1. Ingeniería

The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an
investment will fluctuate so that an investor’s shares, when sold or redeemed, may be worth more or less than the original cost. Current
performance may be lower or higher than the performance quoted. Performance data current to the most recent month end may be obtained by
calling toll-free 1-800-iShares (1-800-474-2737) or by visiting www.iShares.com.
Shares of iShares Funds are bought and sold at market price (not NAV) and are not individually redeemed from the Fund. Brokerage commissions will
reduce returns. Market returns are based upon the midpoint of the bid/ask spread at 4:00 p.m. eastern time (when NAV is normally determined for most
iShares Funds), and do not represent the returns you would receive if you traded shares at other times.
After-tax returns are calculated using the historical highest individual federal marginal income tax rates and do not reflect the impact of state and local taxes.
Actual after-tax returns depend on the investor’s tax situation and may differ from those shown. The after-tax returns shown are not relevant to investors who
hold their fund shares through tax-deferred arrangements such as 401(k) plans or individual retirement accounts.
Index returns are for illustrative purposes only and do not represent actual iShares Fund performance. Index performance returns do not reflect
any management fees, transaction costs or expenses. Indexes are unmanaged and one cannot invest directly in an index.
Credit ratings are assigned by Nationally Recognized Statistical Rating Organizations based on assessment of the credit worthiness of the
underlying bond issuers. AAA bonds (investment grade) carry the highest credit rating. Below investment-grade is represented by a rating of BB
and below. Ratings and portfolio credit quality may change over time. Unrated securities do not necessarily indicate low quality.
Carefully consider the iShares Funds’ investment objectives, risk factors, and charges and expenses before investing. This and other information
can be found in the Funds’ prospectuses and, if available, summary prospectuses, which may be obtained by calling 1-800-iShares (1-800-4742737) or by visiting www.iShares.com. Read the prospectus carefully before investing.
Investing involves risk, including possible loss of principal.
Bonds and bond funds will decrease in value as interest rates rise and are subject to credit risk, which refers to the possibility that the debt issuers will not be
able to make principal and interest payments. Narrowly focused investments typically exhibit higher volatility and are subject to greater geographic or asset
class risk. Shares of the Fund trade at market price, which may be greater or less than net asset value.
The Fund will terminate on or about March 31 of the year in Fund’s name. An investment in the Fund(s) is not guaranteed, and an investor may experience
losses, including near or at the termination date. In the final months of the Fund’s operation, as the bonds it holds mature, its portfolio will transition to cash
and cash-like instruments. Following the Fund’s termination date, the Fund will distribute substantially all of its net assets, after deduction of any liabilities, to
then-current investors without further notice and will no longer be listed or traded. The Funds do not seek to return any predetermined amount.
During the twelve months prior to the Fund’s planned termination date, its yield will generally tend to move toward prevailing money market rates, and may be
lower than the yields of the bonds previously held by the Fund and lower than prevailing yields for bonds in the market.
The rate of Fund distribution payments may adversely affect the tax characterization of an investor’s returns from an investment in the Fund relative to a
direct investment in bonds. If the amount an investor receives as liquidation proceeds upon the Fund’s termination is higher or lower than the investor’s cost
basis, the investor may experience a gain or loss for tax purposes.
The iShares Funds are distributed by BlackRock Investments, LLC (together with its affiliates, “BlackRock”).
The iShares Funds are not sponsored, endorsed or issued by Barclays Capital Inc., nor does this company make any representation regarding the
advisability of investing in the Funds. BlackRock is not affiliated with the company listed above.
©2013 BlackRock. All rights reserved. iSHARES, iSHARESBONDS, BLACKROCK and BLACKROCK SOLUTIONS are registered and unregistered
trademarks of BlackRock. All other marks are the property of their respective owners. iS-9407-0313
* Not FDIC Insured * No Bank Guarantee * May Lose Value
Green Package
Page 2 of 29
Extended Core Breakout Exposure Report iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
%NAV
Fund/ Sector
iShares iBonds Mar 2020 Corporate ex-Financials ETF
TOTAL ASSETS
Market Value (m)
Duration
Duration Contribution
Convexity
Spread Duration
54,553
4.09
4.15
-0.05
4.09
4.15
-0.05
0.20
0.20
0.00
4.15
4.21
-0.06
0
0
54,359
149
99.64 100.00
-0.36
4.11
4.15
-0.04
4.09
4.15
-0.05
0.20
0.20
0.00
4.17
4.21
-0.05
50,382
138
92.35
92.45
-0.09
4.12
4.15
-0.03
3.81
3.84
-0.03
0.20
0.20
0.00
4.18
4.22
5,817
15
10.66
10.08
0.58
3.93
3.89
0.04
0.42
0.39
0.03
0.19
0.18
0.00
3.99
Chemicals
2,924
8
5.36
4.89
0.47
4.17
4.15
0.02
0.22
0.20
0.02
0.20
0.20
0.00
Metals and Mining
CASH
Corporates
Industrial
Basic Industry
Yield
OAS
Count Port Bench Active Port Bench Active Port Bench Active Port Bench Active Port Bench Active Port Bench Active Port Bench Active
54,553
151 100.00 100.00
4.09
4.15
-0.05 4.09
4.15
-0.05 0.20
0.20
0.00 4.15
4.21
-0.06 2.07
2.06
0.00
71
70
2
151 100.00 100.00
2.07
2.06
0.00
71
70
2
0.17
0.17
2.07
2.06
0.01
72
70
2
-0.04
2.08
2.07
0.01
72
70
2
3.96
0.03
2.27
2.24
0.03
93
91
2
4.19
4.18
0.02
2.14
2.17
-0.02
78
80
-3
2,770
6
5.08
4.67
0.41
3.68
3.65
0.03
0.19
0.17
0.02
0.17
0.16
0.00
3.78
3.74
0.04
2.37
2.24
0.13
107
95
12
Paper
123
1
0.22
0.51
-0.29
3.98
3.59
0.39
0.01
0.02
-0.01
0.19
0.16
0.03
4.00
3.93
0.08
2.73
2.86
-0.13
137
152
-15
Capital Goods
5,108
15
9.36
9.21
0.16
4.22
4.22
0.00
0.40
0.39
0.01
0.21
0.21
0.00
4.25
4.25
0.00
1.91
1.93
-0.02
54
56
-2
Aerospace and Defense
1,896
6
3.48
2.78
0.70
4.37
4.32
0.05
0.15
0.12
0.03
0.23
0.22
0.01
4.40
4.34
0.05
2.03
2.08
-0.06
62
68
-7
Construction Machinery
1,497
3
2.74
3.52
-0.77
4.24
4.31
-0.07
0.12
0.15
-0.04
0.21
0.21
-0.01
4.27
4.34
-0.07
1.77
1.83
-0.05
42
45
-3
Diversified Manufacturing
1,394
4
2.56
2.53
0.02
4.04
3.99
0.05
0.10
0.10
0.00
0.19
0.19
0.00
4.07
4.01
0.05
1.82
1.83
-0.01
48
51
-2
Packaging
Environmental
Communications
59
1
0.11
0.08
0.03
3.97
3.97
0.00
0.00
0.00
0.19
0.19
3.99
3.99
2.49
2.49
116
116
262
1
0.48
0.30
0.18
4.07
4.29
-0.22
0.02
0.01
0.01
0.20
0.22
-0.02
4.10
4.32
-0.22
2.23
2.33
-0.10
87
92
-5
4,906
15
8.99
9.20
-0.21
4.25
4.19
0.06
0.38
0.39
0.00
0.22
0.21
0.01
4.28
4.27
0.01
2.20
2.19
0.01
81
81
0
Cable and Satellite
1,852
4
3.39
3.43
-0.03
4.30
4.23
0.08
0.15
0.14
0.00
0.22
0.22
0.01
4.33
4.25
0.08
2.12
2.11
0.01
72
72
-1
Media and Entertainment
1,086
5
1.99
1.86
0.13
4.21
4.20
0.02
0.08
0.08
0.01
0.21
0.20
0.00
4.24
4.22
0.02
2.14
2.03
0.11
77
67
10
Wireless
1,339
2
2.45
2.43
0.02
4.38
4.37
0.01
0.11
0.11
0.00
0.23
0.23
0.00
4.41
4.40
0.01
2.40
2.41
0.00
99
99
0
629
4
1.15
1.48
-0.32
3.90
3.78
0.11
0.04
0.06
-0.01
0.18
0.18
0.01
3.92
4.17
-0.25
2.10
2.24
-0.13
79
88
-8
6,124
18
11.23
11.80
-0.57
3.95
4.14
-0.19
0.44
0.49
-0.05
0.19
0.20
-0.01
4.07
4.29
-0.22
1.87
2.00
-0.14
56
64
-8
1,047
3
1.92
3.11
-1.19
4.25
4.28
-0.03
0.08
0.13
-0.05
0.21
0.21
0.00
4.28
4.31
-0.03
1.84
1.88
-0.05
48
52
-4
Gaming
106
1
0.19
0.09
0.10
0.11
0.11
0.00
0.00
0.00
0.00
0.00
3.78
3.78
6.11
6.11
473
473
Lodging
317
1
0.58
0.09
0.49
0.36
0.36
0.00
0.00
0.00
0.00
0.00
0.36
0.36
0.32
0.32
7
7
2,491
6
4.57
4.02
0.54
4.31
4.27
0.04
0.20
0.17
0.03
0.21
0.21
0.01
4.34
4.29
0.04
1.75
1.73
0.02
38
37
529
2
0.97
0.44
0.53
4.12
4.12
0.00
0.04
0.02
0.02
0.20
0.20
0.00
4.14
4.15
0.00
1.81
1.78
0.03
48
45
3
1,633
5
2.99
4.05
-1.05
4.10
4.09
0.02
0.12
0.17
-0.04
0.19
0.18
0.00
4.25
4.38
-0.13
2.10
2.33
-0.23
73
93
-20
11,560
Wirelines
Consumer Cyclical
Automotive
Retailers
Restaurants
Consumer Cyclical Services
Consumer Non-Cyclical
1
34
21.19
21.74
-0.55
4.22
4.26
-0.04
0.89
0.93
-0.03
0.21
0.21
0.00
4.31
4.34
-0.02
2.07
2.00
0.07
68
61
7
Consumer Products
75
1
0.14
1.04
-0.90
4.02
4.35
-0.33
0.01
0.05
-0.04
0.19
0.22
-0.03
4.05
4.38
-0.33
2.53
1.72
0.81
121
35
86
Food and Beverage
3,565
11
6.53
5.99
0.54
4.15
4.16
-0.01
0.27
0.25
0.02
0.21
0.21
0.00
4.39
4.37
0.01
2.18
2.12
0.06
78
72
6
Healthcare
3,897
12
7.14
6.79
0.36
4.24
4.35
-0.11
0.30
0.30
0.01
0.21
0.22
-0.01
4.26
4.38
-0.11
2.19
2.15
0.04
81
75
6
Pharmaceuticals
2,807
6
5.15
6.02
-0.87
4.24
4.21
0.03
0.22
0.25
-0.04
0.21
0.20
0.00
4.26
4.23
0.03
1.71
1.70
0.00
35
35
-1
-3
Supermarkets
152
1
0.28
0.21
0.07
4.35
4.21
0.14
0.01
0.01
0.00
0.23
0.21
0.01
4.38
4.23
0.14
2.48
2.48
0.00
107
110
1,064
3
1.95
1.70
0.25
4.35
4.37
-0.02
0.08
0.07
0.01
0.23
0.23
0.00
4.38
4.40
-0.02
2.14
2.14
0.00
73
73
0
8,447
25
15.48
14.21
1.27
4.15
4.22
-0.07
0.64
0.60
0.04
0.20
0.21
0.00
4.17
4.24
-0.07
2.42
2.33
0.09
106
95
11
Independent
2,246
5
4.12
2.84
1.28
4.05
4.10
-0.05
0.17
0.12
0.05
0.20
0.20
0.00
4.08
4.12
-0.05
2.40
2.40
0.00
104
104
0
Integrated
3,286
8
6.02
6.80
-0.78
4.31
4.33
-0.02
0.26
0.29
-0.04
0.22
0.22
0.00
4.33
4.36
-0.02
2.02
1.97
0.05
64
59
5
Midstream
1,491
8
2.73
2.42
0.31
4.10
4.29
-0.19
0.11
0.10
0.01
0.20
0.21
-0.01
4.13
4.31
-0.19
3.14
2.77
0.37
177
137
40
Oil Field Services
1,293
3
2.37
1.98
0.39
3.93
3.90
0.03
0.09
0.08
0.02
0.19
0.17
0.02
3.95
3.92
0.03
2.60
2.85
-0.25
127
150
-24
132
1
0.24
0.17
0.07
4.39
4.39
0.01
0.01
0.00
0.23
0.23
4.42
4.42
2.93
2.93
150
150
Technology
6,997
11
12.83
12.17
0.66
4.13
4.15
-0.02
0.53
0.51
0.02
0.20
0.20
0.00
4.19
4.22
-0.03
1.82
1.84
-0.03
47
49
-2
Transportation
1,126
4
2.06
2.76
-0.70
3.82
3.76
0.06
0.08
0.10
-0.03
0.17
0.17
0.00
3.84
3.78
0.06
1.79
2.20
-0.41
49
87
-38
Tobacco
Energy
Refining
Airlines
Railroads
Transportation Services
Industrial Other
Utility
Electric
Natural Gas
Cash Securities
0
0
0.88
-0.88
3.33
-3.33
0.03
-0.03
0.17
-0.17
3.35
-3.35
3.02
-3.02
170
-170
74
1
0.13
0.56
-0.43
4.18
4.27
-0.09
0.01
0.02
-0.02
0.21
0.18
0.03
4.20
4.27
-0.07
2.08
1.93
0.15
71
53
18
1,053
3
1.93
1.32
0.61
3.80
3.84
-0.04
0.07
0.05
0.02
0.17
0.18
0.00
3.82
3.86
-0.04
1.77
1.76
0.01
48
47
1
297
1
0.54
1.28
-0.74
3.85
3.88
-0.04
0.02
0.05
-0.03
0.18
0.18
0.00
3.87
3.91
-0.04
1.61
1.65
-0.04
32
35
-3
3,977
11
7.29
7.55
-0.26
3.95
4.08
-0.13
0.29
0.31
-0.02
0.19
0.20
-0.01
3.98
4.11
-0.13
1.99
2.00
-0.02
66
66
0
3,977
11
7.29
7.44
-0.15
3.95
4.09
-0.13
0.29
0.30
-0.02
0.19
0.20
-0.01
3.98
4.11
-0.13
1.99
2.00
-0.01
66
65
1
0
0
0.11
-0.11
3.82
-3.82
0.00
0.00
0.18
-0.18
3.84
-3.84
2.39
-2.39
108
-108
194
2
0.36
0.36
0.00
0.00
0.00
0.00
0.00
0.00
0.17
0.17
STIF Funds
258
1
0.47
0.47
0.00
0.00
0.00
0.00
0.00
0.00
0.17
0.17
Other
-64
1
-0.12
-0.12
0.00
0.00
0.00
0.00
0.00
0.00
0.17
0.17
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Green Package
Page 3 of 29
Risk Summary Extended Core Breakout iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Position Description
CUSIP
Ticker
Corporates
Industrial
Basic Industry
Chemicals
Coupon
Stated Maturity
Issue Date
Current Face (m)
Market Price
Market Value (m)
% Market NAV
WAL
Portfolio Yield to to Maturity
Spread
Duration
Duration Contribution
DV01 (m)
Convexity
Spread Duration
4.403
48,920
110.042
54,359
99.64
4.58
2.07%
72
4.11
4.095
22
0.20
4.17
4.328
45,485
109.721
50,382
92.35
4.59
2.08%
72
4.12
3.807
21
0.20
4.18
5.926
4,980
115.067
5,817
10.66
4.49
2.27%
93
3.93
0.419
2
0.19
3.99
5.052
2,565
112.636
2,924
5.36
4.66
2.14%
78
4.17
0.223
1
0.20
4.19
E I DU PONT DE NEMOURS AND CO
263534BZ1
DD
4.625
1/15/2020
11/9/2009
615
111.661
688
1.26
4.95
2.13%
71
4.47
0.056
0
0.23
4.50
POTASH CORPORATION OF SASKATCHEWAN
73755LAH0
POT
4.875
3/30/2020
9/28/2009
485
112.818
555
1.02
5.16
2.23%
79
4.55
0.046
0
0.25
4.58
PRAXAIR INC
74005PAU8
PX
4.500
8/15/2019
8/13/2009
390
111.563
443
0.81
4.53
1.83%
48
4.07
0.033
0
0.20
4.09
LYONDELLBASELL INDUSTRIES NV
552081AG6
LYB
5.000
4/15/2019
7/17/2012
300
109.701
334
0.61
3.95
2.41%
115
3.63
0.022
0
0.13
3.63
POTASH CORP OF SASKATCHEWAN INC
73755LAF4
POT
6.500
5/15/2019
5/1/2009
235
118.465
282
0.52
4.28
1.98%
69
3.78
0.020
0
0.17
3.80
DOW CHEMICAL COMPANY (THE)
260543BX0
DOW
8.550
5/15/2019
5/13/2009
200
125.2
254
0.47
4.28
2.33%
105
3.67
0.017
0
0.17
3.69
AIR PRODUCTS AND CHEMICALS INC
009158AP1
APD
4.375
8/21/2019
8/21/2009
225
110.37
253
0.46
4.55
1.98%
63
4.09
0.019
0
0.20
4.12
AIRGAS INC
009363AP7
ARG
2.375
2/15/2020
2/14/2013
115
99.044
115
0.21
5.03
2.58%
111
4.68
0.010
0
0.24
4.70
2,315
117.54
2,770
5.08
4.31
2.37%
107
3.68
0.187
1
0.17
3.78
Metals and Mining
6.832
BHP BILLITON FINANCE (USA) LTD
055451AH1
BHP
6.500
4/1/2019
3/25/2009
1,025
118.619
1,238
2.27
4.16
1.83%
56
3.66
0.083
0
0.16
3.68
RIO TINTO FIN USA LTD
767201AH9
RIOLN
9.000
5/1/2019
4/17/2009
700
127.862
911
1.67
4.24
2.10%
83
3.61
0.060
0
0.16
3.63
FREEPORT-MCMORAN COPPER & GOLD INC
35671DBG9
FCX
3.100
3/15/2020
10/9/2013
230
92.76
216
0.40
5.12
4.71%
321
4.66
0.018
0
0.25
4.69
BARRICK GOLD CORPORATION
067901AB4
ABXCN
6.950
4/1/2019
3/24/2009
130
115.418
153
0.28
4.16
2.98%
170
3.62
0.010
0
0.16
3.64
NEWMONT MINING CORP
651639AL0
NEM
5.125
10/1/2019
9/18/2009
115
108.586
127
0.23
4.66
3.13%
175
4.13
0.010
0
0.20
4.15
VALE OVERSEAS LIMITED
91911TAJ2
VALEBZ
5.625
9/15/2019
9/15/2009
115
106.007
124
0.23
4.62
4.18%
279
2.30
0.005
0
0.06
4.06
100
120.19
123
0.22
4.66
2.73%
137
3.98
0.009
0
0.19
4.00
100
120.19
123
0.22
4.66
2.73%
137
3.98
0.009
0
0.19
4.00
4,650
108.64
5,108
9.36
4.63
1.91%
54
4.22
0.395
2
0.21
4.25
Paper
WEYERHAEUSER
7.375
962166BV5
WY
Capital Goods
7.375
10/1/2019
10/1/2009
3.858
Aerospace and Defense
1,660
112.49
1,896
3.48
4.91
2.03%
62
4.37
0.152
1
0.23
4.40
BOEING CO
097023AZ8
BA
4.717
4.875
2/15/2020
7/28/2009
705
113.956
819
1.50
5.03
1.95%
52
4.45
0.067
0
0.24
4.47
RAYTHEON COMPANY
755111BR1
RTN
4.400
2/15/2020
11/19/2009
290
111.032
328
0.60
5.03
2.08%
64
4.49
0.027
0
0.24
4.52
BOEING CAPITAL CORP
097014AL8
BA
4.700
10/27/2019
10/27/2009
225
112.855
257
0.47
4.73
1.85%
47
4.25
0.020
0
0.21
4.28
LOCKHEED MARTIN CORPORATION
539830AT6
LMT
4.250
11/15/2019
11/18/2009
225
110.212
250
0.46
4.78
2.00%
61
4.33
0.020
0
0.22
4.36
L-3 COMMUNICATIONS CORP
502413AY3
LLL
5.200
10/15/2019
5/7/2010
115
111.148
130
0.24
4.70
2.66%
128
4.17
0.010
0
0.21
4.19
TITAN II INC
666807BA9
NOC
5.050
8/1/2019
7/30/2009
100
112.222
112
0.21
4.49
2.18%
84
4.07
0.008
0
0.20
4.10
1,475
101.07
1,497
2.74
4.46
1.77%
42
4.24
0.116
1
0.21
4.27
Construction Machinery
2.047
JOHN DEERE CAPITAL CORP
24422ERR2
DE
2.250
4/17/2019
4/17/2012
675
102.266
695
1.27
4.21
1.69%
38
3.98
0.051
0
0.18
4.01
JOHN DEERE CAPITAL CORP
24422ERY7
DE
1.700
1/15/2020
10/12/2012
450
98.971
446
0.82
4.95
1.92%
48
4.73
0.039
0
0.25
4.76
CATERPILLAR FINANCIAL SERVICES COR MTN
14912L6B2
CAT
2.100
6/9/2019
6/9/2014
350
101.463
356
0.65
4.35
1.75%
41
4.14
0.027
0
0.20
4.17
1,240
111.082
1,394
2.56
4.46
1.82%
48
4.04
0.103
1
0.19
4.07
Diversified Manufacturing
4.446
EMERSON ELECTRIC CO
291011AY0
EMR
4.875
10/15/2019
1/21/2009
485
113.504
558
1.02
4.70
1.86%
49
4.20
0.043
0
0.21
4.23
ILLINOIS TOOL WORKS INC
452308AJ8
ITW
6.250
4/1/2019
9/15/2009
390
117.754
468
0.86
4.16
1.80%
53
3.67
0.031
0
0.16
3.70
3M CO MTN
88579YAG6
MMM
1.625
6/15/2019
6/5/2014
250
100.404
252
0.46
4.37
1.53%
19
4.20
0.019
0
0.20
4.22
KENNAMETAL INC
489170AD2
KMT
2.650
11/1/2019
11/7/2012
115
101.453
117
0.22
4.66
2.32%
91
4.41
0.009
0
0.21
4.43
50
118.214
59
0.11
4.49
2.49%
116
3.97
0.004
0
0.19
3.99
50
118.214
59
0.11
4.49
2.49%
116
3.97
0.004
0
0.19
3.99
225
114.265
262
0.48
4.62
2.23%
87
4.07
0.020
0
0.20
4.10
225
114.265
262
0.48
4.62
2.23%
87
4.07
0.020
0
0.20
4.10
4,315
112.358
4,906
8.99
4.77
2.20%
81
4.25
0.382
2
0.22
4.28
Packaging
BEMIS COMPANY INC
6.800
081437AF2
BMS
Environmental
REPUBLIC SERVICES INC
6.800
8/1/2019
7/27/2009
5.500
760761AB2
RSG
Communications
5.500
9/15/2019
8/2/2010
4.936
1,590
114.884
1,852
3.39
4.88
2.12%
72
4.30
0.146
1
0.22
4.33
COMCAST CORP
Cable and Satellite
20030NBA8
CMCSA
5.363
5.150
3/1/2020
3/1/2010
790
114.822
924
1.69
5.08
2.06%
63
4.46
0.075
0
0.24
4.48
DIRECTV HOLDINGS LLC/DIRECTV FINAN
25459HAU9
DTV
5.875
10/1/2019
4/13/2010
325
115.805
383
0.70
4.66
2.28%
92
4.09
0.029
0
0.20
4.11
COMCAST CORP
20030NAZ4
CMCSA
5.700
7/1/2019
6/18/2009
250
116.46
292
0.54
4.41
1.80%
48
3.95
0.021
0
0.19
3.98
TIME WARNER CABLE INC
88732JAW8
TWC
5.000
2/1/2020
12/11/2009
225
112.018
252
0.46
4.99
2.43%
100
4.48
0.021
0
0.24
4.51
1,010
106.41
1,086
1.99
4.61
2.14%
77
4.21
0.084
0
0.21
4.24
Media and Entertainment
3.539
WALT DISNEY COMPANY (THE) MTN
25468PDA1
DIS
1.850
5/30/2019
6/2/2014
250
101.128
254
0.46
4.32
1.58%
25
4.13
0.019
0
0.20
4.16
TIME WARNER INC
887317AT2
TWX
2.100
6/1/2019
5/28/2014
250
99.88
251
0.46
4.33
2.13%
79
4.12
0.019
0
0.20
4.14
TIME WARNER INC
887317AF2
TWX
4.875
3/15/2020
3/11/2010
215
112.206
245
0.45
5.12
2.33%
89
4.51
0.020
0
0.24
4.54
VIACOM INC (NEW)
92553PAD4
VIA
5.625
9/15/2019
8/26/2009
165
113.728
191
0.35
4.62
2.46%
110
4.06
0.014
0
0.20
4.08
THOMSON REUTERS CORP
884903BG9
TRICN
4.700
10/15/2019
9/29/2009
130
110.255
145
0.27
4.70
2.38%
100
4.21
0.011
0
0.21
4.24
1,175
112.484
1,339
2.45
4.96
2.40%
99
4.38
0.108
1
0.23
4.41
Wireless
5.111
AMERICA MOVIL SAB DE CV
02364WAV7
AMXLMM
5.000
3/30/2020
8/25/2010
885
112.077
1,007
1.85
5.16
2.49%
104
4.54
0.084
0
0.25
4.57
VODAFONE GROUP PLC
92857WAS9
VOD
5.450
6/10/2019
6/10/2009
290
113.726
332
0.61
4.35
2.13%
82
3.91
0.024
0
0.18
3.93
540
115.771
629
1.15
4.37
2.10%
79
3.90
0.045
0
0.18
3.92
Wirelines
5.908
DEUTSCHE TELEKOM INTERNATIONAL FIN
25156PAN3
DT
6.000
7/8/2019
6/22/2009
165
116.503
193
0.35
4.43
2.08%
76
3.95
0.014
0
0.19
3.97
VERIZON COMMUNICATIONS
92343VAV6
VZ
6.350
4/1/2019
3/27/2009
130
116.71
155
0.28
4.16
2.13%
86
3.67
0.010
0
0.16
3.69
FRANCE TELECOM
35177PAT4
ORAFP
5.375
7/8/2019
7/7/2009
130
113.736
148
0.27
4.43
2.11%
78
3.99
0.011
0
0.19
4.01
87938WAH6
TELEFO
5.877
7/15/2019
7/6/2009
115
115.961
134
0.25
4.45
2.10%
77
3.98
0.010
0
0.19
4.00
5,930
102.817
6,124
11.23
4.30
1.87%
56
3.95
0.444
2
0.19
4.07
TELEFONICA EMISIONES SAU
Consumer Cyclical
2.750
Automotive
1,000
104.28
1,047
1.92
4.55
1.84%
48
4.25
0.082
0
0.21
4.28
89236TBP9
TOYOTA
2.125
7/18/2019
7/18/2014
500
101.907
510
0.93
4.46
1.68%
33
4.24
0.040
0
0.21
4.27
AMERICAN HONDA FINANCE CORPORATION MTN
02665WAH4
HNDA
2.250
8/15/2019
9/9/2014
400
101.954
411
0.75
4.53
1.80%
43
4.27
0.032
0
0.21
4.29
FORD MOTOR CREDIT CO LLC
345397VM2
F
8.125
1/15/2020
12/14/2009
100
125.444
126
0.23
4.95
2.61%
121
4.22
0.010
0
0.22
4.25
100
105.234
106
0.19
4.37
6.11%
473
0.11
0.000
0
0.00
3.78
100
105.234
106
0.19
4.37
6.11%
473
0.11
0.000
0
0.00
3.78
300
104.968
317
0.58
0.37
0.32%
7
0.36
0.002
0
0.00
0.36
300
104.968
317
0.58
0.37
0.32%
7
0.36
0.002
0
0.00
0.36
2,400
103.373
2,491
4.57
4.56
1.75%
38
4.31
0.197
1
0.21
4.34
TOYOTA MOTOR CREDIT CORP MTN
2.775
Gaming
INTL GAME TECHNOLOGY
7.500
459902AR3
IGT
Lodging
HOST HOTELS & RESORTS LP
7.500
6/15/2019
6/15/2009
5.875
44107TAM8
HST
Retailers
5.875
6/15/2019
1/5/2012
2.561
COSTCO WHOLESALE CORPORATION
22160KAF2
COST
1.700
12/15/2019
12/7/2012
975
100.005
977
1.79
4.87
1.70%
27
4.65
0.083
0
0.24
4.68
TARGET CORPORATION
87612EBB1
TGT
2.300
6/26/2019
6/26/2014
500
102.663
514
0.94
4.40
1.67%
33
4.17
0.039
0
0.20
4.19
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Risk Summary Extended Core Breakout iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Position Description
CUSIP
Ticker
Coupon
Stated Maturity
Issue Date
Current Face (m)
Market Price
Market Value (m)
% Market NAV
WAL
Portfolio Yield to to Maturity
Spread
Duration
Duration Contribution
DV01 (m)
Convexity
Spread Duration
HOME DEPOT INC
437076BE1
HD
2.000
6/15/2019
6/12/2014
500
101.903
511
0.94
4.28
1.54%
20
4.14
0.039
0
0.18
4.16
TJX COMPANIES INC. (THE)
872540AM1
TJX
6.950
4/15/2019
4/7/2009
225
120.371
276
0.51
4.20
1.88%
61
3.67
0.019
0
0.16
3.69
AUTONATION INC
05329WAK8
AN
5.500
2/1/2020
2/1/2012
100
110.636
111
0.20
4.99
3.18%
174
4.44
0.009
0
0.23
4.46
126650CE8
CVS
2.250
8/12/2019
8/12/2014
100
101.617
103
0.19
4.44
1.87%
50
4.23
0.008
0
0.19
4.25
515
102.166
529
0.97
4.36
1.81%
48
4.12
0.040
0
0.20
4.14
CVS CAREMARK CORP
Restaurants
MCDONALDS CORP MTN
YUM! BRANDS INC
2.307
58013MEQ3
MCD
1.875
5/29/2019
5/29/2012
450
100.813
455
0.83
4.32
1.68%
35
4.13
0.034
0
0.20
4.15
988498AF8
YUM
5.300
9/15/2019
8/25/2009
65
111.532
74
0.14
4.62
2.63%
126
4.08
0.006
0
0.20
4.11
1,615
100.743
1,633
2.99
4.48
2.10%
73
4.10
0.123
1
0.19
4.25
Consumer Cyclical Services
2.283
EBAY INC.
278642AH6
EBAY
2.200
8/1/2019
7/28/2014
550
99.665
548
1.00
4.49
2.28%
91
4.25
0.043
0
0.19
4.27
MASTERCARD INC
57636QAA2
MA
2.000
4/1/2019
3/31/2014
500
102.094
514
0.94
4.16
1.48%
18
3.96
0.037
0
0.18
3.98
ALIBABA GROUP HOLDING LTD 144A
01609WAB8
BABA
2.500
11/28/2019
11/28/2014
400
99.827
401
0.74
4.82
2.54%
111
3.99
0.029
0
0.17
4.52
AMAZONCOM INC
023135AL0
AMZN
2.600
12/5/2019
12/5/2014
100
102.301
103
0.19
4.76
2.09%
67
4.50
0.008
0
0.22
4.52
WESTERN UNION CO
959802AT6
WU
3.350
5/22/2019
11/22/2013
65
102.706
67
0.12
4.30
2.68%
136
3.99
0.005
0
0.19
4.01
10,350
110.607
11,560
21.19
4.75
2.07%
68
4.22
0.895
5
0.21
4.31
75
99.281
75
0.14
4.26
2.53%
121
4.02
0.006
0
0.19
4.05
75
99.281
75
0.14
4.26
2.53%
121
4.02
0.006
0
0.19
4.05
3,125
113.097
3,565
6.53
4.89
2.18%
78
4.15
0.271
1
0.21
4.39
Consumer Non-Cyclical
4.422
Consumer Products
MATTEL INC
2.350
577081AZ5
MAT
Food and Beverage
2.350
5/6/2019
5/6/2014
5.023
ANHEUSER-BUSCH INBEV WORLDWIDE INC
03523TAN8
ABIBB
5.375
1/15/2020
2/5/2010
975
115.419
1,128
2.07
4.95
2.08%
67
4.41
0.091
0
0.23
4.44
PEPSICO INC
713448BN7
PEP
4.500
1/15/2020
1/14/2010
645
111.975
724
1.33
4.95
1.95%
53
4.48
0.059
0
0.23
4.51
COCA-COLA FEMSA SAB DE CV
191241AD0
KOF
4.625
2/15/2020
9/9/2010
325
110.84
367
0.67
5.03
2.33%
89
2.45
0.016
0
0.07
4.49
MONDELEZ INTERNATIONAL INC
50075NBA1
MDLZ
5.375
2/10/2020
2/8/2010
260
114.089
303
0.56
5.02
2.38%
95
4.37
0.024
0
0.23
4.40
SYSCO CORPORATION
871829AS6
SYY
2.350
10/2/2019
10/2/2014
250
101.748
256
0.47
4.58
1.95%
56
4.35
0.020
0
0.21
4.37
KRAFT FOODS GROUP INC
50076QAU0
KRFT
5.375
2/10/2020
1/14/2013
195
112.327
224
0.41
5.02
2.73%
130
4.37
0.018
0
0.23
4.40
BUNGE LIMITED FINANCE CORPORATION
120568AT7
BG
8.500
6/15/2019
6/9/2009
165
123.586
206
0.38
4.37
2.73%
142
3.75
0.014
0
0.17
3.77
ANHEUSER-BUSCH INBEV WORLDWIDE INC
03523TBH0
ABIBB
6.875
11/15/2019
3/14/2011
130
122.122
161
0.29
4.78
2.00%
63
4.14
0.012
0
0.21
4.17
MEAD JOHNSON NUTRITION CO
582839AE6
MJN
4.900
11/1/2019
7/6/2010
65
111.476
73
0.13
4.74
2.33%
94
4.24
0.006
0
0.21
4.27
KELLOGG COMPANY
487836BC1
K
4.150
11/15/2019
11/19/2009
65
107.956
71
0.13
4.78
2.38%
98
4.34
0.006
0
0.22
4.36
TYSON FOODS INC
902494AW3
TSN
2.650
8/15/2019
8/8/2014
50
102.286
52
0.09
4.45
2.11%
74
4.19
0.004
0
0.19
4.21
3,480
110.585
3,897
7.14
4.72
2.19%
81
4.24
0.303
2
0.21
4.26
Healthcare
4.559
MEDTRONIC INC
585055AS5
MDT
4.450
3/15/2020
3/16/2010
925
111.188
1,044
1.91
5.12
2.13%
69
4.56
0.087
0
0.25
4.59
BAXTER INTERNATIONAL INC
071813BA6
BAX
4.500
8/15/2019
8/20/2009
645
110.416
726
1.33
4.53
2.08%
73
4.06
0.054
0
0.20
4.09
STRYKER CORPORATION
863667AB7
SYK
4.375
1/15/2020
1/15/2010
390
110.493
432
0.79
4.95
2.13%
71
4.49
0.036
0
0.24
4.52
ABBOTT LABORATORIES
002824AU4
ABT
5.125
4/1/2019
3/3/2009
315
112.582
360
0.66
4.16
1.96%
68
3.74
0.025
0
0.17
3.76
BECTON DICKINSON AND COMPANY
075887AU3
BDX
5.000
5/15/2019
5/15/2009
290
111.684
327
0.60
4.28
2.13%
83
3.86
0.023
0
0.18
3.89
LIFE TECHNOLOGIES CORP
53217VAC3
LIFE
6.000
3/1/2020
2/19/2010
225
115.916
267
0.49
5.08
2.63%
120
4.37
0.021
0
0.23
4.40
QUEST DIAGNOSTICS INCORPORATED
74834LAU4
DGX
2.700
4/1/2019
3/17/2014
250
101.065
255
0.47
4.16
2.43%
113
3.90
0.018
0
0.18
3.92
144A
585055BF2
MDT
2.500
3/15/2020
12/10/2014
145
102.229
149
0.27
5.12
2.04%
58
4.78
0.013
0
0.26
4.82
BOSTON SCIENTIFIC CORP
101137AK3
BSX
6.000
1/15/2020
12/14/2009
115
114.692
132
0.24
4.95
2.80%
139
4.36
0.011
0
0.23
4.38
EXPRESS SCRIPTS INC
302182AE0
ESRX
7.250
6/15/2019
6/9/2009
65
120.859
79
0.15
4.37
2.21%
90
3.82
0.006
0
0.18
3.84
CAREFUSION CORP
14170TAB7
CFN
6.375
8/1/2019
2/4/2010
65
116.696
76
0.14
4.49
2.43%
110
3.99
0.006
0
0.19
4.01
EXPRESS SCRIPTS HOLDING CO
30219GAH1
ESRX
2.250
6/15/2019
6/5/2014
50
100.418
50
0.09
4.37
2.15%
81
4.15
0.004
0
0.20
4.17
2,635
105.963
2,807
5.15
4.55
1.71%
35
4.24
0.218
1
0.21
4.26
MEDTRONIC INC
Pharmaceuticals
3.109
MERCK AND CO. INC.
589331AN7
MRK
5.000
6/30/2019
6/25/2009
920
114.045
1,053
1.93
4.41
1.68%
36
4.00
0.077
0
0.19
4.02
ASTRAZENECA PLC
046353AF5
AZN
1.950
9/18/2019
9/18/2012
740
101.424
756
1.39
4.62
1.63%
25
4.38
0.061
0
0.22
4.41
PFIZER INC
717081DL4
PFE
2.100
5/15/2019
5/15/2014
500
102.19
513
0.94
4.28
1.57%
25
4.07
0.038
0
0.19
4.10
GILEAD SCIENCES INC
375558AY9
GILD
2.350
2/1/2020
11/17/2014
250
102.23
257
0.47
4.99
1.88%
44
4.70
0.022
0
0.25
4.73
TEVA PHARMACEUTICAL FINANCE IV LLC
88166HAD9
TEVA
2.250
3/18/2020
12/18/2012
200
100.487
203
0.37
5.12
2.15%
69
4.79
0.018
0
0.26
4.82
ACTAVIS FUNDING SCS
00507UAD3
ACT
2.450
6/15/2019
11/12/2014
25
99.47
25
0.05
4.37
2.58%
123
4.13
0.002
0
0.20
4.15
130
116.992
152
0.28
4.95
2.48%
107
4.35
0.012
0
0.23
4.38
130
116.992
152
0.28
4.95
2.48%
107
4.35
0.012
0
0.23
4.38
905
115.638
1,064
1.95
4.95
2.14%
73
4.35
0.085
0
0.23
4.38
Supermarkets
KROGER CO.
6.150
501044CH2
KR
Tobacco
6.150
1/15/2020
1/16/2008
5.564
PHILIP MORRIS INTERNATIONAL INC
718172AH2
PM
4.500
3/26/2020
3/26/2010
675
112.012
767
1.41
5.15
2.03%
59
4.58
0.064
0
0.25
4.61
ALTRIA GROUP INC
02209SAJ2
MO
9.250
8/6/2019
2/6/2009
115
129.939
155
0.28
4.51
2.23%
91
3.73
0.011
0
0.18
3.75
LORILLARD TOBACCO CO
544152AA9
LO
8.125
6/23/2019
6/23/2009
115
122.624
142
0.26
4.39
2.63%
132
3.79
0.010
0
0.18
3.81
7,570
110.466
8,447
15.48
4.62
2.42%
106
4.15
0.642
4
0.20
4.17
Energy
4.809
1,920
116.223
2,246
4.12
4.58
2.40%
104
4.05
0.167
1
0.20
4.08
CONOCOPHILLIPS
Independent
20825CAU8
COP
6.149
6.000
1/15/2020
5/21/2009
780
118.188
924
1.69
4.95
2.11%
70
4.37
0.074
0
0.23
4.39
EOG RESOURCES INC
26875PAD3
EOG
5.625
6/1/2019
5/21/2009
645
114.816
747
1.37
4.33
2.03%
72
3.88
0.053
0
0.18
3.90
ANADARKO PETROLEUM CORP
032511BF3
APC
6.950
6/15/2019
6/12/2009
165
117.476
195
0.36
4.37
2.68%
137
3.83
0.014
0
0.18
3.85
TALISMAN ENERGY INC.
87425EAL7
TLMCN
7.750
6/1/2019
6/1/2009
165
115.701
193
0.35
4.33
3.78%
246
3.74
0.013
0
0.17
3.76
ENCANA CORP
292505AH7
ECACN
6.500
5/15/2019
5/4/2009
165
111.702
187
0.34
4.28
3.53%
222
3.76
0.013
0
0.17
3.78
3,085
105.698
3,286
6.02
4.67
2.02%
64
4.31
0.259
1
0.22
4.33
Integrated
3.273
SHELL INTERNATIONAL FINANCE BV
822582AJ1
RDSALN
4.300
9/22/2019
9/22/2009
565
111.164
637
1.17
4.64
1.78%
41
4.19
0.049
0
0.21
4.21
TOTAL CAPITAL INTERNATIONAL SA
89153VAM1
TOTAL
2.100
6/19/2019
6/23/2014
600
101.641
611
1.12
4.38
1.71%
37
4.17
0.047
0
0.20
4.19
BP CAPITAL MARKETS PLC
05565QCT3
BPLN
2.521
1/15/2020
11/4/2014
500
101.973
510
0.94
4.95
2.10%
67
4.65
0.043
0
0.25
4.68
BP CAPITAL MARKETS PLC
05565QCR7
BPLN
2.237
5/10/2019
2/10/2014
500
101.05
508
0.93
4.27
1.98%
66
4.05
0.038
0
0.19
4.07
SHELL INTERNATIONAL FINANCE BV
822582AM4
RDSALN
4.375
3/25/2020
3/25/2010
390
112.073
443
0.81
5.14
1.90%
46
4.59
0.037
0
0.25
4.62
CHEVRON CORP
166764AN0
CVX
2.193
11/15/2019
11/18/2014
250
102.449
257
0.47
4.70
1.65%
24
4.49
0.021
0
0.22
4.51
CENOVUS ENERGY INC
15135UAD1
CVECN
5.700
10/15/2019
6/30/2010
165
109.091
183
0.34
4.70
3.58%
219
4.12
0.014
0
0.20
4.14
HUSKY ENERGY INC.
448055AF0
HSECN
7.250
12/15/2019
5/11/2009
115
116.979
136
0.25
4.87
3.43%
203
4.18
0.010
0
0.21
4.21
1,350
108.695
1,491
2.73
4.65
3.14%
177
4.10
0.112
1
0.20
4.13
Midstream
5.102
WILLIAMS PARTNERS LP
96950FAD6
WPZ
5.250
3/15/2020
7/2/2010
245
108.962
272
0.50
5.12
3.33%
188
4.46
0.022
0
0.24
4.49
ENLINK MIDSTREAM PARTNERS LP
29336UAA5
ENLK
2.700
4/1/2019
3/19/2014
250
99.69
252
0.46
4.16
2.78%
147
3.90
0.018
0
0.18
3.92
DCP MIDSTREAM OPERATING LP
23311VAE7
DPM
2.700
4/1/2019
3/13/2014
250
95.325
241
0.44
4.16
3.93%
261
3.89
0.017
0
0.17
3.91
KINDER MORGAN ENERGY PARTNERS LP
494550BB1
KMI
6.850
2/15/2020
5/14/2009
180
115.934
214
0.39
5.03
3.38%
195
4.25
0.017
0
0.22
4.28
SPECTRA ENERGY CAPITAL
26439RAH9
SE
8.000
10/1/2019
9/28/1999
130
122.317
163
0.30
4.66
2.85%
149
3.94
0.012
0
0.19
3.96
PLAINS ALL AMERICAN PIPELINE LP
72650RAU6
PAA
8.750
5/1/2019
4/20/2009
115
124.958
146
0.27
4.24
2.51%
123
3.62
0.010
0
0.16
3.64
ENBRIDGE ENERGY PARTNERS LP
29250RAS5
EEP
5.200
3/15/2020
3/2/2010
115
110.611
129
0.24
5.12
2.95%
150
4.47
0.011
0
0.24
4.50
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Green Package
Page 5 of 29
Risk Summary Extended Core Breakout iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Position Description
CUSIP
PLAINS ALL AMERICAN PIPELINE LP
72650RAW2
Ticker
PAA
Oil Field Services
Coupon
5.750
Stated Maturity
Issue Date
1/15/2020
9/4/2009
6.282
Current Face (m)
Market Price
Market Value (m)
% Market NAV
WAL
Portfolio Yield to to Maturity
Spread
Duration
Duration Contribution
DV01 (m)
Convexity
Spread Duration
65
114.289
74
0.14
4.95
2.65%
124
4.38
0.006
0
0.23
4.40
1,100
115.517
1,293
2.37
4.49
2.60%
127
3.93
0.093
1
0.19
3.95
HALLIBURTON COMPANY
406216AX9
HAL
6.150
9/15/2019
3/13/2009
675
117.483
809
1.48
4.62
2.15%
79
4.03
0.060
0
0.20
4.05
DIAMOND OFFSHORE DRILLING INC.
25271CAK8
DO
5.875
5/1/2019
5/4/2009
325
110.824
365
0.67
4.24
3.13%
183
3.76
0.025
0
0.17
3.78
PRIDE INTERNATIONAL INC
74153QAG7
ESV
8.500
6/15/2019
6/2/2009
100
117.503
119
0.22
4.37
4.08%
275
3.73
0.008
0
0.17
3.75
115
114.742
132
0.24
4.99
2.93%
150
4.39
0.011
0
0.23
4.42
115
114.742
132
0.24
4.99
2.93%
150
4.39
0.011
0
0.23
4.42
6,435
108.234
6,997
12.83
4.52
1.82%
47
4.13
0.530
3
0.20
4.19
Refining
6.125
VALERO ENERGY CORP
91913YAR1
VLO
Technology
6.125
2/1/2020
2/8/2010
3.686
ORACLE CORP
68389XAG0
ORCL
5.000
7/8/2019
7/8/2009
1,135
113.93
1,297
2.38
4.43
1.72%
39
4.01
0.095
1
0.19
4.04
APPLE INC
037833AQ3
AAPL
2.100
5/6/2019
5/6/2014
1,250
102.344
1,286
2.36
4.26
1.53%
22
4.05
0.095
1
0.19
4.07
CISCO SYSTEMS INC
17275RAH5
CSCO
4.450
1/15/2020
11/17/2009
1,125
112.092
1,264
2.32
4.95
1.88%
46
4.48
0.104
1
0.24
4.51
MICROSOFT CORP
594918AC8
MSFT
4.200
6/1/2019
5/18/2009
615
111.358
689
1.26
4.33
1.48%
17
3.97
0.050
0
0.19
4.00
TEXAS INSTRUMENTS INC
882508AU8
TXN
1.650
8/3/2019
8/6/2012
660
99.66
658
1.21
4.50
1.73%
36
4.33
0.052
0
0.21
4.35
INTERNATIONAL BUSINESS MACHINES CO
459200HE4
IBM
1.875
5/15/2019
5/11/2012
500
101.22
508
0.93
4.28
1.58%
26
4.09
0.038
0
0.19
4.11
BAIDU INC
056752AD0
BIDU
2.750
6/9/2019
6/9/2014
500
100.411
504
0.92
4.35
2.65%
131
3.63
0.034
0
0.15
4.11
IBM CORP
459200AG6
IBM
8.375
11/1/2019
11/8/1989
325
130.021
430
0.79
4.74
1.75%
39
4.02
0.032
0
0.20
4.04
XEROX CORPORATION
984121CA9
XRX
5.625
12/15/2019
12/4/2009
130
113.105
148
0.27
4.87
2.73%
133
4.30
0.012
0
0.22
4.33
LEXMARK INTERNATIONAL INC
529772AF2
LXK
5.125
3/15/2020
3/4/2013
130
106.922
142
0.26
5.12
3.63%
217
4.47
0.012
0
0.24
4.50
ADOBE SYSTEMS INCORPORATED
00724FAB7
ADBE
4.750
2/1/2020
2/1/2010
65
110.85
72
0.13
4.99
2.43%
100
4.50
0.006
0
0.24
4.53
995
111.662
1,126
2.06
4.21
1.79%
49
3.82
0.079
0
0.17
3.84
65
111.578
74
0.13
4.66
2.08%
71
4.18
0.006
0
0.21
4.20
65
111.578
74
0.13
4.66
2.08%
71
4.18
0.006
0
0.21
4.20
930
111.668
1,053
1.93
4.18
1.77%
48
3.80
0.073
0
0.17
3.82
Transportation
4.692
Railroads
4.700
BURLINGTON NORTHERN SANTA FE CORPO
12189TBC7
BNSF
Transportation Services
4.700
10/1/2019
9/24/2009
4.692
UNITED PARCEL SERVICE INC
911312AK2
UPS
5.125
4/1/2019
3/24/2009
775
113.783
895
1.64
4.16
1.68%
40
3.74
0.061
0
0.17
3.76
RYDER SYSTEM INC MTN
78355HJW0
R
2.550
6/1/2019
2/25/2014
115
101.292
117
0.21
4.24
2.23%
89
4.06
0.009
0
0.18
4.08
RYDER SYSTEM INC MTN
78355HJX8
R
2.450
9/3/2019
5/6/2014
40
100.514
41
0.07
4.50
2.33%
95
4.29
0.003
0
0.21
4.32
260
112.827
297
0.54
4.24
1.61%
32
3.85
0.021
0
0.18
3.87
260
112.827
297
0.54
4.24
1.61%
32
3.85
0.021
0
0.18
3.87
3,435
114.289
3,977
7.29
4.42
1.99%
66
3.95
0.288
2
0.19
3.98
Industrial Other
STANFORD UNIVERSITY
4.750
854403AC6
STNFRD
Utility
4.750
5/1/2019
4/29/2009
5.395
3,435
114.289
3,977
7.29
4.42
1.99%
66
3.95
0.288
2
0.19
3.98
DUKE ENERGY OHIO INC
Electric
26442EAA8
DUK
5.395
5.450
4/1/2019
3/23/2009
515
113.403
594
1.09
4.16
2.07%
79
3.72
0.040
0
0.17
3.74
CONSUMERS ENERGY CO
210518CS3
CMS
6.700
9/15/2019
3/6/2009
450
120.521
554
1.02
4.62
2.02%
67
3.99
0.041
0
0.19
4.02
CONSOLIDATED EDISON CO OF NEW YORK
209111EX7
ED
6.650
4/1/2019
3/25/2009
450
119.35
547
1.00
4.16
1.80%
53
3.65
0.037
0
0.16
3.67
VIRGINIA ELECTRIC AND POWER CO
927804FH2
D
5.000
6/30/2019
6/26/2009
450
112.82
510
0.93
4.41
1.95%
62
3.99
0.037
0
0.19
4.02
PUBLIC SERVICE CO OF COLORADO
744448CC3
XEL
5.125
6/1/2019
6/4/2009
325
113.733
373
0.68
4.33
1.81%
50
3.91
0.027
0
0.18
3.93
GEORGIA POWER CO
373334JP7
SO
4.250
12/1/2019
12/15/2009
325
110.643
362
0.66
4.83
1.93%
53
4.38
0.029
0
0.23
4.41
NEXTERA ENERGY CAPITAL HOLDINGS IN
65339KAL4
NEE
2.400
9/15/2019
6/6/2014
300
101.468
307
0.56
4.53
2.06%
67
4.31
0.024
0
0.20
4.33
KANSAS CITY POWER & LIGHT COMPANY
485134BL3
GXP
7.150
4/1/2019
3/24/2009
225
120.719
277
0.51
4.16
1.94%
67
3.62
0.018
0
0.16
3.64
EXELON GENERATION CO LLC
30161MAF0
EXC
5.200
10/1/2019
9/23/2009
165
111.899
188
0.34
4.66
2.48%
111
4.13
0.014
0
0.20
4.16
APPALACHIAN POWER CO
037735CP0
AEP
7.950
1/15/2020
3/9/2009
130
126.068
164
0.30
4.95
2.34%
95
4.24
0.013
0
0.22
4.26
PUBLIC SERVICE ELECTRIC AND GAS CO MTN
74456QBJ4
PEG
2.000
8/15/2019
8/12/2014
100
100.942
102
0.19
4.45
1.78%
41
4.26
0.008
0
0.20
4.28
0.171
194
-31.498
194
0.36
0.17%
0.00
0
0.00
0.00
0.171
258
1
258
0.47
0.17%
0.00
0
0.00
0.00
0.171
258
1
258
0.47
0.17%
0.00
0
0.00
0.00
0.171
-64
100
-64
-0.12
0.17%
0.00
0
0.00
0.00
-64
100
-64
-0.12
0.17%
0.00
0
0.00
0.00
49,114
109.482
54,553
100.00
22
0.20
4.15
Cash Securities
STIF Funds
BLK CSH FND TREASURY SL AGENCY
066922477
BLKFDS
Other
USD CASH(Alpha Committed)
USD_CCASH
USD
TOTAL_ASSETS
0.171
4.386
2/4/2015
1/1/1980
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4.56
2.07%
71
4.09
4.095
Green Package
Page 6 of 29
Risk Summary Ratings by Lowest of S&P/Moodys iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Position Description
CUSIP
Ticker
AAA
MICROSOFT CORP
STANFORD UNIVERSITY
Stated Maturity
594918AC8
MSFT
4.200
6/1/2019
854403AC6
STNFRD
4.750
5/1/2019
AA
AA+
APPLE INC
Coupon
4.363
Moody's Rating
S&P Rating Fitch Rating Issue Date
Aaa
AAA
AA+
Aaa
AAA
AA+
5/18/2009
4/29/2009
Aaa
AAA
NR
2.958
Aa2
AA
AA-
2.100
Aa1
AA+
Aa1
AA+
NR
5/6/2019
Market Value (m)
986
Convexity
0.18
Spread Duration
3.96
111.358
689
% Market NAV WAL
1.81 4.30
1.26
4.33
Portfolio Yield to to Maturity
Spread Duration
1.52%
21
3.93
1.48%
17
3.97
Duration Contribution
DV01 (m)
0.071
0
0.050
0
0.19
4.00
260
112.827
297
0.54
4.24
1.61%
32
3.85
0.021
0
0.18
3.87
4,630
105.824
4,934
9.04
4.50
1.66%
31
4.18
0.378
2
0.20
4.21
1,250
102.344
1,286
2.36
4.26
1.53%
22
4.05
0.095
1
0.19
4.07
1,250
102.344
1,286
2.36
4.26
1.53%
22
4.05
0.095
1
0.19
4.07
AAPL
Aa1
AA
AA
1,205
109.65
1,337
2.45
4.82
1.79%
39
4.38
0.107
1
0.22
4.41
SHELL INTERNATIONAL FINANCE BV
822582AJ1
RDSALN
4.300
9/22/2019
Aa1
AA
AA
9/22/2009
565
111.164
637
1.17
4.64
1.78%
41
4.19
0.049
0
0.21
4.21
SHELL INTERNATIONAL FINANCE BV
822582AM4
RDSALN
4.375
3/25/2020
Aa1
AA
AA
3/25/2010
390
112.073
443
0.81
5.14
1.90%
46
4.59
0.037
0
0.25
4.62
CHEVRON CORP
166764AN0
CVX
2.193
11/15/2019
Aa1
AA
NR
11/18/2014
250
102.449
257
0.47
4.70
1.65%
24
4.49
0.021
0
0.22
4.51
Aa2
AA-
A+
2,175
105.704
2,311
4.24
4.44
1.66%
32
4.14
0.175
1
0.20
4.17
3.887
AA-
2.937
5/6/2014
Market Price
111.795
615
037833AQ3
AA
2.100
Current Face (m)
875
TOTAL CAPITAL INTERNATIONAL SA
89153VAM1
TOTAL
2.100
6/19/2019
Aa1
AA-
AA
6/23/2014
600
101.641
611
1.12
4.38
1.71%
37
4.17
0.047
0
0.20
4.19
TOYOTA MOTOR CREDIT CORP MTN
89236TBP9
TOYOTA
2.125
7/18/2019
Aa3
AA-
A
7/18/2014
500
101.907
510
0.93
4.46
1.68%
33
4.24
0.040
0
0.21
4.27
INTERNATIONAL BUSINESS MACHINES CO
459200HE4
IBM
1.875
5/15/2019
Aa3
AA-
A+
5/11/2012
500
101.22
508
0.93
4.28
1.58%
26
4.09
0.038
0
0.19
4.11
IBM CORP
459200AG6
IBM
8.375
11/1/2019
Aa3
AA-
A+
11/8/1989
325
130.021
430
0.79
4.74
1.75%
39
4.02
0.032
0
0.20
4.04
3M CO MTN
88579YAG6
MMM
1.625
6/15/2019
Aa3
AA-
NR
6/5/2014
250
100.404
252
0.46
4.37
1.53%
19
4.20
0.019
0
0.20
4.22
A2
A
A
32,410
110.261
36,076
66.13
4.62
1.96%
59
4.16
2.749
15
0.20
4.21
A
4.305
A1
A+
A+
8,230
109.435
9,069
16.62
4.49
1.79%
44
4.10
0.681
4
0.20
4.14
ORACLE CORP
A+
68389XAG0
ORCL
4.037
5.000
7/8/2019
A1
A+
A+
7/8/2009
1,135
113.93
1,297
2.38
4.43
1.72%
39
4.01
0.095
1
0.19
4.04
CISCO SYSTEMS INC
17275RAH5
CSCO
4.450
1/15/2020
A1
AA-
NR
11/17/2009
1,125
112.092
1,264
2.32
4.95
1.88%
46
4.48
0.104
1
0.24
4.51
BHP BILLITON FINANCE (USA) LTD
055451AH1
BHP
6.500
4/1/2019
A1
A+
A+
3/25/2009
1,025
118.619
1,238
2.27
4.16
1.83%
56
3.66
0.083
0
0.16
3.68
MERCK AND CO. INC.
589331AN7
MRK
5.000
6/30/2019
A1
AA
A+
6/25/2009
920
114.045
1,053
1.93
4.41
1.68%
36
4.00
0.077
0
0.19
4.02
COSTCO WHOLESALE CORPORATION
22160KAF2
COST
1.700
12/15/2019
A1
A+
A+
12/7/2012
975
100.005
977
1.79
4.87
1.70%
27
4.65
0.083
0
0.24
4.68
UNITED PARCEL SERVICE INC
911312AK2
UPS
5.125
4/1/2019
Aa3
A+
NR
3/24/2009
775
113.783
895
1.64
4.16
1.68%
40
3.74
0.061
0
0.17
3.76
TEXAS INSTRUMENTS INC
882508AU8
TXN
1.650
8/3/2019
A1
A+
A+
8/6/2012
660
99.66
658
1.21
4.50
1.73%
36
4.33
0.052
0
0.21
4.35
PFIZER INC
717081DL4
PFE
2.100
5/15/2019
A1
AA
A+
5/15/2014
500
102.19
513
0.94
4.28
1.57%
25
4.07
0.038
0
0.19
4.10
AMERICAN HONDA FINANCE CORPORATION MTN
02665WAH4
HNDA
2.250
8/15/2019
A1
A+
NR
9/9/2014
400
101.954
411
0.75
4.53
1.80%
43
4.27
0.032
0
0.21
4.29
ALIBABA GROUP HOLDING LTD 144A
01609WAB8
BABA
2.500
11/28/2019
A1
A+
A+
11/28/2014
400
99.827
401
0.74
4.82
2.54%
111
3.99
0.029
0
0.17
4.52
002824AU4
ABT
5.125
4/1/2019
A1
A+
A+
3/3/2009
315
112.582
360
0.66
4.16
1.96%
68
3.74
0.025
0
0.17
3.76
A2
A
A
13,850
109.063
15,240
27.94
4.61
1.91%
55
4.21
1.175
6
0.21
4.23
ANHEUSER-BUSCH INBEV WORLDWIDE INC
03523TAN8
ABIBB
5.375
1/15/2020
A2
A
A
2/5/2010
975
115.419
1,128
2.07
4.95
2.08%
67
4.41
0.091
0
0.23
4.44
CONOCOPHILLIPS
20825CAU8
COP
6.000
1/15/2020
A1
A
A
5/21/2009
780
118.188
924
1.69
4.95
2.11%
70
4.37
0.074
0
0.23
4.39
BOEING CO
097023AZ8
BA
4.875
2/15/2020
A2
A
A
7/28/2009
705
113.956
819
1.50
5.03
1.95%
52
4.45
0.067
0
0.24
4.47
ABBOTT LABORATORIES
A
3.948
HALLIBURTON COMPANY
406216AX9
HAL
6.150
9/15/2019
A2
A
A-
3/13/2009
675
117.483
809
1.48
4.62
2.15%
79
4.03
0.060
0
0.20
4.05
PHILIP MORRIS INTERNATIONAL INC
718172AH2
PM
4.500
3/26/2020
A2
A
A
3/26/2010
675
112.012
767
1.41
5.15
2.03%
59
4.58
0.064
0
0.25
4.61
ASTRAZENECA PLC
046353AF5
AZN
1.950
9/18/2019
A2
AA-
A+
9/18/2012
740
101.424
756
1.39
4.62
1.63%
25
4.38
0.061
0
0.22
4.41
JOHN DEERE CAPITAL CORP
24422ERR2
DE
2.250
4/17/2019
A2
A
NR
4/17/2012
675
102.266
695
1.27
4.21
1.69%
38
3.98
0.051
0
0.18
4.01
E I DU PONT DE NEMOURS AND CO
263534BZ1
DD
4.625
1/15/2020
A2
A
A
11/9/2009
615
111.661
688
1.26
4.95
2.13%
71
4.47
0.056
0
0.23
4.50
DUKE ENERGY OHIO INC
26442EAA8
DUK
5.450
4/1/2019
A2
A
A
3/23/2009
515
113.403
594
1.09
4.16
2.07%
79
3.72
0.040
0
0.17
3.74
EMERSON ELECTRIC CO
291011AY0
EMR
4.875
10/15/2019
A2
A
NR
1/21/2009
485
113.504
558
1.02
4.70
1.86%
49
4.20
0.043
0
0.21
4.23
CONSUMERS ENERGY CO
210518CS3
CMS
6.700
9/15/2019
A1
A
A-
3/6/2009
450
120.521
554
1.02
4.62
2.02%
67
3.99
0.041
0
0.19
4.02
EBAY INC.
278642AH6
EBAY
2.200
8/1/2019
A2
A
A-
7/28/2014
550
99.665
548
1.00
4.49
2.28%
91
4.25
0.043
0
0.19
4.27
TARGET CORPORATION
87612EBB1
TGT
2.300
6/26/2019
A2
A
A-
6/26/2014
500
102.663
514
0.94
4.40
1.67%
33
4.17
0.039
0
0.20
4.19
MASTERCARD INC
57636QAA2
MA
2.000
4/1/2019
A2
A
NR
3/31/2014
500
102.094
514
0.94
4.16
1.48%
18
3.96
0.037
0
0.18
3.98
HOME DEPOT INC
437076BE1
HD
2.000
6/15/2019
A2
A
A
6/12/2014
500
101.903
511
0.94
4.28
1.54%
20
4.14
0.039
0
0.18
4.16
BP CAPITAL MARKETS PLC
05565QCT3
BPLN
2.521
1/15/2020
A2
A
NR
11/4/2014
500
101.973
510
0.94
4.95
2.10%
67
4.65
0.043
0
0.25
4.68
BP CAPITAL MARKETS PLC
05565QCR7
BPLN
2.237
5/10/2019
A2
A
A
2/10/2014
500
101.05
508
0.93
4.27
1.98%
66
4.05
0.038
0
0.19
4.07
452308AJ8
ITW
6.250
4/1/2019
A2
A+
NR
9/15/2009
390
117.754
468
0.86
4.16
1.80%
53
3.67
0.031
0
0.16
3.70
MCDONALDS CORP MTN
58013MEQ3
MCD
1.875
5/29/2019
A2
A
A
5/29/2012
450
100.813
455
0.83
4.32
1.68%
35
4.13
0.034
0
0.20
4.15
JOHN DEERE CAPITAL CORP
24422ERY7
DE
1.700
1/15/2020
A2
A
NR
10/12/2012
450
98.971
446
0.82
4.95
1.92%
48
4.73
0.039
0
0.25
4.76
PRAXAIR INC
74005PAU8
PX
4.500
8/15/2019
A2
A
NR
8/13/2009
390
111.563
443
0.81
4.53
1.83%
48
4.07
0.033
0
0.20
4.09
ILLINOIS TOOL WORKS INC
PUBLIC SERVICE CO OF COLORADO
744448CC3
XEL
5.125
6/1/2019
A1
A
A+
6/4/2009
325
113.733
373
0.68
4.33
1.81%
50
3.91
0.027
0
0.18
3.93
CATERPILLAR FINANCIAL SERVICES COR MTN
14912L6B2
CAT
2.100
6/9/2019
A2
A
A
6/9/2014
350
101.463
356
0.65
4.35
1.75%
41
4.14
0.027
0
0.20
4.17
KANSAS CITY POWER & LIGHT COMPANY
485134BL3
GXP
7.150
4/1/2019
A2
A
NR
3/24/2009
225
120.719
277
0.51
4.16
1.94%
67
3.62
0.018
0
0.16
3.64
BOEING CAPITAL CORP
097014AL8
BA
4.700
10/27/2019
A2
A
A
10/27/2009
225
112.855
257
0.47
4.73
1.85%
47
4.25
0.020
0
0.21
4.28
WALT DISNEY COMPANY (THE) MTN
25468PDA1
DIS
1.850
5/30/2019
A2
A
A
6/2/2014
250
101.128
254
0.46
4.32
1.58%
25
4.13
0.019
0
0.20
4.16
AIR PRODUCTS AND CHEMICALS INC
009158AP1
APD
4.375
8/21/2019
A2
A
NR
8/21/2009
225
110.37
253
0.46
4.55
1.98%
63
4.09
0.019
0
0.20
4.12
ANHEUSER-BUSCH INBEV WORLDWIDE INC
03523TBH0
ABIBB
6.875
11/15/2019
A2
A
A
3/14/2011
130
122.122
161
0.29
4.78
2.00%
63
4.14
0.012
0
0.21
4.17
PUBLIC SERVICE ELECTRIC AND GAS CO MTN
74456QBJ4
PEG
2.000
8/15/2019
Aa3
A
A+
8/12/2014
100
100.942
102
0.19
4.45
1.78%
41
4.26
0.008
0
0.20
4.28
A3
A-
A
10,330
112.526
11,767
21.57
4.73
2.14%
76
4.14
0.893
5
0.21
4.25
A-
4.996
MEDTRONIC INC
585055AS5
MDT
4.450
3/15/2020
A3
A
NR
3/16/2010
925
111.188
1,044
1.91
5.12
2.13%
69
4.56
0.087
0
0.25
4.59
AMERICA MOVIL SAB DE CV
02364WAV7
AMXLMM
5.000
3/30/2020
A2
A-
A
8/25/2010
885
112.077
1,007
1.85
5.16
2.49%
104
4.54
0.084
0
0.25
4.57
COMCAST CORP
20030NBA8
CMCSA
5.150
3/1/2020
A3
A-
A-
3/1/2010
790
114.822
924
1.69
5.08
2.06%
63
4.46
0.075
0
0.24
4.48
RIO TINTO FIN USA LTD
767201AH9
RIOLN
9.000
5/1/2019
A3
A-
A-
4/17/2009
700
127.862
911
1.67
4.24
2.10%
83
3.61
0.060
0
0.16
3.63
EOG RESOURCES INC
26875PAD3
EOG
5.625
6/1/2019
A3
A-
NR
5/21/2009
645
114.816
747
1.37
4.33
2.03%
72
3.88
0.053
0
0.18
3.90
BAXTER INTERNATIONAL INC
071813BA6
BAX
4.500
8/15/2019
A3
A-
A
8/20/2009
645
110.416
726
1.33
4.53
2.08%
73
4.06
0.054
0
0.20
4.09
PEPSICO INC
713448BN7
PEP
4.500
1/15/2020
A1
A-
A
1/14/2010
645
111.975
724
1.33
4.95
1.95%
53
4.48
0.059
0
0.23
4.51
POTASH CORPORATION OF SASKATCHEWAN
73755LAH0
POT
4.875
3/30/2020
A3
A-
NR
9/28/2009
485
112.818
555
1.02
5.16
2.23%
79
4.55
0.046
0
0.25
4.58
CONSOLIDATED EDISON CO OF NEW YORK
209111EX7
ED
6.650
4/1/2019
A2
A-
A-
3/25/2009
450
119.35
547
1.00
4.16
1.80%
53
3.65
0.037
0
0.16
3.67
VIRGINIA ELECTRIC AND POWER CO
927804FH2
D
5.000
6/30/2019
A2
A-
A
6/26/2009
450
112.82
510
0.93
4.41
1.95%
62
3.99
0.037
0
0.19
4.02
BAIDU INC
056752AD0
BIDU
2.750
6/9/2019
A3
NR
A
6/9/2014
500
100.411
504
0.92
4.35
2.65%
131
3.63
0.034
0
0.15
4.11
STRYKER CORPORATION
863667AB7
SYK
4.375
1/15/2020
A3
A+
NR
1/15/2010
390
110.493
432
0.79
4.95
2.13%
71
4.49
0.036
0
0.24
4.52
COCA-COLA FEMSA SAB DE CV
191241AD0
KOF
4.625
2/15/2020
A2
A-
A
9/9/2010
325
110.84
367
0.67
5.03
2.33%
89
2.45
0.016
0
0.07
4.49
DIAMOND OFFSHORE DRILLING INC.
25271CAK8
DO
5.875
5/1/2019
A3
A-
NR
5/4/2009
325
110.824
365
0.67
4.24
3.13%
183
3.76
0.025
0
0.17
3.78
GEORGIA POWER CO
373334JP7
SO
4.250
12/1/2019
A3
A
A+
12/15/2009
325
110.643
362
0.66
4.83
1.93%
53
4.38
0.029
0
0.23
4.41
RAYTHEON COMPANY
755111BR1
RTN
4.400
2/15/2020
A3
A
A-
11/19/2009
290
111.032
328
0.60
5.03
2.08%
64
4.49
0.027
0
0.24
4.52
COMCAST CORP
20030NAZ4
CMCSA
5.700
7/1/2019
A3
A-
A-
6/18/2009
250
116.46
292
0.54
4.41
1.80%
48
3.95
0.021
0
0.19
3.98
POTASH CORP OF SASKATCHEWAN INC
73755LAF4
POT
6.500
5/15/2019
A3
A-
NR
5/1/2009
235
118.465
282
0.52
4.28
1.98%
69
3.78
0.020
0
0.17
3.80
TJX COMPANIES INC. (THE)
872540AM1
TJX
6.950
4/15/2019
A3
A+
NR
4/7/2009
225
120.371
276
0.51
4.20
1.88%
61
3.67
0.019
0
0.16
3.69
GILEAD SCIENCES INC
375558AY9
GILD
2.350
2/1/2020
A3
A-
NR
11/17/2014
250
102.23
257
0.47
4.99
1.88%
44
4.70
0.022
0
0.25
4.73
SYSCO CORPORATION
871829AS6
SYY
2.350
10/2/2019
A2
A-
NR
10/2/2014
250
101.748
256
0.47
4.58
1.95%
56
4.35
0.020
0
0.21
4.37
TEVA PHARMACEUTICAL FINANCE IV LLC
88166HAD9
TEVA
2.250
3/18/2020
A3
A-
BBB+
12/18/2012
200
100.487
203
0.37
5.12
2.15%
69
4.79
0.018
0
0.26
4.82
585055BF2
MDT
2.500
3/15/2020
A3
A
NR
12/10/2014
145
102.229
149
0.27
5.12
2.04%
58
4.78
0.013
0
0.26
4.82
MEDTRONIC INC
144A
BBB
BBB+
5.282
Baa2
BBB
BBB
10,905
111.085
12,257
22.47
4.50
2.59%
125
3.99
0.896
5
0.19
4.03
4.932
Baa1
BBB+
BBB+
2,075
111.485
2,336
4.28
4.47
2.20%
86
4.04
0.173
1
0.19
4.06
VODAFONE GROUP PLC
92857WAS9
VOD
5.450
6/10/2019
Baa1
A-
BBB+
6/10/2009
290
113.726
332
0.61
4.35
2.13%
82
3.91
0.024
0
0.18
3.93
BECTON DICKINSON AND COMPANY
075887AU3
BDX
5.000
5/15/2019
A3
BBB+
NR
5/15/2009
290
111.684
327
0.60
4.28
2.13%
83
3.86
0.023
0
0.18
3.89
NEXTERA ENERGY CAPITAL HOLDINGS IN
65339KAL4
NEE
2.400
9/15/2019
Baa1
BBB+
A-
6/6/2014
300
101.468
307
0.56
4.53
2.06%
67
4.31
0.024
0
0.20
4.33
LOCKHEED MARTIN CORPORATION
539830AT6
LMT
4.250
11/15/2019
Baa1
A-
A-
11/18/2009
225
110.212
250
0.46
4.78
2.00%
61
4.33
0.020
0
0.22
4.36
DEUTSCHE TELEKOM INTERNATIONAL FIN
25156PAN3
DT
6.000
7/8/2019
Baa1
BBB+
BBB+
6/22/2009
165
116.503
193
0.35
4.43
2.08%
76
3.95
0.014
0
0.19
3.97
ALTRIA GROUP INC
02209SAJ2
MO
9.250
8/6/2019
Baa1
BBB+
BBB+
2/6/2009
115
129.939
155
0.28
4.51
2.23%
91
3.73
0.011
0
0.18
3.75
VERIZON COMMUNICATIONS
92343VAV6
VZ
6.350
4/1/2019
Baa1
BBB+
A-
3/27/2009
130
116.71
155
0.28
4.16
2.13%
86
3.67
0.010
0
0.16
3.69
FRANCE TELECOM
35177PAT4
ORAFP
5.375
7/8/2019
Baa1
BBB+
BBB+
7/7/2009
130
113.736
148
0.27
4.43
2.11%
78
3.99
0.011
0
0.19
4.01
PRIDE INTERNATIONAL INC
74153QAG7
ESV
8.500
6/15/2019
Baa1
BBB+
NR
6/2/2009
100
117.503
119
0.22
4.37
4.08%
275
3.73
0.008
0
0.17
3.75
AMAZONCOM INC
023135AL0
AMZN
2.600
12/5/2019
Baa1
AA-
NR
12/5/2014
100
102.301
103
0.19
4.76
2.09%
67
4.50
0.008
0
0.22
4.52
CVS CAREMARK CORP
126650CE8
CVS
2.250
8/12/2019
Baa1
BBB+
NR
8/12/2014
100
101.617
103
0.19
4.44
1.87%
50
4.23
0.008
0
0.19
4.25
BURLINGTON NORTHERN SANTA FE CORPO
12189TBC7
BNSF
4.700
10/1/2019
A3
BBB+
NR
9/24/2009
65
111.578
74
0.13
4.66
2.08%
71
4.18
0.006
0
0.21
4.20
ADOBE SYSTEMS INCORPORATED
00724FAB7
ADBE
4.750
2/1/2020
Baa1
A-
NR
2/1/2010
65
110.85
72
0.13
4.99
2.43%
100
4.50
0.006
0
0.24
4.53
Powered By BlackRock Solutions
Green Package
Page 7 of 29
Risk Summary Ratings by Lowest of S&P/Moodys iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Position Description
CUSIP
Ticker
BBB
Coupon
Stated Maturity
5.274
Moody's Rating
S&P Rating
Fitch Rating
Baa2
BBB
BBB
Issue Date
Current Face (m)
Market Price
Market Value (m)
% Market NAV
WAL
Portfolio Yield to to Maturity
5,580
111.459
6,293
11.54
4.64
2.64%
Spread
Duration
Duration Contribution
DV01 (m)
Convexity
Spread Duration
127
4.09
0.472
3
0.20
4.15
DIRECTV HOLDINGS LLC/DIRECTV FINAN
25459HAU9
DTV
5.875
10/1/2019
Baa2
BBB
BBB-
4/13/2010
325
115.805
383
0.70
4.66
2.28%
92
4.09
0.029
0
0.20
4.11
LYONDELLBASELL INDUSTRIES NV
552081AG6
LYB
5.000
4/15/2019
Baa1
BBB
NR
7/17/2012
300
109.701
334
0.61
3.95
2.41%
115
3.63
0.022
0
0.13
3.63
WILLIAMS PARTNERS LP
96950FAD6
WPZ
5.250
3/15/2020
Baa2
BBB
BBB
7/2/2010
245
108.962
272
0.50
5.12
3.33%
188
4.46
0.022
0
0.24
4.49
LIFE TECHNOLOGIES CORP
53217VAC3
LIFE
6.000
3/1/2020
NR
BBB
BBB
2/19/2010
225
115.916
267
0.49
5.08
2.63%
120
4.37
0.021
0
0.23
4.40
QUEST DIAGNOSTICS INCORPORATED
74834LAU4
DGX
2.700
4/1/2019
Baa2
BBB+
BBB
3/17/2014
250
101.065
255
0.47
4.16
2.43%
113
3.90
0.018
0
0.18
3.92
DOW CHEMICAL COMPANY (THE)
260543BX0
DOW
8.550
5/15/2019
Baa2
BBB
BBB
5/13/2009
200
125.2
254
0.47
4.28
2.33%
105
3.67
0.017
0
0.17
3.69
TIME WARNER CABLE INC
88732JAW8
TWC
5.000
2/1/2020
Baa2
BBB
BBB
12/11/2009
225
112.018
252
0.46
4.99
2.43%
100
4.48
0.021
0
0.24
4.51
TIME WARNER INC
887317AT2
TWX
2.100
6/1/2019
Baa2
BBB
BBB+
5/28/2014
250
99.88
251
0.46
4.33
2.13%
79
4.12
0.019
0
0.20
4.14
TIME WARNER INC
887317AF2
TWX
4.875
3/15/2020
Baa2
BBB
BBB+
3/11/2010
215
112.206
245
0.45
5.12
2.33%
89
4.51
0.020
0
0.24
4.54
KRAFT FOODS GROUP INC
50076QAU0
KRFT
5.375
2/10/2020
Baa2
BBB
NR
1/14/2013
195
112.327
224
0.41
5.02
2.73%
130
4.37
0.018
0
0.23
4.40
ANADARKO PETROLEUM CORP
032511BF3
APC
6.950
6/15/2019
Baa2
BBB
BBB-
6/12/2009
165
117.476
195
0.36
4.37
2.68%
137
3.83
0.014
0
0.18
3.85
VIACOM INC (NEW)
92553PAD4
VIA
5.625
9/15/2019
Baa2
BBB
BBB+
8/26/2009
165
113.728
191
0.35
4.62
2.46%
110
4.06
0.014
0
0.20
4.08
EXELON GENERATION CO LLC
30161MAF0
EXC
5.200
10/1/2019
Baa2
BBB
BBB+
9/23/2009
165
111.899
188
0.34
4.66
2.48%
111
4.13
0.014
0
0.20
4.16
ENCANA CORP
292505AH7
ECACN
6.500
5/15/2019
Baa2
BBB
NR
5/4/2009
165
111.702
187
0.34
4.28
3.53%
222
3.76
0.013
0
0.17
3.78
CENOVUS ENERGY INC
15135UAD1
CVECN
5.700
10/15/2019
Baa2
BBB+
NR
6/30/2010
165
109.091
183
0.34
4.70
3.58%
219
4.12
0.014
0
0.20
4.14
APPALACHIAN POWER CO
037735CP0
AEP
7.950
1/15/2020
Baa1
BBB
BBB
3/9/2009
130
126.068
164
0.30
4.95
2.34%
95
4.24
0.013
0
0.22
4.26
BARRICK GOLD CORPORATION
067901AB4
ABXCN
6.950
4/1/2019
Baa2
BBB
NR
3/24/2009
130
115.418
153
0.28
4.16
2.98%
170
3.62
0.010
0
0.16
3.64
KROGER CO.
501044CH2
KR
6.150
1/15/2020
Baa2
BBB
BBB
1/16/2008
130
116.992
152
0.28
4.95
2.48%
107
4.35
0.012
0
0.23
4.38
XEROX CORPORATION
984121CA9
XRX
5.625
12/15/2019
Baa2
BBB
BBB
12/4/2009
130
113.105
148
0.27
4.87
2.73%
133
4.30
0.012
0
0.22
4.33
PLAINS ALL AMERICAN PIPELINE LP
72650RAU6
PAA
8.750
5/1/2019
Baa2
BBB+
NR
4/20/2009
115
124.958
146
0.27
4.24
2.51%
123
3.62
0.010
0
0.16
3.64
THOMSON REUTERS CORP
884903BG9
TRICN
4.700
10/15/2019
Baa2
BBB+
BBB+
9/29/2009
130
110.255
145
0.27
4.70
2.38%
100
4.21
0.011
0
0.21
4.24
HUSKY ENERGY INC.
448055AF0
HSECN
7.250
12/15/2019
Baa2
BBB+
NR
5/11/2009
115
116.979
136
0.25
4.87
3.43%
203
4.18
0.010
0
0.21
4.21
TELEFONICA EMISIONES SAU
87938WAH6
TELEFO
5.877
7/15/2019
Baa2
BBB
BBB+
7/6/2009
115
115.961
134
0.25
4.45
2.10%
77
3.98
0.010
0
0.19
4.00
VALERO ENERGY CORP
91913YAR1
VLO
6.125
2/1/2020
Baa2
BBB
BBB
2/8/2010
115
114.742
132
0.24
4.99
2.93%
150
4.39
0.011
0
0.23
4.42
ENBRIDGE ENERGY PARTNERS LP
29250RAS5
EEP
5.200
3/15/2020
Baa2
BBB+
NR
3/2/2010
115
110.611
129
0.24
5.12
2.95%
150
4.47
0.011
0
0.24
4.50
NEWMONT MINING CORP
651639AL0
NEM
5.125
10/1/2019
Baa2
BBB
NR
9/18/2009
115
108.586
127
0.23
4.66
3.13%
175
4.13
0.010
0
0.20
4.15
VALE OVERSEAS LIMITED
91911TAJ2
VALEBZ
5.625
9/15/2019
Baa2
BBB+
BBB+
9/15/2009
115
106.007
124
0.23
4.62
4.18%
279
2.30
0.005
0
0.06
4.06
KENNAMETAL INC
489170AD2
KMT
2.650
11/1/2019
Baa2
BBB
BBB
11/7/2012
115
101.453
117
0.22
4.66
2.32%
91
4.41
0.009
0
0.21
4.43
RYDER SYSTEM INC MTN
78355HJW0
R
2.550
6/1/2019
Baa1
BBB
A-
2/25/2014
115
101.292
117
0.21
4.24
2.23%
89
4.06
0.009
0
0.18
4.08
AIRGAS INC
009363AP7
ARG
2.375
2/15/2020
Baa2
BBB
NR
2/14/2013
115
99.044
115
0.21
5.03
2.58%
111
4.68
0.010
0
0.24
4.70
TITAN II INC
666807BA9
NOC
5.050
8/1/2019
Baa2
BBB
BBB+
7/30/2009
100
112.222
112
0.21
4.49
2.18%
84
4.07
0.008
0
0.20
4.10
MATTEL INC
577081AZ5
MAT
2.350
5/6/2019
Baa1
BBB
A-
5/6/2014
75
99.281
75
0.14
4.26
2.53%
121
4.02
0.006
0
0.19
4.05
72650RAW2
PAA
5.750
1/15/2020
Baa2
BBB+
NR
9/4/2009
65
114.289
74
0.14
4.95
2.65%
124
4.38
0.006
0
0.23
4.40
MEAD JOHNSON NUTRITION CO
582839AE6
MJN
4.900
11/1/2019
Baa1
BBB
NR
7/6/2010
65
111.476
73
0.13
4.74
2.33%
94
4.24
0.006
0
0.21
4.27
KELLOGG COMPANY
487836BC1
K
4.150
11/15/2019
Baa2
BBB+
BBB+
11/19/2009
65
107.956
71
0.13
4.78
2.38%
98
4.34
0.006
0
0.22
4.36
PLAINS ALL AMERICAN PIPELINE LP
WESTERN UNION CO
959802AT6
WU
3.350
5/22/2019
Baa2
BBB
BBB+
11/22/2013
65
102.706
67
0.12
4.30
2.68%
136
3.99
0.005
0
0.19
4.01
BEMIS COMPANY INC
081437AF2
BMS
6.800
8/1/2019
Baa2
BBB
NR
7/27/2009
50
118.214
59
0.11
4.49
2.49%
116
3.97
0.004
0
0.19
3.99
RYDER SYSTEM INC MTN
78355HJX8
R
2.450
9/3/2019
Baa1
BBB
A-
5/6/2014
40
100.514
41
0.07
4.50
2.33%
95
4.29
0.003
0
0.21
4.32
Baa3
BBB
BBB
3,250
110.19
3,627
6.65
4.28
2.76%
148
3.78
0.251
1
0.19
3.80
HOST HOTELS & RESORTS LP
44107TAM8
HST
5.875
6/15/2019
Baa3
BBB
BBB-
1/5/2012
300
104.968
317
0.58
0.37
0.32%
7
0.36
0.002
0
0.00
0.36
MONDELEZ INTERNATIONAL INC
50075NBA1
MDLZ
5.375
2/10/2020
Baa1
BBB-
BBB
2/8/2010
260
114.089
303
0.56
5.02
2.38%
95
4.37
0.024
0
0.23
4.40
REPUBLIC SERVICES INC
760761AB2
RSG
5.500
9/15/2019
Baa3
BBB+
BBB
8/2/2010
225
114.265
262
0.48
4.62
2.23%
87
4.07
0.020
0
0.20
4.10
ENLINK MIDSTREAM PARTNERS LP
29336UAA5
ENLK
2.700
4/1/2019
Baa3
BBB
NR
3/19/2014
250
99.69
252
0.46
4.16
2.78%
147
3.90
0.018
0
0.18
3.92
BBB-
5.520
DCP MIDSTREAM OPERATING LP
23311VAE7
DPM
2.700
4/1/2019
Baa3
BBB-
BBB-
3/13/2014
250
95.325
241
0.44
4.16
3.93%
261
3.89
0.017
0
0.17
3.91
FREEPORT-MCMORAN COPPER & GOLD INC
35671DBG9
FCX
3.100
3/15/2020
Baa3
BBB
BBB
10/9/2013
230
92.76
216
0.40
5.12
4.71%
321
4.66
0.018
0
0.25
4.69
KINDER MORGAN ENERGY PARTNERS LP
494550BB1
KMI
6.850
2/15/2020
Baa3
BBB-
BBB-
5/14/2009
180
115.934
214
0.39
5.03
3.38%
195
4.25
0.017
0
0.22
4.28
BUNGE LIMITED FINANCE CORPORATION
120568AT7
BG
8.500
6/15/2019
Baa2
BBB-
BBB
6/9/2009
165
123.586
206
0.38
4.37
2.73%
142
3.75
0.014
0
0.17
3.77
TALISMAN ENERGY INC.
87425EAL7
TLMCN
7.750
6/1/2019
Baa3
BBB-
BBB-
6/1/2009
165
115.701
193
0.35
4.33
3.78%
246
3.74
0.013
0
0.17
3.76
SPECTRA ENERGY CAPITAL
26439RAH9
SE
8.000
10/1/2019
Baa2
BBB-
BBB
9/28/1999
130
122.317
163
0.30
4.66
2.85%
149
3.94
0.012
0
0.19
3.96
LORILLARD TOBACCO CO
544152AA9
LO
8.125
6/23/2019
Baa2
BBB-
BBB
6/23/2009
115
122.624
142
0.26
4.39
2.63%
132
3.79
0.010
0
0.18
3.81
LEXMARK INTERNATIONAL INC
529772AF2
LXK
5.125
3/15/2020
Baa3
BBB-
BBB-
3/4/2013
130
106.922
142
0.26
5.12
3.63%
217
4.47
0.012
0
0.24
4.50
BOSTON SCIENTIFIC CORP
101137AK3
BSX
6.000
1/15/2020
Baa3
BBB-
BBB-
12/14/2009
115
114.692
132
0.24
4.95
2.80%
139
4.36
0.011
0
0.23
4.38
L-3 COMMUNICATIONS CORP
502413AY3
LLL
5.200
10/15/2019
Baa3
BBB-
BBB-
5/7/2010
115
111.148
130
0.24
4.70
2.66%
128
4.17
0.010
0
0.21
4.19
FORD MOTOR CREDIT CO LLC
345397VM2
F
8.125
1/15/2020
Baa3
BBB-
BBB-
12/14/2009
100
125.444
126
0.23
4.95
2.61%
121
4.22
0.010
0
0.22
4.25
WEYERHAEUSER
962166BV5
WY
7.375
10/1/2019
Baa3
BBB
NR
10/1/2009
100
120.19
123
0.22
4.66
2.73%
137
3.98
0.009
0
0.19
4.00
05329WAK8
AN
5.500
2/1/2020
Baa3
BBB-
NR
2/1/2012
100
110.636
111
0.20
4.99
3.18%
174
4.44
0.009
0
0.23
4.46
EXPRESS SCRIPTS INC
302182AE0
ESRX
7.250
6/15/2019
Baa3
BBB+
BBB
6/9/2009
65
120.859
79
0.15
4.37
2.21%
90
3.82
0.006
0
0.18
3.84
CAREFUSION CORP
14170TAB7
CFN
6.375
8/1/2019
Baa3
BBB
BBB
2/4/2010
65
116.696
76
0.14
4.49
2.43%
110
3.99
0.006
0
0.19
4.01
YUM! BRANDS INC
988498AF8
YUM
5.300
9/15/2019
Baa3
BBB
NR
8/25/2009
65
111.532
74
0.14
4.62
2.63%
126
4.08
0.006
0
0.20
4.11
TYSON FOODS INC
902494AW3
TSN
2.650
8/15/2019
Baa3
BBB
BBB
8/8/2014
50
102.286
52
0.09
4.45
2.11%
74
4.19
0.004
0
0.19
4.21
EXPRESS SCRIPTS HOLDING CO
30219GAH1
ESRX
2.250
6/15/2019
Baa3
BBB+
BBB
6/5/2014
50
100.418
50
0.09
4.37
2.15%
81
4.15
0.004
0
0.20
4.17
ACTAVIS FUNDING SCS
00507UAD3
ACT
2.450
6/15/2019
Baa3
BBB-
BBB-
11/12/2014
25
99.47
25
0.05
4.37
2.58%
123
4.13
0.002
0
0.20
4.15
Baa2
BB+
100
105.234
106
0.19
4.37
6.11%
473
0.11
0.000
0
0.00
3.78
Baa2
BB+
100
105.234
106
0.19
4.37
6.11%
473
0.11
0.000
0
0.00
3.78
194
-31.498
194
0.36
0.17%
0.00
0
0.00
0.00
258
1
258
0.47
0.17%
0.00
0
0.00
0.00
-64
100
-64
-0.12
0.17%
0.00
0
0.00
0.00
49,114
109.482
54,553
100.00
22
0.20
4.15
AUTONATION INC
BB
INTL GAME TECHNOLOGY
7.500
459902AR3
IGT
NR
BLK CSH FND TREASURY SL AGENCY
USD CASH(Alpha Committed)
7.500
6/15/2019
NR
6/15/2009
0.171
066922477
BLKFDS
0.171
USD_CCASH
USD
0.171
TOTAL_ASSETS
4.386
2/4/2015
UNK
UNK
UNK
NR
NR
NR
A2
A
A
1/1/1980
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4.56
2.07%
71
4.09
4.095
Green Package
Page 8 of 29
Risk Summary Maturity Distribution - WAL to Maturity iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Position Description
CUSIP
Ticker
4-5 Yr
Coupon
Stated Maturity
Issue Date
Market Price
Market Value (m)
% Market NAV
WAL
Portfolio Yield to to Maturity
Spread
Duration
Duration Contribution
DV01 (m)
Convexity
Spread Duration
43,265
109.943
47,996
87.98
4.50
2.03%
69
4.05
3.565
19
0.20
4.11
BHP BILLITON FINANCE (USA) LTD
055451AH1
BHP
6.500
4/1/2019
3/25/2009
1,025
118.619
1,238
2.27
4.16
1.83%
56
3.66
0.083
0
0.16
3.68
UNITED PARCEL SERVICE INC
911312AK2
UPS
5.125
4/1/2019
3/24/2009
775
113.783
895
1.64
4.16
1.68%
40
3.74
0.061
0
0.17
3.76
DUKE ENERGY OHIO INC
26442EAA8
DUK
5.450
4/1/2019
3/23/2009
515
113.403
594
1.09
4.16
2.07%
79
3.72
0.040
0
0.17
3.74
CONSOLIDATED EDISON CO OF NEW YORK
209111EX7
ED
6.650
4/1/2019
3/25/2009
450
119.35
547
1.00
4.16
1.80%
53
3.65
0.037
0
0.16
3.67
MASTERCARD INC
57636QAA2
MA
2.000
4/1/2019
3/31/2014
500
102.094
514
0.94
4.16
1.48%
18
3.96
0.037
0
0.18
3.98
ILLINOIS TOOL WORKS INC
452308AJ8
ITW
6.250
4/1/2019
9/15/2009
390
117.754
468
0.86
4.16
1.80%
53
3.67
0.031
0
0.16
3.70
ABBOTT LABORATORIES
002824AU4
ABT
5.125
4/1/2019
3/3/2009
315
112.582
360
0.66
4.16
1.96%
68
3.74
0.025
0
0.17
3.76
KANSAS CITY POWER & LIGHT COMPANY
485134BL3
GXP
7.150
4/1/2019
3/24/2009
225
120.719
277
0.51
4.16
1.94%
67
3.62
0.018
0
0.16
3.64
QUEST DIAGNOSTICS INCORPORATED
74834LAU4
DGX
2.700
4/1/2019
3/17/2014
250
101.065
255
0.47
4.16
2.43%
113
3.90
0.018
0
0.18
3.92
ENLINK MIDSTREAM PARTNERS LP
29336UAA5
ENLK
2.700
4/1/2019
3/19/2014
250
99.69
252
0.46
4.16
2.78%
147
3.90
0.018
0
0.18
3.92
DCP MIDSTREAM OPERATING LP
23311VAE7
DPM
2.700
4/1/2019
3/13/2014
250
95.325
241
0.44
4.16
3.93%
261
3.89
0.017
0
0.17
3.91
VERIZON COMMUNICATIONS
92343VAV6
VZ
6.350
4/1/2019
3/27/2009
130
116.71
155
0.28
4.16
2.13%
86
3.67
0.010
0
0.16
3.69
BARRICK GOLD CORPORATION
067901AB4
ABXCN
6.950
4/1/2019
3/24/2009
130
115.418
153
0.28
4.16
2.98%
170
3.62
0.010
0
0.16
3.64
LYONDELLBASELL INDUSTRIES NV
552081AG6
LYB
5.000
4/15/2019
7/17/2012
300
109.701
334
0.61
3.95
2.41%
115
3.63
0.022
0
0.13
3.63
TJX COMPANIES INC. (THE)
872540AM1
TJX
6.950
4/15/2019
4/7/2009
225
120.371
276
0.51
4.20
1.88%
61
3.67
0.019
0
0.16
3.69
JOHN DEERE CAPITAL CORP
24422ERR2
DE
2.250
4/17/2019
4/17/2012
675
102.266
695
1.27
4.21
1.69%
38
3.98
0.051
0
0.18
4.01
RIO TINTO FIN USA LTD
767201AH9
RIOLN
9.000
5/1/2019
4/17/2009
700
127.862
911
1.67
4.24
2.10%
83
3.61
0.060
0
0.16
3.63
DIAMOND OFFSHORE DRILLING INC.
25271CAK8
DO
5.875
5/1/2019
5/4/2009
325
110.824
365
0.67
4.24
3.13%
183
3.76
0.025
0
0.17
3.78
STANFORD UNIVERSITY
854403AC6
STNFRD
4.750
5/1/2019
4/29/2009
260
112.827
297
0.54
4.24
1.61%
32
3.85
0.021
0
0.18
3.87
PLAINS ALL AMERICAN PIPELINE LP
72650RAU6
PAA
8.750
5/1/2019
4/20/2009
115
124.958
146
0.27
4.24
2.51%
123
3.62
0.010
0
0.16
3.64
APPLE INC
037833AQ3
AAPL
2.100
5/6/2019
5/6/2014
1,250
102.344
1,286
2.36
4.26
1.53%
22
4.05
0.095
1
0.19
4.07
MATTEL INC
577081AZ5
MAT
2.350
5/6/2019
5/6/2014
75
99.281
75
0.14
4.26
2.53%
121
4.02
0.006
0
0.19
4.05
BP CAPITAL MARKETS PLC
05565QCR7
BPLN
2.237
5/10/2019
2/10/2014
500
101.05
508
0.93
4.27
1.98%
66
4.05
0.038
0
0.19
4.07
PFIZER INC
717081DL4
PFE
2.100
5/15/2019
5/15/2014
500
102.19
513
0.94
4.28
1.57%
25
4.07
0.038
0
0.19
4.10
INTERNATIONAL BUSINESS MACHINES CO
459200HE4
IBM
1.875
5/15/2019
5/11/2012
500
101.22
508
0.93
4.28
1.58%
26
4.09
0.038
0
0.19
4.11
BECTON DICKINSON AND COMPANY
075887AU3
BDX
5.000
5/15/2019
5/15/2009
290
111.684
327
0.60
4.28
2.13%
83
3.86
0.023
0
0.18
3.89
POTASH CORP OF SASKATCHEWAN INC
73755LAF4
POT
6.500
5/15/2019
5/1/2009
235
118.465
282
0.52
4.28
1.98%
69
3.78
0.020
0
0.17
3.80
DOW CHEMICAL COMPANY (THE)
260543BX0
DOW
8.550
5/15/2019
5/13/2009
200
125.2
254
0.47
4.28
2.33%
105
3.67
0.017
0
0.17
3.69
ENCANA CORP
292505AH7
ECACN
6.500
5/15/2019
5/4/2009
165
111.702
187
0.34
4.28
3.53%
222
3.76
0.013
0
0.17
3.78
WESTERN UNION CO
959802AT6
WU
3.350
5/22/2019
11/22/2013
65
102.706
67
0.12
4.30
2.68%
136
3.99
0.005
0
0.19
4.01
MCDONALDS CORP MTN
58013MEQ3
MCD
1.875
5/29/2019
5/29/2012
450
100.813
455
0.83
4.32
1.68%
35
4.13
0.034
0
0.20
4.15
WALT DISNEY COMPANY (THE) MTN
25468PDA1
DIS
1.850
5/30/2019
6/2/2014
250
101.128
254
0.46
4.32
1.58%
25
4.13
0.019
0
0.20
4.16
EOG RESOURCES INC
26875PAD3
EOG
5.625
6/1/2019
5/21/2009
645
114.816
747
1.37
4.33
2.03%
72
3.88
0.053
0
0.18
3.90
MICROSOFT CORP
594918AC8
MSFT
4.200
6/1/2019
5/18/2009
615
111.358
689
1.26
4.33
1.48%
17
3.97
0.050
0
0.19
4.00
PUBLIC SERVICE CO OF COLORADO
744448CC3
XEL
5.125
6/1/2019
6/4/2009
325
113.733
373
0.68
4.33
1.81%
50
3.91
0.027
0
0.18
3.93
TIME WARNER INC
887317AT2
TWX
2.100
6/1/2019
5/28/2014
250
99.88
251
0.46
4.33
2.13%
79
4.12
0.019
0
0.20
4.14
TALISMAN ENERGY INC.
87425EAL7
TLMCN
7.750
6/1/2019
6/1/2009
165
115.701
193
0.35
4.33
3.78%
246
3.74
0.013
0
0.17
3.76
RYDER SYSTEM INC MTN
78355HJW0
R
2.550
6/1/2019
2/25/2014
115
101.292
117
0.21
4.24
2.23%
89
4.06
0.009
0
0.18
4.08
BAIDU INC
056752AD0
BIDU
2.750
6/9/2019
6/9/2014
500
100.411
504
0.92
4.35
2.65%
131
3.63
0.034
0
0.15
4.11
CATERPILLAR FINANCIAL SERVICES COR MTN
14912L6B2
CAT
2.100
6/9/2019
6/9/2014
350
101.463
356
0.65
4.35
1.75%
41
4.14
0.027
0
0.20
4.17
92857WAS9
VOD
5.450
6/10/2019
6/10/2009
290
113.726
332
0.61
4.35
2.13%
82
3.91
0.024
0
0.18
3.93
HOME DEPOT INC
437076BE1
HD
2.000
6/15/2019
6/12/2014
500
101.903
511
0.94
4.28
1.54%
20
4.14
0.039
0
0.18
4.16
HOST HOTELS & RESORTS LP
44107TAM8
HST
5.875
6/15/2019
1/5/2012
300
104.968
317
0.58
0.37
0.32%
7
0.36
0.002
0
0.00
0.36
3M CO MTN
88579YAG6
MMM
1.625
6/15/2019
6/5/2014
250
100.404
252
0.46
4.37
1.53%
19
4.20
0.019
0
0.20
4.22
BUNGE LIMITED FINANCE CORPORATION
120568AT7
BG
8.500
6/15/2019
6/9/2009
165
123.586
206
0.38
4.37
2.73%
142
3.75
0.014
0
0.17
3.77
ANADARKO PETROLEUM CORP
032511BF3
APC
6.950
6/15/2019
6/12/2009
165
117.476
195
0.36
4.37
2.68%
137
3.83
0.014
0
0.18
3.85
PRIDE INTERNATIONAL INC
74153QAG7
ESV
8.500
6/15/2019
6/2/2009
100
117.503
119
0.22
4.37
4.08%
275
3.73
0.008
0
0.17
3.75
INTL GAME TECHNOLOGY
459902AR3
IGT
7.500
6/15/2019
6/15/2009
100
105.234
106
0.19
4.37
6.11%
473
0.11
0.000
0
0.00
3.78
EXPRESS SCRIPTS INC
302182AE0
ESRX
7.250
6/15/2019
6/9/2009
65
120.859
79
0.15
4.37
2.21%
90
3.82
0.006
0
0.18
3.84
EXPRESS SCRIPTS HOLDING CO
30219GAH1
ESRX
2.250
6/15/2019
6/5/2014
50
100.418
50
0.09
4.37
2.15%
81
4.15
0.004
0
0.20
4.17
ACTAVIS FUNDING SCS
00507UAD3
ACT
2.450
6/15/2019
11/12/2014
25
99.47
25
0.05
4.37
2.58%
123
4.13
0.002
0
0.20
4.15
TOTAL CAPITAL INTERNATIONAL SA
89153VAM1
TOTAL
2.100
6/19/2019
6/23/2014
600
101.641
611
1.12
4.38
1.71%
37
4.17
0.047
0
0.20
4.19
LORILLARD TOBACCO CO
544152AA9
LO
8.125
6/23/2019
6/23/2009
115
122.624
142
0.26
4.39
2.63%
132
3.79
0.010
0
0.18
3.81
TARGET CORPORATION
87612EBB1
TGT
2.300
6/26/2019
6/26/2014
500
102.663
514
0.94
4.40
1.67%
33
4.17
0.039
0
0.20
4.19
MERCK AND CO. INC.
589331AN7
MRK
5.000
6/30/2019
6/25/2009
920
114.045
1,053
1.93
4.41
1.68%
36
4.00
0.077
0
0.19
4.02
VIRGINIA ELECTRIC AND POWER CO
927804FH2
D
5.000
6/30/2019
6/26/2009
450
112.82
510
0.93
4.41
1.95%
62
3.99
0.037
0
0.19
4.02
COMCAST CORP
20030NAZ4
CMCSA
5.700
7/1/2019
6/18/2009
250
116.46
292
0.54
4.41
1.80%
48
3.95
0.021
0
0.19
3.98
ORACLE CORP
68389XAG0
ORCL
5.000
7/8/2019
7/8/2009
1,135
113.93
1,297
2.38
4.43
1.72%
39
4.01
0.095
1
0.19
4.04
DEUTSCHE TELEKOM INTERNATIONAL FIN
25156PAN3
DT
6.000
7/8/2019
6/22/2009
165
116.503
193
0.35
4.43
2.08%
76
3.95
0.014
0
0.19
3.97
FRANCE TELECOM
35177PAT4
ORAFP
5.375
7/8/2019
7/7/2009
130
113.736
148
0.27
4.43
2.11%
78
3.99
0.011
0
0.19
4.01
87938WAH6
TELEFO
5.877
7/15/2019
7/6/2009
115
115.961
134
0.25
4.45
2.10%
77
3.98
0.010
0
0.19
4.00
TOYOTA MOTOR CREDIT CORP MTN
89236TBP9
TOYOTA
2.125
7/18/2019
7/18/2014
500
101.907
510
0.93
4.46
1.68%
33
4.24
0.040
0
0.21
4.27
EBAY INC.
278642AH6
EBAY
2.200
8/1/2019
7/28/2014
550
99.665
548
1.00
4.49
2.28%
91
4.25
0.043
0
0.19
4.27
TITAN II INC
666807BA9
NOC
5.050
8/1/2019
7/30/2009
100
112.222
112
0.21
4.49
2.18%
84
4.07
0.008
0
0.20
4.10
CAREFUSION CORP
14170TAB7
CFN
6.375
8/1/2019
2/4/2010
65
116.696
76
0.14
4.49
2.43%
110
3.99
0.006
0
0.19
4.01
BEMIS COMPANY INC
081437AF2
BMS
6.800
8/1/2019
7/27/2009
50
118.214
59
0.11
4.49
2.49%
116
3.97
0.004
0
0.19
3.99
TEXAS INSTRUMENTS INC
882508AU8
TXN
1.650
8/3/2019
8/6/2012
660
99.66
658
1.21
4.50
1.73%
36
4.33
0.052
0
0.21
4.35
ALTRIA GROUP INC
02209SAJ2
MO
9.250
8/6/2019
2/6/2009
115
129.939
155
0.28
4.51
2.23%
91
3.73
0.011
0
0.18
3.75
CVS CAREMARK CORP
126650CE8
CVS
2.250
8/12/2019
8/12/2014
100
101.617
103
0.19
4.44
1.87%
50
4.23
0.008
0
0.19
4.25
BAXTER INTERNATIONAL INC
071813BA6
BAX
4.500
8/15/2019
8/20/2009
645
110.416
726
1.33
4.53
2.08%
73
4.06
0.054
0
0.20
4.09
PRAXAIR INC
74005PAU8
PX
4.500
8/15/2019
8/13/2009
390
111.563
443
0.81
4.53
1.83%
48
4.07
0.033
0
0.20
4.09
02665WAH4
HNDA
2.250
8/15/2019
9/9/2014
400
101.954
411
0.75
4.53
1.80%
43
4.27
0.032
0
0.21
4.29
PUBLIC SERVICE ELECTRIC AND GAS CO MTN
74456QBJ4
PEG
2.000
8/15/2019
8/12/2014
100
100.942
102
0.19
4.45
1.78%
41
4.26
0.008
0
0.20
4.28
TYSON FOODS INC
902494AW3
TSN
2.650
8/15/2019
8/8/2014
50
102.286
52
0.09
4.45
2.11%
74
4.19
0.004
0
0.19
4.21
AIR PRODUCTS AND CHEMICALS INC
009158AP1
APD
4.375
8/21/2019
8/21/2009
225
110.37
253
0.46
4.55
1.98%
63
4.09
0.019
0
0.20
4.12
RYDER SYSTEM INC MTN
78355HJX8
R
2.450
9/3/2019
5/6/2014
40
100.514
41
0.07
4.50
2.33%
95
4.29
0.003
0
0.21
4.32
HALLIBURTON COMPANY
406216AX9
HAL
6.150
9/15/2019
3/13/2009
675
117.483
809
1.48
4.62
2.15%
79
4.03
0.060
0
0.20
4.05
CONSUMERS ENERGY CO
210518CS3
CMS
6.700
9/15/2019
3/6/2009
450
120.521
554
1.02
4.62
2.02%
67
3.99
0.041
0
0.19
4.02
NEXTERA ENERGY CAPITAL HOLDINGS IN
65339KAL4
NEE
2.400
9/15/2019
6/6/2014
300
101.468
307
0.56
4.53
2.06%
67
4.31
0.024
0
0.20
4.33
REPUBLIC SERVICES INC
760761AB2
RSG
5.500
9/15/2019
8/2/2010
225
114.265
262
0.48
4.62
2.23%
87
4.07
0.020
0
0.20
4.10
VIACOM INC (NEW)
92553PAD4
VIA
5.625
9/15/2019
8/26/2009
165
113.728
191
0.35
4.62
2.46%
110
4.06
0.014
0
0.20
4.08
VALE OVERSEAS LIMITED
91911TAJ2
VALEBZ
5.625
9/15/2019
9/15/2009
115
106.007
124
0.23
4.62
4.18%
279
2.30
0.005
0
0.06
4.06
YUM! BRANDS INC
988498AF8
YUM
5.300
9/15/2019
8/25/2009
65
111.532
74
0.14
4.62
2.63%
126
4.08
0.006
0
0.20
4.11
ASTRAZENECA PLC
046353AF5
AZN
1.950
9/18/2019
9/18/2012
740
101.424
756
1.39
4.62
1.63%
25
4.38
0.061
0
0.22
4.41
SHELL INTERNATIONAL FINANCE BV
822582AJ1
RDSALN
4.300
9/22/2019
9/22/2009
565
111.164
637
1.17
4.64
1.78%
41
4.19
0.049
0
0.21
4.21
DIRECTV HOLDINGS LLC/DIRECTV FINAN
25459HAU9
DTV
5.875
10/1/2019
4/13/2010
325
115.805
383
0.70
4.66
2.28%
92
4.09
0.029
0
0.20
4.11
EXELON GENERATION CO LLC
30161MAF0
EXC
5.200
10/1/2019
9/23/2009
165
111.899
188
0.34
4.66
2.48%
111
4.13
0.014
0
0.20
4.16
SPECTRA ENERGY CAPITAL
26439RAH9
SE
8.000
10/1/2019
9/28/1999
130
122.317
163
0.30
4.66
2.85%
149
3.94
0.012
0
0.19
3.96
NEWMONT MINING CORP
651639AL0
NEM
5.125
10/1/2019
9/18/2009
115
108.586
127
0.23
4.66
3.13%
175
4.13
0.010
0
0.20
4.15
WEYERHAEUSER
962166BV5
WY
7.375
10/1/2019
10/1/2009
100
120.19
123
0.22
4.66
2.73%
137
3.98
0.009
0
0.19
4.00
BURLINGTON NORTHERN SANTA FE CORPO
12189TBC7
BNSF
4.700
10/1/2019
9/24/2009
65
111.578
74
0.13
4.66
2.08%
71
4.18
0.006
0
0.21
4.20
SYSCO CORPORATION
871829AS6
SYY
2.350
10/2/2019
10/2/2014
250
101.748
256
0.47
4.58
1.95%
56
4.35
0.020
0
0.21
4.37
VODAFONE GROUP PLC
TELEFONICA EMISIONES SAU
AMERICAN HONDA FINANCE CORPORATION MTN
4.373
Current Face (m)
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Risk Summary Maturity Distribution - WAL to Maturity iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Position Description
CUSIP
Ticker
Coupon
Stated Maturity
Issue Date
Current Face (m)
Market Price
Market Value (m)
% Market NAV
WAL
Portfolio Yield to to Maturity
Spread
Duration
Duration Contribution
DV01 (m)
Convexity
Spread Duration
EMERSON ELECTRIC CO
291011AY0
EMR
4.875
10/15/2019
1/21/2009
485
113.504
558
1.02
4.70
1.86%
49
4.20
0.043
0
0.21
4.23
CENOVUS ENERGY INC
15135UAD1
CVECN
5.700
10/15/2019
6/30/2010
165
109.091
183
0.34
4.70
3.58%
219
4.12
0.014
0
0.20
4.14
THOMSON REUTERS CORP
884903BG9
TRICN
4.700
10/15/2019
9/29/2009
130
110.255
145
0.27
4.70
2.38%
100
4.21
0.011
0
0.21
4.24
L-3 COMMUNICATIONS CORP
502413AY3
LLL
5.200
10/15/2019
5/7/2010
115
111.148
130
0.24
4.70
2.66%
128
4.17
0.010
0
0.21
4.19
BOEING CAPITAL CORP
097014AL8
BA
4.700
10/27/2019
10/27/2009
225
112.855
257
0.47
4.73
1.85%
47
4.25
0.020
0
0.21
4.28
IBM CORP
459200AG6
IBM
8.375
11/1/2019
11/8/1989
325
130.021
430
0.79
4.74
1.75%
39
4.02
0.032
0
0.20
4.04
KENNAMETAL INC
489170AD2
KMT
2.650
11/1/2019
11/7/2012
115
101.453
117
0.22
4.66
2.32%
91
4.41
0.009
0
0.21
4.43
MEAD JOHNSON NUTRITION CO
582839AE6
MJN
4.900
11/1/2019
7/6/2010
65
111.476
73
0.13
4.74
2.33%
94
4.24
0.006
0
0.21
4.27
CHEVRON CORP
166764AN0
CVX
2.193
11/15/2019
11/18/2014
250
102.449
257
0.47
4.70
1.65%
24
4.49
0.021
0
0.22
4.51
LOCKHEED MARTIN CORPORATION
539830AT6
LMT
4.250
11/15/2019
11/18/2009
225
110.212
250
0.46
4.78
2.00%
61
4.33
0.020
0
0.22
4.36
ANHEUSER-BUSCH INBEV WORLDWIDE INC
03523TBH0
ABIBB
6.875
11/15/2019
3/14/2011
130
122.122
161
0.29
4.78
2.00%
63
4.14
0.012
0
0.21
4.17
KELLOGG COMPANY
487836BC1
K
4.150
11/15/2019
11/19/2009
65
107.956
71
0.13
4.78
2.38%
98
4.34
0.006
0
0.22
4.36
01609WAB8
BABA
2.500
11/28/2019
11/28/2014
400
99.827
401
0.74
4.82
2.54%
111
3.99
0.029
0
0.17
4.52
GEORGIA POWER CO
373334JP7
SO
4.250
12/1/2019
12/15/2009
325
110.643
362
0.66
4.83
1.93%
53
4.38
0.029
0
0.23
4.41
AMAZONCOM INC
023135AL0
AMZN
2.600
12/5/2019
12/5/2014
100
102.301
103
0.19
4.76
2.09%
67
4.50
0.008
0
0.22
4.52
COSTCO WHOLESALE CORPORATION
22160KAF2
COST
1.700
12/15/2019
12/7/2012
975
100.005
977
1.79
4.87
1.70%
27
4.65
0.083
0
0.24
4.68
XEROX CORPORATION
984121CA9
XRX
5.625
12/15/2019
12/4/2009
130
113.105
148
0.27
4.87
2.73%
133
4.30
0.012
0
0.22
4.33
HUSKY ENERGY INC.
448055AF0
HSECN
7.250
12/15/2019
5/11/2009
115
116.979
136
0.25
4.87
3.43%
203
4.18
0.010
0
0.21
4.21
CISCO SYSTEMS INC
17275RAH5
CSCO
4.450
1/15/2020
11/17/2009
1,125
112.092
1,264
2.32
4.95
1.88%
46
4.48
0.104
1
0.24
4.51
ANHEUSER-BUSCH INBEV WORLDWIDE INC
03523TAN8
ABIBB
5.375
1/15/2020
2/5/2010
975
115.419
1,128
2.07
4.95
2.08%
67
4.41
0.091
0
0.23
4.44
CONOCOPHILLIPS
20825CAU8
COP
6.000
1/15/2020
5/21/2009
780
118.188
924
1.69
4.95
2.11%
70
4.37
0.074
0
0.23
4.39
PEPSICO INC
713448BN7
PEP
4.500
1/15/2020
1/14/2010
645
111.975
724
1.33
4.95
1.95%
53
4.48
0.059
0
0.23
4.51
E I DU PONT DE NEMOURS AND CO
263534BZ1
DD
4.625
1/15/2020
11/9/2009
615
111.661
688
1.26
4.95
2.13%
71
4.47
0.056
0
0.23
4.50
BP CAPITAL MARKETS PLC
05565QCT3
BPLN
2.521
1/15/2020
11/4/2014
500
101.973
510
0.94
4.95
2.10%
67
4.65
0.043
0
0.25
4.68
JOHN DEERE CAPITAL CORP
24422ERY7
DE
1.700
1/15/2020
10/12/2012
450
98.971
446
0.82
4.95
1.92%
48
4.73
0.039
0
0.25
4.76
STRYKER CORPORATION
863667AB7
SYK
4.375
1/15/2020
1/15/2010
390
110.493
432
0.79
4.95
2.13%
71
4.49
0.036
0
0.24
4.52
APPALACHIAN POWER CO
037735CP0
AEP
7.950
1/15/2020
3/9/2009
130
126.068
164
0.30
4.95
2.34%
95
4.24
0.013
0
0.22
4.26
KROGER CO.
501044CH2
KR
6.150
1/15/2020
1/16/2008
130
116.992
152
0.28
4.95
2.48%
107
4.35
0.012
0
0.23
4.38
BOSTON SCIENTIFIC CORP
101137AK3
BSX
6.000
1/15/2020
12/14/2009
115
114.692
132
0.24
4.95
2.80%
139
4.36
0.011
0
0.23
4.38
FORD MOTOR CREDIT CO LLC
345397VM2
F
8.125
1/15/2020
12/14/2009
100
125.444
126
0.23
4.95
2.61%
121
4.22
0.010
0
0.22
4.25
PLAINS ALL AMERICAN PIPELINE LP
72650RAW2
PAA
5.750
1/15/2020
9/4/2009
65
114.289
74
0.14
4.95
2.65%
124
4.38
0.006
0
0.23
4.40
GILEAD SCIENCES INC
375558AY9
GILD
2.350
2/1/2020
11/17/2014
250
102.23
257
0.47
4.99
1.88%
44
4.70
0.022
0
0.25
4.73
TIME WARNER CABLE INC
88732JAW8
TWC
5.000
2/1/2020
12/11/2009
225
112.018
252
0.46
4.99
2.43%
100
4.48
0.021
0
0.24
4.51
VALERO ENERGY CORP
91913YAR1
VLO
6.125
2/1/2020
2/8/2010
115
114.742
132
0.24
4.99
2.93%
150
4.39
0.011
0
0.23
4.42
AUTONATION INC
05329WAK8
AN
5.500
2/1/2020
2/1/2012
100
110.636
111
0.20
4.99
3.18%
174
4.44
0.009
0
0.23
4.46
ADOBE SYSTEMS INCORPORATED
00724FAB7
ADBE
4.750
2/1/2020
2/1/2010
65
110.85
72
0.13
4.99
2.43%
100
4.50
0.006
0
0.24
4.53
MONDELEZ INTERNATIONAL INC
50075NBA1
MDLZ
5.375
2/10/2020
2/8/2010
260
114.089
303
0.56
5.02
2.38%
95
4.37
0.024
0
0.23
4.40
KRAFT FOODS GROUP INC
50076QAU0
KRFT
5.375
2/10/2020
1/14/2013
195
112.327
224
0.41
5.02
2.73%
130
4.37
0.018
0
0.23
4.40
BOEING CO
097023AZ8
BA
4.875
2/15/2020
7/28/2009
705
113.956
819
1.50
5.03
1.95%
52
4.45
0.067
0
0.24
4.47
COCA-COLA FEMSA SAB DE CV
191241AD0
KOF
4.625
2/15/2020
9/9/2010
325
110.84
367
0.67
5.03
2.33%
89
2.45
0.016
0
0.07
4.49
RAYTHEON COMPANY
755111BR1
RTN
4.400
2/15/2020
11/19/2009
290
111.032
328
0.60
5.03
2.08%
64
4.49
0.027
0
0.24
4.52
KINDER MORGAN ENERGY PARTNERS LP
494550BB1
KMI
6.850
2/15/2020
5/14/2009
180
115.934
214
0.39
5.03
3.38%
195
4.25
0.017
0
0.22
4.28
AIRGAS INC
009363AP7
ARG
2.375
2/15/2020
2/14/2013
115
99.044
115
0.21
5.03
2.58%
111
4.68
0.010
0
0.24
4.70
5,655
110.797
6,363
11.66
5.13
2.37%
93
4.54
0.530
3
0.25
4.57
ALIBABA GROUP HOLDING LTD 144A
5-6 Yr
4.632
COMCAST CORP
20030NBA8
CMCSA
5.150
3/1/2020
3/1/2010
790
114.822
924
1.69
5.08
2.06%
63
4.46
0.075
0
0.24
4.48
LIFE TECHNOLOGIES CORP
53217VAC3
LIFE
6.000
3/1/2020
2/19/2010
225
115.916
267
0.49
5.08
2.63%
120
4.37
0.021
0
0.23
4.40
MEDTRONIC INC
585055AS5
MDT
4.450
3/15/2020
3/16/2010
925
111.188
1,044
1.91
5.12
2.13%
69
4.56
0.087
0
0.25
4.59
WILLIAMS PARTNERS LP
96950FAD6
WPZ
5.250
3/15/2020
7/2/2010
245
108.962
272
0.50
5.12
3.33%
188
4.46
0.022
0
0.24
4.49
TIME WARNER INC
887317AF2
TWX
4.875
3/15/2020
3/11/2010
215
112.206
245
0.45
5.12
2.33%
89
4.51
0.020
0
0.24
4.54
FREEPORT-MCMORAN COPPER & GOLD INC
35671DBG9
FCX
3.100
3/15/2020
10/9/2013
230
92.76
216
0.40
5.12
4.71%
321
4.66
0.018
0
0.25
4.69
144A
585055BF2
MDT
2.500
3/15/2020
12/10/2014
145
102.229
149
0.27
5.12
2.04%
58
4.78
0.013
0
0.26
4.82
LEXMARK INTERNATIONAL INC
529772AF2
LXK
5.125
3/15/2020
3/4/2013
130
106.922
142
0.26
5.12
3.63%
217
4.47
0.012
0
0.24
4.50
ENBRIDGE ENERGY PARTNERS LP
29250RAS5
EEP
5.200
3/15/2020
3/2/2010
115
110.611
129
0.24
5.12
2.95%
150
4.47
0.011
0
0.24
4.50
TEVA PHARMACEUTICAL FINANCE IV LLC
88166HAD9
TEVA
2.250
3/18/2020
12/18/2012
200
100.487
203
0.37
5.12
2.15%
69
4.79
0.018
0
0.26
4.82
SHELL INTERNATIONAL FINANCE BV
822582AM4
RDSALN
4.375
3/25/2020
3/25/2010
390
112.073
443
0.81
5.14
1.90%
46
4.59
0.037
0
0.25
4.62
PHILIP MORRIS INTERNATIONAL INC
718172AH2
PM
4.500
3/26/2020
3/26/2010
675
112.012
767
1.41
5.15
2.03%
59
4.58
0.064
0
0.25
4.61
AMERICA MOVIL SAB DE CV
02364WAV7
AMXLMM
5.000
3/30/2020
8/25/2010
885
112.077
1,007
1.85
5.16
2.49%
104
4.54
0.084
0
0.25
4.57
73755LAH0
POT
4.875
3/30/2020
9/28/2009
485
112.818
555
1.02
5.16
2.23%
79
4.55
0.046
0
0.25
4.58
194
-31.498
194
0.36
0.17%
0.00
0
0.00
0.00
258
1
258
0.47
0.17%
0.00
0
0.00
0.00
-64
100
-64
-0.12
0.17%
0.00
0
0.00
0.00
49,114
109.482
54,553
100.00
22
0.20
4.15
MEDTRONIC INC
POTASH CORPORATION OF SASKATCHEWAN
Cash & FX
BLK CSH FND TREASURY SL AGENCY
USD CASH(Alpha Committed)
0.171
066922477
BLKFDS
0.171
USD_CCASH
USD
0.171
TOTAL_ASSETS
4.386
2/4/2015
1/1/1980
®
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4.56
2.07%
71
4.09
4.095
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Risk Summary Risk Country Bloc Summary iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Position Description
CUSIP
Ticker
Dollar Bloc
Australia
BHP BILLITON FINANCE (USA) LTD
055451AH1
BHP
Canada
Coupon
Stated Maturity
Issue Date
Current Face (m)
Market Price
Market Value (m)
% Market NAV
WAL
Portfolio Yield to to Maturity
Spread
Duration
Duration Contribution
DV01 (m)
Convexity
Spread Duration
4.463
39,989
109.666
44,552
81.67
4.53
2.06%
71
4.09
3.340
18
0.20
4.12
6.500
1,025
118.619
1,238
2.27
4.16
1.83%
56
3.66
0.083
0
0.16
3.68
1,025
118.619
1,238
2.27
4.16
1.83%
56
3.66
0.083
0
0.16
3.68
1,460
114.064
1,688
3.09
4.66
2.82%
145
4.08
0.126
1
0.20
4.11
6.500
4/1/2019
3/25/2009
6.110
BARRICK GOLD CORPORATION
067901AB4
ABXCN
6.950
4/1/2019
3/24/2009
130
115.418
153
0.28
4.16
2.98%
170
3.62
0.010
0
0.16
3.64
POTASH CORP OF SASKATCHEWAN INC
73755LAF4
POT
6.500
5/15/2019
5/1/2009
235
118.465
282
0.52
4.28
1.98%
69
3.78
0.020
0
0.17
3.80
ENCANA CORP
292505AH7
ECACN
6.500
5/15/2019
5/4/2009
165
111.702
187
0.34
4.28
3.53%
222
3.76
0.013
0
0.17
3.78
TALISMAN ENERGY INC.
87425EAL7
TLMCN
7.750
6/1/2019
6/1/2009
165
115.701
193
0.35
4.33
3.78%
246
3.74
0.013
0
0.17
3.76
CENOVUS ENERGY INC
15135UAD1
CVECN
5.700
10/15/2019
6/30/2010
165
109.091
183
0.34
4.70
3.58%
219
4.12
0.014
0
0.20
4.14
HUSKY ENERGY INC.
448055AF0
HSECN
7.250
12/15/2019
5/11/2009
115
116.979
136
0.25
4.87
3.43%
203
4.18
0.010
0
0.21
4.21
POTASH CORPORATION OF SASKATCHEWAN
73755LAH0
POT
4.875
3/30/2020
9/28/2009
485
112.818
555
1.02
5.16
2.23%
79
4.55
0.046
0
0.25
4.58
37,504
109.25
41,626
76.30
4.54
2.04%
69
4.10
3.131
17
0.20
4.14
United States
BLK CSH FND TREASURY SL AGENCY
4.343
066922477
BLKFDS
0.171
258
1
258
0.47
0.17%
0.00
0
0.00
0.00
USD CASH(Alpha Committed)
USD_CCASH
USD
0.171
2/4/2015
1/1/1980
-64
100
-64
-0.12
0.17%
0.00
0
0.00
0.00
UNITED PARCEL SERVICE INC
911312AK2
UPS
5.125
4/1/2019
3/24/2009
775
113.783
895
1.64
4.16
1.68%
40
3.74
0.061
0
0.17
3.76
DUKE ENERGY OHIO INC
26442EAA8
DUK
5.450
4/1/2019
3/23/2009
515
113.403
594
1.09
4.16
2.07%
79
3.72
0.040
0
0.17
3.74
CONSOLIDATED EDISON CO OF NEW YORK
209111EX7
ED
6.650
4/1/2019
3/25/2009
450
119.35
547
1.00
4.16
1.80%
53
3.65
0.037
0
0.16
3.67
MASTERCARD INC
57636QAA2
MA
2.000
4/1/2019
3/31/2014
500
102.094
514
0.94
4.16
1.48%
18
3.96
0.037
0
0.18
3.98
ILLINOIS TOOL WORKS INC
452308AJ8
ITW
6.250
4/1/2019
9/15/2009
390
117.754
468
0.86
4.16
1.80%
53
3.67
0.031
0
0.16
3.70
ABBOTT LABORATORIES
002824AU4
ABT
5.125
4/1/2019
3/3/2009
315
112.582
360
0.66
4.16
1.96%
68
3.74
0.025
0
0.17
3.76
KANSAS CITY POWER & LIGHT COMPANY
485134BL3
GXP
7.150
4/1/2019
3/24/2009
225
120.719
277
0.51
4.16
1.94%
67
3.62
0.018
0
0.16
3.64
QUEST DIAGNOSTICS INCORPORATED
74834LAU4
DGX
2.700
4/1/2019
3/17/2014
250
101.065
255
0.47
4.16
2.43%
113
3.90
0.018
0
0.18
3.92
ENLINK MIDSTREAM PARTNERS LP
29336UAA5
ENLK
2.700
4/1/2019
3/19/2014
250
99.69
252
0.46
4.16
2.78%
147
3.90
0.018
0
0.18
3.92
DCP MIDSTREAM OPERATING LP
23311VAE7
DPM
2.700
4/1/2019
3/13/2014
250
95.325
241
0.44
4.16
3.93%
261
3.89
0.017
0
0.17
3.91
VERIZON COMMUNICATIONS
92343VAV6
VZ
6.350
4/1/2019
3/27/2009
130
116.71
155
0.28
4.16
2.13%
86
3.67
0.010
0
0.16
3.69
LYONDELLBASELL INDUSTRIES NV
552081AG6
LYB
5.000
4/15/2019
7/17/2012
300
109.701
334
0.61
3.95
2.41%
115
3.63
0.022
0
0.13
3.63
TJX COMPANIES INC. (THE)
872540AM1
TJX
6.950
4/15/2019
4/7/2009
225
120.371
276
0.51
4.20
1.88%
61
3.67
0.019
0
0.16
3.69
JOHN DEERE CAPITAL CORP
24422ERR2
DE
2.250
4/17/2019
4/17/2012
675
102.266
695
1.27
4.21
1.69%
38
3.98
0.051
0
0.18
4.01
DIAMOND OFFSHORE DRILLING INC.
25271CAK8
DO
5.875
5/1/2019
5/4/2009
325
110.824
365
0.67
4.24
3.13%
183
3.76
0.025
0
0.17
3.78
STANFORD UNIVERSITY
854403AC6
STNFRD
4.750
5/1/2019
4/29/2009
260
112.827
297
0.54
4.24
1.61%
32
3.85
0.021
0
0.18
3.87
PLAINS ALL AMERICAN PIPELINE LP
72650RAU6
PAA
8.750
5/1/2019
4/20/2009
115
124.958
146
0.27
4.24
2.51%
123
3.62
0.010
0
0.16
3.64
APPLE INC
037833AQ3
AAPL
2.100
5/6/2019
5/6/2014
1,250
102.344
1,286
2.36
4.26
1.53%
22
4.05
0.095
1
0.19
4.07
MATTEL INC
577081AZ5
MAT
2.350
5/6/2019
5/6/2014
75
99.281
75
0.14
4.26
2.53%
121
4.02
0.006
0
0.19
4.05
PFIZER INC
717081DL4
PFE
2.100
5/15/2019
5/15/2014
500
102.19
513
0.94
4.28
1.57%
25
4.07
0.038
0
0.19
4.10
INTERNATIONAL BUSINESS MACHINES CO
459200HE4
IBM
1.875
5/15/2019
5/11/2012
500
101.22
508
0.93
4.28
1.58%
26
4.09
0.038
0
0.19
4.11
BECTON DICKINSON AND COMPANY
075887AU3
BDX
5.000
5/15/2019
5/15/2009
290
111.684
327
0.60
4.28
2.13%
83
3.86
0.023
0
0.18
3.89
DOW CHEMICAL COMPANY (THE)
260543BX0
DOW
8.550
5/15/2019
5/13/2009
200
125.2
254
0.47
4.28
2.33%
105
3.67
0.017
0
0.17
3.69
WESTERN UNION CO
959802AT6
WU
3.350
5/22/2019
11/22/2013
65
102.706
67
0.12
4.30
2.68%
136
3.99
0.005
0
0.19
4.01
MCDONALDS CORP MTN
58013MEQ3
MCD
1.875
5/29/2019
5/29/2012
450
100.813
455
0.83
4.32
1.68%
35
4.13
0.034
0
0.20
4.15
WALT DISNEY COMPANY (THE) MTN
25468PDA1
DIS
1.850
5/30/2019
6/2/2014
250
101.128
254
0.46
4.32
1.58%
25
4.13
0.019
0
0.20
4.16
EOG RESOURCES INC
26875PAD3
EOG
5.625
6/1/2019
5/21/2009
645
114.816
747
1.37
4.33
2.03%
72
3.88
0.053
0
0.18
3.90
MICROSOFT CORP
594918AC8
MSFT
4.200
6/1/2019
5/18/2009
615
111.358
689
1.26
4.33
1.48%
17
3.97
0.050
0
0.19
4.00
PUBLIC SERVICE CO OF COLORADO
744448CC3
XEL
5.125
6/1/2019
6/4/2009
325
113.733
373
0.68
4.33
1.81%
50
3.91
0.027
0
0.18
3.93
TIME WARNER INC
887317AT2
TWX
2.100
6/1/2019
5/28/2014
250
99.88
251
0.46
4.33
2.13%
79
4.12
0.019
0
0.20
4.14
RYDER SYSTEM INC MTN
78355HJW0
R
2.550
6/1/2019
2/25/2014
115
101.292
117
0.21
4.24
2.23%
89
4.06
0.009
0
0.18
4.08
CATERPILLAR FINANCIAL SERVICES COR MTN
14912L6B2
CAT
2.100
6/9/2019
6/9/2014
350
101.463
356
0.65
4.35
1.75%
41
4.14
0.027
0
0.20
4.17
HOME DEPOT INC
437076BE1
HD
2.000
6/15/2019
6/12/2014
500
101.903
511
0.94
4.28
1.54%
20
4.14
0.039
0
0.18
4.16
HOST HOTELS & RESORTS LP
44107TAM8
HST
5.875
6/15/2019
1/5/2012
300
104.968
317
0.58
0.37
0.32%
7
0.36
0.002
0
0.00
0.36
3M CO MTN
88579YAG6
MMM
1.625
6/15/2019
6/5/2014
250
100.404
252
0.46
4.37
1.53%
19
4.20
0.019
0
0.20
4.22
BUNGE LIMITED FINANCE CORPORATION
120568AT7
BG
8.500
6/15/2019
6/9/2009
165
123.586
206
0.38
4.37
2.73%
142
3.75
0.014
0
0.17
3.77
ANADARKO PETROLEUM CORP
032511BF3
APC
6.950
6/15/2019
6/12/2009
165
117.476
195
0.36
4.37
2.68%
137
3.83
0.014
0
0.18
3.85
PRIDE INTERNATIONAL INC
74153QAG7
ESV
8.500
6/15/2019
6/2/2009
100
117.503
119
0.22
4.37
4.08%
275
3.73
0.008
0
0.17
3.75
INTL GAME TECHNOLOGY
459902AR3
IGT
7.500
6/15/2019
6/15/2009
100
105.234
106
0.19
4.37
6.11%
473
0.11
0.000
0
0.00
3.78
EXPRESS SCRIPTS INC
302182AE0
ESRX
7.250
6/15/2019
6/9/2009
65
120.859
79
0.15
4.37
2.21%
90
3.82
0.006
0
0.18
3.84
EXPRESS SCRIPTS HOLDING CO
30219GAH1
ESRX
2.250
6/15/2019
6/5/2014
50
100.418
50
0.09
4.37
2.15%
81
4.15
0.004
0
0.20
4.17
ACTAVIS FUNDING SCS
00507UAD3
ACT
2.450
6/15/2019
11/12/2014
25
99.47
25
0.05
4.37
2.58%
123
4.13
0.002
0
0.20
4.15
LORILLARD TOBACCO CO
544152AA9
LO
8.125
6/23/2019
6/23/2009
115
122.624
142
0.26
4.39
2.63%
132
3.79
0.010
0
0.18
3.81
TARGET CORPORATION
87612EBB1
TGT
2.300
6/26/2019
6/26/2014
500
102.663
514
0.94
4.40
1.67%
33
4.17
0.039
0
0.20
4.19
MERCK AND CO. INC.
589331AN7
MRK
5.000
6/30/2019
6/25/2009
920
114.045
1,053
1.93
4.41
1.68%
36
4.00
0.077
0
0.19
4.02
VIRGINIA ELECTRIC AND POWER CO
927804FH2
D
5.000
6/30/2019
6/26/2009
450
112.82
510
0.93
4.41
1.95%
62
3.99
0.037
0
0.19
4.02
COMCAST CORP
20030NAZ4
CMCSA
5.700
7/1/2019
6/18/2009
250
116.46
292
0.54
4.41
1.80%
48
3.95
0.021
0
0.19
3.98
ORACLE CORP
68389XAG0
ORCL
5.000
7/8/2019
7/8/2009
1,135
113.93
1,297
2.38
4.43
1.72%
39
4.01
0.095
1
0.19
4.04
EBAY INC.
278642AH6
EBAY
2.200
8/1/2019
7/28/2014
550
99.665
548
1.00
4.49
2.28%
91
4.25
0.043
0
0.19
4.27
TITAN II INC
666807BA9
NOC
5.050
8/1/2019
7/30/2009
100
112.222
112
0.21
4.49
2.18%
84
4.07
0.008
0
0.20
4.10
CAREFUSION CORP
14170TAB7
CFN
6.375
8/1/2019
2/4/2010
65
116.696
76
0.14
4.49
2.43%
110
3.99
0.006
0
0.19
4.01
BEMIS COMPANY INC
081437AF2
BMS
6.800
8/1/2019
7/27/2009
50
118.214
59
0.11
4.49
2.49%
116
3.97
0.004
0
0.19
3.99
TEXAS INSTRUMENTS INC
882508AU8
TXN
1.650
8/3/2019
8/6/2012
660
99.66
658
1.21
4.50
1.73%
36
4.33
0.052
0
0.21
4.35
ALTRIA GROUP INC
02209SAJ2
MO
9.250
8/6/2019
2/6/2009
115
129.939
155
0.28
4.51
2.23%
91
3.73
0.011
0
0.18
3.75
CVS CAREMARK CORP
126650CE8
CVS
2.250
8/12/2019
8/12/2014
100
101.617
103
0.19
4.44
1.87%
50
4.23
0.008
0
0.19
4.25
BAXTER INTERNATIONAL INC
071813BA6
BAX
4.500
8/15/2019
8/20/2009
645
110.416
726
1.33
4.53
2.08%
73
4.06
0.054
0
0.20
4.09
PRAXAIR INC
74005PAU8
PX
4.500
8/15/2019
8/13/2009
390
111.563
443
0.81
4.53
1.83%
48
4.07
0.033
0
0.20
4.09
PUBLIC SERVICE ELECTRIC AND GAS CO MTN
74456QBJ4
PEG
2.000
8/15/2019
8/12/2014
100
100.942
102
0.19
4.45
1.78%
41
4.26
0.008
0
0.20
4.28
902494AW3
TSN
2.650
8/15/2019
8/8/2014
50
102.286
52
0.09
4.45
2.11%
74
4.19
0.004
0
0.19
4.21
AIR PRODUCTS AND CHEMICALS INC
009158AP1
APD
4.375
8/21/2019
8/21/2009
225
110.37
253
0.46
4.55
1.98%
63
4.09
0.019
0
0.20
4.12
RYDER SYSTEM INC MTN
78355HJX8
R
2.450
9/3/2019
5/6/2014
40
100.514
41
0.07
4.50
2.33%
95
4.29
0.003
0
0.21
4.32
HALLIBURTON COMPANY
406216AX9
HAL
6.150
9/15/2019
3/13/2009
675
117.483
809
1.48
4.62
2.15%
79
4.03
0.060
0
0.20
4.05
CONSUMERS ENERGY CO
210518CS3
CMS
6.700
9/15/2019
3/6/2009
450
120.521
554
1.02
4.62
2.02%
67
3.99
0.041
0
0.19
4.02
NEXTERA ENERGY CAPITAL HOLDINGS IN
65339KAL4
NEE
2.400
9/15/2019
6/6/2014
300
101.468
307
0.56
4.53
2.06%
67
4.31
0.024
0
0.20
4.33
REPUBLIC SERVICES INC
760761AB2
RSG
5.500
9/15/2019
8/2/2010
225
114.265
262
0.48
4.62
2.23%
87
4.07
0.020
0
0.20
4.10
VIACOM INC (NEW)
92553PAD4
VIA
5.625
9/15/2019
8/26/2009
165
113.728
191
0.35
4.62
2.46%
110
4.06
0.014
0
0.20
4.08
YUM! BRANDS INC
988498AF8
YUM
5.300
9/15/2019
8/25/2009
65
111.532
74
0.14
4.62
2.63%
126
4.08
0.006
0
0.20
4.11
DIRECTV HOLDINGS LLC/DIRECTV FINAN
25459HAU9
DTV
5.875
10/1/2019
4/13/2010
325
115.805
383
0.70
4.66
2.28%
92
4.09
0.029
0
0.20
4.11
EXELON GENERATION CO LLC
30161MAF0
EXC
5.200
10/1/2019
9/23/2009
165
111.899
188
0.34
4.66
2.48%
111
4.13
0.014
0
0.20
4.16
SPECTRA ENERGY CAPITAL
26439RAH9
SE
8.000
10/1/2019
9/28/1999
130
122.317
163
0.30
4.66
2.85%
149
3.94
0.012
0
0.19
3.96
NEWMONT MINING CORP
651639AL0
NEM
5.125
10/1/2019
9/18/2009
115
108.586
127
0.23
4.66
3.13%
175
4.13
0.010
0
0.20
4.15
WEYERHAEUSER
962166BV5
WY
7.375
10/1/2019
10/1/2009
100
120.19
123
0.22
4.66
2.73%
137
3.98
0.009
0
0.19
4.00
BURLINGTON NORTHERN SANTA FE CORPO
12189TBC7
BNSF
4.700
10/1/2019
9/24/2009
65
111.578
74
0.13
4.66
2.08%
71
4.18
0.006
0
0.21
4.20
SYSCO CORPORATION
871829AS6
SYY
2.350
10/2/2019
10/2/2014
250
101.748
256
0.47
4.58
1.95%
56
4.35
0.020
0
0.21
4.37
EMERSON ELECTRIC CO
291011AY0
EMR
4.875
10/15/2019
1/21/2009
485
113.504
558
1.02
4.70
1.86%
49
4.20
0.043
0
0.21
4.23
TYSON FOODS INC
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Risk Summary Risk Country Bloc Summary iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Position Description
CUSIP
Ticker
Coupon
Stated Maturity
Issue Date
Current Face (m)
Market Price
Market Value (m)
% Market NAV
WAL
Portfolio Yield to to Maturity
Spread
Duration
Duration Contribution
DV01 (m)
Convexity
Spread Duration
THOMSON REUTERS CORP
884903BG9
TRICN
4.700
10/15/2019
9/29/2009
130
110.255
145
0.27
4.70
2.38%
100
4.21
0.011
0
0.21
4.24
L-3 COMMUNICATIONS CORP
502413AY3
LLL
5.200
10/15/2019
5/7/2010
115
111.148
130
0.24
4.70
2.66%
128
4.17
0.010
0
0.21
4.19
BOEING CAPITAL CORP
097014AL8
BA
4.700
10/27/2019
10/27/2009
225
112.855
257
0.47
4.73
1.85%
47
4.25
0.020
0
0.21
4.28
IBM CORP
459200AG6
IBM
8.375
11/1/2019
11/8/1989
325
130.021
430
0.79
4.74
1.75%
39
4.02
0.032
0
0.20
4.04
KENNAMETAL INC
489170AD2
KMT
2.650
11/1/2019
11/7/2012
115
101.453
117
0.22
4.66
2.32%
91
4.41
0.009
0
0.21
4.43
MEAD JOHNSON NUTRITION CO
582839AE6
MJN
4.900
11/1/2019
7/6/2010
65
111.476
73
0.13
4.74
2.33%
94
4.24
0.006
0
0.21
4.27
CHEVRON CORP
166764AN0
CVX
2.193
11/15/2019
11/18/2014
250
102.449
257
0.47
4.70
1.65%
24
4.49
0.021
0
0.22
4.51
LOCKHEED MARTIN CORPORATION
539830AT6
LMT
4.250
11/15/2019
11/18/2009
225
110.212
250
0.46
4.78
2.00%
61
4.33
0.020
0
0.22
4.36
KELLOGG COMPANY
487836BC1
K
4.150
11/15/2019
11/19/2009
65
107.956
71
0.13
4.78
2.38%
98
4.34
0.006
0
0.22
4.36
GEORGIA POWER CO
373334JP7
SO
4.250
12/1/2019
12/15/2009
325
110.643
362
0.66
4.83
1.93%
53
4.38
0.029
0
0.23
4.41
AMAZONCOM INC
023135AL0
AMZN
2.600
12/5/2019
12/5/2014
100
102.301
103
0.19
4.76
2.09%
67
4.50
0.008
0
0.22
4.52
COSTCO WHOLESALE CORPORATION
22160KAF2
COST
1.700
12/15/2019
12/7/2012
975
100.005
977
1.79
4.87
1.70%
27
4.65
0.083
0
0.24
4.68
XEROX CORPORATION
984121CA9
XRX
5.625
12/15/2019
12/4/2009
130
113.105
148
0.27
4.87
2.73%
133
4.30
0.012
0
0.22
4.33
CISCO SYSTEMS INC
17275RAH5
CSCO
4.450
1/15/2020
11/17/2009
1,125
112.092
1,264
2.32
4.95
1.88%
46
4.48
0.104
1
0.24
4.51
CONOCOPHILLIPS
20825CAU8
COP
6.000
1/15/2020
5/21/2009
780
118.188
924
1.69
4.95
2.11%
70
4.37
0.074
0
0.23
4.39
PEPSICO INC
713448BN7
PEP
4.500
1/15/2020
1/14/2010
645
111.975
724
1.33
4.95
1.95%
53
4.48
0.059
0
0.23
4.51
E I DU PONT DE NEMOURS AND CO
263534BZ1
DD
4.625
1/15/2020
11/9/2009
615
111.661
688
1.26
4.95
2.13%
71
4.47
0.056
0
0.23
4.50
JOHN DEERE CAPITAL CORP
24422ERY7
DE
1.700
1/15/2020
10/12/2012
450
98.971
446
0.82
4.95
1.92%
48
4.73
0.039
0
0.25
4.76
STRYKER CORPORATION
863667AB7
SYK
4.375
1/15/2020
1/15/2010
390
110.493
432
0.79
4.95
2.13%
71
4.49
0.036
0
0.24
4.52
APPALACHIAN POWER CO
037735CP0
AEP
7.950
1/15/2020
3/9/2009
130
126.068
164
0.30
4.95
2.34%
95
4.24
0.013
0
0.22
4.26
KROGER CO.
501044CH2
KR
6.150
1/15/2020
1/16/2008
130
116.992
152
0.28
4.95
2.48%
107
4.35
0.012
0
0.23
4.38
BOSTON SCIENTIFIC CORP
101137AK3
BSX
6.000
1/15/2020
12/14/2009
115
114.692
132
0.24
4.95
2.80%
139
4.36
0.011
0
0.23
4.38
FORD MOTOR CREDIT CO LLC
345397VM2
F
8.125
1/15/2020
12/14/2009
100
125.444
126
0.23
4.95
2.61%
121
4.22
0.010
0
0.22
4.25
PLAINS ALL AMERICAN PIPELINE LP
72650RAW2
PAA
5.750
1/15/2020
9/4/2009
65
114.289
74
0.14
4.95
2.65%
124
4.38
0.006
0
0.23
4.40
GILEAD SCIENCES INC
375558AY9
GILD
2.350
2/1/2020
11/17/2014
250
102.23
257
0.47
4.99
1.88%
44
4.70
0.022
0
0.25
4.73
TIME WARNER CABLE INC
88732JAW8
TWC
5.000
2/1/2020
12/11/2009
225
112.018
252
0.46
4.99
2.43%
100
4.48
0.021
0
0.24
4.51
VALERO ENERGY CORP
91913YAR1
VLO
6.125
2/1/2020
2/8/2010
115
114.742
132
0.24
4.99
2.93%
150
4.39
0.011
0
0.23
4.42
AUTONATION INC
05329WAK8
AN
5.500
2/1/2020
2/1/2012
100
110.636
111
0.20
4.99
3.18%
174
4.44
0.009
0
0.23
4.46
ADOBE SYSTEMS INCORPORATED
00724FAB7
ADBE
4.750
2/1/2020
2/1/2010
65
110.85
72
0.13
4.99
2.43%
100
4.50
0.006
0
0.24
4.53
MONDELEZ INTERNATIONAL INC
50075NBA1
MDLZ
5.375
2/10/2020
2/8/2010
260
114.089
303
0.56
5.02
2.38%
95
4.37
0.024
0
0.23
4.40
KRAFT FOODS GROUP INC
50076QAU0
KRFT
5.375
2/10/2020
1/14/2013
195
112.327
224
0.41
5.02
2.73%
130
4.37
0.018
0
0.23
4.40
BOEING CO
097023AZ8
BA
4.875
2/15/2020
7/28/2009
705
113.956
819
1.50
5.03
1.95%
52
4.45
0.067
0
0.24
4.47
RAYTHEON COMPANY
755111BR1
RTN
4.400
2/15/2020
11/19/2009
290
111.032
328
0.60
5.03
2.08%
64
4.49
0.027
0
0.24
4.52
KINDER MORGAN ENERGY PARTNERS LP
494550BB1
KMI
6.850
2/15/2020
5/14/2009
180
115.934
214
0.39
5.03
3.38%
195
4.25
0.017
0
0.22
4.28
AIRGAS INC
009363AP7
ARG
2.375
2/15/2020
2/14/2013
115
99.044
115
0.21
5.03
2.58%
111
4.68
0.010
0
0.24
4.70
COMCAST CORP
20030NBA8
CMCSA
5.150
3/1/2020
3/1/2010
790
114.822
924
1.69
5.08
2.06%
63
4.46
0.075
0
0.24
4.48
LIFE TECHNOLOGIES CORP
53217VAC3
LIFE
6.000
3/1/2020
2/19/2010
225
115.916
267
0.49
5.08
2.63%
120
4.37
0.021
0
0.23
4.40
MEDTRONIC INC
585055AS5
MDT
4.450
3/15/2020
3/16/2010
925
111.188
1,044
1.91
5.12
2.13%
69
4.56
0.087
0
0.25
4.59
WILLIAMS PARTNERS LP
96950FAD6
WPZ
5.250
3/15/2020
7/2/2010
245
108.962
272
0.50
5.12
3.33%
188
4.46
0.022
0
0.24
4.49
TIME WARNER INC
887317AF2
TWX
4.875
3/15/2020
3/11/2010
215
112.206
245
0.45
5.12
2.33%
89
4.51
0.020
0
0.24
4.54
FREEPORT-MCMORAN COPPER & GOLD INC
35671DBG9
FCX
3.100
3/15/2020
10/9/2013
230
92.76
216
0.40
5.12
4.71%
321
4.66
0.018
0
0.25
4.69
144A
585055BF2
MDT
2.500
3/15/2020
12/10/2014
145
102.229
149
0.27
5.12
2.04%
58
4.78
0.013
0
0.26
4.82
LEXMARK INTERNATIONAL INC
529772AF2
LXK
5.125
3/15/2020
3/4/2013
130
106.922
142
0.26
5.12
3.63%
217
4.47
0.012
0
0.24
4.50
ENBRIDGE ENERGY PARTNERS LP
29250RAS5
EEP
5.200
3/15/2020
3/2/2010
115
110.611
129
0.24
5.12
2.95%
150
4.47
0.011
0
0.24
4.50
PHILIP MORRIS INTERNATIONAL INC
718172AH2
PM
4.500
3/26/2020
3/26/2010
675
112.012
767
1.41
5.15
2.03%
59
4.58
0.064
0
0.25
4.61
5,800
110.742
6,473
11.86
4.62
1.95%
59
4.19
0.497
3
0.21
4.21
MEDTRONIC INC
Euro Bloc
4.413
1,105
116.208
1,289
2.36
4.93
2.07%
66
4.38
0.103
1
0.23
4.40
ANHEUSER-BUSCH INBEV WORLDWIDE INC
Belgium
03523TBH0
ABIBB
5.551
6.875
11/15/2019
3/14/2011
130
122.122
161
0.29
4.78
2.00%
63
4.14
0.012
0
0.21
4.17
ANHEUSER-BUSCH INBEV WORLDWIDE INC
03523TAN8
ABIBB
5.375
1/15/2020
2/5/2010
975
115.419
1,128
2.07
4.95
2.08%
67
4.41
0.091
0
0.23
4.44
730
103.795
760
1.39
4.39
1.79%
45
4.13
0.058
0
0.20
4.16
France
2.683
TOTAL CAPITAL INTERNATIONAL SA
89153VAM1
TOTAL
2.100
6/19/2019
6/23/2014
600
101.641
611
1.12
4.38
1.71%
37
4.17
0.047
0
0.20
4.19
FRANCE TELECOM
35177PAT4
ORAFP
5.375
7/8/2019
7/7/2009
130
113.736
148
0.27
4.43
2.11%
78
3.99
0.011
0
0.19
4.01
165
116.503
193
0.35
4.43
2.08%
76
3.95
0.014
0
0.19
3.97
165
116.503
193
0.35
4.43
2.08%
76
3.95
0.014
0
0.19
3.97
955
111.535
1,080
1.98
4.84
1.83%
43
4.35
0.086
0
0.22
4.38
Germany
DEUTSCHE TELEKOM INTERNATIONAL FIN
6.000
25156PAN3
DT
Netherlands
6.000
7/8/2019
6/22/2009
4.331
SHELL INTERNATIONAL FINANCE BV
822582AJ1
RDSALN
4.300
9/22/2019
9/22/2009
565
111.164
637
1.17
4.64
1.78%
41
4.19
0.049
0
0.21
4.21
SHELL INTERNATIONAL FINANCE BV
822582AM4
RDSALN
4.375
3/25/2020
3/25/2010
390
112.073
443
0.81
5.14
1.90%
46
4.59
0.037
0
0.25
4.62
115
115.961
134
0.25
4.45
2.10%
77
3.98
0.010
0
0.19
4.00
115
115.961
134
0.25
4.45
2.10%
77
3.98
0.010
0
0.19
4.00
2,730
109.542
3,018
5.53
4.48
1.97%
63
4.09
0.226
1
0.20
4.11
Spain
TELEFONICA EMISIONES SAU
5.877
87938WAH6
TELEFO
United Kingdom
5.877
7/15/2019
7/6/2009
4.287
RIO TINTO FIN USA LTD
767201AH9
RIOLN
9.000
5/1/2019
4/17/2009
700
127.862
911
1.67
4.24
2.10%
83
3.61
0.060
0
0.16
3.63
BP CAPITAL MARKETS PLC
05565QCR7
BPLN
2.237
5/10/2019
2/10/2014
500
101.05
508
0.93
4.27
1.98%
66
4.05
0.038
0
0.19
4.07
VODAFONE GROUP PLC
92857WAS9
VOD
5.450
6/10/2019
6/10/2009
290
113.726
332
0.61
4.35
2.13%
82
3.91
0.024
0
0.18
3.93
ASTRAZENECA PLC
046353AF5
AZN
1.950
9/18/2019
9/18/2012
740
101.424
756
1.39
4.62
1.63%
25
4.38
0.061
0
0.22
4.41
BP CAPITAL MARKETS PLC
05565QCT3
BPLN
2.521
1/15/2020
11/4/2014
500
101.973
510
0.94
4.95
2.10%
67
4.65
0.043
0
0.25
4.68
1,800
101.04
1,827
3.35
4.52
2.16%
80
4.02
0.135
1
0.19
4.29
Asia Bloc
2.410
900
100.151
905
1.66
4.56
2.60%
122
3.79
0.063
0
0.16
4.29
BAIDU INC
China
056752AD0
BIDU
2.639
2.750
6/9/2019
6/9/2014
500
100.411
504
0.92
4.35
2.65%
131
3.63
0.034
0
0.15
4.11
ALIBABA GROUP HOLDING LTD 144A
01609WAB8
BABA
2.500
11/28/2019
11/28/2014
400
99.827
401
0.74
4.82
2.54%
111
3.99
0.029
0
0.17
4.52
900
101.928
921
1.69
4.49
1.73%
38
4.25
0.072
0
0.21
4.28
Japan
TOYOTA MOTOR CREDIT CORP MTN
AMERICAN HONDA FINANCE CORPORATION MTN
2.181
89236TBP9
TOYOTA
2.125
7/18/2019
7/18/2014
500
101.907
510
0.93
4.46
1.68%
33
4.24
0.040
0
0.21
4.27
02665WAH4
HNDA
2.250
8/15/2019
9/9/2014
400
101.954
411
0.75
4.53
1.80%
43
4.27
0.032
0
0.21
4.29
1,325
111.246
1,499
2.75
5.08
2.59%
115
3.84
0.105
1
0.19
4.51
115
106.007
124
0.23
4.62
4.18%
279
2.30
0.005
0
0.06
4.06
115
106.007
124
0.23
4.62
4.18%
279
2.30
0.005
0
0.06
4.06
1,210
111.744
1,374
2.52
5.12
2.45%
100
3.98
0.100
1
0.20
4.55
Latin America Bloc
4.962
Brazil
VALE OVERSEAS LIMITED
5.625
91911TAJ2
VALEBZ
Mexico
5.625
9/15/2019
9/15/2009
4.899
COCA-COLA FEMSA SAB DE CV
191241AD0
KOF
4.625
2/15/2020
9/9/2010
325
110.84
367
0.67
5.03
2.33%
89
2.45
0.016
0
0.07
4.49
AMERICA MOVIL SAB DE CV
02364WAV7
AMXLMM
5.000
3/30/2020
8/25/2010
885
112.077
1,007
1.85
5.16
2.49%
104
4.54
0.084
0
0.25
4.57
Middle East Bloc
2.250
200
100.487
203
0.37
5.12
2.15%
69
4.79
0.018
0
0.26
4.82
Israel
2.250
200
100.487
203
0.37
5.12
2.15%
69
4.79
0.018
0
0.26
4.82
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Green Package
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Risk Summary Risk Country Bloc Summary iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Position Description
CUSIP
TEVA PHARMACEUTICAL FINANCE IV LLC
88166HAD9
Ticker
TEVA
TOTAL_ASSETS
Coupon
2.250
4.386
Stated Maturity
3/18/2020
Issue Date
12/18/2012
Current Face (m)
Market Price
Market Value (m)
% Market NAV
WAL
Portfolio Yield to to Maturity
Spread
Duration
Duration Contribution
DV01 (m)
Convexity
Spread Duration
200
100.487
203
0.37
5.12
2.15%
69
4.79
0.018
0
0.26
4.82
49,114
109.482
54,553
100.00
4.56
2.07%
71
4.09
4.095
22
0.20
4.15
Powered by BlackRock Solutions®
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Green Package
Page 13 of 29
Risk Summary Credit Risk Rating iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Position Description
CUSIP
Ticker
PASS: Strong, High Grade with Low Credit Risk
Coupon
Stated Maturity
Issue Date
3.954
Current Face (m)
Market Price
Market Value (m)
% Market NAV
WAL
Portfolio Yield to to Maturity
Spread
Duration
Duration Contribution
DV01 (m)
Convexity
Spread Duration
11,655
109.505
12,871
23.59
4.54
1.76%
41
4.15
0.979
5
0.20
4.17
APPLE INC
037833AQ3
AAPL
2.100
5/6/2019
5/6/2014
1,250
102.344
1,286
2.36
4.26
1.53%
22
4.05
0.095
1
0.19
4.07
CISCO SYSTEMS INC
17275RAH5
CSCO
4.450
1/15/2020
11/17/2009
1,125
112.092
1,264
2.32
4.95
1.88%
46
4.48
0.104
1
0.24
4.51
BHP BILLITON FINANCE (USA) LTD
055451AH1
BHP
6.500
4/1/2019
3/25/2009
1,025
118.619
1,238
2.27
4.16
1.83%
56
3.66
0.083
0
0.16
3.68
MERCK AND CO. INC.
589331AN7
MRK
5.000
6/30/2019
6/25/2009
920
114.045
1,053
1.93
4.41
1.68%
36
4.00
0.077
0
0.19
4.02
MEDTRONIC INC
585055AS5
MDT
4.450
3/15/2020
3/16/2010
925
111.188
1,044
1.91
5.12
2.13%
69
4.56
0.087
0
0.25
4.59
COSTCO WHOLESALE CORPORATION
22160KAF2
COST
1.700
12/15/2019
12/7/2012
975
100.005
977
1.79
4.87
1.70%
27
4.65
0.083
0
0.24
4.68
UNITED PARCEL SERVICE INC
911312AK2
UPS
5.125
4/1/2019
3/24/2009
775
113.783
895
1.64
4.16
1.68%
40
3.74
0.061
0
0.17
3.76
MICROSOFT CORP
594918AC8
MSFT
4.200
6/1/2019
5/18/2009
615
111.358
689
1.26
4.33
1.48%
17
3.97
0.050
0
0.19
4.00
SHELL INTERNATIONAL FINANCE BV
822582AJ1
RDSALN
4.300
9/22/2019
9/22/2009
565
111.164
637
1.17
4.64
1.78%
41
4.19
0.049
0
0.21
4.21
TOTAL CAPITAL INTERNATIONAL SA
89153VAM1
TOTAL
2.100
6/19/2019
6/23/2014
600
101.641
611
1.12
4.38
1.71%
37
4.17
0.047
0
0.20
4.19
INTERNATIONAL BUSINESS MACHINES CO
459200HE4
IBM
1.875
5/15/2019
5/11/2012
500
101.22
508
0.93
4.28
1.58%
26
4.09
0.038
0
0.19
4.11
MCDONALDS CORP MTN
58013MEQ3
MCD
1.875
5/29/2019
5/29/2012
450
100.813
455
0.83
4.32
1.68%
35
4.13
0.034
0
0.20
4.15
SHELL INTERNATIONAL FINANCE BV
822582AM4
RDSALN
4.375
3/25/2020
3/25/2010
390
112.073
443
0.81
5.14
1.90%
46
4.59
0.037
0
0.25
4.62
STRYKER CORPORATION
863667AB7
SYK
4.375
1/15/2020
1/15/2010
390
110.493
432
0.79
4.95
2.13%
71
4.49
0.036
0
0.24
4.52
IBM CORP
459200AG6
IBM
8.375
11/1/2019
11/8/1989
325
130.021
430
0.79
4.74
1.75%
39
4.02
0.032
0
0.20
4.04
ABBOTT LABORATORIES
002824AU4
ABT
5.125
4/1/2019
3/3/2009
315
112.582
360
0.66
4.16
1.96%
68
3.74
0.025
0
0.17
3.76
STANFORD UNIVERSITY
854403AC6
STNFRD
4.750
5/1/2019
4/29/2009
260
112.827
297
0.54
4.24
1.61%
32
3.85
0.021
0
0.18
3.87
3M CO MTN
88579YAG6
MMM
1.625
6/15/2019
6/5/2014
250
100.404
252
0.46
4.37
1.53%
19
4.20
0.019
0
0.20
4.22
21,770
109.718
24,100
44.18
4.63
1.96%
60
4.16
1.838
10
0.20
4.23
PASS: Good Risk, Upper Medium Grade
4.147
ORACLE CORP
68389XAG0
ORCL
5.000
7/8/2019
7/8/2009
1,135
113.93
1,297
2.38
4.43
1.72%
39
4.01
0.095
1
0.19
4.04
ANHEUSER-BUSCH INBEV WORLDWIDE INC
03523TAN8
ABIBB
5.375
1/15/2020
2/5/2010
975
115.419
1,128
2.07
4.95
2.08%
67
4.41
0.091
0
0.23
4.44
AMERICA MOVIL SAB DE CV
02364WAV7
AMXLMM
5.000
3/30/2020
8/25/2010
885
112.077
1,007
1.85
5.16
2.49%
104
4.54
0.084
0
0.25
4.57
CONOCOPHILLIPS
20825CAU8
COP
6.000
1/15/2020
5/21/2009
780
118.188
924
1.69
4.95
2.11%
70
4.37
0.074
0
0.23
4.39
BOEING CO
097023AZ8
BA
4.875
2/15/2020
7/28/2009
705
113.956
819
1.50
5.03
1.95%
52
4.45
0.067
0
0.24
4.47
HALLIBURTON COMPANY
406216AX9
HAL
6.150
9/15/2019
3/13/2009
675
117.483
809
1.48
4.62
2.15%
79
4.03
0.060
0
0.20
4.05
PHILIP MORRIS INTERNATIONAL INC
718172AH2
PM
4.500
3/26/2020
3/26/2010
675
112.012
767
1.41
5.15
2.03%
59
4.58
0.064
0
0.25
4.61
ASTRAZENECA PLC
046353AF5
AZN
1.950
9/18/2019
9/18/2012
740
101.424
756
1.39
4.62
1.63%
25
4.38
0.061
0
0.22
4.41
EOG RESOURCES INC
26875PAD3
EOG
5.625
6/1/2019
5/21/2009
645
114.816
747
1.37
4.33
2.03%
72
3.88
0.053
0
0.18
3.90
BAXTER INTERNATIONAL INC
071813BA6
BAX
4.500
8/15/2019
8/20/2009
645
110.416
726
1.33
4.53
2.08%
73
4.06
0.054
0
0.20
4.09
PEPSICO INC
713448BN7
PEP
4.500
1/15/2020
1/14/2010
645
111.975
724
1.33
4.95
1.95%
53
4.48
0.059
0
0.23
4.51
JOHN DEERE CAPITAL CORP
24422ERR2
DE
2.250
4/17/2019
4/17/2012
675
102.266
695
1.27
4.21
1.69%
38
3.98
0.051
0
0.18
4.01
E I DU PONT DE NEMOURS AND CO
263534BZ1
DD
4.625
1/15/2020
11/9/2009
615
111.661
688
1.26
4.95
2.13%
71
4.47
0.056
0
0.23
4.50
TEXAS INSTRUMENTS INC
882508AU8
TXN
1.650
8/3/2019
8/6/2012
660
99.66
658
1.21
4.50
1.73%
36
4.33
0.052
0
0.21
4.35
DUKE ENERGY OHIO INC
26442EAA8
DUK
5.450
4/1/2019
3/23/2009
515
113.403
594
1.09
4.16
2.07%
79
3.72
0.040
0
0.17
3.74
EMERSON ELECTRIC CO
291011AY0
EMR
4.875
10/15/2019
1/21/2009
485
113.504
558
1.02
4.70
1.86%
49
4.20
0.043
0
0.21
4.23
POTASH CORPORATION OF SASKATCHEWAN
73755LAH0
POT
4.875
3/30/2020
9/28/2009
485
112.818
555
1.02
5.16
2.23%
79
4.55
0.046
0
0.25
4.58
CONSUMERS ENERGY CO
210518CS3
CMS
6.700
9/15/2019
3/6/2009
450
120.521
554
1.02
4.62
2.02%
67
3.99
0.041
0
0.19
4.02
EBAY INC.
278642AH6
EBAY
2.200
8/1/2019
7/28/2014
550
99.665
548
1.00
4.49
2.28%
91
4.25
0.043
0
0.19
4.27
TARGET CORPORATION
87612EBB1
TGT
2.300
6/26/2019
6/26/2014
500
102.663
514
0.94
4.40
1.67%
33
4.17
0.039
0
0.20
4.19
MASTERCARD INC
57636QAA2
MA
2.000
4/1/2019
3/31/2014
500
102.094
514
0.94
4.16
1.48%
18
3.96
0.037
0
0.18
3.98
PFIZER INC
717081DL4
PFE
2.100
5/15/2019
5/15/2014
500
102.19
513
0.94
4.28
1.57%
25
4.07
0.038
0
0.19
4.10
HOME DEPOT INC
437076BE1
HD
2.000
6/15/2019
6/12/2014
500
101.903
511
0.94
4.28
1.54%
20
4.14
0.039
0
0.18
4.16
TOYOTA MOTOR CREDIT CORP MTN
89236TBP9
TOYOTA
2.125
7/18/2019
7/18/2014
500
101.907
510
0.93
4.46
1.68%
33
4.24
0.040
0
0.21
4.27
VIRGINIA ELECTRIC AND POWER CO
927804FH2
D
5.000
6/30/2019
6/26/2009
450
112.82
510
0.93
4.41
1.95%
62
3.99
0.037
0
0.19
4.02
BP CAPITAL MARKETS PLC
05565QCR7
BPLN
2.237
5/10/2019
2/10/2014
500
101.05
508
0.93
4.27
1.98%
66
4.05
0.038
0
0.19
4.07
BAIDU INC
056752AD0
BIDU
2.750
6/9/2019
6/9/2014
500
100.411
504
0.92
4.35
2.65%
131
3.63
0.034
0
0.15
4.11
ILLINOIS TOOL WORKS INC
452308AJ8
ITW
6.250
4/1/2019
9/15/2009
390
117.754
468
0.86
4.16
1.80%
53
3.67
0.031
0
0.16
3.70
JOHN DEERE CAPITAL CORP
24422ERY7
DE
1.700
1/15/2020
10/12/2012
450
98.971
446
0.82
4.95
1.92%
48
4.73
0.039
0
0.25
4.76
PRAXAIR INC
74005PAU8
PX
4.500
8/15/2019
8/13/2009
390
111.563
443
0.81
4.53
1.83%
48
4.07
0.033
0
0.20
4.09
PUBLIC SERVICE CO OF COLORADO
744448CC3
XEL
5.125
6/1/2019
6/4/2009
325
113.733
373
0.68
4.33
1.81%
50
3.91
0.027
0
0.18
3.93
COCA-COLA FEMSA SAB DE CV
191241AD0
KOF
4.625
2/15/2020
9/9/2010
325
110.84
367
0.67
5.03
2.33%
89
2.45
0.016
0
0.07
4.49
GEORGIA POWER CO
373334JP7
SO
4.250
12/1/2019
12/15/2009
325
110.643
362
0.66
4.83
1.93%
53
4.38
0.029
0
0.23
4.41
CATERPILLAR FINANCIAL SERVICES COR MTN
14912L6B2
CAT
2.100
6/9/2019
6/9/2014
350
101.463
356
0.65
4.35
1.75%
41
4.14
0.027
0
0.20
4.17
RAYTHEON COMPANY
755111BR1
RTN
4.400
2/15/2020
11/19/2009
290
111.032
328
0.60
5.03
2.08%
64
4.49
0.027
0
0.24
4.52
POTASH CORP OF SASKATCHEWAN INC
73755LAF4
POT
6.500
5/15/2019
5/1/2009
235
118.465
282
0.52
4.28
1.98%
69
3.78
0.020
0
0.17
3.80
TJX COMPANIES INC. (THE)
872540AM1
TJX
6.950
4/15/2019
4/7/2009
225
120.371
276
0.51
4.20
1.88%
61
3.67
0.019
0
0.16
3.69
BOEING CAPITAL CORP
097014AL8
BA
4.700
10/27/2019
10/27/2009
225
112.855
257
0.47
4.73
1.85%
47
4.25
0.020
0
0.21
4.28
WALT DISNEY COMPANY (THE) MTN
25468PDA1
DIS
1.850
5/30/2019
6/2/2014
250
101.128
254
0.46
4.32
1.58%
25
4.13
0.019
0
0.20
4.16
AIR PRODUCTS AND CHEMICALS INC
009158AP1
APD
4.375
8/21/2019
8/21/2009
225
110.37
253
0.46
4.55
1.98%
63
4.09
0.019
0
0.20
4.12
LOCKHEED MARTIN CORPORATION
539830AT6
LMT
4.250
11/15/2019
11/18/2009
225
110.212
250
0.46
4.78
2.00%
61
4.33
0.020
0
0.22
4.36
ANHEUSER-BUSCH INBEV WORLDWIDE INC
03523TBH0
ABIBB
6.875
11/15/2019
3/14/2011
130
122.122
161
0.29
4.78
2.00%
63
4.14
0.012
0
0.21
4.17
ALTRIA GROUP INC
02209SAJ2
MO
9.250
8/6/2019
2/6/2009
115
129.939
155
0.28
4.51
2.23%
91
3.73
0.011
0
0.18
3.75
TITAN II INC
666807BA9
NOC
5.050
8/1/2019
7/30/2009
100
112.222
112
0.21
4.49
2.18%
84
4.07
0.008
0
0.20
4.10
CVS CAREMARK CORP
126650CE8
CVS
2.250
8/12/2019
8/12/2014
100
101.617
103
0.19
4.44
1.87%
50
4.23
0.008
0
0.19
4.25
MATTEL INC
577081AZ5
MAT
2.350
5/6/2019
5/6/2014
75
99.281
75
0.14
4.26
2.53%
121
4.02
0.006
0
0.19
4.05
BURLINGTON NORTHERN SANTA FE CORPO
12189TBC7
BNSF
4.700
10/1/2019
9/24/2009
65
111.578
74
0.13
4.66
2.08%
71
4.18
0.006
0
0.21
4.20
ADOBE SYSTEMS INCORPORATED
00724FAB7
ADBE
4.750
2/1/2020
2/1/2010
65
110.85
72
0.13
4.99
2.43%
100
4.50
0.006
0
0.24
4.53
4,900
115.26
5,728
10.50
4.55
2.27%
93
4.02
0.422
2
0.19
4.04
PASS: Above Average Credit Risk, Medium Grade
5.885
COMCAST CORP
20030NBA8
CMCSA
5.150
3/1/2020
3/1/2010
790
114.822
924
1.69
5.08
2.06%
63
4.46
0.075
0
0.24
4.48
RIO TINTO FIN USA LTD
767201AH9
RIOLN
9.000
5/1/2019
4/17/2009
700
127.862
911
1.67
4.24
2.10%
83
3.61
0.060
0
0.16
3.63
CONSOLIDATED EDISON CO OF NEW YORK
209111EX7
ED
6.650
4/1/2019
3/25/2009
450
119.35
547
1.00
4.16
1.80%
53
3.65
0.037
0
0.16
3.67
LYONDELLBASELL INDUSTRIES NV
552081AG6
LYB
5.000
4/15/2019
7/17/2012
300
109.701
334
0.61
3.95
2.41%
115
3.63
0.022
0
0.13
3.63
COMCAST CORP
20030NAZ4
CMCSA
5.700
7/1/2019
6/18/2009
250
116.46
292
0.54
4.41
1.80%
48
3.95
0.021
0
0.19
3.98
KANSAS CITY POWER & LIGHT COMPANY
485134BL3
GXP
7.150
4/1/2019
3/24/2009
225
120.719
277
0.51
4.16
1.94%
67
3.62
0.018
0
0.16
3.64
LIFE TECHNOLOGIES CORP
53217VAC3
LIFE
6.000
3/1/2020
2/19/2010
225
115.916
267
0.49
5.08
2.63%
120
4.37
0.021
0
0.23
4.40
ENLINK MIDSTREAM PARTNERS LP
29336UAA5
ENLK
2.700
4/1/2019
3/19/2014
250
99.69
252
0.46
4.16
2.78%
147
3.90
0.018
0
0.18
3.92
TEVA PHARMACEUTICAL FINANCE IV LLC
88166HAD9
TEVA
2.250
3/18/2020
12/18/2012
200
100.487
203
0.37
5.12
2.15%
69
4.79
0.018
0
0.26
4.82
VIACOM INC (NEW)
92553PAD4
VIA
5.625
9/15/2019
8/26/2009
165
113.728
191
0.35
4.62
2.46%
110
4.06
0.014
0
0.20
4.08
KROGER CO.
501044CH2
KR
6.150
1/15/2020
1/16/2008
130
116.992
152
0.28
4.95
2.48%
107
4.35
0.012
0
0.23
4.38
PLAINS ALL AMERICAN PIPELINE LP
72650RAU6
PAA
8.750
5/1/2019
4/20/2009
115
124.958
146
0.27
4.24
2.51%
123
3.62
0.010
0
0.16
3.64
THOMSON REUTERS CORP
884903BG9
TRICN
4.700
10/15/2019
9/29/2009
130
110.255
145
0.27
4.70
2.38%
100
4.21
0.011
0
0.21
4.24
HUSKY ENERGY INC.
448055AF0
HSECN
7.250
12/15/2019
5/11/2009
115
116.979
136
0.25
4.87
3.43%
203
4.18
0.010
0
0.21
4.21
VALERO ENERGY CORP
91913YAR1
VLO
6.125
2/1/2020
2/8/2010
115
114.742
132
0.24
4.99
2.93%
150
4.39
0.011
0
0.23
4.42
PRIDE INTERNATIONAL INC
74153QAG7
ESV
8.500
6/15/2019
6/2/2009
100
117.503
119
0.22
4.37
4.08%
275
3.73
0.008
0
0.17
3.75
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Green Package
Page 14 of 29
Risk Summary Credit Risk Rating iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Position Description
CUSIP
Ticker
Coupon
Stated Maturity
Issue Date
Current Face (m)
Market Price
Market Value (m)
% Market NAV
WAL
Portfolio Yield to to Maturity
Spread
Duration
Duration Contribution
DV01 (m)
Convexity
Spread Duration
KENNAMETAL INC
489170AD2
KMT
2.650
11/1/2019
11/7/2012
115
101.453
117
0.22
4.66
2.32%
91
4.41
0.009
0
0.21
4.43
PUBLIC SERVICE ELECTRIC AND GAS CO MTN
74456QBJ4
PEG
2.000
8/15/2019
8/12/2014
100
100.942
102
0.19
4.45
1.78%
41
4.26
0.008
0
0.20
4.28
EXPRESS SCRIPTS INC
302182AE0
ESRX
7.250
6/15/2019
6/9/2009
65
120.859
79
0.15
4.37
2.21%
90
3.82
0.006
0
0.18
3.84
72650RAW2
PAA
5.750
1/15/2020
9/4/2009
65
114.289
74
0.14
4.95
2.65%
124
4.38
0.006
0
0.23
4.40
YUM! BRANDS INC
988498AF8
YUM
5.300
9/15/2019
8/25/2009
65
111.532
74
0.14
4.62
2.63%
126
4.08
0.006
0
0.20
4.11
MEAD JOHNSON NUTRITION CO
582839AE6
MJN
4.900
11/1/2019
7/6/2010
65
111.476
73
0.13
4.74
2.33%
94
4.24
0.006
0
0.21
4.27
KELLOGG COMPANY
487836BC1
K
4.150
11/15/2019
11/19/2009
65
107.956
71
0.13
4.78
2.38%
98
4.34
0.006
0
0.22
4.36
BEMIS COMPANY INC
081437AF2
BMS
6.800
8/1/2019
7/27/2009
50
118.214
59
0.11
4.49
2.49%
116
3.97
0.004
0
0.19
3.99
EXPRESS SCRIPTS HOLDING CO
30219GAH1
ESRX
2.250
6/15/2019
6/5/2014
50
100.418
50
0.09
4.37
2.15%
81
4.15
0.004
0
0.20
4.17
3,860
112.556
4,400
8.07
4.52
2.70%
135
3.86
0.311
2
0.18
4.02
PLAINS ALL AMERICAN PIPELINE LP
PASS: Acceptable / Adequate Credit Risk, Lower Medium Grade
5.667
DIRECTV HOLDINGS LLC/DIRECTV FINAN
25459HAU9
DTV
5.875
10/1/2019
4/13/2010
325
115.805
383
0.70
4.66
2.28%
92
4.09
0.029
0
0.20
4.11
DIAMOND OFFSHORE DRILLING INC.
25271CAK8
DO
5.875
5/1/2019
5/4/2009
325
110.824
365
0.67
4.24
3.13%
183
3.76
0.025
0
0.17
3.78
VODAFONE GROUP PLC
92857WAS9
VOD
5.450
6/10/2019
6/10/2009
290
113.726
332
0.61
4.35
2.13%
82
3.91
0.024
0
0.18
3.93
BECTON DICKINSON AND COMPANY
075887AU3
BDX
5.000
5/15/2019
5/15/2009
290
111.684
327
0.60
4.28
2.13%
83
3.86
0.023
0
0.18
3.89
MONDELEZ INTERNATIONAL INC
50075NBA1
MDLZ
5.375
2/10/2020
2/8/2010
260
114.089
303
0.56
5.02
2.38%
95
4.37
0.024
0
0.23
4.40
QUEST DIAGNOSTICS INCORPORATED
74834LAU4
DGX
2.700
4/1/2019
3/17/2014
250
101.065
255
0.47
4.16
2.43%
113
3.90
0.018
0
0.18
3.92
DOW CHEMICAL COMPANY (THE)
260543BX0
DOW
8.550
5/15/2019
5/13/2009
200
125.2
254
0.47
4.28
2.33%
105
3.67
0.017
0
0.17
3.69
DCP MIDSTREAM OPERATING LP
23311VAE7
DPM
2.700
4/1/2019
3/13/2014
250
95.325
241
0.44
4.16
3.93%
261
3.89
0.017
0
0.17
3.91
KRAFT FOODS GROUP INC
50076QAU0
KRFT
5.375
2/10/2020
1/14/2013
195
112.327
224
0.41
5.02
2.73%
130
4.37
0.018
0
0.23
4.40
KINDER MORGAN ENERGY PARTNERS LP
494550BB1
KMI
6.850
2/15/2020
5/14/2009
180
115.934
214
0.39
5.03
3.38%
195
4.25
0.017
0
0.22
4.28
BUNGE LIMITED FINANCE CORPORATION
120568AT7
BG
8.500
6/15/2019
6/9/2009
165
123.586
206
0.38
4.37
2.73%
142
3.75
0.014
0
0.17
3.77
DEUTSCHE TELEKOM INTERNATIONAL FIN
25156PAN3
DT
6.000
7/8/2019
6/22/2009
165
116.503
193
0.35
4.43
2.08%
76
3.95
0.014
0
0.19
3.97
APPALACHIAN POWER CO
037735CP0
AEP
7.950
1/15/2020
3/9/2009
130
126.068
164
0.30
4.95
2.34%
95
4.24
0.013
0
0.22
4.26
VERIZON COMMUNICATIONS
92343VAV6
VZ
6.350
4/1/2019
3/27/2009
130
116.71
155
0.28
4.16
2.13%
86
3.67
0.010
0
0.16
3.69
FRANCE TELECOM
35177PAT4
ORAFP
5.375
7/8/2019
7/7/2009
130
113.736
148
0.27
4.43
2.11%
78
3.99
0.011
0
0.19
4.01
XEROX CORPORATION
984121CA9
XRX
5.625
12/15/2019
12/4/2009
130
113.105
148
0.27
4.87
2.73%
133
4.30
0.012
0
0.22
4.33
LORILLARD TOBACCO CO
544152AA9
LO
8.125
6/23/2019
6/23/2009
115
122.624
142
0.26
4.39
2.63%
132
3.79
0.010
0
0.18
3.81
VALE OVERSEAS LIMITED
91911TAJ2
VALEBZ
5.625
9/15/2019
9/15/2009
115
106.007
124
0.23
4.62
4.18%
279
2.30
0.005
0
0.06
4.06
AIRGAS INC
009363AP7
ARG
2.375
2/15/2020
2/14/2013
115
99.044
115
0.21
5.03
2.58%
111
4.68
0.010
0
0.24
4.70
INTL GAME TECHNOLOGY
459902AR3
IGT
7.500
6/15/2019
6/15/2009
100
105.234
106
0.19
4.37
6.11%
473
0.11
0.000
0
0.00
3.78
4,415
109.474
4,888
8.96
4.41
2.67%
136
3.93
0.352
2
0.19
3.95
PASS: Borderline / Watch Credit Risk
5.149
HOST HOTELS & RESORTS LP
44107TAM8
HST
5.875
6/15/2019
1/5/2012
300
104.968
317
0.58
0.37
0.32%
7
0.36
0.002
0
0.00
0.36
NEXTERA ENERGY CAPITAL HOLDINGS IN
65339KAL4
NEE
2.400
9/15/2019
6/6/2014
300
101.468
307
0.56
4.53
2.06%
67
4.31
0.024
0
0.20
4.33
WILLIAMS PARTNERS LP
96950FAD6
WPZ
5.250
3/15/2020
7/2/2010
245
108.962
272
0.50
5.12
3.33%
188
4.46
0.022
0
0.24
4.49
REPUBLIC SERVICES INC
760761AB2
RSG
5.500
9/15/2019
8/2/2010
225
114.265
262
0.48
4.62
2.23%
87
4.07
0.020
0
0.20
4.10
TIME WARNER CABLE INC
88732JAW8
TWC
5.000
2/1/2020
12/11/2009
225
112.018
252
0.46
4.99
2.43%
100
4.48
0.021
0
0.24
4.51
TIME WARNER INC
887317AT2
TWX
2.100
6/1/2019
5/28/2014
250
99.88
251
0.46
4.33
2.13%
79
4.12
0.019
0
0.20
4.14
TIME WARNER INC
887317AF2
TWX
4.875
3/15/2020
3/11/2010
215
112.206
245
0.45
5.12
2.33%
89
4.51
0.020
0
0.24
4.54
FREEPORT-MCMORAN COPPER & GOLD INC
35671DBG9
FCX
3.100
3/15/2020
10/9/2013
230
92.76
216
0.40
5.12
4.71%
321
4.66
0.018
0
0.25
4.69
ANADARKO PETROLEUM CORP
032511BF3
APC
6.950
6/15/2019
6/12/2009
165
117.476
195
0.36
4.37
2.68%
137
3.83
0.014
0
0.18
3.85
TALISMAN ENERGY INC.
87425EAL7
TLMCN
7.750
6/1/2019
6/1/2009
165
115.701
193
0.35
4.33
3.78%
246
3.74
0.013
0
0.17
3.76
EXELON GENERATION CO LLC
30161MAF0
EXC
5.200
10/1/2019
9/23/2009
165
111.899
188
0.34
4.66
2.48%
111
4.13
0.014
0
0.20
4.16
ENCANA CORP
292505AH7
ECACN
6.500
5/15/2019
5/4/2009
165
111.702
187
0.34
4.28
3.53%
222
3.76
0.013
0
0.17
3.78
CENOVUS ENERGY INC
15135UAD1
CVECN
5.700
10/15/2019
6/30/2010
165
109.091
183
0.34
4.70
3.58%
219
4.12
0.014
0
0.20
4.14
SPECTRA ENERGY CAPITAL
26439RAH9
SE
8.000
10/1/2019
9/28/1999
130
122.317
163
0.30
4.66
2.85%
149
3.94
0.012
0
0.19
3.96
BARRICK GOLD CORPORATION
067901AB4
ABXCN
6.950
4/1/2019
3/24/2009
130
115.418
153
0.28
4.16
2.98%
170
3.62
0.010
0
0.16
3.64
LEXMARK INTERNATIONAL INC
529772AF2
LXK
5.125
3/15/2020
3/4/2013
130
106.922
142
0.26
5.12
3.63%
217
4.47
0.012
0
0.24
4.50
87938WAH6
TELEFO
5.877
7/15/2019
7/6/2009
115
115.961
134
0.25
4.45
2.10%
77
3.98
0.010
0
0.19
4.00
BOSTON SCIENTIFIC CORP
101137AK3
BSX
6.000
1/15/2020
12/14/2009
115
114.692
132
0.24
4.95
2.80%
139
4.36
0.011
0
0.23
4.38
L-3 COMMUNICATIONS CORP
502413AY3
LLL
5.200
10/15/2019
5/7/2010
115
111.148
130
0.24
4.70
2.66%
128
4.17
0.010
0
0.21
4.19
ENBRIDGE ENERGY PARTNERS LP
29250RAS5
EEP
5.200
3/15/2020
3/2/2010
115
110.611
129
0.24
5.12
2.95%
150
4.47
0.011
0
0.24
4.50
NEWMONT MINING CORP
651639AL0
NEM
5.125
10/1/2019
9/18/2009
115
108.586
127
0.23
4.66
3.13%
175
4.13
0.010
0
0.20
4.15
FORD MOTOR CREDIT CO LLC
345397VM2
F
8.125
1/15/2020
12/14/2009
100
125.444
126
0.23
4.95
2.61%
121
4.22
0.010
0
0.22
4.25
WEYERHAEUSER
962166BV5
WY
7.375
10/1/2019
10/1/2009
100
120.19
123
0.22
4.66
2.73%
137
3.98
0.009
0
0.19
4.00
RYDER SYSTEM INC MTN
78355HJW0
R
2.550
6/1/2019
2/25/2014
115
101.292
117
0.21
4.24
2.23%
89
4.06
0.009
0
0.18
4.08
AUTONATION INC
05329WAK8
AN
5.500
2/1/2020
2/1/2012
100
110.636
111
0.20
4.99
3.18%
174
4.44
0.009
0
0.23
4.46
CAREFUSION CORP
14170TAB7
CFN
6.375
8/1/2019
2/4/2010
65
116.696
76
0.14
4.49
2.43%
110
3.99
0.006
0
0.19
4.01
WESTERN UNION CO
959802AT6
WU
3.350
5/22/2019
11/22/2013
65
102.706
67
0.12
4.30
2.68%
136
3.99
0.005
0
0.19
4.01
902494AW3
TSN
2.650
8/15/2019
8/8/2014
50
102.286
52
0.09
4.45
2.11%
74
4.19
0.004
0
0.19
4.21
78355HJX8
R
2.450
9/3/2019
5/6/2014
40
100.514
41
0.07
4.50
2.33%
95
4.29
0.003
0
0.21
4.32
2,514
91.369
2,564
4.70
4.43
1.89%
57
4.09
0.192
1
0.20
4.19
TELEFONICA EMISIONES SAU
TYSON FOODS INC
RYDER SYSTEM INC MTN
Other
BLK CSH FND TREASURY SL AGENCY
2.228
066922477
BLKFDS
0.171
258
1
258
0.47
0.17%
0.00
0
0.00
0.00
USD_CCASH
USD
0.171
2/4/2015
1/1/1980
-64
100
-64
-0.12
0.17%
0.00
0
0.00
0.00
ACTAVIS FUNDING SCS
00507UAD3
ACT
2.450
6/15/2019
11/12/2014
25
99.47
25
0.05
4.37
2.58%
123
4.13
0.002
0
0.20
4.15
AMERICAN HONDA FINANCE CORPORATION MTN
02665WAH4
HNDA
2.250
8/15/2019
9/9/2014
400
101.954
411
0.75
4.53
1.80%
43
4.27
0.032
0
0.21
4.29
SYSCO CORPORATION
871829AS6
SYY
2.350
10/2/2019
10/2/2014
250
101.748
256
0.47
4.58
1.95%
56
4.35
0.020
0
0.21
4.37
CHEVRON CORP
166764AN0
CVX
2.193
11/15/2019
11/18/2014
250
102.449
257
0.47
4.70
1.65%
24
4.49
0.021
0
0.22
4.51
ALIBABA GROUP HOLDING LTD 144A
01609WAB8
BABA
2.500
11/28/2019
11/28/2014
400
99.827
401
0.74
4.82
2.54%
111
3.99
0.029
0
0.17
4.52
AMAZONCOM INC
023135AL0
AMZN
2.600
12/5/2019
12/5/2014
100
102.301
103
0.19
4.76
2.09%
67
4.50
0.008
0
0.22
4.52
BP CAPITAL MARKETS PLC
05565QCT3
BPLN
2.521
1/15/2020
11/4/2014
500
101.973
510
0.94
4.95
2.10%
67
4.65
0.043
0
0.25
4.68
GILEAD SCIENCES INC
375558AY9
GILD
2.350
2/1/2020
11/17/2014
250
102.23
257
0.47
4.99
1.88%
44
4.70
0.022
0
0.25
4.73
585055BF2
MDT
2.500
3/15/2020
12/10/2014
145
102.229
149
0.27
5.12
2.04%
58
4.78
0.013
0
0.26
4.82
49,114
109.482
54,553
100.00
4.56
2.07%
71
4.09
4.095
22
0.20
4.15
USD CASH(Alpha Committed)
MEDTRONIC INC
144A
TOTAL_ASSETS
4.386
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KRD Holdings Extended Core Breakout iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Position Description
CUSIP
Corporates
Industrial
Basic Industry
Coupon
Stated Maturity
Current Face (m)
Market Price
Market Value (m)
% Market NAV
Duration
Duration Contribution
3 mth KRD 1 yr KRD 2 yr KRD 3 yr KRD 5 yr KRD 7 yr KRD 10 yr KRD 15 yr KRD 20 yr KRD 25 yr KRD 30 yr KRD Currency
4.403
48,920
110.042
54,359
99.64
4.11
4.095
0.0101
0.0364
0.0749
0.8960
3.0560
0.0360
4.328
45,485
109.721
50,382
92.35
4.12
3.807
0.0101
0.0359
0.0738
0.8753
3.0879
0.0388
4,980
115.067
5,817
10.66
3.93
0.419
0.0113
0.0464
0.0965
1.0469
2.6860
0.0438
2,565
112.636
2,924
5.36
4.17
0.223
0.0095
0.0410
0.0852
0.8046
3.1592
0.0670
E I DU PONT DE NEMOURS AND CO
263534BZ1
5.926
4.625
1/15/2020
615
111.661
688
1.26
4.47
0.056
0.0077
0.0383
0.0796
0.2733
4.0679
POTASH CORPORATION OF SASKATCHEWAN
73755LAH0
4.875
3/30/2020
485
112.818
555
1.02
4.55
0.046
0.0096
0.0395
0.0816
0.1976
3.8914
PRAXAIR INC
74005PAU8
4.500
8/15/2019
390
111.563
443
0.81
4.07
0.033
0.0074
0.0373
0.0767
1.0224
2.9233
LYONDELLBASELL INDUSTRIES NV
552081AG6
5.000
4/15/2019
300
109.701
334
0.61
3.63
0.022
0.0106
0.0411
0.0859
1.7785
POTASH CORP OF SASKATCHEWAN INC
73755LAF4
6.500
5/15/2019
235
118.465
282
0.52
3.78
0.020
0.0130
0.0499
0.1046
DOW CHEMICAL COMPANY (THE)
260543BX0
8.550
5/15/2019
200
125.2
254
0.47
3.67
0.017
0.0161
0.0616
AIR PRODUCTS AND CHEMICALS INC
009158AP1
4.375
8/21/2019
225
110.37
253
0.46
4.09
0.019
0.0076
AIRGAS INC
009363AP7
2.375
2/15/2020
115
99.044
115
0.21
4.68
0.010
2,315
117.54
2,770
5.08
3.68
Chemicals
5.052
Metals and Mining
6.832
Country
USD
US
USD
CA
USD
US
1.7094
USD
US
1.3979
2.2123
USD
CA
0.1288
1.3700
2.0899
USD
US
0.0364
0.0753
0.9954
2.9766
USD
US
0.0044
0.0222
0.0454
0.1288
4.3836
0.0919
USD
US
0.187
0.0131
0.0516
0.1077
1.3126
2.1737
0.0212
USD
AU
USD
GB
USD
US
0.3335
BHP BILLITON FINANCE (USA) LTD
055451AH1
6.500
4/1/2019
1,025
118.619
1,238
2.27
3.66
0.083
0.0123
0.0498
0.1040
1.5504
1.9437
RIO TINTO FIN USA LTD
767201AH9
9.000
5/1/2019
700
127.862
911
1.67
3.61
0.060
0.0168
0.0634
0.1331
1.4109
1.9861
FREEPORT-MCMORAN COPPER & GOLD INC
35671DBG9
3.100
3/15/2020
230
92.76
216
0.40
4.66
0.018
0.0071
0.0302
0.0610
0.1414
4.1467
BARRICK GOLD CORPORATION
067901AB4
6.950
4/1/2019
130
115.418
153
0.28
3.62
0.010
0.0135
0.0540
0.1115
1.5348
1.9083
USD
CA
NEWMONT MINING CORP
651639AL0
5.125
10/1/2019
115
108.586
127
0.23
4.13
0.010
0.0106
0.0424
0.0876
0.8092
3.1794
USD
US
VALE OVERSEAS LIMITED
91911TAJ2
5.625
9/15/2019
115
106.007
124
0.23
2.30
0.005
0.0064
0.0272
0.0550
0.4992
1.7124
USD
BR
100
120.19
123
0.22
3.98
0.009
0.0137
0.0551
0.1142
0.8231
2.9729
100
120.19
123
0.22
3.98
0.009
0.0137
0.0551
0.1142
0.8231
2.9729
USD
US
4,650
108.64
5,108
9.36
4.22
0.395
0.0076
0.0326
0.0678
0.8365
3.2552
0.0235
Paper
WEYERHAEUSER
7.375
962166BV5
Capital Goods
7.375
10/1/2019
3.858
Aerospace and Defense
4.717
0.2716
1,660
112.49
1,896
3.48
4.37
0.152
0.0084
0.0385
0.0797
0.4011
3.7792
0.0633
BOEING CO
097023AZ8
4.875
2/15/2020
705
113.956
819
1.50
4.45
0.067
0.0078
0.0395
0.0812
0.1965
4.0165
0.1040
USD
US
RAYTHEON COMPANY
755111BR1
4.400
2/15/2020
290
111.032
328
0.60
4.49
0.027
0.0073
0.0366
0.0751
0.1815
4.0806
0.1060
USD
US
BOEING CAPITAL CORP
097014AL8
4.700
10/27/2019
225
112.855
257
0.47
4.25
0.020
0.0101
0.0379
0.0797
0.6778
3.4450
USD
US
LOCKHEED MARTIN CORPORATION
539830AT6
4.250
11/15/2019
225
110.212
250
0.46
4.33
0.020
0.0092
0.0352
0.0739
0.5815
3.6331
USD
US
L-3 COMMUNICATIONS CORP
502413AY3
5.200
10/15/2019
115
111.148
130
0.24
4.17
0.010
0.0109
0.0421
0.0878
0.7449
3.2818
USD
US
TITAN II INC
666807BA9
5.050
8/1/2019
100
112.222
112
0.21
4.07
0.008
0.0076
0.0422
0.0864
1.1056
2.8304
USD
US
1,475
101.07
1,497
2.74
4.24
0.116
0.0045
0.0187
0.0391
1.1096
3.0709
Construction Machinery
2.047
JOHN DEERE CAPITAL CORP
24422ERR2
2.250
4/17/2019
675
102.266
695
1.27
3.98
0.051
0.0052
0.0203
0.0425
1.5852
2.3302
USD
US
JOHN DEERE CAPITAL CORP
24422ERY7
1.700
1/15/2020
450
98.971
446
0.82
4.73
0.039
0.0032
0.0160
0.0332
0.1728
4.5032
USD
US
CATERPILLAR FINANCIAL SERVICES COR MTN
14912L6B2
2.100
6/9/2019
350
101.463
356
0.65
4.14
0.027
0.0048
0.0191
0.0399
1.3539
2.7233
USD
US
1,240
111.082
1,394
2.56
4.04
0.103
0.0092
0.0365
0.0765
1.1162
2.8035
Diversified Manufacturing
4.446
EMERSON ELECTRIC CO
291011AY0
4.875
10/15/2019
485
113.504
558
1.02
4.20
0.043
0.0100
0.0390
0.0820
0.7426
3.3287
USD
US
ILLINOIS TOOL WORKS INC
452308AJ8
6.250
4/1/2019
390
117.754
468
0.86
3.67
0.031
0.0119
0.0483
0.1008
1.5556
1.9580
USD
US
3M CO MTN
88579YAG6
1.625
6/15/2019
250
100.404
252
0.46
4.20
0.019
0.0036
0.0150
0.0315
1.3277
2.8208
USD
US
KENNAMETAL INC
489170AD2
2.650
11/1/2019
115
101.453
117
0.22
4.41
0.009
0.0063
0.0238
0.0499
0.6874
3.6388
USD
US
50
118.214
59
0.11
3.97
0.004
0.0097
0.0538
0.1098
1.1030
2.6900
USD
US
USD
US
Packaging
BEMIS COMPANY INC
6.800
081437AF2
Environmental
REPUBLIC SERVICES INC
6.800
8/1/2019
5.500
760761AB2
Communications
5.500
9/15/2019
4.936
Cable and Satellite
5.363
50
118.214
59
0.11
3.97
0.004
0.0097
0.0538
0.1098
1.1030
2.6900
225
114.265
262
0.48
4.07
0.020
0.0101
0.0440
0.0908
0.8791
3.0478
225
114.265
262
0.48
4.07
0.020
0.0101
0.0440
0.0908
0.8791
3.0478
4,315
112.358
4,906
8.99
4.25
0.382
0.0093
0.0403
0.0834
0.6907
3.3143
0.1145
1,590
114.884
1,852
3.39
4.30
0.146
0.0094
0.0429
0.0887
0.4933
3.5798
0.0896
COMCAST CORP
20030NBA8
5.150
3/1/2020
790
114.822
924
1.69
4.46
0.075
0.0089
0.0412
0.0849
0.2048
3.9424
0.1735
USD
US
DIRECTV HOLDINGS LLC/DIRECTV FINAN
25459HAU9
5.875
10/1/2019
325
115.805
383
0.70
4.09
0.029
0.0114
0.0460
0.0956
0.8152
3.1177
USD
US
COMCAST CORP
20030NAZ4
5.700
7/1/2019
250
116.46
292
0.54
3.95
0.021
0.0099
0.0455
0.0943
1.2317
2.5718
USD
US
TIME WARNER CABLE INC
88732JAW8
5.000
2/1/2020
225
112.018
252
0.46
4.48
0.021
0.0075
0.0417
0.0854
0.2057
4.1216
0.0222
USD
US
1,010
106.41
1,086
1.99
4.21
0.084
0.0074
0.0304
0.0632
0.9469
3.1075
0.0574
USD
US
USD
US
USD
US
Media and Entertainment
3.539
WALT DISNEY COMPANY (THE) MTN
25468PDA1
1.850
5/30/2019
250
101.128
254
0.46
4.13
0.019
0.0044
0.0169
0.0355
1.4084
2.6668
TIME WARNER INC
887317AT2
2.100
6/1/2019
250
99.88
251
0.46
4.12
0.019
0.0050
0.0192
0.0403
1.3849
2.6704
TIME WARNER INC
887317AF2
4.875
3/15/2020
215
112.206
245
0.45
4.51
0.020
0.0091
0.0397
0.0820
0.1972
3.9308
VIACOM INC (NEW)
92553PAD4
5.625
9/15/2019
165
113.728
191
0.35
4.06
0.014
0.0104
0.0450
0.0927
0.8790
3.0324
USD
US
THOMSON REUTERS CORP
884903BG9
4.700
10/15/2019
130
110.255
145
0.27
4.21
0.011
0.0100
0.0386
0.0807
0.7405
3.3397
USD
US
1,175
112.484
1,339
2.45
4.38
0.108
0.0102
0.0414
0.0858
0.4779
3.5170
0.2491
0.3313
USD
MX
USD
GB
Wireless
5.111
AMERICA MOVIL SAB DE CV
02364WAV7
5.000
3/30/2020
885
112.077
1,007
1.85
4.54
0.084
0.0100
0.0407
0.0839
0.2021
3.8698
VODAFONE GROUP PLC
92857WAS9
5.450
6/10/2019
290
113.726
332
0.61
3.91
0.024
0.0109
0.0436
0.0914
1.3141
2.4476
540
115.771
629
1.15
3.90
0.045
0.0103
0.0469
0.0975
1.2821
2.4585
Wirelines
5.908
0.2542
DEUTSCHE TELEKOM INTERNATIONAL FIN
25156PAN3
6.000
7/8/2019
165
116.503
193
0.35
3.95
0.014
0.0101
0.0475
0.0987
1.2010
2.5939
USD
DE
VERIZON COMMUNICATIONS
92343VAV6
6.350
4/1/2019
130
116.71
155
0.28
3.67
0.010
0.0122
0.0494
0.1028
1.5517
1.9492
USD
US
FRANCE TELECOM
35177PAT4
5.375
7/8/2019
130
113.736
148
0.27
3.99
0.011
0.0093
0.0436
0.0905
1.2042
2.6404
USD
FR
87938WAH6
5.877
7/15/2019
115
115.961
134
0.25
3.98
0.010
0.0095
0.0469
0.0973
1.1740
2.6498
USD
ES
5,930
102.817
6,124
11.23
3.95
0.444
0.0203
0.0240
0.0432
0.9562
2.9067
TELEFONICA EMISIONES SAU
Consumer Cyclical
2.750
Automotive
1,000
104.28
1,047
1.92
4.25
0.082
0.0049
0.0248
0.0512
1.0216
3.1473
89236TBP9
2.125
7/18/2019
500
101.907
510
0.93
4.24
0.040
0.0038
0.0196
0.0405
1.1770
3.0016
USD
JP
AMERICAN HONDA FINANCE CORPORATION MTN
02665WAH4
2.250
8/15/2019
400
101.954
411
0.75
4.27
0.032
0.0040
0.0206
0.0424
1.0296
3.1709
USD
JP
FORD MOTOR CREDIT CO LLC
345397VM2
8.125
1/15/2020
100
125.444
126
0.23
4.22
0.010
0.0121
0.0596
0.1231
0.3658
3.6602
USD
US
100
105.234
106
0.19
0.11
0.000
0.0005
0.0019
0.0038
0.0379
0.0683
100
105.234
106
0.19
0.11
0.000
0.0005
0.0019
0.0038
0.0379
0.0683
USD
US
300
104.968
317
0.58
0.36
0.002
0.3001
0.0614
USD
US
TOYOTA MOTOR CREDIT CORP MTN
2.775
0.0004
Gaming
INTL GAME TECHNOLOGY
7.500
459902AR3
Lodging
HOST HOTELS & RESORTS LP
7.500
6/15/2019
5.875
44107TAM8
Retailers
5.875
6/15/2019
2.561
300
104.968
317
0.58
0.36
0.002
0.3001
0.0614
2,400
103.373
2,491
4.57
4.31
0.197
0.0054
0.0229
0.0478
0.9058
3.3279
0.0010
COSTCO WHOLESALE CORPORATION
22160KAF2
1.700
12/15/2019
975
100.005
977
1.79
4.65
0.083
0.0038
0.0157
0.0330
0.3527
4.2431
USD
US
TARGET CORPORATION
87612EBB1
2.300
6/26/2019
500
102.663
514
0.94
4.17
0.039
0.0047
0.0208
0.0435
1.2792
2.8211
USD
US
HOME DEPOT INC
437076BE1
2.000
6/15/2019
500
101.903
511
0.94
4.14
0.039
0.0044
0.0182
0.0381
1.3790
2.7011
USD
US
TJX COMPANIES INC. (THE)
872540AM1
6.950
4/15/2019
225
120.371
276
0.51
3.67
0.019
0.0134
0.0522
0.1095
1.4947
2.0030
USD
US
AUTONATION INC
05329WAK8
5.500
2/1/2020
100
110.636
111
0.20
4.44
0.009
0.0083
0.0463
0.0939
0.2236
4.0425
USD
US
126650CE8
2.250
8/12/2019
100
101.617
103
0.19
4.23
0.008
0.0040
0.0206
0.0423
1.0990
3.0612
USD
US
515
102.166
529
0.97
4.12
0.040
0.0052
0.0208
0.0434
1.3377
2.7134
CVS CAREMARK CORP
Restaurants
2.307
Powered By BlackRock Solutions
0.0217
Green Package
Page 16 of 29
KRD Holdings Extended Core Breakout iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Position Description
CUSIP
MCDONALDS CORP MTN
YUM! BRANDS INC
Coupon
Stated Maturity
Current Face (m)
Market Price
Market Value (m)
% Market NAV
Duration
Duration Contribution
3 mth KRD 1 yr KRD 2 yr KRD 3 yr KRD 5 yr KRD 7 yr KRD 10 yr KRD 15 yr KRD 20 yr KRD 25 yr KRD 30 yr KRD Currency
Country
58013MEQ3
1.875
5/29/2019
450
100.813
455
0.83
4.13
0.034
0.0044
0.0171
0.0361
1.4123
2.6569
USD
US
988498AF8
5.300
9/15/2019
65
111.532
74
0.14
4.08
0.006
0.0100
0.0432
0.0889
0.8776
3.0614
USD
US
1,615
100.743
1,633
2.99
4.10
0.123
0.0046
0.0203
0.0422
1.1129
2.9216
EBAY INC.
278642AH6
2.200
8/1/2019
550
99.665
548
1.00
4.25
0.043
0.0037
0.0207
0.0424
1.1525
3.0329
USD
US
MASTERCARD INC
Consumer Cyclical Services
57636QAA2
2.283
2.000
4/1/2019
500
102.094
514
0.94
3.96
0.037
0.0045
0.0181
0.0379
1.6589
2.2413
USD
US
ALIBABA GROUP HOLDING LTD 144A
01609WAB8
2.500
11/28/2019
400
99.827
401
0.74
3.99
0.029
0.0052
0.0203
0.0423
0.4632
3.4614
USD
CN
AMAZONCOM INC
023135AL0
2.600
12/5/2019
100
102.301
103
0.19
4.50
0.008
0.0058
0.0234
0.0489
0.5092
3.9147
USD
US
WESTERN UNION CO
959802AT6
3.350
5/22/2019
65
102.706
67
0.12
3.99
0.005
0.0077
0.0296
0.0617
1.4157
2.4755
USD
US
10,350
110.607
11,560
21.19
4.22
0.895
0.0080
0.0362
0.0751
0.6654
3.3755
75
99.281
75
0.14
4.02
0.006
0.0057
0.0214
0.0448
1.5020
2.4489
75
99.281
75
0.14
4.02
0.006
0.0057
0.0214
0.0448
1.5020
2.4489
USD
US
3,125
113.097
3,565
6.53
4.15
0.271
0.0083
0.0391
0.0810
0.3924
3.6188
USD
BE
Consumer Non-Cyclical
4.422
Consumer Products
MATTEL INC
2.350
577081AZ5
Food and Beverage
ANHEUSER-BUSCH INBEV WORLDWIDE INC
2.350
5/6/2019
5.023
0.0622
0.0146
03523TAN8
5.375
1/15/2020
975
115.419
1,128
2.07
4.41
0.091
0.0087
0.0431
0.0896
0.2951
3.9743
PEPSICO INC
713448BN7
4.500
1/15/2020
645
111.975
724
1.33
4.48
0.059
0.0075
0.0373
0.0776
0.2693
4.0871
USD
US
COCA-COLA FEMSA SAB DE CV
191241AD0
4.625
2/15/2020
325
110.84
367
0.67
2.45
0.016
0.0042
0.0211
0.0432
0.1040
2.2178
0.0575
USD
MX
MONDELEZ INTERNATIONAL INC
50075NBA1
5.375
2/10/2020
260
114.089
303
0.56
4.37
0.024
0.0082
0.0430
0.0883
0.2123
3.9634
0.0588
USD
US
SYSCO CORPORATION
871829AS6
2.350
10/2/2019
250
101.748
256
0.47
4.35
0.020
0.0052
0.0212
0.0444
0.8447
3.4388
USD
US
KRAFT FOODS GROUP INC
50076QAU0
5.375
2/10/2020
195
112.327
224
0.41
4.37
0.018
0.0083
0.0436
0.0891
0.2132
3.9549
USD
US
BUNGE LIMITED FINANCE CORPORATION
120568AT7
8.500
6/15/2019
165
123.586
206
0.38
3.75
0.014
0.0152
0.0623
0.1293
1.2576
2.2866
USD
US
ANHEUSER-BUSCH INBEV WORLDWIDE INC
03523TBH0
6.875
11/15/2019
130
122.122
161
0.29
4.14
0.012
0.0134
0.0513
0.1075
0.6214
3.3498
USD
BE
MEAD JOHNSON NUTRITION CO
582839AE6
4.900
11/1/2019
65
111.476
73
0.13
4.24
0.006
0.0106
0.0398
0.0834
0.6611
3.4451
USD
US
KELLOGG COMPANY
487836BC1
4.150
11/15/2019
65
107.956
71
0.13
4.34
0.006
0.0091
0.0349
0.0731
0.5798
3.6397
USD
US
TYSON FOODS INC
902494AW3
2.650
8/15/2019
50
102.286
52
0.09
4.19
0.004
0.0048
0.0240
0.0493
1.0854
3.0286
USD
US
3,480
110.585
3,897
7.14
4.24
0.303
0.0084
0.0378
0.0783
0.7360
3.2862
0.0917
0.2590
Healthcare
4.559
0.0587
MEDTRONIC INC
585055AS5
4.450
3/15/2020
925
111.188
1,044
1.91
4.56
0.087
0.0084
0.0367
0.0760
0.1832
3.9922
USD
US
BAXTER INTERNATIONAL INC
071813BA6
4.500
8/15/2019
645
110.416
726
1.33
4.06
0.054
0.0075
0.0376
0.0771
1.0218
2.9202
USD
US
STRYKER CORPORATION
863667AB7
4.375
1/15/2020
390
110.493
432
0.79
4.49
0.036
0.0074
0.0366
0.0761
0.2657
4.1007
USD
US
ABBOTT LABORATORIES
002824AU4
5.125
4/1/2019
315
112.582
360
0.66
3.74
0.025
0.0102
0.0414
0.0864
1.5788
2.0226
USD
US
BECTON DICKINSON AND COMPANY
075887AU3
5.000
5/15/2019
290
111.684
327
0.60
3.86
0.023
0.0106
0.0407
0.0853
1.4190
2.3092
USD
US
LIFE TECHNOLOGIES CORP
53217VAC3
6.000
3/1/2020
225
115.916
267
0.49
4.37
0.021
0.0102
0.0471
0.0966
0.2311
3.8210
USD
US
QUEST DIAGNOSTICS INCORPORATED
74834LAU4
2.700
4/1/2019
250
101.065
255
0.47
3.90
0.018
0.0060
0.0243
0.0505
1.6371
2.1837
USD
US
144A
585055BF2
2.500
3/15/2020
145
102.229
149
0.27
4.78
0.013
0.0045
0.0227
0.0471
0.1137
4.3121
USD
US
BOSTON SCIENTIFIC CORP
101137AK3
6.000
1/15/2020
115
114.692
132
0.24
4.36
0.011
0.0098
0.0481
0.0993
0.3138
3.8848
USD
US
EXPRESS SCRIPTS INC
302182AE0
7.250
6/15/2019
65
120.859
79
0.15
3.82
0.006
0.0133
0.0548
0.1142
1.2697
2.3699
USD
US
CAREFUSION CORP
14170TAB7
6.375
8/1/2019
65
116.696
76
0.14
3.99
0.006
0.0092
0.0511
0.1044
1.1036
2.7225
USD
US
EXPRESS SCRIPTS HOLDING CO
30219GAH1
2.250
6/15/2019
50
100.418
50
0.09
4.15
0.004
0.0050
0.0206
0.0429
1.3193
2.7580
USD
US
2,635
105.963
2,807
5.15
4.24
0.218
0.0064
0.0272
0.0565
0.9919
3.1308
MEDTRONIC INC
Pharmaceuticals
3.109
0.1671
0.2839
0.0238
MERCK AND CO. INC.
589331AN7
5.000
6/30/2019
920
114.045
1,053
1.93
4.00
0.077
0.0092
0.0406
0.0843
1.2363
2.6254
USD
US
ASTRAZENECA PLC
046353AF5
1.950
9/18/2019
740
101.424
756
1.39
4.38
0.061
0.0041
0.0178
0.0371
0.8546
3.4695
USD
GB
PFIZER INC
717081DL4
2.100
5/15/2019
500
102.19
513
0.94
4.07
0.038
0.0049
0.0190
0.0399
1.4699
2.5380
USD
US
GILEAD SCIENCES INC
375558AY9
2.350
2/1/2020
250
102.23
257
0.47
4.70
0.022
0.0053
0.0224
0.0443
0.1078
4.4914
0.0246
USD
US
TEVA PHARMACEUTICAL FINANCE IV LLC
88166HAD9
2.250
3/18/2020
200
100.487
203
0.37
4.79
0.018
0.0048
0.0207
0.0428
0.1035
4.3206
0.2981
USD
IL
ACTAVIS FUNDING SCS
00507UAD3
2.450
6/15/2019
25
99.47
25
0.05
4.13
0.002
0.0055
0.0225
0.0468
1.3162
2.7369
USD
US
130
116.992
152
0.28
4.35
0.012
0.0098
0.0484
0.1002
0.3169
3.8746
130
116.992
152
0.28
4.35
0.012
0.0098
0.0484
0.1002
0.3169
3.8746
USD
US
905
115.638
1,064
1.95
4.35
0.085
0.0100
0.0441
0.0911
0.4508
3.5266
0.2279
0.3161
Supermarkets
KROGER CO.
6.150
501044CH2
Tobacco
6.150
1/15/2020
5.564
PHILIP MORRIS INTERNATIONAL INC
718172AH2
4.500
3/26/2020
675
112.012
767
1.41
4.58
0.064
0.0088
0.0370
0.0766
0.1850
3.9565
USD
US
ALTRIA GROUP INC
02209SAJ2
9.250
8/6/2019
115
129.939
155
0.28
3.73
0.011
0.0119
0.0642
0.1325
1.0453
2.4730
USD
US
LORILLARD TOBACCO CO
544152AA9
8.125
6/23/2019
115
122.624
142
0.26
3.79
0.010
0.0143
0.0605
0.1246
1.2381
2.3536
USD
US
7,570
110.466
8,447
15.48
4.15
0.642
0.0094
0.0397
0.0824
0.8785
3.1050
Energy
4.809
Independent
6.149
0.0310
1,920
116.223
2,246
4.12
4.05
0.167
0.0114
0.0483
0.1005
0.9120
2.9806
CONOCOPHILLIPS
20825CAU8
6.000
1/15/2020
780
118.188
924
1.69
4.37
0.074
0.0095
0.0470
0.0976
0.3123
3.8994
USD
US
EOG RESOURCES INC
26875PAD3
5.625
6/1/2019
645
114.816
747
1.37
3.88
0.053
0.0115
0.0448
0.0937
1.3384
2.3893
USD
US
ANADARKO PETROLEUM CORP
032511BF3
6.950
6/15/2019
165
117.476
195
0.36
3.83
0.014
0.0131
0.0538
0.1116
1.2704
2.3836
USD
US
TALISMAN ENERGY INC.
87425EAL7
7.750
6/1/2019
165
115.701
193
0.35
3.74
0.013
0.0155
0.0595
0.1229
1.3077
2.2324
USD
CA
ENCANA CORP
292505AH7
6.500
5/15/2019
165
111.702
187
0.34
3.76
0.013
0.0137
0.0520
0.1076
1.3908
2.1959
USD
CA
3,085
105.698
3,286
6.02
4.31
0.259
0.0068
0.0284
0.0592
0.8032
3.3670
Integrated
3.273
0.0421
SHELL INTERNATIONAL FINANCE BV
822582AJ1
4.300
9/22/2019
565
111.164
637
1.17
4.19
0.049
0.0084
0.0356
0.0740
0.8425
3.2271
USD
NL
TOTAL CAPITAL INTERNATIONAL SA
89153VAM1
2.100
6/19/2019
600
101.641
611
1.12
4.17
0.047
0.0045
0.0192
0.0401
1.3129
2.7889
USD
FR
BP CAPITAL MARKETS PLC
05565QCT3
2.521
1/15/2020
500
101.973
510
0.94
4.65
0.043
0.0046
0.0230
0.0477
0.2040
4.3679
USD
GB
BP CAPITAL MARKETS PLC
05565QCR7
2.237
5/10/2019
500
101.05
508
0.93
4.05
0.038
0.0054
0.0203
0.0425
1.4880
2.4892
USD
GB
SHELL INTERNATIONAL FINANCE BV
822582AM4
4.375
3/25/2020
390
112.073
443
0.81
4.59
0.037
0.0086
0.0358
0.0749
0.1808
3.9789
USD
NL
CHEVRON CORP
166764AN0
2.193
11/15/2019
250
102.449
257
0.47
4.49
0.021
0.0051
0.0197
0.0415
0.6109
3.8119
USD
US
CENOVUS ENERGY INC
15135UAD1
5.700
10/15/2019
165
109.091
183
0.34
4.12
0.014
0.0121
0.0464
0.0960
0.7483
3.2149
USD
CA
HUSKY ENERGY INC.
448055AF0
7.250
12/15/2019
115
116.979
136
0.25
4.18
0.010
0.0137
0.0559
0.1153
0.4854
3.5095
USD
CA
1,350
108.695
1,491
2.73
4.10
0.112
0.0100
0.0424
0.0872
0.8784
3.0021
0.0808
0.2488
Midstream
5.102
0.3122
WILLIAMS PARTNERS LP
96950FAD6
5.250
3/15/2020
245
108.962
272
0.50
4.46
0.022
0.0101
0.0435
0.0891
0.2112
3.8594
USD
US
ENLINK MIDSTREAM PARTNERS LP
29336UAA5
2.700
4/1/2019
250
99.69
252
0.46
3.90
0.018
0.0061
0.0246
0.0510
1.6360
2.1818
USD
US
DCP MIDSTREAM OPERATING LP
23311VAE7
2.700
4/1/2019
250
95.325
241
0.44
3.89
0.017
0.0064
0.0254
0.0521
1.6436
2.1591
USD
US
KINDER MORGAN ENERGY PARTNERS LP
494550BB1
6.850
2/15/2020
180
115.934
214
0.39
4.25
0.017
0.0106
0.0530
0.1078
0.2561
3.7304
USD
US
SPECTRA ENERGY CAPITAL
26439RAH9
8.000
10/1/2019
130
122.317
163
0.30
3.94
0.012
0.0146
0.0586
0.1213
0.8262
2.9176
USD
US
PLAINS ALL AMERICAN PIPELINE LP
72650RAU6
8.750
5/1/2019
115
124.958
146
0.27
3.62
0.010
0.0168
0.0629
0.1314
1.4116
1.9939
USD
US
ENBRIDGE ENERGY PARTNERS LP
29250RAS5
5.200
3/15/2020
115
110.611
129
0.24
4.47
0.011
0.0099
0.0427
0.0877
0.2089
3.8742
USD
US
72650RAW2
5.750
1/15/2020
65
114.289
74
0.14
4.38
0.006
0.0094
0.0464
0.0958
0.3067
3.9174
USD
US
1,100
115.517
1,293
2.37
3.93
0.093
0.0120
0.0493
0.1019
1.0767
2.6856
PLAINS ALL AMERICAN PIPELINE LP
Oil Field Services
6.282
0.0953
0.2499
HALLIBURTON COMPANY
406216AX9
6.150
9/15/2019
675
117.483
809
1.48
4.03
0.060
0.0110
0.0478
0.0988
0.8815
2.9878
USD
US
DIAMOND OFFSHORE DRILLING INC.
25271CAK8
5.875
5/1/2019
325
110.824
365
0.67
3.76
0.025
0.0128
0.0478
0.0991
1.4524
2.1512
USD
US
PRIDE INTERNATIONAL INC
74153QAG7
8.500
6/15/2019
100
117.503
119
0.22
3.73
0.008
0.0159
0.0645
0.1323
1.2515
2.2690
USD
US
115
114.742
132
0.24
4.39
0.011
0.0090
0.0498
0.1013
0.2420
3.9713
0.0212
USD
US
USD
US
Refining
VALERO ENERGY CORP
6.125
91913YAR1
Technology
ORACLE CORP
6.125
2/1/2020
3.686
68389XAG0
5.000
7/8/2019
115
114.742
132
0.24
4.39
0.011
0.0090
0.0498
0.1013
0.2420
3.9713
0.0212
6,435
108.234
6,997
12.83
4.13
0.530
0.0072
0.0312
0.0652
1.0374
2.9823
0.0053
1,135
113.93
1,297
2.38
4.01
0.095
0.0087
0.0407
0.0848
1.2073
2.6734
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Green Package
Page 17 of 29
KRD Holdings Extended Core Breakout iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Position Description
CUSIP
Coupon
Stated Maturity
Current Face (m)
Market Price
Market Value (m)
% Market NAV
Duration
Duration Contribution
3 mth KRD 1 yr KRD 2 yr KRD 3 yr KRD 5 yr KRD 7 yr KRD 10 yr KRD 15 yr KRD 20 yr KRD 25 yr KRD 30 yr KRD Currency
Country
APPLE INC
037833AQ3
2.100
5/6/2019
1,250
102.344
1,286
2.36
4.05
0.095
0.0050
0.0188
0.0397
1.5093
2.4747
USD
US
CISCO SYSTEMS INC
17275RAH5
4.450
1/15/2020
1,125
112.092
1,264
2.32
4.48
0.104
0.0074
0.0368
0.0767
0.2676
4.0949
USD
US
MICROSOFT CORP
594918AC8
4.200
6/1/2019
615
111.358
689
1.26
3.97
0.050
0.0089
0.0347
0.0730
1.3573
2.4984
USD
US
TEXAS INSTRUMENTS INC
882508AU8
1.650
8/3/2019
660
99.66
658
1.21
4.33
0.052
0.0028
0.0156
0.0322
1.0896
3.1885
USD
US
INTERNATIONAL BUSINESS MACHINES CO
459200HE4
1.875
5/15/2019
500
101.22
508
0.93
4.09
0.038
0.0044
0.0171
0.0359
1.4741
2.5577
USD
US
BAIDU INC
056752AD0
2.750
6/9/2019
500
100.411
504
0.92
3.63
0.034
0.0055
0.0221
0.0458
1.1923
2.3596
USD
CN
IBM CORP
459200AG6
8.375
11/1/2019
325
130.021
430
0.79
4.02
0.032
0.0155
0.0585
0.1231
0.7010
3.1199
USD
US
XEROX CORPORATION
984121CA9
5.625
12/15/2019
130
113.105
148
0.27
4.30
0.012
0.0110
0.0452
0.0939
0.4525
3.6994
USD
US
LEXMARK INTERNATIONAL INC
529772AF2
5.125
3/15/2020
130
106.922
142
0.26
4.47
0.012
0.0100
0.0431
0.0880
0.2078
3.8695
0.2497
USD
US
ADOBE SYSTEMS INCORPORATED
00724FAB7
4.750
2/1/2020
65
110.85
72
0.13
4.50
0.006
0.0071
0.0399
0.0816
0.1971
4.1552
0.0224
USD
US
995
111.662
1,126
2.06
3.82
0.079
0.0095
0.0384
0.0802
1.4922
2.2029
65
111.578
74
0.13
4.18
0.006
0.0095
0.0384
0.0800
0.8077
3.2397
65
111.578
74
0.13
4.18
0.006
0.0095
0.0384
0.0800
0.8077
3.2397
USD
US
930
111.668
1,053
1.93
3.80
0.073
0.0095
0.0384
0.0803
1.5400
2.1304
Transportation
4.692
Railroads
4.700
BURLINGTON NORTHERN SANTA FE CORPO
12189TBC7
4.700
Transportation Services
10/1/2019
4.692
UNITED PARCEL SERVICE INC
911312AK2
5.125
4/1/2019
775
113.783
895
1.64
3.74
0.061
0.0102
0.0411
0.0860
1.5801
2.0248
USD
US
RYDER SYSTEM INC MTN
78355HJW0
2.550
6/1/2019
115
101.292
117
0.21
4.06
0.009
0.0059
0.0230
0.0481
1.4267
2.5563
USD
US
RYDER SYSTEM INC MTN
78355HJX8
2.450
9/3/2019
40
100.514
41
0.07
4.29
0.003
0.0049
0.0226
0.0465
0.9822
3.2327
USD
US
260
112.827
297
0.54
3.85
0.021
0.0102
0.0385
0.0810
1.4785
2.2393
USD
US
Industrial Other
4.750
STANFORD UNIVERSITY
854403AC6
4.750
Utility
5/1/2019
5.395
Electric
5.395
260
112.827
297
0.54
3.85
0.021
0.0102
0.0385
0.0810
1.4785
2.2393
3,435
114.289
3,977
7.29
3.95
0.288
0.0104
0.0432
0.0898
1.1590
2.6521
3,435
114.289
3,977
7.29
3.95
0.288
0.0104
0.0432
0.0898
1.1590
2.6521
DUKE ENERGY OHIO INC
26442EAA8
5.450
4/1/2019
515
113.403
594
1.09
3.72
0.040
0.0108
0.0437
0.0910
1.5711
2.0020
USD
US
CONSUMERS ENERGY CO
210518CS3
6.700
9/15/2019
450
120.521
554
1.02
3.99
0.041
0.0117
0.0508
0.1050
0.8836
2.9408
USD
US
CONSOLIDATED EDISON CO OF NEW YORK
209111EX7
6.650
4/1/2019
450
119.35
547
1.00
3.65
0.037
0.0125
0.0507
0.1058
1.5475
1.9358
USD
US
VIRGINIA ELECTRIC AND POWER CO
927804FH2
5.000
6/30/2019
450
112.82
510
0.93
3.99
0.037
0.0093
0.0409
0.0847
1.2356
2.6227
USD
US
PUBLIC SERVICE CO OF COLORADO
744448CC3
5.125
6/1/2019
325
113.733
373
0.68
3.91
0.027
0.0106
0.0412
0.0865
1.3450
2.4269
USD
US
GEORGIA POWER CO
373334JP7
4.250
12/1/2019
325
110.643
362
0.66
4.38
0.029
0.0090
0.0352
0.0738
0.4946
3.7670
USD
US
NEXTERA ENERGY CAPITAL HOLDINGS IN
65339KAL4
2.400
9/15/2019
300
101.468
307
0.56
4.31
0.024
0.0050
0.0219
0.0452
0.9224
3.3121
USD
US
KANSAS CITY POWER & LIGHT COMPANY
485134BL3
7.150
4/1/2019
225
120.719
277
0.51
3.62
0.018
0.0133
0.0537
0.1120
1.5370
1.9076
USD
US
EXELON GENERATION CO LLC
30161MAF0
5.200
10/1/2019
165
111.899
188
0.34
4.13
0.014
0.0104
0.0421
0.0875
0.8106
3.1815
USD
US
APPALACHIAN POWER CO
037735CP0
7.950
1/15/2020
130
126.068
164
0.30
4.24
0.013
0.0118
0.0582
0.1206
0.3614
3.6838
USD
US
PUBLIC SERVICE ELECTRIC AND GAS CO MTN
74456QBJ4
2.000
8/15/2019
100
100.942
102
0.19
4.26
0.008
0.0037
0.0185
0.0381
1.0806
3.1203
USD
US
0.171
194
-31.498
194
0.36
0.00
0.0010
0.171
258
1
258
0.47
0.00
0.0010
0.171
258
1
258
0.47
0.00
0.0010
USD
US
0.171
-64
100
-64
-0.12
0.00
0.0010
USD
US
Cash Securities
STIF Funds
BLK CSH FND TREASURY SL AGENCY
066922477
Other
USD CASH(Alpha Committed)
USD_CCASH
0.171
TOTAL_ASSETS
4.386
2/4/2015
-64
100
-64
-0.12
0.00
49,114
109.482
54,553
100.00
4.09
Powered by BlackRock Solutions®
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0.0010
4.095
0.0101
0.0363
0.0747
0.8928
3.0451
0.0358
Green Package
Page 18 of 29
Corporate Risk Summary Issuer iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Position Description
CUSIP
N/A Issuer Parent Name
Coupon
Stated Maturity
Country
Currency
Parent Issuer Name
Issuer Name
0.171
N/A Issuer Name
066922477
3M CO
ABBOTT LABORATORIES
ABBOTT LABORATORIES
ABBOTT LABORATORIES
002824AU4
ACTAVIS PLC
ACTAVIS FUNDING SCS
ACTAVIS FUNDING SCS
00507UAD3
ADOBE SYSTEMS INCORPORATED
ADOBE SYSTEMS INCORPORATED
ADOBE SYSTEMS INCORPORATED
00724FAB7
AIR PRODUCTS AND CHEMICALS INC
AIRGAS INC
AIRGAS INC
AIRGAS INC
009363AP7
ALIBABA GROUP HOLDING LTD
ALIBABA GROUP HOLDING LTD
ALIBABA GROUP HOLDING LTD 144A
01609WAB8
ALTRIA GROUP INC
ALTRIA GROUP INC
ALTRIA GROUP INC
02209SAJ2
AMAZON.COM INC
AMAZON.COM INC
AMAZONCOM INC
023135AL0
AMERICA MOVIL SAB DE CV
AMERICAN ELECTRIC POWER COMPANY INC
APPALACHIAN POWER CO
APPALACHIAN POWER CO
037735CP0
ANADARKO PETROLEUM CORPORATION
ANADARKO PETROLEUM CORPORATION
ANADARKO PETROLEUM CORP
032511BF3
ANHEUSER-BUSCH INBEV SA/NV
ANHEUSER-BUSCH INBEV WORLDWIDE INC
Duration Contribution
Convexity
Spread Duration
Spread Duration Dollars (m)
Spread Duration Contribution
0.00
0.00
0.00
0
0.00
0.00
0.00
0
0.17%
0.00
0.00
0.00
0
250
0.46
100.404
252
1.53%
19
4.20
0.019
0.20
4.22
1,062
0.019
250
0.46
100.404
252
1.53%
19
4.20
0.019
0.20
4.22
1,062
0.019
250
0.46
100.404
252
1.53%
19
4.20
0.019
0.20
4.22
1,062
0.019
5.125
315
0.66
112.582
360
1.96%
68
3.74
0.025
0.17
3.76
1,354
0.025
5.125
315
0.66
112.582
360
1.96%
68
3.74
0.025
0.17
3.76
1,354
0.025
315
0.66
112.582
360
1.96%
68
3.74
0.025
0.17
3.76
1,354
0.025
2.450
25
0.05
99.47
25
2.58%
123
4.13
0.002
0.20
4.15
104
0.002
2.450
25
0.05
99.47
25
2.58%
123
4.13
0.002
0.20
4.15
104
0.002
25
0.05
99.47
25
2.58%
123
4.13
0.002
0.20
4.15
104
0.002
4.750
65
0.13
110.85
72
2.43%
100
4.50
0.006
0.24
4.53
327
0.006
4.750
65
0.13
110.85
72
2.43%
100
4.50
0.006
0.24
4.53
327
0.006
65
0.13
110.85
72
2.43%
100
4.50
0.006
0.24
4.53
327
0.006
225
0.46
110.37
253
1.98%
63
4.09
0.019
0.20
4.12
1,040
0.019
225
0.46
110.37
253
1.98%
63
4.09
0.019
0.20
4.12
1,040
0.019
225
0.46
110.37
253
1.98%
63
4.09
0.019
0.20
4.12
1,040
0.019
2.375
115
0.21
99.044
115
2.58%
111
4.68
0.010
0.24
4.70
541
0.010
2.375
115
0.21
99.044
115
2.58%
111
4.68
0.010
0.24
4.70
541
0.010
115
0.21
99.044
115
2.58%
111
4.68
0.010
0.24
4.70
541
0.010
2.500
400
0.74
99.827
401
2.54%
111
3.99
0.029
0.17
4.52
1,813
0.033
2.500
400
0.74
99.827
401
2.54%
111
3.99
0.029
0.17
4.52
1,813
0.033
400
0.74
99.827
401
2.54%
111
3.99
0.029
0.17
4.52
1,813
0.033
9.250
115
0.28
129.939
155
2.23%
91
3.73
0.011
0.18
3.75
580
0.011
9.250
115
0.28
129.939
155
2.23%
91
3.73
0.011
0.18
3.75
580
0.011
115
0.28
129.939
155
2.23%
91
3.73
0.011
0.18
3.75
580
0.011
2.600
100
0.19
102.301
103
2.09%
67
4.50
0.008
0.22
4.52
465
0.009
2.600
100
0.19
102.301
103
2.09%
67
4.50
0.008
0.22
4.52
465
0.009
100
0.19
102.301
103
2.09%
67
4.50
0.008
0.22
4.52
465
0.009
885
1.85
112.077
1,007
2.49%
104
4.54
0.084
0.25
4.57
4,599
0.084
885
1.85
112.077
1,007
2.49%
104
4.54
0.084
0.25
4.57
4,599
0.084
885
1.85
112.077
1,007
2.49%
104
4.54
0.084
0.25
4.57
4,599
0.084
7.950
130
0.30
126.068
164
2.34%
95
4.24
0.013
0.22
4.26
701
0.013
7.950
130
0.30
126.068
164
2.34%
95
4.24
0.013
0.22
4.26
701
0.013
130
0.30
126.068
164
2.34%
95
4.24
0.013
0.22
4.26
701
0.013
6.950
165
0.36
117.476
195
2.68%
137
3.83
0.014
0.18
3.85
753
0.014
6.950
165
0.36
117.476
195
2.68%
137
3.83
0.014
0.18
3.85
753
0.014
165
0.36
117.476
195
2.68%
137
3.83
0.014
0.18
3.85
753
0.014
5.551
1,105
2.36
116.208
1,289
2.07%
66
4.38
0.103
0.23
4.40
5,676
0.104
5.551
1,105
2.36
116.208
1,289
2.07%
66
4.38
0.103
0.23
4.40
5,676
0.104
1.625
6/15/2019 US
USD
5.125
2.450
4.750
4/1/2019 US
6/15/2019 US
2/1/2020 US
USD
USD
USD
3M CO
ABBOTT LABORATORIES
ACTAVIS PLC
ADOBE SYSTEMS INCORPORATED
3M CO
ABBOTT LABORATORIES
ACTAVIS FUNDING SCS
ADOBE SYSTEMS INCORPORATED
4.375
2.375
2.500
9.250
2.600
8/21/2019 US
2/15/2020 US
11/28/2019 CN
8/6/2019 US
12/5/2019 US
USD
USD
USD
USD
USD
AIR PRODUCTS AND CHEMICALS INC
AIRGAS INC
ALIBABA GROUP HOLDING LTD
ALTRIA GROUP INC
AMAZON.COM INC
AIR PRODUCTS AND CHEMICALS INC
AIRGAS INC
ALIBABA GROUP HOLDING LTD
ALTRIA GROUP INC
AMAZON.COM INC
5.000
02364WAV7
Duration
0.17%
258
5.000
AMERICA MOVIL SAB DE CV
AMERICA MOVIL SAB DE CV
Spread
0.17%
258
1
4.375
009158AP1
Portfolio Yield to Maturity
258
1
0.47
USD
4.375
AIR PRODUCTS AND CHEMICALS INC
AIR PRODUCTS AND CHEMICALS INC
Market Value (m)
1
0.47
258
US
1.625
88579YAG6
Market Price
0.47
258
0.171
1.625
3M CO
3M CO MTN
% Market NAV
258
0.171
BLK CSH FND TREASURY SL AGENCY
Current Face (m)
5.000
7.950
6.950
3/30/2020 MX
1/15/2020 US
6/15/2019 US
USD
USD
USD
AMERICA MOVIL SAB DE CV
AMERICAN ELECTRIC POWER COMPANY INC
ANADARKO PETROLEUM CORPORATION
AMERICA MOVIL SAB DE CV
APPALACHIAN POWER CO
ANADARKO PETROLEUM CORPORATION
ANHEUSER-BUSCH INBEV WORLDWIDE INC
03523TBH0
6.875
11/15/2019 BE
USD
ANHEUSER-BUSCH INBEV SA/NV
ANHEUSER-BUSCH INBEV WORLDWIDE INC
130
0.29
122.122
161
2.00%
63
4.14
0.012
0.21
4.17
670
0.012
ANHEUSER-BUSCH INBEV WORLDWIDE INC
03523TAN8
5.375
1/15/2020 BE
USD
ANHEUSER-BUSCH INBEV SA/NV
ANHEUSER-BUSCH INBEV WORLDWIDE INC
975
2.07
115.419
1,128
2.08%
67
4.41
0.091
0.23
4.44
5,007
0.092
2.100
1,250
2.36
102.344
1,286
1.53%
22
4.05
0.095
0.19
4.07
5,234
0.096
2.100
1,250
2.36
102.344
1,286
1.53%
22
4.05
0.095
0.19
4.07
5,234
0.096
1,250
2.36
102.344
1,286
1.53%
22
4.05
0.095
0.19
4.07
5,234
0.096
740
1.39
101.424
756
1.63%
25
4.38
0.061
0.22
4.41
3,334
0.061
740
1.39
101.424
756
1.63%
25
4.38
0.061
0.22
4.41
3,334
0.061
740
1.39
101.424
756
1.63%
25
4.38
0.061
0.22
4.41
3,334
0.061
5.500
100
0.20
110.636
111
3.18%
174
4.44
0.009
0.23
4.46
494
0.009
5.500
100
0.20
110.636
111
3.18%
174
4.44
0.009
0.23
4.46
494
0.009
100
0.20
110.636
111
3.18%
174
4.44
0.009
0.23
4.46
494
0.009
2.750
500
0.92
100.411
504
2.65%
131
3.63
0.034
0.15
4.11
2,072
0.038
2.750
500
0.92
100.411
504
2.65%
131
3.63
0.034
0.15
4.11
2,072
0.038
500
0.92
100.411
504
2.65%
131
3.63
0.034
0.15
4.11
2,072
0.038
6.950
130
0.28
115.418
153
2.98%
170
3.62
0.010
0.16
3.64
558
0.010
6.950
130
0.28
115.418
153
2.98%
170
3.62
0.010
0.16
3.64
558
0.010
130
0.28
115.418
153
2.98%
170
3.62
0.010
0.16
3.64
558
0.010
4.500
645
1.33
110.416
726
2.08%
73
4.06
0.054
0.20
4.09
2,967
0.054
4.500
645
1.33
110.416
726
2.08%
73
4.06
0.054
0.20
4.09
2,967
0.054
645
1.33
110.416
726
2.08%
73
4.06
0.054
0.20
4.09
2,967
0.054
290
0.60
111.684
327
2.13%
83
3.86
0.023
0.18
3.89
1,271
0.023
290
0.60
111.684
327
2.13%
83
3.86
0.023
0.18
3.89
1,271
0.023
290
0.60
111.684
327
2.13%
83
3.86
0.023
0.18
3.89
1,271
0.023
6.800
50
0.11
118.214
59
2.49%
116
3.97
0.004
0.19
3.99
236
0.004
6.800
50
0.11
118.214
59
2.49%
116
3.97
0.004
0.19
3.99
236
0.004
50
0.11
118.214
59
2.49%
116
3.97
0.004
0.19
3.99
236
0.004
4.700
65
0.13
111.578
74
2.08%
71
4.18
0.006
0.21
4.20
309
0.006
4.700
65
0.13
111.578
74
2.08%
71
4.18
0.006
0.21
4.20
309
0.006
65
0.13
111.578
74
2.08%
71
4.18
0.006
0.21
4.20
309
0.006
6.500
1,025
2.27
118.619
1,238
1.83%
56
3.66
0.083
0.16
3.68
4,558
0.084
6.500
1,025
2.27
118.619
1,238
1.83%
56
3.66
0.083
0.16
3.68
4,558
0.084
1,025
2.27
118.619
1,238
1.83%
56
3.66
0.083
0.16
3.68
4,558
0.084
4.833
930
1.97
113.69
1,076
1.93%
51
4.40
0.087
0.23
4.43
4,764
0.087
4.700
225
0.47
112.855
257
1.85%
47
4.25
0.020
0.21
4.28
1,098
0.020
225
0.47
112.855
257
1.85%
47
4.25
0.020
0.21
4.28
1,098
0.020
705
1.50
113.956
819
1.95%
52
4.45
0.067
0.24
4.47
3,666
0.067
APPLE INC
APPLE INC
APPLE INC
037833AQ3
ASTRAZENECA PLC
2.100
5/6/2019 US
USD
APPLE INC
APPLE INC
1.950
ASTRAZENECA PLC
1.950
ASTRAZENECA PLC
046353AF5
AUTONATION INC
AUTONATION INC
AUTONATION INC
05329WAK8
BAIDU INC
BAIDU INC
BAIDU INC
056752AD0
BARRICK GOLD CORPORATION
BARRICK GOLD CORPORATION
BARRICK GOLD CORPORATION
067901AB4
BAXTER INTERNATIONAL INC
BAXTER INTERNATIONAL INC
BAXTER INTERNATIONAL INC
071813BA6
BECTON DICKINSON AND COMPANY
1.950
5.500
2.750
6.950
4.500
9/18/2019 GB
2/1/2020 US
6/9/2019 CN
4/1/2019 CA
8/15/2019 US
USD
USD
USD
USD
USD
ASTRAZENECA PLC
AUTONATION INC
BAIDU INC
BARRICK GOLD CORPORATION
BAXTER INTERNATIONAL INC
ASTRAZENECA PLC
AUTONATION INC
BAIDU INC
BARRICK GOLD CORPORATION
BAXTER INTERNATIONAL INC
5.000
BECTON DICKINSON AND COMPANY
5.000
BECTON DICKINSON AND COMPANY
075887AU3
BEMIS COMPANY INC
BEMIS COMPANY INC
BEMIS COMPANY INC
081437AF2
BERKSHIRE HATHAWAY INC
BURLINGTON NORTHERN SANTA FE LLC
BURLINGTON NORTHERN SANTA FE CORPO
12189TBC7
BHP BILLITON LTD
BHP BILLITON FINANCE (USA) LTD
BHP BILLITON FINANCE (USA) LTD
055451AH1
BOEING CO
BOEING CAPITAL CORPORATION
BOEING CAPITAL CORP
097014AL8
BOEING CO
5.000
6.800
4.700
6.500
4.700
5/15/2019 US
8/1/2019 US
10/1/2019 US
4/1/2019 AU
10/27/2019 US
USD
USD
USD
USD
USD
BECTON DICKINSON AND COMPANY
BEMIS COMPANY INC
BERKSHIRE HATHAWAY INC
BHP BILLITON LTD
BOEING CO
BECTON DICKINSON AND COMPANY
BEMIS COMPANY INC
BURLINGTON NORTHERN SANTA FE LLC
BHP BILLITON FINANCE (USA) LTD
BOEING CAPITAL CORPORATION
4.875
BOEING CO
097023AZ8
BOSTON SCIENTIFIC CORPORATION
BOSTON SCIENTIFIC CORPORATION
BOSTON SCIENTIFIC CORP
101137AK3
BP PLC
BP CAPITAL MARKETS PLC
4.875
705
1.50
113.956
819
1.95%
52
4.45
0.067
0.24
4.47
3,666
0.067
6.000
115
0.24
114.692
132
2.80%
139
4.36
0.011
0.23
4.38
580
0.011
6.000
115
0.24
114.692
132
2.80%
139
4.36
0.011
0.23
4.38
580
0.011
115
0.24
114.692
132
2.80%
139
4.36
0.011
0.23
4.38
580
0.011
2.379
1,000
1.87
101.512
1,018
2.04%
66
4.35
0.081
0.22
4.37
4,454
0.082
2.379
1,000
1.87
101.512
1,018
2.04%
66
4.35
0.081
0.22
4.37
4,454
0.082
6.000
2/15/2020 US
1/15/2020 US
USD
USD
BOEING CO
BOSTON SCIENTIFIC CORPORATION
BOEING CO
BOSTON SCIENTIFIC CORPORATION
BP CAPITAL MARKETS PLC
05565QCR7
2.237
5/10/2019 GB
USD
BP PLC
BP CAPITAL MARKETS PLC
500
0.93
101.05
508
1.98%
66
4.05
0.038
0.19
4.07
2,066
0.038
BP CAPITAL MARKETS PLC
05565QCT3
2.521
1/15/2020 GB
USD
BP PLC
BP CAPITAL MARKETS PLC
500
0.94
101.973
510
2.10%
67
4.65
0.043
0.25
4.68
2,388
0.044
8.500
165
0.38
123.586
206
2.73%
142
3.75
0.014
0.17
3.77
776
0.014
8.500
165
0.38
123.586
206
2.73%
142
3.75
0.014
0.17
3.77
776
0.014
165
0.38
123.586
206
2.73%
142
3.75
0.014
0.17
3.77
776
0.014
6.375
65
0.14
116.696
76
2.43%
110
3.99
0.006
0.19
4.01
305
0.006
6.375
65
0.14
116.696
76
2.43%
110
3.99
0.006
0.19
4.01
305
0.006
65
0.14
116.696
76
2.43%
110
3.99
0.006
0.19
4.01
305
0.006
-64
-0.12
100
-64
0.17%
0.00
0.00
0.00
0
-64
-0.12
100
-64
0.17%
0.00
0.00
0.00
0
-64
-0.12
100
-64
0.17%
0.00
0.00
0.00
0
BUNGE LIMITED
BUNGE LIMITED FINANCE CORPORATION
BUNGE LIMITED FINANCE CORPORATION
120568AT7
CAREFUSION CORP
CAREFUSION CORP
CAREFUSION CORP
14170TAB7
CASH & EQUIVALENTS
6.375
6/15/2019 US
8/1/2019 US
USD
USD
BUNGE LIMITED
CAREFUSION CORP
BUNGE LIMITED FINANCE CORPORATION
CAREFUSION CORP
0.171
CASH & EQUIVALENTS
USD CASH(Alpha Committed)
8.500
0.171
USD_CCASH
0.171
2/4/2015 US
USD
CASH & EQUIVALENTS
CASH & EQUIVALENTS
Powered By BlackRock Solutions
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Page 19 of 29
Corporate Risk Summary Issuer iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Position Description
CUSIP
CATERPILLAR INC
CATERPILLAR FINANCIAL SERVICES CORPORATION
CATERPILLAR FINANCIAL SERVICES COR MTN
14912L6B2
CENOVUS ENERGY INC
CENOVUS ENERGY INC
CENOVUS ENERGY INC
15135UAD1
CHEVRON CORP
CHEVRON CORP
CHEVRON CORP
166764AN0
CISCO SYSTEMS INC
CISCO SYSTEMS INC
CISCO SYSTEMS INC
17275RAH5
CMS ENERGY CORPORATION
Stated Maturity
Country
Currency
Parent Issuer Name
Issuer Name
COMCAST CORPORATION
COMCAST CORPORATION
% Market NAV
Market Price
Market Value (m)
Portfolio Yield to Maturity
Spread
Duration
Duration Contribution
Convexity
Spread Duration
Spread Duration Dollars (m)
Spread Duration Contribution
350
0.65
101.463
356
1.75%
41
4.14
0.027
0.20
4.17
1,484
0.027
2.100
350
0.65
101.463
356
1.75%
41
4.14
0.027
0.20
4.17
1,484
0.027
350
0.65
101.463
356
1.75%
41
4.14
0.027
0.20
4.17
1,484
0.027
5.700
165
0.34
109.091
183
3.58%
219
4.12
0.014
0.20
4.14
757
0.014
5.700
165
0.34
109.091
183
3.58%
219
4.12
0.014
0.20
4.14
757
0.014
165
0.34
109.091
183
3.58%
219
4.12
0.014
0.20
4.14
757
0.014
2.193
250
0.47
102.449
257
1.65%
24
4.49
0.021
0.22
4.51
1,160
0.021
2.193
250
0.47
102.449
257
1.65%
24
4.49
0.021
0.22
4.51
1,160
0.021
250
0.47
102.449
257
1.65%
24
4.49
0.021
0.22
4.51
1,160
0.021
4.450
1,125
2.32
112.092
1,264
1.88%
46
4.48
0.104
0.24
4.51
5,701
0.105
4.450
1,125
2.32
112.092
1,264
1.88%
46
4.48
0.104
0.24
4.51
5,701
0.105
1,125
2.32
112.092
1,264
1.88%
46
4.48
0.104
0.24
4.51
5,701
0.105
450
1.02
120.521
554
2.02%
67
3.99
0.041
0.19
4.02
2,224
0.041
450
1.02
120.521
554
2.02%
67
3.99
0.041
0.19
4.02
2,224
0.041
450
1.02
120.521
554
2.02%
67
3.99
0.041
0.19
4.02
2,224
0.041
5.282
1,040
2.23
115.216
1,217
2.00%
59
4.33
0.097
0.23
4.36
5,307
0.097
5.282
1,040
2.23
115.216
1,217
2.00%
59
4.33
0.097
0.23
4.36
5,307
0.097
2.100
5.700
2.193
4.450
6/9/2019 US
10/15/2019 CA
11/15/2019 US
1/15/2020 US
USD
USD
USD
USD
CATERPILLAR INC
CENOVUS ENERGY INC
CHEVRON CORP
CISCO SYSTEMS INC
CATERPILLAR FINANCIAL SERVICES CORPORATION
CENOVUS ENERGY INC
CHEVRON CORP
CISCO SYSTEMS INC
6.700
210518CS3
Current Face (m)
2.100
6.700
CONSUMERS ENERGY COMPANY
CONSUMERS ENERGY CO
Coupon
6.700
9/15/2019 US
USD
CMS ENERGY CORPORATION
CONSUMERS ENERGY COMPANY
COMCAST CORP
20030NAZ4
5.700
7/1/2019 US
USD
COMCAST CORPORATION
COMCAST CORPORATION
250
0.54
116.46
292
1.80%
48
3.95
0.021
0.19
3.98
1,163
0.021
COMCAST CORP
20030NBA8
5.150
3/1/2020 US
USD
COMCAST CORPORATION
COMCAST CORPORATION
790
1.69
114.822
924
2.06%
63
4.46
0.075
0.24
4.48
4,145
0.076
6.000
780
1.69
118.188
924
2.11%
70
4.37
0.074
0.23
4.39
4,060
0.074
6.000
780
1.69
118.188
924
2.11%
70
4.37
0.074
0.23
4.39
4,060
0.074
780
1.69
118.188
924
2.11%
70
4.37
0.074
0.23
4.39
4,060
0.074
6.650
450
1.00
119.35
547
1.80%
53
3.65
0.037
0.16
3.67
2,010
0.037
6.650
450
1.00
119.35
547
1.80%
53
3.65
0.037
0.16
3.67
2,010
0.037
450
1.00
119.35
547
1.80%
53
3.65
0.037
0.16
3.67
2,010
0.037
1.700
975
1.79
100.005
977
1.70%
27
4.65
0.083
0.24
4.68
4,572
0.084
1.700
975
1.79
100.005
977
1.70%
27
4.65
0.083
0.24
4.68
4,572
0.084
975
1.79
100.005
977
1.70%
27
4.65
0.083
0.24
4.68
4,572
0.084
2.250
100
0.19
101.617
103
1.87%
50
4.23
0.008
0.19
4.25
436
0.008
2.250
100
0.19
101.617
103
1.87%
50
4.23
0.008
0.19
4.25
436
0.008
100
0.19
101.617
103
1.87%
50
4.23
0.008
0.19
4.25
436
0.008
2.700
250
0.44
95.325
241
3.93%
261
3.89
0.017
0.17
3.91
940
0.017
2.700
250
0.44
95.325
241
3.93%
261
3.89
0.017
0.17
3.91
940
0.017
250
0.44
95.325
241
3.93%
261
3.89
0.017
0.17
3.91
940
0.017
2.030
1,125
2.09
100.948
1,141
1.78%
42
4.27
0.089
0.21
4.30
4,905
0.090
2.030
1,125
2.09
100.948
1,141
1.78%
42
4.27
0.089
0.21
4.30
4,905
0.090
CONOCOPHILLIPS
CONOCOPHILLIPS
CONOCOPHILLIPS
20825CAU8
CONSOLIDATED EDISON INC
CONSOLIDATED EDISON CO OF NEW YORK INC
CONSOLIDATED EDISON CO OF NEW YORK
209111EX7
COSTCO WHOLESALE CORPORATION
COSTCO WHOLESALE CORPORATION
COSTCO WHOLESALE CORPORATION
22160KAF2
CVS HEALTH CORP
CVS HEALTH CORP
CVS CAREMARK CORP
126650CE8
DCP MIDSTREAM PARTNERS LP
DCP MIDSTREAM OPERATING LP
DCP MIDSTREAM OPERATING LP
23311VAE7
DEERE & CO
JOHN DEERE CAPITAL CORP
6.000
6.650
1.700
2.250
2.700
1/15/2020 US
4/1/2019 US
12/15/2019 US
8/12/2019 US
4/1/2019 US
USD
USD
USD
USD
USD
CONOCOPHILLIPS
CONSOLIDATED EDISON INC
COSTCO WHOLESALE CORPORATION
CVS HEALTH CORP
DCP MIDSTREAM PARTNERS LP
CONOCOPHILLIPS
CONSOLIDATED EDISON CO OF NEW YORK INC
COSTCO WHOLESALE CORPORATION
CVS HEALTH CORP
DCP MIDSTREAM OPERATING LP
JOHN DEERE CAPITAL CORP
24422ERR2
2.250
4/17/2019 US
USD
DEERE & CO
JOHN DEERE CAPITAL CORP
675
1.27
102.266
695
1.69%
38
3.98
0.051
0.18
4.01
2,783
0.051
JOHN DEERE CAPITAL CORP
24422ERY7
1.700
1/15/2020 US
USD
DEERE & CO
JOHN DEERE CAPITAL CORP
450
0.82
98.971
446
1.92%
48
4.73
0.039
0.25
4.76
2,121
0.039
6.000
165
0.35
116.503
193
2.08%
76
3.95
0.014
0.19
3.97
767
0.014
6.000
165
0.35
116.503
193
2.08%
76
3.95
0.014
0.19
3.97
767
0.014
165
0.35
116.503
193
2.08%
76
3.95
0.014
0.19
3.97
767
0.014
325
0.70
115.805
383
2.28%
92
4.09
0.029
0.20
4.11
1,574
0.029
325
0.70
115.805
383
2.28%
92
4.09
0.029
0.20
4.11
1,574
0.029
325
0.70
115.805
383
2.28%
92
4.09
0.029
0.20
4.11
1,574
0.029
5.000
450
0.93
112.82
510
1.95%
62
3.99
0.037
0.19
4.02
2,047
0.038
5.000
450
0.93
112.82
510
1.95%
62
3.99
0.037
0.19
4.02
2,047
0.038
450
0.93
112.82
510
1.95%
62
3.99
0.037
0.19
4.02
2,047
0.038
8.550
200
0.47
125.2
254
2.33%
105
3.67
0.017
0.17
3.69
937
0.017
8.550
200
0.47
125.2
254
2.33%
105
3.67
0.017
0.17
3.69
937
0.017
200
0.47
125.2
254
2.33%
105
3.67
0.017
0.17
3.69
937
0.017
5.450
515
1.09
113.403
594
2.07%
79
3.72
0.040
0.17
3.74
2,219
0.041
5.450
515
1.09
113.403
594
2.07%
79
3.72
0.040
0.17
3.74
2,219
0.041
515
1.09
113.403
594
2.07%
79
3.72
0.040
0.17
3.74
2,219
0.041
2.200
550
1.00
99.665
548
2.28%
91
4.25
0.043
0.19
4.27
2,341
0.043
2.200
550
1.00
99.665
548
2.28%
91
4.25
0.043
0.19
4.27
2,341
0.043
550
1.00
99.665
548
2.28%
91
4.25
0.043
0.19
4.27
2,341
0.043
615
1.26
111.661
688
2.13%
71
4.47
0.056
0.23
4.50
3,093
0.057
615
1.26
111.661
688
2.13%
71
4.47
0.056
0.23
4.50
3,093
0.057
615
1.26
111.661
688
2.13%
71
4.47
0.056
0.23
4.50
3,093
0.057
4.875
485
1.02
113.504
558
1.86%
49
4.20
0.043
0.21
4.23
2,358
0.043
4.875
485
1.02
113.504
558
1.86%
49
4.20
0.043
0.21
4.23
2,358
0.043
485
1.02
113.504
558
1.86%
49
4.20
0.043
0.21
4.23
2,358
0.043
5.200
115
0.24
110.611
129
2.95%
150
4.47
0.011
0.24
4.50
583
0.011
5.200
115
0.24
110.611
129
2.95%
150
4.47
0.011
0.24
4.50
583
0.011
115
0.24
110.611
129
2.95%
150
4.47
0.011
0.24
4.50
583
0.011
6.500
165
0.34
111.702
187
3.53%
222
3.76
0.013
0.17
3.78
706
0.013
6.500
165
0.34
111.702
187
3.53%
222
3.76
0.013
0.17
3.78
706
0.013
165
0.34
111.702
187
3.53%
222
3.76
0.013
0.17
3.78
706
0.013
2.700
250
0.46
99.69
252
2.78%
147
3.90
0.018
0.18
3.92
986
0.018
2.700
250
0.46
99.69
252
2.78%
147
3.90
0.018
0.18
3.92
986
0.018
250
0.46
99.69
252
2.78%
147
3.90
0.018
0.18
3.92
986
0.018
100
0.22
117.503
119
4.08%
275
3.73
0.008
0.17
3.75
445
0.008
100
0.22
117.503
119
4.08%
275
3.73
0.008
0.17
3.75
445
0.008
100
0.22
117.503
119
4.08%
275
3.73
0.008
0.17
3.75
445
0.008
5.625
645
1.37
114.816
747
2.03%
72
3.88
0.053
0.18
3.90
2,913
0.053
5.625
645
1.37
114.816
747
2.03%
72
3.88
0.053
0.18
3.90
2,913
0.053
645
1.37
114.816
747
2.03%
72
3.88
0.053
0.18
3.90
2,913
0.053
5.200
165
0.34
111.899
188
2.48%
111
4.13
0.014
0.20
4.16
780
0.014
5.200
165
0.34
111.899
188
2.48%
111
4.13
0.014
0.20
4.16
780
0.014
165
0.34
111.899
188
2.48%
111
4.13
0.014
0.20
4.16
780
0.014
5.076
115
0.24
111.971
130
2.19%
87
3.95
0.009
0.19
3.97
514
0.009
5.076
115
0.24
111.971
130
2.19%
87
3.95
0.009
0.19
3.97
514
0.009
DEUTSCHE TELEKOM AG
DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV
DEUTSCHE TELEKOM INTERNATIONAL FIN
25156PAN3
DIRECTV
DOMINION RESOURCES INC/VA
VIRGINIA ELECTRIC AND POWER COMPANY
927804FH2
DOW CHEMICAL COMPANY (THE)
DOW CHEMICAL COMPANY (THE)
DOW CHEMICAL COMPANY (THE)
260543BX0
DUKE ENERGY CORP
DUKE ENERGY OHIO INC
DUKE ENERGY OHIO INC
26442EAA8
EBAY INC.
EBAY INC.
EBAY INC.
278642AH6
EI DU PONT DE NEMOURS & CO
EMERSON ELECTRIC CO
EMERSON ELECTRIC CO
291011AY0
ENBRIDGE ENERGY PARTNERS LP
ENBRIDGE ENERGY PARTNERS LP
ENBRIDGE ENERGY PARTNERS LP
29250RAS5
ENCANA CORPORATION
ENCANA CORPORATION
ENCANA CORP
292505AH7
ENLINK MIDSTREAM PARTNERS LP
ENLINK MIDSTREAM PARTNERS LP
ENLINK MIDSTREAM PARTNERS LP
29336UAA5
ENSCO PLC
EOG RESOURCES INC
EOG RESOURCES INC
26875PAD3
EXELON CORPORATION
EXELON GENERATION CO LLC
EXELON GENERATION CO LLC
5.000
8.550
5.450
2.200
10/1/2019 US
6/30/2019 US
5/15/2019 US
4/1/2019 US
8/1/2019 US
USD
USD
USD
USD
USD
DIRECTV
DOMINION RESOURCES INC/VA
DOW CHEMICAL COMPANY (THE)
DUKE ENERGY CORP
EBAY INC.
DIRECTV HOLDINGS LLC/DIRECTV FINANCING CO INC
VIRGINIA ELECTRIC AND POWER COMPANY
DOW CHEMICAL COMPANY (THE)
DUKE ENERGY OHIO INC
EBAY INC.
4.625
4.875
5.200
6.500
2.700
1/15/2020 US
10/15/2019 US
3/15/2020 US
5/15/2019 CA
4/1/2019 US
USD
USD
USD
USD
USD
EI DU PONT DE NEMOURS & CO
EMERSON ELECTRIC CO
ENBRIDGE ENERGY PARTNERS LP
ENCANA CORPORATION
ENLINK MIDSTREAM PARTNERS LP
EI DU PONT DE NEMOURS & CO
EMERSON ELECTRIC CO
ENBRIDGE ENERGY PARTNERS LP
ENCANA CORPORATION
ENLINK MIDSTREAM PARTNERS LP
8.500
74153QAG7
EOG RESOURCES INC
5.875
8.500
PRIDE INTERNATIONAL INC.
PRIDE INTERNATIONAL INC
DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV
4.625
263534BZ1
EMERSON ELECTRIC CO
DEUTSCHE TELEKOM AG
4.625
EI DU PONT DE NEMOURS & CO
E I DU PONT DE NEMOURS AND CO
USD
5.875
25459HAU9
VIRGINIA ELECTRIC AND POWER CO
7/8/2019 DE
5.875
DIRECTV HOLDINGS LLC/DIRECTV FINANCING CO INC
DIRECTV HOLDINGS LLC/DIRECTV FINAN
6.000
30161MAF0
EXPRESS SCRIPTS HOLDING CO
EXPRESS SCRIPTS HOLDING CO
8.500
5.625
5.200
6/15/2019 US
6/1/2019 US
10/1/2019 US
USD
USD
USD
ENSCO PLC
EOG RESOURCES INC
EXELON CORPORATION
PRIDE INTERNATIONAL INC.
EOG RESOURCES INC
EXELON GENERATION CO LLC
EXPRESS SCRIPTS INC
302182AE0
7.250
6/15/2019 US
USD
EXPRESS SCRIPTS HOLDING CO
EXPRESS SCRIPTS HOLDING CO
65
0.15
120.859
79
2.21%
90
3.82
0.006
0.18
3.84
304
0.006
EXPRESS SCRIPTS HOLDING CO
30219GAH1
2.250
6/15/2019 US
USD
EXPRESS SCRIPTS HOLDING CO
EXPRESS SCRIPTS HOLDING CO
50
0.09
100.418
50
2.15%
81
4.15
0.004
0.20
4.17
210
0.004
FOMENTO ECONOMICO MEXICANO SAB DE CV
4.625
325
0.67
110.84
367
2.33%
89
2.45
0.016
0.07
4.49
1,649
0.030
COCA-COLA FEMSA SAB DE CV
4.625
325
0.67
110.84
367
2.33%
89
2.45
0.016
0.07
4.49
1,649
0.030
325
0.67
110.84
367
2.33%
89
2.45
0.016
0.07
4.49
1,649
0.030
100
0.23
125.444
126
2.61%
121
4.22
0.010
0.22
4.25
534
0.010
100
0.23
125.444
126
2.61%
121
4.22
0.010
0.22
4.25
534
0.010
100
0.23
125.444
126
2.61%
121
4.22
0.010
0.22
4.25
534
0.010
3.100
230
0.40
92.76
216
4.71%
321
4.66
0.018
0.25
4.69
1,013
0.019
3.100
230
0.40
92.76
216
4.71%
321
4.66
0.018
0.25
4.69
1,013
0.019
230
0.40
92.76
216
4.71%
321
4.66
0.018
0.25
4.69
1,013
0.019
COCA-COLA FEMSA SAB DE CV
191241AD0
FORD MOTOR COMPANY
USD
FOMENTO ECONOMICO MEXICANO SAB DE CV
COCA-COLA FEMSA SAB DE CV
8.125
345397VM2
FREEPORT-MCMORAN INC
FREEPORT-MCMORAN INC
FREEPORT-MCMORAN COPPER & GOLD INC
2/15/2020 MX
8.125
FORD MOTOR CREDIT COMPANY LLC
FORD MOTOR CREDIT CO LLC
4.625
35671DBG9
8.125
3.100
1/15/2020 US
3/15/2020 US
USD
USD
FORD MOTOR COMPANY
FREEPORT-MCMORAN INC
FORD MOTOR CREDIT COMPANY LLC
FREEPORT-MCMORAN INC
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Page 20 of 29
Corporate Risk Summary Issuer iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Position Description
CUSIP
GILEAD SCIENCES INC
GREAT PLAINS ENERGY INCORPORATED
KANSAS CITY POWER & LIGHT COMPANY
485134BL3
HALLIBURTON COMPANY
HALLIBURTON COMPANY
HALLIBURTON COMPANY
406216AX9
HOME DEPOT INC
HOME DEPOT INC
HOME DEPOT INC
437076BE1
HONDA MOTOR CO LTD
HOST HOTELS & RESORTS INC
HOST HOTELS & RESORTS LP
44107TAM8
HUSKY ENERGY INC.
HUSKY ENERGY INC.
HUSKY ENERGY INC.
448055AF0
ILLINOIS TOOL WORKS INC
ILLINOIS TOOL WORKS INC
ILLINOIS TOOL WORKS INC
Parent Issuer Name
Issuer Name
452308AJ8
INTERNATIONAL BUSINESS MACHINES CORP
INTERNATIONAL BUSINESS MACHINES CORP
Current Face (m)
% Market NAV
Market Price
Market Value (m)
Portfolio Yield to Maturity
Spread
Duration
Duration Contribution
Convexity
Spread Duration
Spread Duration Dollars (m)
Spread Duration Contribution
250
0.47
102.23
257
1.88%
44
4.70
0.022
0.25
4.73
1,214
0.022
250
0.47
102.23
257
1.88%
44
4.70
0.022
0.25
4.73
1,214
0.022
250
0.47
102.23
257
1.88%
44
4.70
0.022
0.25
4.73
1,214
0.022
7.150
225
0.51
120.719
277
1.94%
67
3.62
0.018
0.16
3.64
1,010
0.019
7.150
225
0.51
120.719
277
1.94%
67
3.62
0.018
0.16
3.64
1,010
0.019
225
0.51
120.719
277
1.94%
67
3.62
0.018
0.16
3.64
1,010
0.019
6.150
675
1.48
117.483
809
2.15%
79
4.03
0.060
0.20
4.05
3,277
0.060
6.150
675
1.48
117.483
809
2.15%
79
4.03
0.060
0.20
4.05
3,277
0.060
675
1.48
117.483
809
2.15%
79
4.03
0.060
0.20
4.05
3,277
0.060
2.000
500
0.94
101.903
511
1.54%
20
4.14
0.039
0.18
4.16
2,124
0.039
2.000
500
0.94
101.903
511
1.54%
20
4.14
0.039
0.18
4.16
2,124
0.039
500
0.94
101.903
511
1.54%
20
4.14
0.039
0.18
4.16
2,124
0.039
400
0.75
101.954
411
1.80%
43
4.27
0.032
0.21
4.29
1,766
0.032
400
0.75
101.954
411
1.80%
43
4.27
0.032
0.21
4.29
1,766
0.032
400
0.75
101.954
411
1.80%
43
4.27
0.032
0.21
4.29
1,766
0.032
5.875
300
0.58
104.968
317
0.32%
7
0.36
0.002
0.00
0.36
115
0.002
5.875
300
0.58
104.968
317
0.32%
7
0.36
0.002
0.00
0.36
115
0.002
300
0.58
104.968
317
0.32%
7
0.36
0.002
0.00
0.36
115
0.002
7.250
115
0.25
116.979
136
3.43%
203
4.18
0.010
0.21
4.21
570
0.010
7.250
115
0.25
116.979
136
3.43%
203
4.18
0.010
0.21
4.21
570
0.010
115
0.25
116.979
136
3.43%
203
4.18
0.010
0.21
4.21
570
0.010
6.250
390
0.86
117.754
468
1.80%
53
3.67
0.031
0.16
3.70
1,727
0.032
6.250
390
0.86
117.754
468
1.80%
53
3.67
0.031
0.16
3.70
1,727
0.032
390
0.86
117.754
468
1.80%
53
3.67
0.031
0.16
3.70
1,727
0.032
4.436
825
1.72
112.566
938
1.66%
32
4.06
0.070
0.19
4.08
3,826
0.070
4.436
825
1.72
112.566
938
1.66%
32
4.06
0.070
0.19
4.08
3,826
0.070
2.350
7.150
6.150
2.000
2/1/2020 US
4/1/2019 US
9/15/2019 US
6/15/2019 US
USD
USD
USD
USD
GILEAD SCIENCES INC
GREAT PLAINS ENERGY INCORPORATED
HALLIBURTON COMPANY
HOME DEPOT INC
GILEAD SCIENCES INC
KANSAS CITY POWER & LIGHT COMPANY
HALLIBURTON COMPANY
HOME DEPOT INC
2.250
02665WAH4
HOST HOTELS & RESORTS LP
Currency
2.250
AMERICAN HONDA FINANCE CORPORATION
AMERICAN HONDA FINANCE CORPORATION MTN
Country
2.350
375558AY9
KANSAS CITY POWER & LIGHT COMPANY
Stated Maturity
2.350
GILEAD SCIENCES INC
GILEAD SCIENCES INC
Coupon
2.250
5.875
7.250
6.250
8/15/2019 JP
6/15/2019 US
12/15/2019 CA
4/1/2019 US
USD
USD
USD
USD
HONDA MOTOR CO LTD
HOST HOTELS & RESORTS INC
HUSKY ENERGY INC.
ILLINOIS TOOL WORKS INC
AMERICAN HONDA FINANCE CORPORATION
HOST HOTELS & RESORTS LP
HUSKY ENERGY INC.
ILLINOIS TOOL WORKS INC
INTERNATIONAL BUSINESS MACHINES CO
459200HE4
1.875
5/15/2019 US
USD
INTERNATIONAL BUSINESS MACHINES CORP
INTERNATIONAL BUSINESS MACHINES CORP
500
0.93
101.22
508
1.58%
26
4.09
0.038
0.19
4.11
2,090
0.038
IBM CORP
459200AG6
8.375
11/1/2019 US
USD
INTERNATIONAL BUSINESS MACHINES CORP
INTERNATIONAL BUSINESS MACHINES CORP
325
0.79
130.021
430
1.75%
39
4.02
0.032
0.20
4.04
1,736
0.032
100
0.19
105.234
106
6.11%
473
0.11
0.000
0.00
3.78
402
0.007
100
0.19
105.234
106
6.11%
473
0.11
0.000
0.00
3.78
402
0.007
100
0.19
105.234
106
6.11%
473
0.11
0.000
0.00
3.78
402
0.007
4.150
65
0.13
107.956
71
2.38%
98
4.34
0.006
0.22
4.36
309
0.006
4.150
65
0.13
107.956
71
2.38%
98
4.34
0.006
0.22
4.36
309
0.006
65
0.13
107.956
71
2.38%
98
4.34
0.006
0.22
4.36
309
0.006
2.650
115
0.22
101.453
117
2.32%
91
4.41
0.009
0.21
4.43
520
0.010
2.650
115
0.22
101.453
117
2.32%
91
4.41
0.009
0.21
4.43
520
0.010
115
0.22
101.453
117
2.32%
91
4.41
0.009
0.21
4.43
520
0.010
6.850
180
0.39
115.934
214
3.38%
195
4.25
0.017
0.22
4.28
918
0.017
6.850
180
0.39
115.934
214
3.38%
195
4.25
0.017
0.22
4.28
918
0.017
180
0.39
115.934
214
3.38%
195
4.25
0.017
0.22
4.28
918
0.017
5.375
195
0.41
112.327
224
2.73%
130
4.37
0.018
0.23
4.40
985
0.018
5.375
195
0.41
112.327
224
2.73%
130
4.37
0.018
0.23
4.40
985
0.018
195
0.41
112.327
224
2.73%
130
4.37
0.018
0.23
4.40
985
0.018
130
0.28
116.992
152
2.48%
107
4.35
0.012
0.23
4.38
667
0.012
130
0.28
116.992
152
2.48%
107
4.35
0.012
0.23
4.38
667
0.012
130
0.28
116.992
152
2.48%
107
4.35
0.012
0.23
4.38
667
0.012
5.200
115
0.24
111.148
130
2.66%
128
4.17
0.010
0.21
4.19
543
0.010
5.200
115
0.24
111.148
130
2.66%
128
4.17
0.010
0.21
4.19
543
0.010
115
0.24
111.148
130
2.66%
128
4.17
0.010
0.21
4.19
543
0.010
5.125
130
0.26
106.922
142
3.63%
217
4.47
0.012
0.24
4.50
637
0.012
5.125
130
0.26
106.922
142
3.63%
217
4.47
0.012
0.24
4.50
637
0.012
130
0.26
106.922
142
3.63%
217
4.47
0.012
0.24
4.50
637
0.012
4.250
225
0.46
110.212
250
2.00%
61
4.33
0.020
0.22
4.36
1,090
0.020
4.250
225
0.46
110.212
250
2.00%
61
4.33
0.020
0.22
4.36
1,090
0.020
225
0.46
110.212
250
2.00%
61
4.33
0.020
0.22
4.36
1,090
0.020
5.875
325
0.67
110.824
365
3.13%
183
3.76
0.025
0.17
3.78
1,382
0.025
5.875
325
0.67
110.824
365
3.13%
183
3.76
0.025
0.17
3.78
1,382
0.025
325
0.67
110.824
365
3.13%
183
3.76
0.025
0.17
3.78
1,382
0.025
115
0.26
122.624
142
2.63%
132
3.79
0.010
0.18
3.81
542
0.010
115
0.26
122.624
142
2.63%
132
3.79
0.010
0.18
3.81
542
0.010
115
0.26
122.624
142
2.63%
132
3.79
0.010
0.18
3.81
542
0.010
5.000
300
0.61
109.701
334
2.41%
115
3.63
0.022
0.13
3.63
1,212
0.022
5.000
300
0.61
109.701
334
2.41%
115
3.63
0.022
0.13
3.63
1,212
0.022
300
0.61
109.701
334
2.41%
115
3.63
0.022
0.13
3.63
1,212
0.022
2.000
500
0.94
102.094
514
1.48%
18
3.96
0.037
0.18
3.98
2,047
0.038
2.000
500
0.94
102.094
514
1.48%
18
3.96
0.037
0.18
3.98
2,047
0.038
500
0.94
102.094
514
1.48%
18
3.96
0.037
0.18
3.98
2,047
0.038
2.350
75
0.14
99.281
75
2.53%
121
4.02
0.006
0.19
4.05
303
0.006
2.350
75
0.14
99.281
75
2.53%
121
4.02
0.006
0.19
4.05
303
0.006
75
0.14
99.281
75
2.53%
121
4.02
0.006
0.19
4.05
303
0.006
1.875
450
0.83
100.813
455
1.68%
35
4.13
0.034
0.20
4.15
1,889
0.035
1.875
450
0.83
100.813
455
1.68%
35
4.13
0.034
0.20
4.15
1,889
0.035
450
0.83
100.813
455
1.68%
35
4.13
0.034
0.20
4.15
1,889
0.035
65
0.13
111.476
73
2.33%
94
4.24
0.006
0.21
4.27
313
0.006
65
0.13
111.476
73
2.33%
94
4.24
0.006
0.21
4.27
313
0.006
65
0.13
111.476
73
2.33%
94
4.24
0.006
0.21
4.27
313
0.006
4.186
1,070
2.19
109.974
1,193
2.12%
67
4.58
0.100
0.25
4.61
5,505
0.101
4.186
1,070
2.19
109.974
1,193
2.12%
67
4.58
0.100
0.25
4.61
5,505
0.101
INTERNATIONAL GAME TECHNOLOGY
7.500
INTERNATIONAL GAME TECHNOLOGY
INTL GAME TECHNOLOGY
7.500
459902AR3
KELLOGG COMPANY
KELLOGG COMPANY
KELLOGG COMPANY
487836BC1
KENNAMETAL INC
KENNAMETAL INC
KENNAMETAL INC
489170AD2
KINDER MORGAN INC
KINDER MORGAN ENERGY PARTNERS LP
KINDER MORGAN ENERGY PARTNERS LP
494550BB1
KRAFT FOODS GROUP INC
KRAFT FOODS GROUP INC
KRAFT FOODS GROUP INC
50076QAU0
KROGER CO (THE)
L-3 COMMUNICATIONS HOLDINGS, INC.
L-3 COMMUNICATIONS CORP
502413AY3
LEXMARK INTERNATIONAL INC
LEXMARK INTERNATIONAL INC
LEXMARK INTERNATIONAL INC
529772AF2
LOCKHEED MARTIN CORPORATION
LOCKHEED MARTIN CORPORATION
LOCKHEED MARTIN CORPORATION
539830AT6
LOEWS CORPORATION
DIAMOND OFFSHORE DRILLING INC
DIAMOND OFFSHORE DRILLING INC.
25271CAK8
LORILLARD INC
LYONDELLBASELL INDUSTRIES NV
LYONDELLBASELL INDUSTRIES NV
552081AG6
MASTERCARD INC
MASTERCARD INC
MASTERCARD INC
57636QAA2
MATTEL INC
MATTEL INC
MATTEL INC
577081AZ5
MCDONALDS CORPORATION
MCDONALDS CORPORATION
MCDONALDS CORP MTN
58013MEQ3
MEAD JOHNSON NUTRITION CO
MEDTRONIC INC
MEDTRONIC INC
144A
4.250
5.875
3/15/2020 US
11/15/2019 US
5/1/2019 US
USD
USD
USD
USD
KROGER CO (THE)
L-3 COMMUNICATIONS HOLDINGS, INC.
LEXMARK INTERNATIONAL INC
LOCKHEED MARTIN CORPORATION
LOEWS CORPORATION
KROGER CO (THE)
L-3 COMMUNICATIONS CORP
LEXMARK INTERNATIONAL INC
LOCKHEED MARTIN CORPORATION
DIAMOND OFFSHORE DRILLING INC
8.125
5.000
2.000
2.350
1.875
6/23/2019 US
4/15/2019 US
4/1/2019 US
5/6/2019 US
5/29/2019 US
USD
USD
USD
USD
USD
LORILLARD INC
LYONDELLBASELL INDUSTRIES NV
MASTERCARD INC
MATTEL INC
MCDONALDS CORPORATION
LORILLARD TOBACCO CO
LYONDELLBASELL INDUSTRIES NV
MASTERCARD INC
MATTEL INC
MCDONALDS CORPORATION
4.900
11/1/2019 US
USD
MEAD JOHNSON NUTRITION CO
MEAD JOHNSON NUTRITION CO
USD
MEDTRONIC PLC
MEDTRONIC INC
925
1.91
111.188
1,044
2.13%
69
4.56
0.087
0.25
4.59
4,788
0.088
3/15/2020 US
USD
MEDTRONIC PLC
MEDTRONIC INC
145
0.27
102.229
149
2.04%
58
4.78
0.013
0.26
4.82
716
0.013
5.000
920
1.93
114.045
1,053
1.68%
36
4.00
0.077
0.19
4.02
4,234
0.078
5.000
920
1.93
114.045
1,053
1.68%
36
4.00
0.077
0.19
4.02
4,234
0.078
920
1.93
114.045
1,053
1.68%
36
4.00
0.077
0.19
4.02
4,234
0.078
4.200
615
1.26
111.358
689
1.48%
17
3.97
0.050
0.19
4.00
2,754
0.050
4.200
615
1.26
111.358
689
1.48%
17
3.97
0.050
0.19
4.00
2,754
0.050
615
1.26
111.358
689
1.48%
17
3.97
0.050
0.19
4.00
2,754
0.050
5.375
260
0.56
114.089
303
2.38%
95
4.37
0.024
0.23
4.40
1,335
0.024
5.375
260
0.56
114.089
303
2.38%
95
4.37
0.024
0.23
4.40
1,335
0.024
260
0.56
114.089
303
2.38%
95
4.37
0.024
0.23
4.40
1,335
0.024
5.625
165
0.35
113.728
191
2.46%
110
4.06
0.014
0.20
4.08
781
0.014
5.625
165
0.35
113.728
191
2.46%
110
4.06
0.014
0.20
4.08
781
0.014
165
0.35
113.728
191
2.46%
110
4.06
0.014
0.20
4.08
781
0.014
5.125
115
0.23
108.586
127
3.13%
175
4.13
0.010
0.20
4.15
527
0.010
5.125
115
0.23
108.586
127
3.13%
175
4.13
0.010
0.20
4.15
527
0.010
594918AC8
MONDELEZ INTERNATIONAL INC
MONDELEZ INTERNATIONAL INC
50075NBA1
NATIONAL AMUSEMENTS INC
VIACOM INC
NEWMONT MINING CORP
5.125
10/15/2019 US
USD
3/15/2020 US
MICROSOFT CORPORATION
NEWMONT MINING CORP
5.200
1/15/2020 US
2.500
MICROSOFT CORPORATION
VIACOM INC (NEW)
6.150
4.450
589331AN7
MONDELEZ INTERNATIONAL INC
KRAFT FOODS GROUP INC
585055BF2
MERCK & CO INC
MICROSOFT CORP
KRAFT FOODS GROUP INC
KINDER MORGAN ENERGY PARTNERS LP
585055AS5
MERCK & CO INC
MERCK AND CO. INC.
USD
KINDER MORGAN INC
KENNAMETAL INC
4.900
582839AE6
MEDTRONIC PLC
MEDTRONIC INC
2/10/2020 US
USD
KENNAMETAL INC
KELLOGG COMPANY
4.900
MEAD JOHNSON NUTRITION CO
MEAD JOHNSON NUTRITION CO
5.375
2/15/2020 US
USD
KELLOGG COMPANY
INTERNATIONAL GAME TECHNOLOGY
8.125
544152AA9
LYONDELLBASELL INDUSTRIES NV
6.850
11/1/2019 US
USD
INTERNATIONAL GAME TECHNOLOGY
8.125
LORILLARD TOBACCO CO
LORILLARD TOBACCO CO
2.650
11/15/2019 US
USD
6.150
501044CH2
L-3 COMMUNICATIONS CORP
4.150
6/15/2019 US
6.150
KROGER CO (THE)
KROGER CO.
7.500
92553PAD4
5.000
4.200
5.375
5.625
6/30/2019 US
6/1/2019 US
2/10/2020 US
9/15/2019 US
USD
USD
USD
USD
MERCK & CO INC
MICROSOFT CORPORATION
MONDELEZ INTERNATIONAL INC
NATIONAL AMUSEMENTS INC
MERCK & CO INC
MICROSOFT CORPORATION
MONDELEZ INTERNATIONAL INC
VIACOM INC
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Corporate Risk Summary Issuer iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Position Description
CUSIP
NEWMONT MINING CORP
651639AL0
NEXTERA ENERGY INC
NEXTERA ENERGY CAPITAL HOLDINGS INC
NEXTERA ENERGY CAPITAL HOLDINGS IN
65339KAL4
NORTHROP GRUMMAN CORP
NORTHROP GRUMMAN SYSTEMS CORPORATION
TITAN II INC
666807BA9
ORACLE CORPORATION
ORACLE CORPORATION
ORACLE CORP
68389XAG0
ORANGE SA
ORANGE SA
FRANCE TELECOM
35177PAT4
PEPSICO INC
PEPSICO INC
PEPSICO INC
713448BN7
PFIZER INC
PFIZER INC
PFIZER INC
717081DL4
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC
718172AH2
PLAINS ALL AMERICAN PIPELINE LP
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP
Coupon
5.125
Stated Maturity
Country
% Market NAV
Market Price
Market Value (m)
Portfolio Yield to Maturity
Spread
Duration
Duration Contribution
Convexity
Spread Duration
Spread Duration Dollars (m)
Spread Duration Contribution
0.23
108.586
127
3.13%
175
4.13
0.010
0.20
4.15
527
0.010
0.56
101.468
307
2.06%
67
4.31
0.024
0.20
4.33
1,329
0.024
2.400
300
0.56
101.468
307
2.06%
67
4.31
0.024
0.20
4.33
1,329
0.024
300
0.56
101.468
307
2.06%
67
4.31
0.024
0.20
4.33
1,329
0.024
5.050
100
0.21
112.222
112
2.18%
84
4.07
0.008
0.20
4.10
460
0.008
5.050
100
0.21
112.222
112
2.18%
84
4.07
0.008
0.20
4.10
460
0.008
100
0.21
112.222
112
2.18%
84
4.07
0.008
0.20
4.10
460
0.008
5.000
1,135
2.38
113.93
1,297
1.72%
39
4.01
0.095
0.19
4.04
5,238
0.096
5.000
1,135
2.38
113.93
1,297
1.72%
39
4.01
0.095
0.19
4.04
5,238
0.096
1,135
2.38
113.93
1,297
1.72%
39
4.01
0.095
0.19
4.04
5,238
0.096
5.375
130
0.27
113.736
148
2.11%
78
3.99
0.011
0.19
4.01
595
0.011
5.375
130
0.27
113.736
148
2.11%
78
3.99
0.011
0.19
4.01
595
0.011
130
0.27
113.736
148
2.11%
78
3.99
0.011
0.19
4.01
595
0.011
4.500
645
1.33
111.975
724
1.95%
53
4.48
0.059
0.23
4.51
3,262
0.060
4.500
645
1.33
111.975
724
1.95%
53
4.48
0.059
0.23
4.51
3,262
0.060
645
1.33
111.975
724
1.95%
53
4.48
0.059
0.23
4.51
3,262
0.060
2.100
500
0.94
102.19
513
1.57%
25
4.07
0.038
0.19
4.10
2,102
0.039
2.100
500
0.94
102.19
513
1.57%
25
4.07
0.038
0.19
4.10
2,102
0.039
500
0.94
102.19
513
1.57%
25
4.07
0.038
0.19
4.10
2,102
0.039
4.500
675
1.41
112.012
767
2.03%
59
4.58
0.064
0.25
4.61
3,535
0.065
4.500
675
1.41
112.012
767
2.03%
59
4.58
0.064
0.25
4.61
3,535
0.065
675
1.41
112.012
767
2.03%
59
4.58
0.064
0.25
4.61
3,535
0.065
7.667
180
0.40
121.105
221
2.56%
123
3.87
0.016
0.18
3.90
860
0.016
7.667
180
0.40
121.105
221
2.56%
123
3.87
0.016
0.18
3.90
860
0.016
5.050
5.000
5.375
4.500
2.100
4.500
8/1/2019 US
7/8/2019 US
7/8/2019 FR
1/15/2020 US
5/15/2019 US
3/26/2020 US
USD
USD
USD
USD
USD
USD
NEXTERA ENERGY INC
NORTHROP GRUMMAN CORP
ORACLE CORPORATION
ORANGE SA
PEPSICO INC
PFIZER INC
PHILIP MORRIS INTERNATIONAL INC
NEWMONT MINING CORP
Current Face (m)
300
USD
NEWMONT MINING CORP
Issuer Name
115
9/15/2019 US
USD
Parent Issuer Name
2.400
2.400
10/1/2019 US
Currency
NEXTERA ENERGY CAPITAL HOLDINGS INC
NORTHROP GRUMMAN SYSTEMS CORPORATION
ORACLE CORPORATION
ORANGE SA
PEPSICO INC
PFIZER INC
PHILIP MORRIS INTERNATIONAL INC
PLAINS ALL AMERICAN PIPELINE LP
72650RAU6
8.750
5/1/2019 US
USD
PLAINS ALL AMERICAN PIPELINE LP
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP
115
0.27
124.958
146
2.51%
123
3.62
0.010
0.16
3.64
532
0.010
PLAINS ALL AMERICAN PIPELINE LP
72650RAW2
5.750
1/15/2020 US
USD
PLAINS ALL AMERICAN PIPELINE LP
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP
65
0.14
114.289
74
2.65%
124
4.38
0.006
0.23
4.40
328
0.006
720
1.53
114.661
837
2.15%
75
4.29
0.066
0.22
4.32
3,615
0.066
POTASH CORPORATION OF SASKATCHEWAN INC
5.405
720
1.53
114.661
837
2.15%
75
4.29
0.066
0.22
4.32
3,615
0.066
POTASH CORP OF SASKATCHEWAN INC
POTASH CORPORATION OF SASKATCHEWAN INC
73755LAF4
5.405
6.500
5/15/2019 CA
USD
POTASH CORPORATION OF SASKATCHEWAN INC
POTASH CORPORATION OF SASKATCHEWAN INC
235
0.52
118.465
282
1.98%
69
3.78
0.020
0.17
3.80
1,070
0.020
POTASH CORPORATION OF SASKATCHEWAN
73755LAH0
4.875
3/30/2020 CA
USD
POTASH CORPORATION OF SASKATCHEWAN INC
POTASH CORPORATION OF SASKATCHEWAN INC
485
1.02
112.818
555
2.23%
79
4.55
0.046
0.25
4.58
2,545
0.047
4.500
390
0.81
111.563
443
1.83%
48
4.07
0.033
0.20
4.09
1,814
0.033
4.500
390
0.81
111.563
443
1.83%
48
4.07
0.033
0.20
4.09
1,814
0.033
390
0.81
111.563
443
1.83%
48
4.07
0.033
0.20
4.09
1,814
0.033
PRAXAIR INC
PRAXAIR INC
PRAXAIR INC
74005PAU8
4.500
8/15/2019 US
USD
PRAXAIR INC
PRAXAIR INC
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED
2.000
100
0.19
100.942
102
1.78%
41
4.26
0.008
0.20
4.28
436
0.008
PUBLIC SERVICE ELECTRIC AND GAS COMPANY
2.000
100
0.19
100.942
102
1.78%
41
4.26
0.008
0.20
4.28
436
0.008
100
0.19
100.942
102
1.78%
41
4.26
0.008
0.20
4.28
436
0.008
2.700
250
0.47
101.065
255
2.43%
113
3.90
0.018
0.18
3.92
1,000
0.018
2.700
250
0.47
101.065
255
2.43%
113
3.90
0.018
0.18
3.92
1,000
0.018
250
0.47
101.065
255
2.43%
113
3.90
0.018
0.18
3.92
1,000
0.018
4.400
290
0.60
111.032
328
2.08%
64
4.49
0.027
0.24
4.52
1,481
0.027
4.400
290
0.60
111.032
328
2.08%
64
4.49
0.027
0.24
4.52
1,481
0.027
290
0.60
111.032
328
2.08%
64
4.49
0.027
0.24
4.52
1,481
0.027
225
0.48
114.265
262
2.23%
87
4.07
0.020
0.20
4.10
1,073
0.020
225
0.48
114.265
262
2.23%
87
4.07
0.020
0.20
4.10
1,073
0.020
225
0.48
114.265
262
2.23%
87
4.07
0.020
0.20
4.10
1,073
0.020
9.000
700
1.67
127.862
911
2.10%
83
3.61
0.060
0.16
3.63
3,308
0.061
9.000
700
1.67
127.862
911
2.10%
83
3.61
0.060
0.16
3.63
3,308
0.061
700
1.67
127.862
911
2.10%
83
3.61
0.060
0.16
3.63
3,308
0.061
4.331
955
1.98
111.535
1,080
1.83%
43
4.35
0.086
0.22
4.38
4,731
0.087
4.331
955
1.98
111.535
1,080
1.83%
43
4.35
0.086
0.22
4.38
4,731
0.087
PUBLIC SERVICE ELECTRIC AND GAS CO MTN
74456QBJ4
QUEST DIAGNOSTICS INCORPORATED
QUEST DIAGNOSTICS INCORPORATED
QUEST DIAGNOSTICS INCORPORATED
74834LAU4
RAYTHEON COMPANY
RAYTHEON COMPANY
RAYTHEON COMPANY
755111BR1
REPUBLIC SERVICES INC
4.400
4/1/2019 US
2/15/2020 US
USD
USD
USD
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED
QUEST DIAGNOSTICS INCORPORATED
RAYTHEON COMPANY
PUBLIC SERVICE ELECTRIC AND GAS COMPANY
QUEST DIAGNOSTICS INCORPORATED
RAYTHEON COMPANY
5.500
760761AB2
RIO TINTO LIMITED
RIO TINTO FINANCE (USA) LIMITED
RIO TINTO FIN USA LTD
2.700
8/15/2019 US
5.500
REPUBLIC SERVICES INC
REPUBLIC SERVICES INC
2.000
767201AH9
ROYAL DUTCH SHELL PLC
SHELL INTERNATIONAL FINANCE BV
5.500
9.000
9/15/2019 US
5/1/2019 GB
USD
USD
REPUBLIC SERVICES INC
RIO TINTO LIMITED
REPUBLIC SERVICES INC
RIO TINTO FINANCE (USA) LIMITED
SHELL INTERNATIONAL FINANCE BV
822582AJ1
4.300
9/22/2019 NL
USD
ROYAL DUTCH SHELL PLC
SHELL INTERNATIONAL FINANCE BV
565
1.17
111.164
637
1.78%
41
4.19
0.049
0.21
4.21
2,683
0.049
SHELL INTERNATIONAL FINANCE BV
822582AM4
4.375
3/25/2020 NL
USD
ROYAL DUTCH SHELL PLC
SHELL INTERNATIONAL FINANCE BV
390
0.81
112.073
443
1.90%
46
4.59
0.037
0.25
4.62
2,048
0.038
2.524
155
0.29
101.092
158
2.26%
91
4.12
0.012
0.19
4.14
652
0.012
2.524
155
0.29
101.092
158
2.26%
91
4.12
0.012
0.19
4.14
652
0.012
RYDER SYSTEM INC
RYDER SYSTEM INC
RYDER SYSTEM INC MTN
78355HJW0
2.550
6/1/2019 US
USD
RYDER SYSTEM INC
RYDER SYSTEM INC
115
0.21
101.292
117
2.23%
89
4.06
0.009
0.18
4.08
477
0.009
RYDER SYSTEM INC MTN
78355HJX8
2.450
9/3/2019 US
USD
RYDER SYSTEM INC
RYDER SYSTEM INC
40
0.07
100.514
41
2.33%
95
4.29
0.003
0.21
4.32
175
0.003
4.250
325
0.66
110.643
362
1.93%
53
4.38
0.029
0.23
4.41
1,595
0.029
4.250
325
0.66
110.643
362
1.93%
53
4.38
0.029
0.23
4.41
1,595
0.029
325
0.66
110.643
362
1.93%
53
4.38
0.029
0.23
4.41
1,595
0.029
8.000
130
0.30
122.317
163
2.85%
149
3.94
0.012
0.19
3.96
644
0.012
8.000
130
0.30
122.317
163
2.85%
149
3.94
0.012
0.19
3.96
644
0.012
130
0.30
122.317
163
2.85%
149
3.94
0.012
0.19
3.96
644
0.012
4.750
260
0.54
112.827
297
1.61%
32
3.85
0.021
0.18
3.87
1,147
0.021
4.750
260
0.54
112.827
297
1.61%
32
3.85
0.021
0.18
3.87
1,147
0.021
260
0.54
112.827
297
1.61%
32
3.85
0.021
0.18
3.87
1,147
0.021
4.375
390
0.79
110.493
432
2.13%
71
4.49
0.036
0.24
4.52
1,949
0.036
4.375
390
0.79
110.493
432
2.13%
71
4.49
0.036
0.24
4.52
1,949
0.036
390
0.79
110.493
432
2.13%
71
4.49
0.036
0.24
4.52
1,949
0.036
2.350
250
0.47
101.748
256
1.95%
56
4.35
0.020
0.21
4.37
1,121
0.021
2.350
250
0.47
101.748
256
1.95%
56
4.35
0.020
0.21
4.37
1,121
0.021
250
0.47
101.748
256
1.95%
56
4.35
0.020
0.21
4.37
1,121
0.021
7.750
165
0.35
115.701
193
3.78%
246
3.74
0.013
0.17
3.76
726
0.013
7.750
165
0.35
115.701
193
3.78%
246
3.74
0.013
0.17
3.76
726
0.013
165
0.35
115.701
193
3.78%
246
3.74
0.013
0.17
3.76
726
0.013
2.300
500
0.94
102.663
514
1.67%
33
4.17
0.039
0.20
4.19
2,158
0.040
2.300
500
0.94
102.663
514
1.67%
33
4.17
0.039
0.20
4.19
2,158
0.040
500
0.94
102.663
514
1.67%
33
4.17
0.039
0.20
4.19
2,158
0.040
5.877
115
0.25
115.961
134
2.10%
77
3.98
0.010
0.19
4.00
535
0.010
5.877
115
0.25
115.961
134
2.10%
77
3.98
0.010
0.19
4.00
535
0.010
115
0.25
115.961
134
2.10%
77
3.98
0.010
0.19
4.00
535
0.010
2.250
200
0.37
100.487
203
2.15%
69
4.79
0.018
0.26
4.82
977
0.018
2.250
200
0.37
100.487
203
2.15%
69
4.79
0.018
0.26
4.82
977
0.018
200
0.37
100.487
203
2.15%
69
4.79
0.018
0.26
4.82
977
0.018
1.650
660
1.21
99.66
658
1.73%
36
4.33
0.052
0.21
4.35
2,864
0.053
1.650
660
1.21
99.66
658
1.73%
36
4.33
0.052
0.21
4.35
2,864
0.053
660
1.21
99.66
658
1.73%
36
4.33
0.052
0.21
4.35
2,864
0.053
6.000
225
0.49
115.916
267
2.63%
120
4.37
0.021
0.23
4.40
1,173
0.022
6.000
225
0.49
115.916
267
2.63%
120
4.37
0.021
0.23
4.40
1,173
0.022
225
0.49
115.916
267
2.63%
120
4.37
0.021
0.23
4.40
1,173
0.022
5.000
225
0.46
112.018
252
2.43%
100
4.48
0.021
0.24
4.51
1,138
0.021
5.000
225
0.46
112.018
252
2.43%
100
4.48
0.021
0.24
4.51
1,138
0.021
225
0.46
112.018
252
2.43%
100
4.48
0.021
0.24
4.51
1,138
0.021
3.383
465
0.91
105.579
496
2.23%
84
4.31
0.039
0.22
4.34
2,153
0.039
3.383
465
0.91
105.579
496
2.23%
84
4.31
0.039
0.22
4.34
2,153
0.039
SOUTHERN COMPANY (THE)
GEORGIA POWER COMPANY
GEORGIA POWER CO
373334JP7
SPECTRA ENERGY CORP
SPECTRA ENERGY CAPITAL LLC
SPECTRA ENERGY CAPITAL
26439RAH9
STANFORD UNIVERSITY
STANFORD UNIVERSITY
STANFORD UNIVERSITY
854403AC6
STRYKER CORPORATION
STRYKER CORPORATION
STRYKER CORPORATION
863667AB7
SYSCO CORPORATION
SYSCO CORPORATION
SYSCO CORPORATION
871829AS6
TALISMAN ENERGY INC.
TALISMAN ENERGY INC.
TALISMAN ENERGY INC.
87425EAL7
TARGET CORPORATION
TARGET CORPORATION
TARGET CORPORATION
87612EBB1
TELEFONICA SA
TELEFONICA EMISIONES SAU
TELEFONICA EMISIONES SAU
87938WAH6
TEVA PHARMACEUTICAL INDUSTRIES LIMITED
TEVA PHARMACEUTICAL FINANCE IV LLC
TEVA PHARMACEUTICAL FINANCE IV LLC
88166HAD9
TEXAS INSTRUMENTS INC
TEXAS INSTRUMENTS INC
TEXAS INSTRUMENTS INC
882508AU8
THERMO FISHER SCIENTIFIC INC
LIFE TECHNOLOGIES CORP
LIFE TECHNOLOGIES CORP
53217VAC3
TIME WARNER CABLE INC
TIME WARNER CABLE INC
TIME WARNER CABLE INC
88732JAW8
TIME WARNER INC
TIME WARNER INC
4.250
8.000
4.750
4.375
2.350
7.750
2.300
5.877
2.250
1.650
6.000
5.000
12/1/2019 US
10/1/2019 US
5/1/2019 US
1/15/2020 US
10/2/2019 US
6/1/2019 CA
6/26/2019 US
7/15/2019 ES
3/18/2020 IL
8/3/2019 US
3/1/2020 US
2/1/2020 US
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
USD
SOUTHERN COMPANY (THE)
SPECTRA ENERGY CORP
STANFORD UNIVERSITY
STRYKER CORPORATION
SYSCO CORPORATION
TALISMAN ENERGY INC.
TARGET CORPORATION
TELEFONICA SA
TEVA PHARMACEUTICAL INDUSTRIES LIMITED
TEXAS INSTRUMENTS INC
THERMO FISHER SCIENTIFIC INC
TIME WARNER CABLE INC
GEORGIA POWER COMPANY
SPECTRA ENERGY CAPITAL LLC
STANFORD UNIVERSITY
STRYKER CORPORATION
SYSCO CORPORATION
TALISMAN ENERGY INC.
TARGET CORPORATION
TELEFONICA EMISIONES SAU
TEVA PHARMACEUTICAL FINANCE IV LLC
TEXAS INSTRUMENTS INC
LIFE TECHNOLOGIES CORP
TIME WARNER CABLE INC
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Page 22 of 29
Corporate Risk Summary Issuer iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Position Description
CUSIP
Coupon
Stated Maturity
Country
Currency
Parent Issuer Name
Issuer Name
Current Face (m)
% Market NAV
Market Price
Market Value (m)
Portfolio Yield to Maturity
Spread
Duration
Duration Contribution
Convexity
Spread Duration
Spread Duration Dollars (m)
Spread Duration Contribution
TIME WARNER INC
887317AT2
2.100
6/1/2019 US
USD
TIME WARNER INC
TIME WARNER INC
250
0.46
99.88
251
2.13%
79
4.12
0.019
0.20
4.14
1,039
0.019
TIME WARNER INC
887317AF2
4.875
3/15/2020 US
USD
TIME WARNER INC
TIME WARNER INC
215
0.45
112.206
245
2.33%
89
4.51
0.020
0.24
4.54
1,114
0.020
6.950
225
0.51
120.371
276
1.88%
61
3.67
0.019
0.16
3.69
1,018
0.019
6.950
225
0.51
120.371
276
1.88%
61
3.67
0.019
0.16
3.69
1,018
0.019
225
0.51
120.371
276
1.88%
61
3.67
0.019
0.16
3.69
1,018
0.019
2.100
600
1.12
101.641
611
1.71%
37
4.17
0.047
0.20
4.19
2,562
0.047
2.100
600
1.12
101.641
611
1.71%
37
4.17
0.047
0.20
4.19
2,562
0.047
600
1.12
101.641
611
1.71%
37
4.17
0.047
0.20
4.19
2,562
0.047
2.125
500
0.93
101.907
510
1.68%
33
4.24
0.040
0.21
4.27
2,177
0.040
2.125
500
0.93
101.907
510
1.68%
33
4.24
0.040
0.21
4.27
2,177
0.040
500
0.93
101.907
510
1.68%
33
4.24
0.040
0.21
4.27
2,177
0.040
50
0.09
102.286
52
2.11%
74
4.19
0.004
0.19
4.21
218
0.004
50
0.09
102.286
52
2.11%
74
4.19
0.004
0.19
4.21
218
0.004
50
0.09
102.286
52
2.11%
74
4.19
0.004
0.19
4.21
218
0.004
5.125
775
1.64
113.783
895
1.68%
40
3.74
0.061
0.17
3.76
3,369
0.062
5.125
775
1.64
113.783
895
1.68%
40
3.74
0.061
0.17
3.76
3,369
0.062
775
1.64
113.783
895
1.68%
40
3.74
0.061
0.17
3.76
3,369
0.062
5.625
115
0.23
106.007
124
4.18%
279
2.30
0.005
0.06
4.06
505
0.009
5.625
115
0.23
106.007
124
4.18%
279
2.30
0.005
0.06
4.06
505
0.009
115
0.23
106.007
124
4.18%
279
2.30
0.005
0.06
4.06
505
0.009
6.125
115
0.24
114.742
132
2.93%
150
4.39
0.011
0.23
4.42
584
0.011
6.125
115
0.24
114.742
132
2.93%
150
4.39
0.011
0.23
4.42
584
0.011
115
0.24
114.742
132
2.93%
150
4.39
0.011
0.23
4.42
584
0.011
6.350
130
0.28
116.71
155
2.13%
86
3.67
0.010
0.16
3.69
570
0.010
6.350
130
0.28
116.71
155
2.13%
86
3.67
0.010
0.16
3.69
570
0.010
130
0.28
116.71
155
2.13%
86
3.67
0.010
0.16
3.69
570
0.010
290
0.61
113.726
332
2.13%
82
3.91
0.024
0.18
3.93
1,305
0.024
290
0.61
113.726
332
2.13%
82
3.91
0.024
0.18
3.93
1,305
0.024
290
0.61
113.726
332
2.13%
82
3.91
0.024
0.18
3.93
1,305
0.024
1.850
250
0.46
101.128
254
1.58%
25
4.13
0.019
0.20
4.16
1,054
0.019
1.850
250
0.46
101.128
254
1.58%
25
4.13
0.019
0.20
4.16
1,054
0.019
250
0.46
101.128
254
1.58%
25
4.13
0.019
0.20
4.16
1,054
0.019
3.350
65
0.12
102.706
67
2.68%
136
3.99
0.005
0.19
4.01
270
0.005
3.350
65
0.12
102.706
67
2.68%
136
3.99
0.005
0.19
4.01
270
0.005
65
0.12
102.706
67
2.68%
136
3.99
0.005
0.19
4.01
270
0.005
7.375
100
0.22
120.19
123
2.73%
137
3.98
0.009
0.19
4.00
491
0.009
7.375
100
0.22
120.19
123
2.73%
137
3.98
0.009
0.19
4.00
491
0.009
100
0.22
120.19
123
2.73%
137
3.98
0.009
0.19
4.00
491
0.009
5.250
245
0.50
108.962
272
3.33%
188
4.46
0.022
0.24
4.49
1,221
0.022
5.250
245
0.50
108.962
272
3.33%
188
4.46
0.022
0.24
4.49
1,221
0.022
245
0.50
108.962
272
3.33%
188
4.46
0.022
0.24
4.49
1,221
0.022
130
0.27
110.255
145
2.38%
100
4.21
0.011
0.21
4.24
615
0.011
130
0.27
110.255
145
2.38%
100
4.21
0.011
0.21
4.24
615
0.011
130
0.27
110.255
145
2.38%
100
4.21
0.011
0.21
4.24
615
0.011
5.125
325
0.68
113.733
373
1.81%
50
3.91
0.027
0.18
3.93
1,465
0.027
5.125
325
0.68
113.733
373
1.81%
50
3.91
0.027
0.18
3.93
1,465
0.027
325
0.68
113.733
373
1.81%
50
3.91
0.027
0.18
3.93
1,465
0.027
5.625
130
0.27
113.105
148
2.73%
133
4.30
0.012
0.22
4.33
641
0.012
5.625
130
0.27
113.105
148
2.73%
133
4.30
0.012
0.22
4.33
641
0.012
130
0.27
113.105
148
2.73%
133
4.30
0.012
0.22
4.33
641
0.012
5.300
65
0.14
111.532
74
2.63%
126
4.08
0.006
0.20
4.11
303
0.006
5.300
65
0.14
111.532
74
2.63%
126
4.08
0.006
0.20
4.11
303
0.006
65
0.14
111.532
74
2.63%
126
4.08
0.006
0.20
4.11
303
0.006
49,114
100.00
109.482
54,553
2.07%
71
4.09
4.095
0.20
4.15
226,503
4.152
TJX COS INC
TJX COS INC
TJX COMPANIES INC. (THE)
872540AM1
6.950
TOTAL SA
TOTAL CAPITAL INTERNATIONAL SA
TOTAL CAPITAL INTERNATIONAL SA
89153VAM1
2.100
TOYOTA MOTOR CORPORATION
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP MTN
89236TBP9
2.125
TYSON FOODS INC
2.650
UNITED PARCEL SERVICE INC
UNITED PARCEL SERVICE INC
911312AK2
5.125
VALEPAR SA
VALE OVERSEAS LTD
VALE OVERSEAS LIMITED
91911TAJ2
5.625
VALERO ENERGY CORPORATION
VALERO ENERGY CORPORATION
VALERO ENERGY CORP
91913YAR1
6.125
VERIZON COMMUNICATIONS INC
VERIZON COMMUNICATIONS INC
VERIZON COMMUNICATIONS
92343VAV6
6.350
VODAFONE GROUP PLC
5.450
WALT DISNEY COMPANY (THE)
WALT DISNEY COMPANY (THE)
25468PDA1
1.850
WESTERN UNION CO/THE
WESTERN UNION CO/THE
WESTERN UNION CO
959802AT6
3.350
WEYERHAEUSER COMPANY
WEYERHAEUSER COMPANY
WEYERHAEUSER
962166BV5
7.375
WILLIAMS COMPANIES INC
WILLIAMS PARTNERS LP
WILLIAMS PARTNERS LP
96950FAD6
5.250
WOODBRIDGE CO LTD
4.700
XCEL ENERGY INC
PUBLIC SERVICE COMPANY OF COLORADO
744448CC3
5.125
XEROX CORPORATION
XEROX CORPORATION
XEROX CORPORATION
984121CA9
5.625
YUM! BRANDS INC.
YUM! BRANDS INC.
YUM! BRANDS INC
8/15/2019 US
4/1/2019 US
9/15/2019 BR
2/1/2020 US
4/1/2019 US
USD
USD
USD
USD
USD
TYSON FOODS INC
UNITED PARCEL SERVICE INC
VALEPAR SA
VALERO ENERGY CORPORATION
VERIZON COMMUNICATIONS INC
TYSON FOODS INC
UNITED PARCEL SERVICE INC
VALE OVERSEAS LTD
VALERO ENERGY CORPORATION
VERIZON COMMUNICATIONS INC
6/10/2019 GB
5/30/2019 US
5/22/2019 US
10/1/2019 US
3/15/2020 US
USD
USD
USD
USD
USD
VODAFONE GROUP PLC
WALT DISNEY COMPANY (THE)
WESTERN UNION CO/THE
WEYERHAEUSER COMPANY
WILLIAMS COMPANIES INC
VODAFONE GROUP PLC
WALT DISNEY COMPANY (THE)
WESTERN UNION CO/THE
WEYERHAEUSER COMPANY
WILLIAMS PARTNERS LP
4.700
884903BG9
PUBLIC SERVICE CO OF COLORADO
TOYOTA MOTOR CREDIT CORP
4.700
THOMSON REUTERS CORPORATION
THOMSON REUTERS CORP
TOYOTA MOTOR CORPORATION
TOTAL CAPITAL INTERNATIONAL SA
5.450
92857WAS9
WALT DISNEY COMPANY (THE) MTN
USD
TOTAL SA
TJX COS INC
5.450
VODAFONE GROUP PLC
VODAFONE GROUP PLC
7/18/2019 JP
USD
TJX COS INC
2.650
902494AW3
UNITED PARCEL SERVICE INC
6/19/2019 FR
USD
2.650
TYSON FOODS INC
TYSON FOODS INC
4/15/2019 US
988498AF8
5.300
TOTAL_ASSETS
10/15/2019 US
6/1/2019 US
12/15/2019 US
9/15/2019 US
USD
USD
USD
USD
WOODBRIDGE CO LTD
XCEL ENERGY INC
XEROX CORPORATION
YUM! BRANDS INC.
THOMSON REUTERS CORPORATION
PUBLIC SERVICE COMPANY OF COLORADO
XEROX CORPORATION
YUM! BRANDS INC.
4.386
Powered by BlackRock Solutions
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Page 23 of 29
Credit Risk Report Grouped by Ultimate Issuer Name iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Default Prob
Position Description
CUSIP
ORACLE CORPORATION
Coupon
Maturity
5.000
ORACLE CORP
68389XAG0
ANHEUSER-BUSCH INBEV SA/NV
5.000
7/8/2019
5.551
Current Face (m)
Market Value (m)
Market Price
CDSImpl Price
Spread Duration
Default AdjSpd
DefAdj Yield
Recovery Rate
Duration
1,135
1,297
113.93
114.60
4.04
14
1.47%
0.40
4.01
1,135
1,297
113.93
114.60
4.04
14
1.47%
0.40
4.01
1,105
1,289
116.208
116.97
4.40
14
1.54%
0.40
4.38
Z Score
4.46
Z Score Zone
Spread
1Y
3Yr
5Y
3 Yr
5 Yr
0.05
0.78
2.66
1 Yr
2.64
14.65
30.40
Safe Zone 0.05
0.78
2.66
2.64
14.65
30.40
0.29
1.65
4.56
15.13
31.29
52.84
ANHEUSER-BUSCH INBEV WORLDWIDE INC
03523TBH0
6.875 11/15/2019
130
161
122.122
122.71
4.17
12
1.48%
0.40
4.14
4.77
Safe Zone 0.29
1.65
4.56
15.13
31.29
52.84
ANHEUSER-BUSCH INBEV WORLDWIDE INC
03523TAN8
5.375
975
1,128
115.419
116.16
4.44
14
1.55%
0.40
4.41
4.77
Safe Zone 0.29
1.65
4.56
15.13
31.29
52.84
1,250
1,286
102.344
102.50
4.07
4
1.35%
0.40
4.05
0.22
0.60
1.94
11.50
22.22
1,250
1,286
102.344
102.50
4.07
4
1.35%
0.40
4.05
Safe Zone 0.22
0.60
1.94
11.50
22.22
1,125
1,264
112.092
112.94
4.51
17
1.58%
0.40
4.48
0.06
0.81
2.65
3.14
15.22
30.35
1,125
1,264
112.092
112.94
4.51
17
1.58%
0.40
4.48
Safe Zone 0.06
0.81
2.65
3.14
15.22
30.35
1,025
1,238
118.619
118.04
3.68
-13
1.13%
0.40
3.66
0.44
2.69
7.18
23.17
51.37
84.04
1,025
1,238
118.619
118.04
3.68
-13
1.13%
0.40
3.66
Safe Zone 0.44
2.69
7.18
23.17
51.37
84.04
1,040
1,217
115.216
116.70
4.36
29
1.69%
0.40
4.33
0.09
0.85
2.75
4.55
16.11
31.59
APPLE INC
1/15/2020
2.100
APPLE INC
037833AQ3
CISCO SYSTEMS INC
2.100
5/6/2019
4.450
CISCO SYSTEMS INC
17275RAH5
BHP BILLITON LTD
4.450
1/15/2020
6.500
BHP BILLITON FINANCE (USA) LTD
055451AH1
COMCAST CORPORATION
6.500
4/1/2019
5.282
13.59
3.14
3.19
COMCAST CORP
20030NAZ4
5.700
7/1/2019
250
292
116.46
117.45
3.98
21
1.53%
0.40
3.95
4.17
Safe Zone 0.09
0.85
2.75
4.55
16.11
31.59
COMCAST CORP
20030NBA8
5.150
3/1/2020
790
924
114.822
116.46
4.48
31
1.74%
0.40
4.46
4.17
Safe Zone 0.09
0.85
2.75
4.55
16.11
31.59
1,070
1,193
109.974
111.48
4.61
27
1.71%
0.40
4.58
0.11
1.11
3.44
5.53
21.00
39.62
MEDTRONIC PLC
4.186
MEDTRONIC INC
MEDTRONIC INC
144A
585055AS5
4.450
3/15/2020
925
1,044
111.188
112.67
4.59
29
1.72%
0.40
4.56
Safe Zone 0.11
1.11
3.44
5.53
21.00
39.62
585055BF2
2.500
3/15/2020
145
149
102.229
103.13
4.82
18
1.63%
0.40
4.78
0.11
1.11
3.44
5.53
21.00
39.62
1,125
1,141
100.948
101.24
4.30
6
1.41%
0.40
4.27
0.16
1.33
3.81
8.35
25.30
43.88
DEERE & CO
2.030
4.02
JOHN DEERE CAPITAL CORP
24422ERR2
2.250
4/17/2019
675
695
102.266
102.53
4.01
6
1.36%
0.40
3.98
1.95
Grey Zone 0.16
1.33
3.81
8.35
25.30
43.88
JOHN DEERE CAPITAL CORP
24422ERY7
1.700
1/15/2020
450
446
98.971
99.24
4.76
6
1.49%
0.40
4.73
1.39
Distress Zone 0.16
1.33
3.81
8.35
25.30
43.88
955
1,080
111.535
111.35
4.38
-4
1.36%
0.40
4.35
0.24
1.50
4.18
12.58
28.49
48.34
ROYAL DUTCH SHELL PLC
4.331
SHELL INTERNATIONAL FINANCE BV
822582AJ1
4.300
9/22/2019
565
637
111.164
110.99
4.21
-4
1.33%
0.40
4.19
2.69
Grey Zone 0.24
1.50
4.18
12.58
28.49
48.34
SHELL INTERNATIONAL FINANCE BV
822582AM4
4.375
3/25/2020
390
443
112.073
111.87
4.62
-4
1.40%
0.40
4.59
2.69
Grey Zone 0.24
1.50
4.18
12.58
28.49
48.34
930
1,076
113.69
115.47
4.43
34
1.76%
0.40
4.40
0.05
0.46
1.44
2.77
8.77
16.48
BOEING CO
4.833
BOEING CAPITAL CORP
097014AL8
4.700 10/27/2019
225
257
112.855
114.66
4.28
37
1.75%
0.40
4.25
2.82
Grey Zone 0.04
0.30
0.95
2.08
5.70
10.90
BOEING CO
097023AZ8
4.875
705
819
113.956
115.72
4.47
34
1.77%
0.40
4.45
2.82
Grey Zone 0.06
0.52
1.59
2.99
9.74
18.23
920
1,053
114.045
114.89
4.02
18
1.50%
0.40
4.00
0.09
0.54
1.77
4.84
10.27
20.24
920
1,053
114.045
114.89
4.02
18
1.50%
0.40
4.00
Safe Zone 0.09
0.54
1.77
4.84
10.27
20.24
1,000
1,018
101.512
101.60
4.37
2
1.39%
0.41
4.35
0.41
2.23
6.02
21.54
41.98
69.60
MERCK & CO INC
MERCK AND CO. INC.
2/15/2020
5.000
589331AN7
BP PLC
5.000
6/30/2019
2.379
4.36
BP CAPITAL MARKETS PLC
05565QCR7
2.237
5/10/2019
500
508
101.05
101.32
4.07
7
1.38%
0.41
4.05
2.69
Grey Zone 0.41
2.23
6.02
21.54
41.98
69.60
BP CAPITAL MARKETS PLC
05565QCT3
2.521
1/15/2020
500
510
101.973
101.88
4.68
-2
1.40%
0.41
4.65
2.69
Grey Zone 0.41
2.23
6.02
21.54
41.98
69.60
885
1,007
112.077
110.90
4.57
-23
1.20%
0.26
4.54
0.95
3.91
8.48
62.01
93.11 124.52
Distress Zone 0.95
3.91
8.48
62.01
93.11 124.52
0.05
0.49
1.51
2.81
9.20
17.23
Safe Zone 0.05
0.49
1.51
2.81
9.20
17.23
0.10
1.39
4.64
5.43
26.29
53.43
AMERICA MOVIL SAB DE CV
AMERICA MOVIL SAB DE CV
5.000
02364WAV7
COSTCO WHOLESALE CORPORATION
COSTCO WHOLESALE CORPORATION
22160KAF2
INTERNATIONAL BUSINESS MACHINES CORP
5.000
885
1,007
112.077
110.90
4.57
-23
1.20%
0.26
4.54
1.700
3/30/2020
975
977
100.005
100.52
4.68
11
1.53%
0.40
4.65
1.700 12/15/2019
975
977
100.005
100.52
4.68
11
1.53%
0.40
4.65
4.436
825
938
112.566
113.84
4.08
-13
1.21%
0.40
4.06
1.09
5.86
INTERNATIONAL BUSINESS MACHINES CO
459200HE4
1.875
5/15/2019
500
508
101.22
100.59
4.11
-15
1.16%
0.40
4.09
4.33
Safe Zone 0.10
1.39
4.64
5.43
26.29
53.43
IBM CORP
459200AG6
8.375
11/1/2019
325
430
130.021
129.51
4.04
-10
1.26%
0.40
4.02
4.33
Safe Zone 0.10
1.39
4.64
5.43
26.29
53.43
780
924
118.188
118.94
4.39
14
1.54%
0.40
4.37
0.22
1.65
4.81
11.75
31.36
55.83
780
924
118.188
118.94
4.39
14
1.54%
0.40
4.37
Grey Zone 0.22
1.65
4.81
11.75
31.36
55.83
700
911
127.862
126.54
3.63
-28
0.98%
0.40
3.61
1.90
5.18
8.32 100.70 100.80 100.49
700
911
127.862
126.54
3.63
-28
0.98%
0.40
3.61
Grey Zone 1.90
5.18
8.32 100.70 100.80 100.49
775
895
113.783
114.82
3.76
24
1.51%
0.40
3.74
0.06
0.62
1.78
3.29
11.78
20.49
775
895
113.783
114.82
3.76
24
1.51%
0.40
3.74
Grey Zone 0.06
0.62
1.78
3.29
11.78
20.49
720
837
114.661
116.16
4.32
29
1.67%
0.40
4.29
0.18
1.32
4.24
9.35
24.97
48.90
CONOCOPHILLIPS
CONOCOPHILLIPS
6.000
20825CAU8
RIO TINTO LIMITED
RIO TINTO FIN USA LTD
1/15/2020
9.000
767201AH9
UNITED PARCEL SERVICE INC
UNITED PARCEL SERVICE INC
6.000
9.000
5/1/2019
5.125
911312AK2
POTASH CORPORATION OF SASKATCHEWAN INC
5.125
4/1/2019
5.405
2.69
2.87
2.82
POTASH CORP OF SASKATCHEWAN INC
73755LAF4
6.500
5/15/2019
235
282
118.465
119.81
3.80
29
1.58%
0.40
3.78
1.78
Distress Zone 0.18
1.32
4.24
9.35
24.97
48.90
POTASH CORPORATION OF SASKATCHEWAN
73755LAH0
4.875
3/30/2020
485
555
112.818
114.32
4.58
28
1.72%
0.40
4.55
2.82
Grey Zone 0.18
1.32
4.24
9.35
24.97
48.90
675
809
117.483
118.46
4.05
20
1.55%
0.40
4.03
0.22
1.79
5.61
11.59
34.01
65.02
675
809
117.483
118.46
4.05
20
1.55%
0.40
4.03
Grey Zone 0.22
1.79
5.61
11.59
34.01
65.02
675
767
112.012
113.36
4.61
26
1.70%
0.40
4.58
0.09
0.79
2.83
4.95
14.90
32.38
675
767
112.012
113.36
4.61
26
1.70%
0.40
4.58
Grey Zone 0.09
0.79
2.83
4.95
14.90
32.38
740
756
101.424
101.37
4.41
-1
1.37%
0.40
4.38
0.14
0.82
2.46
7.17
15.54
28.29
740
756
101.424
101.37
4.41
-1
1.37%
0.40
4.38
Safe Zone 0.14
0.82
2.46
7.17
15.54
28.29
645
747
114.816
115.72
3.90
20
1.50%
0.40
3.88
0.25
1.88
5.29
13.22
35.65
61.34
645
747
114.816
115.72
3.90
20
1.50%
0.40
3.88
Safe Zone 0.25
1.88
5.29
13.22
35.65
61.34
645
726
110.416
113.07
4.09
57
1.92%
0.40
4.06
0.06
0.52
1.59
2.93
9.82
18.23
645
726
110.416
113.07
4.09
57
1.92%
0.40
4.06
Safe Zone 0.06
0.52
1.59
2.93
9.82
18.23
645
724
111.975
112.37
4.51
8
1.49%
0.40
4.48
0.18
1.35
4.02
9.47
25.62
46.37
645
724
111.975
112.37
4.51
8
1.49%
0.40
4.48
Safe Zone 0.18
1.35
4.02
9.47
25.62
46.37
615
689
111.358
111.19
4.00
-4
1.28%
0.40
3.97
0.07
0.67
2.23
3.56
12.74
25.54
615
689
111.358
111.19
4.00
-4
1.28%
0.40
3.97
Safe Zone 0.07
0.67
2.23
3.56
12.74
25.54
615
688
111.661
112.91
4.50
25
1.66%
0.40
4.47
0.13
1.26
4.15
6.91
23.84
47.74
615
688
111.661
112.91
4.50
25
1.66%
0.40
4.47
Grey Zone 0.13
1.26
4.15
6.91
23.84
47.74
HALLIBURTON COMPANY
HALLIBURTON COMPANY
6.150
406216AX9
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC
718172AH2
046353AF5
26875PAD3
071813BA6
713448BN7
5.625
6/1/2019
4.500
8/15/2019
4.500
1/15/2020
4.200
594918AC8
EI DU PONT DE NEMOURS & CO
E I DU PONT DE NEMOURS AND CO
9/18/2019
4.500
MICROSOFT CORPORATION
MICROSOFT CORP
1.950
4.500
PEPSICO INC
PEPSICO INC
3/26/2020
5.625
BAXTER INTERNATIONAL INC
BAXTER INTERNATIONAL INC
4.500
1.950
EOG RESOURCES INC
EOG RESOURCES INC
9/15/2019
4.500
ASTRAZENECA PLC
ASTRAZENECA PLC
6.150
4.200
6/1/2019
4.625
263534BZ1
4.625
1/15/2020
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2.69
2.75
4.36
4.17
4.36
4.52
18.78
2.87
Green Package
Page 24 of 29
Credit Risk Report Grouped by Ultimate Issuer Name iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Default Prob
Position Description
CUSIP
TEXAS INSTRUMENTS INC
TEXAS INSTRUMENTS INC
Coupon
Maturity
1.650
882508AU8
TOTAL SA
89153VAM1
DUKE ENERGY CORP
DUKE ENERGY OHIO INC
EMERSON ELECTRIC CO
EMERSON ELECTRIC CO
291011AY0
CMS ENERGY CORPORATION
CONSUMERS ENERGY CO
210518CS3
EBAY INC.
EBAY INC.
278642AH6
CONSOLIDATED EDISON CO OF NEW YORK
TARGET CORPORATION
TARGET CORPORATION
MASTERCARD INC
MASTERCARD INC
57636QAA2
PFIZER INC
HOME DEPOT INC
HOME DEPOT INC
TOYOTA MOTOR CORPORATION
TOYOTA MOTOR CREDIT CORP MTN
4.33
660
658
99.66
99.69
4.35
1
1.37%
0.40
4.33
600
611
101.641
101.57
4.19
-2
1.32%
0.40
4.17
600
611
101.641
101.57
4.19
-2
1.32%
0.40
4.17
515
594
113.403
116.01
3.74
60
1.88%
0.47
3.72
515
594
113.403
116.01
3.74
60
1.88%
0.47
3.72
4.875
485
558
113.504
113.64
4.23
3
1.40%
0.40
4.20
4.875 10/15/2019
485
558
113.504
113.64
4.23
3
1.40%
0.40
4.20
6.700
450
554
120.521
121.46
4.02
19
1.53%
0.47
3.99
450
554
120.521
121.46
4.02
19
1.53%
0.47
3.99
550
548
99.665
99.24
4.27
-10
1.25%
0.40
4.25
550
548
99.665
99.24
4.27
-10
1.25%
0.40
4.25
450
547
119.35
120.50
3.67
26
1.52%
0.40
3.65
450
547
119.35
120.50
3.67
26
1.52%
0.40
3.65
500
514
102.663
103.18
4.19
12
1.46%
0.40
4.17
500
514
102.663
103.18
4.19
12
1.46%
0.40
4.17
500
514
102.094
500
514
102.094
500
513
102.19
102.75
4.10
13
1.45%
0.40
4.07
500
513
102.19
102.75
4.10
13
1.45%
0.40
4.07
500
511
101.903
102.13
4.16
5
1.40%
0.40
4.14
500
511
101.903
102.13
4.16
5
1.40%
0.40
4.14
500
510
101.907
100.96
4.27
-22
1.13%
0.35
4.24
500
510
101.907
100.96
4.27
-22
1.13%
0.35
4.24
450
510
112.82
114.55
4.02
38
1.70%
0.40
3.99
450
510
112.82
114.55
4.02
38
1.70%
0.40
3.99
500
504
100.411
500
504
100.411
465
496
105.579
108.12
4.34
46
1.84%
0.40
4.31
1.650
8/3/2019
2.100
6/19/2019
5.450
6.700
4/1/2019
9/15/2019
DOMINION RESOURCES INC/VA
VIRGINIA ELECTRIC AND POWER CO
8/1/2019
6.650
4/1/2019
2.300
6/26/2019
2.000
4/1/2019
2.100
5/15/2019
2.000
6/15/2019
2.125
7/18/2019
5.000
927804FH2
BAIDU INC
BAIDU INC
2.200
2.125
89236TBP9
5.000
6/30/2019
2.750
056752AD0
TIME WARNER INC
Duration
0.40
2.000
437076BE1
Recovery Rate
1.37%
2.100
717081DL4
DefAdj Yield
1
2.000
PFIZER INC
Default AdjSpd
4.35
2.300
87612EBB1
Spread Duration
99.69
6.650
209111EX7
CDSImpl Price
99.66
2.200
CONSOLIDATED EDISON INC
Market Price
658
5.450
26442EAA8
Market Value (m)
660
2.100
TOTAL CAPITAL INTERNATIONAL SA
Current Face (m)
2.750
6/9/2019
3.383
3.98
Z Score
Spread
1Y
3Yr
5Y
3 Yr
5 Yr
0.14
1.18
3.50
7.33
22.26
40.34
Safe Zone 0.14
1.18
3.50
7.33
22.26
40.34
0.26
1.42
3.89
13.82
26.97
44.99
Grey Zone 0.26
1.42
3.89
13.82
26.97
44.99
0.11
0.78
2.41
5.62
14.69
27.65
Distress Zone 0.11
0.78
2.41
5.62
14.69
27.65
0.19
1.41
4.28
9.80
26.79
49.38
Safe Zone 0.19
1.41
4.28
9.80
26.79
49.38
0.17
1.52
5.32
8.77
28.83
61.42
Distress Zone 0.17
1.52
5.32
8.77
28.83
61.42
1.73
4.99
8.49
91.88
96.90 102.20
Safe Zone 1.73
4.99
8.49
91.88
96.90 102.20
0.13
0.99
2.97
6.58
18.68
34.20
Distress Zone 0.13
0.99
2.97
6.58
18.68
34.20
0.10
0.70
2.12
5.08
13.31
24.27
2.99
Grey Zone 0.10
0.70
2.12
5.08
13.31
24.27
4.33
Safe Zone
0.04
0.40
1.29
2.34
7.60
14.70
4.36
Safe Zone 0.04
0.40
1.29
2.34
7.60
14.70
0.07
0.47
1.50
3.61
8.91
17.21
Safe Zone 0.07
0.47
1.50
3.61
8.91
17.21
0.25
1.67
5.02
14.38
34.31
62.93
Safe Zone 0.25
1.67
5.02
14.38
34.31
62.93
0.31
0.85
2.38
16.17
27.43
Distress Zone 0.31
0.85
2.38
16.17
27.43
4.33
2.69
1.02
4.69
1.02
4.33
1.02
Z Score Zone
1 Yr
3.96
3.98
3.96
4.11
5.88
4.41
1.02
3.63
4.11
3.63
4.33
Safe Zone
0.09
1.11
3.64
4.76
20.93
41.90
TIME WARNER INC
887317AT2
2.100
6/1/2019
250
251
99.88
101.74
4.14
45
1.78%
0.40
4.12
5.68
Safe Zone 0.09
1.11
3.64
4.76
20.93
41.90
TIME WARNER INC
887317AF2
4.875
3/15/2020
215
245
112.206
114.64
4.54
47
1.90%
0.40
4.51
5.68
Safe Zone 0.09
1.11
3.64
4.76
20.93
41.90
390
468
117.754
118.92
3.70
26
1.53%
0.40
3.67
0.11
0.84
2.84
5.98
15.87
32.59
390
468
117.754
118.92
3.70
26
1.53%
0.40
3.67
Grey Zone 0.11
0.84
2.84
5.98
15.87
32.59
450
455
100.813
100.98
4.15
4
1.36%
0.40
4.13
0.13
1.07
3.24
6.86
20.23
37.35
450
455
100.813
100.98
4.15
4
1.36%
0.40
4.13
Grey Zone 0.13
1.07
3.24
6.86
20.23
37.35
390
443
111.563
112.37
4.09
17
1.52%
0.40
4.07
0.16
0.89
3.08
8.35
16.89
35.36
390
443
111.563
112.37
4.09
17
1.52%
0.40
4.07
2.82
Grey Zone 0.16
0.89
3.08
8.35
16.89
35.36
390
432
110.493
390
432
110.493
4.17
Safe Zone
400
411
101.954
101.14
4.29
-19
1.17%
0.35
4.27
0.27
1.89
5.52
15.41
38.88
69.47
400
411
101.954
101.14
4.29
-19
1.17%
0.35
4.27
2.05
Grey Zone 0.27
1.89
5.52
15.41
38.88
69.47
2.500
400
401
99.827
2.500 11/28/2019
400
401
99.827
4.73
Safe Zone
5.875
325
383
115.805
118.06
4.11
46
1.82%
0.40
4.09
0.19
1.31
4.35
9.76
24.90
50.15
325
383
115.805
118.06
4.11
46
1.82%
0.40
4.09
4.17
Safe Zone 0.19
1.31
4.35
9.76
24.90
50.15
325
373
113.733
114.80
3.93
24
1.55%
0.47
3.91
0.15
1.01
3.11
8.02
19.19
35.72
325
373
113.733
114.80
3.93
24
1.55%
0.47
3.91
Distress Zone 0.15
1.01
3.11
8.02
19.19
35.72
325
367
110.84
325
367
110.84
325
365
110.824
105.43
3.78
-134
-0.07%
0.40
3.76
325
365
110.824
105.43
3.78
-134
-0.07%
0.40
3.76
325
362
110.643
110.77
4.41
3
1.42%
0.40
4.38
325
362
110.643
110.77
4.41
3
1.42%
0.40
4.38
315
360
112.582
114.65
3.76
48
1.75%
0.40
3.74
315
360
112.582
114.65
3.76
48
1.75%
0.40
3.74
350
356
101.463
100.81
4.17
-16
1.17%
0.40
4.14
350
356
101.463
100.81
4.17
-16
1.17%
0.40
4.14
300
334
109.701
300
334
109.701
290
332
113.726
114.90
3.93
26
1.57%
0.40
3.91
290
332
113.726
114.90
3.93
26
1.57%
0.40
3.91
ILLINOIS TOOL WORKS INC
ILLINOIS TOOL WORKS INC
6.250
452308AJ8
MCDONALDS CORPORATION
MCDONALDS CORP MTN
58013MEQ3
74005PAU8
863667AB7
02665WAH4
01609WAB8
DIRECTV
DIRECTV HOLDINGS LLC/DIRECTV FINAN
25459HAU9
XCEL ENERGY INC
PUBLIC SERVICE CO OF COLORADO
744448CC3
191241AD0
25271CAK8
373334JP7
002824AU4
14912L6B2
5.125
6/1/2019
4.625
2/15/2020
5.875
5/1/2019
4.250
12/1/2019
5.125
4/1/2019
2.100
6/9/2019
5.000
552081AG6
VODAFONE GROUP PLC
VODAFONE GROUP PLC
10/1/2019
2.100
LYONDELLBASELL INDUSTRIES NV
LYONDELLBASELL INDUSTRIES NV
5.875
8/15/2019
5.125
CATERPILLAR INC
CATERPILLAR FINANCIAL SERVICES COR MTN
2.250
4.250
ABBOTT LABORATORIES
ABBOTT LABORATORIES
1/15/2020
5.875
SOUTHERN COMPANY (THE)
GEORGIA POWER CO
4.375
4.625
LOEWS CORPORATION
DIAMOND OFFSHORE DRILLING INC.
8/15/2019
5.125
FOMENTO ECONOMICO MEXICANO SAB DE CV
COCA-COLA FEMSA SAB DE CV
4.500
2.250
ALIBABA GROUP HOLDING LTD
ALIBABA GROUP HOLDING LTD 144A
5/29/2019
4.375
HONDA MOTOR CO LTD
AMERICAN HONDA FINANCE CORPORATION MTN
1.875
4.500
STRYKER CORPORATION
STRYKER CORPORATION
4/1/2019
1.875
PRAXAIR INC
PRAXAIR INC
6.250
5.000
4/15/2019
5.450
92857WAS9
5.450
6/10/2019
Powered By BlackRock Solutions
4.52
2.82
2.82
4.49
4.52
4.49
4.52
3.99
4.52
3.99
4.49
1.02
2.45
4.49
2.45
3.63
4.52
Safe Zone
1.87 11.26 29.57
99.16 221.28 375.38
2.69
Grey Zone 1.87 11.26 29.57
99.16 221.28 375.38
0.21
1.51
4.59
11.04
28.66
53.04
Distress Zone 0.21
1.51
4.59
11.04
28.66
53.04
0.15
0.79
2.15
7.73
14.87
24.74
Safe Zone 0.15
0.79
2.15
7.73
14.87
24.74
0.15
2.12
5.58
7.91
40.15
64.82
2.82
Grey Zone 0.15
2.12
5.58
7.91
40.15
64.82
2.69
Grey Zone
0.31
1.91
5.57
16.32
36.37
64.83
Distress Zone 0.31
1.91
5.57
16.32
36.37
64.83
1.02
4.36
3.63
3.63
3.63
0.48
Green Package
Page 25 of 29
Credit Risk Report Grouped by Ultimate Issuer Name iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Default Prob
Position Description
CUSIP
RAYTHEON COMPANY
RAYTHEON COMPANY
755111BR1
075887AU3
NEXTERA ENERGY INC
NEXTERA ENERGY CAPITAL HOLDINGS IN
MONDELEZ INTERNATIONAL INC
MONDELEZ INTERNATIONAL INC
STANFORD UNIVERSITY
STANFORD UNIVERSITY
854403AC6
KANSAS CITY POWER & LIGHT COMPANY
485134BL3
TJX COMPANIES INC. (THE)
WILLIAMS COMPANIES INC
WILLIAMS PARTNERS LP
96950FAD6
LIFE TECHNOLOGIES CORP
REPUBLIC SERVICES INC
REPUBLIC SERVICES INC
N/A Ultimate Issuer Name
BLK CSH FND TREASURY SL AGENCY
066922477
CHEVRON CORP
CHEVRON CORP
166764AN0
GILEAD SCIENCES INC
GILEAD SCIENCES INC
375558AY9
SYSCO CORPORATION
SYSCO CORPORATION
871829AS6
74834LAU4
260543BX0
25468PDA1
50
1.93%
0.40
4.49
290
327
111.684
112.55
3.89
20
1.49%
0.40
3.86
290
327
111.684
112.55
3.89
20
1.49%
0.40
3.86
300
317
104.968
104.95
0.36
-4
3.92%
0.40
0.36
300
317
104.968
104.95
0.36
-4
3.92%
0.40
0.36
300
307
101.468
101.34
4.33
-3
1.34%
0.40
4.31
300
307
101.468
101.34
4.33
-3
1.34%
0.40
4.31
260
303
114.089
117.04
4.40
57
1.99%
0.40
4.37
260
303
114.089
117.04
4.40
57
1.99%
0.40
4.37
260
297
112.827
3.87
3.85
260
297
112.827
3.87
3.85
225
277
120.719
3.64
3.62
225
277
120.719
225
276
120.371
122.12
3.69
38
1.66%
0.40
3.67
225
276
120.371
122.12
3.69
38
1.66%
0.40
3.67
245
272
108.962
109.08
4.49
2
1.44%
0.40
4.46
245
272
108.962
109.08
4.49
2
1.44%
0.40
4.46
225
267
115.916
113.49
4.40
-48
0.93%
0.30
4.37
225
267
115.916
113.49
4.40
-48
0.93%
0.30
4.37
225
262
114.265
116.07
4.10
38
1.73%
0.40
4.07
225
262
114.265
116.07
4.10
38
1.73%
0.40
4.07
0.171
258
258
1
0.171
258
258
1
2.193
250
257
102.449
101.91
4.51
-12
1.29%
0.40
4.49
2.193 11/15/2019
250
257
102.449
101.91
4.51
-12
1.29%
0.40
4.49
2.350
250
257
102.23
250
257
102.23
250
256
101.748
102.12
4.37
8
1.47%
0.40
4.35
250
256
101.748
102.12
4.37
8
1.47%
0.40
4.35
250
255
101.065
103.07
3.92
50
1.79%
0.40
3.90
250
255
101.065
103.07
3.92
50
1.79%
0.40
3.90
200
254
125.2
127.10
3.69
40
1.68%
0.40
3.67
200
254
125.2
127.10
3.69
40
1.68%
0.40
3.67
250
254
101.128
101.70
4.16
13
1.46%
0.40
4.13
250
254
101.128
101.70
4.16
13
1.46%
0.40
4.13
225
253
110.37
111.45
4.12
23
1.58%
0.40
4.09
225
253
110.37
111.45
4.12
23
1.58%
0.40
4.09
225
252
112.018
113.20
4.51
23
1.65%
0.40
4.48
225
252
112.018
113.20
4.51
23
1.65%
0.40
4.48
250
252
100.404
100.68
4.22
7
1.40%
0.40
4.20
250
252
100.404
100.68
4.22
7
1.40%
0.40
4.20
250
252
99.69
5.000
5/15/2019
5.875
6/15/2019
2.400
9/15/2019
5.375
2/10/2020
4.750
5/1/2019
7.150
4/1/2019
6.950
4/15/2019
5.250
3/15/2020
6.000
3/1/2020
5.500
2.350
9/15/2019
2/1/2020
2.350
10/2/2019
2.700
4/1/2019
8.550
5/15/2019
1.850
5/30/2019
4.375
009158AP1
TIME WARNER CABLE INC
TIME WARNER CABLE INC
4.52
1.850
AIR PRODUCTS AND CHEMICALS INC
AIR PRODUCTS AND CHEMICALS INC
113.61
8.550
WALT DISNEY COMPANY (THE)
WALT DISNEY COMPANY (THE) MTN
111.032
2.700
DOW CHEMICAL COMPANY (THE)
DOW CHEMICAL COMPANY (THE)
328
2/15/2020
2.350
QUEST DIAGNOSTICS INCORPORATED
QUEST DIAGNOSTICS INCORPORATED
290
4.400
5.500
760761AB2
4.375
8/21/2019
5.000
88732JAW8
3M CO
5.000
2/1/2020
1.625
3M CO MTN
88579YAG6
ENLINK MIDSTREAM PARTNERS LP
ENLINK MIDSTREAM PARTNERS LP
LOCKHEED MARTIN CORPORATION
29336UAA5
539830AT6
DCP MIDSTREAM PARTNERS LP
DCP MIDSTREAM OPERATING LP
23311VAE7
KRAFT FOODS GROUP INC
KRAFT FOODS GROUP INC
1.625
6/15/2019
2.700
LOCKHEED MARTIN CORPORATION
2.700
50076QAU0
3.62
0.00
0.00
4.73
4.73
4.70
3.92
99.69
110.212
112.51
4.36
47
1.86%
0.40
4.33
4.250 11/15/2019
225
250
110.212
112.51
4.36
47
1.86%
0.40
4.33
2.700
250
241
95.325
3.91
3.89
250
241
95.325
3.91
3.89
195
224
112.327
4.40
4.37
195
224
112.327
180
221
121.105
122.58
3.90
26
1.57%
0.40
3.87
2/10/2020
2.69
1.02
4.52
3Yr
5Y
0.04
0.37
1.29
1.98
7.00
14.71
Grey Zone 0.04
0.37
1.29
1.98
7.00
14.71
0.34
2.20
6.47
17.94
41.91
75.35
Safe Zone 0.34
2.20
6.47
17.94
41.91
75.35
0.24
2.16
7.03
12.69
40.96
81.75
Grey Zone 0.24
2.16
7.03
12.69
40.96
81.75
0.25
2.06
6.83
13.27
39.08
79.35
Distress Zone 0.25
2.06
6.83
13.27
39.08
79.35
0.14
1.06
3.38
7.41
20.12
38.87
Safe Zone 0.14
1.06
3.38
7.41
20.12
38.87
0.07
0.73
2.47
3.54
13.79
28.33
Safe Zone 0.07
0.73
2.47
3.54
13.79
28.33
0.55
5.04 15.27
29.05
96.67 182.69
Grey Zone 0.55
5.04 15.27
29.05
96.67 182.69
2.57
6.98 11.19
Grey Zone 2.57
6.98 11.19
1.02
Distress Zone
1.02
Distress Zone
8.78
2.69
2.69
1 Yr
3 Yr
5 Yr
160.00
160.00
0.19
1.61
4.79
10.17
30.48
55.38
2.82
Grey Zone 0.19
1.61
4.79
10.17
30.48
55.38
0.18
1.23
3.32
9.45
23.27
38.32
2.69
Grey Zone 0.18
1.23
3.32
9.45
23.27
38.32
4.36
Safe Zone
0.28
1.62
4.47
14.76
30.78
51.79
6.86
Safe Zone 0.28
1.62
4.47
14.76
30.78
51.79
0.23
2.16
7.25
11.99
41.07
84.22
Safe Zone 0.23
2.16
7.25
11.99
41.07
84.22
0.24
2.11
6.93
12.53
39.97
80.51
Grey Zone 0.24
2.11
6.93
12.53
39.97
80.51
0.05
0.37
1.27
2.59
7.02
14.45
Safe Zone 0.05
0.37
1.27
2.59
7.02
14.45
0.17
1.20
3.95
8.91
22.62
45.40
Safe Zone 0.17
1.20
3.95
8.91
22.62
45.40
0.19
2.04
6.71
9.88
38.58
77.79
Safe Zone 0.19
2.04
6.71
9.88
38.58
77.79
0.10
0.44
1.44
5.24
8.30
16.47
2.82
Grey Zone 0.10
0.44
1.44
5.24
8.30
16.47
2.69
Grey Zone
0.04
0.42
1.29
2.07
7.86
14.70
2.82
Grey Zone 0.04
0.42
1.29
2.07
7.86
14.70
2.69
Grey Zone
4.52
Safe Zone
4.36
2.87
4.28
3.31
4.17
3.90
250
7.667
4.63
Spread
1Y
4.70
252
5.375
2.82
Z Score Zone
0.00
225
4/1/2019
Z Score
0.00
250
2.700
4/1/2019
3.64
4.250
5.375
PLAINS ALL AMERICAN PIPELINE LP
Duration
4.49
6.000
53217VAC3
Recovery Rate
0.40
5.250
THERMO FISHER SCIENTIFIC INC
DefAdj Yield
1.93%
6.950
872540AM1
Default AdjSpd
50
7.150
TJX COS INC
Spread Duration
4.52
4.750
GREAT PLAINS ENERGY INCORPORATED
CDSImpl Price
113.61
5.375
50075NBA1
Market Price
111.032
2.400
65339KAL4
Market Value (m)
328
5.875
44107TAM8
Current Face (m)
290
5.000
HOST HOTELS & RESORTS INC
HOST HOTELS & RESORTS LP
Maturity
4.400
BECTON DICKINSON AND COMPANY
BECTON DICKINSON AND COMPANY
Coupon
3.92
3.90
4.40
4.37
0.35
3.29
9.33
18.41
62.61 109.67
PLAINS ALL AMERICAN PIPELINE LP
72650RAU6
8.750
5/1/2019
115
146
124.958
126.41
3.64
31
1.58%
0.40
3.62
2.69
Grey Zone 0.35
3.29
9.33
18.41
62.61 109.67
PLAINS ALL AMERICAN PIPELINE LP
72650RAW2
5.750
1/15/2020
65
74
114.289
115.05
4.40
15
1.55%
0.40
4.38
2.69
Grey Zone 0.35
3.29
9.33
18.41
62.61 109.67
230
216
92.76
92.69
4.69
-2
1.41%
0.40
4.66
230
216
92.76
92.69
4.69
-2
1.41%
0.40
4.66
180
214
115.934
122.39
4.28
124
2.66%
0.40
4.25
180
214
115.934
122.39
4.28
124
2.66%
0.40
4.25
165
206
123.586
125.11
3.77
32
1.62%
0.40
3.75
165
206
123.586
125.11
3.77
32
1.62%
0.40
3.75
200
203
100.487
100.49
4.82
0
1.45%
0.40
4.79
FREEPORT-MCMORAN INC
FREEPORT-MCMORAN COPPER & GOLD INC
3.100
35671DBG9
KINDER MORGAN INC
KINDER MORGAN ENERGY PARTNERS LP
BUNGE LIMITED FINANCE CORPORATION
3/15/2020
6.850
494550BB1
BUNGE LIMITED
TEVA PHARMACEUTICAL INDUSTRIES LIMITED
3.100
6.850
2/15/2020
8.500
120568AT7
8.500
2.250
6/15/2019
Powered By BlackRock Solutions
1.95 11.37 25.49 103.41 223.95 323.02
2.87
Grey Zone 1.95 11.37 25.49 103.41 223.95 323.02
0.25
2.06
6.12
13.20
39.00
71.07
2.69
Grey Zone 0.25
2.06
6.12
13.20
39.00
71.07
0.27
3.09 10.95
14.45
58.84 128.82
Safe Zone 0.27
3.09 10.95
14.45
58.84 128.82
2.05
22.79
38.99
4.52
0.43
5.83
68.05
Green Package
Page 26 of 29
Credit Risk Report Grouped by Ultimate Issuer Name iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Default Prob
Position Description
TEVA PHARMACEUTICAL FINANCE IV LLC
CUSIP
88166HAD9
ANADARKO PETROLEUM CORPORATION
ANADARKO PETROLEUM CORP
032511BF3
87425EAL7
25156PAN3
92553PAD4
30161MAF0
292505AH7
15135UAD1
AMERICAN ELECTRIC POWER COMPANY INC
APPALACHIAN POWER CO
037735CP0
SPECTRA ENERGY CORP
SPECTRA ENERGY CAPITAL
7.750
6/1/2019
6.000
7/8/2019
5.625
9/15/2019
5.200
10/1/2019
6.500
CENOVUS ENERGY INC
CENOVUS ENERGY INC
6/15/2019
5.200
ENCANA CORPORATION
ENCANA CORP
6.950
5.625
EXELON CORPORATION
EXELON GENERATION CO LLC
3/18/2020
6.000
NATIONAL AMUSEMENTS INC
VIACOM INC (NEW)
Maturity
7.750
DEUTSCHE TELEKOM AG
DEUTSCHE TELEKOM INTERNATIONAL FIN
2.250
6.950
TALISMAN ENERGY INC.
TALISMAN ENERGY INC.
Coupon
6.500
26439RAH9
Market Value (m)
Z Score
203
Market Price
100.487
CDSImpl Price
100.49
Spread Duration
4.82
Default AdjSpd
0
DefAdj Yield
1.45%
Recovery Rate
0.40
4.79
4.36
165
195
117.476
119.63
3.85
47
1.77%
0.40
3.83
165
195
117.476
119.63
3.85
47
1.77%
0.40
3.83
165
193
115.701
119.80
3.76
93
2.22%
0.40
3.74
165
193
115.701
119.80
3.76
93
2.22%
0.40
3.74
165
193
116.503
118.38
3.97
40
1.72%
0.40
3.95
165
193
116.503
118.38
3.97
40
1.72%
0.40
3.95
165
191
113.728
116.48
4.08
58
1.93%
0.40
4.06
165
191
113.728
116.48
4.08
58
1.93%
0.40
4.06
165
188
111.899
111.74
4.16
-3
1.32%
0.40
4.13
165
188
111.899
111.74
4.16
-3
1.32%
0.40
4.13
165
187
111.702
111.80
3.78
2
1.30%
0.40
3.76
165
187
111.702
111.80
3.78
2
1.30%
0.40
3.76
165
183
109.091
111.55
4.14
54
1.90%
0.40
4.12
5.700 10/15/2019
165
183
109.091
111.55
4.14
54
1.90%
0.40
4.12
7.950
130
164
126.068
130.03
4.26
72
2.12%
0.40
4.24
130
164
126.068
130.03
4.26
72
2.12%
0.40
4.24
130
163
122.317
121.81
3.96
-10
1.23%
0.40
3.94
130
163
122.317
121.81
3.96
-10
1.23%
0.40
3.94
155
158
101.092
103.25
4.14
51
1.85%
0.40
4.12
1/15/2020
8.000
RYDER SYSTEM INC
Duration
200
5.700
7.950
5/15/2019
Current Face (m)
8.000
10/1/2019
2.524
2.69
2.69
1.09
4.17
1.02
2.69
2.69
0.26
2.69
Z Score Zone
1Y
Spread
3Yr
5Y
1 Yr
3 Yr
5 Yr
Safe Zone 0.43
2.05
5.83
22.79
38.99
68.05
0.55
3.12
8.59
28.94
59.70 100.99
Grey Zone 0.55
3.12
8.59
28.94
59.70 100.99
0.54
4.63 15.08
28.40
88.48 180.12
Grey Zone 0.54
4.63 15.08
28.40
88.48 180.12
0.20
1.15
3.57
10.29
21.84
41.20
Distress Zone 0.20
1.15
3.57
10.29
21.84
41.20
0.14
1.63
5.10
7.53
30.83
58.89
Safe Zone 0.14
1.63
5.10
7.53
30.83
58.89
0.33
3.09 10.77
17.18
58.81 126.42
Distress Zone 0.33
3.09 10.77
17.18
58.81 126.42
0.91
7.76 20.78
47.82 150.17 254.91
Grey Zone 0.91
7.76 20.78
47.82 150.17 254.91
2.95
7.98 12.75 157.63 157.64 157.64
Grey Zone 2.95
7.98 12.75 157.63 157.64 157.64
0.07
0.63
1.97
3.47
11.96
22.53
Distress Zone 0.07
0.63
1.97
3.47
11.96
22.53
0.61
4.96 14.46
32.19
95.12 172.68
Grey Zone 0.61
4.96 14.46
32.19
95.12 172.68
25.51
49.40
RYDER SYSTEM INC MTN
78355HJW0
2.550
6/1/2019
115
117
101.292
103.41
4.08
50
1.83%
0.40
4.06
2.82
Grey Zone 0.14
1.35
4.29
7.31
25.51
49.40
RYDER SYSTEM INC MTN
78355HJX8
2.450
9/3/2019
40
41
100.514
102.81
4.32
52
1.89%
0.40
4.29
2.82
Grey Zone 0.14
1.35
4.29
7.31
25.51
49.40
115
155
129.939
133.11
3.75
62
1.94%
0.40
3.73
0.11
0.91
2.88
5.55
17.25
33.10
115
155
129.939
133.11
3.75
62
1.94%
0.40
3.73
Safe Zone 0.11
0.91
2.88
5.55
17.25
33.10
130
155
116.71
118.57
3.69
42
1.69%
0.40
3.67
0.20
1.50
4.70
10.26
28.40
54.37
130
155
116.71
118.57
3.69
42
1.69%
0.40
3.67
Distress Zone 0.20
1.50
4.70
10.26
28.40
54.37
130
153
115.418
117.53
3.64
49
1.75%
0.40
3.62
0.45
4.03 13.69
23.95
76.88 162.21
130
153
115.418
117.53
3.64
49
1.75%
0.40
3.62
Safe Zone 0.45
4.03 13.69
23.95
76.88 162.21
130
152
116.992
120.99
4.38
77
2.17%
0.40
4.35
130
152
116.992
120.99
4.38
77
2.17%
0.40
4.35
130
148
113.736
115.37
4.01
36
1.68%
0.40
3.99
130
148
113.736
115.37
4.01
36
1.68%
0.40
3.99
5.625
130
148
113.105
116.11
4.33
60
2.00%
0.40
4.30
5.625 12/15/2019
130
148
113.105
116.11
4.33
60
2.00%
0.40
4.30
4.700
130
145
110.255
112.09
4.24
39
1.76%
0.40
4.21
4.700 10/15/2019
130
145
110.255
112.09
4.24
39
1.76%
0.40
4.21
8.125
115
142
122.624
115
142
122.624
130
142
106.922
111.76
4.50
98
2.41%
0.40
4.47
130
142
106.922
111.76
4.50
98
2.41%
0.40
4.47
7.250
115
136
116.979
119.18
4.21
45
1.82%
0.40
4.18
7.250 12/15/2019
115
136
116.979
119.18
4.21
45
1.82%
0.40
4.18
5.877
115
134
115.961
116.51
4.00
12
1.44%
0.40
3.98
115
134
115.961
116.51
4.00
12
1.44%
0.40
3.98
115
132
114.692
118.85
4.38
81
2.22%
0.40
4.36
115
132
114.692
118.85
4.38
81
2.22%
0.40
4.36
115
132
114.742
116.96
4.42
44
1.84%
0.40
4.39
ALTRIA GROUP INC
ALTRIA GROUP INC
9.250
02209SAJ2
VERIZON COMMUNICATIONS INC
VERIZON COMMUNICATIONS
92343VAV6
067901AB4
501044CH2
35177PAT4
984121CA9
WOODBRIDGE CO LTD
THOMSON REUTERS CORP
884903BG9
LORILLARD INC
LORILLARD TOBACCO CO
544152AA9
LEXMARK INTERNATIONAL INC
LEXMARK INTERNATIONAL INC
529772AF2
448055AF0
TELEFONICA SA
TELEFONICA EMISIONES SAU
87938WAH6
BOSTON SCIENTIFIC CORPORATION
BOSTON SCIENTIFIC CORP
101137AK3
1/15/2020
5.375
8.125
7/8/2019
6/23/2019
5.125
5.877
3/15/2020
7/15/2019
6.000
1/15/2020
6.125
91913YAR1
L-3 COMMUNICATIONS HOLDINGS, INC.
L-3 COMMUNICATIONS CORP
6.150
6.000
VALERO ENERGY CORPORATION
VALERO ENERGY CORP
4/1/2019
5.125
HUSKY ENERGY INC.
HUSKY ENERGY INC.
6.950
5.375
XEROX CORPORATION
XEROX CORPORATION
4/1/2019
6.150
ORANGE SA
FRANCE TELECOM
6.350
6.950
KROGER CO (THE)
KROGER CO.
8/6/2019
6.350
BARRICK GOLD CORPORATION
BARRICK GOLD CORPORATION
9.250
502413AY3
EXPRESS SCRIPTS HOLDING CO
6.125
2/1/2020
3.81
4.52
1.34
4.42
0.14
1.35
4.29
7.31
0.11
0.81
2.74
5.86
15.23
31.36
Safe Zone 0.11
0.81
2.74
5.86
15.23
31.36
0.19
1.34
4.32
9.89
25.45
49.89
Distress Zone 0.19
1.34
4.32
9.89
25.45
49.89
0.21
1.95
6.54
11.00
36.89
75.81
Safe Zone 0.21
1.95
6.54
11.00
36.89
75.81
0.22
1.90
5.76
11.62
36.11
66.81
4.33
Safe Zone 0.22
1.90
5.76
11.62
36.11
66.81
4.52
Safe Zone
0.32
3.12 10.17
16.73
59.35 119.20
4.33
Safe Zone 0.32
3.12 10.17
16.73
59.35 119.20
0.63
5.00 13.59
33.05
95.88 162.27
Distress Zone 0.63
5.00 13.59
33.05
95.88 162.27
0.40
2.22
6.32
21.12
42.35
73.60
Distress Zone 0.40
2.22
6.32
21.12
42.35
73.60
0.12
1.55
5.10
6.12
29.44
58.90
Safe Zone 0.12
1.55
5.10
6.12
29.44
58.90
0.31
2.92
9.18
16.15
55.61 107.54
Grey Zone 0.31
2.92
9.18
16.15
55.61 107.54
0.45
2.54
6.15
23.70
48.44
72.00
2.82
Grey Zone 0.45
2.54
6.15
23.70
48.44
72.00
4.89
1.09
4.33
3.79
3.81
3.79
115
132
114.742
116.96
4.42
44
1.84%
0.40
4.39
5.200
115
130
111.148
113.95
4.19
59
1.96%
0.40
4.17
5.200 10/15/2019
115
130
111.148
113.95
4.19
59
1.96%
0.40
4.17
5.076
115
130
111.971
3.97
3.95
1.02
1.09
4.36
2.69
EXPRESS SCRIPTS INC
302182AE0
7.250
6/15/2019
65
79
120.859
3.84
3.82
4.36
Safe Zone
EXPRESS SCRIPTS HOLDING CO
30219GAH1
2.250
6/15/2019
50
50
100.418
4.17
4.15
4.36
Safe Zone
115
129
110.611
106.79
4.50
-79
0.63%
0.40
4.47
0.96
6.60 18.38
50.45 127.39 223.27
115
129
110.611
106.79
4.50
-79
0.63%
0.40
4.47
2.69
Grey Zone 0.96
6.60 18.38
50.45 127.39 223.27
115
127
108.586
111.26
4.15
58
1.94%
0.40
4.13
0.35
3.34 11.04
18.40
63.50 129.84
115
127
108.586
111.26
4.15
58
1.94%
0.40
4.13
Grey Zone 0.35
3.34 11.04
18.40
63.50 129.84
100
126
125.444
127.45
4.25
38
1.76%
0.50
4.22
0.38
2.89
8.36
16.48
45.77
81.65
100
126
125.444
127.45
4.25
38
1.76%
0.50
4.22
Safe Zone 0.38
2.89
8.36
16.48
45.77
81.65
115
124
106.007
105.41
4.06
-14
1.20%
0.25
2.30
115
124
106.007
105.41
4.06
-14
1.20%
0.25
2.30
ENBRIDGE ENERGY PARTNERS LP
ENBRIDGE ENERGY PARTNERS LP
5.200
29250RAS5
NEWMONT MINING CORP
NEWMONT MINING CORP
651639AL0
5.125
10/1/2019
8.125
345397VM2
VALEPAR SA
VALE OVERSEAS LIMITED
3/15/2020
5.125
FORD MOTOR COMPANY
FORD MOTOR CREDIT CO LLC
5.200
8.125
1/15/2020
5.625
91911TAJ2
5.625
9/15/2019
Powered By BlackRock Solutions
2.87
4.17
2.63 10.34 18.98 174.95 255.94 297.84
2.87
Grey Zone 2.63 10.34 18.98 174.95 255.94 297.84
Green Package
Page 27 of 29
Credit Risk Report Grouped by Ultimate Issuer Name iShares iBonds Mar 2020 Corporate ex-Financials ETF
2/3/2015
Default Prob
Position Description
CUSIP
WEYERHAEUSER COMPANY
WEYERHAEUSER
962166BV5
AIRGAS INC
TITAN II INC
AUTONATION INC
INTL GAME TECHNOLOGY
459902AR3
023135AL0
126650CE8
74456QBJ4
14170TAB7
577081AZ5
988498AF8
3.23%
0.40
3.73
100
119
117.503
126.36
3.75
192
3.23%
0.40
3.73
115
117
101.453
4.43
4.41
115
117
101.453
4.43
4.41
115
115
99.044
4.70
4.68
115
115
99.044
100
112
112.222
115.41
4.10
68
2.02%
0.40
4.07
100
112
112.222
115.41
4.10
68
2.02%
0.40
4.07
100
111
110.636
97.91
4.46
-292
-1.53%
0.40
4.44
100
111
110.636
97.91
4.46
-292
-1.53%
0.40
4.44
100
106
105.234
119.46
3.78
334
4.68%
0.40
0.11
100
106
105.234
119.46
3.78
334
4.68%
0.40
0.11
100
103
102.301
100
103
102.301
100
103
101.617
103.19
4.25
36
1.73%
0.40
4.23
100
103
101.617
103.19
4.25
36
1.73%
0.40
4.23
100
102
100.942
98.01
4.28
-70
0.67%
0.47
4.26
100
102
100.942
98.01
4.28
-70
0.67%
0.47
4.26
65
76
116.696
65
76
116.696
75
75
99.281
99.21
4.05
-2
1.29%
0.40
4.02
75
75
99.281
99.21
4.05
-2
1.29%
0.40
4.02
65
74
111.532
114.66
4.11
66
2.02%
0.40
4.08
65
74
111.532
114.66
4.11
66
2.02%
0.40
4.08
65
74
111.578
114.33
4.20
57
1.94%
0.40
4.18
65
74
111.578
114.33
4.20
57
1.94%
0.40
4.18
65
73
111.476
110.12
4.27
-29
1.08%
0.40
4.24
65
73
111.476
110.12
4.27
-29
1.08%
0.40
4.24
65
72
110.85
111.19
4.53
7
1.48%
0.40
4.50
65
72
110.85
111.19
4.53
7
1.48%
0.40
4.50
4.150
65
71
107.956
109.09
4.36
24
1.62%
0.40
4.34
4.150 11/15/2019
65
71
107.956
109.09
4.36
24
1.62%
0.40
4.34
3.350
65
67
102.706
103.19
4.01
12
1.42%
0.40
3.99
65
67
102.706
103.19
4.01
12
1.42%
0.40
3.99
50
59
118.214
119.67
3.99
31
1.63%
0.40
3.97
50
59
118.214
119.67
3.99
31
1.63%
0.40
3.97
50
52
102.286
103.07
4.21
18
1.54%
0.40
4.19
50
52
102.286
103.07
4.21
18
1.54%
0.40
4.19
25
25
99.47
100.75
4.15
31
1.64%
0.35
4.13
25
25
99.47
100.75
4.15
31
1.64%
0.35
4.13
-64
-64
100
5.300
6/15/2019
11/1/2019
2/15/2020
8/1/2019
2/1/2020
6/15/2019
12/5/2019
8/12/2019
8/15/2019
8/1/2019
5/6/2019
9/15/2019
4.700
12189TBC7
4.700
10/1/2019
4.900
582839AE6
4.900
11/1/2019
4.750
00724FAB7
4.750
487836BC1
959802AT6
3.350
2/1/2020
5/22/2019
6.800
081437AF2
6.800
8/1/2019
2.650
902494AW3
2.650
8/15/2019
2.450
00507UAD3
2.450
CASH & EQUIVALENTS
USD CASH(Alpha Committed)
192
5.300
ACTAVIS PLC
ACTAVIS FUNDING SCS
3.75
2.350
TYSON FOODS INC
TYSON FOODS INC
126.36
2.350
BEMIS COMPANY INC
BEMIS COMPANY INC
117.503
6.375
WESTERN UNION CO/THE
WESTERN UNION CO
119
6.375
KELLOGG COMPANY
KELLOGG COMPANY
100
2.000
ADOBE SYSTEMS INCORPORATED
ADOBE SYSTEMS INCORPORATED
3.98
2.000
MEAD JOHNSON NUTRITION CO
MEAD JOHNSON NUTRITION CO
0.40
2.250
BERKSHIRE HATHAWAY INC
BURLINGTON NORTHERN SANTA FE CORPO
2.37%
2.250
YUM! BRANDS INC.
YUM! BRANDS INC
102
2.600
MATTEL INC
MATTEL INC
4.00
2.600
CAREFUSION CORP
CAREFUSION CORP
125.28
7.500
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED
PUBLIC SERVICE ELECTRIC AND GAS CO MTN
120.19
7.500
CVS HEALTH CORP
CVS CAREMARK CORP
123
5.500
AMAZON.COM INC
AMAZONCOM INC
100
10/1/2019
5.500
05329WAK8
6/15/2019
0.171
USD_CCASH
0.171
TOTAL_ASSETS
Duration
3.98
5.050
INTERNATIONAL GAME TECHNOLOGY
Recovery Rate
0.40
5.050
AUTONATION INC
DefAdj Yield
2.37%
2.375
666807BA9
Default AdjSpd
102
2.375
009363AP7
Spread Duration
4.00
2.650
NORTHROP GRUMMAN CORP
CDSImpl Price
125.28
2.650
489170AD2
Market Price
120.19
8.500
AIRGAS INC
Market Value (m)
123
8.500
74153QAG7
Current Face (m)
100
7.375
KENNAMETAL INC
KENNAMETAL INC
Maturity
7.375
ENSCO PLC
PRIDE INTERNATIONAL INC
Coupon
4.386
2/4/2015
-64
-64
100
49,114
54,553
109.482
Powered by BlackRock Solutions®
Powered By BlackRock Solutions
4.70
4.68
4.52
3Yr
5Y
1 Yr
3 Yr
5 Yr
0.13
1.03
3.43
6.76
19.39
39.39
Grey Zone 0.13
1.03
3.43
6.76
19.39
39.39
0.49
3.10
7.75
26.15
59.65
91.61
2.69
Grey Zone 0.49
3.10
7.75
26.15
59.65
91.61
3.02
Safe Zone
2.96
Grey Zone
0.11
0.46
1.49
8.76
17.02
2.82
Grey Zone 0.11
0.46
1.49
8.76
17.02
6.85 19.34 32.49 372.81 405.43 446.52
4.17
Safe Zone 6.85 19.34 32.49 372.81 405.43 446.52
0.71
5.17 14.37
37.24
99.30 171.62
2.02
Grey Zone 0.71
5.17 14.37
37.24
99.30 171.62
0.08
0.47
1.37
4.33
8.87
4.52
Safe Zone 0.08
0.47
1.37
4.33
8.87
4.50
4.01
2.69
15.67
15.67
2.30
6.27 10.08
122.77
Grey Zone 2.30
6.27 10.08
122.77
3.99
4.01
3.99
0.00
11.47
4.17
4.17
2.69
4.52
4.33
4.52
4.33
2.87
2.69
2.69
Safe Zone
0.62
4.48 12.11
32.63
85.87 144.12
Safe Zone 0.62
4.48 12.11
32.63
85.87 144.12
0.19
1.84
5.77
9.84
34.95
66.85
Safe Zone 0.19
1.84
5.77
9.84
34.95
66.85
0.05
0.42
1.31
2.73
7.90
14.94
Grey Zone 0.05
0.42
1.31
2.73
7.90
2.05
5.59 10.10
Safe Zone 2.05
5.59 10.10
14.94
122.02
122.02
1.67
4.57
7.38
88.71
88.70
88.68
Safe Zone 1.67
4.57
7.38
88.71
88.70
88.68
0.31
2.35
6.85
16.07
44.58
79.75
Safe Zone 0.31
2.35
6.85
16.07
44.58
79.75
0.53
3.98 13.38
28.17
75.95 158.37
Safe Zone 0.53
3.98 13.38
28.17
75.95 158.37
0.75
3.21
7.66
39.53
61.48
90.28
Grey Zone 0.75
3.21
7.66
39.53
61.48
90.28
0.19
1.81
5.55
10.23
34.35
64.35
Grey Zone 0.19
1.81
5.55
10.23
34.35
64.35
0.68
3.40
7.78
38.92
70.53
99.44
Grey Zone 0.68
3.40
7.78
38.92
70.53
99.44
0.30
1.65
4.47
14.54
31.12
53.42
0.00
0.00
4.15
Spread
1Y
2.69
Z Score Zone
4.50
4.52
101.52
Z Score
0.00
14
1.39%
0.36
4.09
Term
% Market NAV/%NAV
Definition
Percentage of the net asset value of a fund
The 1/3/5yr CDS spread is the premium paid by the protection buyer (on an issuer) to
the seller in basis points per annum for a debt of 1/3/5year maturity
(CDS) Spread 1/3/5 Yr
Active
Calculated difference between the fund and the underlying index
Data related to the underlying index. The underlying index for this fund is the Barclays
Bench (benchmark)
2018 Maturity High Quality Corporate Index.
CDS Implied Price. The price calculated by discounting the default adjusted cash flows
CDSImpl Price
(see definition) at LIBOR.
Option Adjusted Convexity. It measures sensitivity of price to parallel yield curve
shifts unaccounted for
by duration.
Convexity
The security's country of risk, or if unavailable, the security's country of issuance.
Country
The stated coupon of the security
Coupon
Currency in which the traded security is denominated
Currency
The current face value amount of the security expressed in local currency
Current Face
S&P-issued CUSIP (unique identifier for all securities)
CUSIP
Default Adjusted Yield. Bond yield computed from its default adjusted cash flows to
LIBOR
DefAdj Yield
Default Adjusted Spread. Additional discounting of the default adjusted cash flows that
is required to reprice to market. DAS can be used to identify relative value between
CDS and cash markets - if DAS > 0 then the bond is cheap relative to CDS, and vice
Default AdjSpd
versa.
The projected cash flows for a given instrument where the scheduled principal and
Default Adjusted Cash Flows interest payments are reduced to incorporate the implied probablity of default
Probability of default, as implied by the CDS price, over 1/3/5 years. Probability is
cumulative (e.g. if the default probability in year 1 is 10%, in year 2 is 5%, and in year 3
is 2%, the reported default probability for year 3 would be 17).
Default Prob1/3/5 Yr
Option Adjusted Duration. Measures the sensitivity of market price to parallel shifts in
the yield curve
assuming the OAS stays constant as the curve shifts.
Duration
The amount of duration that the individual security adds to the overall duration of the
portfolio
Duration Contribution
DV01
Green Package
Issue Date
Issuer Name
KRD (3m/1yr/2yr/etc…)
LIBOR
Lowest of S&P and Moody's
Rating
Market Price
Market Value
Maturity
OAS/Spread
Parent Issuer Name
Port
Portfolio Yield to Maturity
Price Date
Dollar value of a basis point. This represents the change in dollar value for a given
position due to a 1 bps change in rates. DV01 is derived from the duration of a position.
The Green Package is a comprehensive suite of risk management and compliance
reports that provides full transparency into portfolio risks and exposures across asset
classes. BlackRock Solutions® models portfolios, calculates analytics, creates reports
and performs extensive quality control, alleviating clients of data and processing
challenges. More than a risk analytics tool, the Green Package provides a
comprehensive enterprise risk management solution that supports ‘best practice’
processes, while tailoring a suite of reports to meet the unique needs of each client.
BlackRock Solutions’ integrated platform, broad product coverage, high-quality data and
trading-quality analytics ensures that the front-office, risk and compliance teams can
share one platform, with everyone benefiting from ‘speaking a common language.’
Date of issuance for the security
Issuer Name
Key Rate Duration. The price sensitivity of a security to changes in different parts of the
yield curve.
London Interbank Offered Rate. The average interest rate estimated by a selection of
banks in London that they could borrow funds at from another bank.
The lower of the applicable Moody's and S&P rating for a given bond. If an issuer is not
rated, then this equals the rating from the available rating agency.
Market price of a security quoted as a % of par. Per convention,
the price is a flat price without accrued interest.
Full market value of position, including accrued interest
Maturity date of the security
Option Adjusted Spread. Average spread of a security over its entire respective
discount curve (yield curve) after factoring out the embedded option value. The derived
spread will equate the sum of the resulting discounted cash flows to the market price.
The security's ultimate parent issuer
Data related to the fund
Internal rate of return of the security based on the given market price
The date of the market price provided
The pricing recovery rate used in the event of default (e.g. if an issuer defaults and
bondholders are able to recover 40% of their exposure, then the recovery rate will be
0.4).
Recovery Rate
Classification mapping a combination of S&P rating, Moody's rating, BRS Implied
(Credit) ranking, and Altman Z-Score to the categories set forth in the following public
document: http://www.occ.gov/publications/publications-by-type/comptrollershandbook/rcr.pdf
Risk Category
Sensitivity of a security's price to a 100-basis point movement in its Option Adjusted
Spread (OAS) relative to the discount curve.
Spread Duration
Amount of spread duration that the individual security adds to the overall spread
Spread Duration Contribution duration of the portfolio
The spread duration of an instrument multiplied by its market value
Spread Duration Dollars
Maturity date of the security
Stated Maturity
Ticker is the market convention acronym for the security. It is
often used to aid the identification of a security.
Ticker
WAL
Weighted Average Life. The weighted average time to receipt of principal.
Yield
Internal rate of return of the security based on the given market price
A curve derived from interpolating between a series of interest rates across different
Yield Curve
maturities. Commonly used yield curves include Treasury and LIBOR.
The Altman Z Score, a commonly used corporate metric to predict the probability of
bankruptcy calculated based on common business ratios
Z Score
The zone corresponding to the degree of risk implied by the Altman Z Score. The three
possible zones are Safe, Grey, and Distress. Safe Zone corresponds to a Z Score
above 2.99, Grey Zone corresponds to a Z Score between 1.8 and 2.99, and Distress
Zone corresponds to a Z Score below 1.8.
Z Score Zone
iSharesBond 2018 Corporate ex-Financials Term ETF
(IBCC) Inception Date
Performance as of
3/31/2013
Returns as of
Quarter-end
3/31/2013
YTD
1 Month
3 Months
6 Months
Total Returns (%)
IBCC
-----
Total Returns (%)
Index
-----
After-Tax Returns (%)
IBCC-Pre Liquidation
-----
After-Tax Returns (%)
IBCC-Post Liquidation
-----
Market Price Returns (%)
IBCC
-----
1 Year
3 Years
5 Years
10 Years
Since Inception
------
------
------
------
------
Returns are average annualized total returns, except those for periods of less than one year, which are cumulative.
Annual Returns
2013 --
--
Fees & Expenses
Expense Type
Management Fee
+Acquired Fund Fees & Expenses
=Total Annual Fund Operating Expenses
Date
30-Day SEC Yield
--
--
--
Amount
0.10%
0.00%
0.10%
5/16/2014
2.06%