
|
|
198
|
|
GNMA
II
|
Mortgage-backed
Security
|
3.50%
|
DUE
|
12/20/2046
|
|
966
|
|
GNMA
II
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
02/20/2047
|
|
306
|
|
GNMA
II
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
03/20/2047
|
|
719
|
|
GNMA
II
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
08/20/2048
|
|
824
|
|
GNMA
II
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
08/20/2047
|
|
752
|
|
GNMA
II
|
Mortgage-backed
Security
|
5.00%
|
DUE
|
11/20/2047
|
|
838
|
|
GNMA
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
10/20/2041
|
|
444
|
|
GNMA
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
10/20/2041
|
|
2,034
|
|
GNMA
|
Mortgage-backed
Security
|
4.50%
|
DUE
|
04/15/2040
|
|
148
|
|
GNMA
|
Mortgage-backed
Security
|
4.00%
|
DUE
|
01/15/2041
|
|
252
|
|
ALABAMA
ECON SETTLEMENT AUTH B
|
Municipal
Government Bond
|
3.16%
|
DUE
|
09/15/2025
|
|
51
|
|
CLEARNET
|
Notional
Par Contract
|
1.93%
|
DUE
|
07/31/2025
|
|
(471)
|
|
CLEARNET
|
Notional
Par Contract
|
1.93%
|
DUE
|
07/31/2025
|
|
(388)
|
|
CLEARNET
|
Notional
Par Contract
|
1.55%
|
DUE
|
08/15/2028
|
|
(347)
|
|
CLEARNET
|
Notional
Par Contract
|
1.55%
|
DUE
|
08/15/2028
|
|
(258)
|
|
CLEARNET
|
Notional
Par Contract
|
1.91%
|
DUE
|
08/15/2028
|
|
(112)
|
|
CLEARNET
|
Notional
Par Contract
|
1.55%
|
DUE
|
02/12/2025
|
|
(83)
|
|
CLEARNET
|
Notional
Par Contract
|
1.55%
|
DUE
|
07/31/2025
|
|
(83)
|
|
CLEARNET
|
Notional
Par Contract
|
1.91%
|
DUE
|
08/15/2028
|
|
(71)
|
|
CLEARNET
|
Notional
Par Contract
|
1.55%
|
DUE
|
08/15/2028
|
|
(70)
|
|
CLEARNET
|
Notional
Par Contract
|
1.93%
|
DUE
|
07/31/2025
|
|
(69)
|
|
CLEARNET
|
Notional
Par Contract
|
1.91%
|
DUE
|
08/15/2024
|
|
(55)
|
|
CLEARNET
|
Notional
Par Contract
|
2.40%
|
DUE
|
01/31/2026
|
|
(28)
|
|
CLEARNET
|
Notional
Par Contract
|
1.91%
|
DUE
|
08/15/2024
|
|
(27)
|
|
CLEARNET
|
Notional
Par Contract
|
1.91%
|
DUE
|
08/15/2024
|
|
(26)
|
|
CLEARNET
|
Notional
Par Contract
|
1.91%
|
DUE
|
08/15/2024
|
|
(25)
|
|
CLEARNET
|
Notional
Par Contract
|
1.91%
|
DUE
|
05/31/2025
|
|
(23)
|
|
CLEARNET
|
Notional
Par Contract
|
2.40%
|
DUE
|
01/31/2026
|
|
(23)
|
|
CLEARNET
|
Notional
Par Contract
|
1.91%
|
DUE
|
11/15/2024
|
|
(21)
|
|
CLEARNET
|
Notional
Par Contract
|
2.40%
|
DUE
|
01/31/2026
|
|
(17)
|
|
CLEARNET
|
Notional
Par Contract
|
1.91%
|
DUE
|
05/31/2025
|
|
(16)
|
|
CLEARNET
|
Notional
Par Contract
|
1.48%
|
DUE
|
09/15/2021
|
|
(15)
|
|
CLEARNET
|
Notional
Par Contract
|
1.93%
|
DUE
|
01/31/2026
|
|
(14)
|
|
CLEARNET
|
Notional
Par Contract
|
1.60%
|
DUE
|
09/15/2021
|
|
(12)
|
|
CLEARNET
|
Notional
Par Contract
|
2.40%
|
DUE
|
01/31/2026
|
|
(11)
|
|
CLEARNET
|
Notional
Par Contract
|
2.40%
|
DUE
|
01/31/2026
|
|
(11)
|
|
CLEARNET
|
Notional
Par Contract
|
1.52%
|
DUE
|
02/29/2024
|
|
(11)
|
|
CLEARNET
|
Notional
Par Contract
|
1.91%
|
DUE
|
11/15/2024
|
|
(10)
|
|
CLEARNET
|
Notional
Par Contract
|
1.91%
|
DUE
|
11/15/2024
|
|
(10)
|
|
CLEARNET
|
Notional
Par Contract
|
1.91%
|
DUE
|
11/15/2024
|
|
(10)
|
|
CLEARNET
|
Notional
Par Contract
|
1.93%
|
DUE
|
01/31/2026
|
|
(10)
|
|
CLEARNET
|
Notional
Par Contract
|
1.55%
|
DUE
|
02/15/2027
|
|
(9)
|
|
CLEARNET
|
Notional
Par Contract
|
1.38%
|
DUE
|
09/15/2021
|
|
(9)
|
|
CLEARNET
|
Notional
Par Contract
|
2.40%
|
DUE
|
02/15/2027
|
|
(8)
|
|
CLEARNET
|
Notional
Par Contract
|
1.91%
|
DUE
|
05/31/2025
|
|
(8)
|
|
CLEARNET
|
Notional
Par Contract
|
1.91%
|
DUE
|
05/31/2025
|
|
(8)
|
|
CLEARNET
|
Notional
Par Contract
|
1.91%
|
DUE
|
05/31/2025
|
|
(8)
|
|
CLEARNET
|
Notional
Par Contract
|
1.91%
|
DUE
|
05/31/2025
|
|
(8)
|
|
CLEARNET
|
Notional
Par Contract
|
1.48%
|
DUE
|
09/15/2021
|
|
(8)
|
|
CLEARNET
|
Notional
Par Contract
|
1.38%
|
DUE
|
09/15/2021
|
|
(8)
|
|
CLEARNET
|
Notional
Par Contract
|
1.91%
|
DUE
|
08/15/2024
|
|
(7)
|
|
CLEARNET
|
Notional
Par Contract
|
1.91%
|
DUE
|
11/15/2024
|
|
(7)
|
|
CLEARNET
|
Notional
Par Contract
|
1.91%
|
DUE
|
11/15/2024
|
|
(7)
|
|
CLEARNET
|
Notional
Par Contract
|
1.60%
|
DUE
|
09/15/2021
|
|
(6)
|
|
CLEARNET
|
Notional
Par Contract
|
1.91%
|
DUE
|
08/15/2024
|
|
(5)
|
|
CLEARNET
|
Notional
Par Contract
|
1.55%
|
DUE
|
02/15/2027
|
|
(4)
|
|
CLEARNET
|
Notional
Par Contract
|
2.40%
|
DUE
|
02/15/2027
|
|
(4)
|
|
CLEARNET
|
Notional
Par Contract
|
2.40%
|
DUE
|
02/15/2027
|
|
(3)
|
|
CLEARNET
|
Notional
Par Contract
|
2.40%
|
DUE
|
02/15/2027
|
|
(3)
|
|
CLEARNET
|
Notional
Par Contract
|
1.55%
|
DUE
|
02/15/2027
|
|
(3)
|
|
CLEARNET
|
Notional
Par Contract
|
1.55%
|
DUE
|
02/15/2027
|
|
(3)
|
|
CLEARNET
|
Notional
Par Contract
|
1.55%
|
DUE
|
02/15/2027
|
|
(3)
|
|
CLEARNET
|
Notional
Par Contract
|
1.91%
|
DUE
|
08/15/2024
|
|
(3)
|
|
CLEARNET
|
Notional
Par Contract
|
1.55%
|
DUE
|
05/31/2022
|
|
(3)
|
|
CLEARNET
|
Notional
Par Contract
|
1.94%
|
DUE
|
04/30/2026
|
|
(3)
|
|
CLEARNET
|
Notional
Par Contract
|
1.94%
|
DUE
|
04/30/2026
|
|
(3)
|
|
CLEARNET
|
Notional
Par Contract
|
1.94%
|
DUE
|
04/30/2026
|
|
(2)
|
|
CLEARNET
|
Notional
Par Contract
|
1.94%
|
DUE
|
04/30/2026
|
|
(1)
|
|
CLEARNET
|
Notional
Par Contract
|
2.17%
|
DUE
|
03/31/2021
|
|
9
|
|
CLEARNET
|
Notional
Par Contract
|
2.17%
|
DUE
|
03/31/2021
|
|
19
|
|
CLEARNET
|
Notional
Par Contract
|
1.83%
|
DUE
|
06/15/2021
|
|
26
|
|
INTERCONTINENTAL
EXCHANGE
|
Notional
Par Contract
|
1.00%
|
DUE
|
12/20/2024
|
|
1,089
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
04/24/2019
|
|
23
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
05/01/2019
|
|
60
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
05/14/2019
|
|
9
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
05/20/2019
|
|
134
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
06/03/2019
|
|
12
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
07/08/2019
|
|
35
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
07/09/2019
|
|
38
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
07/12/2019
|
|
79
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
08/06/2019
|
|
87
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
08/16/2019
|
|
2
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
08/26/2019
|
|
18
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
08/28/2019
|
|
6
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
08/30/2019
|
|
59
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
09/03/2019
|
|
99
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
09/13/2019
|
|
38
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
09/25/2019
|
|
137
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
10/01/2019
|
|
99
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
10/16/2019
|
|
75
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
10/21/2019
|
|
95
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
10/28/2019
|
|
134
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
11/07/2019
|
|
70
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
11/13/2019
|
|
34
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
11/18/2019
|
|
63
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
11/22/2019
|
|
74
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
11/19/2019
|
|
76
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
12/02/2019
|
|
81
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
12/03/2019
|
|
169
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
12/04/2019
|
|
88
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
12/13/2019
|
|
41
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
12/19/2019
|
|
229
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
12/20/2019
|
|
889
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
12/23/2019
|
|
6,103
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
12/24/2019
|
|
10,078
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
DUE
|
12/27/2019
|
|
1,036
|
|
US
TREASURY N B
|
US
Government Bond
|
2.25%
|
DUE
|
11/15/2024
|
|
590
|
|
US
TREASURY N B
|
US
Government Bond
|
1.75%
|
DUE
|
11/15/2029
|
|
8,773
|
|
US
TREASURY N B
|
US
Government Bond
|
1.62%
|
DUE
|
12/15/2022
|
|
18,518
|
|
US
TREASURY N B
|
US
Government Bond
|
1.75%
|
DUE
|
12/31/2026
|
|
9,654
|
|
US
TREASURY N B
|
US
Government Bond
|
1.75%
|
DUE
|
12/31/2024
|
|
22,270
|
|
US
TREASURY N B
|
US
Government Bond
|
1.62%
|
DUE
|
12/31/2021
|
|
27,036
|
|
US
TREASURY
|
US
Government Bond
|
0.00%
|
DUE
|
11/15/2043
|
|
188
|
|
OTHER
ASSETS
|
|
|
|
|
|
12,951
|
|
SUBTOTAL
|
|
|
|
|
|
526,595
|
|
TOTAL
PRUDENTIAL STABLE VALUE FUND
|
|
|
|
|
|
697,129
|
|
|
|
|
|
|
|
|
MASSMUTUAL
|
MASSMUTUAL
(CONTRACT INTEREST RATE 3.10%)
|
Synthetic
Contract
|
|
|
|
|
|
|
AASET
2019 1 TRUST
|
Asset-backed
security
|
3.84%
|
DUE
|
05/15/2039
|
|
713
|
|
ACCESS
GROUP INC
|
Asset-backed
security
|
3.17%
|
DUE
|
07/01/2039
|
|
245
|
|
ACCESS
GROUP INC
|
Asset-backed
security
|
3.17%
|
DUE
|
07/01/2039
|
|
196
|
|
ADAMS
OUTDOOR ADVERTISING
|
Asset-backed
security
|
4.81%
|
DUE
|
11/15/2048
|
|
510
|
|
AASET
2018 2 TRUST
|
Asset-backed
security
|
4.45%
|
DUE
|
11/18/2038
|
|
680
|
|
CARVANA
AUTO RECEIVABLES TRUST
|
Asset-backed
security
|
3.07%
|
DUE
|
07/15/2025
|
|
531
|
|
CHASE
EDUCATION LOAN TRUST
|
Asset-backed
security
|
2.20%
|
DUE
|
06/28/2039
|
|
642
|
|
CITIBANK
CREDIT CARD ISSUANCE
|
Asset-backed
security
|
2.51%
|
DUE
|
05/14/2029
|
|
1,092
|
|
COLLEGE
AVE STUDENT LOANS
|
Asset-backed
security
|
4.46%
|
DUE
|
12/28/2048
|
|
378
|
|
CREDIT
SUISSE ABS REPACKAGING
|
Asset-backed
security
|
2.50%
|
DUE
|
01/25/2030
|
|
28
|
|
CREDIT
SUISSE ABS REPACKAGING
|
Asset-backed
security
|
2.50%
|
DUE
|
01/25/2030
|
|
53
|
|
DB
MASTER FINANCE LLC
|
Asset-backed
security
|
4.35%
|
DUE
|
05/20/2049
|
|
521
|
|
DOMINOS
PIZZA MASTER ISSUER
|
Asset-backed
security
|
3.67%
|
DUE
|
10/25/2049
|
|
370
|
|
ECMC
GROUP STUDENT LOAN TRUST
|
Asset-backed
security
|
3.14%
|
DUE
|
07/26/2066
|
|
229
|
|
ECMC
GROUP STUDENT LOAN TRUST
|
Asset-backed
security
|
2.59%
|
DUE
|
09/25/2068
|
|
658
|
|
EDLINC
STUDENT LOAN FUNDING TR
|
Asset-backed
security
|
3.60%
|
DUE
|
12/01/2047
|
|
557
|
|
EDUCATION
LOAN ASSET-BACKED TR
|
Asset-backed
security
|
2.96%
|
DUE
|
08/01/2043
|
|
46
|
|
EDUCATION
LOAN ASSET-BACKED TR
|
Asset-backed
security
|
2.96%
|
DUE
|
08/01/2043
|
|
137
|
|
EDUCATION
LOAN ASSET-BACKED TR
|
Asset-backed
security
|
2.96%
|
DUE
|
08/01/2043
|
|
137
|
|
EDUCATION
LOAN ASSET-BACKED TR
|
Asset-backed
security
|
2.79%
|
DUE
|
11/25/2033
|
|
291
|
|
FALCON
AEROSPACE LTD
|
Asset-backed
security
|
3.60%
|
DUE
|
09/15/2039
|
|
843
|
|
FIRST
FRANKLIN MTG LOAN
|
Asset-backed
security
|
3.52%
|
DUE
|
01/25/2035
|
|
231
|
|
FHLMC
STACR
|
Asset-backed
security
|
3.84%
|
DUE
|
07/25/2049
|
|
279
|
|
GOODGREEN
TRUST
|
Asset-backed
security
|
3.23%
|
DUE
|
10/15/2052
|
|
162
|
|
GOODGREEN
TRUST
|
Asset-backed
security
|
3.74%
|
DUE
|
10/15/2052
|
|
207
|
|
GOODGREEN
TRUST
|
Asset-backed
security
|
2.86%
|
DUE
|
04/15/2055
|
|
1,076
|
|
GOODGREEN
TRUST
|
Asset-backed
security
|
3.26%
|
DUE
|
10/15/2053
|
|
577
|
|
HERO
FUNDING TRUST
|
Asset-backed
security
|
3.19%
|
DUE
|
09/20/2048
|
|
312
|
|
HERO
FUNDING TRUST
|
Asset-backed
security
|
4.67%
|
DUE
|
09/20/2048
|
|
175
|
|
HERTZ
VEHICLE FINANCING LLC
|
Asset-backed
security
|
4.03%
|
DUE
|
07/25/2024
|
|
523
|
|
HERTZ
VEHICLE FINANCING LLC
|
Asset-backed
security
|
3.43%
|
DUE
|
12/26/2025
|
|
849
|
|
HIGHER
EDUCATION FUNDING
|
Asset-backed
security
|
3.00%
|
DUE
|
01/01/2044
|
|
582
|
|
HIGHER
EDUCATION FUNDING
|
Asset-backed
security
|
1.88%
|
DUE
|
01/01/2044
|
|
511
|
|
HORIZON
AIRCRAFT FINANCE I LIM
|
Asset-backed
security
|
3.72%
|
DUE
|
07/15/2039
|
|
447
|
|
HORIZON
AIRCRAFT FINANCE I LIM
|
Asset-backed
security
|
3.42%
|
DUE
|
11/15/2039
|
|
788
|
|
321
HENDERSON RECEIVABLES I LL
|
Asset-backed
security
|
3.96%
|
DUE
|
03/15/2063
|
|
286
|
|
JP
MORGAN STUDENT LOAN TRUST
|
Asset-backed
security
|
2.29%
|
DUE
|
06/28/2039
|
|
235
|
|
KDAC
AIRCRAFT FINANCE LIMITED
|
Asset-backed
security
|
4.21%
|
DUE
|
12/15/2042
|
|
184
|
|
KDAC
AIRCRAFT FINANCE LIMITED
|
Asset-backed
security
|
4.21%
|
DUE
|
12/15/2042
|
|
200
|
|
MACH
I
|
Asset-backed
security
|
3.47%
|
DUE
|
10/15/2039
|
|
565
|
|
MOSAIC
SOLAR LOANS LLC
|
Asset-backed
security
|
4.45%
|
DUE
|
06/20/2042
|
|
48
|
|
NAVIENT
STUDENT LOAN TRUST
|
Asset-backed
security
|
4.44%
|
DUE
|
12/15/2059
|
|
147
|
|
NAVIENT
STUDENT LOAN TRUST 201
|
Asset-backed
security
|
3.29%
|
DUE
|
07/25/2052
|
|
385
|
|
NAVIENT
STUDENT LOAN TRUST
|
Asset-backed
security
|
3.29%
|
DUE
|
08/25/2050
|
|
584
|
|
NAVIENT
STUDENT LOAN TRUST
|
Asset-backed
security
|
3.29%
|
DUE
|
08/25/2050
|
|
313
|
|
NAVIENT
STUDENT LOAN TRUST
|
Asset-backed
security
|
3.09%
|
DUE
|
06/27/2067
|
|
955
|
|
NELNET
STUDENT LOAN TRUST
|
Asset-backed
security
|
2.29%
|
DUE
|
10/25/2040
|
|
188
|
|
NELNET
STUDENT LOAN TRUST
|
Asset-backed
security
|
2.10%
|
DUE
|
03/23/2037
|
|
175
|
|
NELNET
STUDENT LOAN TRUST
|
Asset-backed
security
|
3.01%
|
DUE
|
06/25/2035
|
|
399
|
|
NELNET
STUDENT LOAN TRUST
|
Asset-backed
security
|
2.82%
|
DUE
|
09/27/2066
|
|
481
|
|
NELNET
STUDENT LOAN TRUST
|
Asset-backed
security
|
2.53%
|
DUE
|
10/25/2067
|
|
1,063
|
|
NELNET
PRIVATE EDUCATION LOAN
|
Asset-backed
security
|
3.55%
|
DUE
|
12/26/2040
|
|
39
|
|
NELNET
PRIVATE EDUCATION LOAN
|
Asset-backed
security
|
3.60%
|
DUE
|
12/26/2040
|
|
48
|
|
NORTHSTAR
EDUCATION FINANCE
|
Asset-backed
security
|
3.13%
|
DUE
|
01/29/2046
|
|
1,322
|
|
NOVASTAR
HOME EQUITY LOAN
|
Asset-backed
security
|
3.51%
|
DUE
|
03/25/2035
|
|
173
|
|
ONEMAIN
DIRECT AUTO RECEIVAB
|
Asset-backed
security
|
3.95%
|
DUE
|
11/14/2028
|
|
603
|
|
ONEMAIN
FINANCIAL ISSUANCE TR
|
Asset-backed
security
|
3.14%
|
DUE
|
10/14/2036
|
|
2,581
|
|
PSMC
2018 1 TRUST
|
Asset-backed
security
|
3.50%
|
DUE
|
06/25/2048
|
|
241
|
|
PIONEER
AIRCRAFT FINANCE LIMIT
|
Asset-backed
security
|
3.84%
|
DUE
|
06/15/2044
|
|
484
|
|
SLC
STUDENT LOAN TRUST
|
Asset-backed
security
|
2.11%
|
DUE
|
02/15/2045
|
|
124
|
|
SLM
STUDENT LOAN TRUST
|
Asset-backed
security
|
2.64%
|
DUE
|
12/15/2039
|
|
100
|
|
SLM
STUDENT LOAN TRUST
|
Asset-backed
security
|
2.12%
|
DUE
|
07/25/2055
|
|
339
|
|
SLM
STUDENT LOAN TRUST
|
Asset-backed
security
|
2.25%
|
DUE
|
01/25/2040
|
|
832
|
|
SLM
STUDENT LOAN TRUST
|
Asset-backed
security
|
2.24%
|
DUE
|
01/25/2041
|
|
195
|
|
SLM
STUDENT LOAN TRUST
|
Asset-backed
security
|
2.14%
|
DUE
|
01/25/2070
|
|
183
|
|
SLM
STUDENT LOAN TRUST
|
Asset-backed
security
|
2.09%
|
DUE
|
03/25/2044
|
|
1,369
|
|
SLM
STUDENT LOAN TRUST
|
Asset-backed
security
|
2.09%
|
DUE
|
03/25/2044
|
|
1,031
|
|
SLM
STUDENT LOAN TRUST
|
Asset-backed
security
|
2.16%
|
DUE
|
03/25/2044
|
|
392
|
|
SLM
STUDENT LOAN TRUST
|
Asset-backed
security
|
3.59%
|
DUE
|
11/25/2070
|
|
195
|
|
SLM
STUDENT LOAN TRUST
|
Asset-backed
security
|
3.59%
|
DUE
|
11/25/2070
|
|
517
|
|
SLM
STUDENT LOAN TRUST
|
Asset-backed
security
|
3.29%
|
DUE
|
12/28/2070
|
|
239
|
|
SLM
STUDENT LOAN TRUST
|
Asset-backed
security
|
2.15%
|
DUE
|
01/25/2070
|
|
618
|
|
STORE
MASTER FUNDING LLC
|
Asset-backed
security
|
4.29%
|
DUE
|
10/20/2048
|
|
393
|
|
STORE
MASTER FUNDING LLC
|
Asset-backed
security
|
3.65%
|
DUE
|
11/20/2049
|
|
954
|
|
HELIOS
ISSUER LLC
|
Asset-backed
security
|
4.87%
|
DUE
|
07/20/2048
|
|
191
|
|
SUTTONPARK
STRUCTURED SETTLEME
|
Asset-backed
security
|
4.19%
|
DUE
|
01/15/2071
|
|
258
|
|
TACO
BELL FUNDING LLC
|
Asset-backed
security
|
4.94%
|
DUE
|
11/25/2048
|
|
160
|
|
TRINITY
RAIL LEASING L P
|
Asset-backed
security
|
5.19%
|
DUE
|
10/16/2040
|
|
810
|
|
TRINITY
RAIL LEASING L P
|
Asset-backed
security
|
5.19%
|
DUE
|
10/16/2040
|
|
177
|
|
TRITON
CONTAINER FINANCE LLC
|
Asset-backed
security
|
3.52%
|
DUE
|
06/20/2042
|
|
75
|
|
WAVE
USA
|
Asset-backed
security
|
3.60%
|
DUE
|
09/15/2044
|
|
1,034
|
|
WILLIS
ENGINE SECURITIZATION T
|
Asset-backed
security
|
4.69%
|
DUE
|
08/15/2042
|
|
1,625
|
|
WILLIS
ENGINE SECURITIZATION
|
Asset-backed
security
|
4.75%
|
DUE
|
09/15/2043
|
|
255
|
|
AVENTURA
MALL TRUST
|
Collaterized
Mortgage Obligation
|
4.25%
|
DUE
|
07/05/2040
|
|
823
|
|
AVENTURA
MALL TRUST
|
Collaterized
Mortgage Obligation
|
4.25%
|
DUE
|
07/05/2040
|
|
1,056
|
|
BARCLAYS
COMMERCIAL MORTGAGE S
|
Collaterized
Mortgage Obligation
|
4.41%
|
DUE
|
08/05/2038
|
|
244
|
|
BARCLAYS
COMMERCIAL MORTGAGE S
|
Collaterized
Mortgage Obligation
|
4.41%
|
DUE
|
08/05/2038
|
|
849
|
|
BARCLAYS
COMMERCIAL MORTGAGE S
|
Collaterized
Mortgage Obligation
|
4.41%
|
DUE
|
08/05/2038
|
|
127
|
|
BARCLAYS
COMMERCIAL MORTGAGE S
|
Collaterized
Mortgage Obligation
|
4.41%
|
DUE
|
08/05/2038
|
|
135
|
|
BANC
OF AMERICA MERRILL LYNCH
|
Collaterized
Mortgage Obligation
|
4.23%
|
DUE
|
08/10/2038
|
|
487
|
|
BX
TRUST
|
Collaterized
Mortgage Obligation
|
3.65%
|
DUE
|
10/15/2036
|
|
557
|
|
BX
TRUST
|
Collaterized
Mortgage Obligation
|
3.86%
|
DUE
|
10/15/2036
|
|
684
|
|
BX
TRUST
|
Collaterized
Mortgage Obligation
|
3.44%
|
DUE
|
11/15/2035
|
|
463
|
|
BANK
|
Collaterized
Mortgage Obligation
|
4.75%
|
DUE
|
09/15/2060
|
|
335
|
|
BANK
|
Collaterized
Mortgage Obligation
|
4.13%
|
DUE
|
04/15/2052
|
|
221
|
|
BANK
|
Collaterized
Mortgage Obligation
|
4.27%
|
DUE
|
02/15/2052
|
|
235
|
|
CD
COMMERCIAL MORTGAGE TRUST
|
Collaterized
Mortgage Obligation
|
3.37%
|
DUE
|
08/15/2057
|
|
512
|
|
CD
COMMERCIAL MORTGAGE TRUST
|
Collaterized
Mortgage Obligation
|
3.72%
|
DUE
|
08/15/2057
|
|
384
|
|
CD
COMMERCIAL MORTGAGE TRUST
|
Collaterized
Mortgage Obligation
|
3.72%
|
DUE
|
08/15/2057
|
|
260
|
|
CD
COMMERCIAL MORTGAGE TRUST
|
Collaterized
Mortgage Obligation
|
4.71%
|
DUE
|
02/10/2050
|
|
1,752
|
|
CFCRE
COMMERCIAL MORTGAGE TRUS
|
Collaterized
Mortgage Obligation
|
3.22%
|
DUE
|
11/10/2049
|
|
415
|
|
COMM
2014 UBS2
|
Collaterized
Mortgage Obligation
|
4.70%
|
DUE
|
03/10/2047
|
|
530
|
|
COMM
MORTGAGE TRUST
|
Collaterized
Mortgage Obligation
|
4.51%
|
DUE
|
09/10/2047
|
|
401
|
|
COMMERCIAL
MORTGAGE PASS THROU
|
Collaterized
Mortgage Obligation
|
4.25%
|
DUE
|
03/10/2048
|
|
522
|
|
CPT
MORTGAGE TRUST
|
Collaterized
Mortgage Obligation
|
3.10%
|
DUE
|
11/13/2039
|
|
329
|
|
CPT
MORTGAGE TRUST
|
Collaterized
Mortgage Obligation
|
3.10%
|
DUE
|
11/13/2039
|
|
462
|
|
CITIGROUP
COMMERCIAL MORTGAGE
|
Collaterized
Mortgage Obligation
|
4.34%
|
DUE
|
10/12/2050
|
|
565
|
|
CITIGROUP
COMMERCIAL MORTGAGE
|
Collaterized
Mortgage Obligation
|
3.50%
|
DUE
|
08/10/2056
|
|
330
|
|
COMMERICAL
SERIES 2015-LC19
|
Collaterized
Mortgage Obligation
|
3.83%
|
DUE
|
02/10/2048
|
|
728
|
|
DEEPHAVEN
RESIDENTIAL MORTGAGE
|
Collaterized
Mortgage Obligation
|
4.28%
|
DUE
|
10/25/2058
|
|
423
|
|
FNMA
CONNECTICUT AVENUE SECUR
|
Collaterized
Mortgage Obligation
|
3.09%
|
DUE
|
04/25/2029
|
|
46
|
|
GS
MORTGAGE SECURITIES TRUST
|
Collaterized
Mortgage Obligation
|
4.81%
|
DUE
|
10/10/2048
|
|
836
|
|
GS
MORTGAGE SECURITIES TRUST
|
Collaterized
Mortgage Obligation
|
4.12%
|
DUE
|
10/10/2049
|
|
671
|
|
GS
MORTGAGE SECURITIES TRUST
|
Collaterized
Mortgage Obligation
|
4.30%
|
DUE
|
03/10/2050
|
|
1,765
|
|
JP
MORGAN MORTGAGE TRUST
|
Collaterized
Mortgage Obligation
|
3.50%
|
DUE
|
01/25/2047
|
|
230
|
|
JP
MORGAN MORTGAGE TRUST
|
Collaterized
Mortgage Obligation
|
3.50%
|
DUE
|
06/25/2048
|
|
280
|
|
JP
MORGAN MORTGAGE TRUST
|
Collaterized
Mortgage Obligation
|
3.00%
|
DUE
|
11/25/2047
|
|
192
|
|
JP
MORGAN MORTGAGE TRUST
|
Collaterized
Mortgage Obligation
|
3.50%
|
DUE
|
01/25/2048
|
|
401
|
|
JP
MORGAN MORTGAGE TRUST
|
Collaterized
Mortgage Obligation
|
3.50%
|
DUE
|
04/25/2048
|
|
430
|
|
JACKSON
PARK TRUST
|
Collaterized
Mortgage Obligation
|
3.13%
|
DUE
|
10/14/2039
|
|
742
|
|
KNDL
2019-KNSQ MORTGAGE TRUST
|
Collaterized
Mortgage Obligation
|
3.54%
|
DUE
|
05/15/2036
|
|
451
|
|
MORGAN
STANLEY CAPITAL I TRUST
|
Collaterized
Mortgage Obligation
|
4.27%
|
DUE
|
03/15/2052
|
|
718
|
|
SOFI
MORTGAGE TRUST
|
Collaterized
Mortgage Obligation
|
3.00%
|
DUE
|
11/25/2046
|
|
391
|
|
SEQUOIA
MORTGAGE TRUST
|
Collaterized
Mortgage Obligation
|
4.00%
|
DUE
|
06/25/2048
|
|
423
|
|
SEQUOIA
MORTGAGE TRUST
|
Collaterized
Mortgage Obligation
|
4.00%
|
DUE
|
10/25/2048
|
|
264
|
|
SEQUOIA
MORTGAGE TRUST
|
Collaterized
Mortgage Obligation
|
4.00%
|
DUE
|
09/25/2048
|
|
204
|
|
VELOCITY
COMMERCIAL CAPITAL LO
|
Collaterized
Mortgage Obligation
|
3.00%
|
DUE
|
10/25/2046
|
|
15
|
|
WELLS
FARGO COMMERCIAL MORTGAG
|
Collaterized
Mortgage Obligation
|
4.40%
|
DUE
|
06/15/2051
|
|
287
|
|
WELLS
FARGO COMMERCIAL MORTGAG
|
Collaterized
Mortgage Obligation
|
4.56%
|
DUE
|
06/15/2051
|
|
65
|
|
AMERICAN
ELECTRIC POWER CO
|
Commercial
Paper
|
0.00%
|
DUE
|
01/27/2020
|
|
2,995
|
|
AVANGRID
INC
|
Commercial
Paper
|
0.00%
|
DUE
|
02/06/2020
|
|
2,695
|
|
BELL
CANADA 4 2
|
Commercial
Paper
|
0.00%
|
DUE
|
02/12/2020
|
|
2,992
|
|
BOEING
COMPANY
|
Commercial
Paper
|
0.00%
|
DUE
|
03/04/2020
|
|
2,988
|
|
CANADIAN
NATURAL RESOURCES LTD
|
Commercial
Paper
|
0.00%
|
DUE
|
01/23/2020
|
|
2,996
|
|
FMC
TECHNOLOGIES
|
Commercial
Paper
|
0.00%
|
DUE
|
02/05/2020
|
|
2,994
|
|
FORTIVE
CORPORATION
|
Commercial
Paper
|
0.00%
|
DUE
|
01/21/2020
|
|
2,996
|
|
GENERAL
ELECTRIC CO
|
Commercial
Paper
|
0.00%
|
DUE
|
03/19/2020
|
|
2,986
|
|
MARRIOTT
INTERNATION
|
Commercial
Paper
|
0.00%
|
DUE
|
01/07/2020
|
|
2,999
|
|
PUBLIC
SERVICE ENTERPRISE GROU
|
Commercial
Paper
|
0.00%
|
DUE
|
02/20/2020
|
|
1,695
|
|
RECKITT
BENCKISER TREAS
|
Commercial
Paper
|
0.00%
|
DUE
|
02/20/2020
|
|
1,994
|
|
RECKITT
BENCKISER TSY
|
Commercial
Paper
|
0.00%
|
DUE
|
06/03/2020
|
|
990
|
|
SUNCOR
ENERGY INC 4 2
|
Commercial
Paper
|
0.00%
|
DUE
|
04/03/2020
|
|
2,984
|
|
TELUS
CORP
|
Commercial
Paper
|
0.00%
|
DUE
|
01/24/2020
|
|
2,996
|
|
VW
CR INC
|
Commercial
Paper
|
0.00%
|
DUE
|
01/13/2020
|
|
999
|
|
VW
CR INC
|
Commercial
Paper
|
0.00%
|
DUE
|
02/12/2020
|
|
1,995
|
|
WALGREENS
BOOTS
|
Commercial
Paper
|
0.00%
|
DUE
|
02/25/2020
|
|
2,989
|
|
ABM
AMBRO BANK NV
|
Corporate
Bond
|
3.40%
|
DUE
|
08/27/2021
|
|
1,737
|
|
ADT
CORP
|
Corporate
Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
71
|
|
ADT
CORP
|
Corporate
Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
42
|
|
ADT
CORP
|
Corporate
Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
98
|
|
ADT
CORP
|
Corporate
Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
42
|
|
ADT
CORP
|
Corporate
Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
112
|
|
ADT
CORP
|
Corporate
Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
100
|
|
ADT
CORP
|
Corporate
Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
23
|
|
ADT
CORP
|
Corporate
Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
25
|
|
ADT
CORP
|
Corporate
Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
56
|
|
ADT
CORP
|
Corporate
Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
62
|
|
ADT
CORP
|
Corporate
Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
21
|
|
ADT
CORP
|
Corporate
Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
25
|
|
ADT
CORP
|
Corporate
Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
18
|
|
ADT
CORP
|
Corporate
Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
136
|
|
ADT
CORP
|
Corporate
Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
26
|
|
ADT
CORP
|
Corporate
Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
897
|
|
AT&T
INC
|
Corporate
Bond
|
4.75%
|
DUE
|
05/15/2046
|
|
255
|
|
AT&T
INC
|
Corporate
Bond
|
4.75%
|
DUE
|
05/15/2046
|
|
340
|
|
AT&T
INC
|
Corporate
Bond
|
4.75%
|
DUE
|
05/15/2046
|
|
88
|
|
AT&T
INC
|
Corporate
Bond
|
4.75%
|
DUE
|
05/15/2046
|
|
55
|
|
AT&T
INC
|
Corporate
Bond
|
4.75%
|
DUE
|
05/15/2046
|
|
396
|
|
AT&T
INC
|
Corporate
Bond
|
4.75%
|
DUE
|
05/15/2046
|
|
54
|
|
AT&T
INC
|
Corporate
Bond
|
5.25%
|
DUE
|
03/01/2037
|
|
179
|
|
AT&T
INC
|
Corporate
Bond
|
5.25%
|
DUE
|
03/01/2037
|
|
119
|
|
ABBVIE
INC
|
Corporate
Bond
|
4.70%
|
DUE
|
05/14/2045
|
|
223
|
|
ABBVIE
INC
|
Corporate
Bond
|
4.70%
|
DUE
|
05/14/2045
|
|
140
|
|
ABBVIE
INC
|
Corporate
Bond
|
4.70%
|
DUE
|
05/14/2045
|
|
251
|
|
ALLERGAN
FUNDING SCS
|
Corporate
Bond
|
3.80%
|
DUE
|
03/15/2025
|
|
473
|
|
ADVOCATE
HEALTH CORP
|
Corporate
Bond
|
3.83%
|
DUE
|
08/15/2028
|
|
304
|
|
AERCAP
IRELAND CAPITAL LTD
|
Corporate
Bond
|
4.50%
|
DUE
|
05/15/2021
|
|
361
|
|
AERCAP
IRELAND CAPITAL LTD
|
Corporate
Bond
|
4.50%
|
DUE
|
05/15/2021
|
|
697
|
|
AERCAP
IRELAND CAPITAL LTD
|
Corporate
Bond
|
4.50%
|
DUE
|
05/15/2021
|
|
542
|
|
AERCAP
IRELAND CAP GLOBA
|
Corporate
Bond
|
3.65%
|
DUE
|
07/21/2027
|
|
258
|
|
AERCAP
IRELAND CAP GLOBA
|
Corporate
Bond
|
3.65%
|
DUE
|
07/21/2027
|
|
155
|
|
AIR
LEASE CORP
|
Corporate
Bond
|
3.62%
|
DUE
|
04/01/2027
|
|
109
|
|
AIR
LEASE CORP
|
Corporate
Bond
|
3.62%
|
DUE
|
04/01/2027
|
|
622
|
|
AIRCASTLE
LTD
|
Corporate
Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
535
|
|
AIRCASTLE
LTD
|
Corporate
Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
92
|
|
AIRCASTLE
LTD
|
Corporate
Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
56
|
|
AIRCASTLE
LTD
|
Corporate
Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
57
|
|
AIRCASTLE
LTD
|
Corporate
Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
117
|
|
AIRCASTLE
LTD
|
Corporate
Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
70
|
|
AIRCASTLE
LTD
|
Corporate
Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
51
|
|
AIRCASTLE
LTD
|
Corporate
Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
9
|
|
AIRCASTLE
LTD
|
Corporate
Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
71
|
|
AIRCASTLE
LTD
|
Corporate
Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
94
|
|
AIRCASTLE
LTD
|
Corporate
Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
535
|
|
AIRCASTLE
LTD
|
Corporate
Bond
|
4.40%
|
DUE
|
09/25/2023
|
|
301
|
|
ALEXANDRIA
REAL ESTATE E
|
Corporate
Bond
|
2.75%
|
DUE
|
12/15/2029
|
|
267
|
|
ALLSTATE
CORP
|
Corporate
Bond
|
5.75%
|
DUE
|
08/15/2053
|
|
323
|
|
ALLSTATE
CORP
|
Corporate
Bond
|
5.75%
|
DUE
|
08/15/2053
|
|
511
|
|
ALLSTATE
CORP
|
Corporate
Bond
|
5.75%
|
DUE
|
08/15/2053
|
|
430
|
|
ALLSTATE
CORP
|
Corporate
Bond
|
5.75%
|
DUE
|
08/15/2053
|
|
59
|
|
ALLSTATE
CORP
|
Corporate
Bond
|
5.75%
|
DUE
|
08/15/2053
|
|
184
|
|
ALLSTATE
CORP
|
Corporate
Bond
|
5.75%
|
DUE
|
08/15/2053
|
|
160
|
|
ALLY
FINANCIAL INC
|
Corporate
Bond
|
5.12%
|
DUE
|
09/30/2024
|
|
204
|
|
ALLY
FINANCIAL INC
|
Corporate
Bond
|
5.12%
|
DUE
|
09/30/2024
|
|
414
|
|
ALLY
FINANCIAL INC
|
Corporate
Bond
|
4.12%
|
DUE
|
03/30/2020
|
|
301
|
|
ALLY
FINANCIAL INC
|
Corporate
Bond
|
4.12%
|
DUE
|
03/30/2020
|
|
226
|
|
AMAZON.COM
INC
|
Corporate
Bond
|
4.05%
|
DUE
|
08/22/2047
|
|
371
|
|
AMCOR
FINANCE USA INC
|
Corporate
Bond
|
3.62%
|
DUE
|
04/28/2026
|
|
411
|
|
AMCOR
FINANCE USA INC
|
Corporate
Bond
|
3.62%
|
DUE
|
04/28/2026
|
|
249
|
|
AMCOR
FINANCE USA INC
|
Corporate
Bond
|
3.62%
|
DUE
|
04/28/2026
|
|
257
|
|
AMERICAN
AIRLINES GROUP INC
|
Corporate
Bond
|
5.00%
|
DUE
|
06/01/2022
|
|
942
|
|
AMERICAN
INTERNATIONAL GROUP
|
Corporate
Bond
|
4.50%
|
DUE
|
07/16/2044
|
|
110
|
|
AMERICAN
INTERNATIONAL GROUP
|
Corporate
Bond
|
4.50%
|
DUE
|
07/16/2044
|
|
115
|
|
AMERICAN
INTERNATIONAL GROUP
|
Corporate
Bond
|
4.50%
|
DUE
|
07/16/2044
|
|
231
|
|
AMERICAN
INTERNATIONAL GROUP
|
Corporate
Bond
|
4.50%
|
DUE
|
07/16/2044
|
|
231
|
|
AMERICAN
INTERNATIONAL GROUP
|
Corporate
Bond
|
3.90%
|
DUE
|
04/01/2026
|
|
376
|
|
AMERICAN
INTERNATIONAL GROUP
|
Corporate
Bond
|
4.20%
|
DUE
|
04/01/2028
|
|
314
|
|
AMERICAN
INTERNATIONAL GROUP
|
Corporate
Bond
|
4.20%
|
DUE
|
04/01/2028
|
|
55
|
|
AMERICAN
INTERNATIONAL GROUP
|
Corporate
Bond
|
5.75%
|
DUE
|
04/01/2048
|
|
242
|
|
AMERICAN
INTERNATIONAL GROUP
|
Corporate
Bond
|
5.75%
|
DUE
|
04/01/2048
|
|
96
|
|
AMERICAN
INTERNATIONAL GROUP
|
Corporate
Bond
|
5.75%
|
DUE
|
04/01/2048
|
|
165
|
|
AMERICAN
INTERNATIONAL GROUP
|
Corporate
Bond
|
5.75%
|
DUE
|
04/01/2048
|
|
14
|
|
AMERICAN
INTERNATIONAL GROUP
|
Corporate
Bond
|
5.75%
|
DUE
|
04/01/2048
|
|
59
|
|
AMERICAN
INTERNATIONAL GROUP
|
Corporate
Bond
|
5.75%
|
DUE
|
04/01/2048
|
|
161
|
|
AMERICAN
INTERNATIONAL GROUP
|
Corporate
Bond
|
5.75%
|
DUE
|
04/01/2048
|
|
247
|
|
AMERICAN
TOWER TRUST
|
Corporate
Bond
|
3.65%
|
DUE
|
03/23/2048
|
|
240
|
|
ANHEUSER-BUSCH
INBEV WORLD
|
Corporate
Bond
|
8.20%
|
DUE
|
01/15/2039
|
|
134
|
|
ANHEUSER-BUSCH
INBEV WORLD
|
Corporate
Bond
|
8.20%
|
DUE
|
01/15/2039
|
|
104
|
|
ANHEUSER-BUSCH
INBEV WORLD
|
Corporate
Bond
|
8.20%
|
DUE
|
01/15/2039
|
|
410
|
|
ANHEUSER-BUSCH
INBEV WORLD
|
Corporate
Bond
|
8.20%
|
DUE
|
01/15/2039
|
|
356
|
|
ANHEUSER-BUSCH
INBEV WORLD
|
Corporate
Bond
|
4.60%
|
DUE
|
04/15/2048
|
|
292
|
|
ANHEUSER-BUSCH
INBEV WORLD
|
Corporate
Bond
|
4.60%
|
DUE
|
04/15/2048
|
|
172
|
|
ANTARES
HOLDINGS
|
Corporate
Bond
|
6.00%
|
DUE
|
08/15/2023
|
|
579
|
|
ANTARES
HOLDINGS
|
Corporate
Bond
|
6.00%
|
DUE
|
08/15/2023
|
|
316
|
|
ANTERO
RESOURCES FINANCE CORP
|
Corporate
Bond
|
5.38%
|
DUE
|
11/01/2021
|
|
214
|
|
ANTERO
RESOURCES FINANCE CORP
|
Corporate
Bond
|
5.38%
|
DUE
|
11/01/2021
|
|
53
|
|
ANTERO
RESOURCES FINANCE CORP
|
Corporate
Bond
|
5.38%
|
DUE
|
11/01/2021
|
|
64
|
|
ANTERO
RESOURCES FINANCE CORP
|
Corporate
Bond
|
5.38%
|
DUE
|
11/01/2021
|
|
436
|
|
ANTERO
RESOURCES FINANCE CORP
|
Corporate
Bond
|
5.38%
|
DUE
|
11/01/2021
|
|
254
|
|
APOLLO
MANAGEMENT HOLDIN
|
Corporate
Bond
|
4.95%
|
DUE
|
01/14/2050
|
|
274
|
|
ARCH
CAPITAL GROUP US INC
|
Corporate
Bond
|
5.14%
|
DUE
|
11/01/2043
|
|
248
|
|
ARCH
CAPITAL FINANCE LLC
|
Corporate
Bond
|
5.03%
|
DUE
|
12/15/2046
|
|
100
|
|
ARCH
CAPITAL FINANCE LLC
|
Corporate
Bond
|
5.03%
|
DUE
|
12/15/2046
|
|
125
|
|
ARES
CAPITAL CORP
|
Corporate
Bond
|
3.50%
|
DUE
|
02/10/2023
|
|
1,086
|
|
ARES
CAPITAL CORP
|
Corporate
Bond
|
3.50%
|
DUE
|
02/10/2023
|
|
609
|
|
ASSOCIATED
BANC CORP
|
Corporate
Bond
|
4.25%
|
DUE
|
01/15/2025
|
|
264
|
|
ASSOCIATED
BANC CORP
|
Corporate
Bond
|
4.25%
|
DUE
|
01/15/2025
|
|
159
|
|
ATHENE
GLOBAL FUNDING
|
Corporate
Bond
|
2.75%
|
DUE
|
06/25/2024
|
|
765
|
|
ATHENE
GLOBAL FUNDING
|
Corporate
Bond
|
2.75%
|
DUE
|
06/25/2024
|
|
57
|
|
ATHENE
GLOBAL FUNDING
|
Corporate
Bond
|
2.75%
|
DUE
|
06/25/2024
|
|
113
|
|
ATHENE
HOLDING LTD
|
Corporate
Bond
|
4.12%
|
DUE
|
01/12/2028
|
|
368
|
|
ATHENE
HOLDING LTD
|
Corporate
Bond
|
4.12%
|
DUE
|
01/12/2028
|
|
223
|
|
ATHENE
HOLDING LTD
|
Corporate
Bond
|
4.12%
|
DUE
|
01/12/2028
|
|
89
|
|
ATHENE
HOLDING LTD
|
Corporate
Bond
|
4.12%
|
DUE
|
01/12/2028
|
|
144
|
|
ATHENE
HOLDING LTD
|
Corporate
Bond
|
4.12%
|
DUE
|
01/12/2028
|
|
72
|
|
ATHENE
HOLDING LTD
|
Corporate
Bond
|
4.12%
|
DUE
|
01/12/2028
|
|
83
|
|
ATHENE
HOLDING LTD
|
Corporate
Bond
|
4.12%
|
DUE
|
01/12/2028
|
|
1,035
|
|
AVANGRID
INC
|
Corporate
Bond
|
3.80%
|
DUE
|
06/01/2029
|
|
535
|
|
AVIATION
CAPITAL GROUP
|
Corporate
Bond
|
3.88%
|
DUE
|
05/01/2023
|
|
563
|
|
AVIATION
CAPITAL GROUP
|
Corporate
Bond
|
3.88%
|
DUE
|
05/01/2023
|
|
310
|
|
AXIS
SPECIALTY FINANCE
|
Corporate
Bond
|
3.90%
|
DUE
|
07/15/2029
|
|
293
|
|
AXIS
SPECIALTY FINANCE
|
Corporate
Bond
|
4.90%
|
DUE
|
01/15/2040
|
|
446
|
|
AXIS
SPECIALTY FINANCE PLC
|
Corporate
Bond
|
4.00%
|
DUE
|
12/06/2027
|
|
302
|
|
AXIS
SPECIALTY FINANCE PLC
|
Corporate
Bond
|
4.00%
|
DUE
|
12/06/2027
|
|
159
|
|
AXIS
SPECIALTY FINANCE PLC
|
Corporate
Bond
|
4.00%
|
DUE
|
12/06/2027
|
|
345
|
|
BAT
CAPITAL CORP
|
Corporate
Bond
|
3.56%
|
DUE
|
08/15/2027
|
|
357
|
|
BAT
CAPITAL CORP
|
Corporate
Bond
|
4.76%
|
DUE
|
09/06/2049
|
|
114
|
|
BPCE
SA
|
Corporate
Bond
|
4.62%
|
DUE
|
07/11/2024
|
|
215
|
|
BPCE
SA
|
Corporate
Bond
|
4.62%
|
DUE
|
07/11/2024
|
|
93
|
|
BPCE
SA
|
Corporate
Bond
|
4.62%
|
DUE
|
07/11/2024
|
|
123
|
|
BPCE
SA
|
Corporate
Bond
|
3.50%
|
DUE
|
10/23/2027
|
|
465
|
|
BPCE
SA
|
Corporate
Bond
|
3.50%
|
DUE
|
10/23/2027
|
|
362
|
|
BANCO
SANTANDER SA
|
Corporate
Bond
|
3.12%
|
DUE
|
02/23/2023
|
|
408
|
|
BANCO
SANTANDER SA
|
Corporate
Bond
|
3.12%
|
DUE
|
02/23/2023
|
|
204
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
5.00%
|
DUE
|
01/21/2044
|
|
124
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
5.00%
|
DUE
|
01/21/2044
|
|
313
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
5.00%
|
DUE
|
01/21/2044
|
|
228
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
4.00%
|
DUE
|
01/22/2025
|
|
267
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
4.00%
|
DUE
|
01/22/2025
|
|
160
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
4.18%
|
DUE
|
11/25/2027
|
|
5
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
4.18%
|
DUE
|
11/25/2027
|
|
352
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
3.12%
|
DUE
|
01/20/2023
|
|
260
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
3.12%
|
DUE
|
01/20/2023
|
|
189
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
4.24%
|
DUE
|
04/24/2038
|
|
156
|
|
BANK
OF AMERICA CORP
|
Corporate
Bond
|
4.24%
|
DUE
|
04/24/2038
|
|
173
|
|
BANK
OF NOVA SCOTIA
|
Corporate
Bond
|
4.50%
|
DUE
|
12/16/2025
|
|
121
|
|
BANK
OF NOVA SCOTIA
|
Corporate
Bond
|
4.50%
|
DUE
|
12/16/2025
|
|
439
|
|
BANK
OF NOVA SCOTIA
|
Corporate
Bond
|
4.50%
|
DUE
|
12/16/2025
|
|
549
|
|
BANK
OF NOVA SCOTIA
|
Corporate
Bond
|
4.50%
|
DUE
|
12/16/2025
|
|
577
|
|
BANK
OF NOVA SCOTIA
|
Corporate
Bond
|
4.65%
|
DUE
|
01/30/3100
|
|
208
|
|
BANK
OF NOVA SCOTIA
|
Corporate
Bond
|
4.65%
|
DUE
|
01/30/3100
|
|
112
|
|
BANK
OF NOVA SCOTIA
|
Corporate
Bond
|
4.65%
|
DUE
|
01/30/3100
|
|
141
|
|
BANK
OF NOVA SCOTIA
|
Corporate
Bond
|
4.65%
|
DUE
|
01/30/3100
|
|
405
|
|
BARCLAYS
PLC
|
Corporate
Bond
|
4.38%
|
DUE
|
09/11/2024
|
|
368
|
|
BARCLAYS
PLC
|
Corporate
Bond
|
4.34%
|
DUE
|
01/10/2028
|
|
215
|
|
BARCLAYS
PLC
|
Corporate
Bond
|
4.34%
|
DUE
|
01/10/2028
|
|
322
|
|
BARCLAYS
PLC
|
Corporate
Bond
|
4.34%
|
DUE
|
01/10/2028
|
|
402
|
|
BARCLAYS
PLC
|
Corporate
Bond
|
3.31%
|
DUE
|
05/16/2024
|
|
384
|
|
BARCLAYS
PLC
|
Corporate
Bond
|
3.31%
|
DUE
|
05/16/2024
|
|
202
|
|
BARCLAYS
BANK PLC
|
Corporate
Bond
|
10.18%
|
DUE
|
06/12/2021
|
|
695
|
|
BARCLAYS
BANK PLC
|
Corporate
Bond
|
10.18%
|
DUE
|
06/12/2021
|
|
139
|
|
BAXALTA
INC
|
Corporate
Bond
|
4.00%
|
DUE
|
06/23/2025
|
|
269
|
|
BECTON
DICKINSON & CO
|
Corporate
Bond
|
4.68%
|
DUE
|
12/15/2044
|
|
82
|
|
BECTON
DICKINSON & CO
|
Corporate
Bond
|
4.68%
|
DUE
|
12/15/2044
|
|
117
|
|
BLACKROCK
TCP CAP CORP
|
Corporate
Bond
|
3.90%
|
DUE
|
08/23/2024
|
|
1,379
|
|
BRISTOL
MYERS SQUIBB CO
|
Corporate
Bond
|
4.62%
|
DUE
|
05/15/2044
|
|
485
|
|
BROADRIDGE
FINANCIAL SOL
|
Corporate
Bond
|
2.90%
|
DUE
|
12/01/2029
|
|
415
|
|
BROOKFIELD
FINANCE INC
|
Corporate
Bond
|
4.85%
|
DUE
|
03/29/2029
|
|
664
|
|
BROWN
& BROWN INC
|
Corporate
Bond
|
4.20%
|
DUE
|
09/15/2024
|
|
266
|
|
BROWN
& BROWN INC
|
Corporate
Bond
|
4.20%
|
DUE
|
09/15/2024
|
|
277
|
|
BROWN
& BROWN INC
|
Corporate
Bond
|
4.20%
|
DUE
|
09/15/2024
|
|
346
|
|
BROWN
& BROWN INC
|
Corporate
Bond
|
4.20%
|
DUE
|
09/15/2024
|
|
362
|
|
BUNGE
LTD FINANCE CORP
|
Corporate
Bond
|
3.25%
|
DUE
|
08/15/2026
|
|
358
|
|
BUNGE
LTD FINANCE CORP
|
Corporate
Bond
|
4.35%
|
DUE
|
03/15/2024
|
|
131
|
|
BURLINGTON
NORTH SANTA FE
|
Corporate
Bond
|
4.90%
|
DUE
|
04/01/2044
|
|
162
|
|
BURLINGTON
NORTH SANTA FE
|
Corporate
Bond
|
4.90%
|
DUE
|
04/01/2044
|
|
125
|
|
CCO
HOLDINGS LLC/CAP CORP
|
Corporate
Bond
|
5.12%
|
DUE
|
05/01/2027
|
|
27
|
|
CCO
HOLDINGS LLC/CAP CORP
|
Corporate
Bond
|
5.12%
|
DUE
|
05/01/2027
|
|
7
|
|
CCO
HOLDINGS LLC/CAP CORP
|
Corporate
Bond
|
5.12%
|
DUE
|
05/01/2027
|
|
31
|
|
CCO
HOLDINGS LLC/CAP CORP
|
Corporate
Bond
|
5.12%
|
DUE
|
05/01/2027
|
|
15
|
|
CCO
HOLDINGS LLC/CAP CORP
|
Corporate
Bond
|
5.12%
|
DUE
|
05/01/2027
|
|
146
|
|
CCO
HOLDINGS LLC/CAP CORP
|
Corporate
Bond
|
5.12%
|
DUE
|
05/01/2027
|
|
5
|
|
CCO
HOLDINGS LLC/CAP CORP
|
Corporate
Bond
|
5.12%
|
DUE
|
05/01/2027
|
|
6
|
|
CCO
HOLDINGS LLC/CAP CORP
|
Corporate
Bond
|
5.12%
|
DUE
|
05/01/2027
|
|
132
|
|
CF
INDUSTRIES
|
Corporate
Bond
|
3.40%
|
DUE
|
12/01/2021
|
|
282
|
|
CNH
INDUSTRIAL CAP LLC
|
Corporate
Bond
|
3.88%
|
DUE
|
10/15/2021
|
|
616
|
|
CNH
INDUSTRIAL CAP LLC
|
Corporate
Bond
|
3.88%
|
DUE
|
10/15/2021
|
|
234
|
|
CNH
INDUSTRIAL CAP LLC
|
Corporate
Bond
|
3.88%
|
DUE
|
10/15/2021
|
|
426
|
|
CNA
FINANCIAL CORP
|
Corporate
Bond
|
7.25%
|
DUE
|
11/15/2023
|
|
427
|
|
CNO
FINANCIAL GROUP INC
|
Corporate
Bond
|
5.25%
|
DUE
|
05/30/2025
|
|
277
|
|
CNO
FINANCIAL GROUP INC
|
Corporate
Bond
|
5.25%
|
DUE
|
05/30/2025
|
|
11
|
|
CNO
FINANCIAL GROUP INC
|
Corporate
Bond
|
5.25%
|
DUE
|
05/30/2025
|
|
443
|
|
CNO
FINANCIAL GROUP INC
|
Corporate
Bond
|
5.25%
|
DUE
|
05/30/2025
|
|
107
|
|
CNO
FINANCIAL GROUP INC
|
Corporate
Bond
|
5.25%
|
DUE
|
05/30/2025
|
|
114
|
|
CSX
CORP
|
Corporate
Bond
|
5.50%
|
DUE
|
04/15/2041
|
|
222
|
|
CSX
CORP
|
Corporate
Bond
|
5.50%
|
DUE
|
04/15/2041
|
|
158
|
|
CSX
CORP
|
Corporate
Bond
|
4.75%
|
DUE
|
11/15/2048
|
|
42
|
|
CVS
CAREMARK CORP
|
Corporate
Bond
|
4.88%
|
DUE
|
07/20/2035
|
|
121
|
|
CVS
CAREMARK CORP
|
Corporate
Bond
|
4.88%
|
DUE
|
07/20/2035
|
|
46
|
|
CVS
CAREMARK CORP
|
Corporate
Bond
|
4.88%
|
DUE
|
07/20/2035
|
|
69
|
|
CVS
HEALTH CORP
|
Corporate
Bond
|
4.30%
|
DUE
|
03/25/2028
|
|
113
|
|
CVS
HEALTH CORP
|
Corporate
Bond
|
4.30%
|
DUE
|
03/25/2028
|
|
156
|
|
CVS
HEALTH CORP
|
Corporate
Bond
|
4.30%
|
DUE
|
03/25/2028
|
|
114
|
|
CVS
HEALTH CORP
|
Corporate
Bond
|
5.05%
|
DUE
|
03/25/2048
|
|
308
|
|
CVS
HEALTH CORP
|
Corporate
Bond
|
5.05%
|
DUE
|
03/25/2048
|
|
178
|
|
CARLYLE
FINANCE SUB LLC
|
Corporate
Bond
|
3.50%
|
DUE
|
09/19/2029
|
|
354
|
|
CENOVUS
ENERGY INC
|
Corporate
Bond
|
6.75%
|
DUE
|
11/15/2039
|
|
127
|
|
CENOVUS
ENERGY INC
|
Corporate
Bond
|
6.75%
|
DUE
|
11/15/2039
|
|
255
|
|
CENOVUS
ENERGY INC
|
Corporate
Bond
|
3.00%
|
DUE
|
08/15/2022
|
|
228
|
|
CENOVUS
ENERGY INC
|
Corporate
Bond
|
3.00%
|
DUE
|
08/15/2022
|
|
659
|
|
CENOVUS
ENERGY INC
|
Corporate
Bond
|
4.25%
|
DUE
|
04/15/2027
|
|
146
|
|
CENOVUS
ENERGY INC
|
Corporate
Bond
|
4.25%
|
DUE
|
04/15/2027
|
|
198
|
|
CENOVUS
ENERGY INC
|
Corporate
Bond
|
4.25%
|
DUE
|
04/15/2027
|
|
185
|
|
CENTERPOINT
ENERGY RESOURCES
|
Corporate
Bond
|
5.85%
|
DUE
|
01/15/2041
|
|
223
|
|
CHARTER
COMM OPT LLC CAP
|
Corporate
Bond
|
6.48%
|
DUE
|
10/23/2045
|
|
124
|
|
CHARTER
COMM OPT LLC CAP
|
Corporate
Bond
|
6.48%
|
DUE
|
10/23/2045
|
|
124
|
|
CHENIERE
ENERGY PARTNERS
|
Corporate
Bond
|
4.50%
|
DUE
|
10/01/2029
|
|
181
|
|
CHENIERE
CORP CHRISTI HD
|
Corporate
Bond
|
3.70%
|
DUE
|
11/15/2029
|
|
157
|
|
CITIGROUP
INC
|
Corporate
Bond
|
5.50%
|
DUE
|
09/13/2025
|
|
543
|
|
CITIGROUP
INC
|
Corporate
Bond
|
5.50%
|
DUE
|
09/13/2025
|
|
572
|
|
CITIGROUP
INC
|
Corporate
Bond
|
5.50%
|
DUE
|
09/13/2025
|
|
600
|
|
CITIGROUP
INC
|
Corporate
Bond
|
4.45%
|
DUE
|
09/29/2027
|
|
198
|
|
CITIGROUP
INC
|
Corporate
Bond
|
4.45%
|
DUE
|
09/29/2027
|
|
138
|
|
CITY
OF HOPE THE
|
Corporate
Bond
|
4.38%
|
DUE
|
08/15/2048
|
|
405
|
|
CLEVELAND
ELECTRIC ILLUM
|
Corporate
Bond
|
3.50%
|
DUE
|
04/01/2028
|
|
172
|
|
CLEVELAND
ELECTRIC ILLUM
|
Corporate
Bond
|
3.50%
|
DUE
|
04/01/2028
|
|
104
|
|
COLUMBIA
REPUBLIC OF
|
Corporate
Bond
|
6.12%
|
DUE
|
01/18/2041
|
|
291
|
|
COLUMBIA
REPUBLIC OF
|
Corporate
Bond
|
6.12%
|
DUE
|
01/18/2041
|
|
324
|
|
COLUMBIA
REPUBLIC OF
|
Corporate
Bond
|
6.12%
|
DUE
|
01/18/2041
|
|
388
|
|
COMCAST
CORP
|
Corporate
Bond
|
6.95%
|
DUE
|
08/15/2037
|
|
111
|
|
COMCAST
CORP
|
Corporate
Bond
|
6.95%
|
DUE
|
08/15/2037
|
|
148
|
|
COMCAST
CORP
|
Corporate
Bond
|
4.75%
|
DUE
|
03/01/2044
|
|
310
|
|
COMCAST
CORP
|
Corporate
Bond
|
4.75%
|
DUE
|
03/01/2044
|
|
122
|
|
COMCAST
CORP
|
Corporate
Bond
|
3.97%
|
DUE
|
11/01/2047
|
|
281
|
|
COMCAST
CORP
|
Corporate
Bond
|
3.45%
|
DUE
|
02/01/2050
|
|
190
|
|
COMMONWEALTH
EDISON CO
|
Corporate
Bond
|
5.90%
|
DUE
|
03/15/2036
|
|
192
|
|
COMMONWEALTH
EDISON CO
|
Corporate
Bond
|
5.90%
|
DUE
|
03/15/2036
|
|
133
|
|
CONOCO
PHILLIPS
|
Corporate
Bond
|
6.50%
|
DUE
|
02/01/2039
|
|
160
|
|
CONOCO
PHILLIPS
|
Corporate
Bond
|
6.50%
|
DUE
|
02/01/2039
|
|
146
|
|
CREDIT
AGRICOLE LONDON
|
Corporate
Bond
|
3.25%
|
DUE
|
10/04/2024
|
|
1,037
|
|
CREDIT
SUISSE GROUP AG
|
Corporate
Bond
|
2.59%
|
DUE
|
09/11/2025
|
|
1,504
|
|
CREDIT
SUISSE GROUP FUND LTD
|
Corporate
Bond
|
3.80%
|
DUE
|
09/15/2022
|
|
547
|
|
CREDIT
SUISSE GROUP AG
|
Corporate
Bond
|
6.50%
|
DUE
|
08/08/2023
|
|
668
|
|
CROWN
CASTLE INTERNTL CORP
|
Corporate
Bond
|
5.20%
|
DUE
|
02/15/2049
|
|
236
|
|
DAE
FUNDING LLC
|
Corporate
Bond
|
4.00%
|
DUE
|
08/01/2020
|
|
90
|
|
DAE
FUNDING LLC
|
Corporate
Bond
|
4.00%
|
DUE
|
08/01/2020
|
|
453
|
|
DELTA
AIR LINES INC
|
Corporate
Bond
|
3.62%
|
DUE
|
03/15/2022
|
|
538
|
|
DEUTSCHE
BANK NY
|
Corporate
Bond
|
3.15%
|
DUE
|
01/22/2021
|
|
141
|
|
DEUTSCHE
BANK NY
|
Corporate
Bond
|
3.15%
|
DUE
|
01/22/2021
|
|
201
|
|
DEUTSCHE
BANK NY
|
Corporate
Bond
|
3.15%
|
DUE
|
01/22/2021
|
|
72
|
|
DEUTSCHE
BANK NY
|
Corporate
Bond
|
3.15%
|
DUE
|
01/22/2021
|
|
53
|
|
DEUTSCHE
BANK NY
|
Corporate
Bond
|
3.15%
|
DUE
|
01/22/2021
|
|
314
|
|
DELL
INT LLC EMC CORP
|
Corporate
Bond
|
6.02%
|
DUE
|
06/15/2026
|
|
114
|
|
DELL
INT LLC EMC CORP
|
Corporate
Bond
|
6.02%
|
DUE
|
06/15/2026
|
|
443
|
|
DELL
INT LLC EMC CORP
|
Corporate
Bond
|
6.02%
|
DUE
|
06/15/2026
|
|
374
|
|
DIAMONDBACK
ENERGY INC
|
Corporate
Bond
|
3.25%
|
DUE
|
12/01/2026
|
|
375
|
|
DISCOVER
BANK
|
Corporate
Bond
|
3.45%
|
DUE
|
07/27/2026
|
|
286
|
|
DISCOVER
BANK
|
Corporate
Bond
|
3.45%
|
DUE
|
07/27/2026
|
|
275
|
|
DISCOVER
BANK
|
Corporate
Bond
|
3.45%
|
DUE
|
07/27/2026
|
|
390
|
|
DISCOVER
BANK
|
Corporate
Bond
|
4.68%
|
DUE
|
08/09/2028
|
|
878
|
|
DISCOVERY
COMMUNICATIONS
|
Corporate
Bond
|
4.88%
|
DUE
|
04/01/2043
|
|
246
|
|
DISCOVERY
COMMUNICATIONS
|
Corporate
Bond
|
4.88%
|
DUE
|
04/01/2043
|
|
164
|
|
DISCOVERY
COMMUNICATIONS
|
Corporate
Bond
|
3.95%
|
DUE
|
03/20/2028
|
|
368
|
|
DISCOVERY
COMMUNICATIONS
|
Corporate
Bond
|
3.95%
|
DUE
|
03/20/2028
|
|
162
|
|
DOMINION
RESOURCES INC
|
Corporate
Bond
|
5.25%
|
DUE
|
08/01/2033
|
|
241
|
|
DOMINION
RESOURCES INC
|
Corporate
Bond
|
5.25%
|
DUE
|
08/01/2033
|
|
151
|
|
DOW
CHEMICAL COMPANY
|
Corporate
Bond
|
4.38%
|
DUE
|
11/15/2042
|
|
80
|
|
DOW
CHEMICAL COMPANY
|
Corporate
Bond
|
4.38%
|
DUE
|
11/15/2042
|
|
107
|
|
DUKE
ENERGY CORP
|
Corporate
Bond
|
2.65%
|
DUE
|
09/01/2026
|
|
558
|
|
DUKE
ENERGY CORP
|
Corporate
Bond
|
2.65%
|
DUE
|
09/01/2026
|
|
211
|
|
DUKE
ENERGY CORP
|
Corporate
Bond
|
2.65%
|
DUE
|
09/01/2026
|
|
141
|
|
EQT
CORP
|
Corporate
Bond
|
3.00%
|
DUE
|
10/01/2022
|
|
541
|
|
EQT
CORP
|
Corporate
Bond
|
3.90%
|
DUE
|
10/01/2027
|
|
233
|
|
EQT
CORP
|
Corporate
Bond
|
3.90%
|
DUE
|
10/01/2027
|
|
106
|
|
EQT
CORP
|
Corporate
Bond
|
3.90%
|
DUE
|
10/01/2027
|
|
359
|
|
EQT
CORP
|
Corporate
Bond
|
3.90%
|
DUE
|
10/01/2027
|
|
372
|
|
EQT
CORP
|
Corporate
Bond
|
3.90%
|
DUE
|
10/01/2027
|
|
158
|
|
EQT
CORP
|
Corporate
Bond
|
3.90%
|
DUE
|
10/01/2027
|
|
167
|
|
EQM
MIDSTREAM PARTNERS LP SERI
|
Corporate
Bond
|
4.75%
|
DUE
|
07/15/2023
|
|
547
|
|
EQM
MIDSTREAM PARTNERS LP SERI
|
Corporate
Bond
|
4.75%
|
DUE
|
07/15/2023
|
|
301
|
|
EL
PUERTO DE LIVERPOL
|
Corporate
Bond
|
3.95%
|
DUE
|
10/02/2024
|
|
283
|
|
EL
PUERTO DE LIVERPOL
|
Corporate
Bond
|
3.95%
|
DUE
|
10/02/2024
|
|
257
|
|
EL
PUERTO DE LIVERPOL
|
Corporate
Bond
|
3.95%
|
DUE
|
10/02/2024
|
|
360
|
|
ENCANA
CORP
|
Corporate
Bond
|
6.50%
|
DUE
|
02/01/2038
|
|
207
|
|
ENCANA
CORP
|
Corporate
Bond
|
6.50%
|
DUE
|
02/01/2038
|
|
148
|
|
ENERGY
TRANSFER PARTNERS
|
Corporate
Bond
|
6.50%
|
DUE
|
02/01/2042
|
|
125
|
|
ENERGY
TRANSFER PARTNERS
|
Corporate
Bond
|
6.50%
|
DUE
|
02/01/2042
|
|
238
|
|
ENERGY
TRANSFER PARTNERS
|
Corporate
Bond
|
6.12%
|
DUE
|
12/15/2045
|
|
203
|
|
ENERGY
TRANSFER PARTNERS
|
Corporate
Bond
|
4.20%
|
DUE
|
04/15/2027
|
|
94
|
|
ENERGY
TRANSFER PARTNERS
|
Corporate
Bond
|
4.20%
|
DUE
|
04/15/2027
|
|
367
|
|
ENERGY
TRANSFER PARTNERS
|
Corporate
Bond
|
4.20%
|
DUE
|
04/15/2027
|
|
314
|
|
ENERGY
TRANSFER OPERATNG
|
Corporate
Bond
|
6.25%
|
DUE
|
01/30/3100
|
|
390
|
|
ENERGY
TRANSFER OPERATNG
|
Corporate
Bond
|
7.50%
|
DUE
|
10/15/2020
|
|
338
|
|
ENERGY
TRANSFER OPERATNG
|
Corporate
Bond
|
5.88%
|
DUE
|
01/15/2024
|
|
415
|
|
ENLINK
MIDSTREAM PARTNER
|
Corporate
Bond
|
4.15%
|
DUE
|
06/01/2025
|
|
46
|
|
ENLINK
MIDSTREAM PARTNER
|
Corporate
Bond
|
4.15%
|
DUE
|
06/01/2025
|
|
51
|
|
ENLINK
MIDSTREAM PARTNER
|
Corporate
Bond
|
4.15%
|
DUE
|
06/01/2025
|
|
376
|
|
ENLINK
MIDSTREAM PARTNER
|
Corporate
Bond
|
4.15%
|
DUE
|
06/01/2025
|
|
353
|
|
ENLINK
MIDSTREAM PARTNER
|
Corporate
Bond
|
4.15%
|
DUE
|
06/01/2025
|
|
105
|
|
ENLINK
MIDSTREAM PARTNER
|
Corporate
Bond
|
4.15%
|
DUE
|
06/01/2025
|
|
284
|
|
ENLINK
MIDSTREAM PARTNER
|
Corporate
Bond
|
4.15%
|
DUE
|
06/01/2025
|
|
56
|
|
ENLINK
MIDSTREAM PARTNER
|
Corporate
Bond
|
4.15%
|
DUE
|
06/01/2025
|
|
279
|
|
ENLINK
MIDSTREAM PARTNER
|
Corporate
Bond
|
4.85%
|
DUE
|
07/15/2026
|
|
42
|
|
ENLINK
MIDSTREAM PARTNER
|
Corporate
Bond
|
4.85%
|
DUE
|
07/15/2026
|
|
10
|
|
ENLINK
MIDSTREAM PARTNER
|
Corporate
Bond
|
4.85%
|
DUE
|
07/15/2026
|
|
94
|
|
ENSTAR
GROUP LTD
|
Corporate
Bond
|
4.50%
|
DUE
|
03/10/2022
|
|
83
|
|
ENSTAR
GROUP LTD
|
Corporate
Bond
|
4.50%
|
DUE
|
03/10/2022
|
|
441
|
|
ENSTAR
GROUP LTD
|
Corporate
Bond
|
4.50%
|
DUE
|
03/10/2022
|
|
363
|
|
ENSTAR
GROUP LTD
|
Corporate
Bond
|
4.95%
|
DUE
|
06/01/2029
|
|
375
|
|
ENSTAR
GROUP LTD
|
Corporate
Bond
|
4.95%
|
DUE
|
06/01/2029
|
|
375
|
|
ENTERPRISES
PRODUCTS OPER
|
Corporate
Bond
|
5.25%
|
DUE
|
08/16/2077
|
|
36
|
|
ENTERPRISES
PRODUCTS OPER
|
Corporate
Bond
|
5.25%
|
DUE
|
08/16/2077
|
|
35
|
|
ENTERPRISES
PRODUCTS OPER
|
Corporate
Bond
|
5.25%
|
DUE
|
08/16/2077
|
|
29
|
|
ENTERPRISES
PRODUCTS OPER
|
Corporate
Bond
|
5.25%
|
DUE
|
08/16/2077
|
|
101
|
|
ENTERPRISE
PRODUCTS OPER
|
Corporate
Bond
|
5.38%
|
DUE
|
02/15/2078
|
|
209
|
|
ENTERPRISE
PRODUCTS OPER
|
Corporate
Bond
|
5.38%
|
DUE
|
02/15/2078
|
|
174
|
|
ERICSSON
LM
|
Corporate
Bond
|
4.12%
|
DUE
|
05/15/2022
|
|
52
|
|
ERICSSON
LM
|
Corporate
Bond
|
4.12%
|
DUE
|
05/15/2022
|
|
494
|
|
ERICSSON
LM
|
Corporate
Bond
|
4.12%
|
DUE
|
05/15/2022
|
|
163
|
|
ERICSSON
LM
|
Corporate
Bond
|
4.12%
|
DUE
|
05/15/2022
|
|
163
|
|
ERICSSON
LM
|
Corporate
Bond
|
4.12%
|
DUE
|
05/15/2022
|
|
61
|
|
ERICSSON
LM
|
Corporate
Bond
|
4.12%
|
DUE
|
05/15/2022
|
|
54
|
|
FIRST
REPUBLIC BANK
|
Corporate
Bond
|
4.38%
|
DUE
|
08/01/2046
|
|
580
|
|
FIRST
REPUBLIC BANK
|
Corporate
Bond
|
4.38%
|
DUE
|
08/01/2046
|
|
276
|
|
FIRST
REPUBLIC BANK
|
Corporate
Bond
|
4.38%
|
DUE
|
08/01/2046
|
|
166
|
|
FLORIDA
POWER AND LIGHT
|
Corporate
Bond
|
4.12%
|
DUE
|
02/01/2042
|
|
189
|
|
FLORIDA
POWER CORP
|
Corporate
Bond
|
6.40%
|
DUE
|
06/15/2038
|
|
195
|
|
FLORIDA
POWER CORP
|
Corporate
Bond
|
6.40%
|
DUE
|
06/15/2038
|
|
144
|
|
FLOWSERVE
CORP
|
Corporate
Bond
|
4.00%
|
DUE
|
11/15/2023
|
|
75
|
|
FLOWSERVE
CORP
|
Corporate
Bond
|
4.00%
|
DUE
|
11/15/2023
|
|
389
|
|
FLOWSERVE
CORP
|
Corporate
Bond
|
4.00%
|
DUE
|
11/15/2023
|
|
361
|
|
FORD
MOTOR COMPANY
|
Corporate
Bond
|
5.29%
|
DUE
|
12/08/2046
|
|
43
|
|
FORD
MOTOR CREDIT CO LLC
|
Corporate
Bond
|
5.88%
|
DUE
|
08/02/2021
|
|
236
|
|
FORD
MOTOR CREDIT CO LLC
|
Corporate
Bond
|
5.88%
|
DUE
|
08/02/2021
|
|
262
|
|
FORD
MOTOR CREDIT CO LLC
|
Corporate
Bond
|
5.88%
|
DUE
|
08/02/2021
|
|
366
|
|
FORD
MOTOR CREDIT CO LLC
|
Corporate
Bond
|
4.38%
|
DUE
|
08/06/2023
|
|
208
|
|
FORD
MOTOR CREDIT CO LLC
|
Corporate
Bond
|
4.38%
|
DUE
|
08/06/2023
|
|
208
|
|
FORD
MOTOR CREDIT CO LLC
|
Corporate
Bond
|
4.38%
|
DUE
|
08/06/2023
|
|
468
|
|
FORD
MOTOR CREDIT CO LLC
|
Corporate
Bond
|
3.34%
|
DUE
|
03/18/2021
|
|
378
|
|
FORD
MOTOR CREDIT CO LLC
|
Corporate
Bond
|
4.14%
|
DUE
|
02/15/2023
|
|
520
|
|
FORD
MOTOR CREDIT CO LLC
|
Corporate
Bond
|
4.14%
|
DUE
|
02/15/2023
|
|
360
|
|
FORD
MOTOR CREDIT CO LLC
|
Corporate
Bond
|
5.08%
|
DUE
|
01/07/2021
|
|
323
|
|
FULTON
FINANCIAL CORP
|
Corporate
Bond
|
3.60%
|
DUE
|
03/16/2022
|
|
132
|
|
FULTON
FINANCIAL CORP
|
Corporate
Bond
|
3.60%
|
DUE
|
03/16/2022
|
|
523
|
|
GE
CAPITAL INTERNATIONAL FUND
|
Corporate
Bond
|
4.42%
|
DUE
|
11/15/2035
|
|
275
|
|
GE
CAPITAL INTERNATIONAL FUND
|
Corporate
Bond
|
4.42%
|
DUE
|
11/15/2035
|
|
287
|
|
GE
CAPITAL INTERNATIONAL FUND
|
Corporate
Bond
|
4.42%
|
DUE
|
11/15/2035
|
|
401
|
|
GMAC
LLC
|
Corporate
Bond
|
8.00%
|
DUE
|
11/01/2031
|
|
243
|
|
GMAC
LLC
|
Corporate
Bond
|
8.00%
|
DUE
|
11/01/2031
|
|
174
|
|
GENERAL
MOTORS CO
|
Corporate
Bond
|
4.20%
|
DUE
|
10/01/2027
|
|
235
|
|
GENERAL
MOTORS CO
|
Corporate
Bond
|
4.20%
|
DUE
|
10/01/2027
|
|
131
|
|
GENERAL
MOTORS CO
|
Corporate
Bond
|
5.15%
|
DUE
|
04/01/2038
|
|
143
|
|
GENERAL
MOTORS CO
|
Corporate
Bond
|
5.15%
|
DUE
|
04/01/2038
|
|
102
|
|
GENERAL
MOTORS FINL CO
|
Corporate
Bond
|
3.50%
|
DUE
|
11/07/2024
|
|
345
|
|
GENERAL
MOTORS FINL CO
|
Corporate
Bond
|
3.50%
|
DUE
|
11/07/2024
|
|
107
|
|
GENERAL
MOTORS FINL CO
|
Corporate
Bond
|
3.50%
|
DUE
|
11/07/2024
|
|
12
|
|
GENERAL
MOTORS FINL CO
|
Corporate
Bond
|
3.50%
|
DUE
|
11/07/2024
|
|
42
|
|
GENERAL
MOTORS FINL CO
|
Corporate
Bond
|
3.50%
|
DUE
|
11/07/2024
|
|
70
|
|
GENERAL
MOTORS FINL CO
|
Corporate
Bond
|
3.50%
|
DUE
|
11/07/2024
|
|
335
|
|
GENERAL
MOTORS FINL CO
|
Corporate
Bond
|
4.15%
|
DUE
|
06/19/2023
|
|
273
|
|
GENERAL
MOTORS FINL CO
|
Corporate
Bond
|
4.15%
|
DUE
|
06/19/2023
|
|
158
|
|
GENERAL
MOTORS FINL CO
|
Corporate
Bond
|
4.15%
|
DUE
|
06/19/2023
|
|
63
|
|
GENERAL
MOTORS FINL CO
|
Corporate
Bond
|
4.15%
|
DUE
|
06/19/2023
|
|
159
|
|
GENERAL
MOTORS FINL CO
|
Corporate
Bond
|
4.15%
|
DUE
|
06/19/2023
|
|
188
|
|
GENERAL
MOTORS FINL CO
|
Corporate
Bond
|
4.20%
|
DUE
|
11/06/2021
|
|
415
|
|
GENPACT
LUXEMBOURG SARL
|
Corporate
Bond
|
3.70%
|
DUE
|
04/01/2022
|
|
330
|
|
GENPACT
LUXEMBOURG SARL
|
Corporate
Bond
|
3.70%
|
DUE
|
04/01/2022
|
|
203
|
|
GENPACT
LUXEMBOURG SARL
|
Corporate
Bond
|
3.70%
|
DUE
|
04/01/2022
|
|
86
|
|
GENPACT
LUXEMBOURG SARL
|
Corporate
Bond
|
3.38%
|
DUE
|
12/01/2024
|
|
1,055
|
|
GLENCORE
FUNDING LLC
|
Corporate
Bond
|
4.62%
|
DUE
|
04/29/2024
|
|
106
|
|
GLENCORE
FUNDING LLC
|
Corporate
Bond
|
4.62%
|
DUE
|
04/29/2024
|
|
85
|
|
GLENCORE
FUNDING LLC
|
Corporate
Bond
|
4.62%
|
DUE
|
04/29/2024
|
|
21
|
|
GLENCORE
FUNDING LLC
|
Corporate
Bond
|
4.62%
|
DUE
|
04/29/2024
|
|
212
|
|
GLENCORE
FUNDING LLC
|
Corporate
Bond
|
4.62%
|
DUE
|
04/29/2024
|
|
636
|
|
GLENCORE
FUNDING LLC
|
Corporate
Bond
|
4.62%
|
DUE
|
04/29/2024
|
|
557
|
|
GLENCORE
FUNDING LLC
|
Corporate
Bond
|
3.88%
|
DUE
|
10/27/2027
|
|
176
|
|
GLENCORE
FUNDING LLC
|
Corporate
Bond
|
3.88%
|
DUE
|
10/27/2027
|
|
775
|
|
GLOBAL
AIR LEASE CO LTD
|
Corporate
Bond
|
6.50%
|
DUE
|
09/15/2024
|
|
470
|
|
GLOBAL
AIR LEASE CO LTD
|
Corporate
Bond
|
6.50%
|
DUE
|
09/15/2024
|
|
470
|
|
GOLDMAN
SACHS GROUP INC
|
Corporate
Bond
|
5.95%
|
DUE
|
01/15/2027
|
|
286
|
|
GOLDMAN
SACHS GROUP INC
|
Corporate
Bond
|
5.95%
|
DUE
|
01/15/2027
|
|
179
|
|
GOLDMAN
SACHS GROUP INC
|
Corporate
Bond
|
6.75%
|
DUE
|
10/01/2037
|
|
139
|
|
GOLDMAN
SACHS GROUP INC
|
Corporate
Bond
|
6.75%
|
DUE
|
10/01/2037
|
|
313
|
|
GOLDMAN
SACHS GROUP INC
|
Corporate
Bond
|
6.75%
|
DUE
|
10/01/2037
|
|
243
|
|
GOLDMAN
SACHS GROUP INC
|
Corporate
Bond
|
3.27%
|
DUE
|
09/29/2025
|
|
518
|
|
GRUPO
TELEVISA SPON ADR
|
Corporate
Bond
|
6.62%
|
DUE
|
03/18/2025
|
|
233
|
|
GRUPO
TELEVISA SPON ADR
|
Corporate
Bond
|
6.62%
|
DUE
|
03/18/2025
|
|
146
|
|
GRUPO
TELEVISA SPON ADR
|
Corporate
Bond
|
6.62%
|
DUE
|
03/18/2025
|
|
169
|
|
GRUPO
TELEVISA SPON ADR
|
Corporate
Bond
|
6.62%
|
DUE
|
03/18/2025
|
|
117
|
|
GRUPO
TELEVISA SPON ADR
|
Corporate
Bond
|
6.62%
|
DUE
|
03/18/2025
|
|
146
|
|
HCA
INC
|
Corporate
Bond
|
4.75%
|
DUE
|
05/01/2023
|
|
536
|
|
HSBC
HOLDINGS PLC
|
Corporate
Bond
|
6.50%
|
DUE
|
09/15/2037
|
|
173
|
|
HSBC
HOLDINGS PLC
|
Corporate
Bond
|
6.50%
|
DUE
|
09/15/2037
|
|
173
|
|
HSBC
HOLDINGS PLC
|
Corporate
Bond
|
4.25%
|
DUE
|
03/14/2024
|
|
531
|
|
HSBC
HOLDINGS PLC
|
Corporate
Bond
|
4.25%
|
DUE
|
03/14/2024
|
|
345
|
|
HEALTHCARE
TRUST OF AMERICA
|
Corporate
Bond
|
3.50%
|
DUE
|
08/01/2026
|
|
261
|
|
HEALTHCARE
TRUST OF AMERICA
|
Corporate
Bond
|
3.50%
|
DUE
|
08/01/2026
|
|
261
|
|
HEALTHCARE
TRUST OF AMERICA
|
Corporate
Bond
|
3.50%
|
DUE
|
08/01/2026
|
|
313
|
|
HEALTHCARE
TRUST OF AMERICA
|
Corporate
Bond
|
3.50%
|
DUE
|
08/01/2026
|
|
52
|
|
HERCULES
CAPITAL INC
|
Corporate
Bond
|
4.62%
|
DUE
|
10/23/2022
|
|
514
|
|
SERVICE
PROPERTIES TRUST
|
Corporate
Bond
|
4.50%
|
DUE
|
06/15/2023
|
|
257
|
|
HOST
HOTELS & RESORTS LP
|
Corporate
Bond
|
3.75%
|
DUE
|
10/15/2023
|
|
78
|
|
HOST
HOTELS & RESORTS LP
|
Corporate
Bond
|
3.75%
|
DUE
|
10/15/2023
|
|
105
|
|
HUMANA
INC
|
Corporate
Bond
|
4.80%
|
DUE
|
03/15/2047
|
|
82
|
|
HUMANA
INC
|
Corporate
Bond
|
4.80%
|
DUE
|
03/15/2047
|
|
234
|
|
HUMANA
INC
|
Corporate
Bond
|
4.80%
|
DUE
|
03/15/2047
|
|
176
|
|
HUNTSMAN
INTL LLC
|
Corporate
Bond
|
5.12%
|
DUE
|
11/15/2022
|
|
130
|
|
HUNTSMAN
INTL LLC
|
Corporate
Bond
|
5.12%
|
DUE
|
11/15/2022
|
|
193
|
|
HYUNDAI
CAPITAL AMERICA
|
Corporate
Bond
|
2.85%
|
DUE
|
11/01/2022
|
|
566
|
|
ICAHN
ENTERPRISES FIN
|
Corporate
Bond
|
6.25%
|
DUE
|
02/01/2022
|
|
42
|
|
ICAHN
ENTERPRISES FIN
|
Corporate
Bond
|
6.25%
|
DUE
|
02/01/2022
|
|
84
|
|
ICAHN
ENTERPRISES FIN
|
Corporate
Bond
|
6.25%
|
DUE
|
02/01/2022
|
|
46
|
|
ICAHN
ENTERPRISES FIN
|
Corporate
Bond
|
6.25%
|
DUE
|
02/01/2022
|
|
160
|
|
IMPERIAL
BRANDS FIN PLC
|
Corporate
Bond
|
3.88%
|
DUE
|
07/26/2029
|
|
489
|
|
ING
GROEP NV
|
Corporate
Bond
|
4.10%
|
DUE
|
10/02/2023
|
|
659
|
|
ING
GROEP NV
|
Corporate
Bond
|
4.10%
|
DUE
|
10/02/2023
|
|
266
|
|
ING
GROUP NV
|
Corporate
Bond
|
3.55%
|
DUE
|
04/09/2024
|
|
419
|
|
INGREDION
INC COM
|
Corporate
Bond
|
3.20%
|
DUE
|
10/01/2026
|
|
50
|
|
INGREDION
INC COM
|
Corporate
Bond
|
3.20%
|
DUE
|
10/01/2026
|
|
62
|
|
INGREDION
INC COM
|
Corporate
Bond
|
3.20%
|
DUE
|
10/01/2026
|
|
93
|
|
IPALCO
ENTERPRISES INC
|
Corporate
Bond
|
3.45%
|
DUE
|
07/15/2020
|
|
251
|
|
IPALCO
ENTERPRISES INC
|
Corporate
Bond
|
3.45%
|
DUE
|
07/15/2020
|
|
653
|
|
IPALCO
ENTERPRISES INC
|
Corporate
Bond
|
3.70%
|
DUE
|
09/01/2024
|
|
191
|
|
IPALCO
ENTERPRISES INC
|
Corporate
Bond
|
3.70%
|
DUE
|
09/01/2024
|
|
180
|
|
JBS
USA FOOD FINANCE
|
Corporate
Bond
|
5.50%
|
DUE
|
01/15/2030
|
|
262
|
|
JP
MORGAN CHASE & CO
|
Corporate
Bond
|
6.40%
|
DUE
|
05/15/2038
|
|
167
|
|
JP
MORGAN CHASE & CO
|
Corporate
Bond
|
6.40%
|
DUE
|
05/15/2038
|
|
145
|
|
JP
MORGAN CHASE & CO
|
Corporate
Bond
|
5.60%
|
DUE
|
07/15/2041
|
|
171
|
|
JP
MORGAN CHASE & CO
|
Corporate
Bond
|
5.60%
|
DUE
|
07/15/2041
|
|
137
|
|
JP
MORGAN CHASE & CO
|
Corporate
Bond
|
3.88%
|
DUE
|
09/10/2024
|
|
535
|
|
JP
MORGAN CHASE & CO
|
Corporate
Bond
|
3.88%
|
DUE
|
09/10/2024
|
|
321
|
|
JP
MORGAN CHASE & CO
|
Corporate
Bond
|
3.78%
|
DUE
|
02/01/2028
|
|
539
|
|
KKR
GRP FIN CO VI LLC
|
Corporate
Bond
|
3.75%
|
DUE
|
07/01/2029
|
|
416
|
|
KEURIG
DR PEPPER INC
|
Corporate
Bond
|
4.06%
|
DUE
|
05/25/2023
|
|
844
|
|
KINROSS
GOLD CORP
|
Corporate
Bond
|
5.12%
|
DUE
|
09/01/2021
|
|
390
|
|
KINROSS
GOLD CORP
|
Corporate
Bond
|
5.12%
|
DUE
|
09/01/2021
|
|
115
|
|
KINROSS
GOLD CORP
|
Corporate
Bond
|
5.12%
|
DUE
|
09/01/2021
|
|
87
|
|
KINROSS
GOLD CORP
|
Corporate
Bond
|
5.12%
|
DUE
|
09/01/2021
|
|
57
|
|
KINROSS
GOLD CORP
|
Corporate
Bond
|
5.12%
|
DUE
|
09/01/2021
|
|
676
|
|
KINROSS
GOLD CORP
|
Corporate
Bond
|
4.50%
|
DUE
|
07/15/2027
|
|
57
|
|
KINROSS
GOLD CORP
|
Corporate
Bond
|
4.50%
|
DUE
|
07/15/2027
|
|
42
|
|
KINROSS
GOLD CORP
|
Corporate
Bond
|
4.50%
|
DUE
|
07/15/2027
|
|
57
|
|
KINROSS
GOLD CORP
|
Corporate
Bond
|
4.50%
|
DUE
|
07/15/2027
|
|
105
|
|
KRAFT
HEINZ FOODS CO
|
Corporate
Bond
|
4.62%
|
DUE
|
10/01/2039
|
|
301
|
|
KRAFT
HEINZ FOODS CO
|
Corporate
Bond
|
4.62%
|
DUE
|
10/01/2039
|
|
100
|
|
KRAFT
HEINZ FOODS CO
|
Corporate
Bond
|
4.62%
|
DUE
|
10/01/2039
|
|
141
|
|
L3HARRIS
TECH INC
|
Corporate
Bond
|
2.90%
|
DUE
|
12/15/2029
|
|
264
|
|
LAZARD
GROUP LLC
|
Corporate
Bond
|
3.75%
|
DUE
|
02/13/2025
|
|
486
|
|
LAZARD
GROUP LLC
|
Corporate
Bond
|
3.62%
|
DUE
|
03/01/2027
|
|
109
|
|
LAZARD
GROUP LLC
|
Corporate
Bond
|
3.62%
|
DUE
|
03/01/2027
|
|
103
|
|
LAZARD
GROUP LLC
|
Corporate
Bond
|
4.50%
|
DUE
|
09/19/2028
|
|
319
|
|
LEASEPLAN
CORPORATION NV
|
Corporate
Bond
|
2.88%
|
DUE
|
10/24/2024
|
|
500
|
|
LEGG
MASON INC
|
Corporate
Bond
|
5.62%
|
DUE
|
01/15/2044
|
|
119
|
|
LEGG
MASON INC
|
Corporate
Bond
|
5.62%
|
DUE
|
01/15/2044
|
|
227
|
|
LENNAR
CORP
|
Corporate
Bond
|
4.75%
|
DUE
|
05/30/2025
|
|
47
|
|
LENNAR
CORP
|
Corporate
Bond
|
4.75%
|
DUE
|
05/30/2025
|
|
195
|
|
MPLX
LP
|
Corporate
Bond
|
4.12%
|
DUE
|
03/01/2027
|
|
121
|
|
MPLX
LP
|
Corporate
Bond
|
4.12%
|
DUE
|
03/01/2027
|
|
142
|
|
MPLX
LP
|
Corporate
Bond
|
4.12%
|
DUE
|
03/01/2027
|
|
158
|
|
MPLX
LP
|
Corporate
Bond
|
4.50%
|
DUE
|
04/15/2038
|
|
214
|
|
MPLX
LP
|
Corporate
Bond
|
4.50%
|
DUE
|
04/15/2038
|
|
178
|
|
MPLX
LP
|
Corporate
Bond
|
6.88%
|
DUE
|
01/30/3100
|
|
327
|
|
MPLX
LP
|
Corporate
Bond
|
6.88%
|
DUE
|
01/30/3100
|
|
296
|
|
MPLX
LP
|
Corporate
Bond
|
6.25%
|
DUE
|
10/15/2022
|
|
190
|
|
MARATHON
PETROLEUM CORP
|
Corporate
Bond
|
6.50%
|
DUE
|
03/01/2041
|
|
117
|
|
MARATHON
PETROLEUM CORP
|
Corporate
Bond
|
6.50%
|
DUE
|
03/01/2041
|
|
227
|
|
MARATHON
PETROLEUM CORP
|
Corporate
Bond
|
6.50%
|
DUE
|
03/01/2041
|
|
195
|
|
MARATHON
PETROLEUM CORP
|
Corporate
Bond
|
4.50%
|
DUE
|
04/01/2048
|
|
96
|
|
MARATHON
PETROLEUM CORP
|
Corporate
Bond
|
4.50%
|
DUE
|
04/01/2048
|
|
106
|
|
MARKEL
CORP
|
Corporate
Bond
|
3.35%
|
DUE
|
09/17/2029
|
|
195
|
|
MARS
INC
|
Corporate
Bond
|
3.95%
|
DUE
|
04/01/2049
|
|
458
|
|
MARS
INC
|
Corporate
Bond
|
3.95%
|
DUE
|
04/01/2049
|
|
198
|
|
MCCORMICK
& CO
|
Corporate
Bond
|
3.40%
|
DUE
|
08/15/2027
|
|
495
|
|
MCCORMICK
& CO
|
Corporate
Bond
|
3.40%
|
DUE
|
08/15/2027
|
|
417
|
|
MCCORMICK
& CO
|
Corporate
Bond
|
4.20%
|
DUE
|
08/15/2047
|
|
50
|
|
MCCORMICK
& CO
|
Corporate
Bond
|
4.20%
|
DUE
|
08/15/2047
|
|
221
|
|
MCCORMICK
& CO
|
Corporate
Bond
|
4.20%
|
DUE
|
08/15/2047
|
|
166
|
|
MCKESSON
CORP
|
Corporate
Bond
|
6.00%
|
DUE
|
03/01/2041
|
|
215
|
|
MERRILL
LYNCH & CO
|
Corporate
Bond
|
7.75%
|
DUE
|
05/14/2038
|
|
236
|
|
MERRILL
LYNCH & CO
|
Corporate
Bond
|
7.75%
|
DUE
|
05/14/2038
|
|
236
|
|
MICROSOFT
CORP
|
Corporate
Bond
|
3.50%
|
DUE
|
02/12/2035
|
|
154
|
|
MICROCHIP
TECHNOLOGY INC
|
Corporate
Bond
|
3.92%
|
DUE
|
06/01/2021
|
|
562
|
|
MICROCHIP
TECHNOLOGY INC
|
Corporate
Bond
|
3.92%
|
DUE
|
06/01/2021
|
|
184
|
|
MICROCHIP
TECHNOLOGY INC
|
Corporate
Bond
|
3.92%
|
DUE
|
06/01/2021
|
|
128
|
|
MID
AMERICA APARTMENTS
|
Corporate
Bond
|
3.95%
|
DUE
|
03/15/2029
|
|
316
|
|
MIDAMERICAN
ENERGY HOLDINGS
|
Corporate
Bond
|
6.12%
|
DUE
|
04/01/2036
|
|
192
|
|
MIDAMERICAN
ENERGY HOLDINGS
|
Corporate
Bond
|
6.12%
|
DUE
|
04/01/2036
|
|
275
|
|
MIDAMERICAN
ENERGY HOLDINGS
|
Corporate
Bond
|
6.12%
|
DUE
|
04/01/2036
|
|
240
|
|
Molson
Coors Beverage Co
|
Corporate
Bond
|
5.00%
|
DUE
|
05/01/2042
|
|
71
|
|
Molson
Coors Beverage Co
|
Corporate
Bond
|
5.00%
|
DUE
|
05/01/2042
|
|
219
|
|
Molson
Coors Beverage Co
|
Corporate
Bond
|
4.20%
|
DUE
|
07/15/2046
|
|
83
|
|
Molson
Coors Beverage Co
|
Corporate
Bond
|
4.20%
|
DUE
|
07/15/2046
|
|
83
|
|
Molson
Coors Beverage Co
|
Corporate
Bond
|
4.20%
|
DUE
|
07/15/2046
|
|
63
|
|
Molson
Coors Beverage Co
|
Corporate
Bond
|
4.20%
|
DUE
|
07/15/2046
|
|
27
|
|
Molson
Coors Beverage Co
|
Corporate
Bond
|
4.20%
|
DUE
|
07/15/2046
|
|
150
|
|
MORGAN
STANLEY
|
Corporate
Bond
|
4.35%
|
DUE
|
09/08/2026
|
|
246
|
|
MORGAN
STANLEY
|
Corporate
Bond
|
4.35%
|
DUE
|
09/08/2026
|
|
109
|
|
MORGAN
STANLEY
|
Corporate
Bond
|
4.35%
|
DUE
|
09/08/2026
|
|
137
|
|
MORGAN
STANLEY
|
Corporate
Bond
|
4.35%
|
DUE
|
09/08/2026
|
|
356
|
|
MORGAN
STANLEY
|
Corporate
Bond
|
3.62%
|
DUE
|
01/20/2027
|
|
469
|
|
MORGAN
STANLEY
|
Corporate
Bond
|
4.88%
|
DUE
|
11/01/2022
|
|
214
|
|
MORGAN
STANLEY
|
Corporate
Bond
|
4.88%
|
DUE
|
11/01/2022
|
|
2
|
|
MORGAN
STANLEY
|
Corporate
Bond
|
4.88%
|
DUE
|
11/01/2022
|
|
9
|
|
MORGAN
STANLEY
|
Corporate
Bond
|
4.88%
|
DUE
|
11/01/2022
|
|
295
|
|
MORGAN
STANLEY
|
Corporate
Bond
|
4.88%
|
DUE
|
11/01/2022
|
|
536
|
|
MORGAN
STANLEY
|
Corporate
Bond
|
4.88%
|
DUE
|
11/01/2022
|
|
563
|
|
MYLAN
NV
|
Corporate
Bond
|
3.95%
|
DUE
|
06/15/2026
|
|
113
|
|
MYLAN
NV
|
Corporate
Bond
|
3.95%
|
DUE
|
06/15/2026
|
|
207
|
|
MYLAN
NV
|
Corporate
Bond
|
3.95%
|
DUE
|
06/15/2026
|
|
335
|
|
MYLAN
NV
|
Corporate
Bond
|
3.95%
|
DUE
|
06/15/2026
|
|
101
|
|
NBK
TIER 1 FINANCING 2
|
Corporate
Bond
|
4.50%
|
DUE
|
01/30/3100
|
|
1,037
|
|
NCR
CORP
|
Corporate
Bond
|
5.00%
|
DUE
|
07/15/2022
|
|
404
|
|
NCR
CORP
|
Corporate
Bond
|
5.00%
|
DUE
|
07/15/2022
|
|
101
|
|
NABORS
INDUSTRIES LTD
|
Corporate
Bond
|
5.00%
|
DUE
|
09/15/2020
|
|
116
|
|
NATIONAL
OILWELL VARCO I
|
Corporate
Bond
|
3.95%
|
DUE
|
12/01/2042
|
|
15
|
|
NATIONAL
OILWELL VARCO I
|
Corporate
Bond
|
3.95%
|
DUE
|
12/01/2042
|
|
26
|
|
NATIONAL
OILWELL VARCO I
|
Corporate
Bond
|
3.95%
|
DUE
|
12/01/2042
|
|
47
|
|
NATIONAL
OILWELL VARCO I
|
Corporate
Bond
|
3.95%
|
DUE
|
12/01/2042
|
|
12
|
|
NATIONAL
OILWELL VARCO I
|
Corporate
Bond
|
3.95%
|
DUE
|
12/01/2042
|
|
16
|
|
NATIONAL
OILWELL VARCO I
|
Corporate
Bond
|
3.95%
|
DUE
|
12/01/2042
|
|
230
|
|
NATIONAL
OILWELL VARCO I
|
Corporate
Bond
|
3.95%
|
DUE
|
12/01/2042
|
|
184
|
|
NATIONAL
OILWELL VARCO I
|
Corporate
Bond
|
3.60%
|
DUE
|
12/01/2029
|
|
421
|
|
NEWELL
BRANDS INC
|
Corporate
Bond
|
3.85%
|
DUE
|
04/01/2023
|
|
15
|
|
NEWELL
BRANDS INC
|
Corporate
Bond
|
3.85%
|
DUE
|
04/01/2023
|
|
491
|
|
NEWELL
BRANDS INC
|
Corporate
Bond
|
3.85%
|
DUE
|
04/01/2023
|
|
727
|
|
NEWFIELD
EXPLORATION
|
Corporate
Bond
|
5.75%
|
DUE
|
01/30/2022
|
|
79
|
|
NEWFIELD
EXPLORATION
|
Corporate
Bond
|
5.75%
|
DUE
|
01/30/2022
|
|
28
|
|
NEWFIELD
EXPLORATION
|
Corporate
Bond
|
5.75%
|
DUE
|
01/30/2022
|
|
292
|
|
NEWFIELD
EXPLORATION
|
Corporate
Bond
|
5.75%
|
DUE
|
01/30/2022
|
|
72
|
|
NEWFIELD
EXPLORATION
|
Corporate
Bond
|
5.62%
|
DUE
|
07/01/2024
|
|
134
|
|
NEWFIELD
EXPLORATION
|
Corporate
Bond
|
5.62%
|
DUE
|
07/01/2024
|
|
223
|
|
NEWFIELD
EXPLORATION
|
Corporate
Bond
|
5.38%
|
DUE
|
01/01/2026
|
|
895
|
|
NEXTERA
ENERGY CAPITAL
|
Corporate
Bond
|
2.75%
|
DUE
|
11/01/2029
|
|
467
|
|
NISOURCE
FINANCE CORP
|
Corporate
Bond
|
5.80%
|
DUE
|
02/01/2042
|
|
100
|
|
NISOURCE
FINANCE CORP
|
Corporate
Bond
|
5.80%
|
DUE
|
02/01/2042
|
|
313
|
|
NISOURCE
FINANCE CORP
|
Corporate
Bond
|
3.95%
|
DUE
|
03/30/2048
|
|
438
|
|
NISOURCE
FINANCE CORP
|
Corporate
Bond
|
3.95%
|
DUE
|
03/30/2048
|
|
237
|
|
NORDEA
BANK ABP
|
Corporate
Bond
|
3.75%
|
DUE
|
08/30/2023
|
|
888
|
|
NORDEA
BANK AB
|
Corporate
Bond
|
4.62%
|
DUE
|
09/13/2033
|
|
764
|
|
O
REILLY AUTOMOTIVE INC
|
Corporate
Bond
|
3.60%
|
DUE
|
09/01/2027
|
|
918
|
|
O
REILLY AUTOMOTIVE INC
|
Corporate
Bond
|
3.60%
|
DUE
|
09/01/2027
|
|
1,014
|
|
OCCIDENTAL
PETROLEUM COR
|
Corporate
Bond
|
6.45%
|
DUE
|
09/15/2036
|
|
891
|
|
OHIO
EDISON
|
Corporate
Bond
|
8.25%
|
DUE
|
10/15/2038
|
|
156
|
|
OHIO
EDISON
|
Corporate
Bond
|
8.25%
|
DUE
|
10/15/2038
|
|
73
|
|
PBF
HOLDING CO LLC
|
Corporate
Bond
|
7.00%
|
DUE
|
11/15/2023
|
|
104
|
|
PBF
HOLDING CO LLC
|
Corporate
Bond
|
7.00%
|
DUE
|
11/15/2023
|
|
337
|
|
PARK
AEROSPACE HOLDINGS
|
Corporate
Bond
|
5.25%
|
DUE
|
08/15/2022
|
|
136
|
|
PARK
AEROSPACE HOLDINGS
|
Corporate
Bond
|
5.25%
|
DUE
|
08/15/2022
|
|
130
|
|
PARK
AEROSPACE HOLDINGS
|
Corporate
Bond
|
5.25%
|
DUE
|
08/15/2022
|
|
618
|
|
PARK
AEROSPACE HOLDINGS
|
Corporate
Bond
|
5.25%
|
DUE
|
08/15/2022
|
|
666
|
|
PARK
AEROSPACE HOLDINGS
|
Corporate
Bond
|
5.25%
|
DUE
|
08/15/2022
|
|
107
|
|
PARK
AEROSPACE HOLDINGS
|
Corporate
Bond
|
5.25%
|
DUE
|
08/15/2022
|
|
235
|
|
PARK
AEROSPACE HOLDINGS
|
Corporate
Bond
|
5.25%
|
DUE
|
08/15/2022
|
|
212
|
|
PARK
AEROSPACE HOLDINGS
|
Corporate
Bond
|
4.50%
|
DUE
|
03/15/2023
|
|
57
|
|
PARK
AEROSPACE HOLDINGS
|
Corporate
Bond
|
4.50%
|
DUE
|
03/15/2023
|
|
57
|
|
PARK
AEROSPACE HOLDINGS
|
Corporate
Bond
|
4.50%
|
DUE
|
03/15/2023
|
|
175
|
|
PATTERSON
UTI ENERGY INC
|
Corporate
Bond
|
3.95%
|
DUE
|
02/01/2028
|
|
18
|
|
PATTERSON
UTI ENERGY INC
|
Corporate
Bond
|
3.95%
|
DUE
|
02/01/2028
|
|
85
|
|
PATTERSON
UTI ENERGY INC
|
Corporate
Bond
|
3.95%
|
DUE
|
02/01/2028
|
|
73
|
|
PATTERSON
UTI ENERGY INC
|
Corporate
Bond
|
3.95%
|
DUE
|
02/01/2028
|
|
27
|
|
PATTERSON
UTI ENERGY INC
|
Corporate
Bond
|
3.95%
|
DUE
|
02/01/2028
|
|
338
|
|
PENNSYLVANIA
ELECTRIC CO
|
Corporate
Bond
|
4.15%
|
DUE
|
04/15/2025
|
|
319
|
|
PENNSYLVANIA
ELECTRIC CO
|
Corporate
Bond
|
4.15%
|
DUE
|
04/15/2025
|
|
160
|
|
PETROLEOS
MEXICANOS
|
Corporate
Bond
|
6.38%
|
DUE
|
01/23/2045
|
|
96
|
|
PETROLEOS
MEXICANOS
|
Corporate
Bond
|
5.35%
|
DUE
|
02/12/2028
|
|
199
|
|
PETROLEOS
MEXICANOS
|
Corporate
Bond
|
5.35%
|
DUE
|
02/12/2028
|
|
124
|
|
PITNEY
BOWES INC
|
Corporate
Bond
|
3.88%
|
DUE
|
10/01/2021
|
|
400
|
|
PLAINS
ALL AMERICAN PIPELINE
|
Corporate
Bond
|
4.70%
|
DUE
|
06/15/2044
|
|
122
|
|
PLAINS
ALL AMERICAN PIPELINE
|
Corporate
Bond
|
4.70%
|
DUE
|
06/15/2044
|
|
243
|
|
PLAINS
ALL AMERICAN PIPELINE
|
Corporate
Bond
|
4.70%
|
DUE
|
06/15/2044
|
|
7
|
|
PLAINS
ALL AMERICAN PIPELINE
|
Corporate
Bond
|
4.70%
|
DUE
|
06/15/2044
|
|
8
|
|
PLAINS
ALL AMERICAN PIPELINE
|
Corporate
Bond
|
4.50%
|
DUE
|
12/15/2026
|
|
123
|
|
PLAINS
ALL AMERICAN PIPELINE
|
Corporate
Bond
|
4.50%
|
DUE
|
12/15/2026
|
|
650
|
|
PROGRESSIVE
CORP OHIO
|
Corporate
Bond
|
5.38%
|
DUE
|
01/30/3100
|
|
578
|
|
PROGRESSIVE
CORP OHIO
|
Corporate
Bond
|
5.38%
|
DUE
|
01/30/3100
|
|
315
|
|
PRUDENTIAL
FINANCIAL INC
|
Corporate
Bond
|
5.88%
|
DUE
|
09/15/2042
|
|
143
|
|
PRUDENTIAL
FINANCIAL INC
|
Corporate
Bond
|
5.88%
|
DUE
|
09/15/2042
|
|
233
|
|
PRUDENTIAL
FINANCIAL INC
|
Corporate
Bond
|
5.70%
|
DUE
|
09/15/2048
|
|
817
|
|
PUGET
ENERGY INC
|
Corporate
Bond
|
6.50%
|
DUE
|
12/15/2020
|
|
234
|
|
PUGET
ENERGY INC
|
Corporate
Bond
|
5.76%
|
DUE
|
10/01/2039
|
|
232
|
|
PUGET
ENERGY INC
|
Corporate
Bond
|
5.76%
|
DUE
|
10/01/2039
|
|
166
|
|
QWEST
CORP
|
Corporate
Bond
|
6.75%
|
DUE
|
12/01/2021
|
|
368
|
|
QWEST
CORP
|
Corporate
Bond
|
6.75%
|
DUE
|
12/01/2021
|
|
112
|
|
QWEST
CORP
|
Corporate
Bond
|
6.75%
|
DUE
|
12/01/2021
|
|
220
|
|
RELIANCE
STEEL AND ALUMINUM
|
Corporate
Bond
|
4.50%
|
DUE
|
04/15/2023
|
|
529
|
|
REYNOLDS
AMERICAN INC
|
Corporate
Bond
|
5.85%
|
DUE
|
08/15/2045
|
|
98
|
|
REYNOLDS
AMERICAN INC
|
Corporate
Bond
|
5.85%
|
DUE
|
08/15/2045
|
|
344
|
|
REYNOLDS
AMERICAN INC
|
Corporate
Bond
|
4.45%
|
DUE
|
06/12/2025
|
|
372
|
|
LEIDOS
HOLDINGS INC
|
Corporate
Bond
|
4.45%
|
DUE
|
12/01/2020
|
|
528
|
|
SVB
FINANCIAL GROUP
|
Corporate
Bond
|
3.50%
|
DUE
|
01/29/2025
|
|
288
|
|
SVB
FINANCIAL GROUP
|
Corporate
Bond
|
3.50%
|
DUE
|
01/29/2025
|
|
157
|
|
SABINE
PASS LIQUEFACTION
|
Corporate
Bond
|
4.20%
|
DUE
|
03/15/2028
|
|
557
|
|
SABINE
PASS LIQUEFACTION
|
Corporate
Bond
|
4.20%
|
DUE
|
03/15/2028
|
|
345
|
|
SANDY
SPRING BANCORP INC
|
Corporate
Bond
|
4.25%
|
DUE
|
11/15/2029
|
|
1,359
|
|
SAUDI
ARABIAN OIL CO
|
Corporate
Bond
|
4.25%
|
DUE
|
04/16/2039
|
|
734
|
|
SHERWIN
WILLIAMS
|
Corporate
Bond
|
4.50%
|
DUE
|
06/01/2047
|
|
68
|
|
SHERWIN
WILLIAMS
|
Corporate
Bond
|
4.50%
|
DUE
|
06/01/2047
|
|
114
|
|
SOUTHERN
COPPER CORP
|
Corporate
Bond
|
6.75%
|
DUE
|
04/16/2040
|
|
100
|
|
SOUTHERN
COPPER CORP
|
Corporate
Bond
|
6.75%
|
DUE
|
04/16/2040
|
|
134
|
|
SPIRIT
REALTY LP
|
Corporate
Bond
|
4.00%
|
DUE
|
07/15/2029
|
|
269
|
|
SPIRIT
REALTY LP
|
Corporate
Bond
|
4.00%
|
DUE
|
07/15/2029
|
|
500
|
|
SPIRIT
REALTY LP
|
Corporate
Bond
|
3.20%
|
DUE
|
01/15/2027
|
|
120
|
|
SPIRIT
REALTY LP
|
Corporate
Bond
|
3.40%
|
DUE
|
01/15/2030
|
|
40
|
|
SPRINT
COMMUNICATIONS
|
Corporate
Bond
|
9.25%
|
DUE
|
04/15/2022
|
|
246
|
|
SPRINT
COMMUNICATIONS
|
Corporate
Bond
|
9.25%
|
DUE
|
04/15/2022
|
|
600
|
|
STANDARD
INDUSTRIES INC
|
Corporate
Bond
|
5.50%
|
DUE
|
02/15/2023
|
|
24
|
|
STANDARD
INDUSTRIES INC
|
Corporate
Bond
|
5.50%
|
DUE
|
02/15/2023
|
|
5
|
|
STANDARD
INDUSTRIES INC
|
Corporate
Bond
|
5.50%
|
DUE
|
02/15/2023
|
|
6
|
|
STANDARD
INDUSTRIES INC
|
Corporate
Bond
|
5.50%
|
DUE
|
02/15/2023
|
|
11
|
|
STANDARD
INDUSTRIES INC
|
Corporate
Bond
|
5.50%
|
DUE
|
02/15/2023
|
|
60
|
|
STORE
CAPITAL CORP
|
Corporate
Bond
|
4.62%
|
DUE
|
03/15/2029
|
|
114
|
|
STORE
CAPITAL CORP
|
Corporate
Bond
|
4.62%
|
DUE
|
03/15/2029
|
|
211
|
|
STORE
CAPITAL CORP
|
Corporate
Bond
|
4.62%
|
DUE
|
03/15/2029
|
|
80
|
|
SYNGENTA
FINANCE NV
|
Corporate
Bond
|
3.70%
|
DUE
|
04/24/2020
|
|
341
|
|
SYNGENTA
FINANCE NV
|
Corporate
Bond
|
3.70%
|
DUE
|
04/24/2020
|
|
201
|
|
SYNGENTA
FINANCE NV
|
Corporate
Bond
|
4.44%
|
DUE
|
04/24/2023
|
|
323
|
|
SYNGENTA
FINANCE NV
|
Corporate
Bond
|
4.44%
|
DUE
|
04/24/2023
|
|
147
|
|
SYNGENTA
FINANCE NV
|
Corporate
Bond
|
4.44%
|
DUE
|
04/24/2023
|
|
366
|
|
SYNCHRONY
FINANCIAL
|
Corporate
Bond
|
3.95%
|
DUE
|
12/01/2027
|
|
578
|
|
BlackRock
TCP Capital Corp
|
Corporate
Bond
|
4.12%
|
DUE
|
08/11/2022
|
|
326
|
|
BlackRock
TCP Capital Corp
|
Corporate
Bond
|
4.12%
|
DUE
|
08/11/2022
|
|
197
|
|
TPG
SPECIALTY LENDING IN
|
Corporate
Bond
|
3.88%
|
DUE
|
11/01/2024
|
|
1,179
|
|
TANGER
PROPERTIES LP
|
Corporate
Bond
|
3.75%
|
DUE
|
12/01/2024
|
|
717
|
|
TANGER
PROPERTIES LP
|
Corporate
Bond
|
3.12%
|
DUE
|
09/01/2026
|
|
248
|
|
TECK
RESOURCES LTD
|
Corporate
Bond
|
6.00%
|
DUE
|
08/15/2040
|
|
307
|
|
TELEFONICA
EMISIONES SAU
|
Corporate
Bond
|
4.66%
|
DUE
|
03/06/2038
|
|
218
|
|
TEVA
PHARMACEUTICAL FINANCE CO
|
Corporate
Bond
|
2.25%
|
DUE
|
03/18/2020
|
|
225
|
|
TEVA
PHARMACEUTICALS NE
|
Corporate
Bond
|
2.20%
|
DUE
|
07/21/2021
|
|
230
|
|
TEVA
PHARMACEUTICALS NE
|
Corporate
Bond
|
2.20%
|
DUE
|
07/21/2021
|
|
37
|
|
TEVA
PHARMACEUTICALS NE
|
Corporate
Bond
|
2.20%
|
DUE
|
07/21/2021
|
|
166
|
|
TIME
WARNER CABLE INC
|
Corporate
Bond
|
6.75%
|
DUE
|
06/15/2039
|
|
221
|
|
TIME
WARNER CABLE INC
|
Corporate
Bond
|
6.75%
|
DUE
|
06/15/2039
|
|
158
|
|
TIME
WARNER CABLE INC
|
Corporate
Bond
|
5.88%
|
DUE
|
11/15/2040
|
|
115
|
|
TIME
WARNER CABLE INC
|
Corporate
Bond
|
5.88%
|
DUE
|
11/15/2040
|
|
115
|
|
UDR
INC
|
Corporate
Bond
|
3.20%
|
DUE
|
01/15/2030
|
|
256
|
|
UBS
GROUP FUNDING SWITZE
|
Corporate
Bond
|
2.86%
|
DUE
|
08/15/2023
|
|
1,118
|
|
UNITED
AIR 2018 1 B PTT
|
Corporate
Bond
|
4.60%
|
DUE
|
09/01/2027
|
|
100
|
|
UNITED
MEXICAN STATES
|
Corporate
Bond
|
6.75%
|
DUE
|
09/27/2034
|
|
445
|
|
UNITED
MEXICAN STATES
|
Corporate
Bond
|
6.75%
|
DUE
|
09/27/2034
|
|
240
|
|
UNITED
MEXICAN STATES
|
Corporate
Bond
|
4.75%
|
DUE
|
03/08/2044
|
|
524
|
|
UNITED
MEXICAN STATES
|
Corporate
Bond
|
4.75%
|
DUE
|
03/08/2044
|
|
332
|
|
UNITED
TECHNOLOGIES CORP
|
Corporate
Bond
|
4.50%
|
DUE
|
06/01/2042
|
|
114
|
|
UNUM
GROUP
|
Corporate
Bond
|
4.00%
|
DUE
|
06/15/2029
|
|
278
|
|
VALE
OVERSEAS LTD
|
Corporate
Bond
|
6.88%
|
DUE
|
11/21/2036
|
|
104
|
|
VALE
OVERSEAS LTD
|
Corporate
Bond
|
6.88%
|
DUE
|
11/21/2036
|
|
130
|
|
VALE
OVERSEAS LTD
|
Corporate
Bond
|
6.25%
|
DUE
|
08/10/2026
|
|
135
|
|
VALE
OVERSEAS LTD
|
Corporate
Bond
|
6.25%
|
DUE
|
08/10/2026
|
|
335
|
|
VALLEY
NATIONAL BANCORP
|
Corporate
Bond
|
5.12%
|
DUE
|
09/27/2023
|
|
107
|
|
VALLEY
NATIONAL BANCORP
|
Corporate
Bond
|
5.12%
|
DUE
|
09/27/2023
|
|
751
|
|
VEREIT
OPERATING PARTNERSHIP
|
Corporate
Bond
|
4.62%
|
DUE
|
11/01/2025
|
|
433
|
|
VEREIT
OPERATING PARTNERSHIP
|
Corporate
Bond
|
4.62%
|
DUE
|
11/01/2025
|
|
301
|
|
VEREIT
OPERATING PARTNERSHIP
|
Corporate
Bond
|
3.10%
|
DUE
|
12/15/2029
|
|
914
|
|
VERIZON
COMMUNICATIONS
|
Corporate
Bond
|
6.55%
|
DUE
|
09/15/2043
|
|
275
|
|
VERIZON
COMMUNICATIONS
|
Corporate
Bond
|
6.55%
|
DUE
|
09/15/2043
|
|
294
|
|
VIRGINIA
ELECTRIC & POWER CO
|
Corporate
Bond
|
8.88%
|
DUE
|
11/15/2038
|
|
186
|
|
VIRGINIA
ELECTRIC & POWER CO
|
Corporate
Bond
|
8.88%
|
DUE
|
11/15/2038
|
|
422
|
|
VOYA
FINANCIAL INC
|
Corporate
Bond
|
4.70%
|
DUE
|
01/23/2048
|
|
195
|
|
WELLPOINT
INC
|
Corporate
Bond
|
4.65%
|
DUE
|
01/15/2043
|
|
102
|
|
WELLPOINT
INC
|
Corporate
Bond
|
4.65%
|
DUE
|
01/15/2043
|
|
113
|
|
WELLS
FARGO FINANCIAL
|
Corporate
Bond
|
5.61%
|
DUE
|
01/15/2044
|
|
152
|
|
WELLS
FARGO CO
|
Corporate
Bond
|
5.38%
|
DUE
|
11/02/2043
|
|
204
|
|
WESTERN
GAS PARTNERS LP
|
Corporate
Bond
|
4.00%
|
DUE
|
07/01/2022
|
|
179
|
|
WESTERN
GAS PARTNERS LP
|
Corporate
Bond
|
4.00%
|
DUE
|
07/01/2022
|
|
692
|
|
WESTERN
GAS PARTNERS LP
|
Corporate
Bond
|
4.00%
|
DUE
|
07/01/2022
|
|
923
|
|
WESTERN
GAS PARTNERS LP
|
Corporate
Bond
|
4.50%
|
DUE
|
03/01/2028
|
|
114
|
|
WESTERN
GAS PARTNERS LP
|
Corporate
Bond
|
4.50%
|
DUE
|
03/01/2028
|
|
99
|
|
WESTERN
UNION CO THE
|
Corporate
Bond
|
2.85%
|
DUE
|
01/10/2025
|
|
497
|
|
WILLIS
NORTH AMERICA INC
|
Corporate
Bond
|
4.50%
|
DUE
|
09/15/2028
|
|
805
|
|
WILLIS
NORTH AMERICA INC
|
Corporate
Bond
|
2.95%
|
DUE
|
09/15/2029
|
|
253
|
|
XSTRATA
FINANCE CANADA
|
Corporate
Bond
|
5.55%
|
DUE
|
10/25/2042
|
|
117
|
|
XSTRATA
FINANCE CANADA
|
Corporate
Bond
|
5.55%
|
DUE
|
10/25/2042
|
|
29
|
|
XSTRATA
FINANCE CANADA
|
Corporate
Bond
|
5.55%
|
DUE
|
10/25/2042
|
|
33
|
|
XSTRATA
FINANCE CANADA
|
Corporate
Bond
|
5.55%
|
DUE
|
10/25/2042
|
|
106
|
|
XLIT
LTD
|
Corporate
Bond
|
4.45%
|
DUE
|
03/31/2025
|
|
117
|
|
XLIT
LTD
|
Corporate
Bond
|
4.45%
|
DUE
|
03/31/2025
|
|
101
|
|
XLIT
LTD
|
Corporate
Bond
|
4.45%
|
DUE
|
03/31/2025
|
|
272
|
|
XLIT
LTD
|
Corporate
Bond
|
4.45%
|
DUE
|
03/31/2025
|
|
82
|
|
XLIT
LTD
|
Corporate
Bond
|
4.45%
|
DUE
|
03/31/2025
|
|
381
|
|
XLIT
LTD
|
Corporate
Bond
|
5.50%
|
DUE
|
03/31/2045
|
|
254
|
|
XLIT
LTD
|
Corporate
Bond
|
5.50%
|
DUE
|
03/31/2045
|
|
159
|
|
YARA
INTERNATIONAL ASA
|
Corporate
Bond
|
4.75%
|
DUE
|
06/01/2028
|
|
418
|
|
YARA
INTERNATIONAL ASA
|
Corporate
Bond
|
4.75%
|
DUE
|
06/01/2028
|
|
217
|
|
YARA
INTERNATIONAL ASA
|
Corporate
Bond
|
4.75%
|
DUE
|
06/01/2028
|
|
41
|
|
YARA
INTERNATIONAL ASA
|
Corporate
Bond
|
4.75%
|
DUE
|
06/01/2028
|
|
108
|
|
YARA
INTERNATIONAL ASA
|
Corporate
Bond
|
4.75%
|
DUE
|
06/01/2028
|
|
114
|
|
YARA
INTERNATIONAL ASA
|
Corporate
Bond
|
4.75%
|
DUE
|
06/01/2028
|
|
217
|
|
YARA
INTERNATIONAL ASA
|
Corporate
Bond
|
4.75%
|
DUE
|
06/01/2028
|
|
11
|
|
ZIONS
BANCORPORATION NA
|
Corporate
Bond
|
3.50%
|
DUE
|
08/27/2021
|
|
1,023
|
|
FNMA
|
Federal
Government and Agency Bond
|
4.50%
|
DUE
|
01/01/2040
|
|
1,711
|
|
GNMA
II
|
Federal
Government and Agency Bond
|
3.50%
|
DUE
|
01/23/2042
|
|
22,576
|
|
GNMA
II
|
Federal
Government and Agency Bond
|
3.50%
|
DUE
|
01/23/2042
|
|
2,473
|
|
GNMA
II
|
Federal
Government and Agency Bond
|
4.00%
|
DUE
|
01/20/2041
|
|
15,577
|
|
GNMA
II
|
Federal
Government and Agency Bond
|
4.00%
|
DUE
|
01/20/2041
|
|
1,035
|
|
5
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
04/03/2020
|
|
(2)
|
|
2
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
04/03/2020
|
|
(36)
|
|
2
YR US TR NOTES
|
Futures
Contract
|
0.00%
|
DUE
|
04/03/2020
|
|
6
|
|
20
YR US TR BONDS
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
118
|
|
US
ULTRA T-BOND
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
(460)
|
|
US
ULTRA T-BOND
|
Futures
Contract
|
0.00%
|
DUE
|
03/31/2020
|
|
(4)
|
|
FHLMC
|
Mortgage-backed
security
|
4.50%
|
DUE
|
11/01/2048
|
|
3,240
|
|
FHLMC
|
Mortgage-backed
security
|
4.50%
|
DUE
|
02/01/2049
|
|
1,278
|
|
FHLMC
|
Mortgage-backed
security
|
2.50%
|
DUE
|
08/01/2034
|
|
305
|
|
FHLMC
|
Mortgage-backed
security
|
2.50%
|
DUE
|
08/01/2034
|
|
2,001
|
|
FHLMC
|
Mortgage-backed
security
|
2.50%
|
DUE
|
11/01/2034
|
|
2,156
|
|
FNMA
|
Mortgage-backed
security
|
3.50%
|
DUE
|
02/01/2041
|
|
267
|
|
FNMA
|
Mortgage-backed
security
|
4.00%
|
DUE
|
04/01/2048
|
|
761
|
|
FNMA
|
Mortgage-backed
security
|
4.00%
|
DUE
|
03/01/2049
|
|
4,308
|
|
FNMA
|
Mortgage-backed
security
|
4.00%
|
DUE
|
03/01/2049
|
|
4,125
|
|
FNMA
|
Mortgage-backed
security
|
4.50%
|
DUE
|
02/01/2049
|
|
6,573
|
|
FNMA
|
Mortgage-backed
security
|
3.50%
|
DUE
|
01/01/2048
|
|
3,407
|
|
FNMA
|
Mortgage-backed
security
|
4.50%
|
DUE
|
06/01/2048
|
|
2,510
|
|
FNMA
|
Mortgage-backed
security
|
4.50%
|
DUE
|
06/01/2048
|
|
475
|
|
FNMA
|
Mortgage-backed
security
|
4.00%
|
DUE
|
07/01/2048
|
|
678
|
|
FNMA
|
Mortgage-backed
security
|
4.00%
|
DUE
|
07/01/2048
|
|
39
|
|
FNMA
|
Mortgage-backed
security
|
3.50%
|
DUE
|
02/01/2043
|
|
6,047
|
|
FNMA
|
Mortgage-backed
security
|
4.50%
|
DUE
|
11/01/2048
|
|
2,034
|
|
FNMA
|
Mortgage-backed
security
|
4.50%
|
DUE
|
12/01/2048
|
|
1,928
|
|
FNMA
|
Mortgage-backed
security
|
4.50%
|
DUE
|
01/01/2049
|
|
1,795
|
|
FNMA
|
Mortgage-backed
security
|
3.00%
|
DUE
|
06/01/2032
|
|
1,257
|
|
FNMA
|
Mortgage-backed
security
|
3.00%
|
DUE
|
08/01/2032
|
|
542
|
|
FNMA
|
Mortgage-backed
security
|
5.00%
|
DUE
|
06/01/2048
|
|
990
|
|
FNMA
|
Mortgage-backed
security
|
4.00%
|
DUE
|
04/01/2049
|
|
2,663
|
|
FNMA
|
Mortgage-backed
security
|
4.50%
|
DUE
|
04/01/2049
|
|
894
|
|
FNMA
|
Mortgage-backed
security
|
4.50%
|
DUE
|
04/01/2049
|
|
1,497
|
|
FNMA
|
Mortgage-backed
security
|
4.50%
|
DUE
|
04/01/2049
|
|
478
|
|
FNMA
|
Mortgage-backed
security
|
4.50%
|
DUE
|
06/01/2049
|
|
2,259
|
|
FNMA
|
Mortgage-backed
security
|
2.50%
|
DUE
|
10/01/2034
|
|
2,506
|
|
FNMA
|
Mortgage-backed
security
|
2.50%
|
DUE
|
10/01/2034
|
|
736
|
|
FNMA
|
Mortgage-backed
security
|
2.50%
|
DUE
|
10/01/2034
|
|
1,081
|
|
BRAZOS
TX HGR EDU AUTH
|
Municipal
Government Bond
|
3.02%
|
DUE
|
06/25/2042
|
|
1,176
|
|
NORTHSTAR
EDUCATION FINANCE IN
|
Municipal
Government Bond
|
4.98%
|
DUE
|
04/01/2042
|
|
1,616
|
|
BCM
SWAPTION
|
Options
|
2.94%
|
DUE
|
12/13/2032
|
|
431
|
|
BCM
SWAPTION
|
Options
|
2.44%
|
DUE
|
12/13/2032
|
|
182
|
|
BCM
SWAPTION
|
Options
|
2.62%
|
DUE
|
01/31/2033
|
|
225
|
|
BCM
SWAPTION
|
Options
|
3.12%
|
DUE
|
01/31/2033
|
|
418
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
|
|
|
196
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
|
|
|
192
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
|
|
|
29
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
|
|
|
338
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
|
|
|
100
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
|
|
|
3,301
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
|
|
|
112
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
|
|
|
4,195
|
|
STATE
STREET STIF
|
Sweep
Investment
|
|
|
|
|
588
|
|
CASH
COLLATERAL
|
Sweep
Investment
|
|
|
|
|
(200)
|
|
CASH
COLLATERAL
|
Sweep
Investment
|
|
|
|
|
(650)
|
|
CASH
COLLATERAL
|
Sweep
Investment
|
|
|
|
|
(920)
|
|
CASH
COLLATERAL
|
Sweep
Investment
|
|
|
|
|
4
|
|
CASH
COLLATERAL
|
Sweep
Investment
|
|
|
|
|
36
|
|
CASH
COLLATERAL
|
Sweep
Investment
|
|
|
|
|
74
|
|
CASH
COLLATERAL
|
Sweep
Investment
|
|
|
|
|
86
|
|
CASH
COLLATERAL
|
Sweep
Investment
|
|
|
|
|
72
|
|
CASH
COLLATERAL
|
Sweep
Investment
|
|
|
|
|
60
|
|
CASH
COLLATERAL
|
Sweep
Investment
|
|
|
|
|
105
|
|
CASH
COLLATERAL
|
Sweep
Investment
|
|
|
|
|
100
|
|
CASH
COLLATERAL
|
Sweep
Investment
|
|
|
|
|
26
|
|
CASH
COLLATERAL
|
Sweep
Investment
|
|
|
|
|
110
|
|
CASH
COLLATERAL
|
Sweep
Investment
|
|
|
|
|
130
|
|
CASH
COLLATERAL
|
Sweep
Investment
|
|
|
|
|
230
|
|
CASH
COLLATERAL
|
Sweep
Investment
|
|
|
|
|
50
|
|
CASH
COLLATERAL
|
Sweep
Investment
|
|
|
|
|
8
|
|
CASH
COLLATERAL
|
Sweep
Investment
|
|
|
|
|
50
|
|
US
TREASURY N/B
|
US
Government Bond
|
3.50%
|
DUE
|
02/15/2039
|
|
360
|
|
US
TREASURY N/B
|
US
Government Bond
|
3.50%
|
DUE
|
02/15/2039
|
|
192
|
|
US
TREASURY N/B
|
US
Government Bond
|
3.50%
|
DUE
|
02/15/2039
|
|
120
|
|
US
TREASURY N/B
|
US
Government Bond
|
3.50%
|
DUE
|
02/15/2039
|
|
240
|
|
US
TREASURY N/B
|
US
Government Bond
|
3.50%
|
DUE
|
02/15/2039
|
|
1,200
|
|
WI
TREASURY SEC.
|
US
Government Bond
|
2.50%
|
DUE
|
05/15/2046
|
|
328
|
|
WI
TREASURY SEC.
|
US
Government Bond
|
2.50%
|
DUE
|
05/15/2046
|
|
2,850
|
|
WI
TREASURY SEC.
|
US
Government Bond
|
2.50%
|
DUE
|
05/15/2046
|
|
307
|
|
WI
TREASURY SEC.
|
US
Government Bond
|
2.50%
|
DUE
|
05/15/2046
|
|
230
|
|
WI
TREASURY SEC.
|
US
Government Bond
|
2.50%
|
DUE
|
05/15/2046
|
|
409
|
|
WI
TREASURY SEC.
|
US
Government Bond
|
2.50%
|
DUE
|
05/15/2046
|
|
307
|
|
WI
TREASURY SEC.
|
US
Government Bond
|
2.50%
|
DUE
|
05/15/2046
|
|
205
|
|
WI
TREASURY SEC.
|
US
Government Bond
|
2.50%
|
DUE
|
05/15/2046
|
|
179
|
|
WI
TREASURY SEC.
|
US
Government Bond
|
2.50%
|
DUE
|
05/15/2046
|
|
205
|
|
WI
TREASURY SEC.
|
US
Government Bond
|
2.50%
|
DUE
|
05/15/2046
|
|
512
|
|
WI
TREASURY SEC.
|
US
Government Bond
|
2.50%
|
DUE
|
05/15/2046
|
|
307
|
|
WI
TREASURY SEC.
|
US
Government Bond
|
2.50%
|
DUE
|
05/15/2046
|
|
409
|
|
WI
TREASURY SEC.
|
US
Government Bond
|
2.50%
|
DUE
|
05/15/2046
|
|
256
|
|
WI
TREASURY SEC.
|
US
Government Bond
|
2.50%
|
DUE
|
05/15/2046
|
|
256
|
|
WI
TREASURY SEC.
|
US
Government Bond
|
2.50%
|
DUE
|
05/15/2046
|
|
563
|
|
WI
TREASURY SEC.
|
US
Government Bond
|
2.50%
|
DUE
|
05/15/2046
|
|
409
|
|
WI
TREASURY SEC.
|
US
Government Bond
|
2.50%
|
DUE
|
05/15/2046
|
|
256
|
|
WI
TREASURY SEC.
|
US
Government Bond
|
2.50%
|
DUE
|
05/15/2046
|
|
205
|
|
WI
TREASURY SEC.
|
US
Government Bond
|
2.50%
|
DUE
|
05/15/2046
|
|
409
|
|
WI
TREASURY SEC.
|
US
Government Bond
|
2.50%
|
DUE
|
05/15/2046
|
|
512
|
|
US
TREASURY N B
|
US
Government Bond
|
2.25%
|
DUE
|
08/15/2049
|
|
584
|
|
US
TREASURY N B
|
US
Government Bond
|
2.25%
|
DUE
|
08/15/2049
|
|
146
|
|
US
TREASURY N B
|
US
Government Bond
|
2.25%
|
DUE
|
08/15/2049
|
|
243
|
|
US
TREASURY N B
|
US
Government Bond
|
2.25%
|
DUE
|
08/15/2049
|
|
340
|
|
US
TREASURY N B
|
US
Government Bond
|
2.25%
|
DUE
|
08/15/2049
|
|
584
|
|
US
TREASURY N B
|
US
Government Bond
|
2.25%
|
DUE
|
08/15/2049
|
|
584
|
|
US
TREASURY N B
|
US
Government Bond
|
2.25%
|
DUE
|
08/15/2049
|
|
195
|
|
US
TREASURY N B
|
US
Government Bond
|
2.12%
|
DUE
|
03/31/2024
|
|
611
|
|
US
TREASURY N B
|
US
Government Bond
|
2.12%
|
DUE
|
03/31/2024
|
|
1,019
|
|
US
TREASURY N B
|
US
Government Bond
|
2.12%
|
DUE
|
03/31/2024
|
|
1,324
|
|
US
TREASURY N B
|
US
Government Bond
|
2.12%
|
DUE
|
03/31/2024
|
|
917
|
|
US
TREASURY N B
|
US
Government Bond
|
2.12%
|
DUE
|
03/31/2024
|
|
6,112
|
|
US
TREASURY N B
|
US
Government Bond
|
2.12%
|
DUE
|
03/31/2024
|
|
1,019
|
|
US
TREASURY N B
|
US
Government Bond
|
1.50%
|
DUE
|
08/15/2022
|
|
1,597
|
|
US
TREASURY N B
|
US
Government Bond
|
1.50%
|
DUE
|
08/15/2022
|
|
1,996
|
|
US
TREASURY N B
|
US
Government Bond
|
1.50%
|
DUE
|
08/15/2022
|
|
200
|
|
US
TREASURY N B
|
US
Government Bond
|
1.50%
|
DUE
|
08/15/2022
|
|
1,896
|
|
US
TREASURY N B
|
US
Government Bond
|
1.62%
|
DUE
|
08/15/2029
|
|
585
|
|
US
TREASURY N B
|
US
Government Bond
|
1.62%
|
DUE
|
08/15/2029
|
|
439
|
|
US
TREASURY N B
|
US
Government Bond
|
1.62%
|
DUE
|
08/15/2029
|
|
1,755
|
|
OTHER
ASSETS
|
|
|
|
|
|
130,939
|
|
TOTAL
MASSMUTUAL STABLE VALUE FUND
|
|
|
|
|
$
|
564,138
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
*NOTES
RECEIVABLE FROM PARTICIPANTS
|
Participant
Loans
|
2.36%
to 11.00% 2020-2026
|
$
|
150,760
|
|
|
|
|
|
|
|
|
|
*Indicates
party-in-interest to the Plan
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
All
investments are participant directed; therefore, cost value has been omitted.
|
|
|
|
|
|
Required Information
Financial statements and schedules for the Cigna 401(k) Plan, prepared
in accordance with the financial reporting requirements of the Employee Retirement Income Security Act of 1974, are contained in
this Annual Report on Form 11-K.
Exhibits
Number
|
Description
|
Method of Filing
|
|
|
|
23
|
Consent of Independent Registered Public Accounting Firm
|
Filed herewith.
|
SIGNATURE
Pursuant to the requirements of the Securities Exchange Act of 1934,
the trustees (or other persons who administer the employee benefit plan) have duly caused this annual report to be signed on its
behalf by the undersigned hereunto duly authorized.
|
Cigna 401(k) PLAN
|
|
|
|
|
|
|
|
|
|
Date: June 26, 2020
|
By:
|
/s/
Jill Vaslow
|
|
|
Jill Vaslow
|
|
|
Plan Administrator
|
Index to Exhibits
Number
|
Description
|
Method of Filing
|
|
|
|
23
|
Consent of Independent Registered Public Accounting Firm
|
Filed herewith.
|
Cigna (NYSE:CI)
Historical Stock Chart
From Apr 2024 to May 2024
Cigna (NYSE:CI)
Historical Stock Chart
From May 2023 to May 2024