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.
Financial Statements and
Supplemental Schedule
December 31, 2018 and 2017
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Report of Independent Registered Public Accounting Firm
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Statements of Net Assets Available for Benefits as of December 31, 2018 and 2017
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Statement of Changes in Net Assets Available for Benefits for the Years Ended December 31, 2018 and 2017
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Notes to the Financial Statements
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Form 5500 Schedule H, Line 4i - Schedule of Assets (Held at End of Year) as of December 31, 2018
*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
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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, 2018 and 2017 and the related statement of changes in net assets available for benefits for the year ended
December 31, 2018, 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, 2018 and 2017, and the changes in net assets available for benefits for the year ended December 31, 2018 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 Assets (Held at End of Year) as of December 31, 2018 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, 2019
CIGNA 401(k) PLAN
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STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
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As of
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December 31,
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2018
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2017
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(In thousands)
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Assets
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Investments, at Fair Value (See Note 4)
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$
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3,726,976
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$
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3,955,826
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Investments, at Contract Value (See Note 5)
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2,086,528
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2,013,750
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Notes receivable
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96,110
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91,783
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Employer contributions receivable
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49,148
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6,380
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Net assets available for benefits
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$
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5,958,762
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$
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6,067,739
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The accompanying Notes to the Financial Statements are an integral part of these statements.
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CIGNA 401(k) PLAN
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STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS
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For the Year Ended
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December 31,
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2018
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(In thousands)
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Investment Income
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Net depreciation in fair value of investments
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$
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(302,535
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)
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Interest
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60,023
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Dividends
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195
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Net investment income (loss)
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(242,317
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)
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Interest income on notes receivable from participants
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3,319
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Contributions
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Employee contributions
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256,200
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Employer contributions
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197,293
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Rollover contributions
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27,141
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Total contributions
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480,634
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Deductions
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Benefits paid to participants
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(350,087
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Plan expenses
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(2,531
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Total deductions
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(352,618
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Net decrease
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(110,982
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Transfers from other plans (See Note 3)
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2,005
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Net assets available for benefits
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Beginning of year
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6,067,739
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End of year
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$
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5,958,762
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The accompanying Notes to the Financial Statements are an integral part of these statements.
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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, 2018 and 2017 and for the year ended December 31, 2018, 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 at 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 a
variety of underlying 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.
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.
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
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.
All employees are eligible for employer-matching contributions as soon as they join the Plan. 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.
As a result of U.S. tax reform legislation in 2017, the Plan Sponsor made an additional dollar for dollar match on the first one percent (1%) of eligible pay in 2018. This additional matching contribution was $32.1 million in 2018. The Plan
Sponsor also approved a second dollar for dollar match on the first 1% of eligible pay in 2018, subject to the Company achieving certain performance goals in 2018. The performance goals were satisfied and the Company made the second 1% matching
contribution equal to $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.
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
A participant who is not fully vested forfeits any unvested employer contributions and related investment earnings upon termination of employment. Forfeited amounts are restored if a participant returns to Cigna before incurring five
consecutive one-year breaks in service. 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 $1.7 million in 2018.
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.
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
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.
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% (previously 0.035%) of the participant’s account balance up to a maximum of $175 (previously $200).
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.
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
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. In preparing these financial statements, management has evaluated events that occurred between December 31, 2018 and the date that the financial statements were
issued, June 26, 2019 and determined that no additional disclosures were required.
Valuation of Investments and Income Recognition
Except for the fully benefit-responsive benefit investment contracts, 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.
Payment of Benefits
Benefits are recorded when paid.
Note 3 – Plan Merger
On August 1, 2018, the Sequoia One 401(k)(Brighter) Plan, representing the employees of Brighter, Inc., which Cigna had purchased in December of 2017, was merged into the Plan. In connection with this merger, approximately $1,978,000 in
assets were transferred from the Brighter Plan into the Plan. In addition, $27,733 of outstanding loans taken by Brighter, Inc. employees were transferred into the Plan on August 1, 2018. These loans were reamortized to reflect Cigna's pay
schedule. The reamortization changed the amount of each loan payment, but did not change the total amount of any outstanding loan.
Note 4 - Fair Value Measurements
The Plan carries financial instruments, except the fully benefit-responsive investment contracts and notes receivable, at fair value in the financial statements. Fair value is defined as the price at which an asset
could be exchanged in an orderly transaction between market participants at the balance sheet date.
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
Fair values are based on quoted market prices when available. When market prices are not available, fair value is generally estimated using discounted cash flow analyses, incorporating current market inputs for similar
financial instruments with comparable terms and credit quality. In instances where there is little or no market activity for the same or similar instruments, fair value is estimated using methods, models and assumptions that the Plan Sponsor
believes a hypothetical market participant would use to determine a current transaction price. These valuation techniques involve some level of estimation and judgment by the Plan Sponsor, which becomes significant with increasingly complex
instruments or pricing models.
The Plan’s financial assets carried at fair value have been classified based upon a hierarchy defined by GAAP. The hierarchy gives the highest ranking to fair values determined using unadjusted quoted prices in active
markets for identical assets (Level 1) and the lowest ranking to fair values determined using methodologies and models with significant unobservable inputs (Level 3). An asset’s classification is based on the lowest level input that is
significant to its measurement. For example, a financial asset carried at fair value would be classified in Level 3 if unobservable inputs were significant to the instrument’s fair value, even though the measurement may be derived using inputs
that are both observable (Levels 1 and 2) and unobservable (Level 3).
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
Financial Assets Carried at Fair Value
The following table provides information as of December 31, 2018 and 2017 about the Plan’s financial assets carried at fair value on a recurring basis.
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2018
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Quoted Prices
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Significant
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in Active
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Other
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Markets for
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Observable
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Identical Assets
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Inputs
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(In thousands)
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(Level 1)
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(Level 2)
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Total
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Assets at fair value:
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Common stock
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$
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869,031
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$
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$
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869,031
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Pooled separate accounts:
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Fixed maturities
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134,890
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134,890
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Equity securities
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2,723,055
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2,723,055
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Total assets at fair value
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$
|
869,031
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$
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2,857,945
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$
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3,726,976
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2017
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Quoted Prices
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Significant
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in Active
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Other
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Markets for
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Observable
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Identical Assets
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Inputs
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(In thousands)
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(Level 1)
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(Level 2)
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Total
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Assets at fair value:
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Common stock
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$
|
1,001,178
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$
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$
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1,001,178
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Pooled separate accounts:
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|
|
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Fixed maturities
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|
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134,011
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134,011
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Equity securities
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2,820,637
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2,820,637
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Total assets at fair value
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$
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1,001,178
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$
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2,954,648
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$
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3,955,826
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Inputs include unadjusted quoted prices for identical assets in active markets accessible at the measurement date. Active markets provide pricing data for trades occurring at least weekly and include exchanges and dealer markets.
Level 1 assets consist of shares of Cigna common stock valued at the closing price reported on the active markets on which Cigna common stock is traded.
Inputs include quoted prices for similar assets and liabilities in active markets, quoted prices from those willing to trade in markets that are not active, or other inputs that are observable or can be corroborated by market data for the term
of the instrument. Such inputs include market interest rates and volatilities, spreads and yield curves. An instrument is classified in Level 2 if the Plan Sponsor determines that unobservable inputs are insignificant.
Level 2 assets consist of investments in pooled separate accounts of PRIAC, investing in fixed income and equity security mutual funds. These investments are priced daily using the unadjusted NAV as of the reporting date, which is the basis
for current transactions. As these transactions occur directly with PRIAC and not on active markets, they are less observable and classified in Level 2.
There have been no transfers between Level 1 and Level 2
assets for the years ended December 31, 2018 and 2017.
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)
|
2018
|
|
2017
|
Financial assets at contract value:
|
|
|
|
|
|
Traditional investment contract
|
$
|
530,464
|
|
$
|
1,012,788
|
Synthetic investment contracts
|
|
1,556,064
|
|
|
1,000,962
|
Total
|
$
|
2,086,528
|
|
$
|
2,013,750
|
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.
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. Management
believes that no transaction, plan amendment or other action has been undertaken since the issuance of this IRS determination which would compromise the Plan's exempt status. 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 2015 to 2018.
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
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, 2018 and 2017, there were no uncertain positions taken that had an effect on the Plan financial statements or that required disclosure.
Note 7 - Related Party Transactions and Party in Interest Transactions
The Plan invests in Cigna common stock. During the year ended December 31, 2018, the Plan purchased shares of Cigna common stock for approximately $34.1 million and sold shares of Cigna common stock for approximately $103.4 million. The
Cigna Stock Fund experienced net depreciation of approximately $62.8 million for the year ended December 31, 2018.
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 $1.7 million in 2018. These have been paid directly to PRIAC.
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, 2018.
Net Assets available for benefits per the Statements of Net Assets Available
|
|
|
|
|
for Benefits
|
$
|
5,958,762
|
|
|
Difference between contract value and current value on fully benefit-
|
|
|
|
|
responsive contracts (a)
|
|
(34,719)
|
|
|
Net Assets available for benefits per the Form 5500
|
$
|
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
|
|
|
|
|
|
|
|
|
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
(HELD AT END OF YEAR)
|
|
|
|
|
|
|
|
|
As of December 31, 2018
|
(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
|
|
$
|
869,031
|
|
|
|
|
|
|
|
|
PRIAC
|
DRYDEN S&P 500 INDEX
|
Pooled Separate Account
|
|
$
|
827,826
|
|
|
|
|
|
|
|
|
PRIAC
|
LARGE CAP BLEND FUND
|
Pooled Separate Account
|
|
$
|
454,361
|
|
|
|
|
|
|
|
|
PRIAC
|
MID CAP BLEND FUND
|
Pooled Separate Account
|
|
$
|
278,361
|
|
|
|
|
|
|
|
|
PRIAC
|
SMALL CAP BLEND FUND
|
Pooled Separate Account
|
|
$
|
259,623
|
|
|
|
|
|
|
|
|
PRIAC
|
INTERNATIONAL STOCK FUND
|
Pooled Separate Account
|
|
$
|
119,959
|
|
|
|
|
|
|
|
|
PRIAC
|
BLACKROCK EXTENDED EQUITY MARKET INDEX FUND
|
Pooled Separate Account
|
|
$
|
383,403
|
|
|
|
|
|
|
|
|
PRIAC
|
FOREIGN STOCK INDEX FUND
|
Pooled Separate Account
|
|
$
|
399,522
|
|
|
|
|
|
|
|
|
PRIAC
|
PRUDENTIAL INVESTMENT MANAGEMENT, INC. HIGH YIELD BOND FUND
|
Pooled Separate Account
|
|
$
|
134,890
|
|
|
|
|
|
|
|
|
PRIAC
|
GUARANTEED LONG TERM FUND (CONTRACT INTEREST RATE: 3.80%)
|
General Account Contract
|
|
$
|
530,464
|
|
|
|
|
|
|
|
|
VOYA
|
CIGNA STABLE VALUE FUND (CONTRACT INTEREST RATE: 2.22%)
|
Synthetic Contract
|
|
$
|
673,357
|
|
|
|
|
|
|
|
|
PICA
|
PRUDENTIAL STABLE VALUE FUND (CONTRACT INTEREST RATE: 2.76%):
|
Synthetic Contract
|
|
|
|
|
COMMERCIAL MORTGAGE SEPARATE ACCOUNT
|
Separate Account
|
|
$
|
63,731
|
|
PRIVEST SEPARATE ACCOUNT
|
Separate Account
|
|
$
|
63,746
|
|
ALLY MASTER OWNER TRUST
|
Asset-backed security
|
2.86%
|
DUE
|
02/15/2021
|
|
400
|
|
AMERICAN EXPRESS CREDIT ACCOUN
|
Asset-backed security
|
2.84%
|
DUE
|
02/18/2025
|
|
200
|
|
AMERICREDIT AUTOMOBILE RECEIVA
|
Asset-backed security
|
2.41%
|
DUE
|
07/08/2022
|
|
99
|
|
AMERICREDIT AUTOMOBILE RECEIVA
|
Asset-backed security
|
2.60%
|
DUE
|
09/18/2023
|
|
393
|
|
AVIS BUDGET RENTAL CAR FUNDING
|
Asset-backed security
|
2.63%
|
DUE
|
12/20/2021
|
|
297
|
|
AVIS BUDGET RENTAL CAR FUNDING
|
Asset-backed security
|
3.70%
|
DUE
|
09/20/2024
|
|
507
|
|
AVIS BUDGET RENTAL CAR FUNDING
|
Asset-backed security
|
4.00%
|
DUE
|
03/20/2025
|
|
408
|
|
CHASE ISSUANCE TRUST
|
Asset-backed security
|
2.86%
|
DUE
|
03/15/2024
|
|
200
|
|
CITIBANK CREDIT CARD ISSUANCE
|
Asset-backed security
|
2.19%
|
DUE
|
11/20/2023
|
|
589
|
|
CITIBANK CREDIT CARD ISSUANCE
|
Asset-backed security
|
2.87%
|
DUE
|
12/07/2023
|
|
501
|
|
CITIBANK CREDIT CARD ISSUANCE
|
Asset-backed security
|
3.12%
|
DUE
|
04/22/2026
|
|
201
|
|
CITIBANK CREDIT CARD ISSUANCE
|
Asset-backed security
|
3.12%
|
DUE
|
04/22/2026
|
|
101
|
|
CITIBANK CREDIT CARD ISSUANCE
|
Asset-backed security
|
2.75%
|
DUE
|
08/08/2024
|
|
399
|
|
CITIBANK CREDIT CARD ISSUANCE
|
Asset-backed security
|
3.96%
|
DUE
|
10/15/2030
|
|
1,994
|
|
COMMONBOND STUDENT LOAN T
|
Asset-backed security
|
3.21%
|
DUE
|
02/25/2044
|
|
427
|
|
DISCOVER CARD MASTER TRUST
|
Asset-backed security
|
2.95%
|
DUE
|
07/15/2024
|
|
301
|
|
DISCOVER CARD MASTER TRUST
|
Asset-backed security
|
2.53%
|
DUE
|
10/15/2026
|
|
293
|
|
DRIVE AUTO RECEIVABLES TRUST
|
Asset-backed security
|
2.88%
|
DUE
|
02/15/2022
|
|
300
|
|
DRIVE AUTO RECEIVABLES TRUST
|
Asset-backed security
|
3.36%
|
DUE
|
10/17/2022
|
|
1,397
|
|
ENTERPRISE FLEET FINANCING LLC
|
Asset-backed security
|
2.13%
|
DUE
|
07/20/2022
|
|
158
|
|
ENTERPRISE FLEET FINANCING LLC
|
Asset-backed security
|
2.13%
|
DUE
|
07/20/2022
|
|
106
|
|
ENTERPRISE FLEET FINANCING LLC
|
Asset-backed security
|
1.97%
|
DUE
|
01/20/2023
|
|
140
|
|
EXETER AUTOMOBILE RECEIVABLES
|
Asset-backed security
|
2.05%
|
DUE
|
12/15/2021
|
|
126
|
|
FORD CREDIT FLOORPLAN MASTER
|
Asset-backed security
|
2.91%
|
DUE
|
11/15/2021
|
|
500
|
|
FORD CREDIT FLOORPLAN MASTER
|
Asset-backed security
|
2.48%
|
DUE
|
09/15/2024
|
|
784
|
|
FORD CREDIT AUTO LEASE TRUST
|
Asset-backed security
|
2.36%
|
DUE
|
03/15/2029
|
|
1,072
|
|
FORD CREDIT AUTO OWNER TRUST/F
|
Asset-backed security
|
2.31%
|
DUE
|
08/15/2027
|
|
592
|
|
FORD CREDIT AUTO OWNER TRUST/F
|
Asset-backed security
|
2.03%
|
DUE
|
12/15/2027
|
|
293
|
|
FORD CREDIT AUTO OWNER TRUST F
|
Asset-backed security
|
2.62%
|
DUE
|
08/15/2028
|
|
591
|
|
GMF FLOORPLAN OWNER REVOLVING
|
Asset-backed security
|
3.03%
|
DUE
|
01/18/2022
|
|
602
|
|
GM FINANCIAL SECURITIZED TERM
|
Asset-backed security
|
3.62%
|
DUE
|
06/17/2024
|
|
102
|
|
HUNTINGTON AUTO TRUST
|
Asset-backed security
|
1.59%
|
DUE
|
11/16/2020
|
|
246
|
|
DRB PRIME STUDENT LOAN TRUST
|
Asset-backed security
|
2.81%
|
DUE
|
11/25/2042
|
|
292
|
|
LAUREL ROAD PRIME STUDENT LOA
|
Asset-backed security
|
3.54%
|
DUE
|
05/26/2043
|
|
600
|
|
MMAF EQUIPMENT FINANCE LLC
|
Asset-backed security
|
2.41%
|
DUE
|
08/16/2024
|
|
295
|
|
MMAF EQUIPMENT FINANCE LLC
|
Asset-backed security
|
2.41%
|
DUE
|
11/15/2024
|
|
294
|
|
MMAF EQUIPMENT FINANCE LLC
|
Asset-backed security
|
2.72%
|
DUE
|
06/15/2040
|
|
488
|
|
NAVIENT STUDENT LOAN TRUST
|
Asset-backed security
|
4.00%
|
DUE
|
12/15/2059
|
|
511
|
|
NAVIENT STUDENT LOAN TRUST
|
Asset-backed security
|
3.19%
|
DUE
|
02/18/2042
|
|
887
|
|
NEW RESIDENTIAL MORTGAGE LOAN
|
Asset-backed security
|
4.00%
|
DUE
|
12/25/2057
|
|
361
|
|
NISSAN MASTER OWNER TRUST REC
|
Asset-backed security
|
3.11%
|
DUE
|
06/15/2021
|
|
500
|
|
NORTH CAROLINA STATE EDUCATION
|
Asset-backed security
|
3.29%
|
DUE
|
07/25/2036
|
|
505
|
|
ONEMAIN DIRECT AUTO RECEIVABLE
|
Asset-backed security
|
2.55%
|
DUE
|
11/14/2023
|
|
990
|
|
ONEMAIN DIRECT AUTO RECEIVABLE
|
Asset-backed security
|
2.82%
|
DUE
|
07/15/2024
|
|
297
|
|
ONEMAIN FINANCIAL ISSUANCE TR
|
Asset-backed security
|
3.24%
|
DUE
|
09/14/2032
|
|
501
|
|
ONEMAIN FINANCIAL ISSUANCE TR
|
Asset-backed security
|
3.24%
|
DUE
|
09/14/2032
|
|
100
|
|
ONEMAIN DIRECT AUTO RECEIVABLE
|
Asset-backed security
|
2.16%
|
DUE
|
10/15/2020
|
|
177
|
|
ONEMAIN DIRECT AUTO RECEIVAB
|
Asset-backed security
|
3.43%
|
DUE
|
12/16/2024
|
|
1,002
|
|
SANTANDER DRIVE AUTO RECEIVA
|
Asset-backed security
|
3.81%
|
DUE
|
12/16/2024
|
|
705
|
|
SOCIAL PROFESSIONAL LOAN PROG
|
Asset-backed security
|
3.60%
|
DUE
|
02/25/2048
|
|
2,219
|
|
SOCIAL PROFESSIONAL LOAN PROGR
|
Asset-backed security
|
2.84%
|
DUE
|
01/25/2041
|
|
977
|
|
SPRINGLEAF FUNDING TRUST
|
Asset-backed security
|
3.16%
|
DUE
|
11/15/2024
|
|
125
|
|
SPRINGLEAF FUNDING TRUST
|
Asset-backed security
|
3.16%
|
DUE
|
11/15/2024
|
|
164
|
|
SPRINGFIELD FUNDING TRUST
|
Asset-backed security
|
2.90%
|
DUE
|
11/15/2029
|
|
388
|
|
SPRINGFIELD FUNDING TRUST
|
Asset-backed security
|
2.68%
|
DUE
|
07/15/2030
|
|
197
|
|
TOWD POINT MORTGAGE TRUST
|
Asset-backed security
|
3.75%
|
DUE
|
03/25/2058
|
|
876
|
|
WORLD OMNI SELECT AUTO TRUST
|
Asset-backed security
|
3.68%
|
DUE
|
07/15/2023
|
|
536
|
|
WORLD OMNI SELECT AUTO TRUST
|
Asset-backed security
|
3.86%
|
DUE
|
01/15/2025
|
|
751
|
|
BBCCRE TRUST
|
Collateralized Mortgage
Obligation
|
3.97%
|
DUE
|
08/10/2033
|
|
1,022
|
|
BARCLAYS COMMERCIAL MORTGAGE S
|
Collateralized Mortgage
Obligation
|
2.94%
|
DUE
|
08/14/2036
|
|
859
|
|
BANK
|
Collateralized Mortgage
Obligation
|
3.29%
|
DUE
|
07/15/2060
|
|
140
|
|
BANK
|
Collateralized Mortgage
Obligation
|
2.77%
|
DUE
|
11/15/2054
|
|
689
|
|
BANK
|
Collateralized Mortgage
Obligation
|
3.09%
|
DUE
|
09/15/2060
|
|
1,186
|
|
BENCHMARK MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.75%
|
DUE
|
04/10/2051
|
|
1,374
|
|
CD COMMERCIAL MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.49%
|
DUE
|
08/15/2051
|
|
1,220
|
|
CD MTG
|
Collateralized Mortgage
Obligation
|
2.46%
|
DUE
|
08/10/2049
|
|
1,119
|
|
CFCRE COMMERCIAL MORTGAGE TRUS
|
Collateralized Mortgage
Obligation
|
3.59%
|
DUE
|
12/10/2054
|
|
596
|
|
COMM MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
4.05%
|
DUE
|
10/10/2046
|
|
258
|
|
COMM MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
4.05%
|
DUE
|
10/10/2046
|
|
465
|
|
COMM MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.69%
|
DUE
|
03/10/2047
|
|
1,520
|
|
COMMERICAL MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.43%
|
DUE
|
08/10/2048
|
|
2,493
|
|
COMMERICAL MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
2.83%
|
DUE
|
10/10/2049
|
|
1,042
|
|
CSAIL 18 CX12
|
Collateralized Mortgage
Obligation
|
4.16%
|
DUE
|
08/15/2051
|
|
1,761
|
|
COMMERICAL SERIES 2015-DC1
|
Collateralized Mortgage
Obligation
|
3.35%
|
DUE
|
02/10/2048
|
|
1,190
|
|
CSMC 18 RPL9
|
Collateralized Mortgage
Obligation
|
3.85%
|
DUE
|
09/25/2057
|
|
1,972
|
|
CITIGROUP COMMERCIAL MORTGAGE
|
Collateralized Mortgage
Obligation
|
2.58%
|
DUE
|
08/10/2049
|
|
1,126
|
|
CITIGROUP COMMERCIAL MORTGAGE
|
Collateralized Mortgage
Obligation
|
2.58%
|
DUE
|
08/10/2049
|
|
1,126
|
|
CITIGROUP COMMERCIAL MORTGAGE
|
Collateralized Mortgage
Obligation
|
3.46%
|
DUE
|
12/10/2049
|
|
598
|
|
CGCMT
|
Collateralized Mortgage
Obligation
|
3.11%
|
DUE
|
09/15/2050
|
|
1,188
|
|
CITIGROUP COMMERCIAL MORTGAGE
|
Collateralized Mortgage
Obligation
|
3.96%
|
DUE
|
03/10/2051
|
|
1,243
|
|
CBSLT 17 BGS
|
Collateralized Mortgage
Obligation
|
2.68%
|
DUE
|
09/25/2042
|
|
506
|
|
DEUTSCHE BANK COMMERCIAL MTG
|
Collateralized Mortgage
Obligation
|
2.63%
|
DUE
|
09/10/2049
|
|
1,739
|
|
CITIGROUP COMMERCIAL MORTGAGE
|
Collateralized Mortgage
Obligation
|
3.52%
|
DUE
|
09/10/2058
|
|
1,506
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
2.94%
|
DUE
|
11/25/2025
|
|
1,137
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
2.48%
|
DUE
|
03/25/2026
|
|
270
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
2.37%
|
DUE
|
07/25/2026
|
|
563
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
2.37%
|
DUE
|
07/25/2026
|
|
188
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
2.25%
|
DUE
|
07/25/2026
|
|
943
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
2.42%
|
DUE
|
10/25/2026
|
|
188
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
2.42%
|
DUE
|
10/25/2026
|
|
273
|
|
FANNIEMAE ACES
|
Collateralized Mortgage
Obligation
|
2.36%
|
DUE
|
09/25/2026
|
|
948
|
|
FANNIEMAE ACES
|
Collateralized Mortgage
Obligation
|
2.36%
|
DUE
|
09/25/2026
|
|
1,043
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
2.48%
|
DUE
|
09/25/2026
|
|
1,042
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
2.96%
|
DUE
|
02/25/2027
|
|
2,814
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
2.60%
|
DUE
|
12/25/2026
|
|
2,939
|
|
FANNIEMAE ACES
|
Collateralized Mortgage
Obligation
|
2.74%
|
DUE
|
04/25/2029
|
|
2,857
|
|
FANNIEMAE ACES
|
Collateralized Mortgage
Obligation
|
2.80%
|
DUE
|
01/25/2028
|
|
962
|
|
FANNIEMAE ACES
|
Collateralized Mortgage
Obligation
|
2.90%
|
DUE
|
01/25/2028
|
|
1,300
|
|
FANNIEMAE ACES
|
Collateralized Mortgage
Obligation
|
2.90%
|
DUE
|
01/25/2028
|
|
4,816
|
|
FANNIEMAE ACES
|
Collateralized Mortgage
Obligation
|
2.94%
|
DUE
|
11/25/2027
|
|
749
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
3.04%
|
DUE
|
03/25/2028
|
|
5,038
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
3.33%
|
DUE
|
09/25/2027
|
|
1,104
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
3.38%
|
DUE
|
07/25/2028
|
|
404
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
3.38%
|
DUE
|
07/25/2028
|
|
1,523
|
|
FNMA
|
Collateralized Mortgage
Obligation
|
3.70%
|
DUE
|
03/25/2030
|
|
1,157
|
|
FHLMC MULTIFAMILY STRUCTURED P
|
Collateralized Mortgage
Obligation
|
3.60%
|
DUE
|
01/25/2028
|
|
2,551
|
|
FREDDIE MAC
|
Collateralized Mortgage
Obligation
|
3.50%
|
DUE
|
10/15/2045
|
|
973
|
|
FHLMC MULTIFAMILY STRUCTURED P
|
Collateralized Mortgage
Obligation
|
3.25%
|
DUE
|
09/25/2027
|
|
50
|
|
FHLMC MULTIFAMILY STRUCTURED P
|
Collateralized Mortgage
Obligation
|
3.25%
|
DUE
|
09/25/2027
|
|
2,328
|
|
FHLMC MULTIFAMILY STRUCTURED P
|
Collateralized Mortgage
Obligation
|
3.29%
|
DUE
|
11/25/2027
|
|
2,342
|
|
FHLMC
|
Collateralized Mortgage
Obligation
|
3.50%
|
DUE
|
12/25/2027
|
|
1,765
|
|
FHLMC
|
Collateralized Mortgage
Obligation
|
3.35%
|
DUE
|
01/25/2028
|
|
2,003
|
|
FHLMC MULTIFAMILY STRUCTURED P
|
Collateralized Mortgage
Obligation
|
3.34%
|
DUE
|
04/25/2028
|
|
1,200
|
|
FHLMC
|
Collateralized Mortgage
Obligation
|
3.75%
|
DUE
|
11/25/2032
|
|
810
|
|
FHLMC MULTIFAMILY STRUCTURED P
|
Collateralized Mortgage
Obligation
|
3.85%
|
DUE
|
05/25/2028
|
|
967
|
|
FHMS
|
Collateralized Mortgage
Obligation
|
3.85%
|
DUE
|
05/25/2028
|
|
186
|
|
FHLMC
|
Collateralized Mortgage
Obligation
|
3.92%
|
DUE
|
06/25/2028
|
|
597
|
|
FHLMC MULTIFAMILY STRUCTURED P
|
Collateralized Mortgage
Obligation
|
3.93%
|
DUE
|
06/25/2028
|
|
1,170
|
|
FHLMC MULTIFAMILY STRUCTURED P
|
Collateralized Mortgage
Obligation
|
3.99%
|
DUE
|
07/25/2028
|
|
2,247
|
|
FHLMC MULTIFAMILY STRUCTURED P
|
Collateralized Mortgage
Obligation
|
3.99%
|
DUE
|
05/25/2033
|
|
2,689
|
|
FHLMC MULTIFAMILY STRUCTURED
|
Collateralized Mortgage
Obligation
|
3.90%
|
DUE
|
08/25/2028
|
|
2,486
|
|
FHLMC MULTIFAMILY STRUCTURED
|
Collateralized Mortgage
Obligation
|
3.92%
|
DUE
|
09/25/2028
|
|
1,351
|
|
FHLMC MULTIFAMILY STRUCTURED
|
Collateralized Mortgage
Obligation
|
3.88%
|
DUE
|
10/25/2028
|
|
2,279
|
|
GS MORTGAGE SECURITIES TRUST
|
Collateralized Mortgage
Obligation
|
3.52%
|
DUE
|
06/10/2047
|
|
1,220
|
|
GSMS 17 GS7
|
Collateralized Mortgage
Obligation
|
3.20%
|
DUE
|
08/10/2050
|
|
983
|
|
JP MORGAN CHASE COMMERCIAL MTG
|
Collateralized Mortgage
Obligation
|
2.63%
|
DUE
|
08/15/2049
|
|
1,313
|
|
JPMBB COMMERCIAL MORTGAGE SEC
|
Collateralized Mortgage
Obligation
|
3.23%
|
DUE
|
01/15/2048
|
|
1,780
|
|
JPMBB COMMERCIAL MORTGAGE SEC
|
Collateralized Mortgage
Obligation
|
3.55%
|
DUE
|
07/15/2048
|
|
1,155
|
|
METLIFE SECURITIZATION TRUST
|
Collateralized Mortgage
Obligation
|
3.75%
|
DUE
|
03/25/2057
|
|
291
|
|
MILL CITY MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
2.75%
|
DUE
|
01/25/2061
|
|
522
|
|
MORGAN STANLEY BAML TRUST
|
Collateralized Mortgage
Obligation
|
3.46%
|
DUE
|
12/15/2049
|
|
594
|
|
MORGAN STANLEY BAML TRUST
|
Collateralized Mortgage
Obligation
|
3.08%
|
DUE
|
03/15/2048
|
|
450
|
|
MORGAN STANLEY BAML TRUST
|
Collateralized Mortgage
Obligation
|
3.08%
|
DUE
|
03/15/2048
|
|
626
|
|
MORGAN STANLEY BAML TRUST
|
Collateralized Mortgage
Obligation
|
2.73%
|
DUE
|
11/15/2049
|
|
583
|
|
MORGAN STANLEY CAPITAL I TRUST
|
Collateralized Mortgage
Obligation
|
2.53%
|
DUE
|
08/15/2049
|
|
559
|
|
NEW RESIDENTIAL MORTGAGE LOA
|
Collateralized Mortgage
Obligation
|
3.26%
|
DUE
|
01/25/2048
|
|
726
|
|
TOWD POINT MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.11%
|
DUE
|
02/25/2057
|
|
751
|
|
TOWD POINT MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.00%
|
DUE
|
01/28/2058
|
|
669
|
|
UBS COMMERCIAL MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.90%
|
DUE
|
02/15/2051
|
|
1,238
|
|
UBS COMMERCIAL MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
4.31%
|
DUE
|
06/15/2051
|
|
2,612
|
|
UBS BARCLAYS COMMERCIAL MORTGA
|
Collateralized Mortgage
Obligation
|
2.73%
|
DUE
|
08/10/2049
|
|
79
|
|
UBS COMMERCIAL MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.87%
|
DUE
|
07/15/2051
|
|
1,227
|
|
WF RBS COMMERCIAL MORTGAGE T
|
Collateralized Mortgage
Obligation
|
2.88%
|
DUE
|
03/15/2048
|
|
3,325
|
|
WELLS FARGO COMMERCIAL MORTGAG
|
Collateralized Mortgage
Obligation
|
3.19%
|
DUE
|
02/15/2048
|
|
2,197
|
|
WELLS FARGO COMMERCIAL MTG
|
Collateralized Mortgage
Obligation
|
2.67%
|
DUE
|
07/15/2048
|
|
1,226
|
|
WELLS FARGO COMMERCIAL MORTGAG
|
Collateralized Mortgage
Obligation
|
2.40%
|
DUE
|
08/15/2049
|
|
1,109
|
|
WELLS FARGO COMMERCIAL MORTGAG
|
Collateralized Mortgage
Obligation
|
2.68%
|
DUE
|
10/15/2049
|
|
1,127
|
|
WELLS FARGO COMMERCIAL MORTGAG
|
Collateralized Mortgage
Obligation
|
2.81%
|
DUE
|
11/15/2059
|
|
571
|
|
WELLS FARGO COMMERCIAL MORTGAG
|
Collateralized Mortgage
Obligation
|
3.52%
|
DUE
|
12/15/2049
|
|
598
|
|
WELLS FARGO COMMERCIAL MTG
|
Collateralized Mortgage
Obligation
|
3.39%
|
DUE
|
11/15/2050
|
|
1,200
|
|
WELLS FARGO COMMERCIAL MORTGAG
|
Collateralized Mortgage
Obligation
|
3.89%
|
DUE
|
08/15/2051
|
|
1,666
|
|
COMM 2014 UBS2
|
CMO-CMBS
|
3.96%
|
DUE
|
03/10/2047
|
|
964
|
|
COMM 2014 UBS2
|
CMO-CMBS
|
3.96%
|
DUE
|
03/10/2047
|
|
1,425
|
|
AEP TEXAS INC
|
Corporate Bond
|
3.95%
|
DUE
|
06/01/2028
|
|
576
|
|
AEP TRANSMISSION CO LLC
|
Corporate Bond
|
3.10%
|
DUE
|
12/01/2026
|
|
53
|
|
AT&T INC
|
Corporate Bond
|
4.12%
|
DUE
|
02/17/2026
|
|
708
|
|
ABBOTT LABORATORIES
|
Corporate Bond
|
2.90%
|
DUE
|
11/30/2021
|
|
292
|
|
ABBVIE INC
|
Corporate Bond
|
3.60%
|
DUE
|
05/14/2025
|
|
528
|
|
ABBVIE INC
|
Corporate Bond
|
3.75%
|
DUE
|
11/14/2023
|
|
637
|
|
ALIMENTATION COUCHE-TARD INC
|
Corporate Bond
|
3.55%
|
DUE
|
07/26/2027
|
|
439
|
|
ALLIANT ENERGY FINANCE
|
Corporate Bond
|
3.75%
|
DUE
|
06/15/2023
|
|
604
|
|
AMEREN ILLINOIS
|
Corporate Bond
|
3.80%
|
DUE
|
05/15/2028
|
|
641
|
|
AMERICAN EXPRESS CO
|
Corporate Bond
|
3.40%
|
DUE
|
02/27/2023
|
|
931
|
|
AMERICAN EXPRESS CO
|
Corporate Bond
|
3.38%
|
DUE
|
05/17/2021
|
|
15
|
|
AMERICAN EXPRESS CO
|
Corporate Bond
|
3.38%
|
DUE
|
05/17/2021
|
|
916
|
|
AMERICAN EXPRESS CO
|
Corporate Bond
|
3.70%
|
DUE
|
08/03/2023
|
|
812
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate Bond
|
4.12%
|
DUE
|
02/15/2024
|
|
904
|
|
ANHEUSER-BUSCH INBEV FINANCE
|
Corporate Bond
|
2.65%
|
DUE
|
02/01/2021
|
|
409
|
|
APACHE CORP
|
Corporate Bond
|
2.62%
|
DUE
|
01/15/2023
|
|
520
|
|
APACHE CORP
|
Corporate Bond
|
2.62%
|
DUE
|
01/15/2023
|
|
77
|
|
APPLE INC
|
Corporate Bond
|
2.85%
|
DUE
|
02/23/2023
|
|
593
|
|
ARCH CAPITAL FINANCE LLC
|
Corporate Bond
|
4.01%
|
DUE
|
12/15/2026
|
|
50
|
|
ARCH CAPITAL FINANCE LLC
|
Corporate Bond
|
4.01%
|
DUE
|
12/15/2026
|
|
999
|
|
BAT CAPITAL CORP
|
Corporate Bond
|
2.76%
|
DUE
|
08/15/2022
|
|
935
|
|
BB&T CORPORATION
|
Corporate Bond
|
3.20%
|
DUE
|
09/03/2021
|
|
789
|
|
BMW US CAPITAL LLC
|
Corporate Bond
|
2.25%
|
DUE
|
09/15/2023
|
|
509
|
|
BANCO DE CREDITO DEL PER
|
Corporate Bond
|
2.25%
|
DUE
|
10/25/2019
|
|
198
|
|
BANCO SANTANDER SA
|
Corporate Bond
|
3.85%
|
DUE
|
04/12/2023
|
|
194
|
|
BANK OF AMERICA CORP
|
Corporate Bond
|
4.12%
|
DUE
|
01/22/2024
|
|
1,191
|
|
BANK OF AMERICA CORP
|
Corporate Bond
|
4.00%
|
DUE
|
01/22/2025
|
|
351
|
|
BANK OF AMERICA CORP
|
Corporate Bond
|
4.45%
|
DUE
|
03/03/2026
|
|
544
|
|
BANK OF AMERICA CORP
|
Corporate Bond
|
4.45%
|
DUE
|
03/03/2026
|
|
618
|
|
BANK OF AMERICA CORP
|
Corporate Bond
|
2.62%
|
DUE
|
04/19/2021
|
|
1,356
|
|
BANK OF AMERICA CORP
|
Corporate Bond
|
3.82%
|
DUE
|
01/20/2028
|
|
873
|
|
BANK OF AMERICA CORP
|
Corporate Bond
|
3.59%
|
DUE
|
07/21/2028
|
|
66
|
|
BANK OF AMERICA CORP
|
Corporate Bond
|
3.37%
|
DUE
|
01/23/2026
|
|
287
|
|
BANK OF AMERICA CORP
|
Corporate Bond
|
3.50%
|
DUE
|
05/17/2022
|
|
405
|
|
BANK OF BARODA LONDON
|
Corporate Bond
|
4.88%
|
DUE
|
07/23/2019
|
|
603
|
|
BANK OF MONTREAL
|
Corporate Bond
|
3.10%
|
DUE
|
04/13/2021
|
|
125
|
|
BANK OF MONTREAL
|
Corporate Bond
|
2.90%
|
DUE
|
04/13/2021
|
|
199
|
|
BANK OF NY MELLON CORP
|
Corporate Bond
|
2.20%
|
DUE
|
08/16/2023
|
|
612
|
|
BANK OF NY MELLON CORP
|
Corporate Bond
|
2.95%
|
DUE
|
01/29/2023
|
|
202
|
|
BANQUE FED CRED MUTUEL
|
Corporate Bond
|
3.75%
|
DUE
|
07/20/2023
|
|
918
|
|
BARCLAYS PLC
|
Corporate Bond
|
3.65%
|
DUE
|
03/16/2025
|
|
392
|
|
BARCLAYS PLC
|
Corporate Bond
|
3.65%
|
DUE
|
03/16/2025
|
|
263
|
|
BARCLAYS PLC
|
Corporate Bond
|
3.68%
|
DUE
|
01/10/2023
|
|
317
|
|
BAYER US FINANCE II LLC
|
Corporate Bond
|
3.50%
|
DUE
|
06/25/2021
|
|
199
|
|
BAYER US FINANCE II LLC
|
Corporate Bond
|
3.50%
|
DUE
|
06/25/2021
|
|
432
|
|
BAYER US FINANCE II LLC
|
Corporate Bond
|
3.48%
|
DUE
|
06/25/2021
|
|
291
|
|
BNP PARIBAS
|
Corporate Bond
|
2.95%
|
DUE
|
05/23/2022
|
|
193
|
|
BNP PARIBAS
|
Corporate Bond
|
3.38%
|
DUE
|
01/09/2025
|
|
188
|
|
BNP PARIBAS
|
Corporate Bond
|
4.40%
|
DUE
|
08/14/2028
|
|
254
|
|
BRIXMOR OPERATING PARTNERSHIP
|
Corporate Bond
|
3.65%
|
DUE
|
06/15/2024
|
|
1,165
|
|
BROADCOM CRP CAYMN FI
|
Corporate Bond
|
3.62%
|
DUE
|
01/15/2024
|
|
270
|
|
BROADCOM CRP CAYMN FI
|
Corporate Bond
|
3.62%
|
DUE
|
01/15/2024
|
|
260
|
|
CBS CORP
|
Corporate Bond
|
2.50%
|
DUE
|
02/15/2023
|
|
471
|
|
CNA FINANCIAL CORP
|
Corporate Bond
|
3.95%
|
DUE
|
05/15/2024
|
|
793
|
|
CNA FINANCIAL CORP
|
Corporate Bond
|
3.95%
|
DUE
|
05/15/2024
|
|
466
|
|
CNA FINANCIAL CORP
|
Corporate Bond
|
3.95%
|
DUE
|
05/15/2024
|
|
718
|
|
CVS CAREMARK CORP
|
Corporate Bond
|
4.00%
|
DUE
|
12/05/2023
|
|
501
|
|
CVS HEALTH CORP
|
Corporate Bond
|
4.10%
|
DUE
|
03/25/2025
|
|
653
|
|
CVS HEALTH CORP
|
Corporate Bond
|
4.30%
|
DUE
|
03/25/2028
|
|
943
|
|
CANADIAN NATURAL RESOURCES LTD
|
Corporate Bond
|
2.95%
|
DUE
|
01/15/2023
|
|
851
|
|
CAPITAL ONE NA
|
Corporate Bond
|
2.25%
|
DUE
|
09/13/2021
|
|
424
|
|
CAPITAL ONE NA
|
Corporate Bond
|
2.25%
|
DUE
|
09/13/2021
|
|
868
|
|
CATERPILLAR FINANCIAL SERVICE
|
Corporate Bond
|
1.70%
|
DUE
|
08/09/2021
|
|
422
|
|
CELGENE CORP
|
Corporate Bond
|
2.25%
|
DUE
|
08/15/2021
|
|
931
|
|
CELGENE CORP
|
Corporate Bond
|
3.45%
|
DUE
|
11/15/2027
|
|
773
|
|
CENTERPOINT ENERGY HOUSTON
|
Corporate Bond
|
2.40%
|
DUE
|
09/01/2026
|
|
156
|
|
CENTERPOINT ENERGY HOUSTON
|
Corporate Bond
|
3.00%
|
DUE
|
02/01/2027
|
|
888
|
|
CHARTER COMMUNICATIONS OPT LLC
|
Corporate Bond
|
4.91%
|
DUE
|
07/23/2025
|
|
497
|
|
CHARTER COMMUNICATIONS OPT LLC
|
Corporate Bond
|
4.91%
|
DUE
|
07/23/2025
|
|
169
|
|
CHARTER COMMUNICATIONS OPT LLC
|
Corporate Bond
|
4.91%
|
DUE
|
07/23/2025
|
|
398
|
|
CHARTER COMMUNICATIONS OPT LLC
|
Corporate Bond
|
4.91%
|
DUE
|
07/23/2025
|
|
447
|
|
CITIGROUP INC
|
Corporate Bond
|
3.88%
|
DUE
|
03/26/2025
|
|
339
|
|
CITIGROUP INC
|
Corporate Bond
|
4.45%
|
DUE
|
09/29/2027
|
|
337
|
|
CITIGROUP INC
|
Corporate Bond
|
4.45%
|
DUE
|
09/29/2027
|
|
651
|
|
CITIGROUP INC
|
Corporate Bond
|
2.70%
|
DUE
|
03/30/2021
|
|
1,177
|
|
CITIGROUP INC
|
Corporate Bond
|
3.40%
|
DUE
|
05/01/2026
|
|
353
|
|
CITIGROUP INC
|
Corporate Bond
|
3.40%
|
DUE
|
05/01/2026
|
|
1,223
|
|
CITIBANK NA
|
Corporate Bond
|
3.05%
|
DUE
|
05/01/2020
|
|
1,198
|
|
COLORADO INTERSTATE GAS CO LLC
|
Corporate Bond
|
4.15%
|
DUE
|
08/15/2026
|
|
166
|
|
COMCAST CORP
|
Corporate Bond
|
3.95%
|
DUE
|
10/15/2025
|
|
941
|
|
COMMONWEALTH EDISON
|
Corporate Bond
|
2.95%
|
DUE
|
08/15/2027
|
|
375
|
|
COMMONWEALTH EDISON
|
Corporate Bond
|
3.70%
|
DUE
|
08/15/2028
|
|
682
|
|
CONCHO RESOURCES INC
|
Corporate Bond
|
3.75%
|
DUE
|
10/01/2027
|
|
174
|
|
CONCHO RESOURCES INC
|
Corporate Bond
|
3.75%
|
DUE
|
10/01/2027
|
|
659
|
|
CONCHO RESOURCES INC
|
Corporate Bond
|
4.30%
|
DUE
|
08/15/2028
|
|
137
|
|
CONSTELLATION BRANDS INC
|
Corporate Bond
|
3.32%
|
DUE
|
11/15/2021
|
|
815
|
|
CREDIT SUISSE GROUP-SPON ADR
|
Corporate Bond
|
3.00%
|
DUE
|
12/14/2023
|
|
933
|
|
CROWN CASTLE INTERNTL CORP
|
Corporate Bond
|
4.88%
|
DUE
|
04/15/2022
|
|
309
|
|
DTE ENERGY COMPANY
|
Corporate Bond
|
3.70%
|
DUE
|
08/01/2023
|
|
943
|
|
DAIMLER FINANCE NA LLC
|
Corporate Bond
|
3.10%
|
DUE
|
05/04/2020
|
|
214
|
|
DAIMLER FINANCE NA LLC
|
Corporate Bond
|
3.35%
|
DUE
|
05/04/2021
|
|
359
|
|
DELTA AIR LINES
|
Corporate Bond
|
3.62%
|
DUE
|
03/15/2022
|
|
333
|
|
DELTA AIR LINES
|
Corporate Bond
|
2.88%
|
DUE
|
03/13/2020
|
|
124
|
|
DELTA AIR LINES
|
Corporate Bond
|
3.40%
|
DUE
|
04/19/2021
|
|
550
|
|
DEUTSCHE BANK NY
|
Corporate Bond
|
3.15%
|
DUE
|
01/22/2021
|
|
169
|
|
DEVON ENERGY CORP
|
Corporate Bond
|
3.25%
|
DUE
|
05/15/2022
|
|
341
|
|
DEXIA CREDIT LOCAL
|
Corporate Bond
|
2.25%
|
DUE
|
02/18/2020
|
|
497
|
|
DEXIA CREDIT LOCAL
|
Corporate Bond
|
3.25%
|
DUE
|
09/26/2023
|
|
253
|
|
DIGITAL REALTY TRUST LP
|
Corporate Bond
|
3.70%
|
DUE
|
08/15/2027
|
|
750
|
|
DISCOVER BANK
|
Corporate Bond
|
3.45%
|
DUE
|
07/27/2026
|
|
298
|
|
DISCOVERY COMMUNICATIONS
|
Corporate Bond
|
3.95%
|
DUE
|
03/20/2028
|
|
255
|
|
DISCOVERY COMMUNICATIONS
|
Corporate Bond
|
3.50%
|
DUE
|
06/15/2022
|
|
494
|
|
DOLLAR TREE INC
|
Corporate Bond
|
3.70%
|
DUE
|
05/15/2023
|
|
1,018
|
|
DOMINION ENERGY INC
|
Corporate Bond
|
2.85%
|
DUE
|
08/15/2026
|
|
41
|
|
DOWDUPONT INC
|
Corporate Bond
|
3.77%
|
DUE
|
11/15/2020
|
|
167
|
|
DUKE ENERGY CORP
|
Corporate Bond
|
2.65%
|
DUE
|
09/01/2026
|
|
123
|
|
DUKE ENERGY CORP
|
Corporate Bond
|
3.15%
|
DUE
|
08/15/2027
|
|
966
|
|
DUKE ENERGY PROGRESS INC
|
Corporate Bond
|
3.70%
|
DUE
|
09/01/2028
|
|
465
|
|
DUKE ENERGY FLORIDA LLC
|
Corporate Bond
|
3.80%
|
DUE
|
07/15/2028
|
|
555
|
|
EOG RESOURCES INC
|
Corporate Bond
|
3.15%
|
DUE
|
04/01/2025
|
|
967
|
|
ERAC USA FINANCE COMPANY
|
Corporate Bond
|
3.30%
|
DUE
|
12/01/2026
|
|
493
|
|
ERAC USA FINANCE COMPANY
|
Corporate Bond
|
3.30%
|
DUE
|
12/01/2026
|
|
235
|
|
ERAC USA FINANCE COMPANY
|
Corporate Bond
|
3.30%
|
DUE
|
12/01/2026
|
|
305
|
|
EQM MIDSTREAM PARTNERS LP SERI
|
Corporate Bond
|
4.75%
|
DUE
|
07/15/2023
|
|
459
|
|
EDISON INTERNATIONAL
|
Corporate Bond
|
2.40%
|
DUE
|
09/15/2022
|
|
217
|
|
ELECTRONIC ARTS
|
Corporate Bond
|
3.70%
|
DUE
|
03/01/2021
|
|
201
|
|
EMERA US FINANCE LP
|
Corporate Bond
|
2.70%
|
DUE
|
06/15/2021
|
|
321
|
|
EMERA US FINANCE LP
|
Corporate Bond
|
3.55%
|
DUE
|
06/15/2026
|
|
474
|
|
ENEL FINANCE INTERNATIONAL NV
|
Corporate Bond
|
3.62%
|
DUE
|
05/25/2027
|
|
154
|
|
ENEL FINANCE INTERNATIONAL NV
|
Corporate Bond
|
3.50%
|
DUE
|
04/06/2028
|
|
249
|
|
ENEL FINANCE INTERNATIONAL NV
|
Corporate Bond
|
4.88%
|
DUE
|
06/14/2029
|
|
300
|
|
ENERGY TRANSFER PARTNERS
|
Corporate Bond
|
4.95%
|
DUE
|
06/15/2028
|
|
152
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate Bond
|
4.40%
|
DUE
|
04/01/2024
|
|
94
|
|
ENTERGY CORP
|
Corporate Bond
|
2.95%
|
DUE
|
09/01/2026
|
|
397
|
|
EQUIFAX INC
|
Corporate Bond
|
3.95%
|
DUE
|
06/15/2023
|
|
297
|
|
EXPRESS SCRIPTS HOLDING CO
|
Corporate Bond
|
4.50%
|
DUE
|
02/25/2026
|
|
466
|
|
EXPRESS SCRIPTS HOLDING CO
|
Corporate Bond
|
4.50%
|
DUE
|
02/25/2026
|
|
152
|
|
EXPRESS SCRIPTS HOLDING CO
|
Corporate Bond
|
3.40%
|
DUE
|
03/01/2027
|
|
111
|
|
FLIR SYSTEMS INC
|
Corporate Bond
|
3.12%
|
DUE
|
06/15/2021
|
|
173
|
|
FIDELITY NATIONAL INFORMATION
|
Corporate Bond
|
2.25%
|
DUE
|
08/15/2021
|
|
290
|
|
FIDELITY NATIONAL INFORMATION
|
Corporate Bond
|
2.25%
|
DUE
|
08/15/2021
|
|
198
|
|
FIFTH THIRD BANK
|
Corporate Bond
|
3.95%
|
DUE
|
07/28/2025
|
|
821
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate Bond
|
3.20%
|
DUE
|
01/15/2021
|
|
693
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate Bond
|
4.39%
|
DUE
|
01/08/2026
|
|
586
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate Bond
|
2.98%
|
DUE
|
08/03/2022
|
|
555
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate Bond
|
3.81%
|
DUE
|
10/12/2021
|
|
554
|
|
FORTIS INC
|
Corporate Bond
|
3.06%
|
DUE
|
10/04/2026
|
|
593
|
|
GENERAL DYNAMICS CORP
|
Corporate Bond
|
2.88%
|
DUE
|
05/11/2020
|
|
385
|
|
GENERAL DYNAMICS CORP
|
Corporate Bond
|
3.00%
|
DUE
|
05/11/2021
|
|
460
|
|
GENERAL MOTORS FINANCIAL CO
|
Corporate Bond
|
5.25%
|
DUE
|
03/01/2026
|
|
636
|
|
GENERAL MOTORS FINANCIAL CO
|
Corporate Bond
|
3.15%
|
DUE
|
06/30/2022
|
|
478
|
|
GENERAL MOTORS FINANCIAL CO
|
Corporate Bond
|
3.85%
|
DUE
|
01/05/2028
|
|
270
|
|
GILEAD SCIENCES
|
Corporate Bond
|
2.50%
|
DUE
|
09/01/2023
|
|
121
|
|
GOLDMAN SACHS GROUP INC
|
Corporate Bond
|
3.85%
|
DUE
|
07/08/2024
|
|
1,417
|
|
GOLDMAN SACHS GROUP INC
|
Corporate Bond
|
4.25%
|
DUE
|
10/21/2025
|
|
503
|
|
GOLDMAN SACHS GROUP INC
|
Corporate Bond
|
4.25%
|
DUE
|
10/21/2025
|
|
144
|
|
GOLDMAN SACHS GROUP INC
|
Corporate Bond
|
3.85%
|
DUE
|
01/26/2027
|
|
9
|
|
GOLDMAN SACHS GROUP INC
|
Corporate Bond
|
3.85%
|
DUE
|
01/26/2027
|
|
24
|
|
GOLDMAN SACHS GROUP INC
|
Corporate Bond
|
3.69%
|
DUE
|
06/05/2028
|
|
697
|
|
GOLDMAN SACHS GROUP INC
|
Corporate Bond
|
3.75%
|
DUE
|
02/25/2026
|
|
591
|
|
HSBC HOLDINGS PLC
|
Corporate Bond
|
3.24%
|
DUE
|
05/18/2021
|
|
773
|
|
HSBC HOLDINGS PLC
|
Corporate Bond
|
4.58%
|
DUE
|
06/19/2029
|
|
198
|
|
HUNTINGTON NATIONAL BANK
|
Corporate Bond
|
2.50%
|
DUE
|
08/07/2022
|
|
676
|
|
HUNTINGTON NATIONAL BANK
|
Corporate Bond
|
3.55%
|
DUE
|
10/06/2023
|
|
314
|
|
HUSKY ENERGY INC
|
Corporate Bond
|
4.00%
|
DUE
|
04/15/2024
|
|
346
|
|
HUTCHINSON WHAMPOA INT
|
Corporate Bond
|
5.75%
|
DUE
|
09/11/2019
|
|
255
|
|
IHS MARKIT LTD
|
Corporate Bond
|
4.12%
|
DUE
|
08/01/2023
|
|
158
|
|
IHS MARKIT LTD
|
Corporate Bond
|
4.12%
|
DUE
|
08/01/2023
|
|
247
|
|
JP MORGAN CHASE & CO
|
Corporate Bond
|
4.50%
|
DUE
|
01/24/2022
|
|
1,834
|
|
JP MORGAN CHASE & CO
|
Corporate Bond
|
3.88%
|
DUE
|
09/10/2024
|
|
664
|
|
JP MORGAN CHASE & CO
|
Corporate Bond
|
3.88%
|
DUE
|
09/10/2024
|
|
344
|
|
JP MORGAN CHASE & CO
|
Corporate Bond
|
3.90%
|
DUE
|
07/15/2025
|
|
1,090
|
|
JP MORGAN CHASE & CO
|
Corporate Bond
|
2.95%
|
DUE
|
10/01/2026
|
|
670
|
|
JPMORGAN CHASE & CO
|
Corporate Bond
|
3.51%
|
DUE
|
01/23/2029
|
|
473
|
|
JEFFERIES GROUP INC
|
Corporate Bond
|
6.45%
|
DUE
|
06/08/2027
|
|
105
|
|
JP MORGAN CHASE BANK NA
|
Corporate Bond
|
3.09%
|
DUE
|
04/26/2021
|
|
747
|
|
KEYCORP
|
Corporate Bond
|
2.90%
|
DUE
|
09/15/2020
|
|
1,340
|
|
KEYBANK NA CLEVELAND OH
|
Corporate Bond
|
3.35%
|
DUE
|
06/15/2021
|
|
752
|
|
KRAFT HEINZ FOODS CO
|
Corporate Bond
|
4.00%
|
DUE
|
06/15/2023
|
|
1,474
|
|
LYB INTERNATIONAL FINANCE BV
|
Corporate Bond
|
4.00%
|
DUE
|
07/15/2023
|
|
754
|
|
LINCOLN NATIONAL CORP
|
Corporate Bond
|
3.80%
|
DUE
|
03/01/2028
|
|
606
|
|
LLOYDS BANK PLC
|
Corporate Bond
|
3.30%
|
DUE
|
05/07/2021
|
|
598
|
|
LYONDELLBASELL INDUSTRIES NV
|
Corporate Bond
|
5.75%
|
DUE
|
04/15/2024
|
|
375
|
|
MPLX LP
|
Corporate Bond
|
4.12%
|
DUE
|
03/01/2027
|
|
52
|
|
MPLX LP
|
Corporate Bond
|
4.00%
|
DUE
|
03/15/2028
|
|
272
|
|
MPLX LP
|
Corporate Bond
|
4.80%
|
DUE
|
02/15/2029
|
|
279
|
|
MAGNA INTERNATIONAL INC
|
Corporate Bond
|
3.62%
|
DUE
|
06/15/2024
|
|
1,004
|
|
MAGNA INTERNATIONAL INC
|
Corporate Bond
|
4.15%
|
DUE
|
10/01/2025
|
|
254
|
|
MAPLE ESCROW SUB
|
Corporate Bond
|
3.55%
|
DUE
|
05/25/2021
|
|
215
|
|
MARRIOTT INTERNATIONAL INC
|
Corporate Bond
|
3.34%
|
DUE
|
12/01/2020
|
|
808
|
|
MCKESSON CORP
|
Corporate Bond
|
3.95%
|
DUE
|
02/16/2028
|
|
254
|
|
MICROSOFT CORP
|
Corporate Bond
|
2.00%
|
DUE
|
08/08/2023
|
|
817
|
|
MID-ATLANTIC INTERSTATE
|
Corporate Bond
|
4.10%
|
DUE
|
05/15/2028
|
|
248
|
|
MITSUBISHI UFJ FINANCIAL GROUP
|
Corporate Bond
|
3.00%
|
DUE
|
02/22/2022
|
|
532
|
|
MITSUBISHI UFJ FINANCIAL GROUP
|
Corporate Bond
|
3.76%
|
DUE
|
07/26/2023
|
|
1,226
|
|
MIZUHO FINANCIAL GROUP
|
Corporate Bond
|
3.92%
|
DUE
|
09/11/2024
|
|
1,667
|
|
MONDELEZ INTERNATIONAL INC
|
Corporate Bond
|
3.00%
|
DUE
|
05/07/2020
|
|
468
|
|
MORGAN STANLEY
|
Corporate Bond
|
4.35%
|
DUE
|
09/08/2026
|
|
486
|
|
MORGAN STANLEY
|
Corporate Bond
|
4.35%
|
DUE
|
09/08/2026
|
|
243
|
|
MORGAN STANLEY
|
Corporate Bond
|
3.77%
|
DUE
|
01/24/2029
|
|
62
|
|
MORGAN STANLEY
|
Corporate Bond
|
3.88%
|
DUE
|
04/29/2024
|
|
1,219
|
|
MORGAN STANLEY
|
Corporate Bond
|
2.50%
|
DUE
|
04/21/2021
|
|
1,811
|
|
MORGAN STANLEY
|
Corporate Bond
|
3.62%
|
DUE
|
01/20/2027
|
|
556
|
|
MORGAN STANLEY
|
Corporate Bond
|
3.62%
|
DUE
|
01/20/2027
|
|
832
|
|
MOTOROLA SOLUTIONS INC
|
Corporate Bond
|
4.00%
|
DUE
|
09/01/2024
|
|
1,119
|
|
MYLAN NV
|
Corporate Bond
|
3.15%
|
DUE
|
06/15/2021
|
|
440
|
|
MYLAN NV
|
Corporate Bond
|
3.95%
|
DUE
|
06/15/2026
|
|
296
|
|
MYLAN NV
|
Corporate Bond
|
3.95%
|
DUE
|
06/15/2026
|
|
433
|
|
NOBLE ENERGY INC
|
Corporate Bond
|
3.90%
|
DUE
|
11/15/2024
|
|
339
|
|
ONCOR ELECTRIC DELIVERY
|
Corporate Bond
|
3.70%
|
DUE
|
11/15/2028
|
|
960
|
|
ONEOK INC
|
Corporate Bond
|
4.00%
|
DUE
|
07/13/2027
|
|
62
|
|
ONEOK INC
|
Corporate Bond
|
4.00%
|
DUE
|
07/13/2027
|
|
382
|
|
ONEOK PARTNERS
|
Corporate Bond
|
3.80%
|
DUE
|
03/15/2020
|
|
431
|
|
ORACLE CORP
|
Corporate Bond
|
2.65%
|
DUE
|
07/15/2026
|
|
602
|
|
OWENS CORNING INC
|
Corporate Bond
|
4.20%
|
DUE
|
12/15/2022
|
|
496
|
|
OWENS CORNING INC
|
Corporate Bond
|
3.40%
|
DUE
|
08/15/2026
|
|
320
|
|
PNC BANK NA
|
Corporate Bond
|
4.05%
|
DUE
|
07/26/2028
|
|
784
|
|
PNC BANK NA
|
Corporate Bond
|
4.05%
|
DUE
|
07/26/2028
|
|
1,005
|
|
PENSKE TRUCK LEASING PTL
|
Corporate Bond
|
4.12%
|
DUE
|
08/01/2023
|
|
609
|
|
PETROLEOS MEXICANOS
|
Corporate Bond
|
6.38%
|
DUE
|
02/04/2021
|
|
556
|
|
PETROLEOS MEXICANOS
|
Corporate Bond
|
5.38%
|
DUE
|
03/13/2022
|
|
59
|
|
PROVIDENCE ST JOSEPH HEALTH OB
|
Corporate Bond
|
2.75%
|
DUE
|
10/01/2026
|
|
200
|
|
PUBLIC SERVICE ELECTRIC & GAS
|
Corporate Bond
|
2.25%
|
DUE
|
09/15/2026
|
|
443
|
|
REALTY INCOME CORP
|
Corporate Bond
|
3.00%
|
DUE
|
01/15/2027
|
|
837
|
|
REGIONS FINANCIAL CORP
|
Corporate Bond
|
2.75%
|
DUE
|
08/14/2022
|
|
598
|
|
ROPER TECHNOLOGIES INC
|
Corporate Bond
|
4.20%
|
DUE
|
09/15/2028
|
|
822
|
|
ROYAL BANK OF SCOTLAND GRP PLC
|
Corporate Bond
|
3.88%
|
DUE
|
09/12/2023
|
|
192
|
|
ROYAL BANK OF SCOTLAND GRP PLC
|
Corporate Bond
|
4.52%
|
DUE
|
06/25/2024
|
|
196
|
|
ROYAL BANK OF CANADA
|
Corporate Bond
|
3.20%
|
DUE
|
04/30/2021
|
|
1,080
|
|
ROYAL BANK OF CANADA
|
Corporate Bond
|
3.20%
|
DUE
|
04/30/2021
|
|
80
|
|
ROYAL BANK OF CANADA
|
Corporate Bond
|
2.91%
|
DUE
|
04/30/2021
|
|
426
|
|
RYDER SYSTEM INC
|
Corporate Bond
|
2.50%
|
DUE
|
09/01/2022
|
|
365
|
|
RYDER SYSTEM INC
|
Corporate Bond
|
3.50%
|
DUE
|
06/01/2021
|
|
335
|
|
SP POWERASSETS LTD
|
Corporate Bond
|
3.00%
|
DUE
|
09/26/2027
|
|
308
|
|
SCHLUMBERGER HOLDINGS CORP
|
Corporate Bond
|
3.00%
|
DUE
|
12/21/2020
|
|
198
|
|
SCHLUMBERGER HOLDINGS CORP
|
Corporate Bond
|
3.00%
|
DUE
|
12/21/2020
|
|
309
|
|
SCHLUMBERGER INV
|
Corporate Bond
|
3.30%
|
DUE
|
09/14/2021
|
|
226
|
|
SCHLUMBERGER INV
|
Corporate Bond
|
2.40%
|
DUE
|
08/01/2022
|
|
567
|
|
SHIRE ACQ INV IRELAND DA
|
Corporate Bond
|
2.88%
|
DUE
|
09/23/2023
|
|
1,205
|
|
SOUTHERN CAL EDISON
|
Corporate Bond
|
2.40%
|
DUE
|
02/01/2022
|
|
269
|
|
SOUTHERN CAL EDISON
|
Corporate Bond
|
2.40%
|
DUE
|
02/01/2022
|
|
695
|
|
SOUTHWESTERN ELECTRIC POWER
|
Corporate Bond
|
4.10%
|
DUE
|
09/15/2028
|
|
903
|
|
SPECTRA ENERGY PARTNERS
|
Corporate Bond
|
3.38%
|
DUE
|
10/15/2026
|
|
89
|
|
SUNTRUST BANK
|
Corporate Bond
|
2.70%
|
DUE
|
01/27/2022
|
|
190
|
|
SVENSKA HANDELSBANKEN AB
|
Corporate Bond
|
1.88%
|
DUE
|
09/07/2021
|
|
400
|
|
SYNCHRONY FINANCIAL
|
Corporate Bond
|
2.70%
|
DUE
|
02/03/2020
|
|
98
|
|
SYNCHRONY FINANCIAL
|
Corporate Bond
|
2.70%
|
DUE
|
02/03/2020
|
|
49
|
|
TAKEDA PHARMACEUTICAL
|
Corporate Bond
|
4.00%
|
DUE
|
11/26/2021
|
|
421
|
|
TENCENT HOLDINGS LTD
|
Corporate Bond
|
3.38%
|
DUE
|
05/02/2019
|
|
250
|
|
TEXAS EASTERN TRANSMISSION LP
|
Corporate Bond
|
3.50%
|
DUE
|
01/15/2028
|
|
184
|
|
TEXTRON INC
|
Corporate Bond
|
5.95%
|
DUE
|
09/21/2021
|
|
211
|
|
TIME WARNER INC
|
Corporate Bond
|
3.80%
|
DUE
|
02/15/2027
|
|
113
|
|
TRIMBLE INCORPORATED
|
Corporate Bond
|
4.15%
|
DUE
|
06/15/2023
|
|
643
|
|
TYCO ELECTRONICS
|
Corporate Bond
|
3.12%
|
DUE
|
08/15/2027
|
|
342
|
|
TYSON FOODS INC
|
Corporate Bond
|
2.25%
|
DUE
|
08/23/2021
|
|
678
|
|
UBS GROUP FUNDING SWITZE
|
Corporate Bond
|
2.86%
|
DUE
|
08/15/2023
|
|
563
|
|
UNION PACIFIC CORP
|
Corporate Bond
|
2.75%
|
DUE
|
03/01/2026
|
|
308
|
|
UNITED TECHNOLOGIES CORP
|
Corporate Bond
|
3.35%
|
DUE
|
08/16/2021
|
|
593
|
|
UNITED HEALTH GROUP INC
|
Corporate Bond
|
3.10%
|
DUE
|
03/15/2026
|
|
917
|
|
VENTAS REALTY LP
|
Corporate Bond
|
4.40%
|
DUE
|
01/15/2029
|
|
861
|
|
VIACOM INC
|
Corporate Bond
|
4.25%
|
DUE
|
09/01/2023
|
|
697
|
|
VOLKSWAGEN GROUP AMERICA
|
Corporate Bond
|
3.88%
|
DUE
|
11/13/2020
|
|
312
|
|
VOLKSWAGEN GROUP AMERICA
|
Corporate Bond
|
4.00%
|
DUE
|
11/12/2021
|
|
405
|
|
WALMART INC
|
Corporate Bond
|
3.70%
|
DUE
|
06/26/2028
|
|
462
|
|
WELLPOINT INC
|
Corporate Bond
|
3.12%
|
DUE
|
05/15/2022
|
|
360
|
|
WELLTOWER INC
|
Corporate Bond
|
3.95%
|
DUE
|
09/01/2023
|
|
617
|
|
WABTEC
|
Corporate Bond
|
4.70%
|
DUE
|
09/15/2028
|
|
281
|
|
WABTEC
|
Corporate Bond
|
3.38%
|
DUE
|
09/15/2021
|
|
955
|
|
WESTROCK CO
|
Corporate Bond
|
3.75%
|
DUE
|
03/15/2025
|
|
559
|
|
WILLIAMS PARTNERS LP
|
Corporate Bond
|
4.30%
|
DUE
|
03/04/2024
|
|
249
|
|
WILLIAMS PARTNERS LP
|
Corporate Bond
|
4.30%
|
DUE
|
03/04/2024
|
|
149
|
|
WILLIAMS PARTNERS LP
|
Corporate Bond
|
4.30%
|
DUE
|
03/04/2024
|
|
1,345
|
|
ZOETIS INC
|
Corporate Bond
|
3.25%
|
DUE
|
08/20/2021
|
|
1,650
|
|
SINGTEL GROUP TREASURY P
|
Corporate Bond
|
4.50%
|
DUE
|
09/08/2021
|
|
206
|
|
PSA INTERNATIONAL PTE LT
|
Corporate Bond
|
3.88%
|
DUE
|
02/11/2021
|
|
1,015
|
|
REPUBLIC OF INDONESIA
|
Corporate Bond
|
3.75%
|
DUE
|
04/25/2022
|
|
198
|
|
FANNIE MAE
|
Federal Government and
Agency Bond
|
6.25%
|
DUE
|
05/15/2029
|
|
513
|
|
FANNIE MAE
|
Federal Government and
Agency Bond
|
7.12%
|
DUE
|
01/15/2030
|
|
1,376
|
|
CORP ANDINA DE FOMENTO
|
Federal Government and
Agency Bond
|
2.12%
|
DUE
|
09/27/2021
|
|
582
|
|
CORP ANDINA DE FOMENTO
|
Federal Government and
Agency Bond
|
2.75%
|
DUE
|
01/06/2023
|
|
88
|
|
CORP ANDINA DE FOMENTO
|
Federal Government and
Agency Bond
|
2.75%
|
DUE
|
01/06/2023
|
|
205
|
|
ABU DHABI GOVT INTL
|
Federal Government and
Agency Bond
|
3.12%
|
DUE
|
10/11/2027
|
|
745
|
|
HARVEST OPERATIONS CORP
|
Federal Government and
Agency Bond
|
4.20%
|
DUE
|
06/01/2023
|
|
205
|
|
JPN BANK FOR INTL COOP
|
Federal Government and
Agency Bond
|
2.00%
|
DUE
|
11/04/2021
|
|
1,172
|
|
JAPAN FINANCE ORG MUNICIPAL
|
Federal Government and
Agency Bond
|
2.12%
|
DUE
|
03/06/2019
|
|
998
|
|
JAPAN FINANCE ORG MUNICIPAL
|
Federal Government and
Agency Bond
|
2.12%
|
DUE
|
04/13/2021
|
|
196
|
|
JAPAN FINANCE ORG MUNICIPAL
|
Federal Government and
Agency Bond
|
2.12%
|
DUE
|
10/25/2023
|
|
192
|
|
JAPAN FINANCE ORG MUNICIPAL
|
Federal Government and
Agency Bond
|
2.62%
|
DUE
|
04/20/2022
|
|
198
|
|
KUWAIT INTERNATIONAL BOND
|
Federal Government and
Agency Bond
|
2.75%
|
DUE
|
03/20/2022
|
|
196
|
|
MANITOBA PROVINCE OF
|
Federal Government and
Agency Bond
|
2.12%
|
DUE
|
05/04/2022
|
|
781
|
|
NA DEVELOPMENT BANK
|
Federal Government and
Agency Bond
|
4.38%
|
DUE
|
02/11/2020
|
|
1,016
|
|
ONTARIO PROVINCE OF
|
Federal Government and
Agency Bond
|
3.40%
|
DUE
|
10/17/2023
|
|
342
|
|
ONTARIO TEACHERS FINANC
|
Federal Government and
Agency Bond
|
2.12%
|
DUE
|
09/19/2022
|
|
974
|
|
STATE OF QATAR
|
Federal Government and
Agency Bond
|
4.50%
|
DUE
|
04/23/2028
|
|
318
|
|
STATE OF QATAR
|
Federal Government and
Agency Bond
|
4.50%
|
DUE
|
04/23/2028
|
|
209
|
|
SAUDI INTERNATIONAL BOND
|
Federal Government and
Agency Bond
|
2.38%
|
DUE
|
10/26/2021
|
|
197
|
|
SAUDI INTERNATIONAL BOND
|
Federal Government and
Agency Bond
|
4.00%
|
DUE
|
04/17/2025
|
|
297
|
|
TOKYO METROPOLITAN GOVT
|
Federal Government and
Agency Bond
|
2.50%
|
DUE
|
06/08/2022
|
|
196
|
|
DEVELOPMENT BK OF JAPAN
|
Federal Government and
Agency Bond
|
1.62%
|
DUE
|
09/01/2021
|
|
290
|
|
TOKYO METROPOLITAN GOVERNMENT
|
Federal Government and
Agency Bond
|
2.00%
|
DUE
|
05/17/2021
|
|
293
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
91
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
70
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
50
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
48
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
64
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
31
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
125
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
17
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
4
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
4
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
377
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
194
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
34
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
33
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
13
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
13
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
2
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
35
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
13
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
6
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
6
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
7
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
3
|
|
2 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
141
|
|
2 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
212
|
|
2 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
50
|
|
10 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(273)
|
|
10 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(149)
|
|
10 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(14)
|
|
10 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(12)
|
|
10 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(233)
|
|
10 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(3)
|
|
10 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(322)
|
|
10 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(316)
|
|
10 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(9)
|
|
10 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(35)
|
|
10 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(12)
|
|
10 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(4)
|
|
10 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(4)
|
|
10 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(7)
|
|
10 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(27)
|
|
10 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(6)
|
|
20 YR US TR BONDS
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(14)
|
|
20 YR US TR BONDS
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(18)
|
|
20 YR US TR BONDS
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
7
|
|
US ULTRA T-BOND
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
8
|
|
US ULTRA T-BOND
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
8
|
|
US ULTRA T-BOND
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
17
|
|
US 10YR ULTRA FUT JUN16
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(508)
|
|
FHLMC GOLD
|
Mortgage-backed Security
|
4.50%
|
DUE
|
06/01/2039
|
|
197
|
|
FHLMC GOLD
|
Mortgage-backed Security
|
3.50%
|
DUE
|
08/01/2043
|
|
2,500
|
|
FHLMC GOLD
|
Mortgage-backed Security
|
4.50%
|
DUE
|
09/01/2044
|
|
282
|
|
FHLMC GOLD
|
Mortgage-backed Security
|
2.00%
|
DUE
|
01/01/2032
|
|
374
|
|
FHLMC GOLD
|
Mortgage-backed Security
|
4.00%
|
DUE
|
04/01/2048
|
|
506
|
|
FHLMC GOLD
|
Mortgage-backed Security
|
4.00%
|
DUE
|
10/01/2045
|
|
1,327
|
|
FHLMC GOLD
|
Mortgage-backed Security
|
4.00%
|
DUE
|
08/01/2046
|
|
954
|
|
FHLMC GOLD
|
Mortgage-backed Security
|
4.50%
|
DUE
|
12/01/2046
|
|
968
|
|
FHLMC GOLD
|
Mortgage-backed Security
|
2.50%
|
DUE
|
01/01/2029
|
|
922
|
|
FHLMC
|
Mortgage-backed Security
|
3.00%
|
DUE
|
01/01/2037
|
|
625
|
|
FHLMC
|
Mortgage-backed Security
|
3.00%
|
DUE
|
12/01/2037
|
|
230
|
|
FHLMC GOLD
|
Mortgage-backed Security
|
3.00%
|
DUE
|
02/01/2043
|
|
1,102
|
|
FHLMC GOLD
|
Mortgage-backed Security
|
3.50%
|
DUE
|
02/01/2042
|
|
1,296
|
|
FHLMC GOLD
|
Mortgage-backed Security
|
3.00%
|
DUE
|
12/01/2042
|
|
891
|
|
FHLMC GOLD
|
Mortgage-backed Security
|
4.00%
|
DUE
|
12/01/2040
|
|
848
|
|
FHLMC GOLD
|
Mortgage-backed Security
|
2.50%
|
DUE
|
07/01/2031
|
|
206
|
|
FHLMC GOLD
|
Mortgage-backed Security
|
4.00%
|
DUE
|
04/01/2042
|
|
309
|
|
FHLMC GOLD
|
Mortgage-backed Security
|
3.50%
|
DUE
|
10/01/2042
|
|
542
|
|
FHLMC GOLD
|
Mortgage-backed Security
|
3.00%
|
DUE
|
06/01/2043
|
|
286
|
|
FHLMC
|
Mortgage-backed Security
|
3.00%
|
DUE
|
09/01/2030
|
|
868
|
|
FHLMC
|
Mortgage-backed Security
|
3.50%
|
DUE
|
11/01/2047
|
|
1,829
|
|
FHLMC
|
Mortgage-backed Security
|
5.00%
|
DUE
|
02/01/2048
|
|
503
|
|
FNMA
|
Mortgage-backed Security
|
4.50%
|
DUE
|
02/01/2041
|
|
901
|
|
FNMA
|
Mortgage-backed Security
|
3.50%
|
DUE
|
01/01/2041
|
|
1,128
|
|
FNMA
|
Mortgage-backed Security
|
4.50%
|
DUE
|
02/01/2041
|
|
226
|
|
FNMA
|
Mortgage-backed Security
|
3.00%
|
DUE
|
08/01/2042
|
|
937
|
|
FNMA
|
Mortgage-backed Security
|
4.50%
|
DUE
|
10/01/2041
|
|
510
|
|
FNMA
|
Mortgage-backed Security
|
4.00%
|
DUE
|
01/01/2042
|
|
1,309
|
|
FNMA
|
Mortgage-backed Security
|
3.50%
|
DUE
|
12/01/2041
|
|
823
|
|
FNMA
|
Mortgage-backed Security
|
4.50%
|
DUE
|
08/01/2041
|
|
377
|
|
FNMA
|
Mortgage-backed Security
|
4.00%
|
DUE
|
07/01/2042
|
|
265
|
|
FNMA
|
Mortgage-backed Security
|
4.00%
|
DUE
|
07/01/2042
|
|
885
|
|
FNMA
|
Mortgage-backed Security
|
3.00%
|
DUE
|
12/01/2042
|
|
707
|
|
FNMA
|
Mortgage-backed Security
|
2.50%
|
DUE
|
01/01/2028
|
|
357
|
|
FNMA
|
Mortgage-backed Security
|
4.50%
|
DUE
|
02/01/2046
|
|
637
|
|
FNMA
|
Mortgage-backed Security
|
6.00%
|
DUE
|
07/01/2041
|
|
539
|
|
FNMA
|
Mortgage-backed Security
|
3.00%
|
DUE
|
03/01/2043
|
|
1,247
|
|
FNMA
|
Mortgage-backed Security
|
3.00%
|
DUE
|
03/01/2043
|
|
458
|
|
FNMA
|
Mortgage-backed Security
|
3.00%
|
DUE
|
04/01/2030
|
|
289
|
|
FNMA
|
Mortgage-backed Security
|
3.50%
|
DUE
|
06/01/2045
|
|
2,516
|
|
FNMA
|
Mortgage-backed Security
|
4.00%
|
DUE
|
12/01/2045
|
|
481
|
|
FNMA
|
Mortgage-backed Security
|
2.50%
|
DUE
|
09/01/2046
|
|
424
|
|
FNMA
|
Mortgage-backed Security
|
2.50%
|
DUE
|
09/01/2046
|
|
210
|
|
FNMA
|
Mortgage-backed Security
|
3.00%
|
DUE
|
11/01/2036
|
|
396
|
|
FNMA
|
Mortgage-backed Security
|
3.50%
|
DUE
|
12/01/2046
|
|
437
|
|
FNMA
|
Mortgage-backed Security
|
3.50%
|
DUE
|
12/01/2046
|
|
414
|
|
FNMA
|
Mortgage-backed Security
|
3.00%
|
DUE
|
04/01/2043
|
|
298
|
|
FNMA
|
Mortgage-backed Security
|
3.50%
|
DUE
|
06/01/2043
|
|
1,023
|
|
FNMA
|
Mortgage-backed Security
|
4.50%
|
DUE
|
09/01/2043
|
|
805
|
|
FNMA
|
Mortgage-backed Security
|
3.50%
|
DUE
|
10/01/2045
|
|
1,091
|
|
FNMA
|
Mortgage-backed Security
|
6.00%
|
DUE
|
10/01/2036
|
|
129
|
|
FNMA
|
Mortgage-backed Security
|
5.50%
|
DUE
|
01/01/2037
|
|
154
|
|
FNMA
|
Mortgage-backed Security
|
3.00%
|
DUE
|
12/01/2031
|
|
457
|
|
FNMA
|
Mortgage-backed Security
|
5.00%
|
DUE
|
09/01/2047
|
|
503
|
|
FNMA
|
Mortgage-backed Security
|
3.00%
|
DUE
|
07/01/2027
|
|
541
|
|
FNMA
|
Mortgage-backed Security
|
4.50%
|
DUE
|
08/01/2040
|
|
371
|
|
FNMA
|
Mortgage-backed Security
|
3.50%
|
DUE
|
01/01/2041
|
|
2,067
|
|
FNMA
|
Mortgage-backed Security
|
3.50%
|
DUE
|
05/01/2042
|
|
1,777
|
|
FNMA
|
Mortgage-backed Security
|
3.50%
|
DUE
|
03/01/2043
|
|
832
|
|
FNMA
|
Mortgage-backed Security
|
4.50%
|
DUE
|
10/01/2039
|
|
284
|
|
FNMA
|
Mortgage-backed Security
|
4.50%
|
DUE
|
11/01/2040
|
|
167
|
|
FNMA
|
Mortgage-backed Security
|
2.50%
|
DUE
|
09/01/2027
|
|
468
|
|
FNMA
|
Mortgage-backed Security
|
3.50%
|
DUE
|
01/01/2046
|
|
423
|
|
FNMA
|
Mortgage-backed Security
|
3.50%
|
DUE
|
08/01/2031
|
|
365
|
|
FNMA
|
Mortgage-backed Security
|
4.00%
|
DUE
|
09/01/2046
|
|
429
|
|
FNMA
|
Mortgage-backed Security
|
4.50%
|
DUE
|
08/01/2047
|
|
975
|
|
FNMA
|
Mortgage-backed Security
|
4.00%
|
DUE
|
08/01/2047
|
|
534
|
|
FNMA
|
Mortgage-backed Security
|
3.50%
|
DUE
|
08/01/2033
|
|
490
|
|
FNMA
|
Mortgage-backed Security
|
5.00%
|
DUE
|
06/01/2040
|
|
132
|
|
FNMA
|
Mortgage-backed Security
|
5.00%
|
DUE
|
06/01/2040
|
|
158
|
|
FNMA
|
Mortgage-backed Security
|
4.50%
|
DUE
|
06/01/2040
|
|
288
|
|
FNMA
|
Mortgage-backed Security
|
5.00%
|
DUE
|
06/01/2040
|
|
442
|
|
FNMA
|
Mortgage-backed Security
|
4.50%
|
DUE
|
02/01/2041
|
|
257
|
|
FNMA
|
Mortgage-backed Security
|
5.00%
|
DUE
|
02/01/2041
|
|
198
|
|
FNMA
|
Mortgage-backed Security
|
4.00%
|
DUE
|
10/01/2040
|
|
818
|
|
FNMA
|
Mortgage-backed Security
|
4.00%
|
DUE
|
11/01/2040
|
|
475
|
|
GNMA
|
Mortgage-backed Security
|
3.00%
|
DUE
|
09/15/2042
|
|
214
|
|
GNMA II
|
Mortgage-backed Security
|
3.00%
|
DUE
|
03/20/2043
|
|
183
|
|
GNMA II
|
Mortgage-backed Security
|
3.50%
|
DUE
|
03/20/2043
|
|
334
|
|
GNMA II
|
Mortgage-backed Security
|
3.00%
|
DUE
|
09/20/2042
|
|
390
|
|
GNMA II
|
Mortgage-backed Security
|
3.50%
|
DUE
|
10/20/2042
|
|
818
|
|
GNMA II
|
Mortgage-backed Security
|
3.50%
|
DUE
|
10/20/2042
|
|
648
|
|
GNMA II
|
Mortgage-backed Security
|
4.00%
|
DUE
|
10/20/2042
|
|
821
|
|
GNMA II
|
Mortgage-backed Security
|
3.50%
|
DUE
|
12/20/2042
|
|
372
|
|
GNMA II
|
Mortgage-backed Security
|
3.50%
|
DUE
|
12/20/2042
|
|
421
|
|
GNMA II
|
Mortgage-backed Security
|
3.00%
|
DUE
|
09/20/2043
|
|
273
|
|
GNMA II
|
Mortgage-backed Security
|
3.50%
|
DUE
|
10/20/2043
|
|
466
|
|
GNMA II
|
Mortgage-backed Security
|
4.00%
|
DUE
|
10/20/2043
|
|
603
|
|
GNMA II
|
Mortgage-backed Security
|
4.50%
|
DUE
|
10/20/2043
|
|
152
|
|
GNMA II
|
Mortgage-backed Security
|
3.50%
|
DUE
|
12/20/2043
|
|
597
|
|
GNMA II
|
Mortgage-backed Security
|
4.50%
|
DUE
|
12/20/2043
|
|
330
|
|
GNMA II
|
Mortgage-backed Security
|
3.00%
|
DUE
|
01/20/2044
|
|
173
|
|
GNMA II
|
Mortgage-backed Security
|
3.00%
|
DUE
|
01/20/2044
|
|
85
|
|
GNMA II
|
Mortgage-backed Security
|
3.50%
|
DUE
|
03/20/2045
|
|
256
|
|
GNMA II
|
Mortgage-backed Security
|
4.50%
|
DUE
|
03/20/2045
|
|
168
|
|
GNMA II
|
Mortgage-backed Security
|
4.00%
|
DUE
|
06/20/2044
|
|
410
|
|
GNMA II
|
Mortgage-backed Security
|
3.00%
|
DUE
|
12/20/2044
|
|
407
|
|
GNMA II
|
Mortgage-backed Security
|
5.00%
|
DUE
|
04/20/2045
|
|
87
|
|
GNMA II
|
Mortgage-backed Security
|
3.50%
|
DUE
|
04/20/2045
|
|
289
|
|
GNMA II
|
Mortgage-backed Security
|
3.00%
|
DUE
|
05/20/2045
|
|
388
|
|
GNMA II
|
Mortgage-backed Security
|
4.50%
|
DUE
|
05/20/2045
|
|
121
|
|
GNMA II
|
Mortgage-backed Security
|
4.00%
|
DUE
|
09/20/2045
|
|
953
|
|
GNMA II
|
Mortgage-backed Security
|
3.50%
|
DUE
|
11/20/2045
|
|
1,505
|
|
GNMA II
|
Mortgage-backed Security
|
4.00%
|
DUE
|
11/20/2045
|
|
211
|
|
GNMA II
|
Mortgage-backed Security
|
4.00%
|
DUE
|
12/20/2045
|
|
377
|
|
GNMA II
|
Mortgage-backed Security
|
3.00%
|
DUE
|
01/20/2046
|
|
395
|
|
GNMA II
|
Mortgage-backed Security
|
3.00%
|
DUE
|
05/20/2046
|
|
437
|
|
GNMA II
|
Mortgage-backed Security
|
3.50%
|
DUE
|
05/20/2046
|
|
654
|
|
GNMA II
|
Mortgage-backed Security
|
3.00%
|
DUE
|
07/20/2046
|
|
436
|
|
GNMA II
|
Mortgage-backed Security
|
3.50%
|
DUE
|
07/20/2046
|
|
1,098
|
|
GNMA II
|
Mortgage-backed Security
|
3.50%
|
DUE
|
07/20/2046
|
|
740
|
|
GNMA II
|
Mortgage-backed Security
|
5.00%
|
DUE
|
07/20/2046
|
|
432
|
|
GNMA II
|
Mortgage-backed Security
|
3.00%
|
DUE
|
08/20/2046
|
|
1,512
|
|
GNMA II
|
Mortgage-backed Security
|
4.50%
|
DUE
|
09/20/2046
|
|
175
|
|
GNMA II
|
Mortgage-backed Security
|
4.00%
|
DUE
|
10/20/2046
|
|
189
|
|
GNMA II
|
Mortgage-backed Security
|
4.50%
|
DUE
|
10/20/2046
|
|
203
|
|
GNMA II
|
Mortgage-backed Security
|
4.00%
|
DUE
|
11/20/2046
|
|
298
|
|
GNMA II
|
Mortgage-backed Security
|
4.50%
|
DUE
|
11/20/2046
|
|
356
|
|
GNMA II
|
Mortgage-backed Security
|
2.50%
|
DUE
|
12/20/2046
|
|
202
|
|
GNMA II
|
Mortgage-backed Security
|
3.50%
|
DUE
|
12/20/2046
|
|
237
|
|
GNMA II
|
Mortgage-backed Security
|
3.50%
|
DUE
|
12/20/2046
|
|
1,154
|
|
GNMA II
|
Mortgage-backed Security
|
4.00%
|
DUE
|
02/20/2047
|
|
386
|
|
GNMA II
|
Mortgage-backed Security
|
4.00%
|
DUE
|
03/20/2047
|
|
923
|
|
GNMA II
|
Mortgage-backed Security
|
4.50%
|
DUE
|
08/20/2047
|
|
1,006
|
|
GNMA II
|
Mortgage-backed Security
|
5.00%
|
DUE
|
11/20/2047
|
|
1,137
|
|
GNMA
|
Mortgage-backed Security
|
4.00%
|
DUE
|
10/20/2041
|
|
515
|
|
GNMA
|
Mortgage-backed Security
|
4.50%
|
DUE
|
10/20/2041
|
|
2,343
|
|
GNMA
|
Mortgage-backed Security
|
4.50%
|
DUE
|
04/15/2040
|
|
174
|
|
GNMA
|
Mortgage-backed Security
|
4.00%
|
DUE
|
01/15/2041
|
|
287
|
|
ALABAMA ECON SETTLEMENT AUTH B
|
Municipals
|
3.16%
|
DUE
|
09/15/2025
|
|
55
|
|
CLEARNET
|
Notional Par Contract
|
1.42%
|
DUE
|
02/15/2027
|
|
6
|
|
CLEARNET
|
Notional Par Contract
|
1.42%
|
DUE
|
02/15/2027
|
|
17
|
|
CLEARNET
|
Notional Par Contract
|
1.42%
|
DUE
|
02/15/2027
|
|
6
|
|
CLEARNET
|
Notional Par Contract
|
2.18%
|
DUE
|
02/15/2027
|
|
7
|
|
CLEARNET
|
Notional Par Contract
|
2.18%
|
DUE
|
02/15/2027
|
|
3
|
|
CLEARNET
|
Notional Par Contract
|
2.40%
|
DUE
|
06/30/2019
|
|
1
|
|
CLEARNET
|
Notional Par Contract
|
2.40%
|
DUE
|
06/30/2019
|
|
2
|
|
CLEARNET
|
Notional Par Contract
|
2.40%
|
DUE
|
06/30/2019
|
|
2
|
|
CLEARNET
|
Notional Par Contract
|
2.40%
|
DUE
|
06/30/2019
|
|
16
|
|
CLEARNET
|
Notional Par Contract
|
2.40%
|
DUE
|
06/30/2019
|
|
12
|
|
CLEARNET
|
Notional Par Contract
|
2.40%
|
DUE
|
06/30/2019
|
|
9
|
|
CLEARNET
|
Notional Par Contract
|
1.42%
|
DUE
|
02/15/2027
|
|
4
|
|
CLEARNET
|
Notional Par Contract
|
1.93%
|
DUE
|
02/15/2027
|
|
5
|
|
CLEARNET
|
Notional Par Contract
|
1.93%
|
DUE
|
02/15/2027
|
|
5
|
|
CLEARNET
|
Notional Par Contract
|
1.93%
|
DUE
|
02/15/2027
|
|
5
|
|
CLEARNET
|
Notional Par Contract
|
2.62%
|
DUE
|
08/15/2024
|
|
29
|
|
CLEARNET
|
Notional Par Contract
|
2.62%
|
DUE
|
08/15/2024
|
|
58
|
|
CLEARNET
|
Notional Par Contract
|
2.62%
|
DUE
|
08/15/2024
|
|
5
|
|
CLEARNET
|
Notional Par Contract
|
2.62%
|
DUE
|
08/15/2024
|
|
30
|
|
CLEARNET
|
Notional Par Contract
|
2.62%
|
DUE
|
08/15/2024
|
|
27
|
|
CLEARNET
|
Notional Par Contract
|
2.62%
|
DUE
|
08/15/2024
|
|
3
|
|
CLEARNET
|
Notional Par Contract
|
2.62%
|
DUE
|
08/15/2024
|
|
8
|
|
CLEARNET
|
Notional Par Contract
|
1.42%
|
DUE
|
09/30/2019
|
|
5
|
|
CLEARNET
|
Notional Par Contract
|
1.42%
|
DUE
|
09/30/2019
|
|
10
|
|
CLEARNET
|
Notional Par Contract
|
1.42%
|
DUE
|
09/30/2019
|
|
13
|
|
CLEARNET
|
Notional Par Contract
|
2.62%
|
DUE
|
11/15/2024
|
|
5
|
|
CLEARNET
|
Notional Par Contract
|
2.62%
|
DUE
|
11/15/2024
|
|
10
|
|
CLEARNET
|
Notional Par Contract
|
2.62%
|
DUE
|
11/15/2024
|
|
5
|
|
CLEARNET
|
Notional Par Contract
|
2.62%
|
DUE
|
11/15/2024
|
|
3
|
|
CLEARNET
|
Notional Par Contract
|
2.62%
|
DUE
|
11/15/2024
|
|
5
|
|
CLEARNET
|
Notional Par Contract
|
2.62%
|
DUE
|
11/15/2024
|
|
3
|
|
CLEARNET
|
Notional Par Contract
|
1.68%
|
DUE
|
12/31/2019
|
|
15
|
|
CLEARNET
|
Notional Par Contract
|
1.68%
|
DUE
|
12/31/2019
|
|
8
|
|
CLEARNET
|
Notional Par Contract
|
1.68%
|
DUE
|
12/31/2019
|
|
8
|
|
CLEARNET
|
Notional Par Contract
|
1.68%
|
DUE
|
12/31/2019
|
|
12
|
|
CLEARNET
|
Notional Par Contract
|
1.68%
|
DUE
|
12/31/2019
|
|
3
|
|
CLEARNET
|
Notional Par Contract
|
1.68%
|
DUE
|
12/31/2019
|
|
3
|
|
CLEARNET
|
Notional Par Contract
|
1.68%
|
DUE
|
12/31/2019
|
|
3
|
|
CLEARNET
|
Notional Par Contract
|
1.68%
|
DUE
|
12/31/2019
|
|
3
|
|
CLEARNET
|
Notional Par Contract
|
1.68%
|
DUE
|
12/31/2019
|
|
1
|
|
CLEARNET
|
Notional Par Contract
|
1.42%
|
DUE
|
02/15/2025
|
|
(3)
|
|
CLEARNET
|
Notional Par Contract
|
2.40%
|
DUE
|
12/31/2019
|
|
1
|
|
CLEARNET
|
Notional Par Contract
|
1.44%
|
DUE
|
03/23/2021
|
|
15
|
|
CLEARNET
|
Notional Par Contract
|
2.71%
|
DUE
|
05/31/2025
|
|
(26)
|
|
CLEARNET
|
Notional Par Contract
|
2.53%
|
DUE
|
07/31/2025
|
|
(387)
|
|
CLEARNET
|
Notional Par Contract
|
2.40%
|
DUE
|
07/31/2025
|
|
(36)
|
|
CLEARNET
|
Notional Par Contract
|
1.68%
|
DUE
|
08/15/2028
|
|
(13)
|
|
CLEARNET
|
Notional Par Contract
|
2.62%
|
DUE
|
08/15/2028
|
|
(10)
|
|
US TREASURY N/B TIPS
|
US Government Bonds
|
3.12%
|
DUE
|
11/15/2028
|
|
311
|
|
US TREASURY N/B TIPS
|
US Government Bonds
|
1.62%
|
DUE
|
07/31/2020
|
|
1,104
|
|
US TREASURY N/B
|
US Government Bonds
|
2.62%
|
DUE
|
07/15/2021
|
|
657
|
|
STATE STREET STIF
|
Sweep Investment
|
|
|
|
|
2,018
|
|
|
|
|
|
|
|
|
|
OTHER ASSETS
|
|
|
|
|
|
2,297
|
|
SUBTOTAL
|
|
|
|
|
|
382,530
|
|
TOTAL PRUDENTIAL STABLE VALUE FUND
|
|
|
|
|
$
|
510,007
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
MASSMUTUAL
|
MASSMUTUAL STABLE VALUE FUND
|
Synthetic Contract
|
|
|
|
|
(CONTRACT INTEREST RATE: 3.07%)
|
|
|
|
|
|
|
|
ACCESS GROUP INC
|
Asset-backed security
|
3.85%
|
DUE
|
07/01/2039
|
$
|
245
|
|
ACCESS GROUP INC
|
Asset-backed security
|
3.85%
|
DUE
|
07/01/2039
|
|
196
|
|
ACCESS GROUP INC
|
Asset-backed security
|
3.85%
|
DUE
|
07/01/2039
|
|
542
|
|
AVIS BUDGET RENTAL CAR FUNDING
|
Asset-backed security
|
2.97%
|
DUE
|
03/20/2024
|
|
196
|
|
CITIBANK CREDIT CARD ISSUANCE
|
Asset-backed security
|
3.21%
|
DUE
|
05/14/2029
|
|
1,098
|
|
COLLEGE AVE STUDENT LOANS
|
Asset-backed security
|
4.16%
|
DUE
|
11/26/2046
|
|
88
|
|
COLLEGIATE FUNDING SERVICES ED
|
Asset-backed security
|
3.11%
|
DUE
|
12/28/2037
|
|
177
|
|
CREDIT SUISSE ABS REPACKAGING
|
Asset-backed security
|
2.50%
|
DUE
|
01/25/2030
|
|
35
|
|
CREDIT SUISSE ABS REPACKAGING
|
Asset-backed security
|
2.50%
|
DUE
|
01/25/2030
|
|
64
|
|
DB MASTER FINANCE LLC
|
Asset-backed security
|
3.63%
|
DUE
|
11/20/2047
|
|
1,148
|
|
DIAMOND RESORTS OWNER TRUST
|
Asset-backed security
|
3.70%
|
DUE
|
01/21/2031
|
|
648
|
|
DIAMOND RESORTS OWNER TRUST 20
|
Asset-backed security
|
3.37%
|
DUE
|
11/20/2028
|
|
78
|
|
DOMINOS PIZZA MASTER ISSUER L
|
Asset-backed security
|
4.12%
|
DUE
|
07/25/2047
|
|
968
|
|
DOMINOS PIZZA MASTER ISSUER L
|
Asset-backed security
|
4.12%
|
DUE
|
07/25/2048
|
|
236
|
|
ECMC GROUP STUDENT LOAN TRUST
|
Asset-backed security
|
3.86%
|
DUE
|
07/26/2066
|
|
260
|
|
ECMC GROUP STUDENT LOAN TRUST
|
Asset-backed security
|
3.71%
|
DUE
|
12/27/2066
|
|
153
|
|
ECMC GROUP STUDENT LOAN TRUST
|
Asset-backed security
|
3.31%
|
DUE
|
09/25/2068
|
|
820
|
|
EARNEST STUDENT LOAN PROGRAM L
|
Asset-backed security
|
3.59%
|
DUE
|
01/25/2041
|
|
75
|
|
EDLINC STUDENT LOAN FUNDING TR
|
Asset-backed security
|
4.15%
|
DUE
|
12/01/2047
|
|
745
|
|
EDUCATION LOAN ASSET-BACKED TR
|
Asset-backed security
|
3.79%
|
DUE
|
08/01/2043
|
|
48
|
|
EDUCATION LOAN ASSET-BACKED TR
|
Asset-backed security
|
3.79%
|
DUE
|
08/01/2043
|
|
145
|
|
EDUCATION LOAN ASSET-BACKED TR
|
Asset-backed security
|
3.79%
|
DUE
|
08/01/2043
|
|
145
|
|
ELEMENT RAIL LEASING I LLC
|
Asset-backed security
|
5.05%
|
DUE
|
03/19/2046
|
|
262
|
|
FIRST FRANKLIN MTG LOAN
|
Asset-backed security
|
4.23%
|
DUE
|
01/25/2035
|
|
230
|
|
GOODGREEN TRUST
|
Asset-backed security
|
3.23%
|
DUE
|
10/15/2052
|
|
191
|
|
GOODGREEN TRUST
|
Asset-backed security
|
3.74%
|
DUE
|
10/15/2052
|
|
246
|
|
GOODGREEN TRUST
|
Asset-backed security
|
3.26%
|
DUE
|
10/15/2053
|
|
672
|
|
HERO FUNDING TRUST
|
Asset-backed security
|
3.19%
|
DUE
|
09/20/2048
|
|
391
|
|
HERO FUNDING TRUST
|
Asset-backed security
|
4.67%
|
DUE
|
09/20/2048
|
|
221
|
|
HERTZ VEHICLE FINANCING LLC
|
Asset-backed security
|
3.29%
|
DUE
|
02/25/2024
|
|
1,091
|
|
HERTZ VEHICLE FINANCING LLC
|
Asset-backed security
|
3.29%
|
DUE
|
02/25/2024
|
|
297
|
|
HERTZ VEHICLE FINANCING LLC
|
Asset-backed security
|
4.03%
|
DUE
|
07/25/2024
|
|
508
|
|
HIGHER EDUCATION FUNDING
|
Asset-backed security
|
4.00%
|
DUE
|
01/01/2044
|
|
517
|
|
HIGHER EDUCATION FUNDING
|
Asset-backed security
|
2.47%
|
DUE
|
01/01/2044
|
|
508
|
|
J G WENTWORTH XLII LLC
|
Asset-backed security
|
3.96%
|
DUE
|
10/15/2075
|
|
468
|
|
321 HENDERSON RECEIVABLES I LL
|
Asset-backed security
|
3.96%
|
DUE
|
03/15/2063
|
|
299
|
|
JP MORGAN STUDENT LOAN TRUST
|
Asset-backed security
|
2.86%
|
DUE
|
06/28/2039
|
|
278
|
|
KDAC AIRCRAFT FINANCE LIMITED
|
Asset-backed security
|
4.21%
|
DUE
|
12/15/2042
|
|
421
|
|
MOSAIC SOLAR LOANS LLC
|
Asset-backed security
|
4.45%
|
DUE
|
06/20/2042
|
|
58
|
|
NRZ ADVANCE RECEIVABLES TRUST
|
Asset-backed security
|
2.83%
|
DUE
|
10/16/2051
|
|
888
|
|
NAVIENT STUDENT LOAN TRUST
|
Asset-backed security
|
4.44%
|
DUE
|
12/15/2059
|
|
146
|
|
NAVIENT STUDENT LOAN TRUST 201
|
Asset-backed security
|
4.01%
|
DUE
|
07/25/2052
|
|
395
|
|
NAVIENT STUDENT LOAN TRUST
|
Asset-backed security
|
3.08%
|
DUE
|
11/26/2040
|
|
497
|
|
NAVIENT STUDENT LOAN TRUST
|
Asset-backed security
|
3.31%
|
DUE
|
07/26/2066
|
|
788
|
|
NAVIENT STUDENT LOAN TRUST
|
Asset-backed security
|
3.81%
|
DUE
|
03/25/2066
|
|
572
|
|
NAVIENT STUDENT LOAN TRUST
|
Asset-backed security
|
3.26%
|
DUE
|
03/25/2067
|
|
507
|
|
NAVIENT STUDENT LOAN TRUST
|
Asset-backed security
|
3.81%
|
DUE
|
06/27/2067
|
|
986
|
|
NELNET STUDENT LOAN TRUST
|
Asset-backed security
|
2.84%
|
DUE
|
10/25/2040
|
|
227
|
|
NELNET STUDENT LOAN TRUST
|
Asset-backed security
|
2.99%
|
DUE
|
03/23/2037
|
|
212
|
|
NELNET STUDENT LOAN TRUST
|
Asset-backed security
|
3.55%
|
DUE
|
06/25/2035
|
|
397
|
|
NELNET STUDENT LOAN TRUST
|
Asset-backed security
|
3.71%
|
DUE
|
09/27/2066
|
|
493
|
|
NELNET PRIVATE EDUCATION LOAN
|
Asset-backed security
|
4.26%
|
DUE
|
12/26/2040
|
|
59
|
|
NELNET PRIVATE EDUCATION LOAN
|
Asset-backed security
|
3.60%
|
DUE
|
12/26/2040
|
|
71
|
|
NORTHSTAR EDUCATION FINANCE
|
Asset-backed security
|
3.26%
|
DUE
|
10/30/2045
|
|
89
|
|
NORTHSTAR EDUCATION FINANCE
|
Asset-backed security
|
4.01%
|
DUE
|
01/29/2046
|
|
1,365
|
|
NOVASTAR HOME EQUITY LOAN
|
Asset-backed security
|
4.16%
|
DUE
|
03/25/2035
|
|
241
|
|
PENNSYLVANIA HIGHER EDUCATION
|
Asset-backed security
|
3.46%
|
DUE
|
11/25/2065
|
|
225
|
|
PSMC 2018 1 TRUST
|
Asset-backed security
|
3.50%
|
DUE
|
06/25/2048
|
|
284
|
|
PANHANDLE PLAINS STUDENT FINAN
|
Asset-backed security
|
3.80%
|
DUE
|
12/01/2031
|
|
99
|
|
PANHANDLE PLAINS STUDENT FINAN
|
Asset-backed security
|
3.80%
|
DUE
|
12/01/2031
|
|
298
|
|
PLANET FITNESS MASTER ISSUER
|
Asset-backed security
|
4.67%
|
DUE
|
09/05/2048
|
|
758
|
|
SLC STUDENT LOAN TRUST
|
Asset-backed security
|
2.82%
|
DUE
|
02/15/2045
|
|
142
|
|
SLM STUDENT LOAN TRUST
|
Asset-backed security
|
5.65%
|
DUE
|
12/15/2039
|
|
100
|
|
SLM STUDENT LOAN TRUST
|
Asset-backed security
|
2.67%
|
DUE
|
07/25/2055
|
|
394
|
|
SLM STUDENT LOAN TRUST
|
Asset-backed security
|
2.74%
|
DUE
|
10/25/2040
|
|
163
|
|
SLM STUDENT LOAN TRUST
|
Asset-backed security
|
3.24%
|
DUE
|
01/25/2040
|
|
670
|
|
SLM STUDENT LOAN TRUST
|
Asset-backed security
|
2.80%
|
DUE
|
01/25/2040
|
|
966
|
|
SLM STUDENT LOAN TRUST
|
Asset-backed security
|
3.09%
|
DUE
|
01/25/2041
|
|
635
|
|
SLM STUDENT LOAN TRUST
|
Asset-backed security
|
2.79%
|
DUE
|
01/25/2041
|
|
223
|
|
SLM STUDENT LOAN TRUST
|
Asset-backed security
|
2.69%
|
DUE
|
01/25/2070
|
|
211
|
|
SLM STUDENT LOAN TRUST
|
Asset-backed security
|
2.64%
|
DUE
|
03/25/2044
|
|
1,420
|
|
SLM STUDENT LOAN TRUST
|
Asset-backed security
|
2.64%
|
DUE
|
03/25/2044
|
|
1,070
|
|
SLM STUDENT LOAN TRUST
|
Asset-backed security
|
2.71%
|
DUE
|
03/25/2044
|
|
456
|
|
SLM STUDENT LOAN TRUST
|
Asset-backed security
|
2.72%
|
DUE
|
01/25/2041
|
|
340
|
|
SLM STUDENT LOAN TRUST
|
Asset-backed security
|
4.31%
|
DUE
|
11/25/2070
|
|
203
|
|
SLM STUDENT LOAN TRUST
|
Asset-backed security
|
4.31%
|
DUE
|
11/25/2070
|
|
538
|
|
SLM STUDENT LOAN TRUST
|
Asset-backed security
|
4.01%
|
DUE
|
12/28/2070
|
|
250
|
|
SMB PRIVATE EDUCATION LOAN TRU
|
Asset-backed security
|
4.21%
|
DUE
|
05/17/2032
|
|
256
|
|
SMB PRIVATE EDUCATION LOAN TRU
|
Asset-backed security
|
4.41%
|
DUE
|
08/16/2032
|
|
309
|
|
SMB PRIVATE EDUCATION LOAN TRU
|
Asset-backed security
|
3.56%
|
DUE
|
09/15/2034
|
|
145
|
|
SMB PRIVATE EDUCATION LOAN TRU
|
Asset-backed security
|
3.56%
|
DUE
|
09/15/2034
|
|
582
|
|
SIERRA RECEIVABLES FUNDING CO
|
Asset-backed security
|
3.94%
|
DUE
|
06/20/2035
|
|
95
|
|
SLM STUDENT LOAN TRUST
|
Asset-backed security
|
3.24%
|
DUE
|
10/25/2040
|
|
697
|
|
SLM STUDENT LOAN TRUST
|
Asset-backed security
|
3.24%
|
DUE
|
10/25/2040
|
|
1,791
|
|
SMB PRIVATE EDUCATION LOAN TRU
|
Asset-backed security
|
3.21%
|
DUE
|
10/15/2035
|
|
288
|
|
STORE MASTER FUNDING LLC
|
Asset-backed security
|
4.29%
|
DUE
|
10/20/2048
|
|
389
|
|
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
|
|
240
|
|
TACO BELL FUNDING LLC
|
Asset-backed security
|
4.99%
|
DUE
|
11/25/2048
|
|
152
|
|
TAL ADVANTAGE LLC
|
Asset-backed security
|
4.50%
|
DUE
|
04/20/2042
|
|
196
|
|
TEXTAINER MARINE CONTAINERS
|
Asset-backed security
|
4.11%
|
DUE
|
08/20/2043
|
|
1,468
|
|
TRAFIGURA SECURITISATION FINAN
|
Asset-backed security
|
3.19%
|
DUE
|
03/15/2022
|
|
970
|
|
TRINITY RAIL LEASING L P
|
Asset-backed security
|
5.19%
|
DUE
|
10/16/2040
|
|
814
|
|
TRINITY RAIL LEASING L P
|
Asset-backed security
|
5.19%
|
DUE
|
10/16/2040
|
|
178
|
|
TRINITY RAIL LEASING L P
|
Asset-backed security
|
4.62%
|
DUE
|
06/17/2048
|
|
276
|
|
TRITON CONTAINER FINANCE LLC
|
Asset-backed security
|
3.52%
|
DUE
|
06/20/2042
|
|
84
|
|
VSE VOI MORTGAGE LLC
|
Asset-backed security
|
3.56%
|
DUE
|
02/20/2036
|
|
468
|
|
VIVINT SOLAR FINANCING LLC
|
Asset-backed security
|
4.73%
|
DUE
|
04/30/2048
|
|
333
|
|
WILLIS ENGINE SECURITIZATION
|
Asset-backed security
|
4.75%
|
DUE
|
09/15/2043
|
|
264
|
|
AVENTURA MALL TRUST
|
Collateralized Mortgage
Obligation
|
4.11%
|
DUE
|
07/05/2040
|
|
779
|
|
AVENTURA MALL TRUST
|
Collateralized Mortgage
Obligation
|
4.11%
|
DUE
|
07/05/2040
|
|
999
|
|
BARCLAYS COMMERCIAL MORTGAGE S
|
Collateralized Mortgage
Obligation
|
4.27%
|
DUE
|
08/05/2038
|
|
254
|
|
BARCLAYS COMMERCIAL MORTGAGE S
|
Collateralized Mortgage
Obligation
|
4.27%
|
DUE
|
08/05/2038
|
|
229
|
|
BARCLAYS COMMERCIAL MORTGAGE S
|
Collateralized Mortgage
Obligation
|
4.27%
|
DUE
|
08/05/2038
|
|
797
|
|
BARCLAYS COMMERCIAL MORTGAGE S
|
Collateralized Mortgage
Obligation
|
4.27%
|
DUE
|
08/05/2038
|
|
120
|
|
BARCLAYS COMMERCIAL MORTGAGE S
|
Collateralized Mortgage
Obligation
|
4.27%
|
DUE
|
08/05/2038
|
|
127
|
|
BANC OF AMERICA MERRILL LYNCH
|
Collateralized Mortgage
Obligation
|
4.09%
|
DUE
|
08/10/2038
|
|
457
|
|
BANC OF AMERICA MERRILL LYNCH
|
Collateralized Mortgage
Obligation
|
3.62%
|
DUE
|
09/15/2034
|
|
319
|
|
BX TRUST
|
Collateralized Mortgage
Obligation
|
4.16%
|
DUE
|
11/15/2035
|
|
652
|
|
BANK
|
Collateralized Mortgage
Obligation
|
4.60%
|
DUE
|
09/15/2060
|
|
307
|
|
CD COMMERCIAL MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
4.56%
|
DUE
|
02/10/2050
|
|
1,625
|
|
CFCRE COMMERCIAL MORTGAGE TRUS
|
Collateralized Mortgage
Obligation
|
3.22%
|
DUE
|
11/10/2049
|
|
388
|
|
COMM 2014 UBS2
|
Collateralized Mortgage
Obligation
|
4.70%
|
DUE
|
03/10/2047
|
|
513
|
|
COMM MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
4.51%
|
DUE
|
09/10/2047
|
|
385
|
|
COMMERCIAL MORTGAGE PASS THROU
|
Collateralized Mortgage
Obligation
|
4.12%
|
DUE
|
03/10/2048
|
|
486
|
|
DEEPHAVEN RESIDENTIAL MORTGAGE
|
Collateralized Mortgage
Obligation
|
4.28%
|
DUE
|
10/25/2058
|
|
703
|
|
FNMA CONNECTICUT AVENUE SECUR
|
Collateralized Mortgage
Obligation
|
3.81%
|
DUE
|
04/25/2029
|
|
148
|
|
GS MORTGAGE SECURITIES TRUST
|
Collateralized Mortgage
Obligation
|
4.30%
|
DUE
|
03/10/2050
|
|
1,687
|
|
JP MORGAN CHASE
|
Collateralized Mortgage
Obligation
|
4.57%
|
DUE
|
08/15/2046
|
|
562
|
|
JPMBB COMMERCIAL MORTGAGE SECU
|
Collateralized Mortgage
Obligation
|
4.74%
|
DUE
|
03/15/2049
|
|
340
|
|
JP MORGAN MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.50%
|
DUE
|
01/25/2047
|
|
253
|
|
JP MORGAN MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.50%
|
DUE
|
06/25/2048
|
|
351
|
|
JP MORGAN MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.00%
|
DUE
|
11/25/2047
|
|
265
|
|
JP MORGAN MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.50%
|
DUE
|
10/25/2048
|
|
450
|
|
JP MORGAN MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.50%
|
DUE
|
01/25/2048
|
|
514
|
|
JP MORGAN MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.50%
|
DUE
|
04/25/2048
|
|
526
|
|
STATION PLACE SECURITIZATION T
|
Collateralized Mortgage
Obligation
|
3.31%
|
DUE
|
11/25/2050
|
|
199
|
|
MSCG TRUST
|
Collateralized Mortgage
Obligation
|
3.54%
|
DUE
|
10/15/2028
|
|
306
|
|
MORGAN STANLEY CAPITAL I TRUST
|
Collateralized Mortgage
Obligation
|
4.62%
|
DUE
|
07/15/2051
|
|
142
|
|
SOFI MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
3.00%
|
DUE
|
11/25/2046
|
|
421
|
|
SEQUOIA MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
4.00%
|
DUE
|
06/25/2048
|
|
588
|
|
SEQUOIA MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
4.00%
|
DUE
|
10/25/2048
|
|
495
|
|
SEQUOIA MORTGAGE TRUST
|
Collateralized Mortgage
Obligation
|
4.00%
|
DUE
|
09/25/2048
|
|
447
|
|
SHELLPOINT CO ORIGINATOR TRUST
|
Collateralized Mortgage
Obligation
|
3.00%
|
DUE
|
10/25/2031
|
|
289
|
|
VELOCITY COMMERCIAL CAPITAL LO
|
Collateralized Mortgage
Obligation
|
3.00%
|
DUE
|
10/25/2046
|
|
85
|
|
WELLS FARGO COMMERCIAL MORTGAG
|
Collateralized Mortgage
Obligation
|
4.40%
|
DUE
|
06/15/2051
|
|
271
|
|
WELLS FARGO COMMERCIAL MORTGAG
|
Collateralized Mortgage
Obligation
|
4.56%
|
DUE
|
06/15/2051
|
|
62
|
|
AVANGRID INC
|
Commercial Paper
|
0.00%
|
DUE
|
01/10/2019
|
|
2,498
|
|
BELL CANADA
|
Commercial Paper
|
0.00%
|
DUE
|
02/19/2019
|
|
2,490
|
|
BNP PARIBAS NEW YORK
|
Commercial Paper
|
0.00%
|
DUE
|
12/31/2018
|
|
3,500
|
|
CBS CORP NEW
|
Commercial Paper
|
0.00%
|
DUE
|
01/29/2019
|
|
499
|
|
CVS CORP
|
Commercial Paper
|
0.00%
|
DUE
|
01/02/2019
|
|
2,100
|
|
ENTERGY CORPORATION
|
Commercial Paper
|
0.00%
|
DUE
|
02/26/2019
|
|
2,986
|
|
FMC TECHNOLOGIES INC
|
Commercial Paper
|
0.00%
|
DUE
|
02/11/2019
|
|
2,990
|
|
FIRST ABU DHABI BANK PJSC
|
Commercial Paper
|
0.00%
|
DUE
|
01/04/2019
|
|
3,499
|
|
FLORIDA PWR LGT CO
|
Commercial Paper
|
0.00%
|
DUE
|
02/07/2019
|
|
2,991
|
|
HARLEY-DAVIDSON FINANCIAL SERV
|
Commercial Paper
|
0.00%
|
DUE
|
03/04/2019
|
|
2,487
|
|
HYUNDAI CAPITAL AMERICA
|
Commercial Paper
|
0.00%
|
DUE
|
01/03/2019
|
|
3,499
|
|
JM SMUCKER
|
Commercial Paper
|
0.00%
|
DUE
|
01/02/2019
|
|
3,500
|
|
LYONDELLBASELL INVEST
|
Commercial Paper
|
0.00%
|
DUE
|
01/22/2019
|
|
3,494
|
|
MARRIOTT INTERNATION
|
Commercial Paper
|
0.00%
|
DUE
|
01/15/2019
|
|
3,496
|
|
MONDELEZ INTL INC
|
Commercial Paper
|
0.00%
|
DUE
|
02/08/2019
|
|
2,991
|
|
NATIONAL GRID USA
|
Commercial Paper
|
0.00%
|
DUE
|
02/14/2019
|
|
2,990
|
|
PUBLIC SEVC ENT GR
|
Commercial Paper
|
0.00%
|
DUE
|
01/22/2019
|
|
3,145
|
|
ROGERS COMMUNICATIONS
|
Commercial Paper
|
0.00%
|
DUE
|
01/04/2019
|
|
2,999
|
|
RYDER SYSTEM INC
|
Commercial Paper
|
0.00%
|
DUE
|
01/28/2019
|
|
3,492
|
|
SPECTRA ENERGY PARTNERS
|
Commercial Paper
|
0.00%
|
DUE
|
01/08/2019
|
|
3,498
|
|
STANLEY WORKS THE
|
Commercial Paper
|
0.00%
|
DUE
|
01/03/2019
|
|
2,500
|
|
TYCO INTERNATIONAL HOLDING SAR
|
Commercial Paper
|
0.00%
|
DUE
|
01/02/2019
|
|
3,500
|
|
TYSON FOODS INC
|
Commercial Paper
|
0.00%
|
DUE
|
01/04/2019
|
|
2,999
|
|
WALGREENS BOOTS
|
Commercial Paper
|
0.00%
|
DUE
|
01/09/2019
|
|
2,274
|
|
ABM AMBRO BANK NV
|
Corporate Bond
|
3.40%
|
DUE
|
08/27/2021
|
|
1,697
|
|
ADT CORP
|
Corporate Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
68
|
|
ADT CORP
|
Corporate Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
41
|
|
ADT CORP
|
Corporate Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
94
|
|
ADT CORP
|
Corporate Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
41
|
|
ADT CORP
|
Corporate Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
107
|
|
ADT CORP
|
Corporate Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
22
|
|
ADT CORP
|
Corporate Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
96
|
|
ADT CORP
|
Corporate Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
54
|
|
ADT CORP
|
Corporate Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
20
|
|
ADT CORP
|
Corporate Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
60
|
|
ADT CORP
|
Corporate Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
24
|
|
ADT CORP
|
Corporate Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
17
|
|
ADT CORP
|
Corporate Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
25
|
|
ADT CORP
|
Corporate Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
24
|
|
ADT CORP
|
Corporate Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
131
|
|
ADT CORP
|
Corporate Bond
|
6.25%
|
DUE
|
10/15/2021
|
|
862
|
|
AT&T INC
|
Corporate Bond
|
4.75%
|
DUE
|
05/15/2046
|
|
200
|
|
AT&T INC
|
Corporate Bond
|
4.75%
|
DUE
|
05/15/2046
|
|
266
|
|
AT&T INC
|
Corporate Bond
|
4.75%
|
DUE
|
05/15/2046
|
|
69
|
|
AT&T INC
|
Corporate Bond
|
4.75%
|
DUE
|
05/15/2046
|
|
44
|
|
AT&T INC
|
Corporate Bond
|
4.75%
|
DUE
|
05/15/2046
|
|
311
|
|
AT&T INC
|
Corporate Bond
|
4.75%
|
DUE
|
05/15/2046
|
|
43
|
|
AT&T INC
|
Corporate Bond
|
5.25%
|
DUE
|
03/01/2037
|
|
147
|
|
AT&T INC
|
Corporate Bond
|
5.25%
|
DUE
|
03/01/2037
|
|
98
|
|
ABBVIE INC
|
Corporate Bond
|
2.90%
|
DUE
|
11/06/2022
|
|
243
|
|
ABBVIE INC
|
Corporate Bond
|
4.70%
|
DUE
|
05/14/2045
|
|
182
|
|
ABBVIE INC
|
Corporate Bond
|
4.70%
|
DUE
|
05/14/2045
|
|
114
|
|
ABBVIE INC
|
Corporate Bond
|
4.70%
|
DUE
|
05/14/2045
|
|
205
|
|
ADVOCATE HEALTH CORP
|
Corporate Bond
|
3.83%
|
DUE
|
08/15/2028
|
|
288
|
|
AERCAP IRELAND CAPITAL LTD
|
Corporate Bond
|
4.50%
|
DUE
|
05/15/2021
|
|
351
|
|
AERCAP IRELAND CAPITAL LTD
|
Corporate Bond
|
4.50%
|
DUE
|
05/15/2021
|
|
677
|
|
AERCAP IRELAND CAPITAL LTD
|
Corporate Bond
|
4.50%
|
DUE
|
05/15/2021
|
|
527
|
|
AERCAP IRELAND CAP GLOBA
|
Corporate Bond
|
3.65%
|
DUE
|
07/21/2027
|
|
217
|
|
AERCAP IRELAND CAP GLOBA
|
Corporate Bond
|
3.65%
|
DUE
|
07/21/2027
|
|
130
|
|
AERCAP IRELAND CAP GLOBA
|
Corporate Bond
|
3.88%
|
DUE
|
01/23/2028
|
|
724
|
|
AERCAP IRELAND CAP GLOBA
|
Corporate Bond
|
3.88%
|
DUE
|
01/23/2028
|
|
371
|
|
AFFILIATED MANAGERS GROUP INC
|
Corporate Bond
|
4.25%
|
DUE
|
02/15/2024
|
|
153
|
|
AFFILIATED MANAGERS GROUP INC
|
Corporate Bond
|
4.25%
|
DUE
|
02/15/2024
|
|
765
|
|
AIR LEASE CORP
|
Corporate Bond
|
3.62%
|
DUE
|
04/01/2027
|
|
94
|
|
AIR LEASE CORP
|
Corporate Bond
|
3.62%
|
DUE
|
04/01/2027
|
|
537
|
|
AIRCASTLE LTD
|
Corporate Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
502
|
|
AIRCASTLE LTD
|
Corporate Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
52
|
|
AIRCASTLE LTD
|
Corporate Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
109
|
|
AIRCASTLE LTD
|
Corporate Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
53
|
|
AIRCASTLE LTD
|
Corporate Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
86
|
|
AIRCASTLE LTD
|
Corporate Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
66
|
|
AIRCASTLE LTD
|
Corporate Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
88
|
|
AIRCASTLE LTD
|
Corporate Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
65
|
|
AIRCASTLE LTD
|
Corporate Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
48
|
|
AIRCASTLE LTD
|
Corporate Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
8
|
|
AIRCASTLE LTD
|
Corporate Bond
|
5.00%
|
DUE
|
04/01/2023
|
|
502
|
|
AIRCASTLE LTD
|
Corporate Bond
|
4.40%
|
DUE
|
09/25/2023
|
|
280
|
|
ALLSTATE CORP
|
Corporate Bond
|
5.75%
|
DUE
|
08/15/2053
|
|
293
|
|
ALLSTATE CORP
|
Corporate Bond
|
5.75%
|
DUE
|
08/15/2053
|
|
463
|
|
ALLSTATE CORP
|
Corporate Bond
|
5.75%
|
DUE
|
08/15/2053
|
|
390
|
|
ALLSTATE CORP
|
Corporate Bond
|
5.75%
|
DUE
|
08/15/2053
|
|
167
|
|
ALLSTATE CORP
|
Corporate Bond
|
5.75%
|
DUE
|
08/15/2053
|
|
54
|
|
ALLSTATE CORP
|
Corporate Bond
|
5.75%
|
DUE
|
08/15/2053
|
|
145
|
|
ALLY FINANCIAL INC
|
Corporate Bond
|
5.12%
|
DUE
|
09/30/2024
|
|
496
|
|
ALLY FINANCIAL INC
|
Corporate Bond
|
5.12%
|
DUE
|
09/30/2024
|
|
372
|
|
ALLY FINANCIAL INC
|
Corporate Bond
|
4.12%
|
DUE
|
03/30/2020
|
|
297
|
|
ALLY FINANCIAL INC
|
Corporate Bond
|
4.12%
|
DUE
|
03/30/2020
|
|
222
|
|
AMAZON.COM INC
|
Corporate Bond
|
4.05%
|
DUE
|
08/22/2047
|
|
308
|
|
AMCOR FINANCE USA INC
|
Corporate Bond
|
3.62%
|
DUE
|
04/28/2026
|
|
237
|
|
AMCOR FINANCE USA INC
|
Corporate Bond
|
3.62%
|
DUE
|
04/28/2026
|
|
229
|
|
AMCOR FINANCE USA INC
|
Corporate Bond
|
3.62%
|
DUE
|
04/28/2026
|
|
379
|
|
AMERICAN AIRLINES GROUP INC
|
Corporate Bond
|
5.50%
|
DUE
|
10/01/2019
|
|
83
|
|
AMERICAN AIRLINES GROUP INC
|
Corporate Bond
|
5.50%
|
DUE
|
10/01/2019
|
|
167
|
|
AMERICAN AIRLINES GROUP INC
|
Corporate Bond
|
5.50%
|
DUE
|
10/01/2019
|
|
576
|
|
AMERICAN AIRLINES GROUP INC
|
Corporate Bond
|
5.50%
|
DUE
|
10/01/2019
|
|
201
|
|
AMERICAN AIRLINES GROUP INC
|
Corporate Bond
|
5.50%
|
DUE
|
10/01/2019
|
|
12
|
|
AMERICAN AIRLINES GROUP INC
|
Corporate Bond
|
5.50%
|
DUE
|
10/01/2019
|
|
17
|
|
AMERICAN AIRLINES GROUP INC
|
Corporate Bond
|
5.50%
|
DUE
|
10/01/2019
|
|
10
|
|
AMERICAN AIRLINES GROUP INC
|
Corporate Bond
|
5.50%
|
DUE
|
10/01/2019
|
|
3
|
|
AMERICAN AIRLINES GROUP INC
|
Corporate Bond
|
5.50%
|
DUE
|
10/01/2019
|
|
14
|
|
AMERICAN AIRLINES GROUP INC
|
Corporate Bond
|
5.50%
|
DUE
|
10/01/2019
|
|
95
|
|
AMERICAN AIRLINES GROUP INC
|
Corporate Bond
|
5.50%
|
DUE
|
10/01/2019
|
|
14
|
|
AMERICAN AIRLINES GROUP INC
|
Corporate Bond
|
5.50%
|
DUE
|
10/01/2019
|
|
52
|
|
AMERICAN AIRLINES GROUP INC
|
Corporate Bond
|
5.50%
|
DUE
|
10/01/2019
|
|
10
|
|
AMERICAN AIRLINES GROUP INC
|
Corporate Bond
|
5.50%
|
DUE
|
10/01/2019
|
|
96
|
|
AMERICAN AIRLINES GROUP INC
|
Corporate Bond
|
5.50%
|
DUE
|
10/01/2019
|
|
112
|
|
AMERICAN AIRLINES GROUP INC
|
Corporate Bond
|
5.50%
|
DUE
|
10/01/2019
|
|
9
|
|
AMERICAN AIRLINES GROUP INC
|
Corporate Bond
|
5.50%
|
DUE
|
10/01/2019
|
|
6
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate Bond
|
4.50%
|
DUE
|
07/16/2044
|
|
85
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate Bond
|
4.50%
|
DUE
|
07/16/2044
|
|
89
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate Bond
|
4.50%
|
DUE
|
07/16/2044
|
|
178
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate Bond
|
4.50%
|
DUE
|
07/16/2044
|
|
178
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate Bond
|
4.20%
|
DUE
|
04/01/2028
|
|
275
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate Bond
|
4.20%
|
DUE
|
04/01/2028
|
|
145
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate Bond
|
5.75%
|
DUE
|
04/01/2048
|
|
191
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate Bond
|
5.75%
|
DUE
|
04/01/2048
|
|
76
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate Bond
|
5.75%
|
DUE
|
04/01/2048
|
|
11
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate Bond
|
5.75%
|
DUE
|
04/01/2048
|
|
131
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate Bond
|
5.75%
|
DUE
|
04/01/2048
|
|
127
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate Bond
|
5.75%
|
DUE
|
04/01/2048
|
|
47
|
|
AMERICAN TOWER TRUST
|
Corporate Bond
|
3.65%
|
DUE
|
03/23/2048
|
|
230
|
|
AMERICAN TOWER CORP
|
Corporate Bond
|
3.50%
|
DUE
|
01/31/2023
|
|
491
|
|
AMGEN INC
|
Corporate Bond
|
5.65%
|
DUE
|
06/15/2042
|
|
112
|
|
AMGEN INC
|
Corporate Bond
|
5.65%
|
DUE
|
06/15/2042
|
|
112
|
|
ANADARKO PETROLEUM CORP
|
Corporate Bond
|
6.45%
|
DUE
|
09/15/2036
|
|
108
|
|
ANADARKO PETROLEUM CORP
|
Corporate Bond
|
6.45%
|
DUE
|
09/15/2036
|
|
378
|
|
ANADARKO PETROLEUM CORP
|
Corporate Bond
|
6.45%
|
DUE
|
09/15/2036
|
|
297
|
|
ANADARKO PETROLEUM CORP
|
Corporate Bond
|
5.55%
|
DUE
|
03/15/2026
|
|
288
|
|
ANADARKO PETROLEUM CORP
|
Corporate Bond
|
5.55%
|
DUE
|
03/15/2026
|
|
209
|
|
ANDEAVOR LOGISTICS LP
|
Corporate Bond
|
6.88%
|
DUE
|
01/30/3100
|
|
289
|
|
ANHEUSER-BUSCH INBEV WORLD
|
Corporate Bond
|
8.20%
|
DUE
|
01/15/2039
|
|
109
|
|
ANHEUSER-BUSCH INBEV WORLD
|
Corporate Bond
|
8.20%
|
DUE
|
01/15/2039
|
|
85
|
|
ANHEUSER-BUSCH INBEV WORLD
|
Corporate Bond
|
8.20%
|
DUE
|
01/15/2039
|
|
333
|
|
ANHEUSER-BUSCH INBEV WORLD
|
Corporate Bond
|
8.20%
|
DUE
|
01/15/2039
|
|
289
|
|
ANHEUSER-BUSCH INBEV WOR
|
Corporate Bond
|
4.60%
|
DUE
|
04/15/2048
|
|
229
|
|
ANHEUSER-BUSCH INBEV WOR
|
Corporate Bond
|
4.60%
|
DUE
|
04/15/2048
|
|
134
|
|
ANTARES HOLDINGS
|
Corporate Bond
|
6.00%
|
DUE
|
08/15/2023
|
|
544
|
|
ANTARES HOLDINGS
|
Corporate Bond
|
6.00%
|
DUE
|
08/15/2023
|
|
297
|
|
ANTERO RESOURCES FINANCE CORP
|
Corporate Bond
|
5.38%
|
DUE
|
11/01/2021
|
|
217
|
|
ANTERO RESOURCES FINANCE CORP
|
Corporate Bond
|
5.38%
|
DUE
|
11/01/2021
|
|
54
|
|
ANTERO RESOURCES FINANCE CORP
|
Corporate Bond
|
5.38%
|
DUE
|
11/01/2021
|
|
65
|
|
APPLE INC
|
Corporate Bond
|
3.85%
|
DUE
|
05/04/2043
|
|
104
|
|
APPLE INC
|
Corporate Bond
|
3.85%
|
DUE
|
05/04/2043
|
|
95
|
|
ARCH CAPITAL GROUP US INC
|
Corporate Bond
|
5.14%
|
DUE
|
11/01/2043
|
|
209
|
|
ARCELORMITTAL
|
Corporate Bond
|
5.25%
|
DUE
|
08/05/2020
|
|
254
|
|
ARCELORMITTAL
|
Corporate Bond
|
5.25%
|
DUE
|
08/05/2020
|
|
69
|
|
ARCELORMITTAL
|
Corporate Bond
|
5.25%
|
DUE
|
08/05/2020
|
|
16
|
|
ARCELORMITTAL
|
Corporate Bond
|
5.25%
|
DUE
|
08/05/2020
|
|
660
|
|
ARCH CAPITAL FINANCE LLC
|
Corporate Bond
|
5.03%
|
DUE
|
12/15/2046
|
|
84
|
|
ARCH CAPITAL FINANCE LLC
|
Corporate Bond
|
5.03%
|
DUE
|
12/15/2046
|
|
104
|
|
ARES CAPITAL CORP
|
Corporate Bond
|
3.88%
|
DUE
|
01/15/2020
|
|
351
|
|
ARES CAPITAL CORP
|
Corporate Bond
|
3.88%
|
DUE
|
01/15/2020
|
|
276
|
|
ARES CAPITAL CORP
|
Corporate Bond
|
3.50%
|
DUE
|
02/10/2023
|
|
1,017
|
|
ARES CAPITAL CORP
|
Corporate Bond
|
3.50%
|
DUE
|
02/10/2023
|
|
570
|
|
ARROW ELECTRONICS INC
|
Corporate Bond
|
4.50%
|
DUE
|
03/01/2023
|
|
279
|
|
ARROW ELECTRONICS INC
|
Corporate Bond
|
4.50%
|
DUE
|
03/01/2023
|
|
152
|
|
ASSOC BANC CORP
|
Corporate Bond
|
2.75%
|
DUE
|
11/15/2019
|
|
95
|
|
ASSOC BANC CORP
|
Corporate Bond
|
2.75%
|
DUE
|
11/15/2019
|
|
100
|
|
ASSOCIATED BANC CORP
|
Corporate Bond
|
4.25%
|
DUE
|
01/15/2025
|
|
251
|
|
ASSOCIATED BANC CORP
|
Corporate Bond
|
4.25%
|
DUE
|
01/15/2025
|
|
151
|
|
ATHENE HOLDING LTD
|
Corporate Bond
|
4.12%
|
DUE
|
01/12/2028
|
|
322
|
|
ATHENE HOLDING LTD
|
Corporate Bond
|
4.12%
|
DUE
|
01/12/2028
|
|
195
|
|
ATHENE HOLDING LTD
|
Corporate Bond
|
4.12%
|
DUE
|
01/12/2028
|
|
78
|
|
ATHENE HOLDING LTD
|
Corporate Bond
|
4.12%
|
DUE
|
01/12/2028
|
|
126
|
|
ATHENE HOLDING LTD
|
Corporate Bond
|
4.12%
|
DUE
|
01/12/2028
|
|
64
|
|
ATHENE HOLDING LTD
|
Corporate Bond
|
4.12%
|
DUE
|
01/12/2028
|
|
73
|
|
ATHENE HOLDING LTD
|
Corporate Bond
|
4.12%
|
DUE
|
01/12/2028
|
|
908
|
|
AVIATION CAPITAL GROUP
|
Corporate Bond
|
3.88%
|
DUE
|
05/01/2023
|
|
534
|
|
AVIATION CAPITAL GROUP
|
Corporate Bond
|
3.88%
|
DUE
|
05/01/2023
|
|
294
|
|
AXIS SPECIALTY FINANCE PLC
|
Corporate Bond
|
4.00%
|
DUE
|
12/06/2027
|
|
273
|
|
AXIS SPECIALTY FINANCE PLC
|
Corporate Bond
|
4.00%
|
DUE
|
12/06/2027
|
|
144
|
|
AXIS SPECIALTY FINANCE PLC
|
Corporate Bond
|
4.00%
|
DUE
|
12/06/2027
|
|
311
|
|
BAT CAPITAL CORP
|
Corporate Bond
|
3.56%
|
DUE
|
08/15/2027
|
|
311
|
|
BPCE SA
|
Corporate Bond
|
3.50%
|
DUE
|
10/23/2027
|
|
409
|
|
BPCE SA
|
Corporate Bond
|
3.50%
|
DUE
|
10/23/2027
|
|
318
|
|
BAKER HUGHES LLC CO OBL
|
Corporate Bond
|
3.34%
|
DUE
|
12/15/2027
|
|
94
|
|
BANCO SANTANDER SA
|
Corporate Bond
|
4.25%
|
DUE
|
04/11/2027
|
|
187
|
|
BANCO SANTANDER SA
|
Corporate Bond
|
3.12%
|
DUE
|
02/23/2023
|
|
378
|
|
BANCO SANTANDER SA
|
Corporate Bond
|
3.12%
|
DUE
|
02/23/2023
|
|
189
|
|
BANK OF AMERICA CORP
|
Corporate Bond
|
5.00%
|
DUE
|
01/21/2044
|
|
98
|
|
BANK OF AMERICA CORP
|
Corporate Bond
|
5.00%
|
DUE
|
01/21/2044
|
|
248
|
|
BANK OF AMERICA CORP
|
Corporate Bond
|
5.00%
|
DUE
|
01/21/2044
|
|
181
|
|
BANK OF AMERICA CORP
|
Corporate Bond
|
4.00%
|
DUE
|
01/22/2025
|
|
244
|
|
BANK OF AMERICA CORP
|
Corporate Bond
|
4.00%
|
DUE
|
01/22/2025
|
|
146
|
|
BANK OF AMERICA CORP
|
Corporate Bond
|
4.18%
|
DUE
|
11/25/2027
|
|
245
|
|
BANK OF AMERICA CORP
|
Corporate Bond
|
4.18%
|
DUE
|
11/25/2027
|
|
264
|
|
BANK OF AMERICA CORP
|
Corporate Bond
|
4.18%
|
DUE
|
11/25/2027
|
|
312
|
|
BANK OF AMERICA CORP
|
Corporate Bond
|
3.12%
|
DUE
|
01/20/2023
|
|
251
|
|
BANK OF AMERICA CORP
|
Corporate Bond
|
3.12%
|
DUE
|
01/20/2023
|
|
182
|
|
BANK OF AMERICA CORP
|
Corporate Bond
|
4.24%
|
DUE
|
04/24/2038
|
|
128
|
|
BANK OF AMERICA CORP
|
Corporate Bond
|
4.24%
|
DUE
|
04/24/2038
|
|
143
|
|
BANK OF MONTREAL
|
Corporate Bond
|
3.80%
|
DUE
|
12/15/2032
|
|
245
|
|
BANK OF MONTREAL
|
Corporate Bond
|
3.80%
|
DUE
|
12/15/2032
|
|
139
|
|
BANK OF NOVA SCOTIA
|
Corporate Bond
|
4.50%
|
DUE
|
12/16/2025
|
|
110
|
|
BANK OF NOVA SCOTIA
|
Corporate Bond
|
4.50%
|
DUE
|
12/16/2025
|
|
398
|
|
BANK OF NOVA SCOTIA
|
Corporate Bond
|
4.50%
|
DUE
|
12/16/2025
|
|
498
|
|
BANK OF NOVA SCOTIA
|
Corporate Bond
|
4.50%
|
DUE
|
12/16/2025
|
|
523
|
|
BANK OF NOVA SCOTIA
|
Corporate Bond
|
4.65%
|
DUE
|
01/30/3100
|
|
178
|
|
BANK OF NOVA SCOTIA
|
Corporate Bond
|
4.65%
|
DUE
|
01/30/3100
|
|
120
|
|
BANK OF NOVA SCOTIA
|
Corporate Bond
|
4.65%
|
DUE
|
01/30/3100
|
|
96
|
|
BANK OF NOVA SCOTIA
|
Corporate Bond
|
4.65%
|
DUE
|
01/30/3100
|
|
347
|
|
BARCLAYS PLC
|
Corporate Bond
|
4.38%
|
DUE
|
09/11/2024
|
|
330
|
|
BARCLAYS PLC
|
Corporate Bond
|
4.34%
|
DUE
|
01/10/2028
|
|
185
|
|
BARCLAYS PLC
|
Corporate Bond
|
4.34%
|
DUE
|
01/10/2028
|
|
278
|
|
BARCLAYS PLC
|
Corporate Bond
|
4.34%
|
DUE
|
01/10/2028
|
|
347
|
|
BARCLAYS PLC
|
Corporate Bond
|
4.01%
|
DUE
|
05/16/2024
|
|
362
|
|
BARCLAYS PLC
|
Corporate Bond
|
4.01%
|
DUE
|
05/16/2024
|
|
190
|
|
BAXALTA INC
|
Corporate Bond
|
4.00%
|
DUE
|
06/23/2025
|
|
244
|
|
BAYER US FINANCE II LLC
|
Corporate Bond
|
4.25%
|
DUE
|
12/15/2025
|
|
214
|
|
BAYER US FINANCE II LLC
|
Corporate Bond
|
4.62%
|
DUE
|
06/25/2038
|
|
204
|
|
BAYER US FIN
|
Corporate Bond
|
4.40%
|
DUE
|
07/15/2044
|
|
261
|
|
BECTON DICKINSON & CO
|
Corporate Bond
|
4.68%
|
DUE
|
12/15/2044
|
|
66
|
|
BECTON DICKINSON & CO
|
Corporate Bond
|
4.68%
|
DUE
|
12/15/2044
|
|
94
|
|
BECTON DICKINSON & CO
|
Corporate Bond
|
3.70%
|
DUE
|
06/06/2027
|
|
137
|
|
BECTON DICKINSON & CO
|
Corporate Bond
|
3.70%
|
DUE
|
06/06/2027
|
|
95
|
|
BROWN & BROWN INC
|
Corporate Bond
|
4.20%
|
DUE
|
09/15/2024
|
|
249
|
|
BROWN & BROWN INC
|
Corporate Bond
|
4.20%
|
DUE
|
09/15/2024
|
|
259
|
|
BROWN & BROWN INC
|
Corporate Bond
|
4.20%
|
DUE
|
09/15/2024
|
|
323
|
|
BUILDING MATERIALS CORP
|
Corporate Bond
|
5.38%
|
DUE
|
11/15/2024
|
|
106
|
|
BUILDING MATERIALS CORP
|
Corporate Bond
|
5.38%
|
DUE
|
11/15/2024
|
|
25
|
|
BUNGE LTD FINANCE CORP
|
Corporate Bond
|
3.25%
|
DUE
|
08/15/2026
|
|
79
|
|
BUNGE LTD FINANCE CORP
|
Corporate Bond
|
3.25%
|
DUE
|
08/15/2026
|
|
241
|
|
BUNGE LTD FINANCE CORP
|
Corporate Bond
|
3.25%
|
DUE
|
08/15/2026
|
|
175
|
|
BUNGE LTD FINANCE CORP
|
Corporate Bond
|
3.25%
|
DUE
|
08/15/2026
|
|
285
|
|
BUNGE LTD FINANCE CORP
|
Corporate Bond
|
3.25%
|
DUE
|
08/15/2026
|
|
19
|
|
BUNGE LTD FINANCE CORP
|
Corporate Bond
|
3.25%
|
DUE
|
08/15/2026
|
|
21
|
|
BUNGE LTD FINANCE CORP
|
Corporate Bond
|
3.25%
|
DUE
|
08/15/2026
|
|
60
|
|
BUNGE LTD FINANCE CORP
|
Corporate Bond
|
4.35%
|
DUE
|
03/15/2024
|
|
123
|
|
BURLINGTON NORTH SANTA FE
|
Corporate Bond
|
4.90%
|
DUE
|
04/01/2044
|
|
140
|
|
BURLINGTON NORTH SANTA FE
|
Corporate Bond
|
4.90%
|
DUE
|
04/01/2044
|
|
108
|
|
CCO HOLDINGS LLC/CAP CORP
|
Corporate Bond
|
5.12%
|
DUE
|
05/01/2027
|
|
129
|
|
CCO HOLDINGS LLC/CAP CORP
|
Corporate Bond
|
5.12%
|
DUE
|
05/01/2027
|
|
24
|
|
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
|
|
13
|
|
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
|
|
6
|
|
CCO HOLDINGS LLC/CAP CORP
|
Corporate Bond
|
5.12%
|
DUE
|
05/01/2027
|
|
116
|
|
CIT GROUP INC
|
Corporate Bond
|
4.75%
|
DUE
|
02/16/2024
|
|
587
|
|
CNH INDUSTRIAL CAP LLC
|
Corporate Bond
|
3.88%
|
DUE
|
10/15/2021
|
|
596
|
|
CNH INDUSTRIAL CAP LLC
|
Corporate Bond
|
3.88%
|
DUE
|
10/15/2021
|
|
226
|
|
CNH INDUSTRIAL CAP LLC
|
Corporate Bond
|
3.88%
|
DUE
|
10/15/2021
|
|
412
|
|
CNA FINANCIAL CORP
|
Corporate Bond
|
7.25%
|
DUE
|
11/15/2023
|
|
414
|
|
CNA FINANCIAL CORP
|
Corporate Bond
|
3.45%
|
DUE
|
08/15/2027
|
|
181
|
|
CNO FINANCIAL GROUP INC
|
Corporate Bond
|
5.25%
|
DUE
|
05/30/2025
|
|
238
|
|
CNO FINANCIAL GROUP INC
|
Corporate Bond
|
5.25%
|
DUE
|
05/30/2025
|
|
10
|
|
CRH AMERICA FINANCE INC
|
Corporate Bond
|
3.95%
|
DUE
|
04/04/2028
|
|
334
|
|
CSX CORP
|
Corporate Bond
|
5.50%
|
DUE
|
04/15/2041
|
|
194
|
|
CSX CORP
|
Corporate Bond
|
5.50%
|
DUE
|
04/15/2041
|
|
139
|
|
CSX CORP
|
Corporate Bond
|
4.75%
|
DUE
|
11/15/2048
|
|
35
|
|
CVS CAREMARK CORP
|
Corporate Bond
|
4.88%
|
DUE
|
07/20/2035
|
|
101
|
|
CVS CAREMARK CORP
|
Corporate Bond
|
4.88%
|
DUE
|
07/20/2035
|
|
58
|
|
CVS CAREMARK CORP
|
Corporate Bond
|
4.88%
|
DUE
|
07/20/2035
|
|
39
|
|
CVS HEALTH CORP
|
Corporate Bond
|
4.30%
|
DUE
|
03/25/2028
|
|
178
|
|
CVS HEALTH CORP
|
Corporate Bond
|
4.30%
|
DUE
|
03/25/2028
|
|
122
|
|
CVS HEALTH CORP
|
Corporate Bond
|
5.05%
|
DUE
|
03/25/2048
|
|
253
|
|
CVS HEALTH CORP
|
Corporate Bond
|
5.05%
|
DUE
|
03/25/2048
|
|
146
|
|
CATERPILLAR INC
|
Corporate Bond
|
3.80%
|
DUE
|
08/15/2042
|
|
70
|
|
CELGENE CORP
|
Corporate Bond
|
4.62%
|
DUE
|
05/15/2044
|
|
176
|
|
CELGENE CORP
|
Corporate Bond
|
4.62%
|
DUE
|
05/15/2044
|
|
176
|
|
CELGENE CORP
|
Corporate Bond
|
3.45%
|
DUE
|
11/15/2027
|
|
305
|
|
CELGENE CORP
|
Corporate Bond
|
3.45%
|
DUE
|
11/15/2027
|
|
136
|
|
CELGENE CORP
|
Corporate Bond
|
3.45%
|
DUE
|
11/15/2027
|
|
364
|
|
CENOVUS ENERGY INC
|
Corporate Bond
|
6.75%
|
DUE
|
11/15/2039
|
|
98
|
|
CENOVUS ENERGY INC
|
Corporate Bond
|
6.75%
|
DUE
|
11/15/2039
|
|
195
|
|
CENOVUS ENERGY INC
|
Corporate Bond
|
3.00%
|
DUE
|
08/15/2022
|
|
214
|
|
CENOVUS ENERGY INC
|
Corporate Bond
|
3.00%
|
DUE
|
08/15/2022
|
|
617
|
|
CENOVUS ENERGY INC
|
Corporate Bond
|
4.25%
|
DUE
|
04/15/2027
|
|
170
|
|
CENOVUS ENERGY INC
|
Corporate Bond
|
4.25%
|
DUE
|
04/15/2027
|
|
126
|
|
CENOVUS ENERGY INC
|
Corporate Bond
|
4.25%
|
DUE
|
04/15/2027
|
|
159
|
|
CENTERPOINT ENERGY RESOURCES
|
Corporate Bond
|
5.85%
|
DUE
|
01/15/2041
|
|
205
|
|
CHARTER COMMUNICATIONS OPT LLC
|
Corporate Bond
|
3.58%
|
DUE
|
07/23/2020
|
|
524
|
|
CHARTER COMMUNICATIONS OPT LLC
|
Corporate Bond
|
3.58%
|
DUE
|
07/23/2020
|
|
275
|
|
CHARTER COMMUNICATIONS OPT LLC
|
Corporate Bond
|
6.48%
|
DUE
|
10/23/2045
|
|
103
|
|
CHARTER COMMUNICATIONS OPT LLC
|
Corporate Bond
|
6.48%
|
DUE
|
10/23/2045
|
|
103
|
|
CITIGROUP INC
|
Corporate Bond
|
5.50%
|
DUE
|
09/13/2025
|
|
498
|
|
CITIGROUP INC
|
Corporate Bond
|
5.50%
|
DUE
|
09/13/2025
|
|
525
|
|
CITIGROUP INC
|
Corporate Bond
|
5.50%
|
DUE
|
09/13/2025
|
|
551
|
|
CITIGROUP INC
|
Corporate Bond
|
4.45%
|
DUE
|
09/29/2027
|
|
173
|
|
CITIGROUP INC
|
Corporate Bond
|
4.45%
|
DUE
|
09/29/2027
|
|
120
|
|
CLEVELAND ELECTRIC ILLUM
|
Corporate Bond
|
3.50%
|
DUE
|
04/01/2028
|
|
157
|
|
CLEVELAND ELECTRIC ILLUM
|
Corporate Bond
|
3.50%
|
DUE
|
04/01/2028
|
|
95
|
|
REPUBLIC OF COLUMBIA
|
Corporate Bond
|
6.12%
|
DUE
|
01/18/2041
|
|
243
|
|
REPUBLIC OF COLUMBIA
|
Corporate Bond
|
6.12%
|
DUE
|
01/18/2041
|
|
270
|
|
REPUBLIC OF COLUMBIA
|
Corporate Bond
|
6.12%
|
DUE
|
01/18/2041
|
|
324
|
|
COMCAST CORP
|
Corporate Bond
|
6.95%
|
DUE
|
08/15/2037
|
|
92
|
|
COMCAST CORP
|
Corporate Bond
|
6.95%
|
DUE
|
08/15/2037
|
|
123
|
|
COMMONWEALTH EDISON
|
Corporate Bond
|
5.90%
|
DUE
|
03/15/2036
|
|
171
|
|
COMMONWEALTH EDISON
|
Corporate Bond
|
5.90%
|
DUE
|
03/15/2036
|
|
118
|
|
CONOCO PHILLIPS
|
Corporate Bond
|
6.50%
|
DUE
|
02/01/2039
|
|
136
|
|
CONOCO PHILLIPS
|
Corporate Bond
|
6.50%
|
DUE
|
02/01/2039
|
|
124
|
|
CONTINENTAL RESOURCES
|
Corporate Bond
|
4.38%
|
DUE
|
01/15/2028
|
|
127
|
|
CREDIT AGRICOLE LONDON
|
Corporate Bond
|
3.25%
|
DUE
|
10/04/2024
|
|
935
|
|
CREDIT SUISSE GROUP-SPON ADR
|
Corporate Bond
|
4.28%
|
DUE
|
01/09/2028
|
|
241
|
|
CREDIT SUISSE GROUP-SPON ADR
|
Corporate Bond
|
4.28%
|
DUE
|
01/09/2028
|
|
265
|
|
CREDIT SUISSE GROUP-SPON ADR
|
Corporate Bond
|
4.28%
|
DUE
|
01/09/2028
|
|
338
|
|
CREDIT SUISSE GROUP FUND LTD
|
Corporate Bond
|
3.80%
|
DUE
|
09/15/2022
|
|
521
|
|
CREDIT SUISSE GROUP AG
|
Corporate Bond
|
6.50%
|
DUE
|
08/08/2023
|
|
626
|
|
CROWN CASTLE TOWERS LLC
|
Corporate Bond
|
4.24%
|
DUE
|
07/15/2028
|
|
109
|
|
DTE ENERGY COMPANY
|
Corporate Bond
|
3.85%
|
DUE
|
12/01/2023
|
|
301
|
|
DAE FUNDING LLC
|
Corporate Bond
|
4.00%
|
DUE
|
08/01/2020
|
|
87
|
|
DAE FUNDING LLC
|
Corporate Bond
|
4.00%
|
DUE
|
08/01/2020
|
|
439
|
|
DELTA AIR LINES
|
Corporate Bond
|
3.62%
|
DUE
|
03/15/2022
|
|
514
|
|
DEUTSCHE BANK NY
|
Corporate Bond
|
3.15%
|
DUE
|
01/22/2021
|
|
135
|
|
DEUTSCHE BANK NY
|
Corporate Bond
|
3.15%
|
DUE
|
01/22/2021
|
|
193
|
|
DISCOVER BANK
|
Corporate Bond
|
3.45%
|
DUE
|
07/27/2026
|
|
252
|
|
DISCOVER BANK
|
Corporate Bond
|
3.45%
|
DUE
|
07/27/2026
|
|
243
|
|
DISCOVER BANK
|
Corporate Bond
|
3.45%
|
DUE
|
07/27/2026
|
|
344
|
|
DISCOVER BANK
|
Corporate Bond
|
4.68%
|
DUE
|
08/09/2028
|
|
822
|
|
DISCOVER FINANCIAL SERVICES
|
Corporate Bond
|
4.10%
|
DUE
|
02/09/2027
|
|
135
|
|
DISCOVER FINANCIAL SERVICES
|
Corporate Bond
|
4.10%
|
DUE
|
02/09/2027
|
|
355
|
|
DISCOVER FINANCIAL SERVICES
|
Corporate Bond
|
4.10%
|
DUE
|
02/09/2027
|
|
327
|
|
DISCOVERY COMMUNICATIONS
|
Corporate Bond
|
4.88%
|
DUE
|
04/01/2043
|
|
199
|
|
DISCOVERY COMMUNICATIONS
|
Corporate Bond
|
4.88%
|
DUE
|
04/01/2043
|
|
133
|
|
DISCOVERY COMMUNICATIONS
|
Corporate Bond
|
3.95%
|
DUE
|
03/20/2028
|
|
79
|
|
DISCOVERY COMMUNICATIONS
|
Corporate Bond
|
3.95%
|
DUE
|
03/20/2028
|
|
130
|
|
DISCOVERY COMMUNICATIONS
|
Corporate Bond
|
3.95%
|
DUE
|
03/20/2028
|
|
603
|
|
DOLLAR TREE INC
|
Corporate Bond
|
4.20%
|
DUE
|
05/15/2028
|
|
332
|
|
DOLLAR TREE INC
|
Corporate Bond
|
4.20%
|
DUE
|
05/15/2028
|
|
213
|
|
DOLLAR TREE INC
|
Corporate Bond
|
4.20%
|
DUE
|
05/15/2028
|
|
284
|
|
DOMINION RESOURCES INC
|
Corporate Bond
|
5.25%
|
DUE
|
08/01/2033
|
|
214
|
|
DOMINION RESOURCES INC
|
Corporate Bond
|
5.25%
|
DUE
|
08/01/2033
|
|
134
|
|
DOW CHEMICAL COMPANY
|
Corporate Bond
|
4.38%
|
DUE
|
11/15/2042
|
|
66
|
|
DOW CHEMICAL COMPANY
|
Corporate Bond
|
4.38%
|
DUE
|
11/15/2042
|
|
88
|
|
DUKE ENERGY CORP
|
Corporate Bond
|
2.65%
|
DUE
|
09/01/2026
|
|
505
|
|
DUKE ENERGY CORP
|
Corporate Bond
|
2.65%
|
DUE
|
09/01/2026
|
|
191
|
|
DUKE ENERGY CORP
|
Corporate Bond
|
2.65%
|
DUE
|
09/01/2026
|
|
127
|
|
EDP FINANCE BV
|
Corporate Bond
|
3.62%
|
DUE
|
07/15/2024
|
|
210
|
|
EDP FINANCE BV
|
Corporate Bond
|
3.62%
|
DUE
|
07/15/2024
|
|
281
|
|
EDP FINANCE BV
|
Corporate Bond
|
3.62%
|
DUE
|
07/15/2024
|
|
257
|
|
EQT CORP
|
Corporate Bond
|
3.90%
|
DUE
|
10/01/2027
|
|
216
|
|
EQT CORP
|
Corporate Bond
|
3.90%
|
DUE
|
10/01/2027
|
|
98
|
|
EQT CORP
|
Corporate Bond
|
3.90%
|
DUE
|
10/01/2027
|
|
333
|
|
EQT CORP
|
Corporate Bond
|
3.90%
|
DUE
|
10/01/2027
|
|
345
|
|
EQM MIDSTREAM PARTNERS LP SERI
|
Corporate Bond
|
4.75%
|
DUE
|
07/15/2023
|
|
544
|
|
EQM MIDSTREAM PARTNERS LP SERI
|
Corporate Bond
|
4.75%
|
DUE
|
07/15/2023
|
|
299
|
|
EL PUERTO DE LIVERPOL
|
Corporate Bond
|
3.95%
|
DUE
|
10/02/2024
|
|
258
|
|
EL PUERTO DE LIVERPOL
|
Corporate Bond
|
3.95%
|
DUE
|
10/02/2024
|
|
234
|
|
EL PUERTO DE LIVERPOL
|
Corporate Bond
|
3.95%
|
DUE
|
10/02/2024
|
|
328
|
|
ENCANA CORP
|
Corporate Bond
|
6.50%
|
DUE
|
02/01/2038
|
|
190
|
|
ENCANA CORP
|
Corporate Bond
|
6.50%
|
DUE
|
02/01/2038
|
|
136
|
|
ENERGY TRANSFER PARTNERS
|
Corporate Bond
|
6.50%
|
DUE
|
02/01/2042
|
|
105
|
|
ENERGY TRANSFER PARTNERS
|
Corporate Bond
|
6.50%
|
DUE
|
02/01/2042
|
|
200
|
|
ENERGY TRANSFER PARTNERS
|
Corporate Bond
|
4.20%
|
DUE
|
04/15/2027
|
|
84
|
|
ENERGY TRANSFER PARTNERS
|
Corporate Bond
|
4.20%
|
DUE
|
04/15/2027
|
|
326
|
|
ENERGY TRANSFER PARTNERS
|
Corporate Bond
|
4.20%
|
DUE
|
04/15/2027
|
|
280
|
|
ENERGY TRANSFER LP
|
Corporate Bond
|
7.50%
|
DUE
|
10/15/2020
|
|
111
|
|
ENERGY TRANSFER LP
|
Corporate Bond
|
7.50%
|
DUE
|
10/15/2020
|
|
5
|
|
ENERGY TRANSFER LP
|
Corporate Bond
|
7.50%
|
DUE
|
10/15/2020
|
|
7
|
|
ENERGY TRANSFER LP
|
Corporate Bond
|
7.50%
|
DUE
|
10/15/2020
|
|
84
|
|
ENERGY TRANSFER LP
|
Corporate Bond
|
7.50%
|
DUE
|
10/15/2020
|
|
130
|
|
ENERGY TRANSFER LP
|
Corporate Bond
|
5.88%
|
DUE
|
01/15/2024
|
|
73
|
|
ENERGY TRANSFER LP
|
Corporate Bond
|
5.88%
|
DUE
|
01/15/2024
|
|
2
|
|
ENERGY TRANSFER LP
|
Corporate Bond
|
5.88%
|
DUE
|
01/15/2024
|
|
59
|
|
ENERGY TRANSFER LP
|
Corporate Bond
|
5.88%
|
DUE
|
01/15/2024
|
|
95
|
|
ENERGY TRANSFER LP
|
Corporate Bond
|
5.88%
|
DUE
|
01/15/2024
|
|
153
|
|
ENERGY TRANSFER PARTNERS
|
Corporate Bond
|
6.25%
|
DUE
|
01/30/3100
|
|
347
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate Bond
|
2.70%
|
DUE
|
04/01/2019
|
|
845
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate Bond
|
4.15%
|
DUE
|
06/01/2025
|
|
44
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate Bond
|
4.15%
|
DUE
|
06/01/2025
|
|
49
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate Bond
|
4.15%
|
DUE
|
06/01/2025
|
|
361
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate Bond
|
4.15%
|
DUE
|
06/01/2025
|
|
338
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate Bond
|
4.85%
|
DUE
|
07/15/2026
|
|
41
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate Bond
|
4.85%
|
DUE
|
07/15/2026
|
|
10
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate Bond
|
4.85%
|
DUE
|
07/15/2026
|
|
90
|
|
ENSTAR GROUP LTD
|
Corporate Bond
|
4.50%
|
DUE
|
03/10/2022
|
|
81
|
|
ENSTAR GROUP LTD
|
Corporate Bond
|
4.50%
|
DUE
|
03/10/2022
|
|
428
|
|
ENSTAR GROUP LTD
|
Corporate Bond
|
4.50%
|
DUE
|
03/10/2022
|
|
352
|
|
ENTERPRISE PRODUCTS
|
Corporate Bond
|
5.38%
|
DUE
|
02/15/2078
|
|
174
|
|
ENTERPRISE PRODUCTS
|
Corporate Bond
|
5.38%
|
DUE
|
02/15/2078
|
|
145
|
|
ERICSSON LM
|
Corporate Bond
|
4.12%
|
DUE
|
05/15/2022
|
|
49
|
|
ERICSSON LM
|
Corporate Bond
|
4.12%
|
DUE
|
05/15/2022
|
|
467
|
|
ERICSSON LM
|
Corporate Bond
|
4.12%
|
DUE
|
05/15/2022
|
|
58
|
|
ERICSSON LM
|
Corporate Bond
|
4.12%
|
DUE
|
05/15/2022
|
|
154
|
|
ERICSSON LM
|
Corporate Bond
|
4.12%
|
DUE
|
05/15/2022
|
|
154
|
|
ERICSSON LM
|
Corporate Bond
|
4.12%
|
DUE
|
05/15/2022
|
|
51
|
|
EXPEDIA GROUP INC
|
Corporate Bond
|
4.50%
|
DUE
|
08/15/2024
|
|
350
|
|
FS KKR CAPITAL CORP
|
Corporate Bond
|
4.00%
|
DUE
|
07/15/2019
|
|
524
|
|
FS KKR CAPITAL CORP
|
Corporate Bond
|
4.00%
|
DUE
|
07/15/2019
|
|
15
|
|
FIRST REPUBLIC BANK
|
Corporate Bond
|
4.38%
|
DUE
|
08/01/2046
|
|
485
|
|
FIRST REPUBLIC BANK
|
Corporate Bond
|
4.38%
|
DUE
|
08/01/2046
|
|
231
|
|
FIRST REPUBLIC BANK
|
Corporate Bond
|
4.38%
|
DUE
|
08/01/2046
|
|
139
|
|
FLORIDA POWER AND LIGHT
|
Corporate Bond
|
4.12%
|
DUE
|
02/01/2042
|
|
166
|
|
FLORIDA POWER CORP
|
Corporate Bond
|
6.40%
|
DUE
|
06/15/2038
|
|
172
|
|
FLORIDA POWER CORP
|
Corporate Bond
|
6.40%
|
DUE
|
06/15/2038
|
|
128
|
|
FLOWSERVE CORP
|
Corporate Bond
|
4.00%
|
DUE
|
11/15/2023
|
|
72
|
|
FLOWSERVE CORP
|
Corporate Bond
|
4.00%
|
DUE
|
11/15/2023
|
|
372
|
|
FLOWSERVE CORP
|
Corporate Bond
|
4.00%
|
DUE
|
11/15/2023
|
|
346
|
|
FORD MOTOR COMPANY
|
Corporate Bond
|
5.29%
|
DUE
|
12/08/2046
|
|
37
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate Bond
|
5.88%
|
DUE
|
08/02/2021
|
|
231
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate Bond
|
5.88%
|
DUE
|
08/02/2021
|
|
256
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate Bond
|
5.88%
|
DUE
|
08/02/2021
|
|
359
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate Bond
|
4.38%
|
DUE
|
08/06/2023
|
|
189
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate Bond
|
4.38%
|
DUE
|
08/06/2023
|
|
189
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate Bond
|
4.38%
|
DUE
|
08/06/2023
|
|
426
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate Bond
|
4.14%
|
DUE
|
02/15/2023
|
|
480
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate Bond
|
4.14%
|
DUE
|
02/15/2023
|
|
333
|
|
FULTON FINANCIAL CORP
|
Corporate Bond
|
3.60%
|
DUE
|
03/16/2022
|
|
129
|
|
GE CAPITAL INTERNATIONAL FUND
|
Corporate Bond
|
4.42%
|
DUE
|
11/15/2035
|
|
215
|
|
GE CAPITAL INTERNATIONAL FUND
|
Corporate Bond
|
4.42%
|
DUE
|
11/15/2035
|
|
224
|
|
GE CAPITAL INTERNATIONAL FUND
|
Corporate Bond
|
4.42%
|
DUE
|
11/15/2035
|
|
314
|
|
GMAC LLC
|
Corporate Bond
|
8.00%
|
DUE
|
11/01/2031
|
|
194
|
|
GMAC LLC
|
Corporate Bond
|
8.00%
|
DUE
|
11/01/2031
|
|
139
|
|
GENERAL ELECTRIC COMPANY
|
Corporate Bond
|
2.70%
|
DUE
|
10/09/2022
|
|
225
|
|
GENERAL ELECTRIC COMPANY
|
Corporate Bond
|
2.70%
|
DUE
|
10/09/2022
|
|
127
|
|
GENERAL MOTORS CO
|
Corporate Bond
|
4.20%
|
DUE
|
10/01/2027
|
|
203
|
|
GENERAL MOTORS CO
|
Corporate Bond
|
4.20%
|
DUE
|
10/01/2027
|
|
113
|
|
GENERAL MOTORS CO
|
Corporate Bond
|
5.15%
|
DUE
|
04/01/2038
|
|
120
|
|
GENERAL MOTORS CO
|
Corporate Bond
|
5.15%
|
DUE
|
04/01/2038
|
|
85
|
|
GENERAL MOTORS FINANCIAL CO
|
Corporate Bond
|
3.50%
|
DUE
|
11/07/2024
|
|
306
|
|
GENERAL MOTORS FINANCIAL CO
|
Corporate Bond
|
3.50%
|
DUE
|
11/07/2024
|
|
95
|
|
GENERAL MOTORS FINANCIAL CO
|
Corporate Bond
|
3.50%
|
DUE
|
11/07/2024
|
|
11
|
|
GENERAL MOTORS FINANCIAL CO
|
Corporate Bond
|
3.50%
|
DUE
|
11/07/2024
|
|
37
|
|
GENERAL MOTORS FINANCIAL CO
|
Corporate Bond
|
3.50%
|
DUE
|
11/07/2024
|
|
62
|
|
GENERAL MOTORS FINANCIAL CO
|
Corporate Bond
|
3.50%
|
DUE
|
11/07/2024
|
|
297
|
|
GENERAL MOTORS FINANCIAL CO
|
Corporate Bond
|
4.15%
|
DUE
|
06/19/2023
|
|
253
|
|
GENERAL MOTORS FINANCIAL CO
|
Corporate Bond
|
4.15%
|
DUE
|
06/19/2023
|
|
146
|
|
GENERAL MOTORS FINANCIAL CO
|
Corporate Bond
|
4.15%
|
DUE
|
06/19/2023
|
|
147
|
|
GENERAL MOTORS FINANCIAL CO
|
Corporate Bond
|
4.15%
|
DUE
|
06/19/2023
|
|
174
|
|
GENERAL MOTORS FINANCIAL CO
|
Corporate Bond
|
4.15%
|
DUE
|
06/19/2023
|
|
58
|
|
GENPACT LUXEMBOURG SARL
|
Corporate Bond
|
3.70%
|
DUE
|
04/01/2022
|
|
198
|
|
GENPACT LUXEMBOURG SARL
|
Corporate Bond
|
3.70%
|
DUE
|
04/01/2022
|
|
323
|
|
GENPACT LUXEMBOURG SARL
|
Corporate Bond
|
3.70%
|
DUE
|
04/01/2022
|
|
84
|
|
GLENCORE FUNDING LLC
|
Corporate Bond
|
4.62%
|
DUE
|
04/29/2024
|
|
99
|
|
GLENCORE FUNDING LLC
|
Corporate Bond
|
4.62%
|
DUE
|
04/29/2024
|
|
20
|
|
GLENCORE FUNDING LLC
|
Corporate Bond
|
4.62%
|
DUE
|
04/29/2024
|
|
79
|
|
GLENCORE FUNDING LLC
|
Corporate Bond
|
4.62%
|
DUE
|
04/29/2024
|
|
198
|
|
GLENCORE FUNDING LLC
|
Corporate Bond
|
4.62%
|
DUE
|
04/29/2024
|
|
595
|
|
GLENCORE FUNDING LLC
|
Corporate Bond
|
4.62%
|
DUE
|
04/29/2024
|
|
520
|
|
GLENCORE FUNDING LLC
|
Corporate Bond
|
3.88%
|
DUE
|
10/27/2027
|
|
152
|
|
GLENCORE FUNDING LLC
|
Corporate Bond
|
3.88%
|
DUE
|
10/27/2027
|
|
670
|
|
GOLDMAN SACHS GROUP INC
|
Corporate Bond
|
5.95%
|
DUE
|
01/15/2027
|
|
252
|
|
GOLDMAN SACHS GROUP INC
|
Corporate Bond
|
5.95%
|
DUE
|
01/15/2027
|
|
158
|
|
GOLDMAN SACHS GROUP INC
|
Corporate Bond
|
6.75%
|
DUE
|
10/01/2037
|
|
113
|
|
GOLDMAN SACHS GROUP INC
|
Corporate Bond
|
6.75%
|
DUE
|
10/01/2037
|
|
254
|
|
GOLDMAN SACHS GROUP INC
|
Corporate Bond
|
6.75%
|
DUE
|
10/01/2037
|
|
198
|
|
GOLDMAN SACHS GROUP INC
|
Corporate Bond
|
3.27%
|
DUE
|
09/29/2025
|
|
469
|
|
GOLDMAN SACHS GROUP INC
|
Corporate Bond
|
3.81%
|
DUE
|
04/23/2029
|
|
257
|
|
GRUPO TELEVISA SPON ADR
|
Corporate Bond
|
6.62%
|
DUE
|
03/18/2025
|
|
219
|
|
GRUPO TELEVISA SPON ADR
|
Corporate Bond
|
6.62%
|
DUE
|
03/18/2025
|
|
137
|
|
HSBC HOLDINGS PLC
|
Corporate Bond
|
6.50%
|
DUE
|
09/15/2037
|
|
142
|
|
HSBC HOLDINGS PLC
|
Corporate Bond
|
6.50%
|
DUE
|
09/15/2037
|
|
142
|
|
HSBC HOLDINGS PLC
|
Corporate Bond
|
4.00%
|
DUE
|
03/30/2022
|
|
253
|
|
HSBC HOLDINGS PLC
|
Corporate Bond
|
4.25%
|
DUE
|
03/14/2024
|
|
496
|
|
HSBC HOLDINGS PLC
|
Corporate Bond
|
4.25%
|
DUE
|
03/14/2024
|
|
323
|
|
HSBC HOLDINGS PLC
|
Corporate Bond
|
4.58%
|
DUE
|
06/19/2029
|
|
283
|
|
HSBC HOLDINGS PLC
|
Corporate Bond
|
4.58%
|
DUE
|
06/19/2029
|
|
198
|
|
HEALTHCARE TRUST OF AMERICA
|
Corporate Bond
|
3.50%
|
DUE
|
08/01/2026
|
|
235
|
|
HEALTHCARE TRUST OF AMERICA
|
Corporate Bond
|
3.50%
|
DUE
|
08/01/2026
|
|
235
|
|
HEALTHCARE TRUST OF AMERICA
|
Corporate Bond
|
3.50%
|
DUE
|
08/01/2026
|
|
282
|
|
HELMERICH & PAYNE INC
|
Corporate Bond
|
4.65%
|
DUE
|
03/15/2025
|
|
515
|
|
HERCULES CAPITAL INC
|
Corporate Bond
|
4.62%
|
DUE
|
10/23/2022
|
|
498
|
|
HOME DEPOT INC
|
Corporate Bond
|
5.88%
|
DUE
|
12/16/2036
|
|
126
|
|
HOME DEPOT INC
|
Corporate Bond
|
5.88%
|
DUE
|
12/16/2036
|
|
120
|
|
HOST HOTELS & RESORTS LP
|
Corporate Bond
|
3.75%
|
DUE
|
10/15/2023
|
|
74
|
|
HOST HOTELS & RESORTS LP
|
Corporate Bond
|
3.75%
|
DUE
|
10/15/2023
|
|
98
|
|
HOST HOTELS & RESORTS LP
|
Corporate Bond
|
3.88%
|
DUE
|
04/01/2024
|
|
138
|
|
HOST HOTELS & RESORTS LP
|
Corporate Bond
|
3.88%
|
DUE
|
04/01/2024
|
|
247
|
|
HOST HOTELS & RESORTS LP
|
Corporate Bond
|
3.88%
|
DUE
|
04/01/2024
|
|
197
|
|
HUGHES SATELLITE SYSTEMS
|
Corporate Bond
|
6.50%
|
DUE
|
06/15/2019
|
|
50
|
|
HUGHES SATELLITE SYSTEMS
|
Corporate Bond
|
6.50%
|
DUE
|
06/15/2019
|
|
50
|
|
HUGHES SATELLITE SYSTEMS
|
Corporate Bond
|
6.50%
|
DUE
|
06/15/2019
|
|
731
|
|
HUMANA INC
|
Corporate Bond
|
3.95%
|
DUE
|
03/15/2027
|
|
109
|
|
HUMANA INC
|
Corporate Bond
|
4.80%
|
DUE
|
03/15/2047
|
|
70
|
|
HUMANA INC
|
Corporate Bond
|
4.80%
|
DUE
|
03/15/2047
|
|
200
|
|
HUMANA INC
|
Corporate Bond
|
4.80%
|
DUE
|
03/15/2047
|
|
150
|
|
HUNTSMAN INTL LLC
|
Corporate Bond
|
5.12%
|
DUE
|
11/15/2022
|
|
182
|
|
HUNTSMAN INTL LLC
|
Corporate Bond
|
5.12%
|
DUE
|
11/15/2022
|
|
123
|
|
ICAHN ENTERPRISES
|
Corporate Bond
|
6.00%
|
DUE
|
08/01/2020
|
|
350
|
|
ICAHN ENTERPRISES FIN
|
Corporate Bond
|
6.25%
|
DUE
|
02/01/2022
|
|
40
|
|
ICAHN ENTERPRISES FIN
|
Corporate Bond
|
6.25%
|
DUE
|
02/01/2022
|
|
44
|
|
ICAHN ENTERPRISES FIN
|
Corporate Bond
|
6.25%
|
DUE
|
02/01/2022
|
|
81
|
|
ICAHN ENTERPRISES FIN
|
Corporate Bond
|
6.25%
|
DUE
|
02/01/2022
|
|
155
|
|
INCITEC PIVOT FIN LLC
|
Corporate Bond
|
6.00%
|
DUE
|
12/10/2019
|
|
204
|
|
ING GROEP NV
|
Corporate Bond
|
4.10%
|
DUE
|
10/02/2023
|
|
620
|
|
IPALCO ENTERPRISES INC
|
Corporate Bond
|
3.45%
|
DUE
|
07/15/2020
|
|
250
|
|
IPALCO ENTERPRISES INC
|
Corporate Bond
|
3.45%
|
DUE
|
07/15/2020
|
|
649
|
|
IPALCO ENTERPRISES INC
|
Corporate Bond
|
3.70%
|
DUE
|
09/01/2024
|
|
180
|
|
IPALCO ENTERPRISES INC
|
Corporate Bond
|
3.70%
|
DUE
|
09/01/2024
|
|
169
|
|
JP MORGAN CHASE & CO
|
Corporate Bond
|
6.40%
|
DUE
|
05/15/2038
|
|
140
|
|
JP MORGAN CHASE & CO
|
Corporate Bond
|
6.40%
|
DUE
|
05/15/2038
|
|
122
|
|
JP MORGAN CHASE & CO
|
Corporate Bond
|
5.60%
|
DUE
|
07/15/2041
|
|
141
|
|
JP MORGAN CHASE & CO
|
Corporate Bond
|
5.60%
|
DUE
|
07/15/2041
|
|
113
|
|
JP MORGAN CHASE & CO
|
Corporate Bond
|
4.50%
|
DUE
|
01/24/2022
|
|
232
|
|
JP MORGAN CHASE & CO
|
Corporate Bond
|
3.88%
|
DUE
|
09/10/2024
|
|
492
|
|
JP MORGAN CHASE & CO
|
Corporate Bond
|
3.88%
|
DUE
|
09/10/2024
|
|
295
|
|
JP MORGAN CHASE & CO
|
Corporate Bond
|
3.78%
|
DUE
|
02/01/2028
|
|
485
|
|
KENNAMETAL INC
|
Corporate Bond
|
3.88%
|
DUE
|
02/15/2022
|
|
75
|
|
KIMCO REALTY
|
Corporate Bond
|
3.30%
|
DUE
|
02/01/2025
|
|
157
|
|
KIMCO REALTY
|
Corporate Bond
|
3.30%
|
DUE
|
02/01/2025
|
|
95
|
|
KINDER MORGAN ENERGY PARTNERS
|
Corporate Bond
|
3.95%
|
DUE
|
09/01/2022
|
|
250
|
|
KINDER MORGAN ENERGY PARTNERS
|
Corporate Bond
|
3.95%
|
DUE
|
09/01/2022
|
|
275
|
|
KINDER MORGAN INC
|
Corporate Bond
|
5.55%
|
DUE
|
06/01/2045
|
|
64
|
|
KINDER MORGAN INC
|
Corporate Bond
|
5.55%
|
DUE
|
06/01/2045
|
|
74
|
|
KINDER MORGAN INC
|
Corporate Bond
|
5.55%
|
DUE
|
06/01/2045
|
|
149
|
|
KINROSS GOLD CORP
|
Corporate Bond
|
5.12%
|
DUE
|
09/01/2021
|
|
374
|
|
KINROSS GOLD CORP
|
Corporate Bond
|
5.12%
|
DUE
|
09/01/2021
|
|
111
|
|
KINROSS GOLD CORP
|
Corporate Bond
|
5.12%
|
DUE
|
09/01/2021
|
|
84
|
|
KINROSS GOLD CORP
|
Corporate Bond
|
5.12%
|
DUE
|
09/01/2021
|
|
55
|
|
KINROSS GOLD CORP
|
Corporate Bond
|
5.12%
|
DUE
|
09/01/2021
|
|
648
|
|
KINROSS GOLD CORP
|
Corporate Bond
|
4.50%
|
DUE
|
07/15/2027
|
|
47
|
|
KINROSS GOLD CORP
|
Corporate Bond
|
4.50%
|
DUE
|
07/15/2027
|
|
35
|
|
KINROSS GOLD CORP
|
Corporate Bond
|
4.50%
|
DUE
|
07/15/2027
|
|
47
|
|
KINROSS GOLD CORP
|
Corporate Bond
|
4.50%
|
DUE
|
07/15/2027
|
|
86
|
|
LAZARD GROUP
|
Corporate Bond
|
4.25%
|
DUE
|
11/14/2020
|
|
408
|
|
LAZARD GROUP
|
Corporate Bond
|
3.62%
|
DUE
|
03/01/2027
|
|
100
|
|
LAZARD GROUP
|
Corporate Bond
|
3.62%
|
DUE
|
03/01/2027
|
|
94
|
|
LAZARD GROUP
|
Corporate Bond
|
4.50%
|
DUE
|
09/19/2028
|
|
290
|
|
LEGG MASON INC
|
Corporate Bond
|
5.62%
|
DUE
|
01/15/2044
|
|
104
|
|
LEGG MASON INC
|
Corporate Bond
|
5.62%
|
DUE
|
01/15/2044
|
|
197
|
|
LENNAR CORP
|
Corporate Bond
|
4.50%
|
DUE
|
11/15/2019
|
|
496
|
|
LENNAR CORP
|
Corporate Bond
|
4.75%
|
DUE
|
05/30/2025
|
|
41
|
|
LENNAR CORP
|
Corporate Bond
|
4.75%
|
DUE
|
05/30/2025
|
|
170
|
|
LINCOLN NATIONAL CORP
|
Corporate Bond
|
3.80%
|
DUE
|
03/01/2028
|
|
402
|
|
MGM RESORTS INTERNATIONAL
|
Corporate Bond
|
6.62%
|
DUE
|
12/15/2021
|
|
93
|
|
MGM RESORTS INTERNATIONAL
|
Corporate Bond
|
6.62%
|
DUE
|
12/15/2021
|
|
14
|
|
MGM RESORTS INTERNATIONAL
|
Corporate Bond
|
6.62%
|
DUE
|
12/15/2021
|
|
93
|
|
MGM RESORTS INTERNATIONAL
|
Corporate Bond
|
6.62%
|
DUE
|
12/15/2021
|
|
615
|
|
MPLX LP
|
Corporate Bond
|
4.12%
|
DUE
|
03/01/2027
|
|
109
|
|
MPLX LP
|
Corporate Bond
|
4.12%
|
DUE
|
03/01/2027
|
|
129
|
|
MPLX LP
|
Corporate Bond
|
4.12%
|
DUE
|
03/01/2027
|
|
143
|
|
MPLX LP
|
Corporate Bond
|
5.20%
|
DUE
|
03/01/2047
|
|
18
|
|
MPLX LP
|
Corporate Bond
|
5.20%
|
DUE
|
03/01/2047
|
|
74
|
|
MPLX LP
|
Corporate Bond
|
5.20%
|
DUE
|
03/01/2047
|
|
184
|
|
MPLX LP
|
Corporate Bond
|
4.50%
|
DUE
|
04/15/2038
|
|
183
|
|
MPLX LP
|
Corporate Bond
|
4.50%
|
DUE
|
04/15/2038
|
|
153
|
|
MPLX LP
|
Corporate Bond
|
4.80%
|
DUE
|
02/15/2029
|
|
180
|
|
MAPLE ESCROW SUB
|
Corporate Bond
|
4.60%
|
DUE
|
05/25/2028
|
|
546
|
|
MAPLE ESCROW SUB
|
Corporate Bond
|
4.06%
|
DUE
|
05/25/2023
|
|
797
|
|
MARATHON PETROLEUM CORP
|
Corporate Bond
|
6.50%
|
DUE
|
03/01/2041
|
|
97
|
|
MARATHON PETROLEUM CORP
|
Corporate Bond
|
6.50%
|
DUE
|
03/01/2041
|
|
189
|
|
MARATHON PETROLEUM CORP
|
Corporate Bond
|
6.50%
|
DUE
|
03/01/2041
|
|
162
|
|
MARATHON PETROLEUM CORP
|
Corporate Bond
|
4.50%
|
DUE
|
04/01/2048
|
|
84
|
|
MARATHON PETROLEUM CORP
|
Corporate Bond
|
4.50%
|
DUE
|
04/01/2048
|
|
76
|
|
MARVELL TECHNOLOGY GROUP
|
Corporate Bond
|
4.20%
|
DUE
|
06/22/2023
|
|
299
|
|
MARVELL TECHNOLOGY GROUP
|
Corporate Bond
|
4.20%
|
DUE
|
06/22/2023
|
|
150
|
|
MASCO CORP
|
Corporate Bond
|
3.50%
|
DUE
|
04/01/2021
|
|
249
|
|
MCCORMICK & CO
|
Corporate Bond
|
3.40%
|
DUE
|
08/15/2027
|
|
449
|
|
MCCORMICK & CO
|
Corporate Bond
|
3.40%
|
DUE
|
08/15/2027
|
|
378
|
|
MCCORMICK & CO
|
Corporate Bond
|
4.20%
|
DUE
|
08/15/2047
|
|
187
|
|
MCCORMICK & CO
|
Corporate Bond
|
4.20%
|
DUE
|
08/15/2047
|
|
42
|
|
MCCORMICK & CO
|
Corporate Bond
|
4.20%
|
DUE
|
08/15/2047
|
|
140
|
|
MCKESSON CORP
|
Corporate Bond
|
6.00%
|
DUE
|
03/01/2041
|
|
194
|
|
MERRILL LYNCH & CO
|
Corporate Bond
|
7.75%
|
DUE
|
05/14/2038
|
|
194
|
|
MERRILL LYNCH & CO
|
Corporate Bond
|
7.75%
|
DUE
|
05/14/2038
|
|
194
|
|
MICROSOFT CORP
|
Corporate Bond
|
3.50%
|
DUE
|
02/12/2035
|
|
134
|
|
MICROCHIP TECHNOLOGY
|
Corporate Bond
|
3.92%
|
DUE
|
06/01/2021
|
|
179
|
|
MICROCHIP TECHNOLOGY
|
Corporate Bond
|
3.92%
|
DUE
|
06/01/2021
|
|
124
|
|
MICROCHIP TECHNOLOGY
|
Corporate Bond
|
3.92%
|
DUE
|
06/01/2021
|
|
546
|
|
MID AMERICA APT LP
|
Corporate Bond
|
3.60%
|
DUE
|
06/01/2027
|
|
92
|
|
MIDAMERICAN ENERGY HOLDINGS
|
Corporate Bond
|
6.12%
|
DUE
|
04/01/2036
|
|
168
|
|
MIDAMERICAN ENERGY HOLDINGS
|
Corporate Bond
|
6.12%
|
DUE
|
04/01/2036
|
|
239
|
|
MIDAMERICAN ENERGY HOLDINGS
|
Corporate Bond
|
6.12%
|
DUE
|
04/01/2036
|
|
209
|
|
MOLSON COORS BREWING CO
|
Corporate Bond
|
5.00%
|
DUE
|
05/01/2042
|
|
61
|
|
MOLSON COORS BREWING CO
|
Corporate Bond
|
5.00%
|
DUE
|
05/01/2042
|
|
188
|
|
MOLSON COORS BREWING CO
|
Corporate Bond
|
2.10%
|
DUE
|
07/15/2021
|
|
868
|
|
MOLSON COORS BREWING CO
|
Corporate Bond
|
4.20%
|
DUE
|
07/15/2046
|
|
69
|
|
MOLSON COORS BREWING CO
|
Corporate Bond
|
4.20%
|
DUE
|
07/15/2046
|
|
69
|
|
MOLSON COORS BREWING CO
|
Corporate Bond
|
4.20%
|
DUE
|
07/15/2046
|
|
52
|
|
MOLSON COORS BREWING CO
|
Corporate Bond
|
4.20%
|
DUE
|
07/15/2046
|
|
22
|
|
MOLSON COORS BREWING CO
|
Corporate Bond
|
4.20%
|
DUE
|
07/15/2046
|
|
125
|
|
MORGAN STANLEY
|
Corporate Bond
|
4.35%
|
DUE
|
09/08/2026
|
|
219
|
|
MORGAN STANLEY
|
Corporate Bond
|
4.35%
|
DUE
|
09/08/2026
|
|
121
|
|
MORGAN STANLEY
|
Corporate Bond
|
4.35%
|
DUE
|
09/08/2026
|
|
97
|
|
MORGAN STANLEY
|
Corporate Bond
|
4.35%
|
DUE
|
09/08/2026
|
|
316
|
|
MORGAN STANLEY
|
Corporate Bond
|
3.62%
|
DUE
|
01/20/2027
|
|
418
|
|
MORGAN STANLEY
|
Corporate Bond
|
4.88%
|
DUE
|
11/01/2022
|
|
206
|
|
MORGAN STANLEY
|
Corporate Bond
|
4.88%
|
DUE
|
11/01/2022
|
|
2
|
|
MORGAN STANLEY
|
Corporate Bond
|
4.88%
|
DUE
|
11/01/2022
|
|
8
|
|
MORGAN STANLEY
|
Corporate Bond
|
4.88%
|
DUE
|
11/01/2022
|
|
283
|
|
MORGAN STANLEY
|
Corporate Bond
|
4.88%
|
DUE
|
11/01/2022
|
|
515
|
|
MORGAN STANLEY
|
Corporate Bond
|
4.88%
|
DUE
|
11/01/2022
|
|
541
|
|
MOSAIC COMPANY
|
Corporate Bond
|
4.05%
|
DUE
|
11/15/2027
|
|
65
|
|
MOSAIC COMPANY
|
Corporate Bond
|
4.05%
|
DUE
|
11/15/2027
|
|
13
|
|
MOSAIC COMPANY
|
Corporate Bond
|
4.05%
|
DUE
|
11/15/2027
|
|
64
|
|
MOSAIC COMPANY
|
Corporate Bond
|
4.05%
|
DUE
|
11/15/2027
|
|
29
|
|
MYLAN INC
|
Corporate Bond
|
3.12%
|
DUE
|
01/15/2023
|
|
173
|
|
MYLAN INC
|
Corporate Bond
|
3.12%
|
DUE
|
01/15/2023
|
|
156
|
|
NABORS INDUSTRIES LTD
|
Corporate Bond
|
5.00%
|
DUE
|
09/15/2020
|
|
481
|
|
NABORS INDUSTRIES INC
|
Corporate Bond
|
5.50%
|
DUE
|
01/15/2023
|
|
28
|
|
NABORS INDUSTRIES INC
|
Corporate Bond
|
5.50%
|
DUE
|
01/15/2023
|
|
67
|
|
NABORS INDUSTRIES INC
|
Corporate Bond
|
5.50%
|
DUE
|
01/15/2023
|
|
207
|
|
NABORS INDUSTRIES INC
|
Corporate Bond
|
5.50%
|
DUE
|
01/15/2023
|
|
150
|
|
NABORS INDUSTRIES INC
|
Corporate Bond
|
5.50%
|
DUE
|
01/15/2023
|
|
238
|
|
NATIONAL OILWELL INC
|
Corporate Bond
|
3.95%
|
DUE
|
12/01/2042
|
|
13
|
|
NATIONAL OILWELL INC
|
Corporate Bond
|
3.95%
|
DUE
|
12/01/2042
|
|
22
|
|
NATIONAL OILWELL INC
|
Corporate Bond
|
3.95%
|
DUE
|
12/01/2042
|
|
41
|
|
NATIONAL OILWELL INC
|
Corporate Bond
|
3.95%
|
DUE
|
12/01/2042
|
|
10
|
|
NATIONAL OILWELL INC
|
Corporate Bond
|
3.95%
|
DUE
|
12/01/2042
|
|
14
|
|
NATIONAL OILWELL INC
|
Corporate Bond
|
3.95%
|
DUE
|
12/01/2042
|
|
200
|
|
NATIONAL OILWELL INC
|
Corporate Bond
|
3.95%
|
DUE
|
12/01/2042
|
|
160
|
|
NATIONAL RETAIL PROPERTIES
|
Corporate Bond
|
4.30%
|
DUE
|
10/15/2028
|
|
241
|
|
NEUBERGER BERMAN GROUP FINANCE
|
Corporate Bond
|
4.50%
|
DUE
|
03/15/2027
|
|
95
|
|
NEUBERGER BERMAN GROUP FINANCE
|
Corporate Bond
|
4.50%
|
DUE
|
03/15/2027
|
|
250
|
|
NEUBERGER BERMAN GROUP FINANCE
|
Corporate Bond
|
4.50%
|
DUE
|
03/15/2027
|
|
45
|
|
NEWFIELD EXPLORATION
|
Corporate Bond
|
5.75%
|
DUE
|
01/30/2022
|
|
75
|
|
NEWFIELD EXPLORATION
|
Corporate Bond
|
5.75%
|
DUE
|
01/30/2022
|
|
26
|
|
NEWFIELD EXPLORATION
|
Corporate Bond
|
5.75%
|
DUE
|
01/30/2022
|
|
69
|
|
NEWFIELD EXPLORATION
|
Corporate Bond
|
5.75%
|
DUE
|
01/30/2022
|
|
278
|
|
NISOURCE FINANCE CORP
|
Corporate Bond
|
5.80%
|
DUE
|
02/01/2042
|
|
89
|
|
NISOURCE FINANCE CORP
|
Corporate Bond
|
5.80%
|
DUE
|
02/01/2042
|
|
277
|
|
NISOURCE FINANCE CORP
|
Corporate Bond
|
3.95%
|
DUE
|
03/30/2048
|
|
369
|
|
NISOURCE FINANCE CORP
|
Corporate Bond
|
3.95%
|
DUE
|
03/30/2048
|
|
200
|
|
NORDEA BANK AB
|
Corporate Bond
|
3.75%
|
DUE
|
08/30/2023
|
|
838
|
|
O'REILLY AUTOMOTIVE INC
|
Corporate Bond
|
3.60%
|
DUE
|
09/01/2027
|
|
819
|
|
O'REILLY AUTOMOTIVE INC
|
Corporate Bond
|
3.60%
|
DUE
|
09/01/2027
|
|
905
|
|
OHIO EDISON
|
Corporate Bond
|
8.25%
|
DUE
|
10/15/2038
|
|
144
|
|
OHIO EDISON
|
Corporate Bond
|
8.25%
|
DUE
|
10/15/2038
|
|
68
|
|
ORACLE CORP
|
Corporate Bond
|
4.12%
|
DUE
|
05/15/2045
|
|
99
|
|
PBF HOLDING CO LLC
|
Corporate Bond
|
7.00%
|
DUE
|
11/15/2023
|
|
96
|
|
PACIFIC GAS & ELECTRIC CORP
|
Corporate Bond
|
6.05%
|
DUE
|
03/01/2034
|
|
134
|
|
PARK AEROSPACE HOLDINGS
|
Corporate Bond
|
5.25%
|
DUE
|
08/15/2022
|
|
124
|
|
PARK AEROSPACE HOLDINGS
|
Corporate Bond
|
5.25%
|
DUE
|
08/15/2022
|
|
118
|
|
PARK AEROSPACE HOLDINGS
|
Corporate Bond
|
5.25%
|
DUE
|
08/15/2022
|
|
561
|
|
PARK AEROSPACE HOLDINGS
|
Corporate Bond
|
4.50%
|
DUE
|
03/15/2023
|
|
50
|
|
PARK AEROSPACE HOLDINGS
|
Corporate Bond
|
4.50%
|
DUE
|
03/15/2023
|
|
50
|
|
PARK AEROSPACE HOLDINGS
|
Corporate Bond
|
4.50%
|
DUE
|
03/15/2023
|
|
156
|
|
PATTERSON UTI ENERGY INC
|
Corporate Bond
|
3.95%
|
DUE
|
02/01/2028
|
|
69
|
|
PATTERSON UTI ENERGY INC
|
Corporate Bond
|
3.95%
|
DUE
|
02/01/2028
|
|
80
|
|
PATTERSON UTI ENERGY INC
|
Corporate Bond
|
3.95%
|
DUE
|
02/01/2028
|
|
17
|
|
PENNSYLVANIA ELECTRIC CO
|
Corporate Bond
|
4.15%
|
DUE
|
04/15/2025
|
|
304
|
|
PENNSYLVANIA ELECTRIC CO
|
Corporate Bond
|
4.15%
|
DUE
|
04/15/2025
|
|
152
|
|
PETROLEOS MEXICANOS
|
Corporate Bond
|
5.50%
|
DUE
|
01/21/2021
|
|
498
|
|
PETROLEOS MEXICANOS
|
Corporate Bond
|
5.50%
|
DUE
|
01/21/2021
|
|
349
|
|
PETROLEOS MEXICANOS
|
Corporate Bond
|
5.50%
|
DUE
|
01/21/2021
|
|
256
|
|
PETROLEOS MEXICANOS
|
Corporate Bond
|
5.50%
|
DUE
|
01/21/2021
|
|
217
|
|
PETROLEOS MEXICANOS
|
Corporate Bond
|
6.38%
|
DUE
|
01/23/2045
|
|
201
|
|
PETROLEOS MEXICANOS
|
Corporate Bond
|
6.38%
|
DUE
|
01/23/2045
|
|
121
|
|
PETROLEOS MEXICANOS
|
Corporate Bond
|
5.35%
|
DUE
|
02/12/2028
|
|
175
|
|
PETROLEOS MEXICANOS
|
Corporate Bond
|
5.35%
|
DUE
|
02/12/2028
|
|
109
|
|
PITNEY BOWES
|
Corporate Bond
|
3.62%
|
DUE
|
10/01/2021
|
|
370
|
|
PLAINS ALL AMER PIPELINE
|
Corporate Bond
|
4.70%
|
DUE
|
06/15/2044
|
|
107
|
|
PLAINS ALL AMER PIPELINE
|
Corporate Bond
|
4.70%
|
DUE
|
06/15/2044
|
|
215
|
|
PLAINS ALL AMER PIPELINE
|
Corporate Bond
|
4.50%
|
DUE
|
12/15/2026
|
|
111
|
|
PLAINS ALL AMER PIPELINE
|
Corporate Bond
|
4.50%
|
DUE
|
12/15/2026
|
|
722
|
|
PROGRESSIVE CORP OHIO
|
Corporate Bond
|
5.38%
|
DUE
|
01/30/3100
|
|
515
|
|
PROGRESSIVE CORP OHIO
|
Corporate Bond
|
5.38%
|
DUE
|
01/30/3100
|
|
281
|
|
PRUDENTIAL FINANCIAL INC
|
Corporate Bond
|
5.70%
|
DUE
|
09/15/2048
|
|
665
|
|
PUGET ENERGY INC
|
Corporate Bond
|
6.50%
|
DUE
|
12/15/2020
|
|
238
|
|
PUGET ENERGY INC
|
Corporate Bond
|
5.76%
|
DUE
|
10/01/2039
|
|
208
|
|
PUGET ENERGY INC
|
Corporate Bond
|
5.76%
|
DUE
|
10/01/2039
|
|
149
|
|
PULTE GROUP INC
|
Corporate Bond
|
5.00%
|
DUE
|
01/15/2027
|
|
222
|
|
PULTE GROUP INC
|
Corporate Bond
|
5.00%
|
DUE
|
01/15/2027
|
|
74
|
|
PULTE GROUP INC
|
Corporate Bond
|
5.00%
|
DUE
|
01/15/2027
|
|
111
|
|
QVC INC
|
Corporate Bond
|
5.12%
|
DUE
|
07/02/2022
|
|
505
|
|
QVC INC
|
Corporate Bond
|
5.12%
|
DUE
|
07/02/2022
|
|
303
|
|
QWEST CORP
|
Corporate Bond
|
6.75%
|
DUE
|
12/01/2021
|
|
350
|
|
RPM INTERNATIONAL INC
|
Corporate Bond
|
3.75%
|
DUE
|
03/15/2027
|
|
28
|
|
RPM INTERNATIONAL INC
|
Corporate Bond
|
3.75%
|
DUE
|
03/15/2027
|
|
284
|
|
REINSURANCE GROUP OF AMERICA
|
Corporate Bond
|
4.70%
|
DUE
|
09/15/2023
|
|
490
|
|
RELIANCE STEEL AND ALUMINUM
|
Corporate Bond
|
4.50%
|
DUE
|
04/15/2023
|
|
506
|
|
REYNOLDS AMERICAN INC
|
Corporate Bond
|
5.85%
|
DUE
|
08/15/2045
|
|
79
|
|
REYNOLDS AMERICAN INC
|
Corporate Bond
|
5.85%
|
DUE
|
08/15/2045
|
|
279
|
|
ROYAL BANK OF SCOTLAND GRP PLC
|
Corporate Bond
|
3.50%
|
DUE
|
05/15/2023
|
|
505
|
|
LEIDOS HOLDINGS INC
|
Corporate Bond
|
4.45%
|
DUE
|
12/01/2020
|
|
517
|
|
SVB FINANCIAL GROUP
|
Corporate Bond
|
3.50%
|
DUE
|
01/29/2025
|
|
263
|
|
SVB FINANCIAL GROUP
|
Corporate Bond
|
3.50%
|
DUE
|
01/29/2025
|
|
144
|
|
SABINE PASS LIQUEFACTION
|
Corporate Bond
|
4.20%
|
DUE
|
03/15/2028
|
|
502
|
|
SABINE PASS LIQUEFACTION
|
Corporate Bond
|
4.20%
|
DUE
|
03/15/2028
|
|
311
|
|
SHERWIN WILLIAMS
|
Corporate Bond
|
4.50%
|
DUE
|
06/01/2047
|
|
54
|
|
SHERWIN WILLIAMS
|
Corporate Bond
|
4.50%
|
DUE
|
06/01/2047
|
|
90
|
|
SOUTHERN COPPER CORP
|
Corporate Bond
|
6.75%
|
DUE
|
04/16/2040
|
|
83
|
|
SOUTHERN COPPER CORP
|
Corporate Bond
|
6.75%
|
DUE
|
04/16/2040
|
|
110
|
|
SPRINT NEXTEL CORP
|
Corporate Bond
|
9.25%
|
DUE
|
04/15/2022
|
|
246
|
|
SPRINT NEXTEL CORP
|
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
|
|
6
|
|
STANDARD INDUSTRIES INC
|
Corporate Bond
|
5.50%
|
DUE
|
02/15/2023
|
|
5
|
|
STANDARD INDUSTRIES INC
|
Corporate Bond
|
5.50%
|
DUE
|
02/15/2023
|
|
11
|
|
STANDARD INDUSTRIES INC
|
Corporate Bond
|
5.50%
|
DUE
|
02/15/2023
|
|
58
|
|
SUNOCO LOGISTICS PARTNER
|
Corporate Bond
|
4.00%
|
DUE
|
10/01/2027
|
|
96
|
|
SUNOCO LOGISTICS PARTNER
|
Corporate Bond
|
4.00%
|
DUE
|
10/01/2027
|
|
595
|
|
SYNGENTA FINANCE NV
|
Corporate Bond
|
3.70%
|
DUE
|
04/24/2020
|
|
338
|
|
SYNGENTA FINANCE NV
|
Corporate Bond
|
3.70%
|
DUE
|
04/24/2020
|
|
199
|
|
SYNGENTA FINANCE NV
|
Corporate Bond
|
4.44%
|
DUE
|
04/24/2023
|
|
136
|
|
SYNGENTA FINANCE NV
|
Corporate Bond
|
4.44%
|
DUE
|
04/24/2023
|
|
298
|
|
SYNGENTA FINANCE NV
|
Corporate Bond
|
4.44%
|
DUE
|
04/24/2023
|
|
337
|
|
SYNCHRONY FINANCIAL
|
Corporate Bond
|
3.95%
|
DUE
|
12/01/2027
|
|
463
|
|
SYNCHRONY BANK
|
Corporate Bond
|
3.00%
|
DUE
|
06/15/2022
|
|
491
|
|
SYNCHRONY BANK
|
Corporate Bond
|
3.00%
|
DUE
|
06/15/2022
|
|
514
|
|
BlackRock TCP Capital Corp
|
Corporate Bond
|
4.12%
|
DUE
|
08/11/2022
|
|
304
|
|
BlackRock TCP Capital Corp
|
Corporate Bond
|
4.12%
|
DUE
|
08/11/2022
|
|
183
|
|
TANGER PROPERTIES LP
|
Corporate Bond
|
3.12%
|
DUE
|
09/01/2026
|
|
223
|
|
TELEFONICA EMISIONES SAU
|
Corporate Bond
|
4.66%
|
DUE
|
03/06/2038
|
|
176
|
|
TENCENT HOLDINGS LTD
|
Corporate Bond
|
3.60%
|
DUE
|
01/19/2028
|
|
225
|
|
TENCENT HOLDINGS LTD
|
Corporate Bond
|
3.60%
|
DUE
|
01/19/2028
|
|
282
|
|
TESORO LOGISTICS LP/CORP
|
Corporate Bond
|
6.25%
|
DUE
|
10/15/2022
|
|
190
|
|
TEVA PHARMACEUTICAL FINANCE CO
|
Corporate Bond
|
2.25%
|
DUE
|
03/18/2020
|
|
219
|
|
TEVA PHARMACEUTICALS NE
|
Corporate Bond
|
1.70%
|
DUE
|
07/19/2019
|
|
88
|
|
TEVA PHARMACEUTICALS NE
|
Corporate Bond
|
2.20%
|
DUE
|
07/21/2021
|
|
77
|
|
TEVA PHARMACEUTICALS NE
|
Corporate Bond
|
2.20%
|
DUE
|
07/21/2021
|
|
78
|
|
TEVA PHARMACEUTICALS NE
|
Corporate Bond
|
2.20%
|
DUE
|
07/21/2021
|
|
47
|
|
TEVA PHARMACEUTICALS NE
|
Corporate Bond
|
2.20%
|
DUE
|
07/21/2021
|
|
207
|
|
TEVA PHARMACEUTICALS NE
|
Corporate Bond
|
2.20%
|
DUE
|
07/21/2021
|
|
218
|
|
TEVA PHARMACEUTICALS NE
|
Corporate Bond
|
2.20%
|
DUE
|
07/21/2021
|
|
35
|
|
TEVA PHARMACEUTICALS NE
|
Corporate Bond
|
2.20%
|
DUE
|
07/21/2021
|
|
919
|
|
TEXTRON INC
|
Corporate Bond
|
3.65%
|
DUE
|
03/15/2027
|
|
57
|
|
TEXTRON INC
|
Corporate Bond
|
3.65%
|
DUE
|
03/15/2027
|
|
95
|
|
TIME WARNER CABLE INC
|
Corporate Bond
|
6.75%
|
DUE
|
06/15/2039
|
|
178
|
|
TIME WARNER CABLE INC
|
Corporate Bond
|
6.75%
|
DUE
|
06/15/2039
|
|
127
|
|
TIME WARNER CABLE INC
|
Corporate Bond
|
5.88%
|
DUE
|
11/15/2040
|
|
96
|
|
TIME WARNER CABLE INC
|
Corporate Bond
|
5.88%
|
DUE
|
11/15/2040
|
|
96
|
|
TRINITY ACQUISITION PLC
|
Corporate Bond
|
4.40%
|
DUE
|
03/15/2026
|
|
497
|
|
TRINITY ACQUISITION PLC
|
Corporate Bond
|
4.40%
|
DUE
|
03/15/2026
|
|
323
|
|
TURKIYE GARANTI BANKASI
|
Corporate Bond
|
4.75%
|
DUE
|
10/17/2019
|
|
252
|
|
TURKIYE GARANTI BANKASI
|
Corporate Bond
|
4.75%
|
DUE
|
10/17/2019
|
|
247
|
|
UDR INC
|
Corporate Bond
|
3.50%
|
DUE
|
07/01/2027
|
|
119
|
|
UBS GROUP FUNDING SWITZE
|
Corporate Bond
|
2.86%
|
DUE
|
08/15/2023
|
|
1,058
|
|
UNITED AIR 2018 1 B PTT
|
Corporate Bond
|
4.60%
|
DUE
|
09/01/2027
|
|
105
|
|
UNITED MEXICAN STATES
|
Corporate Bond
|
6.75%
|
DUE
|
09/27/2034
|
|
370
|
|
UNITED MEXICAN STATES
|
Corporate Bond
|
6.75%
|
DUE
|
09/27/2034
|
|
199
|
|
UNITED MEXICAN STATES
|
Corporate Bond
|
4.75%
|
DUE
|
03/08/2044
|
|
431
|
|
UNITED MEXICAN STATES
|
Corporate Bond
|
4.75%
|
DUE
|
03/08/2044
|
|
273
|
|
UNITED TECHNOLOGIES CORP
|
Corporate Bond
|
4.50%
|
DUE
|
06/01/2042
|
|
90
|
|
VALE OVERSEAS LTD
|
Corporate Bond
|
6.88%
|
DUE
|
11/21/2036
|
|
91
|
|
VALE OVERSEAS LTD
|
Corporate Bond
|
6.88%
|
DUE
|
11/21/2036
|
|
114
|
|
VALE OVERSEAS LTD
|
Corporate Bond
|
4.38%
|
DUE
|
01/11/2022
|
|
1,018
|
|
VALE OVERSEAS LTD
|
Corporate Bond
|
5.88%
|
DUE
|
06/10/2021
|
|
524
|
|
VALLEY NATIONAL BANCORP
|
Corporate Bond
|
5.12%
|
DUE
|
09/27/2023
|
|
104
|
|
VEREIT OPERATING PARTNERSHIP
|
Corporate Bond
|
4.62%
|
DUE
|
11/01/2025
|
|
396
|
|
VERIZON COMMUNICATIONS
|
Corporate Bond
|
6.55%
|
DUE
|
09/15/2043
|
|
221
|
|
VERIZON COMMUNICATIONS
|
Corporate Bond
|
6.55%
|
DUE
|
09/15/2043
|
|
236
|
|
VERIZON COMMUNICATIONS
|
Corporate Bond
|
4.12%
|
DUE
|
03/16/2027
|
|
32
|
|
VERIZON COMMUNICATIONS
|
Corporate Bond
|
4.12%
|
DUE
|
03/16/2027
|
|
30
|
|
VERIZON COMMUNICATIONS
|
Corporate Bond
|
4.12%
|
DUE
|
03/16/2027
|
|
35
|
|
VERIZON COMMUNICATIONS
|
Corporate Bond
|
4.12%
|
DUE
|
03/16/2027
|
|
8
|
|
VERIZON COMMUNICATIONS
|
Corporate Bond
|
4.12%
|
DUE
|
03/16/2027
|
|
100
|
|
VIRGINIA ELECTRIC POWER
|
Corporate Bond
|
8.88%
|
DUE
|
11/15/2038
|
|
166
|
|
VIRGINIA ELECTRIC POWER
|
Corporate Bond
|
8.88%
|
DUE
|
11/15/2038
|
|
377
|
|
VOYA FINANCIAL INC
|
Corporate Bond
|
4.70%
|
DUE
|
01/23/2048
|
|
154
|
|
WEINGARTEN REALTY INVESTORS
|
Corporate Bond
|
3.25%
|
DUE
|
08/15/2026
|
|
42
|
|
WELLPOINT INC
|
Corporate Bond
|
4.65%
|
DUE
|
01/15/2043
|
|
87
|
|
WELLPOINT INC
|
Corporate Bond
|
4.65%
|
DUE
|
01/15/2043
|
|
97
|
|
WELLS FARGO FINANCIAL
|
Corporate Bond
|
5.61%
|
DUE
|
01/15/2044
|
|
125
|
|
WELLS FARGO FINANCIAL
|
Corporate Bond
|
3.07%
|
DUE
|
01/24/2023
|
|
302
|
|
WELLS FARGO CO
|
Corporate Bond
|
5.38%
|
DUE
|
11/02/2043
|
|
166
|
|
WESTERN GAS PARTNERS
|
Corporate Bond
|
4.00%
|
DUE
|
07/01/2022
|
|
174
|
|
WESTERN GAS PARTNERS
|
Corporate Bond
|
4.00%
|
DUE
|
07/01/2022
|
|
669
|
|
WESTERN GAS PARTNERS
|
Corporate Bond
|
4.00%
|
DUE
|
07/01/2022
|
|
892
|
|
WESTERN GAS PARTNERS
|
Corporate Bond
|
4.50%
|
DUE
|
03/01/2028
|
|
107
|
|
WESTERN GAS PARTNERS
|
Corporate Bond
|
4.50%
|
DUE
|
03/01/2028
|
|
93
|
|
WILLIS NORTH AMERICA INC
|
Corporate Bond
|
4.50%
|
DUE
|
09/15/2028
|
|
724
|
|
XSTRATA FINANCE CANADA
|
Corporate Bond
|
5.55%
|
DUE
|
10/25/2042
|
|
24
|
|
XSTRATA FINANCE CANADA
|
Corporate Bond
|
5.55%
|
DUE
|
10/25/2042
|
|
99
|
|
XSTRATA FINANCE CANADA
|
Corporate Bond
|
5.55%
|
DUE
|
10/25/2042
|
|
28
|
|
XSTRATA FINANCE CANADA
|
Corporate Bond
|
5.55%
|
DUE
|
10/25/2042
|
|
90
|
|
XLIT LTD
|
Corporate Bond
|
4.45%
|
DUE
|
03/31/2025
|
|
92
|
|
XLIT LTD
|
Corporate Bond
|
4.45%
|
DUE
|
03/31/2025
|
|
106
|
|
XLIT LTD
|
Corporate Bond
|
4.45%
|
DUE
|
03/31/2025
|
|
248
|
|
XLIT LTD
|
Corporate Bond
|
4.45%
|
DUE
|
03/31/2025
|
|
75
|
|
XLIT LTD
|
Corporate Bond
|
4.45%
|
DUE
|
03/31/2025
|
|
348
|
|
XLIT LTD
|
Corporate Bond
|
5.50%
|
DUE
|
03/31/2045
|
|
207
|
|
XLIT LTD
|
Corporate Bond
|
5.50%
|
DUE
|
03/31/2045
|
|
129
|
|
YARA INTERNATIONAL ASA
|
Corporate Bond
|
4.75%
|
DUE
|
06/01/2028
|
|
384
|
|
YARA INTERNATIONAL ASA
|
Corporate Bond
|
4.75%
|
DUE
|
06/01/2028
|
|
199
|
|
ZB NA
|
Corporate Bond
|
3.50%
|
DUE
|
08/27/2021
|
|
997
|
|
ZIMMER BIOMET HOLDINGS INC
|
Corporate Bond
|
4.45%
|
DUE
|
08/15/2045
|
|
196
|
|
ISRAEL ELECTRIC CORP LTD
|
Corporate Bond
|
4.25%
|
DUE
|
08/14/2028
|
|
427
|
|
ISRAEL ELECTRIC CORP LTD
|
Corporate Bond
|
4.25%
|
DUE
|
08/14/2028
|
|
380
|
|
FNMA
|
Federal Government and Agency Bond
|
3.50%
|
DUE
|
01/15/2041
|
|
1,725
|
|
FNMA
|
Federal Government and Agency Bond
|
4.00%
|
DUE
|
04/01/2040
|
|
13,711
|
|
FNMA
|
Federal Government and Agency Bond
|
4.00%
|
DUE
|
04/01/2040
|
|
8,537
|
|
FNMA
|
Federal Government and Agency Bond
|
4.50%
|
DUE
|
01/01/2040
|
|
7,896
|
|
FNMA
|
Federal Government and Agency Bond
|
4.50%
|
DUE
|
01/01/2040
|
|
8,698
|
|
FNMA
|
Federal Government and Agency Bond
|
5.00%
|
DUE
|
01/01/2040
|
|
1,309
|
|
GNMA II
|
Federal Government and Agency Bond
|
3.00%
|
DUE
|
12/15/2043
|
|
13,811
|
|
GNMA II
|
Federal Government and Agency Bond
|
3.50%
|
DUE
|
01/23/2042
|
|
3,446
|
|
GNMA II
|
Federal Government and Agency Bond
|
4.00%
|
DUE
|
01/20/2041
|
|
1,715
|
|
5 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
32
|
|
2 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
1
|
|
2 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
195
|
|
2 YR US TR NOTES
|
Futures Contract
|
0.00%
|
DUE
|
04/03/2019
|
|
1
|
|
20 YR US TR BONDS
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(490)
|
|
US ULTRA T-BOND
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
1,051
|
|
US 10YR ULTRA FUT JUN16
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(172)
|
|
US 10YR ULTRA FUT JUN16
|
Futures Contract
|
0.00%
|
DUE
|
03/29/2019
|
|
(16)
|
|
FHLMC GOLD
|
Mortgaged Backed Security
|
4.00%
|
DUE
|
12/01/2047
|
|
1,491
|
|
FHLMC GOLD
|
Mortgaged Backed Security
|
4.00%
|
DUE
|
12/01/2047
|
|
2,889
|
|
FHLMC GOLD
|
Mortgaged Backed Security
|
4.00%
|
DUE
|
02/01/2048
|
|
484
|
|
FREDDIE MAC GOLD
|
Mortgaged Backed Security
|
4.00%
|
DUE
|
09/01/2048
|
|
3,332
|
|
FHLMC
|
Mortgaged Backed Security
|
3.50%
|
DUE
|
11/01/2047
|
|
238
|
|
FHLMC
|
Mortgaged Backed Security
|
4.00%
|
DUE
|
12/01/2047
|
|
269
|
|
FHLMC GOLD
|
Mortgaged Backed Security
|
4.00%
|
DUE
|
07/01/2048
|
|
302
|
|
FNMA
|
Mortgaged Backed Security
|
3.50%
|
DUE
|
02/01/2041
|
|
308
|
|
FNMA
|
Mortgaged Backed Security
|
4.00%
|
DUE
|
04/01/2048
|
|
896
|
|
FNMA
|
Mortgaged Backed Security
|
3.00%
|
DUE
|
07/01/2047
|
|
1,667
|
|
FNMA
|
Mortgaged Backed Security
|
3.00%
|
DUE
|
07/01/2047
|
|
729
|
|
FNMA
|
Mortgaged Backed Security
|
3.50%
|
DUE
|
01/01/2048
|
|
3,763
|
|
FNMA
|
Mortgaged Backed Security
|
4.50%
|
DUE
|
06/01/2048
|
|
3,327
|
|
FNMA
|
Mortgaged Backed Security
|
4.50%
|
DUE
|
06/01/2048
|
|
617
|
|
FNMA
|
Mortgaged Backed Security
|
4.00%
|
DUE
|
07/01/2048
|
|
821
|
|
FNMA
|
Mortgaged Backed Security
|
4.00%
|
DUE
|
07/01/2048
|
|
50
|
|
FNMA
|
Mortgaged Backed Security
|
3.50%
|
DUE
|
02/01/2043
|
|
6,696
|
|
FNMA
|
Mortgaged Backed Security
|
3.00%
|
DUE
|
10/01/2046
|
|
4,500
|
|
FNMA
|
Mortgaged Backed Security
|
3.00%
|
DUE
|
10/01/2046
|
|
1,651
|
|
NORTHSTAR EDUCATION FINANCE IN
|
Municipals
|
5.86%
|
DUE
|
04/01/2042
|
|
1,642
|
|
BCM SWAPTION
|
Options
|
2.94%
|
DUE
|
12/13/2032
|
|
628
|
|
BCM SWAPTION
|
Options
|
2.44%
|
DUE
|
12/13/2032
|
|
232
|
|
BCM SWAPTION
|
Options
|
2.62%
|
DUE
|
01/31/2033
|
|
287
|
|
BCM SWAPTION
|
Options
|
3.12%
|
DUE
|
01/31/2033
|
|
621
|
|
US TREASURY N/B
|
US Government Bonds
|
3.50%
|
DUE
|
02/15/2039
|
|
328
|
|
US TREASURY N/B
|
US Government Bonds
|
3.50%
|
DUE
|
02/15/2039
|
|
530
|
|
WI TREASURY SEC.
|
US Government Bonds
|
2.50%
|
DUE
|
05/15/2046
|
|
289
|
|
WI TREASURY SEC.
|
US Government Bonds
|
2.50%
|
DUE
|
05/15/2046
|
|
2,512
|
|
WI TREASURY SEC.
|
US Government Bonds
|
2.50%
|
DUE
|
05/15/2046
|
|
271
|
|
WI TREASURY SEC.
|
US Government Bonds
|
2.50%
|
DUE
|
05/15/2046
|
|
203
|
|
WI TREASURY SEC.
|
US Government Bonds
|
2.50%
|
DUE
|
05/15/2046
|
|
361
|
|
WI TREASURY SEC.
|
US Government Bonds
|
2.50%
|
DUE
|
05/15/2046
|
|
271
|
|
WI TREASURY SEC.
|
US Government Bonds
|
2.50%
|
DUE
|
05/15/2046
|
|
180
|
|
WI TREASURY SEC.
|
US Government Bonds
|
2.50%
|
DUE
|
05/15/2046
|
|
158
|
|
US TREASURY N/B TIPS
|
US Government Bonds
|
1.88%
|
DUE
|
11/30/2021
|
|
1,967
|
|
US TREASURY N/B TIPS
|
US Government Bonds
|
1.62%
|
DUE
|
10/31/2023
|
|
768
|
|
US TREASURY N/B TIPS
|
US Government Bonds
|
1.62%
|
DUE
|
10/31/2023
|
|
576
|
|
US TREASURY N/B TIPS
|
US Government Bonds
|
1.62%
|
DUE
|
10/31/2023
|
|
720
|
|
US TREASURY N/B TIPS
|
US Government Bonds
|
1.62%
|
DUE
|
10/31/2023
|
|
768
|
|
US TREASURY N/B TIPS
|
US Government Bonds
|
1.62%
|
DUE
|
10/31/2023
|
|
624
|
|
STATE STREET STIF
|
Sweep Investment
|
|
|
|
|
(922)
|
|
|
|
|
|
|
|
|
|
LIABILITIES IN EXCESS OF OTHER ASSETS
|
|
|
|
|
(63,980)
|
|
TOTAL MASSMUTUAL STABLE VALUE FUND
|
|
|
|
$
|
337,981
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
*NOTES RECEIVABLE FROM PARTICIPANTS
|
Participant Loans
|
2.36% to 11.00% 2019-2026
|
$
|
96,110
|
|
|
|
|
|
|
|
|
|
*Indicates party-in-interest to the Plan
|
|
|
|
|
|
|
|
All investments are participant directed;
therefore, cost value has been omitted.
|
|
|
|
|
|