(Mark One) | |
[X] | ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 |
For the fiscal year ended December 31, 2016 | |
OR | |
[ ] | TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 |
For the transition period from _____________ to ______________ |
Commission file number 1-12626 |
A. Full Title of the plan and the address of the plan, if different from that of the issuer named below: |
EASTMAN INVESTMENT AND EMPLOYEE STOCK OWNERSHIP PLAN |
B. Name of issuer of the securities held pursuant to the plan and the address of its principal executive office: |
EASTMAN CHEMICAL COMPANY |
200 S. Wilcox Drive |
Kingsport, Tennessee 37662 |
Report of Independent Registered Public Accounting Firm | |
Basic Financial Statements: | |
Statements of Net Assets Available for Benefits at December 31, 2016 and 2015 | |
Statements of Changes in Net Assets Available for Benefits for the years ended December 31, 2016 and 2015 | |
Notes to Financial Statements | 4-15 |
Additional Information (Note A): | |
Schedule of Assets (Held at End of Year) at December 31, 2016 | 17-29 |
Signatures | |
Exhibits |
Note A: | Other supplemental schedules required by Section 2520.103-10 of the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974 have been omitted because they are not applicable. |
2016 | 2015 | |||||||||||||||||||||||
Non- | Non- | |||||||||||||||||||||||
Participant | participant | Participant | participant | |||||||||||||||||||||
Directed | Directed | Total | Directed | Directed | Total | |||||||||||||||||||
Assets | ||||||||||||||||||||||||
Investments at fair value | $ | 1,754,765 | $ | 165,472 | $ | 1,920,237 | $ | 1,738,708 | $ | 149,716 | $ | 1,888,424 | ||||||||||||
Investments at contract value | 902,221 | — | 902,221 | 874,030 | — | 874,030 | ||||||||||||||||||
Receivables: | ||||||||||||||||||||||||
Plan sponsor contributions | 32,168 | 15,705 | 47,873 | 32,796 | 14,993 | 47,789 | ||||||||||||||||||
Notes receivable from participants | 51,769 | — | 51,769 | 50,384 | — | 50,384 | ||||||||||||||||||
Other receivables | 3,499 | 1,198 | 4,697 | 4,264 | 1,008 | 5,272 | ||||||||||||||||||
Total assets | 2,744,422 | 182,375 | 2,926,797 | 2,700,182 | 165,717 | 2,865,899 | ||||||||||||||||||
Liabilities | ||||||||||||||||||||||||
Accrued expenses | 19 | 16 | 35 | 22 | 16 | 38 | ||||||||||||||||||
Other liabilities | 3,262 | 1,670 | 4,932 | 2,625 | 1,635 | 4,260 | ||||||||||||||||||
Total liabilities | 3,281 | 1,686 | 4,967 | 2,647 | 1,651 | 4,298 | ||||||||||||||||||
Net assets available for benefits | $ | 2,741,141 | $ | 180,689 | $ | 2,921,830 | $ | 2,697,535 | $ | 164,066 | $ | 2,861,601 | ||||||||||||
2016 | 2015 | |||||||||||||||||||||||
Non- | Non- | |||||||||||||||||||||||
Participant | participant | Participant | participant | |||||||||||||||||||||
Directed | Directed | Total | Directed | Directed | Total | |||||||||||||||||||
Additions to net assets: | ||||||||||||||||||||||||
Investment income | ||||||||||||||||||||||||
Interest | $ | 16,220 | $ | — | $ | 16,220 | $ | 15,459 | $ | — | $ | 15,459 | ||||||||||||
Dividends | 34,307 | 4,324 | 38,631 | 86,446 | 3,733 | 90,179 | ||||||||||||||||||
Net appreciation (depreciation) in fair value of investments | 99,375 | 19,544 | 118,919 | (79,354 | ) | (18,444 | ) | (97,798 | ) | |||||||||||||||
Net investment gain (loss) | 149,902 | 23,868 | 173,770 | 22,551 | (14,711 | ) | 7,840 | |||||||||||||||||
Interest income from notes receivable | 2,272 | — | 2,272 | 2,250 | — | 2,250 | ||||||||||||||||||
Participant contributions | 101,291 | — | 101,291 | 93,530 | — | 93,530 | ||||||||||||||||||
Plan sponsor contributions | 46,807 | 15,688 | 62,495 | 45,917 | 14,993 | 60,910 | ||||||||||||||||||
Total additions | 300,272 | 39,556 | 339,828 | 164,248 | 282 | 164,530 | ||||||||||||||||||
Deductions from net assets: | ||||||||||||||||||||||||
Distributions to and withdrawals by participants | 303,601 | 12,113 | 315,714 | 220,374 | 8,215 | 228,589 | ||||||||||||||||||
Administrative expenses (refunds) | (12 | ) | — | (12 | ) | (945 | ) | — | (945 | ) | ||||||||||||||
Total deductions | 303,589 | 12,113 | 315,702 | 219,429 | 8,215 | 227,644 | ||||||||||||||||||
Net increase (decrease) in net assets | (3,317 | ) | 27,443 | 24,126 | (55,181 | ) | (7,933 | ) | (63,114 | ) | ||||||||||||||
Transfers from non-participant directed | 10,820 | (10,820 | ) | — | 8,362 | (8,362 | ) | — | ||||||||||||||||
Plan transfers (see Note 15) | 36,103 | — | 36,103 | 3,735 | — | 3,735 | ||||||||||||||||||
Net assets available for benefits at beginning of year | 2,697,535 | 164,066 | 2,861,601 | 2,740,619 | 180,361 | 2,920,980 | ||||||||||||||||||
Net assets available for benefits at end of year | $ | 2,741,141 | $ | 180,689 | $ | 2,921,830 | $ | 2,697,535 | $ | 164,066 | $ | 2,861,601 |
1. | DESCRIPTION OF PLAN |
• | Upon attaining age 59½, a participant may elect to receive a lump sum cash distribution of their total or partial account value while still actively employed. |
• | Upon separation of service from Eastman for any reason except death, the full value of a participant's account is distributed in a lump sum payment for those participants whose account value is less than or equal to $1,000. Separated participants with accounts in excess of $1,000 may elect either (1) to defer distribution until a later date but, in no event, later than April 1 of the calendar year following the year a participant attains age 70½ or (2) an immediate lump-sum distribution of the participant's account or, at the election of the participant, distributions in monthly or annual installments. Participants in the Eastman Stock Fund or ESOP Fund may elect a lump sum distribution in Eastman common stock. |
• | In the event of death, the value of a participant's account is paid in a lump sum if the designated beneficiary is not the surviving spouse or if the account value is less than or equal to $1,000. If the beneficiary is a surviving spouse and the participant account value exceeds $1,000, payment will be made in either a lump-sum amount or, at the election of the surviving spouse, in monthly or annual installments. |
• | Distributions to participants shall commence in the year following the year a participant attains age 70½, unless the participant is still actively employed with the Company. |
• | Approval of hardship withdrawals will only be granted in order to meet obligations relating to the payment of substantial out-of-pocket medical expenses, the purchase of a primary residence, the payment of tuition or other post-secondary educational expenses, or payments to prevent eviction or foreclosure. They are also granted for payment of funeral expenses for a deceased parent, spouse or child of the participant, or payment of expenses for repair or damage to the participant’s principal residence. Hardship withdrawals may not exceed the value of the participant's accounts in the Plan on the date of withdrawal. |
• | The Trustee is authorized to honor qualified domestic relation orders issued and served in accordance with Section 414(p) of the IRC. |
• | The Company may make a direct contribution of cash to the ESOP Fund, which would then be used to purchase Eastman common stock or other securities. |
• | The Company may contribute shares of Eastman common stock directly to the ESOP Fund. |
• | The Company may direct the Trustee to obtain a loan to purchase securities (i.e., leveraged ESOP). Until the loan is repaid, securities acquired with the respective loan proceeds are not available to be allocated to participants' accounts and are maintained in a "Loan Suspense Account". On the last day of each plan year, a proportionate share of securities relating to loan amounts which have been repaid will be transferred out of the Loan Suspense Account and allocated to the accounts of ESOP Fund participants. The ESOP Fund currently is not a leveraged ESOP. |
• | Plan Sponsor contributions made or invested in shares of Eastman common stock. |
• | Shares of Eastman common stock purchased with assets transferred to the ESOP Fund pursuant to the spin-off from Eastman Kodak Company and/or acquired with the proceeds of a loan released from the Loan Suspense Account. |
• | An allocable share of short-term interest and money market funds held in the ESOP Fund for purposes of payment of expenses and similar purposes. |
• | After-tax contributions transferred to the ESOP Fund pursuant to the spin-off from Eastman Kodak Company (such after-tax contributions are no longer permitted under the ESOP provisions). |
2. | SUMMARY OF ACCOUNTING POLICIES |
3. | RISKS AND UNCERTAINTIES |
4. | CONTRIBUTIONS |
5. | NOTES RECEIVABLE FROM PARTICIPANTS |
6. | INVESTMENTS |
(in thousands) | 2016 | 2015 | |||||
Cash | $ | 4,814 | $ | 6,150 | |||
Eastman Chemical Company common stock | 313,985 | 361,084 | |||||
Mutual funds | 1,569,230 | 1,489,309 | |||||
Managed income fund | 902,221 | 874,030 | |||||
Self-directed brokerage account | 32,208 | 31,881 | |||||
Total | $ | 2,822,458 | $ | 2,762,454 |
7. | INSURANCE CONTRACTS |
• | The Plan's failure to qualify under Section 401(a) or Section 401(k) of the IRC. |
• | The establishment of a defined contribution plan that competes with the Plan for employee contributions. |
• | Any substantive modification of the Plan or the administration of the Plan that is not consented to by the wrap issuer. |
• | Complete or partial termination of the Plan. |
• | Any change in law, regulation or administrative ruling applicable to the Plan that could have a material adverse effect on the Fund's cash flow. |
• | Merger or consolidation of the Plan with another plan, the transfer of Plan assets to another plan, or the sale, spin-off or merger of a subsidiary or division of the Plan Sponsor. |
• | Any communication given to participants by the Plan Sponsor or any other Plan fiduciary that is designed to induce or influence participants not to invest in the Fund or to transfer assets out of the Fund. |
• | Exclusion of a group of previously eligible employees from eligibility in the Plan. |
• | Any early retirement program, group termination, group layoff, facility closing, or similar program. |
• | Any transfer of assets from the Fund directly to a competing option. |
8. | FAIR VALUE MEASUREMENT |
• | Common stock: Valued at the closing price reported on the active market on which the individual securities are traded. |
• | Mutual funds: Valued at the daily closing price as reported by the fund. Mutual funds held by the Plan are open-end mutual funds that are registered with the Securities and Exchange Commission. These funds are required to publish their daily net asset value and to transact at that price. The mutual funds held by the Plan are deemed to be actively traded. |
• | Self-directed brokerage account: Unit valuation based on the published underlying NAV of the mutual funds. These mutual funds are deemed to be actively traded. |
(in thousands) | December 31, 2016 | December 31, 2015 | ||||||
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Quoted Prices in Active Markets for Identical Assets (Level 1) | ||||||
Cash | $ | 4,814 | $ | 6,150 | ||||
Eastman common stock | 313,985 | 361,084 | ||||||
Mutual funds | 1,569,230 | 1,489,309 | ||||||
Self-directed brokerage account - mutual funds | 32,208 | 31,881 | ||||||
Total | $ | 1,920,237 | $ | 1,888,424 |
9. | OTHER RECEIVABLES AND OTHER LIABILITIES |
10. | DIVERSIFICATION FROM ESOP FUND |
11. | PLAN TERMINATION |
12. | FEDERAL INCOME TAX STATUS |
13. | PLAN EXPENSES |
14. | RELATED PARTIES |
15. | PLAN TRANSFERS |
16. | SUBSEQUENT EVENTS |
(a) | (b) Identity of issue, borrower, lessor, or similar party | (c) Description of investment, including maturity date, rate of interest, collateral, par or maturity value | (d) Historical Cost | (e) Current Value | |||
* | Eastman Chemical Company | Common Stock, Participant directed, 1,991 shares | ** | $ | 149,730 | ||
* | Eastman Chemical Company | Common Stock, Non-Participant directed, 2,184 shares | 83,288 | 164,255 | |||
Subtotal - Common Stock | 313,985 | ||||||
* | Fidelity Management Trust Company | Interest Bearing Cash, Participant directed | ** | 3,597 | |||
* | Fidelity Management Trust Company | Interest Bearing Cash, Non-Participant directed | 1,217 | 1,217 | |||
Subtotal - Cash | 4,814 | ||||||
DFA US SMALL CAP I | Registered Investment Company 1,392 shares | ** | 47,101 | ||||
* | FMMT Retire Gov II | Registered Investment Company, 375 shares | ** | 375 | |||
* | FID EXT MKT IDX PR | Registered Investment Company, 826 shares | ** | 45,884 | |||
* | FID MAGELLAN K | Registered Investment Company, 1,076 shares | ** | 98,143 | |||
* | FID PURITAN K | Registered Investment Company, 5,728 shares | ** | 117,833 | |||
* | FID US BOND INDX PR | Registered Investment Company 2,034 shares | ** | 23,371 | |||
* | FID 500 INDEX INST | Registered Investment Company 1,623 shares | ** | 127,153 | |||
* | FID INTL INDEX INS | Registered Investment Company 479 shares | ** | 16,925 | |||
* | FID CONTRAFUND POOL | Registered Investment Company 12,500 shares | ** | 150,246 | |||
* | FID INTL DSCVRY POOL | Registered Investment Company 4,595 shares | ** | 45,817 | |||
* | FID BLUE CHIP GR POOL | Registered Investment Company 6,163 shares | ** | 62,183 | |||
PIM TOTAL RT INST | Registered Investment Company 9,091 shares | ** | 91,185 | ||||
CLIPPER FUND | Registered Investment Company 256 shares | ** | 27,881 | ||||
TIFI TEMPL EMG MKTS | Registered Investment Company 1,266 shares | ** | 5,420 | ||||
TEMPLETON FOREIGN R6 | Registered Investment Company 2,622 shares | ** | 18,015 | ||||
NB GENESIS R6 | Registered Investment Company 1,204 shares | ** | 68,314 | ||||
FKLN SMMIDCP GRTH R6 | Registered Investment Company 1,252 shares | ** | 43,173 | ||||
JPM EQUITY INCOME R6 | Registered Investment Company 3,562 shares | ** | 54,112 | ||||
VANGUARD TARGET INC | Registered Investment Company 432 shares | ** | 20,414 | ||||
VANGUARD TARGET 2010 | Registered Investment Company 284 shares | ** | 12,898 | ||||
VANGUARD TARGET 2015 | Registered Investment Company 495 shares | ** | 22,758 | ||||
VANGUARD TARGET 2020 | Registered Investment Company 2,223 shares | ** | 103,286 | ||||
VANGUARD TARGET 2025 | Registered Investment Company 2,008 shares | ** | 92,385 | ||||
VANGUARD TARGET 2030 | Registered Investment Company 2,101 shares | ** | 96,075 | ||||
VANGUARD TARGET 2035 | Registered Investment Company 1,103 shares | ** | 50,804 | ||||
VANGUARD TARGET 2040 | Registered Investment Company 1,013 shares | ** | 47,501 | ||||
VANGUARD TARGET 2045 | Registered Investment Company 606 shares | ** | 28,336 | ||||
VANGUARD TARGET 2050 | Registered Investment Company 862 shares | ** | 40,576 | ||||
VANGUARD TARGET 2055 | Registered Investment Company 157 shares | ** | 8,982 | ||||
VANGUARD TARGET 2060 | Registered Investment Company 69 shares | ** | 2,084 | ||||
Sub-total Mutual Funds | 1,569,230 |
(a) | (b) Identity of issue, borrower, lessor, or similar party | (c) Description of investment, including maturity date, rate of interest, collateral, par or maturity value | (d) Historical Cost | (e) Current Value | |
* | Fidelity | Cash | ** | 19,067 | |
AT&T INC 3% 2/15/22 | Corporate Bond 3.0% 2/15/22 | ** | 730 | ||
AT&T INC 2.45% 06/30/20 | Corporate Bond 2.45% 06/30/20 | ** | 1,093 | ||
AT&T INC 2.8% 02/17/21 | Corporate Bond 2.8% 02/17/21 | ** | 731 | ||
ABBOTT LAB 2.35% 11/30/19 | Corporate Bond 2.35% 11/30/19 | ** | 1,399 | ||
ABBVIE INC 1.8% 05/14/18 | Corporate Bond 1.8% 05/14/18 | ** | 1,481 | ||
ABBVIE INC 2.5% 05/14/20 | Corporate Bond 2.5% 05/14/20 | ** | 577 | ||
ACE INA HOLDING 2.3% 11/03/20 | Corporate Bond 2.3% 11/03/20 | ** | 1,040 | ||
ACTAVIS FUNDING 2.35% 03/12/18 | Corporate Bond 2.35% 03/12/18 | ** | 1,473 | ||
ACTAVIS FUNDING SCS 3% 3/12/20 | Corporate Bond 3% 3/12/20 | ** | 631 | ||
AETNA INC 1.9% 06/07/19 | Corporate Bond 1.9% 06/07/19 | ** | 1,118 | ||
AETNA INC 2.4% 06/15/2021 | Corporate Bond 2.4% 06/15/2021 | ** | 940 | ||
AMOT 2015-3 A 1.63% 05/20 | Mortgage Back Security 2015-3 A 1.63% 05/20 | ** | 1,479 | ||
ALLYL 2015-SN1 A3 1.21% 03/17 | Mortgage Back Security 2015-SN1 A3 1.21% 03/17 | ** | 119 | ||
ALLYA 2015-1 A3 1.39% 09/19 | Mortgage Back Security 2015-1 A3 1.39% 09/19 | ** | 1,053 | ||
AMERICAN CAMPUS 3.35% 10/01/20 | Corporate Bond 3.35% 10/01/20 | ** | 561 | ||
AMERICAN EX CRD 2.125% 3/18/19 | Corporate Bond 2.125% 3/18/19 | ** | 878 | ||
AMERICAN EXPRESS 2.6% 09/14/20 | Corporate Bond 2.6% 09/14/20 | ** | 1,320 | ||
AMERICAN EXPRESS 2.25% 5/05/21 | Corporate Bond 2.25% 5/05/21 | ** | 1,120 | ||
AMXCA 2014-2 A 1.26% 01/20 | Mortgage Back Security 2014-2 A 1.26% 01/20 | ** | 1,662 | ||
AMXCA 2014-3 A 1.49% 04/20 | Mortgage Back Security 2014-3 A 1.49% 04/20 | ** | 2,307 | ||
AMXCA 2014-4 A 1.43% 06/20 | Mortgage Back Security 2014-4 A 1.43% 06/20 | ** | 2,560 | ||
AMERICAN GENERAL LIFE | Synthetic GIC - 1.938% (fair value to contract value) | ** | (760 | ) | |
AMERICAN HONDA 1.7% 02/22/19 | Corporate Bond 1.7% 02/22/19 | ** | 726 | ||
AMERICAN HONDA 1.2% 07/12/19 | Corporate Bond 1.2% 07/12/19 | ** | 281 | ||
AMERICAN HONDA FIN 1.7% 9/9/21 | Corporate Bond 1.7% 9/9/21 | ** | 1,243 | ||
AMERICAN INTL 5.85% 1/16/18 | Corporate Bond 5.85% 1/16/18 | ** | 993 | ||
AMERICAN INTL GROUP 2.3% 7/19 | Corporate Bond 2.3% 7/19 | ** | 396 | ||
AMERICAN INTL GRP 3.3% 3/01/21 | Corporate Bond 3.3% 3/01/21 | ** | 386 | ||
AMGEN INC 2.125% 05/01/2020 | Corporate Bond 2.125% 05/01/2020 | ** | 770 | ||
AMPHENOL CORP 3.125% 09/15/21 | Corporate Bond 3.125% 09/15/21 | ** | 258 | ||
ANHEUSER BUSCH 2.2% 8/18 | Corporate Bond 2.2% 8/18 | ** | 1,828 | ||
AB INBEV FIN 2.15% 2/1/19 | Corporate Bond 2.15% 2/1/19 | ** | 842 | ||
ANHUESER-BUSCH IN 1.9% 2/01/19 | Corporate Bond 1.9% 2/01/19 | ** | 1,766 | ||
ANHUESER-BUSCH 2.65% 2/01/21 | Corporate Bond 2.65% 2/01/21 | ** | 1,521 | ||
ANHUESER-BUSCH IN 3.3% 2/01/23 | Corporate Bond 3.3% 2/01/23 | ** | 1,663 | ||
APPLE INC 2.1% 05/06/19 | Corporate Bond 2.1% 05/06/19 | ** | 273 | ||
APPLE INC 2.85% 5/6/21 | Corporate Bond 2.85% 5/6/21 | ** | 1,284 | ||
ASIAN DEV BK YANK5.593 7/16/18 | Corporate Bond 5.593% 7/16/18 | ** | 81 | ||
AUSTRALIA & NZ 1.45% 5/15/18 | Corporate Bond 1.45% 5/15/18 | ** | 2,264 | ||
AUST & NZ BKG NY 2.25% 6/13/19 | Corporate Bond 2.25% 6/13/19 | ** | 1,255 | ||
AVALONBAY COMM 3.625% 10/1/20 | Corporate Bond 3.625% 10/1/20 | ** | 423 | ||
BACCT 2015-A2 A 1.36% 09/20 | Mortgage Back Security 2015-A2 A 1.36% 09/20 | ** | 1,811 | ||
BAE SYSTEMS 2.85% 12/15/20 | Corporate Bond 2.85% 12/15/20 | ** | 1,423 | ||
BAT INTL FIN 2.75% 6/20 144A | Corporate Bond 2.75% 6/20 144A | ** | 1,469 | ||
BAT INTL FIN 3.5% 6/22 144A | Corporate Bond 3.5% 6/22 144A | ** | 1,128 | ||
BPCM 1.375% 5/10/18 | Corporate Bond 1.375% 5/10/18 | ** | 769 | ||
BP CAPITAL MKTS 1.676% 5/3/19 | Corporate Bond 1.676% 5/3/19 | ** | 358 | ||
BNP PARIBA 2.45% 03/17/19 | Corporate Bond 2.45% 03/17/19 | ** | 873 | ||
BPCE SA 2.5% 7/15/19 | Corporate Bond 2.5% 7/15/19 | ** | 834 |
(a) | (b) Identity of issue, borrower, lessor, or similar party | (c) Description of investment, including maturity date, rate of interest, collateral, par or maturity value | (d) Historical Cost | (e) Current Value | |
BMWOT 2016-A A3 1.16% 07/20 | Mortgage Back Security 2016-A A3 1.16% 07/20 | ** | 934 | ||
BANK AMER NA 1.75% 06/05/18 | Corporate Bond 1.75% 06/05/18 | ** | 1,472 | ||
BANK AMER 5.65% 5/01/18 | Corporate Bond 5.65% 5/01/18 | ** | 777 | ||
BANK OF AMERICA CRP MTN 2 1/18 | Corporate Bond 2% 1/18 | ** | 1,968 | ||
BANK AMER FDG CRP 2.6% 1/15/19 | Corporate Bond 2.6% 1/15/19 | ** | 3,130 | ||
BANK AMERICA CORP 2.65% 4/1/19 | Corporate Bond 2.65% 4/1/19 | ** | 1,954 | ||
BANK OF AMERICA 2.625% 4/19/21 | Corporate Bond 2.625% 4/19/21 | ** | 354 | ||
BACM 2016-UB10 A2 2.723% 06/49 | Mortgage Back Security 2.723% 06/49 | ** | 960 | ||
BANK NOVA SCOTIA 2.8% 07/21/21 | Corporate Bond 2.8% 07/21/21 | ** | 836 | ||
BANK T-M UFJ 1.65% 2/26/18 144 | Corporate Bond 1.65% 2/26/18 144 | ** | 763 | ||
BANK T-M UFJ 2.35% 9/8/19 144A | Corporate Bond 2.35% 9/8/19 144A | ** | 765 | ||
BANK TOKYO-MSB 2.3% 03/20 144A | Corporate Bond 2.3% 03/20 144A | ** | 717 | ||
BANK OF TOKYO - MITSUBUSHI | Synthetic GIC - 1.953% (fair value to contract value) | ** | (1,047 | ) | |
BARCLAYS PLC 2.75% 11/8/19 | Corporate Bond 2.75% 11/8/19 | ** | 1,836 | ||
BARCLAYS PLC 2.875% 06/20 | Corporate Bond 2.875% 06/20 | ** | 795 | ||
BARCLAYS PLC 3.25% 01/12/21 | Corporate Bond 3.25% 01/12/21 | ** | 807 | ||
BAXALTA INC 2.875% 06/23/20 | Corporate Bond 2.875% 06/23/20 | ** | 305 | ||
BECTON DICKINSO 2.675% 12/19 | Corporate Bond 2.675% 12/19 | ** | 208 | ||
BERKSHIRE HATH 2.2% 3/15/21 | Corporate Bond 2.2% 3/15/21 | ** | 739 | ||
BERKSHIRE HATH 2.75% 3/15/23 | Corporate Bond 2.75% 3/15/23 | ** | 712 | ||
BERKSHIRE HATHAWAY 1.15% 8/18 | Corporate Bond 1.15% 8/18 | ** | 999 | ||
BOSTON PT LTD MTN 5.875% 10/19 | Corporate Bond 5.875% 10/19 | ** | 468 | ||
BRITISH TELECOM PLC 2.35% 2/19 | Corporate Bond 2.35% 2/19 | ** | 1,106 | ||
CD 2007-CD5 A1A 5.8% 11/44 | Mortgage Back Security 5.8% 11/44 | ** | 1,009 | ||
COMM 2015-CR22 A2 2.856% 03/48 | Mortgage Back Security 2.856% 03/48 | ** | 496 | ||
CSMC 16-NXSR A1 1.9708% 12/49 | Mortgage Back Security 1.9708% 12/49 | ** | 489 | ||
COMM 2012-LC4 A4 3.288% 12/44 | Mortgage Back Security 3.288% 12/44 | ** | 604 | ||
COMM 2010-C1 A3 4.205 7/46 | Mortgage Back Security 4.205% 7/46 | ** | 2,738 | ||
COMM 2012-CR1 A2 2.35% 5/45 | Mortgage Back Security 2.35% 5/45 | ** | 289 | ||
COMM 2012-CR3 ASB 2.372% 11/45 | Mortgage Back Security 2.372% 11/45 | ** | 689 | ||
COMM 2014-CR17 A2 3.012% 05/47 | Mortgage Back Security 3.012% 05/47 | ** | 1,218 | ||
COMM 2014-CR18 A2 2.924% 07/47 | Mortgage Back Security 2.924% 07/47 | ** | 941 | ||
CSAIL 2016-C7 A1 1.4928% 11/49 | Mortgage Back Security 1.4928% 11/49 | ** | 725 | ||
CVS HEALTH CORP 1.9% 07/20/18 | Corporate Bond 1.9% 07/20/18 | ** | 703 | ||
CVS HEALTH CORP 2.8% 07/20/20 | Corporate Bond 2.8% 07/20/20 | ** | 689 | ||
CAN NATURAL RES 3.45% 11/15/21 | Corporate Bond 3.45% 11/15/21 | ** | 1,155 | ||
CAPITAL ONE FIN 2.45% 04/24/19 | Corporate Bond 2.45% 04/24/19 | ** | 697 | ||
COMET 2014-A2 A2 1.26% 01/20 | Mortgage Back Security 2014-A2 A2 1.26% 01/20 | ** | 1,691 | ||
COMET 2014-A5 A 1.48% 07/20 | Mortgage Back Security 2014-A5 A 1.48% 07/20 | ** | 2,322 | ||
COMET 2015-A1 A 1.39% 01/21 | Mortgage Back Security 2015-A1 A 1.39% 01/21 | ** | 3,150 | ||
COMET 2015-A2 A2 2.08% 03/23 | Mortgage Back Security 2015-A2 A2 2.08% 03/23 | ** | 1,807 | ||
COMET 2015-A5 A5 1.60% 5/21 | Mortgage Back Security 2015-A5 A5 1.60% 5/21 | ** | 1,506 | ||
COMET 2015-A7 A7 1.45% 08/21 | Mortgage Back Security 2015-A7 A7 1.45% 08/21 | ** | 478 | ||
COMET 2016-A3 A3 1.34% 04/22 | Mortgage Back Security 2016-A3 A3 1.34% 04/22 | ** | 2,696 | ||
COMET 2016-A4 A4 1.33% 6/15/22 | Mortgage Back Security 2016-A4 A4 1.33% 6/15/22 | ** | 1,385 | ||
CAPITAL ONE BK 2.35% 08/17/18 | Corporate Bond 2.35% 08/17/18 | ** | 923 | ||
CAPITAL ONE BK 2.25% 2/13/19 | Corporate Bond 2.25% 2/13/19 | ** | 1,641 | ||
CARMX 16-4 A3 1.4% 08/21 | Mortgage Back Security 1.4% 08/21 | ** | 1,498 | ||
CARMX 2014-4 A3 1.25% 11/19 | Mortgage Back Security 1.25% 11/19 | ** | 557 | ||
CARMX 2015-3 A3 1.63% 06/20 | Mortgage Back Security 1.63% 06/20 | ** | 703 |
(a) | (b) Identity of issue, borrower, lessor, or similar party | (c) Description of investment, including maturity date, rate of interest, collateral, par or maturity value | (d) Historical Cost | (e) Current Value | |
CARMX 2015-1 A3 1.38% 11/19 | Mortgage Back Security 1.38% 11/19 | ** | 669 | ||
CARMX 2016-2 A3 1.52% 02/21 | Mortgage Back Security 1.52% 02/21 | ** | 743 | ||
CELGENE CORP 2.125% 8/15/18 | Corporate Bond 2.125% 8/15/18 | ** | 670 | ||
CHAIT 2014-A7 A7 1.38% 11/19 | Mortgage Back Security 2014-A7 A7 1.38% 11/19 | ** | 1,902 | ||
CHAIT 2015-A2 A2 1.59% 02/20 | Mortgage Back Security 2015-A2 A2 1.59% 02/20 | ** | 3,093 | ||
CHAIT 2015-A4 A4 1.84% 04/22 | Mortgage Back Security 2015-A4 A4 1.84% 04/22 | ** | 1,803 | ||
CHAIT 2015-A5 A5 1.36% 04/20 | Mortgage Back Security 2015-A5 A5 1.36% 04/20 | ** | 1,440 | ||
CHAIT 15-A7 A7 1.62% 7/20 | Mortgage Back Security 15-A7 A7 1.62% 7/20 | ** | 1,493 | ||
CHAIT 2016-A2 A 1.37% 06/15/21 | Mortgage Back Security 2016-A2 A 1.37% 06/15/21 | ** | 1,829 | ||
CHAIT 2016-A5 A5 1.27% 07/21 | Mortgage Back Security 2016-A5 A5 1.27% 07/21 | ** | 2,788 | ||
CHEVRON PHIL 2.45% 5/1/20 144A | Corporate Bond 2.45% 5/1/20 144A | ** | 672 | ||
CHEVRON CORP 2.193% 11/15/19 | Corporate Bond 2.193% 11/15/19 | ** | 66 | ||
CHEVRON CORP NEW 1.961% 03/20 | Corporate Bond 1.961% 03/20 | ** | 1,338 | ||
CISCO SYSTEMS 2.45% 6/15/20 | Corporate Bond 2.45% 6/15/20 | ** | 739 | ||
CISCO SYSTEMS 1.85% 9/20/21 | Corporate Bond 1.85% 9/20/21 | ** | 1,314 | ||
CGCMT 2016-P6 A1 1.884% 12/49 | Mortgage Back Security 2016-P6 A1 1.884% 12/49 | ** | 245 | ||
CITIGROUP INC 2.55% 04/08/19 | Corporate Bond 2.55% 04/08/19 | ** | 4,278 | ||
CITIGROUP INC 2.5% 7/29/19 | Corporate Bond 2.5% 7/29/19 | ** | 1,841 | ||
CITIGROUP INC 1.7% 4/27/18 | Corporate Bond 1.7% 4/27/18 | ** | 712 | ||
CITIGROUP 2.15% 07/18 | Corporate Bond 2.15% 07/18 | ** | 258 | ||
CCCIT 2014-A4 A4 1.23% 04/19 | Mortgage Back Security 2014-A4 A4 1.23% 04/19 | ** | 1,688 | ||
CCCIT 2014-A6 A6 2.15% 07/21 | Mortgage Back Security 2014-A6 A6 2.15% 07/21 | ** | 4,253 | ||
CCCIT 2014-A8 A8 1.73% 04/20 | Mortgage Back Security 2014-A8 A8 1.73% 04/20 | ** | 2,706 | ||
CCCIT 2016-A1 A1 0% 11/21 | Mortgage Back Security 2016-A1 A1 0% 11/21 | ** | 2,267 | ||
CGCMT 13-GC11 A1 0.754% 4/46 | Mortgage Back Security 0.754% 4/46 | ** | 118 | ||
CITIZENS BK MTN 2.45% 12/04/19 | Corporate Bond 2.45% 12/04/19 | ** | 1,182 | ||
CITIZENS BANK NA 2.3% 12/03/18 | Corporate Bond 2.3% 12/03/18 | ** | 2,013 | ||
CITIZENS BANK NA 2.5% 03/14/19 | Corporate Bond 2.5% 03/14/19 | ** | 440 | ||
CITIZENS BANK NA 2.55% 5/13/21 | Corporate Bond 2.55% 5/13/21 | ** | 1,175 | ||
CITIZENS FINCL 2.375% 7/28/21 | Corporate Bond 2.375% 7/28/21 | ** | 126 | ||
CWCI 2007-C2 A3 5.484% 04/47 | Mortgage Back Security 2007-C2 A3 5.484% 04/47 | ** | 443 | ||
COLGATE-PALMOLIVE 0.9% 5/1/18 | Corporate Bond 0.9% 5/1/18 | ** | 1,006 | ||
COMCAST CORP 1.625% 01/15/22 | Corporate Bond 1.625% 01/15/22 | ** | 2,192 | ||
COMERICA INC 2.125% 05/23/19 | Corporate Bond 2.125% 05/23/19 | ** | 497 | ||
COMM 2007-C9 A4 CSTR 12/49 | Mortgage Back Security 2007-C9 A4 CSTR 12/49 | ** | 570 | ||
COMM 2013-LC6 A1 .7240% 1/46 | Mortgage Back Security 2013-LC6 A1 .7240% 1/46 | ** | 51 | ||
COMMONWEALTH NY 2.25% 03/13/19 | Corporate Bond 2.25% 03/13/19 | ** | 1,714 | ||
COMMONWEALTH BK NY 2.3% 9/6/19 | Corporate Bond 2.3% 9/6/19 | ** | 1,161 | ||
COMMWLTH BK ASTL NYB 2.3% 3/20 | Corporate Bond 2.3% 3/20 | ** | 711 | ||
CONOCOPHILLIP CO 2.2% 05/15/20 | Corporate Bond 2.2% 05/15/20 | ** | 465 | ||
RABOBANK NY BRH 1.375% 8/9/19 | Corporate Bond 1.375% 8/9/19 | ** | 445 | ||
CORNING INC 1.45% 11/15/17 | Corporate Bond 1.45% 11/15/17 | ** | 100 | ||
CREDIT SUISSE 3.125% 12/20 | Corporate Bond 3.125% 12/20 | ** | 249 | ||
CREDIT SUISSE GG 3.45% 4/16/21 | Corporate Bond 3.45% 4/16/21 | ** | 1,104 | ||
CREDIT SUISSE NY 2.3% 5/19 | Corporate Bond 2.3% 5/19 | ** | 1,647 | ||
CREDIT SUISSE NY 3% 10/29/21 | Corporate Bond 3% 10/29/21 | ** | 770 | ||
DBUBS 2011-LC2A A4 4.537% 7/44 | Mortgage Back Security 2011-LC2A A4 4.537% 7/44 | ** | 1,382 | ||
DAIMLER FIN 2.375% 8/18 144A | Corporate Bond 2.375% 8/18 144A | ** | 1,017 | ||
DAIMLER FIN NA 2.25% 9/19 144A | Corporate Bond 2.25% 9/19 144A | ** | 1,693 | ||
DAIMLER FIN 2.25% 3/20 144A | Corporate Bond 2.25% 3/20 144A | ** | 1,626 |
(a) | (b) Identity of issue, borrower, lessor, or similar party | (c) Description of investment, including maturity date, rate of interest, collateral, par or maturity value | (d) Historical Cost | (e) Current Value | |
DANAHER CORP 2.4% 09/15/20 | Corporate Bond 2.4% 09/15/20 | ** | 257 | ||
DEERE JOHN CAP CORP 1.6% 7/18 | Corporate Bond 1.6% 7/18 | ** | 269 | ||
DEUTSCHE BANK AG 1.4% 2/13/17 | Corporate Bond 1.4% 2/13/17 | ** | 1,226 | ||
DEUTSCHE BANK AG 2.5% 2/13/19 | Corporate Bond 2.5% 2/13/19 | ** | 2,503 | ||
DIAMOND 1 FI 3.48% 6/1/19 144A | Corporate Bond 3.48% 6/1/19 144A | ** | 1,545 | ||
DIGITAL REALTY 3.95% 07/01/22 | Corporate Bond 3.95% 07/01/22 | ** | 514 | ||
DIGNITY HEALTH 2.637% 11/1/19 | Corporate Bond 2.637% 11/1/19 | ** | 203 | ||
DISCOVER BK 2% 02/21/18 | Corporate Bond 2% 02/21/18 | ** | 2,014 | ||
DISCOVER BKNT NEW 3.2% 8/9/21 | Corporate Bond 3.2% 8/9/21 | ** | 254 | ||
DISCOVER BANK 3.1% 06/20 | Corporate Bond 3.1% 06/20 | ** | 794 | ||
DISCOVER BANK 2.6% 11/13/18 | Corporate Bond 2.6% 11/13/18 | ** | 738 | ||
DCENT 2012-A6 A6 1.67% 01/22 | Mortgage Back Security 2012-A6 A6 1.67% 01/22 | ** | 3,179 | ||
DCENT 2014-A3 A3 1.22% 10/19 | Mortgage Back Security 2014-A3 A3 1.22% 10/19 | ** | 2,616 | ||
DCENT 2014-A4 A4 2.12% 12/21 | Mortgage Back Security 2014-A4 A4 2.12% 12/21 | ** | 1,606 | ||
DCENT 2014-A5 A 1.39% 04/20 | Mortgage Back Security 2014-A5 A 1.39% 04/20 | ** | 2,305 | ||
DCENT 2015-A2 A 1.90% 10/22 | Mortgage Back Security 2015-A2 A 1.90% 10/22 | ** | 718 | ||
DCENT 2016-A1 A1 1.64% 07/21 | Mortgage Back Security 2016-A1 A1 1.64% 07/21 | ** | 1,401 | ||
DCENT 2016-A4 A4 1.39% 3/22 | Mortgage Back Security 2016-A4 A4 1.39% 3/22 | ** | 1,761 | ||
DOMINION GAS HLDGS 2.5% 12/19 | Corporate Bond 2.5% 12/19 | ** | 263 | ||
DOMINION RESOURCE 1.9% 6/15/18 | Corporate Bond 1.9% 6/15/18 | ** | 1,182 | ||
DOMINION RESOURCE 2% 8/15/21 | Corporate Bond 2% 8/15/21 | ** | 247 | ||
DUKE ENERGY 1.8% 9/1/21 | Corporate Bond 1.8% 9/1/21 | ** | 389 | ||
DUKE ENERGY FL 1.196% 3/1/20 | Mortgage Back Security 1.196% 3/1/20 | ** | 334 | ||
ERP OPERATING LP 2.375% 7/19 | Corporate Bond 2.375% 7/19 | ** | 555 | ||
ERP OPERATING LP 3.375% 6/1/25 | Corporate Bond 3.375% 6/1/25 | ** | 736 | ||
EDISON INTRNL 2.95% 03/15/23 | Corporate Bond 2.95% 03/15/23 | ** | 274 | ||
EMERA US FI 2.15% 6/15/19 144A | Corporate Bond 2.15% 6/15/19 144A | ** | 191 | ||
ENTERPRISE PRD 2.55% 10/15/19 | Corporate Bond 2.55% 10/15/19 | ** | 159 | ||
ENTERPRISE PRD 1.65% 05/07/18 | Corporate Bond 1.65% 05/07/18 | ** | 301 | ||
ENTERPRISE PROD 2.85% 4/15/21 | Corporate Bond 2.85% 4/15/21 | ** | 586 | ||
CGCMT 2016-P4 A2 2.446% 07/49 | Mortgage Back Security 2.446% 07/49 | ** | 331 | ||
EVERSOURCE ENERGY 2.5% 3/15/21 | Corporate Bond 2.5% 3/15/21 | ** | 337 | ||
EXELON CORP 1.55% 6/9/17 | Corporate Bond 1.55% 6/9/17 | ** | 145 | ||
EXELON CORP 2.85% 6/15/20 | Corporate Bond 2.85% 6/15/20 | ** | 1,755 | ||
EXXON MOBIL CORP 2.726% 3/1/23 | Corporate Bond 2.726% 3/1/23 | ** | 1,124 | ||
EXXON MOBIL CORP 2.222% 3/1/21 | Corporate Bond 2.222% 3/1/21 | ** | 1,430 | ||
FHLG 15YR 4.50% 8/18 #E98688 | Government Bond 4.50% 8/18 #E98688 | ** | 48 | ||
FHLG 15YR 4.50% 9/18 #E99205 | Government Bond 4.50% 9/18 #E99205 | ** | 20 | ||
FHLG 15YR 4.50% 10/18 #E99833 | Government Bond 4.50% 10/18 #E99833 | ** | 27 | ||
FHLM ARM 3.53% 4/40 #1B4657 | Government Bond 3.53% 4/40 #1B4657 | ** | 74 | ||
FHLM ARM 3.58% 4/40 #1B4702 | Government Bond 3.58% 4/40 #1B4702 | ** | 70 | ||
FHLG 15YR 5.00% 4/20 #G13598 | Government Bond 5.00% 4/20 #G13598 | ** | 92 | ||
FHLG 15YR 3.5% 08/30#G15273 | Government Bond 3.5% 08/30#G15273 | ** | 1,449 | ||
FHLG 25YR 5.50% 7/35 #G05815 | Government Bond 5.50% 7/35 #G05815 | ** | 108 | ||
FHLM ARM 4.941% 11/35 #1J1228 | Government Bond 4.941% 11/35 #1J1228 | ** | 67 | ||
FHLG 20YR 3.5% 06/32#C91456 | Government Bond 3.5% 06/32#C91456 | ** | 1,905 | ||
FHLM ARM 3.717% 05/41#1B8124 | Government Bond 3.717% 05/41#1B8124 | ** | 73 | ||
FHLM ARM 3.224% 4/41#1B8179 | Government Bond 3.224% 4/41#1B8179 | ** | 52 | ||
FHLM ARM 3.464% 5/1/41#1B8304 | Government Bond 3.464% 5/1/41#1B8304 | ** | 47 | ||
FHLM ARM 3.627% 6/1/41#1B8372 | Government Bond 3.627% 6/1/41#1B8372 | ** | 76 |
(a) | (b) Identity of issue, borrower, lessor, or similar party | (c) Description of investment, including maturity date, rate of interest, collateral, par or maturity value | (d) Historical Cost | (e) Current Value | |
FHLM ARM 3.283 6/1/41 | Government Bond 3.283 6/1/41 | ** | 60 | ||
FHLM ARM 2.98% 8/41 #1B8533 | Government Bond 2.98% 8/41 #1B8533 | ** | 111 | ||
FHLM ARM 3.07% 9/41 #1B8608 | Government Bond 3.07% 9/41 #1B8608 | ** | 71 | ||
FHLM ARM 3.242% 9/1/41#1B8659 | Government Bond 3.242% 9/1/41#1B8659 | ** | 56 | ||
FHLG 5.50% 3/34 #G01665 | Government Bond 5.50% 3/34 #G01665 | ** | 157 | ||
FHLG 15YR 4.00% 9/25 #E02787 | Government Bond 4.00% 9/25 #E02787 | ** | 299 | ||
FHLG 15YR 4.00% 4/26 #E02867 | Government Bond 4.00% 4/26 #E02867 | ** | 153 | ||
FHLG 15YR 4.50% 11/18 #B10931 | Government Bond 4.50% 11/18 #B10931 | ** | 17 | ||
FHLB 0.875% 06/29/18 | Government Bond 0.875% 06/29/18 | ** | 4,060 | ||
FHLB 0.875% 08/05/19 | Government Bond 0.875% 08/05/19 | ** | 1,162 | ||
FHLM ARM 4.199% 8/36 #848185 | Government Bond 4.199% 8/36 #848185 | ** | 93 | ||
FHLM AR 12M+187.9 10/42#849255 | Government Bond 12M+187.9 10/42#849255 | ** | 286 | ||
FHLG 15YR 3% 05/29#J29409 | Government Bond 3% 05/29#J29409 | ** | 3,141 | ||
FHLG 5.50% 5/34 #Z40042 | Government Bond 5.50% 5/34 #Z40042 | ** | 1,193 | ||
FNMA 1.5% 11/30/20 | Government Bond 1.5% 11/30/20 | ** | 6,025 | ||
FNMA 1.125% 12/14/18 | Government Bond 1.125% 12/14/18 | ** | 2,780 | ||
FNMA 1.375% 02/26/21 | Government Bond 1.375% 02/26/21 | ** | 9,234 | ||
FNMA 1% 02/26/19 | Government Bond 1% 02/26/19 | ** | 6,397 | ||
FNMA 0.875% 08/02/19 | Government Bond 0.875% 08/02/19 | ** | 4,410 | ||
FNMA 1.25% 08/17/21 | Government Bond 1.25% 08/17/21 | ** | 1,141 | ||
FNMA 1% 10/24/19 | Government Bond 1% 10/24/19 | ** | 8,599 | ||
FNMA 1.875% 09/18/18 | Government Bond 1.875% 09/18/18 | ** | 4,164 | ||
FNR 2013-16 GP 3% 03/33 | Mortgage Back Security 2013-16 GP 3% 03/33 | ** | 1,016 | ||
FNR 2014-83 P 3% 06/43 | Mortgage Back Security 2014-83 P 3% 06/43 | ** | 1,462 | ||
FNR 2015-32 PA 3% 4/44 | Mortgage Back Security 2015-32 PA 3% 4/44 | ** | 1,169 | ||
FNR 2015-28 P 2.5% 5/45 | Mortgage Back Security 2015-28 P 2.5% 5/45 | ** | 3,257 | ||
FNR 2015-28 JE 3% 05/45 | Mortgage Back Security 2015-28 JE 3% 05/45 | ** | 2,347 | ||
FNR 2015-42 LE 3% 06/45 | Mortgage Back Security 2015-42 LE 3% 06/45 | ** | 2,104 | ||
FNR 2015-49 LE 3% 07/45 | Mortgage Back Security 2015-49 LE 3% 07/45 | ** | 1,462 | ||
FNR 2015-54 LE 2.5% 07/45 | Mortgage Back Security 2015-54 LE 2.5% 07/45 | ** | 1,775 | ||
FNR 2016-19 AH 3% 04/46 | Mortgage Back Security 2016-19 AH 3% 04/46 | ** | 1,571 | ||
FNR 2016-26 CG 3% 05/46 | Mortgage Back Security 2016-26 CG 3% 05/46 | ** | 3,927 | ||
FNR 2016-27 HK 3% 01/41 | Mortgage Back Security 2016-27 HK 3% 01/41 | ** | 2,010 | ||
FNR 2016-27 KG 3% 01/40 | Mortgage Back Security 2016-27 KG 3% 01/40 | ** | 1,058 | ||
FNR 2016-37 BK 3% 06/46 | Mortgage Back Security 2016-37 BK 3% 06/46 | ** | 4,146 | ||
FNR 2016-34 GH 3% 06/46 | Mortgage Back Security 2016-34 GH 3% 06/46 | ** | 3,990 | ||
FNR 2016-105 PA 3.5% 4/45 | Mortgage Back Security 2016-105 PA 3.5% 4/45 | ** | 2,202 | ||
FNR 2016-100 P 3.5% 11/44 | Mortgage Back Security 2016-100 P 3.5% 11/44 | ** | 3,413 | ||
FNR 2012-94 E 3% 6/22 | Mortgage Back Security 2012-94 E 3% 6/22 | ** | 129 | ||
FHR 4046 LA 3% 11/2026 | Mortgage Back Security 4046 LA 3% 11/2026 | ** | 748 | ||
FHR 3820 DA 4% 11/35 | Mortgage Back Security 3820 DA 4% 11/35 | ** | 249 | ||
FHR 2015-4472 WL 3% 05/45 | Mortgage Back Security 2015-4472 WL 3% 05/45 | ** | 1,319 | ||
FHR SER 4221 CLS GA 1.4% 7/23 | Mortgage Back Security SER 4221 CLS GA 1.4% 7/23 | ** | 1,107 | ||
FHLMC 0.75% 04/09/18 | Government Bond 0.75% 04/09/18 | ** | 9,350 | ||
FHLMC 1.125% 08/12/21 | Government Bond 1.125% 08/12/21 | ** | 1,420 | ||
FNMA 5.50% 11/34 #310105 | Government Bond 5.50% 11/34 #310105 | ** | 864 | ||
FNMA ARM 3.228% 7/41#AI3469 | Government Bond ARM 3.228% 7/41#AI3469 | ** | 75 | ||
FNMA ARM 3.01% 8/41 #AI4358 | Government Bond ARM 3.01% 8/41 #AI4358 | ** | 22 | ||
FNMA ARM 3.545% 07/41#AI6050 | Government Bond ARM 3.545% 07/41#AI6050 | ** | 99 | ||
FNMA ARM 3.365% 10/41#AI6819 | Government Bond ARM 3.365% 10/41#AI6819 | ** | 40 |
(a) | (b) Identity of issue, borrower, lessor, or similar party | (c) Description of investment, including maturity date, rate of interest, collateral, par or maturity value | (d) Historical Cost | (e) Current Value | |
FNMA 15YR 3.5% 07/26#AI7819 | Government Bond 15YR 3.5% 07/26#AI7819 | ** | 109 | ||
FNMA ARM 3.37% 9/41 #AI8935 | Government Bond ARM 3.37% 9/41 #AI8935 | ** | 84 | ||
FNMA ARM 09/41#AI9813 | Government Bond ARM 09/41#AI9813 | ** | 46 | ||
FNMA ARM 10/41#AJ3399 | Government Bond ARM 10/41#AJ3399 | ** | 26 | ||
FNMA ARM 2.74% 8/41 #AH5259 | Government Bond ARM 2.74% 8/41 #AH5259 | ** | 124 | ||
FNMA 15YR 3.50% 1/26 #AL1168 | Government Bond 15YR 3.50% 1/26 #AL1168 | ** | 250 | ||
FNMA 15YR 3.50% 3/27 #AL1746 | Government Bond 15YR 3.50% 3/27 #AL1746 | ** | 1,075 | ||
FNMA 15YR 3.5% 10/29#AL5851 | Government Bond 15YR 3.5% 10/29#AL5851 | ** | 433 | ||
FNMA 15YR 3.5% 09/29#AL5878 | Government Bond 15YR 3.5% 09/29#AL5878 | ** | 1,077 | ||
FNMA 15YR 4.5% 11/25#AL8242 | Government Bond 15YR 4.5% 11/25#AL8242 | ** | 988 | ||
FNMA 15YR 3% 09/31#AL8853 | Government Bond 15YR 3% 09/31#AL8853 | ** | 5,089 | ||
FNMA ARM 06/42#AO2244 | Government Bond ARM 06/42#AO2244 | ** | 83 | ||
FNMA 15YR 3.5% 01/27 #AX1909 | Government Bond 15YR 3.5% 01/27 #AX1909 | ** | 487 | ||
FNMA 6.50% 7/32 #545759 | Government Bond 6.50% 7/32 #545759 | ** | 46 | ||
FNMA 6.50% 7/32 #545762 | Government Bond 6.50% 7/32 #545762 | ** | 12 | ||
FNMA 15YR 7.00% 4/17 #636135 | Government Bond 15YR 7.00% 4/17 #636135 | ** | 1 | ||
FNMA 15YR 6.50% 4/17 #637244 | Government Bond 15YR 6.50% 4/17 #637244 | ** | 2 | ||
FNMA 15YR 6.00% 11/17 #671380 | Government Bond 15YR 6.00% 11/17 #671380 | ** | 2 | ||
FNMA 15YR 6.00% 12/17 #673965 | Government Bond 15YR 6.00% 12/17 #673965 | ** | 3 | ||
FHR 3415 PC 5% 12/37 | Mortgage Back Security 3415 PC 5% 12/37 | ** | 111 | ||
FHR 3741 HD 3% 11/15/39 | Mortgage Back Security 3741 HD 3% 11/15/39 | ** | 276 | ||
FNMA 15YR 6.00% 2/18 #684153 | Government Bond 6.00% 2/18 #684153 | ** | 1 | ||
FNMA 15YR 7.00% 2/18 #693327 | Government Bond 7.00% 2/18 #693327 | ** | 11 | ||
FNMA ARM 4.68% 11/34 #735011 | Government Bond 4.68% 11/34 #735011 | ** | 62 | ||
FNMA 6.50% 12/32 #735415 | Government Bond 6.50% 12/32 #735415 | ** | 18 | ||
FNMA 6.50% 7/35 #745092 | Government Bond 6.50% 7/35 #745092 | ** | 19 | ||
FNMA ARM 4.53% 12/34 #802852 | Government Bond 4.53% 12/34 #802852 | ** |