11-K 1 cigna11k.htm CIGNA CORPORATION FORM 11-K

 

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

 

 

3 
 

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

 

 

 

 

4 
 

 

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.

 

 

 

5 
 

 

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.

 

 

6 
 

 

CIGNA 401(k) PLAN

NOTES TO THE FINANCIAL STATEMENTS

 

Note 1 – Description of the Plan

The following description of the Cigna 401(k) Plan (the “Plan”) provides general information only. A more complete explanation of the features and benefits available under the Plan, a defined contribution plan, is contained in the Plan’s Summary Plan Description and Prospectus. Generally, all U.S.-based employees of participating 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.

 

 

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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.

 

 

 

8 
 

 

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%.

 

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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.

 

 

10 
 

 

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.

 

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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.

 

 

 

12 
 

 

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 

 

 

13 
 

 

CIGNA 401(k) PLAN

NOTES TO THE FINANCIAL STATEMENTS

 

Note 5 – Financial Assets Carried at Contract Value

The Plan’s Fixed Income Fund is supported by four separate fully benefit-responsive investment contracts, including a traditional investment contract and three synthetic investment contracts. The Fixed Income Fund 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. 

 

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CIGNA 401(k) PLAN

NOTES TO THE FINANCIAL STATEMENTS

 

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

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

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

  1. The Plan’s failure to qualify under Section 401(a) of the Internal Revenue Code or the failure of the trust to be tax-exempt under Section 501(a) of the Internal Revenue Code;
  1. Premature termination of the contracts;
  1. Plan termination or merger;
  1. Changes to the Plan’s prohibition on competing investment options;
  1. 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;
  1. 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.

 

 

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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.

 

16 
 

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.

 

 

 

 

 

17 
 

 

 

 

 

 

 

 

SUPPLEMENTAL SCHEDULE

 

 

 

 

 

 

 

 

 

18 
 
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 
                           

 

 

 

19 
 

 

 

 

                           
   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 

 

 

20 
 

 

 

 

   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 

 

 

 

21 
 

 

   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 

 

 

22 
 

 

 

   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 

 

 

23 
 

 

 

 

   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 

 

 

24 
 

 

 

 

   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 

 

 

25 
 

 

 

 

   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 

 

 

26 
 

 

 

 

   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 

 

 

27 
 

 

 

 

   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 

 

 

 

28 
 

 

 

   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 

 

 

29 
 

 

 

 

   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 

 

 

 

30 
 

 

 

   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 

 

 

 

31 
 

 

 

   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 

 

 

 

32 
 

 

 

   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 

 

 

 

33 
 

 

 

   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 

 

34 
 

 

 

   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 

 

 

35 
 

   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 

 

 

36 
 

   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)

 

 

37 
 

   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 

 

 

38 
 

   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 

 

 

39 
 

   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 

 

 

40 
 

   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 

 

 

41 
 

   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 

 

 

42 
 

   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 

 

 

43 
 

   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 

 

 

44 
 

   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 

 

 

45 
 

   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 

 

 

46 
 

   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 

 

 

47 
 

   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 

 

 

48 
 

   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 

 

 

49 
 

   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 

 

 

50 
 

   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 

 

 

51 
 

   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 

 

 

52 
 

   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 

 

 

53 
 

   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 

 

 

54 
 

   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 

 

 

55 
 

   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 

 

 

56 
 

   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 

 

 

57 
 

   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 

 

 

58 
 

   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 

 

 

59 
 

   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 

 

 

60 
 

   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.                       

 

 

 

61 
 

 

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.

 

 

 

62 
 

 

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  

 

 

 

 

 

 

 

 

 

63 
 

 

Index to Exhibits

 

 

 

 NumberDescription Method of Filing
     
23Consent of Independent Registered Public Accounting Firm Filed herewith

 

 

 

 

64