(Mark One) | |
[X] | ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 |
For the fiscal year ended December 31, 2015 | |
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, 2015 and 2014 | |
Statements of Changes in Net Assets Available for Benefits for the years ended December 31, 2015 and 2014 | |
Notes to Financial Statements | 4-15 |
Additional Information (Note A): | |
Schedule of Assets (Held at End of Year) at December 31, 2015 | 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. |
2015 | 2014 | |||||||||||||||||||||||
Non- | Non- | |||||||||||||||||||||||
Participant | participant | Participant | participant | |||||||||||||||||||||
Directed | Directed | Total | Directed | Directed | Total | |||||||||||||||||||
Assets | ||||||||||||||||||||||||
Investments at fair value | $ | 1,738,708 | $ | 149,716 | $ | 1,888,424 | $ | 1,752,390 | $ | 168,331 | $ | 1,920,721 | ||||||||||||
Investments at contract value | 874,030 | — | 874,030 | 904,011 | — | 904,011 | ||||||||||||||||||
Receivables: | ||||||||||||||||||||||||
Plan sponsor contributions | 32,796 | 14,993 | 47,789 | 32,184 | 12,669 | 44,853 | ||||||||||||||||||
Notes receivable from participants | 50,384 | — | 50,384 | 50,898 | — | 50,898 | ||||||||||||||||||
Other receivables | 4,264 | 1,008 | 5,272 | 3,024 | 879 | 3,903 | ||||||||||||||||||
Total assets | 2,700,182 | 165,717 | 2,865,899 | 2,742,507 | 181,879 | 2,924,386 | ||||||||||||||||||
Liabilities | ||||||||||||||||||||||||
Accrued expenses | 22 | 16 | 38 | 23 | 18 | 41 | ||||||||||||||||||
Other liabilities | 2,625 | 1,635 | 4,260 | 1,865 | 1,500 | 3,365 | ||||||||||||||||||
Total liabilities | 2,647 | 1,651 | 4,298 | 1,888 | 1,518 | 3,406 | ||||||||||||||||||
Net assets available for benefits | $ | 2,697,535 | $ | 164,066 | $ | 2,861,601 | $ | 2,740,619 | $ | 180,361 | $ | 2,920,980 | ||||||||||||
2015 | 2014 | |||||||||||||||||||||||
Non- | Non- | |||||||||||||||||||||||
Participant | participant | Participant | participant | |||||||||||||||||||||
Directed | Directed | Total | Directed | Directed | Total | |||||||||||||||||||
Additions to net assets: | ||||||||||||||||||||||||
Investment income | ||||||||||||||||||||||||
Interest | $ | 15,459 | $ | — | $ | 15,459 | $ | 15,278 | $ | — | $ | 15,278 | ||||||||||||
Dividends | 86,446 | 3,733 | 90,179 | 109,520 | 3,298 | 112,818 | ||||||||||||||||||
Net depreciation in fair value of investments | (79,354 | ) | (18,444 | ) | (97,798 | ) | (8,746 | ) | (9,963 | ) | (18,709 | ) | ||||||||||||
Net investment gain (loss) | 22,551 | (14,711 | ) | 7,840 | 116,052 | (6,665 | ) | 109,387 | ||||||||||||||||
Interest income from notes receivable | 2,250 | — | 2,250 | 2,173 | — | 2,173 | ||||||||||||||||||
Participant contributions | 93,530 | — | 93,530 | 86,117 | — | 86,117 | ||||||||||||||||||
Plan sponsor contributions | 45,917 | 14,993 | 60,910 | 43,933 | 12,669 | 56,602 | ||||||||||||||||||
Total additions | 164,248 | 282 | 164,530 | 248,275 | 6,004 | 254,279 | ||||||||||||||||||
Deductions from net assets: | ||||||||||||||||||||||||
Distributions to and withdrawals by participants | 220,374 | 8,215 | 228,589 | 258,105 | 10,959 | 269,064 | ||||||||||||||||||
Administrative expenses (refunds) | (945 | ) | — | (945 | ) | (810 | ) | — | (810 | ) | ||||||||||||||
Total deductions | 219,429 | 8,215 | 227,644 | 257,295 | 10,959 | 268,254 | ||||||||||||||||||
Net increase in net assets | (55,181 | ) | (7,933 | ) | (63,114 | ) | (9,020 | ) | (4,955 | ) | (13,975 | ) | ||||||||||||
Transfers from non-participant directed | 8,362 | (8,362 | ) | — | 10,913 | (10,913 | ) | — | ||||||||||||||||
Plan transfers (see Note 15) | 3,735 | — | 3,735 | — | — | — | ||||||||||||||||||
Net assets available for benefits at beginning of year | 2,740,619 | 180,361 | 2,920,980 | 2,738,726 | 196,229 | 2,934,955 | ||||||||||||||||||
Net assets available for benefits at end of year | $ | 2,697,535 | $ | 164,066 | $ | 2,861,601 | $ | 2,740,619 | $ | 180,361 | $ | 2,920,980 |
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) | 2015 | 2014 | |||||
Cash | $ | 6,150 | $ | 6,307 | |||
Eastman Chemical Company common stock | 361,084 | 405,692 | |||||
Mutual funds | 1,489,309 | 1,477,966 | |||||
Managed income fund | 874,030 | 904,011 | |||||
Self-directed brokerage account | 31,881 | 30,756 | |||||
Total | $ | 2,762,454 | $ | 2,824,732 |
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 underlying NAV of the mutual funds. |
(in thousands) | December 31, 2015 | December 31, 2014 | ||||||
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Quoted Prices in Active Markets for Identical Assets (Level 1) | ||||||
Cash | $ | 6,150 | $ | 6,307 | ||||
Eastman common stock | 361,084 | 405,692 | ||||||
Mutual funds | 1,489,309 | 1,477,966 | ||||||
Self-directed brokerage account - mutual funds | 31,881 | 30,756 | ||||||
Total | $ | 1,888,424 | $ | 1,920,721 |
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, 3,150 shares | ** | $ | 212,629 | ||
* | Eastman Chemical Company | Common Stock, Non-Participant directed, 2,199 shares | 77,606 | 148,455 | |||
Subtotal - Common Stock | 361,084 | ||||||
* | Fidelity Management Trust Company | Interest Bearing Cash, Participant directed | ** | 4,888 | |||
* | Fidelity Management Trust Company | Interest Bearing Cash, Non-Participant directed | 1,262 | 1,262 | |||
Subtotal - Cash | 6,150 | ||||||
DFA US SMALL CAP I | Registered Investment Company, 1,361 shares | ** | 38,596 | ||||
* | Fidelity PURITAN K | Registered Investment Company, 6,290 shares | ** | 127,748 | |||
* | Fidelity MAGELLAN K | Registered Investment Company, 1,225 shares | ** | 109,362 | |||
* | Fidelity CONTRAFUND K | Registered Investment Company, 1,741 shares | ** | 172,191 | |||
* | FID INTL DISCOVERY K | Registered Investment Company, 1,449 shares | ** | 56,955 | |||
* | Fidelity BLUE CHIP GR K | Registered Investment Company, 1,320 shares | ** | 91,148 | |||
* | FMMT RETIRE GOV II | Registered Investment Company, 427 shares | ** | 427 | |||
* | Fidelity Freedom K INCOME | Registered Investment Company, 931 shares | ** | 10,579 | |||
* | Fidelity Freedom K 2005 | Registered Investment Company, 500 shares | ** | 6,191 | |||
* | Fidelity Freedom K 2010 | Registered Investment Company, 1,294 shares | ** | 15,969 | |||
* | Fidelity Freedom K 2015 | Registered Investment Company, 2,263 shares | ** | 28,966 | |||
* | Fidelity Freedom K 2020 | Registered Investment Company, 6,646 shares | ** | 89,857 | |||
* | Fidelity Freedom K 2025 | Registered Investment Company, 5,051 shares | ** | 71,214 | |||
* | Fidelity Freedom K 2030 | Registered Investment Company, 5,306 shares | ** | 76,041 | |||
* | Fidelity Freedom K 2035 | Registered Investment Company, 2,659 shares | ** | 39,240 | |||
* | Fidelity Freedom K 2040 | Registered Investment Company, 2,483 shares | ** | 36,720 | |||
* | Fidelity Freedom K 2045 | Registered Investment Company, 1,306 shares | ** | 19,861 | |||
* | Fidelity Freedom K 2050 | Registered Investment Company, 2,161 shares | ** | 33,122 | |||
* | Fidelity Freedom K 2055 | Registered Investment Company, 259 shares | ** | 2,935 | |||
* | Fidelity Freedom K 2060 | Registered Investment Company, 45 shares | ** | 447 | |||
CLIPPER FUND | Registered Investment Company, 195 shares | ** | 20,312 | ||||
FKLN SMMIDCP GRTH R6 | Registered Investment Company, 1,490 shares | ** | 51,949 | ||||
JPM EQUITY INCOME R5 | Registered Investment Company, 2,863 shares | ** | 38,882 | ||||
NB GENESIS - INST CL | Registered Investment Company, 1,223 shares | ** | 62,449 | ||||
PIM TOTAL RT INST | Registered Investment Company, 9,321 shares | ** | 93,865 | ||||
* | SPTN 500 INDEX INST | Registered Investment Company, 1,489 shares | ** | 106,956 | |||
* | SPTN EXT MKT IDX ADV | Registered Investment Company, 827 shares | ** | 41,496 | |||
* | SPTN INTL INDEX INS | Registered Investment Company, 478 shares | ** | 17,170 | |||
* | SPTN US BOND IDX ADV | Registered Investment Company, 806 shares | ** | 9,256 | |||
TEMPLETON FOREIGN R6 | Registered Investment Company, 2,595 shares | ** | 16,299 | ||||
TIFI TEMPL EMG MKTS | Registered Investment Company, 851 shares | ** | 3,106 | ||||
Sub-total Mutual Funds | 1,489,309 |
(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 | ** | 13,895 | |
NISA Cash | Cash | ** | 74 | ||
SSBK GOVT STIF FUND | Govt STIF Fund MM | ** | 552 | ||
AB INBEV FIN 2.15% 2/1/19 | Corporate Bond 2.15% 2/1/19 | ** | 833 | ||
ABBVIE INC 1.8% 05/14/18 | Corporate Bond 1.8% 05/14/18 | ** | 1,474 | ||
ABBVIE INC 2.5% 05/14/20 | Corporate Bond 2.5% 05/14/20 | ** | 1,404 | ||
ACE INA HOLDING 2.3% 11/03/20 | Corporate Bond 2.3% 11/03/20 | ** | 1,034 | ||
ACTAVIS FUNDING 2.35% 03/12/18 | Corporate Bond 2.35% 03/12/18 | ** | 1,466 | ||
ACTAVIS FUNDING SCS 3% 3/12/20 | Corporate Bond SCS 3% 3/12/20 | ** | 622 | ||
ALLYA 2015-1 A3 1.39% 09/19 | Mortgage back security 2015-1 A3 1.39% 09/19 | ** | 1,048 | ||
ALLYL 2014-SN1 A3 .75% 02/17 | Mortgage back security 2014-SN1 A3 .75% 02/17 | ** | 934 | ||
ALLYL 2015-SN1 A3 1.21% 03/17 | Mortgage back security 2015-SN1 A3 1.21% 03/17 | ** | 336 | ||
AMERICAN CAMPUS 3.35% 10/01/20 | Corporate Bond 3.35% 10/01/20 | ** | 552 | ||
AMERICAN EX CRD 2.125% 3/18/19 | Corporate Bond 2.125% 3/18/19 | ** | 875 | ||
AMERICAN GENERAL LIFE | Synthetic GIC - 1.902 % (fair value to contract value) | ** | (2,043 | ) | |
AMERICAN INTL 5.85% 1/16/18 | Corporate Bond 5.85% 1/16/18 | ** | 1,026 | ||
AMERICAN INTL GROUP 2.3% 7/19 | Corporate Bond 2.3% 7/19 | ** | 391 | ||
AMGEN INC 2.125% 05/01/2020 | Corporate Bond 2.125% 05/01/2020 | ** | 767 | ||
AMGEN INC 2.2% 05/22/19 | Corporate Bond 2.2% 05/22/19 | ** | 621 | ||
AMOT 2015-3 A 1.63% 05/20 | Mortgage back security 2015-3 A 1.63% 05/20 | ** | 1,467 | ||
AMPHENOL CORP 3.125% 09/15/21 | Corporate Bond 3.125% 09/15/21 | ** | 252 | ||
AMXCA 2013-3 A .98% 05/19 | Mortgage back security 2013-3 A .98% 05/19 | ** | 861 | ||
AMXCA 2014-2 A 1.26% 01/20 | Mortgage back security 2014-2 A 1.26% 01/20 | ** | 1,658 | ||
AMXCA 2014-3 A 1.49% 04/20 | Mortgage back security 2014-3 A 1.49% 04/20 | ** | 2,302 | ||
AMXCA 2014-4 A 1.43% 06/20 | Mortgage back security 2014-4 A 1.43% 06/20 | ** | 1,888 | ||
ANGLO AMER CAP 4.125 4/21 144A | Corporate Bond 4.125 4/21 144A | ** | 590 | ||
APPLE INC 1% 5/3/18 | Corporate Bond 1% 5/3/18 | ** | 2,885 | ||
APPLE INC 2.1% 05/06/19 | Corporate Bond 2.1% 05/06/19 | ** | 274 | ||
APPLE INC 2.85% 5/6/21 | Corporate Bond 2.85% 5/6/21 | ** | 1,286 | ||
ASIAN DEV BK YANK5.593 7/16/18 | Corporate Bond 5.593 7/16/18 | ** | 84 | ||
ASTRAZENECA PLC 2.375% 11/20 | Corporate Bond 2.375% 11/20 | ** | 354 | ||
AT&T INC 2.45% 06/30/20 | Corporate Bond 2.45% 06/30/20 | ** | 1,085 | ||
AT&T INC 3% 2/15/22 | Corporate Bond 3% 2/15/22 | ** | 724 | ||
AUST & NZ BKG NY 2.25% 6/13/19 | Corporate Bond 2.25% 6/13/19 | ** | 1,249 | ||
AUSTRALIA & NZ 1.45% 5/15/18 | Corporate Bond 1.45% 5/15/18 | ** | 2,253 | ||
AUSTRALIA & NZ 1.875% 10/06/17 | Corporate Bond 1.875% 10/06/17 | ** | 772 | ||
AUTOMATIC DATA 2.25% 9/15/20 | Corporate Bond 2.25% 9/15/20 | ** | 384 | ||
AVALONBAY COMM 3.625% 10/1/20 | Corporate Bond 3.625% 10/1/20 | ** | 423 | ||
AXIS SPECIALTY 2.65% 04/01/19 | Corporate Bond 2.65% 04/01/19 | ** | 110 | ||
BACCT 2015-A2 A 1.36% 09/20 | Mortgage back security 2015-A2 A 1.36% 09/20 | ** | 1,800 | ||
BACM 2006-4 A1A CSTR 7/46 | Mortgage back security 2006-4 A1A CSTR 7/46 | ** | 1,834 | ||
BACM 2006-4 A4 5.634% 07/46 | Mortgage back security 2006-4 A4 5.634% 07/46 | ** | 1,485 | ||
BAE SYSTEMS 2.85% 12/15/20 | Corporate Bond 2.85% 12/15/20 | ** | 1,419 | ||
BANK AMER FDG CRP 2.6% 1/15/19 | Corporate Bond 2.6% 1/15/19 | ** | 3,724 | ||
BANK AMER NA 1.75% 06/05/18 | Corporate Bond 1.75% 06/05/18 | ** | 1,464 | ||
BANK AMERICA CORP 2.65% 4/1/19 | Corporate Bond 2.65% 4/1/19 | ** | 1,939 | ||
BANK NOVA SCOTIA 2.8% 07/21/21 | Corporate Bond 2.8% 07/21/21 | ** | 835 | ||
BANK OF AMER 2.625% 10/19/20 | Corporate Bond 2.625% 10/19/20 | ** | 541 | ||
BANK OF AMERICA CRP MTN 2 1/18 | Corporate Bond 2 1/18 | ** | 1,512 | ||
BANK T-M UFJ 1.65% 2/26/18 144 | Corporate Bond 1.65% 2/26/18 144 | ** | 758 | ||
BANK T-M UFJ 2.35% 9/8/19 144A | Corporate Bond 2.35% 9/8/19 144A | ** | 762 |
(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 TOKYO-MSB 2.3% 03/20 144A | Corporate Bond 2.3% 03/20 144A | ** | 715 | ||
BANK OF TOKYO - MITSUBUSHI | Synthetic GIC - 1.897 % (fair value to contract value) | ** | (2,038 | ) | |
BAPTIST HEALTH 4.59% 8/15/21 | Corporate Bond 4.59% 8/15/21 | ** | 253 | ||
BARCLAYS BNK PLC 2.5% 02/20/19 | Corporate Bond 2.5% 02/20/19 | ** | 1,355 | ||
BARCLAYS PLC 2.75% 11/8/19 | Corporate Bond 2.75% 11/8/19 | ** | 833 | ||
BARCLAYS PLC 2.875% 06/20 | Corporate Bond 2.875% 06/20 | ** | 800 | ||
BAT INTL FIN 2.75% 6/20 144A | Corporate Bond 2.75% 6/20 144A | ** | 1,462 | ||
BAT INTL FIN 3.5% 6/22 144A | Corporate Bond 3.5% 6/22 144A | ** | 1,130 | ||
BAXALTA INC 2.875 6/23/20 144A | Corporate Bond 2.875 6/23/20 144A | ** | 302 | ||
BAYER US FIN 3% 10/8/21 144A | Corporate Bond 3% 10/8/21 144A | ** | 409 | ||
BAYER US FIN 2.375% 10/19 144 A | Corporate Bond 2.375% 10/19 144 A | ** | 948 | ||
BEAR 7.25% 2/01/18 | Corporate Bond 7.25% 2/01/18 | ** | 351 | ||
BEAR STEARNS CO 6.4% 10/2/17 | Corporate Bond 6.4% 10/2/17 | ** | 661 | ||
BECTON DICKINSO 2.675% 12/19 | Corporate Bond 2.675% 12/19 | ** | 237 | ||
BMWLT 2014-1 A3 .73% 02/17 | Mortgage back security 2014-1 A3 .73% 02/17 | ** | 1,153 | ||
BNP PARIBA 2.45% 03/17/19 | Corporate Bond 2.45% 03/17/19 | ** | 870 | ||
BOA 2.05% 12/07/18 | Corporate Bond 2.05% 12/07/18 | ** | 1,064 | ||
BOARDWALK PIPELN 5.875 | Corporate Bond 5.875 | ** | 371 | ||
BOSTON PT LTD MTN 5.875% 10/19 | Corporate Bond 5.875% 10/19 | ** | 477 | ||
BPCE SA 1.625% 2/10/17 | Corporate Bond 1.625% 2/10/17 | ** | 1,225 | ||
BPCE SA 2.5% 7/15/19 | Corporate Bond 2.5% 7/15/19 | ** | 832 | ||
BPCM 1.375% 5/10/18 | Corporate Bond 1.375% 5/10/18 | ** | 761 | ||
BRITISH TELECOM PLC 2.35% 2/19 | Corporate Bond 2.35% 2/19 | ** | 502 | ||
BSCMS 2006-PW12 A1A CSTR 9/38 | Mortgage back security 2006-PW12 A1A CSTR 9/38 | ** | 790 | ||
BSCMS 2006-PW13 A1A 5.533 9/41 | Mortgage back security 2006-PW13 A1A 5.533 9/41 | ** | 1,241 | ||
BSCMS 2006-PW14 A1A 5.189 | Mortgage back security 2006-PW14 A1A 5.189 | ** | 533 | ||
BSCMS 2006-T22 A1A CSTR 4/38 | Mortgage back security 2006-T22 A1A CSTR 4/38 | ** | 811 | ||
CAPITAL ONE BK 2.25% 2/13/19 | Corporate Bond 2.25% 2/13/19 | ** | 1,627 | ||
CAPITAL ONE BK 2.35% 08/17/18 | Corporate Bond 2.35% 08/17/18 | ** | 920 | ||
CAPITAL ONE FIN 2.45% 04/24/19 | Corporate Bond 2.45% 04/24/19 | ** | 695 | ||
CARDINAL HEALTH 1.95% 6/15/18 | Corporate Bond 1.95% 6/15/18 | ** | 213 | ||
CARMX 2014-4 A3 1.25% 11/19 | Mortgage back security 2014-4 A3 1.25% 11/19 | ** | 757 | ||
CARMX 2015-1 A3 1.38% 11/19 | Mortgage back security 2015-1 A3 1.38% 11/19 | ** | 719 | ||
CARMX 2015-3 A3 1.63% 06/20 | Mortgage back security 2015-3 A3 1.63% 06/20 | ** | 698 | ||
CCCIT 13-A3 A3 1.11% 7/23/18 | Mortgage back security 13-A3 A3 1.11% 7/23/18 | ** | 1,478 | ||
CCCIT 2013-A6 A6 1.32% 09/18 | Mortgage back security 2013-A6 A6 1.32% 09/18 | ** | 2,091 | ||
CCCIT 2014-A2 A2 1.02% 02/19 | Mortgage back security 2014-A2 A2 1.02% 02/19 | ** | 1,710 | ||
CCCIT 2014-A4 A4 1.23% 04/19 | Mortgage back security 2014-A4 A4 1.23% 04/19 | ** | 1,687 | ||
CCCIT 2014-A6 A6 2.15% 07/21 | Mortgage back security 2014-A6 A6 2.15% 07/21 | ** | 1,665 | ||
CCCIT 2014-A8 A8 1.73% 04/20 | Mortgage back security 2014-A8 A8 1.73% 04/20 | ** | 1,787 | ||
CD 2006-CD3 A5 5.617% 10/48 | Mortgage back security 2006-CD3 A5 5.617% 10/48 | ** | 129 | ||
CD 2007-CD5 A1A 5.8% 11/44 | Mortgage back security 2007-CD5 A1A 5.8% 11/44 | ** | 1,384 | ||
CELGENE CORP 2.125% 8/15/18 | Corporate Bond 2.125% 8/15/18 | ** | 668 | ||
CGCMT 13-GC11 A1 0.672% 12/17 | Mortgage back security 13-GC11 A1 0.672% 12/17 | ** | 289 | ||
CGCMT 2006-C4 A1A CSTR 03/49 | Mortgage back security 2006-C4 A1A CSTR 03/49 | ** | 418 | ||
CGCMT 2006-C5 A1A 5.425 10/49 | Mortgage back security 2006-C5 A1A 5.425 10/49 | ** | 2,213 | ||
CGCMT 2006-C5 A4 5.431 10/49 | Mortgage back security 2006-C5 A4 5.431 10/49 | ** | 794 | ||
CHAIT 15-A7 A7 1.62% 7/20 | Mortgage back security 15-A7 A7 1.62% 7/20 | ** | 1,485 | ||
CHAIT 2013-A8 A8 1.01% 10/18 | Mortgage back security 2013-A8 A8 1.01% 10/18 | ** | 1,774 | ||
CHAIT 2014-A1 A 1.15% 01/19 | Mortgage back security 2014-A1 A 1.15% 01/19 | ** | 3,409 |
(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 | |
CHAIT 2014-A7 A 1.38% 11/19 | Mortgage back security 2014-A7 A 1.38% 11/19 | ** | 1,895 | ||
CHAIT 2015-A2 A 1.59% 02/20 | Mortgage back security 2015-A2 A 1.59% 02/20 | ** | 2,752 | ||
CHAIT 2015-A5 A 1.35% 04/20 | Mortgage back security 2015-A5 A 1.35% 04/20 | ** | 1,433 | ||
CHEVRON CORP 2.193% 11/15/19 | Corporate Bond 2.193% 11/15/19 | ** | 747 | ||
CHEVRON CORP NEW 1.961% 03/20 | Corporate Bond 1.961% 03/20 | ** | 1,323 | ||
CHEVRON PHIL 2.45% 5/1/20 144A | Corporate Bond 2.45% 5/1/20 144A | ** | 669 | ||
CISCO SYSTEMS 2.45% 6/15/20 | Corporate Bond 2.45% 6/15/20 | ** | 738 | ||
CITIGROUP INC 1.7% 4/27/18 | Corporate Bond 1.7% 4/27/18 | ** | 1,154 | ||
CITIGROUP INC 2.05% 12/18 | Corporate Bond 2.05% 12/18 | ** | 448 | ||
CITIGROUP INC 2.5% 7/29/19 | Corporate Bond 2.5% 7/29/19 | ** | 817 | ||
CITIGROUP INC 2.55% 04/08/19 | Corporate Bond 2.55% 04/08/19 | ** | 4,272 | ||
CITIZENS BK MTN 2.45% 12/04/19 | Corporate Bond 2.45% 12/04/19 | ** | 1,160 | ||
COLGATE-PALMOLIVE 0.9% 5/1/18 | Corporate Bond 0.9% 5/1/18 | ** | 1,002 | ||
COMERICA INC 2.125% 05/23/19 | Corporate Bond 2.125% 05/23/19 | ** | 495 | ||
COMET 2013-A3 A3 .96% 9/19 | Mortgage back security 2013-A3 A3 .96% 9/19 | ** | 2,040 | ||
COMET 2014-A2 A2 1.26% 01/20 | Mortgage back security 2014-A2 A2 1.26% 01/20 | ** | 2,609 | ||
COMET 2014-A5 A 1.48% 07/20 | Mortgage back security 2014-A5 A 1.48% 07/20 | ** | 2,318 | ||
COMET 2015-A1 A 1.39% 01/21 | Mortgage back security 2015-A1 A 1.39% 01/21 | ** | 1,423 | ||
COMET 2015-A5 A5 1.59% 5/21 | Mortgage back security 2015-A5 A5 1.59% 5/21 | ** | 1,497 | ||
COMM 06-C8 A4 5.306% 12/46 | Mortgage back security 06-C8 A4 5.306% 12/46 | ** | 1,525 | ||
COMM 2006-C7 A1A CSTR 6/46 | Mortgage back security 2006-C7 A1A CSTR 6/46 | ** | 1,155 | ||
COMM 2006-C7 A4 CSTR 6/46 | Mortgage back security 2006-C7 A4 CSTR 6/46 | ** | 248 | ||
COMM 2006-C8 A1A 5.292 12/46 | Mortgage back security 2006-C8 A1A 5.292 12/46 | ** | 1,413 | ||
COMM 2012-CR1 A2 2.35% 5/45 | Mortgage back security 2012-CR1 A2 2.35% 5/45 | ** | 470 | ||
COMM 2012-CR2 A1 .824% 08/45 | Mortgage back security 2012-CR2 A1 .824% 08/45 | ** | 39 | ||
COMM 2012-CR3 ASB 2.372% 11/45 | Mortgage back security 2012-CR3 ASB 2.372% 11/45 | ** | 680 | ||
COMM 2012-CR5 A1 0.673% 12/45 | Mortgage back security 2012-CR5 A1 0.673% 12/45 | ** | 164 | ||
COMM 2013-CR9 A1 1.3440% 7/45 | Mortgage back security 2013-CR9 A1 1.3440% 7/45 | ** | 183 | ||
COMM 2013-LC6 A1 .7240% 1/46 | Mortgage back security 2013-LC6 A1 .7240% 1/46 | ** | 225 | ||
COMM 2014-CR17 A2 3.012% 05/47 | Mortgage back security 2014-CR17 A2 3.012% 05/47 | ** | 1,217 | ||
COMM 2014-CR18 A2 2.924% 07/47 | Mortgage back security 2014-CR18 A2 2.924% 07/47 | ** | 937 | ||
COMM 2015-CR22 A2 2.856% 03/48 | Mortgage back security 2015-CR22 A2 2.856% 03/48 | ** | 493 | ||
COMMONWEALTH BK NY 2.3% 9/6/19 | Corporate Bond 2.3% 9/6/19 | ** | 1,156 | ||
COMMONWEALTH NY 2.25% 03/13/19 | Corporate Bond 2.25% 03/13/19 | ** | 1,712 | ||
COMMWLTH BK ASTL NYB 2.3% 3/20 | Corporate Bond 2.3% 3/20 | ** | 708 | ||
CONOCOPHILLIP CO 2.2% 05/15/20 | Corporate Bond 2.2% 05/15/20 | ** | 454 | ||
CORNING INC 1.45% 11/15/17 | Corporate Bond 1.45% 11/15/17 | ** | 99 | ||
CREDIT SUISSE 3.125 12/20 144A | Corporate Bond 3.125 12/20 144A | ** | 249 | ||
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 | ** | 761 | ||
CVS HEALTH CORP 1.9% 07/20/18 | Corporate Bond 1.9% 07/20/18 | ** | 701 | ||
CVS HEALTH CORP 2.8% 07/20/20 | Corporate Bond 2.8% 07/20/20 | ** | 683 | ||
CWCI 2007-C2 A3 5.484% 04/47 | Mortgage back security 2007-C2 A3 5.484% 04/47 | ** | 754 | ||
DAIMLER FIN 2.25% 3/20 144A | Corporate Bond 2.25% 3/20 144A | ** | 707 | ||
DAIMLER FIN 2.375% 8/18 144A | Corporate Bond 2.375% 8/18 144A | ** | 1,011 | ||
DAIMLER FIN NA 2.25% 9/19 144A | Corporate Bond 2.25% 9/19 144A | ** | 1,668 | ||
DANAHER CORP 2.4% 09/15/20 | Corporate Bond 2.4% 09/15/20 | ** | 257 | ||
DCENT 2013-A5 A5 1.04% 04/19 | Mortgage back security 2013-A5 A5 1.04% 04/19 | ** | 1,758 | ||
DCENT 2014-A3 A3 1.22% 10/19 | Mortgage back security 2014-A3 A3 1.22% 10/19 | ** | 2,613 | ||
DCENT 2014-A4 A4 2.12% 12/21 | Mortgage back security 2014-A4 A4 2.12% 12/21 | ** | 1,601 | ||
DCENT 2014-A5 A 1.39% 04/20 | Mortgage back security 2014-A5 A 1.39% 04/20 | ** | 2,295 |
(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 | |
DEERE JOHN CAP CORP 1.6% 7/18 | Corporate Bond 1.6% 7/18 | ** | 268 | ||
DEUTSCHE BANK AG 1.4% 2/13/17 | Corporate Bond 1.4% 2/13/17 | ** | 1,220 | ||
DEUTSCHE BANK AG 2.5% 2/13/19 | Corporate Bond 2.5% 2/13/19 | ** | 2,543 | ||
DIGITAL REALTY 3.95% 07/01/22 | Corporate Bond 3.95% 07/01/22 | ** | 498 | ||
DIGNITY HEALTH 2.637% 11/1/19 | Corporate Bond 2.637% 11/1/19 | ** | 202 | ||
DISCOVER BANK 2.6% 11/13/18 | Corporate Bond 2.6% 11/13/18 | ** | 737 | ||
DISCOVER BANK 3.1% 06/20 | Corporate Bond 3.1% 06/20 | ** | 708 | ||
DOMINION GAS HLDGS 2.5% 12/19 | Corporate Bond 2.5% 12/19 | ** | 260 | ||
DOMINION RESOURCE 1.9% 6/15/18 | Corporate Bond 1.9% 6/15/18 | ** | 1,171 | ||
ENABLE MID LP 2.4% 05/15/19 | Corporate Bond 2.4% 05/15/19 | ** | 571 | ||
ENERGY TRANSFER 2.5% 06/15/18 | Corporate Bond 2.5% 06/15/18 | ** | 724 | ||
ENTERPRISE PRD 1.65% 05/07/18 | Corporate Bond 1.65% 05/07/18 | ** | 294 | ||
ENTERPRISE PRD 2.55% 10/15/19 | Corporate Bond 2.55% 10/15/19 | ** | 151 | ||
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 | ** | 734 | ||
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 | ** | 1,044 | ||
FHLB 0.875% 05/24/17 | Government Bond 0.875% 05/24/17 | ** | 2,664 | ||
FHLG 5.50% 3/34 #G01665 | Government Bond 5.50% 3/34 #G01665 | ** | 200 | ||
FHLG 5.50% 5/34 #Z40042 | Government Bond 5.50% 5/34 #Z40042 | ** | 1,524 | ||
FHLG 10YR 3.00% 8/21 #J16393 | Government Bond 10YR 3.00% 8/21 #J16393 | ** | 232 | ||
FHLG 10YR 3.00% 8/21 #J16442 | Government Bond 10YR 3.00% 8/21 #J16442 | ** | 210 | ||
FHLG 15YR 4.00% 4/26 #E02867 | Government Bond 15YR 4.00% 4/26 #E02867 | ** | 193 | ||
FHLG 15YR 4.00% 9/25 #E02787 | Government Bond 15YR 4.00% 9/25 #E02787 | ** | 382 | ||
FHLG 15YR 4.50% 8/18 #E98688 | Government Bond 15YR 4.50% 8/18 #E98688 | ** | 101 | ||
FHLG 15YR 4.50% 9/18 #E99205 | Government Bond 15YR 4.50% 9/18 #E99205 | ** | 40 | ||
FHLG 15YR 4.50% 10/18 #E99833 | Government Bond 15YR 4.50% 10/18 #E99833 | ** | 55 | ||
FHLG 15YR 4.50% 11/18 #B10931 | Government Bond 15YR 4.50% 11/18 #B10931 | ** | 34 | ||
FHLG 15YR 5.00% 4/20 #G13598 | Government Bond 15YR 5.00% 4/20 #G13598 | ** | 184 | ||
FHLG 15YR 3.5% 08/30#G15273 | Government Bond 15YR 3.5% 08/30#G15273 | ** | 1,839 | ||
FHLG 25YR 5.50% 7/35 #G05815 | Government Bond 25YR 5.50% 7/35 #G05815 | ** | 140 | ||
FHLM AR 12M+187.9 10/42#849255 | Government Bond 12M+187.9 10/42#849255 | ** | 581 | ||
FHLM ARM 2.98% 8/41 #1B8533 | Government Bond 2.98% 8/41 #1B8533 | ** | 171 | ||
FHLM ARM 3.07% 9/41 #1B8608 | Government Bond 3.07% 9/41 #1B8608 | ** | 109 | ||
FHLM ARM 3.58% 4/40 #1B4702 | Government Bond 3.58% 4/40 #1B4702 | ** | 92 | ||
FHLM ARM 4.199% 8/36 #848185 | Government Bond 4.199% 8/36 #848185 | ** | 124 | ||
FHLM ARM 4.941% 11/35 #1J1228 | Government Bond 4.941% 11/35 #1J1228 | ** | 109 | ||
FHLM ARM 3.224% 4/41#1B8179 | Government Bond 3.224% 4/41#1B8179 | ** | 76 | ||
FHLM ARM 3.242% 9/1/41#1B8659 | Government Bond 3.242% 9/1/41#1B8659 | ** | 71 | ||
FHLM ARM 3.283 6/1/41 | Government Bond 3.283 6/1/41 | ** | 81 | ||
FHLM ARM 3.464% 5/1/41#1B8304 | Government Bond 3.464% 5/1/41#1B8304 | ** | 64 | ||
FHLM ARM 3.53% 4/40 #1B4657 | Government Bond 3.53% 4/40 #1B4657 | ** | 93 | ||
FHLM ARM 3.627% 6/1/41#1B8372 | Government Bond 3.627% 6/1/41#1B8372 | ** | 121 | ||
FHLM ARM 3.717% 05/41#1B8124 | Government Bond 3.717% 05/41#1B8124 | ** | 100 | ||
FHLMC 0.875% 02/22/17 | Government Bond 0.875% 02/22/17 | ** | 4,099 | ||
FHR 2015-4472 WL 3% 05/45 | Mortgage back security 2015-4472 WL 3% 05/45 | ** | 1,696 | ||
FHR 3415 PC 5% 12/37 | Mortgage back security 3415 PC 5% 12/37 | ** | 150 | ||
FHR 3741 HD 3% 11/15/39 | Mortgage back security 3741 HD 3% 11/15/39 | ** | 337 | ||
FHR 3820 DA 4% 11/35 | Mortgage back security 3820 DA 4% 11/35 | ** | 380 | ||
FHR 4046 LA 3% 11/2026 | Mortgage back security 4046 LA 3% 11/2026 | ** | 959 |
(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 | |
FHR SER 4221 CLS GA 1.4% 7/23 | Mortgage back security 4221 CLS GA 1.4% 7/23 | ** | 1,483 | ||
* | Fidelity short term cash fund | Fid Inst Cash Port: MM Fund Class 1 SHS F/N/A | ** | 10,685 | |
FIFTH THIRD BAN 2.375% 4/25/19 | Corporate Bond 2.375% 4/25/19 | ** | 857 | ||
FIFTH THIRD BAN 2.875% 10/1/21 | Corporate Bond 2.875% 10/1/21 | ** | 763 | ||
FIFTH THIRD BAN 2.875% 7/27/20 | Corporate Bond 2.875% 7/27/20 | ** | 455 | ||
FIFTH THIRD BANK 2.15% 8/20/18 | Corporate Bond 2.15% 8/20/18 | ** | 1,124 | ||
FISCAL YR 05 4.93% 4/1/20 ETM | Corporate Bond 05 4.93% 4/1/20 ETM | ** | 126 | ||
FNMA 6.50% 7/32 #545759 | Government Bond 6.50% 7/32 #545759 | ** | 58 | ||
FNMA 6.50% 7/32 #545762 | Government Bond 6.50% 7/32 #545762 | ** | 14 | ||
FNMA 6.50% 7/35 #745092 | Government Bond 6.50% 7/35 #745092 | ** | 24 | ||
FNMA 6.50% 8/36 #888034 | Government Bond 6.50% 8/36 #888034 | ** | 39 | ||
FNMA 6.50% 12/32 #735415 | Government Bond 6.50% 12/32 #735415 | ** | 22 | ||
FNMA 1.125% 07/20/18 | Government Bond 1.125% 07/20/18 | ** | 1,175 | ||
FNMA 1.125% 12/14/18 | Government Bond 1.125% 12/14/18 | ** | 8,610 | ||
FNMA 1.5% 06/22/20 | Government Bond 1.5% 06/22/20 | ** | 2,567 | ||
FNMA 1.5% 11/30/20 | Government Bond 1.5% 11/30/20 | ** | 7,167 | ||
FNMA 1.875% 09/18/18 | Government Bond 1.875% 09/18/18 | ** | 8,733 | ||
FNMA 1.875% 12/28/20 | Government Bond 1.875% 12/28/20 | ** | 9,017 | ||
FNMA 15YR 3.50% 1/26 #AL1168 | Government Bond 15YR 3.50% 1/26 #AL1168 | ** | 326 | ||
FNMA 15YR 3.50% 3/27 #AL1746 | Government Bond 15YR 3.50% 3/27 #AL1746 | ** | 1,341 | ||
FNMA 15YR 6.00% 2/18 #684153 | Government Bond 15YR 6.00% 2/18 #684153 | ** | 2 | ||
FNMA 15YR 6.00% 11/17 #671380 | Government Bond 15YR 6.00% 11/17 #671380 | ** | 7 | ||
FNMA 15YR 6.00% 11/17 #672789 | Government Bond 15YR 6.00% 11/17 #672789 | ** | 1 | ||
FNMA 15YR 6.00% 12/17 #673965 | Government Bond 15YR 6.00% 12/17 #673965 | ** | 7 | ||
FNMA 15YR 6.50% 4/17 #637244 | Government Bond 15YR 6.50% 4/17 #637244 | ** | 10 | ||
FNMA 15YR 7.00% 2/18 #693327 | Government Bond 15YR 7.00% 2/18 #693327 | ** | 22 | ||
FNMA 15YR 7.00% 4/17 #636135 | Government Bond 15YR 7.00% 4/17 #636135 | ** | 9 | ||
FNMA 15YR 7.00% 8/16 #599602 | Government Bond 15YR 7.00% 8/16 #599602 | ** | 8 | ||
FNMA 15YR 3.5% 01/27 #AX1909 | Government Bond 15YR 3.5% 01/27 #AX1909 | ** | 605 | ||
FNMA 15YR 3.5% 07/26#AI7819 | Government Bond 15YR 3.5% 07/26#AI7819 | ** | 133 | ||
FNMA 15YR 3.5% 09/29#AL5878 | Government Bond 15YR 3.5% 09/29#AL5878 | ** | 1,277 | ||
FNMA 15YR 3.5% 10/29#AL5851 | Government Bond 15YR 3.5% 10/29#AL5851 | ** | 515 | ||
FNMA 5.50% 11/34 #310105 | Government Bond 5.50% 11/34 #310105 | ** | 1,106 | ||
FNMA 6.50% 12/35 #AD0723 | Government Bond 6.50% 12/35 #AD0723 | ** | 213 | ||
FNMA 6.50% 8/36 #888544 | Government Bond 6.50% 8/36 #888544 | ** | 176 | ||
FNMA 6.50% 8/36 #AE0746 | Government Bond6.50% 8/36 #AE0746 | ** | 144 | ||
FNMA ARM 2.61% 4/35 #995609 | Government Bond 2.61% 4/35 #995609 | ** | 56 | ||
FNMA ARM 2.74% 8/41 #AH5259 | Government Bond 2.74% 8/41 #AH5259 | ** | 294 | ||
FNMA ARM 3.01% 8/41 #AI4358 | Government Bond 3.01% 8/41 #AI4358 | ** | 62 | ||
FNMA ARM 3.37% 9/41 #AI8935 | Government Bond 3.37% 9/41 #AI8935 | ** | 101 | ||
FNMA ARM 3.47% 3/40 #AD0820 | Government Bond 3.47% 3/40 #AD0820 | ** | 105 | ||
FNMA ARM 3.60% 3/40 #AD1555 | Government Bond 3.60% 3/40 #AD1555 | ** | 122 | ||
FNMA ARM 4.21% 5/35 #889946 | Government Bond 4.21% 5/35 #889946 | ** | 140 | ||
FNMA ARM 4.285% 7/33#AD0066 | Government Bond 4.285% 7/33#AD0066 | ** | 231 | ||
FNMA ARM 4.30% 2/35 #995017 | Government Bond 4.30% 2/35 #995017 | ** | 157 | ||
FNMA ARM 4.53% 12/34 #802852 | Government Bond 4.53% 12/34 #802852 | ** | 79 | ||
FNMA ARM 4.68% 11/34 #735011 | Government Bond 4.68% 11/34 #735011 | ** | 89 | ||
FNMA ARM 06/42#AO2244 | Government Bond 06/42#AO2244 | ** | 99 | ||
FNMA ARM 09/41#AI9813 | Government Bond 09/41#AI9813 | ** | 67 | ||
FNMA ARM 10/41#AJ3399 | Government Bond 10/41#AJ3399 | ** | 31 | ||
FNMA ARM 11/40#AE6806 | Government Bond 11/40#AE6806 | ** | 58 |
(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 3.20% 1/40 #AC0599 | Government Bond 3.20% 1/40 #AC0599 | ** | 173 | ||
FNMA ARM 3.228% 7/41#AI3469 | Government Bond 3.228% 7/41#AI3469 | ** | 110 | ||
FNMA ARM 3.365% 10/41#AI6819 | Government Bond 3.365% 10/41#AI6819 | ** | 53 | ||
FNMA ARM 3.545% 07/41#AI6050 | Government Bond 3.545% 07/41#AI6050 | ** | 135 | ||
FNMA ARM 4.198% 11/34 #841068 | Government Bond 4.198% 11/34 #841068 | ** | 497 | ||
FNMA ARM 4.512% 12/36 #995606 | Government Bond 4.512% 12/36 #995606 | ** | 160 | ||
FNMA ARM 4.53% 10/35 #995414 | Government Bond 4.53% 10/35 #995414 | ** | 145 | ||
FNMA ARM 4.55% 10/35 #995415 | Government Bond 4.55% 10/35 #995415 | ** | 397 | ||
FNR 2012-94 E 3% 6/22 | Mortgage back security 2012-94 E 3% 6/22 | ** | 226 | ||
FNR 2013-16 GP 3% 03/33 | Mortgage back security 2013-16 GP 3% 03/33 | ** | 1,212 | ||
FNR 2014-83 P 3% 06/43 | Mortgage back security 2014-83 P 3% 06/43 | ** | 1,688 | ||
FNR 2015-28 JE 3% 05/45 | Mortgage back security2015-28 JE 3% 05/45 | ** | 3,026 | ||
FNR 2015-28 P 2.5% 5/45 | Mortgage back security 2015-28 P 2.5% 5/45 | ** | 3,862 | ||
FNR 2015-32 PA 3% 4/44 | Mortgage back security 2015-32 PA 3% 4/44 | ** | 1,333 | ||
FNR 2015-42 LE 3% 06/45 | Mortgage back security2015-42 LE 3% 06/45 | ** | 2,629 | ||
FNR 2015-49 LE 3% 07/45 | Mortgage back security 2015-49 LE 3% 07/45 | ** | 1,867 | ||
FNR 2015-54 LE 2.5% 07/45 | Mortgage back security 2015-54 LE 2.5% 07/45 | ** | 2,206 | ||
FORD MTR CR 2.875% 10/01/18 | Corporate Bond 2.875% 10/01/18 | ** | 1,776 | ||
FORD MTR CR LLC 2.24% 6/15/18 | Corporate Bond 2.24% 6/15/18 | ** | 888 | ||
FORDF 2015-4 A1 1.77% 8/20 | Mortgage back security 2015-4 A1 1.77% 8/20 | ** | 1,450 | ||
FORDL 15-A A3 1.13% 6/18 |