UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 11-K
(Mark One)
| ☒ | ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 |
For the fiscal year ended December 31, 2021
OR
| ☐ | TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 |
For the transition period from _____ to _____
Commission File Number 001-38769
A. Full title of the plan and the address of the plan, if different from that of the issuer named below:
Cigna 401(k) Plan
B. Name of issuer of the securities held pursuant to the plan and the address of its principal executive office:
Cigna Corporation
900 Cottage Grove Road
Bloomfield, Connecticut 06002
CIGNA 401(k) PLAN
Financial Statements and
Supplemental Schedule
December 31, 2021 and 2020
CIGNA 401(k) PLAN TABLE OF CONTENTS |
| | |
| | | |
| | Page |
| Report of Independent Registered Public Accounting Firm | 4 |
| | | |
| Financial Statements | |
| | Statements of Net Assets Available for Benefits as of December 31, 2021 and 2020 | 5 |
| | Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2021 | 6 |
| | Notes to Financial Statements | 7 |
| | | |
| | | |
| Supplemental Schedule* | |
| | Form 5500 Schedule H, Line 4i - Schedule of Assets (Held at End of Year) as of December 31, 2021 | 18 |
| | | |
| | | |
| *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 |
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, 2021 and December 31, 2020 and the related statement of changes in net assets available for benefits for the year ended December 31, 2021, 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, 2021 and December 31, 2020, and the changes in net assets available for benefits for the year ended December 31, 2021 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 H, Line 4i - Schedule of Assets (Held at End of Year) as of December 31, 2021 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 29, 2022
We have served as the Plan’s auditor since at least 1994. We have not been able to determine the specific year we began serving as auditor of the Plan
| CIGNA 401(k) PLAN |
| |
| STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS |
| | | | | |
| | | | | |
| | | As of |
| | | December 31, |
| | | 2021 | | 2020 |
| | | (In thousands) |
| Assets | | | | |
| | | | | |
| Investments, at fair value (See Note 4) | | $ | 8,883,913 | | | $ | 7,544,239 | |
| | | | | | | | | |
| Investments, at contract value (See Note 5) | | | 3,697,864 | | | | 3,488,571 | |
| | | | | | | | | |
| Notes receivable | | | 141,821 | | | | 145,293 | |
| | | | | | | | | |
| Employer contributions receivable | | | 19,792 | | | | 19,470 | |
| | | | | | | | | |
| Cash in transit related to merger (See Note 3) | | | — | | | | 214,132 | |
| | | | | | | | | |
| Net assets available for benefits | | $ | 12,743,390 | | | $ | 11,411,705 | |
| | | | | | | | | |
| The accompanying Notes to the Financial Statements are an integral part of these statements. |
| CIGNA 401(k) PLAN |
| | | |
| STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS |
| | | |
| | | |
| | | | For the Year Ended | |
| | | | December 31, 2021 | |
| | | | (In thousands) | |
| | | | | |
| Investment Income | | | | |
| | | | | |
| Net appreciation in fair value of investments | | $ | 1,363,247 | |
| | | | | |
| Other investment income | | | 74 | |
| | | | | |
| Interest | | | 97,258 | |
| | | | | |
| Dividends | | | 15,119 | |
| | | | | |
| Net investment income | | | 1,475,698 | |
| | | | | |
| Interest income on notes receivable from participants | | | 7,328 | |
| | | | | |
| Contributions | | | | |
| | | | | |
| Employee contributions | | | 469,503 | |
| | | | | |
| Employer contributions | | | 262,774 | |
| | | | | |
| Rollover contributions | | | 73,860 | |
| | | | | |
| Total contributions | | | 806,137 | |
| | | | | |
| Deductions | | | | |
| | | | | |
| Benefits paid to participants | | | (955,101 | ) |
| | | | | |
| Plan expenses | | | (2,781 | ) |
| | | | | |
| Total deductions | | | (957,882 | ) |
| | | | | |
| Net increase | | | 1,331,281 | |
| | | | | |
| Other Transfers | | | 404 | |
| | | | | |
| Net assets available for benefits | | | | |
| Beginning of year | | | 11,411,705 | |
| | | | | |
| End of year | | $ | 12,743,390 | |
| | | | | |
| The accompanying Notes to the Financial Statements are an integral part of these statements. |
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
Note 1 – Description of the Plan
The following description of the Cigna 401(k) Plan (the “Plan”) provides general information only. A more complete explanation of the features and benefits available under the Plan, a defined contribution plan, is contained in the Plan’s Summary Plan Description and Prospectus. Generally, all U.S.-based employees of participating 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, 2021 and 2020 and for the year ended December 31, 2021, 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. Effective January 1, 2022, Cigna maintains and sponsors the Plan.
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. The Plan was amended on December 20, 2021 to permit Plan participants to make after-tax contributions up to a maximum of $10,000 per year effective January 1, 2022.
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
The Plan uses an automatic contribution rate increase program called Contribution Accelerator. If an eligible participant’s pre-tax contribution rate is at least 1% but less than 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. Effective January 1, 2022, the maximum automatic contribution rate under the Contribution Accelerator program was increased from 10% to 11%.
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 January 1, 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, after-tax 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 2021 and 2020.
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
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 2021 plan year, the total SCA contributions were $4.0 million. This amount is included in the employer contributions receivable as of December 31, 2021.
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.
Forfeitures
During the year ended December 31, 2021, employer contributions were reduced by approximately $4.1 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. Effective April 1, 2021, the maintenance fee for loans decreased to $20 annually. There is no change to the $50 processing fee. At December 31, 2021, loan interest rates ranged from 2.36% to 10.50% and as of December 31, 2020, loan interest rates ranged from 2.36% to 11.00%.
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
Payment of Benefits
Participants may withdraw funds subject to the requirements of the Plan. Upon termination of employment for any reason, a participant may elect to receive either a lump-sum amount equal to the value of the participant’s vested account balance, monthly installments over a period of years, an annuity, or a combination of these forms of payment. If the participant’s vested account balance is more than $1,000 but not more than $5,000 and the participant does not agree within 80 days to accept a lump sum, the amount will automatically be rolled over to an Individual Retirement Account or Individual Retirement Annuity ("IRA") sponsored by a Prudential Retirement affiliate. The IRA will be invested in an investment product designed to preserve principal and provide a reasonable rate of return and liquidity. All related expenses will be charged to the IRA. If a Plan participant with a balance greater than $5,000 terminates and does not withdraw funds, the account becomes inactive. Inactive plan participants can request withdrawals at any time. The required minimum distribution age was increased to age 72 and as a result, terminated participants must begin taking minimum distributions in April of the year following the year they turn age 72. To the extent a participant’s account is invested in Cigna common stock, the participant may elect to receive such amounts in shares.
Additionally, the Plan was amended in 2021 to allow participants to take Qualified Birth Adoption Distributions (QBADs) from the Plan. The amount of the QBAD may not exceed a participant’s vested account balance or, if less, $5,000 minus the amount of any other QBAD taken by the participant.
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, 2021, the annual administrative fee was 0.0140% of the participant’s account up to a maximum of $93. Additionally, effective January 1, 2022, the annual administrative fee was reduced to 0.0130% of the participant’s account up to a maximum of $90.
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.
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
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.
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.
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.
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
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.
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
Note 4 - Fair Value Measurements
Accounting Standards Codification 820, Fair Value Measurements and Disclosures, provides a framework for measuring fair value. That framework provides a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value, as follows: Level 1, which refers to securities valued using unadjusted quoted prices from active markets for identical assets; Level 2, which refers to securities not traded on an active market but for which observable market inputs are readily available; and Level 3, which refers to securities valued based on significant unobservable inputs. Assets and liabilities are classified in their entirety based on the lowest level of input that is significant to the fair value measurement.
Financial Assets Carried at Fair Value
The following table provides information as of December 31, 2021 and 2020 about the Plan’s financial assets carried at fair value on a recurring basis.
| | | | | | | |
| 2021 | | Quoted Prices in Active Markets for Identical Assets | | Significant Other Observable Inputs | | |
| (In thousands) | | (Level 1) | | (Level 2) | | Total |
| Assets at fair value: | | | | | | | | | | | | |
| Common stock | | $ | 860,658 | | | $ | — | | | $ | 860,658 | |
| Pooled separate accounts: | | | | | | | | | | | | |
| Fixed maturities | | | | | | | 266,548 | | | | 266,548 | |
| Equity securities | | | | | | | 7,756,707 | | | | 7,756,707 | |
| Total assets at fair value | | $ | 860,658 | | | $ | 8,023,255 | | | $ | 8,883,913 | |
| | | | | | | | | | | | | |
| 2020 | | | Quoted Prices in Active Markets for Identical Assets | | | | Significant Other Observable Inputs | | | | | |
| (In thousands) | | | (Level 1) | | | | (Level 2) | | | | Total | |
| Assets at fair value: | | | | | | | | | | | | |
| Common stock | | $ | 827,257 | | | $ | — | | | $ | 827,257 | |
| Pooled separate accounts: | | | | | | | | | | | | |
| Fixed maturities | | | | | | | 241,446 | | | | 241,446 | |
| Equity securities | | | | | | | 6,475,536 | | | | 6,475,536 | |
| Total assets at fair value | | $ | 827,257 | | | $ | 6,716,982 | | | $ | 7,544,239 | |
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
Note 5 – Financial Assets Carried at Contract Value
The Plan’s Fixed Income Fund is supported by four separate fully benefit-responsive investment contracts, including a traditional investment contract and three synthetic investment contracts. The Fixed Income Fund 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.
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) | | 2021 | | 2020 |
| Financial assets at contract value: | | | | | | | | |
| Traditional investment contract | | $ | 683,109 | | | $ | 644,420 | |
| Synthetic investment contracts | | | 3,014,755 | | | | 2,844,151 | |
| Total assets at contract value | | $ | 3,697,864 | | | $ | 3,488,571 | |
The key difference between a synthetic investment contract and a traditional investment contract is that the Plan owns the underlying assets of the synthetic investment contract. A synthetic investment contract includes a wrapper contract, which is an agreement for the wrap issuer insurance company to make payments to the Plan in certain circumstances. The wrapper contract typically includes certain conditions and limitations on the underlying assets owned by the Plan. With traditional investment contracts, the Plan owns only the contract itself and there are no reserves against contract value for the credit risk of the contract issuer.
Synthetic and traditional investment contracts are designed to accrue interest based on crediting rates established by the contract issuers. The synthetic investment contracts held by the Plan include three wrapper contracts with the Prudential Insurance Company of America ("PICA"), Voya Retirement Insurance and Annuity Company ("VRIAC"), and Massachusetts Mutual Life Insurance Company ("MassMutual"), each of which provide a guarantee that their crediting rate will not fall below 0 percent. Assets supporting these contracts are comprised of diversified fixed income securities. Cash flow volatility (for example, timing of benefit payments) as well as asset underperformance can be passed through to the Plan through adjustments to future contract crediting rates. Crediting rates are reviewed not less than annually for resetting, and any adjustments can then be passed through to participants, which would generally be performed through updating of the crediting rate for the Fixed Income Fund in order to bring the melded book value of the participants in line with the Plan’s cumulative contract value on the four underlying fully benefit-responsive investment contracts.
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
The traditional investment contract held by the Plan is a guaranteed investment contract with PRIAC. The contract issuer is contractually obligated to repay the principal and interest at a specified interest rate that is guaranteed to the Plan. The crediting rate is based on a formula established by the contract issuer but may not be less than 0 percent and is reviewed not less than annually for resetting.
The Plan’s ability to receive amounts due in accordance with fully benefit-responsive investment contracts is dependent on the third-party issuer’s ability to meet its financial obligations. The issuer’s ability to meet its contractual obligations may be affected by future economic and regulatory developments.
Certain events might limit the ability of the Plan to transact at contract value with the contract issuer. These events may be different under each contract. Examples of such events include the following:
- 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 August 24, 2021. The Plan has been amended since receiving the determination letter; however, the plan administrator believes that the Plan is currently designed and being operated in compliance with the applicable requirements of the Internal Revenue Code. The Plan may be subject to IRS audit but there is no such audit currently in progress, nor has there been one in the recent past. However, the federal tax years that remain open and subject to an audit based on IRS general procedures are 2018 to 2020. Tax years 2017 and 2018 are under review due to amended return filings.
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, 2021 and 2020, 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, 2021, the Plan purchased shares of Cigna common stock for $60,650,810 (272,440 shares) and sold shares of Cigna common stock for $112,984,309 (498,184 shares). The Cigna Stock Fund experienced net appreciation of $85,733,538 for the year ended December 31, 2021.
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 $2.8 million in 2021. 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. Market risks include global events which could impact the value of investment securities, such as a pandemic or international conflict.
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, 2021 and 2020.
| | | As of December 31, |
| (In thousands) | | 2021 | | 2020 |
| Net Assets available for benefits per the Statements of Net Assets Available for Benefits | | $ | 12,743,390 | | | $ | 11,411,705 | |
| | | | | | | | | |
| Difference between contract value and fair value on fully benefit-responsive contracts (a) | | | 100,501 | | | | 175,964 | |
| Net Assets available for benefits per the Form 5500 | | $ | 12,843,891 | | | $ | 11,587,669 | |
| (a) | Fully benefit-responsive contracts are required to be carried at contract value in the Statements of Net Assets Available for Benefits. |
CIGNA 401(k) PLAN
NOTES TO THE FINANCIAL STATEMENTS
Note 10 – Subsequent Events
The Plan was amended on April 21, 2022 to convert the Cigna common stock fund under the Plan from a “stock bonus plan” within the meaning of IRC section 401(a) to an "employee stock ownership plan" for purposes of IRC section 4975(e)(7) effective May 23, 2022. As a result of the change, beginning with dividends awarded in 2Q 2022, Plan participants can elect to receive their dividends from the Cigna Stock Fund in cash. The Plan default will continue to be to have dividends reinvested in Plan participant accounts unless they elect the cash option.
The Plan’s administrative services provider and record keeper, PRIAC, was acquired by Empower on April 1, 2022. As of April 1, 2022, Empower serves as the Plan’s administrative services provider and record-keeper.
No other subsequent events were identified through June 29, 2022, 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, 2021 |
| (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 | | | | | | | | | | | | | | $ | 860,658 | |
| | | | | | | | | | | | | | | | | | | | | |
| *PRIAC | | DRYDEN S&P 500 INDEX | | Pooled Separate Account | | | | | | | | | | | | | | $ | 2,747,476 | |
| | | | | | | | | | | | | | | | | | | | | |
| *PRIAC | | LARGE CAP BLEND FUND | | Pooled Separate Account | | | | | | | | | | | | | | $ | 780,122 | |
| | | | | | | | | | | | | | | | | | | | | |
| *PRIAC | | MID CAP BLEND FUND | | Pooled Separate Account | | | | | | | | | | | | | | $ | 490,812 | |
| | | | | | | | | | | | | | | | | | | | | |
| *PRIAC | | SMALL CAP BLEND FUND | | Pooled Separate Account | | | | | | | | | | | | | | $ | 440,319 | |
| | | | | | | | | | | | | | | | | | | | | |
| *PRIAC | | INTERNATIONAL STOCK FUND | | Pooled Separate Account | | | | | | | | | | | | | | $ | 192,024 | |
| | | | | | | | | | | | | | | | | | | | | |
| *PRIAC | | BLACKROCK EQUITY MARKET INDEX FUND | | Separate Account | | | | | | | | | | | | | | $ | 1,353,824 | |
| | | | | | | | | | | | | | | | | | | | | |
| *PRIAC | | ALL WORLD EX-US STOCK INDEX FUND | | Separate Account | | | | | | | | | | | | | | $ | 1,527,321 | |
| | | | | | | | | | | | | | | | | | | | | |
| *PRIAC | | US TOTAL STOCK MARKET INDEX FUND | | Separate Account | | | | | | | | | | | | | | $ | 224,808 | |
| | | | | | | | | | | | | | | | | | | | | |
| *PRIAC | | PRUDENTIAL INVESTMENT MANAGEMENT,
INC. HIGH YIELD BOND FUND | | Pooled Separate Account | | | | | | | | | | | | | | $ | 266,549 | |
| | | INVESTMENTS, AT FAIR VALUE | | | | | | | | | | | | | | | | $ | 8,883,913 | |
| | | | | | | | | | | | | | | | | | | | | |
| *PRIAC | | GUARANTEED LONG TERM FUND
(CONTRACT INTEREST RATE: 3.20%) | | General Account Contract | | | | | | | | | | | | | | $ | 683,109 | |
| | | | | | | | | | | | | | | | | | | | | |
| VRIAC | | CIGNA STABLE VALUE FUND (CONTRACT
INTEREST RATE: 1/1-6/30 2.97%, 7/1-12/31
2.49%) | | Synthetic Contract | | | | | | | | | | | | | | $ | 1,592,706 | |
| | | | | | | | | | | | | | | | | | | | | |
| *PICA | | PRUDENTIAL STABLE VALUE FUND
(CONTRACT INTEREST RATE: 2.91%): | | Synthetic Contract | | | | | | | | | | | | | | | | |
| | | COMMERCIAL MORTGAGE SEPARATE
ACCOUNT | | Separate Account | | | | | | | | | | | | | | $ | 90,865 | |
| | | PRIVEST SEPARATE ACCOUNT | | Separate Account | | | | | | | | | | | | | | $ | 93,679 | |
| | | | | | | | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | |
| | | AMERICREDIT AUTOMOBILE RECEIV | | Asset Backed | | | 0.89 | % | | | DUE | | | | 10/19/2026 | | | $ | 2,373 | |
| | | AMERICREDIT AUTOMOBILE RECEI | | Asset Backed | | | 3.13 | % | | | DUE | | | | 02/18/2025 | | | $ | 201 | |
| | | AMERICREDIT AUTOMOBILE RECEI | | Asset Backed | | | 3.36 | % | | | DUE | | | | 02/18/2025 | | | $ | 307 | |
| | | AMERICREDIT AUTOMOBILE RECEIV | | Asset Backed | | | 2.74 | % | | | DUE | | | | 04/18/2025 | | | $ | 510 | |
| | | AMERICREDIT AUTOMOBILE RECEIV | | Asset Backed | | | 2.32 | % | | | DUE | | | | 07/18/2025 | | | $ | 913 | |
| | | AMERICREDIT AUTOMOBILE RECEIV | | Asset Backed | | | 1.06 | % | | | DUE | | | | 08/18/2026 | | | $ | 399 | |
| | | AVIS BUDGET RENTAL CAR FUNDIN | | Asset Backed | | | 3.70 | % | | | DUE | | | | 09/20/2024 | | | $ | 519 | |
| | | AVIS BUDGET RENTAL CAR FUNDIN | | Asset Backed | | | 4.00 | % | | | DUE | | | | 03/20/2025 | | | $ | 422 | |
| | | AVIS BUDGET RENTAL CAR FUNDIN | | Asset Backed | | | 3.35 | % | | | DUE | | | | 09/22/2025 | | | $ | 838 | |
| | | AVIS BUDGET RENTAL CAR FUNDIN | | Asset Backed | | | 2.36 | % | | | DUE | | | | 03/20/2026 | | | $ | 1,125 | |
| | | AVIS BUDGET RENTAL CAR FUNDIN | | Asset Backed | | | 2.33 | % | | | DUE | | | | 08/20/2026 | | | $ | 717 | |
| | | AVIS BUDGET RENTAL CAR FUNDIN | | Asset Backed | | | 1.38 | % | | | DUE | | | | 08/20/2027 | | | $ | 1,375 | |
| | | AVIS BUDGET RENTAL CAR FUNDIN | | Asset Backed | | | 1.38 | % | | | DUE | | | | 08/20/2027 | | | $ | 98 | |
| | | AVIS BUDGET RENTAL CAR FUNDIN | | Asset Backed | | | 1.66 | % | | | DUE | | | | 02/20/2028 | | | $ | 1,586 | |
| | | CITIBANK CREDIT CARD ISSUANCE | | Asset Backed | | | 3.96 | % | | | DUE | | | | 10/15/2030 | | | $ | 1,949 | |
| | | COMMONBOND STUDENT LOAN T | | Asset Backed | | | 3.21 | % | | | DUE | | | | 02/25/2044 | | | $ | 143 | |
| | | DISCOVER CARD MASTER TRUST | | Asset Backed | | | 2.53 | % | | | DUE | | | | 10/15/2026 | | | $ | 310 | |
| | | ENTERPRISE FLEET FINANCING LLC | | Asset Backed | | | 0.44 | % | | | DUE | | | | 12/21/2026 | | | $ | 1,961 | |
| | | FORD CREDIT AUTO OWNER TRUST | | Asset Backed | | | 1.53 | % | | | DUE | | | | 05/15/2034 | | | $ | 2,088 | |
| | | FORD CREDIT AUTO OWNER TRUST | | Asset Backed | | | 0.83 | % | | | DUE | | | | 08/15/2028 | | | $ | 1,760 | |
| | | FORD CREDIT AUTO OWNER TRUST F | | Asset Backed | | | 3.19 | % | | | DUE | | | | 07/15/2031 | | | $ | 316 | |
| | | FORD CREDIT AUTO OWNER TRUST F | | Asset Backed | | | 3.19 | % | | | DUE | | | | 07/15/2031 | | | $ | 422 | |
| | | GM FINANCIAL SECURITIZED TERM | | Asset Backed | | | 3.62 | % | | | DUE | | | | 06/17/2024 | | | $ | 102 | |
| | | HERTZ VEHICLE FINANCING LLC | | Asset Backed | | | 1.21 | % | | | DUE | | | | 12/26/2025 | | | $ | 1,287 | |
| | | HERTZ VEHICLE FINANCING LLC | | Asset Backed | | | 1.68 | % | | | DUE | | | | 12/27/2027 | | | $ | 1,084 | |
| | | DRB PRIME STUDENT LOAN TRUST | | Asset Backed | | | 2.81 | % | | | DUE | | | | 11/25/2042 | | | $ | 46 | |
| | | LAUREL ROAD PRIME STUDENT LOA | | Asset Backed | | | 3.54 | % | | | DUE | | | | 05/26/2043 | | | $ | 119 | |
| | | MMAF EQUIPMENT FINANCE LLC | | Asset Backed | | | 2.72 | % | | | DUE | | | | 06/15/2040 | | | $ | 513 | |
| | | MMAF EQUIPMENT FINANCE LLC | | Asset Backed | | | 2.29 | % | | | DUE | | | | 11/12/2041 | | | $ | 718 | |
| | | NAVIENT STUDENT LOAN TRUST | | Asset Backed | | | 3.19 | % | | | DUE | | | | 02/18/2042 | | | $ | 205 | |
| | | NAVIENT STUDENT LOAN TRUST | | Asset Backed | | | 3.13 | % | | | DUE | | | | 02/15/2068 | | | $ | 378 | |
| | | NORTH CAROLINA STATE EDUCATION | | Asset Backed | | | 0.92 | % | | | DUE | | | | 07/25/2036 | | | $ | 498 | |
| | | ONEMAIN DIRECT AUTO RECEIVAB | | Asset Backed | | | 3.63 | % | | | DUE | | | | 09/14/2027 | | | $ | 1,583 | |
| | | ONEMAIN DIRECT AUTO RECEIVAB | | Asset Backed | | | 3.63 | % | | | DUE | | | | 09/14/2027 | | | $ | 3,166 | |
| | | ONEMAIN DIRECT AUTO RECEIVABL | | Asset Backed | | | 0.87 | % | | | DUE | | | | 07/14/2028 | | | $ | 2,863 | |
| | | ONEMAIN DIRECT AUTO RECEIVAB | | Asset Backed | | | 3.43 | % | | | DUE | | | | 12/16/2024 | | | $ | 30 | |
| | | ONEMAIN DIRECT AUTO RECEIVAB | | Asset Backed | | | 3.43 | % | | | DUE | | | | 12/16/2024 | | | $ | 29 | |
| | | ONEMAIN FINANCIAL ISSUANCE TRU | | Asset Backed | | | 0.81 | % | | | DUE | | | | 06/16/2036 | | | $ | 1,201 | |
| | | ONEMAIN FINANCIAL ISSUANCE TRU | | Asset Backed | | | 0.81 | % | | | DUE | | | | 06/16/2036 | | | $ | 100 | |
| | | ONEMAIN FINANCIAL ISSUANCE TRU | | Asset Backed | | | 0.81 | % | | | DUE | | | | 06/16/2036 | | | $ | 100 | |
| | | SANTANDER DRIVE AUTO RECEIVAB | | Asset Backed | | | 1.12 | % | | | DUE | | | | 01/15/2026 | | | $ | 3,009 | |
| | | SANTANDER DRIVE AUTO RECEIVABL | | Asset Backed | | | 2.49 | % | | | DUE | | | | 10/15/2025 | | | $ | 269 | |
| | | SANTANDER DRIVE AUTO RECEIVAB | | Asset Backed | | | 1.01 | % | | | DUE | | | | 01/15/2026 | | | $ | 601 | |
| | | SOCIAL PROFESSIONAL LOAN PROG | | Asset Backed | | | 3.60 | % | | | DUE | | | | 02/25/2048 | | | $ | 511 | |
| | | SOCIAL PROFESSIONAL LOAN PROGR | | Asset Backed | | | 2.84 | % | | | DUE | | | | 01/25/2041 | | | $ | 332 | |
| | | SOCIAL PROFESSIONAL LOAN PROGR | | Asset Backed | | | 2.37 | % | | | DUE | | | | 11/16/2048 | | | $ | 541 | |
| | | SOCIAL PROFESSIONAL LOAN PROGR | | Asset Backed | | | 2.54 | % | | | DUE | | | | 05/15/2046 | | | $ | 907 | |
| | | TOWD POINT MORTGAGE TRUST | | Asset Backed | | | 1.10 | % | | | DUE | | | | 12/25/2048 | | | $ | 145 | |
| | | BBCCRE TRUST | | CMO | | | 3.97 | % | | | DUE | | | | 08/10/2033 | | | $ | 1,062 | |
| | | BARCLAYS COMMERCIAL MORTGAGE S | | CMO | | | 2.94 | % | | | DUE | | | | 08/14/2036 | | | $ | 909 | |
| | | BARCLAYS COMMERCIAL MORTGAGE | | CMO | | | 2.02 | % | | | DUE | | | | 02/15/2054 | | | $ | 2,455 | |
| | | BANK 2017 BNK6 ASB | | CMO | | | 3.29 | % | | | DUE | | | | 07/15/2060 | | | $ | 146 | |
| | | BANK 2020 BN25 A3 | | CMO | | | 2.39 | % | | | DUE | | | | 01/15/2063 | | | $ | 5,104 | |
| | | BANK 2020 BN26 A3 | | CMO | | | 2.15 | % | | | DUE | | | | 03/15/2063 | | | $ | 2,693 | |
| | | BANK SERIES 2021-BN37 CLASS A3 | | CMO | | | 2.59 | % | | | DUE | | | | 11/15/2064 | | | $ | 1,645 | |
| | | BANK 2017 BNK9 A2 | | CMO | | | 2.77 | % | | | DUE | | | | 11/15/2054 | | | $ | 521 | |
| | | BANK 2017 BNK7 A3 | | CMO | | | 3.09 | % | | | DUE | | | | 09/15/2060 | | | $ | 1,236 | |
| | | BANK 2017 BNK7 A3 | | CMO | | | 3.09 | % | | | DUE | | | | 09/15/2060 | | | $ | 566 | |
| | | BENCHMARK MORTGAGE TRUST | | CMO | | | 2.67 | % | | | DUE | | | | 12/15/2072 | | | $ | 2,073 | |
| | | BENCHMARK MORTGAGE TRUST | | CMO | | | 3.75 | % | | | DUE | | | | 04/10/2051 | | | $ | 1,418 | |
| | | BENCHMARK MORTGAGE TRUST | | CMO | | | 2.48 | % | | | DUE | | | | 12/15/2057 | | | $ | 5,124 | |
| | | BENCHMARK MORTGAGE TRUST | | CMO | | | 2.04 | % | | | DUE | | | | 03/15/2053 | | | $ | 892 | |
| | | BENCHMARK MORTGAGE TRUST | | CMO | | | 1.68 | % | | | DUE | | | | 01/15/2054 | | | $ | 4,618 | |
| | | BENCHMARK MORTGAGE TRUST | | CMO | | | 2.01 | % | | | DUE | | | | 03/15/2054 | | | $ | 2,110 | |
| | | CD COMMERCIAL MORTGAGE TRUST | | CMO | | | 3.49 | % | | | DUE | | | | 08/15/2051 | | | $ | 1,232 | |
| | | CD COMMERCIAL MORTGAGE TRUST | | CMO | | | 2.46 | % | | | DUE | | | | 08/10/2049 | | | $ | 1,217 | |
| | | CFK TRUST | | CMO | | | 2.39 | % | | | DUE | | | | 03/15/2039 | | | $ | 5,529 | |
| | | CANTOR COMMERCIAL REAL ESTATE | | CMO | | | 3.66 | % | | | DUE | | | | 05/15/2052 | | | $ | 461 | |
| | | CFCRE COMMERCIAL MORTGAGE TRUS | | CMO | | | 3.59 | % | | | DUE | | | | 12/10/2054 | | | $ | 612 | |
| | | COMM MORTGAGE TRUST | | CMO | | | 4.05 | % | | | DUE | | | | 10/10/2046 | | | $ | 261 | |
| | | COMM MORTGAGE TRUST | | CMO | | | 4.05 | % | | | DUE | | | | 10/10/2046 | | | $ | 470 | |
| | | COMM MORTGAGE TRUST | | CMO | | | 3.69 | % | | | DUE | | | | 03/10/2047 | | | $ | 1,000 | |
| | | COMMERICAL MORTGAGE TRUST | | CMO | | | 3.43 | % | | | DUE | | | | 08/10/2048 | | | $ | 2,417 | |
| | | COMMERICAL MORTGAGE TRUST | | CMO | | | 2.83 | % | | | DUE | | | | 10/10/2049 | | | $ | 1,117 | |
| | | CSAIL COMMERCIAL MORTGAGE | | CMO | | | 4.16 | % | | | DUE | | | | 08/15/2051 | | | $ | 1,862 | |
| | | CSAIL COMMERCIAL MORTGAGE | | CMO | | | 2.72 | % | | | DUE | | | | 12/15/2052 | | | $ | 2,052 | |
| | | COMM MORTGAGE TRUST | | CMO | | | 3.35 | % | | | DUE | | | | 02/10/2048 | | | $ | 1,258 | |
| | | COMM MORTGAGE TRUST | | CMO | | | 3.35 | % | | | DUE | | | | 02/10/2048 | | | $ | 2,908 | |
| | | CSMC 18 RPL9 | | CMO | | | 3.85 | % | | | DUE | | | | 09/25/2057 | | | $ | 656 | |
| | | COMM MORTGAGE TRUST | | CMO | | | 2.69 | % | | | DUE | | | | 08/15/2057 | | | $ | 2,230 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | CMO | | | 2.58 | % | | | DUE | | | | 08/10/2049 | | | $ | 1,230 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | CMO | | | 2.58 | % | | | DUE | | | | 08/10/2049 | | | $ | 1,230 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | CMO | | | 3.46 | % | | | DUE | | | | 12/10/2049 | | | $ | 580 | |
| | | CGCMT | | CMO | | | 3.11 | % | | | DUE | | | | 09/15/2050 | | | $ | 1,224 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | CMO | | | 3.96 | % | | | DUE | | | | 03/10/2051 | | | $ | 1,295 | |
| | | CITIGROUP COMMERCIAL MORTGAG | | CMO | | | 2.48 | % | | | DUE | | | | 01/15/2053 | | | $ | 1,223 | |
| | | CBSLT 17 BGS | | CMO | | | 2.68 | % | | | DUE | | | | 09/25/2042 | | | $ | 160 | |
| | | DEUTSCHE BANK COMMERCIAL MO | | CMO | | | 1.64 | % | | | DUE | | | | 09/15/2053 | | | $ | 4,831 | |
| | | DEUTSCHE BANK COMMERCIAL MTG | | CMO | | | 2.63 | % | | | DUE | | | | 09/10/2049 | | | $ | 1,909 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | CMO | | | 3.52 | % | | | DUE | | | | 09/10/2058 | | | $ | 1,541 | |
| | | FNMA | | CMO | | | 0.00 | % | | | DUE | | | | 02/25/2027 | | | $ | 3,063 | |
| | | FNMA ACES | | CMO | | | 2.80 | % | | | DUE | | | | 01/25/2028 | | | $ | 229 | |
| | | FNMA | | CMO | | | 3.32 | % | | | DUE | | | | 09/25/2027 | | | $ | 862 | |
| | | FNMA | | CMO | | | 3.36 | % | | | DUE | | | | 07/25/2028 | | | $ | 117 | |
| | | FNMA | | CMO | | | 3.71 | % | | | DUE | | | | 03/25/2030 | | | $ | 334 | |
| | | FNMA | | CMO | | | 2.14 | % | | | DUE | | | | 09/25/2029 | | | $ | 2,103 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | CMO | | | 3.34 | % | | | DUE | | | | 04/25/2028 | | | $ | 685 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | CMO | | | 3.93 | % | | | DUE | | | | 06/25/2028 | | | $ | 1,277 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | CMO | | | 3.99 | % | | | DUE | | | | 07/25/2028 | | | $ | 1,873 | |
| | | FHLMC MULTIFAMILY STRUCTURED P | | CMO | | | 3.99 | % | | | DUE | | | | 05/25/2033 | | | $ | 3,029 | |
| | | FHLMC MULTIFAMILY STRUCTURED | | CMO | | | 3.92 | % | | | DUE | | | | 09/25/2028 | | | $ | 898 | |
| | | FREDDIE MAC SCRT | | CMO | | | 3.50 | % | | | DUE | | | | 08/25/2058 | | | $ | 1,012 | |
| | | GSMS | | CMO | | | 3.73 | % | | | DUE | | | | 11/10/2048 | | | $ | 3,210 | |
| | | GS MORTGAGE SECURITIES TRUST | | CMO | | | 3.52 | % | | | DUE | | | | 06/10/2047 | | | $ | 448 | |
| | | GS MORTGAGE SECURITIES TRUST | | CMO | | | 3.20 | % | | | DUE | | | | 08/10/2050 | | | $ | 1,047 | |
| | | GS MORTGAGE SECURITIES TRUST | | CMO | | | 2.64 | % | | | DUE | | | | 02/13/2053 | | | $ | 3,358 | |
| | | GS MORTGAGE SECURITIES TRUST | | CMO | | | 1.56 | % | | | DUE | | | | 12/10/2053 | | | $ | 3,174 | |
| | | JP MORGAN CHASE COMMERCIAL MTG | | CMO | | | 2.63 | % | | | DUE | | | | 08/15/2049 | | | $ | 1,436 | |
| | | JPMBB COMMERCIAL MORTGAGE SEC | | CMO | | | 3.23 | % | | | DUE | | | | 01/15/2048 | | | $ | 1,713 | |
| | | JPMBB COMMERCIAL MORTGAGE SEC | | CMO | | | 3.55 | % | | | DUE | | | | 07/15/2048 | | | $ | 1,203 | |
| | | LADDER CAPITAL COMMERCIAL MOR | | CMO | | | 3.36 | % | | | DUE | | | | 07/12/2050 | | | $ | 4,497 | |
| | | MILL CITY MORTGAGE TRUST | | CMO | | | 2.75 | % | | | DUE | | | | 01/25/2061 | | | $ | 173 | |
| | | MORGAN STANLEY BAML TRUST | | CMO | | | 3.46 | % | | | DUE | | | | 12/15/2049 | | | $ | 600 | |
| | | MORGAN STANLEY BAML TRUST | | CMO | | | 3.08 | % | | | DUE | | | | 03/15/2048 | | | $ | 444 | |
| | | MORGAN STANLEY BAML TRUST | | CMO | | | 3.08 | % | | | DUE | | | | 03/15/2048 | | | $ | 617 | |
| | | MORGAN STANLEY BAML TRUST | | CMO | | | 2.73 | % | | | DUE | | | | 11/15/2049 | | | $ | 81 | |
| | | MORGAN STANLEY CAPITAL I TRUST | | CMO | | | 2.53 | % | | | DUE | | | | 08/15/2049 | | | $ | 613 | |
| | | MORGAN STANLEY CAPITAL I TRUST | | CMO | | | 2.45 | % | | | DUE | | | | 02/15/2030 | | | $ | 3,062 | |
| | | NEW RESIDENTIAL MORTGAGE LOA | | CMO | | | 0.85 | % | | | DUE | | | | 01/25/2048 | | | $ | 265 | |
| | | ONE NEW YORK PLAZA TRUST 202 | | CMO | | | 1.06 | % | | | DUE | | | | 01/15/2026 | | | $ | 1,497 | |
| | | TOWD POINT MORTGAGE TRUST | | CMO | | | 0.70 | % | | | DUE | | | | 02/25/2057 | | | $ | 197 | |
| | | TOWD POINT MORTGAGE TRUST | | CMO | | | 3.00 | % | | | DUE | | | | 01/28/2058 | | | $ | 270 | |
| | | UBS COMMERCIAL MORTGAGE TRUST | | CMO | | | 3.90 | % | | | DUE | | | | 02/15/2051 | | | $ | 1,286 | |
| | | UBS COMMERCIAL MORTGAGE TRUST | | CMO | | | 4.31 | % | | | DUE | | | | 06/15/2051 | | | $ | 2,611 | |
| | | UBS COMMERCIAL MORTGAGE TRUST | | CMO | | | 3.87 | % | | | DUE | | | | 07/15/2051 | | | $ | 1,278 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | CMO | | | 3.19 | % | | | DUE | | | | 02/15/2048 | | | $ | 1,529 | |
| | | WELLS FARGO COMMERCIAL MTG | | CMO | | | 2.67 | % | | | DUE | | | | 07/15/2048 | | | $ | 1,330 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | CMO | | | 2.40 | % | | | DUE | | | | 08/15/2049 | �� | | $ | 1,204 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | CMO | | | 2.40 | % | | | DUE | | | | 08/15/2049 | | | $ | 125 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | CMO | | | 2.68 | % | | | DUE | | | | 10/15/2049 | | | $ | 1,232 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | CMO | | | 2.81 | % | | | DUE | | | | 11/15/2059 | | | $ | 614 | |
| | | WELLS FARGO COMMERCIAL MTG | | CMO | | | 3.39 | % | | | DUE | | | | 11/15/2050 | | | $ | 1,266 | |
| | | WELLS FARGO COMMERCIAL MORTGAG | | CMO | | | 3.89 | % | | | DUE | | | | 08/15/2051 | | | $ | 1,792 | |
| | | WELLS FARGO COMMERCIAL MTG | | CMO | | | 2.46 | % | | | DUE | | | | 02/15/2053 | | | $ | 5,444 | |
| | | COMM 2014 UBS2 | | CMO-CMBS | | | 3.96 | % | | | DUE | | | | 03/10/2047 | | | $ | 986 | |
| | | COMM 2014 UBS2 | | CMO-CMBS | | | 3.96 | % | | | DUE | | | | 03/10/2047 | | | $ | 1,458 | |
| | | AEP TEXAS INC | | Corporate | | | 3.95 | % | | | DUE | | | | 06/01/2028 | | | $ | 632 | |
| | | AEP TRANSMISSION CO LLC | | Corporate | | | 3.10 | % | | | DUE | | | | 12/01/2026 | | | $ | 58 | |
| | | AT&T INC | | Corporate | | | 4.35 | % | | | DUE | | | | 03/01/2029 | | | $ | 2,532 | |
| | | AT&T INC | | Corporate | | | 4.35 | % | | | DUE | | | | 03/01/2029 | | | $ | 51 | |
| | | AT&T INC | | Corporate | | | 2.30 | % | | | DUE | | | | 06/01/2027 | | | $ | 622 | |
| | | AT&T INC | | Corporate | | | 2.55 | % | | | DUE | | | | 12/01/2033 | | | $ | 134 | |
| | | ABBOTT LABORATORIES | | Corporate | | | 1.15 | % | | | DUE | | | | 01/30/2028 | | | $ | 1,045 | |
| | | ABBVIE INC | | Corporate | | | 3.60 | % | | | DUE | | | | 05/14/2025 | | | $ | 585 | |
| | | ABBVIE INC | | Corporate | | | 3.60 | % | | | DUE | | | | 05/14/2025 | | | $ | 213 | |
| | | ABBVIE INC | | Corporate | | | 3.60 | % | | | DUE | | | | 05/14/2025 | | | $ | 468 | |
| | | ABBVIE INC | | Corporate | | | 3.60 | % | | | DUE | | | | 05/14/2025 | | | $ | 1,063 | |
| | | ABBVIE INC | | Corporate | | | 3.20 | % | | | DUE | | | | 11/21/2029 | | | $ | 664 | |
| | | ABBVIE INC | | Corporate | | | 3.20 | % | | | DUE | | | | 11/21/2029 | | | $ | 1,338 | |
| | | ABBVIE INC | | Corporate | | | 3.20 | % | | | DUE | | | | 11/21/2029 | | | $ | 2,168 | |
| | | ABU DHABI NATIONAL ENERG | | Corporate | | | 2.00 | % | | | DUE | | | | 04/29/2028 | | | $ | 227 | |
| | | AKER BP ASA | | Corporate | | | 3.00 | % | | | DUE | | | | 01/15/2025 | | | $ | 467 | |
| | | AKER BP ASA | | Corporate | | | 3.00 | % | | | DUE | | | | 01/15/2025 | | | $ | 623 | |
| | | AKER BP ASA | | Corporate | | | 3.00 | % | | | DUE | | | | 01/15/2025 | | | $ | 519 | |
| | | ALEXANDRIA REAL ESTATE E | | Corporate | | | 2.00 | % | | | DUE | | | | 05/18/2032 | | | $ | 600 | |
| | | ALIMENTATION COUCHE TARD | | Corporate | | | 3.55 | % | | | DUE | | | | 07/26/2027 | | | $ | 503 | |
| | | ALLIANT ENERGY FINANCE | | Corporate | | | 3.75 | % | | | DUE | | | | 06/15/2023 | | | $ | 621 | |
| | | ALTRIA GROUP INC | | Corporate | | | 2.45 | % | | | DUE | | | | 02/04/2032 | | | $ | 911 | |
| | | AMEREN ILLINOIS | | Corporate | | | 3.80 | % | | | DUE | | | | 05/15/2028 | | | $ | 695 | |
| | | AMERICAN INTL GROUP | | Corporate | | | 2.50 | % | | | DUE | | | | 06/30/2025 | | | $ | 671 | |
| | | AMERIPRISE FINANCIAL INC | | Corporate | | | 3.00 | % | | | DUE | | | | 04/02/2025 | | | $ | 590 | |
| | | ANALOG DEVICES INC | | Corporate | | | 2.95 | % | | | DUE | | | | 04/01/2025 | | | $ | 756 | |
| | | ARCH CAPITAL FINANCE LLC | | Corporate | | | 4.01 | % | | | DUE | | | | 12/15/2026 | | | $ | 55 | |
| | | ARCH CAPITAL FINANCE LLC | | Corporate | | | 4.01 | % | | | DUE | | | | 12/15/2026 | | | $ | 1,098 | |
| | | ASHTEAD CAPITAL INC | | Corporate | | | 1.50 | % | | | DUE | | | | 08/12/2026 | | | $ | 637 | |
| | | ATLANTIC CITY ELECTRIC | | Corporate | | | 2.30 | % | | | DUE | | | | 03/15/2031 | | | $ | 523 | |
| | | AVALONBAY COMMUNITIES | | Corporate | | | 2.05 | % | | | DUE | | | | 01/15/2032 | | | $ | 1,758 | |
| | | AVANGRID INC | | Corporate | | | 3.20 | % | | | DUE | | | | 04/15/2025 | | | $ | 884 | |
| | | BAE SYSTEMS PLC | | Corporate | | | 3.40 | % | | | DUE | | | | 04/15/2030 | | | $ | 213 | |
| | | BMW US CAPITAL LLC | | Corporate | | | 2.25 | % | | | DUE | | | | 09/15/2023 | | | $ | 556 | |
| | | BMW US CAPITAL LLC | | Corporate | | | 3.80 | % | | | DUE | | | | 04/06/2023 | | | $ | 467 | |
| | | BNP PARIBAS | | Corporate | | | 4.38 | % | | | DUE | | | | 09/28/2025 | | | $ | 217 | |
| | | BPCE SA | | Corporate | | | 2.38 | % | | | DUE | | | | 01/14/2025 | | | $ | 1,730 | |
| | | BANCO SANTANDER SA | | Corporate | | | 2.75 | % | | | DUE | | | | 05/28/2025 | | | $ | 207 | |
| | | BANK OF AMERICA CORP | | Corporate | | | 4.12 | % | | | DUE | | | | 01/22/2024 | | | $ | 1,249 | |
| | | BANK OF AMERICA CORP | | Corporate | | | 4.00 | % | | | DUE | | | | 01/22/2025 | | | $ | 385 | |
| | | BANK OF AMERICA CORP | | Corporate | | | 4.45 | % | | | DUE | | | | 03/03/2026 | | | $ | 606 | |
| | | BANK OF AMERICA CORP | | Corporate | | | 4.45 | % | | | DUE | | | | 03/03/2026 | | | $ | 689 | |
| | | BANK OF AMERICA CORP | | Corporate | | | 4.45 | % | | | DUE | | | | 03/03/2026 | | | $ | 1,928 | |
| | | BANK OF AMERICA CORP | | Corporate | | | 3.82 | % | | | DUE | | | | 01/20/2028 | | | $ | 975 | |
| | | BANK OF AMERICA CORP | | Corporate | | | 3.82 | % | | | DUE | | | | 01/20/2028 | | | $ | 1,300 | |
| | | BANK OF AMERICA CORP | | Corporate | | | 3.59 | % | | | DUE | | | | 07/21/2028 | | | $ | 75 | |
| | | BANK OF AMERICA CORP | | Corporate | | | 3.19 | % | | | DUE | | | | 07/23/2030 | | | $ | 675 | |
| | | BANK OF AMERICA CORP | | Corporate | | | 1.32 | % | | | DUE | | | | 06/19/2026 | | | $ | 282 | |
| | | BANK OF AMERICA CORP | | Corporate | | | 2.09 | % | | | DUE | | | | 06/14/2029 | | | $ | 3,112 | |
| | | BANK OF MONTREAL | | Corporate | | | 3.30 | % | | | DUE | | | | 02/05/2024 | | | $ | 340 | |
| | | BANK OF NY MELLON CORP | | Corporate | | | 2.20 | % | | | DUE | | | | 08/16/2023 | | | $ | 659 | |
| | | BANK OF NY MELLON CORP | | Corporate | | | 2.95 | % | | | DUE | | | | 01/29/2023 | | | $ | 210 | |
| | | BANQUE FED CRED MUTUEL | | Corporate | | | 3.75 | % | | | DUE | | | | 07/20/2023 | | | $ | 960 | |
| | | BACARDI LTD | | Corporate | | | 2.75 | % | | | DUE | | | | 07/15/2026 | | | $ | 2,117 | |
| | | BARCLAYS PLC | | Corporate | | | 3.65 | % | | | DUE | | | | 03/16/2025 | | | $ | 449 | |
| | | BARCLAYS PLC | | Corporate | | | 3.65 | % | | | DUE | | | | 03/16/2025 | | | $ | 301 | |
| | | BARCLAYS PLC | | Corporate | | | 3.93 | % | | | DUE | | | | 05/07/2025 | | | $ | 347 | |
| | | BAXALTA INC | | Corporate | | | 4.00 | % | | | DUE | | | | 06/23/2025 | | | $ | 1,831 | |
| | | BAYER US FINANCE II LLC | | Corporate | | | 2.20 | % | | | DUE | | | | 07/15/2022 | | | $ | 627 | |
| | | BAYER US FINANCE II LLC | | Corporate | | | 4.20 | % | | | DUE | | | | 07/15/2034 | | | $ | 863 | |
| | | BERRY GLOBAL INC | | Corporate | | | 1.57 | % | | | DUE | | | | 01/15/2026 | | | $ | 70 | |
| | | BERRY GLOBAL INC | | Corporate | | | 1.57 | % | | | DUE | | | | 01/15/2026 | | | $ | 1,079 | |
| | | BERRY GLOBAL INC | | Corporate | | | 1.57 | % | | | DUE | | | | 01/15/2026 | | | $ | 1,009 | |
| | | BNP PARIBAS | | Corporate | | | 2.95 | % | | | DUE | | | | 05/23/2022 | | | $ | 202 | |
| | | BNP PARIBAS | | Corporate | | | 3.05 | % | | | DUE | | | | 01/13/2031 | | | $ | 1,082 | |
| | | BNP PARIBAS | | Corporate | | | 3.05 | % | | | DUE | | | | 01/13/2031 | | | $ | 1,134 | |
| | | BNP PARIBAS | | Corporate | | | 1.32 | % | | | DUE | | | | 01/13/2027 | | | $ | 404 | |
| | | BOEING CO | | Corporate | | | 3.20 | % | | | DUE | | | | 03/01/2029 | | | $ | 434 | |
| | | BOEING CO | | Corporate | | | 5.15 | % | | | DUE | | | | 05/01/2030 | | | $ | 770 | |
| | | BOEING CO | | Corporate | | | 3.62 | % | | | DUE | | | | 02/01/2031 | | | $ | 800 | |
| | | BOEING CO | | Corporate | | | 2.20 | % | | | DUE | | | | 02/04/2026 | | | $ | 1,000 | |
| | | BORGWARNER INC | | Corporate | | | 5.00 | % | | | DUE | | | | 10/01/2025 | | | $ | 1,452 | |
| | | BRISTOL MYERS SQUIBB CO | | Corporate | | | 3.40 | % | | | DUE | | | | 07/26/2029 | | | $ | 881 | |
| | | BRIXMOR OPERATING PARTNERSHIP | | Corporate | | | 3.65 | % | | | DUE | | | | 06/15/2024 | | | $ | 1,259 | |
| | | BRIXMOR OPERATING PARTNERSHIP | | Corporate | | | 4.05 | % | | | DUE | | | | 07/01/2030 | | | $ | 307 | |
| | | BRIXMOR OPERATING PART | | Corporate | | | 2.50 | % | | | DUE | | | | 08/16/2031 | | | $ | 215 | |
| | | BROADSTONE NET LEASE LLC | | Corporate | | | 2.60 | % | | | DUE | | | | 09/15/2031 | | | $ | 1,292 | |
| | | BROADSTONE NET LEASE LLC | | Corporate | | | 2.60 | % | | | DUE | | | | 09/15/2031 | | | $ | 449 | |
| | | BROADSTONE NET LEASE LLC | | Corporate | | | 2.60 | % | | | DUE | | | | 09/15/2031 | | | $ | 224 | |
| | | BROADSTONE NET LEASE LLC | | Corporate | | | 2.60 | % | | | DUE | | | | 09/15/2031 | | | $ | 449 | |
| | | BROADCOM INC | | Corporate | | | 4.11 | % | | | DUE | | | | 09/15/2028 | | | $ | 501 | |
| | | BROADCOM INC | | Corporate | | | 3.42 | % | | | DUE | | | | 04/15/2033 | | | $ | 1,164 | |
| | | BROADCOM INC | | Corporate | | | 3.14 | % | | | DUE | | | | 11/15/2035 | | | $ | 1,189 | |
| | | BROADCOM INC | | Corporate | | | 3.14 | % | | | DUE | | | | 11/15/2035 | | | $ | 133 | |
| | | BURLINGTON NORTH SANTA FE | | Corporate | | | 7.00 | % | | | DUE | | | | 12/15/2025 | | | $ | 1,207 | |
| | | CBOE GLOBAL MARKETS INC | | Corporate | | | 1.62 | % | | | DUE | | | | 12/15/2030 | | | $ | 1,273 | |
| | | CNA FINANCIAL CORP | | Corporate | | | 3.95 | % | | | DUE | | | | 05/15/2024 | | | $ | 844 | |
| | | CNA FINANCIAL CORP | | Corporate | | | 3.95 | % | | | DUE | | | | 05/15/2024 | | | $ | 496 | |
| | | CNA FINANCIAL CORP | | Corporate | | | 3.95 | % | | | DUE | | | | 05/15/2024 | | | $ | 765 | |
| | | CVS CAREMARK CORP | | Corporate | | | 5.00 | % | | | DUE | | | | 12/01/2024 | | | $ | 819 | |
| | | CVS HEALTH CORP | | Corporate | | | 4.30 | % | | | DUE | | | | 03/25/2028 | | | $ | 612 | |
| | | CVS HEALTH CORP | | Corporate | | | 4.30 | % | | | DUE | | | | 03/25/2028 | | | $ | 389 | |
| | | CANADIAN NATURAL RESOURCES LTD | | Corporate | | | 2.95 | % | | | DUE | | | | 01/15/2023 | | | $ | 906 | |
| | | CARE CAPITAL PROPERTIES LP | | Corporate | | | 5.12 | % | | | DUE | | | | 08/15/2026 | | | $ | 1,928 | |
| | | CARLISLE COS INC | | Corporate | | | 2.20 | % | | | DUE | | | | 03/01/2032 | | | $ | 2,276 | |
| | | CATERPILLAR INC | | Corporate | | | 2.60 | % | | | DUE | | | | 04/09/2030 | | | $ | 324 | |
| | | CELULOSA ARAUCO | | Corporate | | | 4.50 | % | | | DUE | | | | 08/01/2024 | | | $ | 218 | |
| | | CENOVUS ENERGY INC | | Corporate | | | 2.65 | % | | | DUE | | | | 01/15/2032 | | | $ | 137 | |
| | | CENTERPOINT ENERGY HOUSTON | | Corporate | | | 2.40 | % | | | DUE | | | | 09/01/2026 | | | $ | 175 | |
| | | CENTERPOINT ENERGY HOUSTON | | Corporate | | | 3.00 | % | | | DUE | | | | 02/01/2027 | | | $ | 984 | |
| | | CHARTER COMM OPT LLC CAP | | Corporate | | | 4.91 | % | | | DUE | | | | 07/23/2025 | | | $ | 551 | |
| | | CHARTER COMM OPT LLC CAP | | Corporate | | | 4.91 | % | | | DUE | | | | 07/23/2025 | | | $ | 187 | |
| | | CHARTER COMM OPT LLC CAP | | Corporate | | | 4.91 | % | | | DUE | | | | 07/23/2025 | | | $ | 441 | |
| | | CHARTER COMM OPT LLC CAP | | Corporate | | | 4.91 | % | | | DUE | | | | 07/23/2025 | | | $ | 496 | |
| | | CHARTER COMM OPT LLC CAP | | Corporate | | | 4.20 | % | | | DUE | | | | 03/15/2028 | | | $ | 1,476 | |
| | | CHARTER COMM OPT LLC CAP | | Corporate | | | 2.80 | % | | | DUE | | | | 04/01/2031 | | | $ | 1,319 | |
| | | CHARTER COMM OPT LLC CAP | | Corporate | | | 2.30 | % | | | DUE | | | | 02/01/2032 | | | $ | 1,060 | |
| | | CHARTER COMM OPT LLC CAP | | Corporate | | | 2.30 | % | | | DUE | | | | 02/01/2032 | | | $ | 200 | |
| | | CHEVRON USA INC | | Corporate | | | 3.90 | % | | | DUE | | | | 11/15/2024 | | | $ | 375 | |
| | | CITIGROUP INC | | Corporate | | | 3.88 | % | | | DUE | | | | 03/26/2025 | | | $ | 373 | |
| | | CITIGROUP INC | | Corporate | | | 4.45 | % | | | DUE | | | | 09/29/2027 | | | $ | 390 | |
| | | CITIGROUP INC | | Corporate | | | 4.45 | % | | | DUE | | | | 09/29/2027 | | | $ | 753 | |
| | | CITIGROUP INC | | Corporate | | | 4.45 | % | | | DUE | | | | 09/29/2027 | | | $ | 1,951 | |
| | | CITIGROUP INC | | Corporate | | | 3.70 | % | | | DUE | | | | 01/12/2026 | | | $ | 3,243 | |
| | | CITIGROUP INC | | Corporate | | | 2.56 | % | | | DUE | | | | 05/01/2032 | | | $ | 593 | |
| | | COLORADO INTERSTATE GAS CO LLC | | Corporate | | | 4.15 | % | | | DUE | | | | 08/15/2026 | | | $ | 185 | |
| | | COMMONWEALTH EDISON CO | | Corporate | | | 2.95 | % | | | DUE | | | | 08/15/2027 | | | $ | 413 | |
| | | COMMONWEALTH EDISON CO | | Corporate | | | 3.70 | % | | | DUE | | | | 08/15/2028 | | | $ | 748 | |
| | | CONOCOPHILLIPS | | Corporate | | | 3.75 | % | | | DUE | | | | 10/01/2027 | | | $ | 766 | |
| | | CONOCOPHILLIPS | | Corporate | | | 3.75 | % | | | DUE | | | | 10/01/2027 | | | $ | 202 | |
| | | CONOCOPHILLIPS | | Corporate | | | 4.30 | % | | | DUE | | | | 08/15/2028 | | | $ | 158 | |
| | | CONSTELLATION BRANDS INC | | Corporate | | | 2.25 | % | | | DUE | | | | 08/01/2031 | | | $ | 415 | |
| | | CORPORATE OFFICE PROP LP | | Corporate | | | 2.75 | % | | | DUE | | | | 04/15/2031 | | | $ | 870 | |
| | | COX COMMUNICATIONS INC | | Corporate | | | 3.50 | % | | | DUE | | | | 08/15/2027 | | | $ | 2,688 | |
| | | COX COMMUNICATIONS INC | | Corporate | | | 2.60 | % | | | DUE | | | | 06/15/2031 | | | $ | 950 | |
| | | CREDIT SUISSE GROUP-SPON ADR | | Corporate | | | 3.00 | % | | | DUE | | | | 12/14/2023 | | | $ | 996 | |
| | | CROWN CASTLE INTL CORP | | Corporate | | | 1.35 | % | | | DUE | | | | 07/15/2025 | | | $ | 1,132 | |
| | | CYRUSONE LP CYRUSONE FIN | | Corporate | | | 2.90 | % | | | DUE | | | | 11/15/2024 | | | $ | 600 | |
| | | DANSKE BANK A S | | Corporate | | | 1.23 | % | | | DUE | | | | 06/22/2024 | | | $ | 2,800 | |
| | | DELTA AIR LINES 2020 AA | | Corporate | | | 3.62 | % | | | DUE | | | | 03/15/2022 | | | $ | 340 | |
| | | DELTA AIR LINES 2020 AA | | Corporate | | | 3.62 | % | | | DUE | | | | 03/15/2022 | | | $ | 586 | |
| | | DEUTSCHE BANK NY | | Corporate | | | 2.13 | % | | | DUE | | | | 11/24/2026 | | | $ | 210 | |
| | | DEVON ENERGY CORPORATION | | Corporate | | | 5.88 | % | | | DUE | | | | 06/15/2028 | | | $ | 1,513 | |
| | | DIAMONDBACK ENERGY INC | | Corporate | | | 2.88 | % | | | DUE | | | | 12/01/2024 | | | $ | 831 | |
| | | DIAMONDBACK ENERGY INC | | Corporate | | | 3.25 | % | | | DUE | | | | 12/01/2026 | | | $ | 528 | |
| | | DIAMONDBACK ENERGY INC | | Corporate | | | 3.25 | % | | | DUE | | | | 12/01/2026 | | | $ | 1,070 | |
| | | DIGITAL REALTY TRUST LP | | Corporate | | | 3.60 | % | | | DUE | | | | 07/01/2029 | | | $ | 679 | |
| | | DISCOVER BANK | | Corporate | | | 3.45 | % | | | DUE | | | | 07/27/2026 | | | $ | 344 | |
| | | DISCOVERY COMMUNICATIONS | | Corporate | | | 4.90 | % | | | DUE | | | | 03/11/2026 | | | $ | 1,673 | |
| | | DOLLAR TREE INC | | Corporate | | | 4.00 | % | | | DUE | | | | 05/15/2025 | | | $ | 1,112 | |
| | | DOMINION ENERGY INC | | Corporate | | | 2.85 | % | | | DUE | | | | 08/15/2026 | | | $ | 47 | |
| | | DOMINION ENERGY INC | | Corporate | | | 3.60 | % | | | DUE | | | | 03/15/2027 | | | $ | 3,135 | |
| | | DUKE ENERGY CORP | | Corporate | | | 2.65 | % | | | DUE | | | | 09/01/2026 | | | $ | 140 | |
| | | DUKE ENERGY CORP | | Corporate | | | 3.15 | % | | | DUE | | | | 08/15/2027 | | | $ | 1,094 | |
| | | DUKE ENERGY PROGRESS INC | | Corporate | | | 3.70 | % | | | DUE | | | | 09/01/2028 | | | $ | 505 | |
| | | DUKE ENERGY FLORIDA LLC | | Corporate | | | 3.80 | % | | | DUE | | | | 07/15/2028 | | | $ | 607 | |
| | | DUKE ENERGY FLORIDA LLC | | Corporate | | | 3.80 | % | | | DUE | | | | 07/15/2028 | | | $ | 1,103 | |
| | | ERAC USA FINANCE COMPANY | | Corporate | | | 3.30 | % | | | DUE | | | | 12/01/2026 | | | $ | 557 | |
| | | ERAC USA FINANCE COMPANY | | Corporate | | | 3.30 | % | | | DUE | | | | 12/01/2026 | | | $ | 265 | |
| | | ERAC USA FINANCE COMPANY | | Corporate | | | 3.30 | % | | | DUE | | | | 12/01/2026 | | | $ | 345 | |
| | | EMERA US FINANCE LP | | Corporate | | | 3.55 | % | | | DUE | | | | 06/15/2026 | | | $ | 532 | |
| | | EMERA US FINANCE LP | | Corporate | | | 3.55 | % | | | DUE | | | | 06/15/2026 | | | $ | 2,111 | |
| | | ENERGY TRANSFER PARTNERS | | Corporate | | | 4.05 | % | | | DUE | | | | 03/15/2025 | | | $ | 832 | |
| | | ENERGY TRANSFER PARTNERS | | Corporate | | | 4.75 | % | | | DUE | | | | 01/15/2026 | | | $ | 1,094 | |
| | | ENEL FINANCE INTERNATIONAL NV | | Corporate | | | 3.50 | % | | | DUE | | | | 04/06/2028 | | | $ | 310 | |
| | | ENEL FINANCE INTL NV | | Corporate | | | 1.88 | % | | | DUE | | | | 07/12/2028 | | | $ | 380 | |
| | | ENEL FINANCE INTL NV | | Corporate | | | 2.25 | % | | | DUE | | | | 07/12/2031 | | | $ | 1,201 | |
| | | ENERGY TRANSFER PARTNERS | | Corporate | | | 4.95 | % | | | DUE | | | | 06/15/2028 | | | $ | 175 | |
| | | ENERGY TRANSFER PARTNERS | | Corporate | | | 4.95 | % | | | DUE | | | | 06/15/2028 | | | $ | 2,255 | |
| | | ENERGY TRANSFER OPERATNG | | Corporate | | | 2.90 | % | | | DUE | | | | 05/15/2025 | | | $ | 997 | |
| | | ENLINK MIDSTREAM PARTNER | | Corporate | | | 4.40 | % | | | DUE | | | | 04/01/2024 | | | $ | 105 | |
| | | ENTERGY CORP | | Corporate | | | 2.95 | % | | | DUE | | | | 09/01/2026 | | | $ | 450 | |
| | | ENTERPRISE PRODUCTS OPER | | Corporate | | | 2.80 | % | | | DUE | | | | 01/31/2030 | | | $ | 2,628 | |
| | | EQUIFAX INC | | Corporate | | | 2.35 | % | | | DUE | | | | 09/15/2031 | | | $ | 2,644 | |
| | | ESSENTIAL UTLITIES INC | | Corporate | | | 2.70 | % | | | DUE | | | | 04/15/2030 | | | $ | 705 | |
| | | EXXON MOBIL CORPORATION | | Corporate | | | 2.61 | % | | | DUE | | | | 10/15/2030 | | | $ | 2,164 | |
| | | FMC CORP | | Corporate | | | 3.45 | % | | | DUE | | | | 10/01/2029 | | | $ | 692 | |
| | | FMC CORP | | Corporate | | | 3.45 | % | | | DUE | | | | 10/01/2029 | | | $ | 1,758 | |
| | | FIFTH THIRD BANK | | Corporate | | | 3.95 | % | | | DUE | | | | 07/28/2025 | | | $ | 882 | |
| | | FLORIDA GAS TRANSMISSION | | Corporate | | | 2.55 | % | | | DUE | | | | 07/01/2030 | | | $ | 483 | |
| | | FLORIDA GAS TRANSMISSION | | Corporate | | | 2.30 | % | | | DUE | | | | 10/01/2031 | | | $ | 475 | |
| | | FORD MOTOR CREDIT CO LLC | | Corporate | | | 2.98 | % | | | DUE | | | | 08/03/2022 | | | $ | 605 | |
| | | FORTIS INC | | Corporate | | | 3.06 | % | | | DUE | | | | 10/04/2026 | | | $ | 421 | |
| | | FOX CORP | | Corporate | | | 3.05 | % | | | DUE | | | | 04/07/2025 | | | $ | 1,788 | |
| | | GENERAL MOTORS CO | | Corporate | | | 6.80 | % | | | DUE | | | | 10/01/2027 | | | $ | 344 | |
| | | GENERAL MOTORS FINL CO | | Corporate | | | 5.25 | % | | | DUE | | | | 03/01/2026 | | | $ | 415 | |
| | | GENERAL MOTORS FINL CO | | Corporate | | | 4.35 | % | | | DUE | | | | 01/17/2027 | | | $ | 1,135 | |
| | | GENERAL MOTORS FINL CO | | Corporate | | | 4.35 | % | | | DUE | | | | 01/17/2027 | | | $ | 1,762 | |
| | | GENERAL MOTORS FINL CO | | Corporate | | | 3.15 | % | | | DUE | | | | 06/30/2022 | | | $ | 505 | |
| | | GENERAL MOTORS FINL CO | | Corporate | | | 3.85 | % | | | DUE | | | | 01/05/2028 | | | $ | 335 | |
| | | GENERAL MOTORS FINL CO | | Corporate | | | 2.35 | % | | | DUE | | | | 01/08/2031 | | | $ | 1,534 | |
| | | GENPACT LUXEMBOURG SARL | | Corporate | | | 3.38 | % | | | DUE | | | | 12/01/2024 | | | $ | 2,318 | |
| | | GOLDMAN SACHS GROUP INC | | Corporate | | | 3.85 | % | | | DUE | | | | 07/08/2024 | | | $ | 1,534 | |
| | | GOLDMAN SACHS GROUP INC | | Corporate | | | 4.25 | % | | | DUE | | | | 10/21/2025 | | | $ | 573 | |
| | | GOLDMAN SACHS GROUP INC | | Corporate | | | 4.25 | % | | | DUE | | | | 10/21/2025 | | | $ | 164 | |
| | | GOLDMAN SACHS GROUP INC | | Corporate | | | 3.85 | % | | | DUE | | | | 01/26/2027 | | | $ | 11 | |
| | | GOLDMAN SACHS GROUP INC | | Corporate | | | 3.85 | % | | | DUE | | | | 01/26/2027 | | | $ | 27 | |
| | | GOLDMAN SACHS GROUP INC | | Corporate | | | 3.81 | % | | | DUE | | | | 04/23/2029 | | | $ | 724 | |
| | | GOLDMAN SACHS GROUP INC | | Corporate | | | 3.80 | % | | | DUE | | | | 03/15/2030 | | | $ | 1,100 | |
| | | GOLDMAN SACHS GROUP INC | | Corporate | | | 3.75 | % | | | DUE | | | | 02/25/2026 | | | $ | 672 | |
| | | GULFSTREAM NATURAL GAS | | Corporate | | | 6.19 | % | | | DUE | | | | 11/01/2025 | | | $ | 3,195 | |
| | | HSBC HOLDINGS PLC | | Corporate | | | 4.58 | % | | | DUE | | | | 06/19/2029 | | | $ | 224 | |
| | | HEALTH CARE SERVICE CORP | | Corporate | | | 1.50 | % | | | DUE | | | | 06/01/2025 | | | $ | 779 | |
| | | HEALTHPEAK PROPERTIES | | Corporate | | | 2.88 | % | | | DUE | | | | 01/15/2031 | | | $ | 390 | |
| | | HELMERICH & PAYNE INC | | Corporate | | | 2.90 | % | | | DUE | | | | 09/29/2031 | | | $ | 464 | |
| | | HUNTINGTON NATIONAL BANK | | Corporate | | | 2.50 | % | | | DUE | | | | 08/07/2022 | | | $ | 708 | |
| | | HUNTINGTON NATIONAL BANK | | Corporate | | | 3.55 | % | | | DUE | | | | 10/06/2023 | | | $ | 329 | |
| | | HUNTSMAN INTERNATIONAL L | | Corporate | | | 4.50 | % | | | DUE | | | | 05/01/2029 | | | $ | 2,332 | |
| | | IHS MARKIT LTD | | Corporate | | | 4.12 | % | | | DUE | | | | 08/01/2023 | | | $ | 167 | |
| | | IHS MARKIT LTD | | Corporate | | | 4.12 | % | | | DUE | | | | 08/01/2023 | | | $ | 261 | |
| | | INTUIT INC | | Corporate | | | 0.95 | % | | | DUE | | | | 07/15/2025 | | | $ | 562 | |
| | | IPALCO ENTERPRISES INC | | Corporate | | | 4.25 | % | | | DUE | | | | 05/01/2030 | | | $ | 137 | |
| | | JP MORGAN CHASE & CO | | Corporate | | | 3.88 | % | | | DUE | | | | 09/10/2024 | | | $ | 718 | |
| | | JP MORGAN CHASE & CO | | Corporate | | | 3.88 | % | | | DUE | | | | 09/10/2024 | | | $ | 372 | |
| | | JP MORGAN CHASE & CO | | Corporate | | | 3.90 | % | | | DUE | | | | 07/15/2025 | | | $ | 1,190 | |
| | | JP MORGAN CHASE & CO | | Corporate | | | 2.95 | % | | | DUE | | | | 10/01/2026 | | | $ | 766 | |
| | | JP MORGAN CHASE & CO | | Corporate | | | 2.95 | % | | | DUE | | | | 10/01/2026 | | | $ | 2,640 | |
| | | JPMORGAN CHASE & CO | | Corporate | | | 3.51 | % | | | DUE | | | | 01/23/2029 | | | $ | 536 | |
| | | JPMORGAN CHASE & CO | | Corporate | | | 3.51 | % | | | DUE | | | | 01/23/2029 | | | $ | 2,145 | |
| | | JPMORGAN CHASE & CO | | Corporate | | | 3.51 | % | | | DUE | | | | 01/23/2029 | | | $ | 2,681 | |
| | | JDE PEET S NV | | Corporate | | | 1.38 | % | | | DUE | | | | 01/15/2027 | | | $ | 3,474 | |
| | | JEFFERIES GRP LLC CAP | | Corporate | | | 2.62 | % | | | DUE | | | | 10/15/2031 | | | $ | 64 | |
| | | KENTUCKY UTILITIES CO | | Corporate | | | 3.30 | % | | | DUE | | | | 10/01/2025 | | | $ | 1,056 | |
| | | KIMCO REALTY CORP | | Corporate | | | 2.25 | % | | | DUE | | | | 12/01/2031 | | | $ | 375 | |
| | | KIMCO REALTY CORP | | Corporate | | | 2.25 | % | | | DUE | | | | 12/01/2031 | | | $ | 268 | |
| | | KIMCO REALTY CORP | | Corporate | | | 2.25 | % | | | DUE | | | | 12/01/2031 | | | $ | 136 | |
| | | KIMCO REALTY CORP | | Corporate | | | 2.25 | % | | | DUE | | | | 12/01/2031 | | | $ | 1,155 | |
| | | KRAFT HEINZ FOODS CO | | Corporate | | | 3.75 | % | | | DUE | | | | 04/01/2030 | | | $ | 740 | |
| | | LYB INTERNATIONAL FINANCE BV | | Corporate | | | 4.00 | % | | | DUE | | | | 07/15/2023 | | | $ | 444 | |
| | | LIBERTY MUTUAL GROUP INC | | Corporate | | | 4.57 | % | | | DUE | | | | 02/01/2029 | | | $ | 2,303 | |
| | | LINCOLN NATIONAL CORP | | Corporate | | | 3.80 | % | | | DUE | | | | 03/01/2028 | | | $ | 686 | |
| | | LLOYDS BANKING GROUP PLC | | Corporate | | | 2.44 | % | | | DUE | | | | 02/05/2026 | | | $ | 817 | |
| | | LLOYDS BANKING GROUP PLC | | Corporate | | | 2.44 | % | | | DUE | | | | 02/05/2026 | | | $ | 633 | |
| | | LUNDIN ENERGY FI | | Corporate | | | 2.00 | % | | | DUE | | | | 07/15/2026 | | | $ | 587 | |
| | | LUNDIN ENERGY FI | | Corporate | | | 2.00 | % | | | DUE | | | | 07/15/2026 | | | $ | 995 | |
| | | LUNDIN ENERGY FI | | Corporate | | | 3.10 | % | | | DUE | | | | 07/15/2031 | | | $ | 339 | |
| | | LUNDIN ENERGY FI | | Corporate | | | 3.10 | % | | | DUE | | | | 07/15/2031 | | | $ | 910 | |
| | | MPLX LP | | Corporate | | | 4.88 | % | | | DUE | | | | 12/01/2024 | | | $ | 1,032 | |
| | | MPLX LP | | Corporate | | | 4.12 | % | | | DUE | | | | 03/01/2027 | | | $ | 60 | |
| | | MPLX LP | | Corporate | | | 4.00 | % | | | DUE | | | | 03/15/2028 | | | $ | 315 | |
| | | MPLX LP | | Corporate | | | 4.00 | % | | | DUE | | | | 03/15/2028 | | | $ | 342 | |
| | | MAGNA INTERNATIONAL INC | | Corporate | | | 4.15 | % | | | DUE | | | | 10/01/2025 | | | $ | 272 | |
| | | MARATHON PETROLEUM CORP | | Corporate | | | 3.80 | % | | | DUE | | | | 04/01/2028 | | | $ | 894 | |
| | | MARTIN MARIETTA | | Corporate | | | 2.40 | % | | | DUE | | | | 07/15/2031 | | | $ | 834 | |
| | | MET LIFE GLOBAL FUNDING I | | Corporate | | | 0.95 | % | | | DUE | | | | 07/02/2025 | | | $ | 2,515 | |
| | | MID-ATLANTIC INTERSTATE | | Corporate | | | 4.10 | % | | | DUE | | | | 05/15/2028 | | | $ | 275 | |
| | | MITSUBISHI UFJ FINANCIAL GROUP | | Corporate | | | 3.00 | % | | | DUE | | | | 02/22/2022 | | | $ | 542 | |
| | | MITSUBISHI UFJ FIN GRP | | Corporate | | | 2.31 | % | | | DUE | | | | 07/20/2032 | | | $ | 1,343 | |
| | | MIZUHO FINANCIAL GROUP | | Corporate | | | 3.92 | % | | | DUE | | | | 09/11/2024 | | | $ | 1,724 | |
| | | MIZUHO FINANCIAL GROUP | | Corporate | | | 1.55 | % | | | DUE | | | | 07/09/2027 | | | $ | 1,557 | |
| | | MONDELEZ INTL HLDINGS NE | | Corporate | | | 1.25 | % | | | DUE | | | | 09/24/2026 | | | $ | 2,925 | |
| | | MORGAN STANLEY | | Corporate | | | 4.35 | % | | | DUE | | | | 09/08/2026 | | | $ | 554 | |
| | | MORGAN STANLEY | | Corporate | | | 4.35 | % | | | DUE | | | | 09/08/2026 | | | $ | 277 | |
| | | MORGAN STANLEY | | Corporate | | | 3.77 | % | | | DUE | | | | 01/24/2029 | | | $ | 71 | |
| | | MORGAN STANLEY | | Corporate | | | 3.62 | % | | | DUE | | | | 01/20/2027 | | | $ | 635 | |
| | | MORGAN STANLEY | | Corporate | | | 3.62 | % | | | DUE | | | | 01/20/2027 | | | $ | 950 | |
| | | MORGAN STANLEY | | Corporate | | | 3.62 | % | | | DUE | | | | 01/20/2027 | | | $ | 2,713 | |
| | | MORGAN STANLEY | | Corporate | | | 3.95 | % | | | DUE | | | | 04/23/2027 | | | $ | 1,650 | |
| | | MOTOROLA SOLUTIONS INC | | Corporate | | | 4.00 | % | | | DUE | | | | 09/01/2024 | | | $ | 1,226 | |
| | | MYLAN NV | | Corporate | | | 3.95 | % | | | DUE | | | | 06/15/2026 | | | $ | 351 | |
| | | MYLAN NV | | Corporate | | | 3.95 | % | | | DUE | | | | 06/15/2026 | | | $ | 512 | |
| | | MYLAN NV | | Corporate | | | 3.95 | % | | | DUE | | | | 06/15/2026 | | | $ | 863 | |
| | | MYLAN NV | | Corporate | | | 3.95 | % | | | DUE | | | | 06/15/2026 | | | $ | 1,505 | |
| | | NRG ENERGY INC | | Corporate | | | 2.00 | % | | | DUE | | | | 12/02/2025 | | | $ | 91 | |
| | | NRG ENERGY INC | | Corporate | | | 2.00 | % | | | DUE | | | | 12/02/2025 | | | $ | 30 | |
| | | NRG ENERGY INC | | Corporate | | | 2.00 | % | | | DUE | | | | 12/02/2025 | | | $ | 302 | |
| | | NRG ENERGY INC | | Corporate | | | 2.00 | % | | | DUE | | | | 12/02/2025 | | | $ | 91 | |
| | | NRG ENERGY INC | | Corporate | | | 2.00 | % | | | DUE | | | | 12/02/2025 | | | $ | 20 | |
| | | NRG ENERGY INC | | Corporate | | | 2.00 | % | | | DUE | | | | 12/02/2025 | | | $ | 453 | |
| | | NRG ENERGY INC | | Corporate | | | 2.00 | % | | | DUE | | | | 12/02/2025 | | | $ | 60 | |
| | | NATWEST MARKETS PLC | | Corporate | | | 3.62 | % | | | DUE | | | | 09/29/2022 | | | $ | 1,073 | |
| | | NIAGARA MOHAWK POWER | | Corporate | | | 1.96 | % | | | DUE | | | | 06/27/2030 | | | $ | 2,042 | |
| | | NISOURCE INC | | Corporate | | | 1.70 | % | | | DUE | | | | 02/15/2031 | | | $ | 159 | |
| | | NOMURA HOLDINGS INC | | Corporate | | | 2.65 | % | | | DUE | | | | 01/16/2025 | | | $ | 1,029 | |
| | | NOMURA HOLDINGS INC | | Corporate | | | 2.61 | % | | | DUE | | | | 07/14/2031 | | | $ | 242 | |
| | | NOMURA HOLDINGS INC | | Corporate | | | 2.61 | % | | | DUE | | | | 07/14/2031 | | | $ | 690 | |
| | | BOC AVIATION USA CORP | | Corporate | | | 1.62 | % | | | DUE | | | | 04/29/2024 | | | $ | 270 | |
| | | NOVARTIS CAPITAL CORP | | Corporate | | | 2.20 | % | | | DUE | | | | 08/14/2030 | | | $ | 1,289 | |
| | | OHIOHEALTH CORP | | Corporate | | | 2.30 | % | | | DUE | | | | 11/15/2031 | | | $ | 1,770 | |
| | | ONCOR ELECTRIC DELIVERY | | Corporate | | | 3.70 | % | | | DUE | | | | 11/15/2028 | | | $ | 1,046 | |
| | | ONEOK INC | | Corporate | | | 4.00 | % | | | DUE | | | | 07/13/2027 | | | $ | 70 | |
| | | ONEOK INC | | Corporate | | | 4.00 | % | | | DUE | | | | 07/13/2027 | | | $ | 433 | |
| | | ONEOK INC | | Corporate | | | 3.10 | % | | | DUE | | | | 03/15/2030 | | | $ | 1,531 | |
| | | ONEOK INC | | Corporate | | | 5.85 | % | | | DUE | | | | 01/15/2026 | | | $ | 1,437 | |
| | | ORACLE CORP | | Corporate | | | 2.65 | % | | | DUE | | | | 07/15/2026 | | | $ | 669 | |
| | | ORACLE CORP | | Corporate | | | 2.50 | % | | | DUE | | | | 04/01/2025 | | | $ | 1,137 | |
| | | OWENS CORNING INC | | Corporate | | | 3.40 | % | | | DUE | | | | 08/15/2026 | | | $ | 371 | |
| | | PNC BANK NA | | Corporate | | | 4.05 | % | | | DUE | | | | 07/26/2028 | | | $ | 876 | |
| | | PNC BANK NA | | Corporate | | | 4.05 | % | | | DUE | | | | 07/26/2028 | | | $ | 1,122 | |
| | | PACIFICORP | | Corporate | | | 2.70 | % | | | DUE | | | | 09/15/2030 | | | $ | 217 | |
| | | PENSKE TRUCK LEASING PTL | | Corporate | | | 4.12 | % | | | DUE | | | | 08/01/2023 | | | $ | 636 | |
| | | PETROLEOS MEXICANOS | | Corporate | | | 6.50 | % | | | DUE | | | | 03/13/2027 | | | $ | 320 | |
| | | PETROLEOS MEXICANOS | | Corporate | | | 6.50 | % | | | DUE | | | | 03/13/2027 | | | $ | 213 | |
| | | PETROLEOS MEXICANOS | | Corporate | | | 6.50 | % | | | DUE | | | | 03/13/2027 | | | $ | 320 | |
| | | PETROLEOS MEXICANOS | | Corporate | | | 6.49 | % | | | DUE | | | | 01/23/2027 | | | $ | 66 | |
| | | PHARMACIA CORP | | Corporate | | | 6.60 | % | | | DUE | | | | 12/01/2028 | | | $ | 1,623 | |
| | | PHILIP MORRIS INTL INC | | Corporate | | | 0.88 | % | | | DUE | | | | 05/01/2026 | | | $ | 889 | |
| | | PHILLIPS 66 PARTNERS LP | | Corporate | | | 3.85 | % | | | DUE | | | | 04/09/2025 | | | $ | 288 | |
| | | PHILLIPS 66 PARTNERS LP | | Corporate | | | 3.60 | % | | | DUE | | | | 02/15/2025 | | | $ | 790 | |
| | | PIEDMONT HEALTHCARE INC | | Corporate | | | 2.04 | % | | | DUE | | | | 01/01/2032 | | | $ | 1,107 | |
| | | PIONEER NATURAL RESOURCE | | Corporate | | | 1.12 | % | | | DUE | | | | 01/15/2026 | | | $ | 671 | |
| | | PLAINS ALL AMERICAN PIPELINE | | Corporate | | | 4.50 | % | | | DUE | | | | 12/15/2026 | | | $ | 1,746 | |
| | | PLAINS ALL AMERICAN PIPELINE | | Corporate | | | 4.50 | % | | | DUE | | | | 12/15/2026 | | | $ | 1,208 | |
| | | PRINCIPAL LFE GLB FND II | | Corporate | | | 1.25 | % | | | DUE | | | | 06/23/2025 | | | $ | 668 | |
| | | PROTECTIVE LIFE GLOBAL | | Corporate | | | 1.17 | % | | | DUE | | | | 07/15/2025 | | | $ | 2,873 | |
| | | PROVIDENCE ST JOSEPH HEALTH OB | | Corporate | | | 2.75 | % | | | DUE | | | | 10/01/2026 | | | $ | 225 | |
| | | INDONESIA ASAHAN ALUMINI | | Corporate | | | 5.71 | % | | | DUE | | | | 11/15/2023 | | | $ | 1,204 | |
| | | PUBLIC SERVICE ELECTRIC & GAS | | Corporate | | | 2.25 | % | | | DUE | | | | 09/15/2026 | | | $ | 498 | |
| | | QATAR PETROLEUM | | Corporate | | | 1.38 | % | | | DUE | | | | 09/12/2026 | | | $ | 429 | |
| | | QATAR PETROLEUM | | Corporate | | | 1.38 | % | | | DUE | | | | 09/12/2026 | | | $ | 223 | |
| | | QATAR PETROLEUM | | Corporate | | | 1.38 | % | | | DUE | | | | 09/12/2026 | | | $ | 328 | |
| | | QUEST DIAGNOSTIC INC | | Corporate | | | 2.95 | % | | | DUE | | | | 06/30/2030 | | | $ | 923 | |
| | | REALTY INCOME CORP | | Corporate | | | 3.00 | % | | | DUE | | | | 01/15/2027 | | | $ | 950 | |
| | | REALTY INCOME CORP | | Corporate | | | 3.25 | % | | | DUE | | | | 01/15/2031 | | | $ | 752 | |
| | | REALTY INCOME CORP | | Corporate | | | 2.20 | % | | | DUE | | | | 06/15/2028 | | | $ | 1,515 | |
| | | ROPER TECHNOLOGIES INC | | Corporate | | | 4.20 | % | | | DUE | | | | 09/15/2028 | | | $ | 932 | |
| | | NATWEST GROUP PLC | | Corporate | | | 3.88 | % | | | DUE | | | | 09/12/2023 | | | $ | 209 | |
| | | NATWEST GROUP PLC | | Corporate | | | 4.52 | % | | | DUE | | | | 06/25/2024 | | | $ | 209 | |
| | | SACI FALABELLA | | Corporate | | | 4.38 | % | | | DUE | | | | 01/27/2025 | | | $ | 212 | |
| | | SACI FALABELLA | | Corporate | | | 4.38 | % | | | DUE | | | | 01/27/2025 | | | $ | 424 | |
| | | SP POWERASSETS LTD | | Corporate | | | 3.00 | % | | | DUE | | | | 09/26/2027 | | | $ | 346 | |
| | | SCHLUMBERGER INV | | Corporate | | | 2.40 | % | | | DUE | | | | 08/01/2022 | | | $ | 594 | |
| | | SCHWAB CHARLES CORP | | Corporate | | | 1.65 | % | | | DUE | | | | 03/11/2031 | | | $ | 1,383 | |
| | | SEALED AIR CORP | | Corporate | | | 1.57 | % | | | DUE | | | | 10/15/2026 | | | $ | 606 | |
| | | 7 ELEVEN INC | | Corporate | | | 0.80 | % | | | DUE | | | | 02/10/2024 | | | $ | 1,058 | |
| | | SHIRE ACQ INV IRELAND DA | | Corporate | | | 2.88 | % | | | DUE | | | | 09/23/2023 | | | $ | 1,311 | |
| | | SOCIETE GENERALE | | Corporate | | | 2.62 | % | | | DUE | | | | 01/22/2025 | | | $ | 2,481 | |
| | | SOUTHERN CAL EDISON | | Corporate | | | 2.40 | % | | | DUE | | | | 02/01/2022 | | | $ | 722 | |
| | | SOUTHERN CAL EDISON | | Corporate | | | 2.40 | % | | | DUE | | | | 02/01/2022 | | | $ | 279 | |
| | | SOUTHWEST AIRLINES CO | | Corporate | | | 2.62 | % | | | DUE | | | | 02/10/2030 | | | $ | 1,380 | |
| | | SOUTHWEST AIRLINES CO | | Corporate | | | 5.12 | % | | | DUE | | | | 06/15/2027 | | | $ | 618 | |
| | | SOUTHWESTERN ELECTRIC POWER | | Corporate | | | 4.10 | % | | | DUE | | | | 09/15/2028 | | | $ | 997 | |
| | | SPECTRA ENERGY PARTNERS | | Corporate | | | 3.38 | % | | | DUE | | | | 10/15/2026 | | | $ | 101 | |
| | | SPIRIT REALTY LP | | Corporate | | | 2.10 | % | | | DUE | | | | 03/15/2028 | | | $ | 929 | |
| | | SPIRIT REALTY LP | | Corporate | | | 2.10 | % | | | DUE | | | | 03/15/2028 | | | $ | 929 | |
| | | STELLANTIS FIN US INC | | Corporate | | | 2.69 | % | | | DUE | | | | 09/15/2031 | | | $ | 739 | |
| | | SUN COMMUNITIES | | Corporate | | | 2.70 | % | | | DUE | | | | 07/15/2031 | | | $ | 996 | |
| | | SUN COMMUNITIES OPER LP | | Corporate | | | 2.30 | % | | | DUE | | | | 11/01/2028 | | | $ | 1,380 | |
| | | T MOBILE USA INC | | Corporate | | | 3.50 | % | | | DUE | | | | 04/15/2025 | | | $ | 2,013 | |
| | | T MOBILE USA INC | | Corporate | | | 2.05 | % | | | DUE | | | | 02/15/2028 | | | $ | 1,268 | |
| | | TECK RESOURCES LIMITED | | Corporate | | | 3.90 | % | | | DUE | | | | 07/15/2030 | | | $ | 1,625 | |
| | | TEXAS EASTERN TRANSMISSION LP | | Corporate | | | 3.50 | % | | | DUE | | | | 01/15/2028 | | | $ | 206 | |
| | | TRIMBLE INCORPORATED | | Corporate | | | 4.15 | % | | | DUE | | | | 06/15/2023 | | | $ | 666 | |
| | | TYCO ELECTRONICS | | Corporate | | | 3.12 | % | | | DUE | | | | 08/15/2027 | | | $ | 395 | |
| | | UBS AG LONDON | | Corporate | | | 1.25 | % | | | DUE | | | | 06/01/2026 | | | $ | 1,425 | |
| | | UBS GROUP FUNDING SWITZE | | Corporate | | | 2.86 | % | | | DUE | | | | 08/15/2023 | | | $ | 592 | |
| | | UNICREDIT SPA | | Corporate | | | 1.98 | % | | | DUE | | | | 06/03/2027 | | | $ | 2,404 | |
| | | UNION PACIFIC CORP | | Corporate | | | 2.75 | % | | | DUE | | | | 03/01/2026 | | | $ | 346 | |
| | | UNIVERSAL HEALTH SVCS | | Corporate | | | 2.65 | % | | | DUE | | | | 01/15/2032 | | | $ | 1,424 | |
| | | UNUM GROUP | | Corporate | | | 4.00 | % | | | DUE | | | | 03/15/2024 | | | $ | 1,003 | |
| | | VALERO ENERGY CORP | | Corporate | | | 2.85 | % | | | DUE | | | | 04/15/2025 | | | $ | 229 | |
| | | VENTAS REALTY LP | | Corporate | | | 4.40 | % | | | DUE | | | | 01/15/2029 | | | $ | 981 | |
| | | VERIZON COMMUNICATIONS | | Corporate | | | 2.65 | % | | | DUE | | | | 11/20/2040 | | | $ | 750 | |
| | | VERIZON COMMUNICATIONS | | Corporate | | | 2.55 | % | | | DUE | | | | 03/21/2031 | | | $ | 722 | |
| | | VIATRIS INC | | Corporate | | | 2.70 | % | | | DUE | | | | 06/22/2030 | | | $ | 1,355 | |
| | | VISA INC | | Corporate | | | 1.90 | % | | | DUE | | | | 04/15/2027 | | | $ | 391 | |
| | | VISTRA OPERATIONS CO LLC | | Corporate | | | 3.55 | % | | | DUE | | | | 07/15/2024 | | | $ | 180 | |
| | | VISTRA OPERATIONS CO LLC | | Corporate | | | 3.55 | % | | | DUE | | | | 07/15/2024 | | | $ | 180 | |
| | | VISTRA OPERATIONS CO LLC | | Corporate | | | 3.70 | % | | | DUE | | | | 01/30/2027 | | | $ | 748 | |
| | | VISTRA OPERATIONS CO LLC | | Corporate | | | 3.70 | % | | | DUE | | | | 01/30/2027 | | | $ | 779 | |
| | | WASTE CONNECTIONS INC | | Corporate | | | 2.60 | % | | | DUE | | | | 02/01/2030 | | | $ | 1,273 | |
| | | WELLS FARGO & COMPANY | | Corporate | | | 2.16 | % | | | DUE | | | | 02/11/2026 | | | $ | 2,755 | |
| | | WELLS FARGO & COMPANY | | Corporate | | | 2.39 | % | | | DUE | | | | 06/02/2028 | | | $ | 2,541 | |
| | | WELLTOWER INC | | Corporate | | | 3.10 | % | | | DUE | | | | 01/15/2030 | | | $ | 1,260 | |
| | | WELLTOWER INC | | Corporate | | | 2.70 | % | | | DUE | | | | 02/15/2027 | | | $ | 375 | |
| | | WABTEC | | Corporate | | | 4.95 | % | | | DUE | | | | 09/15/2028 | | | $ | 341 | |
| | | WABTEC | | Corporate | | | 4.95 | % | | | DUE | | | | 09/15/2028 | | | $ | 1,961 | |
| | | WRKCO INC | | Corporate | | | 3.75 | % | | | DUE | | | | 03/15/2025 | | | $ | 608 | |
| | | WILLIAMS PARTNERS LP | | Corporate | | | 4.30 | % | | | DUE | | | | 03/04/2024 | | | $ | 264 | |
| | | WILLIAMS PARTNERS LP | | Corporate | | | 4.30 | % | | | DUE | | | | 03/04/2024 | | | $ | 159 | |
| | | WILLIAMS PARTNERS LP | | Corporate | | | 4.30 | % | | | DUE | | | | 03/04/2024 | | | $ | 1,427 | |
| | | YAMANA GOLD INC | | Corporate | | | 2.63 | % | | | DUE | | | | 08/15/2031 | | | $ | 1,038 | |
| | | YAMANA GOLD INC | | Corporate | | | 2.63 | % | | | DUE | | | | 08/15/2031 | | | $ | 965 | |
| | | FNMA | | Fed Agency | | | 2.50 | % | | | DUE | | | | 04/01/2044 | | | $ | 12,250 | |
| | | FNMA | | Fed Agency | | | 2.50 | % | | | DUE | | | | 04/01/2044 | | | $ | 7,657 | |
| | | FNMA | | Fed Agency | | | 2.50 | % | | | DUE | | | | 04/01/2044 | | | $ | 4,083 | |
| | | FNMA | | Fed Agency | | | 2.50 | % | | | DUE | | | | 04/01/2044 | | | $ | 3,573 | |
| | | FNMA | | Fed Agency | | | 2.50 | % | | | DUE | | | | 04/01/2044 | | | $ | 5,104 | |
| | | GNMA II | | Fed Agency | | | 2.50 | % | | | DUE | | | | 08/20/2046 | | | $ | 512 | |
| | | GNMA II | | Fed Agency | | | 2.50 | % | | | DUE | | | | 06/20/2044 | | | $ | 511 | |
| | | GNMA II | | Fed Agency | | | 3.00 | % | | | DUE | | | | 12/15/2043 | | | $ | 1,035 | |
| | | GNMA II | | Fed Agency | | | 3.00 | % | | | DUE | | | | 12/15/2043 | | | $ | 1,035 | |
| | | FANNIE MAE | | Fed Agency | | | 6.25 | % | | | DUE | | | | 05/15/2029 | | | $ | 259 | |
| | | FANNIE MAE | | Fed Agency | | | 7.12 | % | | | DUE | | | | 01/15/2030 | | | $ | 1,417 | |
| | | FANNIE MAE | | Fed Agency | | | 0.88 | % | | | DUE | | | | 08/05/2030 | | | $ | 90 | |
| | | FANNIE MAE | | Fed Agency | | | 0.88 | % | | | DUE | | | | 08/05/2030 | | | $ | 33 | |
| | | TENN VALLEY AUTHORITY | | Fed Agency | | | 1.50 | % | | | DUE | | | | 09/15/2031 | | | $ | 39 | |
| | | CORP ANDINA DE FOMENTO | | Foreign | | | 2.75 | % | | | DUE | | | | 01/06/2023 | | | $ | 92 | |
| | | CORP ANDINA DE FOMENTO | | Foreign | | | 2.75 | % | | | DUE | | | | 01/06/2023 | | | $ | 214 | |
| | | CORP ANDINA DE FOMENTO | | Foreign | | | 3.75 | % | | | DUE | | | | 11/23/2023 | | | $ | 524 | |
| | | CORP ANDINA DE FOMENTO | | Foreign | | | 3.75 | % | | | DUE | | | | 11/23/2023 | | | $ | 209 | |
| | | EMIRATE ABU DHABI GOVT INTL | | Foreign | | | 3.12 | % | | | DUE | | | | 10/11/2027 | | | $ | 838 | |
| | | HARVEST OPERATIONS CORP | | Foreign | | | 4.20 | % | | | DUE | | | | 06/01/2023 | | | $ | 208 | |
| | | HYDRO QUEBEC | | Foreign | | | 9.38 | % | | | DUE | | | | 04/15/2030 | | | $ | 1,391 | |
| | | INDONESIA REPUBLIC OF | | Foreign | | | 3.50 | % | | | DUE | | | | 01/11/2028 | | | $ | 216 | |
| | | JAPAN FINANCE ORG MUNICIPAL SE | | Foreign | | | 2.12 | % | | | DUE | | | | 10/25/2023 | | | $ | 204 | |
| | | JAPAN FINANCE ORG MUNICIPAL SE | | Foreign | | | 1.75 | % | | | DUE | | | | 09/05/2024 | | | $ | 203 | |
| | | KUWAIT INTERNATIONAL BOND | | Foreign | | | 2.75 | % | | | DUE | | | | 03/20/2022 | | | $ | 201 | |
| | | QATAR STATE OF | | Foreign | | | 4.50 | % | | | DUE | | | | 04/23/2028 | | | $ | 350 | |
| | | QATAR STATE OF | | Foreign | | | 4.50 | % | | | DUE | | | | 04/23/2028 | | | $ | 230 | |
| | | SAUDI INTERNATIONAL BOND | | Foreign | | | 4.00 | % | | | DUE | | | | 04/17/2025 | | | $ | 323 | |
| | | 2 YR US TR NOTES | | Futures | | | 0.00 | % | | | DUE | | | | 02/18/2022 | | | $ | (8 | ) |
| | | 2 YR US TR NOTES | | Futures | | | 0.00 | % | | | DUE | | | | 02/18/2022 | | | $ | (3 | ) |
| | | 2 YR US TR NOTES | | Futures | | | 0.00 | % | | | DUE | | | | 02/18/2022 | | | $ | (3 | ) |
| | | 2 YR US TR NOTES | | Futures | | | 0.00 | % | | | DUE | | | | 02/18/2022 | | | $ | (2 | ) |
| | | 2 YR US TR NOTES | | Futures | | | 0.00 | % | | | DUE | | | | 02/18/2022 | | | $ | (15 | ) |
| | | 2 YR US TR NOTES | | Futures | | | 0.00 | % | | | DUE | | | | 02/18/2022 | | | $ | (22 | ) |
| | | 20 YR US TR BONDS | | Futures | | | 0.00 | % | | | DUE | | | | 02/18/2022 | | | $ | 10 | |
| | | 20 YR US TR BONDS | | Futures | | | 0.00 | % | | | DUE | | | | 02/18/2022 | | | $ | 8 | |
| | | 20 YR US TR BONDS | | Futures | | | 0.00 | % | | | DUE | | | | 02/18/2022 | | | $ | 32 | |
| | | 20 YR US TR BONDS | | Futures | | | 0.00 | % | | | DUE | | | | 02/18/2022 | | | $ | 5 | |
| | | 20 YR US TR BONDS | | Futures | | | 0.00 | % | | | DUE | | | | 02/18/2022 | | | $ | 12 | |
| | | 20 YR US TR BONDS | | Futures | | | 0.00 | % | | | DUE | | | | 02/18/2022 | | | $ | 12 | |
| | | 20 YR US TR BONDS | | Futures | | | 0.00 | % | | | DUE | | | | 02/18/2022 | | | $ | 17 | |
| | | 20 YR US TR BONDS | | Futures | | | 0.00 | % | | | DUE | | | | 02/18/2022 | | | $ | 24 | |
| | | 20 YR US TR BONDS | | Futures | | | 0.00 | % | | | DUE | | | | 02/18/2022 | | | $ | 2 | |
| | | 20 YR US TR BONDS | | Futures | | | 0.00 | % | | | DUE | | | | 02/18/2022 | | | $ | 12 | |
| | | 20 YR US TR BONDS | | Futures | | | 0.00 | % | | | DUE | | | | 02/18/2022 | | | $ | 9 | |
| | | 20 YR US TR BONDS | | Futures | | | 0.00 | % | | | DUE | | | | 02/18/2022 | | | $ | 1 | |
| | | FHLMC GOLD | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 06/01/2039 | | | $ | 80 | |
| | | FHLMC GOLD | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 08/01/2043 | | | $ | 1,118 | |
| | | FHLMC GOLD | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 09/01/2044 | | | $ | 118 | |
| | | FHLMC GOLD | | Mortgage Backed | | | 2.00 | % | | | DUE | | | | 01/01/2032 | | | $ | 187 | |
| | | FHLMC GOLD | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 04/01/2048 | | | $ | 102 | |
| | | FHLMC GOLD | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 10/01/2045 | | | $ | 398 | |
| | | FHLMC GOLD | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 08/01/2046 | | | $ | 327 | |
| | | FHLMC GOLD | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 12/01/2046 | | | $ | 315 | |
| | | FHLMC GOLD | | Mortgage Backed | | | 2.50 | % | | | DUE | | | | 01/01/2029 | | | $ | 372 | |
| | | FHLMC | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 01/01/2037 | | | $ | 262 | |
| | | FHLMC | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 12/01/2037 | | | $ | 80 | |
| | | FHLMC GOLD | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 02/01/2043 | | | $ | 712 | |
| | | FHLMC GOLD | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 02/01/2042 | | | $ | 460 | |
| | | FHLMC GOLD | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 12/01/2042 | | | $ | 528 | |
| | | FHLMC GOLD | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 12/01/2040 | | | $ | 259 | |
| | | FHLMC GOLD | | Mortgage Backed | | | 2.50 | % | | | DUE | | | | 07/01/2031 | | | $ | 108 | |
| | | FHLMC GOLD | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 04/01/2042 | | | $ | 128 | |
| | | FHLMC GOLD | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 10/01/2042 | | | $ | 264 | |
| | | FHLMC GOLD | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 06/01/2043 | | | $ | 166 | |
| | | FHLMC | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 09/01/2030 | | | $ | 345 | |
| | | FHLMC | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 11/01/2047 | | | $ | 537 | |
| | | FHLMC | | Mortgage Backed | | | 5.00 | % | | | DUE | | | | 02/01/2048 | | | $ | 178 | |
| | | FHLMC | | Mortgage Backed | | | 2.00 | % | | | DUE | | | | 01/01/2051 | | | $ | 1,812 | |
| | | FHLMC | | Mortgage Backed | | | 2.50 | % | | | DUE | | | | 10/01/2051 | | | $ | 5,553 | |
| | | FHLMC | | Mortgage Backed | | | 2.50 | % | | | DUE | | | | 10/01/2051 | | | $ | 2,590 | |
| | | FNMA | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 02/01/2041 | | | $ | 418 | |
| | | FNMA | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 01/01/2041 | | | $ | 348 | |
| | | FNMA | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 02/01/2041 | | | $ | 88 | |
| | | FNMA | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 08/01/2042 | | | $ | 390 | |
| | | FNMA | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 10/01/2041 | | | $ | 259 | |
| | | FNMA | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 01/01/2042 | | | $ | 457 | |
| | | FNMA | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 12/01/2041 | | | $ | 333 | |
| | | FNMA | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 08/01/2041 | | | $ | 176 | |
| | | FNMA | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 07/01/2042 | | | $ | 347 | |
| | | FNMA | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 07/01/2042 | | | $ | 104 | |
| | | FNMA | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 12/01/2042 | | | $ | 279 | |
| | | FNMA | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 02/01/2046 | | | $ | 274 | |
| | | FNMA | | Mortgage Backed | | | 6.00 | % | | | DUE | | | | 07/01/2041 | | | $ | 293 | |
| | | FNMA | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 03/01/2043 | | | $ | 706 | |
| | | FNMA | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 03/01/2043 | | | $ | 289 | |
| | | FNMA | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 04/01/2030 | | | $ | 118 | |
| | | FNMA | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 06/01/2045 | | | $ | 829 | |
| | | FNMA | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 12/01/2045 | | | $ | 126 | |
| | | FNMA | | Mortgage Backed | | | 2.50 | % | | | DUE | | | | 09/01/2046 | | | $ | 196 | |
| | | FNMA | | Mortgage Backed | | | 2.50 | % | | | DUE | | | | 09/01/2046 | | | $ | 97 | |
| | | FNMA | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 11/01/2036 | | | $ | 142 | |
| | | FNMA | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 12/01/2046 | | | $ | 203 | |
| | | FNMA | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 12/01/2046 | | | $ | 158 | |
| | | FNMA | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 04/01/2043 | | | $ | 211 | |
| | | FNMA | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 06/01/2043 | | | $ | 437 | |
| | | FNMA | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 09/01/2043 | | | $ | 215 | |
| | | FNMA | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 10/01/2045 | | | $ | 337 | |
| | | FNMA | | Mortgage Backed | | | 6.00 | % | | | DUE | | | | 10/01/2036 | | | $ | 67 | |
| | | FNMA | | Mortgage Backed | | | 5.50 | % | | | DUE | | | | 01/01/2037 | | | $ | 90 | |
| | | FNMA | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 12/01/2031 | | | $ | 191 | |
| | | FNMA | | Mortgage Backed | | | 2.50 | % | | | DUE | | | | 12/01/2050 | | | $ | 401 | |
| | | FNMA | | Mortgage Backed | | | 5.00 | % | | | DUE | | | | 09/01/2047 | | | $ | 144 | |
| | | FNMA | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 07/01/2027 | | | $ | 231 | |
| | | FNMA | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 08/01/2040 | | | $ | 147 | |
| | | FNMA | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 01/01/2041 | | | $ | 786 | |
| | | FNMA | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 05/01/2042 | | | $ | 681 | |
| | | FNMA | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 03/01/2043 | | | $ | 310 | |
| | | FNMA | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 10/01/2039 | | | $ | 144 | |
| | | FNMA | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 11/01/2040 | | | $ | 92 | |
| | | FNMA | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 01/01/2046 | | | $ | 138 | |
| | | FNMA | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 01/01/2046 | | | $ | 136 | |
| | | FNMA | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 08/01/2031 | | | $ | 178 | |
| | | FNMA | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 09/01/2046 | | | $ | 148 | |
| | | FNMA | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 08/01/2047 | | | $ | 298 | |
| | | FNMA | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 08/01/2047 | | | $ | 135 | |
| | | FNMA | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 08/01/2033 | | | $ | 102 | |
| | | FNMA | | Mortgage Backed | | | 2.00 | % | | | DUE | | | | 09/01/2050 | | | $ | 12,852 | |
| | | FNMA | | Mortgage Backed | | | 2.50 | % | | | DUE | | | | 04/01/2051 | | | $ | 1,022 | |
| | | FNMA | | Mortgage Backed | | | 5.00 | % | | | DUE | | | | 06/01/2040 | | | $ | 52 | |
| | | FNMA | | Mortgage Backed | | | 5.00 | % | | | DUE | | | | 06/01/2040 | | | $ | 62 | |
| | | FNMA | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 06/01/2040 | | | $ | 128 | |
| | | FNMA | | Mortgage Backed | | | 5.00 | % | | | DUE | | | | 06/01/2040 | | | $ | 170 | |
| | | FNMA | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 02/01/2041 | | | $ | 116 | |
| | | FNMA | | Mortgage Backed | | | 5.00 | % | | | DUE | | | | 02/01/2041 | | | $ | 81 | |
| | | FNMA | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 10/01/2040 | | | $ | 285 | |
| | | FNMA | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 11/01/2040 | | | $ | 188 | |
| | | GNMA | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 09/15/2042 | | | $ | 100 | |
| | | GNMA II | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 03/20/2043 | | | $ | 84 | |
| | | GNMA II | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 03/20/2043 | | | $ | 155 | |
| | | GNMA II | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 09/20/2042 | | | $ | 182 | |
| | | GNMA II | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 10/20/2042 | | | $ | 369 | |
| | | GNMA II | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 10/20/2042 | | | $ | 292 | |
| | | GNMA II | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 10/20/2042 | | | $ | 424 | |
| | | GNMA II | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 12/20/2042 | | | $ | 177 | |
| | | GNMA II | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 12/20/2042 | | | $ | 200 | |
| | | GNMA II | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 09/20/2043 | | | $ | 126 | |
| | | GNMA II | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 10/20/2043 | | | $ | 208 | |
| | | GNMA II | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 10/20/2043 | | | $ | 236 | |
| | | GNMA II | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 10/20/2043 | | | $ | 65 | |
| | | GNMA II | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 12/20/2043 | | | $ | 238 | |
| | | GNMA II | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 12/20/2043 | | | $ | 150 | |
| | | GNMA II | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 01/20/2044 | | | $ | 79 | |
| | | GNMA II | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 01/20/2044 | | | $ | 38 | |
| | | GNMA II | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 03/20/2045 | | | $ | 85 | |
| | | GNMA II | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 03/20/2045 | | | $ | 72 | |
| | | GNMA II | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 06/20/2044 | | | $ | 164 | |
| | | GNMA II | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 12/20/2044 | | | $ | 134 | |
| | | GNMA II | | Mortgage Backed | | | 5.00 | % | | | DUE | | | | 04/20/2045 | | | $ | 44 | |
| | | GNMA II | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 04/20/2045 | | | $ | 92 | |
| | | GNMA II | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 05/20/2045 | | | $ | 127 | |
| | | GNMA II | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 05/20/2045 | | | $ | 49 | |
| | | GNMA II | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 09/20/2045 | | | $ | 314 | |
| | | GNMA II | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 11/20/2045 | | | $ | 512 | |
| | | GNMA II | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 11/20/2045 | | | $ | 74 | |
| | | GNMA II | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 12/20/2045 | | | $ | 137 | |
| | | GNMA II | | Mortgage Backed | | | 3.00 | % | | | DUE | | | | 01/20/2046 | | | $ | 134 | |
| | | GNMA II | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 05/20/2046 | | | $ | 208 | |
| | | GNMA II | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 07/20/2046 | | | $ | 341 | |
| | | GNMA II | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 07/20/2046 | | | $ | 230 | |
| | | GNMA II | | Mortgage Backed | | | 5.00 | % | | | DUE | | | | 07/20/2046 | | | $ | 178 | |
| | | GNMA II | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 09/20/2046 | | | $ | 67 | |
| | | GNMA II | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 10/20/2046 | | | $ | 63 | |
| | | GNMA II | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 10/20/2046 | | | $ | 80 | |
| | | GNMA II | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 11/20/2046 | | | $ | 96 | |
| | | GNMA II | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 11/20/2046 | | | $ | 130 | |
| | | GNMA II | | Mortgage Backed | | | 2.50 | % | | | DUE | | | | 12/20/2046 | | | $ | 83 | |
| | | GNMA II | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 12/20/2046 | | | $ | 82 | |
| | | GNMA II | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 12/20/2046 | | | $ | 401 | |
| | | GNMA II | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 02/20/2047 | | | $ | 108 | |
| | | GNMA II | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 03/20/2047 | | | $ | 240 | |
| | | GNMA II | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 08/20/2048 | | | $ | 224 | |
| | | GNMA II | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 08/20/2047 | | | $ | 252 | |
| | | GNMA II | | Mortgage Backed | | | 5.00 | % | | | DUE | | | | 11/20/2047 | | | $ | 336 | |
| | | GNMA | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 10/20/2041 | | | $ | 228 | |
| | | GNMA | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 10/20/2041 | | | $ | 1,091 | |
| | | GNMA | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 04/15/2040 | | | $ | 73 | |
| | | GNMA | | Mortgage Backed | | | 4.00 | % | | | DUE | | | | 01/15/2041 | | | $ | 124 | |
| | | CLEARNET | | Notional Par Contract | | | 0.05 | % | | | DUE | | | | 08/15/2028 | | | $ | (8 | ) |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 95 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 377 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 917 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 109 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 834 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 841 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 433 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 752 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 582 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 887 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 565 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 650 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 332 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 440 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 791 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 825 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 16 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 929 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 917 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 729 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 236 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 1,051 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 275 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 584 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 43 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 9 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 376 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 827 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 1,078 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 52 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 1,041 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 45 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 563 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 281 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 452 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 3 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 857 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 123 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 1,063 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 965 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 18 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 349 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 399 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 718 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 898 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 219 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 228 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 464 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 8 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 468 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 69 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 910 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 451 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 216 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 163 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 669 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 840 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 872 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 245 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 993 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 464 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 191 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 523 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 236 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 1,130 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 388 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 84 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 2,203 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 1,571 | |
| | | 5 YR US TR NOTES | | US Govt Bonds | | | 0.00 | % | | | DUE | | | | 04/05/2022 | | | $ | 1 | |
| | | 5 YR US TR NOTES | | US Govt Bonds | | | 0.00 | % | | | DUE | | | | 04/05/2022 | | | $ | 13 | |
| | | 5 YR US TR NOTES | | US Govt Bonds | | | 0.00 | % | | | DUE | | | | 04/05/2022 | | | $ | (12 | ) |
| | | 5 YR US TR NOTES | | US Govt Bonds | | | 0.00 | % | | | DUE | | | | 04/05/2022 | | | $ | (79 | ) |
| | | 5 YR US TR NOTES | | US Govt Bonds | | | 0.00 | % | | | DUE | | | | 04/05/2022 | | | $ | (1 | ) |
| | | 10 YR US TR NOTES | | US Govt Bonds | | | 0.00 | % | | | DUE | | | | 03/31/2022 | | | $ | (2 | ) |
| | | 10 YR US TR NOTES | | US Govt Bonds | | | 0.00 | % | | | DUE | | | | 03/31/2022 | | | $ | 5 | |
| | | US ULTRA T-BOND | | US Govt Bonds | | | 0.00 | % | | | DUE | | | | 03/31/2022 | | | $ | 5 | |
| | | US ULTRA T-BOND | | US Govt Bonds | | | 0.00 | % | | | DUE | | | | 03/31/2022 | | | $ | 5 | |
| | | US ULTRA T-BOND | | US Govt Bonds | | | 0.00 | % | | | DUE | | | | 03/31/2022 | | | $ | 10 | |
| | | US ULTRA T-BOND | | US Govt Bonds | | | 0.00 | % | | | DUE | | | | 03/31/2022 | | | $ | 3 | |
| | | US ULTRA T-BOND | | US Govt Bonds | | | 0.00 | % | | | DUE | | | | 03/31/2022 | | | $ | 1 | |
| | | US ULTRA T-BOND | | US Govt Bonds | | | 0.00 | % | | | DUE | | | | 03/31/2022 | | | $ | 1 | |
| | | US ULTRA T-BOND | | US Govt Bonds | | | 0.00 | % | | | DUE | | | | 03/31/2022 | | | $ | 1 | |
| | | US ULTRA T-BOND | | US Govt Bonds | | | 0.00 | % | | | DUE | | | | 03/31/2022 | | | $ | 15 | |
| | | US 10YR ULTRA FUT MAR22 | | Futures | | | 0.00 | % | | | DUE | | | | 03/31/2022 | | | $ | (88 | ) |
| | | US 10YR ULTRA FUT MAR22 | | Futures | | | 0.00 | % | | | DUE | | | | 03/31/2022 | | | $ | (126 | ) |
| | | US 10YR ULTRA FUT MAR22 | | Futures | | | 0.00 | % | | | DUE | | | | 03/31/2022 | | | $ | (126 | ) |
| | | US 10YR ULTRA FUT MAR22 | | Futures | | | 0.00 | % | | | DUE | | | | 03/31/2022 | | | $ | (71 | ) |
| | | US TREASURY N B | | US Govt Bonds | | | 2.00 | % | | | DUE | | | | 08/15/2051 | | | $ | 163 | |
| | | US TREASURY N B | | US Govt Bonds | | | 2.00 | % | | | DUE | | | | 08/15/2051 | | | $ | 306 | |
| | | US TREASURY N B | | US Govt Bonds | | | 2.00 | % | | | DUE | | | | 11/15/2041 | | | $ | 1,213 | |
| | | US TREASURY N B | | US Govt Bonds | | | 2.25 | % | | | DUE | | | | 11/15/2024 | | | $ | 596 | |
| | | US TREASURY N B | | US Govt Bonds | | | 1.38 | % | | | DUE | | | | 01/31/2025 | | | $ | 309 | |
| | | TREASURY SEC | | US Govt Bonds | | | 1.38 | % | | | DUE | | | | 01/31/2022 | | | $ | 477 | |
| | | US TREASURY N B | | US Govt Bonds | | | 0.38 | % | | | DUE | | | | 01/31/2026 | | | $ | 111 | |
| | | US TREASURY N B | | US Govt Bonds | | | 0.38 | % | | | DUE | | | | 01/31/2026 | | | $ | 19 | |
| | | US TREASURY N B | | US Govt Bonds | | | 0.12 | % | | | DUE | | | | 03/31/2023 | | | $ | 1,468 | |
| | | US TREASURY SEC | | US Govt Bonds | | | 0.75 | % | | | DUE | | | | 04/30/2026 | | | $ | 2,245 | |
| | | US TREASURY N B | | US Govt Bonds | | | 1.25 | % | | | DUE | | | | 04/30/2028 | | | $ | 1,175 | |
| | | US TREASURY N B | | US Govt Bonds | | | 1.25 | % | | | DUE | | | | 04/30/2028 | | | $ | 4,956 | |
| | | US TREASURY N B | | US Govt Bonds | | | 0.12 | % | | | DUE | | | | 06/30/2023 | | | $ | 5,775 | |
| | | US TREASURY N B | | US Govt Bonds | | | 0.12 | % | | | DUE | | | | 06/30/2023 | | | $ | 13,904 | |
| | | WI TREASURY SEC | | US Govt Bonds | | | 1.38 | % | | | DUE | | | | 11/15/2031 | | | $ | 2,814 | |
| | | US TREASURY N B | | US Govt Bonds | | | 1.25 | % | | | DUE | | | | 11/30/2026 | | | $ | 6,799 | |
| | | US TREASURY N B | | US Govt Bonds | | | 1.50 | % | | | DUE | | | | 11/30/2028 | | | $ | 6,929 | |
| | | US TREASURY STRIP | | US Govt Bonds | | | 0.00 | % | | | DUE | | | | 11/15/2043 | | | $ | 215 | |
| | | OTHER ASSETS | | | | | | | | | | | | | | | | $ | (30,785 | ) |
| | | SUBTOTAL | | | | | | | | | | | | | | | | $ | 646,031 | |
| | | Total Prudential Stable Value Fund | | | | | | | | | | | | | | | | $ | 830,576 | |
| | | | | | | | | | | | | | | | | | | | | |
| MASSMUTUAL | | MASSMUTUAL (CONTRACT INTEREST
RATE 1/1/21 - 12/31/2021 3.11%) | | Synthetic Contract | | | | | | | | | | | | | | | | |
| | | APOLLO AVIATION SECURITIZATION | | Asset Backed | | | 6.41 | % | | | DUE | | | | 01/16/2040 | | | $ | (7 | ) |
| | | AASET 2019 1 TRUST | | Asset Backed | | | 3.84 | % | | | DUE | | | | 05/15/2039 | | | $ | 299 | |
| | | APOLLO AVIATION SECURITIZATION | | Asset Backed | | | 3.45 | % | | | DUE | | | | 01/15/2047 | | | $ | 688 | |
| | | ADAMS OUTDOOR ADVERTISING | | Asset Backed | | | 4.81 | % | | | DUE | | | | 11/15/2048 | | | $ | 474 | |
| | | BUSINESS JET SECURITIES LLC | | Asset Backed | | | 2.16 | % | | | DUE | | | | 04/15/2036 | | | $ | 1,109 | |
| | | CAPITAL AUTOMOTIVE REIT | | Asset Backed | | | 3.25 | % | | | DUE | | | | 02/15/2050 | | | $ | 240 | |
| | | CAPITAL AUTOMOTIVE REIT | | Asset Backed | | | 3.81 | % | | | DUE | | | | 02/15/2050 | | | $ | 234 | |
| | | CASTLELAKE AIRCRAFT SECURITIZA | | Asset Backed | | | 3.97 | % | | | DUE | | | | 04/15/2039 | | | $ | 490 | |
| | | COLLEGE AVE STUDENT LOANS | | Asset Backed | | | 4.46 | % | | | DUE | | | | 12/28/2048 | | | $ | 341 | |
| | | COMMONBOND STUDENT LOAN T | | Asset Backed | | | 3.16 | % | | | DUE | | | | 08/25/2050 | | | $ | 1,049 | |
| | | COMMONBOND STUDENT LOAN T | | Asset Backed | | | 3.16 | % | | | DUE | | | | 08/25/2050 | | | $ | 125 | |
| | | CREDIT SUISSE ABS REPACKAGING | | Asset Backed | | | 2.50 | % | | | DUE | | | | 01/25/2030 | | | $ | 20 | |
| | | CREDIT SUISSE ABS REPACKAGING | | Asset Backed | | | 2.50 | % | | | DUE | | | | 01/25/2030 | | | $ | 37 | |
| | | EDLINC STUDENT LOAN FUNDING TR | | Asset Backed | | | 2.10 | % | | | DUE | | | | 12/01/2047 | | | $ | 245 | |
| | | EDUCATION LOAN ASSET BACKE | | Asset Backed | | | 1.55 | % | | | DUE | | | | 08/01/2043 | | | $ | 49 | |
| | | EDUCATION LOAN ASSET BACKE | | Asset Backed | | | 1.55 | % | | | DUE | | | | 08/01/2043 | | | $ | 147 | |
| | | EDUCATION LOAN ASSET BACKE | | Asset Backed | | | 1.55 | % | | | DUE | | | | 08/01/2043 | | | $ | 147 | |
| | | EDUCATION LOAN ASSET-BACKED TR | | Asset Backed | | | 1.09 | % | | | DUE | | | | 11/25/2033 | | | $ | 225 | |
| | | EDVESTINU PRIVATE EDUCATION LO | | Asset Backed | | | 1.80 | % | | | DUE | | | | 11/25/2045 | | | $ | 424 | |
| | | FALCON AEROSPACE LTD | | Asset Backed | | | 3.60 | % | | | DUE | | | | 09/15/2039 | | | $ | 564 | |
| | | GOODGREEN TRUST | | Asset Backed | | | 3.23 | % | | | DUE | | | | 10/15/2052 | | | $ | 103 | |
| | | GOODGREEN TRUST | | Asset Backed | | | 3.74 | % | | | DUE | | | | 10/15/2052 | | | $ | 133 | |
| | | GOODGREEN TRUST | | Asset Backed | | | 2.76 | % | | | DUE | | | | 04/15/2055 | | | $ | 760 | |
| | | GOODGREEN TRUST | | Asset Backed | | | 2.76 | % | | | DUE | | | | 04/15/2055 | | | $ | 1,367 | |
| | | GOODGREEN TRUST | | Asset Backed | | | 3.26 | % | | | DUE | | | | 10/15/2053 | | | $ | 380 | |
| | | HERO FUNDING TRUST | | Asset Backed | | | 3.19 | % | | | DUE | | | | 09/20/2048 | | | $ | 175 | |
| | | HERO FUNDING TRUST | | Asset Backed | | | 4.67 | % | | | DUE | | | | 09/20/2048 | | | $ | 95 | |
| | | HIGHER EDUCATION FUNDING | | Asset Backed | | | 1.60 | % | | | DUE | | | | 01/01/2044 | | | $ | 593 | |
| | | HIGHER EDUCATION FUNDING | | Asset Backed | | | 1.60 | % | | | DUE | | | | 01/01/2044 | | | $ | 495 | |
| | | HORIZON AIRCRAFT FINANCE I LIM | | Asset Backed | | | 3.72 | % | | | DUE | | | | 07/15/2039 | | | $ | 397 | |
| | | HORIZON AIRCRAFT FINANCE I LIM | | Asset Backed | | | 3.42 | % | | | DUE | | | | 11/15/2039 | | | $ | 720 | |
| | | HORIZON AIRCRAFT FINANCE I LIM | | Asset Backed | | | 3.42 | % | | | DUE | | | | 11/15/2039 | | | $ | 262 | |
| | | HORIZON AIRCRAFT FINANCE I LIM | | Asset Backed | | | 4.46 | % | | | DUE | | | | 11/15/2039 | | | $ | 1,362 | |
| | | 321 HENDERSON RECEIVABLES I LL | | Asset Backed | | | 3.96 | % | | | DUE | | | | 03/15/2063 | | | $ | 243 | |
| | | JP MORGAN STUDENT LOAN TRUST | | Asset Backed | | | 0.49 | % | | | DUE | | | | 06/28/2039 | | | $ | 183 | |
| | | MACH I | | Asset Backed | | | 3.47 | % | | | DUE | | | | 10/15/2039 | | | $ | 439 | |
| | | MARINER FINANCE ISSUANCE TRUST | | Asset Backed | | | 1.86 | % | | | DUE | | | | 03/20/2036 | | | $ | 2,443 | |
| | | MOSAIC SOLAR LOANS LLC | | Asset Backed | | | 4.45 | % | | | DUE | | | | 06/20/2042 | | | $ | 29 | |
| | | NAVIENT STUDENT LOAN TRUST | | Asset Backed | | | 4.44 | % | | | DUE | | | | 12/15/2059 | | | $ | 145 | |
| | | NAVIENT STUDENT LOAN TRUST 201 | | Asset Backed | | | 1.60 | % | | | DUE | | | | 07/25/2052 | | | $ | 400 | |
| | | NAVIENT STUDENT LOAN TRUST | | Asset Backed | | | 1.40 | % | | | DUE | | | | 06/27/2067 | | | $ | 971 | |
| | | NAVIENT STUDENT LOAN TRUST | | Asset Backed | | | 2.35 | % | | | DUE | | | | 06/25/2069 | | | $ | 2,622 | |
| | | NAVIENT STUDENT LOAN TRUST | | Asset Backed | | | 2.20 | % | | | DUE | | | | 08/26/2069 | | | $ | 3,413 | |
| | | NAVIENT STUDENT LOAN TRUST | | Asset Backed | | | 1.15 | % | | | DUE | | | | 08/25/2070 | | | $ | 3,188 | |
| | | NELNET STUDENT LOAN TRUST | | Asset Backed | | | 0.47 | % | | | DUE | | | | 10/25/2040 | | | $ | 144 | |
| | | NELNET STUDENT LOAN TRUST | | Asset Backed | | | 0.38 | % | | | DUE | | | | 03/23/2037 | | | $ | 178 | |
| | | NELNET STUDENT LOAN TRUST | | Asset Backed | | | 1.30 | % | | | DUE | | | | 09/27/2066 | | | $ | 490 | |
| | | NELNET STUDENT LOAN TRUST | | Asset Backed | | | 2.53 | % | | | DUE | | | | 10/25/2067 | | | $ | 846 | |
| | | NELNET PRIVATE EDUCATION LOAN | | Asset Backed | | | 1.92 | % | | | DUE | | | | 12/26/2040 | | | $ | 9 | |
| | | NORTHSTAR EDUCATION FINANCE | | Asset Backed | | | 2.99 | % | | | DUE | | | | 01/29/2046 | | | $ | 1,355 | |
| | | OAK STREET INVESTMENT GRADE | | Asset Backed | | | 2.21 | % | | | DUE | | | | 10/20/2050 | | | $ | 2,376 | |
| | | OAK STREET INVESTMENT GRADE | | Asset Backed | | | 3.26 | % | | | DUE | | | | 01/20/2051 | | | $ | 1,466 | |
| | | ONEMAIN DIRECT AUTO RECEIVAB | | Asset Backed | | | 3.95 | % | | | DUE | | | | 11/14/2028 | | | $ | 621 | |
| | | ONEMAIN FINANCIAL ISSUANCE TR | | Asset Backed | | | 1.75 | % | | | DUE | | | | 09/14/2035 | | | $ | 1,496 | |
| | | ONEMAIN FINANCIAL ISSUANCE TR | | Asset Backed | | | 3.14 | % | | | DUE | | | | 10/14/2036 | | | $ | 2,737 | |
| | | OXFORD FINANCE FUNDING TRUST | | Asset Backed | | | 3.10 | % | | | DUE | | | | 02/15/2028 | | | $ | 787 | |
| | | OXFORD FINANCE FUNDING TRUST | | Asset Backed | | | 3.10 | % | | | DUE | | | | 02/15/2028 | | | $ | 2,021 | |
| | | PSMC 2018 1 TRUST | | Asset Backed | | | 3.50 | % | | | DUE | | | | 06/25/2048 | | | $ | 10 | |
| | | PIONEER AIRCRAFT FINANCE LIMIT | | Asset Backed | | | 3.97 | % | | | DUE | | | | 06/15/2044 | | | $ | 432 | |
| | | RENEW FINANCIAL | | Asset Backed | | | 2.06 | % | | | DUE | | | | 11/20/2056 | | | $ | 1,001 | |
| | | STONEPEAK | | Asset Backed | | | 2.30 | % | | | DUE | | | | 02/28/2033 | | | $ | 701 | |
| | | STONEPEAK | | Asset Backed | | | 2.68 | % | | | DUE | | | | 02/28/2033 | | | $ | 1,413 | |
| | | SLC STUDENT LOAN TRUST | | Asset Backed | | | 0.36 | % | | | DUE | | | | 02/15/2045 | | | $ | 99 | |
| | | SLM STUDENT LOAN TRUST | | Asset Backed | | | 0.31 | % | | | DUE | | | | 07/25/2055 | | | $ | 282 | |
| | | SLM STUDENT LOAN TRUST | | Asset Backed | | | 0.32 | % | | | DUE | | | | 01/25/2070 | | | $ | 153 | |
| | | SLAM 2021 1 LLC | | Asset Backed | | | 2.43 | % | | | DUE | | | | 06/15/2046 | | | $ | 1,285 | |
| | | SANTANDER REVOLVING AUTO LOAN | | Asset Backed | | | 3.45 | % | | | DUE | | | | 01/26/2032 | | | $ | 2,507 | |
| | | SIERRA RECEIVABLES FUNDING CO | | Asset Backed | | | 2.32 | % | | | DUE | | | | 07/20/2037 | | | $ | 309 | |
| | | SLM STUDENT LOAN TRUST | | Asset Backed | | | 0.33 | % | | | DUE | | | | 01/25/2070 | | | $ | 504 | |
| | | SOCIAL PROFESSIONAL LOAN PROGR | | Asset Backed | | | 3.36 | % | | | DUE | | | | 02/15/2046 | | | $ | 1,854 | |
| | | HELIOS ISSUER LLC | | Asset Backed | | | 4.87 | % | | | DUE | | | | 07/20/2048 | | | $ | 176 | |
| | | SUTTONPARK STRUCTURED SETTLEME | | Asset Backed | | | 4.19 | % | | | DUE | | | | 01/15/2071 | | | $ | 247 | |
| | | TRINITY RAIL LEASING L P | | Asset Backed | | | 5.19 | % | | | DUE | | | | 10/16/2040 | | | $ | 688 | |
| | | TRINITY RAIL LEASING L P | | Asset Backed | | | 5.19 | % | | | DUE | | | | 10/16/2040 | | | $ | 150 | |
| | | WAVE USA | | Asset Backed | | | 3.60 | % | | | DUE | | | | 09/15/2044 | | | $ | 919 | |
| | | WENDYS FUNDING LLC | | Asset Backed | | | 2.37 | % | | | DUE | | | | 06/15/2051 | | | $ | 693 | |
| | | WILLIS ENGINE SECURITIZATION T | | Asset Backed | | | 4.69 | % | | | DUE | | | | 08/15/2042 | | | $ | 665 | |
| | | WILLIS ENGINE SECURITIZATION | | Asset Backed | | | 4.75 | % | | | DUE | | | | 09/15/2043 | | | $ | 204 | |
| | | WILLIS ENGINE SECURITIZATION T | | Asset Backed | | | 3.10 | % | | | DUE | | | | 05/15/2046 | | | $ | 1,066 | |
| | | ZAXBY S FUNDING LLC | | Asset Backed | | | 3.24 | % | | | DUE | | | | 07/30/2051 | | | $ | 601 | |
| | | AVENTURA MALL TRUST | | CMO | | | 4.11 | % | | | DUE | | | | 07/05/2040 | | | $ | 807 | |
| | | AVENTURA MALL TRUST | | CMO | | | 4.11 | % | | | DUE | | | | 07/05/2040 | | | $ | 1,035 | |
| | | BARCLAYS COMMERCIAL MORTGAGE S | | CMO | | | 4.27 | % | | | DUE | | | | 08/05/2038 | | | $ | 235 | |
| | | BARCLAYS COMMERCIAL MORTGAGE S | | CMO | | | 4.27 | % | | | DUE | | | | 08/05/2038 | | | $ | 818 | |
| | | BARCLAYS COMMERCIAL MORTGAGE S | | CMO | | | 4.27 | % | | | DUE | | | | 08/05/2038 | | | $ | 123 | |
| | | BARCLAYS COMMERCIAL MORTGAGE S | | CMO | | | 4.27 | % | | | DUE | | | | 08/05/2038 | | | $ | 127 | |
| | | BANC OF AMERICA MERRILL LYNCH | | CMO | | | 4.09 | % | | | DUE | | | | 08/10/2038 | | | $ | 490 | |
| | | BX TRUST | | CMO | | | 1.36 | % | | | DUE | | | | 10/15/2036 | | | $ | 1,358 | |
| | | BX TRUST | | CMO | | | 1.91 | % | | | DUE | | | | 10/15/2036 | | | $ | 472 | |
| | | BX TRUST | | CMO | | | 2.11 | % | | | DUE | | | | 10/15/2036 | | | $ | 578 | |
| | | BX TRUST | | CMO | | | 1.80 | % | | | DUE | | | | 11/15/2035 | | | $ | 78 | |
| | | BX TRUST | | CMO | | | 1.91 | % | | | DUE | | | | 06/15/2038 | | | $ | 1,193 | |
| | | BX TRUST | | CMO | | | 1.06 | % | | | DUE | | | | 09/15/2023 | | | $ | 3,605 | |
| | | BANK 2018 BN14 C | | CMO | | | 4.61 | % | | | DUE | | | | 09/15/2060 | | | $ | 333 | |
| | | BANK 2018 BN14 C | | CMO | | | 4.61 | % | | | DUE | | | | 09/15/2060 | | | $ | 32 | |
| | | BANK 2019 BN16 AS | | CMO | | | 4.27 | % | | | DUE | | | | 02/15/2052 | | | $ | 241 | |
| | | BANK SERIES 2021-BN36 CLASS B | | CMO | | | 2.87 | % | | | DUE | | | | 09/15/2064 | | | $ | 2,229 | |
| | | BANK 2017 BNK7 B | | CMO | | | 3.95 | % | | | DUE | | | | 09/15/2060 | | | $ | 1,440 | |
| | | BENCHMARK MORTGAGE TRUST | | CMO | | | 3.13 | % | | | DUE | | | | 09/15/2048 | | | $ | 1,896 | |
| | | BENCHMARK MORTGAGE TRUST | | CMO | | | 2.27 | % | | | DUE | | | | 02/15/2054 | | | $ | 1,282 | |
| | | BENCHMARK MORTGAGE TRUST | | CMO | | | 2.99 | % | | | DUE | | | | 04/15/2054 | | | $ | 764 | |
| | | BRAVO RESIDENTIAL FUNDING TRU | | CMO | | | 3.18 | % | | | DUE | | | | 05/25/2060 | | | $ | 2,082 | |
| | | CD COMMERCIAL MORTGAGE TRUST | | CMO | | | 3.37 | % | | | DUE | | | | 08/15/2057 | | | $ | 529 | |
| | | CD COMMERCIAL MORTGAGE TRUST | | CMO | | | 3.72 | % | | | DUE | | | | 08/15/2057 | | | $ | 387 | |
| | | CD COMMERCIAL MORTGAGE TRUST | | CMO | | | 3.72 | % | | | DUE | | | | 08/15/2057 | | | $ | 262 | |
| | | CD COMMERCIAL MORTGAGE TRUST | | CMO | | | 3.72 | % | | | DUE | | | | 08/15/2057 | | | $ | 1,159 | |
| | | CD COMMERCIAL MORTGAGE TRUST | | CMO | | | 4.55 | % | | | DUE | | | | 02/10/2050 | | | $ | 1,670 | |
| | | CFCRE COMMERCIAL MORTGAGE TRUS | | CMO | | | 3.22 | % | | | DUE | | | | 11/10/2049 | | | $ | 421 | |
| | | COMMERICAL MORTGAGE TRUST | | CMO | | | 4.51 | % | | | DUE | | | | 09/10/2047 | | | $ | 399 | |
| | | COMMERICAL MORTGAGE TRUST | | CMO | | | 4.11 | % | | | DUE | | | | 03/10/2048 | | | $ | 519 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | CMO | | | 4.20 | % | | | DUE | | | | 10/12/2050 | | | $ | 558 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | CMO | | | 4.20 | % | | | DUE | | | | 10/12/2050 | | | $ | 3,361 | |
| | | CITIGROUP COMMERCIAL MORTGAGE | | CMO | | | 3.50 | % | | | DUE | | | | 08/10/2056 | | | $ | 339 | |
| | | DEEPHAVEN RESIDENTIAL MORTGA | | CMO | | | 2.09 | % | | | DUE | | | | 05/25/2065 | | | $ | 1,587 | |
| | | FLAGSTAR MORTGAGE TRUST | | CMO | | | 2.50 | % | | | DUE | | | | 07/25/2051 | | | $ | 2,745 | |
| | | GS MORTGAGE SECURITIES TRUST | | CMO | | | 3.99 | % | | | DUE | | | | 10/10/2049 | | | $ | 667 | |
| | | GS MORTGAGE SECURITIES TRUST | | CMO | | | 4.30 | % | | | DUE | | | | 03/10/2050 | | | $ | 1,781 | |
| | | GS MORTGAGE BACKED SECURITIES | | CMO | | | 2.50 | % | | | DUE | | | | 11/25/2051 | | | $ | 1,049 | |
| | | JP MORGAN MORTGAGE TRUST | | CMO | | | 3.47 | % | | | DUE | | | | 01/25/2047 | | | $ | 56 | |
| | | JP MORGAN CHASE COMMERCIAL | | CMO | | | 2.52 | % | | | DUE | | | | 10/09/2042 | | | $ | 1,562 | |
| | | KNDL 2019-KNSQ MORTGAGE TRUST | | CMO | | | 1.91 | % | | | DUE | | | | 05/15/2036 | | | $ | 450 | |
| | | LIFE FINANCIAL SERVICES TRUST | | CMO | | | 1.86 | % | | | DUE | | | | 03/15/2038 | | | $ | 1,272 | |
| | | MKT 2020 525M MORTGAGE TRUST | | CMO | | | 2.94 | % | | | DUE | | | | 02/12/2040 | | | $ | 238 | |
| | | MKT 2020 525M MORTGAGE TRUST | | CMO | | | 2.94 | % | | | DUE | | | | 02/12/2040 | | | $ | 454 | |
| | | MFT TRUST | | CMO | | | 3.36 | % | | | DUE | | | | 02/06/2030 | | | $ | 471 | |
| | | MFT TRUST | | CMO | | | 3.48 | % | | | DUE | | | | 02/06/2030 | | | $ | 508 | |
| | | MORGAN STANLEY CAPITAL I TRUST | | CMO | | | 2.95 | % | | | DUE | | | | 04/15/2031 | | | $ | 1,348 | |
| | | MORGAN STANLEY CAPITAL I TRUST | | CMO | | | 4.61 | % | | | DUE | | | | 03/15/2049 | | | $ | 3,928 | |
| | | MORGAN STANLEY CAPITAL I TRUST | | CMO | | | 4.27 | % | | | DUE | | | | 03/15/2052 | | | $ | 725 | |
| | | NEW RESIDENTIAL MORTGAGE LOAN | | CMO | | | 3.21 | % | | | DUE | | | | 01/26/2060 | | | $ | 1,392 | |
| | | NEWREZ WAREHOUSE SECURITIZATI | | CMO | | | 1.50 | % | | | DUE | | | | 05/25/2055 | | | $ | 1,719 | |
| | | SOFI MORTGAGE TRUST | | CMO | | | 3.00 | % | | | DUE | | | | 11/25/2046 | | | $ | 87 | |
| | | SEQUOIA MORTGAGE TRUST | | CMO | | | 4.00 | % | | | DUE | | | | 06/25/2048 | | | $ | 72 | |
| | | STARVEST EMERGING MARKETS CB | | CMO | | | 2.59 | % | | | DUE | | | | 04/25/2060 | | | $ | 3,021 | |
| | | VERUS SECURITIZATION TRUST | | CMO | | | 3.89 | % | | | DUE | | | | 04/25/2060 | | | $ | 2,867 | |
| | | VERUS SECURITIZATION TRUST | | CMO | | | 2.41 | % | | | DUE | | | | 04/25/2064 | | | $ | 739 | |
| | | VERUS SECURITIZATION TRUST | | CMO | | | 2.40 | % | | | DUE | | | | 06/25/2066 | | | $ | 2,332 | |
| | | WELLS FARGO COMMERCIAL MTG | | CMO | | | 4.40 | % | | | DUE | | | | 06/15/2051 | | | $ | 292 | |
| | | WELLS FARGO COMMERCIAL MTG | | CMO | | | 4.56 | % | | | DUE | | | | 06/15/2051 | | | $ | 67 | |
| | | AT&T INC | | Commercial Paper | | | 0.00 | % | | | DUE | | | | 06/21/2022 | | | $ | 5,986 | |
| | | AMERICAN ELECTRIC POWER CO | | Commercial Paper | | | 0.00 | % | | | DUE | | | | 03/01/2022 | | | $ | 5,996 | |
| | | ENBRIDGE U S INC DISC COML PAP | | Commercial Paper | | | 0.00 | % | | | DUE | | | | 03/16/2022 | | | $ | 5,994 | |
| | | FIDELITY NATL INFORMATION SVCS | | Commercial Paper | | | 0.00 | % | | | DUE | | | | 03/01/2022 | | | $ | 3,647 | |
| | | FIDELITY NATL INFORMATION SVCS | | Commercial Paper | | | 0.00 | % | | | DUE | | | | 03/17/2022 | | | $ | 2,497 | |
| | | FORTIVE CORPORATION | | Commercial Paper | | | 0.00 | % | | | DUE | | | | 01/03/2022 | | | $ | 4,000 | |
| | | NATL RURAL UTIL COOP | | Commercial Paper | | | 0.00 | % | | | DUE | | | | 02/01/2022 | | | $ | 1,000 | |
| | | NATL RURAL UTIL COOP | | Commercial Paper | | | 0.00 | % | | | DUE | | | | 02/03/2022 | | | $ | 5,999 | |
| | | NTRCN 0 00000 07 16 2018 | | Commercial Paper | | | 0.00 | % | | | DUE | | | | 03/17/2022 | | | $ | 5,995 | |
| | | PARKER HANNIFIN CORP 4 2 | | Commercial Paper | | | 0.00 | % | | | DUE | | | | 03/07/2022 | | | $ | 5,992 | |
| | | SPIRE INC | | Commercial Paper | | | 0.00 | % | | | DUE | | | | 03/22/2022 | | | $ | 5,993 | |
| | | THERMO FISHER SCIENTIFIC INC | | Commercial Paper | | | 0.00 | % | | | DUE | | | | 06/03/2022 | | | $ | 2,994 | |
| | | THERMO FISHER SCIENTIFIC INC | | Commercial Paper | | | 0.00 | % | | | DUE | | | | 06/03/2022 | | | $ | 2,994 | |
| | | TRANSCANADA PIPELINES LIMITED | | Commercial Paper | | | 0.00 | % | | | DUE | | | | 06/13/2022 | | | $ | 2,993 | |
| | | TRANSCANADA PIPELINES LIMITED | | Commercial Paper | | | 0.00 | % | | | DUE | | | | 07/14/2022 | | | $ | 2,990 | |
| | | VW CREDIT INC 4 2 | | Commercial Paper | | | 0.00 | % | | | DUE | | | | 01/26/2022 | | | $ | 1,000 | |
| | | VW CREDIT INC 4 2 | | Commercial Paper | | | 0.00 | % | | | DUE | | | | 02/11/2022 | | | $ | 4,998 | |
| | | WASTE MANAGEMENT INC | | Commercial Paper | | | 0.00 | % | | | DUE | | | | 04/05/2022 | | | $ | 1,998 | |
| | | WASTE MANAGEMENT INC | | Commercial Paper | | | 0.00 | % | | | DUE | | | | 04/21/2022 | | | $ | 1,998 | |
| | | ABN AMRO BANK NV | | Commercial Paper | | | 4.75 | % | | | DUE | | | | 07/28/2025 | | | $ | 91 | |
| | | ABN AMRO BANK NV | | Commercial Paper | | | 4.75 | % | | | DUE | | | | 07/28/2025 | | | $ | 110 | |
| | | ABN AMRO BANK NV | | Commercial Paper | | | 4.75 | % | | | DUE | | | | 07/28/2025 | | | $ | 452 | |
| | | ABN AMRO BANK NV | | Commercial Paper | | | 4.75 | % | | | DUE | | | | 07/28/2025 | | | $ | 602 | |
| | | ABN AMRO BANK NV | | Commercial Paper | | | 4.75 | % | | | DUE | | | | 07/28/2025 | | | $ | 392 | |
| | | AT&T INC | | Commercial Paper | | | 3.50 | % | | | DUE | | | | 09/15/2053 | | | $ | 1,280 | |
| | | AT&T INC | | Commercial Paper | | | 3.55 | % | | | DUE | | | | 09/15/2055 | | | $ | 2,364 | |
| | | ABBVIE INC | | Commercial Paper | | | 4.70 | % | | | DUE | | | | 05/14/2045 | | | $ | 247 | |
| | | ABBVIE INC | | Commercial Paper | | | 4.70 | % | | | DUE | | | | 05/14/2045 | | | $ | 155 | |
| | | ABBVIE INC | | Commercial Paper | | | 4.70 | % | | | DUE | | | | 05/14/2045 | | | $ | 278 | |
| | | ABBVIE INC | | Commercial Paper | | | 4.70 | % | | | DUE | | | | 05/14/2045 | | | $ | 377 | |
| | | ABBVIE INC | | Commercial Paper | | | 4.70 | % | | | DUE | | | | 05/14/2045 | | | $ | 464 | |
| | | ADVOCATE HEALTH CORP | | Commercial Paper | | | 3.83 | % | | | DUE | | | | 08/15/2028 | | | $ | 312 | |
| | | AERCAP IRELAND CAPITAL LTD | | Commercial Paper | | | 3.65 | % | | | DUE | | | | 07/21/2027 | | | $ | 264 | |
| | | AERCAP IRELAND CAPITAL LTD | | Commercial Paper | | | 3.65 | % | | | DUE | | | | 07/21/2027 | | | $ | 158 | |
| | | AERCAP IRELAND CAPITAL LTD | | Commercial Paper | | | 3.65 | % | | | DUE | | | | 07/21/2027 | | | $ | 232 | |
| | | AERCAP IRELAND CAP GLOBA | | Commercial Paper | | | 3.30 | % | | | DUE | | | | 01/30/2032 | | | $ | 2,702 | |
| | | AIR LEASE CORP | | Commercial Paper | | | 3.62 | % | | | DUE | | | | 04/01/2027 | | | $ | 111 | |
| | | AIR LEASE CORP | | Commercial Paper | | | 3.62 | % | | | DUE | | | | 04/01/2027 | | | $ | 632 | |
| | | AIR LEASE CORP | | Commercial Paper | | | 3.62 | % | | | DUE | | | | 04/01/2027 | | | $ | 410 | |
| | | ALASKA AIR 2020 1 CL B | | Commercial Paper | | | 8.04 | % | | | DUE | | | | 02/15/2027 | | | $ | 2,674 | |
| | | ALLIANZ SE | | Commercial Paper | | | 3.50 | % | | | DUE | | | | N/A | | | $ | 601 | |
| | | ALLIANZ SE | | Commercial Paper | | | 3.50 | % | | | DUE | | | | N/A | | | $ | 1,001 | |
| | | ALLIANT ENERGY FINANCE | | Commercial Paper | | | 1.40 | % | | | DUE | | | | 03/15/2026 | | | $ | 1,614 | |
| | | ALLSTATE CORP | | Commercial Paper | | | 5.75 | % | | | DUE | | | | 08/15/2053 | | | $ | 312 | |
| | | ALLSTATE CORP | | Commercial Paper | | | 5.75 | % | | | DUE | | | | 08/15/2053 | | | $ | 494 | |
| | | ALLSTATE CORP | | Commercial Paper | | | 5.75 | % | | | DUE | | | | 08/15/2053 | | | $ | 416 | |
| | | ALLSTATE CORP | | Commercial Paper | | | 5.75 | % | | | DUE | | | | 08/15/2053 | | | $ | 178 | |
| | | ALLSTATE CORP | | Commercial Paper | | | 5.75 | % | | | DUE | | | | 08/15/2053 | | | $ | 57 | |
| | | ALLSTATE CORP | | Commercial Paper | | | 5.75 | % | | | DUE | | | | 08/15/2053 | | | $ | 155 | |
| | | AMAZON COM INC | | Commercial Paper | | | 4.05 | % | | | DUE | | | | 08/22/2047 | | | $ | 383 | |
| | | AMAZON COM INC | | Commercial Paper | | | 4.05 | % | | | DUE | | | | 08/22/2047 | | | $ | 213 | |
| | | AMCOR FLEXIBLES NORTH AM | | Commercial Paper | | | 2.69 | % | | | DUE | | | | 05/25/2031 | | | $ | 1,040 | |
| | | AMERICAN INTERNATIONAL GROUP | | Commercial Paper | | | 5.75 | % | | | DUE | | | | 04/01/2048 | | | $ | 248 | |
| | | AMERICAN INTERNATIONAL GROUP | | Commercial Paper | | | 5.75 | % | | | DUE | | | | 04/01/2048 | | | $ | 98 | |
| | | AMERICAN INTERNATIONAL GROUP | | Commercial Paper | | | 5.75 | % | | | DUE | | | | 04/01/2048 | | | $ | 169 | |
| | | AMERICAN INTERNATIONAL GROUP | | Commercial Paper | | | 5.75 | % | | | DUE | | | | 04/01/2048 | | | $ | 15 | |
| | | AMERICAN INTERNATIONAL GROUP | | Commercial Paper | | | 5.75 | % | | | DUE | | | | 04/01/2048 | | | $ | 61 | |
| | | AMERICAN INTERNATIONAL GROUP | | Commercial Paper | | | 5.75 | % | | | DUE | | | | 04/01/2048 | | | $ | 164 | |
| | | AMERICAN INTERNATIONAL GROUP | | Commercial Paper | | | 5.75 | % | | | DUE | | | | 04/01/2048 | | | $ | 253 | |
| | | AMERICAN INTERNATIONAL GROUP | | Commercial Paper | | | 5.75 | % | | | DUE | | | | 04/01/2048 | | | $ | 300 | |
| | | AMERICAN INTERNATIONAL GROUP | | Commercial Paper | | | 5.75 | % | | | DUE | | | | 04/01/2048 | | | $ | 99 | |
| | | AMERICAN INTERNATIONAL GROUP | | Commercial Paper | | | 5.75 | % | | | DUE | | | | 04/01/2048 | | | $ | 191 | |
| | | AMERICAN TOWER TRUST | | Commercial Paper | | | 3.65 | % | | | DUE | | | | 03/23/2048 | | | $ | 241 | |
| | | AMERICAN TRANSMISSION SY | | Commercial Paper | | | 2.65 | % | | | DUE | | | | 01/15/2032 | | | $ | 349 | |
| | | AMGEN INC | | Commercial Paper | | | 3.00 | % | | | DUE | | | | 01/15/2052 | | | $ | 526 | |
| | | ANHEUSER BUSCH CO INBEV | | Commercial Paper | | | 4.90 | % | | | DUE | | | | 02/01/2046 | | | $ | 602 | |
| | | ANHEUSER-BUSCH INBEV WORLD | | Commercial Paper | | | 8.20 | % | | | DUE | | | | 01/15/2039 | | | $ | 138 | |
| | | ANHEUSER-BUSCH INBEV WORLD | | Commercial Paper | | | 8.20 | % | | | DUE | | | | 01/15/2039 | | | $ | 421 | |
| | | ANHEUSER-BUSCH INBEV WORLD | | Commercial Paper | | | 8.20 | % | | | DUE | | | | 01/15/2039 | | | $ | 107 | |
| | | ANHEUSER-BUSCH INBEV WORLD | | Commercial Paper | | | 8.20 | % | | | DUE | | | | 01/15/2039 | | | $ | 366 | |
| | | ANHEUSER-BUSCH INBEV WORLD | | Commercial Paper | | | 4.60 | % | | | DUE | | | | 04/15/2048 | | | $ | 312 | |
| | | ANHEUSER-BUSCH INBEV WORLD | | Commercial Paper | | | 4.60 | % | | | DUE | | | | 04/15/2048 | | | $ | 184 | |
| | | ANHEUSER-BUSCH INBEV WORLD | | Commercial Paper | | | 4.60 | % | | | DUE | | | | 04/15/2048 | | | $ | 275 | |
| | | ANTARES HOLDINGS | | Commercial Paper | | | 6.00 | % | | | DUE | | | | 08/15/2023 | | | $ | 585 | |
| | | ANTARES HOLDINGS | | Commercial Paper | | | 6.00 | % | | | DUE | | | | 08/15/2023 | | | $ | 319 | |
| | | ANTARES HOLDINGS | | Commercial Paper | | | 6.00 | % | | | DUE | | | | 08/15/2023 | | | $ | 64 | |
| | | ANTARES HOLDINGS | | Commercial Paper | | | 8.50 | % | | | DUE | | | | 05/18/2025 | | | $ | 1,094 | |
| | | ANTARES HOLDINGS | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 07/15/2026 | | | $ | 792 | |
| | | ANTARES HOLDINGS | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 07/15/2026 | | | $ | 386 | |
| | | ANTARES HOLDINGS | | Commercial Paper | | | 2.75 | % | | | DUE | | | | 01/15/2027 | | | $ | 808 | |
| | | APOLLO MANAGEMENT HOLDIN | | Commercial Paper | | | 4.95 | % | | | DUE | | | | 01/14/2050 | | | $ | 277 | |
| | | APOLLO MANAGEMENT HOLDIN | | Commercial Paper | | | 4.95 | % | | | DUE | | | | 01/14/2050 | | | $ | 154 | |
| | | APOLLO MANAGEMENT HOLDIN | | Commercial Paper | | | 4.95 | % | | | DUE | | | | 01/14/2050 | | | $ | 135 | |
| | | APOLLO MANAGEMENT HOLDIN | | Commercial Paper | | | 4.95 | % | | | DUE | | | | 01/14/2050 | | | $ | 480 | |
| | | APPLE INC | | Commercial Paper | | | 2.65 | % | | | DUE | | | | 05/11/2050 | | | $ | 408 | |
| | | ARES CAPITAL CORP | | Commercial Paper | | | 2.15 | % | | | DUE | | | | 07/15/2026 | | | $ | 1,102 | |
| | | ARES CAPITAL CORP | | Commercial Paper | | | 2.15 | % | | | DUE | | | | 07/15/2026 | | | $ | 2,006 | |
| | | ARES FINANCE CO | | Commercial Paper | | | 4.12 | % | | | DUE | | | | 06/30/2051 | | | $ | 1,047 | |
| | | ASCOT GROUP LTD | | Commercial Paper | | | 4.25 | % | | | DUE | | | | 12/15/2030 | | | $ | 2,297 | |
| | | ASCOT GROUP LTD | | Commercial Paper | | | 4.25 | % | | | DUE | | | | 12/15/2030 | | | $ | 775 | |
| | | ASCOT GROUP LTD | | Commercial Paper | | | 4.25 | % | | | DUE | | | | 12/15/2030 | | | $ | 204 | |
| | | ASSOCIATED BANC CORP | | Commercial Paper | | | 4.25 | % | | | DUE | | | | 01/15/2025 | | | $ | 265 | |
| | | ASSOCIATED BANC CORP | | Commercial Paper | | | 4.25 | % | | | DUE | | | | 01/15/2025 | | | $ | 159 | |
| | | ASSOCIATED BANC CORP | | Commercial Paper | | | 4.25 | % | | | DUE | | | | 01/15/2025 | | | $ | 831 | |
| | | ATHENE GLOBAL FUNDING | | Commercial Paper | | | 2.75 | % | | | DUE | | | | 06/25/2024 | | | $ | 781 | |
| | | ATHENE GLOBAL FUNDING | | Commercial Paper | | | 2.75 | % | | | DUE | | | | 06/25/2024 | | | $ | 58 | |
| | | ATHENE GLOBAL FUNDING | | Commercial Paper | | | 2.75 | % | | | DUE | | | | 06/25/2024 | | | $ | 116 | |
| | | ATHENE GLOBAL FUNDING | | Commercial Paper | | | 2.75 | % | | | DUE | | | | 06/25/2024 | | | $ | 526 | |
| | | ATHENE GLOBAL FUNDING | | Commercial Paper | | | 2.67 | % | | | DUE | | | | 06/07/2031 | | | $ | 1,626 | |
| | | ATHENE HOLDING LTD | | Commercial Paper | | | 6.15 | % | | | DUE | | | | 04/03/2030 | | | $ | 810 | |
| | | AVIATION CAPITAL GROUP | | Commercial Paper | | | 3.88 | % | | | DUE | | | | 05/01/2023 | | | $ | 561 | |
| | | AVIATION CAPITAL GROUP | | Commercial Paper | | | 3.88 | % | | | DUE | | | | 05/01/2023 | | | $ | 309 | |
| | | AVIATION CAPITAL GROUP | | Commercial Paper | | | 3.88 | % | | | DUE | | | | 05/01/2023 | | | $ | 479 | |
| | | AVIATION CAPITAL GROUP | | Commercial Paper | | | 5.50 | % | | | DUE | | | | 12/15/2024 | | | $ | 3,284 | |
| | | AVNET INC | | Commercial Paper | | | 3.00 | % | | | DUE | | | | 05/15/2031 | | | $ | 1,390 | |
| | | AVOLON HOLDINGS FNDG LTD | | Commercial Paper | | | 3.25 | % | | | DUE | | | | 02/15/2027 | | | $ | 704 | |
| | | AVOLON HOLDINGS FNDG LTD | | Commercial Paper | | | 3.25 | % | | | DUE | | | | 02/15/2027 | | | $ | 192 | |
| | | AVOLON HOLDINGS FNDG LTD | | Commercial Paper | | | 5.50 | % | | | DUE | | | | 01/15/2026 | | | $ | 166 | |
| | | AVOLON HOLDINGS LTD | | Commercial Paper | | | 4.25 | % | | | DUE | | | | 04/15/2026 | | | $ | 458 | |
| | | AVOLON HOLDINGS LTD | | Commercial Paper | | | 4.25 | % | | | DUE | | | | 04/15/2026 | | | $ | 1,166 | |
| | | AVOLON HOLDINGS LTD | | Commercial Paper | | | 4.25 | % | | | DUE | | | | 04/15/2026 | | | $ | 170 | |
| | | AVOLON HOLDINGS LTD | | Commercial Paper | | | 4.25 | % | | | DUE | | | | 04/15/2026 | | | $ | 399 | |
| | | AVOLON HOLDINGS FNDG LTD | | Commercial Paper | | | 2.53 | % | | | DUE | | | | 11/18/2027 | | | $ | 1,646 | |
| | | AXIS SPECIALTY FINANCE | | Commercial Paper | | | 3.90 | % | | | DUE | | | | 07/15/2029 | | | $ | 305 | |
| | | AXIS SPECIALTY FINANCE | | Commercial Paper | | | 3.90 | % | | | DUE | | | | 07/15/2029 | | | $ | 627 | |
| | | AXIS SPECIALTY FINANCE | | Commercial Paper | | | 4.90 | % | | | DUE | | | | 01/15/2040 | | | $ | 462 | |
| | | AXIS SPECIALTY FINANCE | | Commercial Paper | | | 4.90 | % | | | DUE | | | | 01/15/2040 | | | $ | 252 | |
| | | BAT CAPITAL CORP | | Commercial Paper | | | 3.56 | % | | | DUE | | | | 08/15/2027 | | | $ | 367 | |
| | | BAT CAPITAL CORP | | Commercial Paper | | | 3.56 | % | | | DUE | | | | 08/15/2027 | | | $ | 420 | |
| | | BAT CAPITAL CORP | | Commercial Paper | | | 4.76 | % | | | DUE | | | | 09/06/2049 | | | $ | 118 | |
| | | BAT CAPITAL CORP | | Commercial Paper | | | 4.70 | % | | | DUE | | | | 04/02/2027 | | | $ | 964 | |
| | | BAT CAPITAL CORP | | Commercial Paper | | | 4.70 | % | | | DUE | | | | 04/02/2027 | | | $ | 1,102 | |
| | | BAT CAPITAL CORP | | Commercial Paper | | | 2.26 | % | | | DUE | | | | 03/25/2028 | | | $ | 419 | |
| | | BP CAPITAL MARKETS PLC | | Commercial Paper | | | 4.38 | % | | | DUE | | | | N/A | | | $ | 221 | |
| | | BP CAPITAL MARKETS PLC | | Commercial Paper | | | 4.38 | % | | | DUE | | | | N/A | | | $ | 501 | |
| | | BP CAPITAL MARKETS PLC | | Commercial Paper | | | 4.38 | % | | | DUE | | | | N/A | | | $ | 147 | |
| | | BP CAPITAL MARKETS PLC | | Commercial Paper | | | 4.38 | % | | | DUE | | | | N/A | | | $ | 60 | |
| | | BPCE SA | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 07/11/2024 | | | $ | 214 | |
| | | BPCE SA | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 07/11/2024 | | | $ | 92 | |
| | | BPCE SA | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 07/11/2024 | | | $ | 122 | |
| | | BPCE SA | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 07/11/2024 | | | $ | 235 | |
| | | BPCE SA | | Commercial Paper | | | 3.12 | % | | | DUE | | | | 10/19/2032 | | | $ | 1,200 | |
| | | BPCE SA | | Commercial Paper | | | 3.50 | % | | | DUE | | | | 10/23/2027 | | | $ | 476 | |
| | | BPCE SA | | Commercial Paper | | | 3.50 | % | | | DUE | | | | 10/23/2027 | | | $ | 370 | |
| | | BPCE SA | | Commercial Paper | | | 3.50 | % | | | DUE | | | | 10/23/2027 | | | $ | 465 | |
| | | BANK OF AMERICA CORP | | Commercial Paper | | | 5.00 | % | | | DUE | | | | 01/21/2044 | | | $ | 125 | |
| | | BANK OF AMERICA CORP | | Commercial Paper | | | 5.00 | % | | | DUE | | | | 01/21/2044 | | | $ | 315 | |
| | | BANK OF AMERICA CORP | | Commercial Paper | | | 5.00 | % | | | DUE | | | | 01/21/2044 | | | $ | 230 | |
| | | BANK OF AMERICA CORP | | Commercial Paper | | | 5.00 | % | | | DUE | | | | 01/21/2044 | | | $ | 368 | |
| | | BANK OF AMERICA CORP | | Commercial Paper | | | 4.00 | % | | | DUE | | | | 01/22/2025 | | | $ | 267 | |
| | | BANK OF AMERICA CORP | | Commercial Paper | | | 4.00 | % | | | DUE | | | | 01/22/2025 | | | $ | 160 | |
| | | BANK OF AMERICA CORP | | Commercial Paper | | | 4.18 | % | | | DUE | | | | 11/25/2027 | | | $ | 5 | |
| | | BANK OF AMERICA CORP | | Commercial Paper | | | 4.18 | % | | | DUE | | | | 11/25/2027 | | | $ | 356 | |
| | | BANK OF AMERICA CORP | | Commercial Paper | | | 4.18 | % | | | DUE | | | | 11/25/2027 | | | $ | 438 | |
| | | BANK OF AMERICA CORP | | Commercial Paper | | | 4.18 | % | | | DUE | | | | 11/25/2027 | | | $ | 1,450 | |
| | | BANK OF AMERICA CORP | | Commercial Paper | | | 4.24 | % | | | DUE | | | | 04/24/2038 | | | $ | 158 | |
| | | BANK OF AMERICA CORP | | Commercial Paper | | | 4.24 | % | | | DUE | | | | 04/24/2038 | | | $ | 176 | |
| | | BANK OF AMERICA CORP | | Commercial Paper | | | 4.24 | % | | | DUE | | | | 04/24/2038 | | | $ | 182 | |
| | | BANK OF AMERICA CORP | | Commercial Paper | | | 4.27 | % | | | DUE | | | | 07/23/2029 | | | $ | 279 | |
| | | BANK OF AMERICA CORP | | Commercial Paper | | | 2.59 | % | | | DUE | | | | 04/29/2031 | | | $ | 747 | |
| | | BANK OF AMERICA CORP | | Commercial Paper | | | 2.30 | % | | | DUE | | | | 07/21/2032 | | | $ | 1,007 | |
| | | BANK OF AMERICA CORP | | Commercial Paper | | | 2.48 | % | | | DUE | | | | 09/21/2036 | | | $ | 1,616 | |
| | | BANK OF NOVA SCOTIA | | Commercial Paper | | | 4.50 | % | | | DUE | | | | 12/16/2025 | | | $ | 121 | |
| | | BANK OF NOVA SCOTIA | | Commercial Paper | | | 4.50 | % | | | DUE | | | | 12/16/2025 | | | $ | 440 | |
| | | BANK OF NOVA SCOTIA | | Commercial Paper | | | 4.50 | % | | | DUE | | | | 12/16/2025 | | | $ | 550 | |
| | | BANK OF NOVA SCOTIA | | Commercial Paper | | | 4.50 | % | | | DUE | | | | 12/16/2025 | | | $ | 578 | |
| | | BANK OF NOVA SCOTIA | | Commercial Paper | | | 4.50 | % | | | DUE | | | | 12/16/2025 | | | $ | 930 | |
| | | BANK OF NOVA SCOTIA | | Commercial Paper | | | 4.65 | % | | | DUE | | | | N/A | | | $ | 204 | |
| | | BANK OF NOVA SCOTIA | | Commercial Paper | | | 4.65 | % | | | DUE | | | | N/A | | | $ | 110 | |
| | | BANK OF NOVA SCOTIA | | Commercial Paper | | | 4.65 | % | | | DUE | | | | N/A | | | $ | 138 | |
| | | BANK OF NOVA SCOTIA | | Commercial Paper | | | 4.65 | % | | | DUE | | | | N/A | | | $ | 398 | |
| | | BANK OF NOVA SCOTIA | | Commercial Paper | | | 4.65 | % | | | DUE | | | | N/A | | | $ | 467 | |
| | | BANK OF NOVA SCOTIA | | Commercial Paper | | | 4.65 | % | | | DUE | | | | N/A | | | $ | 323 | |
| | | BARCLAYS PLC | | Commercial Paper | | | 4.38 | % | | | DUE | | | | 09/11/2024 | | | $ | 374 | |
| | | BARCLAYS PLC | | Commercial Paper | | | 4.38 | % | | | DUE | | | | 09/11/2024 | | | $ | 213 | |
| | | BARCLAYS PLC | | Commercial Paper | | | 5.20 | % | | | DUE | | | | 05/12/2026 | | | $ | 1,102 | |
| | | BARCLAYS PLC | | Commercial Paper | | | 4.34 | % | | | DUE | | | | 01/10/2028 | | | $ | 219 | |
| | | BARCLAYS PLC | | Commercial Paper | | | 4.34 | % | | | DUE | | | | 01/10/2028 | | | $ | 328 | |
| | | BARCLAYS PLC | | Commercial Paper | | | 4.34 | % | | | DUE | | | | 01/10/2028 | | | $ | 410 | |
| | | BARCLAYS PLC | | Commercial Paper | | | 4.34 | % | | | DUE | | | | 01/10/2028 | | | $ | 525 | |
| | | BLACKROCK TCP CAP CORP | | Commercial Paper | | | 3.90 | % | | | DUE | | | | 08/23/2024 | | | $ | 1,409 | |
| | | BLACKROCK TCP CAP CORP | | Commercial Paper | | | 3.90 | % | | | DUE | | | | 08/23/2024 | | | $ | 951 | |
| | | BLACKSTONE PRIVATE CRE | | Commercial Paper | | | 1.75 | % | | | DUE | | | | 09/15/2024 | | | $ | 207 | |
| | | BLACKSTONE PRIVATE CRE | | Commercial Paper | | | 1.75 | % | | | DUE | | | | 09/15/2024 | | | $ | 984 | |
| | | BLACKSTONE PRIVATE CRE | | Commercial Paper | | | 2.62 | % | | | DUE | | | | 12/15/2026 | | | $ | 922 | |
| | | BLUE OWL FINANCE LLC | | Commercial Paper | | | 3.12 | % | | | DUE | | | | 06/10/2031 | | | $ | 1,331 | |
| | | BLUE OWL FINANCE LLC | | Commercial Paper | | | 3.12 | % | | | DUE | | | | 06/10/2031 | | | $ | 251 | |
| | | BLUE OWL FINANCE LLC | | Commercial Paper | | | 3.12 | % | | | DUE | | | | 06/10/2031 | | | $ | 336 | |
| | | BLUE OWL FINANCE LLC | | Commercial Paper | | | 3.12 | % | | | DUE | | | | 06/10/2031 | | | $ | 670 | |
| | | BLUE OWL FINANCE LLC | | Commercial Paper | | | 4.12 | % | | | DUE | | | | 10/07/2051 | | | $ | 1,081 | |
| | | BOEING CO | | Commercial Paper | | | 5.93 | % | | | DUE | | | | 05/01/2060 | | | $ | 548 | |
| | | BOEING CO | | Commercial Paper | | | 1.43 | % | | | DUE | | | | 02/04/2024 | | | $ | 1,648 | |
| | | BRISTOL MYERS SQUIBB CO | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 05/15/2044 | | | $ | 510 | |
| | | BRISTOL MYERS SQUIBB CO | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 05/15/2044 | | | $ | 281 | |
| | | BRITISH AIR 21 1 B PPT | | Commercial Paper | | | 3.90 | % | | | DUE | | | | 03/15/2033 | | | $ | 1,013 | |
| | | BRITISH AIR 20 1 A PPT | | Commercial Paper | | | 4.25 | % | | | DUE | | | | 11/15/2032 | | | $ | 715 | |
| | | BROADSTONE NET LEASE LLC | | Commercial Paper | | | 2.60 | % | | | DUE | | | | 09/15/2031 | | | $ | 1,141 | |
| | | BROOKFIELD FINANCE INC | | Commercial Paper | | | 4.35 | % | | | DUE | | | | 04/15/2030 | | | $ | 1,527 | |
| | | BURLINGTON NORTH SANTA FE | | Commercial Paper | | | 4.90 | % | | | DUE | | | | 04/01/2044 | | | $ | 170 | |
| | | BURLINGTON NORTH SANTA FE | | Commercial Paper | | | 4.90 | % | | | DUE | | | | 04/01/2044 | | | $ | 131 | |
| | | BURLINGTON NORTH SANTA FE | | Commercial Paper | | | 4.90 | % | | | DUE | | | | 04/01/2044 | | | $ | 164 | |
| | | CCO HOLDINGS LLC CAP CORP | | Commercial Paper | | | 5.12 | % | | | DUE | | | | 05/01/2027 | | | $ | 27 | |
| | | CCO HOLDINGS LLC CAP CORP | | Commercial Paper | | | 5.12 | % | | | DUE | | | | 05/01/2027 | | | $ | 5 | |
| | | CCO HOLDINGS LLC CAP CORP | | Commercial Paper | | | 5.12 | % | | | DUE | | | | 05/01/2027 | | | $ | 143 | |
| | | CCO HOLDINGS LLC CAP CORP | | Commercial Paper | | | 5.12 | % | | | DUE | | | | 05/01/2027 | | | $ | 14 | |
| | | CCO HOLDINGS LLC CAP CORP | | Commercial Paper | | | 5.12 | % | | | DUE | | | | 05/01/2027 | | | $ | 30 | |
| | | CCO HOLDINGS LLC CAP CORP | | Commercial Paper | | | 5.12 | % | | | DUE | | | | 05/01/2027 | | | $ | 7 | |
| | | CCO HOLDINGS LLC CAP CORP | | Commercial Paper | | | 5.12 | % | | | DUE | | | | 05/01/2027 | | | $ | 6 | |
| | | CCO HOLDINGS LLC CAP CORP | | Commercial Paper | | | 5.12 | % | | | DUE | | | | 05/01/2027 | | | $ | 129 | |
| | | CCO HOLDINGS LLC CAP CORP | | Commercial Paper | | | 5.12 | % | | | DUE | | | | 05/01/2027 | | | $ | 202 | |
| | | CNO FINANCIAL GROUP INC | | Commercial Paper | | | 5.25 | % | | | DUE | | | | 05/30/2029 | | | $ | 1,607 | |
| | | CNO FINANCIAL GROUP INC | | Commercial Paper | | | 5.25 | % | | | DUE | | | | 05/30/2029 | | | $ | 1,177 | |
| | | CSX CORP | | Commercial Paper | | | 5.50 | % | | | DUE | | | | 04/15/2041 | | | $ | 234 | |
| | | CSX CORP | | Commercial Paper | | | 5.50 | % | | | DUE | | | | 04/15/2041 | | | $ | 167 | |
| | | CSX CORP | | Commercial Paper | | | 5.50 | % | | | DUE | | | | 04/15/2041 | | | $ | 220 | |
| | | CSX CORP | | Commercial Paper | | | 4.75 | % | | | DUE | | | | 11/15/2048 | | | $ | 45 | |
| | | CVS CAREMARK CORP | | Commercial Paper | | | 4.88 | % | | | DUE | | | | 07/20/2035 | | | $ | 129 | |
| | | CVS CAREMARK CORP | | Commercial Paper | | | 4.88 | % | | | DUE | | | | 07/20/2035 | | | $ | 74 | |
| | | CVS CAREMARK CORP | | Commercial Paper | | | 4.88 | % | | | DUE | | | | 07/20/2035 | | | $ | 49 | |
| | | CVS CAREMARK CORP | | Commercial Paper | | | 4.88 | % | | | DUE | | | | 07/20/2035 | | | $ | 141 | |
| | | CVS HEALTH CORP | | Commercial Paper | | | 5.05 | % | | | DUE | | | | 03/25/2048 | | | $ | 340 | |
| | | CVS HEALTH CORP | | Commercial Paper | | | 5.05 | % | | | DUE | | | | 03/25/2048 | | | $ | 196 | |
| | | CVS HEALTH CORP | | Commercial Paper | | | 5.05 | % | | | DUE | | | | 03/25/2048 | | | $ | 294 | |
| | | CARLYLE FINANCE SUB LLC | | Commercial Paper | | | 3.50 | % | | | DUE | | | | 09/19/2029 | | | $ | 379 | |
| | | CARLYLE FINANCE SUB LLC | | Commercial Paper | | | 3.50 | % | | | DUE | | | | 09/19/2029 | | | $ | 208 | |
| | | CENOVUS ENERGY INC | | Commercial Paper | | | 6.75 | % | | | DUE | | | | 11/15/2039 | | | $ | 136 | |
| | | CENOVUS ENERGY INC | | Commercial Paper | | | 6.75 | % | | | DUE | | | | 11/15/2039 | | | $ | 272 | |
| | | CENOVUS ENERGY INC | | Commercial Paper | | | 6.75 | % | | | DUE | | | | 11/15/2039 | | | $ | 224 | |
| | | CENOVUS ENERGY INC | | Commercial Paper | | | 5.38 | % | | | DUE | | | | 07/15/2025 | | | $ | 902 | |
| | | CENTERPOINT ENERGY RESOU | | Commercial Paper | | | 6.62 | % | | | DUE | | | | 11/01/2037 | | | $ | 340 | |
| | | CENTERPOINT ENERGY RESOURCES | | Commercial Paper | | | 5.85 | % | | | DUE | | | | 01/15/2041 | | | $ | 239 | |
| | | CENTERPOINT ENERGY RESOURCES | | Commercial Paper | | | 5.85 | % | | | DUE | | | | 01/15/2041 | | | $ | 130 | |
| | | CHARTER COMM OPT LLC CAP | | Commercial Paper | | | 6.48 | % | | | DUE | | | | 10/23/2045 | | | $ | 137 | |
| | | CHARTER COMM OPT LLC CAP | | Commercial Paper | | | 6.48 | % | | | DUE | | | | 10/23/2045 | | | $ | 137 | |
| | | CHARTER COMM OPT LLC CAP | | Commercial Paper | | | 6.48 | % | | | DUE | | | | 10/23/2045 | | | $ | 526 | |
| | | CHARTER COMM OPT LLC CAP | | Commercial Paper | | | 3.90 | % | | | DUE | | | | 06/01/2052 | | | $ | 440 | |
| | | CHENIERE ENERGY PARTNERS | | Commercial Paper | | | 4.00 | % | | | DUE | | | | 03/01/2031 | | | $ | 2,107 | |
| | | CITIGROUP INC | | Commercial Paper | | | 5.50 | % | | | DUE | | | | 09/13/2025 | | | $ | 537 | |
| | | CITIGROUP INC | | Commercial Paper | | | 5.50 | % | | | DUE | | | | 09/13/2025 | | | $ | 565 | |
| | | CITIGROUP INC | | Commercial Paper | | | 5.50 | % | | | DUE | | | | 09/13/2025 | | | $ | 594 | |
| | | CITIGROUP INC | | Commercial Paper | | | 5.50 | % | | | DUE | | | | 09/13/2025 | | | $ | 933 | |
| | | CITIGROUP INC | | Commercial Paper | | | 4.45 | % | | | DUE | | | | 09/29/2027 | | | $ | 201 | |
| | | CITIGROUP INC | | Commercial Paper | | | 4.45 | % | | | DUE | | | | 09/29/2027 | | | $ | 139 | |
| | | CITIGROUP INC | | Commercial Paper | | | 4.45 | % | | | DUE | | | | 09/29/2027 | | | $ | 190 | |
| | | CITIGROUP INC | | Commercial Paper | | | 4.45 | % | | | DUE | | | | 09/29/2027 | | | $ | 976 | |
| | | CLEVELAND ELECTRIC ILLUM | | Commercial Paper | | | 3.50 | % | | | DUE | | | | 04/01/2028 | | | $ | 176 | |
| | | CLEVELAND ELECTRIC ILLUM | | Commercial Paper | | | 3.50 | % | | | DUE | | | | 04/01/2028 | | | $ | 106 | |
| | | CLEVELAND ELECTRIC ILLUM | | Commercial Paper | | | 3.50 | % | | | DUE | | | | 04/01/2028 | | | $ | 154 | |
| | | CLEVELAND ELECTRIC ILLUM | | Commercial Paper | | | 3.50 | % | | | DUE | | | | 04/01/2028 | | | $ | 1,064 | |
| | | COLUMBIA REPUBLIC OF | | Commercial Paper | | | 6.12 | % | | | DUE | | | | 01/18/2041 | | | $ | 232 | |
| | | COLUMBIA REPUBLIC OF | | Commercial Paper | | | 6.12 | % | | | DUE | | | | 01/18/2041 | | | $ | 257 | |
| | | COLUMBIA REPUBLIC OF | | Commercial Paper | | | 6.12 | % | | | DUE | | | | 01/18/2041 | | | $ | 309 | |
| | | COLUMBIA REPUBLIC OF | | Commercial Paper | | | 6.12 | % | | | DUE | | | | 01/18/2041 | | | $ | 437 | |
| | | COMCAST CORP | | Commercial Paper | | | 3.97 | % | | | DUE | | | | 11/01/2047 | | | $ | 292 | |
| | | COMCAST CORP | | Commercial Paper | | | 3.97 | % | | | DUE | | | | 11/01/2047 | | | $ | 498 | |
| | | COMCAST CORP | | Commercial Paper | | | 2.89 | % | | | DUE | | | | 11/01/2051 | | | $ | 344 | |
| | | COMCAST CORP | | Commercial Paper | | | 2.94 | % | | | DUE | | | | 11/01/2056 | | | $ | 454 | |
| | | CONOCO PHILLIPS | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 02/01/2039 | | | $ | 160 | |
| | | CONOCO PHILLIPS | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 02/01/2039 | | | $ | 146 | |
| | | CONOCO PHILLIPS | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 02/01/2039 | | | $ | 167 | |
| | | CREDIT SUISSE GROUP AG | | Commercial Paper | | | 2.59 | % | | | DUE | | | | 09/11/2025 | | | $ | 1,199 | |
| | | CREDIT SUISSE GROUP AG | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 08/08/2023 | | | $ | 646 | |
| | | CREDIT SUISSE GROUP AG | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 08/08/2023 | | | $ | 355 | |
| | | CREDIT SUISSE GROUP AG | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 08/08/2023 | | | $ | 1,185 | |
| | | CUSTOMERS BANCORP INC | | Commercial Paper | | | 2.88 | % | | | DUE | | | | 08/15/2031 | | | $ | 4,158 | |
| | | DARLING INTERNATIONAL INC | | Commercial Paper | | | 5.25 | % | | | DUE | | | | 04/15/2027 | | | $ | 1,629 | |
| | | DELTA AIR LINES 2020 AA | | Commercial Paper | | | 3.62 | % | | | DUE | | | | 03/15/2022 | | | $ | 526 | |
| | | DELTA AIR LINES 2020 AA | | Commercial Paper | | | 3.62 | % | | | DUE | | | | 03/15/2022 | | | $ | 290 | |
| | | DEVON ENERGY CORP | | Commercial Paper | | | 5.60 | % | | | DUE | | | | 07/15/2041 | | | $ | 661 | |
| | | DISCOVER BANK | | Commercial Paper | | | 4.68 | % | | | DUE | | | | 08/09/2028 | | | $ | 878 | |
| | | DISCOVER BANK | | Commercial Paper | | | 4.68 | % | | | DUE | | | | 08/09/2028 | | | $ | 481 | |
| | | DISCOVER BANK | | Commercial Paper | | | 4.68 | % | | | DUE | | | | 08/09/2028 | | | $ | 1,046 | |
| | | DISCOVERY COMMUNICATIONS | | Commercial Paper | | | 4.65 | % | | | DUE | | | | 05/15/2050 | | | $ | 282 | |
| | | DISCOVERY COMMUNICATIONS | | Commercial Paper | | | 4.00 | % | | | DUE | | | | 09/15/2055 | | | $ | 720 | |
| | | DOMINION RESOURCES INC | | Commercial Paper | | | 5.25 | % | | | DUE | | | | 08/01/2033 | | | $ | 246 | |
| | | DOMINION RESOURCES INC | | Commercial Paper | | | 5.25 | % | | | DUE | | | | 08/01/2033 | | | $ | 154 | |
| | | DOMINION RESOURCES INC | | Commercial Paper | | | 5.25 | % | | | DUE | | | | 08/01/2033 | | | $ | 221 | |
| | | DOW CHEMICAL COMPANY | | Commercial Paper | | | 4.38 | % | | | DUE | | | | 11/15/2042 | | | $ | 89 | |
| | | DOW CHEMICAL COMPANY | | Commercial Paper | | | 4.38 | % | | | DUE | | | | 11/15/2042 | | | $ | 119 | |
| | | DOW CHEMICAL COMPANY | | Commercial Paper | | | 4.38 | % | | | DUE | | | | 11/15/2042 | | | $ | 113 | |
| | | DOWDUPONT INC | | Commercial Paper | | | 5.32 | % | | | DUE | | | | 11/15/2038 | | | $ | 900 | |
| | | DUKE ENERGY CORP | | Commercial Paper | | | 2.65 | % | | | DUE | | | | 09/01/2026 | | | $ | 576 | |
| | | DUKE ENERGY CORP | | Commercial Paper | | | 2.65 | % | | | DUE | | | | 09/01/2026 | | | $ | 145 | |
| | | DUKE ENERGY CORP | | Commercial Paper | | | 2.65 | % | | | DUE | | | | 09/01/2026 | | | $ | 218 | |
| | | DUKE ENERGY CORP | | Commercial Paper | | | 2.65 | % | | | DUE | | | | 09/01/2026 | | | $ | 519 | |
| | | EQT CORP | | Commercial Paper | | | 3.00 | % | | | DUE | | | | 10/01/2022 | | | $ | 556 | |
| | | EQT CORP | | Commercial Paper | | | 3.00 | % | | | DUE | | | | 10/01/2022 | | | $ | 308 | |
| | | EQT CORP | | Commercial Paper | | | 3.90 | % | | | DUE | | | | 10/01/2027 | | | $ | 269 | |
| | | EQT CORP | | Commercial Paper | | | 3.90 | % | | | DUE | | | | 10/01/2027 | | | $ | 122 | |
| | | EQT CORP | | Commercial Paper | | | 3.90 | % | | | DUE | | | | 10/01/2027 | | | $ | 415 | |
| | | EQT CORP | | Commercial Paper | | | 3.90 | % | | | DUE | | | | 10/01/2027 | | | $ | 430 | |
| | | EQT CORP | | Commercial Paper | | | 3.90 | % | | | DUE | | | | 10/01/2027 | | | $ | 183 | |
| | | EQT CORP | | Commercial Paper | | | 3.90 | % | | | DUE | | | | 10/01/2027 | | | $ | 193 | |
| | | EQT CORP | | Commercial Paper | | | 3.90 | % | | | DUE | | | | 10/01/2027 | | | $ | 886 | |
| | | EQT CORP | | Commercial Paper | | | 6.62 | % | | | DUE | | | | 02/01/2025 | | | $ | 992 | |
| | | ERAC USA FINANCE COMPANY | | Commercial Paper | | | 3.30 | % | | | DUE | | | | 12/01/2026 | | | $ | 1,645 | |
| | | EQM MIDSTREAM PARTNERS LPI | | Commercial Paper | | | 4.75 | % | | | DUE | | | | 07/15/2023 | | | $ | 566 | |
| | | EQM MIDSTREAM PARTNERS LPI | | Commercial Paper | | | 4.75 | % | | | DUE | | | | 07/15/2023 | | | $ | 312 | |
| | | EQM MIDSTREAM PARTNERS LPI | | Commercial Paper | | | 4.75 | % | | | DUE | | | | 07/15/2023 | | | $ | 483 | |
| | | ENCANA CORP | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 02/01/2038 | | | $ | 226 | |
| | | ENCANA CORP | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 02/01/2038 | | | $ | 161 | |
| | | ENCANA CORP | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 02/01/2038 | | | $ | 213 | |
| | | ENERGY TRANSFER PARTNERS | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 02/01/2042 | | | $ | 135 | |
| | | ENERGY TRANSFER PARTNERS | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 02/01/2042 | | | $ | 257 | |
| | | ENERGY TRANSFER PARTNERS | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 02/01/2042 | | | $ | 353 | |
| | | ENERGY TRANSFER PARTNERS | | Commercial Paper | | | 6.12 | % | | | DUE | | | | 12/15/2045 | | | $ | 69 | |
| | | ENERGY TRANSFER PARTNERS | | Commercial Paper | | | 4.20 | % | | | DUE | | | | 04/15/2027 | | | $ | 97 | |
| | | ENERGY TRANSFER PARTNERS | | Commercial Paper | | | 4.20 | % | | | DUE | | | | 04/15/2027 | | | $ | 233 | |
| | | ENERGY TRANSFER PARTNERS | | Commercial Paper | | | 4.20 | % | | | DUE | | | | 04/15/2027 | | | $ | 325 | |
| | | ENERGY TRANSFER LP | | Commercial Paper | | | 6.75 | % | | | DUE | | | | N/A | | | $ | 1,311 | |
| | | ENERGY TRANSFER OPERATNG | | Commercial Paper | | | 5.88 | % | | | DUE | | | | 01/15/2024 | | | $ | 405 | |
| | | ENERGY TRANSFER OPERATNG | | Commercial Paper | | | 5.88 | % | | | DUE | | | | 01/15/2024 | | | $ | 221 | |
| | | ENLINK MIDSTREAM PARTNER | | Commercial Paper | | | 4.15 | % | | | DUE | | | | 06/01/2025 | | | $ | 51 | |
| | | ENLINK MIDSTREAM PARTNER | | Commercial Paper | | | 4.15 | % | | | DUE | | | | 06/01/2025 | | | $ | 56 | |
| | | ENLINK MIDSTREAM PARTNER | | Commercial Paper | | | 4.15 | % | | | DUE | | | | 06/01/2025 | | | $ | 415 | |
| | | ENLINK MIDSTREAM PARTNER | | Commercial Paper | | | 4.15 | % | | | DUE | | | | 06/01/2025 | | | $ | 389 | |
| | | ENLINK MIDSTREAM PARTNER | | Commercial Paper | | | 4.15 | % | | | DUE | | | | 06/01/2025 | | | $ | 116 | |
| | | ENLINK MIDSTREAM PARTNER | | Commercial Paper | | | 4.15 | % | | | DUE | | | | 06/01/2025 | | | $ | 313 | |
| | | ENLINK MIDSTREAM PARTNER | | Commercial Paper | | | 4.15 | % | | | DUE | | | | 06/01/2025 | | | $ | 62 | |
| | | ENLINK MIDSTREAM PARTNER | | Commercial Paper | | | 4.15 | % | | | DUE | | | | 06/01/2025 | | | $ | 308 | |
| | | ENLINK MIDSTREAM PARTNER | | Commercial Paper | | | 4.15 | % | | | DUE | | | | 06/01/2025 | | | $ | 938 | |
| | | ENLINK MIDSTREAM PARTNER | | Commercial Paper | | | 4.85 | % | | | DUE | | | | 07/15/2026 | | | $ | 48 | |
| | | ENLINK MIDSTREAM PARTNER | | Commercial Paper | | | 4.85 | % | | | DUE | | | | 07/15/2026 | | | $ | 12 | |
| | | ENLINK MIDSTREAM PARTNER | | Commercial Paper | | | 4.85 | % | | | DUE | | | | 07/15/2026 | | | $ | 106 | |
| | | ENLINK MIDSTREAM PARTNER | | Commercial Paper | | | 4.85 | % | | | DUE | | | | 07/15/2026 | | | $ | 90 | |
| | | ENSTAR GROUP LTD | | Commercial Paper | | | 4.95 | % | | | DUE | | | | 06/01/2029 | | | $ | 391 | |
| | | ENSTAR GROUP LTD | | Commercial Paper | | | 4.95 | % | | | DUE | | | | 06/01/2029 | | | $ | 391 | |
| | | ENSTAR GROUP LTD | | Commercial Paper | | | 4.95 | % | | | DUE | | | | 06/01/2029 | | | $ | 430 | |
| | | ENSTAR FINANCE LLC | | Commercial Paper | | | 5.75 | % | | | DUE | | | | 09/01/2040 | | | $ | 2,225 | |
| | | ENTERGY TEXAS INC | | Commercial Paper | | | 1.50 | % | | | DUE | | | | 09/01/2026 | | | $ | 1,618 | |
| | | ENTERGY ARKANSAS LLC | | Commercial Paper | | | 2.65 | % | | | DUE | | | | 06/15/2051 | | | $ | 983 | |
| | | ENTERPRISE PRODUCTS OPER | | Commercial Paper | | | 5.25 | % | | | DUE | | | | 08/16/2077 | | | $ | 37 | |
| | | ENTERPRISE PRODUCTS OPER | | Commercial Paper | | | 5.25 | % | | | DUE | | | | 08/16/2077 | | | $ | 30 | |
| | | ENTERPRISE PRODUCTS OPER | | Commercial Paper | | | 5.25 | % | | | DUE | | | | 08/16/2077 | | | $ | 36 | |
| | | ENTERPRISE PRODUCTS OPER | | Commercial Paper | | | 5.25 | % | | | DUE | | | | 08/16/2077 | | | $ | 102 | |
| | | ENTERPRISE PRODUCTS OPER | | Commercial Paper | | | 5.38 | % | | | DUE | | | | 02/15/2078 | | | $ | 211 | |
| | | ENTERPRISE PRODUCTS OPER | | Commercial Paper | | | 5.38 | % | | | DUE | | | | 02/15/2078 | | | $ | 176 | |
| | | ENTERPRISE PRODUCTS OPER | | Commercial Paper | | | 5.38 | % | | | DUE | | | | 02/15/2078 | | | $ | 327 | |
| | | EQUITABLE HOLDINGS INC | | Commercial Paper | | | 4.95 | % | | | DUE | | | | N/A | | | $ | 762 | |
| | | ERICSSON LM | | Commercial Paper | | | 4.12 | % | | | DUE | | | | 05/15/2022 | | | $ | 159 | |
| | | ERICSSON LM | | Commercial Paper | | | 4.12 | % | | | DUE | | | | 05/15/2022 | | | $ | 53 | |
| | | ERICSSON LM | | Commercial Paper | | | 4.12 | % | | | DUE | | | | 05/15/2022 | | | $ | 159 | |
| | | ERICSSON LM | | Commercial Paper | | | 4.12 | % | | | DUE | | | | 05/15/2022 | | | $ | 43 | |
| | | ERICSSON LM | | Commercial Paper | | | 4.12 | % | | | DUE | | | | 05/15/2022 | | | $ | 673 | |
| | | ERICSSON LM | | Commercial Paper | | | 4.12 | % | | | DUE | | | | 05/15/2022 | | | $ | 91 | |
| | | EXPEDIA GROUP INC | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 08/01/2027 | | | $ | 310 | |
| | | EXPEDIA GROUP INC | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 08/01/2027 | | | $ | 187 | |
| | | EXPEDIA GROUP INC | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 08/01/2027 | | | $ | 124 | |
| | | EXPEDIA GROUP INC | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 08/01/2027 | | | $ | 245 | |
| | | EXPEDIA GROUP INC | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 08/01/2027 | | | $ | 124 | |
| | | FIRST REPUBLIC BANK | | Commercial Paper | | | 4.38 | % | | | DUE | | | | 08/01/2046 | | | $ | 630 | |
| | | FIRST REPUBLIC BANK | | Commercial Paper | | | 4.38 | % | | | DUE | | | | 08/01/2046 | | | $ | 300 | |
| | | FIRST REPUBLIC BANK | | Commercial Paper | | | 4.38 | % | | | DUE | | | | 08/01/2046 | | | $ | 180 | |
| | | FIRST REPUBLIC BANK | | Commercial Paper | | | 4.38 | % | | | DUE | | | | 08/01/2046 | | | $ | 222 | |
| | | FIRST REPUBLIC BANK | | Commercial Paper | | | 4.38 | % | | | DUE | | | | 08/01/2046 | | | $ | 690 | |
| | | FLORIDA POWER AND LIGHT | | Commercial Paper | | | 4.12 | % | | | DUE | | | | 02/01/2042 | | | $ | 197 | |
| | | FLORIDA POWER AND LIGHT | | Commercial Paper | | | 4.12 | % | | | DUE | | | | 02/01/2042 | | | $ | 108 | |
| | | FLORIDA POWER CORP | | Commercial Paper | | | 6.40 | % | | | DUE | | | | 06/15/2038 | | | $ | 195 | |
| | | FLORIDA POWER CORP | | Commercial Paper | | | 6.40 | % | | | DUE | | | | 06/15/2038 | | | $ | 144 | |
| | | FLORIDA POWER CORP | | Commercial Paper | | | 6.40 | % | | | DUE | | | | 06/15/2038 | | | $ | 188 | |
| | | FORD MOTOR COMPANY | | Commercial Paper | | | 3.25 | % | | | DUE | | | | 02/12/2032 | | | $ | 1,689 | |
| | | FORD MOTOR CREDIT CO LLC | | Commercial Paper | | | 3.09 | % | | | DUE | | | | 01/09/2023 | | | $ | 1,427 | |
| | | FORD MOTOR CREDIT CO LLC | | Commercial Paper | | | 3.09 | % | | | DUE | | | | 01/09/2023 | | | $ | 1,726 | |
| | | FORD MOTOR CREDIT CO LLC | | Commercial Paper | | | 4.38 | % | | | DUE | | | | 08/06/2023 | | | $ | 208 | |
| | | FORD MOTOR CREDIT CO LLC | | Commercial Paper | | | 4.38 | % | | | DUE | | | | 08/06/2023 | | | $ | 208 | |
| | | FORD MOTOR CREDIT CO LLC | | Commercial Paper | | | 4.38 | % | | | DUE | | | | 08/06/2023 | | | $ | 468 | |
| | | FORD MOTOR CREDIT CO LLC | | Commercial Paper | | | 4.14 | % | | | DUE | | | | 02/15/2023 | | | $ | 519 | |
| | | FORD MOTOR CREDIT CO LLC | | Commercial Paper | | | 4.14 | % | | | DUE | | | | 02/15/2023 | | | $ | 360 | |
| | | FULTON FINANCIAL CORP | | Commercial Paper | | | 3.60 | % | | | DUE | | | | 03/16/2022 | | | $ | 94 | |
| | | GA GLOBAL FUNDING TRUST | | Commercial Paper | | | 1.62 | % | | | DUE | | | | 01/15/2026 | | | $ | 853 | |
| | | GE CAPITAL INTERNATIONAL FUND | | Commercial Paper | | | 4.42 | % | | | DUE | | | | 11/15/2035 | | | $ | 321 | |
| | | GE CAPITAL INTERNATIONAL FUND | | Commercial Paper | | | 4.42 | % | | | DUE | | | | 11/15/2035 | | | $ | 308 | |
| | | GE CAPITAL INTERNATIONAL FUND | | Commercial Paper | | | 4.42 | % | | | DUE | | | | 11/15/2035 | | | $ | 275 | |
| | | GMAC LLC | | Commercial Paper | | | 8.00 | % | | | DUE | | | | 11/01/2031 | | | $ | 248 | |
| | | GMAC LLC | | Commercial Paper | | | 8.00 | % | | | DUE | | | | 11/01/2031 | | | $ | 177 | |
| | | GMAC LLC | | Commercial Paper | | | 8.00 | % | | | DUE | | | | 11/01/2031 | | | $ | 233 | |
| | | GENERAL MOTORS CO | | Commercial Paper | | | 4.20 | % | | | DUE | | | | 10/01/2027 | | | $ | 247 | |
| | | GENERAL MOTORS CO | | Commercial Paper | | | 4.20 | % | | | DUE | | | | 10/01/2027 | | | $ | 137 | |
| | | GENERAL MOTORS CO | | Commercial Paper | | | 4.20 | % | | | DUE | | | | 10/01/2027 | | | $ | 214 | |
| | | GENERAL MOTORS CO | | Commercial Paper | | | 5.15 | % | | | DUE | | | | 04/01/2038 | | | $ | 169 | |
| | | GENERAL MOTORS CO | | Commercial Paper | | | 5.15 | % | | | DUE | | | | 04/01/2038 | | | $ | 120 | |
| | | GENERAL MOTORS CO | | Commercial Paper | | | 5.15 | % | | | DUE | | | | 04/01/2038 | | | $ | 156 | |
| | | GENERAL MOTORS CO | | Commercial Paper | | | 6.80 | % | | | DUE | | | | 10/01/2027 | | | $ | 454 | |
| | | GENERAL MOTORS CO | | Commercial Paper | | | 6.80 | % | | | DUE | | | | 10/01/2027 | | | $ | 899 | |
| | | GLENCORE FUNDING LLC | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 04/29/2024 | | | $ | 107 | |
| | | GLENCORE FUNDING LLC | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 04/29/2024 | | | $ | 85 | |
| | | GLENCORE FUNDING LLC | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 04/29/2024 | | | $ | 21 | |
| | | GLENCORE FUNDING LLC | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 04/29/2024 | | | $ | 214 | |
| | | GLENCORE FUNDING LLC | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 04/29/2024 | | | $ | 641 | |
| | | GLENCORE FUNDING LLC | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 04/29/2024 | | | $ | 560 | |
| | | GLENCORE FUNDING LLC | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 04/29/2024 | | | $ | 897 | |
| | | GLENCORE FUNDING LLC | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 04/29/2024 | | | $ | 907 | |
| | | GLENCORE FUNDING LLC | | Commercial Paper | | | 3.88 | % | | | DUE | | | | 10/27/2027 | | | $ | 183 | |
| | | GLENCORE FUNDING LLC | | Commercial Paper | | | 3.88 | % | | | DUE | | | | 10/27/2027 | | | $ | 807 | |
| | | GLENCORE FUNDING LLC | | Commercial Paper | | | 3.88 | % | | | DUE | | | | 10/27/2027 | | | $ | 543 | |
| | | GLOBAL NET LEASE/GLOBAL | | Commercial Paper | | | 3.75 | % | | | DUE | | | | 12/15/2027 | | | $ | 304 | |
| | | GLOBAL NET LEASE/GLOBAL | | Commercial Paper | | | 3.75 | % | | | DUE | | | | 12/15/2027 | | | $ | 1,357 | |
| | | GLOBAL ATLANTIC FIN CO | | Commercial Paper | | | 3.12 | % | | | DUE | | | | 06/15/2031 | | | $ | 1,089 | |
| | | GLOBAL ATLANTIC | | Commercial Paper | | | 4.70 | % | | | DUE | | | | 10/15/2051 | | | $ | 2,048 | |
| | | GLOBAL AIR LEASE CO LTD | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 09/15/2024 | | | $ | 435 | |
| | | GLOBAL AIR LEASE CO LTD | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 09/15/2024 | | | $ | 435 | |
| | | GLOBAL AIR LEASE CO LTD | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 09/15/2024 | | | $ | 478 | |
| | | GLOBAL AIR LEASE CO LTD | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 09/15/2024 | | | $ | 49 | |
| | | GLOBAL AIR LEASE CO LTD | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 09/15/2024 | | | $ | 51 | |
| | | GOLDMAN SACHS GROUP INC | | Commercial Paper | | | 5.95 | % | | | DUE | | | | 01/15/2027 | | | $ | 282 | |
| | | GOLDMAN SACHS GROUP INC | | Commercial Paper | | | 5.95 | % | | | DUE | | | | 01/15/2027 | | | $ | 177 | |
| | | GOLDMAN SACHS GROUP INC | | Commercial Paper | | | 5.95 | % | | | DUE | | | | 01/15/2027 | | | $ | 254 | |
| | | GOLDMAN SACHS GROUP INC | | Commercial Paper | | | 5.95 | % | | | DUE | | | | 01/15/2027 | | | $ | 914 | |
| | | GOLDMAN SACHS GROUP INC | | Commercial Paper | | | 6.75 | % | | | DUE | | | | 10/01/2037 | | | $ | 142 | |
| | | GOLDMAN SACHS GROUP INC | | Commercial Paper | | | 6.75 | % | | | DUE | | | | 10/01/2037 | | | $ | 319 | |
| | | GOLDMAN SACHS GROUP INC | | Commercial Paper | | | 6.75 | % | | | DUE | | | | 10/01/2037 | | | $ | 248 | |
| | | GOLDMAN SACHS GROUP INC | | Commercial Paper | | | 6.75 | % | | | DUE | | | | 10/01/2037 | | | $ | 390 | |
| | | GOLDMAN SACHS GROUP INC | | Commercial Paper | | | 6.75 | % | | | DUE | | | | 10/01/2037 | | | $ | 532 | |
| | | GOLUB CAPITAL BDC | | Commercial Paper | | | 3.38 | % | | | DUE | | | | 04/15/2024 | | | $ | 277 | |
| | | GOLUB CAPITAL BDC | | Commercial Paper | | | 3.38 | % | | | DUE | | | | 04/15/2024 | | | $ | 424 | |
| | | GOLUB CAPITAL BDC | | Commercial Paper | | | 3.38 | % | | | DUE | | | | 04/15/2024 | | | $ | 636 | |
| | | GOLUB CAPITAL BDC | | Commercial Paper | | | 3.38 | % | | | DUE | | | | 04/15/2024 | | | $ | 308 | |
| | | GOLUB CAPITAL BDC | | Commercial Paper | | | 2.50 | % | | | DUE | | | | 08/24/2026 | | | $ | 575 | |
| | | GRUPO TELEVISA SPON ADR | | Commercial Paper | | | 6.62 | % | | | DUE | | | | 03/18/2025 | | | $ | 228 | |
| | | GRUPO TELEVISA SPON ADR | | Commercial Paper | | | 6.62 | % | | | DUE | | | | 03/18/2025 | | | $ | 143 | |
| | | GRUPO TELEVISA SPON ADR | | Commercial Paper | | | 6.62 | % | | | DUE | | | | 03/18/2025 | | | $ | 166 | |
| | | GRUPO TELEVISA SPON ADR | | Commercial Paper | | | 6.62 | % | | | DUE | | | | 03/18/2025 | | | $ | 143 | |
| | | GRUPO TELEVISA SPON ADR | | Commercial Paper | | | 6.62 | % | | | DUE | | | | 03/18/2025 | | | $ | 114 | |
| | | HCA INC | | Commercial Paper | | | 3.50 | % | | | DUE | | | | 07/15/2051 | | | $ | 1,025 | |
| | | HSBC HOLDINGS PLC | | Commercial Paper | | | 7.35 | % | | | DUE | | | | 11/27/2032 | | | $ | 1,472 | |
| | | HSBC HOLDINGS PLC | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 09/15/2037 | | | $ | 172 | |
| | | HSBC HOLDINGS PLC | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 09/15/2037 | | | $ | 172 | |
| | | HSBC HOLDINGS PLC | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 09/15/2037 | | | $ | 193 | |
| | | HSBC HOLDINGS PLC | | Commercial Paper | | | 4.25 | % | | | DUE | | | | 03/14/2024 | | | $ | 163 | |
| | | HSBC HOLDINGS PLC | | Commercial Paper | | | 4.25 | % | | | DUE | | | | 03/14/2024 | | | $ | 343 | |
| | | HSBC HOLDINGS PLC | | Commercial Paper | | | 4.25 | % | | | DUE | | | | 08/18/2025 | | | $ | 37 | |
| | | HSBC HOLDINGS PLC | | Commercial Paper | | | 4.25 | % | | | DUE | | | | 08/18/2025 | | | $ | 111 | |
| | | HSBC HOLDINGS PLC | | Commercial Paper | | | 4.25 | % | | | DUE | | | | 08/18/2025 | | | $ | 430 | |
| | | HSBC HOLDINGS PLC | | Commercial Paper | | | 4.25 | % | | | DUE | | | | 08/18/2025 | | | $ | 128 | |
| | | HSBC HOLDINGS PLC | | Commercial Paper | | | 2.21 | % | | | DUE | | | | 08/17/2029 | | | $ | 759 | |
| | | HSBC HOLDINGS PLC | | Commercial Paper | | | 2.21 | % | | | DUE | | | | 08/17/2029 | | | $ | 589 | |
| | | HALLIBURTON CO | | Commercial Paper | | | 5.00 | % | | | DUE | | | | 11/15/2045 | | | $ | 730 | |
| | | HEARTLAND FINANCIAL USA | | Commercial Paper | | | 2.75 | % | | | DUE | | | | 09/15/2031 | | | $ | 800 | |
| | | HERCULES CAPITAL INC | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 10/23/2022 | | | $ | 519 | |
| | | HERCULES CAPITAL INC | | Commercial Paper | | | 2.62 | % | | | DUE | | | | 09/16/2026 | | | $ | 1,493 | |
| | | HERCULES CAPITAL INC | | Commercial Paper | | | 2.62 | % | | | DUE | | | | 09/16/2026 | | | $ | 147 | |
| | | HERCULES CAPITAL INC | | Commercial Paper | | | 2.62 | % | | | DUE | | | | 09/16/2026 | | | $ | 451 | |
| | | HERCULES CAPITAL INC | | Commercial Paper | | | 2.62 | % | | | DUE | | | | 09/16/2026 | | | $ | 660 | |
| | | SERVICE PROPERTIES TRUST | | Commercial Paper | | | 4.50 | % | | | DUE | | | | 06/15/2023 | | | $ | 247 | |
| | | SERVICE PROPERTIES TRUST | | Commercial Paper | | | 4.50 | % | | | DUE | | | | 06/15/2023 | | | $ | 135 | |
| | | SERVICE PROPERTIES TRUST | | Commercial Paper | | | 4.95 | % | | | DUE | | | | 10/01/2029 | | | $ | 564 | |
| | | HOST HOTELS & RESORTS LP | | Commercial Paper | | | 3.50 | % | | | DUE | | | | 09/15/2030 | | | $ | 493 | |
| | | HOST HOTELS & RESORTS LP | | Commercial Paper | | | 3.50 | % | | | DUE | | | | 09/15/2030 | | | $ | 354 | |
| | | HOST HOTELS & RESORTS LP | | Commercial Paper | | | 2.90 | % | | | DUE | | | | 12/15/2031 | | | $ | 353 | |
| | | HYUNDAI CAPITAL AMERICA | | Commercial Paper | | | 2.85 | % | | | DUE | | | | 11/01/2022 | | | $ | 568 | |
| | | HYUNDAI CAPITAL AMERICA | | Commercial Paper | | | 2.85 | % | | | DUE | | | | 11/01/2022 | | | $ | 315 | |
| | | ICAHN ENTERPRISES FIN | | Commercial Paper | | | 4.75 | % | | | DUE | | | | 09/15/2024 | | | $ | 475 | |
| | | IMPERIAL BRANDS FIN PLC | | Commercial Paper | | | 3.88 | % | | | DUE | | | | 07/26/2029 | | | $ | 514 | |
| | | IMPERIAL BRANDS FIN PLC | | Commercial Paper | | | 3.88 | % | | | DUE | | | | 07/26/2029 | | | $ | 281 | |
| | | IMPERIAL BRANDS FIN PLC | | Commercial Paper | | | 3.88 | % | | | DUE | | | | 07/26/2029 | | | $ | 315 | |
| | | IMPERIAL BRANDS FIN PLC | | Commercial Paper | | | 3.88 | % | | | DUE | | | | 07/26/2029 | | | $ | 152 | |
| | | IMPERIAL BRANDS FIN PLC | | Commercial Paper | | | 3.88 | % | | | DUE | | | | 07/26/2029 | | | $ | 392 | |
| | | ING GROUP NV | | Commercial Paper | | | 1.73 | % | | | DUE | | | | 04/01/2027 | | | $ | 762 | |
| | | IPALCO ENTERPRISES INC | | Commercial Paper | | | 3.70 | % | | | DUE | | | | 09/01/2024 | | | $ | 194 | |
| | | IPALCO ENTERPRISES INC | | Commercial Paper | | | 3.70 | % | | | DUE | | | | 09/01/2024 | | | $ | 182 | |
| | | JBS USA FOOD FINANCE | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 04/15/2029 | | | $ | 55 | |
| | | JBS USA FOOD FINANCE | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 04/15/2029 | | | $ | 264 | |
| | | JBS USA FOOD FINANCE | | Commercial Paper | | | 5.50 | % | | | DUE | | | | 01/15/2030 | | | $ | 265 | |
| | | JBS USA FOOD FINANCE | | Commercial Paper | | | 5.50 | % | | | DUE | | | | 01/15/2030 | | | $ | 147 | |
| | | JBS USA FOOD FINANCE | | Commercial Paper | | | 5.50 | % | | | DUE | | | | 01/15/2030 | | | $ | 658 | |
| | | JBS USA FOOD FINANCE | | Commercial Paper | | | 5.50 | % | | | DUE | | | | 01/15/2030 | | | $ | 131 | |
| | | JBS USA FOOD FINANCE | | Commercial Paper | | | 3.75 | % | | | DUE | | | | 12/01/2031 | | | $ | 217 | |
| | | JBS FINANCE LUXEMBOURG | | Commercial Paper | | | 3.62 | % | | | DUE | | | | 01/15/2032 | | | $ | 2,290 | |
| | | JP MORGAN CHASE & CO | | Commercial Paper | | | 6.40 | % | | | DUE | | | | 05/15/2038 | | | $ | 167 | |
| | | JP MORGAN CHASE & CO | | Commercial Paper | | | 6.40 | % | | | DUE | | | | 05/15/2038 | | | $ | 146 | |
| | | JP MORGAN CHASE & CO | | Commercial Paper | | | 6.40 | % | | | DUE | | | | 05/15/2038 | | | $ | 175 | |
| | | JP MORGAN CHASE & CO | | Commercial Paper | | | 5.60 | % | | | DUE | | | | 07/15/2041 | | | $ | 173 | |
| | | JP MORGAN CHASE & CO | | Commercial Paper | | | 5.60 | % | | | DUE | | | | 07/15/2041 | | | $ | 139 | |
| | | JP MORGAN CHASE & CO | | Commercial Paper | | | 5.60 | % | | | DUE | | | | 07/15/2041 | | | $ | 173 | |
| | | JP MORGAN CHASE & CO | | Commercial Paper | | | 3.78 | % | | | DUE | | | | 02/01/2028 | | | $ | 542 | |
| | | JP MORGAN CHASE & CO | | Commercial Paper | | | 3.78 | % | | | DUE | | | | 02/01/2028 | | | $ | 298 | |
| | | JPMORGAN CHASE & CO | | Commercial Paper | | | 2.96 | % | | | DUE | | | | 05/13/2031 | | | $ | 611 | |
| | | JACKSON FINANCIAL INC | | Commercial Paper | | | 1.12 | % | | | DUE | | | | 11/22/2023 | | | $ | 459 | |
| | | KKR GROUP FINAN CO VIII | | Commercial Paper | | | 3.50 | % | | | DUE | | | | 08/25/2050 | | | $ | 439 | |
| | | KKR GROUP FIN CO X LLC | | Commercial Paper | | | 3.25 | % | | | DUE | | | | 12/15/2051 | | | $ | 668 | |
| | | LAS VEGAS SANDS CORP | | Commercial Paper | | | 3.20 | % | | | DUE | | | | 08/08/2024 | | | $ | 435 | |
| | | LAS VEGAS SANDS CORP | | Commercial Paper | | | 3.20 | % | | | DUE | | | | 08/08/2024 | | | $ | 378 | |
| | | LAS VEGAS SANDS CORP | | Commercial Paper | | | 3.20 | % | | | DUE | | | | 08/08/2024 | | | $ | 523 | |
| | | LAZARD GROUP LLC | | Commercial Paper | | | 3.62 | % | | | DUE | | | | 03/01/2027 | | | $ | 114 | |
| | | LAZARD GROUP LLC | | Commercial Paper | | | 3.62 | % | | | DUE | | | | 03/01/2027 | | | $ | 107 | |
| | | LAZARD GROUP LLC | | Commercial Paper | | | 4.50 | % | | | DUE | | | | 09/19/2028 | | | $ | 331 | |
| | | LAZARD GROUP LLC | | Commercial Paper | | | 4.50 | % | | | DUE | | | | 09/19/2028 | | | $ | 314 | |
| | | LAZARD GROUP LLC | | Commercial Paper | | | 4.38 | % | | | DUE | | | | 03/11/2029 | | | $ | 679 | |
| | | LEAR CORP | | Commercial Paper | | | 3.55 | % | | | DUE | | | | 01/15/2052 | | | $ | 840 | |
| | | LEASEPLAN CORPORATION NV | | Commercial Paper | | | 2.88 | % | | | DUE | | | | 10/24/2024 | | | $ | 516 | |
| | | LEASEPLAN CORPORATION NV | | Commercial Paper | | | 2.88 | % | | | DUE | | | | 10/24/2024 | | | $ | 284 | |
| | | LEIDOS INC | | Commercial Paper | | | 2.30 | % | | | DUE | | | | 02/15/2031 | | | $ | 715 | |
| | | MPLX LP | | Commercial Paper | | | 6.88 | % | | | DUE | | | | N/A | | | $ | 328 | |
| | | MPLX LP | | Commercial Paper | | | 6.88 | % | | | DUE | | | | N/A | | | $ | 297 | |
| | | MPLX LP | | Commercial Paper | | | 6.88 | % | | | DUE | | | | N/A | | | $ | 343 | |
| | | MSCI INC | | Commercial Paper | | | 3.62 | % | | | DUE | | | | 11/01/2031 | | | $ | 701 | |
| | | MARATHON PETROLEUM CORP | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 03/01/2041 | | | $ | 124 | |
| | | MARATHON PETROLEUM CORP | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 03/01/2041 | | | $ | 241 | |
| | | MARATHON PETROLEUM CORP | | Commercial Paper | | | 6.50 | % | | | DUE | | | | 03/01/2041 | | | $ | 207 | |
| | | MARKEL CORP | | Commercial Paper | | | 6.00 | % | | | DUE | | | | N/A | | | $ | 677 | |
| | | MARRIOTT INTERNATIONAL | | Commercial Paper | | | 2.85 | % | | | DUE | | | | 04/15/2031 | | | $ | 743 | |
| | | MATTEL INC | | Commercial Paper | | | 3.38 | % | | | DUE | | | | 04/01/2026 | | | $ | 1,120 | |
| | | MATTEL INC | | Commercial Paper | | | 3.38 | % | | | DUE | | | | 04/01/2026 | | | $ | 1,410 | |
| | | MCCORMICK & CO | | Commercial Paper | | | 3.40 | % | | | DUE | | | | 08/15/2027 | | | $ | 513 | |
| | | MCCORMICK & CO | | Commercial Paper | | | 3.40 | % | | | DUE | | | | 08/15/2027 | | | $ | 432 | |
| | | MCCORMICK & CO | | Commercial Paper | | | 3.40 | % | | | DUE | | | | 08/15/2027 | | | $ | 519 | |
| | | MERRILL LYNCH & CO | | Commercial Paper | | | 7.75 | % | | | DUE | | | | 05/14/2038 | | | $ | 235 | |
| | | MERRILL LYNCH & CO | | Commercial Paper | | | 7.75 | % | | | DUE | | | | 05/14/2038 | | | $ | 235 | |
| | | MERRILL LYNCH & CO | | Commercial Paper | | | 7.75 | % | | | DUE | | | | 05/14/2038 | | | $ | 259 | |
| | | METLIFE CAPITAL TRUST | | Commercial Paper | | | 7.88 | % | | | DUE | | | | 12/15/2067 | | | $ | 614 | |
| | | MICROCHIP TECHNOLOGY INC | | Commercial Paper | | | 0.97 | % | | | DUE | | | | 02/15/2024 | | | $ | 1,026 | |
| | | MIDAMERICAN ENERGY HOLDINGS | | Commercial Paper | | | 6.12 | % | | | DUE | | | | 04/01/2036 | | | $ | 191 | |
| | | MIDAMERICAN ENERGY HOLDINGS | | Commercial Paper | | | 6.12 | % | | | DUE | | | | 04/01/2036 | | | $ | 273 | |
| | | MIDAMERICAN ENERGY HOLDINGS | | Commercial Paper | | | 6.12 | % | | | DUE | | | | 04/01/2036 | | | $ | 239 | |
| | | MIDAMERICAN ENERGY HOLDINGS | | Commercial Paper | | | 6.12 | % | | | DUE | | | | 04/01/2036 | | | $ | 389 | |
| | | MOLSON COORS BEVERAGE CO | | Commercial Paper | | | 5.00 | % | | | DUE | | | | 05/01/2042 | | | $ | 78 | |
| | | MOLSON COORS BEVERAGE CO | | Commercial Paper | | | 5.00 | % | | | DUE | | | | 05/01/2042 | | | $ | 241 | |
| | | MOLSON COORS BEVERAGE CO | | Commercial Paper | | | 5.00 | % | | | DUE | | | | 05/01/2042 | | | $ | 175 | |
| | | MOLSON COORS BEVERAGE CO | | Commercial Paper | | | 4.20 | % | | | DUE | | | | 07/15/2046 | | | $ | 92 | |
| | | MOLSON COORS BEVERAGE CO | | Commercial Paper | | | 4.20 | % | | | DUE | | | | 07/15/2046 | | | $ | 92 | |
| | | MOLSON COORS BEVERAGE CO | | Commercial Paper | | | 4.20 | % | | | DUE | | | | 07/15/2046 | | | $ | 70 | |
| | | MOLSON COORS BEVERAGE CO | | Commercial Paper | | | 4.20 | % | | | DUE | | | | 07/15/2046 | | | $ | 30 | |
| | | MOLSON COORS BEVERAGE CO | | Commercial Paper | | | 4.20 | % | | | DUE | | | | 07/15/2046 | | | $ | 167 | |
| | | MOLSON COORS BEVERAGE CO | | Commercial Paper | | | 4.20 | % | | | DUE | | | | 07/15/2046 | | | $ | 250 | |
| | | MOLSON COORS BEVERAGE CO | | Commercial Paper | | | 4.20 | % | | | DUE | | | | 07/15/2046 | | | $ | 450 | |
| | | MORGAN STANLEY | | Commercial Paper | | | 4.35 | % | | | DUE | | | | 09/08/2026 | | | $ | 249 | |
| | | MORGAN STANLEY | | Commercial Paper | | | 4.35 | % | | | DUE | | | | 09/08/2026 | | | $ | 111 | |
| | | MORGAN STANLEY | | Commercial Paper | | | 4.35 | % | | | DUE | | | | 09/08/2026 | | | $ | 138 | |
| | | MORGAN STANLEY | | Commercial Paper | | | 4.35 | % | | | DUE | | | | 09/08/2026 | | | $ | 360 | |
| | | MORGAN STANLEY | | Commercial Paper | | | 4.35 | % | | | DUE | | | | 09/08/2026 | | | $ | 471 | |
| | | MORGAN STANLEY | | Commercial Paper | | | 4.35 | % | | | DUE | | | | 09/08/2026 | | | $ | 249 | |
| | | MORGAN STANLEY | | Commercial Paper | | | 2.48 | % | | | DUE | | | | 09/16/2036 | | | $ | 775 | |
| | | MORGAN STANLEY | | Commercial Paper | | | 3.22 | % | | | DUE | | | | 04/22/2042 | | | $ | 939 | |
| | | MYLAN NV | | Commercial Paper | | | 5.25 | % | | | DUE | | | | 06/15/2046 | | | $ | 864 | |
| | | NBN CO LTD | | Commercial Paper | | | 2.62 | % | | | DUE | | | | 05/05/2031 | | | $ | 1,000 | |
| | | NBK TIER 1 FINANCING 2 | | Commercial Paper | | | 4.50 | % | | | DUE | | | | N/A | | | $ | 1,058 | |
| | | NOV INC | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 12/01/2042 | | | $ | 28 | |
| | | NOV INC | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 12/01/2042 | | | $ | 16 | |
| | | NOV INC | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 12/01/2042 | | | $ | 50 | |
| | | NOV INC | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 12/01/2042 | | | $ | 13 | |
| | | NOV INC | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 12/01/2042 | | | $ | 17 | |
| | | NOV INC | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 12/01/2042 | | | $ | 246 | |
| | | NOV INC | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 12/01/2042 | | | $ | 197 | |
| | | NOV INC | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 12/01/2042 | | | $ | 310 | |
| | | NOV INC | | Commercial Paper | | | 3.60 | % | | | DUE | | | | 12/01/2029 | | | $ | 440 | |
| | | NOV INC | | Commercial Paper | | | 3.60 | % | | | DUE | | | | 12/01/2029 | | | $ | 241 | |
| | | NOV INC | | Commercial Paper | | | 3.60 | % | | | DUE | | | | 12/01/2029 | | | $ | 236 | |
| | | NOV INC | | Commercial Paper | | | 3.60 | % | | | DUE | | | | 12/01/2029 | | | $ | 334 | |
| | | NOV INC | | Commercial Paper | | | 3.60 | % | | | DUE | | | | 12/01/2029 | | | $ | 333 | |
| | | NOV INC | | Commercial Paper | | | 3.60 | % | | | DUE | | | | 12/01/2029 | | | $ | 537 | |
| | | NOV INC | | Commercial Paper | | | 3.60 | % | | | DUE | | | | 12/01/2029 | | | $ | 129 | |
| | | NETFLIX INC | | Commercial Paper | | | 5.88 | % | | | DUE | | | | 11/15/2028 | | | $ | 995 | |
| | | NETFLIX INC | | Commercial Paper | | | 5.88 | % | | | DUE | | | | 11/15/2028 | | | $ | 651 | |
| | | NEW YORK LIFE INSURANCE | | Commercial Paper | | | 3.75 | % | | | DUE | | | | 05/15/2050 | | | $ | 341 | |
| | | NEWELL BRANDS INC | | Commercial Paper | | | 4.35 | % | | | DUE | | | | 04/01/2023 | | | $ | 61 | |
| | | NEWELL BRANDS INC | | Commercial Paper | | | 4.35 | % | | | DUE | | | | 04/01/2023 | | | $ | 722 | |
| | | NEWELL BRANDS INC | | Commercial Paper | | | 4.70 | % | | | DUE | | | | 04/01/2026 | | | $ | 453 | |
| | | NEWELL BRANDS INC | | Commercial Paper | | | 4.70 | % | | | DUE | | | | 04/01/2026 | | | $ | 180 | |
| | | NEWELL BRANDS INC | | Commercial Paper | | | 4.70 | % | | | DUE | | | | 04/01/2026 | | | $ | 543 | |
| | | NEWFIELD EXPLORATION | | Commercial Paper | | | 5.62 | % | | | DUE | | | | 07/01/2024 | | | $ | 134 | |
| | | NEWFIELD EXPLORATION | | Commercial Paper | | | 5.62 | % | | | DUE | | | | 07/01/2024 | | | $ | 224 | |
| | | NEWFIELD EXPLORATION | | Commercial Paper | | | 5.62 | % | | | DUE | | | | 07/01/2024 | | | $ | 198 | |
| | | NEWFIELD EXPLORATION | | Commercial Paper | | | 5.38 | % | | | DUE | | | | 01/01/2026 | | | $ | 916 | |
| | | NEWFIELD EXPLORATION | | Commercial Paper | | | 5.38 | % | | | DUE | | | | 01/01/2026 | | | $ | 505 | |
| | | NEXTERA ENERGY CAPITAL | | Commercial Paper | | | 3.80 | % | | | DUE | | | | 03/15/2082 | | | $ | 1,625 | |
| | | NISOURCE FINANCE CORP | | Commercial Paper | | | 5.80 | % | | | DUE | | | | 02/01/2042 | | | $ | 106 | |
| | | NISOURCE FINANCE CORP | | Commercial Paper | | | 5.80 | % | | | DUE | | | | 02/01/2042 | | | $ | 330 | |
| | | NISOURCE FINANCE CORP | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 03/30/2048 | | | $ | 468 | |
| | | NISOURCE FINANCE CORP | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 03/30/2048 | | | $ | 254 | |
| | | NISOURCE FINANCE CORP | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 03/30/2048 | | | $ | 597 | |
| | | NORDEA BANK AB | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 09/13/2033 | | | $ | 775 | |
| | | NORDEA BANK AB | | Commercial Paper | | | 4.62 | % | | | DUE | | | | 09/13/2033 | | | $ | 426 | |
| | | NORDEA BANK ABP | | Commercial Paper | | | 1.50 | % | | | DUE | | | | 09/30/2026 | | | $ | 1,670 | |
| | | NORFOLK SOUTHERN CORP | | Commercial Paper | | | 4.05 | % | | | DUE | | | | 08/15/2052 | | | $ | 607 | |
| | | O REILLY AUTOMOTIVE INC | | Commercial Paper | | | 3.60 | % | | | DUE | | | | 09/01/2027 | | | $ | 440 | |
| | | O REILLY AUTOMOTIVE INC | | Commercial Paper | | | 3.60 | % | | | DUE | | | | 09/01/2027 | | | $ | 1,031 | |
| | | OCCIDENTAL PETROLEUM COR | | Commercial Paper | | | 6.45 | % | | | DUE | | | | 09/15/2036 | | | $ | 924 | |
| | | OCCIDENTAL PETROLEUM COR | | Commercial Paper | | | 6.45 | % | | | DUE | | | | 09/15/2036 | | | $ | 510 | |
| | | OHIO EDISON | | Commercial Paper | | | 8.25 | % | | | DUE | | | | 10/15/2038 | | | $ | 160 | |
| | | OHIO EDISON | | Commercial Paper | | | 8.25 | % | | | DUE | | | | 10/15/2038 | | | $ | 75 | |
| | | OMEGA HLTHCARE INVESTORS | | Commercial Paper | | | 3.38 | % | | | DUE | | | | 02/01/2031 | | | $ | 1,008 | |
| | | PACIFIC GAS & ELECTRIC | | Commercial Paper | | | 2.50 | % | | | DUE | | | | 02/01/2031 | | | $ | 438 | |
| | | PATTERSON UTI ENERGY INC | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 02/01/2028 | | | $ | 18 | |
| | | PATTERSON UTI ENERGY INC | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 02/01/2028 | | | $ | 75 | |
| | | PATTERSON UTI ENERGY INC | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 02/01/2028 | | | $ | 87 | |
| | | PATTERSON UTI ENERGY INC | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 02/01/2028 | | | $ | 28 | |
| | | PATTERSON UTI ENERGY INC | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 02/01/2028 | | | $ | 349 | |
| | | PATTERSON UTI ENERGY INC | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 02/01/2028 | | | $ | 306 | |
| | | PATTERSON UTI ENERGY INC | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 02/01/2028 | | | $ | 834 | |
| | | PENNSYLVANIA ELECTRIC CO | | Commercial Paper | | | 4.15 | % | | | DUE | | | | 04/15/2025 | | | $ | 315 | |
| | | PENNSYLVANIA ELECTRIC CO | | Commercial Paper | | | 4.15 | % | | | DUE | | | | 04/15/2025 | | | $ | 158 | |
| | | PENNSYLVANIA ELECTRIC CO | | Commercial Paper | | | 4.15 | % | | | DUE | | | | 04/15/2025 | | | $ | 263 | |
| | | PETROLEOS MEXICANOS | | Commercial Paper | | | 6.38 | % | | | DUE | | | | 01/23/2045 | | | $ | 87 | |
| | | PETROLEOS MEXICANOS | | Commercial Paper | | | 6.38 | % | | | DUE | | | | 01/23/2045 | | | $ | 48 | |
| | | PETROLEOS MEXICANOS | | Commercial Paper | | | 5.35 | % | | | DUE | | | | 02/12/2028 | | | $ | 199 | |
| | | PETROLEOS MEXICANOS | | Commercial Paper | | | 5.35 | % | | | DUE | | | | 02/12/2028 | | | $ | 125 | |
| | | PETROLEOS MEXICANOS | | Commercial Paper | | | 5.35 | % | | | DUE | | | | 02/12/2028 | | | $ | 179 | |
| | | PIEDMONT OPERATING PARTN | | Commercial Paper | | | 2.75 | % | | | DUE | | | | 04/01/2032 | | | $ | 257 | |
| | | PIEDMONT OPERATING PARTN | | Commercial Paper | | | 2.75 | % | | | DUE | | | | 04/01/2032 | | | $ | 395 | |
| | | PLAINS ALL AMERICAN PIPELINE | | Commercial Paper | | | 4.70 | % | | | DUE | | | | 06/15/2044 | | | $ | 133 | |
| | | PLAINS ALL AMERICAN PIPELINE | | Commercial Paper | | | 4.70 | % | | | DUE | | | | 06/15/2044 | | | $ | 267 | |
| | | PLAINS ALL AMERICAN PIPELINE | | Commercial Paper | | | 4.70 | % | | | DUE | | | | 06/15/2044 | | | $ | 9 | |
| | | PLAINS ALL AMERICAN PIPELINE | | Commercial Paper | | | 4.70 | % | | | DUE | | | | 06/15/2044 | | | $ | 7 | |
| | | PLAINS ALL AMERICAN PIPELINE | | Commercial Paper | | | 4.70 | % | | | DUE | | | | 06/15/2044 | | | $ | 229 | |
| | | PLAINS ALL AMERICAN PIPELINE | | Commercial Paper | | | 4.50 | % | | | DUE | | | | 12/15/2026 | | | $ | 126 | |
| | | PLAINS ALL AMERICAN PIPELINE | | Commercial Paper | | | 4.50 | % | | | DUE | | | | 12/15/2026 | | | $ | 670 | |
| | | PLAINS ALL AMERICAN PIPELINE | | Commercial Paper | | | 4.50 | % | | | DUE | | | | 12/15/2026 | | | $ | 439 | |
| | | PLAINS ALL AMERICAN PIPELINE | | Commercial Paper | | | 4.50 | % | | | DUE | | | | 12/15/2026 | | | $ | 216 | |
| | | PLAINS ALL AMERICAN PIPE | | Commercial Paper | | | 3.80 | % | | | DUE | | | | 09/15/2030 | | | $ | 711 | |
| | | PRIME PROPERTYFUND LLC | | Commercial Paper | | | 2.46 | % | | | DUE | | | | 10/13/2030 | | | $ | 500 | |
| | | PRIME PROPERTYFUND LLC | | Commercial Paper | | | 2.56 | % | | | DUE | | | | 10/13/2032 | | | $ | 1,769 | |
| | | PRIME PROPERTYFUND LLC | | Commercial Paper | | | 2.71 | % | | | DUE | | | | 10/13/2035 | | | $ | 372 | |
| * | | PRUDENTIAL FINANCIAL INC | | Commercial Paper | | | 5.88 | % | | | DUE | | | | 09/15/2042 | | | $ | 136 | |
| * | | PRUDENTIAL FINANCIAL INC | | Commercial Paper | | | 5.88 | % | | | DUE | | | | 09/15/2042 | | | $ | 222 | |
| * | | PRUDENTIAL FINANCIAL INC | | Commercial Paper | | | 5.88 | % | | | DUE | | | | 09/15/2042 | | | $ | 199 | |
| * | | PRUDENTIAL FINANCIAL INC | | Commercial Paper | | | 5.62 | % | | | DUE | | | | 06/15/2043 | | | $ | 262 | |
| * | | PRUDENTIAL FINANCIAL INC | | Commercial Paper | | | 5.62 | % | | | DUE | | | | 06/15/2043 | | | $ | 284 | |
| * | | PRUDENTIAL FINANCIAL INC | | Commercial Paper | | | 5.70 | % | | | DUE | | | | 09/15/2048 | | | $ | 804 | |
| * | | PRUDENTIAL FINANCIAL INC | | Commercial Paper | | | 5.70 | % | | | DUE | | | | 09/15/2048 | | | $ | 444 | |
| | | PUGET ENERGY INC | | Commercial Paper | | | 2.38 | % | | | DUE | | | | 06/15/2028 | | | $ | 552 | |
| | | PUGET ENERGY INC | | Commercial Paper | | | 5.76 | % | | | DUE | | | | 10/01/2039 | | | $ | 237 | |
| | | PUGET ENERGY INC | | Commercial Paper | | | 5.76 | % | | | DUE | | | | 10/01/2039 | | | $ | 169 | |
| | | PUGET ENERGY INC | | Commercial Paper | | | 5.76 | % | | | DUE | | | | 10/01/2039 | | | $ | 223 | |
| | | RENSANT CORP | | Commercial Paper | | | 3.00 | % | | | DUE | | | | 12/01/2031 | | | $ | 1,474 | |
| | | REYNOLDS AMERICAN INC | | Commercial Paper | | | 5.85 | % | | | DUE | | | | 08/15/2045 | | | $ | 103 | |
| | | REYNOLDS AMERICAN INC | | Commercial Paper | | | 5.85 | % | | | DUE | | | | 08/15/2045 | | | $ | 365 | |
| | | REYNOLDS AMERICAN INC | | Commercial Paper | | | 5.85 | % | | | DUE | | | | 08/15/2045 | | | $ | 334 | |
| | | ROYAL BK SCOTLND GRP PLC | | Commercial Paper | | | 3.07 | % | | | DUE | | | | 05/22/2028 | | | $ | 3,126 | |
| | | SVB FINANCIAL GROUP | | Commercial Paper | | | 4.10 | % | | | DUE | | | | N/A | | | $ | 629 | |
| | | SVB FINANCIAL GROUP | | Commercial Paper | | | 4.25 | % | | | DUE | | | | N/A | | | $ | 1,692 | |
| | | SAMMONS FINANCIAL GROUP | | Commercial Paper | | | 3.35 | % | | | DUE | | | | 04/16/2031 | | | $ | 2,561 | |
| | | SANDY SPRING BANCORP INC | | Commercial Paper | | | 4.25 | % | | | DUE | | | | 11/15/2029 | | | $ | 1,425 | |
| | | SANTOS FINANCE LTD | | Commercial Paper | | | 3.65 | % | | | DUE | | | | 04/29/2031 | | | $ | 1,014 | |
| | | SKYMILES DELTA AIRLINES | | Commercial Paper | | | 4.50 | % | | | DUE | | | | 10/20/2025 | | | $ | 613 | |
| | | SKYMILES DELTA AIRLINES | | Commercial Paper | | | 4.50 | % | | | DUE | | | | 10/20/2025 | | | $ | 863 | |
| | | SKYMILES DELTA AIRLINES | | Commercial Paper | | | 4.50 | % | | | DUE | | | | 10/20/2025 | | | $ | 505 | |
| | | SMITHFIELD FOODS INC | | Commercial Paper | | | 3.00 | % | | | DUE | | | | 10/15/2030 | | | $ | 49 | |
| | | SMITHFIELD FOODS INC | | Commercial Paper | | | 3.00 | % | | | DUE | | | | 10/15/2030 | | | $ | 125 | |
| | | SMITHFIELD FOODS INC | | Commercial Paper | | | 3.00 | % | | | DUE | | | | 10/15/2030 | | | $ | 74 | |
| | | SMITHFIELD FOODS INC | | Commercial Paper | | | 3.00 | % | | | DUE | | | | 10/15/2030 | | | $ | 25 | |
| | | SMITHFIELD FOODS INC | | Commercial Paper | | | 3.00 | % | | | DUE | | | | 10/15/2030 | | | $ | 161 | |
| | | SMITHFIELD FOODS INC | | Commercial Paper | | | 3.00 | % | | | DUE | | | | 10/15/2030 | | | $ | 124 | |
| | | SMITHFIELD FOODS INC | | Commercial Paper | | | 2.62 | % | | | DUE | | | | 09/13/2031 | | | $ | 787 | |
| | | SOCIETE GENERALE | | Commercial Paper | | | 1.49 | % | | | DUE | | | | 12/14/2026 | | | $ | 846 | |
| | | SOCIETE GENERALE | | Commercial Paper | | | 1.79 | % | | | DUE | | | | 06/09/2027 | | | $ | 949 | |
| | | SOUTHERN COPPER CORP | | Commercial Paper | | | 6.75 | % | | | DUE | | | | 04/16/2040 | | | $ | 105 | |
| | | SOUTHERN COPPER CORP | | Commercial Paper | | | 6.75 | % | | | DUE | | | | 04/16/2040 | | | $ | 140 | |
| | | SOUTHERN COPPER CORP | | Commercial Paper | | | 6.75 | % | | | DUE | | | | 04/16/2040 | | | $ | 133 | |
| | | SPIRIT REALTY LP | | Commercial Paper | | | 4.45 | % | | | DUE | | | | 09/15/2026 | | | $ | 189 | |
| | | SPIRIT REALTY LP | | Commercial Paper | | | 4.00 | % | | | DUE | | | | 07/15/2029 | | | $ | 280 | |
| | | SPIRIT REALTY LP | | Commercial Paper | | | 4.00 | % | | | DUE | | | | 07/15/2029 | | | $ | 522 | |
| | | SPIRIT REALTY LP | | Commercial Paper | | | 4.00 | % | | | DUE | | | | 07/15/2029 | | | $ | 522 | |
| | | SPIRIT REALTY LP | | Commercial Paper | | | 4.00 | % | | | DUE | | | | 07/15/2029 | | | $ | 308 | |
| | | SPIRIT REALTY LP | | Commercial Paper | | | 3.20 | % | | | DUE | | | | 01/15/2027 | | | $ | 126 | |
| | | SPIRIT REALTY LP | | Commercial Paper | | | 3.20 | % | | | DUE | | | | 01/15/2027 | | | $ | 398 | |
| | | SPIRIT REALTY LP | | Commercial Paper | | | 3.20 | % | | | DUE | | | | 1/15/2027 | | | $ | 220 | |
| | | SPIRIT REALTY LP | | Commercial Paper | | | 3.40 | % | | | DUE | | | | 01/15/2030 | | | $ | 42 | |
| | | SPIRIT REALTY LP | | Commercial Paper | | | 2.70 | % | | | DUE | | | | 02/15/2032 | | | $ | 357 | |
| | | SPRINT CAPITAL CORP | | Commercial Paper | | | 6.88 | % | | | DUE | | | | 11/15/2028 | | | $ | 1,645 | |
| | | SPRINT COMMUNICATIONS | | Commercial Paper | | | 9.25 | % | | | DUE | | | | 4/15/2022 | | | $ | 220 | |
| | | SPRINT COMMUNICATIONS | | Commercial Paper | | | 9.25 | % | | | DUE | | | | 4/15/2022 | | | $ | 538 | |
| | | SYNGENTA FINANCE NV | | Commercial Paper | | | 4.44 | % | | | DUE | | | | 4/24/2023 | | | $ | 146 | |
| | | SYNGENTA FINANCE NV | | Commercial Paper | | | 4.44 | % | | | DUE | | | | 4/24/2023 | | | $ | 319 | |
| | | SYNGENTA FINANCE NV | | Commercial Paper | | | 4.44 | % | | | DUE | | | | 4/24/2023 | | | $ | 361 | |
| | | SYNGENTA FINANCE NV | | Commercial Paper | | | 4.44 | % | | | DUE | | | | 4/24/2023 | | | $ | 454 | |
| | | SYNCHRONY FINANCIAL | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 12/1/2027 | | | $ | 591 | |
| | | SYNCHRONY FINANCIAL | | Commercial Paper | | | 3.95 | % | | | DUE | | | | 12/1/2027 | | | $ | 328 | |
| | | SYNCHRONY FINANCIAL | | Commercial Paper | | | 2.88 | % | | | DUE | | | | 10/28/2031 | | | $ | 603 | |
| | | TPG SPECIALTY LENDING IN | | Commercial Paper | | | 3.88 | % | | | DUE | | | | 11/1/2024 | | | $ | 1,223 | |
| | | TPG SPECIALTY LENDING IN | | Commercial Paper | | | 3.88 | % | | | DUE | | | | 11/1/2024 | | | $ | 397 | |
| | | TANGER PROPERTIES LP | | Commercial Paper | | | 3.12 | % | | | DUE | | | | 9/1/2026 | | | $ | 258 | |
| | | TANGER PROPERTIES LP | | Commercial Paper | | | 3.12 | % | | | DUE | | | | 9/1/2026 | | | $ | 145 | |
| | | TIAA REAL ESTATE CDO LTD | | Commercial Paper | | | 4.27 | % | | | DUE | | | | 5/15/2047 | | | $ | 546 | |
| | | TECK RESOURCES LTD | | Commercial Paper | | | 6.00 | % | | | DUE | | | | 8/15/2040 | | | $ | 351 | |
| | | TECK RESOURCES LTD | | Commercial Paper | | | 6.00 | % | | | DUE | | | | 8/15/2040 | | | $ | 191 | |
| | | TIME WARNER CABLE INC | | Commercial Paper | | | 6.75 | % | | | DUE | | | | 6/15/2039 | | | $ | 239 | |
| | | TIME WARNER CABLE INC | | Commercial Paper | | | 6.75 | % | | | DUE | | | | 6/15/2039 | | | $ | 170 | |
| | | TIME WARNER CABLE INC | | Commercial Paper | | | 5.88 | % | | | DUE | | | | 11/15/2040 | | | $ | 124 | |
| | | TIME WARNER CABLE INC | | Commercial Paper | | | 5.88 | % | | | DUE | | | | 11/15/2040 | | | $ | 124 | |
| | | TIMKEN CO | | Commercial Paper | | | 4.50 | % | | | DUE | | | | 12/15/2028 | | | $ | 1,401 | |
| | | TRITON CONTAINER | | Commercial Paper | | | 2.05 | % | | | DUE | | | | 4/15/2026 | | | $ | 1,628 | |
| | | UNITED AIRLINES | | Commercial Paper | | | 4.60 | % | | | DUE | | | | 9/1/2027 | | | $ | 76 | |
| | | UNITED MEXICAN STATES | | Commercial Paper | | | 4.75 | % | | | DUE | | | | 3/8/2044 | | | $ | 516 | |
| | | UNITED MEXICAN STATES | | Commercial Paper | | | 4.75 | % | | | DUE | | | | 3/8/2044 | | | $ | 327 | |
| | | UNITED MEXICAN STATES | | Commercial Paper | | | 4.75 | % | | | DUE | | | | 3/8/2044 | | | $ | 469 | |
| | | UNITED MEXICAN STATES | | Commercial Paper | | | 4.75 | % | | | DUE | | | | 3/8/2044 | | | $ | 375 | |
| | | UNITED MEXICAN STATES | | Commercial Paper | | | 4.75 | % | | | DUE | | | | 3/8/2044 | | | $ | 192 | |
| | | VALE OVERSEAS LTD | | Commercial Paper | | | 6.88 | % | | | DUE | | | | 11/21/2036 | | | $ | 106 | |
| | | VALE OVERSEAS LTD | | Commercial Paper | | | 6.88 | % | | | DUE | | | | 11/21/2036 | | | $ | 133 | |
| | | VALE OVERSEAS LTD | | Commercial Paper | | | 6.88 | % | | | DUE | | | | 11/21/2036 | | | $ | 133 | |
| | | VALE OVERSEAS LTD | | Commercial Paper | | | 6.88 | % | | | DUE | | | | 11/21/2036 | | | $ | 465 | |
| | | VALE OVERSEAS LTD | | Commercial Paper | | | 6.25 | % | | | DUE | | | | 8/10/2026 | | | $ | 331 | |
| | | VALE OVERSEAS LTD | | Commercial Paper | | | 6.25 | % | | | DUE | | | | 8/10/2026 | | | $ | 134 | |
| | | VALE OVERSEAS LTD | | Commercial Paper | | | 6.25 | % | | | DUE | | | | 8/10/2026 | | | $ | 255 | |
| | | VALE OVERSEAS LTD | | Commercial Paper | | | 6.25 | % | | | DUE | | | | 8/10/2026 | | | $ | 772 | |
| | | VALE OVERSEAS LTD | | Commercial Paper | | | 6.25 | % | | | DUE | | | | 8/10/2026 | | | $ | 871 | |
| | | VALLEY NATIONAL BANCORP | | Commercial Paper | | | 5.12 | % | | | DUE | | | | 9/27/2023 | | | $ | 106 | |
| | | VALLEY NATIONAL BANCORP | | Commercial Paper | | | 5.12 | % | | | DUE | | | | 9/27/2023 | | | $ | 743 | |
| | | VALLEY NATIONAL BANCORP | | Commercial Paper | | | 5.25 | % | | | DUE | | | | 6/15/2030 | | | $ | 3,248 | |
| | | VERIZON COMMUNICATIONS | | Commercial Paper | | | 2.88 | % | | | DUE | | | | 11/20/2050 | | | $ | 442 | |
| | | VERIZON COMMUNICATIONS | | Commercial Paper | | | 2.99 | % | | | DUE | | | | 10/30/2056 | | | $ | 811 | |
| | | VERIZON COMMUNICATIONS | | Commercial Paper | | | 2.99 | % | | | DUE | | | | 10/30/2056 | | | $ | 327 | |
| | | VERIZON COMMUNICATIONS | | Commercial Paper | | | 2.99 | % | | | DUE | | | | 10/30/2056 | | | $ | 322 | |
| | | VIACOMCBS INC | | Commercial Paper | | | 4.95 | % | | | DUE | | | | 1/15/2031 | | | $ | 577 | |
| | | VIACOMCBS INC | | Commercial Paper | | | 4.95 | % | | | DUE | | | | 1/15/2031 | | | $ | 151 | |
| | | VIACOMCBS INC | | Commercial Paper | | | 4.20 | % | | | DUE | | | | 5/19/2032 | | | $ | 593 | |
| | | VIACOMCBS INC | | Commercial Paper | | | 4.20 | % | | | DUE | | | | 5/19/2032 | | | $ | 174 | |
| | | VIRGINIA ELECTRIC & POWER CO | | Commercial Paper | | | 8.88 | % | | | DUE | | | | 11/15/2038 | | | $ | 194 | |
| | | VIRGINIA ELECTRIC & POWER CO | | Commercial Paper | | | 8.88 | % | | | DUE | | | | 11/15/2038 | | | $ | 441 | |
| | | VIRGINIA ELECTRIC & POWER CO | | Commercial Paper | | | 8.88 | % | | | DUE | | | | 11/15/2038 | | | $ | 353 | |
| | | VITERRA FINANCE BV | | Commercial Paper | | | 3.20 | % | | | DUE | | | | 4/21/2031 | | | $ | 1,031 | |
| | | VITERRA FINANCE BV | | Commercial Paper | | | 3.20 | % | | | DUE | | | | 4/21/2031 | | | $ | 682 | |
| | | VODAFONE GROUP PLC | | Commercial Paper | | | 5.25 | % | | | DUE | | | | 5/30/2048 | | | $ | 405 | |
| | | WEA FINANCE LLC | | Commercial Paper | | | 2.88 | % | | | DUE | | | | 1/15/2027 | | | $ | 923 | |
| | | WEA FINANCE LLC | | Commercial Paper | | | 2.88 | % | | | DUE | | | | 1/15/2027 | | | $ | 94 | |
| | | WEA FINANCE LLC | | Commercial Paper | | | 2.88 | % | | | DUE | | | | 1/15/2027 | | | $ | 96 | |
| | | WEA FINANCE LLC | | Commercial Paper | | | 2.88 | % | | | DUE | | | | 1/15/2027 | | | $ | 180 | |
| | | WEA FINANCE LLC | | Commercial Paper | | | 2.88 | % | | | DUE | | | | 1/15/2027 | | | $ | 377 | |
| | | WP CAREY INC | | Commercial Paper | | | 2.45 | % | | | DUE | | | | 2/1/2032 | | | $ | 375 | |
| | | TRADEMARK ROYALTY 2021 | | Commercial Paper | | | 0.01 | % | | | DUE | | | | 1/31/2050 | | | $ | 5,078 | |
| | | TFORCE HOLDINGS INC | | Commercial Paper | | | 3.15 | % | | | DUE | | | | 1/5/2029 | | | $ | 3,846 | |
| | | TFORCE HOLDINGS INC | | Commercial Paper | | | 3.25 | % | | | DUE | | | | 1/5/2031 | | | $ | 1,081 | |
| | | WATERS CORPORATION | | Commercial Paper | | | 2.25 | % | | | DUE | | | | 3/3/2031 | | | $ | 3,542 | |
| | | FIRST GAS LIMITED | | Commercial Paper | | | 2.32 | % | | | DUE | | | | 3/23/2031 | | | $ | 4,799 | |
| | | HAWAIIAN ELECTRIC COMPANY | | Commercial Paper | | | 3.28 | % | | | DUE | | | | 12/30/2040 | | | $ | 4,982 | |
| | | BAIN CAPITAL HOLDINGS LP | | Commercial Paper | | | 2.69 | % | | | DUE | | | | 4/15/2033 | | | $ | 4,846 | |
| | | ENVASES UNIVERSALES DE MEXICO | | Commercial Paper | | | 3.15 | % | | | DUE | | | | 2/9/2028 | | | $ | 5,164 | |
| | | J P MORGAN ASSET MANAGEMENT S | | Commercial Paper | | | 2.55 | % | | | DUE | | | | 1/7/2031 | | | $ | 5,066 | |
| | | SENIOR UNSECURED NOTES | | Commercial Paper | | | 2.94 | % | | | DUE | | | | 12/18/2032 | | | $ | 4,849 | |
| | | CENTERPOINT PROPERTIES TRUST | | Commercial Paper | | | 2.83 | % | | | DUE | | | | 10/28/2030 | | | $ | 5,105 | |
| | | NATIONAL HOCKEY LEAGUE NHL | | Commercial Paper | | | 2.82 | % | | | DUE | | | | 1/6/2026 | | | $ | 4,105 | |
| | | DYAL CAPITAL PARTNERS | | Commercial Paper | | | 3.65 | % | | | DUE | | | | 2/22/2041 | | | $ | 1,383 | |
| | | DYAL CAPITAL PARTNERS | | Commercial Paper | | | 3.65 | % | | | DUE | | | | 2/22/2041 | | | $ | 2,569 | |
| | | WASTE MANAGEMENT INC | | Commercial Paper | | | 0.00 | % | | | DUE | | | | 7/25/2022 | | | $ | 1,995 | |
| | | WEIR GROUP PLC THE | | Commercial Paper | | | 2.20 | % | | | DUE | | | | 5/13/2026 | | | $ | 1,756 | |
| | | WELLPOINT INC | | Commercial Paper | | | 4.65 | % | | | DUE | | | | 1/15/2043 | | | $ | 112 | |
| | | WELLPOINT INC | | Commercial Paper | | | 4.65 | % | | | DUE | | | | 1/15/2043 | | | $ | 125 | |
| | | WELLPOINT INC | | Commercial Paper | | | 4.65 | % | | | DUE | | | | 1/15/2043 | | | $ | 131 | |
| | | WELLS FARGO FINANCIAL | | Commercial Paper | | | 5.61 | % | | | DUE | | | | 1/15/2044 | | | $ | 155 | |
| | | WELLS FARGO CO | | Commercial Paper | | | 5.38 | % | | | DUE | | | | 11/2/2043 | | | $ | 209 | |
| | | WELLS FARGO CO | | Commercial Paper | | | 5.38 | % | | | DUE | | | | 11/2/2043 | | | $ | 197 | |
| | | WELLS FARGO CO | | Commercial Paper | | | 4.10 | % | | | DUE | | | | 6/3/2026 | | | $ | 1,745 | |
| | | WESTERN & SOUTHERN LIFE | | Commercial Paper | | | 3.75 | % | | | DUE | | | | 4/28/2061 | | | $ | 1,036 | |
| | | XSTRATA FINANCE CANADA | | Commercial Paper | | | 5.55 | % | | | DUE | | | | 10/25/2042 | | | $ | 34 | |
| | | XSTRATA FINANCE CANADA | | Commercial Paper | | | 5.55 | % | | | DUE | | | | 10/25/2042 | | | $ | 139 | |
| | | XSTRATA FINANCE CANADA | | Commercial Paper | | | 5.55 | % | | | DUE | | | | 10/25/2042 | | | $ | 39 | |
| | | XSTRATA FINANCE CANADA | | Commercial Paper | | | 5.55 | % | | | DUE | | | | 10/25/2042 | | | $ | 126 | |
| | | XSTRATA FINANCE CANADA | | Commercial Paper | | | 5.55 | % | | | DUE | | | | 10/25/2042 | | | $ | 183 | |
| | | XLIT LTD | | Commercial Paper | | | 4.45 | % | | | DUE | | | | 3/31/2025 | | | $ | 116 | |
| | | XLIT LTD | | Commercial Paper | | | 4.45 | % | | | DUE | | | | 3/31/2025 | | | $ | 101 | |
| | | XLIT LTD | | Commercial Paper | | | 4.45 | % | | | DUE | | | | 3/31/2025 | | | $ | 73 | |
| | | XLIT LTD | | Commercial Paper | | | 4.45 | % | | | DUE | | | | 3/31/2025 | | | $ | 271 | |
| | | XLIT LTD | | Commercial Paper | | | 4.45 | % | | | DUE | | | | 3/31/2025 | | | $ | 380 | |
| | | XLIT LTD | | Commercial Paper | | | 5.50 | % | | | DUE | | | | 3/31/2045 | | | $ | 274 | |
| | | XLIT LTD | | Commercial Paper | | | 5.50 | % | | | DUE | | | | 3/31/2045 | | | $ | 171 | |
| | | XLIT LTD | | Commercial Paper | | | 5.50 | % | | | DUE | | | | 3/31/2045 | | | $ | 247 | |
| | | MIZRAHI TEFAHOT BANK LTD | | Commercial Paper | | | 3.08 | % | | | DUE | | | | 4/7/2031 | | | $ | 1,641 | |
| | | BANK HAPOALIM | | Commercial Paper | | | 3.26 | % | | | DUE | | | | 1/21/2032 | | | $ | 1,588 | |
| | | CHANEL LIMITED | | Commercial Paper | | | 2.45 | % | | | DUE | | | | 10/13/2030 | | | $ | 4,525 | |
| | | FNMA | | Fed Agency | | | 2.00 | % | | | DUE | | | | 4/1/2050 | | | $ | 14,458 | |
| | | FNMA | | Fed Agency | | | 2.50 | % | | | DUE | | | | 4/1/2044 | | | $ | 12,250 | |
| | | FNMA | | Fed Agency | | | 3.50 | % | | | DUE | | | | 1/15/2041 | | | $ | 3,344 | |
| | | FNMA | | Fed Agency | | | 4.00 | % | | | DUE | | | | 4/1/2040 | | | $ | 4,388 | |
| | | FNMA | | Fed Agency | | | 4.50 | % | | | DUE | | | | 1/1/2040 | | | $ | 4,474 | |
| | | GNMA II | | Fed Agency | | | 3.00 | % | | | DUE | | | | 12/15/2043 | | | $ | 35,394 | |
| | | GNMA II | | Fed Agency | | | 3.50 | % | | | DUE | | | | 1/23/2042 | | | $ | 5,809 | |
| | | COLUMBIA REPUBLIC OF | | Foreign | | | 4.12 | % | | | DUE | | | | 5/15/2051 | | | $ | 162 | |
| | | UNITED MEXICAN STATES | | Foreign | | | 6.75 | % | | | DUE | | | | 9/27/2034 | | | $ | 433 | |
| | | UNITED MEXICAN STATES | | Foreign | | | 6.75 | % | | | DUE | | | | 9/27/2034 | | | $ | 233 | |
| | | UNITED MEXICAN STATES | | Foreign | | | 6.75 | % | | | DUE | | | | 9/27/2034 | | | $ | 366 | |
| | | UNITED MEXICAN STATES | | Foreign | | | 4.50 | % | | | DUE | | | | 4/22/2029 | | | $ | 640 | |
| | | 2 YR US TR NOTES | | Futures | | | 0.00 | % | | | DUE | | | | 2/18/2022 | | | $ | 4 | |
| | | 2 YR US TR NOTES | | Futures | | | 0.00 | % | | | DUE | | | | 2/18/2022 | | | $ | 138 | |
| | | 2 YR US TR NOTES | | Futures | | | 0.00 | % | | | DUE | | | | 2/18/2022 | | | $ | 24 | |
| | | 2 YR US TR NOTES | | Futures | | | 0.00 | % | | | DUE | | | | 2/18/2022 | | | $ | 18 | |
| | | 20 YR US TR BONDS | | Futures | | | 0.00 | % | | | DUE | | | | 2/18/2022 | | | $ | (16 | ) |
| | | FHLMC | | Mortgage Backed | | | 2.00 | % | | | DUE | | | | 12/1/2050 | | | $ | 1,319 | |
| | | FHLMC | | Mortgage Backed | | | 2.00 | % | | | DUE | | | | 1/1/2051 | | | $ | 2,754 | |
| | | FNMA | | Mortgage Backed | | | 4.50 | % | | | DUE | | | | 6/1/2048 | | | $ | 854 | |
| | | FNMA | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 6/1/2050 | | | $ | 3,330 | |
| | | FNMA | | Mortgage Backed | | | 2.50 | % | | | DUE | | | | 9/1/2036 | | | $ | 8,653 | |
| | | FNMA | | Mortgage Backed | | | 3.50 | % | | | DUE | | | | 8/1/2050 | | | $ | 133 | |
| | | FNMA | | Mortgage Backed | | | 2.50 | % | | | DUE | | | | 9/1/2051 | | | $ | 1,526 | |
| | | FNMA | | Mortgage Backed | | | 2.50 | % | | | DUE | | | | 10/1/2051 | | | $ | 4,291 | |
| | | FNMA | | Mortgage Backed | | | 0.03 | % | | | DUE | | | | 10/1/2051 | | | $ | 3,245 | |
| | | FNMA | | Mortgage Backed | | | 0.04 | % | | | DUE | | | | 2/1/2043 | | | $ | 3,352 | |
| | | FNMA | | Mortgage Backed | | | 0.03 | % | | | DUE | | | | 6/1/2032 | | | $ | 533 | |
| | | FNMA | | Mortgage Backed | | | 0.03 | % | | | DUE | | | | 8/1/2032 | | | $ | 219 | |
| | | FNMA | | Mortgage Backed | | | 0.04 | % | | | DUE | | | | 12/1/2047 | | | $ | 3,113 | |
| | | FNMA | | Mortgage Backed | | | 0.05 | % | | | DUE | | | | 6/1/2048 | | | $ | 322 | |
| | | GNMA II | | Mortgage Backed | | | 0.04 | % | | | DUE | | | | 3/20/2047 | | | $ | 2,846 | |
| | | GNMA II | | Mortgage Backed | | | 0.03 | % | | | DUE | | | | 11/20/2049 | | | $ | 3,523 | |
| | | GNMA II | | Mortgage Backed | | | 0.03 | % | | | DUE | | | | 7/20/2049 | | | $ | 1,991 | |
| | | GNMA II | | Mortgage Backed | | | 0.03 | % | | | DUE | | | | 1/20/2050 | | | $ | 3,633 | |
| | | CALIFORNIA STATE | | Municipals | | | 0.08 | % | | | DUE | | | | 4/1/2039 | | | $ | 334 | |
| | | NEW YORK ST DORM AUTH ST PERSO | | Municipals | | | 0.03 | % | | | DUE | | | | 2/15/2043 | | | $ | 212 | |
| | | NORTHSTAR EDU FIN INC DE | | Municipals | | | 0.03 | % | | | DUE | | | | 4/1/2042 | | | $ | 1,671 | |
| | | BCM SWAPTION | | Options | | | 0.03 | % | | | DUE | | | | 12/13/2032 | | | $ | 401 | |
| | | BCM SWAPTION | | Options | | | 0.02 | % | | | DUE | | | | 12/13/2032 | | | $ | 239 | |
| | | BCM SWAPTION | | Options | | | 0.03 | % | | | DUE | | | | 1/31/2033 | | | $ | 295 | |
| | | BCM SWAPTION | | Options | | | 0.03 | % | | | DUE | | | | 1/31/2033 | | | $ | 393 | |
| | | SELECTIVE INSURANCE GROU | | Preferred Stock | | | 0.00 | % | | | DUE | | | | 1/31/3100 | | | $ | 1,584 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 241 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 58 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 119 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 112 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 200 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 165 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 66 | |
| | | STATE STREET STIF | | Sweep Investment | | | 0.00 | % | | | DUE | | | | N/A | | | $ | 541 | |
| | | 5 YR US TR NOTES | | US Govt Bonds | | | 0.00 | % | | | DUE | | | | 4/5/2022 | | | $ | 10 | |
| | | 5 YR US TR NOTES | | US Govt Bonds | | | 0.00 | % | | | DUE | | | | 4/5/2022 | | | $ | 2 | |
| | | 5 YR US TR NOTES | | US Govt Bonds | | | 0.00 | % | | | DUE | | | | 4/5/2022 | | | $ | 1 | |
| | | US ULTRA T-BOND | | US Govt Bonds | | | 0.00 | % | | | DUE | | | | 3/31/2022 | | | $ | 600 | |
| | | US ULTRA T-BOND | | US Govt Bonds | | | 0.00 | % | | | DUE | | | | 3/31/2022 | | | $ | 6 | |
| | | US 10YR ULTRA FUT MAR22 | | Futures | | | 0.00 | % | | | DUE | | | | 3/31/2022 | | | $ | (303 | ) |
| | | US 10YR ULTRA FUT MAR22 | | Futures | | | 0.00 | % | | | DUE | | | | 3/31/2022 | | | $ | (16 | ) |
| | | US TREASURY N B | | US Govt Bonds | | | 3.50 | % | | | DUE | | | | 2/15/2039 | | | $ | 502 | |
| | | US TREASURY N B | | US Govt Bonds | | | 3.50 | % | | | DUE | | | | 2/15/2039 | | | $ | 2,006 | |
| | | US TREASURY N B | | US Govt Bonds | | | 3.50 | % | | | DUE | | | | 2/15/2039 | | | $ | 752 | |
| | | US TREASURY N B | | US Govt Bonds | | | 3.50 | % | | | DUE | | | | 2/15/2039 | | | $ | 940 | |
| | | US TREASURY N B | | US Govt Bonds | | | 3.50 | % | | | DUE | | | | 2/15/2039 | | | $ | 251 | |
| | | US TREASURY N B | | US Govt Bonds | | | 3.50 | % | | | DUE | | | | 2/15/2039 | | | $ | 2,257 | |
| | | US TREASURY N B | | US Govt Bonds | | | 3.50 | % | | | DUE | | | | 2/15/2039 | | | $ | 752 | |
| | | US TREASURY N B | | US Govt Bonds | | | 3.50 | % | | | DUE | | | | 2/15/2039 | | | $ | 3,761 | |
| | | US TREASURY N B | | US Govt Bonds | | | 2.25 | % | | | DUE | | | | 8/15/2049 | | | $ | 643 | |
| | | US TREASURY N B | | US Govt Bonds | | | 2.25 | % | | | DUE | | | | 8/15/2049 | | | $ | 6,911 | |
| | | US TREASURY N B | | US Govt Bonds | | | 2.25 | % | | | DUE | | | | 8/15/2049 | | | $ | 429 | |
| | | US TREASURY N B | | US Govt Bonds | | | 2.25 | % | | | DUE | | | | 8/15/2049 | | | $ | 375 | |
| | | US TREASURY N B | | US Govt Bonds | | | 2.25 | % | | | DUE | | | | 8/15/2049 | | | $ | 696 | |
| | | US TREASURY N B | | US Govt Bonds | | | 2.25 | % | | | DUE | | | | 8/15/2049 | | | $ | 3,000 | |
| | | US TREASURY N B | | US Govt Bonds | | | 2.00 | % | | | DUE | | | | 11/15/2026 | | | $ | 1,553 | |
| | | TREASURY SEC | | US Govt Bonds | | | 1.50 | % | | | DUE | | | | 11/30/2024 | | | $ | 13,105 | |
| | | OTHER ASSETS | | | | | | | | | | | | | | | | $ | (72,234 | ) |
| | | TOTAL MASSMUTUAL STABLE VALUE | | | | | | | | | | | | | | | | $ | 691,969 | |
| | | • NOTES RECEIVABLE FROM
PARTICIPANTS | | Participant Loans | | | 2.36% to 10.50% 2021- 2050 | | | $ | 141,821 | |
| | | • 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.
Date: June 29, 2022
| | Cigna 401(k) PLAN | |
| | | | |
| | | | |
| | 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
|
