UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549



FORM 11-K



(Mark One)


[X]
ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the fiscal year ended December 31, 2018

OR


[  ]
TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934

For the transition period from      to ___

Commission File Number   001-38769

   
A.
Full title of the plan and the address of the plan, if different from that of the issuer named below:

Cigna 401(k) Plan

B.
Name of issuer of the securities held pursuant to the plan and the address of its principal executive office:

Cigna Corporation
900 Cottage Grove Road
Bloomfield, Connecticut 06002


Required Information

Financial statements and schedules for the Cigna 401(k) Plan, prepared in accordance with the financial reporting requirements of the Employee Retirement Income Security Act of 1974, are contained in this Annual Report on Form 11-K.



Exhibits

Exhibits are listed in the Index to Exhibits.





CIGNA 401(k) PLAN
 
Financial Statements and
Supplemental Schedule
 
December 31, 2018 and 2017
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 








 
CIGNA 401(k) PLAN
 
TABLE OF CONTENTS
 
   
 
 
 
Page
 
   
Report of Independent Registered Public Accounting Firm
 
3
 
   
Financial Statements
 

     Statements of Net Assets Available for Benefits as of December 31, 2018 and 2017
 
5
 
     Statement of Changes in Net Assets Available for Benefits for the Years Ended December 31, 2018 and 2017
 
6
 
     Notes to the Financial Statements
 
7
 
   
Supplemental Schedule*
 
 
     Form 5500 Schedule H, Line 4i - Schedule of Assets (Held at End of Year) as of December 31, 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
 
 
18
 
   




Report of Independent Registered Public Accounting Firm

To   the Administrator and Plan Participants of   Cigna 401(k) Plan

Opinion on the Financial Statements

We have audited the accompanying statements of net assets available for benefits of Cigna 401(k) Plan  (the “Plan”) as of December 31, 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
 
             
STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
 
             
             
   
As of
 
   
December 31,
 
   
2018
   
2017
 
   
(In thousands)
 
Assets
           
             
Investments, at Fair Value (See Note 4)
 
$
3,726,976
   
$
3,955,826
 
                 
Investments, at Contract Value (See Note 5)
   
2,086,528
     
2,013,750
 
                 
Notes receivable
   
96,110
     
91,783
 
                 
Employer contributions receivable
   
49,148
     
6,380
 
                 
Net assets available for benefits
 
$
5,958,762
   
$
6,067,739
 
                 
                 
                 
                 
                 
                 
                 
                 
                 
                 
The accompanying Notes to the Financial Statements are an integral part of these statements.
 


5

CIGNA 401(k) PLAN
 
       
STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS
 
       
   
For the Year Ended
 
   
December 31,
 
   
2018
 
   
(In thousands)
 
       
Investment Income
     
       
   Net depreciation in fair value of investments
 
$
(302,535
)
         
   Interest
   
60,023
 
         
   Dividends
   
195
 
         
        Net investment income (loss)
   
(242,317
)
         
Interest income on notes receivable from participants
   
3,319
 
         
Contributions
       
         
   Employee contributions
   
256,200
 
         
   Employer contributions
   
197,293
 
         
   Rollover contributions
   
27,141
 
         
        Total contributions
   
480,634
 
         
Deductions
       
         
   Benefits paid to participants
   
(350,087
)
         
   Plan expenses
   
(2,531
)
         
        Total deductions
   
(352,618
)
         
Net decrease
   
(110,982
)
         
Transfers from other plans (See Note 3)
   
2,005
 
         
Net assets available for benefits
       
   Beginning of year
   
6,067,739
 
         
   End of year
 
$
5,958,762
 
         
         
         
         
The accompanying Notes to the Financial Statements are an integral part of these statements.
 


6

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.

Employee Contributions

The Plan permits employees to make pre-tax and Roth contributions (regular and catch-up). The contribution rate maximum is 80% of a participant’s eligible pay.  This is a total limit that applies to all employee contributions.  As a result of the Plan’s use of a “qualified automatic contribution arrangement” (QACA) safe harbor, highly-compensated employees are not subject to a separate contribution rate limit.

7

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.

Employer Contributions

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.


8

CIGNA 401(k) PLAN

NOTES TO THE FINANCIAL STATEMENTS


Rollover Contributions

The Plan may accept rollover contributions.  Rollover contributions represent distributions received from other “eligible retirement plans,” as defined in IRC section 401(a)(31)(E).  Distributions from other plans are subject to certain conditions to be eligible for rollover into the Plan.

Participant Accounts

Each participant’s account is credited with the participant’s contribution, the employer contribution and investment earnings, net of expenses.  The benefit to which a participant is entitled is the benefit that can be provided from the participant’s vested account balance.

Vesting

Employee contributions and related investment earnings are fully vested at all times.

Employer contributions and related investment earnings become fully vested upon completion of two years of service.  Employer contributions made at any time and related investment earnings become fully vested earlier when an employee reaches age 65; dies; becomes totally and permanently disabled; or continues to be employed by a participating Cigna company that is sold and does not maintain a successor plan.  Early vesting also would occur if Cigna discontinues matching contributions or terminates the Plan.

Participants earn a year of vesting service if they have at least 1,000 hours of service during the calendar year.

Forfeitures

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.

Notes Receivable

The notes receivable amount represents the unpaid principal balance on unpaid loans. The Plan permits participants to borrow a portion of their vested Plan account, subject to certain limitations, including restriction of post-2009 Cigna employer contributions, at an annual rate of interest with a specified repayment period.  The minimum amount that may be borrowed is $1,000; the maximum total loan amount is the lesser of $50,000 or 50% of the participant’s vested account balance.  A participant may have no more than two outstanding loans.  Loan terms range from 12 to 60 months or up to 120 months if the loan is used to buy or build a participant’s primary residence.  The annual interest rate for a Plan loan is 2% plus the yield of actively traded U.S. Treasury securities, adjusted by the U.S. Treasury Department to 3-year or 7-year constant maturities.  The maximum Plan loan interest rate is the bank prime loan rate that is in effect on the same date that the applicable Treasury rate is determined.  Loan interest rates remain fixed during the term of the loan.  The loan is secured by the participant’s vested account balance.  PRIAC charges the participant a $50 fee to process Plan loans and a $25 annual loan maintenance fee for new loans initiated after March 29, 2018.


9

CIGNA 401(k) PLAN

NOTES TO THE FINANCIAL STATEMENTS


Payment of Benefits

Participants may withdraw funds subject to the requirements of the Plan.  Upon termination of employment for any reason, a participant may elect to receive either a lump-sum amount equal to the value of the participant’s vested account balance, monthly installments over a period of years, an annuity, or a combination of these forms of payment.  If the participant’s vested account balance is more than $1,000 but not more than $5,000 and the participant does not agree within 80 days to accept a lump sum, the amount will automatically be rolled over to an Individual Retirement Account or Individual Retirement Annuity (IRA) sponsored by a Prudential Retirement affiliate.  The IRA will be invested in an investment product designed to preserve principal and provide a reasonable rate of return and liquidity. All related expenses will be charged to the IRA. If a Plan participant with a balance greater than $5,000 terminates and does not withdraw funds, the account becomes inactive. Inactive plan participants can request withdrawals at any time.  Also, when a participant reaches age 70 ½, required minimum distributions must be made in accordance with IRS formulas.  To the extent a participant’s account is invested in Cigna common stock, the participant may elect to receive such amounts in shares.

Plan Expenses

Administrative expenses and certain investment management fees are reported separately, and participant accounts are directly charged, on a quarterly basis, with the same administrative fee regardless of their investment options.  Effective April 1, 2018, the annual administrative fee was 0.025% (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.



10

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.


11

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).
12

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.


                         
2018
       
Quoted Prices
   
Significant
       
         
 in Active
   
Other
       
         
Markets for
   
Observable
       
         
Identical Assets
   
Inputs
       
(In thousands)
 
(Level 1)
 
(Level 2)
 
Total
 
Assets at fair value:
                     
Common stock
   
$
869,031
 
$
   
$
869,031
 
Pooled separate accounts:
                     
     Fixed maturities
           
134,890
   
134,890
 
     Equity securities
           
2,723,055
   
2,723,055
 
     Total assets at fair value
 
$
869,031
 
$
2,857,945
 
$
3,726,976
 
                         
2017
       
Quoted Prices
   
Significant
       
         
 in Active
   
Other
       
         
Markets for
   
Observable
       
         
Identical Assets
   
Inputs
       
(In thousands)
 
(Level 1)
 
(Level 2)
 
Total
 
Assets at fair value:
                     
Common stock
   
$
1,001,178
 
$
   
$
1,001,178
 
Pooled separate accounts:
                     
     Fixed maturities
           
134,011
   
134,011
 
     Equity securities
           
2,820,637
   
2,820,637
 
     Total assets at fair value
 
$
1,001,178
 
$
2,954,648
 
$
3,955,826
 

Level 1 Financial Assets

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.

Level 2 Financial Assets

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.


13

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.


14

CIGNA 401(k) PLAN

NOTES TO THE FINANCIAL STATEMENTS


The traditional investment contract held by the Plan is a guaranteed investment contract with PRIAC. The contract issuer is contractually obligated to repay the principal and interest at a specified interest rate that is guaranteed to the Plan. The crediting rate is based on a formula established by the contract issuer but may not be less than 0 percent and is reviewed not less than annually for resetting.

The Plan’s ability to receive amounts due in accordance with fully benefit-responsive investment contracts is dependent on the third-party issuer’s ability to meet its financial obligations. The issuer’s ability to meet its contractual obligations may be affected by future economic and regulatory developments.

Certain events might limit the ability of the Plan to transact at contract value with the contract issuer. These events may be different under each contract. Examples of such events include the following:

 
1.
The Plan’s failure to qualify under Section 401(a) of the Internal Revenue Code or the failure of the trust to be tax-exempt under Section 501(a) of the Internal Revenue Code;
 
2.
Premature termination of the contracts;
 
3.
Plan termination or merger;
 
4.
Changes to the Plan’s prohibition on competing investment options;
 
5.
Bankruptcy of the plan sponsor or other plan sponsor events (for example, divestitures or spinoffs of a subsidiary) that significantly affect the Plan’s normal operations;
 
6.
Bankruptcy of PRIAC, the contract issuer to the traditional investment contract.

Note that if these certain events were to occur, the Plan may not be able to transact at contract value with the contract issuers and may elect to reflect any difference between market value and contract value by adjusting participants’ melded book value in the Fixed Income Fund. It is possible that under such events participants’ melded book value may decrease, however, the Plan Sponsor does not believe it is probable that such events will occur.

Note 6 - Tax Status

The Plan's design and current operations are consistent with all IRS requirements for tax exemption.  This was confirmed by the IRS through the issuance to Cigna of a favorable Determination Letter dated March 27, 2018.  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.
 

15

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.
       
       
16








SUPPLEMENTAL SCHEDULE







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


18



 
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


19



 
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


20



 
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


21


 
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


22



 
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


23



 
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


24


 
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


25


 
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


26


 
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


27



 
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)


28



 
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


29



 
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


30


 
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


31


 
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

32


 

 
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

33


 

 
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

34


 

 
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

35


 

 
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

36


 

 
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

37


 

 
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

38


 

 
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

39


 

 
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

40


 

 
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

41


 

 
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

42


 

 
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

43


 

 
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

44


 

 
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

45


 

 
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

46


 

 
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

47


 

 
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

48


 

 
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)
               

49


 


 
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.
         





50


SIGNATURE

Pursuant to the requirements of the Securities Exchange Act of 1934, the trustees (or other persons who administer the employee benefit plan) have duly caused this annual report to be signed on its behalf by the undersigned hereunto duly authorized.


 
Cigna 401(k) PLAN
     
     
     
Date:  June 26, 2019
By:
/s/ Jill Vaslow
   
Jill Vaslow
   
Plan Administrator




Index to Exhibits



Number
Description
Method of Filing
     
Consent of Independent Registered Public Accounting Firm
Filed herewith.





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