UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
FORM 11-K
(Mark One)
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[X]
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ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
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For the fiscal year ended December 31, 2020
OR
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[ ]
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TRANSITION REPORT PURSUANT TO SECTION
15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
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For the transition period from to
Commission File Number 001-38769
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A.
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Full title of the plan and the address of the plan, if different from that of the issuer named below:
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Cigna 401(k) Plan
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B.
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Name of issuer of the securities held pursuant to the plan and the address of its principal executive office:
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Cigna Corporation
900 Cottage Grove Road
Bloomfield, Connecticut 06002
CIGNA 401(k) PLAN
Financial Statements and
Supplemental Schedule
December 31, 2020 and 2019
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CIGNA 401(k) PLAN
TABLE OF CONTENTS
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Page
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Report of Independent Auditors
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4
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Financial Statements
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Statements of Net Assets Available for Benefits as of December 31, 2020 and 2019
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6
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Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2020
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7
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Supplemental Schedule*
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Form 5500 Schedule H, Line 4i - Schedule of Assets (Held at End of Year) as of December 31, 2020
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18
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*Other supplemental schedules required by Section 2520.103-10 of the Department of Labor’s Rules and Regulations for Reporting and Disclosure under ERISA have been omitted because they are not applicable
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Report of
Independent Registered Public Accounting Firm
To the Administrator and Plan Participants of Cigna 401(k) Plan
Opinion on the Financial Statements
We have audited the accompanying statements of net assets available for
benefits of Cigna 401(k) Plan (the “Plan”) as of December 31, 2020 and December 31, 2019 and the related statement of changes
in net assets available for benefits for the year ended December 31, 2020, 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, 2020 and December 31, 2019, and the changes in net assets available for benefits
for the year ended December 31, 2020 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, 2020 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 24, 2021
We have served as the Plan’s auditor since at least 1994. We have
not been able to determine the specific year we began serving as auditor of the Plan
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CIGNA 401(k) PLAN
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STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
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As of
December 31,
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2020
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2019
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(In thousands)
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Assets
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Investments, at fair value (See Note 4)
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$
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7,544,239
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$
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6,655,971
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Investments, at contract value (See Note 5)
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3,488,571
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3,091,873
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Notes receivable
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145,293
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150,760
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Employer contributions receivable
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19,470
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27,603
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Cash in transit related to merger (See Note 3)
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214,132
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—
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Net assets available for benefits
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$
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11,411,705
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$
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9,926,207
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The accompanying Notes to the Financial Statements are an integral part of these statements.
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CIGNA 401(k) PLAN
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STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS
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For the Year Ended
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December 31, 2020
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(In thousands)
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Investment Income
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Net appreciation in fair value of investments
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$
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1,090,772
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Other investment income
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178
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Interest
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93,772
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Dividends
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170
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Net investment income
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1,184,892
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Interest income on notes receivable from participants
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7,523
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Contributions
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Employee contributions
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435,553
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Employer contributions
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246,554
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Rollover contributions
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46,472
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Total contributions
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728,579
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Deductions
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Benefits paid to participants
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(646,818
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Plan expenses
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(2,810
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Total deductions
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(649,628
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Net increase
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1,271,366
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Transfers from other plans (See Note 3)
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214,132
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Net assets available for benefits
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Beginning of year
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9,926,207
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End of year
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$
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11,411,705
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The accompanying Notes to the Financial Statements are an integral part of these statements.
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CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
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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 affiliates
of Cigna Holding Company (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, 2020
and 2019 and for the year ended December 31, 2020, Prudential Bank & Trust, FSB, was the Trustee for the Plan.
The Company is a subsidiary of Cigna Corporation ("Cigna").
The Cigna Stock Fund refers to shares of Cigna.
Plan Administration
The Cigna Corporation Retirement Plan Committee, which is comprised
of three members of Cigna's management, is the primary Plan fiduciary. This committee delegates responsibility for administration of the
Plan to the Plan Administrator, a Cigna employee, and responsibility for the Plan’s financial management to Cigna's Chief Financial
Officer ("CFO"). The Plan Administrator and CFO have arranged with Prudential Retirement Insurance and Annuity Company ("PRIAC")
to perform the primary administrative, recordkeeping and asset management functions on behalf of the Plan. The Retirement Plan Committee
is responsible for, among other things, selecting and monitoring the Plan’s investments.
Investments
The Plan’s investment options include a fixed income
fund, which is supported by both traditional and synthetic fully benefit-responsive investment contracts (see Note 5); Cigna common stock;
and pooled separate accounts that invest in equities, bonds, derivatives or funds. Participants may transfer assets among the investment
options, subject to certain restrictions. For example, transfers involving assets invested in Cigna common stock may be subject to restrictions
imposed under Cigna Corporation’s Policy on Securities Transactions and Insider Trading. See Notes 4 and 5 for additional information
regarding the Plan’s investment options.
The Plan uses an age-appropriate Moderate target portfolio
under Prudential Retirement’s GoalMaker® asset allocation program ("GoalMaker") as its default investment option.
GoalMaker meets the requirements to be a Qualified Default Investment Alternative ("QDIA") under federal law. Participants are
invested in the QDIA if they have not made their own investment allocation election or may be invested due to a plan merger if they do
not elect how their old plan account should be invested after the plan merger occurs.
Employee Contributions
The Plan permits employees to make pre-tax and Roth contributions
(regular and catch-up). A Roth 401(k) is an employer-sponsored investment savings account that is funded with after-tax contributions
up to the plan's limit and future withdrawals are tax-free. 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.
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CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
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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 9%, 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. As of 01/01/2020, the maximum effective regular matching contribution increased from 4.5% to 5% of a participant's
first 6% of eligible pay. The new match formula is equal to 100% on the first 4% of eligible pay contributed (a 4% of pay match) plus
50% on the next 2% of pay contributed (a 1% 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. New employees are automatically
enrolled in the Plan after 30 days from date of hire and are eligible to receive the maximum regular matching contribution. These new
employees can opt out of auto enrollment as well as the contribution accelerator. 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."
In addition to providing
regular matching contributions and true-up contributions, the Plan also provides for discretionary matching contributions. The Company
did not make a discretionary matching contribution to the Plan for the 2020 Plan Year. With respect to the 2019 Plan Year, the Company
made a discretionary matching contribution equal to $17.1 million in the first quarter of 2020. This discretionary matching contribution
was reflected as a receivable in the 2019 financials.
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CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
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Service Contract Act Contributions
Certain former participants of the Express Scripts, Inc. 401(k) Plan
are eligible for additional contributions (“SCA Contributions”) to comply with the Service Contract Act (“SCA”)
of 1965. SCA Contributions are determined by multiplying the contractually required hourly rate by the hours worked by such participant
during the period from which such contribution is made (but not in excess of the hours required by the SCA to be credited for such purposes).
This amount is then reduced by the cost of fringe benefits otherwise credited to such participant outside of the Plan for such period.
For the 2020 plan year, the total SCA contributions were $2.6 million. This amount is included in the employer contributions receivable
as of December 31, 2020.
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. A participant is entitled to their 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.
In 2020, the Plan was amended to provide for full vesting of any employer
contributions for Plan participants employed in Cigna's group life and disability insurance business (the “CGI business”)
in connection with the sale of the CGI business to New York Life. This vesting treatment was effective upon the closing of the sale transaction
on December 31, 2020.
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CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
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Forfeitures
During the year ended December 31, 2020, employer contributions
were reduced by approximately $3.2 million. No forfeiture amounts were used to offset Plan expenses.
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. Effective April 1, 2021, the maintenance fee for loans will decrease to $20 annually. There is no change to the $50 processing
fee. At December 31, 2020, loan interest rates ranged from 2.36% to 11.00%.
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. As a result of the Setting Every Community Up for Retirement Enhancement ("SECURE")
Act, the required minimum distribution age was increased to age 72 effective January 2020 and as a result, terminated participants must
begin taking minimum distributions in April of the year following the year they turn age 72. However, for terminated participants who
were age 70 ½ in 2019 or earlier, the required minimum distribution age of 70 ½ is unchanged. Additionally, the CARES Act
suspended RMDs for the 2020 Plan Year. To the extent a participant’s account is invested in Cigna common stock, the participant
may elect to receive such amounts in shares.
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CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
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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 January 1, 2020, the annual administrative fee was 0.0175% of the participant’s account up
to a maximum of $100. Additionally, effective January 1, 2021, the annual administrative fee will further reduce to 0.0140% of the participant’s
account up to a maximum of $93.
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.
CARES Act Provisions
The Coronavirus Aid, Relief, and Economic Security Act (the "CARES
Act"), adopted on March 27, 2020, contained optional changes for defined contribution plans including 401(k) plans. Generally, these
provisions only apply to transactions entered into between January 1, 2020 and December 30, 2020 and expire thereafter. The Plan implemented
the following optional features of the CARES Act: 1) suspended required minimum distributions; 2) increased the loan limit to $100,000
and delayed loan repayments for up to one year; and 3) allowed "Coronavirus-Related Distributions ("CRDs") of up to $100,000
for individuals who satisfied the eligibility requirements for CRDs. The 10% penalty typically applicable to distributions before age
59 1/2 does not apply to CRDs. In addition, the taxes on a CRD may be paid over a three year period and participants are permitted to
repay the CRD to their account over three years to avoid a taxable distribution.
Written amendments to the Plan reflecting the CARES Act and SECURE
Act changes were adopted in 2020.
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.
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CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
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Valuation of Investments and Income Recognition
Except for the fully benefit-responsive benefit investment
contracts, which are valued at contract value, plan investments are reported at fair value. Fair value is the price that would be received
to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. The fair
value of Cigna common stock is based upon its quoted market price. Fair value of pooled separate accounts is measured by the net unit
value, which is based on the fair value of the underlying assets of the account.
Purchases and sales of securities are recorded on a trade-date
basis. Interest is recognized when earned. Dividends are recognized on the ex-dividend date. Net appreciation or depreciation includes
realized gains and losses on investments that were both purchased and sold during the period as well as unrealized appreciation or depreciation
of the investments held at year end.
Notes Receivable from Participants
Notes receivable from participants are measured at their unpaid
principal balance plus any accrued but unpaid interest. Delinquent participant loans are recorded as distributions based on the terms
of the Plan document.
Payment of Benefits
Benefits are recorded when paid.
Note 3 – Plan Mergers
On December 31, 2020, the eviCore Inc. 401(k) Plan ("eviCore
Plan") was merged into the Plan. In connection with this merger, approximately $214 million in assets were transferred from the eviCore
Plan into the Plan. The assets transferred consist of cash. This amount is reflected as a cash in transit as of December 31, 2020. These
assets were deposited into individual accounts in January 2021 according to the participant investment allocations and participants were
eligible to make contributions and receive matching contributions beginning on January 1, 2021.
In addition, $28,320 of outstanding loans taken by eviCore Plan participants
were transferred into the Plan on December 31, 2020. These loans were not required to be re-amortized at the time of the plan merger.
The Plan retained the vesting schedule of the participants of the
eviCore Plan and preserved all of their vested employer contributions from the eviCore Plan. No benefit payments were made by the Plan
to the participants of the eviCore Plan during 2020.
Note 4 - Fair Value Measurements
Accounting Standards Codification 820, Fair Value Measurements
and Disclosures, provides a framework for measuring fair value. That framework provides a fair value hierarchy that prioritizes the inputs
to valuation techniques used to measure fair value, as follows: Level 1, which refers to securities valued using unadjusted quoted prices
from active markets for identical assets; Level 2, which refers to securities not traded on an active market but for which observable
market inputs are readily available; and Level 3, which refers to securities valued based on significant unobservable inputs. Assets and
liabilities are classified in their entirety based on the lowest level of input that is significant to the fair value measurement.
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CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
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Financial Assets Carried at Fair Value
The following table provides information as of December 31, 2020 and
2019 about the Plan’s financial assets carried at fair value on a recurring basis.
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2020
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Quoted Prices in Active Markets for Identical Assets
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Significant Other Observable Inputs
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(In thousands)
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(Level 1)
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(Level 2)
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Total
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Assets at fair value:
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Common stock
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$
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827,257
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$
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—
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$
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827,257
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Pooled separate accounts:
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Fixed maturities
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241,446
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241,446
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Equity securities
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6,475,536
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6,475,536
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Total assets at fair value
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$
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827,257
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$
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6,716,982
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$
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7,544,239
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2019
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Quoted Prices in Active Markets for Identical Assets
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Significant Other Observable Inputs
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(In thousands)
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(Level 1)
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(Level 2)
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Total
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Assets at fair value:
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Common stock
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$
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891,882
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$
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—
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$
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891,882
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Pooled separate accounts:
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Fixed maturities
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216,956
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216,956
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Equity securities
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5,547,133
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5,547,133
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Total assets at fair value
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$
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891,882
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$
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5,764,089
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$
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6,655,971
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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 functions as 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.
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CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
|
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)
|
|
2020
|
|
2019
|
|
Financial assets at contract value:
|
|
|
|
|
|
|
|
|
|
Traditional investment contract
|
|
$
|
644,420
|
|
|
$
|
783,714
|
|
|
Synthetic investment contracts
|
|
|
2,844,151
|
|
|
|
2,308,159
|
|
|
Total assets at contract value
|
|
$
|
3,488,571
|
|
|
$
|
3,091,873
|
|
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.
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.
|
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
|
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:
-
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;
-
Premature termination of the contracts;
-
Plan termination or merger;
-
Changes to the Plan’s prohibition on competing investment options;
-
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;
-
Bankruptcy of PRIAC, the contract issuer to the traditional
investment contract.
Note that if these certain events were to occur, the
Plan may not be able to transact at contract value with the contract issuers and may elect to reflect any difference between market value
and contract value by adjusting participants’ melded book value in the Fixed Income Fund. It is possible that under such events
participants’ melded book value may decrease, however, the Plan Sponsor does not believe it is probable that such events will occur.
Note 6 - Tax Status
The Plan's design and current operations are consistent
with all IRS requirements for tax exemption. This was confirmed by the IRS through the issuance to Cigna of a favorable determination
letter dated March 27, 2018. The Plan has been amended since receiving the determination letter; however, the plan administrator
believes that the Plan is currently designed and being operated in compliance with the applicable requirements of the Internal Revenue
Code. Additionally, as a result of the Plan merger with Express Scripts, Inc. 401(k) Plan, the Plan did file an application for a new
determination letter on December 29, 2020. The determination letter application is currently pending with the IRS. 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. However, the federal tax
years that remain open and subject to an audit based on IRS general procedures are 2017 to 2019. Tax years 2015 and 2016 are under review
due to amended return filings and the claim of right doctrine.
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, 2020 and 2019, there were no uncertain positions taken that had an effect on the Plan financial statements or that required disclosure.
|
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
|
Note 7 - Related Party Transactions and Party in Interest
Transactions
The Plan invests in Cigna common stock. During the year ended
December 31, 2020, the Plan purchased shares of Cigna common stock for $53,172,566 (291,342 shares) and sold shares of Cigna common stock
for $132,250,871 (679,091 shares). The Cigna Stock Fund experienced net appreciation of $14,454,371 for the year ended December 31, 2020.
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 $2.7 million in 2020. These have been paid directly to PRIAC.
eviCore became a wholly-owned subsidiary of Cigna on December 20,
2018 and sponsored a separate 401(k) plan for their eligible employees until that plan was merged into the Plan on December 31,2020. See
Note 3 – Plan Mergers for additional details.
Note 8 – Risks and Uncertainties
The Plan invests in various investment securities. Investment securities
are exposed to various risks such as interest rate, market and credit risks, including credit risk on fully benefit-responsive investment
contracts. Credit risk exists for these contracts because there are no reserves by the insurance company against the contract value disclosed,
other than the underlying assets of the synthetic investment contracts, which the Plan owns. Due to the level of risk associated with
certain investment securities and the level of uncertainty related to changes in the value of investment securities, it is at least reasonably
possible that changes in values of investment securities will occur in the near term and that such changes could materially affect participants’
account balances and the amounts reported in the statements of net assets available for benefits.
Note 9 – Reconciliation of Financial Statements to Form
5500
The following is a reconciliation of net assets available for benefits
per the financial statements to the Form 5500 as of December 31, 2020.
|
|
As of December 31,
|
|
(In thousands)
|
2020
|
2019
|
|
Net Assets available for benefits per the Statements of Net Assets Available for Benefits
|
$
|
11,411,705
|
|
$
|
9,926,207
|
|
|
|
|
|
|
Difference between contract value and current value on fully benefit-responsive contracts (a)
|
175,964
|
|
(3,949)
|
|
|
Net Assets available for benefits per the Form 5500
|
$
|
11,587,669
|
|
$
|
9,922,258
|
|
|
|
(a)
|
Fully benefit-responsive contracts are required to be carried at contract value in the Statements of Net Assets Available for Benefits.
|
Note 10 – Subsequent Events
No subsequent events were identified through June 24, 2021, the date
these financial statements were issued.
SUPPLEMENTAL SCHEDULE
|
CIGNA 401(k) PLAN
|
|
|
|
|
|
|
|
|
|
FORM 5500 SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS
|
|
(HELD AT END OF YEAR)
|
|
|
|
|
|
|
|
|
|
As of December 31, 2020
|
|
(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
|
|
|
|
$
|
827,258
|
|
|
|
|
|
|
|
|
|
|
*PRIAC
|
DRYDEN S&P 500 INDEX
|
Pooled Separate Account
|
|
|
|
$
|
2,236,103
|
|
|
|
|
|
|
|
|
|
|
*PRIAC
|
LARGE CAP BLEND FUND
|
Pooled Separate Account
|
|
|
|
$
|
670,614
|
|
|
|
|
|
|
|
|
|
|
*PRIAC
|
MID CAP BLEND FUND
|
Pooled Separate Account
|
|
|
|
$
|
429,901
|
|
|
|
|
|
|
|
|
|
|
*PRIAC
|
SMALL CAP BLEND FUND
|
Pooled Separate Account
|
|
|
|
$
|
378,918
|
|
|
|
|
|
|
|
|
|
|
*PRIAC
|
INTERNATIONAL STOCK FUND
|
Pooled Separate Account
|
|
|
|
$
|
183,013
|
|
|
|
|
|
|
|
|
|
|
*PRIAC
|
BLACKROCK EQUITY MARKET INDEX FUND
|
Separate Account
|
|
|
|
$
|
1,141,838
|
|
|
|
|
|
|
|
|
|
|
*PRIAC
|
ALL WORLD EX-US STOCK INDEX FUND
|
Separate Account
|
|
|
|
$
|
1,292,345
|
|
|
|
|
|
|
|
|
|
|
*PRIAC
|
US TOTAL STOCK MARKET INDEX FUND
|
Separate Account
|
|
|
|
$
|
142,802
|
|
|
|
|
|
|
|
|
|
|
*PRIAC
|
PRUDENTIAL INVESTMENT MANAGEMENT, INC.
HIGH YIELD BOND FUND
|
Pooled Separate Account
|
|
|
|
$
|
241,446
|
|
|
|
|
|
|
|
|
|
|
*PRIAC
|
GUARANTEED LONG TERM FUND (CONTRACT INTEREST RATE: 3.20%)
|
General Account Contract
|
|
|
|
$
|
644,420
|
|
|
|
|
|
|
|
|
|
|
VRIAC
|
CIGNA STABLE VALUE FUND (CONTRACT INTEREST RATE: 1/1-6/30 2.97%, 7/1-12/31 2.49%)
|
Synthetic Contract
|
|
|
|
$
|
1,543,384
|
|
|
|
|
|
|
|
|
|
|
*PICA
|
PRUDENTIAL STABLE VALUE FUND (CONTRACT INTEREST RATE: 2.91%):
|
Synthetic Contract
|
|
|
|
|
|
|
COMMERCIAL MORTGAGE SEPARATE ACCOUNT
|
Separate Account
|
|
|
|
$
|
89,801
|
|
|
|
PRIVEST SEPARATE ACCOUNT
|
Separate Account
|
|
|
|
$
|
93,682
|
|
|
|
AMERICREDIT AUTOMOBILE RECEI
|
Asset Backed
|
3.13%
|
DUE
|
02/18/2025
|
$
|
207
|
|
|
|
AMERICREDIT AUTOMOBILE RECEI
|
Asset Backed
|
3.36%
|
DUE
|
02/18/2025
|
$
|
316
|
|
|
|
AMERICREDIT AUTOMOBILE RECEIV
|
Asset Backed
|
2.74%
|
DUE
|
04/18/2025
|
$
|
521
|
|
|
|
AMERICREDIT AUTOMOBILE RECEIV
|
Asset Backed
|
2.32%
|
DUE
|
07/18/2025
|
$
|
932
|
|
|
|
AMERICREDIT AUTOMOBILE RECEIV
|
Asset Backed
|
1.06%
|
DUE
|
08/18/2026
|
$
|
402
|
|
|
|
AVIS BUDGET RENTAL CAR FUNDIN
|
Asset Backed
|
3.70%
|
DUE
|
09/20/2024
|
$
|
527
|
|
|
|
AVIS BUDGET RENTAL CAR FUNDIN
|
Asset Backed
|
4.00%
|
DUE
|
03/20/2025
|
$
|
433
|
|
|
|
AVIS BUDGET RENTAL CAR FUNDIN
|
Asset Backed
|
3.35%
|
DUE
|
09/22/2025
|
$
|
854
|
|
|
|
AVIS BUDGET RENTAL CAR FUNDIN
|
Asset Backed
|
2.36%
|
DUE
|
03/20/2026
|
$
|
1,147
|
|
|
|
AVIS BUDGET RENTAL CAR FUNDIN
|
Asset Backed
|
2.33%
|
DUE
|
08/20/2026
|
$
|
722
|
|
|
|
CITIBANK CREDIT CARD ISSUANCE
|
Asset Backed
|
3.96%
|
DUE
|
10/15/2030
|
$
|
2,053
|
|
|
|
COMMONBOND STUDENT LOAN T
|
Asset Backed
|
3.21%
|
DUE
|
02/25/2044
|
$
|
224
|
|
|
|
DISCOVER CARD MASTER TRUST
|
Asset Backed
|
2.53%
|
DUE
|
10/15/2026
|
$
|
321
|
|
|
|
DRIVE AUTO RECEIVABLES TRUST
|
Asset Backed
|
2.65%
|
DUE
|
02/15/2024
|
$
|
404
|
|
|
|
FORD CREDIT AUTO OWNER TRUST
|
Asset Backed
|
1.03%
|
DUE
|
10/15/2022
|
$
|
967
|
|
|
|
FORD CREDIT FLOORPLAN MASTER
|
Asset Backed
|
2.48%
|
DUE
|
09/15/2024
|
$
|
415
|
|
|
|
FORD CREDIT FLOORPLAN MASTER
|
Asset Backed
|
3.06%
|
DUE
|
04/15/2026
|
$
|
433
|
|
|
|
FORD CREDIT AUTO LEASE TRUST
|
Asset Backed
|
0.42%
|
DUE
|
12/15/2022
|
$
|
7,708
|
|
|
|
FORD CREDIT AUTO OWNER TRUST F
|
Asset Backed
|
3.19%
|
DUE
|
07/15/2031
|
$
|
330
|
|
|
|
FORD CREDIT AUTO OWNER TRUST F
|
Asset Backed
|
3.19%
|
DUE
|
07/15/2031
|
$
|
440
|
|
|
|
GM FINANCIAL CONSUMER AUTOMO
|
Asset Backed
|
1.50%
|
DUE
|
03/16/2023
|
$
|
1,048
|
|
|
|
GM FINANCIAL SECURITIZED TERM
|
Asset Backed
|
3.62%
|
DUE
|
06/17/2024
|
$
|
105
|
|
|
|
DRB PRIME STUDENT LOAN TRUST
|
Asset Backed
|
2.81%
|
DUE
|
11/25/2042
|
$
|
127
|
|
|
|
LAUREL ROAD PRIME STUDENT LOA
|
Asset Backed
|
3.54%
|
DUE
|
05/26/2043
|
$
|
297
|
|
|
|
MMAF EQUIPMENT FINANCE LLC
|
Asset Backed
|
2.41%
|
DUE
|
08/16/2024
|
$
|
140
|
|
|
|
MMAF EQUIPMENT FINANCE LLC
|
Asset Backed
|
2.72%
|
DUE
|
06/15/2040
|
$
|
515
|
|
|
|
MMAF EQUIPMENT FINANCE LLC
|
Asset Backed
|
2.29%
|
DUE
|
11/12/2041
|
$
|
743
|
|
|
|
MMAF EQUIPMENT FINANCE LLC
|
Asset Backed
|
3.20%
|
DUE
|
09/12/2022
|
$
|
1,356
|
|
|
|
NAVIENT STUDENT LOAN TRUST
|
Asset Backed
|
4.00%
|
DUE
|
12/15/2059
|
$
|
483
|
|
|
|
NAVIENT STUDENT LOAN TRUST
|
Asset Backed
|
3.19%
|
DUE
|
02/18/2042
|
$
|
594
|
|
|
|
NAVIENT STUDENT LOAN TRUST
|
Asset Backed
|
3.13%
|
DUE
|
02/15/2068
|
$
|
618
|
|
|
|
NISSAN AUTO RECEIVABLES OWNER
|
Asset Backed
|
0.47%
|
DUE
|
10/17/2022
|
$
|
2,280
|
|
|
|
NORTH CAROLINA STATE EDUCATION
|
Asset Backed
|
1.01%
|
DUE
|
07/25/2036
|
$
|
499
|
|
|
|
ONEMAIN DIRECT AUTO RECEIVAB
|
Asset Backed
|
3.63%
|
DUE
|
09/14/2027
|
$
|
1,647
|
|
|
|
ONEMAIN FINANCIAL ISSUANCE TR
|
Asset Backed
|
0.98%
|
DUE
|
09/14/2032
|
$
|
94
|
|
|
|
ONEMAIN FINANCIAL ISSUANCE TR
|
Asset Backed
|
0.98%
|
DUE
|
09/14/2032
|
$
|
19
|
|
|
|
ONEMAIN DIRECT AUTO RECEIVAB
|
Asset Backed
|
3.43%
|
DUE
|
12/16/2024
|
$
|
601
|
|
|
|
ONEMAIN DIRECT AUTO RECEIVAB
|
Asset Backed
|
3.43%
|
DUE
|
12/16/2024
|
$
|
591
|
|
|
|
SANTANDER DRIVE AUTO RECEIVABL
|
Asset Backed
|
2.49%
|
DUE
|
10/15/2025
|
$
|
510
|
|
|
|
SANTANDER DRIVE AUTO RECEIVAB
|
Asset Backed
|
1.01%
|
DUE
|
01/15/2026
|
$
|
603
|
|
|
|
SOCIAL PROFESSIONAL LOAN PROG
|
Asset Backed
|
3.60%
|
DUE
|
02/25/2048
|
$
|
2,219
|
|
|
|
SOCIAL PROFESSIONAL LOAN PROGR
|
Asset Backed
|
2.84%
|
DUE
|
01/25/2041
|
$
|
655
|
|
|
|
SOCIAL PROFESSIONAL LOAN PROGR
|
Asset Backed
|
2.37%
|
DUE
|
11/16/2048
|
$
|
697
|
|
|
|
SOCIAL PROFESSIONAL LOAN PROGR
|
Asset Backed
|
2.54%
|
DUE
|
05/15/2046
|
$
|
930
|
|
|
|
SPRINGFIELD FUNDING TRUST
|
Asset Backed
|
2.68%
|
DUE
|
07/15/2030
|
$
|
122
|
|
|
|
TOWD POINT MORTGAGE TRUST
|
Asset Backed
|
1.15%
|
DUE
|
12/25/2048
|
$
|
215
|
|
|
|
WORLD OMNI SELECT AUTO TRUST
|
Asset Backed
|
3.68%
|
DUE
|
07/15/2023
|
$
|
535
|
|
|
|
WORLD OMNI SELECT AUTO TRUST
|
Asset Backed
|
3.86%
|
DUE
|
01/15/2025
|
$
|
756
|
|
|
|
BBCCRE TRUST
|
CMO
|
3.97%
|
DUE
|
08/10/2033
|
$
|
1,088
|
|
|
|
BARCLAYS COMMERCIAL MORTGAGE S
|
CMO
|
2.94%
|
DUE
|
08/14/2036
|
$
|
867
|
|
|
|
BANK 2017 BNK6 ASB
|
CMO
|
3.29%
|
DUE
|
07/15/2060
|
$
|
153
|
|
|
|
BANK 2020 BN25 A3
|
CMO
|
2.39%
|
DUE
|
01/15/2063
|
$
|
5,292
|
|
|
|
BANK 2020 BN26 A3
|
CMO
|
2.15%
|
DUE
|
03/15/2063
|
$
|
2,815
|
|
|
|
BANK 2017 BNK9 A2
|
CMO
|
2.77%
|
DUE
|
11/15/2054
|
$
|
722
|
|
|
|
BANK 2017 BNK7 A3
|
CMO
|
3.09%
|
DUE
|
09/15/2060
|
$
|
1,279
|
|
|
|
BANK 2017 BNK7 A3
|
CMO
|
3.09%
|
DUE
|
09/15/2060
|
$
|
586
|
|
|
|
BENCHMARK MORTGAGE TRUST
|
CMO
|
2.67%
|
DUE
|
12/15/2072
|
$
|
2,153
|
|
|
|
BENCHMARK MORTGAGE TRUST
|
CMO
|
3.75%
|
DUE
|
04/10/2051
|
$
|
1,476
|
|
|
|
BENCHMARK MORTGAGE TRUST
|
CMO
|
2.48%
|
DUE
|
12/15/2057
|
$
|
5,352
|
|
|
|
BENCHMARK MORTGAGE TRUST
|
CMO
|
2.04%
|
DUE
|
03/15/2053
|
$
|
941
|
|
|
|
BENCHMARK MORTGAGE TRUST
|
CMO
|
1.68%
|
DUE
|
01/15/2054
|
$
|
4,861
|
|
|
|
CD COMMERCIAL MORTGAGE TRUST
|
CMO
|
3.49%
|
DUE
|
08/15/2051
|
$
|
1,271
|
|
|
|
CD COMMERCIAL MORTGAGE TRUST
|
CMO
|
2.46%
|
DUE
|
08/10/2049
|
$
|
1,267
|
|
|
|
CFK TRUST
|
CMO
|
2.39%
|
DUE
|
03/15/2039
|
$
|
5,731
|
|
|
|
CANTOR COMMERCIAL REAL ESTATE
|
CMO
|
3.66%
|
DUE
|
05/15/2052
|
$
|
485
|
|
|
|
CFCRE COMMERCIAL MORTGAGE TRUS
|
CMO
|
3.59%
|
DUE
|
12/10/2054
|
$
|
669
|
|
|
|
COMM MORTGAGE TRUST
|
CMO
|
4.05%
|
DUE
|
10/10/2046
|
$
|
271
|
|
|
|
COMM MORTGAGE TRUST
|
CMO
|
4.05%
|
DUE
|
10/10/2046
|
$
|
487
|
|
|
|
COMM MORTGAGE TRUST
|
CMO
|
3.69%
|
DUE
|
03/10/2047
|
$
|
1,617
|
|
|
|
COMMERICAL MORTGAGE TRUST
|
CMO
|
3.43%
|
DUE
|
08/10/2048
|
$
|
2,667
|
|
|
|
COMMERICAL MORTGAGE TRUST
|
CMO
|
2.83%
|
DUE
|
10/10/2049
|
$
|
1,177
|
|
|
|
CSAIL COMMERCIAL MORTGAGE
|
CMO
|
4.16%
|
DUE
|
08/15/2051
|
$
|
1,969
|
|
|
|
CSAIL COMMERCIAL MORTGAGE
|
CMO
|
2.72%
|
DUE
|
12/15/2052
|
$
|
2,182
|
|
|
|
COMM MORTGAGE TRUST
|
CMO
|
3.35%
|
DUE
|
02/10/2048
|
$
|
1,315
|
|
|
|
COMM MORTGAGE TRUST
|
CMO
|
3.35%
|
DUE
|
02/10/2048
|
$
|
3,039
|
|
|
|
CSMC 18 RPL9
|
CMO
|
3.85%
|
DUE
|
09/25/2057
|
$
|
945
|
|
|
|
COMM MORTGAGE TRUST
|
CMO
|
2.69%
|
DUE
|
08/15/2057
|
$
|
2,323
|
|
|
|
CITIGROUP COMMERCIAL MORTGAGE
|
CMO
|
2.58%
|
DUE
|
08/10/2049
|
$
|
1,273
|
|
|
|
CITIGROUP COMMERCIAL MORTGAGE
|
CMO
|
2.58%
|
DUE
|
08/10/2049
|
$
|
1,273
|
|
|
|
CITIGROUP COMMERCIAL MORTGAGE
|
CMO
|
3.46%
|
DUE
|
12/10/2049
|
$
|
679
|
|
|
|
CGCMT
|
CMO
|
3.11%
|
DUE
|
09/15/2050
|
$
|
1,262
|
|
|
|
CITIGROUP COMMERCIAL MORTGAGE
|
CMO
|
3.96%
|
DUE
|
03/10/2051
|
$
|
1,368
|
|
|
|
CITIGROUP COMMERCIAL MORTGAG
|
CMO
|
2.48%
|
DUE
|
01/15/2053
|
$
|
1,294
|
|
|
|
CBSLT 17 BGS
|
CMO
|
2.68%
|
DUE
|
09/25/2042
|
$
|
248
|
|
|
|
DEUTSCHE BANK COMMERCIAL MO
|
CMO
|
1.64%
|
DUE
|
09/15/2053
|
$
|
5,067
|
|
|
|
DEUTSCHE BANK COMMERCIAL MTG
|
CMO
|
2.63%
|
DUE
|
09/10/2049
|
$
|
1,993
|
|
|
|
CITIGROUP COMMERCIAL MORTGAGE
|
CMO
|
3.52%
|
DUE
|
09/10/2058
|
$
|
1,593
|
|
|
|
FNMA
|
CMO
|
2.48%
|
DUE
|
03/25/2026
|
$
|
291
|
|
|
|
FNMA
|
CMO
|
2.25%
|
DUE
|
07/25/2026
|
$
|
668
|
|
|
|
FNMA ACES
|
CMO
|
2.36%
|
DUE
|
09/25/2026
|
$
|
425
|
|
|
|
FNMA ACES
|
CMO
|
2.36%
|
DUE
|
09/25/2026
|
$
|
468
|
|
|
|
FNMA
|
CMO
|
2.96%
|
DUE
|
02/25/2027
|
$
|
3,231
|
|
|
|
FNMA ACES
|
CMO
|
2.74%
|
DUE
|
04/25/2029
|
$
|
2,329
|
|
|
|
FNMA ACES
|
CMO
|
2.80%
|
DUE
|
01/25/2028
|
$
|
943
|
|
|
|
FNMA ACES
|
CMO
|
2.90%
|
DUE
|
01/25/2028
|
$
|
1,514
|
|
|
|
FNMA ACES
|
CMO
|
2.90%
|
DUE
|
01/25/2028
|
$
|
5,607
|
|
|
|
FNMA ACES
|
CMO
|
2.94%
|
DUE
|
11/25/2027
|
$
|
504
|
|
|
|
FNMA
|
CMO
|
3.32%
|
DUE
|
09/25/2027
|
$
|
1,109
|
|
|
|
FNMA
|
CMO
|
3.37%
|
DUE
|
07/25/2028
|
$
|
260
|
|
|
|
FNMA
|
CMO
|
3.70%
|
DUE
|
03/25/2030
|
$
|
1,252
|
|
|
|
FNMA ACES
|
CMO
|
3.01%
|
DUE
|
06/25/2028
|
$
|
3,073
|
|
|
|
FNMA
|
CMO
|
2.14%
|
DUE
|
09/25/2029
|
$
|
2,232
|
|
|
|
FNMA
|
CMO
|
1.78%
|
DUE
|
02/25/2028
|
$
|
5,491
|
|
|
|
FHLMC MULTIFAMILY STRUCTURED P
|
CMO
|
3.60%
|
DUE
|
01/25/2028
|
$
|
2,931
|
|
|
|
FHLMC MULTIFAMILY STRUCTURED P
|
CMO
|
3.25%
|
DUE
|
09/25/2027
|
$
|
2,679
|
|
|
|
FHLMC MULTIFAMILY STRUCTURED P
|
CMO
|
3.25%
|
DUE
|
09/25/2027
|
$
|
57
|
|
|
|
FHLMC MULTIFAMILY STRUCTURED P
|
CMO
|
3.29%
|
DUE
|
11/25/2027
|
$
|
2,710
|
|
|
|
FHLMC
|
CMO
|
3.50%
|
DUE
|
12/25/2027
|
$
|
2,036
|
|
|
|
FHLMC MULTIFAMILY STRUCTURED P
|
CMO
|
3.21%
|
DUE
|
04/25/2028
|
$
|
1,345
|
|
|
|
FHLMC
|
CMO
|
3.75%
|
DUE
|
11/25/2032
|
$
|
969
|
|
|
|
FHLMC
|
CMO
|
3.85%
|
DUE
|
05/25/2028
|
$
|
214
|
|
|
|
FHLMC
|
CMO
|
3.92%
|
DUE
|
06/25/2028
|
$
|
685
|
|
|
|
FHLMC MULTIFAMILY STRUCTURED P
|
CMO
|
3.93%
|
DUE
|
06/25/2028
|
$
|
1,343
|
|
|
|
FHLMC MULTIFAMILY STRUCTURED P
|
CMO
|
3.99%
|
DUE
|
07/25/2028
|
$
|
2,576
|
|
|
|
FHLMC MULTIFAMILY STRUCTURED P
|
CMO
|
3.99%
|
DUE
|
05/25/2033
|
$
|
3,198
|
|
|
|
FHLMC MULTIFAMILY STRUCTURED
|
CMO
|
3.90%
|
DUE
|
08/25/2028
|
$
|
2,876
|
|
|
|
FHLMC MULTIFAMILY STRUCTURED
|
CMO
|
3.92%
|
DUE
|
09/25/2028
|
$
|
1,560
|
|
|
|
FHLMC MULTIFAMILY STRUCTURED
|
CMO
|
3.88%
|
DUE
|
10/25/2028
|
$
|
2,609
|
|
|
|
FHLMC MULTIFAMILY STRUCTURED P
|
CMO
|
3.49%
|
DUE
|
02/25/2052
|
$
|
1,704
|
|
|
|
FHLMC MULTIFAMILY STRUCTURED P
|
CMO
|
1.96%
|
DUE
|
01/25/2030
|
$
|
4,575
|
|
|
|
FREDDIE MAC SCRT
|
CMO
|
3.50%
|
DUE
|
08/25/2058
|
$
|
1,392
|
|
|
|
GS MORTGAGE SECURITIES TRUST
|
CMO
|
3.52%
|
DUE
|
06/10/2047
|
$
|
1,073
|
|
|
|
GS MORTGAGE SECURITIES TRUST
|
CMO
|
3.20%
|
DUE
|
08/10/2050
|
$
|
1,096
|
|
|
|
GS MORTGAGE SECURITIES TRUST
|
CMO
|
2.64%
|
DUE
|
02/13/2053
|
$
|
3,502
|
|
|
|
GS MORTGAGE SECURITIES TRUST
|
CMO
|
1.56%
|
DUE
|
12/10/2053
|
$
|
3,285
|
|
|
|
JP MORGAN CHASE COMMERCIAL MTG
|
CMO
|
2.63%
|
DUE
|
08/15/2049
|
$
|
1,489
|
|
|
|
JPMBB COMMERCIAL MORTGAGE SEC
|
CMO
|
3.23%
|
DUE
|
01/15/2048
|
$
|
1,786
|
|
|
|
JPMBB COMMERCIAL MORTGAGE SEC
|
CMO
|
3.55%
|
DUE
|
07/15/2048
|
$
|
1,259
|
|
|
|
LADDER CAPITAL COMMERCIAL MOR
|
CMO
|
3.36%
|
DUE
|
07/12/2050
|
$
|
4,710
|
|
|
|
MILL CITY MORTGAGE TRUST
|
CMO
|
2.75%
|
DUE
|
01/25/2061
|
$
|
316
|
|
|
|
MORGAN STANLEY BAML TRUST
|
CMO
|
3.46%
|
DUE
|
12/15/2049
|
$
|
678
|
|
|
|
MORGAN STANLEY BAML TRUST
|
CMO
|
3.08%
|
DUE
|
03/15/2048
|
$
|
648
|
|
|
|
MORGAN STANLEY BAML TRUST
|
CMO
|
3.08%
|
DUE
|
03/15/2048
|
$
|
466
|
|
|
|
MORGAN STANLEY BAML TRUST
|
CMO
|
2.73%
|
DUE
|
11/15/2049
|
$
|
620
|
|
|
|
MORGAN STANLEY CAPITAL I TRUST
|
CMO
|
2.53%
|
DUE
|
08/15/2049
|
$
|
637
|
|
|
|
MORGAN STANLEY CAPITAL I TRUST
|
CMO
|
2.45%
|
DUE
|
02/15/2030
|
$
|
3,221
|
|
|
|
NEW RESIDENTIAL MORTGAGE LOA
|
CMO
|
0.90%
|
DUE
|
01/25/2048
|
$
|
380
|
|
|
|
ONE NEW YORK PLAZA TRUST 202
|
CMO
|
1.11%
|
DUE
|
01/15/2026
|
$
|
1,501
|
|
|
|
TOWD POINT MORTGAGE TRUST
|
CMO
|
0.75%
|
DUE
|
02/25/2057
|
$
|
353
|
|
|
|
TOWD POINT MORTGAGE TRUST
|
CMO
|
3.00%
|
DUE
|
01/28/2058
|
$
|
449
|
|
|
|
UBS COMMERCIAL MORTGAGE TRUST
|
CMO
|
3.90%
|
DUE
|
02/15/2051
|
$
|
1,357
|
|
|
|
UBS COMMERCIAL MORTGAGE TRUST
|
CMO
|
4.31%
|
DUE
|
06/15/2051
|
$
|
2,805
|
|
|
|
UBS COMMERCIAL MORTGAGE TRUST
|
CMO
|
3.87%
|
DUE
|
07/15/2051
|
$
|
1,325
|
|
|
|
WF RBS COMMERCIAL MORTGAGE T
|
CMO
|
2.88%
|
DUE
|
03/15/2048
|
$
|
1,529
|
|
|
|
WELLS FARGO COMMERCIAL MORTGAG
|
CMO
|
3.19%
|
DUE
|
02/15/2048
|
$
|
2,016
|
|
|
|
WELLS FARGO COMMERCIAL MTG
|
CMO
|
2.67%
|
DUE
|
07/15/2048
|
$
|
1,385
|
|
|
|
WELLS FARGO COMMERCIAL MORTGAG
|
CMO
|
2.40%
|
DUE
|
08/15/2049
|
$
|
1,262
|
|
|
|
WELLS FARGO COMMERCIAL MORTGAG
|
CMO
|
2.40%
|
DUE
|
08/15/2049
|
$
|
131
|
|
|
|
WELLS FARGO COMMERCIAL MORTGAG
|
CMO
|
2.68%
|
DUE
|
10/15/2049
|
$
|
1,299
|
|
|
|
WELLS FARGO COMMERCIAL MORTGAG
|
CMO
|
2.81%
|
DUE
|
11/15/2059
|
$
|
634
|
|
|
|
WELLS FARGO COMMERCIAL MORTGAG
|
CMO
|
3.52%
|
DUE
|
12/15/2049
|
$
|
672
|
|
|
|
WELLS FARGO COMMERCIAL MTG
|
CMO
|
3.39%
|
DUE
|
11/15/2050
|
$
|
1,320
|
|
|
|
WELLS FARGO COMMERCIAL MORTGAG
|
CMO
|
3.89%
|
DUE
|
08/15/2051
|
$
|
1,914
|
|
|
|
WELLS FARGO COMMERCIAL MTG
|
CMO
|
2.46%
|
DUE
|
02/15/2053
|
$
|
5,657
|
|
|
|
COMM 2014 UBS2
|
CMO-CMBS
|
3.96%
|
DUE
|
03/10/2047
|
$
|
1,027
|
|
|
|
COMM 2014 UBS2
|
CMO-CMBS
|
3.96%
|
DUE
|
03/10/2047
|
$
|
1,519
|
|
|
|
AEP TEXAS INC
|
Corporate
|
3.95%
|
DUE
|
06/01/2028
|
$
|
672
|
|
|
|
AEP TRANSMISSION CO LLC
|
Corporate
|
3.10%
|
DUE
|
12/01/2026
|
$
|
62
|
|
|
|
AT&T INC
|
Corporate
|
4.35%
|
DUE
|
03/01/2029
|
$
|
2,684
|
|
|
|
AT&T INC
|
Corporate
|
4.35%
|
DUE
|
03/01/2029
|
$
|
1,372
|
|
|
|
AT&T INC
|
Corporate
|
2.30%
|
DUE
|
06/01/2027
|
$
|
650
|
|
|
|
AT&T INC
|
Corporate
|
2.55%
|
DUE
|
12/01/2033
|
$
|
140
|
|
|
|
ABBOTT LABORATORIES
|
Corporate
|
1.15%
|
DUE
|
01/30/2028
|
$
|
1,090
|
|
|
|
ABBVIE INC
|
Corporate
|
3.60%
|
DUE
|
05/14/2025
|
$
|
613
|
|
|
|
ABBVIE INC
|
Corporate
|
3.60%
|
DUE
|
05/14/2025
|
$
|
223
|
|
|
|
ABBVIE INC
|
Corporate
|
3.60%
|
DUE
|
05/14/2025
|
$
|
491
|
|
|
|
ABBVIE INC
|
Corporate
|
3.60%
|
DUE
|
05/14/2025
|
$
|
1,115
|
|
|
|
ABBVIE INC
|
Corporate
|
3.20%
|
DUE
|
11/21/2029
|
$
|
2,281
|
|
|
|
ABBVIE INC
|
Corporate
|
3.20%
|
DUE
|
11/21/2029
|
$
|
698
|
|
|
|
ABBVIE INC
|
Corporate
|
3.20%
|
DUE
|
11/21/2029
|
$
|
1,408
|
|
|
|
AKER BP ASA
|
Corporate
|
3.00%
|
DUE
|
01/15/2025
|
$
|
470
|
|
|
|
AKER BP ASA
|
Corporate
|
3.00%
|
DUE
|
01/15/2025
|
$
|
627
|
|
|
|
AKER BP ASA
|
Corporate
|
3.00%
|
DUE
|
01/15/2025
|
$
|
523
|
|
|
|
ALIMENTATION COUCHE TARD
|
Corporate
|
3.55%
|
DUE
|
07/26/2027
|
$
|
529
|
|
|
|
ALLIANT ENERGY FINANCE
|
Corporate
|
3.75%
|
DUE
|
06/15/2023
|
$
|
643
|
|
|
|
AMEREN ILLINOIS
|
Corporate
|
3.80%
|
DUE
|
05/15/2028
|
$
|
736
|
|
|
|
AMERICAN EXPRESS CO
|
Corporate
|
3.40%
|
DUE
|
02/27/2023
|
$
|
1,000
|
|
|
|
AMERICAN EXPRESS CO
|
Corporate
|
3.38%
|
DUE
|
05/17/2021
|
$
|
15
|
|
|
|
AMERICAN EXPRESS CO
|
Corporate
|
3.38%
|
DUE
|
05/17/2021
|
$
|
923
|
|
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate
|
4.12%
|
DUE
|
02/15/2024
|
$
|
996
|
|
|
|
AMERIPRISE FINANCIAL INC
|
Corporate
|
3.00%
|
DUE
|
04/02/2025
|
$
|
616
|
|
|
|
ANALOG DEVICES INC
|
Corporate
|
2.95%
|
DUE
|
04/01/2025
|
$
|
786
|
|
|
|
ARCH CAPITAL FINANCE LLC
|
Corporate
|
4.01%
|
DUE
|
12/15/2026
|
$
|
58
|
|
|
|
ARCH CAPITAL FINANCE LLC
|
Corporate
|
4.01%
|
DUE
|
12/15/2026
|
$
|
1,161
|
|
|
|
AVANGRID INC
|
Corporate
|
3.20%
|
DUE
|
04/15/2025
|
$
|
921
|
|
|
|
BAE SYSTEMS PLC
|
Corporate
|
3.40%
|
DUE
|
04/15/2030
|
$
|
226
|
|
|
|
BB&T CORPORATION
|
Corporate
|
3.20%
|
DUE
|
09/03/2021
|
$
|
804
|
|
|
|
BMW US CAPITAL LLC
|
Corporate
|
2.25%
|
DUE
|
09/15/2023
|
$
|
569
|
|
|
|
BMW US CAPITAL LLC
|
Corporate
|
3.80%
|
DUE
|
04/06/2023
|
$
|
1,460
|
|
|
|
BNP PARIBAS
|
Corporate
|
4.38%
|
DUE
|
09/28/2025
|
$
|
228
|
|
|
|
BPCE SA
|
Corporate
|
2.38%
|
DUE
|
01/14/2025
|
$
|
1,796
|
|
|
|
BANCO SANTANDER SA
|
Corporate
|
3.85%
|
DUE
|
04/12/2023
|
$
|
215
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
4.12%
|
DUE
|
01/22/2024
|
$
|
1,303
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
4.00%
|
DUE
|
01/22/2025
|
$
|
405
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
4.45%
|
DUE
|
03/03/2026
|
$
|
641
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
4.45%
|
DUE
|
03/03/2026
|
$
|
729
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
4.45%
|
DUE
|
03/03/2026
|
$
|
2,040
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
2.62%
|
DUE
|
04/19/2021
|
$
|
1,384
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
3.82%
|
DUE
|
01/20/2028
|
$
|
1,033
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
3.82%
|
DUE
|
01/20/2028
|
$
|
1,378
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
3.59%
|
DUE
|
07/21/2028
|
$
|
80
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
3.50%
|
DUE
|
05/17/2022
|
$
|
410
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
3.19%
|
DUE
|
07/23/2030
|
$
|
716
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
1.32%
|
DUE
|
06/19/2026
|
$
|
290
|
|
|
|
BANK OF MONTREAL
|
Corporate
|
3.30%
|
DUE
|
02/05/2024
|
$
|
353
|
|
|
|
BANK OF NY MELLON CORP
|
Corporate
|
2.20%
|
DUE
|
08/16/2023
|
$
|
675
|
|
|
|
BANK OF NY MELLON CORP
|
Corporate
|
2.95%
|
DUE
|
01/29/2023
|
$
|
216
|
|
|
|
BANQUE FED CRED MUTUEL
|
Corporate
|
3.75%
|
DUE
|
07/20/2023
|
$
|
994
|
|
|
|
BARCLAYS PLC
|
Corporate
|
3.65%
|
DUE
|
03/16/2025
|
$
|
469
|
|
|
|
BARCLAYS PLC
|
Corporate
|
3.65%
|
DUE
|
03/16/2025
|
$
|
315
|
|
|
|
BARCLAYS PLC
|
Corporate
|
3.68%
|
DUE
|
01/10/2023
|
$
|
340
|
|
|
|
BAYER US FINANCE II LLC
|
Corporate
|
3.50%
|
DUE
|
06/25/2021
|
$
|
202
|
|
|
|
BAYER US FINANCE II LLC
|
Corporate
|
3.50%
|
DUE
|
06/25/2021
|
$
|
440
|
|
|
|
BAYER US FINANCE II LLC
|
Corporate
|
0.88%
|
DUE
|
06/25/2021
|
$
|
295
|
|
|
|
BAYER US FINANCE II LLC
|
Corporate
|
2.20%
|
DUE
|
07/15/2022
|
$
|
634
|
|
|
|
BNP PARIBAS
|
Corporate
|
2.95%
|
DUE
|
05/23/2022
|
$
|
207
|
|
|
|
BNP PARIBAS
|
Corporate
|
4.40%
|
DUE
|
08/14/2028
|
$
|
308
|
|
|
|
BNP PARIBAS
|
Corporate
|
3.05%
|
DUE
|
01/13/2031
|
$
|
1,146
|
|
|
|
BNP PARIBAS
|
Corporate
|
3.05%
|
DUE
|
01/13/2031
|
$
|
1,200
|
|
|
|
BOEING CO
|
Corporate
|
3.20%
|
DUE
|
03/01/2029
|
$
|
442
|
|
|
|
BOEING CO
|
Corporate
|
5.15%
|
DUE
|
05/01/2030
|
$
|
799
|
|
|
|
BOEING CO
|
Corporate
|
3.62%
|
DUE
|
02/01/2031
|
$
|
822
|
|
|
|
BORGWARNER INC
|
Corporate
|
5.00%
|
DUE
|
10/01/2025
|
$
|
1,529
|
|
|
|
BRISTOL MYERS SQUIBB CO
|
Corporate
|
3.40%
|
DUE
|
07/26/2029
|
$
|
936
|
|
|
|
BRISTOL MYERS SQUIBB CO
|
Corporate
|
2.25%
|
DUE
|
08/15/2021
|
$
|
972
|
|
|
|
BRISTOL MYERS SQUIBB CO
|
Corporate
|
3.45%
|
DUE
|
11/15/2027
|
$
|
979
|
|
|
|
BRIXMOR OPERATING PARTNERSHIP
|
Corporate
|
3.65%
|
DUE
|
06/15/2024
|
$
|
1,301
|
|
|
|
BRIXMOR OPERATING PARTNERSHIP
|
Corporate
|
4.05%
|
DUE
|
07/01/2030
|
$
|
322
|
|
|
|
BROADCOM INC
|
Corporate
|
4.11%
|
DUE
|
09/15/2028
|
$
|
674
|
|
|
|
BROADCOM INC
|
Corporate
|
3.46%
|
DUE
|
09/15/2026
|
$
|
215
|
|
|
|
BROADCOM INC
|
Corporate
|
3.46%
|
DUE
|
09/15/2026
|
$
|
1,098
|
|
|
|
BROADCOM INC
|
Corporate
|
4.70%
|
DUE
|
04/15/2025
|
$
|
1,279
|
|
|
|
BURLINGTON NORTH SANTA FE
|
Corporate
|
7.00%
|
DUE
|
12/15/2025
|
$
|
1,294
|
|
|
|
CBOE GLOBAL MARKETS INC
|
Corporate
|
1.62%
|
DUE
|
12/15/2030
|
$
|
1,354
|
|
|
|
CNA FINANCIAL CORP
|
Corporate
|
3.95%
|
DUE
|
05/15/2024
|
$
|
885
|
|
|
|
CNA FINANCIAL CORP
|
Corporate
|
3.95%
|
DUE
|
05/15/2024
|
$
|
520
|
|
|
|
CNA FINANCIAL CORP
|
Corporate
|
3.95%
|
DUE
|
05/15/2024
|
$
|
802
|
|
|
|
CVS CAREMARK CORP
|
Corporate
|
5.00%
|
DUE
|
12/01/2024
|
$
|
861
|
|
|
|
CVS HEALTH CORP
|
Corporate
|
4.30%
|
DUE
|
03/25/2028
|
$
|
646
|
|
|
|
CANADIAN NATURAL RESOURCES LTD
|
Corporate
|
2.95%
|
DUE
|
01/15/2023
|
$
|
931
|
|
|
|
CATERPILLAR INC
|
Corporate
|
2.60%
|
DUE
|
04/09/2030
|
$
|
341
|
|
|
|
CATERPILLAR FINANCIAL SERVICE
|
Corporate
|
1.70%
|
DUE
|
08/09/2021
|
$
|
444
|
|
|
|
CENTERPOINT ENERGY HOUSTON
|
Corporate
|
2.40%
|
DUE
|
09/01/2026
|
$
|
183
|
|
|
|
CENTERPOINT ENERGY HOUSTON
|
Corporate
|
3.00%
|
DUE
|
02/01/2027
|
$
|
1,027
|
|
|
|
CHARTER COMM OPT LLC CAP
|
Corporate
|
4.91%
|
DUE
|
07/23/2025
|
$
|
580
|
|
|
|
CHARTER COMM OPT LLC CAP
|
Corporate
|
4.91%
|
DUE
|
07/23/2025
|
$
|
197
|
|
|
|
CHARTER COMM OPT LLC CAP
|
Corporate
|
4.91%
|
DUE
|
07/23/2025
|
$
|
464
|
|
|
|
CHARTER COMM OPT LLC CAP
|
Corporate
|
4.91%
|
DUE
|
07/23/2025
|
$
|
522
|
|
|
|
CHARTER COMM OPT LLC CAP
|
Corporate
|
2.80%
|
DUE
|
04/01/2031
|
$
|
1,640
|
|
|
|
CHARTER COMM OPT LLC CAP
|
Corporate
|
2.30%
|
DUE
|
02/01/2032
|
$
|
1,114
|
|
|
|
CITIGROUP INC
|
Corporate
|
3.88%
|
DUE
|
03/26/2025
|
$
|
392
|
|
|
|
CITIGROUP INC
|
Corporate
|
4.45%
|
DUE
|
09/29/2027
|
$
|
413
|
|
|
|
CITIGROUP INC
|
Corporate
|
4.45%
|
DUE
|
09/29/2027
|
$
|
797
|
|
|
|
CITIGROUP INC
|
Corporate
|
4.45%
|
DUE
|
09/29/2027
|
$
|
2,067
|
|
|
|
CITIGROUP INC
|
Corporate
|
3.70%
|
DUE
|
01/12/2026
|
$
|
3,412
|
|
|
|
CITIGROUP INC
|
Corporate
|
2.70%
|
DUE
|
03/30/2021
|
$
|
1,202
|
|
|
|
COLORADO INTERSTATE GAS CO LLC
|
Corporate
|
4.15%
|
DUE
|
08/15/2026
|
$
|
193
|
|
|
|
COMCAST CORP
|
Corporate
|
3.10%
|
DUE
|
04/01/2025
|
$
|
1,155
|
|
|
|
COMMONWEALTH EDISON CO
|
Corporate
|
2.95%
|
DUE
|
08/15/2027
|
$
|
434
|
|
|
|
COMMONWEALTH EDISON CO
|
Corporate
|
3.70%
|
DUE
|
08/15/2028
|
$
|
804
|
|
|
|
CONCHO RESOURCES INC
|
Corporate
|
3.75%
|
DUE
|
10/01/2027
|
$
|
212
|
|
|
|
CONCHO RESOURCES INC
|
Corporate
|
3.75%
|
DUE
|
10/01/2027
|
$
|
801
|
|
|
|
CONCHO RESOURCES INC
|
Corporate
|
4.30%
|
DUE
|
08/15/2028
|
$
|
166
|
|
|
|
COX COMMUNICATIONS INC
|
Corporate
|
3.50%
|
DUE
|
08/15/2027
|
$
|
2,827
|
|
|
|
CREDIT SUISSE GROUP-SPON ADR
|
Corporate
|
3.00%
|
DUE
|
12/14/2023
|
$
|
1,024
|
|
|
|
CROWN CASTLE INTL CORP
|
Corporate
|
1.35%
|
DUE
|
07/15/2025
|
$
|
1,169
|
|
|
|
CYRUSONE LP CYRUSONE FIN
|
Corporate
|
2.90%
|
DUE
|
11/15/2024
|
$
|
620
|
|
|
|
DTE ENERGY COMPANY
|
Corporate
|
3.70%
|
DUE
|
08/01/2023
|
$
|
1,026
|
|
|
|
DAIMLER FINANCE NA LLC
|
Corporate
|
3.35%
|
DUE
|
05/04/2021
|
$
|
363
|
|
|
|
DANSKE BANK A S
|
Corporate
|
1.23%
|
DUE
|
06/22/2024
|
$
|
2,840
|
|
|
|
DELTA AIR LINES 2020 AA
|
Corporate
|
3.62%
|
DUE
|
03/15/2022
|
$
|
350
|
|
|
|
DELTA AIR LINES 2020 AA
|
Corporate
|
3.62%
|
DUE
|
03/15/2022
|
$
|
602
|
|
|
|
DELTA AIR LINES 2020 AA
|
Corporate
|
3.40%
|
DUE
|
04/19/2021
|
$
|
558
|
|
|
|
DEUTSCHE BANK NY
|
Corporate
|
2.13%
|
DUE
|
11/24/2026
|
$
|
215
|
|
|
|
DEUTSCHE BANK NY
|
Corporate
|
4.25%
|
DUE
|
02/04/2021
|
$
|
175
|
|
|
|
DEUTSCHE BANK NY
|
Corporate
|
4.25%
|
DUE
|
02/04/2021
|
$
|
1,504
|
|
|
|
DIAMONDBACK ENERGY INC
|
Corporate
|
2.88%
|
DUE
|
12/01/2024
|
$
|
840
|
|
|
|
DIAMONDBACK ENERGY INC
|
Corporate
|
3.25%
|
DUE
|
12/01/2026
|
$
|
534
|
|
|
|
DIGITAL REALTY TRUST LP
|
Corporate
|
3.70%
|
DUE
|
08/15/2027
|
$
|
916
|
|
|
|
DISCOVER BANK
|
Corporate
|
3.45%
|
DUE
|
07/27/2026
|
$
|
364
|
|
|
|
DOLLAR TREE INC
|
Corporate
|
4.00%
|
DUE
|
05/15/2025
|
$
|
1,168
|
|
|
|
DOMINION ENERGY INC
|
Corporate
|
2.85%
|
DUE
|
08/15/2026
|
$
|
50
|
|
|
|
DOMINION ENERGY INC
|
Corporate
|
3.60%
|
DUE
|
03/15/2027
|
$
|
3,308
|
|
|
|
DUKE ENERGY CORP
|
Corporate
|
2.65%
|
DUE
|
09/01/2026
|
$
|
147
|
|
|
|
DUKE ENERGY CORP
|
Corporate
|
3.15%
|
DUE
|
08/15/2027
|
$
|
1,158
|
|
|
|
DUKE ENERGY PROGRESS INC
|
Corporate
|
3.70%
|
DUE
|
09/01/2028
|
$
|
537
|
|
|
|
DUKE ENERGY FLORIDA LLC
|
Corporate
|
3.80%
|
DUE
|
07/15/2028
|
$
|
646
|
|
|
|
DUKE ENERGY FLORIDA LLC
|
Corporate
|
3.80%
|
DUE
|
07/15/2028
|
$
|
1,175
|
|
|
|
ERAC USA FINANCE COMPANY
|
Corporate
|
3.30%
|
DUE
|
12/01/2026
|
$
|
583
|
|
|
|
ERAC USA FINANCE COMPANY
|
Corporate
|
3.30%
|
DUE
|
12/01/2026
|
$
|
278
|
|
|
|
ERAC USA FINANCE COMPANY
|
Corporate
|
3.30%
|
DUE
|
12/01/2026
|
$
|
361
|
|
|
|
ELECTRONIC ARTS
|
Corporate
|
3.70%
|
DUE
|
03/01/2021
|
$
|
200
|
|
|
|
EMERSON ELECTRIC CO
|
Corporate
|
0.88%
|
DUE
|
10/15/2026
|
$
|
1,294
|
|
|
|
EMERA US FINANCE LP
|
Corporate
|
2.70%
|
DUE
|
06/15/2021
|
$
|
333
|
|
|
|
EMERA US FINANCE LP
|
Corporate
|
3.55%
|
DUE
|
06/15/2026
|
$
|
561
|
|
|
|
ENERGY TRANSFER PARTNERS
|
Corporate
|
4.05%
|
DUE
|
03/15/2025
|
$
|
862
|
|
|
|
ENERGY TRANSFER PARTNERS
|
Corporate
|
4.75%
|
DUE
|
01/15/2026
|
$
|
1,132
|
|
|
|
ENEL FINANCE INTERNATIONAL NV
|
Corporate
|
3.62%
|
DUE
|
05/25/2027
|
$
|
199
|
|
|
|
ENEL FINANCE INTERNATIONAL NV
|
Corporate
|
3.50%
|
DUE
|
04/06/2028
|
$
|
330
|
|
|
|
ENEL FINANCE INTERNATIONAL NV
|
Corporate
|
4.88%
|
DUE
|
06/14/2029
|
$
|
394
|
|
|
|
ENERGY TRANSFER PARTNERS
|
Corporate
|
4.95%
|
DUE
|
06/15/2028
|
$
|
178
|
|
|
|
ENERGY TRANSFER OPERATNG
|
Corporate
|
2.90%
|
DUE
|
05/15/2025
|
$
|
1,021
|
|
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate
|
4.40%
|
DUE
|
04/01/2024
|
$
|
99
|
|
|
|
ENTERGY CORP
|
Corporate
|
2.95%
|
DUE
|
09/01/2026
|
$
|
474
|
|
|
|
ENTERPRISE PRODUCTS OPER
|
Corporate
|
2.80%
|
DUE
|
01/31/2030
|
$
|
2,735
|
|
|
|
EQUIFAX INC
|
Corporate
|
3.95%
|
DUE
|
06/15/2023
|
$
|
324
|
|
|
|
ESSENTIAL UTLITIES INC
|
Corporate
|
2.70%
|
DUE
|
04/15/2030
|
$
|
754
|
|
|
|
EXXON MOBIL CORPORATION
|
Corporate
|
2.61%
|
DUE
|
10/15/2030
|
$
|
2,277
|
|
|
|
FMC CORP
|
Corporate
|
3.45%
|
DUE
|
10/01/2029
|
$
|
741
|
|
|
|
FIFTH THIRD BANK
|
Corporate
|
3.95%
|
DUE
|
07/28/2025
|
$
|
926
|
|
|
|
FLORIDA GAS TRANSMISSION
|
Corporate
|
2.55%
|
DUE
|
07/01/2030
|
$
|
506
|
|
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate
|
3.20%
|
DUE
|
01/15/2021
|
$
|
714
|
|
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate
|
2.98%
|
DUE
|
08/03/2022
|
$
|
610
|
|
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate
|
3.81%
|
DUE
|
10/12/2021
|
$
|
577
|
|
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate
|
3.81%
|
DUE
|
10/12/2021
|
$
|
810
|
|
|
|
FORTIS INC
|
Corporate
|
3.06%
|
DUE
|
10/04/2026
|
$
|
444
|
|
|
|
FOX CORP
|
Corporate
|
3.05%
|
DUE
|
04/07/2025
|
$
|
1,866
|
|
|
|
GENERAL MOTORS CO
|
Corporate
|
6.80%
|
DUE
|
10/01/2027
|
$
|
360
|
|
|
|
GENERAL MOTORS FINL CO
|
Corporate
|
5.25%
|
DUE
|
03/01/2026
|
$
|
435
|
|
|
|
GENERAL MOTORS FINL CO
|
Corporate
|
4.35%
|
DUE
|
01/17/2027
|
$
|
1,173
|
|
|
|
GENERAL MOTORS FINL CO
|
Corporate
|
3.15%
|
DUE
|
06/30/2022
|
$
|
517
|
|
|
|
GENERAL MOTORS FINL CO
|
Corporate
|
3.85%
|
DUE
|
01/05/2028
|
$
|
344
|
|
|
|
GENPACT LUXEMBOURG SARL
|
Corporate
|
3.38%
|
DUE
|
12/01/2024
|
$
|
2,395
|
|
|
|
GILEAD SCIENCES
|
Corporate
|
2.50%
|
DUE
|
09/01/2023
|
$
|
132
|
|
|
|
GOLDMAN SACHS GROUP INC
|
Corporate
|
3.85%
|
DUE
|
07/08/2024
|
$
|
1,600
|
|
|
|
GOLDMAN SACHS GROUP INC
|
Corporate
|
4.25%
|
DUE
|
10/21/2025
|
$
|
601
|
|
|
|
GOLDMAN SACHS GROUP INC
|
Corporate
|
4.25%
|
DUE
|
10/21/2025
|
$
|
172
|
|
|
|
GOLDMAN SACHS GROUP INC
|
Corporate
|
3.85%
|
DUE
|
01/26/2027
|
$
|
11
|
|
|
|
GOLDMAN SACHS GROUP INC
|
Corporate
|
3.85%
|
DUE
|
01/26/2027
|
$
|
29
|
|
|
|
GOLDMAN SACHS GROUP INC
|
Corporate
|
3.69%
|
DUE
|
06/05/2028
|
$
|
864
|
|
|
|
GOLDMAN SACHS GROUP INC
|
Corporate
|
3.80%
|
DUE
|
03/15/2030
|
$
|
1,176
|
|
|
|
GOLDMAN SACHS GROUP INC
|
Corporate
|
3.75%
|
DUE
|
02/25/2026
|
$
|
710
|
|
|
|
HSBC HOLDINGS PLC
|
Corporate
|
4.58%
|
DUE
|
06/19/2029
|
$
|
237
|
|
|
|
HEALTH CARE SERVICE CORP
|
Corporate
|
1.50%
|
DUE
|
06/01/2025
|
$
|
800
|
|
|
|
HEALTHPEAK PROPERTIES
|
Corporate
|
2.88%
|
DUE
|
01/15/2031
|
$
|
409
|
|
|
|
HUNTINGTON NATIONAL BANK
|
Corporate
|
2.50%
|
DUE
|
08/07/2022
|
$
|
723
|
|
|
|
HUNTINGTON NATIONAL BANK
|
Corporate
|
3.55%
|
DUE
|
10/06/2023
|
$
|
341
|
|
|
|
HUSKY ENERGY INC
|
Corporate
|
4.00%
|
DUE
|
04/15/2024
|
$
|
375
|
|
|
|
HUSKY ENERGY INC
|
Corporate
|
4.00%
|
DUE
|
04/15/2024
|
$
|
1,180
|
|
|
|
IHS MARKIT LTD
|
Corporate
|
4.12%
|
DUE
|
08/01/2023
|
$
|
272
|
|
|
|
IHS MARKIT LTD
|
Corporate
|
4.12%
|
DUE
|
08/01/2023
|
$
|
174
|
|
|
|
INTUIT INC
|
Corporate
|
0.95%
|
DUE
|
07/15/2025
|
$
|
577
|
|
|
|
IPALCO ENTERPRISES INC
|
Corporate
|
4.25%
|
DUE
|
05/01/2030
|
$
|
145
|
|
|
|
JP MORGAN CHASE & CO
|
Corporate
|
3.88%
|
DUE
|
09/10/2024
|
$
|
756
|
|
|
|
JP MORGAN CHASE & CO
|
Corporate
|
3.88%
|
DUE
|
09/10/2024
|
$
|
392
|
|
|
|
JP MORGAN CHASE & CO
|
Corporate
|
3.90%
|
DUE
|
07/15/2025
|
$
|
1,249
|
|
|
|
JP MORGAN CHASE & CO
|
Corporate
|
2.95%
|
DUE
|
10/01/2026
|
$
|
805
|
|
|
|
JP MORGAN CHASE & CO
|
Corporate
|
2.95%
|
DUE
|
10/01/2026
|
$
|
2,776
|
|
|
|
JPMORGAN CHASE & CO
|
Corporate
|
3.51%
|
DUE
|
01/23/2029
|
$
|
570
|
|
|
|
JPMORGAN CHASE & CO
|
Corporate
|
3.51%
|
DUE
|
01/23/2029
|
$
|
2,279
|
|
|
|
JPMORGAN CHASE & CO
|
Corporate
|
3.51%
|
DUE
|
01/23/2029
|
$
|
2,849
|
|
|
|
JEFFERIES GROUP INC
|
Corporate
|
6.45%
|
DUE
|
06/08/2027
|
$
|
127
|
|
|
|
JOHNSON & JOHNSON
|
Corporate
|
1.30%
|
DUE
|
09/01/2030
|
$
|
1,096
|
|
|
|
KENTUCKY UTILITIES CO
|
Corporate
|
3.30%
|
DUE
|
10/01/2025
|
$
|
1,107
|
|
|
|
KEURIG DR PEPPER INC
|
Corporate
|
3.55%
|
DUE
|
05/25/2021
|
$
|
218
|
|
|
|
KEYBANK NA CLEVELAND OH
|
Corporate
|
3.35%
|
DUE
|
06/15/2021
|
$
|
760
|
|
|
|
KRAFT HEINZ FOODS CO
|
Corporate
|
3.75%
|
DUE
|
04/01/2030
|
$
|
733
|
|
|
|
LYB INTERNATIONAL FINANCE BV
|
Corporate
|
4.00%
|
DUE
|
07/15/2023
|
$
|
815
|
|
|
|
LEVEL 3 FINANCING INC
|
Corporate
|
3.40%
|
DUE
|
03/01/2027
|
$
|
87
|
|
|
|
LEVEL 3 FINANCING INC
|
Corporate
|
3.40%
|
DUE
|
03/01/2027
|
$
|
543
|
|
|
|
LEVEL 3 FINANCING INC
|
Corporate
|
3.40%
|
DUE
|
03/01/2027
|
$
|
456
|
|
|
|
LEVEL 3 FINANCING INC
|
Corporate
|
3.40%
|
DUE
|
03/01/2027
|
$
|
1,043
|
|
|
|
LIBERTY MUTUAL GROUP INC
|
Corporate
|
4.57%
|
DUE
|
02/01/2029
|
$
|
2,445
|
|
|
|
LINCOLN NATIONAL CORP
|
Corporate
|
3.80%
|
DUE
|
03/01/2028
|
$
|
722
|
|
|
|
LLOYDS BANKING GROUP PLC
|
Corporate
|
2.44%
|
DUE
|
02/05/2026
|
$
|
846
|
|
|
|
LLOYDS BANKING GROUP PLC
|
Corporate
|
2.44%
|
DUE
|
02/05/2026
|
$
|
655
|
|
|
|
LYONDELLBASELL INDUSTRIES NV
|
Corporate
|
5.75%
|
DUE
|
04/15/2024
|
$
|
403
|
|
|
|
MPLX LP
|
Corporate
|
4.88%
|
DUE
|
12/01/2024
|
$
|
1,090
|
|
|
|
MPLX LP
|
Corporate
|
4.12%
|
DUE
|
03/01/2027
|
$
|
64
|
|
|
|
MPLX LP
|
Corporate
|
4.00%
|
DUE
|
03/15/2028
|
$
|
334
|
|
|
|
MPLX LP
|
Corporate
|
4.00%
|
DUE
|
03/15/2028
|
$
|
363
|
|
|
|
MAGNA INTERNATIONAL INC
|
Corporate
|
4.15%
|
DUE
|
10/01/2025
|
$
|
287
|
|
|
|
MARATHON PETROLEUM CORP
|
Corporate
|
3.80%
|
DUE
|
04/01/2028
|
$
|
925
|
|
|
|
MCKESSON CORP
|
Corporate
|
3.95%
|
DUE
|
02/16/2028
|
$
|
309
|
|
|
|
MET LIFE GLOBAL FUNDING I
|
Corporate
|
0.95%
|
DUE
|
07/02/2025
|
$
|
2,582
|
|
|
|
MID-ATLANTIC INTERSTATE
|
Corporate
|
4.10%
|
DUE
|
05/15/2028
|
$
|
281
|
|
|
|
MITSUBISHI UFJ FINANCIAL GROUP
|
Corporate
|
3.00%
|
DUE
|
02/22/2022
|
$
|
556
|
|
|
|
MITSUBISHI UFJ FINANCIAL GROUP
|
Corporate
|
3.76%
|
DUE
|
07/26/2023
|
$
|
1,323
|
|
|
|
MIZUHO FINANCIAL GROUP
|
Corporate
|
3.92%
|
DUE
|
09/11/2024
|
$
|
1,792
|
|
|
|
MORGAN STANLEY
|
Corporate
|
4.35%
|
DUE
|
09/08/2026
|
$
|
588
|
|
|
|
MORGAN STANLEY
|
Corporate
|
4.35%
|
DUE
|
09/08/2026
|
$
|
294
|
|
|
|
MORGAN STANLEY
|
Corporate
|
3.77%
|
DUE
|
01/24/2029
|
$
|
75
|
|
|
|
MORGAN STANLEY
|
Corporate
|
2.50%
|
DUE
|
04/21/2021
|
$
|
1,862
|
|
|
|
MORGAN STANLEY
|
Corporate
|
3.62%
|
DUE
|
01/20/2027
|
$
|
671
|
|
|
|
MORGAN STANLEY
|
Corporate
|
3.62%
|
DUE
|
01/20/2027
|
$
|
1,003
|
|
|
|
MORGAN STANLEY
|
Corporate
|
3.62%
|
DUE
|
01/20/2027
|
$
|
2,867
|
|
|
|
MORGAN STANLEY
|
Corporate
|
3.95%
|
DUE
|
04/23/2027
|
$
|
1,735
|
|
|
|
MOTOROLA SOLUTIONS INC
|
Corporate
|
4.00%
|
DUE
|
09/01/2024
|
$
|
1,285
|
|
|
|
MYLAN NV
|
Corporate
|
3.95%
|
DUE
|
06/15/2026
|
$
|
372
|
|
|
|
MYLAN NV
|
Corporate
|
3.95%
|
DUE
|
06/15/2026
|
$
|
544
|
|
|
|
MYLAN NV
|
Corporate
|
3.95%
|
DUE
|
06/15/2026
|
$
|
915
|
|
|
|
NRG ENERGY INC
|
Corporate
|
2.00%
|
DUE
|
12/02/2025
|
$
|
93
|
|
|
|
NRG ENERGY INC
|
Corporate
|
2.00%
|
DUE
|
12/02/2025
|
$
|
311
|
|
|
|
NRG ENERGY INC
|
Corporate
|
2.00%
|
DUE
|
12/02/2025
|
$
|
31
|
|
|
|
NRG ENERGY INC
|
Corporate
|
2.00%
|
DUE
|
12/02/2025
|
$
|
62
|
|
|
|
NRG ENERGY INC
|
Corporate
|
2.00%
|
DUE
|
12/02/2025
|
$
|
21
|
|
|
|
NRG ENERGY INC
|
Corporate
|
2.00%
|
DUE
|
12/02/2025
|
$
|
93
|
|
|
|
NRG ENERGY INC
|
Corporate
|
2.00%
|
DUE
|
12/02/2025
|
$
|
466
|
|
|
|
NATWEST MARKETS PLC
|
Corporate
|
3.62%
|
DUE
|
09/29/2022
|
$
|
1,107
|
|
|
|
NEWFIELD EXPLORATION
|
Corporate
|
5.75%
|
DUE
|
01/30/2022
|
$
|
1,001
|
|
|
|
NIAGARA MOHAWK POWER
|
Corporate
|
1.96%
|
DUE
|
06/27/2030
|
$
|
2,192
|
|
|
|
NISOURCE INC
|
Corporate
|
3.60%
|
DUE
|
05/01/2030
|
$
|
197
|
|
|
|
NOBLE ENERGY INC
|
Corporate
|
3.90%
|
DUE
|
11/15/2024
|
$
|
389
|
|
|
|
NOMURA HOLDINGS INC
|
Corporate
|
2.65%
|
DUE
|
01/16/2025
|
$
|
1,067
|
|
|
|
NOVARTIS CAPITAL CORP
|
Corporate
|
2.20%
|
DUE
|
08/14/2030
|
$
|
1,366
|
|
|
|
ONCOR ELECTRIC DELIVERY
|
Corporate
|
3.70%
|
DUE
|
11/15/2028
|
$
|
1,113
|
|
|
|
ONEOK INC
|
Corporate
|
4.00%
|
DUE
|
07/13/2027
|
$
|
72
|
|
|
|
ONEOK INC
|
Corporate
|
4.00%
|
DUE
|
07/13/2027
|
$
|
446
|
|
|
|
ONEOK INC
|
Corporate
|
3.10%
|
DUE
|
03/15/2030
|
$
|
1,593
|
|
|
|
ORACLE CORP
|
Corporate
|
2.65%
|
DUE
|
07/15/2026
|
$
|
712
|
|
|
|
ORACLE CORP
|
Corporate
|
2.50%
|
DUE
|
04/01/2025
|
$
|
1,193
|
|
|
|
OWENS CORNING INC
|
Corporate
|
3.40%
|
DUE
|
08/15/2026
|
$
|
386
|
|
|
|
PNC BANK NA
|
Corporate
|
4.05%
|
DUE
|
07/26/2028
|
$
|
923
|
|
|
|
PNC BANK NA
|
Corporate
|
4.05%
|
DUE
|
07/26/2028
|
$
|
1,184
|
|
|
|
PACIFICORP
|
Corporate
|
2.70%
|
DUE
|
09/15/2030
|
$
|
231
|
|
|
|
PENSKE TRUCK LEASING PTL
|
Corporate
|
4.12%
|
DUE
|
08/01/2023
|
$
|
663
|
|
|
|
PETROLEOS MEXICANOS
|
Corporate
|
6.38%
|
DUE
|
02/04/2021
|
$
|
552
|
|
|
|
PETROLEOS MEXICANOS
|
Corporate
|
6.50%
|
DUE
|
03/13/2027
|
$
|
316
|
|
|
|
PETROLEOS MEXICANOS
|
Corporate
|
6.50%
|
DUE
|
03/13/2027
|
$
|
211
|
|
|
|
PETROLEOS MEXICANOS
|
Corporate
|
6.50%
|
DUE
|
03/13/2027
|
$
|
316
|
|
|
|
PETROLEOS MEXICANOS
|
Corporate
|
6.49%
|
DUE
|
01/23/2027
|
$
|
65
|
|
|
|
PHARMACIA CORP
|
Corporate
|
6.60%
|
DUE
|
12/01/2028
|
$
|
1,736
|
|
|
|
PHILIP MORRIS INTL INC
|
Corporate
|
0.88%
|
DUE
|
05/01/2026
|
$
|
922
|
|
|
|
PHILLIPS 66 PARTNERS LP
|
Corporate
|
3.85%
|
DUE
|
04/09/2025
|
$
|
304
|
|
|
|
PHILLIPS 66 PARTNERS LP
|
Corporate
|
3.60%
|
DUE
|
02/15/2025
|
$
|
813
|
|
|
|
PLAINS ALL AMERICAN PIPELINE
|
Corporate
|
4.50%
|
DUE
|
12/15/2026
|
$
|
1,782
|
|
|
|
RALPH LAUREN CORP
|
Corporate
|
1.70%
|
DUE
|
06/15/2022
|
$
|
300
|
|
|
|
PRINCIPAL LFE GLB FND II
|
Corporate
|
1.25%
|
DUE
|
06/23/2025
|
$
|
689
|
|
|
|
PROLOGIS LP
|
Corporate
|
2.12%
|
DUE
|
04/15/2027
|
$
|
1,451
|
|
|
|
PROLOGIS LP
|
Corporate
|
2.12%
|
DUE
|
04/15/2027
|
$
|
1,075
|
|
|
|
PROTECTIVE LIFE GLOBAL
|
Corporate
|
1.17%
|
DUE
|
07/15/2025
|
$
|
2,950
|
|
|
|
PROVIDENCE ST JOSEPH HEALTH OB
|
Corporate
|
2.75%
|
DUE
|
10/01/2026
|
$
|
235
|
|
|
|
PUBLIC SERVICE ELECTRIC & GAS
|
Corporate
|
2.25%
|
DUE
|
09/15/2026
|
$
|
524
|
|
|
|
QUEST DIAGNOSTIC INC
|
Corporate
|
2.95%
|
DUE
|
06/30/2030
|
$
|
976
|
|
|
|
REALTY INCOME CORP
|
Corporate
|
3.00%
|
DUE
|
01/15/2027
|
$
|
995
|
|
|
|
REALTY INCOME CORP
|
Corporate
|
3.25%
|
DUE
|
01/15/2031
|
$
|
795
|
|
|
|
ROPER TECHNOLOGIES INC
|
Corporate
|
4.20%
|
DUE
|
09/15/2028
|
$
|
990
|
|
|
|
NATWEST GROUP PLC
|
Corporate
|
3.88%
|
DUE
|
09/12/2023
|
$
|
217
|
|
|
|
NATWEST GROUP PLC
|
Corporate
|
4.52%
|
DUE
|
06/25/2024
|
$
|
218
|
|
|
|
RYDER SYSTEM INC
|
Corporate
|
2.50%
|
DUE
|
09/01/2022
|
$
|
392
|
|
|
|
SP POWERASSETS LTD
|
Corporate
|
3.00%
|
DUE
|
09/26/2027
|
$
|
356
|
|
|
|
SCHLUMBERGER INV
|
Corporate
|
2.40%
|
DUE
|
08/01/2022
|
$
|
605
|
|
|
|
CHARLES SCHWAB CORP
|
Corporate
|
1.65%
|
DUE
|
03/11/2031
|
$
|
1,453
|
|
|
|
SHIRE ACQ INV IRELAND DA
|
Corporate
|
2.88%
|
DUE
|
09/23/2023
|
$
|
1,351
|
|
|
|
SHIRE ACQ INV IRELAND DA
|
Corporate
|
3.20%
|
DUE
|
09/23/2026
|
$
|
503
|
|
|
|
SHIRE ACQ INV IRELAND DA
|
Corporate
|
3.20%
|
DUE
|
09/23/2026
|
$
|
1,398
|
|
|
|
SKANDINAVISKA ENSKILDA
|
Corporate
|
0.85%
|
DUE
|
09/02/2025
|
$
|
2,178
|
|
|
|
SOCIETE GENERALE
|
Corporate
|
2.62%
|
DUE
|
01/22/2025
|
$
|
2,560
|
|
|
|
SOUTHERN CAL EDISON
|
Corporate
|
2.40%
|
DUE
|
02/01/2022
|
$
|
284
|
|
|
|
SOUTHERN CAL EDISON
|
Corporate
|
2.40%
|
DUE
|
02/01/2022
|
$
|
733
|
|
|
|
SOUTHWEST AIRLINES CO
|
Corporate
|
2.62%
|
DUE
|
02/10/2030
|
$
|
1,407
|
|
|
|
SOUTHWESTERN ELECTRIC POWER
|
Corporate
|
4.10%
|
DUE
|
09/15/2028
|
$
|
1,058
|
|
|
|
SPECTRA ENERGY PARTNERS
|
Corporate
|
3.38%
|
DUE
|
10/15/2026
|
$
|
106
|
|
|
|
SUNTRUST BANK
|
Corporate
|
2.70%
|
DUE
|
01/27/2022
|
$
|
200
|
|
|
|
SVENSKA HANDELSBANKEN AB
|
Corporate
|
1.88%
|
DUE
|
09/07/2021
|
$
|
420
|
|
|
|
SYSCO CORPORATION
|
Corporate
|
5.65%
|
DUE
|
04/01/2025
|
$
|
584
|
|
|
|
TJX COS INC
|
Corporate
|
3.75%
|
DUE
|
04/15/2027
|
$
|
2,552
|
|
|
|
T MOBILE USA INC
|
Corporate
|
3.50%
|
DUE
|
04/15/2025
|
$
|
2,102
|
|
|
|
T MOBILE USA INC
|
Corporate
|
2.05%
|
DUE
|
02/15/2028
|
$
|
1,327
|
|
|
|
TAKEDA PHARMACEUTICAL
|
Corporate
|
4.00%
|
DUE
|
11/26/2021
|
$
|
427
|
|
|
|
TEXAS EASTERN TRANSMISSION LP
|
Corporate
|
3.50%
|
DUE
|
01/15/2028
|
$
|
214
|
|
|
|
TEXTRON INC
|
Corporate
|
5.95%
|
DUE
|
09/21/2021
|
$
|
205
|
|
|
|
TRIMBLE INCORPORATED
|
Corporate
|
4.15%
|
DUE
|
06/15/2023
|
$
|
693
|
|
|
|
TYCO ELECTRONICS
|
Corporate
|
3.12%
|
DUE
|
08/15/2027
|
$
|
410
|
|
|
|
TYSON FOODS INC
|
Corporate
|
2.25%
|
DUE
|
08/23/2021
|
$
|
707
|
|
|
|
UBS GROUP FUNDING SWITZE
|
Corporate
|
2.86%
|
DUE
|
08/15/2023
|
$
|
607
|
|
|
|
UNION PACIFIC CORP
|
Corporate
|
2.75%
|
DUE
|
03/01/2026
|
$
|
361
|
|
|
|
UNITED HEALTH GROUP INC
|
Corporate
|
3.10%
|
DUE
|
03/15/2026
|
$
|
1,065
|
|
|
|
UNUM GROUP
|
Corporate
|
4.00%
|
DUE
|
03/15/2024
|
$
|
1,035
|
|
|
|
UPJOHN INC
|
Corporate
|
2.70%
|
DUE
|
06/22/2030
|
$
|
1,432
|
|
|
|
VF CORP
|
Corporate
|
2.40%
|
DUE
|
04/23/2025
|
$
|
1,603
|
|
|
|
VALERO ENERGY CORP
|
Corporate
|
2.85%
|
DUE
|
04/15/2025
|
$
|
235
|
|
|
|
VENTAS REALTY LP
|
Corporate
|
4.40%
|
DUE
|
01/15/2029
|
$
|
1,008
|
|
|
|
VEREIT OPERATING PARTNER
|
Corporate
|
2.20%
|
DUE
|
06/15/2028
|
$
|
1,535
|
|
|
|
VERIZON COMMUNICATIONS
|
Corporate
|
2.65%
|
DUE
|
11/20/2040
|
$
|
798
|
|
|
|
VISA INC
|
Corporate
|
1.90%
|
DUE
|
04/15/2027
|
$
|
409
|
|
|
|
VISTRA OPERATIONS CO LLC
|
Corporate
|
3.55%
|
DUE
|
07/15/2024
|
$
|
190
|
|
|
|
VISTRA OPERATIONS CO LLC
|
Corporate
|
3.55%
|
DUE
|
07/15/2024
|
$
|
190
|
|
|
|
VISTRA OPERATIONS CO LLC
|
Corporate
|
3.70%
|
DUE
|
01/30/2027
|
$
|
793
|
|
|
|
VISTRA OPERATIONS CO LLC
|
Corporate
|
3.70%
|
DUE
|
01/30/2027
|
$
|
826
|
|
|
|
VOLKSWAGEN GROUP AMERICA
|
Corporate
|
4.00%
|
DUE
|
11/12/2021
|
$
|
417
|
|
|
|
WASTE CONNECTIONS INC
|
Corporate
|
2.60%
|
DUE
|
02/01/2030
|
$
|
1,343
|
|
|
|
WELLPOINT INC
|
Corporate
|
3.12%
|
DUE
|
05/15/2022
|
$
|
379
|
|
|
|
WELLS FARGO & COMPANY
|
Corporate
|
2.16%
|
DUE
|
02/11/2026
|
$
|
2,849
|
|
|
|
WELLS FARGO & COMPANY
|
Corporate
|
2.39%
|
DUE
|
06/02/2028
|
$
|
2,661
|
|
|
|
WELLTOWER INC
|
Corporate
|
3.10%
|
DUE
|
01/15/2030
|
$
|
1,311
|
|
|
|
WELLTOWER INC
|
Corporate
|
2.70%
|
DUE
|
02/15/2027
|
$
|
396
|
|
|
|
WABTEC
|
Corporate
|
4.95%
|
DUE
|
09/15/2028
|
$
|
355
|
|
|
|
WRKCO INC
|
Corporate
|
3.75%
|
DUE
|
03/15/2025
|
$
|
635
|
|
|
|
WILLIAMS PARTNERS LP
|
Corporate
|
4.30%
|
DUE
|
03/04/2024
|
$
|
276
|
|
|
|
WILLIAMS PARTNERS LP
|
Corporate
|
4.30%
|
DUE
|
03/04/2024
|
$
|
165
|
|
|
|
WILLIAMS PARTNERS LP
|
Corporate
|
4.30%
|
DUE
|
03/04/2024
|
$
|
1,488
|
|
|
|
ZOETIS INC
|
Corporate
|
3.25%
|
DUE
|
08/20/2021
|
$
|
1,685
|
|
|
|
SINGTEL GROUP TREASURY P
|
Corporate
|
4.50%
|
DUE
|
09/08/2021
|
$
|
205
|
|
|
|
PSA INTERNATIONAL PTE LT
|
Corporate
|
3.88%
|
DUE
|
02/11/2021
|
$
|
1,003
|
|
|
|
FNMA
|
Fed Agency
|
2.00%
|
DUE
|
05/01/2050
|
$
|
38,821
|
|
|
|
FREDDIE MAC
|
Fed Agency
|
6.75%
|
DUE
|
09/15/2029
|
$
|
142
|
|
|
|
FREDDIE MAC
|
Fed Agency
|
6.75%
|
DUE
|
09/15/2029
|
$
|
149
|
|
|
|
FANNIE MAE
|
Fed Agency
|
6.25%
|
DUE
|
05/15/2029
|
$
|
278
|
|
|
|
FANNIE MAE
|
Fed Agency
|
7.12%
|
DUE
|
01/15/2030
|
$
|
1,528
|
|
|
|
FANNIE MAE
|
Fed Agency
|
0.88%
|
DUE
|
08/05/2030
|
$
|
93
|
|
|
|
FANNIE MAE
|
Fed Agency
|
0.88%
|
DUE
|
08/05/2030
|
$
|
34
|
|
|
|
CORP ANDINA DE FOMENTO
|
Foreign
|
2.12%
|
DUE
|
09/27/2021
|
$
|
243
|
|
|
|
CORP ANDINA DE FOMENTO
|
Foreign
|
2.75%
|
DUE
|
01/06/2023
|
$
|
93
|
|
|
|
CORP ANDINA DE FOMENTO
|
Foreign
|
2.75%
|
DUE
|
01/06/2023
|
$
|
218
|
|
|
|
CORP ANDINA DE FOMENTO
|
Foreign
|
3.75%
|
DUE
|
11/23/2023
|
$
|
540
|
|
|
|
CORP ANDINA DE FOMENTO
|
Foreign
|
3.75%
|
DUE
|
11/23/2023
|
$
|
216
|
|
|
|
EMIRATE ABU DHABI GOVT INTL
|
Foreign
|
3.12%
|
DUE
|
10/11/2027
|
$
|
874
|
|
|
|
HARVEST OPERATIONS CORP
|
Foreign
|
4.20%
|
DUE
|
06/01/2023
|
$
|
217
|
|
|
|
HYDRO QUEBEC
|
Foreign
|
9.38%
|
DUE
|
04/15/2030
|
$
|
1,501
|
|
|
|
JAPAN FINANCE ORG MUNICIPAL SE
|
Foreign
|
2.12%
|
DUE
|
10/25/2023
|
$
|
209
|
|
|
|
JAPAN FINANCE ORG MUNICIPAL SE
|
Foreign
|
2.62%
|
DUE
|
04/20/2022
|
$
|
206
|
|
|
|
JAPAN FINANCE ORG MUNICIPAL SE
|
Foreign
|
1.75%
|
DUE
|
09/05/2024
|
$
|
209
|
|
|
|
KUWAIT INTERNATIONAL BOND SERI
|
Foreign
|
2.75%
|
DUE
|
03/20/2022
|
$
|
206
|
|
|
|
ONTARIO TEACHERS FINANC
|
Foreign
|
2.12%
|
DUE
|
09/19/2022
|
$
|
1,031
|
|
|
|
QATAR STATE OF
|
Foreign
|
4.50%
|
DUE
|
04/23/2028
|
$
|
370
|
|
|
|
QATAR STATE OF
|
Foreign
|
4.50%
|
DUE
|
04/23/2028
|
$
|
242
|
|
|
|
SAUDI INTERNATIONAL BOND
|
Foreign
|
2.38%
|
DUE
|
10/26/2021
|
$
|
208
|
|
|
|
SAUDI INTERNATIONAL BOND
|
Foreign
|
4.00%
|
DUE
|
04/17/2025
|
$
|
335
|
|
|
|
TOKYO METROPOLITAN GOVT SERIES
|
Foreign
|
2.50%
|
DUE
|
06/08/2022
|
$
|
206
|
|
|
|
TOKYO METROPOLITAN GOVERNMENT
|
Foreign
|
2.00%
|
DUE
|
05/17/2021
|
$
|
302
|
|
|
|
INDONESIA REPUBLIC OF
|
Foreign
|
3.75%
|
DUE
|
04/25/2022
|
$
|
208
|
|
|
|
5 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
04/06/2021
|
$
|
(2)
|
|
|
|
5 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
04/06/2021
|
$
|
(1)
|
|
|
|
5 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
04/06/2021
|
$
|
(10)
|
|
|
|
5 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
04/06/2021
|
$
|
(18)
|
|
|
|
5 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
04/06/2021
|
$
|
(4)
|
|
|
|
5 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
04/06/2021
|
$
|
(2)
|
|
|
|
5 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
04/06/2021
|
$
|
(4)
|
|
|
|
2 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
04/06/2021
|
$
|
23
|
|
|
|
2 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
04/06/2021
|
$
|
2
|
|
|
|
2 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
04/06/2021
|
$
|
20
|
|
|
|
2 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
04/06/2021
|
$
|
2
|
|
|
|
2 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
04/06/2021
|
$
|
1
|
|
|
|
2 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
04/06/2021
|
$
|
1
|
|
|
|
10 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(11)
|
|
|
|
10 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(5)
|
|
|
|
10 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
1
|
|
|
|
10 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(4)
|
|
|
|
10 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(5)
|
|
|
|
10 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(1)
|
|
|
|
10 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(1)
|
|
|
|
10 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(10)
|
|
|
|
10 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(13)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(6)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(6)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(6)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(1)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(1)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(6)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(2)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(1)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(1)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(2)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(3)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(9)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(9)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(1)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(7)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(6)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(8)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(8)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(1)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(1)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(6)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
2
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
2
|
|
|
|
US ULTRA T-BOND
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
9
|
|
|
|
US ULTRA T-BOND
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(1)
|
|
|
|
US ULTRA T-BOND
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
11
|
|
|
|
US ULTRA T-BOND
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
2
|
|
|
|
US ULTRA T-BOND
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
2
|
|
|
|
US 10YR ULTRA FUT JUN16
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
(1)
|
|
|
|
US 10YR ULTRA FUT JUN16
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
3
|
|
|
|
US 10YR ULTRA FUT JUN16
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
26
|
|
|
|
US 10YR ULTRA FUT JUN16
|
Futures
|
0.00%
|
DUE
|
03/31/2021
|
$
|
57
|
|
|
|
FHLMC GOLD
|
Mortgage Backed
|
4.50%
|
DUE
|
06/01/2039
|
$
|
122
|
|
|
|
FHLMC GOLD
|
Mortgage Backed
|
3.50%
|
DUE
|
08/01/2043
|
$
|
1,715
|
|
|
|
FHLMC GOLD
|
Mortgage Backed
|
4.50%
|
DUE
|
09/01/2044
|
$
|
185
|
|
|
|
FHLMC GOLD
|
Mortgage Backed
|
2.00%
|
DUE
|
01/01/2032
|
$
|
273
|
|
|
|
FHLMC GOLD
|
Mortgage Backed
|
4.00%
|
DUE
|
04/01/2048
|
$
|
211
|
|
|
|
FHLMC GOLD
|
Mortgage Backed
|
4.00%
|
DUE
|
10/01/2045
|
$
|
697
|
|
|
|
FHLMC GOLD
|
Mortgage Backed
|
4.00%
|
DUE
|
08/01/2046
|
$
|
541
|
|
|
|
FHLMC GOLD
|
Mortgage Backed
|
4.50%
|
DUE
|
12/01/2046
|
$
|
563
|
|
|
|
FHLMC GOLD
|
Mortgage Backed
|
2.50%
|
DUE
|
01/01/2029
|
$
|
540
|
|
|
|
FHLMC
|
Mortgage Backed
|
3.00%
|
DUE
|
01/01/2037
|
$
|
415
|
|
|
|
FHLMC
|
Mortgage Backed
|
3.00%
|
DUE
|
12/01/2037
|
$
|
137
|
|
|
|
FHLMC GOLD
|
Mortgage Backed
|
3.00%
|
DUE
|
02/01/2043
|
$
|
915
|
|
|
|
FHLMC GOLD
|
Mortgage Backed
|
3.50%
|
DUE
|
02/01/2042
|
$
|
757
|
|
|
|
FHLMC GOLD
|
Mortgage Backed
|
3.00%
|
DUE
|
12/01/2042
|
$
|
708
|
|
|
|
FHLMC GOLD
|
Mortgage Backed
|
4.00%
|
DUE
|
12/01/2040
|
$
|
442
|
|
|
|
FHLMC GOLD
|
Mortgage Backed
|
2.50%
|
DUE
|
07/01/2031
|
$
|
149
|
|
|
|
FHLMC GOLD
|
Mortgage Backed
|
4.00%
|
DUE
|
04/01/2042
|
$
|
169
|
|
|
|
FHLMC GOLD
|
Mortgage Backed
|
3.50%
|
DUE
|
10/01/2042
|
$
|
388
|
|
|
|
FHLMC GOLD
|
Mortgage Backed
|
3.00%
|
DUE
|
06/01/2043
|
$
|
224
|
|
|
|
FHLMC
|
Mortgage Backed
|
3.00%
|
DUE
|
09/01/2030
|
$
|
531
|
|
|
|
FHLMC
|
Mortgage Backed
|
3.50%
|
DUE
|
11/01/2047
|
$
|
1,000
|
|
|
|
FHLMC
|
Mortgage Backed
|
5.00%
|
DUE
|
02/01/2048
|
$
|
286
|
|
|
|
FNMA
|
Mortgage Backed
|
4.50%
|
DUE
|
02/01/2041
|
$
|
581
|
|
|
|
FNMA
|
Mortgage Backed
|
3.50%
|
DUE
|
01/01/2041
|
$
|
659
|
|
|
|
FNMA
|
Mortgage Backed
|
4.50%
|
DUE
|
02/01/2041
|
$
|
142
|
|
|
|
FNMA
|
Mortgage Backed
|
3.00%
|
DUE
|
08/01/2042
|
$
|
723
|
|
|
|
FNMA
|
Mortgage Backed
|
4.50%
|
DUE
|
10/01/2041
|
$
|
346
|
|
|
|
FNMA
|
Mortgage Backed
|
4.00%
|
DUE
|
01/01/2042
|
$
|
799
|
|
|
|
FNMA
|
Mortgage Backed
|
3.50%
|
DUE
|
12/01/2041
|
$
|
527
|
|
|
|
FNMA
|
Mortgage Backed
|
4.50%
|
DUE
|
08/01/2041
|
$
|
254
|
|
|
|
FNMA
|
Mortgage Backed
|
4.00%
|
DUE
|
07/01/2042
|
$
|
178
|
|
|
|
FNMA
|
Mortgage Backed
|
4.00%
|
DUE
|
07/01/2042
|
$
|
594
|
|
|
|
FNMA
|
Mortgage Backed
|
3.00%
|
DUE
|
12/01/2042
|
$
|
497
|
|
|
|
FNMA
|
Mortgage Backed
|
2.50%
|
DUE
|
01/01/2028
|
$
|
214
|
|
|
|
FNMA
|
Mortgage Backed
|
4.50%
|
DUE
|
02/01/2046
|
$
|
412
|
|
|
|
FNMA
|
Mortgage Backed
|
6.00%
|
DUE
|
07/01/2041
|
$
|
389
|
|
|
|
FNMA
|
Mortgage Backed
|
3.00%
|
DUE
|
03/01/2043
|
$
|
974
|
|
|
|
FNMA
|
Mortgage Backed
|
3.00%
|
DUE
|
03/01/2043
|
$
|
373
|
|
|
|
FNMA
|
Mortgage Backed
|
3.00%
|
DUE
|
04/01/2030
|
$
|
184
|
|
|
|
FNMA
|
Mortgage Backed
|
3.50%
|
DUE
|
06/01/2045
|
$
|
1,416
|
|
|
|
FNMA
|
Mortgage Backed
|
4.00%
|
DUE
|
12/01/2045
|
$
|
265
|
|
|
|
FNMA
|
Mortgage Backed
|
2.50%
|
DUE
|
09/01/2046
|
$
|
312
|
|
|
|
FNMA
|
Mortgage Backed
|
2.50%
|
DUE
|
09/01/2046
|
$
|
155
|
|
|
|
FNMA
|
Mortgage Backed
|
3.00%
|
DUE
|
11/01/2036
|
$
|
235
|
|
|
|
FNMA
|
Mortgage Backed
|
3.50%
|
DUE
|
12/01/2046
|
$
|
342
|
|
|
|
FNMA
|
Mortgage Backed
|
3.50%
|
DUE
|
12/01/2046
|
$
|
250
|
|
|
|
FNMA
|
Mortgage Backed
|
3.00%
|
DUE
|
04/01/2043
|
$
|
253
|
|
|
|
FNMA
|
Mortgage Backed
|
3.50%
|
DUE
|
06/01/2043
|
$
|
693
|
|
|
|
FNMA
|
Mortgage Backed
|
4.50%
|
DUE
|
09/01/2043
|
$
|
388
|
|
|
|
FNMA
|
Mortgage Backed
|
3.50%
|
DUE
|
10/01/2045
|
$
|
614
|
|
|
|
FNMA
|
Mortgage Backed
|
6.00%
|
DUE
|
10/01/2036
|
$
|
91
|
|
|
|
FNMA
|
Mortgage Backed
|
5.50%
|
DUE
|
01/01/2037
|
$
|
112
|
|
|
|
FNMA
|
Mortgage Backed
|
3.00%
|
DUE
|
12/01/2031
|
$
|
309
|
|
|
|
FNMA
|
Mortgage Backed
|
5.00%
|
DUE
|
09/01/2047
|
$
|
246
|
|
|
|
FNMA
|
Mortgage Backed
|
3.50%
|
DUE
|
09/01/2032
|
$
|
3,644
|
|
|
|
FNMA
|
Mortgage Backed
|
3.00%
|
DUE
|
07/01/2027
|
$
|
332
|
|
|
|
FNMA
|
Mortgage Backed
|
4.50%
|
DUE
|
08/01/2040
|
$
|
230
|
|
|
|
FNMA
|
Mortgage Backed
|
3.50%
|
DUE
|
01/01/2041
|
$
|
1,303
|
|
|
|
FNMA
|
Mortgage Backed
|
3.50%
|
DUE
|
05/01/2042
|
$
|
1,139
|
|
|
|
FNMA
|
Mortgage Backed
|
3.50%
|
DUE
|
03/01/2043
|
$
|
603
|
|
|
|
FNMA
|
Mortgage Backed
|
4.50%
|
DUE
|
10/01/2039
|
$
|
201
|
|
|
|
FNMA
|
Mortgage Backed
|
4.50%
|
DUE
|
11/01/2040
|
$
|
124
|
|
|
|
FNMA
|
Mortgage Backed
|
2.50%
|
DUE
|
09/01/2027
|
$
|
281
|
|
|
|
FNMA
|
Mortgage Backed
|
3.50%
|
DUE
|
01/01/2046
|
$
|
238
|
|
|
|
FNMA
|
Mortgage Backed
|
3.50%
|
DUE
|
01/01/2046
|
$
|
233
|
|
|
|
FNMA
|
Mortgage Backed
|
3.50%
|
DUE
|
08/01/2031
|
$
|
257
|
|
|
|
FNMA
|
Mortgage Backed
|
4.00%
|
DUE
|
09/01/2046
|
$
|
255
|
|
|
|
FNMA
|
Mortgage Backed
|
4.50%
|
DUE
|
08/01/2047
|
$
|
539
|
|
|
|
FNMA
|
Mortgage Backed
|
4.00%
|
DUE
|
08/01/2047
|
$
|
259
|
|
|
|
FNMA
|
Mortgage Backed
|
3.50%
|
DUE
|
08/01/2033
|
$
|
199
|
|
|
|
FNMA
|
Mortgage Backed
|
5.00%
|
DUE
|
06/01/2040
|
$
|
81
|
|
|
|
FNMA
|
Mortgage Backed
|
5.00%
|
DUE
|
06/01/2040
|
$
|
97
|
|
|
|
FNMA
|
Mortgage Backed
|
4.50%
|
DUE
|
06/01/2040
|
$
|
189
|
|
|
|
FNMA
|
Mortgage Backed
|
5.00%
|
DUE
|
06/01/2040
|
$
|
286
|
|
|
|
FNMA
|
Mortgage Backed
|
4.50%
|
DUE
|
02/01/2041
|
$
|
173
|
|
|
|
FNMA
|
Mortgage Backed
|
5.00%
|
DUE
|
02/01/2041
|
$
|
125
|
|
|
|
FNMA
|
Mortgage Backed
|
4.00%
|
DUE
|
10/01/2040
|
$
|
478
|
|
|
|
FNMA
|
Mortgage Backed
|
4.00%
|
DUE
|
11/01/2040
|
$
|
298
|
|
|
|
GNMA
|
Mortgage Backed
|
3.00%
|
DUE
|
09/15/2042
|
$
|
141
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.00%
|
DUE
|
03/20/2043
|
$
|
123
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.50%
|
DUE
|
03/20/2043
|
$
|
226
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.00%
|
DUE
|
09/20/2042
|
$
|
265
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.50%
|
DUE
|
10/20/2042
|
$
|
552
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.50%
|
DUE
|
10/20/2042
|
$
|
437
|
|
|
|
GNMA II
|
Mortgage Backed
|
4.00%
|
DUE
|
10/20/2042
|
$
|
595
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.50%
|
DUE
|
12/20/2042
|
$
|
255
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.50%
|
DUE
|
12/20/2042
|
$
|
288
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.00%
|
DUE
|
09/20/2043
|
$
|
185
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.50%
|
DUE
|
10/20/2043
|
$
|
308
|
|
|
|
GNMA II
|
Mortgage Backed
|
4.00%
|
DUE
|
10/20/2043
|
$
|
369
|
|
|
|
GNMA II
|
Mortgage Backed
|
4.50%
|
DUE
|
10/20/2043
|
$
|
99
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.50%
|
DUE
|
12/20/2043
|
$
|
371
|
|
|
|
GNMA II
|
Mortgage Backed
|
4.50%
|
DUE
|
12/20/2043
|
$
|
220
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.00%
|
DUE
|
01/20/2044
|
$
|
112
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.00%
|
DUE
|
01/20/2044
|
$
|
55
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.50%
|
DUE
|
03/20/2045
|
$
|
146
|
|
|
|
GNMA II
|
Mortgage Backed
|
4.50%
|
DUE
|
03/20/2045
|
$
|
104
|
|
|
|
GNMA II
|
Mortgage Backed
|
4.00%
|
DUE
|
06/20/2044
|
$
|
253
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.00%
|
DUE
|
12/20/2044
|
$
|
226
|
|
|
|
GNMA II
|
Mortgage Backed
|
5.00%
|
DUE
|
04/20/2045
|
$
|
58
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.50%
|
DUE
|
04/20/2045
|
$
|
161
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.00%
|
DUE
|
05/20/2045
|
$
|
221
|
|
|
|
GNMA II
|
Mortgage Backed
|
4.50%
|
DUE
|
05/20/2045
|
$
|
76
|
|
|
|
GNMA II
|
Mortgage Backed
|
4.00%
|
DUE
|
09/20/2045
|
$
|
546
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.50%
|
DUE
|
11/20/2045
|
$
|
889
|
|
|
|
GNMA II
|
Mortgage Backed
|
4.00%
|
DUE
|
11/20/2045
|
$
|
124
|
|
|
|
GNMA II
|
Mortgage Backed
|
4.00%
|
DUE
|
12/20/2045
|
$
|
226
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.00%
|
DUE
|
01/20/2046
|
$
|
234
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.50%
|
DUE
|
05/20/2046
|
$
|
376
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.50%
|
DUE
|
07/20/2046
|
$
|
628
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.50%
|
DUE
|
07/20/2046
|
$
|
424
|
|
|
|
GNMA II
|
Mortgage Backed
|
5.00%
|
DUE
|
07/20/2046
|
$
|
282
|
|
|
|
GNMA II
|
Mortgage Backed
|
4.50%
|
DUE
|
09/20/2046
|
$
|
102
|
|
|
|
GNMA II
|
Mortgage Backed
|
4.00%
|
DUE
|
10/20/2046
|
$
|
105
|
|
|
|
GNMA II
|
Mortgage Backed
|
4.50%
|
DUE
|
10/20/2046
|
$
|
119
|
|
|
|
GNMA II
|
Mortgage Backed
|
4.00%
|
DUE
|
11/20/2046
|
$
|
162
|
|
|
|
GNMA II
|
Mortgage Backed
|
4.50%
|
DUE
|
11/20/2046
|
$
|
207
|
|
|
|
GNMA II
|
Mortgage Backed
|
2.50%
|
DUE
|
12/20/2046
|
$
|
137
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.50%
|
DUE
|
12/20/2046
|
$
|
142
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.50%
|
DUE
|
12/20/2046
|
$
|
691
|
|
|
|
GNMA II
|
Mortgage Backed
|
4.00%
|
DUE
|
02/20/2047
|
$
|
201
|
|
|
|
GNMA II
|
Mortgage Backed
|
4.00%
|
DUE
|
03/20/2047
|
$
|
459
|
|
|
|
GNMA II
|
Mortgage Backed
|
4.00%
|
DUE
|
08/20/2048
|
$
|
472
|
|
|
|
GNMA II
|
Mortgage Backed
|
4.50%
|
DUE
|
08/20/2047
|
$
|
468
|
|
|
|
GNMA II
|
Mortgage Backed
|
5.00%
|
DUE
|
11/20/2047
|
$
|
613
|
|
|
|
GNMA
|
Mortgage Backed
|
4.00%
|
DUE
|
10/20/2041
|
$
|
333
|
|
|
|
GNMA
|
Mortgage Backed
|
4.50%
|
DUE
|
10/20/2041
|
$
|
1,546
|
|
|
|
GNMA
|
Mortgage Backed
|
4.50%
|
DUE
|
04/15/2040
|
$
|
110
|
|
|
|
GNMA
|
Mortgage Backed
|
4.00%
|
DUE
|
01/15/2041
|
$
|
183
|
|
|
|
ALABAMA ECON SETTLEMENT AUTH B
|
Municipals
|
3.16%
|
DUE
|
09/15/2025
|
$
|
42
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
100
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
229
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
237
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
165
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
306
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
189
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
91
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
40
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
107
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
61
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
336
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
214
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
14
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
28
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
19
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
201
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
183
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
111
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
273
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
220
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
16
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
273
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
132
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
59
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
48
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
197
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
256
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
260
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
137
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
88
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
661
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
17,836
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
|
DUE
|
|
$
|
7,182
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.12%
|
DUE
|
09/30/2021
|
$
|
7,175
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
11/15/2024
|
$
|
619
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
1.38%
|
DUE
|
01/31/2025
|
$
|
345
|
|
|
|
TREASURY SEC
|
US Govt Bonds
|
1.38%
|
DUE
|
01/31/2022
|
$
|
483
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
0.12%
|
DUE
|
09/30/2022
|
$
|
16,136
|
|
|
|
TREASURY SEC
|
US Govt Bonds
|
0.38%
|
DUE
|
11/30/2025
|
$
|
581
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
0.12%
|
DUE
|
12/15/2023
|
$
|
100
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
0.12%
|
DUE
|
12/15/2023
|
$
|
110
|
|
|
|
US TREASURY STRIP
|
US Govt Bonds
|
0.00%
|
DUE
|
11/15/2043
|
$
|
234
|
|
|
|
OTHER ASSETS
|
|
|
|
|
$
|
(34,723)
|
|
|
|
SUBTOTAL
|
|
|
|
|
$
|
627,645
|
|
|
|
TOTAL PRUDENTIAL STABLE VALUE FUND
|
|
|
|
|
$
|
811,128
|
|
|
|
|
|
|
|
|
|
|
|
MASSMUTUAL
|
|
|
|
|
|
|
|
MASSMUTUAL (CONTRACT INTEREST RATE 1/1-7/31 3.16%, 8/1-12/31 3.14%)
|
Synthetic Contract
|
|
|
|
|
|
|
APOLLO AVIATION SECURITIZATION
|
Asset Backed
|
6.41%
|
DUE
|
01/16/2040
|
$
|
1,168
|
|
|
|
APOLLO AVIATION SECURITIZATION
|
Asset Backed
|
6.41%
|
DUE
|
01/16/2040
|
$
|
11
|
|
|
|
AASET 2019 1 TRUST
|
Asset Backed
|
3.84%
|
DUE
|
05/15/2039
|
$
|
620
|
|
|
|
ADAMS OUTDOOR ADVERTISING
|
Asset Backed
|
4.81%
|
DUE
|
11/15/2048
|
$
|
505
|
|
|
|
AASET 2018 2 TRUST
|
Asset Backed
|
4.45%
|
DUE
|
11/18/2038
|
$
|
367
|
|
|
|
BRAZOS TX HGR EDU AUTH
|
Asset Backed
|
1.50%
|
DUE
|
06/25/2042
|
$
|
1,188
|
|
|
|
CAPITAL AUTOMOTIVE REIT
|
Asset Backed
|
3.25%
|
DUE
|
02/15/2050
|
$
|
250
|
|
|
|
CAPITAL AUTOMOTIVE REIT
|
Asset Backed
|
3.81%
|
DUE
|
02/15/2050
|
$
|
231
|
|
|
|
CASTLELAKE AIRCRAFT SECURITIZA
|
Asset Backed
|
3.97%
|
DUE
|
04/15/2039
|
$
|
2,339
|
|
|
|
CASTLELAKE AIRCRAFT SECURITIZA
|
Asset Backed
|
3.97%
|
DUE
|
04/15/2039
|
$
|
468
|
|
|
|
CHASE EDUCATION LOAN TRUST
|
Asset Backed
|
0.35%
|
DUE
|
06/28/2039
|
$
|
560
|
|
|
|
CITIBANK CREDIT CARD ISSUANCE
|
Asset Backed
|
0.92%
|
DUE
|
05/14/2029
|
$
|
1,101
|
|
|
|
COLLEGE AVE STUDENT LOANS
|
Asset Backed
|
4.46%
|
DUE
|
12/28/2048
|
$
|
398
|
|
|
|
COMMONBOND STUDENT LOAN T
|
Asset Backed
|
3.16%
|
DUE
|
08/25/2050
|
$
|
2,593
|
|
|
|
COMMONBOND STUDENT LOAN T
|
Asset Backed
|
3.16%
|
DUE
|
08/25/2050
|
$
|
308
|
|
|
|
CREDIT SUISSE ABS REPACKAGING
|
Asset Backed
|
2.50%
|
DUE
|
01/25/2030
|
$
|
24
|
|
|
|
CREDIT SUISSE ABS REPACKAGING
|
Asset Backed
|
2.50%
|
DUE
|
01/25/2030
|
$
|
45
|
|
|
|
DB MASTER FINANCE LLC
|
Asset Backed
|
4.35%
|
DUE
|
05/20/2049
|
$
|
539
|
|
|
|
DOMINOS PIZZA MASTER ISSUER
|
Asset Backed
|
3.67%
|
DUE
|
10/25/2049
|
$
|
389
|
|
|
|
ECMC GROUP STUDENT LOAN TRUST
|
Asset Backed
|
1.50%
|
DUE
|
07/26/2066
|
$
|
215
|
|
|
|
ECMC GROUP STUDENT LOAN TRUST
|
Asset Backed
|
0.95%
|
DUE
|
09/25/2068
|
$
|
599
|
|
|
|
EDLINC STUDENT LOAN FUNDING TR
|
Asset Backed
|
2.10%
|
DUE
|
12/01/2047
|
$
|
372
|
|
|
|
EDUCATION LOAN ASSET BACKE
|
Asset Backed
|
0.07%
|
DUE
|
08/01/2043
|
$
|
45
|
|
|
|
EDUCATION LOAN ASSET BACKE
|
Asset Backed
|
0.07%
|
DUE
|
08/01/2043
|
$
|
135
|
|
|
|
EDUCATION LOAN ASSET BACKE
|
Asset Backed
|
0.07%
|
DUE
|
08/01/2043
|
$
|
135
|
|
|
|
EDUCATION LOAN ASSET-BACKED TR
|
Asset Backed
|
1.15%
|
DUE
|
11/25/2033
|
$
|
257
|
|
|
|
FALCON AEROSPACE LTD
|
Asset Backed
|
3.60%
|
DUE
|
09/15/2039
|
$
|
628
|
|
|
|
FHLMC STACR
|
Asset Backed
|
2.22%
|
DUE
|
07/25/2049
|
$
|
180
|
|
|
|
GOODGREEN TRUST
|
Asset Backed
|
3.23%
|
DUE
|
10/15/2052
|
$
|
133
|
|
|
|
GOODGREEN TRUST
|
Asset Backed
|
3.74%
|
DUE
|
10/15/2052
|
$
|
173
|
|
|
|
GOODGREEN TRUST
|
Asset Backed
|
2.76%
|
DUE
|
04/15/2055
|
$
|
986
|
|
|
|
GOODGREEN TRUST
|
Asset Backed
|
2.76%
|
DUE
|
04/15/2055
|
$
|
1,774
|
|
|
|
GOODGREEN TRUST
|
Asset Backed
|
3.26%
|
DUE
|
10/15/2053
|
$
|
492
|
|
|
|
HERO FUNDING TRUST
|
Asset Backed
|
3.19%
|
DUE
|
09/20/2048
|
$
|
244
|
|
|
|
HERO FUNDING TRUST
|
Asset Backed
|
4.67%
|
DUE
|
09/20/2048
|
$
|
138
|
|
|
|
HERTZ VEHICLE FINANCING LLC
|
Asset Backed
|
4.03%
|
DUE
|
07/25/2024
|
$
|
114
|
|
|
|
HIGHER EDUCATION FUNDING
|
Asset Backed
|
1.82%
|
DUE
|
01/01/2044
|
$
|
570
|
|
|
|
HIGHER EDUCATION FUNDING
|
Asset Backed
|
1.65%
|
DUE
|
01/01/2044
|
$
|
494
|
|
|
|
HORIZON AIRCRAFT FINANCE I LIM
|
Asset Backed
|
3.72%
|
DUE
|
07/15/2039
|
$
|
418
|
|
|
|
HORIZON AIRCRAFT FINANCE I LIM
|
Asset Backed
|
3.42%
|
DUE
|
11/15/2039
|
$
|
744
|
|
|
|
HORIZON AIRCRAFT FINANCE I LIM
|
Asset Backed
|
3.42%
|
DUE
|
11/15/2039
|
$
|
271
|
|
|
|
HORIZON AIRCRAFT FINANCE I LIM
|
Asset Backed
|
4.46%
|
DUE
|
11/15/2039
|
$
|
1,255
|
|
|
|
321 HENDERSON RECEIVABLES I LL
|
Asset Backed
|
3.96%
|
DUE
|
03/15/2063
|
$
|
281
|
|
|
|
JP MORGAN STUDENT LOAN TRUST
|
Asset Backed
|
0.60%
|
DUE
|
06/28/2039
|
$
|
203
|
|
|
|
KDAC AIRCRAFT FINANCE LIMITED
|
Asset Backed
|
4.21%
|
DUE
|
12/15/2042
|
$
|
158
|
|
|
|
KDAC AIRCRAFT FINANCE LIMITED
|
Asset Backed
|
4.21%
|
DUE
|
12/15/2042
|
$
|
172
|
|
|
|
MACH I
|
Asset Backed
|
3.47%
|
DUE
|
10/15/2039
|
$
|
489
|
|
|
|
MOSAIC SOLAR LOANS LLC
|
Asset Backed
|
4.45%
|
DUE
|
06/20/2042
|
$
|
40
|
|
|
|
NAVIENT STUDENT LOAN TRUST
|
Asset Backed
|
4.44%
|
DUE
|
12/15/2059
|
$
|
146
|
|
|
|
NAVIENT STUDENT LOAN TRUST 201
|
Asset Backed
|
1.65%
|
DUE
|
07/25/2052
|
$
|
382
|
|
|
|
NAVIENT STUDENT LOAN TRUST
|
Asset Backed
|
1.45%
|
DUE
|
06/27/2067
|
$
|
948
|
|
|
|
NAVIENT STUDENT LOAN TRUST
|
Asset Backed
|
2.40%
|
DUE
|
06/25/2069
|
$
|
2,551
|
|
|
|
NAVIENT STUDENT LOAN TRUST
|
Asset Backed
|
2.29%
|
DUE
|
08/26/2069
|
$
|
3,338
|
|
|
|
NELNET STUDENT LOAN TRUST
|
Asset Backed
|
0.56%
|
DUE
|
10/25/2040
|
$
|
154
|
|
|
|
NELNET STUDENT LOAN TRUST
|
Asset Backed
|
0.41%
|
DUE
|
03/23/2037
|
$
|
169
|
|
|
|
NELNET STUDENT LOAN TRUST
|
Asset Backed
|
1.35%
|
DUE
|
06/25/2035
|
$
|
384
|
|
|
|
NELNET STUDENT LOAN TRUST
|
Asset Backed
|
1.35%
|
DUE
|
09/27/2066
|
$
|
482
|
|
|
|
NELNET STUDENT LOAN TRUST
|
Asset Backed
|
2.53%
|
DUE
|
10/25/2067
|
$
|
1,055
|
|
|
|
NELNET PRIVATE EDUCATION LOAN
|
Asset Backed
|
1.92%
|
DUE
|
12/26/2040
|
$
|
22
|
|
|
|
NELNET PRIVATE EDUCATION LOAN
|
Asset Backed
|
3.60%
|
DUE
|
12/26/2040
|
$
|
27
|
|
|
|
NORTHSTAR EDUCATION FINANCE
|
Asset Backed
|
1.51%
|
DUE
|
01/29/2046
|
$
|
1,338
|
|
|
|
NOVASTAR HOME EQUITY LOAN
|
Asset Backed
|
1.87%
|
DUE
|
03/25/2035
|
$
|
84
|
|
|
|
OAK STREET INVESTMENT GRADE
|
Asset Backed
|
2.21%
|
DUE
|
10/20/2050
|
$
|
2,464
|
|
|
|
ONEMAIN DIRECT AUTO RECEIVAB
|
Asset Backed
|
3.95%
|
DUE
|
11/14/2028
|
$
|
641
|
|
|
|
ONEMAIN FINANCIAL ISSUANCE TR
|
Asset Backed
|
1.75%
|
DUE
|
09/14/2035
|
$
|
1,533
|
|
|
|
ONEMAIN FINANCIAL ISSUANCE TR
|
Asset Backed
|
3.14%
|
DUE
|
10/14/2036
|
$
|
2,808
|
|
|
|
OXFORD FINANCE FUNDING TRUST
|
Asset Backed
|
3.10%
|
DUE
|
02/15/2028
|
$
|
797
|
|
|
|
OXFORD FINANCE FUNDING TRUST
|
Asset Backed
|
3.10%
|
DUE
|
02/15/2028
|
$
|
2,047
|
|
|
|
PSMC 2018 1 TRUST
|
Asset Backed
|
3.50%
|
DUE
|
06/25/2048
|
$
|
98
|
|
|
|
PIONEER AIRCRAFT FINANCE LIMIT
|
Asset Backed
|
3.97%
|
DUE
|
06/15/2044
|
$
|
437
|
|
|
|
SLC STUDENT LOAN TRUST
|
Asset Backed
|
0.42%
|
DUE
|
02/15/2045
|
$
|
106
|
|
|
|
SLM STUDENT LOAN TRUST
|
Asset Backed
|
0.42%
|
DUE
|
07/25/2055
|
$
|
304
|
|
|
|
SLM STUDENT LOAN TRUST
|
Asset Backed
|
0.41%
|
DUE
|
01/25/2070
|
$
|
163
|
|
|
|
SANTANDER REVOLVING AUTO LOAN
|
Asset Backed
|
3.45%
|
DUE
|
01/26/2032
|
$
|
2,563
|
|
|
|
SIERRA RECEIVABLES FUNDING CO
|
Asset Backed
|
2.32%
|
DUE
|
07/20/2037
|
$
|
522
|
|
|
|
SLM STUDENT LOAN TRUST
|
Asset Backed
|
0.42%
|
DUE
|
01/25/2070
|
$
|
553
|
|
|
|
SOCIAL PROFESSIONAL LOAN PROGR
|
Asset Backed
|
3.36%
|
DUE
|
02/15/2046
|
$
|
1,885
|
|
|
|
STORE MASTER FUNDING LLC
|
Asset Backed
|
4.29%
|
DUE
|
10/20/2048
|
$
|
380
|
|
|
|
STORE MASTER FUNDING LLC
|
Asset Backed
|
3.65%
|
DUE
|
11/20/2049
|
$
|
964
|
|
|
|
HELIOS ISSUER LLC
|
Asset Backed
|
4.87%
|
DUE
|
07/20/2048
|
$
|
186
|
|
|
|
SUTTONPARK STRUCTURED SETTLEME
|
Asset Backed
|
4.19%
|
DUE
|
01/15/2071
|
$
|
270
|
|
|
|
TACO BELL FUNDING LLC
|
Asset Backed
|
4.94%
|
DUE
|
11/25/2048
|
$
|
162
|
|
|
|
TACO BELL FUNDING LLC
|
Asset Backed
|
4.94%
|
DUE
|
11/25/2048
|
$
|
2,583
|
|
|
|
TRINITY RAIL LEASING L P
|
Asset Backed
|
5.19%
|
DUE
|
10/16/2040
|
$
|
742
|
|
|
|
TRINITY RAIL LEASING L P
|
Asset Backed
|
5.19%
|
DUE
|
10/16/2040
|
$
|
162
|
|
|
|
TRITON CONTAINER FINANCE LLC
|
Asset Backed
|
2.11%
|
DUE
|
09/20/2045
|
$
|
499
|
|
|
|
WAVE USA
|
Asset Backed
|
3.60%
|
DUE
|
09/15/2044
|
$
|
971
|
|
|
|
WILLIS ENGINE SECURITIZATION T
|
Asset Backed
|
4.69%
|
DUE
|
08/15/2042
|
$
|
1,207
|
|
|
|
WILLIS ENGINE SECURITIZATION
|
Asset Backed
|
4.75%
|
DUE
|
09/15/2043
|
$
|
191
|
|
|
|
AVENTURA MALL TRUST
|
CMO
|
4.11%
|
DUE
|
07/05/2040
|
$
|
721
|
|
|
|
AVENTURA MALL TRUST
|
CMO
|
4.11%
|
DUE
|
07/05/2040
|
$
|
924
|
|
|
|
BARCLAYS COMMERCIAL MORTGAGE S
|
CMO
|
4.27%
|
DUE
|
08/05/2038
|
$
|
206
|
|
|
|
BARCLAYS COMMERCIAL MORTGAGE S
|
CMO
|
4.27%
|
DUE
|
08/05/2038
|
$
|
717
|
|
|
|
BARCLAYS COMMERCIAL MORTGAGE S
|
CMO
|
4.27%
|
DUE
|
08/05/2038
|
$
|
108
|
|
|
|
BARCLAYS COMMERCIAL MORTGAGE S
|
CMO
|
4.27%
|
DUE
|
08/05/2038
|
$
|
108
|
|
|
|
BANC OF AMERICA MERRILL LYNCH
|
CMO
|
4.09%
|
DUE
|
08/10/2038
|
$
|
518
|
|
|
|
BARCLAYS COMMERCIAL MORTGAGE
|
CMO
|
2.44%
|
DUE
|
04/15/2053
|
$
|
831
|
|
|
|
BX TRUST
|
CMO
|
1.41%
|
DUE
|
10/15/2036
|
$
|
1,515
|
|
|
|
BX TRUST
|
CMO
|
1.95%
|
DUE
|
10/15/2036
|
$
|
524
|
|
|
|
BX TRUST
|
CMO
|
2.16%
|
DUE
|
10/15/2036
|
$
|
640
|
|
|
|
BX TRUST
|
CMO
|
1.85%
|
DUE
|
11/15/2035
|
$
|
461
|
|
|
|
BANK 2018 BN14 B
|
CMO
|
4.58%
|
DUE
|
09/15/2060
|
$
|
2,227
|
|
|
|
BANK 2018 BN14 C
|
CMO
|
4.60%
|
DUE
|
09/15/2060
|
$
|
334
|
|
|
|
BANK 2018 BN14 C
|
CMO
|
4.60%
|
DUE
|
09/15/2060
|
$
|
32
|
|
|
|
BANK 2019 BN17 B
|
CMO
|
4.13%
|
DUE
|
04/15/2052
|
$
|
230
|
|
|
|
BANK 2019 BN16 AS
|
CMO
|
4.27%
|
DUE
|
02/15/2052
|
$
|
254
|
|
|
|
BANK 2017 BNK7 B
|
CMO
|
3.95%
|
DUE
|
09/15/2060
|
$
|
1,507
|
|
|
|
BENCHMARK MORTGAGE TRUST
|
CMO
|
3.23%
|
DUE
|
09/15/2048
|
$
|
2,030
|
|
|
|
BRAVO RESIDENTIAL FUNDING TRU
|
CMO
|
3.18%
|
DUE
|
05/25/2060
|
$
|
2,100
|
|
|
|
CD COMMERCIAL MORTGAGE TRUST
|
CMO
|
3.37%
|
DUE
|
08/15/2057
|
$
|
532
|
|
|
|
CD COMMERCIAL MORTGAGE TRUST
|
CMO
|
3.72%
|
DUE
|
08/15/2057
|
$
|
394
|
|
|
|
CD COMMERCIAL MORTGAGE TRUST
|
CMO
|
3.72%
|
DUE
|
08/15/2057
|
$
|
267
|
|
|
|
CD COMMERCIAL MORTGAGE TRUST
|
CMO
|
3.72%
|
DUE
|
08/15/2057
|
$
|
1,179
|
|
|
|
CD COMMERCIAL MORTGAGE TRUST
|
CMO
|
4.56%
|
DUE
|
02/10/2050
|
$
|
1,682
|
|
|
|
CFCRE COMMERCIAL MORTGAGE TRUS
|
CMO
|
3.22%
|
DUE
|
11/10/2049
|
$
|
429
|
|
|
|
COMMERICAL MORTGAGE TRUST
|
CMO
|
4.51%
|
DUE
|
09/10/2047
|
$
|
396
|
|
|
|
COMMERICAL MORTGAGE TRUST
|
CMO
|
4.11%
|
DUE
|
03/10/2048
|
$
|
528
|
|
|
|
CPT MORTGAGE TRUST
|
CMO
|
3.00%
|
DUE
|
11/13/2039
|
$
|
342
|
|
|
|
CPT MORTGAGE TRUST
|
CMO
|
3.00%
|
DUE
|
11/13/2039
|
$
|
485
|
|
|
|
CITIGROUP COMMERCIAL MORTGAGE
|
CMO
|
4.20%
|
DUE
|
10/12/2050
|
$
|
536
|
|
|
|
CITIGROUP COMMERCIAL MORTGAGE
|
CMO
|
4.20%
|
DUE
|
10/12/2050
|
$
|
3,227
|
|
|
|
CITIGROUP COMMERCIAL MORTGAGE
|
CMO
|
3.50%
|
DUE
|
08/10/2056
|
$
|
336
|
|
|
|
DEEPHAVEN RESIDENTIAL MORTGAGE
|
CMO
|
4.28%
|
DUE
|
10/25/2058
|
$
|
278
|
|
|
|
FREDDIE MAC STACR
|
CMO
|
1.65%
|
DUE
|
06/25/2050
|
$
|
542
|
|
|
|
GS MORTGAGE SECURITIES TRUST
|
CMO
|
4.65%
|
DUE
|
10/10/2048
|
$
|
767
|
|
|
|
GS MORTGAGE SECURITIES TRUST
|
CMO
|
4.01%
|
DUE
|
10/10/2049
|
$
|
606
|
|
|
|
GS MORTGAGE SECURITIES TRUST
|
CMO
|
4.30%
|
DUE
|
03/10/2050
|
$
|
1,792
|
|
|
|
GB TRUST 2020 FLIX
|
CMO
|
1.49%
|
DUE
|
08/25/2037
|
$
|
1,948
|
|
|
|
JP MORGAN MORTGAGE TRUST
|
CMO
|
3.50%
|
DUE
|
01/25/2047
|
$
|
140
|
|
|
|
JP MORGAN MORTGAGE TRUST
|
CMO
|
3.50%
|
DUE
|
06/25/2048
|
$
|
65
|
|
|
|
JP MORGAN MORTGAGE TRUST
|
CMO
|
3.00%
|
DUE
|
11/25/2047
|
$
|
26
|
|
|
|
JP MORGAN MORTGAGE TRUST
|
CMO
|
3.50%
|
DUE
|
01/25/2048
|
$
|
87
|
|
|
|
JP MORGAN MORTGAGE TRUST
|
CMO
|
3.50%
|
DUE
|
04/25/2048
|
$
|
151
|
|
|
|
JACKSON PARK TRUST
|
CMO
|
3.13%
|
DUE
|
10/14/2039
|
$
|
744
|
|
|
|
KNDL 2019-KNSQ MORTGAGE TRUST
|
CMO
|
1.96%
|
DUE
|
05/15/2036
|
$
|
449
|
|
|
|
MKT 2020 525M MORTGAGE TRUST
|
CMO
|
2.94%
|
DUE
|
02/12/2040
|
$
|
245
|
|
|
|
MKT 2020 525M MORTGAGE TRUST
|
CMO
|
2.94%
|
DUE
|
02/12/2040
|
$
|
465
|
|
|
|
MFT TRUST
|
CMO
|
3.36%
|
DUE
|
02/06/2030
|
$
|
494
|
|
|
|
MFT TRUST
|
CMO
|
3.48%
|
DUE
|
02/06/2030
|
$
|
532
|
|
|
|
MORGAN STANLEY CAPITAL I TRUST
|
CMO
|
4.61%
|
DUE
|
03/15/2049
|
$
|
3,707
|
|
|
|
MORGAN STANLEY CAPITAL I TRUST
|
CMO
|
4.27%
|
DUE
|
03/15/2052
|
$
|
757
|
|
|
|
NEW RESIDENTIAL MORTGAGE LOAN
|
CMO
|
3.21%
|
DUE
|
01/26/2060
|
$
|
1,407
|
|
|
|
SOFI MORTGAGE TRUST
|
CMO
|
3.00%
|
DUE
|
11/25/2046
|
$
|
229
|
|
|
|
SEQUOIA MORTGAGE TRUST
|
CMO
|
4.00%
|
DUE
|
06/25/2048
|
$
|
240
|
|
|
|
STARVEST EMERGING MARKETS CB
|
CMO
|
2.59%
|
DUE
|
04/25/2060
|
$
|
3,081
|
|
|
|
VERUS SECURITIZATION TRUST
|
CMO
|
3.89%
|
DUE
|
04/25/2060
|
$
|
2,944
|
|
|
|
WELLS FARGO COMMERCIAL MTG
|
CMO
|
4.40%
|
DUE
|
06/15/2051
|
$
|
303
|
|
|
|
WELLS FARGO COMMERCIAL MTG
|
CMO
|
4.56%
|
DUE
|
06/15/2051
|
$
|
70
|
|
|
|
AGILENT TECH INC
|
Commercial Paper
|
0.00%
|
DUE
|
01/11/2021
|
$
|
5,345
|
|
|
|
AMERICAN ELECTRIC POWER CO
|
Commercial Paper
|
0.00%
|
DUE
|
02/18/2021
|
$
|
2,999
|
|
|
|
AMERICAN HONDA FINANCE CORP
|
Commercial Paper
|
0.00%
|
DUE
|
01/28/2021
|
$
|
2,000
|
|
|
|
DUKE ENERGY CORP
|
Commercial Paper
|
0.00%
|
DUE
|
01/04/2021
|
$
|
5,000
|
|
|
|
DUKE ENERGY CORP
|
Commercial Paper
|
0.00%
|
DUE
|
01/19/2021
|
$
|
1,000
|
|
|
|
ENTERGY CORP
|
Commercial Paper
|
0.00%
|
DUE
|
03/11/2021
|
$
|
2,998
|
|
|
|
ENTERGY CORP
|
Commercial Paper
|
0.00%
|
DUE
|
05/17/2021
|
$
|
2,996
|
|
|
|
INTERCONTINENTAL EXCHANGE
|
Commercial Paper
|
0.00%
|
DUE
|
03/31/2021
|
$
|
3,997
|
|
|
|
INTERCONTINENTAL EXCHANGE
|
Commercial Paper
|
0.00%
|
DUE
|
06/08/2021
|
$
|
1,996
|
|
|
|
PPG INDUSTRIES INC
|
Commercial Paper
|
0.00%
|
DUE
|
08/02/2021
|
$
|
4,988
|
|
|
|
PARKER HANNIFIN
|
Commercial Paper
|
0.00%
|
DUE
|
02/09/2021
|
$
|
3,999
|
|
|
|
ROGERS COMMS INC 4 2
|
Commercial Paper
|
0.00%
|
DUE
|
08/25/2021
|
$
|
3,490
|
|
|
|
SOUTHERN POWER COMPANY
|
Commercial Paper
|
0.00%
|
DUE
|
01/28/2021
|
$
|
3,999
|
|
|
|
SPIRE INC
|
Commercial Paper
|
0.00%
|
DUE
|
03/23/2021
|
$
|
5,996
|
|
|
|
STANDARD CHARTERED BANK
|
Commercial Paper
|
0.00%
|
DUE
|
06/30/2021
|
$
|
4,994
|
|
|
|
SUNCOR ENERGY INC 4 2
|
Commercial Paper
|
0.00%
|
DUE
|
01/29/2021
|
$
|
2,000
|
|
|
|
SUNCOR ENERGY INC 4 2
|
Commercial Paper
|
0.00%
|
DUE
|
02/25/2021
|
$
|
4,998
|
|
|
|
TELUS CORP
|
Commercial Paper
|
0.00%
|
DUE
|
04/27/2021
|
$
|
1,998
|
|
|
|
VF CORPORATION
|
Commercial Paper
|
0.00%
|
DUE
|
02/08/2021
|
$
|
5,998
|
|
|
|
VODAFONE GROUP PLC
|
Commercial Paper
|
0.00%
|
DUE
|
01/04/2021
|
$
|
3,000
|
|
|
|
VODAFONE GROUP PLC
|
Commercial Paper
|
0.00%
|
DUE
|
01/06/2021
|
$
|
3,000
|
|
|
|
WALGREENS BOOTS
|
Commercial Paper
|
0.00%
|
DUE
|
01/04/2021
|
$
|
6,000
|
|
|
|
WALGREENS BOOTS
|
Commercial Paper
|
0.00%
|
DUE
|
01/29/2021
|
$
|
2,999
|
|
|
|
WALGREENS BOOTS
|
Commercial Paper
|
0.00%
|
DUE
|
02/24/2021
|
$
|
2,998
|
|
|
|
WASTE MANAGEMENT INC
|
Commercial Paper
|
0.00%
|
DUE
|
09/15/2021
|
$
|
3,987
|
|
|
|
ABN AMRO BANK NV
|
Corporate
|
4.75%
|
DUE
|
07/28/2025
|
$
|
96
|
|
|
|
ABN AMRO BANK NV
|
Corporate
|
4.75%
|
DUE
|
07/28/2025
|
$
|
117
|
|
|
|
AT&T INC
|
Corporate
|
1.65%
|
DUE
|
02/01/2028
|
$
|
414
|
|
|
|
AT&T INC
|
Corporate
|
3.50%
|
DUE
|
09/15/2053
|
$
|
2,128
|
|
|
|
AT&T INC
|
Corporate
|
3.55%
|
DUE
|
09/15/2055
|
$
|
2,370
|
|
|
|
ABBVIE INC
|
Corporate
|
4.70%
|
DUE
|
05/14/2045
|
$
|
261
|
|
|
|
ABBVIE INC
|
Corporate
|
4.70%
|
DUE
|
05/14/2045
|
$
|
163
|
|
|
|
ABBVIE INC
|
Corporate
|
4.70%
|
DUE
|
05/14/2045
|
$
|
294
|
|
|
|
ABBVIE INC
|
Corporate
|
4.70%
|
DUE
|
05/14/2045
|
$
|
398
|
|
|
|
ABBVIE INC
|
Corporate
|
4.70%
|
DUE
|
05/14/2045
|
$
|
489
|
|
|
|
ADVANCE AUTO PARTS
|
Corporate
|
1.75%
|
DUE
|
10/01/2027
|
$
|
189
|
|
|
|
ADVOCATE HEALTH CORP
|
Corporate
|
3.83%
|
DUE
|
08/15/2028
|
$
|
322
|
|
|
|
AERCAP IRELAND CAPITAL LTD
|
Corporate
|
4.50%
|
DUE
|
05/15/2021
|
$
|
354
|
|
|
|
AERCAP IRELAND CAPITAL LTD
|
Corporate
|
4.50%
|
DUE
|
05/15/2021
|
$
|
683
|
|
|
|
AERCAP IRELAND CAPITAL LTD
|
Corporate
|
4.50%
|
DUE
|
05/15/2021
|
$
|
531
|
|
|
|
AERCAP IRELAND CAPITAL LTD
|
Corporate
|
3.65%
|
DUE
|
07/21/2027
|
$
|
271
|
|
|
|
AERCAP IRELAND CAPITAL LTD
|
Corporate
|
3.65%
|
DUE
|
07/21/2027
|
$
|
162
|
|
|
|
AERCAP IRELAND CAPITAL LTD
|
Corporate
|
3.65%
|
DUE
|
07/21/2027
|
$
|
238
|
|
|
|
AERCAP IRELAND CAPITAL LTD
|
Corporate
|
4.50%
|
DUE
|
09/15/2023
|
$
|
883
|
|
|
|
AGREE LP
|
Corporate
|
2.90%
|
DUE
|
10/01/2030
|
$
|
297
|
|
|
|
AIR LEASE CORP
|
Corporate
|
3.62%
|
DUE
|
04/01/2027
|
$
|
113
|
|
|
|
AIR LEASE CORP
|
Corporate
|
3.62%
|
DUE
|
04/01/2027
|
$
|
647
|
|
|
|
AIR LEASE CORP
|
Corporate
|
3.62%
|
DUE
|
04/01/2027
|
$
|
420
|
|
|
|
AIRCASTLE LTD
|
Corporate
|
5.00%
|
DUE
|
04/01/2023
|
$
|
536
|
|
|
|
AIRCASTLE LTD
|
Corporate
|
5.00%
|
DUE
|
04/01/2023
|
$
|
92
|
|
|
|
AIRCASTLE LTD
|
Corporate
|
5.00%
|
DUE
|
04/01/2023
|
$
|
56
|
|
|
|
AIRCASTLE LTD
|
Corporate
|
5.00%
|
DUE
|
04/01/2023
|
$
|
57
|
|
|
|
AIRCASTLE LTD
|
Corporate
|
5.00%
|
DUE
|
04/01/2023
|
$
|
117
|
|
|
|
AIRCASTLE LTD
|
Corporate
|
5.00%
|
DUE
|
04/01/2023
|
$
|
9
|
|
|
|
AIRCASTLE LTD
|
Corporate
|
5.00%
|
DUE
|
04/01/2023
|
$
|
71
|
|
|
|
AIRCASTLE LTD
|
Corporate
|
5.00%
|
DUE
|
04/01/2023
|
$
|
94
|
|
|
|
AIRCASTLE LTD
|
Corporate
|
5.00%
|
DUE
|
04/01/2023
|
$
|
70
|
|
|
|
AIRCASTLE LTD
|
Corporate
|
5.00%
|
DUE
|
04/01/2023
|
$
|
51
|
|
|
|
AIRCASTLE LTD
|
Corporate
|
5.00%
|
DUE
|
04/01/2023
|
$
|
536
|
|
|
|
AIRCASTLE LTD
|
Corporate
|
5.00%
|
DUE
|
04/01/2023
|
$
|
144
|
|
|
|
AIRCASTLE LTD
|
Corporate
|
4.40%
|
DUE
|
09/25/2023
|
$
|
304
|
|
|
|
AIRCASTLE LTD
|
Corporate
|
4.40%
|
DUE
|
09/25/2023
|
$
|
384
|
|
|
|
ALASKA AIR 2020 1 CL B
|
Corporate
|
8.00%
|
DUE
|
02/15/2027
|
$
|
3,253
|
|
|
|
ALLIANT ENERGY FINANCE
|
Corporate
|
1.40%
|
DUE
|
03/15/2026
|
$
|
1,683
|
|
|
|
ALLSTATE CORP
|
Corporate
|
5.75%
|
DUE
|
08/15/2053
|
$
|
321
|
|
|
|
ALLSTATE CORP
|
Corporate
|
5.75%
|
DUE
|
08/15/2053
|
$
|
509
|
|
|
|
ALLSTATE CORP
|
Corporate
|
5.75%
|
DUE
|
08/15/2053
|
$
|
428
|
|
|
|
ALLSTATE CORP
|
Corporate
|
5.75%
|
DUE
|
08/15/2053
|
$
|
183
|
|
|
|
ALLSTATE CORP
|
Corporate
|
5.75%
|
DUE
|
08/15/2053
|
$
|
59
|
|
|
|
ALLSTATE CORP
|
Corporate
|
5.75%
|
DUE
|
08/15/2053
|
$
|
160
|
|
|
|
AMAZON COM INC
|
Corporate
|
4.05%
|
DUE
|
08/22/2047
|
$
|
416
|
|
|
|
AMAZON COM INC
|
Corporate
|
4.05%
|
DUE
|
08/22/2047
|
$
|
231
|
|
|
|
AMCOR FINANCE USA INC
|
Corporate
|
3.62%
|
DUE
|
04/28/2026
|
$
|
280
|
|
|
|
AMCOR FINANCE USA INC
|
Corporate
|
3.62%
|
DUE
|
04/28/2026
|
$
|
271
|
|
|
|
AMCOR FINANCE USA INC
|
Corporate
|
3.62%
|
DUE
|
04/28/2026
|
$
|
448
|
|
|
|
AMCOR FINANCE USA INC
|
Corporate
|
3.62%
|
DUE
|
04/28/2026
|
$
|
548
|
|
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate
|
4.50%
|
DUE
|
07/16/2044
|
$
|
122
|
|
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate
|
4.50%
|
DUE
|
07/16/2044
|
$
|
128
|
|
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate
|
4.50%
|
DUE
|
07/16/2044
|
$
|
256
|
|
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate
|
4.50%
|
DUE
|
07/16/2044
|
$
|
256
|
|
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate
|
4.50%
|
DUE
|
07/16/2044
|
$
|
416
|
|
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate
|
5.75%
|
DUE
|
04/01/2048
|
$
|
253
|
|
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate
|
5.75%
|
DUE
|
04/01/2048
|
$
|
100
|
|
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate
|
5.75%
|
DUE
|
04/01/2048
|
$
|
173
|
|
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate
|
5.75%
|
DUE
|
04/01/2048
|
$
|
15
|
|
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate
|
5.75%
|
DUE
|
04/01/2048
|
$
|
62
|
|
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate
|
5.75%
|
DUE
|
04/01/2048
|
$
|
168
|
|
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate
|
5.75%
|
DUE
|
04/01/2048
|
$
|
259
|
|
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate
|
5.75%
|
DUE
|
04/01/2048
|
$
|
307
|
|
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate
|
5.75%
|
DUE
|
04/01/2048
|
$
|
101
|
|
|
|
AMERICAN INTERNATIONAL GROUP
|
Corporate
|
5.75%
|
DUE
|
04/01/2048
|
$
|
196
|
|
|
|
AMERICAN INTL GROUP
|
Corporate
|
3.40%
|
DUE
|
06/30/2030
|
$
|
464
|
|
|
|
AMERICAN TOWER TRUST
|
Corporate
|
3.65%
|
DUE
|
03/23/2048
|
$
|
252
|
|
|
|
ANHEUSER BUSCH CO INBEV
|
Corporate
|
4.90%
|
DUE
|
02/01/2046
|
$
|
617
|
|
|
|
ANHEUSER-BUSCH INBEV WORLD
|
Corporate
|
8.20%
|
DUE
|
01/15/2039
|
$
|
146
|
|
|
|
ANHEUSER-BUSCH INBEV WORLD
|
Corporate
|
8.20%
|
DUE
|
01/15/2039
|
$
|
113
|
|
|
|
ANHEUSER-BUSCH INBEV WORLD
|
Corporate
|
8.20%
|
DUE
|
01/15/2039
|
$
|
444
|
|
|
|
ANHEUSER-BUSCH INBEV WORLD
|
Corporate
|
8.20%
|
DUE
|
01/15/2039
|
$
|
386
|
|
|
|
ANHEUSER-BUSCH INBEV WORLD
|
Corporate
|
4.60%
|
DUE
|
04/15/2048
|
$
|
322
|
|
|
|
ANHEUSER-BUSCH INBEV WORLD
|
Corporate
|
4.60%
|
DUE
|
04/15/2048
|
$
|
189
|
|
|
|
ANHEUSER-BUSCH INBEV WORLD
|
Corporate
|
4.60%
|
DUE
|
04/15/2048
|
$
|
284
|
|
|
|
ANTARES HOLDINGS
|
Corporate
|
6.00%
|
DUE
|
08/15/2023
|
$
|
561
|
|
|
|
ANTARES HOLDINGS
|
Corporate
|
6.00%
|
DUE
|
08/15/2023
|
$
|
306
|
|
|
|
ANTARES HOLDINGS
|
Corporate
|
6.00%
|
DUE
|
08/15/2023
|
$
|
480
|
|
|
|
ANTARES HOLDINGS
|
Corporate
|
8.50%
|
DUE
|
05/18/2025
|
$
|
1,014
|
|
|
|
APOLLO MANAGEMENT HOLDIN
|
Corporate
|
4.95%
|
DUE
|
01/14/2050
|
$
|
275
|
|
|
|
APOLLO MANAGEMENT HOLDIN
|
Corporate
|
4.95%
|
DUE
|
01/14/2050
|
$
|
153
|
|
|
|
APPLE INC
|
Corporate
|
1.65%
|
DUE
|
05/11/2030
|
$
|
685
|
|
|
|
APPLE INC
|
Corporate
|
2.65%
|
DUE
|
05/11/2050
|
$
|
441
|
|
|
|
ARCH CAPITAL GROUP US INC
|
Corporate
|
5.14%
|
DUE
|
11/01/2043
|
$
|
272
|
|
|
|
ARCH CAPITAL FINANCE LLC
|
Corporate
|
5.03%
|
DUE
|
12/15/2046
|
$
|
109
|
|
|
|
ARCH CAPITAL FINANCE LLC
|
Corporate
|
5.03%
|
DUE
|
12/15/2046
|
$
|
136
|
|
|
|
ARES CAPITAL CORP
|
Corporate
|
3.50%
|
DUE
|
02/10/2023
|
$
|
1,131
|
|
|
|
ARES CAPITAL CORP
|
Corporate
|
3.50%
|
DUE
|
02/10/2023
|
$
|
634
|
|
|
|
ARES CAPITAL CORP
|
Corporate
|
3.50%
|
DUE
|
02/10/2023
|
$
|
972
|
|
|
|
ASCOT GROUP LTD
|
Corporate
|
4.25%
|
DUE
|
12/15/2030
|
$
|
2,288
|
|
|
|
ASSOCIATED BANC CORP
|
Corporate
|
4.25%
|
DUE
|
01/15/2025
|
$
|
270
|
|
|
|
ASSOCIATED BANC CORP
|
Corporate
|
4.25%
|
DUE
|
01/15/2025
|
$
|
162
|
|
|
|
ATHENE GLOBAL FUNDING
|
Corporate
|
2.75%
|
DUE
|
06/25/2024
|
$
|
800
|
|
|
|
ATHENE GLOBAL FUNDING
|
Corporate
|
2.75%
|
DUE
|
06/25/2024
|
$
|
59
|
|
|
|
ATHENE GLOBAL FUNDING
|
Corporate
|
2.75%
|
DUE
|
06/25/2024
|
$
|
118
|
|
|
|
ATHENE GLOBAL FUNDING
|
Corporate
|
2.75%
|
DUE
|
06/25/2024
|
$
|
539
|
|
|
|
ATHENE GLOBAL FUNDING
|
Corporate
|
2.50%
|
DUE
|
01/14/2025
|
$
|
2,096
|
|
|
|
ATHENE HOLDING LTD
|
Corporate
|
4.12%
|
DUE
|
01/12/2028
|
$
|
395
|
|
|
|
ATHENE HOLDING LTD
|
Corporate
|
4.12%
|
DUE
|
01/12/2028
|
$
|
239
|
|
|
|
ATHENE HOLDING LTD
|
Corporate
|
4.12%
|
DUE
|
01/12/2028
|
$
|
96
|
|
|
|
ATHENE HOLDING LTD
|
Corporate
|
4.12%
|
DUE
|
01/12/2028
|
$
|
155
|
|
|
|
ATHENE HOLDING LTD
|
Corporate
|
4.12%
|
DUE
|
01/12/2028
|
$
|
78
|
|
|
|
ATHENE HOLDING LTD
|
Corporate
|
4.12%
|
DUE
|
01/12/2028
|
$
|
89
|
|
|
|
ATHENE HOLDING LTD
|
Corporate
|
4.12%
|
DUE
|
01/12/2028
|
$
|
1,113
|
|
|
|
ATHENE HOLDING LTD
|
Corporate
|
4.12%
|
DUE
|
01/12/2028
|
$
|
150
|
|
|
|
ATHENE HOLDING LTD
|
Corporate
|
6.15%
|
DUE
|
04/03/2030
|
$
|
813
|
|
|
|
AUTOZONE INC
|
Corporate
|
1.65%
|
DUE
|
01/15/2031
|
$
|
579
|
|
|
|
AVIATION CAPITAL GROUP
|
Corporate
|
3.88%
|
DUE
|
05/01/2023
|
$
|
568
|
|
|
|
AVIATION CAPITAL GROUP
|
Corporate
|
3.88%
|
DUE
|
05/01/2023
|
$
|
313
|
|
|
|
AVIATION CAPITAL GROUP
|
Corporate
|
3.88%
|
DUE
|
05/01/2023
|
$
|
485
|
|
|
|
AVIATION CAPITAL GROUP
|
Corporate
|
5.50%
|
DUE
|
12/15/2024
|
$
|
3,313
|
|
|
|
AVOLON HOLDINGS FNDG LTD
|
Corporate
|
3.25%
|
DUE
|
02/15/2027
|
$
|
708
|
|
|
|
EQUITABLE HOLDINGS INC
|
Corporate
|
5.00%
|
DUE
|
04/20/2048
|
$
|
686
|
|
|
|
AXIS SPECIALTY FINANCE
|
Corporate
|
3.90%
|
DUE
|
07/15/2029
|
$
|
312
|
|
|
|
AXIS SPECIALTY FINANCE
|
Corporate
|
3.90%
|
DUE
|
07/15/2029
|
$
|
640
|
|
|
|
AXIS SPECIALTY FINANCE
|
Corporate
|
4.90%
|
DUE
|
01/15/2040
|
$
|
459
|
|
|
|
AXIS SPECIALTY FINANCE
|
Corporate
|
4.90%
|
DUE
|
01/15/2040
|
$
|
250
|
|
|
|
AXIS SPECIALTY FINANCE PLC
|
Corporate
|
4.00%
|
DUE
|
12/06/2027
|
$
|
318
|
|
|
|
AXIS SPECIALTY FINANCE PLC
|
Corporate
|
4.00%
|
DUE
|
12/06/2027
|
$
|
167
|
|
|
|
AXIS SPECIALTY FINANCE PLC
|
Corporate
|
4.00%
|
DUE
|
12/06/2027
|
$
|
362
|
|
|
|
BAE SYSTEMS PLC
|
Corporate
|
1.90%
|
DUE
|
02/15/2031
|
$
|
359
|
|
|
|
BAT CAPITAL CORP
|
Corporate
|
3.56%
|
DUE
|
08/15/2027
|
$
|
390
|
|
|
|
BAT CAPITAL CORP
|
Corporate
|
3.56%
|
DUE
|
08/15/2027
|
$
|
446
|
|
|
|
BAT CAPITAL CORP
|
Corporate
|
4.76%
|
DUE
|
09/06/2049
|
$
|
127
|
|
|
|
BAT CAPITAL CORP
|
Corporate
|
2.26%
|
DUE
|
03/25/2028
|
$
|
445
|
|
|
|
BP CAPITAL MARKETS PLC
|
Corporate
|
4.38%
|
DUE
|
01/30/3100
|
$
|
226
|
|
|
|
BP CAPITAL MARKETS PLC
|
Corporate
|
4.38%
|
DUE
|
01/30/3100
|
$
|
61
|
|
|
|
BP CAPITAL MARKETS PLC
|
Corporate
|
4.38%
|
DUE
|
01/30/3100
|
$
|
150
|
|
|
|
BP CAPITAL MARKETS PLC
|
Corporate
|
4.38%
|
DUE
|
01/30/3100
|
$
|
512
|
|
|
|
BPCE SA
|
Corporate
|
4.62%
|
DUE
|
07/11/2024
|
$
|
96
|
|
|
|
BPCE SA
|
Corporate
|
4.62%
|
DUE
|
07/11/2024
|
$
|
224
|
|
|
|
BPCE SA
|
Corporate
|
4.62%
|
DUE
|
07/11/2024
|
$
|
128
|
|
|
|
BPCE SA
|
Corporate
|
4.62%
|
DUE
|
07/11/2024
|
$
|
246
|
|
|
|
BPCE SA
|
Corporate
|
3.50%
|
DUE
|
10/23/2027
|
$
|
504
|
|
|
|
BPCE SA
|
Corporate
|
3.50%
|
DUE
|
10/23/2027
|
$
|
392
|
|
|
|
BPCE SA
|
Corporate
|
3.50%
|
DUE
|
10/23/2027
|
$
|
493
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
5.00%
|
DUE
|
01/21/2044
|
$
|
134
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
5.00%
|
DUE
|
01/21/2044
|
$
|
338
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
5.00%
|
DUE
|
01/21/2044
|
$
|
246
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
5.00%
|
DUE
|
01/21/2044
|
$
|
394
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
4.00%
|
DUE
|
01/22/2025
|
$
|
281
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
4.00%
|
DUE
|
01/22/2025
|
$
|
169
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
4.18%
|
DUE
|
11/25/2027
|
$
|
6
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
4.18%
|
DUE
|
11/25/2027
|
$
|
377
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
4.18%
|
DUE
|
11/25/2027
|
$
|
464
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
4.24%
|
DUE
|
04/24/2038
|
$
|
167
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
4.24%
|
DUE
|
04/24/2038
|
$
|
185
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
4.24%
|
DUE
|
04/24/2038
|
$
|
191
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
4.27%
|
DUE
|
07/23/2029
|
$
|
298
|
|
|
|
BANK OF AMERICA CORP
|
Corporate
|
2.59%
|
DUE
|
04/29/2031
|
$
|
792
|
|
|
|
BANK OF NOVA SCOTIA
|
Corporate
|
4.50%
|
DUE
|
12/16/2025
|
$
|
128
|
|
|
|
BANK OF NOVA SCOTIA
|
Corporate
|
4.50%
|
DUE
|
12/16/2025
|
$
|
467
|
|
|
|
BANK OF NOVA SCOTIA
|
Corporate
|
4.50%
|
DUE
|
12/16/2025
|
$
|
583
|
|
|
|
BANK OF NOVA SCOTIA
|
Corporate
|
4.50%
|
DUE
|
12/16/2025
|
$
|
612
|
|
|
|
BANK OF NOVA SCOTIA
|
Corporate
|
4.50%
|
DUE
|
12/16/2025
|
$
|
986
|
|
|
|
BANK OF NOVA SCOTIA
|
Corporate
|
4.65%
|
DUE
|
01/30/3100
|
$
|
206
|
|
|
|
BANK OF NOVA SCOTIA
|
Corporate
|
4.65%
|
DUE
|
01/30/3100
|
$
|
111
|
|
|
|
BANK OF NOVA SCOTIA
|
Corporate
|
4.65%
|
DUE
|
01/30/3100
|
$
|
139
|
|
|
|
BANK OF NOVA SCOTIA
|
Corporate
|
4.65%
|
DUE
|
01/30/3100
|
$
|
401
|
|
|
|
BANK OF NOVA SCOTIA
|
Corporate
|
4.65%
|
DUE
|
01/30/3100
|
$
|
471
|
|
|
|
BANK OF NOVA SCOTIA
|
Corporate
|
4.65%
|
DUE
|
01/30/3100
|
$
|
326
|
|
|
|
BARCLAYS PLC
|
Corporate
|
4.38%
|
DUE
|
09/11/2024
|
$
|
387
|
|
|
|
BARCLAYS PLC
|
Corporate
|
4.38%
|
DUE
|
09/11/2024
|
$
|
221
|
|
|
|
BARCLAYS PLC
|
Corporate
|
4.34%
|
DUE
|
01/10/2028
|
$
|
230
|
|
|
|
BARCLAYS PLC
|
Corporate
|
4.34%
|
DUE
|
01/10/2028
|
$
|
345
|
|
|
|
BARCLAYS PLC
|
Corporate
|
4.34%
|
DUE
|
01/10/2028
|
$
|
431
|
|
|
|
BARCLAYS PLC
|
Corporate
|
4.34%
|
DUE
|
01/10/2028
|
$
|
552
|
|
|
|
BARCLAYS PLC
|
Corporate
|
1.66%
|
DUE
|
05/16/2024
|
$
|
385
|
|
|
|
BARCLAYS PLC
|
Corporate
|
1.66%
|
DUE
|
05/16/2024
|
$
|
203
|
|
|
|
BARCLAYS BANK PLC
|
Corporate
|
10.18%
|
DUE
|
06/12/2021
|
$
|
650
|
|
|
|
BARCLAYS BANK PLC
|
Corporate
|
10.18%
|
DUE
|
06/12/2021
|
$
|
130
|
|
|
|
BECTON DICKINSON & CO
|
Corporate
|
4.68%
|
DUE
|
12/15/2044
|
$
|
90
|
|
|
|
BECTON DICKINSON & CO
|
Corporate
|
4.68%
|
DUE
|
12/15/2044
|
$
|
129
|
|
|
|
BECTON DICKINSON & CO
|
Corporate
|
4.68%
|
DUE
|
12/15/2044
|
$
|
123
|
|
|
|
BERKLEY WR CORPORATION
|
Corporate
|
4.00%
|
DUE
|
05/12/2050
|
$
|
1,025
|
|
|
|
BERKLEY WR CORPORATION
|
Corporate
|
4.00%
|
DUE
|
05/12/2050
|
$
|
773
|
|
|
|
BLACKROCK TCP CAP CORP
|
Corporate
|
3.90%
|
DUE
|
08/23/2024
|
$
|
1,411
|
|
|
|
BLACKROCK TCP CAP CORP
|
Corporate
|
3.90%
|
DUE
|
08/23/2024
|
$
|
952
|
|
|
|
BRISTOL MYERS SQUIBB CO
|
Corporate
|
4.62%
|
DUE
|
05/15/2044
|
$
|
543
|
|
|
|
BRISTOL MYERS SQUIBB CO
|
Corporate
|
4.62%
|
DUE
|
05/15/2044
|
$
|
298
|
|
|
|
BRITISH AIR 20 1 A PPT
|
Corporate
|
4.25%
|
DUE
|
11/15/2032
|
$
|
1,258
|
|
|
|
BROADRIDGE FINANCIAL SOL
|
Corporate
|
2.90%
|
DUE
|
12/01/2029
|
$
|
456
|
|
|
|
BROADRIDGE FINANCIAL SOL
|
Corporate
|
2.90%
|
DUE
|
12/01/2029
|
$
|
253
|
|
|
|
BROOKFIELD FINANCE INC
|
Corporate
|
4.85%
|
DUE
|
03/29/2029
|
$
|
711
|
|
|
|
BROOKFIELD FINANCE INC
|
Corporate
|
4.85%
|
DUE
|
03/29/2029
|
$
|
392
|
|
|
|
BROOKFIELD FINANCE INC
|
Corporate
|
4.35%
|
DUE
|
04/15/2030
|
$
|
2,212
|
|
|
|
BUNGE LTD FINANCE CORP
|
Corporate
|
3.25%
|
DUE
|
08/15/2026
|
$
|
400
|
|
|
|
BUNGE LTD FINANCE CORP
|
Corporate
|
3.25%
|
DUE
|
08/15/2026
|
$
|
217
|
|
|
|
BUNGE LTD FINANCE CORP
|
Corporate
|
3.25%
|
DUE
|
08/15/2026
|
$
|
1,029
|
|
|
|
BUNGE LTD FINANCE CORP
|
Corporate
|
4.35%
|
DUE
|
03/15/2024
|
$
|
138
|
|
|
|
BURLINGTON NORTH SANTA FE
|
Corporate
|
4.90%
|
DUE
|
04/01/2044
|
$
|
184
|
|
|
|
BURLINGTON NORTH SANTA FE
|
Corporate
|
4.90%
|
DUE
|
04/01/2044
|
$
|
141
|
|
|
|
BURLINGTON NORTH SANTA FE
|
Corporate
|
4.90%
|
DUE
|
04/01/2044
|
$
|
177
|
|
|
|
CCO HOLDINGS LLC CAP CORP
|
Corporate
|
5.12%
|
DUE
|
05/01/2027
|
$
|
28
|
|
|
|
CCO HOLDINGS LLC CAP CORP
|
Corporate
|
5.12%
|
DUE
|
05/01/2027
|
$
|
146
|
|
|
|
CCO HOLDINGS LLC CAP CORP
|
Corporate
|
5.12%
|
DUE
|
05/01/2027
|
$
|
15
|
|
|
|
CCO HOLDINGS LLC CAP CORP
|
Corporate
|
5.12%
|
DUE
|
05/01/2027
|
$
|
7
|
|
|
|
CCO HOLDINGS LLC CAP CORP
|
Corporate
|
5.12%
|
DUE
|
05/01/2027
|
$
|
5
|
|
|
|
CCO HOLDINGS LLC CAP CORP
|
Corporate
|
5.12%
|
DUE
|
05/01/2027
|
$
|
31
|
|
|
|
CCO HOLDINGS LLC CAP CORP
|
Corporate
|
5.12%
|
DUE
|
05/01/2027
|
$
|
6
|
|
|
|
CCO HOLDINGS LLC CAP CORP
|
Corporate
|
5.12%
|
DUE
|
05/01/2027
|
$
|
133
|
|
|
|
CCO HOLDINGS LLC CAP CORP
|
Corporate
|
5.12%
|
DUE
|
05/01/2027
|
$
|
207
|
|
|
|
CF INDUSTRIES
|
Corporate
|
3.40%
|
DUE
|
12/01/2021
|
$
|
281
|
|
|
|
CNH INDUSTRIAL CAP LLC
|
Corporate
|
3.88%
|
DUE
|
10/15/2021
|
$
|
614
|
|
|
|
CNH INDUSTRIAL CAP LLC
|
Corporate
|
3.88%
|
DUE
|
10/15/2021
|
$
|
425
|
|
|
|
CNH INDUSTRIAL CAP LLC
|
Corporate
|
3.88%
|
DUE
|
10/15/2021
|
$
|
233
|
|
|
|
CNH INDUSTRIAL CAP LLC
|
Corporate
|
1.95%
|
DUE
|
07/02/2023
|
$
|
345
|
|
|
|
CNO FINANCIAL GROUP INC
|
Corporate
|
5.25%
|
DUE
|
05/30/2025
|
$
|
291
|
|
|
|
CNO FINANCIAL GROUP INC
|
Corporate
|
5.25%
|
DUE
|
05/30/2025
|
$
|
12
|
|
|
|
CNO FINANCIAL GROUP INC
|
Corporate
|
5.25%
|
DUE
|
05/30/2025
|
$
|
465
|
|
|
|
CNO FINANCIAL GROUP INC
|
Corporate
|
5.25%
|
DUE
|
05/30/2025
|
$
|
113
|
|
|
|
CNO FINANCIAL GROUP INC
|
Corporate
|
5.25%
|
DUE
|
05/30/2025
|
$
|
120
|
|
|
|
CNO FINANCIAL GROUP INC
|
Corporate
|
5.25%
|
DUE
|
05/30/2025
|
$
|
552
|
|
|
|
CSX CORP
|
Corporate
|
5.50%
|
DUE
|
04/15/2041
|
$
|
245
|
|
|
|
CSX CORP
|
Corporate
|
5.50%
|
DUE
|
04/15/2041
|
$
|
175
|
|
|
|
CSX CORP
|
Corporate
|
5.50%
|
DUE
|
04/15/2041
|
$
|
231
|
|
|
|
CSX CORP
|
Corporate
|
4.75%
|
DUE
|
11/15/2048
|
$
|
48
|
|
|
|
CVS CAREMARK CORP
|
Corporate
|
4.88%
|
DUE
|
07/20/2035
|
$
|
136
|
|
|
|
CVS CAREMARK CORP
|
Corporate
|
4.88%
|
DUE
|
07/20/2035
|
$
|
52
|
|
|
|
CVS CAREMARK CORP
|
Corporate
|
4.88%
|
DUE
|
07/20/2035
|
$
|
78
|
|
|
|
CVS CAREMARK CORP
|
Corporate
|
4.88%
|
DUE
|
07/20/2035
|
$
|
149
|
|
|
|
CVS HEALTH CORP
|
Corporate
|
4.30%
|
DUE
|
03/25/2028
|
$
|
73
|
|
|
|
CVS HEALTH CORP
|
Corporate
|
4.30%
|
DUE
|
03/25/2028
|
$
|
122
|
|
|
|
CVS HEALTH CORP
|
Corporate
|
4.30%
|
DUE
|
03/25/2028
|
$
|
169
|
|
|
|
CVS HEALTH CORP
|
Corporate
|
5.05%
|
DUE
|
03/25/2048
|
$
|
352
|
|
|
|
CVS HEALTH CORP
|
Corporate
|
5.05%
|
DUE
|
03/25/2048
|
$
|
203
|
|
|
|
CVS HEALTH CORP
|
Corporate
|
5.05%
|
DUE
|
03/25/2048
|
$
|
304
|
|
|
|
CANPACK SA EASTERN LAND
|
Corporate
|
3.12%
|
DUE
|
11/01/2025
|
$
|
202
|
|
|
|
CARLYLE FINANCE SUB LLC
|
Corporate
|
3.50%
|
DUE
|
09/19/2029
|
$
|
391
|
|
|
|
CARLYLE FINANCE SUB LLC
|
Corporate
|
3.50%
|
DUE
|
09/19/2029
|
$
|
215
|
|
|
|
CENOVUS ENERGY INC
|
Corporate
|
6.75%
|
DUE
|
11/15/2039
|
$
|
130
|
|
|
|
CENOVUS ENERGY INC
|
Corporate
|
6.75%
|
DUE
|
11/15/2039
|
$
|
261
|
|
|
|
CENOVUS ENERGY INC
|
Corporate
|
6.75%
|
DUE
|
11/15/2039
|
$
|
215
|
|
|
|
CENOVUS ENERGY INC
|
Corporate
|
3.00%
|
DUE
|
08/15/2022
|
$
|
229
|
|
|
|
CENOVUS ENERGY INC
|
Corporate
|
3.00%
|
DUE
|
08/15/2022
|
$
|
662
|
|
|
|
CENOVUS ENERGY INC
|
Corporate
|
3.00%
|
DUE
|
08/15/2022
|
$
|
489
|
|
|
|
CENOVUS ENERGY INC
|
Corporate
|
4.25%
|
DUE
|
04/15/2027
|
$
|
150
|
|
|
|
CENOVUS ENERGY INC
|
Corporate
|
4.25%
|
DUE
|
04/15/2027
|
$
|
203
|
|
|
|
CENOVUS ENERGY INC
|
Corporate
|
4.25%
|
DUE
|
04/15/2027
|
$
|
190
|
|
|
|
CENOVUS ENERGY INC
|
Corporate
|
4.25%
|
DUE
|
04/15/2027
|
$
|
299
|
|
|
|
CENTERPOINT ENERGY RESOU
|
Corporate
|
6.62%
|
DUE
|
11/01/2037
|
$
|
358
|
|
|
|
CENTERPOINT ENERGY RESOURCES
|
Corporate
|
5.85%
|
DUE
|
01/15/2041
|
$
|
245
|
|
|
|
CENTERPOINT ENERGY RESOURCES
|
Corporate
|
5.85%
|
DUE
|
01/15/2041
|
$
|
133
|
|
|
|
CHARTER COMM OPT LLC CAP
|
Corporate
|
6.48%
|
DUE
|
10/23/2045
|
$
|
141
|
|
|
|
CHARTER COMM OPT LLC CAP
|
Corporate
|
6.48%
|
DUE
|
10/23/2045
|
$
|
141
|
|
|
|
CHARTER COMM OPT LLC CAP
|
Corporate
|
6.48%
|
DUE
|
10/23/2045
|
$
|
544
|
|
|
|
CITIGROUP INC
|
Corporate
|
5.50%
|
DUE
|
09/13/2025
|
$
|
571
|
|
|
|
CITIGROUP INC
|
Corporate
|
5.50%
|
DUE
|
09/13/2025
|
$
|
601
|
|
|
|
CITIGROUP INC
|
Corporate
|
5.50%
|
DUE
|
09/13/2025
|
$
|
631
|
|
|
|
CITIGROUP INC
|
Corporate
|
5.50%
|
DUE
|
09/13/2025
|
$
|
992
|
|
|
|
CITIGROUP INC
|
Corporate
|
4.45%
|
DUE
|
09/29/2027
|
$
|
213
|
|
|
|
CITIGROUP INC
|
Corporate
|
4.45%
|
DUE
|
09/29/2027
|
$
|
148
|
|
|
|
CITIGROUP INC
|
Corporate
|
4.45%
|
DUE
|
09/29/2027
|
$
|
201
|
|
|
|
CITY OF HOPE THE
|
Corporate
|
4.38%
|
DUE
|
08/15/2048
|
$
|
423
|
|
|
|
CLEVELAND ELECTRIC ILLUM
|
Corporate
|
3.50%
|
DUE
|
04/01/2028
|
$
|
176
|
|
|
|
CLEVELAND ELECTRIC ILLUM
|
Corporate
|
3.50%
|
DUE
|
04/01/2028
|
$
|
106
|
|
|
|
CLEVELAND ELECTRIC ILLUM
|
Corporate
|
3.50%
|
DUE
|
04/01/2028
|
$
|
154
|
|
|
|
COLUMBIA REPUBLIC OF
|
Corporate
|
6.12%
|
DUE
|
01/18/2041
|
$
|
302
|
|
|
|
COLUMBIA REPUBLIC OF
|
Corporate
|
6.12%
|
DUE
|
01/18/2041
|
$
|
336
|
|
|
|
COLUMBIA REPUBLIC OF
|
Corporate
|
6.12%
|
DUE
|
01/18/2041
|
$
|
403
|
|
|
|
COLUMBIA REPUBLIC OF
|
Corporate
|
6.12%
|
DUE
|
01/18/2041
|
$
|
570
|
|
|
|
COMCAST CORP
|
Corporate
|
6.95%
|
DUE
|
08/15/2037
|
$
|
121
|
|
|
|
COMCAST CORP
|
Corporate
|
6.95%
|
DUE
|
08/15/2037
|
$
|
161
|
|
|
|
COMCAST CORP
|
Corporate
|
6.95%
|
DUE
|
08/15/2037
|
$
|
153
|
|
|
|
COMCAST CORP
|
Corporate
|
4.75%
|
DUE
|
03/01/2044
|
$
|
349
|
|
|
|
COMCAST CORP
|
Corporate
|
4.75%
|
DUE
|
03/01/2044
|
$
|
137
|
|
|
|
COMCAST CORP
|
Corporate
|
3.97%
|
DUE
|
11/01/2047
|
$
|
319
|
|
|
|
COMCAST CORP
|
Corporate
|
3.97%
|
DUE
|
11/01/2047
|
$
|
544
|
|
|
|
COMCAST CORP
|
Corporate
|
3.45%
|
DUE
|
02/01/2050
|
$
|
217
|
|
|
|
COMCAST CORP
|
Corporate
|
3.45%
|
DUE
|
02/01/2050
|
$
|
241
|
|
|
|
COMMONWEALTH EDISON CO
|
Corporate
|
5.90%
|
DUE
|
03/15/2036
|
$
|
209
|
|
|
|
COMMONWEALTH EDISON CO
|
Corporate
|
5.90%
|
DUE
|
03/15/2036
|
$
|
144
|
|
|
|
COMMONWEALTH EDISON CO
|
Corporate
|
5.90%
|
DUE
|
03/15/2036
|
$
|
195
|
|
|
|
CONOCO PHILLIPS
|
Corporate
|
6.50%
|
DUE
|
02/01/2039
|
$
|
170
|
|
|
|
CONOCO PHILLIPS
|
Corporate
|
6.50%
|
DUE
|
02/01/2039
|
$
|
154
|
|
|
|
CONOCO PHILLIPS
|
Corporate
|
6.50%
|
DUE
|
02/01/2039
|
$
|
177
|
|
|
|
CREDIT AGRICOLE LONDON
|
Corporate
|
3.25%
|
DUE
|
10/04/2024
|
$
|
1,086
|
|
|
|
CREDIT AGRICOLE LONDON
|
Corporate
|
3.25%
|
DUE
|
10/04/2024
|
$
|
597
|
|
|
|
CREDIT SUISSE GROUP AG
|
Corporate
|
2.59%
|
DUE
|
09/11/2025
|
$
|
1,237
|
|
|
|
CREDIT SUISSE GROUP AG
|
Corporate
|
6.50%
|
DUE
|
08/08/2023
|
$
|
676
|
|
|
|
CREDIT SUISSE GROUP AG
|
Corporate
|
6.50%
|
DUE
|
08/08/2023
|
$
|
372
|
|
|
|
CREDIT SUISSE GROUP AG
|
Corporate
|
6.50%
|
DUE
|
08/08/2023
|
$
|
1,239
|
|
|
|
CROWN CASTLE INTL CORP
|
Corporate
|
5.20%
|
DUE
|
02/15/2049
|
$
|
83
|
|
|
|
DELTA AIR LINES 2020 AA
|
Corporate
|
3.62%
|
DUE
|
03/15/2022
|
$
|
540
|
|
|
|
DELTA AIR LINES 2020 AA
|
Corporate
|
3.62%
|
DUE
|
03/15/2022
|
$
|
298
|
|
|
|
DEUTSCHE BANK NY
|
Corporate
|
3.15%
|
DUE
|
01/22/2021
|
$
|
140
|
|
|
|
DEUTSCHE BANK NY
|
Corporate
|
3.15%
|
DUE
|
01/22/2021
|
$
|
200
|
|
|
|
DEUTSCHE BANK NY
|
Corporate
|
3.15%
|
DUE
|
01/22/2021
|
$
|
72
|
|
|
|
DEUTSCHE BANK NY
|
Corporate
|
3.15%
|
DUE
|
01/22/2021
|
$
|
313
|
|
|
|
DEUTSCHE BANK NY
|
Corporate
|
3.15%
|
DUE
|
01/22/2021
|
$
|
53
|
|
|
|
DEUTSCHE BANK NY
|
Corporate
|
3.15%
|
DUE
|
01/22/2021
|
$
|
165
|
|
|
|
DELL INT LLC EMC CORP
|
Corporate
|
6.02%
|
DUE
|
06/15/2026
|
$
|
470
|
|
|
|
DELL INT LLC EMC CORP
|
Corporate
|
6.02%
|
DUE
|
06/15/2026
|
$
|
121
|
|
|
|
DELL INT LLC EMC CORP
|
Corporate
|
6.02%
|
DUE
|
06/15/2026
|
$
|
397
|
|
|
|
DELL INT LLC EMC CORP
|
Corporate
|
6.02%
|
DUE
|
06/15/2026
|
$
|
543
|
|
|
|
DIAMOND SPORTS GR DIAMON
|
Corporate
|
5.38%
|
DUE
|
08/15/2026
|
$
|
1,138
|
|
|
|
DISCOVER BANK
|
Corporate
|
3.45%
|
DUE
|
07/27/2026
|
$
|
308
|
|
|
|
DISCOVER BANK
|
Corporate
|
3.45%
|
DUE
|
07/27/2026
|
$
|
297
|
|
|
|
DISCOVER BANK
|
Corporate
|
3.45%
|
DUE
|
07/27/2026
|
$
|
420
|
|
|
|
DISCOVER BANK
|
Corporate
|
3.45%
|
DUE
|
07/27/2026
|
$
|
566
|
|
|
|
DISCOVER BANK
|
Corporate
|
4.68%
|
DUE
|
08/09/2028
|
$
|
893
|
|
|
|
DISCOVER BANK
|
Corporate
|
4.68%
|
DUE
|
08/09/2028
|
$
|
489
|
|
|
|
DISNEY WALT COMPANY
|
Corporate
|
3.60%
|
DUE
|
01/13/2051
|
$
|
758
|
|
|
|
DISNEY WALT COMPANY
|
Corporate
|
3.60%
|
DUE
|
01/13/2051
|
$
|
333
|
|
|
|
DISCOVERY COMMUNICATIONS
|
Corporate
|
4.65%
|
DUE
|
05/15/2050
|
$
|
300
|
|
|
|
DISCOVERY COMMUNICATIONS
|
Corporate
|
4.00%
|
DUE
|
09/15/2055
|
$
|
763
|
|
|
|
DOMINION RESOURCES INC
|
Corporate
|
5.25%
|
DUE
|
08/01/2033
|
$
|
262
|
|
|
|
DOMINION RESOURCES INC
|
Corporate
|
5.25%
|
DUE
|
08/01/2033
|
$
|
164
|
|
|
|
DOMINION RESOURCES INC
|
Corporate
|
5.25%
|
DUE
|
08/01/2033
|
$
|
236
|
|
|
|
DOW CHEMICAL COMPANY
|
Corporate
|
4.38%
|
DUE
|
11/15/2042
|
$
|
92
|
|
|
|
DOW CHEMICAL COMPANY
|
Corporate
|
4.38%
|
DUE
|
11/15/2042
|
$
|
123
|
|
|
|
DOW CHEMICAL COMPANY
|
Corporate
|
4.38%
|
DUE
|
11/15/2042
|
$
|
117
|
|
|
|
DOWDUPONT INC
|
Corporate
|
5.32%
|
DUE
|
11/15/2038
|
$
|
1,220
|
|
|
|
DUKE ENERGY CORP
|
Corporate
|
2.65%
|
DUE
|
09/01/2026
|
$
|
605
|
|
|
|
DUKE ENERGY CORP
|
Corporate
|
2.65%
|
DUE
|
09/01/2026
|
$
|
229
|
|
|
|
DUKE ENERGY CORP
|
Corporate
|
2.65%
|
DUE
|
09/01/2026
|
$
|
153
|
|
|
|
DUKE ENERGY CORP
|
Corporate
|
2.65%
|
DUE
|
09/01/2026
|
$
|
545
|
|
|
|
EQT CORP
|
Corporate
|
3.00%
|
DUE
|
10/01/2022
|
$
|
556
|
|
|
|
EQT CORP
|
Corporate
|
3.00%
|
DUE
|
10/01/2022
|
$
|
308
|
|
|
|
EQT CORP
|
Corporate
|
3.90%
|
DUE
|
10/01/2027
|
$
|
248
|
|
|
|
EQT CORP
|
Corporate
|
3.90%
|
DUE
|
10/01/2027
|
$
|
113
|
|
|
|
EQT CORP
|
Corporate
|
3.90%
|
DUE
|
10/01/2027
|
$
|
383
|
|
|
|
EQT CORP
|
Corporate
|
3.90%
|
DUE
|
10/01/2027
|
$
|
397
|
|
|
|
EQT CORP
|
Corporate
|
3.90%
|
DUE
|
10/01/2027
|
$
|
169
|
|
|
|
EQT CORP
|
Corporate
|
3.90%
|
DUE
|
10/01/2027
|
$
|
178
|
|
|
|
EQT CORP
|
Corporate
|
3.90%
|
DUE
|
10/01/2027
|
$
|
818
|
|
|
|
EQT CORP
|
Corporate
|
6.12%
|
DUE
|
02/01/2025
|
$
|
1,004
|
|
|
|
EQM MIDSTREAM PARTNERS LP SERI
|
Corporate
|
4.75%
|
DUE
|
07/15/2023
|
$
|
572
|
|
|
|
EQM MIDSTREAM PARTNERS LP SERI
|
Corporate
|
4.75%
|
DUE
|
07/15/2023
|
$
|
315
|
|
|
|
EQM MIDSTREAM PARTNERS LP SERI
|
Corporate
|
4.75%
|
DUE
|
07/15/2023
|
$
|
488
|
|
|
|
EL PUERTO DE LIVERPOL
|
Corporate
|
3.95%
|
DUE
|
10/02/2024
|
$
|
296
|
|
|
|
EL PUERTO DE LIVERPOL
|
Corporate
|
3.95%
|
DUE
|
10/02/2024
|
$
|
269
|
|
|
|
EL PUERTO DE LIVERPOL
|
Corporate
|
3.95%
|
DUE
|
10/02/2024
|
$
|
376
|
|
|
|
ENCANA CORP
|
Corporate
|
6.50%
|
DUE
|
02/01/2038
|
$
|
196
|
|
|
|
ENCANA CORP
|
Corporate
|
6.50%
|
DUE
|
02/01/2038
|
$
|
140
|
|
|
|
ENCANA CORP
|
Corporate
|
6.50%
|
DUE
|
02/01/2038
|
$
|
184
|
|
|
|
ENERGY TRANSFER PARTNERS
|
Corporate
|
6.50%
|
DUE
|
02/01/2042
|
$
|
128
|
|
|
|
ENERGY TRANSFER PARTNERS
|
Corporate
|
6.50%
|
DUE
|
02/01/2042
|
$
|
245
|
|
|
|
ENERGY TRANSFER PARTNERS
|
Corporate
|
6.50%
|
DUE
|
02/01/2042
|
$
|
336
|
|
|
|
ENERGY TRANSFER PARTNERS
|
Corporate
|
6.12%
|
DUE
|
12/15/2045
|
$
|
207
|
|
|
|
ENERGY TRANSFER PARTNERS
|
Corporate
|
4.20%
|
DUE
|
04/15/2027
|
$
|
99
|
|
|
|
ENERGY TRANSFER PARTNERS
|
Corporate
|
4.20%
|
DUE
|
04/15/2027
|
$
|
385
|
|
|
|
ENERGY TRANSFER PARTNERS
|
Corporate
|
4.20%
|
DUE
|
04/15/2027
|
$
|
330
|
|
|
|
ENERGY TRANSFER PARTNERS
|
Corporate
|
4.20%
|
DUE
|
04/15/2027
|
$
|
446
|
|
|
|
ENERGY TRANSFER OPERATNG
|
Corporate
|
6.25%
|
DUE
|
01/30/3100
|
$
|
333
|
|
|
|
ENERGY TRANSFER OPERATNG
|
Corporate
|
5.88%
|
DUE
|
01/15/2024
|
$
|
421
|
|
|
|
ENERGY TRANSFER OPERATNG
|
Corporate
|
5.88%
|
DUE
|
01/15/2024
|
$
|
230
|
|
|
|
ENERGY TRANSFER OPERATNG
|
Corporate
|
2.90%
|
DUE
|
05/15/2025
|
$
|
709
|
|
|
|
ENERGY TRANSFER OPERATNG
|
Corporate
|
6.75%
|
DUE
|
01/30/3100
|
$
|
1,203
|
|
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate
|
4.15%
|
DUE
|
06/01/2025
|
$
|
53
|
|
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate
|
4.15%
|
DUE
|
06/01/2025
|
$
|
48
|
|
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate
|
4.15%
|
DUE
|
06/01/2025
|
$
|
389
|
|
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate
|
4.15%
|
DUE
|
06/01/2025
|
$
|
365
|
|
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate
|
4.15%
|
DUE
|
06/01/2025
|
$
|
109
|
|
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate
|
4.15%
|
DUE
|
06/01/2025
|
$
|
294
|
|
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate
|
4.15%
|
DUE
|
06/01/2025
|
$
|
58
|
|
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate
|
4.15%
|
DUE
|
06/01/2025
|
$
|
289
|
|
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate
|
4.15%
|
DUE
|
06/01/2025
|
$
|
881
|
|
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate
|
4.85%
|
DUE
|
07/15/2026
|
$
|
44
|
|
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate
|
4.85%
|
DUE
|
07/15/2026
|
$
|
11
|
|
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate
|
4.85%
|
DUE
|
07/15/2026
|
$
|
98
|
|
|
|
ENLINK MIDSTREAM PARTNER
|
Corporate
|
4.85%
|
DUE
|
07/15/2026
|
$
|
83
|
|
|
|
ENSTAR GROUP LTD
|
Corporate
|
4.50%
|
DUE
|
03/10/2022
|
$
|
83
|
|
|
|
ENSTAR GROUP LTD
|
Corporate
|
4.50%
|
DUE
|
03/10/2022
|
$
|
440
|
|
|
|
ENSTAR GROUP LTD
|
Corporate
|
4.50%
|
DUE
|
03/10/2022
|
$
|
362
|
|
|
|
ENSTAR GROUP LTD
|
Corporate
|
4.95%
|
DUE
|
06/01/2029
|
$
|
400
|
|
|
|
ENSTAR GROUP LTD
|
Corporate
|
4.95%
|
DUE
|
06/01/2029
|
$
|
400
|
|
|
|
ENSTAR GROUP LTD
|
Corporate
|
4.95%
|
DUE
|
06/01/2029
|
$
|
440
|
|
|
|
ENSTAR FINANCE LLC
|
Corporate
|
5.75%
|
DUE
|
09/01/2040
|
$
|
2,247
|
|
|
|
ENTERGY ARKANSAS LLC
|
Corporate
|
2.65%
|
DUE
|
06/15/2051
|
$
|
1,073
|
|
|
|
ENTERPRISE PRODUCTS OPER
|
Corporate
|
5.25%
|
DUE
|
08/16/2077
|
$
|
36
|
|
|
|
ENTERPRISE PRODUCTS OPER
|
Corporate
|
5.25%
|
DUE
|
08/16/2077
|
$
|
101
|
|
|
|
ENTERPRISE PRODUCTS OPER
|
Corporate
|
5.25%
|
DUE
|
08/16/2077
|
$
|
29
|
|
|
|
ENTERPRISE PRODUCTS OPER
|
Corporate
|
5.25%
|
DUE
|
08/16/2077
|
$
|
35
|
|
|
|
ENTERPRISE PRODUCTS OPER
|
Corporate
|
5.38%
|
DUE
|
02/15/2078
|
$
|
210
|
|
|
|
ENTERPRISE PRODUCTS OPER
|
Corporate
|
5.38%
|
DUE
|
02/15/2078
|
$
|
175
|
|
|
|
ENTERPRISE PRODUCTS OPER
|
Corporate
|
5.38%
|
DUE
|
02/15/2078
|
$
|
324
|
|
|
|
EQUITABLE HOLDINGS INC
|
Corporate
|
4.95%
|
DUE
|
01/30/3100
|
$
|
772
|
|
|
|
ERICSSON LM
|
Corporate
|
4.12%
|
DUE
|
05/15/2022
|
$
|
54
|
|
|
|
ERICSSON LM
|
Corporate
|
4.12%
|
DUE
|
05/15/2022
|
$
|
163
|
|
|
|
ERICSSON LM
|
Corporate
|
4.12%
|
DUE
|
05/15/2022
|
$
|
163
|
|
|
|
ERICSSON LM
|
Corporate
|
4.12%
|
DUE
|
05/15/2022
|
$
|
45
|
|
|
|
ERICSSON LM
|
Corporate
|
4.12%
|
DUE
|
05/15/2022
|
$
|
692
|
|
|
|
ERICSSON LM
|
Corporate
|
4.12%
|
DUE
|
05/15/2022
|
$
|
94
|
|
|
|
FIRST REPUBLIC BANK
|
Corporate
|
4.38%
|
DUE
|
08/01/2046
|
$
|
662
|
|
|
|
FIRST REPUBLIC BANK
|
Corporate
|
4.38%
|
DUE
|
08/01/2046
|
$
|
315
|
|
|
|
FIRST REPUBLIC BANK
|
Corporate
|
4.38%
|
DUE
|
08/01/2046
|
$
|
189
|
|
|
|
FIRST REPUBLIC BANK
|
Corporate
|
4.38%
|
DUE
|
08/01/2046
|
$
|
643
|
|
|
|
FIRSTENERGY TRANSMISSION
|
Corporate
|
4.55%
|
DUE
|
04/01/2049
|
$
|
642
|
|
|
|
FLORIDA POWER AND LIGHT
|
Corporate
|
4.12%
|
DUE
|
02/01/2042
|
$
|
210
|
|
|
|
FLORIDA POWER AND LIGHT
|
Corporate
|
4.12%
|
DUE
|
02/01/2042
|
$
|
114
|
|
|
|
FLORIDA POWER CORP
|
Corporate
|
6.40%
|
DUE
|
06/15/2038
|
$
|
210
|
|
|
|
FLORIDA POWER CORP
|
Corporate
|
6.40%
|
DUE
|
06/15/2038
|
$
|
155
|
|
|
|
FLORIDA POWER CORP
|
Corporate
|
6.40%
|
DUE
|
06/15/2038
|
$
|
202
|
|
|
|
FLOWSERVE CORP
|
Corporate
|
4.00%
|
DUE
|
11/15/2023
|
$
|
77
|
|
|
|
FLOWSERVE CORP
|
Corporate
|
4.00%
|
DUE
|
11/15/2023
|
$
|
399
|
|
|
|
FLOWSERVE CORP
|
Corporate
|
4.00%
|
DUE
|
11/15/2023
|
$
|
370
|
|
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate
|
3.09%
|
DUE
|
01/09/2023
|
$
|
1,430
|
|
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate
|
5.88%
|
DUE
|
08/02/2021
|
$
|
230
|
|
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate
|
5.88%
|
DUE
|
08/02/2021
|
$
|
255
|
|
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate
|
5.88%
|
DUE
|
08/02/2021
|
$
|
358
|
|
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate
|
5.88%
|
DUE
|
08/02/2021
|
$
|
879
|
|
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate
|
4.38%
|
DUE
|
08/06/2023
|
$
|
208
|
|
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate
|
4.38%
|
DUE
|
08/06/2023
|
$
|
208
|
|
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate
|
4.38%
|
DUE
|
08/06/2023
|
$
|
467
|
|
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate
|
3.34%
|
DUE
|
03/18/2021
|
$
|
376
|
|
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate
|
4.14%
|
DUE
|
02/15/2023
|
$
|
519
|
|
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate
|
4.14%
|
DUE
|
02/15/2023
|
$
|
360
|
|
|
|
FORD MOTOR CREDIT CO LLC
|
Corporate
|
5.08%
|
DUE
|
01/07/2021
|
$
|
315
|
|
|
|
FULTON FINANCIAL CORP
|
Corporate
|
3.60%
|
DUE
|
03/16/2022
|
$
|
133
|
|
|
|
FULTON FINANCIAL CORP
|
Corporate
|
3.60%
|
DUE
|
03/16/2022
|
$
|
527
|
|
|
|
GE CAPITAL INTERNATIONAL FUND
|
Corporate
|
4.42%
|
DUE
|
11/15/2035
|
$
|
307
|
|
|
|
GE CAPITAL INTERNATIONAL FUND
|
Corporate
|
4.42%
|
DUE
|
11/15/2035
|
$
|
320
|
|
|
|
GE CAPITAL INTERNATIONAL FUND
|
Corporate
|
4.42%
|
DUE
|
11/15/2035
|
$
|
448
|
|
|
|
GE CAPITAL INTERNATIONAL FUND
|
Corporate
|
4.42%
|
DUE
|
11/15/2035
|
$
|
591
|
|
|
|
GMAC LLC
|
Corporate
|
8.00%
|
DUE
|
11/01/2031
|
$
|
257
|
|
|
|
GMAC LLC
|
Corporate
|
8.00%
|
DUE
|
11/01/2031
|
$
|
184
|
|
|
|
GMAC LLC
|
Corporate
|
8.00%
|
DUE
|
11/01/2031
|
$
|
242
|
|
|
|
GENERAL MOTORS CO
|
Corporate
|
4.20%
|
DUE
|
10/01/2027
|
$
|
255
|
|
|
|
GENERAL MOTORS CO
|
Corporate
|
4.20%
|
DUE
|
10/01/2027
|
$
|
142
|
|
|
|
GENERAL MOTORS CO
|
Corporate
|
4.20%
|
DUE
|
10/01/2027
|
$
|
221
|
|
|
|
GENERAL MOTORS CO
|
Corporate
|
5.15%
|
DUE
|
04/01/2038
|
$
|
168
|
|
|
|
GENERAL MOTORS CO
|
Corporate
|
5.15%
|
DUE
|
04/01/2038
|
$
|
120
|
|
|
|
GENERAL MOTORS CO
|
Corporate
|
5.15%
|
DUE
|
04/01/2038
|
$
|
156
|
|
|
|
GENERAL MOTORS FINL CO
|
Corporate
|
3.50%
|
DUE
|
11/07/2024
|
$
|
364
|
|
|
|
GENERAL MOTORS FINL CO
|
Corporate
|
3.50%
|
DUE
|
11/07/2024
|
$
|
113
|
|
|
|
GENERAL MOTORS FINL CO
|
Corporate
|
3.50%
|
DUE
|
11/07/2024
|
$
|
44
|
|
|
|
GENERAL MOTORS FINL CO
|
Corporate
|
3.50%
|
DUE
|
11/07/2024
|
$
|
13
|
|
|
|
GENERAL MOTORS FINL CO
|
Corporate
|
3.50%
|
DUE
|
11/07/2024
|
$
|
74
|
|
|
|
GENERAL MOTORS FINL CO
|
Corporate
|
3.50%
|
DUE
|
11/07/2024
|
$
|
353
|
|
|
|
GENERAL MOTORS FINL CO
|
Corporate
|
4.15%
|
DUE
|
06/19/2023
|
$
|
280
|
|
|
|
GENERAL MOTORS FINL CO
|
Corporate
|
4.15%
|
DUE
|
06/19/2023
|
$
|
162
|
|
|
|
GENERAL MOTORS FINL CO
|
Corporate
|
4.15%
|
DUE
|
06/19/2023
|
$
|
193
|
|
|
|
GENERAL MOTORS FINL CO
|
Corporate
|
4.15%
|
DUE
|
06/19/2023
|
$
|
65
|
|
|
|
GENERAL MOTORS FINL CO
|
Corporate
|
4.15%
|
DUE
|
06/19/2023
|
$
|
163
|
|
|
|
GENERAL MOTORS FINL CO
|
Corporate
|
4.20%
|
DUE
|
11/06/2021
|
$
|
412
|
|
|
|
GENERAL MOTORS FINL CO
|
Corporate
|
2.90%
|
DUE
|
02/26/2025
|
$
|
1,544
|
|
|
|
GENPACT LUXEMBOURG SARL
|
Corporate
|
3.70%
|
DUE
|
04/01/2022
|
$
|
332
|
|
|
|
GENPACT LUXEMBOURG SARL
|
Corporate
|
3.70%
|
DUE
|
04/01/2022
|
$
|
204
|
|
|
|
GENPACT LUXEMBOURG SARL
|
Corporate
|
3.70%
|
DUE
|
04/01/2022
|
$
|
87
|
|
|
|
GLENCORE FUNDING LLC
|
Corporate
|
4.62%
|
DUE
|
04/29/2024
|
$
|
112
|
|
|
|
GLENCORE FUNDING LLC
|
Corporate
|
4.62%
|
DUE
|
04/29/2024
|
$
|
22
|
|
|
|
GLENCORE FUNDING LLC
|
Corporate
|
4.62%
|
DUE
|
04/29/2024
|
$
|
90
|
|
|
|
GLENCORE FUNDING LLC
|
Corporate
|
4.62%
|
DUE
|
04/29/2024
|
$
|
224
|
|
|
|
GLENCORE FUNDING LLC
|
Corporate
|
4.62%
|
DUE
|
04/29/2024
|
$
|
672
|
|
|
|
GLENCORE FUNDING LLC
|
Corporate
|
4.62%
|
DUE
|
04/29/2024
|
$
|
588
|
|
|
|
GLENCORE FUNDING LLC
|
Corporate
|
4.62%
|
DUE
|
04/29/2024
|
$
|
941
|
|
|
|
GLENCORE FUNDING LLC
|
Corporate
|
3.88%
|
DUE
|
10/27/2027
|
$
|
192
|
|
|
|
GLENCORE FUNDING LLC
|
Corporate
|
3.88%
|
DUE
|
10/27/2027
|
$
|
848
|
|
|
|
GLENCORE FUNDING LLC
|
Corporate
|
3.88%
|
DUE
|
10/27/2027
|
$
|
571
|
|
|
|
GLOBAL AIR LEASE CO LTD
|
Corporate
|
6.50%
|
DUE
|
09/15/2024
|
$
|
402
|
|
|
|
GLOBAL AIR LEASE CO LTD
|
Corporate
|
6.50%
|
DUE
|
09/15/2024
|
$
|
402
|
|
|
|
GLOBAL AIR LEASE CO LTD
|
Corporate
|
6.50%
|
DUE
|
09/15/2024
|
$
|
442
|
|
|
|
GLOBAL AIR LEASE CO LTD
|
Corporate
|
6.50%
|
DUE
|
09/15/2024
|
$
|
45
|
|
|
|
GOLDMAN SACHS GROUP INC
|
Corporate
|
5.95%
|
DUE
|
01/15/2027
|
$
|
301
|
|
|
|
GOLDMAN SACHS GROUP INC
|
Corporate
|
5.95%
|
DUE
|
01/15/2027
|
$
|
189
|
|
|
|
GOLDMAN SACHS GROUP INC
|
Corporate
|
5.95%
|
DUE
|
01/15/2027
|
$
|
271
|
|
|
|
GOLDMAN SACHS GROUP INC
|
Corporate
|
6.75%
|
DUE
|
10/01/2037
|
$
|
153
|
|
|
|
GOLDMAN SACHS GROUP INC
|
Corporate
|
6.75%
|
DUE
|
10/01/2037
|
$
|
343
|
|
|
|
GOLDMAN SACHS GROUP INC
|
Corporate
|
6.75%
|
DUE
|
10/01/2037
|
$
|
267
|
|
|
|
GOLDMAN SACHS GROUP INC
|
Corporate
|
6.75%
|
DUE
|
10/01/2037
|
$
|
420
|
|
|
|
GRUPO TELEVISA SPON ADR
|
Corporate
|
6.62%
|
DUE
|
03/18/2025
|
$
|
243
|
|
|
|
GRUPO TELEVISA SPON ADR
|
Corporate
|
6.62%
|
DUE
|
03/18/2025
|
$
|
152
|
|
|
|
GRUPO TELEVISA SPON ADR
|
Corporate
|
6.62%
|
DUE
|
03/18/2025
|
$
|
177
|
|
|
|
GRUPO TELEVISA SPON ADR
|
Corporate
|
6.62%
|
DUE
|
03/18/2025
|
$
|
152
|
|
|
|
GRUPO TELEVISA SPON ADR
|
Corporate
|
6.62%
|
DUE
|
03/18/2025
|
$
|
122
|
|
|
|
HSBC HOLDINGS PLC
|
Corporate
|
6.50%
|
DUE
|
09/15/2037
|
$
|
183
|
|
|
|
HSBC HOLDINGS PLC
|
Corporate
|
6.50%
|
DUE
|
09/15/2037
|
$
|
183
|
|
|
|
HSBC HOLDINGS PLC
|
Corporate
|
6.50%
|
DUE
|
09/15/2037
|
$
|
205
|
|
|
|
HSBC HOLDINGS PLC
|
Corporate
|
4.25%
|
DUE
|
03/14/2024
|
$
|
552
|
|
|
|
HSBC HOLDINGS PLC
|
Corporate
|
4.25%
|
DUE
|
03/14/2024
|
$
|
359
|
|
|
|
HSBC HOLDINGS PLC
|
Corporate
|
4.25%
|
DUE
|
03/14/2024
|
$
|
502
|
|
|
|
HSBC HOLDINGS PLC
|
Corporate
|
4.25%
|
DUE
|
08/18/2025
|
$
|
117
|
|
|
|
HSBC HOLDINGS PLC
|
Corporate
|
4.25%
|
DUE
|
08/18/2025
|
$
|
39
|
|
|
|
HSBC HOLDINGS PLC
|
Corporate
|
4.25%
|
DUE
|
08/18/2025
|
$
|
454
|
|
|
|
HALLIBURTON CO
|
Corporate
|
5.00%
|
DUE
|
11/15/2045
|
$
|
714
|
|
|
|
HERCULES CAPITAL INC
|
Corporate
|
4.62%
|
DUE
|
10/23/2022
|
$
|
517
|
|
|
|
HIGHWOODS REALTY LP
|
Corporate
|
4.12%
|
DUE
|
03/15/2028
|
$
|
307
|
|
|
|
SERVICE PROPERTIES TRUST
|
Corporate
|
4.50%
|
DUE
|
06/15/2023
|
$
|
248
|
|
|
|
SERVICE PROPERTIES TRUST
|
Corporate
|
4.50%
|
DUE
|
06/15/2023
|
$
|
136
|
|
|
|
SERVICE PROPERTIES TRUST
|
Corporate
|
4.95%
|
DUE
|
10/01/2029
|
$
|
592
|
|
|
|
HOST HOTELS & RESORTS LP
|
Corporate
|
3.75%
|
DUE
|
10/15/2023
|
$
|
79
|
|
|
|
HOST HOTELS & RESORTS LP
|
Corporate
|
3.75%
|
DUE
|
10/15/2023
|
$
|
105
|
|
|
|
HOST HOTELS & RESORTS LP
|
Corporate
|
3.75%
|
DUE
|
10/15/2023
|
$
|
422
|
|
|
|
HOST HOTELS & RESORTS LP
|
Corporate
|
3.50%
|
DUE
|
09/15/2030
|
$
|
506
|
|
|
|
HOST HOTELS & RESORTS LP
|
Corporate
|
3.50%
|
DUE
|
09/15/2030
|
$
|
364
|
|
|
|
HUMANA INC
|
Corporate
|
4.80%
|
DUE
|
03/15/2047
|
$
|
94
|
|
|
|
HUMANA INC
|
Corporate
|
4.80%
|
DUE
|
03/15/2047
|
$
|
107
|
|
|
|
HUMANA INC
|
Corporate
|
4.80%
|
DUE
|
03/15/2047
|
$
|
201
|
|
|
|
HYUNDAI CAPITAL AMERICA
|
Corporate
|
2.85%
|
DUE
|
11/01/2022
|
$
|
581
|
|
|
|
HYUNDAI CAPITAL AMERICA
|
Corporate
|
2.85%
|
DUE
|
11/01/2022
|
$
|
321
|
|
|
|
ICAHN ENTERPRISES FIN
|
Corporate
|
6.25%
|
DUE
|
02/01/2022
|
$
|
45
|
|
|
|
ICAHN ENTERPRISES FIN
|
Corporate
|
6.25%
|
DUE
|
02/01/2022
|
$
|
82
|
|
|
|
ICAHN ENTERPRISES FIN
|
Corporate
|
6.25%
|
DUE
|
02/01/2022
|
$
|
41
|
|
|
|
ICAHN ENTERPRISES FIN
|
Corporate
|
6.25%
|
DUE
|
02/01/2022
|
$
|
158
|
|
|
|
ICAHN ENTERPRISES FIN
|
Corporate
|
4.75%
|
DUE
|
09/15/2024
|
$
|
476
|
|
|
|
IMPERIAL BRANDS FIN PLC
|
Corporate
|
3.88%
|
DUE
|
07/26/2029
|
$
|
545
|
|
|
|
IMPERIAL BRANDS FIN PLC
|
Corporate
|
3.88%
|
DUE
|
07/26/2029
|
$
|
298
|
|
|
|
IMPERIAL BRANDS FIN PLC
|
Corporate
|
3.88%
|
DUE
|
07/26/2029
|
$
|
161
|
|
|
|
IMPERIAL BRANDS FIN PLC
|
Corporate
|
3.88%
|
DUE
|
07/26/2029
|
$
|
334
|
|
|
|
INFOR INC
|
Corporate
|
1.75%
|
DUE
|
07/15/2025
|
$
|
3,111
|
|
|
|
IPALCO ENTERPRISES INC
|
Corporate
|
3.70%
|
DUE
|
09/01/2024
|
$
|
202
|
|
|
|
IPALCO ENTERPRISES INC
|
Corporate
|
3.70%
|
DUE
|
09/01/2024
|
$
|
190
|
|
|
|
ITC HOLDINGS CORP
|
Corporate
|
2.95%
|
DUE
|
05/14/2030
|
$
|
581
|
|
|
|
JBS USA FOOD FINANCE
|
Corporate
|
6.50%
|
DUE
|
04/15/2029
|
$
|
279
|
|
|
|
JBS USA FOOD FINANCE
|
Corporate
|
6.50%
|
DUE
|
04/15/2029
|
$
|
58
|
|
|
|
JBS USA FOOD FINANCE
|
Corporate
|
5.50%
|
DUE
|
01/15/2030
|
$
|
280
|
|
|
|
JBS USA FOOD FINANCE
|
Corporate
|
5.50%
|
DUE
|
01/15/2030
|
$
|
155
|
|
|
|
JBS USA FOOD FINANCE
|
Corporate
|
5.50%
|
DUE
|
01/15/2030
|
$
|
138
|
|
|
|
JBS USA FOOD FINANCE
|
Corporate
|
5.50%
|
DUE
|
01/15/2030
|
$
|
694
|
|
|
|
JP MORGAN CHASE & CO
|
Corporate
|
6.40%
|
DUE
|
05/15/2038
|
$
|
178
|
|
|
|
JP MORGAN CHASE & CO
|
Corporate
|
6.40%
|
DUE
|
05/15/2038
|
$
|
155
|
|
|
|
JP MORGAN CHASE & CO
|
Corporate
|
6.40%
|
DUE
|
05/15/2038
|
$
|
186
|
|
|
|
JP MORGAN CHASE & CO
|
Corporate
|
5.60%
|
DUE
|
07/15/2041
|
$
|
188
|
|
|
|
JP MORGAN CHASE & CO
|
Corporate
|
5.60%
|
DUE
|
07/15/2041
|
$
|
151
|
|
|
|
JP MORGAN CHASE & CO
|
Corporate
|
5.60%
|
DUE
|
07/15/2041
|
$
|
188
|
|
|
|
JP MORGAN CHASE & CO
|
Corporate
|
3.78%
|
DUE
|
02/01/2028
|
$
|
574
|
|
|
|
JP MORGAN CHASE & CO
|
Corporate
|
3.78%
|
DUE
|
02/01/2028
|
$
|
316
|
|
|
|
JPMORGAN CHASE & CO
|
Corporate
|
2.96%
|
DUE
|
05/13/2031
|
$
|
646
|
|
|
|
KLA CORP
|
Corporate
|
3.30%
|
DUE
|
03/01/2050
|
$
|
716
|
|
|
|
KLA CORP
|
Corporate
|
3.30%
|
DUE
|
03/01/2050
|
$
|
395
|
|
|
|
KKR GRP FIN CO VI LLC
|
Corporate
|
3.75%
|
DUE
|
07/01/2029
|
$
|
455
|
|
|
|
KKR GRP FIN CO VI LLC
|
Corporate
|
3.75%
|
DUE
|
07/01/2029
|
$
|
251
|
|
|
|
KKR GROUP FINAN CO VIII
|
Corporate
|
3.50%
|
DUE
|
08/25/2050
|
$
|
465
|
|
|
|
LAZARD GROUP LLC
|
Corporate
|
3.75%
|
DUE
|
02/13/2025
|
$
|
510
|
|
|
|
LAZARD GROUP LLC
|
Corporate
|
3.75%
|
DUE
|
02/13/2025
|
$
|
283
|
|
|
|
LAZARD GROUP LLC
|
Corporate
|
3.62%
|
DUE
|
03/01/2027
|
$
|
118
|
|
|
|
LAZARD GROUP LLC
|
Corporate
|
3.62%
|
DUE
|
03/01/2027
|
$
|
111
|
|
|
|
LAZARD GROUP LLC
|
Corporate
|
4.50%
|
DUE
|
09/19/2028
|
$
|
344
|
|
|
|
LAZARD GROUP LLC
|
Corporate
|
4.50%
|
DUE
|
09/19/2028
|
$
|
326
|
|
|
|
LEASEPLAN CORPORATION NV
|
Corporate
|
2.88%
|
DUE
|
10/24/2024
|
$
|
529
|
|
|
|
LEASEPLAN CORPORATION NV
|
Corporate
|
2.88%
|
DUE
|
10/24/2024
|
$
|
291
|
|
|
|
LEGG MASON INC
|
Corporate
|
5.62%
|
DUE
|
01/15/2044
|
$
|
151
|
|
|
|
LEGG MASON INC
|
Corporate
|
5.62%
|
DUE
|
01/15/2044
|
$
|
288
|
|
|
|
LEGG MASON INC
|
Corporate
|
5.62%
|
DUE
|
01/15/2044
|
$
|
245
|
|
|
|
LEGG MASON INC
|
Corporate
|
5.62%
|
DUE
|
01/15/2044
|
$
|
216
|
|
|
|
LEIDOS INC
|
Corporate
|
4.38%
|
DUE
|
05/15/2030
|
$
|
414
|
|
|
|
LEIDOS INC
|
Corporate
|
2.30%
|
DUE
|
02/15/2031
|
$
|
763
|
|
|
|
LENNAR CORP
|
Corporate
|
4.75%
|
DUE
|
05/30/2025
|
$
|
206
|
|
|
|
LENNAR CORP
|
Corporate
|
4.75%
|
DUE
|
05/30/2025
|
$
|
50
|
|
|
|
LENNAR CORP
|
Corporate
|
4.75%
|
DUE
|
05/30/2025
|
$
|
142
|
|
|
|
LIBERTY MUTUAL GROUP INC
|
Corporate
|
4.57%
|
DUE
|
02/01/2029
|
$
|
978
|
|
|
|
MPLX LP
|
Corporate
|
4.12%
|
DUE
|
03/01/2027
|
$
|
133
|
|
|
|
MPLX LP
|
Corporate
|
4.12%
|
DUE
|
03/01/2027
|
$
|
156
|
|
|
|
MPLX LP
|
Corporate
|
4.12%
|
DUE
|
03/01/2027
|
$
|
173
|
|
|
|
MPLX LP
|
Corporate
|
4.12%
|
DUE
|
03/01/2027
|
$
|
254
|
|
|
|
MPLX LP
|
Corporate
|
4.50%
|
DUE
|
04/15/2038
|
$
|
241
|
|
|
|
MPLX LP
|
Corporate
|
4.50%
|
DUE
|
04/15/2038
|
$
|
201
|
|
|
|
MPLX LP
|
Corporate
|
4.50%
|
DUE
|
04/15/2038
|
$
|
241
|
|
|
|
MPLX LP
|
Corporate
|
6.88%
|
DUE
|
01/30/3100
|
$
|
311
|
|
|
|
MPLX LP
|
Corporate
|
6.88%
|
DUE
|
01/30/3100
|
$
|
281
|
|
|
|
MPLX LP
|
Corporate
|
6.88%
|
DUE
|
01/30/3100
|
$
|
325
|
|
|
|
MARATHON PETROLEUM CORP
|
Corporate
|
6.50%
|
DUE
|
03/01/2041
|
$
|
121
|
|
|
|
MARATHON PETROLEUM CORP
|
Corporate
|
6.50%
|
DUE
|
03/01/2041
|
$
|
234
|
|
|
|
MARATHON PETROLEUM CORP
|
Corporate
|
6.50%
|
DUE
|
03/01/2041
|
$
|
201
|
|
|
|
MARATHON PETROLEUM CORP
|
Corporate
|
4.50%
|
DUE
|
04/01/2048
|
$
|
100
|
|
|
|
MARATHON PETROLEUM CORP
|
Corporate
|
4.50%
|
DUE
|
04/01/2048
|
$
|
111
|
|
|
|
MARATHON PETROLEUM CORP
|
Corporate
|
4.50%
|
DUE
|
04/01/2048
|
$
|
373
|
|
|
|
MARKEL CORP
|
Corporate
|
3.35%
|
DUE
|
09/17/2029
|
$
|
213
|
|
|
|
MARKEL CORP
|
Corporate
|
3.35%
|
DUE
|
09/17/2029
|
$
|
118
|
|
|
|
MARS INC
|
Corporate
|
3.95%
|
DUE
|
04/01/2049
|
$
|
518
|
|
|
|
MARS INC
|
Corporate
|
3.95%
|
DUE
|
04/01/2049
|
$
|
224
|
|
|
|
MARS INC
|
Corporate
|
3.95%
|
DUE
|
04/01/2049
|
$
|
410
|
|
|
|
MCCORMICK & CO
|
Corporate
|
3.40%
|
DUE
|
08/15/2027
|
$
|
537
|
|
|
|
MCCORMICK & CO
|
Corporate
|
3.40%
|
DUE
|
08/15/2027
|
$
|
452
|
|
|
|
MCCORMICK & CO
|
Corporate
|
3.40%
|
DUE
|
08/15/2027
|
$
|
543
|
|
|
|
MCCORMICK & CO
|
Corporate
|
4.20%
|
DUE
|
08/15/2047
|
$
|
57
|
|
|
|
MCCORMICK & CO
|
Corporate
|
4.20%
|
DUE
|
08/15/2047
|
$
|
255
|
|
|
|
MCCORMICK & CO
|
Corporate
|
4.20%
|
DUE
|
08/15/2047
|
$
|
191
|
|
|
|
MCCORMICK & CO
|
Corporate
|
4.20%
|
DUE
|
08/15/2047
|
$
|
274
|
|
|
|
MCKESSON CORP
|
Corporate
|
6.00%
|
DUE
|
03/01/2041
|
$
|
243
|
|
|
|
MCKESSON CORP
|
Corporate
|
6.00%
|
DUE
|
03/01/2041
|
$
|
132
|
|
|
|
MERRILL LYNCH & CO
|
Corporate
|
7.75%
|
DUE
|
05/14/2038
|
$
|
255
|
|
|
|
MERRILL LYNCH & CO
|
Corporate
|
7.75%
|
DUE
|
05/14/2038
|
$
|
255
|
|
|
|
MERRILL LYNCH & CO
|
Corporate
|
7.75%
|
DUE
|
05/14/2038
|
$
|
280
|
|
|
|
MET LIFE GLOBAL FUNDING I
|
Corporate
|
2.95%
|
DUE
|
04/09/2030
|
$
|
652
|
|
|
|
MICROSOFT CORP
|
Corporate
|
3.50%
|
DUE
|
02/12/2035
|
$
|
172
|
|
|
|
MICROCHIP TECHNOLOGY INC
|
Corporate
|
0.97%
|
DUE
|
02/15/2024
|
$
|
1,038
|
|
|
|
MIDAMERICAN ENERGY HOLDINGS
|
Corporate
|
6.12%
|
DUE
|
04/01/2036
|
$
|
207
|
|
|
|
MIDAMERICAN ENERGY HOLDINGS
|
Corporate
|
6.12%
|
DUE
|
04/01/2036
|
$
|
295
|
|
|
|
MIDAMERICAN ENERGY HOLDINGS
|
Corporate
|
6.12%
|
DUE
|
04/01/2036
|
$
|
258
|
|
|
|
MIDAMERICAN ENERGY HOLDINGS
|
Corporate
|
6.12%
|
DUE
|
04/01/2036
|
$
|
421
|
|
|
|
MOLSON COORS BEVERAGE CO
|
Corporate
|
5.00%
|
DUE
|
05/01/2042
|
$
|
81
|
|
|
|
MOLSON COORS BEVERAGE CO
|
Corporate
|
5.00%
|
DUE
|
05/01/2042
|
$
|
250
|
|
|
|
MOLSON COORS BEVERAGE CO
|
Corporate
|
5.00%
|
DUE
|
05/01/2042
|
$
|
181
|
|
|
|
MOLSON COORS BEVERAGE CO
|
Corporate
|
4.20%
|
DUE
|
07/15/2046
|
$
|
95
|
|
|
|
MOLSON COORS BEVERAGE CO
|
Corporate
|
4.20%
|
DUE
|
07/15/2046
|
$
|
95
|
|
|
|
MOLSON COORS BEVERAGE CO
|
Corporate
|
4.20%
|
DUE
|
07/15/2046
|
$
|
72
|
|
|
|
MOLSON COORS BEVERAGE CO
|
Corporate
|
4.20%
|
DUE
|
07/15/2046
|
$
|
31
|
|
|
|
MOLSON COORS BEVERAGE CO
|
Corporate
|
4.20%
|
DUE
|
07/15/2046
|
$
|
172
|
|
|
|
MOLSON COORS BEVERAGE CO
|
Corporate
|
4.20%
|
DUE
|
07/15/2046
|
$
|
257
|
|
|
|
MORGAN STANLEY
|
Corporate
|
4.35%
|
DUE
|
09/08/2026
|
$
|
265
|
|
|
|
MORGAN STANLEY
|
Corporate
|
4.35%
|
DUE
|
09/08/2026
|
$
|
147
|
|
|
|
MORGAN STANLEY
|
Corporate
|
4.35%
|
DUE
|
09/08/2026
|
$
|
118
|
|
|
|
MORGAN STANLEY
|
Corporate
|
4.35%
|
DUE
|
09/08/2026
|
$
|
382
|
|
|
|
MORGAN STANLEY
|
Corporate
|
4.35%
|
DUE
|
09/08/2026
|
$
|
500
|
|
|
|
MORGAN STANLEY
|
Corporate
|
4.88%
|
DUE
|
11/01/2022
|
$
|
2
|
|
|
|
MORGAN STANLEY
|
Corporate
|
4.88%
|
DUE
|
11/01/2022
|
$
|
296
|
|
|
|
MORGAN STANLEY
|
Corporate
|
4.88%
|
DUE
|
11/01/2022
|
$
|
566
|
|
|
|
MORGAN STANLEY
|
Corporate
|
4.88%
|
DUE
|
11/01/2022
|
$
|
849
|
|
|
|
MOSAIC COMPANY
|
Corporate
|
4.05%
|
DUE
|
11/15/2027
|
$
|
737
|
|
|
|
MYLAN NV
|
Corporate
|
5.25%
|
DUE
|
06/15/2046
|
$
|
923
|
|
|
|
NBK TIER 1 FINANCING 2
|
Corporate
|
4.50%
|
DUE
|
01/30/3100
|
$
|
1,062
|
|
|
|
NOV INC
|
Corporate
|
3.95%
|
DUE
|
12/01/2042
|
$
|
16
|
|
|
|
NOV INC
|
Corporate
|
3.95%
|
DUE
|
12/01/2042
|
$
|
28
|
|
|
|
NOV INC
|
Corporate
|
3.95%
|
DUE
|
12/01/2042
|
$
|
51
|
|
|
|
NOV INC
|
Corporate
|
3.95%
|
DUE
|
12/01/2042
|
$
|
13
|
|
|
|
NOV INC
|
Corporate
|
3.95%
|
DUE
|
12/01/2042
|
$
|
17
|
|
|
|
NOV INC
|
Corporate
|
3.95%
|
DUE
|
12/01/2042
|
$
|
252
|
|
|
|
NOV INC
|
Corporate
|
3.95%
|
DUE
|
12/01/2042
|
$
|
202
|
|
|
|
NOV INC
|
Corporate
|
3.95%
|
DUE
|
12/01/2042
|
$
|
318
|
|
|
|
NOV INC
|
Corporate
|
3.60%
|
DUE
|
12/01/2029
|
$
|
439
|
|
|
|
NOV INC
|
Corporate
|
3.60%
|
DUE
|
12/01/2029
|
$
|
240
|
|
|
|
NOV INC
|
Corporate
|
3.60%
|
DUE
|
12/01/2029
|
$
|
235
|
|
|
|
NEW YORK LIFE INSURANCE
|
Corporate
|
3.75%
|
DUE
|
05/15/2050
|
$
|
357
|
|
|
|
NEWELL BRANDS INC
|
Corporate
|
4.35%
|
DUE
|
04/01/2023
|
$
|
496
|
|
|
|
NEWELL BRANDS INC
|
Corporate
|
4.35%
|
DUE
|
04/01/2023
|
$
|
15
|
|
|
|
NEWELL BRANDS INC
|
Corporate
|
4.35%
|
DUE
|
04/01/2023
|
$
|
735
|
|
|
|
NEWELL BRANDS INC
|
Corporate
|
4.35%
|
DUE
|
04/01/2023
|
$
|
478
|
|
|
|
NEWFIELD EXPLORATION
|
Corporate
|
5.75%
|
DUE
|
01/30/2022
|
$
|
77
|
|
|
|
NEWFIELD EXPLORATION
|
Corporate
|
5.75%
|
DUE
|
01/30/2022
|
$
|
27
|
|
|
|
NEWFIELD EXPLORATION
|
Corporate
|
5.75%
|
DUE
|
01/30/2022
|
$
|
285
|
|
|
|
NEWFIELD EXPLORATION
|
Corporate
|
5.75%
|
DUE
|
01/30/2022
|
$
|
71
|
|
|
|
NEWFIELD EXPLORATION
|
Corporate
|
5.75%
|
DUE
|
01/30/2022
|
$
|
254
|
|
|
|
NEWFIELD EXPLORATION
|
Corporate
|
5.62%
|
DUE
|
07/01/2024
|
$
|
131
|
|
|
|
NEWFIELD EXPLORATION
|
Corporate
|
5.62%
|
DUE
|
07/01/2024
|
$
|
217
|
|
|
|
NEWFIELD EXPLORATION
|
Corporate
|
5.62%
|
DUE
|
07/01/2024
|
$
|
193
|
|
|
|
NEWFIELD EXPLORATION
|
Corporate
|
5.38%
|
DUE
|
01/01/2026
|
$
|
885
|
|
|
|
NEWFIELD EXPLORATION
|
Corporate
|
5.38%
|
DUE
|
01/01/2026
|
$
|
488
|
|
|
|
NISOURCE FINANCE CORP
|
Corporate
|
5.80%
|
DUE
|
02/01/2042
|
$
|
110
|
|
|
|
NISOURCE FINANCE CORP
|
Corporate
|
5.80%
|
DUE
|
02/01/2042
|
$
|
344
|
|
|
|
NISOURCE FINANCE CORP
|
Corporate
|
3.95%
|
DUE
|
03/30/2048
|
$
|
510
|
|
|
|
NISOURCE FINANCE CORP
|
Corporate
|
3.95%
|
DUE
|
03/30/2048
|
$
|
277
|
|
|
|
NISOURCE FINANCE CORP
|
Corporate
|
3.95%
|
DUE
|
03/30/2048
|
$
|
651
|
|
|
|
NORDEA BANK ABP
|
Corporate
|
3.75%
|
DUE
|
08/30/2023
|
$
|
779
|
|
|
|
NORDEA BANK AB
|
Corporate
|
4.62%
|
DUE
|
09/13/2033
|
$
|
805
|
|
|
|
NORDEA BANK AB
|
Corporate
|
4.62%
|
DUE
|
09/13/2033
|
$
|
443
|
|
|
|
NOREDA BANK ABP
|
Corporate
|
6.62%
|
DUE
|
01/30/3100
|
$
|
397
|
|
|
|
NOREDA BANK ABP
|
Corporate
|
6.62%
|
DUE
|
01/30/3100
|
$
|
397
|
|
|
|
NORFOLK SOUTHERN CORP
|
Corporate
|
4.05%
|
DUE
|
08/15/2052
|
$
|
642
|
|
|
|
NUTRITION & BIOSCIENCES
|
Corporate
|
1.83%
|
DUE
|
10/15/2027
|
$
|
464
|
|
|
|
O REILLY AUTOMOTIVE INC
|
Corporate
|
3.60%
|
DUE
|
09/01/2027
|
$
|
464
|
|
|
|
O REILLY AUTOMOTIVE INC
|
Corporate
|
3.60%
|
DUE
|
09/01/2027
|
$
|
1,087
|
|
|
|
OCCIDENTAL PETROLEUM COR
|
Corporate
|
6.45%
|
DUE
|
09/15/2036
|
$
|
756
|
|
|
|
OCCIDENTAL PETROLEUM COR
|
Corporate
|
6.45%
|
DUE
|
09/15/2036
|
$
|
417
|
|
|
|
OHIO EDISON
|
Corporate
|
8.25%
|
DUE
|
10/15/2038
|
$
|
149
|
|
|
|
OHIO EDISON
|
Corporate
|
8.25%
|
DUE
|
10/15/2038
|
$
|
70
|
|
|
|
ORACLE CORP
|
Corporate
|
3.60%
|
DUE
|
04/01/2050
|
$
|
601
|
|
|
|
PPL CAPITAL FUNDING INC
|
Corporate
|
4.12%
|
DUE
|
04/15/2030
|
$
|
1,096
|
|
|
|
PACIFIC GAS & ELECTRIC
|
Corporate
|
2.50%
|
DUE
|
02/01/2031
|
$
|
460
|
|
|
|
PARK AEROSPACE HOLDINGS
|
Corporate
|
5.25%
|
DUE
|
08/15/2022
|
$
|
216
|
|
|
|
PARK AEROSPACE HOLDINGS
|
Corporate
|
4.50%
|
DUE
|
03/15/2023
|
$
|
57
|
|
|
|
PARK AEROSPACE HOLDINGS
|
Corporate
|
4.50%
|
DUE
|
03/15/2023
|
$
|
57
|
|
|
|
PARK AEROSPACE HOLDINGS
|
Corporate
|
4.50%
|
DUE
|
03/15/2023
|
$
|
175
|
|
|
|
PARK AEROSPACE HOLDINGS
|
Corporate
|
4.50%
|
DUE
|
03/15/2023
|
$
|
157
|
|
|
|
PATTERSON UTI ENERGY INC
|
Corporate
|
3.95%
|
DUE
|
02/01/2028
|
$
|
17
|
|
|
|
PATTERSON UTI ENERGY INC
|
Corporate
|
3.95%
|
DUE
|
02/01/2028
|
$
|
70
|
|
|
|
PATTERSON UTI ENERGY INC
|
Corporate
|
3.95%
|
DUE
|
02/01/2028
|
$
|
81
|
|
|
|
PATTERSON UTI ENERGY INC
|
Corporate
|
3.95%
|
DUE
|
02/01/2028
|
$
|
26
|
|
|
|
PATTERSON UTI ENERGY INC
|
Corporate
|
3.95%
|
DUE
|
02/01/2028
|
$
|
323
|
|
|
|
PATTERSON UTI ENERGY INC
|
Corporate
|
3.95%
|
DUE
|
02/01/2028
|
$
|
284
|
|
|
|
PENNSYLVANIA ELECTRIC CO
|
Corporate
|
4.15%
|
DUE
|
04/15/2025
|
$
|
327
|
|
|
|
PENNSYLVANIA ELECTRIC CO
|
Corporate
|
4.15%
|
DUE
|
04/15/2025
|
$
|
164
|
|
|
|
PENNSYLVANIA ELECTRIC CO
|
Corporate
|
4.15%
|
DUE
|
04/15/2025
|
$
|
273
|
|
|
|
PETROLEOS MEXICANOS
|
Corporate
|
6.38%
|
DUE
|
01/23/2045
|
$
|
91
|
|
|
|
PETROLEOS MEXICANOS
|
Corporate
|
6.38%
|
DUE
|
01/23/2045
|
$
|
50
|
|
|
|
PETROLEOS MEXICANOS
|
Corporate
|
5.35%
|
DUE
|
02/12/2028
|
$
|
198
|
|
|
|
PETROLEOS MEXICANOS
|
Corporate
|
5.35%
|
DUE
|
02/12/2028
|
$
|
123
|
|
|
|
PETROLEOS MEXICANOS
|
Corporate
|
5.35%
|
DUE
|
02/12/2028
|
$
|
178
|
|
|
|
PLAINS ALL AMERICAN PIPELINE
|
Corporate
|
4.70%
|
DUE
|
06/15/2044
|
$
|
130
|
|
|
|
PLAINS ALL AMERICAN PIPELINE
|
Corporate
|
4.70%
|
DUE
|
06/15/2044
|
$
|
260
|
|
|
|
PLAINS ALL AMERICAN PIPELINE
|
Corporate
|
4.70%
|
DUE
|
06/15/2044
|
$
|
8
|
|
|
|
PLAINS ALL AMERICAN PIPELINE
|
Corporate
|
4.70%
|
DUE
|
06/15/2044
|
$
|
7
|
|
|
|
PLAINS ALL AMERICAN PIPELINE
|
Corporate
|
4.70%
|
DUE
|
06/15/2044
|
$
|
224
|
|
|
|
PLAINS ALL AMERICAN PIPELINE
|
Corporate
|
4.50%
|
DUE
|
12/15/2026
|
$
|
129
|
|
|
|
PLAINS ALL AMERICAN PIPELINE
|
Corporate
|
4.50%
|
DUE
|
12/15/2026
|
$
|
684
|
|
|
|
PLAINS ALL AMERICAN PIPELINE
|
Corporate
|
4.50%
|
DUE
|
12/15/2026
|
$
|
448
|
|
|
|
PLAINS ALL AMERICAN PIPE
|
Corporate
|
3.80%
|
DUE
|
09/15/2030
|
$
|
723
|
|
|
|
PRIME PROPERTYFUND LLC
|
Corporate
|
2.46%
|
DUE
|
10/13/2030
|
$
|
514
|
|
|
|
PRIME PROPERTYFUND LLC
|
Corporate
|
2.56%
|
DUE
|
10/13/2032
|
$
|
1,814
|
|
|
|
PRIME PROPERTYFUND LLC
|
Corporate
|
2.71%
|
DUE
|
10/13/2035
|
$
|
382
|
|
|
|
*PRUDENTIAL FINANCIAL INC
|
Corporate
|
5.88%
|
DUE
|
09/15/2042
|
$
|
142
|
|
|
|
*PRUDENTIAL FINANCIAL INC
|
Corporate
|
5.88%
|
DUE
|
09/15/2042
|
$
|
232
|
|
|
|
*PRUDENTIAL FINANCIAL INC
|
Corporate
|
5.88%
|
DUE
|
09/15/2042
|
$
|
209
|
|
|
|
*PRUDENTIAL FINANCIAL INC
|
Corporate
|
5.62%
|
DUE
|
06/15/2043
|
$
|
294
|
|
|
|
*PRUDENTIAL FINANCIAL INC
|
Corporate
|
5.62%
|
DUE
|
06/15/2043
|
$
|
272
|
|
|
|
*PRUDENTIAL FINANCIAL INC
|
Corporate
|
5.70%
|
DUE
|
09/15/2048
|
$
|
825
|
|
|
|
*PRUDENTIAL FINANCIAL INC
|
Corporate
|
5.70%
|
DUE
|
09/15/2048
|
$
|
456
|
|
|
|
*PRUDENTIAL FINANCIAL INC
|
Corporate
|
3.70%
|
DUE
|
10/01/2050
|
$
|
523
|
|
|
|
PUGET ENERGY INC
|
Corporate
|
5.76%
|
DUE
|
10/01/2039
|
$
|
251
|
|
|
|
PUGET ENERGY INC
|
Corporate
|
5.76%
|
DUE
|
10/01/2039
|
$
|
179
|
|
|
|
PUGET ENERGY INC
|
Corporate
|
5.76%
|
DUE
|
10/01/2039
|
$
|
236
|
|
|
|
QWEST CORP
|
Corporate
|
6.75%
|
DUE
|
12/01/2021
|
$
|
357
|
|
|
|
QWEST CORP
|
Corporate
|
6.75%
|
DUE
|
12/01/2021
|
$
|
109
|
|
|
|
QWEST CORP
|
Corporate
|
6.75%
|
DUE
|
12/01/2021
|
$
|
213
|
|
|
|
QWEST CORP
|
Corporate
|
6.75%
|
DUE
|
12/01/2021
|
$
|
376
|
|
|
|
RELIANCE STEEL AND ALUMINUM
|
Corporate
|
4.50%
|
DUE
|
04/15/2023
|
$
|
540
|
|
|
|
RELIANCE STEEL AND ALUMINUM
|
Corporate
|
4.50%
|
DUE
|
04/15/2023
|
$
|
297
|
|
|
|
REYNOLDS AMERICAN INC
|
Corporate
|
5.85%
|
DUE
|
08/15/2045
|
$
|
108
|
|
|
|
REYNOLDS AMERICAN INC
|
Corporate
|
5.85%
|
DUE
|
08/15/2045
|
$
|
382
|
|
|
|
REYNOLDS AMERICAN INC
|
Corporate
|
5.85%
|
DUE
|
08/15/2045
|
$
|
350
|
|
|
|
ROYAL BK SCOTLND GRP PLC
|
Corporate
|
3.07%
|
DUE
|
05/22/2028
|
$
|
3,260
|
|
|
|
SVB FINANCIAL GROUP
|
Corporate
|
3.50%
|
DUE
|
01/29/2025
|
$
|
301
|
|
|
|
SVB FINANCIAL GROUP
|
Corporate
|
3.50%
|
DUE
|
01/29/2025
|
$
|
164
|
|
|
|
SVB FINANCIAL GROUP
|
Corporate
|
3.50%
|
DUE
|
01/29/2025
|
$
|
257
|
|
|
|
SABINE PASS LIQUEFACTION
|
Corporate
|
4.20%
|
DUE
|
03/15/2028
|
$
|
602
|
|
|
|
SABINE PASS LIQUEFACTION
|
Corporate
|
4.20%
|
DUE
|
03/15/2028
|
$
|
373
|
|
|
|
SABINE PASS LIQUEFACTION
|
Corporate
|
4.20%
|
DUE
|
03/15/2028
|
$
|
539
|
|
|
|
SANDY SPRING BANCORP INC
|
Corporate
|
4.25%
|
DUE
|
11/15/2029
|
$
|
1,371
|
|
|
|
SAUDI ARABIAN OIL CO
|
Corporate
|
4.25%
|
DUE
|
04/16/2039
|
$
|
802
|
|
|
|
DELTA AIR LINES SKYMILES
|
Corporate
|
4.50%
|
DUE
|
10/20/2025
|
$
|
625
|
|
|
|
SMITHFIELD FOODS INC
|
Corporate
|
3.00%
|
DUE
|
10/15/2030
|
$
|
52
|
|
|
|
SMITHFIELD FOODS INC
|
Corporate
|
3.00%
|
DUE
|
10/15/2030
|
$
|
132
|
|
|
|
SMITHFIELD FOODS INC
|
Corporate
|
3.00%
|
DUE
|
10/15/2030
|
$
|
170
|
|
|
|
SMITHFIELD FOODS INC
|
Corporate
|
3.00%
|
DUE
|
10/15/2030
|
$
|
78
|
|
|
|
SMITHFIELD FOODS INC
|
Corporate
|
3.00%
|
DUE
|
10/15/2030
|
$
|
26
|
|
|
|
SMITHFIELD FOODS INC
|
Corporate
|
3.00%
|
DUE
|
10/15/2030
|
$
|
131
|
|
|
|
SOCIETE GENERALE
|
Corporate
|
1.49%
|
DUE
|
12/14/2026
|
$
|
876
|
|
|
|
SOUTHERN COPPER CORP
|
Corporate
|
6.75%
|
DUE
|
04/16/2040
|
$
|
112
|
|
|
|
SOUTHERN COPPER CORP
|
Corporate
|
6.75%
|
DUE
|
04/16/2040
|
$
|
150
|
|
|
|
SOUTHERN COPPER CORP
|
Corporate
|
6.75%
|
DUE
|
04/16/2040
|
$
|
142
|
|
|
|
SPIRIT REALTY LP
|
Corporate
|
4.45%
|
DUE
|
9/15/2026
|
$
|
194
|
|
|
|
SPIRIT REALTY LP
|
Corporate
|
4.00%
|
DUE
|
07/15/2029
|
$
|
287
|
|
|
|
SPIRIT REALTY LP
|
Corporate
|
4.00%
|
DUE
|
07/15/2029
|
$
|
534
|
|
|
|
SPIRIT REALTY LP
|
Corporate
|
4.00%
|
DUE
|
07/15/2029
|
$
|
534
|
|
|
|
SPIRIT REALTY LP
|
Corporate
|
4.00%
|
DUE
|
7/15/2029
|
$
|
315
|
|
|
|
SPIRIT REALTY LP
|
Corporate
|
3.20%
|
DUE
|
1/15/2027
|
$
|
128
|
|
|
|
SPIRIT REALTY LP
|
Corporate
|
3.20%
|
DUE
|
1/15/2027
|
$
|
223
|
|
|
|
SPIRIT REALTY LP
|
Corporate
|
3.20%
|
DUE
|
1/15/2027
|
$
|
404
|
|
|
|
SPIRIT REALTY LP
|
Corporate
|
3.40%
|
DUE
|
1/15/2030
|
$
|
43
|
|
|
|
SPRINT COMMUNICATIONS
|
Corporate
|
9.25%
|
DUE
|
4/15/2022
|
$
|
237
|
|
|
|
SPRINT COMMUNICATIONS
|
Corporate
|
9.25%
|
DUE
|
4/15/2022
|
$
|
580
|
|
|
|
STARBUCKS CORP
|
Corporate
|
2.55%
|
DUE
|
11/15/2030
|
$
|
1,027
|
|
|
|
STORE CAPITAL CORP
|
Corporate
|
4.62%
|
DUE
|
3/15/2029
|
$
|
119
|
|
|
|
STORE CAPITAL CORP
|
Corporate
|
4.62%
|
DUE
|
3/15/2029
|
$
|
220
|
|
|
|
STORE CAPITAL CORP
|
Corporate
|
4.62%
|
DUE
|
3/15/2029
|
$
|
83
|
|
|
|
STORE CAPITAL CORP
|
Corporate
|
4.62%
|
DUE
|
3/15/2029
|
$
|
232
|
|
|
|
STORE CAPITAL CORP
|
Corporate
|
4.62%
|
DUE
|
3/15/2029
|
$
|
189
|
|
|
|
STORE CAPITAL CORP
|
Corporate
|
2.75%
|
DUE
|
11/18/2030
|
$
|
320
|
|
|
|
SYNGENTA FINANCE NV
|
Corporate
|
5.18%
|
DUE
|
4/24/2028
|
$
|
573
|
|
|
|
SYNGENTA FINANCE NV
|
Corporate
|
4.44%
|
DUE
|
4/24/2023
|
$
|
148
|
|
|
|
SYNGENTA FINANCE NV
|
Corporate
|
4.44%
|
DUE
|
4/24/2023
|
$
|
324
|
|
|
|
SYNGENTA FINANCE NV
|
Corporate
|
4.44%
|
DUE
|
4/24/2023
|
$
|
367
|
|
|
|
SYNGENTA FINANCE NV
|
Corporate
|
4.44%
|
DUE
|
4/24/2023
|
$
|
461
|
|
|
|
SYNCHRONY FINANCIAL
|
Corporate
|
3.95%
|
DUE
|
12/1/2027
|
$
|
618
|
|
|
|
SYNCHRONY FINANCIAL
|
Corporate
|
3.95%
|
DUE
|
12/1/2027
|
$
|
343
|
|
|
|
BlackRock TCP Capital Corp
|
Corporate
|
4.12%
|
DUE
|
8/11/2022
|
$
|
325
|
|
|
|
BlackRock TCP Capital Corp
|
Corporate
|
4.12%
|
DUE
|
8/11/2022
|
$
|
196
|
|
|
|
TPG SPECIALTY LENDING IN
|
Corporate
|
3.88%
|
DUE
|
11/1/2024
|
$
|
1,212
|
|
|
|
TPG SPECIALTY LENDING IN
|
Corporate
|
3.88%
|
DUE
|
11/1/2024
|
$
|
668
|
|
|
|
TAKEDA PHARMACEUTICAL
|
Corporate
|
3.38%
|
DUE
|
7/9/2060
|
$
|
645
|
|
|
|
TANGER PROPERTIES LP
|
Corporate
|
3.75%
|
DUE
|
12/1/2024
|
$
|
733
|
|
|
|
TANGER PROPERTIES LP
|
Corporate
|
3.75%
|
DUE
|
12/1/2024
|
$
|
403
|
|
|
|
TANGER PROPERTIES LP
|
Corporate
|
3.12%
|
DUE
|
9/1/2026
|
$
|
257
|
|
|
|
TANGER PROPERTIES LP
|
Corporate
|
3.12%
|
DUE
|
9/1/2026
|
$
|
144
|
|
|
|
TIAA REAL ESTATE CDO LTD
|
Corporate
|
4.27%
|
DUE
|
5/15/2047
|
$
|
561
|
|
|
|
TECK RESOURCES LTD
|
Corporate
|
6.00%
|
DUE
|
8/15/2040
|
$
|
343
|
|
|
|
TECK RESOURCES LTD
|
Corporate
|
6.00%
|
DUE
|
8/15/2040
|
$
|
187
|
|
|
|
TELEFONICA EMISIONES SAU
|
Corporate
|
4.66%
|
DUE
|
3/6/2038
|
$
|
235
|
|
|
|
TELEFONICA EMISIONES SAU
|
Corporate
|
4.66%
|
DUE
|
3/6/2038
|
$
|
181
|
|
|
|
TEVA PHARMACEUTICALS NE
|
Corporate
|
2.20%
|
DUE
|
7/21/2021
|
$
|
38
|
|
|
|
TEVA PHARMACEUTICALS NE
|
Corporate
|
2.20%
|
DUE
|
7/21/2021
|
$
|
237
|
|
|
|
TEVA PHARMACEUTICALS NE
|
Corporate
|
2.20%
|
DUE
|
7/21/2021
|
$
|
171
|
|
|
|
TEVA PHARMACEUTICALS NE
|
Corporate
|
2.20%
|
DUE
|
7/21/2021
|
$
|
245
|
|
|
|
TIME WARNER CABLE INC
|
Corporate
|
6.75%
|
DUE
|
6/15/2039
|
$
|
249
|
|
|
|
TIME WARNER CABLE INC
|
Corporate
|
6.75%
|
DUE
|
6/15/2039
|
$
|
178
|
|
|
|
TIME WARNER CABLE INC
|
Corporate
|
5.88%
|
DUE
|
11/15/2040
|
$
|
133
|
|
|
|
TIME WARNER CABLE INC
|
Corporate
|
5.88%
|
DUE
|
11/15/2040
|
$
|
133
|
|
|
|
TIMKEN CO
|
Corporate
|
4.50%
|
DUE
|
12/15/2028
|
$
|
1,400
|
|
|
|
TRUIST BANK
|
Corporate
|
2.25%
|
DUE
|
3/11/2030
|
$
|
761
|
|
|
|
UNITED AIRLINES
|
Corporate
|
4.60%
|
DUE
|
9/1/2027
|
$
|
83
|
|
|
|
UNITED MEXICAN STATES
|
Corporate
|
4.75%
|
DUE
|
3/8/2044
|
$
|
564
|
|
|
|
UNITED MEXICAN STATES
|
Corporate
|
4.75%
|
DUE
|
3/8/2044
|
$
|
357
|
|
|
|
UNITED MEXICAN STATES
|
Corporate
|
4.75%
|
DUE
|
3/8/2044
|
$
|
511
|
|
|
|
UNITED MEXICAN STATES
|
Corporate
|
4.75%
|
DUE
|
3/8/2044
|
$
|
209
|
|
|
|
UNITED MEXICAN STATES
|
Corporate
|
4.75%
|
DUE
|
3/8/2044
|
$
|
409
|
|
|
|
UNITED TECHNOLOGIES CORP
|
Corporate
|
4.50%
|
DUE
|
6/1/2042
|
$
|
124
|
|
|
|
UNITED TECHNOLOGIES CORP
|
Corporate
|
4.50%
|
DUE
|
6/1/2042
|
$
|
652
|
|
|
|
UPJOHN INC
|
Corporate
|
2.70%
|
DUE
|
6/22/2030
|
$
|
774
|
|
|
|
VALE OVERSEAS LTD
|
Corporate
|
6.88%
|
DUE
|
11/21/2036
|
$
|
117
|
|
|
|
VALE OVERSEAS LTD
|
Corporate
|
6.88%
|
DUE
|
11/21/2036
|
$
|
147
|
|
|
|
VALE OVERSEAS LTD
|
Corporate
|
6.88%
|
DUE
|
11/21/2036
|
$
|
147
|
|
|
|
VALE OVERSEAS LTD
|
Corporate
|
6.25%
|
DUE
|
8/10/2026
|
$
|
354
|
|
|
|
VALE OVERSEAS LTD
|
Corporate
|
6.25%
|
DUE
|
8/10/2026
|
$
|
143
|
|
|
|
VALE OVERSEAS LTD
|
Corporate
|
6.25%
|
DUE
|
8/10/2026
|
$
|
273
|
|
|
|
VALE OVERSEAS LTD
|
Corporate
|
6.25%
|
DUE
|
8/10/2026
|
$
|
826
|
|
|
|
VALLEY NATIONAL BANCORP
|
Corporate
|
5.12%
|
DUE
|
9/27/2023
|
$
|
109
|
|
|
|
VALLEY NATIONAL BANCORP
|
Corporate
|
5.12%
|
DUE
|
9/27/2023
|
$
|
763
|
|
|
|
VALLEY NATIONAL BANCORP
|
Corporate
|
5.25%
|
DUE
|
6/15/2030
|
$
|
3,121
|
|
|
|
VEREIT OPERATING PARTNERSHIP
|
Corporate
|
4.62%
|
DUE
|
11/1/2025
|
$
|
455
|
|
|
|
VEREIT OPERATING PARTNERSHIP
|
Corporate
|
4.62%
|
DUE
|
11/1/2025
|
$
|
317
|
|
|
|
VEREIT OPERATING PARTNERSHIP
|
Corporate
|
4.62%
|
DUE
|
11/1/2025
|
$
|
426
|
|
|
|
VEREIT OPERATING PARTNERSHIP
|
Corporate
|
3.10%
|
DUE
|
12/15/2029
|
$
|
1,004
|
|
|
|
VEREIT OPERATING PARTNERSHIP
|
Corporate
|
3.10%
|
DUE
|
12/15/2029
|
$
|
550
|
|
|
|
VEREIT OPERATING PARTNER
|
Corporate
|
2.85%
|
DUE
|
12/15/2032
|
$
|
376
|
|
|
|
VERIZON COMMUNICATIONS
|
Corporate
|
2.99%
|
DUE
|
10/30/2056
|
$
|
861
|
|
|
|
VERIZON COMMUNICATIONS
|
Corporate
|
2.88%
|
DUE
|
11/20/2050
|
$
|
468
|
|
|
|
VIACOMCBS INC
|
Corporate
|
4.95%
|
DUE
|
1/15/2031
|
$
|
612
|
|
|
|
VIACOMCBS INC
|
Corporate
|
4.95%
|
DUE
|
1/15/2031
|
$
|
161
|
|
|
|
VIACOMCBS INC
|
Corporate
|
4.20%
|
DUE
|
5/19/2032
|
$
|
631
|
|
|
|
VIACOMCBS INC
|
Corporate
|
4.20%
|
DUE
|
5/19/2032
|
$
|
185
|
|
|
|
VIRGINIA ELECTRIC & POWER CO
|
Corporate
|
8.88%
|
DUE
|
11/15/2038
|
$
|
203
|
|
|
|
VIRGINIA ELECTRIC & POWER CO
|
Corporate
|
8.88%
|
DUE
|
11/15/2038
|
$
|
461
|
|
|
|
VIRGINIA ELECTRIC & POWER CO
|
Corporate
|
8.88%
|
DUE
|
11/15/2038
|
$
|
369
|
|
|
|
VOYA FINANCIAL INC
|
Corporate
|
4.70%
|
DUE
|
1/23/2048
|
$
|
203
|
|
|
|
VOYA FINANCIAL INC
|
Corporate
|
4.70%
|
DUE
|
1/23/2048
|
$
|
109
|
|
|
|
WP CAREY INC
|
Corporate
|
4.25%
|
DUE
|
10/1/2026
|
$
|
311
|
|
|
|
WP CAREY INC
|
Corporate
|
4.25%
|
DUE
|
10/1/2026
|
$
|
205
|
|
|
|
WP CAREY INC
|
Corporate
|
2.40%
|
DUE
|
2/1/2031
|
$
|
291
|
|
|
|
WRKCO INC
|
Corporate
|
3.00%
|
DUE
|
6/15/2033
|
$
|
431
|
|
|
|
SENIOR UNSECURED NOTES
|
Corporate
|
2.94%
|
DUE
|
12/18/2032
|
$
|
5,208
|
|
|
|
CENTERPOINT PROPERTIES TRUST
|
Corporate
|
0.01%
|
DUE
|
10/28/2030
|
$
|
5,098
|
|
|
|
WASTE CONNECTIONS INC
|
Corporate
|
4.25%
|
DUE
|
12/1/2028
|
$
|
380
|
|
|
|
WELLPOINT INC
|
Corporate
|
4.65%
|
DUE
|
1/15/2043
|
$
|
118
|
|
|
|
WELLPOINT INC
|
Corporate
|
4.65%
|
DUE
|
1/15/2043
|
$
|
131
|
|
|
|
WELLPOINT INC
|
Corporate
|
4.65%
|
DUE
|
1/15/2043
|
$
|
138
|
|
|
|
WELLS FARGO FINANCIAL
|
Corporate
|
5.61%
|
DUE
|
1/15/2044
|
$
|
162
|
|
|
|
WELLS FARGO CO
|
Corporate
|
5.38%
|
DUE
|
11/2/2043
|
$
|
220
|
|
|
|
WELLS FARGO CO
|
Corporate
|
5.38%
|
DUE
|
11/2/2043
|
$
|
208
|
|
|
|
WILLIS NORTH AMERICA INC
|
Corporate
|
2.95%
|
DUE
|
9/15/2029
|
$
|
279
|
|
|
|
WILLIS NORTH AMERICA INC
|
Corporate
|
2.95%
|
DUE
|
9/15/2029
|
$
|
153
|
|
|
|
XSTRATA FINANCE CANADA
|
Corporate
|
5.55%
|
DUE
|
10/25/2042
|
$
|
135
|
|
|
|
XSTRATA FINANCE CANADA
|
Corporate
|
5.55%
|
DUE
|
10/25/2042
|
$
|
33
|
|
|
|
XSTRATA FINANCE CANADA
|
Corporate
|
5.55%
|
DUE
|
10/25/2042
|
$
|
38
|
|
|
|
XSTRATA FINANCE CANADA
|
Corporate
|
5.55%
|
DUE
|
10/25/2042
|
$
|
123
|
|
|
|
XSTRATA FINANCE CANADA
|
Corporate
|
5.55%
|
DUE
|
10/25/2042
|
$
|
179
|
|
|
|
XLIT LTD
|
Corporate
|
4.45%
|
DUE
|
3/31/2025
|
$
|
122
|
|
|
|
XLIT LTD
|
Corporate
|
4.45%
|
DUE
|
3/31/2025
|
$
|
106
|
|
|
|
XLIT LTD
|
Corporate
|
4.45%
|
DUE
|
3/31/2025
|
$
|
86
|
|
|
|
XLIT LTD
|
Corporate
|
4.45%
|
DUE
|
3/31/2025
|
$
|
286
|
|
|
|
XLIT LTD
|
Corporate
|
4.45%
|
DUE
|
3/31/2025
|
$
|
400
|
|
|
|
XLIT LTD
|
Corporate
|
4.45%
|
DUE
|
3/31/2025
|
$
|
548
|
|
|
|
XLIT LTD
|
Corporate
|
5.5%
|
DUE
|
3/31/2045
|
$
|
279
|
|
|
|
XLIT LTD
|
Corporate
|
5.5%
|
DUE
|
3/31/2045
|
$
|
174
|
|
|
|
XLIT LTD
|
Corporate
|
5.5%
|
DUE
|
3/31/2045
|
$
|
251
|
|
|
|
YARA INTERNATIONAL ASA
|
Corporate
|
4.75%
|
DUE
|
6/1/2028
|
$
|
456
|
|
|
|
YARA INTERNATIONAL ASA
|
Corporate
|
4.75%
|
DUE
|
6/1/2028
|
$
|
237
|
|
|
|
YARA INTERNATIONAL ASA
|
Corporate
|
4.75%
|
DUE
|
6/1/2028
|
$
|
45
|
|
|
|
YARA INTERNATIONAL ASA
|
Corporate
|
4.75%
|
DUE
|
6/1/2028
|
$
|
117
|
|
|
|
YARA INTERNATIONAL ASA
|
Corporate
|
4.75%
|
DUE
|
6/1/2028
|
$
|
237
|
|
|
|
YARA INTERNATIONAL ASA
|
Corporate
|
4.75%
|
DUE
|
6/1/2028
|
$
|
124
|
|
|
|
YARA INTERNATIONAL ASA
|
Corporate
|
4.75%
|
DUE
|
6/1/2028
|
$
|
12
|
|
|
|
YARA INTERNATIONAL ASA
|
Corporate
|
4.75%
|
DUE
|
6/1/2028
|
$
|
675
|
|
|
|
YARA INTERNATIONAL ASA
|
Corporate
|
4.75%
|
DUE
|
6/1/2028
|
$
|
154
|
|
|
|
YARA INTERNATIONAL ASA
|
Corporate
|
3.15%
|
DUE
|
6/4/2030
|
$
|
239
|
|
|
|
ZIONS BANCORPORATION NA
|
Corporate
|
3.5%
|
DUE
|
8/27/2021
|
$
|
1,019
|
|
|
|
CHANEL LIMITED
|
Corporate
|
2.45%
|
DUE
|
10/13/2030
|
$
|
4,420
|
|
|
|
FNMA
|
Fed Agency
|
3.00%
|
DUE
|
1/15/2043
|
$
|
12,411
|
|
|
|
FNMA
|
Fed Agency
|
3.00%
|
DUE
|
1/15/2043
|
$
|
6,284
|
|
|
|
FNMA
|
Fed Agency
|
3.00%
|
DUE
|
1/15/2043
|
$
|
8,379
|
|
|
|
FNMA
|
Fed Agency
|
4.00%
|
DUE
|
4/1/2040
|
$
|
4,404
|
|
|
|
FNMA
|
Fed Agency
|
4.50%
|
DUE
|
1/1/2040
|
$
|
4,524
|
|
|
|
GNMA II
|
Fed Agency
|
0.03%
|
DUE
|
12/15/2043
|
$
|
18,741
|
|
|
|
GNMA II
|
Fed Agency
|
0.04%
|
DUE
|
1/23/2042
|
$
|
12,267
|
|
|
|
COLUMBIA REPUBLIC OF
|
Foreign
|
0.04%
|
DUE
|
5/15/2051
|
$
|
223
|
|
|
|
UNITED MEXICAN STATES
|
Foreign
|
0.07%
|
DUE
|
9/27/2034
|
$
|
458
|
|
|
|
UNITED MEXICAN STATES
|
Foreign
|
0.07%
|
DUE
|
9/27/2034
|
$
|
247
|
|
|
|
UNITED MEXICAN STATES
|
Foreign
|
0.07%
|
DUE
|
9/27/2034
|
$
|
388
|
|
|
|
5 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
4/6/2021
|
$
|
(1)
|
|
|
|
5 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
4/6/2021
|
$
|
(6)
|
|
|
|
5 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
4/6/2021
|
$
|
(4)
|
|
|
|
5 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
4/6/2021
|
$
|
(8)
|
|
|
|
2 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
4/6/2021
|
$
|
(10)
|
|
|
|
2 YR US TR NOTES
|
Futures
|
0.00%
|
DUE
|
4/6/2021
|
$
|
(1)
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
3/31/2021
|
$
|
48
|
|
|
|
20 YR US TR BONDS
|
Futures
|
0.00%
|
DUE
|
3/31/2021
|
$
|
7
|
|
|
|
US ULTRA T-BOND
|
Futures
|
0.00%
|
DUE
|
3/31/2021
|
$
|
(66)
|
|
|
|
US ULTRA T-BOND
|
Futures
|
0.00%
|
DUE
|
3/31/2021
|
$
|
(23)
|
|
|
|
US ULTRA T-BOND
|
Futures
|
0.00%
|
DUE
|
3/31/2021
|
$
|
20
|
|
|
|
US 10YR ULTRA FUT JUN16
|
Futures
|
0.00%
|
DUE
|
3/31/2021
|
$
|
147
|
|
|
|
US 10YR ULTRA FUT JUN16
|
Futures
|
0.00%
|
DUE
|
3/31/2021
|
$
|
5
|
|
|
|
US 10YR ULTRA FUT JUN16
|
Futures
|
0.00%
|
DUE
|
3/31/2021
|
$
|
(4)
|
|
|
|
US 10YR ULTRA FUT JUN16
|
Futures
|
0.00%
|
DUE
|
3/31/2021
|
$
|
(6)
|
|
|
|
US 10YR ULTRA FUT JUN16
|
Futures
|
0.00%
|
DUE
|
3/31/2021
|
$
|
2
|
|
|
|
US 10YR ULTRA FUT JUN16
|
Futures
|
0.00%
|
DUE
|
3/31/2021
|
$
|
(15)
|
|
|
|
US 10YR ULTRA FUT JUN16
|
Futures
|
0.00%
|
DUE
|
3/31/2021
|
$
|
(4)
|
|
|
|
US 10YR ULTRA FUT JUN16
|
Futures
|
0.00%
|
DUE
|
3/31/2021
|
$
|
(2)
|
|
|
|
FNMA
|
Mortgage Backed
|
2.00%
|
DUE
|
1/25/2029
|
$
|
25,169
|
|
|
|
FHLMC
|
Mortgage Backed
|
2.00%
|
DUE
|
12/1/2050
|
$
|
1,486
|
|
|
|
FHLMC
|
Mortgage Backed
|
2.00%
|
DUE
|
1/1/2051
|
$
|
3,135
|
|
|
|
FNMA
|
Mortgage Backed
|
4.50%
|
DUE
|
6/1/2048
|
$
|
1,523
|
|
|
|
FNMA
|
Mortgage Backed
|
3.00%
|
DUE
|
4/1/2050
|
$
|
5,008
|
|
|
|
FNMA
|
Mortgage Backed
|
3.50%
|
DUE
|
6/1/2050
|
$
|
5,706
|
|
|
|
FNMA
|
Mortgage Backed
|
3.50%
|
DUE
|
8/1/2050
|
$
|
259
|
|
|
|
FNMA
|
Mortgage Backed
|
3.50%
|
DUE
|
2/1/2043
|
$
|
4,969
|
|
|
|
FNMA
|
Mortgage Backed
|
3.00%
|
DUE
|
6/1/2032
|
$
|
860
|
|
|
|
FNMA
|
Mortgage Backed
|
3.00%
|
DUE
|
8/1/2032
|
$
|
369
|
|
|
|
FNMA
|
Mortgage Backed
|
3.50%
|
DUE
|
12/1/2047
|
$
|
5,953
|
|
|
|
FNMA
|
Mortgage Backed
|
5.00%
|
DUE
|
6/1/2048
|
$
|
601
|
|
|
|
FNMA
|
Mortgage Backed
|
3.50%
|
DUE
|
5/1/2050
|
$
|
6,977
|
|
|
|
FNMA
|
Mortgage Backed
|
2.00%
|
DUE
|
1/1/2051
|
$
|
8,312
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.50%
|
DUE
|
3/20/2047
|
$
|
5,366
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.00%
|
DUE
|
5/20/2050
|
$
|
5,929
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.00%
|
DUE
|
6/20/2050
|
$
|
2,997
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.00%
|
DUE
|
6/20/2050
|
$
|
1,498
|
|
|
|
GNMA II
|
Mortgage Backed
|
3.00%
|
DUE
|
6/20/2050
|
$
|
1,498
|
|
|
|
CALIFORNIA STATE
|
Municipals
|
7.55%
|
DUE
|
4/1/2039
|
$
|
352
|
|
|
|
NEW YORK ST DORM AUTH ST PERSO
|
Municipals
|
3.19%
|
DUE
|
2/15/2043
|
$
|
218
|
|
|
|
NORTHSTAR EDU FIN INC DE
|
Municipals
|
1.61%
|
DUE
|
4/1/2042
|
$
|
1,667
|
|
|
|
BCM SWAPTION
|
Options
|
2.94%
|
DUE
|
12/13/2032
|
$
|
346
|
|
|
|
BCM SWAPTION
|
Options
|
2.44%
|
DUE
|
12/13/2032
|
$
|
281
|
|
|
|
BCM SWAPTION
|
Options
|
2.62%
|
DUE
|
1/31/2033
|
$
|
346
|
|
|
|
BCM SWAPTION
|
Options
|
3.12%
|
DUE
|
1/31/2033
|
$
|
336
|
|
|
|
SELECTIVE INSURANCE GROUP
|
Preferred Stock
|
0.00%
|
DUE
|
1/31/3100
|
$
|
1,581
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
0.00%
|
DUE
|
|
$
|
200
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
0.00%
|
DUE
|
|
$
|
28
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
0.00%
|
DUE
|
|
$
|
33
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
0.00%
|
DUE
|
|
$
|
314
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
0.00%
|
DUE
|
|
$
|
150
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
0.00%
|
DUE
|
|
$
|
230
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
0.00%
|
DUE
|
|
$
|
8,722
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
0.00%
|
DUE
|
|
$
|
12,425
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
0.00%
|
DUE
|
|
$
|
2,653
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
0.00%
|
DUE
|
|
$
|
7,554
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
0.00%
|
DUE
|
|
$
|
1,998
|
|
|
|
STATE STREET STIF
|
Sweep Investment
|
0.00%
|
DUE
|
|
$
|
1,821
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
3.50%
|
DUE
|
2/15/2039
|
$
|
407
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
3.50%
|
DUE
|
2/15/2039
|
$
|
217
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
3.50%
|
DUE
|
2/15/2039
|
$
|
1,357
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
3.50%
|
DUE
|
2/15/2039
|
$
|
5,225
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
3.50%
|
DUE
|
2/15/2039
|
$
|
1,764
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
8/15/2049
|
$
|
687
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
8/15/2049
|
$
|
172
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
8/15/2049
|
$
|
286
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
8/15/2049
|
$
|
401
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
8/15/2049
|
$
|
687
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
8/15/2049
|
$
|
229
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
8/15/2049
|
$
|
687
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
8/15/2049
|
$
|
12,597
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
8/15/2049
|
$
|
573
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
8/15/2049
|
$
|
859
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
8/15/2049
|
$
|
286
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
8/15/2049
|
$
|
57
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
8/15/2049
|
$
|
344
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
8/15/2049
|
$
|
916
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
8/15/2049
|
$
|
687
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
8/15/2049
|
$
|
401
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
8/15/2049
|
$
|
344
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
8/15/2049
|
$
|
859
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
8/15/2049
|
$
|
458
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
8/15/2049
|
$
|
286
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
2.25%
|
DUE
|
8/15/2049
|
$
|
2,061
|
|
|
|
US TREASURY N B
|
US Govt Bonds
|
1.62%
|
DUE
|
8/15/2029
|
$
|
1,926
|
|
|
|
TREASURY SEC
|
US Govt Bonds
|
0.25%
|
DUE
|
10/31/2025
|
$
|
3,983
|
|
|
|
OTHER ASSETS
|
|
|
|
|
$
|
(92,728)
|
|
|
|
TOTAL MASSMUTUAL STABLE VALUE
|
|
|
|
|
$
|
665,600
|
|
|
|
• NOTES RECEIVABLE FROM PARTICIPANTS
|
Participant Loans
|
2.36% to 11.00% 2020- 2044
|
$
|
145,293
|
|
|
|
• Indicates party-in-interest to the plan. All investments are participant directed; therefore, cost value has been omitted.
|
|
|
|
|
|
Required Information
Financial statements and schedules for the Cigna 401(k) Plan, prepared
in accordance with the financial reporting requirements of the Employee Retirement Income Security Act of 1974, are contained in this
Annual Report on Form 11-K.
Exhibits
Exhibits are listed in the Index to Exhibits.
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 24, 2021
|
By:
|
/s/ Jill Vaslow
|
|
|
|
Jill Vaslow
|
|
|
|
Plan Administrator
|
Index
to Exhibits
|
Number
|
Description
|
Method of Filing
|
|
|
|
|
|
23
|
Consent of Independent Registered Public Accounting Firm
|
Filed herewith.
|
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