Page
|
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FINANCIAL STATEMENTS
|
|
1
|
|
2
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|
3
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16
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|
62
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|
63
|
|
E-1
|
* |
Other supplemental schedules required by the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974, as amended, have been omitted because they are not applicable or not required.
|
(Thousands)
|
2018
|
2017
|
||||||
Assets
|
||||||||
Investments, at fair value:
|
||||||||
Money market funds
|
$
|
39,198
|
$
|
55,811
|
||||
Corporate debt instruments
|
84,623
|
91,782
|
||||||
Common stocks
|
1,823,770
|
2,074,740
|
||||||
U.S. Government and agency obligations
|
214,378
|
167,456
|
||||||
Common/collective trusts
|
1,622,061
|
1,311,735
|
||||||
Mutual funds
|
370,265
|
720,064
|
||||||
Self-directed brokerage accounts
|
123,618
|
147,313
|
||||||
Other investments
|
136,786
|
130,301
|
||||||
Total investments, at fair value
|
4,414,699
|
4,699,202
|
||||||
Fully benefit responsive investment contracts, at contract value
|
523,756
|
529,458
|
||||||
Due from brokers
|
3,439
|
2,526
|
||||||
Cash (non-interest bearing)
|
4,257
|
2,857
|
||||||
Receivables:
|
||||||||
Notes receivable from participants
|
81,802
|
79,947
|
||||||
Investment income accrued
|
3,137
|
2,902
|
||||||
Employer contributions:
|
||||||||
Profit sharing
|
62,277
|
109,553
|
||||||
Other than profit sharing
|
27,834
|
26,975
|
||||||
Total Assets
|
5,121,201
|
5,453,420
|
||||||
Liabilities
|
||||||||
Accrued expenses
|
2,755
|
2,734
|
||||||
Due to brokers
|
7,526
|
4,476
|
||||||
Total Liabilities
|
10,281
|
7,210
|
||||||
Net assets available for benefits
|
$
|
5,110,920
|
$
|
5,446,210
|
(Thousands)
|
2018
|
|||
Contributions
|
||||
Employer
|
||||
Profit sharing
|
$
|
62,283
|
||
Other than profit sharing
|
134,476
|
|||
Employee
|
172,342
|
|||
Rollovers
|
13,718
|
|||
Total contributions
|
382,819
|
|||
Investment income
|
||||
Net depreciation of investments
|
(330,176
|
)
|
||
Interest and dividends
|
67,358
|
|||
Other income
|
221
|
|||
Total investment loss
|
(262,597
|
)
|
||
Interest on notes receivable from participants
|
4,026
|
|||
Total additions to net assets
|
124,248
|
|||
Withdrawal payments
|
(445,097
|
)
|
||
Administrative expenses
|
(14,441
|
)
|
||
Total deductions to net assets
|
(459,538
|
)
|
||
Net decrease in net assets available for benefits
|
(335,290
|
)
|
||
Net assets available for benefits at beginning of year
|
5,446,210
|
|||
Net assets available for benefits at end of year
|
$
|
5,110,920
|
1. |
Description of the Plan
|
2. |
Summary of Significant Accounting Policies
|
3. |
Fair Value Measurements
|
• |
Level 1 – Inputs that are quoted prices (unadjusted) for identical assets or liabilities in active markets that the Plan can access.
|
• |
Level 2 – Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the asset or liability, including:
|
– |
Quoted prices for similar assets or liabilities in active markets;
|
– |
Quoted prices for identical or similar assets or liabilities in markets that are not active;
|
– |
Inputs other than quoted prices that are observable for the asset or liability; and
|
– |
Inputs that are derived principally from or corroborated by observable market data by correlation or other means.
|
• |
Level 3 – Inputs that are unobservable and reflect the Plan’s own assumptions about the assumptions market participants would use in pricing the asset or liability based on the best information available in the circumstances (e.g., internally derived assumptions surrounding the timing and amount of expected cash flows).
|
Description (Thousands)
|
Total
|
Level 1
|
Level 2
|
|||||||||
Money market funds
|
$
|
39,198
|
$
|
39,198
|
$
|
―
|
||||||
Corporate debt instruments
|
84,623
|
―
|
84,623
|
|||||||||
Common stocks
|
1,823,770
|
1,823,770
|
―
|
|||||||||
Common/Collective trusts
|
769,204
|
―
|
769,204
|
|||||||||
U.S. Government and agency obligations
|
214,378
|
―
|
214,378
|
|||||||||
Mutual funds
|
370,265
|
370,265
|
―
|
|||||||||
Self-directed brokerage accounts
|
123,618
|
123,618
|
―
|
|||||||||
Other investments
|
136,786
|
―
|
136,786
|
|||||||||
Total assets in the fair value hierarchy
|
$
|
3,561,842
|
$
|
2,356,851
|
$
|
1,204,991
|
||||||
Common/collective trusts measured at net asset value ("NAV")
|
852,857
|
|||||||||||
Total investments, at fair value
|
$
|
4,414,699
|
Description (Thousands)
|
Total
|
Level 1
|
Level 2
|
|||||||||
Money market funds
|
$
|
55,811
|
$
|
55,811
|
$
|
―
|
||||||
Corporate debt instruments
|
91,782
|
―
|
91,782
|
|||||||||
Common stocks
|
2,074,740
|
2,074,740
|
―
|
|||||||||
Common/Collective trusts
|
806,203
|
―
|
806,203
|
|||||||||
U.S. Government and agency obligations
|
167,456
|
―
|
167,456
|
|||||||||
Mutual funds
|
720,064
|
720,064
|
―
|
|||||||||
Self-directed brokerage accounts
|
147,313
|
147,313
|
―
|
|||||||||
Other investments
|
130,301
|
―
|
130,301
|
|||||||||
Total assets in the fair value hierarchy
|
$
|
4,193,670
|
$
|
2,997,928
|
$
|
1,195,742
|
||||||
Common/collective trusts measured at NAV
|
505,532
|
|||||||||||
Total investments, at fair value
|
$
|
4,699,202
|
• |
Money market funds are valued at NAV, which represents the exit price.
|
• |
Investments in American Express Company common stock, other stock and active publicly traded equity securities are valued at the official closing price of U.S. public exchanges or, if there is no official closing price that day, at the last reported trade price at the financial statement date.
|
• |
Mutual funds held within the Plan are open-end mutual funds that are registered with the Securities and Exchange Commission (“SEC”) under the Investment Company Act of 1940. These investments are required to make publicly available the daily NAV of the fund and to transact at this price. Hence, open-end mutual funds transact at quoted prices. In addition, the mutual funds held by the Plan are actively traded.
|
• |
The Plan’s self-directed brokerage accounts are primarily comprised of mutual funds and in some cases Ameriprise Financial common stock, and are valued at fair value using the corresponding valuation techniques as previously described.
|
• |
The fair values for the Plan’s corporate debt instruments, U.S. Government and agency obligations (which also include state and local government obligations) and Other investments (asset-backed securities, foreign sovereign debt and private placement bonds), are obtained primarily from pricing services engaged by the Plan’s Trustee. The fair values provided by the pricing service are estimated using pricing models, where the inputs to those models are based on observable market inputs or recent trades of similar securities. The inputs to the valuation techniques applied by the pricing service vary depending on the type of security being priced but are typically benchmark yields, benchmark security prices, credit spreads, prepayment speeds, reported trades, and broker-dealer quotes, all with reasonable levels of transparency. The Trustee does not apply any adjustments to the pricing models used. In addition, the Plan did not apply any adjustments to the prices received from the pricing services for 2018 and 2017. The Plan reaffirms its understanding of the valuation techniques used by the Trustee’s pricing services at least annually. The Plan classifies the prices obtained from the pricing services within Level 2 of the fair value hierarchy because the underlying inputs are directly observable from active markets or recent trades of similar securities in inactive markets. However, the pricing models used do entail a certain amount of subjectivity, and therefore differing judgments in how the underlying inputs are modeled could result in different estimates of fair value.
|
• |
Common/collective trusts are investment funds formed by the pooling of investments by institutional investors, such as a group of not necessarily affiliated pension or retirement plans, typically with the intention of achieving cost savings over similar investment options such as mutual funds. Common/collective trusts are similar to mutual funds, with a named investment manager and documented investment objective. These investments, however, are not registered with the SEC (unlike mutual funds, which are registered with the SEC), and participation is not open to the public. The NAV is measured by the custodian or investment manager as of the close of regular daily trading and is corroborated with observable inputs provided by pricing services for the securities. To the extent the NAV is made publicly available, these common/collective trusts are classified within level 2 of the fair value hierarchy and the NAVs represent the exit price for the funds.
|
4. |
Investments
|
|
The Plan’s failure to qualify under Section 401(a) of the Internal Revenue Code or the failure of the trust to be tax-exempt under Section 501(a) of the Internal Revenue Code;
|
|
Premature termination of the contracts;
|
|
Plan termination or merger;
|
|
Changes to the Plan’s administration of competing investment options; and
|
|
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.
|
|
An uncured violation of the Plan’s investment guidelines;
|
|
A breach of material obligation under the contract;
|
|
A material misrepresentation; and
|
|
A material amendment to the agreements without the consent of the issuer.
|
5. |
Risks and Uncertainties
|
6. |
Income Tax Status
|
7. |
Reconciliation of Financial Statements to Form 5500
|
(Thousands)
|
2018
|
2017
|
||||||
Net assets available for benefits per the financial statements
|
$
|
5,110,920
|
$
|
5,446,210
|
||||
Difference between contract value and fair value of fully benefit-responsive investment contracts
|
(6,531
|
)
|
(4,169
|
)
|
||||
Loans deemed distributed
|
(471
|
)
|
(703
|
)
|
||||
Net assets available for benefits per the Form 5500
|
$
|
5,103,918
|
$
|
5,441,338
|
(Thousands)
|
2018
|
|||
Net decrease in net assets available for benefits per the financial statements
|
$
|
(335,290
|
)
|
|
Adjustment for difference between contract value and fair value of fully benefit-responsive investment contracts
|
(2,362
|
)
|
||
Change in deemed distributions of participant loans
|
232
|
|||
Net income per the Form 5500
|
$
|
(337,420
|
)
|
8. |
Related Parties and Parties-In-Interest Transactions
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
Money Market Funds
|
||||||
*
|
FIDELITY MM GOVT PORTFOLIO #57
|
39,199
|
39,198
|
|||
Corporate Debt Instruments
|
||||||
21ST CENTY FOX AMER 7.625% 11/30/28
|
200
|
260
|
||||
ABBOTT LABORATORIES 3.875% 9/15/25
|
71
|
72
|
||||
ABBVIE INC 3.200% 11/06/22
|
50
|
49
|
||||
ABBVIE INC 4.500% 5/14/35
|
160
|
148
|
||||
ACE INA HOLDINGS 2.700% 3/13/23
|
200
|
195
|
||||
ACE INA HOLDINGS 3.350% 5/03/26
|
30
|
29
|
||||
AEP TRANSMISSION CO 4.000% 12/01/46
|
62
|
59
|
||||
AETNA INC 2.800% 6/15/23
|
42
|
40
|
||||
AFLAC INC 3.250% 3/17/25
|
200
|
195
|
||||
AGL CAPITAL CORP 5.250% 8/15/19
|
180
|
181
|
||||
AIR LEASE CORP 3.250% 3/01/25
|
81
|
74
|
||||
AIRCASTLE LTD 4.400% 9/25/23
|
130
|
128
|
||||
ALABAMA POWER CO 5.700% 2/15/33
|
200
|
232
|
||||
ALBEMARLE CORP 5.450% 12/01/44
|
50
|
50
|
||||
ALBERTA ENERGY CO LT 7.375% 11/01/31
|
50
|
58
|
||||
ALLERGAN INC 2.800% 3/15/23
|
620
|
594
|
||||
AMAZON.COM INC 2.800% 8/22/24
|
250
|
243
|
||||
AMAZON.COM INC 3.875% 8/22/37
|
110
|
106
|
||||
AMAZON.COM INC 4.800% 12/05/34
|
150
|
161
|
||||
AMER AIRLINE 16-2 AA 3.200% 6/15/28
|
180
|
169
|
||||
AMER AIRLINE 16-3 AA 3.000% 10/15/28
|
216
|
204
|
||||
AMER AIRLINE 17-1 AA 3.650% 2/15/29
|
64
|
63
|
||||
AMER AIRLINE 17-2B 3.700% 10/15/25
|
188
|
182
|
||||
AMER AIRLN 13-1 A PA 4.000% 7/15/25
|
75
|
74
|
||||
AMER AIRLN 14-1 A PT 3.700% 10/01/26
|
117
|
113
|
||||
AMERICAN FINANCIAL 3.500% 8/15/26
|
150
|
141
|
||||
AMERICAN HONDA FINAN 2.150% 3/13/20
|
100
|
99
|
||||
AMERICAN HONDA FINAN 2.450% 9/24/20
|
99
|
98
|
||||
AMERICAN HONDA FINAN 2.600% 11/16/22
|
150
|
146
|
||||
AMERICAN INTL GROUP 3.875% 1/15/35
|
200
|
172
|
||||
AMERICAN INTL GROUP 4.125% 2/15/24
|
200
|
201
|
||||
AMERICAN INTL GROUP 4.200% 4/01/28
|
55
|
53
|
||||
AMERICAN TOWER CORP 2.250% 1/15/22
|
100
|
96
|
||||
AMERICAN TOWER CORP 3.375% 10/15/26
|
56
|
52
|
||||
AMERICAN TOWER CORP 4.000% 6/01/25
|
100
|
98
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
AMERICAN WATER CAPIT 3.400% 3/01/25
|
152
|
150
|
||||
*
|
AMERIPRISE FINANCIAL 2.875% 9/15/26
|
89
|
83
|
|||
AMERN AIRLINE 16-2 3.650% 6/15/28
|
20
|
19
|
||||
AMGEN INC 3.625% 5/15/22
|
100
|
101
|
||||
ANALOG DEVICES INC 3.125% 12/05/23
|
61
|
59
|
||||
ANALOG DEVICES INC 4.500% 12/05/36
|
95
|
90
|
||||
ANHEUSER-BUSCH INBEV 3.300% 2/01/23
|
636
|
618
|
||||
ANHEUSER-BUSCH INBEV 4.375% 4/15/38
|
190
|
170
|
||||
ANHEUSER-BUSCH INBEV 4.439% 10/06/48
|
50
|
43
|
||||
ANHEUSER-BUSCH INBEV 4.750% 4/15/58
|
115
|
100
|
||||
ANTHEM INC 3.350% 12/01/24
|
70
|
68
|
||||
ANTHEM INC 4.101% 3/01/28
|
140
|
137
|
||||
AON PLC 3.500% 6/14/24
|
100
|
98
|
||||
APACHE COPORATION 6.000% 1/15/37
|
28
|
29
|
||||
APPLE INC 2.700% 5/13/22
|
516
|
510
|
||||
APPLE INC 2.750% 1/13/25
|
150
|
144
|
||||
APPLE INC 2.850% 5/11/24
|
47
|
46
|
||||
APPLE INC 2.900% 9/12/27
|
124
|
116
|
||||
APPLE INC 3.000% 2/09/24
|
146
|
144
|
||||
APPLE INC 3.000% 6/20/27
|
131
|
125
|
||||
APPLE INC 3.200% 5/11/27
|
69
|
67
|
||||
APPLE INC 3.250% 2/23/26
|
80
|
78
|
||||
APPLE INC 3.350% 2/09/27
|
126
|
123
|
||||
APPLE INC 3.450% 5/06/24
|
95
|
95
|
||||
APPLE INC 3.750% 9/12/47
|
180
|
165
|
||||
APPLE INC 3.850% 8/04/46
|
129
|
120
|
||||
APPLE INC 4.500% 2/23/36
|
72
|
76
|
||||
ARC PROP OPER PART 4.600% 2/06/24
|
205
|
207
|
||||
ARROW ELECTRONICS IN 3.250% 9/08/24
|
66
|
61
|
||||
ARROW ELECTRONICS IN 3.875% 1/12/28
|
55
|
50
|
||||
ASSURANT INC 4.200% 9/27/23
|
105
|
105
|
||||
AT&T INC 3.400% 5/15/25
|
237
|
223
|
||||
AT&T INC 3.950% 1/15/25
|
196
|
192
|
||||
AT&T INC 4.125% 2/17/26
|
197
|
192
|
||||
AT&T INC 4.300% 2/15/30
|
326
|
308
|
||||
AT&T INC 4.900% 8/15/37
|
324
|
302
|
||||
AT&T INC 5.150% 11/15/46
|
200
|
186
|
||||
AT&T INC 5.250% 3/01/37
|
100
|
98
|
||||
AT&T INC 5.350% 9/01/40
|
300
|
291
|
||||
ATHENE HOLDINGS LTD 4.125% 1/12/28
|
115
|
104
|
||||
ATMOS ENERGY CORP 5.500% 6/15/41
|
100
|
114
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
AVALONBAY COMMUNITIE 2.850% 3/15/23
|
90
|
88
|
||||
AVALONBAY COMMUNITIE 3.450% 6/01/25
|
40
|
39
|
||||
BAKER HUGHES A GE CO 5.125% 9/15/40
|
50
|
48
|
||||
BALTIMORE GAS & ELEC 3.500% 8/15/46
|
70
|
62
|
||||
BANK OF AMERICA CORP 2.625% 10/19/20
|
450
|
445
|
||||
BANK OF AMERICA CORP 3.300% 1/11/23
|
481
|
474
|
||||
BANK OF AMERICA CORP 3.419% 12/20/28
|
659
|
616
|
||||
BANK OF AMERICA CORP 3.950% 4/21/25
|
300
|
291
|
||||
BANK OF MONTREAL 1.500% 7/18/19
|
78
|
77
|
||||
BANK OF MONTREAL 2.350% 9/11/22
|
120
|
116
|
||||
BANK OF NOVA SCOTIA 2.450% 9/19/22
|
200
|
193
|
||||
BANK OF NY MELLON CO 2.200% 8/16/23
|
100
|
95
|
||||
BANK OF NY MELLON CO 2.450% 11/27/20
|
78
|
77
|
||||
BANK OF NY MELLON CO 2.500% 4/15/21
|
55
|
54
|
||||
BANK OF NY MELLON CO 2.600% 8/17/20
|
229
|
227
|
||||
BARCLAYS PLC 3.684% 1/10/23
|
317
|
304
|
||||
BARCLAYS PLC 4.375% 1/12/26
|
200
|
190
|
||||
BAT CAPITAL CORP 4.390% 8/15/37
|
68
|
56
|
||||
BAXALTA INC 3.600% 6/23/22
|
15
|
15
|
||||
BAXALTA INC 5.250% 6/23/45
|
7
|
7
|
||||
BB&T CORPORATION 2.625% 6/29/20
|
180
|
178
|
||||
*
|
BERKSHIRE HATHAWAY 5.750% 1/15/40
|
300
|
358
|
|||
BHP FIN USA LTD 6.420% 3/01/26
|
300
|
348
|
||||
BOSTON PROPERTIES LP 3.125% 9/01/23
|
30
|
29
|
||||
BOSTON PROPERTIES LP 3.200% 1/15/25
|
76
|
73
|
||||
BOSTON PROPERTIES LP 3.650% 2/01/26
|
74
|
72
|
||||
BP CAP MARKETS AMERI 3.017% 1/16/27
|
135
|
127
|
||||
BP CAP MARKETS AMERI 3.224% 4/14/24
|
140
|
137
|
||||
BP CAP MARKETS AMERI 3.245% 5/06/22
|
200
|
198
|
||||
BP CAPITAL MARKETS 3.279% 9/19/27
|
80
|
76
|
||||
BP CAPITAL MARKETS 3.814% 2/10/24
|
200
|
202
|
||||
BPCE SA 2.500% 7/15/19
|
250
|
249
|
||||
BRIXMOR OPERATING PA 3.850% 2/01/25
|
120
|
116
|
||||
BROOKFIELD FINANCE 3.900% 1/25/28
|
55
|
52
|
||||
BROOKFIELD FINANCE 4.700% 9/20/47
|
64
|
59
|
||||
BUCKEYE PARTNERS LP 5.850% 11/15/43
|
195
|
179
|
||||
BUNGE LTD FINANCE CO 3.500% 11/24/20
|
40
|
40
|
||||
BURLINGTN NORTH SANT 3.000% 3/15/23
|
400
|
397
|
||||
BURLINGTN NORTH SANT 3.650% 9/01/25
|
100
|
101
|
||||
BURLINGTON NORTH SAN 6.150% 5/01/37
|
60
|
73
|
||||
CAMPBELL SOUP CO 3.950% 3/15/25
|
110
|
105
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
CANADIAN NATL RESOUR 5.850% 2/01/35
|
200
|
212
|
||||
CANADIAN PACIFIC RR 5.750% 3/15/33
|
70
|
80
|
||||
CANADIAN PACIFIC RR 6.125% 9/15/15
|
10
|
12
|
||||
CAPITAL ONE FINANCIA 3.750% 4/24/24
|
200
|
195
|
||||
CAPITAL ONE FINANCIA 3.750% 7/28/26
|
88
|
81
|
||||
CAPITAL ONE FINANCIA 4.200% 10/29/25
|
60
|
58
|
||||
CARDINAL HEALTH INC 4.900% 9/15/45
|
39
|
35
|
||||
CATERPILLAR INC 6.050% 8/15/36
|
300
|
361
|
||||
CBS CORP 4.000% 1/15/26
|
292
|
283
|
||||
CELGENE CORP 3.625% 5/15/24
|
173
|
169
|
||||
CELGENE CORP 5.700% 10/15/40
|
91
|
97
|
||||
CENOVUS ENERGY INC 3.800% 9/15/23
|
150
|
145
|
||||
CENOVUS ENERGY INC 5.250% 6/15/37
|
47
|
41
|
||||
CENOVUS ENERGY INC 6.750% 11/15/39
|
90
|
88
|
||||
CENTERPOINT ENER HOU 3.000% 2/01/27
|
91
|
87
|
||||
CHARLES SCHWAB CORP 3.200% 3/02/27
|
150
|
143
|
||||
CHARTER COMM OPT LLC 4.908% 7/23/25
|
532
|
529
|
||||
CHARTER COMM OPT LLC 5.375% 4/01/38
|
48
|
45
|
||||
CHARTER COMM OPT LLC 6.384% 10/23/35
|
52
|
53
|
||||
CHARTER COMM OPT LLC 6.834% 10/23/55
|
70
|
71
|
||||
CHEVRON CORP 2.566% 5/16/23
|
210
|
205
|
||||
CHEVRON CORP 2.895% 3/03/24
|
81
|
79
|
||||
CHUBB INA HOLDINGS 2.875% 11/03/22
|
47
|
47
|
||||
CINCINNATI FINL CORP 6.920% 5/15/28
|
50
|
60
|
||||
CISCO SYSTEMS INC 1.850% 9/20/21
|
70
|
68
|
||||
CISCO SYSTEMS INC 2.200% 2/28/21
|
150
|
148
|
||||
CISCO SYSTEMS INC 2.950% 2/28/26
|
73
|
70
|
||||
CISCO SYSTEMS INC 3.000% 6/15/22
|
139
|
139
|
||||
CITIGROUP INC 2.750% 4/25/22
|
400
|
389
|
||||
CITIGROUP INC 3.200% 10/21/26
|
65
|
60
|
||||
CITIGROUP INC 4.400% 6/10/25
|
188
|
184
|
||||
CITIGROUP INC 4.450% 9/29/27
|
21
|
20
|
||||
CITIGROUP INC 4.750% 5/18/46
|
100
|
92
|
||||
CITIZENS BANK NA/RI 2.550% 5/13/21
|
250
|
245
|
||||
CITIZENS FINANCIAL 2.375% 7/28/21
|
20
|
20
|
||||
CITIZENS FINANCIAL 4.300% 12/03/25
|
47
|
46
|
||||
CLEVELAND ELECTRIC 5.950% 12/15/36
|
40
|
45
|
||||
CME GROUP INC 3.000% 3/15/25
|
200
|
195
|
||||
CMS ENERGY CORP 2.950% 2/15/27
|
39
|
36
|
||||
CMS ENERGY CORP 3.875% 3/01/24
|
180
|
181
|
||||
CNOOC FINANCE 2013 3.000% 5/09/23
|
400
|
386
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
COMCAST CORP 3.000% 2/01/24
|
58
|
57
|
||||
COMCAST CORP 3.150% 3/01/26
|
168
|
161
|
||||
COMCAST CORP 3.200% 7/15/36
|
200
|
172
|
||||
COMCAST CORP 3.375% 2/15/25
|
138
|
135
|
||||
COMCAST CORP 3.550% 5/01/28
|
97
|
94
|
||||
COMCAST CORP 3.900% 3/01/38
|
55
|
51
|
||||
COMCAST CORP 3.950% 10/15/25
|
157
|
159
|
||||
COMCAST CORP 4.200% 8/15/34
|
100
|
96
|
||||
COMCAST CORP 4.600% 10/15/38
|
190
|
192
|
||||
COMCAST CORP 4.950% 10/15/58
|
240
|
244
|
||||
COMCAST CORP 6.500% 11/15/35
|
123
|
147
|
||||
COMERICA BANK 4.000% 7/27/25
|
300
|
298
|
||||
COMMONWEALTH EDISON 3.650% 6/15/46
|
45
|
41
|
||||
COMMONWEALTH EDISON 3.750% 8/15/47
|
70
|
64
|
||||
COMMONWEALTH REIT 5.875% 9/15/20
|
350
|
359
|
||||
CONAGRA BRANDS INC 4.600% 11/01/25
|
65
|
65
|
||||
CONAGRA BRANDS INC 5.300% 11/01/38
|
140
|
132
|
||||
CONNECTICUT LIGHT & 3.200% 3/15/27
|
50
|
49
|
||||
CONNECTICUT LIGHT & 4.000% 4/01/48
|
53
|
52
|
||||
CONSTELLATION BRANDS 4.400% 11/15/25
|
75
|
75
|
||||
CONSTELLATION BRANDS 5.250% 11/15/48
|
40
|
40
|
||||
CONTL AIRLINES 2012- 4.000% 10/29/24
|
537
|
530
|
||||
CROWN CASTLE INTL CO 4.000% 3/01/27
|
24
|
23
|
||||
CROWN CASTLE INTL CO 4.875% 4/15/22
|
112
|
115
|
||||
CROWN CASTLE INTL CO 5.250% 1/15/23
|
70
|
73
|
||||
CSX CORP 6.000% 10/01/36
|
175
|
203
|
||||
CVS CAREMARK CORP 2.750% 12/01/22
|
60
|
58
|
||||
CVS CAREMARK CORP 4.000% 12/05/23
|
111
|
111
|
||||
CVS HEALTH CORP 4.100% 3/25/25
|
465
|
460
|
||||
CVS HEALTH CORP 4.300% 3/25/28
|
119
|
116
|
||||
CVS HEALTH CORP 4.780% 3/25/38
|
175
|
168
|
||||
CVS HEALTH CORP 5.050% 3/25/48
|
98
|
95
|
||||
CVS PASS-THROUGH TRU 6.036% 12/10/28
|
306
|
326
|
||||
DANAHER CORP 2.400% 9/15/20
|
36
|
36
|
||||
DDR CORP 3.625% 2/01/25
|
61
|
58
|
||||
DELTA AIR LINES 6.821% 8/10/22
|
377
|
405
|
||||
DEUTSCHE BANK NY 3.300% 11/16/22
|
100
|
93
|
||||
DEUTSCHE BANK NY 4.250% 10/14/21
|
184
|
180
|
||||
DIGITAL REALTY TRUST 3.700% 8/15/27
|
39
|
37
|
||||
DISCOVER BANK 4.200% 8/08/23
|
250
|
250
|
||||
DISCOVERY COMMUNICAT 3.450% 3/15/25
|
120
|
112
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
DISCOVERY COMMUNICAT 3.950% 3/20/28
|
53
|
49
|
||||
DOLLAR GENERAL CORP 4.125% 5/01/28
|
70
|
68
|
||||
DOMINION ENERGY INC 1.500% 7/01/20
|
70
|
69
|
||||
DOMINION GAS HLDGS 2.800% 11/15/20
|
112
|
110
|
||||
DOMINION RESOURCES 2.750% 9/15/22
|
66
|
64
|
||||
DOMINION RESOURCES 2.850% 8/15/26
|
76
|
70
|
||||
DOW CHEMICAL CO/THE 3.500% 10/01/24
|
200
|
193
|
||||
DOWDUPONT INC 4.493% 11/15/25
|
150
|
154
|
||||
DOWDUPONT INC 5.319% 11/15/38
|
70
|
72
|
||||
DR PEPPER SNAPPLE GR 3.130% 12/15/23
|
135
|
129
|
||||
DR PEPPER SNAPPLE GR 3.430% 6/15/27
|
35
|
32
|
||||
DUKE ENERGY CAROLINA 3.900% 6/15/21
|
100
|
101
|
||||
DUKE ENERGY CORP 2.650% 9/01/26
|
43
|
39
|
||||
DUKE ENERGY CORP 6.000% 12/01/28
|
80
|
94
|
||||
DUKE ENERGY INDIANA 3.750% 5/15/46
|
80
|
74
|
||||
DUKE ENERGY OHIO INC 3.700% 6/15/46
|
46
|
41
|
||||
DUKE ENERGY PROGRESS 3.250% 8/15/25
|
53
|
52
|
||||
DUKE ENERGY PROGRESS 3.700% 10/15/46
|
54
|
49
|
||||
DUKE ENERGY PROGRESS 4.200% 8/15/45
|
130
|
129
|
||||
DUKE REALTY LP 3.250% 6/30/26
|
23
|
22
|
||||
DUKE REALTY LP 3.875% 2/15/21
|
70
|
71
|
||||
DXC TECHNOLOGY CO 4.250% 4/15/24
|
47
|
46
|
||||
EATON CORP 4.000% 11/02/32
|
170
|
168
|
||||
ECOLAB INC 3.250% 1/14/23
|
88
|
88
|
||||
ECOLAB INC 3.250% 12/01/27
|
43
|
42
|
||||
ECOPETROL SA 5.375% 6/26/26
|
104
|
105
|
||||
ECOPETROL SA 5.875% 9/18/23
|
128
|
133
|
||||
EDISON INTERNATIONAL 2.950% 3/15/23
|
100
|
94
|
||||
EDISON INTERNATIONAL 4.125% 3/15/28
|
40
|
38
|
||||
EMERA US FINANCE LP 3.550% 6/15/26
|
70
|
66
|
||||
ENABLE MIDSTREAM PAR 4.950% 5/15/28
|
55
|
52
|
||||
ENBRIDGE INC 4.500% 6/10/44
|
50
|
48
|
||||
ENCANA CORP 7.200% 11/01/31
|
140
|
158
|
||||
ENERGY TRANSFER PART 3.600% 2/01/23
|
22
|
21
|
||||
ENERGY TRANSFER PART 4.050% 3/15/25
|
136
|
128
|
||||
ENERGY TRANSFER PART 4.750% 1/15/26
|
45
|
44
|
||||
ENERGY TRANSFER PART 4.900% 2/01/24
|
48
|
49
|
||||
ENERGY TRANSFER PART 6.050% 6/01/41
|
183
|
175
|
||||
ENLINK MIDSTREAM PAR 2.700% 4/01/19
|
100
|
99
|
||||
ENLINK MIDSTREAM PAR 4.150% 6/01/25
|
100
|
90
|
||||
ENLINK MIDSTREAM PAR 5.600% 4/01/44
|
50
|
41
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
ENTERGY ARKANSAS INC 3.500% 4/01/26
|
31
|
31
|
||||
ENTERGY CORP 2.950% 9/01/26
|
31
|
29
|
||||
ENTERGY LOUISIANA LL 2.400% 10/01/26
|
59
|
54
|
||||
ENTERGY LOUISIANA LL 3.050% 6/01/31
|
57
|
52
|
||||
ENTERGY LOUISIANA LL 3.120% 9/01/27
|
40
|
38
|
||||
ENTERGY LOUISIANA LL 4.000% 3/15/33
|
45
|
46
|
||||
ENTERGY MISSISSIPPI 2.850% 6/01/28
|
50
|
47
|
||||
ENTERPRISE PRODUCTS 3.900% 2/15/24
|
200
|
202
|
||||
ENTERPRISE PRODUCTS 6.650% 10/15/34
|
300
|
359
|
||||
ENTERPRISE PRODUCTS 7.550% 4/15/38
|
90
|
114
|
||||
EOG RESOURCES INC 4.150% 1/15/26
|
60
|
62
|
||||
EPR PROPERTIES 4.500% 6/01/27
|
75
|
72
|
||||
EPR PROPERTIES 4.950% 4/15/28
|
50
|
49
|
||||
EQT CORP 3.900% 10/01/27
|
60
|
52
|
||||
ERP OPERATING LP 2.850% 11/01/26
|
51
|
48
|
||||
ERP OPERATING LP 3.000% 4/15/23
|
100
|
98
|
||||
ERP OPERATING LP 3.500% 3/01/28
|
43
|
42
|
||||
EXELON CORP 3.400% 4/15/26
|
63
|
60
|
||||
EXELON GENERATION CO 3.400% 3/15/22
|
96
|
94
|
||||
EXELON GENERATION CO 4.250% 6/15/22
|
75
|
76
|
||||
EXELON GENERATION CO 6.250% 10/01/39
|
180
|
188
|
||||
EXPRESS SCRIPTS HOLD 3.000% 7/15/23
|
43
|
41
|
||||
EXPRESS SCRIPTS HOLD 4.500% 2/25/26
|
108
|
109
|
||||
EXPRESS SCRIPTS HOLD 4.800% 7/15/46
|
53
|
51
|
||||
EXXON MOBIL CORPORAT 4.114% 3/01/46
|
77
|
78
|
||||
FEDEX CORP 4.100% 4/15/43
|
40
|
35
|
||||
FIFTH THIRD BANCORP 3.950% 3/14/28
|
90
|
89
|
||||
FIRSTENERGY CORP 4.850% 7/15/47
|
26
|
26
|
||||
FLORIDA POWER & LIGH 3.125% 12/01/25
|
250
|
248
|
||||
FORD MOTOR COMPANY 7.450% 7/16/31
|
51
|
53
|
||||
FORD MOTOR CREDIT CO 3.200% 1/15/21
|
275
|
267
|
||||
FORD MOTOR CREDIT CO 4.134% 8/04/25
|
212
|
191
|
||||
FORTIS INC 3.055% 10/04/26
|
250
|
228
|
||||
GE CAPITAL INTL FUND 3.373% 11/15/25
|
287
|
255
|
||||
GE CAPITAL INTL FUND 4.418% 11/15/35
|
1,649
|
1,381
|
||||
GENERAL ELEC CAP COR 3.100% 1/09/23
|
115
|
107
|
||||
GENERAL MILLS INC 4.000% 4/17/25
|
80
|
79
|
||||
GENERAL MILLS INC 4.200% 4/17/28
|
50
|
49
|
||||
GENERAL MOTORS CO 5.150% 4/01/38
|
50
|
43
|
||||
GENERAL MOTORS CO 6.600% 4/01/36
|
137
|
133
|
||||
GENERAL MOTORS FINL 3.450% 4/10/22
|
182
|
176
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
GENERAL MOTORS FINL 3.500% 11/07/24
|
100
|
91
|
||||
GENERAL MOTORS FINL 3.950% 4/13/24
|
185
|
176
|
||||
GENERAL MOTORS FINL 4.000% 1/15/25
|
110
|
103
|
||||
GENERAL MOTORS FINL 4.300% 7/13/25
|
50
|
47
|
||||
GENERAL MOTORS FINL 4.350% 1/17/27
|
87
|
80
|
||||
GENERAL MOTORS FINL 4.350% 4/09/25
|
105
|
99
|
||||
GILEAD SCIENCES INC 3.500% 2/01/25
|
20
|
20
|
||||
GILEAD SCIENCES INC 3.700% 4/01/24
|
182
|
182
|
||||
GILEAD SCIENCES INC 4.000% 9/01/36
|
40
|
36
|
||||
GILEAD SCIENCES INC 4.600% 9/01/35
|
105
|
106
|
||||
GLAXOSMITHKLINE CAP 2.800% 3/18/23
|
150
|
147
|
||||
GOLDMAN SACHS GROUP 3.000% 4/26/22
|
500
|
484
|
||||
GOLDMAN SACHS GROUP 3.500% 11/16/26
|
150
|
139
|
||||
GOLDMAN SACHS GROUP 3.850% 1/26/27
|
224
|
211
|
||||
GOVERNMENT PROPERTIE 3.750% 8/15/19
|
400
|
400
|
||||
HALLIBURTON CO 4.850% 11/15/35
|
43
|
42
|
||||
HALLIBURTON COMPANY 3.500% 8/01/23
|
150
|
149
|
||||
HALLIBURTON COMPANY 6.700% 9/15/38
|
50
|
59
|
||||
HARRIS CORPORATION 3.832% 4/28/25
|
100
|
98
|
||||
HARRIS CORPORATION 4.854% 4/27/35
|
40
|
40
|
||||
HARTFORD FINL SVCS 4.300% 4/15/43
|
90
|
84
|
||||
HCP INC 4.200% 3/01/24
|
250
|
251
|
||||
HEALTH CARE REIT INC 4.000% 6/01/25
|
30
|
30
|
||||
HOME DEPOT INC 2.125% 9/15/26
|
79
|
71
|
||||
HOME DEPOT INC 3.900% 12/06/28
|
315
|
323
|
||||
HONEYWELL INTERNATIO 2.500% 11/01/26
|
200
|
187
|
||||
HSBC HOLDINGS PLC 2.650% 1/05/22
|
916
|
889
|
||||
HSBC HOLDINGS PLC 4.250% 3/14/24
|
400
|
397
|
||||
HSBC HOLDINGS PLC 5.100% 4/05/21
|
420
|
434
|
||||
HSBC HOLDINGS PLC 7.350% 11/27/32
|
224
|
274
|
||||
HUNTINGTON BANCSHARE 2.300% 1/14/22
|
115
|
111
|
||||
HUSKY ENERGY INC 3.950% 4/15/22
|
200
|
201
|
||||
IBM CREDIT CORP 2.650% 2/05/21
|
110
|
109
|
||||
IBM CREDIT CORP 3.000% 2/06/23
|
140
|
137
|
||||
ING GROEP NV 3.950% 3/29/27
|
200
|
192
|
||||
ING GROEP NV 4.100% 10/02/23
|
300
|
300
|
||||
INTEL CORP 3.150% 5/11/27
|
80
|
78
|
||||
INTEL CORP 3.700% 7/29/25
|
130
|
131
|
||||
INTEL CORP 4.100% 5/19/46
|
45
|
44
|
||||
INTERNATIONAL PAPER 3.000% 2/15/27
|
79
|
72
|
||||
INTL FLAVOR & FRAGRA 4.450% 9/26/28
|
65
|
66
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
INTL FLAVOR & FRAGRA 5.000% 9/26/48
|
74
|
74
|
||||
INTL LEASE FINANCE 5.875% 8/15/22
|
150
|
157
|
||||
INTL LEASE FINANCE 8.625% 1/15/22
|
100
|
111
|
||||
INTL PAPER CO 7.300% 11/15/39
|
50
|
59
|
||||
INTL PAPER CO 8.700% 6/15/38
|
40
|
53
|
||||
INVESCO FINANCE PLC 3.750% 1/15/26
|
78
|
76
|
||||
JB HUNT TRANSPRT SVC 3.850% 3/15/24
|
100
|
101
|
||||
JERSEY CENTRAL PWR 6.150% 6/01/37
|
30
|
35
|
||||
JOHN DEERE CAPITAL 2.800% 9/08/27
|
100
|
95
|
||||
JOHN DEERE CAPITAL 3.350% 6/12/24
|
179
|
178
|
||||
JOHNSON & JOHNSON 3.400% 1/15/38
|
123
|
114
|
||||
JOHNSON & JOHNSON 4.375% 12/05/33
|
22
|
24
|
||||
KANSAS CITY POWER & 4.200% 3/15/48
|
60
|
58
|
||||
KELLOGG CO 3.400% 11/15/27
|
52
|
48
|
||||
KERR MCGEE CORP 7.875% 9/15/31
|
200
|
240
|
||||
KEYCORP 2.900% 9/15/20
|
62
|
62
|
||||
KEYCORP 4.150% 10/29/25
|
100
|
102
|
||||
KIMBERLY-CLARK CORP 3.050% 8/15/25
|
50
|
49
|
||||
KINDER MORGAN INC 4.300% 3/01/28
|
175
|
171
|
||||
KINDER MORGAN INC 5.200% 3/01/48
|
40
|
38
|
||||
KRAFT FOODS GROUP IN 6.875% 1/26/39
|
137
|
153
|
||||
KRAFT HEINZ FOODS CO 5.000% 7/15/35
|
100
|
94
|
||||
LASMO USA INC DTD 7.300% 11/15/27
|
70
|
81
|
||||
LIBERTY PROPERTY LP 3.250% 10/01/26
|
27
|
25
|
||||
LINCOLN NATIONAL COR 4.200% 3/15/22
|
300
|
305
|
||||
LLOYDS BANKING GROUP 4.375% 3/22/28
|
200
|
190
|
||||
LLOYDS BANKING GROUP 4.450% 5/08/25
|
200
|
199
|
||||
LOCKHEED MARTIN CORP 3.100% 1/15/23
|
43
|
43
|
||||
LOCKHEED MARTIN CORP 4.500% 5/15/36
|
50
|
52
|
||||
LOUISVILLE GAS & ELE 3.300% 10/01/25
|
71
|
70
|
||||
LOWE'S COS INC 3.375% 9/15/25
|
42
|
40
|
||||
MAGELLAN HEALTH SRVC 4.400% 9/22/24
|
167
|
157
|
||||
MAGELLAN MIDSTREAM 4.250% 2/01/21
|
250
|
254
|
||||
MARTIN MARIETTA MATE 3.450% 6/01/27
|
73
|
67
|
||||
MASCO CORP 6.500% 8/15/32
|
110
|
122
|
||||
MCCORMICK & CO 3.150% 8/15/24
|
75
|
72
|
||||
MCDONALD'S CORP 4.700% 12/09/35
|
101
|
101
|
||||
MCDONALD'S CORP 6.300% 10/15/37
|
38
|
44
|
||||
MEAD JOHNSON NUTRITI 4.125% 11/15/25
|
120
|
123
|
||||
MEAD JOHNSON NUTRITI 4.600% 6/01/44
|
35
|
36
|
||||
*
|
METLIFE INC 4.368% 9/15/23
|
300
|
309
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
MICROSOFT CORP 2.400% 8/08/26
|
100
|
93
|
||||
MICROSOFT CORP 2.875% 2/06/24
|
90
|
89
|
||||
MICROSOFT CORP 3.300% 2/06/27
|
84
|
83
|
||||
MICROSOFT CORP 4.000% 2/12/55
|
120
|
118
|
||||
MICROSOFT CORP 4.100% 2/06/37
|
136
|
140
|
||||
MICROSOFT CORP 4.200% 11/03/35
|
77
|
80
|
||||
MICROSOFT CORP 4.500% 2/06/57
|
119
|
127
|
||||
MICROSOFT CORP 4.750% 11/03/55
|
109
|
122
|
||||
MIDAMERICAN ENERGY 3.100% 5/01/27
|
101
|
98
|
||||
MIDAMERICAN ENERGY 3.500% 10/15/24
|
146
|
148
|
||||
*
|
MORGAN STANLEY 2.750% 5/19/22
|
200
|
195
|
|||
*
|
MORGAN STANLEY 3.625% 1/20/27
|
137
|
130
|
|||
*
|
MORGAN STANLEY 3.750% 2/25/23
|
757
|
756
|
|||
*
|
MORGAN STANLEY 3.875% 1/27/26
|
108
|
105
|
|||
*
|
MORGAN STANLEY 4.100% 5/22/23
|
500
|
501
|
|||
*
|
MORGAN STANLEY 5.500% 7/28/21
|
800
|
838
|
|||
MOSAIC CO 5.625% 11/15/43
|
150
|
152
|
||||
MPLX LP 4.125% 3/01/27
|
78
|
74
|
||||
MPLX LP 4.800% 2/15/29
|
139
|
139
|
||||
MPLX LP 4.875% 12/01/24
|
80
|
81
|
||||
MPLX LP 5.200% 3/01/47
|
40
|
37
|
||||
MYLAN INC 5.400% 11/29/43
|
50
|
42
|
||||
NATIONAL AUSTRALIA 2.125% 5/22/20
|
250
|
246
|
||||
NATIONAL AUSTRALIA 3.375% 1/14/26
|
250
|
244
|
||||
NATIONAL RETAIL PROP 3.600% 12/15/26
|
62
|
60
|
||||
NATIONAL RETAIL PROP 4.000% 11/15/25
|
218
|
216
|
||||
NATIONAL RURAL UTIL 2.950% 2/07/24
|
31
|
31
|
||||
NATIONAL RURAL UTIL 3.900% 11/01/28
|
140
|
143
|
||||
NBCUNIVERSAL MEDIA 4.375% 4/01/21
|
150
|
154
|
||||
NEVADA POWER CO 5.375% 9/15/40
|
42
|
47
|
||||
NEWELL RUBBERMAID IN 5.375% 4/01/36
|
77
|
73
|
||||
NISOURCE FINANCE COR 6.250% 12/15/40
|
180
|
212
|
||||
NOBLE ENERGY INC 6.000% 3/01/41
|
100
|
98
|
||||
NORFOLK SOUTHERN COR 3.850% 1/15/24
|
88
|
89
|
||||
NORFOLK SOUTHERN COR 3.942% 11/01/47
|
51
|
46
|
||||
NORTHERN STATE PWR 6.250% 6/01/36
|
30
|
38
|
||||
NORTHERN STATE PWR- 6.200% 7/01/37
|
50
|
63
|
||||
NORTHROP GRUMMAN COR 3.200% 2/01/27
|
80
|
75
|
||||
NORTHROP GRUMMAN COR 3.250% 1/15/28
|
50
|
47
|
||||
NUCOR CORP 4.000% 8/01/23
|
140
|
142
|
||||
NUCOR CORP 6.400% 12/01/37
|
50
|
60
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
NUTRIEN LTD 3.375% 3/15/25
|
230
|
216
|
||||
NUTRIEN LTD 4.125% 3/15/35
|
100
|
91
|
||||
NVENT FINANCE SARL 4.550% 4/15/28
|
98
|
96
|
||||
OCCIDENTAL PETROLEUM 4.200% 3/15/48
|
70
|
67
|
||||
OCCIDENTAL PETROLEUM 4.625% 6/15/45
|
26
|
26
|
||||
ONEBEACON US HOLDING 4.600% 11/09/22
|
150
|
151
|
||||
ONEOK INC 7.500% 9/01/23
|
300
|
341
|
||||
ONEOK PARTNERS LP 3.375% 10/01/22
|
31
|
30
|
||||
ONEOK PARTNERS LP 4.900% 3/15/25
|
100
|
101
|
||||
ONEOK PARTNERS LP 5.000% 9/15/23
|
69
|
71
|
||||
ONEOK PARTNERS LP 8.625% 3/01/19
|
50
|
50
|
||||
ORACLE CORP 2.400% 9/15/23
|
101
|
97
|
||||
ORACLE CORP 2.950% 5/15/25
|
200
|
191
|
||||
ORACLE CORP 2.950% 11/15/24
|
130
|
127
|
||||
ORACLE CORP 3.900% 5/15/35
|
500
|
479
|
||||
ORACLE CORP 4.300% 7/08/34
|
200
|
201
|
||||
O'REILLY AUTOMOTIVE 3.600% 9/01/27
|
62
|
59
|
||||
ORIX CORP 2.900% 7/18/22
|
55
|
54
|
||||
ORIX CORP 3.700% 7/18/27
|
100
|
96
|
||||
PACCAR FINANCIAL COR 1.300% 5/10/19
|
51
|
51
|
||||
PACCAR FINANCIAL COR 2.250% 2/25/21
|
60
|
59
|
||||
PACIFIC GAS & ELECTR 3.250% 6/15/23
|
190
|
168
|
||||
PACIFIC GAS & ELECTR 3.500% 6/15/25
|
109
|
93
|
||||
PACIFIC GAS & ELECTR 6.050% 3/01/34
|
100
|
93
|
||||
PEMEX PROJ FDG MASTE 6.625% 6/15/35
|
400
|
349
|
||||
PEPSICO INC 4.600% 7/17/45
|
47
|
50
|
||||
PETRO-CANADA 5.950% 5/15/35
|
80
|
90
|
||||
PETROLEOS MEXICANOS 4.625% 9/21/23
|
117
|
110
|
||||
PETROLEOS MEXICANOS 5.350% 2/12/28
|
71
|
62
|
||||
PETROLEOS MEXICANOS 6.375% 2/04/21
|
131
|
132
|
||||
PETROLEOS MEXICANOS 6.500% 1/23/29
|
88
|
82
|
||||
PETROLEOS MEXICANOS 6.500% 3/13/27
|
420
|
395
|
||||
PETROLEOS MEXICANOS 6.750% 9/21/47
|
104
|
86
|
||||
PETROLEOS MEXICANOS 6.875% 8/04/26
|
105
|
102
|
||||
PFIZER INC 3.000% 12/15/26
|
105
|
101
|
||||
PHILLIPS 66 3.900% 3/15/28
|
70
|
68
|
||||
PHILLIPS 66 PARTNERS 3.550% 10/01/26
|
15
|
14
|
||||
PHILLIPS 66 PARTNERS 3.605% 2/15/25
|
160
|
154
|
||||
PHILLIPS 66 PARTNERS 4.900% 10/01/46
|
40
|
37
|
||||
PLAINS ALL AMER PIPE 4.650% 10/15/25
|
150
|
148
|
||||
PNC BANK NA 2.950% 1/30/23
|
505
|
492
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
PRECISION CASTPARTS 3.250% 6/15/25
|
80
|
79
|
||||
PRECISION CASTPARTS 4.375% 6/15/45
|
80
|
81
|
||||
PRICELINE GROUP INC/ 3.550% 3/15/28
|
200
|
188
|
||||
PROCTER & GAMBLE CO/ 2.700% 2/02/26
|
110
|
106
|
||||
PROGRESS ENERGY INC 7.000% 10/30/31
|
50
|
64
|
||||
PROV ST JOSEPH HLTH 2.746% 10/01/26
|
28
|
26
|
||||
PSI ENERGY INC 6.120% 10/15/35
|
50
|
62
|
||||
PUBLIC SERVICE COLOR 3.550% 6/15/46
|
27
|
24
|
||||
PUBLIC SERVICE ELECT 2.250% 9/15/26
|
70
|
64
|
||||
QUALCOMM INC 3.250% 5/20/27
|
88
|
82
|
||||
RABOBANK 4.375% 8/04/25
|
250
|
246
|
||||
RABOBANK NEDERLAND 4.625% 12/01/23
|
250
|
253
|
||||
REALTY INCOME CORP 3.875% 4/15/25
|
75
|
75
|
||||
REALTY INCOME CORP 3.875% 7/15/24
|
250
|
250
|
||||
REGIONS FINANCIAL CO 3.200% 2/08/21
|
75
|
75
|
||||
REGIONS FINANCIAL CO 3.800% 8/14/23
|
70
|
70
|
||||
REPUBLIC SERVICES IN 3.550% 6/01/22
|
150
|
151
|
||||
REYNOLDS AMERICAN IN 5.700% 8/15/35
|
100
|
98
|
||||
ROCKWELL COLLINS INC 3.200% 3/15/24
|
37
|
36
|
||||
ROCKWELL COLLINS INC 4.350% 4/15/47
|
17
|
16
|
||||
ROGERS CABLE INC 8.750% 5/01/32
|
170
|
232
|
||||
ROPER TECHNOLOGIES 3.000% 12/15/20
|
25
|
25
|
||||
ROYAL BANK OF CANADA 2.750% 2/01/22
|
99
|
97
|
||||
ROYAL BANK OF CANADA 3.700% 10/05/23
|
400
|
402
|
||||
RYDER SYSTEM INC 2.650% 3/02/20
|
150
|
149
|
||||
RYDER SYSTEM INC 2.875% 9/01/20
|
57
|
57
|
||||
SAN DIEGO G & E 6.125% 9/15/37
|
80
|
95
|
||||
SANTANDER UK GROUP 3.571% 1/10/23
|
200
|
191
|
||||
SELECT INCOME REIT 3.600% 2/01/20
|
160
|
159
|
||||
SENIOR HOUSING PROPE 3.250% 5/01/19
|
80
|
80
|
||||
SENIOR HOUSING PROPE 4.750% 2/15/28
|
100
|
94
|
||||
SHELL INTERNATIONAL 2.250% 11/10/20
|
89
|
88
|
||||
SHELL INTERNATIONAL 3.250% 5/11/25
|
73
|
72
|
||||
SHELL INTERNATIONAL 4.125% 5/11/35
|
250
|
248
|
||||
SHERWIN-WILLIAMS CO 3.125% 6/01/24
|
41
|
39
|
||||
SHIRE ACQ INV IRELAN 2.875% 9/23/23
|
83
|
78
|
||||
SHIRE ACQ INV IRELAN 3.200% 9/23/26
|
120
|
109
|
||||
SIMON PROPERTY GROUP 3.750% 2/01/24
|
260
|
261
|
||||
SOUTHERN CAL EDISON 3.650% 3/01/28
|
100
|
98
|
||||
SOUTHERN CALIF EDISO 5.550% 1/15/36
|
100
|
106
|
||||
SOUTHERN CALIF GAS 3.200% 6/15/25
|
150
|
149
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
SOUTHERN CO GAS CAPI 3.950% 10/01/46
|
26
|
23
|
||||
SOUTHERN NAT GAS CO 8.000% 3/01/32
|
75
|
95
|
||||
SOUTHERN POWER CO 5.150% 9/15/41
|
70
|
70
|
||||
SOUTHWEST GAS CORP 3.800% 9/29/46
|
49
|
45
|
||||
SOUTHWESTERN ELEC PO 2.750% 10/01/26
|
200
|
184
|
||||
SOUTHWESTERN ELEC PO 3.550% 2/15/22
|
50
|
50
|
||||
SOUTHWESTERN PUBLIC 4.500% 8/15/41
|
30
|
30
|
||||
SPIRIT AIR 2017-1 PT 3.375% 2/15/30
|
76
|
72
|
||||
STATE STREET CORP 3.550% 8/18/25
|
235
|
234
|
||||
STATOIL ASA 2.450% 1/17/23
|
300
|
291
|
||||
SUMITOMO MITSUI BANK 2.450% 1/16/20
|
500
|
496
|
||||
SUMITOMO MITSUI FINL 2.442% 10/19/21
|
53
|
52
|
||||
SUMITOMO MITSUI FINL 2.778% 10/18/22
|
99
|
96
|
||||
SUMITOMO MITSUI FINL 3.102% 1/17/23
|
138
|
135
|
||||
SUMITOMO MITSUI FINL 3.936% 10/16/23
|
430
|
438
|
||||
SUNCOR ENERGY INC 5.950% 12/01/34
|
50
|
56
|
||||
SUNOCO LOGISTICS PAR 4.250% 4/01/24
|
250
|
243
|
||||
SUNOCO LOGISTICS PAR 5.950% 12/01/25
|
160
|
167
|
||||
SUNTRUST BANK 3.300% 5/15/26
|
200
|
190
|
||||
SUNTRUST BANKS INC 2.900% 3/03/21
|
59
|
58
|
||||
SVENSKA HANDELSBANKE 2.400% 10/01/20
|
250
|
246
|
||||
SYNCHRONY FINANCIAL 3.700% 8/04/26
|
110
|
93
|
||||
SYNCHRONY FINANCIAL 4.250% 8/15/24
|
30
|
28
|
||||
SYSCO CORPORATION 3.550% 3/15/25
|
55
|
54
|
||||
SYSCO CORPORATION 3.750% 10/01/25
|
44
|
43
|
||||
SYSCO CORPORATION 4.450% 3/15/48
|
40
|
38
|
||||
TAMPA ELECTRIC CO 4.450% 6/15/49
|
225
|
219
|
||||
TC PIPELINES LP 3.900% 5/25/27
|
39
|
37
|
||||
TELEFONICA EMISIONES 4.103% 3/08/27
|
163
|
157
|
||||
TELEFONICA EMISIONES 4.665% 3/06/38
|
150
|
136
|
||||
TESORO LOGISTICS LP/ 5.250% 1/15/25
|
64
|
65
|
||||
THERMO FISHER SCIENT 2.950% 9/19/26
|
42
|
39
|
||||
THERMO FISHER SCIENT 3.000% 4/15/23
|
45
|
44
|
||||
TIME WARNER CABLE IN 5.500% 9/01/41
|
100
|
91
|
||||
TIME WARNER INC 3.550% 6/01/24
|
75
|
72
|
||||
TIME WARNER INC 3.600% 7/15/25
|
25
|
24
|
||||
TOLEDO EDISON COMPAN 6.150% 5/15/37
|
50
|
60
|
||||
TORCHMARK CORP 4.550% 9/15/28
|
105
|
107
|
||||
TORONTO-DOMINION BAN 2.500% 12/14/20
|
180
|
178
|
||||
TOTAL CAPITAL INTL 2.700% 1/25/23
|
400
|
391
|
||||
TOYOTA MOTOR CREDIT 2.100% 1/17/19
|
133
|
133
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
TRANS-CANADA PIPELIN 3.125% 1/15/19
|
112
|
112
|
||||
TRANS-CANADA PIPELIN 4.875% 1/15/26
|
139
|
144
|
||||
TRANS-CANADA PIPELIN 6.200% 10/15/37
|
60
|
65
|
||||
TRI-STATE GENERATION 4.250% 6/01/46
|
37
|
35
|
||||
TYSON FOODS INC 4.875% 8/15/34
|
50
|
48
|
||||
UDR INC 2.950% 9/01/26
|
32
|
29
|
||||
UNION CARBIDE CORP 7.750% 10/01/96
|
110
|
130
|
||||
UNION ELECTRIC CO 2.950% 6/15/27
|
50
|
48
|
||||
UNION PACIFIC CORP 4.100% 9/15/67
|
50
|
42
|
||||
UNITED AIR 2013-1 A 4.300% 8/15/25
|
201
|
205
|
||||
UNITED AIR 2016-1 A 3.450% 7/07/28
|
80
|
77
|
||||
UNITED AIR 2016-1 AA 3.100% 7/07/28
|
189
|
182
|
||||
UNITED AIR 2016-1 B 3.650% 1/07/26
|
78
|
77
|
||||
UNITED AIR 2018-1 A 3.700% 3/01/30
|
113
|
110
|
||||
UNITED AIR 2018-1 AA 3.500% 3/01/30
|
191
|
187
|
||||
UNITED AIR 2018-1 B 4.600% 3/01/26
|
51
|
51
|
||||
UNITED TECHNOLOGIES 3.950% 8/16/25
|
465
|
461
|
||||
UNITED TECHNOLOGIES 4.450% 11/16/38
|
60
|
58
|
||||
UNITEDHEALTH GROUP 1.625% 3/15/19
|
73
|
73
|
||||
UNITEDHEALTH GROUP 2.750% 2/15/23
|
84
|
82
|
||||
UNITEDHEALTH GROUP 3.100% 3/15/26
|
100
|
97
|
||||
UNITEDHEALTH GROUP 4.625% 7/15/35
|
124
|
131
|
||||
US BANCORP 2.350% 1/29/21
|
350
|
345
|
||||
US BANCORP 3.950% 11/17/25
|
100
|
102
|
||||
VALE INCO LTD 7.200% 9/15/32
|
70
|
77
|
||||
VALE OVERSEAS LIMITE 6.250% 8/10/26
|
21
|
23
|
||||
VALE OVERSEAS LIMITE 6.875% 11/21/36
|
77
|
88
|
||||
VALERO ENERGY CORP 7.500% 4/15/32
|
30
|
37
|
||||
VENTAS REALTY LP 3.750% 5/01/24
|
200
|
198
|
||||
VENTAS REALTY LP 3.850% 4/01/27
|
31
|
30
|
||||
VENTAS REALTY LP 4.125% 1/15/26
|
34
|
34
|
||||
VERIZON COMMUNICATIO 4.272% 1/15/36
|
50
|
47
|
||||
VERIZON COMMUNICATIO 4.400% 11/01/34
|
70
|
67
|
||||
VERIZON COMMUNICATIO 4.500% 8/10/33
|
432
|
426
|
||||
VERIZON COMMUNICATIO 5.250% 3/16/37
|
101
|
105
|
||||
VIRGINIA ELEC & POWE 3.500% 3/15/27
|
100
|
98
|
||||
VIRGINIA ELEC & POWE 3.800% 4/01/28
|
60
|
60
|
||||
VIRGINIA ELEC & POWE 3.800% 9/15/47
|
50
|
46
|
||||
VMWARE INC 2.950% 8/21/22
|
140
|
133
|
||||
VODAFONE GROUP PLC 2.950% 2/19/23
|
170
|
164
|
||||
VODAFONE GROUP PLC 4.125% 5/30/25
|
79
|
78
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
VODAFONE GROUP PLC 5.000% 5/30/38
|
202
|
189
|
||||
VORNADO REALTY LP 3.500% 1/15/25
|
70
|
67
|
||||
VOYA FINANCIAL INC 3.650% 6/15/26
|
71
|
67
|
||||
VR BANK OF AMERICA 3.093% 10/01/25
|
55
|
52
|
||||
VR BANK OF AMERICA 3.124% 1/20/23
|
319
|
314
|
||||
VR BANK OF AMERICA 3.366% 1/23/26
|
100
|
96
|
||||
VR BANK OF AMERICA 3.705% 4/24/28
|
350
|
336
|
||||
VR BANK OF AMERICA 3.970% 3/05/29
|
300
|
292
|
||||
VR CITIGROUP INC 3.142% 1/24/23
|
102
|
100
|
||||
VR CITIGROUP INC 3.668% 7/24/28
|
290
|
274
|
||||
VR CITIGROUP INC 3.878% 1/24/39
|
50
|
45
|
||||
VR ENBRIDGE INC 6.250% 3/01/78
|
70
|
63
|
||||
VR EXELON CORP 3.497% 6/01/22
|
80
|
78
|
||||
VR GOLDMAN SACHS 4.41069% 5/01/29
|
250
|
241
|
||||
VR GOLDMAN SACHS GRO 2.876% 10/31/22
|
800
|
777
|
||||
VR GOLDMAN SACHS GRO 2.905% 7/24/23
|
240
|
229
|
||||
VR GOLDMAN SACHS GRO 2.908% 6/05/23
|
634
|
609
|
||||
VR GOLDMAN SACHS GRO 3.272% 9/29/25
|
210
|
197
|
||||
VR GOLDMAN SACHS GRO 3.691% 6/05/28
|
279
|
259
|
||||
VR JOHNSON CONTROLS 4.950% 7/02/64
|
100
|
93
|
||||
VR MAGELLAN MIDSTREA 6.400% 5/01/37
|
70
|
81
|
||||
VR MANULIFE FINANCIA 4.061% 2/24/32
|
140
|
132
|
||||
*
|
VR MORGAN STANLEY 3.591% 7/22/28
|
222
|
210
|
|||
*
|
VR MORGAN STANLEY 3.772% 1/24/29
|
83
|
79
|
|||
VR NORTHERN TRUST CO 3.375% 5/08/32
|
38
|
35
|
||||
VR PROGRESSIVE COR 5.49444% 9/15/66
|
65
|
61
|
||||
VR TORONTO-DOMINION 3.625% 9/15/31
|
67
|
63
|
||||
VR WESTPAC BANKING 4.322% 11/23/31
|
120
|
114
|
||||
WALGREENS BOOTS ALLI 4.500% 11/18/34
|
380
|
364
|
||||
WALT DISNEY COMPANY/ 3.000% 2/13/26
|
300
|
289
|
||||
*
|
WELLS FARGO & COMPAN 2.500% 3/04/21
|
110
|
108
|
|||
*
|
WELLS FARGO & COMPAN 3.069% 1/24/23
|
434
|
423
|
|||
*
|
WELLS FARGO & COMPAN 3.300% 9/09/24
|
600
|
580
|
|||
*
|
WELLS FARGO & COMPAN 3.550% 9/29/25
|
500
|
484
|
|||
*
|
WELLS FARGO & COMPAN 4.100% 6/03/26
|
36
|
35
|
|||
*
|
WELLS FARGO & COMPAN 4.300% 7/22/27
|
148
|
146
|
|||
*
|
WELLS FARGO & COMPAN 4.900% 11/17/45
|
67
|
65
|
|||
WELLTOWER INC 4.250% 4/01/26
|
100
|
100
|
||||
WESTERN GAS PARTNERS 4.500% 3/01/28
|
23
|
21
|
||||
WESTERN GAS PARTNERS 5.300% 3/01/48
|
49
|
42
|
||||
WESTERN GAS PARTNERS 5.450% 4/01/44
|
30
|
27
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
WESTERN UNION CO/THE 3.600% 3/15/22
|
100
|
100
|
||||
WESTLAKE CHEMICAL CO 3.600% 7/15/22
|
100
|
99
|
||||
WESTLAKE CHEMICAL CO 4.375% 11/15/47
|
42
|
35
|
||||
WESTPAC BANKING CORP 1.600% 8/19/19
|
71
|
70
|
||||
WESTPAC BANKING CORP 2.850% 5/13/26
|
110
|
102
|
||||
WILLIAMS PARTNERS LP 3.900% 1/15/25
|
59
|
57
|
||||
WILLIAMS PARTNERS LP 4.850% 3/01/48
|
64
|
58
|
||||
WISCONSIN ENERGY COR 3.550% 6/15/25
|
238
|
236
|
||||
WW GRAINGER INC 4.600% 6/15/45
|
91
|
93
|
||||
XCEL ENERGY INC 2.400% 3/15/21
|
25
|
25
|
||||
ZIMMER BIOMET HOLDIN 3.700% 3/19/23
|
34
|
34
|
||||
Total Corporate Debt Instruments
|
84,623
|
|||||
Common Stocks
|
||||||
2U INC
|
49
|
2,430
|
||||
ABIOMED INC
|
9
|
2,763
|
||||
ACCELERON PHARMA INC
|
12
|
531
|
||||
ACCO BRANDS CORP
|
192
|
1,303
|
||||
ACI WORLDWIDE INC
|
35
|
968
|
||||
ACTIVISION BLIZZARD INC
|
118
|
5,500
|
||||
ADOBE INC
|
104
|
23,547
|
||||
ADTALEM GLOBAL EDUCATION INC
|
29
|
1,393
|
||||
AERCAP HOLDINGS NV
|
106
|
4,217
|
||||
AFLAC INC
|
61
|
2,761
|
||||
AIR PRODS & CHEMS INC COM
|
12
|
1,937
|
||||
ALASKA AIR GROUP INC
|
18
|
1,094
|
||||
ALBANY INTL CORP NEW CL A
|
63
|
3,950
|
||||
ALBEMARLE CORP COM
|
26
|
1,979
|
||||
ALEXANDER & BALDWIN INC
|
116
|
2,140
|
||||
ALEXANDRIA REAL ESTATE EQUITIES
|
22
|
2,501
|
||||
ALEXION PHARMACEUTICALS INC
|
72
|
6,941
|
||||
ALIBABA GROUP HOLDING LTD ADR
|
163
|
22,370
|
||||
ALIGN TECHNOLOGY INC
|
46
|
9,551
|
||||
ALLEGHANY CORP DEL NEW
|
5
|
3,198
|
||||
ALLERGAN PLC
|
13
|
1,684
|
||||
ALLIANT ENERGY CORPORATION
|
59
|
2,509
|
||||
ALLSCRIPTS HEALTHCARE SOLUTIONS INC
|
191
|
1,841
|
||||
ALLSTATE CORP
|
32
|
2,644
|
||||
ALLY FINANCIAL INC
|
94
|
2,130
|
||||
ALPHABET INC CL A
|
17
|
17,608
|
||||
ALPHABET INC CL C
|
9
|
9,416
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
AMAZON COM INC COM
|
24
|
35,063
|
||||
AMDOCS LIMITED COM
|
55
|
3,194
|
||||
AMEREN CORPORATION
|
49
|
3,209
|
||||
AMERICAN AIRLS GROUP INC
|
200
|
6,448
|
||||
AMERICAN ELECTRIC POWER INC
|
40
|
3,020
|
||||
*
|
AMERICAN EXPRESS CO
|
5,706
|
543,909
|
|||
AMERICAN FINL GROUP INC OHIO COM
|
12
|
1,068
|
||||
AMERICAN HOMES 4 RENT
|
107
|
2,123
|
||||
AMERICAN INTERNATIONAL GROUP, INC
|
56
|
2,191
|
||||
AMERICAN TOWER CORP
|
36
|
5,664
|
||||
AMERICAN WOODMARK CORP COM
|
30
|
1,667
|
||||
AMERICOLD REALTY TRUST
|
48
|
1,238
|
||||
*
|
AMERIPRISE FINL INC
|
16
|
1,670
|
|||
AMGEN INC
|
16
|
3,056
|
||||
AMN HEALTHCARE SERVICES INC
|
19
|
1,090
|
||||
ANADARKO PETROLEUM CORP
|
41
|
1,789
|
||||
ANAPTYSBIO INC
|
7
|
475
|
||||
APERGY CORP
|
4
|
106
|
||||
ARAMARK
|
31
|
888
|
||||
ARES CAP CORP
|
72
|
1,124
|
||||
ARRAY BIOPHARMA INC
|
59
|
845
|
||||
ASSURED GUARANTY LTD USD 1.0
|
39
|
1,475
|
||||
ASTRONICS CORP COM
|
30
|
911
|
||||
AT & T INC
|
357
|
10,175
|
||||
ATLASSIAN CORP PLC-CLASS A
|
42
|
3,773
|
||||
AVANOS MEDICAL INC
|
25
|
1,140
|
||||
AVROBIO INC
|
10
|
173
|
||||
BANC OF CALIFORNIA INC
|
132
|
1,754
|
||||
BANCO SANTANDER CEN-SPON - ADR
|
675
|
3,025
|
||||
BANK OF AMERICA CORP
|
378
|
9,315
|
||||
BEACON ROOFING SUPPLY INC
|
52
|
1,634
|
||||
BELDEN INC
|
55
|
2,307
|
||||
*
|
BERKSHIRE HATHAWAY INC.
|
31
|
6,329
|
|||
BEST BUY INC
|
48
|
2,542
|
||||
BIO RAD LABS INC CL A
|
13
|
2,956
|
||||
BIOMARIN PHARMACEUTICAL INC
|
96
|
8,149
|
||||
BJ'S WHOLESALE CLUB HOLDINGS
|
54
|
1,188
|
||||
BLACK KNIGHT INC
|
45
|
2,039
|
||||
BLOOMIN' BRANDS INC
|
55
|
986
|
||||
BLUEPRINT MEDICINES CORP
|
18
|
949
|
||||
BNP PARIBAS - ADR
|
77
|
1,745
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
BOOKING HOLDINGS INC
|
6
|
10,348
|
||||
BOOZ ALLEN HAMILTON HOLDING CO
|
83
|
3,738
|
||||
BP PLC - ADR
|
257
|
9,748
|
||||
BRANDYWINE RLTY TR BD
|
120
|
1,542
|
||||
BRIGHT HORIZONS FAMILY SOLUTIO
|
46
|
5,041
|
||||
BRINKS CO
|
20
|
1,286
|
||||
BRISTOL MYERS SQUIBB CO
|
29
|
1,513
|
||||
BROADRIDGE FINANCIAL SOLUTIONS
|
16
|
1,550
|
||||
BRUNSWICK CORP
|
21
|
971
|
||||
BURLINGTON STORES INC
|
33
|
5,385
|
||||
BWX TECHNOLOGIES INC
|
36
|
1,376
|
||||
CABLE ONE INC
|
2
|
2,103
|
||||
CANADIAN NAT RES LTD
|
310
|
7,482
|
||||
CAPITAL ONE FINANCIAL CORP
|
49
|
3,734
|
||||
CARNIVAL CORP
|
40
|
1,987
|
||||
CARTER HOLDINGS
|
11
|
932
|
||||
CATO CORP NEW CL A
|
43
|
614
|
||||
CELGENE CORP COM
|
29
|
1,859
|
||||
CENTENNIAL RESOURCE DEVELOPMEN
|
126
|
1,389
|
||||
CENTERPOINT ENERGY INC
|
113
|
3,190
|
||||
CENTURYLINK, INC
|
119
|
1,798
|
||||
CHARLES RIVER LABORATORIES
|
14
|
1,585
|
||||
CHEMICAL FINL CORP
|
52
|
1,897
|
||||
CHEVRON CORP
|
23
|
2,459
|
||||
CHIPOTLE MEXICAN GRILL INC
|
3
|
1,386
|
||||
CHUBB LTD
|
25
|
3,203
|
||||
CIGNA CORP
|
28
|
5,403
|
||||
CINTAS CORP
|
9
|
1,473
|
||||
CIRCOR INTERNATIONAL INC -WI
|
30
|
636
|
||||
CISCO SYSTEMS INC
|
151
|
6,509
|
||||
CISION LTD
|
52
|
608
|
||||
CIT GROUP INC.
|
41
|
1,577
|
||||
CITIGROUP INC.
|
232
|
12,064
|
||||
CLEAN HARBORS INC
|
54
|
2,696
|
||||
COCA COLA CO
|
57
|
2,690
|
||||
COGNEX CORP
|
27
|
1,032
|
||||
COHERENT INC
|
7
|
754
|
||||
COLUMBIA SPORTSWEAR CO COM
|
12
|
1,022
|
||||
COMCAST CORP CLASS A
|
61
|
2,080
|
||||
CONCHO RESOURCES INC
|
33
|
3,408
|
||||
CONOCOPHILLIPS
|
93
|
5,780
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
CONTINENTAL RESOURCES INC/OK
|
45
|
1,813
|
||||
COOPER COS INC COM NEW
|
16
|
3,900
|
||||
COOPER TIRE & RUBR CO
|
40
|
1,301
|
||||
CORE LABORATORIES N V COM
|
9
|
537
|
||||
CORNING INC
|
144
|
4,335
|
||||
CORPORATE OFFICE PROPERTIES COM
|
86
|
1,810
|
||||
COSTAR GROUP, INC
|
39
|
13,080
|
||||
COSTCO WHOLESALE CORP
|
14
|
2,862
|
||||
COUPA SOFTWARE INC
|
26
|
1,641
|
||||
CROWN HLDGS INC
|
71
|
2,956
|
||||
CTS CORP
|
55
|
1,424
|
||||
CUBIC CORP
|
23
|
1,219
|
||||
CURTISS WRIGHT CORP COM
|
21
|
2,132
|
||||
CUSHMAN & WAKEFIELD PLC
|
56
|
815
|
||||
CVS HEALTH CORPORATION
|
79
|
5,144
|
||||
D R HORTON INC COM
|
95
|
3,293
|
||||
DELTA AIR LINES INC
|
99
|
4,937
|
||||
DEVON ENERGY CORPORATION
|
180
|
4,067
|
||||
DEXCOM INC
|
10
|
1,233
|
||||
DIAMONDBACK ENERGY INC
|
11
|
985
|
||||
DIAMONDROCK HOSPITALITY CO
|
110
|
1,002
|
||||
DISCOVER FINANCIAL SERVICES
|
42
|
2,460
|
||||
DISH NETWORK CORP
|
56
|
1,411
|
||||
DORIAN LPG LTD
|
102
|
595
|
||||
DOWDUPONT INC
|
52
|
2,755
|
||||
E*TRADE GROUP
|
34
|
1,505
|
||||
EAGLE MATLS INC
|
28
|
1,683
|
||||
EASTMAN CHEM CO COM
|
69
|
5,083
|
||||
EBAY INC
|
57
|
1,589
|
||||
EDWARDS LIFESCIENCES CORP
|
82
|
12,550
|
||||
ELANCO ANIMAL HEALTH INC
|
26
|
805
|
||||
ELASTIC NV
|
6
|
415
|
||||
ELDORADO RESORTS INC
|
42
|
1,512
|
||||
ELI LILLY & CO COM
|
28
|
3,263
|
||||
EMCOR GROUP INC COM
|
21
|
1,224
|
||||
ENCOMPASS HEALTH CORP
|
38
|
2,351
|
||||
ENVESTNET INC
|
22
|
1,093
|
||||
EOG RESOURCES, INC
|
12
|
1,081
|
||||
EPAM SYSTEMS INC
|
14
|
1,638
|
||||
EQUINIX INC
|
8
|
2,799
|
||||
ERA GROUP INC
|
57
|
502
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
ESCO TECHNOLOGIES INC
|
35
|
2,296
|
||||
ETSY INC
|
13
|
599
|
||||
EURONET WORLDWIDE INC.
|
15
|
1,561
|
||||
EVEREST RE GROUP LTD
|
9
|
2,055
|
||||
EVO PAYMENTS INC
|
24
|
582
|
||||
EVOQUA WATER TECHNOLOGIES CORP
|
64
|
611
|
||||
EXACT SCIENCES CORP
|
21
|
1,312
|
||||
EXTRA SPACE STORAGE INC
|
29
|
2,624
|
||||
FACEBOOK INC
|
149
|
19,450
|
||||
FARFETCH LTD-CLASS A
|
23
|
407
|
||||
FCB FINANCIAL HOLDINGS, INC
|
19
|
629
|
||||
FIFTH THIRD BANCORP
|
97
|
2,290
|
||||
FIRST DATA CORP- CLASS A
|
267
|
4,508
|
||||
FIRST HAWAIIAN INC
|
42
|
941
|
||||
FIRST MIDWEST BANCORP INC DEL
|
99
|
1,967
|
||||
FIRST SOURCE CORP
|
29
|
1,161
|
||||
FLEXION THERAPEUTICS INC
|
56
|
635
|
||||
FLIR SYS INC COM
|
24
|
1,026
|
||||
FLOOR & DECOR HOLDINGS INC
|
208
|
5,403
|
||||
FORD MOTOR COMPANY
|
212
|
1,621
|
||||
FORRESTER RESEARCH INC COM
|
43
|
1,938
|
||||
FORWARD AIR CORP
|
30
|
1,662
|
||||
FRANKLIN RESOURCES INC
|
66
|
1,955
|
||||
FREEPORT-MCMORAN INC.
|
296
|
3,052
|
||||
FTI CONSULTING INC COM
|
16
|
1,087
|
||||
GALLAGHER ARTHUR J & CO
|
14
|
1,032
|
||||
GARTNER INC
|
29
|
3,652
|
||||
GATX CORP
|
26
|
1,839
|
||||
GENERAL MILLS INC
|
50
|
1,963
|
||||
GENERAL MOTORS CO
|
292
|
9,766
|
||||
GENPACT LTD
|
35
|
945
|
||||
GENTHERM INC
|
41
|
1,639
|
||||
GILEAD SCIENCES INC
|
64
|
4,028
|
||||
GRAND CANYON EDUCATION INC
|
14
|
1,384
|
||||
GREAT WESTERN BANCORP INC
|
60
|
1,881
|
||||
GREIF INC-CL A
|
48
|
1,790
|
||||
GRUBHUB INC
|
12
|
883
|
||||
GUARDANT HEALTH INC
|
10
|
378
|
||||
GUIDEWIRE SOFTWARE INC
|
12
|
923
|
||||
GW PHARMACEUTICALS-ADR
|
6
|
605
|
||||
HAEMONETICS CORP MASS | 15 | 1,482 |
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
HALLIBURTON CO
|
68
|
1,794
|
||||
HAMILTON LANE INC
|
36
|
1,321
|
||||
HANCOCK WHITNEY CORP
|
59
|
2,053
|
||||
HCA HOLDINGS INC
|
47
|
5,849
|
||||
HEALTH INSURANCE INNOVATIONS I
|
21
|
561
|
||||
HELEN OF TROY LIMITED
|
8
|
1,089
|
||||
HELMERICH & PAYNE INC
|
35
|
1,664
|
||||
HENRY JACK & ASSOC INC COM
|
17
|
2,176
|
||||
HEWLETT PACKARD ENTERPRISE CO
|
85
|
1,124
|
||||
HILTON GRAND VACATIONS INC
|
84
|
2,212
|
||||
HOME BANCSHARES INC/CONWAY AR
|
97
|
1,589
|
||||
HOME DEPOT INC
|
20
|
3,351
|
||||
HORIZON PHARMA PLC
|
88
|
1,726
|
||||
HOULIHAN LOKEY INC
|
53
|
1,948
|
||||
HUBBELL INCORPORATED
|
18
|
1,787
|
||||
HUDSON PACIFIC PROPERTIES INC
|
70
|
2,024
|
||||
HUMANA INC
|
9
|
2,550
|
||||
HUNTINGTON INGALLS INDUSTRIES
|
9
|
1,746
|
||||
HUNTSMAN CORP
|
86
|
1,657
|
||||
HURON CONSULTING GROUP INC
|
47
|
2,410
|
||||
ICF INTERNATIONAL INC
|
21
|
1,369
|
||||
ICU MED INC COM
|
7
|
1,628
|
||||
IDACORP INC
|
28
|
2,587
|
||||
ILLUMINA INC
|
50
|
15,173
|
||||
IMAX CORP COM
|
39
|
724
|
||||
IMMUNOMEDICS INC
|
33
|
466
|
||||
INGEVITY CORP
|
21
|
1,719
|
||||
INGREDION INC
|
17
|
1,572
|
||||
INSTALLED BUILDING PRODUCTS IN
|
31
|
1,061
|
||||
INSULET CORP
|
21
|
1,693
|
||||
INTEGER HOLDINGS CORP
|
13
|
1,014
|
||||
INTEL CORP
|
75
|
3,503
|
||||
INTERFACE INC
|
39
|
557
|
||||
INTERNATIONAL BANCSHARES CRP
|
63
|
2,161
|
||||
INTERNATIONAL GAME TECHNOLOG
|
55
|
805
|
||||
INVESCO LIMITED
|
140
|
2,347
|
||||
IPG PHOTONICS CORP
|
22
|
2,492
|
||||
IRHYTHM TECHNOLOGIES INC
|
17
|
1,160
|
||||
ITT INC
|
22
|
1,052
|
||||
J & J SNACK FOODS CORP
|
12
|
1,726
|
||||
J2 GLOBAL INC
|
26
|
1,804
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
JAZZ PHARMACEUTICALS PLC
|
9
|
1,123
|
||||
*
|
JPMORGAN CHASE & CO
|
80
|
7,816
|
|||
JUNIPER NETWORKS INC
|
36
|
969
|
||||
KEMPER CORP
|
26
|
1,725
|
||||
KEYSIGHT TECHNOLOGIES INC
|
48
|
2,967
|
||||
KINDER MORGAN INC/DELAWARE
|
127
|
1,953
|
||||
KKR & CO INC -A
|
330
|
6,484
|
||||
KNIGHT-SWIFT TRANSPORTATION
|
35
|
877
|
||||
KOHLS CORP
|
38
|
2,508
|
||||
KROGER CO
|
45
|
1,229
|
||||
LAMB WESTON HOLDINGS INC
|
16
|
1,149
|
||||
LEAR CORP
|
23
|
2,887
|
||||
LENNOX INTERNATIONAL INC
|
5
|
1,182
|
||||
LHC GROUP INC
|
15
|
1,436
|
||||
LITTELFUSE INC COM
|
27
|
4,604
|
||||
LOEWS CORP
|
54
|
2,481
|
||||
LOXO ONCOLOGY INC
|
39
|
5,497
|
||||
LUXFER HOLDINGS PLC
|
103
|
1,821
|
||||
LYONDELLBASELL INDU-CL A
|
45
|
3,751
|
||||
MACY'S INC
|
70
|
2,076
|
||||
MAGNA INTL INC CL A
|
109
|
4,964
|
||||
MARATHON OIL CORP
|
99
|
1,417
|
||||
MARATHON PETROLEUM CORP
|
62
|
3,670
|
||||
MARVELL TECHNOLOGY GROUP
|
64
|
1,037
|
||||
MASTERCARD INC
|
18
|
3,457
|
||||
MATADOR RESOURCES CO
|
42
|
644
|
||||
MATCH GROUP INC
|
192
|
8,225
|
||||
MATTHEWS INTL CORP
|
36
|
1,475
|
||||
MB FINANCIAL BANK
|
54
|
2,149
|
||||
MCCORMICK & CO INC NON VTG
|
18
|
2,451
|
||||
MCKESSON CORP
|
18
|
1,966
|
||||
MERCADOLIBRE INC
|
5
|
1,479
|
||||
MERCK & CO INC NEW
|
49
|
3,714
|
||||
MERCURY GEN CORP NEW
|
43
|
2,219
|
||||
MERCURY SYSTEMS INC
|
27
|
1,272
|
||||
MICHAEL KORS HOLDINGS LTD
|
33
|
1,236
|
||||
MICRON TECHNOLOGY INC
|
271
|
8,619
|
||||
MIDDLEBY CORP
|
11
|
1,160
|
||||
MIRATI THERAPEUTICS INC
|
9
|
386
|
||||
MISTRAS GROUP INC
|
74
|
1,064
|
||||
MKS INSTRS INC
|
38
|
2,405
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
MOHAWK INDS INC COM
|
30
|
3,462
|
||||
MOLSON COORS BREWING CO
|
74
|
4,178
|
||||
MONOLITHIC PWR SYS INC
|
23
|
2,642
|
||||
MONSTER BEVERAGE CORP
|
270
|
13,328
|
||||
*
|
MORGAN STANLEY
|
56
|
2,212
|
|||
MORPHOSYS AG ADR
|
34
|
860
|
||||
MOTOROLA SOLUTIONS, INC.
|
14
|
1,558
|
||||
MUELLER INDS INC
|
103
|
2,402
|
||||
MYLAN N V
|
65
|
1,793
|
||||
MYOKARDIA INC
|
7
|
349
|
||||
NATIONAL BEVERAGE CORP
|
13
|
936
|
||||
NATIONAL VISION HOLDINGS INC
|
48
|
1,352
|
||||
NATUS MEDICAL INC
|
26
|
897
|
||||
NAVIGANT CONSULTING CO
|
72
|
1,727
|
||||
NCR CORPORATION COM
|
37
|
851
|
||||
NEENAH, INC
|
29
|
1,703
|
||||
NETFLIX INC
|
73
|
19,539
|
||||
NEUROCRINE BIOSCIENCES INC COM
|
11
|
814
|
||||
NEW JERSEY RES CORP
|
22
|
1,012
|
||||
NICE LTD - SPON ADR
|
15
|
1,580
|
||||
NOMAD FOODS LTD
|
97
|
1,620
|
||||
NORDSON CORP
|
8
|
991
|
||||
NORFOLK SOUTHERN CORP
|
20
|
3,036
|
||||
NORTHWEST BANCSHARES INC/MD
|
133
|
2,253
|
||||
NORWEGIAN CRUISE LINE HOLDING
|
62
|
2,632
|
||||
NOVANTA INC
|
14
|
909
|
||||
NOVOCURE LTD
|
24
|
787
|
||||
NUTRI SYS INC
|
35
|
1,521
|
||||
NVENT ELECTRIC PLC-W/I
|
88
|
1,983
|
||||
NVIDIA CORP
|
15
|
2,029
|
||||
OCCIDENTAL PETE CORP
|
38
|
2,326
|
||||
OCEANEERING INTL INC
|
89
|
1,077
|
||||
ONEMAIN HOLDINGS INC
|
71
|
1,730
|
||||
ORACLE CORPORATION
|
54
|
2,438
|
||||
ORION ENGINEERED CARBONS SA
|
107
|
2,695
|
||||
OSI SYS INC @CORP COM
|
29
|
2,155
|
||||
OXFORD INDS INC
|
16
|
1,107
|
||||
PACWEST BANCORP
|
50
|
1,657
|
||||
PAGSEGURO DIGITAL LTD-CL A
|
49
|
918
|
||||
PALO ALTO NETWORKS INC
|
49
|
9,248
|
||||
PAYLOCITY HOLDING CORP
|
31
|
1,867
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
PAYPAL HOLDINGS INC
|
54
|
4,536
|
||||
PENN VA CORP NEW
|
27
|
1,474
|
||||
PENTAIR PLC
|
23
|
878
|
||||
PERFORMANCE FOOD GROUP CO
|
34
|
1,110
|
||||
PERKINELMER, INC
|
25
|
1,926
|
||||
PETIQ INC
|
27
|
622
|
||||
PFIZER INC
|
94
|
4,103
|
||||
PHILLIPS 66
|
29
|
2,490
|
||||
PHYSICIANS REALTY TRUST
|
307
|
4,910
|
||||
PIVOTAL SOFTWARE INC
|
32
|
518
|
||||
PLANET FITNESS INC
|
26
|
1,367
|
||||
PLURALSIGHT INC
|
33
|
770
|
||||
POLYONE CORP
|
40
|
1,137
|
||||
PORTOLA PHARMACEUTICALS INC
|
32
|
615
|
||||
POST HOLDINGS INC
|
21
|
1,907
|
||||
POTLATCHDELTIC CORP
|
49
|
1,547
|
||||
PPL CORPORATION
|
62
|
1,745
|
||||
PREMIER INC
|
26
|
965
|
||||
PRIMORIS SERVIES CORPORATION
|
35
|
662
|
||||
PRINCIPAL FINANCIAL GROUP
|
35
|
1,542
|
||||
PROCTER & GAMBLE CO
|
30
|
2,721
|
||||
PROLOGIS INC
|
21
|
1,251
|
||||
PRUDENTIAL FINL INC
|
29
|
2,389
|
||||
PULTE GRP INC
|
187
|
4,865
|
||||
Q2 HOLDINGS INC
|
27
|
1,313
|
||||
RAYMOND JAMES FINL INC
|
21
|
1,529
|
||||
REGENERON PHARMACEUTICALS INC
|
21
|
7,881
|
||||
REGIONS FINL CORP NEW
|
203
|
2,719
|
||||
REINSURANCE GROUP AMER CLASS A NEW
|
28
|
3,891
|
||||
RENAISSANCERE HOLDINGS COM
|
13
|
1,698
|
||||
REPUBLIC SERVICES INC CL A COMM
|
43
|
3,078
|
||||
RESOLUTE ENERGY CORP
|
57
|
1,654
|
||||
RETAIL PROPERTIES OF AME-A
|
92
|
994
|
||||
ROGERS CORP COM
|
8
|
768
|
||||
RPM INTERNATIONAL INC
|
60
|
3,533
|
||||
RPT REALTY
|
201
|
2,402
|
||||
RUDOLPH TECHNOLOGIES INC
|
22
|
460
|
||||
S&P GLOBAL INC
|
11
|
1,931
|
||||
SAIA INC
|
22
|
1,252
|
||||
SALESFORCE COM INC
|
203
|
27,795
|
||||
SANTANDER CONSUMER USA HOLDING
|
176
|
3,100
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
SAREPTA THERAPEUTICS INC
|
52
|
5,784
|
||||
SCANSOURCE INC COM
|
28
|
955
|
||||
SCHLUMBERGER LTD
|
164
|
5,906
|
||||
SCHWAB CHARLES CORP NEW
|
62
|
2,575
|
||||
SCORPIO TANKERS INC
|
491
|
864
|
||||
SEACOR HOLDINGS INC
|
30
|
1,117
|
||||
SEACOR MARINE HOLDINGS INC
|
48
|
561
|
||||
SEALED AIR CORP COM
|
51
|
1,793
|
||||
SELECT MEDICAL HOLDINGS CORPORATION
|
89
|
1,366
|
||||
SENSIENT TECHNOLOGIES CORP
|
28
|
1,579
|
||||
SERVICENOW INC
|
157
|
27,961
|
||||
SITEONE LANDSCAPE SUPPLY INC
|
25
|
1,384
|
||||
SIX FLAGS ENTERTAINMENT CORP
|
20
|
1,114
|
||||
SKYLINE CORP
|
45
|
660
|
||||
SLM CORP
|
296
|
2,456
|
||||
SMITH A O CORP CL B
|
49
|
2,061
|
||||
SOLAR CAPITAL LTD
|
54
|
1,030
|
||||
SPECTRUM BRANDS HLDGS INC NEW
|
38
|
1,611
|
||||
SPIRE INC
|
16
|
1,155
|
||||
SPLUNK INC
|
100
|
10,470
|
||||
STAG INDUSTRIAL INC
|
95
|
2,373
|
||||
STATE STREET CORP
|
28
|
1,760
|
||||
STEELCASE INC CL A
|
102
|
1,508
|
||||
STEPAN CO COM
|
15
|
1,141
|
||||
STERIS PLC
|
40
|
4,267
|
||||
STRATEGIC EDUCATION INC
|
8
|
919
|
||||
SUMMIT HOTEL PROPERTIES INC
|
104
|
1,013
|
||||
SUMMIT MATERIALS INC
|
130
|
1,608
|
||||
SYNCHRONY FINANCIAL
|
93
|
2,191
|
||||
TAKE-TWO INTERACTIVE SOFTWARE
|
14
|
1,421
|
||||
TANDEM DIABETES CARE INC
|
31
|
1,177
|
||||
TARGET CORP
|
45
|
2,961
|
||||
TELEDYNE TECHNOLOGIES INC
|
7
|
1,543
|
||||
TELEFLEX INC
|
9
|
2,424
|
||||
THE CHILDREN'S PLACE INC
|
10
|
942
|
||||
THERMON GROUP HOLDINGS INC
|
93
|
1,889
|
||||
TOTAL SYS SVCS INC
|
15
|
1,189
|
||||
TRANSUNION
|
71
|
4,061
|
||||
TRAVELERS COMPANIES, INC
|
22
|
2,611
|
||||
TRI POINTE HOMES INC
|
147
|
1,609
|
||||
TRIMAS CORP
|
135
|
3,688
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
TRINET GROUP INC
|
24
|
1,007
|
||||
TUPPERWARE BRANDS CORPORATION
|
64
|
2,016
|
||||
TWILIO INC
|
14
|
1,220
|
||||
TYLER TECHNOLOGIES INC
|
7
|
1,301
|
||||
TYSON FOODS INC CL A DEL
|
40
|
2,157
|
||||
UGI CORP NEW COM
|
47
|
2,504
|
||||
ULTA BEAUTY, INC
|
11
|
2,686
|
||||
ULTIMATE SOFTWARE GROUP INC
|
17
|
4,202
|
||||
UNDER ARMOUR INC CL A
|
45
|
800
|
||||
UNION BANKSHARES CORP
|
53
|
1,502
|
||||
UNION PACIFIC CORP
|
18
|
2,474
|
||||
UNITED CONTINENTAL HOLDINGS, INC.
|
31
|
2,612
|
||||
UNIVAR INC
|
68
|
1,209
|
||||
UNIVERSAL DISPLAY CORP
|
14
|
1,355
|
||||
UNUM GROUP
|
53
|
1,557
|
||||
V F CORP
|
35
|
2,511
|
||||
VAIL RESORTS INC COM
|
9
|
1,857
|
||||
VALERO ENERGY CORP
|
48
|
3,569
|
||||
VEEVA SYSTEMS INC
|
22
|
1,936
|
||||
VISA INC-CLASS A SHRS
|
262
|
34,599
|
||||
VOYA FINANCIAL INC
|
28
|
1,116
|
||||
VULCAN MATERIALS COMPANY
|
13
|
1,268
|
||||
WABCO HOLDINGS INC
|
10
|
1,084
|
||||
WAGEWORKS INC
|
34
|
923
|
||||
WALGREENS BOOTS ALLIANCE INC
|
46
|
3,123
|
||||
WASTE MANAGEMENT INC
|
31
|
2,794
|
||||
WAVE LIFE SCIENCES LTD
|
10
|
427
|
||||
WAYFAIR INC
|
8
|
759
|
||||
WEBSTER FINL CORP WATERBURY CONN
|
37
|
1,815
|
||||
WELLCARE HEALTH PLANS, INC
|
9
|
2,137
|
||||
WEST PHARMACEUTICAL SVCS INC
|
19
|
1,843
|
||||
WESTERN ALLIANCE BANCORPORATION
|
52
|
2,057
|
||||
WESTERN DIGITAL CORP
|
65
|
2,403
|
||||
WESTLAKE CHEM CORP
|
32
|
2,098
|
||||
WESTROCK CO
|
41
|
1,563
|
||||
WEX INC
|
31
|
4,364
|
||||
WHITE MTNS INS GROUP
|
3
|
2,976
|
||||
WILLIAMS SCOTSMAN CORP
|
99
|
935
|
||||
WILLIAMS SONOMA INC
|
21
|
1,057
|
||||
WINTRUST FINL CORP
|
50
|
3,265
|
||||
WISDOMTREE INVESTMENTS INC
|
123
|
816
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
WNS HOLDINGS LTD ADR
|
108
|
4,471
|
||||
WOODWARD INC.
|
30
|
2,162
|
||||
WORKDAY INC
|
41
|
6,547
|
||||
WORLD WRESTLING ENTERTAINMENT INC
|
23
|
1,742
|
||||
WPX ENERGY INC
|
146
|
1,653
|
||||
XYLEM INC/NY
|
32
|
2,142
|
||||
ZAYO GROUP HOLDINGS INC
|
82
|
1,882
|
||||
ZEBRA TECHNOLOGIES CORP CL A
|
14
|
2,171
|
||||
ZENDESK INC
|
16
|
957
|
||||
ZIMMER BIOMET HOLDINGS, INC
|
11
|
1,094
|
||||
ZIONS BANCORP NA
|
50
|
2,040
|
||||
ZOETIS INC
|
36
|
3,063
|
||||
ZYNGA INC
|
184
|
724
|
||||
Total Common Stocks
|
1,823,770
|
|||||
U.S. Government and Agency Obligations
|
||||||
FHLMC POOL #Q42018 3.500% 7/01/46
|
524
|
525
|
||||
FNMA POOL #465787 3.880% 8/01/20
|
864
|
875
|
||||
FNMA POOL #467757 4.330% 4/01/21
|
266
|
274
|
||||
FNMA POOL #468066 4.295% 6/01/21
|
1,194
|
1,232
|
||||
FNMA POOL #468542 4.500% 8/01/21
|
500
|
520
|
||||
FNMA POOL #AM6602 2.630% 9/01/21
|
1,500
|
1,486
|
||||
FNMA POOL #AM7514 3.070% 2/01/25
|
2,900
|
2,901
|
||||
FNMA POOL #AM7619 2.940% 1/01/23
|
1,880
|
1,884
|
||||
FNMA POOL #AM7901 3.360% 2/01/30
|
94
|
94
|
||||
FNMA POOL #AM8141 2.780% 3/01/27
|
289
|
281
|
||||
FNMA POOL #AM8572 2.750% 4/01/25
|
3,725
|
3,685
|
||||
FNMA POOL #AM8856 2.920% 6/01/30
|
4,761
|
4,559
|
||||
FNMA POOL #AM8993 2.720% 5/01/25
|
4,774
|
4,716
|
||||
FNMA POOL #AM9014 3.200% 6/01/30
|
5,000
|
4,875
|
||||
FNMA POOL #AM9169 3.080% 6/01/27
|
2,054
|
2,036
|
||||
FNMA POOL #AM9320 3.300% 7/01/30
|
2,579
|
2,528
|
||||
FNMA POOL #AM9333 3.080% 11/01/22
|
1,325
|
1,336
|
||||
FNMA POOL #AM9335 3.060% 8/01/22
|
915
|
921
|
||||
FNMA POOL #AM9336 3.080% 11/01/22
|
2,648
|
2,670
|
||||
FNMA POOL #AM9432 3.120% 12/01/22
|
1,900
|
1,918
|
||||
FNMA POOL #AM9466 3.150% 2/01/22
|
1,383
|
1,394
|
||||
FNMA POOL #AM9491 3.550% 8/01/30
|
128
|
130
|
||||
FNMA POOL #AM9567 2.970% 7/01/24
|
1,435
|
1,436
|
||||
FNMA POOL #AM9573 3.220% 4/01/23
|
2,043
|
2,073
|
||||
FNMA POOL #AM9615 2.680% 9/01/22
|
3,364
|
3,332
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
FNMA POOL #AM9642 2.590% 1/01/22
|
1,515
|
1,503
|
||||
FNMA POOL #AM9658 2.820% 1/01/22
|
1,426
|
1,422
|
||||
FNMA POOL #AM9686 2.550% 4/01/22
|
1,896
|
1,879
|
||||
FNMA POOL #AN0193 3.000% 8/01/24
|
573
|
572
|
||||
FNMA POOL #AN4975 3.210% 3/01/29
|
1,500
|
1,474
|
||||
FNMA POOL #AN5935 3.130% 7/01/27
|
979
|
973
|
||||
FNMA POOL #AN6026 2.980% 6/01/27
|
770
|
751
|
||||
FNMA POOL #AN6271 3.100% 8/01/29
|
85
|
82
|
||||
FNMA POOL #AN6850 3.220% 9/01/32
|
1,000
|
953
|
||||
FNMA POOL #AN7596 3.160% 6/01/30
|
1,357
|
1,312
|
||||
FNMA POOL #BL0907 3.880% 12/01/28
|
1,350
|
1,403
|
||||
FNMA POOL #BL0985 3.890% 12/01/28
|
1,150
|
1,197
|
||||
FNMA POOL #BL0995 3.940% 1/01/29
|
1,050
|
1,097
|
||||
FNMA POOL #BM3499 4.000% 3/01/48
|
3,773
|
3,851
|
||||
GNMA POOL #784044 4.990% 11/20/37
|
2,076
|
2,197
|
||||
GNMA POOL #784045 4.500% 7/20/45
|
1,384
|
1,433
|
||||
GNMA POOL #BA7567 4.500% 5/20/48
|
988
|
1,029
|
||||
GNMA POOL #BI0416 4.500% 11/20/48
|
1,198
|
1,256
|
||||
GNMA POOL #BK7169 5.000% 12/20/48
|
1,000
|
1,053
|
||||
RFCSP STRIP PRINCIPAL 1/15/30
|
500
|
353
|
||||
TENN VAL AUTH CPN STRIP 3/15/32
|
300
|
189
|
||||
TENN VALLEY AUTH 4.250% 9/15/65
|
124
|
141
|
||||
TENN VALLEY AUTH 4.625% 9/15/60
|
70
|
85
|
||||
TVA PRIN STRIP 6/15/35
|
500
|
275
|
||||
U S TREASURY SEC STRIPPED
|
2,500
|
2,192
|
||||
U S TREASURY SEC STRIPPED 2/15/20
|
2,300
|
2,235
|
||||
U S TREASURY SEC STRIPPED 2/15/22
|
1,200
|
1,109
|
||||
U S TREASURY SEC STRIPPED 2/15/25
|
4,500
|
3,837
|
||||
U S TREASURY SEC STRIPPED 2/15/30
|
1,300
|
947
|
||||
U S TREASURY SEC STRIPPED 5/15/19
|
920
|
912
|
||||
U S TREASURY SEC STRIPPED 5/15/20
|
2,450
|
2,366
|
||||
U S TREASURY SEC STRIPPED 5/15/21
|
5,400
|
5,088
|
||||
U S TREASURY SEC STRIPPED 5/15/23
|
2,195
|
1,964
|
||||
U S TREASURY SEC STRIPPED 5/15/24
|
2,800
|
2,439
|
||||
U S TREASURY SEC STRIPPED 5/15/25
|
4,500
|
3,806
|
||||
U S TREASURY SEC STRIPPED 5/15/27
|
2,600
|
2,068
|
||||
U S TREASURY SEC STRIPPED 5/15/28
|
1,000
|
770
|
||||
U S TREASURY SEC STRIPPED 5/15/29
|
750
|
559
|
||||
U S TREASURY SEC STRIPPED 5/15/30
|
2,050
|
1,485
|
||||
U S TREASURY SEC STRIPPED 8/15/20
|
800
|
768
|
||||
U S TREASURY SEC STRIPPED 8/15/21
|
1,000
|
937
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
U S TREASURY SEC STRIPPED 8/15/23
|
205
|
182
|
||||
U S TREASURY SEC STRIPPED 11/15/24
|
3,500
|
3,007
|
||||
U S TREASURY SEC STRIPPED 11/15/28
|
2,500
|
1,893
|
||||
U S TREASURY SEC STRIPPED 11/15/29
|
1,750
|
1,285
|
||||
US TREAS SEC STRIPPED
|
4,600
|
2,953
|
||||
US TREAS SEC STRIPPED 5/15/19
|
180
|
178
|
||||
US TREAS SEC STRIPPED 5/15/33
|
900
|
594
|
||||
US TREAS SEC STRIPPED 11/15/19
|
4,000
|
3,911
|
||||
US TREAS SEC STRIPPED 11/15/30
|
1,825
|
1,300
|
||||
US TREAS SEC STRIPPED 11/15/32
|
1,000
|
670
|
||||
US TREAS SEC STRIPPED 11/15/33
|
900
|
584
|
||||
US TREAS SEC STRIPPED 11/15/41
|
1,500
|
754
|
||||
US TREASURY BOND 2.500% 2/15/45
|
3,400
|
3,081
|
||||
US TREASURY BOND 2.750% 8/15/42
|
2,500
|
2,393
|
||||
US TREASURY BOND 2.750% 11/15/42
|
240
|
229
|
||||
US TREASURY BOND 3.000% 2/15/48
|
80
|
80
|
||||
US TREASURY BOND 3.125% 2/15/43
|
2,000
|
2,040
|
||||
US TREASURY BOND 3.125% 5/15/48
|
201
|
205
|
||||
US TREASURY BOND 3.125% 11/15/41
|
1,500
|
1,536
|
||||
US TREASURY BOND 3.375% 5/15/44
|
3,459
|
3,684
|
||||
US TREASURY BOND 3.500% 2/15/39
|
1,400
|
1,531
|
||||
US TREASURY BOND 3.625% 2/15/44
|
1,000
|
1,108
|
||||
US TREASURY BOND 3.625% 8/15/43
|
2,700
|
2,989
|
||||
US TREASURY BOND 3.750% 11/15/43
|
7,037
|
7,948
|
||||
US TREASURY BOND 3.875% 8/15/40
|
1,000
|
1,148
|
||||
US TREASURY BOND 4.250% 11/15/40
|
300
|
363
|
||||
US TREASURY BOND 4.375% 2/15/38
|
200
|
245
|
||||
US TREASURY BOND 4.375% 5/15/40
|
400
|
491
|
||||
US TREASURY BOND 4.375% 5/15/41
|
4,380
|
5,391
|
||||
US TREASURY BOND 4.500% 2/15/36
|
777
|
958
|
||||
US TREASURY BOND 4.500% 8/15/39
|
1,680
|
2,094
|
||||
US TREASURY NOTE 2/15/20
|
2,450
|
2,380
|
||||
US TREASURY NOTE 1.000% 11/30/19
|
1,500
|
1,478
|
||||
US TREASURY NOTE 1.125% 2/28/21
|
700
|
680
|
||||
US TREASURY NOTE 1.375% 8/31/23
|
4,500
|
4,278
|
||||
US TREASURY NOTE 1.500% 2/28/23
|
1,500
|
1,441
|
||||
US TREASURY NOTE 1.625% 8/31/22
|
2,000
|
1,940
|
||||
US TREASURY NOTE 1.625% 10/31/23
|
2,700
|
2,591
|
||||
US TREASURY NOTE 1.750% 5/15/23
|
1,027
|
995
|
||||
US TREASURY NOTE 1.750% 9/30/19
|
5,500
|
5,464
|
||||
US TREASURY NOTE 1.750% 9/30/22
|
1,500
|
1,460
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
US TREASURY NOTE 1.750% 11/30/21
|
400
|
392
|
||||
US TREASURY NOTE 2.000% 6/30/24
|
81
|
79
|
||||
US TREASURY NOTE 2.000% 11/15/26
|
140
|
134
|
||||
US TREASURY NOTE 2.125% 1/31/21
|
2,100
|
2,084
|
||||
US TREASURY NOTE 2.125% 2/29/24
|
1,080
|
1,059
|
||||
US TREASURY NOTE 2.250% 2/15/27
|
67
|
65
|
||||
US TREASURY NOTE 2.250% 11/15/24
|
52
|
51
|
||||
US TREASURY NOTE 2.250% 11/15/25
|
46
|
45
|
||||
US TREASURY NOTE 2.250% 11/15/27
|
2,000
|
1,932
|
||||
US TREASURY NOTE 2.500% 5/15/24
|
74
|
74
|
||||
US TREASURY NOTE 2.500% 5/31/20
|
36
|
36
|
||||
US TREASURY NOTE 2.500% 8/15/23
|
1,600
|
1,600
|
||||
US TREASURY NOTE 2.625% 5/15/21
|
917
|
920
|
||||
US TREASURY NOTE 2.625% 8/15/20
|
700
|
701
|
||||
US TREASURY NOTE 2.625% 11/15/20
|
2,500
|
2,505
|
||||
US TREASURY NOTE 2.875% 4/30/25
|
115
|
117
|
||||
US TREASURY NOTE 2.875% 5/15/28
|
1,188
|
1,206
|
||||
US TREASURY NOTE 2.875% 5/31/25
|
170
|
173
|
||||
US TREASURY NOTE 2.875% 10/31/20
|
1,000
|
1,006
|
||||
US TREASURY NOTE 3.125% 5/15/19
|
1,200
|
1,203
|
||||
US TREASURY NOTE 3.375% 11/15/19
|
2,500
|
2,515
|
||||
US TREASURY NOTE 3.500% 5/15/20
|
3,500
|
3,544
|
||||
US TREASURY SEC STRIPPED
|
7,325
|
5,000
|
||||
VR FNMA POOL #AL7395 5.584% 9/01/55
|
2,558
|
2,762
|
||||
Total U.S. Government and Agency Obligations
|
214,378
|
|||||
Common/Collective Trusts
|
||||||
*
|
AMEX R/VANGUARD FIDUCIARY EXT MKT
|
1,969
|
160,262
|
|||
*
|
AMEX R/VANGUARD FIDUCIARY INTL STK
|
880
|
78,027
|
|||
*
|
AMEX R/VANGUARD FIDUCIARY TOT BD
|
725
|
73,162
|
|||
*
|
COLUMBIA TRUST GOV MONEY MKT FUND
|
71,605
|
71,605
|
|||
*
|
FIAM GRP TR FOR/CORE PLUS COMMINGLE
|
4,574
|
93,075
|
|||
LOOMIS SAYLES CORE PLUS FULL DISC TR
|
4,531
|
92,974
|
||||
*
|
MSIM/INTERNATIONAL EQUITY II TRUST
|
7,751
|
227,257
|
|||
NEUBERGER BERMA/EMERGING MKTS EQUIT
|
4,943
|
56,495
|
||||
*
|
VANGUARD EMPLOYEE BENEFIT INDEX #528
|
2,613
|
769,204
|
|||
Total Common/Collective Trusts
|
1,622,061
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
Mutual Funds
|
||||||
AMERICAN FUNDS EUROPAC GRTH R6 #2616
|
5,802
|
261,045
|
||||
DFA EMERGING MARKETS VALUE FD #5095
|
1,802
|
48,397
|
||||
DFA INTL SMALL CAP VALUE PT #5066
|
3,653
|
60,823
|
||||
Total Mutual Funds
|
370,265
|
|||||
Self-Directed Brokerage Accounts
|
||||||
CASH EQUIVALENTS
|
17,192
|
|||||
COMMON STOCK
|
5,068
|
|||||
MUTUAL FUNDS
|
101,358
|
|||||
Total Self-Directed Brokerage Accounts
|
123,618
|
|||||
Other Investments
|
||||||
Asset-Backed Securities
|
||||||
ALLY AUTO RECEIVABLE 1.470% 4/15/20
|
19
|
19
|
||||
ALLY AUTO RECEIVABLE 2.930% 11/15/23
|
313
|
310
|
||||
AMERICAN CREDIT ACCE 2.860% 6/12/23
|
582
|
580
|
||||
AMERICAN CREDIT ACCE 2.880% 3/13/23
|
311
|
310
|
||||
AMERICAN CREDIT ACCE 2.910% 2/13/23
|
139
|
139
|
||||
AMERICAN CREDIT ACCE 3.550% 4/10/24
|
603
|
603
|
||||
AMERICAN CREDIT ACCE 3.700% 7/10/24
|
959
|
960
|
||||
AMERICAN CREDIT ACCE 6.090% 5/12/22
|
200
|
203
|
||||
AMERICAN HOMES 4 REN 3.467% 4/17/52
|
373
|
371
|
||||
AMERICAN HOMES 4 REN 3.678% 12/17/36
|
696
|
699
|
||||
AMERICAN HOMES 4 REN 3.786% 10/17/36
|
465
|
469
|
||||
AMERICAN HOMES 4 REN 4.407% 4/17/52
|
720
|
730
|
||||
AMERICAN HOMES 4 REN 5.639% 4/17/52
|
150
|
161
|
||||
AMERICAN HOMES 4 REN 6.070% 10/17/45
|
142
|
156
|
||||
AMERICREDIT AUTOMOBI 1.870% 8/18/21
|
164
|
163
|
||||
AMERICREDIT AUTOMOBI 2.690% 6/19/23
|
341
|
337
|
||||
AMERICREDIT AUTOMOBI 2.710% 8/18/22
|
154
|
153
|
||||
AMERICREDIT AUTOMOBI 2.970% 3/20/23
|
871
|
864
|
||||
AMERICREDIT AUTOMOBI 3.080% 12/18/23
|
1,699
|
1,676
|
||||
AMERICREDIT AUTOMOBI 3.130% 1/18/23
|
347
|
345
|
||||
ARCADIA RECEIVABLES 3.250% 6/15/23
|
34
|
34
|
||||
ASCENTIUM EQUIPMENT 2.290% 6/10/21
|
244
|
242
|
||||
ASCENTIUM EQUIPMENT 2.850% 10/10/21
|
550
|
542
|
||||
AXIS EQUIPMENT FINAN 2.210% 11/20/21
|
98
|
98
|
||||
B2R MORTGAGE TRUST 3.336% 11/15/48
|
210
|
209
|
||||
BB-UBS TRUST 3.430% 11/05/36
|
1,350
|
1,350
|
||||
BCC FUNDING CORP 2.200% 12/20/21
|
63
|
63
|
||||
BUSINESS JET SECURIT 4.335% 2/15/33
|
610
|
613
|
||||
BUSINESS JET SECURIT 4.447% 6/15/33
|
554
|
560
|
||||
CABELA'S MASTER CRED 2.250% 7/17/23
|
185
|
183
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
CAMILLO 2016-SFR1 5.000% 12/05/23
|
370
|
369
|
||||
CAPITAL AUTO RECEIVA 3.150% 2/20/25
|
427
|
426
|
||||
CARMAX AUTO OWNER TR 2.200% 6/15/22
|
500
|
492
|
||||
CARMAX AUTO OWNER TR 2.600% 2/15/23
|
211
|
209
|
||||
CARMAX AUTO OWNER TR 2.700% 10/16/23
|
171
|
169
|
||||
CARMAX AUTO OWNER TR 3.370% 7/15/24
|
298
|
295
|
||||
CARMAX AUTO OWNER TR 3.390% 10/16/23
|
300
|
300
|
||||
CARNOW AUTO RECEIVAB 2.920% 9/15/22
|
201
|
200
|
||||
CHRYSLER CAPITAL AUT 1.640% 7/15/21
|
165
|
164
|
||||
CIG AUTO RECEIVABLES 2.710% 5/15/23
|
103
|
103
|
||||
COLONY AMERICAN FINA 2.544% 6/15/48
|
218
|
215
|
||||
COLONY AMERICAN FINA 2.554% 11/15/48
|
151
|
147
|
||||
COLONY AMERICAN FINA 2.896% 10/15/47
|
181
|
180
|
||||
COMM MORTGAGE TRUST 3.047% 10/10/46
|
400
|
400
|
||||
COMM MORTGAGE TRUST 3.759% 8/10/48
|
313
|
317
|
||||
CPS AUTO TRUST 1.870% 3/15/21
|
72
|
72
|
||||
CPS AUTO TRUST 2.860% 6/15/23
|
387
|
384
|
||||
CPS AUTO TRUST 2.920% 2/15/22
|
288
|
286
|
||||
CPS AUTO TRUST 3.010% 10/17/22
|
554
|
551
|
||||
CPS AUTO TRUST 3.050% 12/15/23
|
169
|
168
|
||||
CPS AUTO TRUST 3.790% 6/15/23
|
396
|
396
|
||||
CPS AUTO TRUST 4.400% 6/17/24
|
118
|
120
|
||||
CREDIT ACCEPTANCE AU 2.560% 10/15/25
|
386
|
384
|
||||
CREDIT ACCEPTANCE AU 3.350% 6/15/26
|
354
|
351
|
||||
CREDIT ACCEPTANCE AU 3.480% 2/17/26
|
318
|
317
|
||||
CREDIT ACCEPTANCE AU 3.480% 10/15/26
|
682
|
679
|
||||
CREDIT ACCEPTANCE AU 3.600% 4/15/27
|
990
|
989
|
||||
CREDIT ACCEPTANCE AU 4.160% 9/15/27
|
395
|
401
|
||||
DBWF 2015-LCM M/MTG 1.000% 6/10/34
|
289
|
282
|
||||
DELL EQUIPMENT FINAN 2.730% 10/24/22
|
336
|
333
|
||||
DELL EQUIPMENT FINAN 2.950% 4/22/22
|
277
|
276
|
||||
DRIVE AUTO RECEIVABL 2.610% 8/16/21
|
175
|
175
|
||||
DRIVE AUTO RECEIVABL 2.750% 9/15/23
|
347
|
346
|
||||
DRIVE AUTO RECEIVABL 2.800% 7/15/22
|
346
|
345
|
||||
DRIVE AUTO RECEIVABL 2.840% 4/15/22
|
611
|
610
|
||||
DRIVE AUTO RECEIVABL 2.980% 1/18/22
|
269
|
268
|
||||
DRIVE AUTO RECEIVABL 3.910% 5/17/21
|
99
|
99
|
||||
DRIVE AUTO RECEIVABL 4.140% 8/15/24
|
1,140
|
1,149
|
||||
DRIVE AUTO RECEIVABL 4.180% 3/15/24
|
220
|
221
|
||||
DRIVE AUTO RECEIVABL 4.300% 9/16/24
|
408
|
414
|
||||
DT AUTO OWNER TRUST 2.440% 2/15/21
|
160
|
160
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
DT AUTO OWNER TRUST 2.700% 11/15/22
|
243
|
242
|
||||
DT AUTO OWNER TRUST 2.860% 7/17/23
|
342
|
341
|
||||
DT AUTO OWNER TRUST 3.030% 1/17/23
|
921
|
920
|
||||
DT AUTO OWNER TRUST 3.470% 7/17/23
|
630
|
628
|
||||
DT AUTO OWNER TRUST 3.550% 11/15/22
|
188
|
188
|
||||
DT AUTO OWNER TRUST 3.580% 5/15/23
|
345
|
344
|
||||
DT AUTO OWNER TRUST 3.670% 3/15/24
|
561
|
564
|
||||
ENGS COMMERCIAL FINA 2.470% 2/22/22
|
105
|
104
|
||||
EXETER AUTOMOBILE RE 2.820% 5/16/22
|
772
|
769
|
||||
EXETER AUTOMOBILE RE 2.840% 8/16/21
|
122
|
122
|
||||
EXETER AUTOMOBILE RE 3.000% 12/15/21
|
265
|
264
|
||||
EXETER AUTOMOBILE RE 3.530% 11/15/23
|
290
|
289
|
||||
EXETER AUTOMOBILE RE 3.640% 2/15/22
|
94
|
94
|
||||
EXETER AUTOMOBILE RE 3.680% 7/17/23
|
548
|
550
|
||||
EXETER AUTOMOBILE RE 3.710% 6/15/23
|
595
|
599
|
||||
FANNIEMAE-ACES 2.980% 9/25/24
|
733
|
705
|
||||
FED HOME LN MTG CORP 2.770% 5/25/25
|
1,500
|
1,473
|
||||
FED HOME LN MTG CORP 3.350% 9/25/28
|
989
|
999
|
||||
FED HOME LN MTG CORP 3.500% 6/15/26
|
493
|
501
|
||||
FED HOME LN MTG CORP 4.500% 4/15/39
|
109
|
115
|
||||
FED HOME LN MTG CORP 6.000% 11/15/23
|
35
|
37
|
||||
FED HOME LN MTG CORP 6.250% 10/15/23
|
169
|
177
|
||||
FED HOME LN MTG CORP 7.000% 12/15/36
|
146
|
166
|
||||
FED NATL MTG ASSN 3.000% 1/25/46
|
512
|
508
|
||||
FED NATL MTG ASSN 4.500% 12/25/40
|
829
|
901
|
||||
FED NATL MTG ASSN 6.000% 3/25/36
|
72
|
81
|
||||
FHLMC MULTIFAMILY ST 2.597% 9/25/20
|
124
|
123
|
||||
FHLMC MULTIFAMILY ST 2.811% 9/25/24
|
591
|
584
|
||||
FHLMC MULTIFAMILY ST 2.982% 11/25/25
|
700
|
693
|
||||
FHLMC-GNMA 8.000% 12/25/22
|
18
|
19
|
||||
FIRST INVESTORS AUTO 1.870% 11/15/21
|
361
|
359
|
||||
FIRST INVESTORS AUTO 2.210% 7/15/22
|
250
|
247
|
||||
FIRST INVESTORS AUTO 2.650% 11/15/22
|
300
|
297
|
||||
FIRST INVESTORS AUTO 3.000% 1/16/24
|
400
|
397
|
||||
FIRST INVESTORS AUTO 3.000% 8/15/23
|
600
|
594
|
||||
FIRST INVESTORS AUTO 3.440% 3/15/24
|
439
|
437
|
||||
FIRST INVESTORS AUTO 3.600% 4/17/23
|
278
|
278
|
||||
FIRST INVESTORS AUTO 3.690% 6/17/24
|
292
|
294
|
||||
FLAGSHIP CREDIT AU 0.27222% 2/16/21
|
230
|
230
|
||||
FLAGSHIP CREDIT AUTO 1.850% 7/15/21
|
144
|
143
|
||||
FLAGSHIP CREDIT AUTO 2.100% 11/15/20
|
48
|
48
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
FLAGSHIP CREDIT AUTO 2.380% 10/15/20
|
29
|
29
|
||||
FLAGSHIP CREDIT AUTO 2.410% 10/15/21
|
440
|
437
|
||||
FLAGSHIP CREDIT AUTO 2.530% 12/15/20
|
33
|
33
|
||||
FLAGSHIP CREDIT AUTO 2.710% 11/15/22
|
170
|
169
|
||||
FLAGSHIP CREDIT AUTO 2.910% 9/15/23
|
384
|
381
|
||||
FLAGSHIP CREDIT AUTO 2.920% 11/15/23
|
227
|
224
|
||||
FLAGSHIP CREDIT AUTO 2.960% 7/15/23
|
420
|
417
|
||||
FLAGSHIP CREDIT AUTO 3.390% 1/16/24
|
700
|
698
|
||||
FLAGSHIP CREDIT AUTO 3.580% 1/15/24
|
130
|
129
|
||||
FLAGSHIP CREDIT AUTO 3.840% 9/15/22
|
60
|
60
|
||||
FLAGSHIP CREDIT AUTO 6.220% 6/15/22
|
350
|
362
|
||||
FLAGSHIP CREDIT AUTO 6.220% 9/15/22
|
200
|
207
|
||||
FREEDOM FINANCIAL 3.610% 7/18/24
|
567
|
567
|
||||
GLS AUTO RECEIVABLES 2.670% 4/15/21
|
359
|
358
|
||||
GLS AUTO RECEIVABLES 3.710% 3/15/23
|
535
|
537
|
||||
GLS AUTO RECEIVABLES 4.390% 1/15/21
|
73
|
73
|
||||
GLS AUTO RECEIVABLES 6.900% 10/15/21
|
200
|
206
|
||||
GM FINANCIAL AUTOMOB 2.260% 8/20/20
|
230
|
229
|
||||
GM FINANCIAL AUTOMOB 2.480% 8/20/20
|
294
|
292
|
||||
GOODGREEN TRUST 3.260% 10/15/53
|
679
|
669
|
||||
GOODGREEN TRUST 3.740% 10/15/52
|
214
|
216
|
||||
GOVT NATL MTG ASSN 4.500% 10/16/39
|
1,375
|
1,459
|
||||
GOVT NATL MTG ASSN 5.000% 8/20/39
|
300
|
321
|
||||
HERO FUNDING TRUST 3.080% 9/20/42
|
689
|
675
|
||||
HERO FUNDING TRUST 3.950% 9/20/48
|
818
|
835
|
||||
HERO FUNDING TRUST 4.070% 9/20/48
|
151
|
155
|
||||
HERO FUNDING TRUST 4.460% 9/20/47
|
708
|
734
|
||||
HERO FUNDING TRUST 4.670% 9/20/48
|
1,386
|
1,443
|
||||
HERTZ VEHICLE FINANC 1.000% 6/27/22
|
744
|
750
|
||||
HERTZ VEHICLE FINANC 3.290% 2/25/24
|
386
|
383
|
||||
HILTON GRAND VACATIO 2.660% 12/27/28
|
218
|
216
|
||||
INDEPENDENCE PLAZA 3.763% 7/10/35
|
1,200
|
1,209
|
||||
KABBAGE FUNDING LLC 4.571% 3/15/22
|
1,100
|
1,107
|
||||
KABBAGE FUNDING LLC 5.794% 3/15/22
|
360
|
363
|
||||
LENDMARK FUNDING TRU 2.800% 5/20/26
|
347
|
341
|
||||
LENDMARK FUNDING TRU 2.830% 1/22/24
|
415
|
409
|
||||
LENDMARK FUNDING TRU 5.030% 12/21/26
|
100
|
101
|
||||
MARINER FINANCE ISSU 3.620% 2/20/29
|
615
|
615
|
||||
MARLETTE FUNDING TRU 2.360% 12/15/24
|
160
|
160
|
||||
MARLETTE FUNDING TRU 2.390% 7/15/24
|
112
|
112
|
||||
MARLETTE FUNDING TRU 2.827% 3/15/24
|
105
|
105
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
MARLETTE FUNDING TRU 3.060% 7/17/28
|
415
|
414
|
||||
MARLETTE FUNDING TRU 3.190% 3/15/28
|
863
|
856
|
||||
NEW RESIDENTIAL ADV 2.5751% 10/15/49
|
500
|
497
|
||||
NEW RESIDENTIAL ADV 3.0199% 10/15/49
|
179
|
177
|
||||
NEXTGEAR FLOORPLAN 2.540% 4/18/22
|
462
|
459
|
||||
OCWEN MASTER ADVANC 4.2364% 8/15/49
|
406
|
406
|
||||
OCWEN MASTER ADVANCE 3.748% 8/15/50
|
335
|
336
|
||||
ONEMAIN DIRECT AUTO 3.420% 10/15/24
|
301
|
298
|
||||
OPORTUN FUNDING LLC 3.220% 10/10/23
|
387
|
383
|
||||
OPORTUN FUNDING LLC 3.610% 3/08/24
|
387
|
384
|
||||
PROGRESS RESIDENTIAL 2.740% 6/12/32
|
143
|
141
|
||||
PROGRESS RESIDENTIAL 2.768% 8/17/34
|
199
|
196
|
||||
PROGRESS RESIDENTIAL 3.067% 11/12/32
|
1,046
|
1,037
|
||||
PROGRESS RESIDENTIAL 3.138% 6/12/32
|
820
|
813
|
||||
PROGRESS RESIDENTIAL 3.196% 12/17/34
|
526
|
518
|
||||
PROGRESS RESIDENTIAL 3.595% 12/17/34
|
137
|
136
|
||||
PROGRESS RESIDENTIAL 4.040% 8/17/35
|
410
|
409
|
||||
PROGRESS RESIDENTIAL 4.261% 8/17/34
|
453
|
452
|
||||
PROGRESS RESIDENTIAL 4.656% 8/17/35
|
335
|
333
|
||||
PROGRESS RESIDENTIAL 4.673% 11/12/32
|
100
|
101
|
||||
PROGRESS RESIDENTIAL 4.873% 10/17/35
|
524
|
531
|
||||
PROSPER MARKETPLACE 2.410% 9/15/23
|
25
|
25
|
||||
PROSPER MARKETPLACE 3.740% 11/15/23
|
344
|
342
|
||||
RENEW 2017-1 1.67064% 9/28/52
|
287
|
289
|
||||
RENEW FINANCIAL 3.220% 9/22/53
|
271
|
269
|
||||
RICE PARK FINANCING 4.625% 10/31/41
|
454
|
452
|
||||
SANTANDER DRIVE AUTO 2.580% 5/16/22
|
374
|
372
|
||||
SANTANDER DRIVE AUTO 2.790% 8/15/22
|
1,053
|
1,048
|
||||
SANTANDER DRIVE AUTO 2.930% 12/15/22
|
295
|
293
|
||||
SANTANDER DRIVE AUTO 3.170% 4/17/23
|
596
|
594
|
||||
SANTANDER DRIVE AUTO 3.320% 3/15/24
|
629
|
625
|
||||
SANTANDER RETAIL AUT 3.060% 4/20/22
|
300
|
300
|
||||
SANTANDER RETAIL AUT 3.490% 4/20/22
|
430
|
430
|
||||
SPIRIT MASTER FUNDIN 5.740% 3/20/42
|
1,188
|
1,237
|
||||
SPS SERVICER ADVANCE 3.620% 10/17/50
|
173
|
174
|
||||
TIDEWATER AUTO RECEI 3.120% 7/15/22
|
418
|
417
|
||||
TIDEWATER AUTO RECEI 4.300% 11/15/24
|
165
|
166
|
||||
VENDEE MORTGAGE TRUS 5.000% 5/15/33
|
608
|
652
|
||||
VEROS AUTO RECEIVABL 2.840% 4/17/23
|
106
|
106
|
||||
VNO MORTGAGE TRUST 3.808% 12/13/29
|
500
|
505
|
||||
VR 20 TSQ GROUNDCO 3.20323% 5/15/35
|
1,400
|
1,308
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
VR FANNIEMAE-ACES 2.485% 12/25/26
|
915
|
864
|
||||
VR FANNIEMAE-ACES 2.939% 1/25/26
|
2,752
|
2,708
|
||||
VR FANNIEMAE-ACES 3.061% 5/25/27
|
1,480
|
1,449
|
||||
VR FANNIEMAE-ACES 3.080% 6/25/27
|
822
|
808
|
||||
VR FANNIEMAE-ACES 3.092% 4/25/27
|
3,577
|
3,512
|
||||
VR FANNIEMAE-ACES 3.338% 11/25/22
|
313
|
315
|
||||
VR FED HOME LN MTG 2.805% 2/15/43
|
262
|
262
|
||||
VR FED HOME LN MTG 2.875% 9/15/36
|
53
|
54
|
||||
VR FED NATL MTG AS 4.15721% 4/25/44
|
96
|
100
|
||||
VR FED NATL MTG ASSN 3.056% 9/25/41
|
163
|
164
|
||||
VR FHLMC MULTIFAMI 3.14851% 9/25/22
|
201
|
201
|
||||
VR FHLMC MULTIFAMILY 3.284% 6/25/25
|
1,000
|
1,011
|
||||
VR FHLMC MULTIFAMILY 3.364% 12/25/27
|
680
|
679
|
||||
VR FREMF MORTGAGE 3.8358% 7/25/49
|
220
|
224
|
||||
VR FREMF MORTGAGE 3.55714% 6/25/45
|
800
|
769
|
||||
VR FREMF MORTGAGE 3.57548% 11/25/49
|
180
|
173
|
||||
VR FREMF MORTGAGE 3.68285% 1/25/48
|
1,200
|
1,169
|
||||
VR FREMF MORTGAGE 4.07191% 11/25/47
|
191
|
186
|
||||
VR GMAT TRUST 6.9669% 11/25/43
|
18
|
18
|
||||
VR GOODGREEN TRUS 23.87741% 10/15/53
|
676
|
688
|
||||
VR GOVT NATL MTG 4.741% 10/20/43
|
983
|
1,053
|
||||
VR GOVT NATL MTG 5.238% 5/20/40
|
1,034
|
1,118
|
||||
VR GOVT NATL MTG 5.479% 1/20/38
|
746
|
818
|
||||
VR GOVT NATL MTG 5.558% 10/20/40
|
1,296
|
1,413
|
||||
VR GOVT NATL MTG AS 2.714% 6/20/65
|
1,684
|
1,687
|
||||
VR GOVT NATL MTG AS 2.754% 7/20/65
|
866
|
868
|
||||
VR GOVT NATL MTG AS 2.764% 2/20/61
|
1,079
|
1,080
|
||||
VR GOVT NATL MTG AS 2.814% 6/20/67
|
659
|
661
|
||||
VR GOVT NATL MTG AS 2.834% 3/20/67
|
692
|
697
|
||||
VR GOVT NATL MTG AS 2.834% 9/20/65
|
1,187
|
1,193
|
||||
VR GOVT NATL MTG AS 2.834% 10/20/65
|
828
|
833
|
||||
VR GOVT NATL MTG AS 2.894% 5/20/66
|
685
|
687
|
||||
VR GOVT NATL MTG AS 2.914% 11/20/65
|
1,604
|
1,617
|
||||
VR GOVT NATL MTG AS 2.974% 12/20/65
|
489
|
494
|
||||
VR GOVT NATL MTG AS 3.144% 8/20/66
|
521
|
528
|
||||
VR GOVT NATL MTG AS 3.274% 12/20/66
|
226
|
231
|
||||
VR VERICREST OPPOR 3.250% 4/25/59
|
80
|
79
|
||||
VR VERICREST OPPORT 4.1147% 9/25/48
|
370
|
370
|
||||
*
|
WELLS FARGO COMMERCI 2.819% 8/15/50
|
623
|
622
|
|||
WESTGATE RESORTS 3.050% 12/20/30
|
215
|
214
|
||||
WESTGATE RESORTS 3.580% 12/20/31
|
566
|
564
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
WESTLAKE AUTOMOBILE 2.460% 1/18/22
|
431
|
429
|
||||
WESTLAKE AUTOMOBILE 2.590% 12/15/22
|
515
|
511
|
||||
WESTLAKE AUTOMOBILE 2.700% 10/17/22
|
270
|
269
|
||||
WESTLAKE AUTOMOBILE 3.460% 10/17/22
|
325
|
324
|
||||
WESTLAKE AUTOMOBILE 3.610% 10/16/23
|
764
|
764
|
||||
WESTLAKE AUTOMOBILE 4.100% 6/15/21
|
70
|
70
|
||||
WORLD OMNI AUTOMOBIL 2.320% 8/15/22
|
184
|
183
|
||||
WORLD OMNI AUTOMOBIL 2.480% 8/15/22
|
412
|
408
|
||||
Total Asset-Backed Securities
|
114,734
|
|||||
Foreign Sovereign Debt
|
||||||
REPUBLIC OF COLOMBIA 4.500% 1/28/26
|
200
|
200
|
||||
UNITED MEXICAN STATE 3.750% 1/11/28
|
392
|
367
|
||||
UNITED MEXICAN STATE 4.125% 1/21/26
|
270
|
264
|
||||
UNITED MEXICAN STATE 4.350% 1/15/47
|
35
|
30
|
||||
Total Foreign Sovereign Debt
|
861
|
|||||
Municipal Bonds
|
||||||
OHIO ST UNIV 4.048% 12/01/56
|
81
|
80
|
||||
Private Placement Bonds
|
||||||
P/P ABN AMRO BANK NV 4.750% 7/28/25
|
250
|
249
|
||||
P/P AIB GROUP PLC 4.750% 10/12/23
|
290
|
287
|
||||
P/P AIR CANADA 2013- 4.125% 11/15/26
|
739
|
732
|
||||
P/P AIR CANADA 2015- 3.600% 3/15/27
|
561
|
540
|
||||
P/P AIR CANADA 2017- 3.300% 1/15/30
|
75
|
72
|
||||
P/P AIR CANADA 2017- 3.550% 1/15/30
|
256
|
245
|
||||
P/P AIRBUS SE 3.150% 4/10/27
|
164
|
158
|
||||
P/P ANGLO AMERICAN 4.000% 9/11/27
|
200
|
181
|
||||
P/P ANHEUSER-BUSCH 3.650% 2/01/26
|
410
|
388
|
||||
P/P ANHEUSER-BUSCH 4.700% 2/01/36
|
448
|
415
|
||||
P/P ANZ NEW ZEALAND 2.750% 1/22/21
|
300
|
297
|
||||
P/P ANZ NEW ZEALAND 2.850% 8/06/20
|
250
|
248
|
||||
P/P APT PIPELINES LT 4.200% 3/23/25
|
170
|
166
|
||||
P/P APT PIPELINES LT 4.250% 7/15/27
|
102
|
99
|
||||
P/P ATHENE GLOBAL FU 2.750% 4/20/20
|
127
|
126
|
||||
P/P ATHENE GLOBAL FU 4.000% 1/25/22
|
103
|
104
|
||||
P/P AUSGRID FINANCE 3.850% 5/01/23
|
200
|
200
|
||||
P/P AVIATION CAPITAL 3.500% 11/01/27
|
60
|
54
|
||||
P/P BAE SYSTEMS HOLD 3.800% 10/07/24
|
130
|
130
|
||||
P/P BANQUE FED CRED 2.000% 4/12/19
|
200
|
199
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
P/P BMW US CAPITAL 2.250% 9/15/23
|
72
|
67
|
||||
P/P BNP PARIBAS 3.500% 3/01/23
|
220
|
213
|
||||
P/P BOC AVIATION LTD 2.375% 9/15/21
|
200
|
193
|
||||
P/P BOC AVIATION LTD 2.750% 9/18/22
|
200
|
192
|
||||
P/P BPCE SA 4.625% 7/11/24
|
200
|
197
|
||||
P/P BRAMBLES USA INC 5.350% 4/01/20
|
150
|
153
|
||||
P/P BRITISH AIR 18-1 3.800% 9/20/31
|
119
|
117
|
||||
P/P BRITISH AIR 18-1 4.125% 9/20/31
|
309
|
305
|
||||
P/P BROOKLYN UNION 4.273% 3/15/48
|
100
|
99
|
||||
P/P CADILLAC FAIRVIE 3.875% 3/20/27
|
201
|
200
|
||||
P/P CANADIAN IMPERIA 2.250% 7/21/20
|
200
|
198
|
||||
P/P CARGILL INC 3.250% 3/01/23
|
25
|
25
|
||||
P/P CHEVRON PHILLIPS 3.400% 12/01/26
|
100
|
97
|
||||
P/P CK HUTCHISON INT 1.875% 10/03/21
|
200
|
192
|
||||
P/P CLEVELAND ELECTR 3.500% 4/01/28
|
95
|
91
|
||||
P/P COMMONWEALTH BAN 2.500% 9/18/22
|
140
|
135
|
||||
P/P COMMONWEALTH BAN 2.850% 5/18/26
|
110
|
103
|
||||
P/P COMMONWEALTH BAN 3.450% 3/16/23
|
110
|
110
|
||||
P/P COMMONWEALTH BAN 4.500% 12/09/25
|
200
|
196
|
||||
P/P COOPERATIEVE RAB 3.875% 9/26/23
|
250
|
251
|
||||
P/P COX COMMUNICATIO 4.800% 2/01/35
|
120
|
109
|
||||
P/P CREDIT AGRICOLE 3.250% 10/04/24
|
250
|
234
|
||||
P/P CREDIT SUISSE GR 3.574% 1/09/23
|
598
|
583
|
||||
P/P CRH AMERICA FINA 3.400% 5/09/27
|
200
|
184
|
||||
P/P CVS PASS-THROUGH 4.163% 8/10/36
|
260
|
246
|
||||
P/P CVS PASS-THROUGH 4.704% 1/10/36
|
111
|
109
|
||||
P/P CVS PASS-THROUGH 5.773% 1/10/33
|
77
|
81
|
||||
P/P CVS PASS-THROUGH 5.926% 1/10/34
|
81
|
87
|
||||
P/P DAIWA SECURITIES 3.129% 4/19/22
|
64
|
63
|
||||
P/P DIAMOND 1 FIN/DI 6.020% 6/15/26
|
200
|
201
|
||||
P/P DUQUESNE LIGHT 3.616% 8/01/27
|
230
|
217
|
||||
P/P ENEL FINANCE INT 3.625% 5/25/27
|
220
|
194
|
||||
P/P ENEL FINANCE INT 4.625% 9/14/25
|
200
|
192
|
||||
P/P ENI SPA 4.000% 9/12/23
|
200
|
197
|
||||
P/P ERAC USA FINANCE 2.600% 12/01/21
|
100
|
97
|
||||
P/P ERAC USA FINANCE 3.850% 11/15/24
|
150
|
149
|
||||
P/P GAIF BOND ISSUER 3.400% 9/30/26
|
95
|
90
|
||||
P/P GLENCORE FUNDING 4.625% 4/29/24
|
70
|
69
|
||||
P/P GOODMAN US FIN 3.700% 3/15/28
|
86
|
82
|
||||
P/P GREAT-WEST LIFEC 4.150% 6/03/47
|
370
|
345
|
||||
P/P GREAT-WEST LIFEC 4.581% 5/17/48
|
130
|
131
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
P/P GTP ACQUISITION 3.482% 6/16/25
|
190
|
188
|
||||
P/P HYUNDAI CAPITAL 2.000% 7/01/19
|
30
|
30
|
||||
P/P INTESA SANPAOLO 3.875% 7/14/27
|
200
|
172
|
||||
P/P JACKSON NATL LIF 3.050% 4/29/26
|
55
|
52
|
||||
P/P JACKSON NATL LIF 3.875% 6/11/25
|
324
|
326
|
||||
P/P JERSEY CENTRAL 4.300% 1/15/26
|
50
|
50
|
||||
P/P KEYSPAN GAS EAST 2.742% 8/15/26
|
200
|
186
|
||||
P/P LIBERTY MUTUAL 6.500% 3/15/35
|
130
|
151
|
||||
P/P LIBERTY MUTUAL 7.000% 3/15/34
|
50
|
61
|
||||
P/P MACQUARIE BANK 2.850% 7/29/20
|
300
|
297
|
||||
P/P MACQUARIE BANK 4.000% 7/29/25
|
300
|
299
|
||||
P/P MACQUARIE GROUP 6.000% 1/14/20
|
130
|
134
|
||||
*
|
P/P MET LIFE GLOB FU 3.000% 9/19/27
|
180
|
169
|
|||
P/P MEXICO CITY ARPT 4.250% 10/31/26
|
200
|
178
|
||||
P/P MEXICO CITY ARPT 5.500% 7/31/47
|
207
|
182
|
||||
P/P MID-ATLANTIC INT 4.100% 5/15/28
|
50
|
50
|
||||
P/P MITSUBISHI UFJ 2.450% 10/16/19
|
200
|
199
|
||||
P/P MITSUBISHI UFJ 2.650% 10/19/20
|
200
|
198
|
||||
P/P MITSUBISHI UFJ 2.652% 9/19/22
|
200
|
191
|
||||
P/P MIZUHO FINANCIAL 2.632% 4/12/21
|
200
|
196
|
||||
P/P MYLAN INC 3.125% 1/15/23
|
100
|
94
|
||||
P/P NEW ENGLAND POWE 3.800% 12/05/47
|
50
|
46
|
||||
P/P NEW YORK LIFE GL 2.000% 4/13/21
|
35
|
34
|
||||
P/P NEW YORK LIFE GL 2.350% 7/14/26
|
111
|
102
|
||||
P/P NEW YORK LIFE GL 3.000% 1/10/28
|
81
|
77
|
||||
P/P NISSAN MOTOR ACC 1.900% 9/14/21
|
39
|
37
|
||||
P/P NISSAN MOTOR ACC 2.550% 3/08/21
|
100
|
97
|
||||
P/P NISSAN MOTOR ACC 3.150% 3/15/21
|
50
|
49
|
||||
P/P NORDEA BANK AB 2.500% 9/17/20
|
350
|
345
|
||||
P/P NORDEA BANK AB 4.875% 1/27/20
|
100
|
102
|
||||
P/P NY STATE ELECTRI 3.250% 12/01/26
|
87
|
84
|
||||
P/P PARKER-HANNIFIN 4.100% 3/01/47
|
42
|
40
|
||||
P/P PENNSYLVANIA ELE 3.250% 3/15/28
|
26
|
24
|
||||
P/P PENSKE TRUCK LEA 4.125% 8/01/23
|
350
|
349
|
||||
P/P PRICOA GLOBAL FU 2.550% 11/24/20
|
150
|
148
|
||||
P/P PRINCIPAL LFE GL 2.625% 11/19/20
|
114
|
113
|
||||
P/P PROTECTIVE LIFE 2.700% 11/25/20
|
200
|
198
|
||||
P/P PRUDENTIAL INSUR 8.300% 7/01/25
|
300
|
370
|
||||
P/P RELIANCE STAND 2.500% 1/15/20
|
40
|
40
|
||||
P/P RELIANCE STAND 3.050% 1/20/21
|
75
|
74
|
||||
P/P RELIANCE STAND 3.850% 9/19/23
|
155
|
156
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
P/P SANTANDER UK GRO 4.750% 9/15/25
|
200
|
188
|
||||
P/P SCENTRE GROUP TR 3.500% 2/12/25
|
200
|
194
|
||||
P/P SCHLUMBERGER HLD 3.625% 12/21/22
|
209
|
208
|
||||
P/P SES SA 3.600% 4/04/23
|
50
|
49
|
||||
P/P SIEMENS FINANCIE 2.900% 5/27/22
|
250
|
245
|
||||
P/P SOCIETE GENERALE 4.250% 9/14/23
|
200
|
199
|
||||
P/P SOUTHERN NATURAL 4.800% 3/15/47
|
35
|
33
|
||||
P/P SPRINT SPECTRUM 3.360% 3/20/23
|
204
|
202
|
||||
P/P STANDARD CHARTER 3.050% 1/15/21
|
250
|
246
|
||||
P/P SUMITOMO MITSUI 2.050% 10/18/19
|
200
|
198
|
||||
P/P SWEDBANK AB 2.200% 3/04/20
|
200
|
198
|
||||
P/P TEACHERS INSUR 4.270% 5/15/47
|
70
|
67
|
||||
P/P TEACHERS INSUR 4.900% 9/15/44
|
40
|
41
|
||||
P/P TEXAS EASTERN TR 3.500% 1/15/28
|
33
|
31
|
||||
P/P UBS GROUP FUNDIN 3.491% 5/23/23
|
200
|
195
|
||||
P/P UNITED OVERSEAS 3.200% 4/23/21
|
200
|
200
|
||||
VR P/P CREDIT SUISSE 4.207% 6/12/24
|
250
|
249
|
||||
VR P/P DIA-ICHI LIFE 4.000% 12/29/49
|
200
|
185
|
||||
VR P/P MACQUARIE GRO 3.763% 11/28/28
|
175
|
160
|
||||
VR P/P MACQUARIE GRO 5.033% 1/15/30
|
200
|
197
|
||||
VR P/P PACIFIC LIFE 4.300% 10/24/67
|
64
|
56
|
||||
VR P/P STANDARD CHAR 4.247% 1/20/23
|
200
|
198
|
||||
Total Private Placement Bonds
|
21,111
|
|||||
Total Other Investments
|
136,786
|
|||||
Total Investments, at Fair Value
|
4,414,699
|
|||||
Fully Benefit Responsive Investment Contracts
|
||||||
U.S. Government and Agency Obligations
|
||||||
FEDERAL HOME LOAN BANKS 1.875% 11/29/2021
|
12,800
|
12,574
|
||||
FFCB 1.23% 9/25/2020
|
39,665
|
39,625
|
||||
FGOLD 15YR 3.5% 10/01/2020
|
2
|
2
|
||||
FGOLD 15YR 3.5% 10/01/2025
|
7
|
7
|
||||
FGOLD 15YR 3.5% 9/01/2025
|
50
|
51
|
||||
FGOLD 15YR 4% 7/01/2025
|
662
|
679
|
||||
FGOLD 15YR 3% 1/01/2027
|
2,278
|
2,286
|
||||
FGOLD 15YR 3% 1/01/2032
|
945
|
941
|
||||
FGOLD 15YR 3% 1/01/2033
|
767
|
765
|
||||
FGOLD 15YR 3% 11/01/2025
|
493
|
494
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
FGOLD 15YR 3% 11/01/2026
|
398
|
399
|
||||
FGOLD 15YR 3% 3/01/2027
|
1,964
|
1,972
|
||||
FGOLD 15YR 3% 3/01/2033
|
1,452
|
1,447
|
||||
FGOLD 15YR 3.5% 1/01/2021
|
205
|
207
|
||||
FGOLD 15YR 3.5% 10/01/2025
|
1,344
|
1,361
|
||||
FGOLD 15YR 3.5% 11/01/2025
|
71
|
72
|
||||
FGOLD 15YR 3.5% 12/01/2025
|
787
|
798
|
||||
FGOLD 15YR 3.5% 4/01/2021
|
47
|
47
|
||||
FGOLD 15YR 3.5% 5/01/2026
|
35
|
36
|
||||
FGOLD 15YR 3.5% 5/01/2032
|
2,356
|
2,386
|
||||
FGOLD 15YR 3.5% 6/01/2026
|
678
|
686
|
||||
FGOLD 15YR 3.5% 7/01/2026
|
1,058
|
1,070
|
||||
FGOLD 15YR 3.5% 8/01/2026
|
646
|
654
|
||||
FGOLD 15YR 4% 10/01/2025
|
21
|
22
|
||||
FGOLD 15YR 4% 3/01/2026
|
73
|
75
|
||||
FGOLD 15YR 4% 5/01/2026
|
249
|
256
|
||||
FGOLD 15YR 4% 6/01/2024
|
138
|
142
|
||||
FGOLD 15YR 4% 6/01/2025
|
25
|
26
|
||||
FGOLD 15YR 4% 6/01/2026
|
1,593
|
1,634
|
||||
FGOLD 15YR GIANT 3% 1/01/2027
|
597
|
600
|
||||
FGOLD 15YR GIANT 3% 3/01/2031
|
1,422
|
1,417
|
||||
FGOLD 15YR GIANT 3% 3/01/2032
|
1,780
|
1,774
|
||||
FGOLD 15YR GIANT 3% 6/01/2027
|
562
|
564
|
||||
FGOLD 15YR GIANT 3% 9/01/2030
|
852
|
850
|
||||
FGOLD 15YR GIANT 3% 9/01/2031
|
801
|
799
|
||||
FGOLD 15YR GIANT 3.5% 1/01/2027
|
701
|
710
|
||||
FGOLD 15YR GIANT 3.5% 1/01/2030
|
230
|
234
|
||||
FGOLD 15YR GIANT 3.5% 10/01/2029
|
40
|
40
|
||||
FGOLD 15YR GIANT 3.5% 11/01/2025
|
197
|
199
|
||||
FGOLD 15YR GIANT 3.5% 11/01/2029
|
572
|
581
|
||||
FGOLD 15YR GIANT 3.5% 11/01/2033
|
955
|
968
|
||||
FGOLD 15YR GIANT 3.5% 12/01/2033
|
1,140
|
1,155
|
||||
FGOLD 15YR GIANT 3.5% 3/01/2030
|
235
|
238
|
||||
FGOLD 15YR GIANT 3.5% 4/01/2029
|
219
|
222
|
||||
FGOLD 15YR GIANT 3.5% 4/01/2030
|
471
|
478
|
||||
FGOLD 15YR GIANT 3.5% 5/01/2033
|
3,580
|
3,639
|
||||
FGOLD 15YR GIANT 3.5% 6/01/2029
|
326
|
331
|
||||
FGOLD 15YR GIANT 3.5% 7/01/2021
|
5
|
5
|
||||
FGOLD 15YR GIANT 3.5% 7/01/2029
|
872
|
885
|
||||
FGOLD 15YR GIANT 3.5% 8/01/2026
|
54
|
55
|
||||
FGOLD 15YR GIANT 3.5% 8/01/2029
|
1,336
|
1,356
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
FGOLD 15YR GIANT 3.5% 8/01/2032
|
2,807
|
2,848
|
||||
FGOLD 15YR GIANT 3.5% 9/01/2025
|
219
|
222
|
||||
FGOLD 15YR GIANT 4% 10/01/2025
|
68
|
69
|
||||
FGOLD 15YR GIANT 4% 11/01/2033
|
2,213
|
2,265
|
||||
FGOLD 15YR GIANT 4% 5/01/2026
|
297
|
304
|
||||
FGOLD 15YR GIANT 4% 6/01/2026
|
473
|
485
|
||||
FHLB 1.375% 11/15/2019
|
2,650
|
2,620
|
||||
FHLB 1.375% 9/28/2020
|
5,700
|
5,585
|
||||
FHLMC 2.375% 1/13/2022
|
475
|
473
|
||||
FHLMC 5/1 HYBRID ARM 4.583% 12/01/2036
|
139
|
145
|
||||
FHLMC REFERENCE BOND 1.5% 1/17/2020
|
21,345
|
21,107
|
||||
FHLMC REFERENCE NOTES 1.375% 5/01/2020
|
33,275
|
32,761
|
||||
FHLMC_11-K014 3.871% 4/25/2021
|
1,248
|
1,270
|
||||
FHLMC_K007 4.224% 3/25/2020
|
1,262
|
1,278
|
||||
FHLMC_K009 3.808% 8/25/2020
|
1,900
|
1,918
|
||||
FHLMC_K714 3.034% 10/25/2020
|
849
|
848
|
||||
FNMA 15YR 3.5% 1/01/2026
|
562
|
569
|
||||
FNMA 15YR 3.5% 10/01/2025
|
322
|
326
|
||||
FNMA 15YR 3.5% 11/01/2025
|
1,727
|
1,748
|
||||
FNMA 15YR 3.5% 12/01/2025
|
357
|
362
|
||||
FNMA 15YR 3.5% 12/01/2026
|
13
|
14
|
||||
FNMA 15YR 3.5% 2/01/2026
|
525
|
532
|
||||
FNMA 15YR 3.5% 3/01/2026
|
181
|
183
|
||||
FNMA 15YR 3.5% 8/01/2026
|
231
|
234
|
||||
FNMA 15YR 3.5% 9/01/2025
|
45
|
46
|
||||
FNMA 15YR 4% 1/01/2025
|
28
|
29
|
||||
FNMA 15YR 4% 4/01/2025
|
415
|
426
|
||||
FNMA 15YR 4% 5/01/2025
|
246
|
252
|
||||
FNMA 15YR 4% 9/01/2024
|
298
|
305
|
||||
FNMA 15YR 4% 9/01/2025
|
15
|
15
|
||||
FNMA 15YR 4.5% 1/01/2025
|
3
|
3
|
||||
FNMA 15YR 4.5% 3/01/2023
|
28
|
29
|
||||
FNMA 15YR 4.5% 7/01/2023
|
21
|
22
|
||||
FNMA 15YR 5% 1/01/2019
|
1
|
1
|
||||
FNMA 15YR 5% 10/01/2024
|
161
|
165
|
||||
FNMA 15YR 5% 3/01/2023
|
21
|
22
|
||||
FNMA 15YR 5.5% 8/01/2023
|
24
|
24
|
||||
FNMA 15YR 6% 4/01/2023
|
110
|
113
|
||||
FNMA 10/1 HYBRID ARM 4.249% 10/01/2034
|
12
|
13
|
||||
FNMA 10/1 HYBRID ARM 4.84% 12/01/2033
|
5
|
5
|
||||
FNMA 15YR 3% 1/01/2032
|
1,548
|
1,545
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
FNMA 15YR 3% 10/01/2030
|
7,002
|
7,002
|
||||
FNMA 15YR 3% 11/01/2030
|
1,646
|
1,647
|
||||
FNMA 15YR 3% 11/01/2031
|
2,132
|
2,128
|
||||
FNMA 15YR 3% 2/01/2030
|
1,422
|
1,423
|
||||
FNMA 15YR 3% 2/01/2031
|
6,149
|
6,137
|
||||
FNMA 15YR 3% 2/01/2032
|
1,507
|
1,505
|
||||
FNMA 15YR 3% 3/01/2031
|
1,009
|
1,007
|
||||
FNMA 15YR 3% 3/01/2032
|
787
|
786
|
||||
FNMA 15YR 3% 4/01/2031
|
972
|
970
|
||||
FNMA 15YR 3% 4/01/2032
|
854
|
853
|
||||
FNMA 15YR 3% 5/01/2031
|
2,663
|
2,659
|
||||
FNMA 15YR 3% 7/01/2027
|
271
|
272
|
||||
FNMA 15YR 3% 7/01/2030
|
413
|
413
|
||||
FNMA 15YR 3% 7/01/2032
|
2,197
|
2,194
|
||||
FNMA 15YR 3% 8/01/2031
|
1,057
|
1,055
|
||||
FNMA 15YR 3% 9/01/2029
|
1,490
|
1,491
|
||||
FNMA 15YR 3% 9/01/2031
|
1,901
|
1,898
|
||||
FNMA 15YR 3% 9/01/2032
|
2,007
|
2,004
|
||||
FNMA 15YR 3.5% 1/01/2026
|
354
|
358
|
||||
FNMA 15YR 3.5% 1/01/2027
|
1,115
|
1,129
|
||||
FNMA 15YR 3.5% 1/01/2030
|
1,824
|
1,847
|
||||
FNMA 15YR 3.5% 10/01/2026
|
1,751
|
1,772
|
||||
FNMA 15YR 3.5% 10/01/2028
|
417
|
424
|
||||
FNMA 15YR 3.5% 10/01/2029
|
114
|
116
|
||||
FNMA 15YR 3.5% 11/01/2027
|
32
|
32
|
||||
FNMA 15YR 3.5% 11/01/2028
|
503
|
512
|
||||
FNMA 15YR 3.5% 11/01/2029
|
435
|
440
|
||||
FNMA 15YR 3.5% 12/01/2025
|
424
|
430
|
||||
FNMA 15YR 3.5% 12/01/2026
|
453
|
459
|
||||
FNMA 15YR 3.5% 12/01/2028
|
210
|
214
|
||||
FNMA 15YR 3.5% 12/01/2029
|
1,746
|
1,770
|
||||
FNMA 15YR 3.5% 12/01/2032
|
1,506
|
1,524
|
||||
FNMA 15YR 3.5% 2/01/2026
|
272
|
276
|
||||
FNMA 15YR 3.5% 2/01/2027
|
82
|
83
|
||||
FNMA 15YR 3.5% 2/01/2028
|
8
|
8
|
||||
FNMA 15YR 3.5% 2/01/2029
|
1,265
|
1,283
|
||||
FNMA 15YR 3.5% 2/01/2031
|
1,511
|
1,532
|
||||
FNMA 15YR 3.5% 2/01/2032
|
3,505
|
3,554
|
||||
FNMA 15YR 3.5% 3/01/2032
|
3,349
|
3,391
|
||||
FNMA 15YR 3.5% 3/01/2033
|
2,554
|
2,585
|
||||
FNMA 15YR 3.5% 4/01/2026
|
484
|
490
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
FNMA 15YR 3.5% 4/01/2030
|
697
|
707
|
||||
FNMA 15YR 3.5% 4/01/2033
|
673
|
681
|
||||
FNMA 15YR 3.5% 5/01/2027
|
263
|
267
|
||||
FNMA 15YR 3.5% 5/01/2029
|
319
|
323
|
||||
FNMA 15YR 3.5% 6/01/2027
|
1,660
|
1,680
|
||||
FNMA 15YR 3.5% 6/01/2029
|
412
|
418
|
||||
FNMA 15YR 3.5% 6/01/2030
|
773
|
786
|
||||
FNMA 15YR 3.5% 6/01/2032
|
1,334
|
1,351
|
||||
FNMA 15YR 3.5% 7/01/2029
|
2,559
|
2,595
|
||||
FNMA 15YR 3.5% 7/01/2032
|
1,266
|
1,281
|
||||
FNMA 15YR 3.5% 8/01/2026
|
214
|
217
|
||||
FNMA 15YR 3.5% 8/01/2027
|
298
|
302
|
||||
FNMA 15YR 3.5% 8/01/2029
|
1,622
|
1,645
|
||||
FNMA 15YR 3.5% 8/01/2032
|
2,937
|
2,974
|
||||
FNMA 15YR 3.5% 9/01/2026
|
1,754
|
1,776
|
||||
FNMA 15YR 3.5% 9/01/2028
|
1,251
|
1,266
|
||||
FNMA 15YR 3.5% 9/01/2029
|
2,139
|
2,168
|
||||
FNMA 15YR 4% 1/01/2029
|
892
|
912
|
||||
FNMA 15YR 4% 11/01/2026
|
252
|
258
|
||||
FNMA 15YR 4% 5/01/2027
|
12
|
13
|
||||
FNMA 15YR 4.5% 5/01/2024
|
149
|
153
|
||||
FNMA 15YR 4.5% 6/01/2026
|
89
|
92
|
||||
FNMA 15YR 5% 3/01/2023
|
4
|
4
|
||||
FNMA 15YR 5.5% 4/01/2021
|
37
|
38
|
||||
FNMA 2.5% 4/13/2021
|
4,075
|
4,069
|
||||
FNMA 6M LIBOR ARM 3.915% 11/01/2032
|
31
|
32
|
||||
FNMA 6M LIBOR ARM 4.011% 3/01/2034
|
114
|
117
|
||||
FNMA 6M LIBOR ARM 4.018% 4/01/2035
|
87
|
90
|
||||
FNMA 6M LIBOR ARM 4.13% 12/01/2032
|
124
|
130
|
||||
FNMA 6M LIBOR ARM 4.342% 9/01/2035
|
253
|
258
|
||||
FNMA 7/1 HYBRID ARM 4.533% 1/01/2036
|
19
|
20
|
||||
FNMA 7/1 HYBRID ARM 4.587% 1/01/2034
|
57
|
59
|
||||
FNMA 7/1 HYBRID ARM 4.62% 3/01/2036
|
34
|
36
|
||||
FNMA_03-W11 5.63136% 6/25/2033
|
1
|
1
|
||||
FNMA_11-55 3% 7/25/2025
|
285
|
285
|
||||
FNMA_12-31 1.75% 10/25/2022
|
891
|
878
|
||||
GNMA_12-142 1.105% 5/16/2037
|
864
|
838
|
||||
GNMA_12-86 1.55817% 4/16/2040
|
5
|
5
|
||||
GNMA_13-12 1.41% 10/16/2042
|
545
|
520
|
||||
GNMA_13-126 1.54% 4/16/2038
|
498
|
482
|
||||
GNMA_13-146 2% 8/16/2040
|
598
|
581
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
GNMA_13-17 1.55835% 10/16/2043
|
661
|
630
|
||||
GNMA_13-179 1.8% 7/16/2037
|
428
|
415
|
||||
GNMA_13-194 2.25% 5/16/2038
|
409
|
400
|
||||
GNMA_13-2 1.6% 12/16/2042
|
400
|
389
|
||||
GNMA_13-30 1.5% 5/16/2042
|
1,165
|
1,111
|
||||
GNMA_13-32 1.9% 1/16/2042
|
1,201
|
1,151
|
||||
GNMA_13-33 1.061% 7/16/2038
|
1,167
|
1,094
|
||||
GNMA_13-35 1.618% 2/16/2040
|
1,793
|
1,715
|
||||
GNMA_13-52 1.15% 6/16/2038
|
1,060
|
1,003
|
||||
GNMA_13-57 1.35% 6/16/2037
|
1,333
|
1,279
|
||||
GNMA_13-73 1.35% 1/16/2039
|
1,327
|
1,252
|
||||
GNMA_13-78 1.62443% 7/16/2039
|
389
|
372
|
||||
GNMA_14-103 1.742% 6/16/2053
|
1,659
|
1,613
|
||||
GNMA_14-109 2.325% 1/16/2046
|
1,100
|
1,080
|
||||
GNMA_14-135 2.4% 8/16/2045
|
1,114
|
1,090
|
||||
GNMA_14-47 2.25% 8/16/2040
|
49
|
49
|
||||
GNMA_14-64 2.2% 11/16/2046
|
981
|
961
|
||||
GNMA_14-86 2.65% 11/16/2040
|
948
|
938
|
||||
GNMA_15-109 2.5279% 2/16/2040
|
878
|
862
|
||||
GNMA_15-2 2.1% 12/16/2044
|
1,142
|
1,113
|
||||
GNMA_15-21 2.6% 11/16/2042
|
828
|
818
|
||||
GNMA_15-5 2.5% 11/16/2039
|
1,798
|
1,769
|
||||
GNMA_15-78 2.9179% 6/16/2040
|
704
|
696
|
||||
GNMA_16-39 2.3% 1/16/2043
|
1,646
|
1,596
|
||||
TREASURY NOTE 1.25% 10/31/2021
|
63,975
|
61,846
|
||||
TREASURY NOTE 2.625% 11/15/2020
|
26,800
|
26,848
|
||||
US TII .125 04/15/2022 (T 0.125% 4/15/2022
|
11,375
|
11,447
|
||||
Total U.S. Government and Agency Obligations
|
382,513
|
|||||
Common/Collective Trusts
|
||||||
*
|
COLUMBIA TRUST DECL DURATION GOVT BOND FUND
|
5,993
|
63,161
|
|||
*
|
COLUMBIA TRUST GOV MONEY MKT FUND
|
4,691
|
4,691
|
|||
Total Common/Collective Trusts
|
67,852
|
|||||
Pooled Separate Accounts
|
||||||
*
|
MET LIFE SEPARATE ACCOUNT CONTRACT
|
628
|
66,795
|
(a) | (b) Identity of Issuer, Borrower, Lessor, or Similar Party |
(c) Number of Shares/ Units or Face Amount (in thousands)
|
(d) Current Value (in thousands)
|
|||
Wrapper Contracts
|
||||||
*
|
JP MORGAN CHASE I - #AISP01, MATURES 12/31/50, 4.24%
|
41
|
||||
LINCOLN NATIONAL LIFE
|
7
|
|||||
MONUMENT LIFE V - #MDS00375TR, MATURES 12/31/50, 4.08%
|
17
|
|||||
Total Wrapper Contracts
|
65
|
|||||
Total Fully Benefit Responsive Investment Contracts, at Fair Value
|
517,225
|
|||||
Adjustment from Fair Value to Contract Value
|
||||||
*
|
JP MORGAN CHASE I - #AISP01, MATURES 12/31/50, 4.24%
|
1,389
|
||||
LINCOLN NATIONAL LIFE
|
670
|
|||||
*
|
MET LIFE - #28972, MATURES 12/31/50, 3.98%
|
645
|
||||
*
|
MET LIFE (SA)- #32745
|
478
|
||||
MONUMENT LIFE V - #MDS00375TR, MATURES 12/31/50, 4.08%
|
1,563
|
|||||
PACIFIC LIFE - # 26755, MATURES 12/31/50, 4.00%
|
743
|
|||||
PRUDENTIAL GA63690
|
343
|
|||||
RBC I - #10903, MATURES 12/31/50, 4.02%
|
700
|
|||||
Total Adjustments
|
6,531
|
|||||
Total Fully Benefit Responsive Investment Contracts, at Contract Value
|
523,756
|
|||||
TOTAL INVESTMENTS
|
4,938,455
|
|||||
Loans to Participants
|
||||||
*
|
Various Loans - 3.25% through 9.50% due through March 2049
|
81,802
|
||||
Loans to Participants Total
|
81,802
|
(a) Identity of Issuer, Borrower, Lessor, or Similar Party | (b) Number of Shares/Units or Face Amount (in thousands) | (c) Proceeds of dispositions (in thousands) | ||
CORPORATE DEBT INSTRUMENTS
|
||||
ABB FINANCE USA INC 3.800% 4/03/28
|
75
|
76
|
||
ANHEUSER-BUSCH INBEV 4.000% 4/13/28
|
110
|
110
|
||
ANHEUSER-BUSCH INBEV 4.600% 4/15/48
|
50
|
45
|
||
CENTERPOINT ENERGY 3.550% 4/01/23
|
45
|
45
|
||
CITIZENS BANK NA/RI 3.700% 3/29/23
|
250
|
249
|
||
ESSEX PORTFOLIO LP 4.500% 3/15/48
|
45
|
44
|
||
GENERAL MILLS INC 4.550% 4/17/38
|
20
|
20
|
||
HARTFORD FINL SVCS 4.400% 3/15/48
|
90
|
92
|
||
INGERSOLL-RAND GL HL 3.750% 8/21/28
|
100
|
96
|
||
MCDONALD'S CORP 3.350% 4/01/23
|
45
|
45
|
||
MCDONALD'S CORP 4.450% 3/01/47
|
35
|
35
|
||
MCKESSON CORP 3.950% 2/16/28
|
27
|
26
|
||
MPLX LP 4.000% 3/15/28
|
78
|
76
|
||
NUTRIEN LTD 3.000% 4/01/25
|
150
|
138
|
||
STRYKER CORP 3.650% 3/07/28
|
60
|
59
|
||
VALERO ENERGY PARTNE 4.500% 3/15/28
|
55
|
54
|
||
WELLTOWER INC 4.250% 4/15/28
|
65
|
63
|
||
WESTPAC BANKING CORP 3.400% 1/25/28
|
110
|
105
|
||
PRIVATE PLACEMENT BONDS
|
||||
P/P AT&T INC 4.900% 8/15/37
|
324
|
323
|
||
P/P COMMONWEALTH BAN 3.900% 3/16/28
|
110
|
108
|
||
P/P NVENT FINANCE SA 4.550% 4/15/28
|
98
|
98
|
||
P/P PETROLEOS MEXICA 5.350% 2/12/28
|
71
|
71
|
||
P/P PETROLEOS MEXICA 6.500% 1/23/29
|
88
|
88
|
||
P/P TENCENT HOLDINGS 3.595% 1/19/28 | 200 | 185 | ||
VR P/P MACQUARIE GRO 4.654% 3/27/29
|
100
|
99
|
AMERICAN EXPRESS RETIREMENT
SAVINGS PLAN
|
|||
Date: June 20, 2019
|
By
|
/s/ Rita Pang
|
|
Rita Pang
|
|||
Employee Benefits Administration Committee
|
Exhibit
Number
|
Description
|
How Filed
|
23
|
Electronically filed herewith
|