(Mark One) | |
[X] | ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 |
For the fiscal year ended December 31, 2017 | |
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, 2017 and 2016 | |
Statements of Changes in Net Assets Available for Benefits for the years ended December 31, 2017 and 2016 | |
Notes to Financial Statements | 4-15 |
Additional Information (Note A): | |
Schedule of Assets (Held at End of Year) at December 31, 2017 | 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. |
2017 | 2016 | |||||||||||||||||||||||
Non- | Non- | |||||||||||||||||||||||
Participant | participant | Participant | participant | |||||||||||||||||||||
Directed | Directed | Total | Directed | Directed | Total | |||||||||||||||||||
Assets | ||||||||||||||||||||||||
Investments at fair value | $ | 2,077,072 | $ | 199,046 | $ | 2,276,118 | $ | 1,754,765 | $ | 165,472 | $ | 1,920,237 | ||||||||||||
Investments at contract value | 836,262 | — | 836,262 | 902,221 | — | 902,221 | ||||||||||||||||||
Total investments | 2,913,334 | 199,046 | 3,112,380 | 2,656,986 | 165,472 | 2,822,458 | ||||||||||||||||||
Receivables: | ||||||||||||||||||||||||
Plan sponsor contributions | 32,251 | 15,336 | 47,587 | 32,168 | 15,705 | 47,873 | ||||||||||||||||||
Notes receivable from participants | 52,277 | — | 52,277 | 51,769 | — | 51,769 | ||||||||||||||||||
Other receivables | 4,248 | 1,197 | 5,445 | 3,499 | 1,198 | 4,697 | ||||||||||||||||||
Total assets | 3,002,110 | 215,579 | 3,217,689 | 2,744,422 | 182,375 | 2,926,797 | ||||||||||||||||||
Liabilities | ||||||||||||||||||||||||
Accrued expenses | — | 16 | 16 | 19 | 16 | 35 | ||||||||||||||||||
Other liabilities | 2,202 | 1,238 | 3,440 | 3,262 | 1,670 | 4,932 | ||||||||||||||||||
Total liabilities | 2,202 | 1,254 | 3,456 | 3,281 | 1,686 | 4,967 | ||||||||||||||||||
Net assets available for benefits | $ | 2,999,908 | $ | 214,325 | $ | 3,214,233 | $ | 2,741,141 | $ | 180,689 | $ | 2,921,830 | ||||||||||||
2017 | 2016 | |||||||||||||||||||||||
Non- | Non- | |||||||||||||||||||||||
Participant | participant | Participant | participant | |||||||||||||||||||||
Directed | Directed | Total | Directed | Directed | Total | |||||||||||||||||||
Additions to net assets: | ||||||||||||||||||||||||
Investment income | ||||||||||||||||||||||||
Interest | $ | 16,346 | $ | — | $ | 16,346 | $ | 16,220 | $ | — | $ | 16,220 | ||||||||||||
Dividends | 45,042 | 4,661 | 49,703 | 34,307 | 4,324 | 38,631 | ||||||||||||||||||
Net appreciation in fair value of investments | 314,102 | 38,518 | 352,620 | 99,375 | 19,544 | 118,919 | ||||||||||||||||||
Net investment gain | 375,490 | 43,179 | 418,669 | 149,902 | 23,868 | 173,770 | ||||||||||||||||||
Interest income from notes receivable | 2,382 | — | 2,382 | 2,272 | — | 2,272 | ||||||||||||||||||
Participant contributions | 100,752 | — | 100,752 | 101,291 | — | 101,291 | ||||||||||||||||||
Plan sponsor contributions | 47,541 | 15,336 | 62,877 | 46,807 | 15,688 | 62,495 | ||||||||||||||||||
Total additions | 526,165 | 58,515 | 584,680 | 300,272 | 39,556 | 339,828 | ||||||||||||||||||
Deductions from net assets: | ||||||||||||||||||||||||
Distributions to and withdrawals by participants | 280,891 | 10,810 | 291,701 | 303,601 | 12,113 | 315,714 | ||||||||||||||||||
Administrative expenses (refunds) | 576 | — | 576 | (12 | ) | — | (12 | ) | ||||||||||||||||
Total deductions | 281,467 | 10,810 | 292,277 | 303,589 | 12,113 | 315,702 | ||||||||||||||||||
Net increase (decrease) in net assets | 244,698 | 47,705 | 292,403 | (3,317 | ) | 27,443 | 24,126 | |||||||||||||||||
Transfers from non-participant directed | 14,069 | (14,069 | ) | — | 10,820 | (10,820 | ) | — | ||||||||||||||||
Plan transfers (see Note 15) | — | — | — | 36,103 | — | 36,103 | ||||||||||||||||||
Net assets available for benefits at beginning of year | 2,741,141 | 180,689 | 2,921,830 | 2,697,535 | 164,066 | 2,861,601 | ||||||||||||||||||
Net assets available for benefits at end of year | $ | 2,999,908 | $ | 214,325 | $ | 3,214,233 | $ | 2,741,141 | $ | 180,689 | $ | 2,921,830 |
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) | 2017 | 2016 | |||||
Cash | $ | 3,960 | $ | 4,814 | |||
Eastman Chemical Company common stock | 317,561 | 313,985 | |||||
Mutual funds | 1,915,942 | 1,569,230 | |||||
Managed income fund | 836,262 | 902,221 | |||||
Self-directed brokerage account - mutual funds | 38,655 | 32,208 | |||||
Total | $ | 3,112,380 | $ | 2,822,458 |
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, 2017 | December 31, 2016 | ||||||
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Quoted Prices in Active Markets for Identical Assets (Level 1) | ||||||
Cash | $ | 3,960 | $ | 4,814 | ||||
Eastman Chemical Company common stock | 317,561 | 313,985 | ||||||
Mutual funds | 1,915,942 | 1,569,230 | ||||||
Self-directed brokerage account - mutual funds | 38,655 | 32,208 | ||||||
Total | $ | 2,276,118 | $ | 1,920,237 |
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, 1,298 shares | ** | $ | 120,221 | ||
* | Eastman Chemical Company | Common Stock, Non-Participant directed, 2,130 shares | 89,198 | 197,340 | |||
Subtotal - Common Stock | 317,561 | ||||||
* | Fidelity Management Trust Company | Interest Bearing Cash, Participant directed | ** | 2,254 | |||
* | Fidelity Management Trust Company | Interest Bearing Cash, Non-Participant directed | 1,706 | 1,706 | |||
Subtotal - Cash | 3,960 | ||||||
DFA US SMALL CAP I | Registered Investment Company 1,363 shares | ** | 48,968 | ||||
* | FID GOVT MMKT | Registered Investment Company 407 shares | ** | 407 | |||
* | FID EXT MKT IDX PR | Registered Investment Company 833 shares | ** | 51,663 | |||
* | FID MAGELLAN K | Registered Investment Company 1,115 shares | ** | 116,367 | |||
* | FID PURITAN K | Registered Investment Company 5,584 shares | ** | 130,715 | |||
* | FID US BOND INDX PR | Registered Investment Company 1,824 shares | ** | 21,138 | |||
* | FID 500 INDEX INST | Registered Investment Company 1,897 shares | ** | 177,308 | |||
* | FID GLB XUS INDX INS | Registered Investment Company 1,688 shares | ** | 22,853 | |||
* | FID CONTRAFUND POOL | Registered Investment Company 11,581 shares | ** | 184,946 | |||
* | FID INTL DSCVRY POOL | Registered Investment Company 4,363 shares | ** | 57,378 | |||
* | FID BLUE CHIP GR POOL | Registered Investment Company 7,068 shares | ** | 98,106 | |||
PIM TOTAL RT INST | Registered Investment Company 9,561 shares | ** | 98,188 | ||||
TIFI TEMPL EMG MKTS | Registered Investment Company 2,580 shares | ** | 15,637 | ||||
TEMPLETON FOREIGN R6 | Registered Investment Company 2,910 shares | ** | 23,104 | ||||
NB GENESIS R6 | Registered Investment Company 1,209 shares | ** | 69,460 | ||||
FKLN SMMIDCP GRTH R6 | Registered Investment Company 1,233 shares | ** | 48,105 | ||||
JPM EQUITY INCOME R6 | Registered Investment Company 3,416 shares | ** | 59,444 | ||||
PRUD INCFLEX SEL LT GROWTH | Registered Investment Company 68 shares | ** | 1,187 | ||||
PRUD INCFLEX SEL LT BALANCED | Registered Investment Company 72 shares | ** | 1,251 | ||||
PRUD INCFLEX SEL LT INC & EQU | Registered Investment Company 1 shares | ** | 9 | ||||
PRUD INCFLEX SEL LT CONSER GRO | Registered Investment Company 14 shares | ** | 226 | ||||
PRUD INCFLEX SEL LT INC & EQU | Registered Investment Company 26 shares | ** | 394 | ||||
PRUD INCFLEX SEL LT AGG GRO | Registered Investment Company 7 shares | ** | 118 | ||||
PRUD INCFLEX SEL LT GROWTH | Registered Investment Company 7 shares | ** | 115 | ||||
PRUD INCFLEX SEL LT BALANCED | Registered Investment Company 7 shares | ** | 114 | ||||
VANGUARD TARGET INC | Registered Investment Company 593 shares | ** | 30,382 | ||||
VANGUARD TARGET 2015 | Registered Investment Company 402 shares | ** | 20,633 | ||||
VANGUARD TARGET 2020 | Registered Investment Company 2,284 shares | ** | 121,147 | ||||
VANGUARD TARGET 2025 | Registered Investment Company 2,324 shares | ** | 124,041 | ||||
VANGUARD TARGET 2030 | Registered Investment Company 2,501 shares | ** | 134,465 | ||||
VANGUARD TARGET 2035 | Registered Investment Company 1,258 shares | ** | 69,072 | ||||
VANGUARD TARGET 2040 | Registered Investment Company 1,174 shares | ** | 66,520 | ||||
VANGUARD TARGET 2045 | Registered Investment Company 735 shares | ** | 41,812 | ||||
VANGUARD TARGET 2050 | Registered Investment Company 987 shares | ** | 56,402 | ||||
VANGUARD TARGET 2055 | Registered Investment Company 255 shares | ** | 17,773 | ||||
VANGUARD TARGET 2060 | Registered Investment Company 177 shares | ** | 6,494 | ||||
Sub-total Mutual Funds | 1,915,942 |
(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 | ** | 1,279 | |
AT&T INC 3% 2/15/22 | Corporate Bond 3.0% 2/15/22 | ** | 740 | ||
AT&T INC 2.45% 06/30/20 | Corporate Bond 2.45% 06/30/20 | ** | 1,100 | ||
AT&T INC 2.8% 02/17/21 | Corporate Bond 2.8% 02/17/21 | ** | 741 | ||
ABBOTT LAB 2.35% 11/30/19 | Corporate Bond 2.35% 11/30/19 | ** | 1,399 | ||
ABBVIE INC 2.5% 05/14/20 | Corporate Bond 2.5% 05/14/20 | ** | 579 | ||
ACE INA HOLDING 2.3% 11/03/20 | Corporate Bond 2.3% 11/03/20 | ** | 1,039 | ||
ACTAVIS FUNDING SCS 3% 3/12/20 | Corporate Bond 3% 3/12/20 | ** | 2,035 | ||
AIR LEASE CORP 2.625% 07/01/22 | Corporate Bond 2.625% 07/01/22 | ** | 1,222 | ||
AMOT 2017-3 A 2.04% 6/22 | Mortgage Back Security 2017-3 A 2.04% 6/22 | ** | 1,239 | ||
ALLYA 2015-1 A3 1.39% 09/19 | Mortgage Back Security 2015-1 A3 1.39% 09/19 | ** | 341 | ||
ALLYA 2017-1 A3 1.7% 02/21 | Mortgage Back Security 2017-1 A3 1.7% 02/21 | ** | 1,333 | ||
AMERICAN CAMPUS 3.35% 10/01/20 | Corporate Bond 3.35% 10/01/20 | ** | 563 | ||
AMERICAN EX CRD 2.125% 3/18/19 | Corporate Bond 2.125% 3/18/19 | ** | 875 | ||
AMERICAN EXPRESS 2.6% 09/14/20 | Corporate Bond 2.6% 09/14/20 | ** | 1,317 | ||
AMERICAN EXPRESS 2.25% 5/05/21 | Corporate Bond 2.25% 5/05/21 | ** | 1,125 | ||
AMXCA 2017-3 A 1.77% 11/22 | Mortgage Back Security 2017-3 A 1.7% 11/22 | ** | 1,744 | ||
AMXCA 2017-6 A 2.04% 05/23 | Mortgage Back Security 2017-6 A 2.04% 05/23 | ** | 1,431 | ||
AMXCA 2017-1 A 1.93% 09/22 | Mortgage Back Security 2017-1 A 1.93% 09/22 | ** | 2,460 | ||
AMERICAN GENERAL LIFE | Synthetic GIC - 2.0490% (fair value to contract value) | ** | 23 | ||
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 | ** | 283 | ||
AMERICAN HONDA FIN 1.7% 9/9/21 | Corporate Bond 1.7% 9/9/21 | ** | 1,255 | ||
AMERICAN INTL GROUP 2.3% 7/19 | Corporate Bond 2.3% 7/19 | ** | 394 | ||
AMERICAN INTL GRP 3.3% 3/01/21 | Corporate Bond 3.3% 3/01/21 | ** | 384 | ||
AMGEN INC 2.125% 05/01/2020 | Corporate Bond 2.125% 05/01/2020 | ** | 774 | ||
AMPHENOL CORP 3.125% 09/15/21 | Corporate Bond 3.125% 09/15/21 | ** | 258 | ||
AMPHENOL CORP NEW 3.2% 4/1/24 | Corporate Bond 3.2% 04/01/24 | ** | 303 | ||
AB INBEV FIN 2.15% 2/1/19 | Corporate Bond 2.15% 2/1/19 | ** | 838 | ||
ANHUESER-BUSCH IN 1.9% 2/01/19 | Corporate Bond 1.9% 2/01/19 | ** | 1,760 | ||
ANHUESER-BUSCH 2.65% 2/01/21 | Corporate Bond 2.65% 2/01/21 | ** | 1,522 | ||
ANHUESER-BUSCH IN 3.3% 2/01/23 | Corporate Bond 3.3% 2/01/23 | ** | 1,674 | ||
ANTHEM INC 2.95% 12/01/22 | Corporate Bond 2.95% 12/01/22 | ** | 1,148 | ||
ASIAN DEV BK YANK5.593 7/16/18 | Corporate Bond 5.593% 7/16/18 | ** | 78 | ||
AUST & NZ BKG NY 2.25% 6/13/19 | Corporate Bond 2.25% 6/13/19 | ** | 1,253 | ||
AUS & NZ BKG 2.125% 8/19/20 | Corporate Bond 2.125% 8/19/20 | ** | 1,106 | ||
AVALONBAY COMM 3.625% 10/1/20 | Corporate Bond 3.625% 10/1/20 | ** | 420 | ||
BACCT 2017-A1 A1 1.95% 08/22 | Mortgage Back Security 2017-A1 A1 1.95% 08/22 | ** | 2,166 | ||
BACCT 2017-A2 A2 1.84% 01/23 | Mortgage Back Security 2017-A2 A2 1.84% 01/23 | ** | 1,941 | ||
BAE SYSTEMS 2.85% 12/15/20 | Corporate Bond 2.85% 12/15/20 | ** | 1,428 | ||
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 | ** | 1,127 | ||
BMW US 2.7% 04/06/22 144A | Corporate Bond 2.7% 04/06/22 144A | ** | 1,838 | ||
BPCM 1.375% 5/10/18 | Corporate Bond 1.375% 5/10/18 | ** | 770 | ||
BP CAPITAL MKT PLC 2.315% 02/20 | Corporate Bond 2.315% 02/20 | ** | 910 | ||
BP CAPITAL MKTS 1.676% 5/3/19 | Corporate Bond 1.676% 5/3/19 | ** | 359 | ||
BNP PARIBA 2.45% 03/17/19 | Corporate Bond 2.45% 03/17/19 | ** | 870 | ||
BPCE SA 2.5% 7/15/19 | Corporate Bond 2.5% 7/15/19 | ** | 832 | ||
BMWOT 2016-A A3 1.16% 07/20 | Mortgage Back Security 2016-A A3 1.16% 07/20 | ** | 936 | ||
BMWLT 2017-2 A3 2.07% 10/20 | Mortgage Back Security 2017-2 A3 2.07% 10/20 | ** | 847 | ||
BANK AMER 5.65% 5/01/18 | Corporate Bond 5.65% 5/01/18 | ** | 751 |
(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 | |
BANK AMER FDG CRP 2.6% 1/15/19 | Corporate Bond 2.6% 1/15/19 | ** | 451 | ||
BANK AMERICA CORP 2.65% 4/1/19 | Corporate Bond 2.65% 4/1/19 | ** | 1,945 | ||
BANK OF AMER 2.625% 10/19/20 | Corporate Bond 2.625% 10/19/20 | ** | 1,308 | ||
BANK OF AMERICA 2.625% 4/19/21 | Corporate Bond 2.625% 4/19/21 | ** | 359 | ||
BOA 3.004% /VAR 12/20/23 144A | Corporate Bond 3.004%/VAR 12/20/23 144A | ** | 2,652 | ||
BACM 2016-UB10 A2 2.723% 06/49 | Mortgage Back Security 2.723% 06/49 | ** | 952 | ||
BANK NOVA SCOTIA 2.8% 07/21/21 | Corporate Bond 2.8% 07/21/21 | ** | 838 | ||
BNK OF NOVA SCOTIA 2.7% 3/7/22 | Corporate Bond 2.7% 3/7/22 | ** | 1,815 | ||
BANK T-M UFJ 2.35% 9/8/19 144A | Corporate Bond 2.35% 9/8/19 144A | ** | 766 | ||
BANK TOKYO-MSB 2.3% 03/20 144A | Corporate Bond 2.3% 03/20 144A | ** | 723 | ||
BARCLAYS PLC 2.75% 11/8/19 | Corporate Bond 2.75% 11/8/19 | ** | 1,844 | ||
BARCLAYS PLC 2.875% 06/20 | Corporate Bond 2.875% 06/20 | ** | 804 | ||
BARCLAYS PLC 3.25% 01/12/21 | Corporate Bond 3.25% 01/12/21 | ** | 814 | ||
BAXALTA INC 2.875% 06/23/20 | Corporate Bond 2.875% 06/23/20 | ** | 307 | ||
BECTON DICKINSO 2.675% 12/19 | Corporate Bond 2.675% 12/19 | ** | 206 | ||
BERKSHIRE HATH 2.2% 3/15/21 | Corporate Bond 2.2% 3/15/21 | ** | 738 | ||
BERKSHIRE HATH 2.75% 3/15/23 | Corporate Bond 2.75% 3/15/23 | ** | 720 | ||
BOSTON PT LTD MTN 5.875% 10/19 | Corporate Bond 5.875% 10/19 | ** | 453 | ||
BRITISH TELECOM PLC 2.35% 2/19 | Corporate Bond 2.35% 2/19 | ** | 1,101 | ||
COMM 14-UBS6 ASB 3.387% 12/47 | Mortgage Back Security 3.387% 12/47 | ** | 416 | ||
COMM 2015-CR22 A2 2.856% 03/48 | Mortgage Back Security 2.856% 03/48 | ** | 492 | ||
COMM 15-CR23 ASB 3.257% 05/48 | Mortgage Back Security 3.257% 05/48 | ** | 566 | ||
COMM 15-CR26 ASB 3.373% 10/48 | Mortgage Back Security 3.373% 10/48 | ** | 474 | ||
CSMC 16-NXSR A1 1.9708% 12/49 | Mortgage Back Security 1.9708% 12/49 | ** | 401 | ||
CSAIL 2017-CX9 A2 2.884% 09/50 | Mortgage Back Security 2.884% 09/50 | ** | 1,332 | ||
COMM 2012-LC4 A4 3.288% 12/44 | Mortgage Back Security 3.288% 12/44 | ** | 1,967 | ||
COMM 2010-C1 A3 4.205 7/46 | Mortgage Back Security 4.205% 7/46 | ** | 2,503 | ||
COMM 2012-CR3 ASB 2.372% 11/45 | Mortgage Back Security 2.372% 11/45 | ** | 1,007 | ||
COMM 2012-CR3 A3 2.822% 10/45 | Mortgage Back Security 2.822% 10/45 | ** | 896 | ||
COMM 2013-CR6 A4 3.101% 03/46 | Mortgage Back Security 3.101% 03/46 | ** | 1,032 | ||
COMM 2013-CR7 A4 3.213% 03/46 | Mortgage Back Security 3.213% 03/46 | ** | 1,435 | ||
COMM 2013-CR8 A5 3.612% 06/46 | Mortgage Back Security 3.612% 06/46 | ** | 645 | ||
COMM 2014-CR17 A2 3.012% 05/47 | Mortgage Back Security 3.012% 05/47 | ** | 1,205 | ||
COMM 2014-CR18 A2 2.924% 07/47 | Mortgage Back Security 2.924% 07/47 | ** | 927 | ||
CSAIL 2015-C2 ASB 3.2241% 06/57 | Mortgage Back Security 3.2241% 06/57 | ** | 480 | ||
CSAIL 2016-C7 A1 1.5786% 11/49 | Mortgage Back Security 1.5786% 11/49 | ** | 593 | ||
CVS HEALTH CORP 2.8% 07/20/20 | Corporate Bond 2.8% 07/20/20 | ** | 682 | ||
CANADIAN IMP BANK 2.55% 6/22 | Corporate Bond 2.55% 6/22 | ** | 1,298 | ||
CAN NATURAL RES 3.45% 11/15/21 | Corporate Bond 3.45% 11/15/21 | ** | 1,157 | ||
CPART 17-1A A3 2.05% 03/21 | Mortgage Back Security 2.05% 03/21 | ** | 1,000 | ||
CAPITAL ONE FIN 2.45% 04/24/19 | Corporate Bond 2.45% 04/24/19 | ** | 695 | ||
COMET 2015-A2 A2 2.08% 03/23 | Mortgage Back Security 2015-A2 A2 2.08% 03/23 | ** | 2,293 | ||
COMET 2015-A8 A8 2.05% 08/23 | Mortgage Back Security 2015/A8 A8 2.05% 08/23 | ** | 1,194 | ||
COMET 2016-A3 A3 1.34% 04/22 | Mortgage Back Security 2016-A3 A3 1.34% 04/22 | ** | 2,699 | ||
COMET 2016-A4 A4 1.33% 6/15/22 | Mortgage Back Security 2016-A4 A4 1.33% 6/15/22 | ** | 1,386 | ||
COMET 2017-A3 A3 | Mortgage Back Security 2017-A3 A3 2% 1/23 | ** | 1,758 | ||
COMET 2017-A4 A4 1.99% 07/23 | Mortgage Back Security 2017-A4 A4 1.99% 07/23 | ** | 1,715 | ||
CAPITAL ONE BK 2.25% 2/13/19 | Corporate Bond 2.25% 2/13/19 | ** | 1,634 | ||
CARMX 16-4 A3 1.4% 08/21 | Mortgage Back Security 1.4% 08/21 | ** | 1,499 | ||
CARMX 2014-4 A3 1.25% 11/19 | Mortgage Back Security 1.25% 11/19 | ** | 146 |
(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 2015-3 A3 1.63% 06/20 | Mortgage Back Security 1.63% 06/20 | ** | 477 | ||
CARMX 2015-1 A3 1.38% 11/19 | Mortgage Back Security 1.38% 11/19 | ** | 225 | ||
CARMX 2016-2 A3 1.52% 02/21 | Mortgage Back Security 1.52% 02/21 | ** | 743 | ||
CARMX 2017-4 A3 2.15% 10/22 | Mortgage Back Security 2.15% 10/22 | ** | 715 | ||
CARMX 2017-3 A3 1.97% 04/22 | Mortgage Back Security 1.97% 04/22 | ** | 679 | ||
CATERPILLAR FINL 2.1% 01/10/20 | Corporate Bond 2.1% 01/10/20 | ** | 1,247 | ||
CENTERPOINT ENE 2.50% 09/01/22 | Corporate Bond 2.50% 09/01/22 | ** | 381 | ||
CHAIT 2015-A2 A2 1.59% 02/20 | Mortgage Back Security 2015-A2 A2 1.59% 02/20 | ** | 5 | ||
CHAIT 2015-A4 A4 1.84% 04/22 | Mortgage Back Security 2015-A4 A4 1.84% 04/22 | ** | 1,798 | ||
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 | ** | 2,792 | ||
CHEVRON PHIL 2.45% 5/1/20 144A | Corporate Bond 2.45% 5/1/20 144A | ** | 677 | ||
CHEVRON CORP 2.193% 11/15/19 | Corporate Bond 2.193% 11/15/19 | ** | 65 | ||
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 | ** | 735 | ||
CGCMT 2016-P6 A1 1.884% 12/49 | Mortgage Back Security 2016-P6 A1 1.884% 12/49 | ** | 206 | ||
CITIGROUP INC 2.55% 04/08/19 | Corporate Bond 2.55% 04/08/19 | ** | 4,259 | ||
CITIGROUP INC 2.5% 7/29/19 | Corporate Bond 2.5% 7/29/19 | ** | 1,834 | ||
CITIGROUP INC 2.75% 4/25/2022 | Corporate Bond 2.75% 4/25/2022 | ** | 1,320 | ||
CITIGROUP 2.7% 10/27/2022 | Corporate Bond 2.7% 10/27/2022 | ** | 199 | ||
CCCIT 2014-A6 A6 2.15% 07/21 | Mortgage Back Security 2014-A6 A6 2.15% 07/21 | ** | 4,225 | ||
CCCIT 2016-A1 A1 0% 11/21 | Mortgage Back Security 2016-A1 A1 0% 11/21 | ** | 2,263 | ||
CCCIT 2017-A3 A3 1.92% 04/22 | Mortgage Back Security 2017-A3 A3 1.92% 04/22 | ** | 1,961 | ||
CCCIT 2017-A8 A8 1.86% 8/8/22 | Mortgage Back Security 2017-A8 A8 1.86% 8/8/22 | ** | 1,737 | ||
CCCIT 2017-A9 A9 1.8% 09/21 | Mortgage Back Security 2017-A9 A9 1.8% 09/21 | ** | 1,720 | ||
CGCMT 2012-GC8 A4 3.024% 9/45 | Mortgage Back Security 2012-GC8 A4 3.024% 9/45 | ** | 889 | ||
CGCMT 13-GC11 A4 3.093% 04/46 | Mortgage Back Security 13-GC11 A4 3.093% 04/46 | ** | 235 | ||
CGCMT 2017-P7 A2 3.199% 04/50 | Mortgage Back Security 2017-P7 A2 3.199% 04/50 | ** | 817 | ||
CITIZENS BK MTN 2.45% 12/04/19 | Corporate Bond 2.45% 12/04/19 | ** | 1,179 | ||
CITIZENS BANK NA 2.5% 03/14/19 | Corporate Bond 2.5% 03/14/19 | ** | 438 | ||
CITIZENS BANK NA 2.55% 5/13/21 | Corporate Bond 2.55% 5/13/21 | ** | 1,179 | ||
CITIZENS BANK NA 2.65% 5/26/22 | Corporate Bond 2.65% 5/26/22 | ** | 854 | ||
CITIZENS BK MTN 2.25% 10/30/20 | Corporate Bond 2.25% 10/30/20 | ** | 867 | ||
CITIZENS FINCL 2.375% 7/28/21 | Corporate Bond 2.375% 7/28/21 | ** | 127 | ||
COMCAST CORP 1.625% 01/15/22 | Corporate Bond 1.625% 01/15/22 | ** | 2,216 | ||
COMERICA INC 2.125% 05/23/19 | Corporate Bond 2.125% 05/23/19 | ** | 496 | ||
COMMONWEALTH NY 2.25% 03/13/19 | Corporate Bond 2.25% 03/13/19 | ** | 1,709 | ||
COMMONWEALTH BK NY 2.3% 9/6/19 | Corporate Bond 2.3% 9/6/19 | ** | 1,160 | ||
COMMWLTH BK ASTL NYB 2.3% 3/20 | Corporate Bond 2.3% 3/20 | ** | 715 | ||
COMPASS BANK 2.875% 6/29/22 | Corporate Bond 2.875% 06/29/22 | ** | 940 | ||
CONOCOPHILLIP CO 2.2% 05/15/20 | Corporate Bond 2.2% 05/15/20 | ** | 468 | ||
CONSOLIDATED EDISON 2% 3/15/20 | Corporate Bond 2% 3/15/20 | ** | 468 | ||
RABOBANK NY BRH 1.375% 8/9/19 | Corporate Bond 1.375% 8/9/19 | ** | 446 | ||
CREDIT SUISSE 3.125% 12/20 | Corporate Bond 3.125% 12/20 | ** | 254 | ||
CREDIT SUISSE GG 3.45% 4/16/21 | Corporate Bond 3.45% 4/16/21 | ** | 1,123 | ||
CREDIT SUISSE NY 2.3% 5/19 | Corporate Bond 2.3% 5/19 | ** | 1,645 | ||
CREDIT SUISSE NY 3% 10/29/21 | Corporate Bond 3% 10/29/21 | ** | 772 | ||
DBUBS 2011-LC2A A4 4.537% 7/44 | Mortgage Back Security 2011-LC2A A4 4.537% 7/44 | ** | 1,351 | ||
DAIMLER FIN NA 2.25% 9/19 144A | Corporate Bond 2.25% 9/19 144A | ** | 1,687 | ||
DAIMLER FIN 2.25% 3/20 144A | Corporate Bond 2.25% 3/20 144A | ** | 1,628 |
(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 | |
DAIMLER FIN 2.85% 1/6/22 144A | Corporate Bond 2.85% 1/6/22 144A | ** | 1,060 | ||
DAIMLER FIN 2.3% 2/12/21 144A | Corporate Bond 2.3% 2/12/21 144A | ** | 1,691 | ||
DANAHER CORP 2.4% 09/15/20 | Corporate Bond 2.4% 09/15/20 | ** | 258 | ||
DEUTSCHE BANK AG 2.5% 2/13/19 | Corporate Bond 2.5% 2/13/19 | ** | 2,523 | ||
DIAMOND 1 FI 3.48% 6/1/19 144A | Corporate Bond 3.48% 6/1/19 144A | ** | 1,533 | ||
DIGITAL REALTY 3.95% 07/01/22 | Corporate Bond 3.95% 07/01/22 | ** | 523 | ||
DIGITAL REALTY 2.75% 2/1/23 | Corporate Bond 2.75% 2/1/23 | ** | 637 | ||
DIGNITY HEALTH 2.637% 11/1/19 | Corporate Bond 2.637% 11/1/19 | ** | 201 | ||
DISCOVER BK 2% 02/21/18 | Corporate Bond 2% 02/21/18 | ** | 2,015 | ||
DISCOVER BKNT NEW 3.2% 8/9/21 | Corporate Bond 3.2% 8/9/21 | ** | 257 | ||
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 | ** | 735 | ||
DCENT 2012-A6 A6 1.67% 01/22 | Mortgage Back Security 2012-A6 A6 1.67% 01/22 | ** | 3,173 | ||
DCENT 2014-A4 A4 2.12% 12/21 | Mortgage Back Security 2014-A4 A4 2.12% 12/21 | ** | 1,596 | ||
DCENT 2015-A2 A 1.90% 10/22 | Mortgage Back Security 2015-A2 A 1.90% 10/22 | ** | 1,257 | ||
DCENT 2016-A3 A3 1.85% 10/23 | Mortgage Back Security 2016-A3 A3 1.85% 10/23 | ** | 1,203 | ||
DCENT 2016-A4 A4 1.39% 3/22 | Mortgage Back Security 2016-A4 A4 1.39% 3/22 | ** | 1,759 | ||
DCENT 2017-A6 A6 1.88% 2/15/23 | Mortgage Back Security 2017-A6 A6 1.88% 2/15/23 | ** | 1,285 | ||
DOMINION GAS HLDGS 2.5% 12/19 | Corporate Bond 2.5% 12/19 | ** | 261 | ||
DOMINION RESOURCE 2% 8/15/21 | Corporate Bond 2% 8/15/21 | ** | 249 | ||
DUKE ENERGY 1.8% 9/1/21 | Corporate Bond 1.8% 9/1/21 | ** | 392 | ||
DUKE ENERGY FL 1.196% 3/1/20 | Mortgage Back Security 1.196% 3/1/20 | ** | 219 | ||
ERP OPERATING LP 2.375% 7/19 | Corporate Bond 2.375% 7/19 | ** | 552 | ||
ERP OPERATING LP 3.375% 6/1/25 | Corporate Bond 3.375% 6/1/25 | ** | 757 | ||
EDISON INTRNL 2.95% 03/15/23 | Corporate Bond 2.95% 03/15/23 | ** | 278 | ||
EMERA US FI 2.15% 6/15/19 | Corporate Bond 2.15% 6/15/19 | ** | 190 | ||
ENTERPRISE PRD 2.55% 10/15/19 | Corporate Bond 2.55% 10/15/19 | ** | 158 | ||
ENTERPRISE PROD 2.85% 4/15/21 | Corporate Bond 2.85% 4/15/21 | ** | 587 | ||
CGCMT 2016-P4 A2 2.446% 07/49 | Mortgage Back Security 2.446% 07/49 | ** | 330 | ||
EVERSOURCE ENERGY 2.5% 3/15/21 | Corporate Bond 2.5% 3/15/21 | ** | 337 | ||
EVERSOURCE ENERGY 2.8% 3/15/22 | Corporate Bond 2.8% 3/15/22 | ** | 1,212 | ||
EXELON CORP 2.85% 6/15/20 | Corporate Bond 2.85% 6/15/20 | ** | 1,753 | ||
EXELON CORP VAR 06/01/2022 | Corporate Bond VAR 06/01/2022 | ** | 792 | ||
EXXON MOBIL CORP 2.726% 3/1/23 | Corporate Bond 2.726% 3/1/23 | ** | 1,129 | ||
FHLG 15YR 4.50% 8/18 #E98688 | Government Bond 4.50% 8/18 #E98688 | ** | 14 | ||
FHLG 15YR 4.50% 9/18 #E99205 | Government Bond 4.50% 9/18 #E99205 | ** | 7 | ||
FHLG 15YR 4.50% 10/18 #E99833 | Government Bond 4.50% 10/18 #E99833 | ** | 8 | ||
FHLM ARM 3.53% 4/40 #1B4657 | Government Bond 3.53% 4/40 #1B4657 | ** | 53 | ||
FHLM ARM 3.58% 4/40 #1B4702 | Government Bond 3.58% 4/40 #1B4702 | ** | 58 | ||
FHLG 15YR 5.00% 4/20 #G13598 | Government Bond 5.00% 4/20 #G13598 | ** | 30 | ||
FHLG 15YR 3.5% 08/30#G15273 | Government Bond 3.5% 08/30#G15273 | ** | 1,140 | ||
FHLG 25YR 5.50% 7/35 #G05815 | Government Bond 5.50% 7/35 #G05815 | ** | 83 | ||
FHLM ARM 4.941% 11/35 #1J1228 | Government Bond 4.941% 11/35 #1J1228 | ** | 39 | ||
FHLG 20YR 3.5% 06/32#C91456 | Government Bond 3.5% 06/32#C91456 | ** | 1,590 | ||
FHLM ARM 3.717% 05/41#1B8124 | Government Bond 3.717% 05/41#1B8124 | ** | 52 | ||
FHLM ARM 3.224% 4/41#1B8179 | Government Bond 3.224% 4/41#1B8179 | ** | 36 | ||
FHLM ARM 3.464% 5/1/41#1B8304 | Government Bond 3.464% 5/1/41#1B8304 | ** | 37 | ||
FHLM ARM 3.627% 6/1/41#1B8372 | Government Bond 3.627% 6/1/41#1B8372 | ** | 47 | ||
FHLM ARM 3.283 6/1/41 | Government Bond 3.283 6/1/41 | ** | 38 | ||
FHLM ARM 2.98% 8/41 #1B8533 | Government Bond 2.98% 8/41 #1B8533 | ** | 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 3.07% 9/41 #1B8608 | Government Bond 3.07% 9/41 #1B8608 | ** | 44 | ||
FHLM ARM 3.242% 9/1/41#1B8659 | Government Bond 3.242% 9/1/41#1B8659 | ** | 36 | ||
FHLG 5.50% 3/34 #G01665 | Government Bond 5.50% 3/34 #G01665 | ** | 121 | ||
FHLG 15YR 4.00% 9/25 #E02787 | Government Bond 4.00% 9/25 #E02787 | ** | 224 | ||
FHLG 15YR 4.00% 4/26 #E02867 | Government Bond 4.00% 4/26 #E02867 | ** | 121 | ||
FHLG 15YR 4.50% 11/18 #B10931 | Government Bond 4.50% 11/18 #B10931 | ** | 6 | ||
FHLB 0.875% 08/05/19 | Government Bond 0.875% 08/05/19 | ** | 1,160 | ||
FHLM ARM 4.199% 8/36 #848185 | Government Bond 4.199% 8/36 #848185 | ** | 79 | ||
FHLM AR 12M+187.9 10/42#849255 | Government Bond 12M+187.9 10/42#849255 | ** | 181 | ||
FHLG 15YR 3% 05/29#J29409 | Government Bond 3% 05/29#J29409 | ** | 2,537 | ||
FHLG 5.50% 5/34 #Z40042 | Government Bond 5.50% 5/34 #Z40042 | ** | 922 | ||
FNMA 1.5% 11/30/20 | Government Bond 1.5% 11/30/20 | ** | 6,017 | ||
FNMA 1% 02/26/19 | Government Bond 1% 02/26/19 | ** | 6,376 | ||
FNMA 0.875% 08/02/19 | Government Bond 0.875% 08/02/19 | ** | 4,402 | ||
FNMA 1.25% 08/17/21 | Government Bond 1.25% 08/17/21 | ** | 1,144 | ||
FNMA 1% 10/24/19 | Government Bond 1% 10/24/19 | ** | 8,581 | ||
FNR 2013-16 GP 3% 03/33 | Mortgage Back Security 2013-16 GP 3% 03/33 | ** | 816 | ||
FNR 2014-83 P 3% 06/43 | Mortgage Back Security 2014-83 P 3% 06/43 | ** | 1,245 | ||
FNR 2015-32 PA 3% 4/44 | Mortgage Back Security 2015-32 PA 3% 4/44 | ** | 1,004 | ||
FNR 2015-28 P 2.5% 5/45 | Mortgage Back Security 2015-28 P 2.5% 5/45 | ** | 2,562 | ||
FNR 2015-28 JE 3% 05/45 | Mortgage Back Security 2015-28 JE 3% 05/45 | ** | 1,804 | ||
FNR 2015-42 LE 3% 06/45 | Mortgage Back Security 2015-42 LE 3% 06/45 | ** | 1,657 | ||
FNR 2015-49 LE 3% 07/45 | Mortgage Back Security 2015-49 LE 3% 07/45 | ** | 1,162 | ||
FNR 2015-54 GA 2.5% 07/45 | Mortgage Back Security 2015-54 GA 2.5% 07/45 | ** | 1,415 | ||
FNR 2016-19 AH 3% 04/46 | Mortgage Back Security 2016-19 AH 3% 04/46 | ** | 1,221 | ||
FNR 2016-26 CG 3% 05/46 | Mortgage Back Security 2016-26 CG 3% 05/46 | ** | 3,104 | ||
FNR 2016-27 HK 3% 01/41 | Mortgage Back Security 2016-27 HK 3% 01/41 | ** | 1,600 | ||
FNR 2016-27 KG 3% 01/40 | Mortgage Back Security 2016-27 KG 3% 01/40 | ** | 806 | ||
FNR 2016-37 BK 3% 06/46 | Mortgage Back Security 2016-37 BK 3% 06/46 | ** | 3,307 | ||
FNR 2016-34 GH 3% 06/46 | Mortgage Back Security 2016-34 GH 3% 06/46 | ** | 3,152 | ||
FNR 2016-105 PA 3.5% 4/45 | Mortgage Back Security 2016-105 PA 3.5% 4/45 | ** | 1,984 | ||
FNR 2016-100 P 3.5% 11/44 | Mortgage Back Security 2016-100 P 3.5% 11/44 | ** | 3,064 | ||
FNR 2017-11 HA 3.5% 12/45 | Mortgage Back Security 2017-11 HA 3.5% 12/45 | ** | 3,111 | ||
FNR 2017-20 AP 3.5% 03/45 | Mortgage Back Security 2017-20 AP 3.5% 03/45 | ** | 3,410 | ||
FNR 2017-74 PA 3.5% 11/45 | Mortgage Back Security 2017-74 PA 3.5% 11/45 | ** | 2,843 | ||
FNR 2017-97 P 3% 01/47 | Mortgage Back Security 2017-97 P 3% 01/47 | ** | 2,052 | ||
FHR 4046 LA 3% 11/2026 | Mortgage Back Security 4046 LA 3% 11/2026 | ** | 568 | ||
FHR 2015-4472 WL 3% 05/45 | Mortgage Back Security 2015-4472 WL 3% 05/45 | ** | 1,028 | ||
FHR 4656 PA 3.5% 10/45 | Mortgage Back Security 4656 PA 3.5% 10/45 | ** | 2,063 | ||
FHR 4683 EA 2.5% 05/47 | Mortgage Back Security 4683 EA 2.5% 05/47 | ** | 2,808 | ||
FHR SER 4221 CLS GA 1.4% 7/23 | Mortgage Back Security SER 4221 CLS GA 1.4% 7/23 | ** | 796 | ||
FHLMC 1.125% 08/12/21 | Government Bond 1.125% 08/12/21 | ** | 1,425 | ||
* | Fidelity Short Term Cash Fund | Fid Inst Cash Port: MM Fund Class 1 SHS F/N/A | ** | 7,891 | |
FNMA 5.50% 11/34 #310105 | Government Bond 5.50% 11/34 #310105 | ** | 672 | ||
FNMA ARM 3.228% 7/41#AI3469 | Government Bond ARM 3.228% 7/41#AI3469 | ** | 49 | ||
FNMA ARM 3.01% 8/41 #AI4358 | Government Bond ARM 3.01% 8/41 #AI4358 | ** | 15 | ||
FNMA ARM 3.545% 07/41#AI6050 | Government Bond ARM 3.545% 07/41#AI6050 | ** | 63 | ||
FNMA ARM 3.365% 10/41#AI6819 | Government Bond ARM 3.365% 10/41#AI6819 | ** | 31 | ||
FNMA 15YR 3.5% 07/26#AI7819 | Government Bond 15YR 3.5% 07/26#AI7819 | ** | 85 | ||
FNMA ARM 3.37% 9/41 #AI8935 | Government Bond ARM 3.37% 9/41 #AI8935 | ** | 56 |
(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 ARM 09/41#AI9813 | Government Bond ARM 09/41#AI9813 | ** | 39 | ||
FNMA ARM 10/41#AJ3399 | Government Bond ARM 10/41#AJ3399 | ** | 19 | ||
FNMA ARM 2.74% 8/41 #AH5259 | Government Bond ARM 2.74% 8/41 #AH5259 | ** | 80 | ||
FNMA 15YR 3.50% 1/26 #AL1168 | Government Bond 15YR 3.50% 1/26 #AL1168 | ** | 192 | ||
FNMA 15YR 3.50% 3/27 #AL1746 | Government Bond 15YR 3.50% 3/27 #AL1746 | ** | 843 | ||
FNMA 20YR 2.5% 01/33 #AL2974 | Government Bond 20YR 2.5% 01/33 #AL2974 | ** | 527 | ||
FNMA 20YR 2.5% 01/33 #AL2975 | Government Bond 20YR 2.5% 01/33 #AL2975 | ** | 600 | ||
FNMA 20YR 2.5% 01/33 #AL2976 | Government Bond 20YR 2.5% 01/33 #AL2976 | ** | 353 | ||
FNMA 20YR 2.5% 01/33 #AL2982 | Government Bond 20YR 2.5% 01/33 #AL2982 | ** | 426 | ||
FNMA 15YR 3.5% 10/29#AL5851 | Government Bond 15YR 3.5% 10/29#AL5851 | ** | 355 | ||
FNMA 15YR 3.5% 09/29#AL5878 | Government Bond 15YR 3.5% 09/29#AL5878 | ** | 881 | ||
FNMA 15YR 4.5% 11/25#AL8242 | Government Bond 15YR 4.5% 11/25#AL8242 | ** | 730 | ||
FNMA 15YR 3% 09/31#AL8853 | Government Bond 15YR 3% 09/31#AL8853 | ** | 4,004 | ||
FNMA ARM 06/42#AO2244 | Government Bond ARM 06/42#AO2244 | ** | 69 | ||
FNMA 15YR 3.5% 01/27 #AX1909 | Government Bond 15YR 3.5% 01/27 #AX1909 | ** | 387 | ||
FNMA 6.50% 7/32 #545759 | Government Bond 6.50% 7/32 #545759 | ** | 38 | ||
FNMA 6.50% 7/32 #545762 | Government Bond 6.50% 7/32 #545762 | ** | 9 | ||
FHR 3415 PC 5% 12/37 | Mortgage Back Security 3415 PC 5% 12/37 | ** | 84 | ||
FNR 2011-26 PA 4.5% 04/41 | Mortgage Back Security 2011-26 PA 4.5% 04/41 | ** | 975 | ||
FNMA ARM 4.68% 11/34 #735011 | Government Bond 4.68% 11/34 #735011 | ** | 47 | ||
FNMA 6.50% 12/32 #735415 | Government Bond 6.50% 12/32 #735415 | ** | 14 | ||
FNMA 6.50% 7/35 #745092 | Government Bond 6.50% 7/35 #745092 | ** | 16 | ||
FNMA ARM 4.53% 12/34 #802852 | Government Bond 4.53% 12/34 #802852 | ** | 42 | ||
FNMA ARM 4.198% 11/34 #841068 | Government Bond 4.198% 11/34 #841068 | ** | 302 | ||
FNMA 6.50% 8/36 #888034 | Government Bond 6.50% 8/36 #888034 | ** | 25 | ||
FNMA 6.50% 8/36 #888544 | Government Bond 6.50% 8/36 #888544 | ** | 113 | ||
FNMA ARM 4.21% 5/35 #889946 | Government Bond 4.21% 5/35 #889946 | ** | 81 | ||
FNMA ARM 4.30% 2/35 #995017 | Government Bond 4.30% 2/35 #995017 | ** | 93 | ||
FNMA ARM 7/35 #995414 | Government Bond 7/35 #995414 | ** | 95 | ||
FNMA ARM 4.55% 10/35 #995415 | Government Bond 4.55% 10/35 #995415 | ** | 235 | ||
FNMA ARM 11/36 #995606 | Government Bond 11/36 #995606 | ** | 80 | ||
FNMA ARM 2.61% 4/35 #995609 | Government Bond 2.61% 4/35 #995609 | ** | 35 | ||
FNMA ARM 3.20% 1/40 #AC0599 | Government Bond 3.20% 1/40 #AC0599 | ** | 88 | ||
FNMA 10YR 2% 08/23#MA1535 | Government Bond 10YR 2% 08/23#MA1535 | ** | 1,150 | ||
FNMA ARM 12/33#AD0066 | Government Bond 12/33#AD0066 | ** | 141 | ||
FNMA 6.50% 12/35 #AD0723 | Government Bond 6.50% 12/35 #AD0723 | ** | 140 | ||
FNMA ARM 3.47% 3/40 #AD0820 | Government Bond 3.47% 3/40 #AD0820 | ** | 65 | ||
FNMA ARM 3.60% 3/40 #AD1555 | Government Bond 3.60% 3/40 #AD1555 | ** | 73 | ||
FNMA 6.50% 8/36 #AE0746 | Government Bond 6.50% 8/36 #AE0746 | ** | 94 | ||
FNMA ARM 11/40#AE6806 | Government Bond 11/40#AE6806 | ** | 17 | ||
FIFTH THIRD BAN 2.375% 4/25/19 | Corporate Bond 2.375% 4/25/19 | ** | 856 | ||
FIFTH THIRD BAN 2.875% 10/1/21 | Corporate Bond 2.875% 10/1/21 | ** | 773 | ||
FIFTH THIRD BK 2.3% 3/19 | Corporate Bond 2.3% 3/19 | ** | 715 | ||
FIFTH THIRD BNK 1.625% 9/27/19 | Corporate Bond 1.625% 9/27/19 | ** | 1,757 | ||
FITAT 2017-1 A3 1.8% 02/22 | Mortgage Back Security 2017-1 A3 1.8% 02/22 | ** | 1,051 | ||
FORDF 2016-1 A1 1.76% 02/21 | Mortgage Back Security 2016-1 A1 1.76% 02/21 | ** | 708 | ||
FORDF 2016-3 A1 1.55% 07/21 | Mortgage Back Security 2016-3 A1 1.55% 07/21 | ** | 2,934 | ||
FORDF 2017-1 A1 2.07% 05/15/22 | Mortgage Back Security 2017-1 A1 2.07% 05/15/22 | ** | 1,030 | ||
FORDF 2017-2 A1 2.37% 09/22 | Mortgage Back Security 2017-2 A1 2.37% 09/22 | ** | 1,720 |
(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 | |
FORDR 2014-2 A 2.31% 04/26 | Mortgage Back Security 2014-2 A 2.31% 04/26 | ** | 968 | ||
FORDO 2015-A A3 1.28% 09/19 | Mortgage Back Security 2015-A A3 1.28% 09/19 | ** | 90 | ||
FORDR 2015-1 A 2.12% 07/26 | Mortgage Back Security 2015-1 A 2.12% 07/26 | ** | 2,255 | ||
FORD CRD 16-1 A 2.31% 08/27 | Mortgage Back Security 16-1 A 2.31% 08/27 | ** | 2,081 | ||
FORDO 2015-B A3 1.16% 11/19 | Mortgage Back Security 2015-B A3 1.16% 11/19 | ** | 208 | ||
FORDO 2015-C A3 1.41% 02/20 | Mortgage Back Security 2015-C A3 1.41% 02/20 | ** | 578 | ||
FORDO 2016-C A3 1.22% 03/21 | Mortgage Back Security 2016-C A3 1.22% 03/21 | ** | 1,764 | ||
FORDO 2017-A A3 1.67% 6/21 | Mortgage Back Security 2017-A A3 1.67% 6/21 | ** | 1,589 | ||
FORDO 2017-1 A 2.62% 8/28 | Mortgage Back Security 2017-1 A 2.62% 8/28 | ** | 905 | ||
FORDO 2016-A A3 2.01% 07/20 | Mortgage Back Security 2016-A A3 2.01% 07/20 | ** | 1,196 | ||
FORDO 16-B A3 1.33% 10/20 | Mortgage Back Security 16-B A3 1.33% 10/20 | ** | 1,051 | ||
FORD MTR CR 2.875% 10/01/18 | Corporate Bond 2.875% 10/01/18 | ** | 1,783 | ||
FORD MTR CR CO 2.681% 01/09/20 | Corporate Bond 2.681% 01/09/20 | ** | 914 | ||
FORD MTR CR LLC 3.339% 3/28/22 | Corporate Bond 3.339% 3/28/22 | ** | 767 | ||
FORTIVE CORP 1.8% 06/15/19 | Corporate Bond 1.8% 06/15/19 | ** | 312 | ||
FORTIVE CORP 2.35% 06/15/21 | Corporate Bond 2.35% 06/15/21 | ** | 531 | ||
GFORT 2015-1 A1 1.65% 05/20 | Mortgage Back Security 2015-1 A1 1.65% 05/20 | ** | 1,410 | ||
GFORT 16-1 A1 1.86% 05/21 | Mortgage Back Security 16-1 A1 1.86% 05/21 | ** | 1,118 | ||
GFORT 17-1 A1 2.22% 1/22 144A | Mortgage Back Security 17-1 A1 2.22% 1/22 144A | ** | 1,352 | ||
GSMS 2012-GC6 A3 3.482% 01/45 | Mortgage Back Security 2012-GC6 A3 3.482% 01/45 | ** | 928 | ||
GSMS 2013-GC10 A4 2.681% 02/46 | Mortgage Back Security 2013-GC10 A4 2.681% 02/46 | ** | 368 | ||
GSMS 2013-GC10 A5 2.943% 02/46 | Mortgage Back Security 2013-GC10 A5 2.943% 02/46 | ** | 1,800 | ||
GSMS 2012-GCJ7 A4 3.377% 05/45 | Mortgage Back Security 2012-GCJ7 A4 3.377% 05/45 | ** | 1,141 | ||
GSMS 2012-GCJ9 A3 2.773% 11/45 | Mortgage Back Security 2012-GCJ9 A3 2.773% 11/45 | ** | 1,418 | ||
GSMS 2015-GC32 A2 3.062% 7/48 | Mortgage Back Security 2015-GC32 A2 3.062% 7/48 | ** | 1,136 | ||
GSMS 15-GC32 AAB 3.513% 7/48 | Mortgage Back Security 15-GC32 AAB 3.513% 7/48 | ** | 604 | ||
GSMS 2015-GC28 AAB 3.206% 2/48 | Mortgage Back Security 2015-GC28 AAB 3.206% 2/48 | ** | 628 | ||
GSMS 2016-GS4 A1 1.532% 11/49 | Mortgage Back Security 2016-GS4 A1 1.532% 11/49 | ** | 193 | ||
GSMS 14-GC18 AAB 3.648% 01/47 | Mortgage Back Security 14-GC18 AAB 3.648% 01/47 | ** | 257 | ||
GSMS 14-GC20 AAB 3.655% 04/47 | Mortgage Back Security 14-GC20 AAB 3.655% 04/47 | ** | 295 | ||
GENERAL ELEC CO 3.375% 3/11/24 | Corporate Bond 3.375% 3/11/24 | ** | 1,553 | ||
GENERAL MTRS FIN 2.65% 4/13/20 | Corporate Bond 2.65% 4/13/20 | ** | 1,247 | ||
GSINC 5.25% 7/27/21 | Corporate Bond 5.25% 7/27/21 | ** | 725 | ||
GOLDMAN SACHS GRP 2.75 9/15/20 | Corporate Bond 2.75 9/15/20 | ** | 1,242 | ||
GOLDMAN SACHS 2.625% 04/25/21 | Corporate Bond 2.625% 04/25/21 | ** | 1,309 | ||
GOLDMAN SACHS GRP 2.625% 1/19 | Corporate Bond 2.625% 1/19 | ** | 3,020 | ||
HSBC HOLDINGS 2.95% 5/25/21 | Corporate Bond 2.95% 5/25/21 | ** | 1,515 | ||
HSBC USA INC 2.25% 06/23/19 | Corporate Bond 2.25% 06/23/19 | ** | 830 | ||
HEALTH CARE REI 4% 06/01/25 | Corporate Bond 4% 06/01/25 | ** | 1,130 | ||
HEWLETT PACKAR STEP 10/05/18 | Corporate Bond 10/05/18 | ** | 1,791 | ||
HAROT 2015-2 A3 1.04% 02/19 | Mortgage Back Security 2015-2 A3 1.04% 02/19 | ** | 154 | ||
HAROT 2015-3 A3 1.27% 04/19 | Mortgage Back Security 2015-3 A3 1.27% 04/19 | ** | 158 | ||
HAROT 2016-2 A3 1.39% 4/20 | Mortgage Back Security 2016-2 A3 1.39% 4/20 | ** | 606 | ||
HAROT 2016-4 A3 1.21% 12/20 | Mortgage Back Security 2016-4 A3 1.21% 12/20 | ** | 1,766 | ||
HAROT 2017-1 A3 1.72% 07/21 | Mortgage Back Security 2017-1 A3 1.72% 07/21 | ** | 1,552 | ||
HUNT AUTO 16-1 A3 1.57% 11/20 | Mortgage Back Security 1.57% 11/20 | ** | 906 | ||
HUNTINGTN BCSHRS 2.3% 1/14/22 | Corporate Bond 2.3% 1/14/22 | ** | 1,074 | ||
HUNTINGTON NATL BK 2.2% 4/1/19 | Corporate Bond 2.2% 4/1/19 | ** | 854 | ||
HART 2015-B A3 1.12% 11/19 | Mortgage Back Security 1.12% 11/19 | ** | 508 | ||
HYUNDAI AMR 1.75% 9/27/19 144A | Corporate Bond 1.75% 9/27/19 144A | ** | 1,734 |
(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 | |
HART 2016-B A3 1.29% 4/21 | Mortgage Back Security 2016-B A3 1.29% 4/21 | ** | 1,928 | ||
HART 2015-C A3 1.46% 02/20 | Mortgage Back Security 2015-C A3 1.46% 02/20 | ** | 768 | ||
HFMOT 2016-1A A2 1.81% 03/21 | Mortgage Back Security 2016-1A A2 1.81% 03/21 | ** | 783 | ||
HYUNDAI CAP 2.875% 8/9/18 144A | Corporate Bond 2.875% 8/9/18 144A | ** | 580 | ||
HYUNDAI CAP AME 2.55 2/19 144A | Corporate Bond 2.55 2/19 144A | ** | 807 | ||
HART 2016-A A3 1.56% 09/20 | Mortgage Back Security 2016-A A3 1.56% 09/20 | ** | 493 | ||
INGERSOLL-RND LX 2.625% 5/1/20 | Corporate Bond 2.625% 5/1/20 | ** | 206 | ||
INTERCONT EXCH 2.5% 10/15/18 | Corporate Bond 2.5% 10/15/18 | ** | 617 | ||
INTERCONT EXCH 2.75% 12/01/20 | Corporate Bond 2.75% 12/01/20 | ** | 781 | ||
ITC HLDGS CORP 2.7% 11/22 144A | Corporate Bond 2.7% 11/22 144A | ** | 1,080 | ||
JPMCC 2015-JP1 A2 3.1438% 1/49 | Mortgage Back Security 2015-JP1 A2 3.1438% 1/49 | ** | 805 | ||
JP MORGAN CHASE 2.295% 8/15/21 | Corporate Bond 2.295% 8/15/21 | ** | 400 | ||
JPMC CO 2.35% 01/28/19 | Corporate Bond 2.35% 01/28/19 | ** | 408 | ||
JPMORGAN CHASE & CO 2.75% 6/20 | Corporate Bond 2.75% 6/20 | ** | 3,230 | ||
JP MORGAN CHASE | Synthetic GIC - 2.069% (fair value to contract value) | ** | 37 | ||
JPMC CO 2.55% 10/29/20 | Corporate Bond 2.55% 10/29/20 | ** | 1,068 | ||
JPMORGAN CHASE 2.55% 3/1/21 | Corporate Bond 2.55% 3/1/21 | ** | 1,080 | ||
JPMCC 2012-C6 A3 3.5074%% 5/45 | Mortgage Back Security 2012-C6 A3 3.5074% 5/45 | ** | 650 | ||
JPMCC 2011-C3 A3 4.3877% 02/46 | Mortgage Back Security 2011-C3 A3 4.3877% 02/46 | ** | 274 | ||
JPMCC 13-C10 A5 3.1425% 12/47 | Mortgage Back Security 13-C10 A5 3.1425% 12/47 | ** | 1,563 | ||
JPMCC 14-C22 ASB 3.5036% 09/47 | Mortgage Back Security 14-C22 ASB 3.5036% 09/47 | ** | 753 | ||
JPMBB 15-C29 A2 2.8596% 05/48 | Mortgage Back Security 15-C29 A2 2.8596% 05/48 | ** | 741 | ||
JPMCC 16-JP4 A2 2.9343% 12/49 | Mortgage Back Security 16-JP4 A2 2.9343% 12/49 | ** | 1,087 | ||
JAPAN BANK INTL 1.5% 7/21/21 | Corporate Bond 1.5% 7/21/21 | ** | 1,273 | ||
JERSEY CENT PWR< 7.35% 2/19 | Corporate Bond 7.35% 2/19 | ** | 70 | ||
JPMC CO 2.2% 10/22/19 | Corporate Bond 2.2% 10/22/19 | ** | 1,973 | ||
KEY BANK NA 2.5% 12/15/19 | Corporate Bond 2.5% 12/15/19 | ** | 590 | ||
KEYBANK NATL 2.25% 03/16/20 | Corporate Bond 2.25% 03/16/20 | ** | 387 | ||
KEY BANK NA 2.35% 3/8/19 | Corporate Bond 2.35% 3/8/19 | ** | 1,514 | ||
KINDER MORGAN EN 2.65 2/1/19 | Corporate Bond 2.65% 2/1/19 | ** | 414 | ||
KINDER MORGAN IC 3.05% 12/1/19 | Corporate Bond 3.05% 12/1/19 | ** | 554 | ||
MUFG AMERICAS HLD 2.25% 02/20 | Corporate Bond 2.25% 02/20 | ** | 699 | ||
MARSHMCLEN 2.55% 10/15/18 | Corporate Bond 2.55% 10/15/18 | ** | 214 | ||
MARSH & MCLENNAN 2.35% 9/10/19 | Corporate Bond 2.35% 9/10/19 | ** | 480 | ||
MARSH & MCLENN 2.35% 03/06/20 | Corporate Bond 2.35% 03/06/20 | ** | 725 | ||
MARSH & MCLENNAN 2.75% 01/30/22 | Corporate Bond 2.75% 01/30/22 | ** | 791 | ||
MASSMUTUAL GLB 2.35% 4/19 144A | Corporate Bond 2.35% 4/19 144A | ** | 1,269 | ||
MASSMUTUAL 2.45% 11/23/20 144A | Corporate Bond 2.45% 11/23/20 144A | ** | 713 | ||
MCDONALDS CORP MTN 3.625% 5/21 | Corporate Bond 3.625% 5/21 | ** | 411 | ||
MCDONALDS MTN 2.625% 1/15/22 | Corporate Bond 2.625% 1/15/22 | ** | 913 | ||
MCDONALDS CORP 2.75% 12/20 | Corporate Bond 2.75% 12/20 | ** | 140 | ||
MCKESSON CO 2.284% 03/15/2019 | Corporate Bond 2.284% 03/15/2019 | ** | 1,178 | ||
MEDTRONIC INC 2.5% 3/15/20 | Corporate Bond 2.5% 3/15/20 | ** | 1,589 | ||
MBART 2016-1 A3 1.26% 02/21 | Mortgage Back Security 2016-1 A3 1.26% 02/21 | ** | 1,683 | ||
MET LIFE GLB 2.3% 4/10/19 144A | Corporate Bond 2.3% 4/10/19 144A | ** | 2,124 | ||
MET LFE GLB 1.55% 9/13/19 144A | Corporate Bond 1.55% 9/13/19 144A | ** | 1,291 | ||
MET LIFE GLOB 2.65% 4/22 144A | Corporate Bond 2.65% 4/22 144A | ** | 1,328 | ||
MITSUBISHI 2.45% 10/16/19 144A | Corporate Bond 2.45% 10/16/19 144A | ** | 765 | ||
MITSUBISHI UFJ FI 2.95% 3/1/21 | Corporate Bond 2.95% 3/1/21 | ** | 2,878 | ||
MITSUBISH UFJ 2.19% 9/13/21 | Corporate Bond 2.19% 9/13/21 | ** | 1,680 |
(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 | |
MITSUBISHI UFJ FIN 2.998% 2/22 | Corporate Bond 2.998% 2/22 | ** | 915 | ||
MIZUHO FINL 2.273% 9/13/21 | Corporate Bond 2.273% 9/13/21 | ** | 882 | ||
MIZUHO BK LTD 2.45 4/19 144A | Corporate Bond 2.45 4/19 144A | ** | 1,520 | ||
MOODYS CORP 2.75% 12/15/21 | Corporate Bond 2.75% 12/15/21 | ** | 224 | ||
MSBAM 15-C22 ASB 3.04% 4/15/48 | Mortgage Back Security 15-C22 ASB 3.04% 4/15/48 | ** | 414 | ||
MSBAM 2014-C14 A2 2.916% 2/47 | Mortgage Back Security 2014-C14 A2 2.916% 2/47 | ** | 1,240 | ||
MSBAM 2013-C7 A4 2.918% 2/46 | Mortgage Back Security 2013-C7 A4 2.918% 2/46 | ** | 1,283 | ||
MSBAM 2016-C32 A1 1.819% 12/49 | Mortgage Back Security 2016-C32 A1 1.819% 12/49 | ** | 603 | ||
MORGAN STANLEY 2.75% 05/19/22 | Corporate Bond 2.75% 05/19/22 | ** | 780 | ||
MSC 2011-C2 A4 4.661% 06/44 | Mortgage Back Security 2011-C2 A4 4.661% 06/44 | ** | 1,170 | ||
MORGAN STANLEY 2.5% 01/24/19 | Corporate Bond 2.5% 01/24/19 | ** | 2,544 | ||
MORGAN STANLEY 2.375% 7/23/19 | Corporate Bond 2.375% 7/23/19 | ** | 1,487 | ||
MORGAN STANLEY 2.5% 04/21/21 | Corporate Bond 2.5% 04/21/21 | ** | 1,075 | ||
MORGAN STANLE MTN 5.5% 1/26/20 | Corporate Bond 5.5% 1/26/20 | ** | 1,820 | ||
MORGAN STANLEY 2.65% 01/27/20 | Corporate Bond 2.65% 01/27/20 | ** | 1,092 | ||
MSBAM 2012-C6 A4 2.858% 11/45 | Mortgage Back Security 2012-C6 A4 2.858% 11/45 | ** | 2,005 | ||
MSBAM 2013-C8 A4 3.134% 12/48 | Mortgage Back Security 2013-C8 A4 3.134% 12/48 | ** | 1,467 | ||
MSBAM 2013-C11 A4 CSTR 8/46 | Mortgage Back Security 2013-C11 A4 CSTR 8/46 | ** | 494 | ||
MSBAM 13-C13 ASB 3.557% 11/46 | Mortgage Back Security 13-C13 ASB 3.557% 11/46 | ** | 1,191 | ||
MSBAM 2014-C16 ASB 3.477% 6/47 | Mortgage Back Security 2014-C16 ASB 3.477% 6/47 | ** | 982 | ||
MSBAM 2014-C17 ASB 3.477% 8/47 | Mortgage Back Security 2014-C17 ASB 3.477% 8/47 | ** | 1,256 | ||
MSBAM 2015-C21 ASB 3.15% 03/48 | Mortgage Back Security 2015-C21 ASB 3.15% 03/48 | ** | 250 | ||
MSBAM 2016-C31 A1 1.555% 11/21 | Mortgage Back Security 2016-C31 A1 1.555% 11/21 | ** | 398 | ||
NAT-RURAL 2.3% 11/01/20 | Corporate Bond 2.3% 11/01/20 | ** | 80 | ||
NYLIFE GLBL 1.7% 9/14/21 144A | Corporate Bond 1.7% 9/14/21 144A | ** | 2,196 | ||
NY LFE GLB 2.3% 6/10/22 144A | Corporate Bond 2.3% 6/10/22 144A | ** | 1,306 | ||
NYC TFA (PIT) 2.05% 08/01/23 | Municipal Bond 2.05% 08/01/23 | ** | 454 | ||
NYC TFA (PIT) 2.85% 02/01/24 | Municipal Bond 2.85% 02/01/24 | ** | 436 | ||
NYS UDC 2.67% 03/15/23 | Municipal Bond 2.67% 03/15/23 | ** | 1,090 | ||
NYS UDC 2.7% 03/15/23 | Municipal Bond 2.7% 03/15/23 | ** | 1,847 | ||
NEXTERA ENERGY 1.649% 9/1/18 | Corporate Bond 1.649% 9/1/18 | ** | 270 | ||
NMOTR 2016-A A2 1.54% 06/21 | Mortgage Back Security 2016-A A2 1.54% 06/21 | ** | 748 | ||
NAROT 2017-A A3 1.74% 08/21 | Mortgage Back Security 2017-A A3 1.74% 8/21 | ** | 1,758 | ||
NAROT 2015-A A3 1.05% 10/19 | Mortgage Back Security 2015-A A3 1.05% 10/19 | ** | 245 | ||
NAROT 2016-B A3 1.32% 01/15/21 | Mortgage Back Security 2016-B A3 1.32% 01/15/21 | ** | 841 | ||
NAROT 2016-C A3 1.18% 01/21 | Mortgage Back Security 2016-C A3 1.18% 01/21 | ** | 1,262 | ||
NATIONWIDE LIFE INSURANCE CO | Synthetic GIC - 2.069% (fair value to contract value) | ** | 21 | ||
NORDEA BK AB 2.375% 4/4/19 144 | Corporate Bond 2.375% 4/4/19 144 | ** | 847 | ||
NORTHERN STES PWR 2.2% 8/15/20 | Corporate Bond 2.2% 8/15/20 | ** | 312 | ||
NEF 2005-1 A5 4.74% 10/45 | Mortgage Back Security 2005-1 A5 4.74% 10/45 | ** | 162 | ||
ONTARIO PROVINCE 1.25% 06/19 | Corporate Bond 1.25% 06/19 | ** | 1,275 | ||
ONTARIO PROVINCE CDA 2.4% 02/22 | Corporate Bond 2.4% 02/22 | ** | 1,811 | ||
ONTARIO PROV 4% 10/7/19 | Corporate Bond 4% 10/7/19 | ** | 3,122 | ||
ORACLE CORP 1.9% 09/15/21 | Corporate Bond 1.9% 09/15/21 | ** | 1,217 | ||
PG&E CORP 2.4% 03/01/19 | Corporate Bond 2.4% 03/01/19 | ** | 126 | ||
PNC BK PITT MTN 2.2% 01/28/19 | Corporate Bond 2.2% 01/28/19 | ** | 1,666 | ||
PNC BANK NA 2.4% 10/18/19 | Corporate Bond 2.4% 10/18/19 | ** | 1,187 | ||
PNC BNK PITTSBURGH 1.45% 7/19 | Corporate Bond 1.45% 7/19 | ** | 313 | ||
PACIFICORP 5.65 7/15/18 | Corporate Bond 5.65% 7/15/18 | ** | 209 | ||
PHILIP MORS INT 1.875% 1/15/19 | Corporate Bond 1.875% 1/15/19 | ** | 868 |
(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 | |
PHILIP MORRIS INTL 1.875% 2/21 | Corporate Bond 1.875% 2/21 | ** | 2,495 | ||
PRICOA GLBL 2.45% 09/21/22 144A | Corporate Bond 2.45% 09/21/22 144A | ** | 1,276 | ||
PROTECTIVE LF 2.161% 9/20 144A | Corporate Bond 2.161% 9/20 144A | ** | 1,293 | ||
PRUDENTIAL INSURANCE COMPANY | Synthetic GIC - 2.0690% (fair value to contract value) | ** | 39 | ||
PRUDENTIAL MTN 7.375% 6/15/19 | Corporate Bond 7.375% 6/15/19 | ** | 232 | ||
PUBLIC SVC ENT 1.6% 11/15/19 | Corporate Bond 1.6% 11/15/19 | ** | 843 | ||
PUBLIC SVC ENT 2% 11/15/21 | Corporate Bond 2% 11/15/21 | ** | 610 | ||
PUBLIC SERVICE ELE 2.65% 11/22 | Corporate Bond 2.65% 11/22 | ** | 1,181 | ||
QUEBEC PROVINCE 2.375% 1/31/22 | Corporate Bond 2.375% 1/31/22 | ** | 2,270 | ||
REGIONS FINL CORP 3.2% 2/8/21 | Corporate Bond 3.2% 2/8/21 | ** | 1,082 | ||
REGIONS FIN CORP 2.75% 8/22 | Corporate Bond 2.75% 8/22 | ** | 1,337 | ||
REYNOLDS AMERICAN 3.25% 6/20 | Corporate Bond 3.25% 6/20 | ** | 1,043 | ||
REYNOLDS AMERICAN 4% 6/12/22 | Corporate Bond 4% 6/12/22 | ** | 524 | ||
ROPER INDUSTRIES 2.05% 10/1/18 | Corporate Bond 2.05% 10/1/18 | ** | 1,507 | ||
ROPER TECHNOLOGIES 3% 12/15/20 | Corporate Bond 3% 12/15/20 | ** | 709 | ||
ROYAL BNK CANADA 4.65% 1/27/26 | Corporate Bond 4.65% 1/27/26 | ** | 895 | ||
ROYAL BK OF CDA 2.15% 03/15/19 | Corporate Bond 2.15% 03/15/19 | ** | 865 | ||
ROYAL BK CAN GL 2.35% 10/30/20 | Corporate Bond 2.35% 10/30/20 | ** | 1,064 | ||
ROYAL BANK OF CANA 2.15% 10/20 | Corporate Bond 2.15% 10/20 | ** | 698 | ||
SRT 2017-A A3 2.58% 01/21 | Mortgage Back Security 2.58% 01/21 | ** | 1,686 | ||
SSTRT 17-2A A3 2.04% 4/21 144A | Mortgage Back Security 2.04% 4/21 144A | ** | 1,021 | ||
SSTRT 2016-1A A3 1.524% 03/20 | Mortgage Back Security 2016-1A A3 1.524% 03/20 | ** | 983 | ||
SSTRT 17-1A A3 1.89% 8/20 | Mortgage Back Security 17-1A A3 1.89% 8/20 | ** | 1,574 | ||
SEMPRA ENERGY 2.4% 3/15/20 | Corporate Bond 2.4% 3/15/20 | ** | 931 | ||
SEMPRA ENERGY 2.85% 11/15/20 | Corporate Bond 2.85% 11/15/20 | ** | 566 | ||
SHELL INTL FIN BV 2.125% 05/20 | Corporate Bond 2.125% 05/20 | ** | 1,109 | ||
SHELL INTL 2.25% 11/10/20 | Corporate Bond 2.25% 11/10/20 | ** | 1,071 | ||
SHIRE AQ INV IRE 1.9% 9/23/19 | Corporate Bond 1.9% 9/23/19 | ** | 1,773 | ||
SIMON PROP GRP 2.35% 1/30/22 | Corporate Bond 2.35% 1/30/22 | ** | 370 | ||
SIMON PPTY GRP 2.625% 06/15/22 | Corporate Bond 2.625% 06/15/22 | ** | 1,164 | ||
SIMON PROPERTY 2.75% 06/01/23 | Corporate Bond 2.75% 06/01/23 | ** | 1,408 | ||
SOUTHERN CA EDISON 1.845% 2/22 | Mortgage Back Security 1.845% 2/22 | ** | 366 | ||
SOUTHERN COMPANY 1.85% 7/1/19 | Corporate Bond 1.85% 7/1/19 | ** | 281 | ||
SOUTHERN COMPANY 2.35% 7/1/21 | Corporate Bond 2.35% 7/1/21 | ** | 1,881 | ||
SOUTHERN PWR CO 2.375% 6/1/20 | Corporate Bond 2.375% 6/1/20 | ** | 528 | ||
STATE STREET BANK & TRUST CO | Synthetic GIC - 2.049% (fair value to contract value) | ** | 29 | ||
SUMITOMO MITSUI 2.934% 3/9/21 | Corporate Bond 2.934% 3/9/21 | ** | 940 | ||
SUMITOMO MITSUI BKG 2.5% 7/18 | Corporate Bond 2.5% 7/18 | ** | 254 | ||
SUMITOMO BKG 2.45% 1/10/19 | Corporate Bond 2.45% 1/10/19 | ** | 1,034 | ||
SUMITOMO BKG 2.25% 07/11/19 | Corporate Bond 2.25% 07/11/19 | ** | 828 | ||
SUNTRUST BANK INC 2.5 5/1/19 | Corporate Bond 2.5% 5/1/19 | ** | 847 | ||
SUNTRUST BANKS INC 2.9% 3/3/21 | Corporate Bond 2.9% 3/3/21 | ** | 725 | ||
SYNCHRONY FIN 3% 8/15/19 | Corporate Bond 3% 8/15/19 | ** | 280 | ||
SYNCHRONY FINANCL 2.6% 1/15/19 | Corporate Bond 2.6% 1/15/19 | ** | 902 | ||
SYNCT 2015-3 A 1.74% 9/21 | Mortgage Back Security 2015-3 A 1.74% 9/21 | ** | 481 | ||
TIAA AST MG 2.95% 11/1/19 144A | Corporate Bond 2.95% 11/1/19 144A | ** | 1,113 | ||
TJX COS INC 2.75% 6/15/21 | Corporate Bond 2.75% 6/15/21 | ** | 785 | ||
THERMO FISHER 2.4% 02/01/19 | Corporate Bond 2.4% 02/01/19 | ** | 1,063 | ||
TIME WARNER INC 4.75% 3/29/21 | Corporate Bond 4.75% 3/29/21 | ** | 1,282 | ||
TORONTO DOM BK 2.125% 7/02/19 | Corporate Bond 2.125% 7/02/19 | ** | 839 | ||
TOTAL CAP INTL 2.125% 01/10/19 | Corporate Bond 2.125% 01/10/19 | ** | 1,687 |
(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 | |
TOTAL CAP INTL 2.75% 06/19/21 | Corporate Bond 2.75% 06/19/21 | ** | 839 | ||
TAOT 2016-B A3 1.3% 04/20 | Mortgage Back Security 2016-B A3 1.3% 04/20 | ** | 661 | ||
TOYOTA MOTOR CR 1.55% 10/18/19 | Corporate Bond 1.55% 10/18/19 | ** | 764 | ||
TOYOTA MOTOR CORP 2.6% 1/11/22 | Corporate Bond 2.6% 1/11/22 | ** | 2,208 | ||
TAOT 2016-C A3 1.14% 08/20 | Mortgage Back Security 2016-C A3 1.14% 08/20 | ** | 810 | ||
TAOT 2017-A A3 1.73% 2/21 | Mortgage Back Security 2017-A A3 1.73% 2/21 | ** | 1,238 | ||
TRANSAMERICA PREMIER LIFE | Synthetic GIC - 2.069% (fair value to contract value) | ** | 27 | ||
TRANSCANADA PIP 3.125% 1/15/19 | Corporate Bond 3.125% 1/15/19 | ** | 660 | ||
TRANSCANADA 2.125% 11/15/19 | Corporate Bond 2.125% 11/15/19 | ** | 1,723 | ||
TRANSCANADA PIP 2.5% 8/1/22 | Corporate Bond 2.5% 8/1/22 | ** | 1,651 | ||
UBS AG STAM 2.375% 8/14/19 | Corporate Bond 2.375% 8/14/19 | ** | 1,731 | ||
UBSBB 2012-C2 A4 3.525 5/63 | Mortgage Back Security 2012-C2 A4 3.525% 5/63 | ** | 983 | ||
USAOT 2017-1 A3 1.79% 05/21 | Mortgage Back Security 2017-1 A3 1.79% 05/21 | ** | 584 | ||
USAOT 2015-1 A3 1.2% 06/19 | Mortgage Back Security 2015-1 A3 1.2% 06/19 | ** | 71 | ||
USAA CAPITAL 2% 6/1/21 144A | Corporate Bond 2% 6/1/21 144A | ** | 1,454 | ||
USTN 1.375% 03/31/20 | Government Bond 1.375% 03/31/20 | ** | 44,839 | ||
USTN 1.375% 04/30/20 | Government Bond 1.375% 04/30/20 | ** | 5,310 | ||
USTN 1.75% 12/31/20 | Government Bond 1.75% 12/31/20 | ** | 77,966 | ||
USTN 0.75% 07/15/19 | Government Bond 0.75% 07/15/19 | ** | 15,265 | ||
USTN 1.25% 10/31/21 | Government Bond 1.25% 10/31/21 | ** | 22,054 | ||
UST NOTE 1.875% 03/31/22 | Government Bond 1.875% 03/31/22 | ** | 30,888 | ||
UST NOTES 1.625% 07/31/20 | Government Bond 1.625% 07/31/20 | ** | 20,317 | ||
USTN 1.5% 4/15/20 | Government Bond 1.5% 4/15/20 | ** | 8,323 | ||
USTN 1.5% 05/15/20 | Government Bond 1.5% 05/15/20 | ** | 14,010 | ||
USTN 1.625% 08/31/22 | Government Bond 1.625% 08/31/22 | ** | 15,434 | ||
UNITEDHELTH GR 2.875% 12/15/21 | Corporate Bond 2.875% 12/15/21 | ** | 811 | ||
VENTAS RLTY LP/CAP 4% 4/30/19 | Corporate Bond 4% 4/30/19 | ** | 728 | ||
VERIZON COM 3.5% 11/01/21 | Corporate Bond 3.5% 11/01/21 | ** | 347 | ||
VERIZON COMMUNS 2.625% 2/21/20 | Corporate Bond 2.625% 2/21/20 | ** | 1,369 | ||
VERIZON COMM 1.75% 8/15/21 | Corporate Bond 1.75% 8/15/21 | ** | 387 | ||
VERIZON COM 2.946% 03/15/22 | Corporate Bond 2.946% 03/15/22 | ** | 846 | ||
VZOT 16-1A A 1.42% 1/21 | Mortgage Back Security 16-1A A 1.42% 1/21 | ** | 2,039 | ||
VZOT 2016-2A A 1.68% 5/21 | Mortgage Back Security 2016-2A A 1.68% 5/21 | ** | 2,152 | ||
VZOT 17-2A A 1.92% 12/21 | Mortgage Back Security 17-2A 1.92% 12/21 | ** | 1,002 | ||
VZOT 2017-3A A1A 2.06% 04/22 | Mortgage Back Security 2017-3A A1A 2.06% 04/22 | ** | 1,736 | ||
VISA INC 2.8% 12/14/22 | Corporate Bond 2.8% 12/14/22 | ** | 1,087 | ||
VODAFONE GRUP PLC 1.5% 2/19/18 | Corporate Bond 1.5% 2/19/18 | ** | 764 | ||
VOLKSWAGEN GRP 2.4% 5/20 144A | Corporate Bond 2.4% 5/20 144A | ** | 742 | ||
VOLKSWAGEN 2.125% 11/18 144A | Corporate Bond 2.125% 11/18 144A | ** | 1,711 | ||
WFRBS 14-C20 ASB 3.638% 05/47 | Mortgage Back Security 14-C20 ASB 3.638% 05/47 | ** | 483 | ||
WFRBS 2013-C14 A2 2.133% 6/46 | Mortgage Back Security 2013-C14 A2 2.133% 6/46 | ** | 259 | ||
WFRBS 2012-C9 A3 2.87% 11/45 | Mortgage Back Security 2012-C9 A3 2.87% 11/45 | ** | 1,069 | ||
WFRBS 2012-C9 ASB 2.445% 11/45 | Mortgage Back Security 2012-C9 ASB 2.445% 11/45 | ** | 441 | ||
WFRBS 2011-C2 A4 CSTR 2/44 | Mortgage Back Security 2011-C2 A4 CSTR 2/44 | ** | 1,569 | ||
WFRBS 2011-C3 A4 4.375% 3/44 | Mortgage Back Security 2011-C3 A4 4.375% 3/44 | ** | 1,102 | ||
WFRBS 2012-C7 A2 3.431% 6/45 | Mortgage Back Security 2012-C7 A2 3.431% 6/45 | ** | 769 | ||
WFRBS 2013-C11 A5 3.071% 03/45 | Mortgage Back Security 2013-C11 A5 3.071% 03/45 | ** | 3,093 | ||
WFRBS 13-C12 ASB 2.838% 03/48 | Mortgage Back Security 13-C12 ASB 2.838% 03/48 | ** | 187 | ||
WFRBS 13-C16 ASB 3.963% 09/46 | Mortgage Back Security 13-C16 ASB 3.963% 09/46 | ** | 407 | ||
WFRBS 14-C23 ASB 3.636% 10/57 | Mortgage Back Security 14-C23 ASB 3.636% 10/57 | ** | 583 |
(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 | ||
WASHINGTON PG 3.85% 4/1/20 | Corporate Bond 3.85% 4/1/20 | ** | 719 | |||
WELLPOINT INC 2.25% 8/15/19 | Corporate Bond 2.25% 8/15/19 | ** | 785 | |||
WELLS FARGO 3% 01/22/21 | Corporate Bond 3% 01/22/21 | ** | 1,564 | |||
WELLS FARGO & CO MTN 2.6% 7/20 | Corporate Bond 2.6% 7/20 | ** | 1,140 | |||
WELLS FARGO & CO 2.55% 12/7/20 | Corporate Bond 2.55% 12/7/20 | ** | 407 | |||
WELLS FARGO & CO 2.1% 07/26/21 | Corporate Bond 2.1% 07/26/21 | ** | 1,720 | |||
WFCM 2012-LC5 A3 2.918% 10/45 | Mortgage Back Security 2012-LC5 A3 2.918% 10/45 | ** | 449 | |||
WFCM 2012-LC5 ASB 2.528% 10/45 | Mortgage Back Security 2012-LC5 ASB 2.528% 10/45 | ** | 597 | |||
WELLS FARGO MTN 1.75% 05/24/19 | Corporate Bond 1.75% 05/24/19 | ** | 847 | |||
WELLS FARGO BK 2.15% 12/6/19 | Corporate Bond 2.15% 12/6/19 | ** | 2,320 | |||
WFCM 2013-LC12 A1 1.676% 7/46 | Mortgage Back Security 2013-LC12 A1 1.676% 7/46 | ** | 410 | |||
WFCM 2015-C27 ASB 3.278% 2/48 | Mortgage Back Security 2015-C27 3.278% 2/48 | ** | 1,026 | |||
WFCM 2016-C34 A2 2.603% 06/49 | Mortgage Back Security 2016-C34 A2 2.603% 06/49 | ** | 912 | |||
WFCM 2016-C35 A2 2.495% 07/48 | Mortgage Back Security 2016-C35 A2 2.495% 07/48 | ** | 263 | |||
WFCM 2016-LC25 1.795% 12/15/59 | Mortgage Back Security 2016-LC25 1.795% 12/15/59 | ** | 547 | |||
WFCM 2016-C36 A1 1.453% 11/59 | Mortgage Back Security 2016-C36 A1 1.453% 11/59 | ** | 242 | |||
WFCM 2016-C37 A1 1.944% 12/49 | Mortgage Back Security 2016-C37 A1 1.944% 12/49 | ** | 428 | |||
WFCM 2016-C37 A2 3.103% 12/49 | Mortgage Back Security 2016-C37 A2 3.103% 12/49 | ** | 766 | |||
WESTPAC BANKING 1.6% 08/19/19 | Corporate Bond 1.6% 08/19/19 | ** | 1,403 | |||
WESTPAC BANKING 2.8% 1/11/22 | Corporate Bond 2.8% 1/11/22 | ** | 926 | |||
WESTPAC BANKING 2.15% 3/6/20 | Corporate Bond 2.15% 3/6/20 | ** | 1,804 | |||
WISCONSIN ENERGY 2.45% 6/15/20 | Corporate Bond 2.45% 6/15/20 | ** | 422 | |||
WOART 2014-B A3 1.14% 01/20 | Mortgage Back Security 2014-B A3 1.14% 01/20 | ** | 299 | |||
WOART 16-B A3 1.3% 2/22 | Mortgage Back Security 16-B A3 1.3% 2/22 | ** | 1,462 | |||
WOART 2016-A A3 1.77% 09/21 | Mortgage Back Security 2016-A A3 1.77% 09/21 | ** | 712 | |||
XCEL ENERGY INC 2.4% 03/15/21 | Corporate Bond 2.4% 03/15/21 | ** | 396 | |||
XEROX CORP 2.75% 03/15/19 | Corporate Bond 2.75% 03/15/19 | ** | 1,028 | |||
ZOETIS INC 3.45% 11/13/20 | Corporate Bond 3.45% 11/13/20 | ** | 205 | |||
Sub-total Managed Income Funds | 836,262 | |||||
Self-Directed Brokerage Account | Various shares | ** | 38,655 | |||
Total Investment Assets | $ | 3,112,380 | ||||
* | Participant Loans | Interest rates ranging 3.25% - 5.75% Various maturity dates through November 2023 | $ | 52,277 |
Date: June 20, 2018 | By: /s/ Scott V. King |
Scott V. King | |
Vice President, Corporate Controller and Chief Accounting Officer |
Exhibit Number | Description | Sequential Page Number |
23.1 | 32 |