(Mark One) | |||||
[X] | ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 | ||||
For the fiscal year ended December 31, 2020 | |||||
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, 2020 and 2019 | |||||
Statements of Changes in Net Assets Available for Benefits for the years ended December 31, 2020 and 2019 | |||||
Notes to Financial Statements | 4-15 | ||||
Additional Information (Note A): | |||||
Schedule of Assets (Held at End of Year) at December 31, 2020 | 17-31 | ||||
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. |
2020 | 2019 | |||||||||||||||||||||||||||||||||||||
Non- | Non- | |||||||||||||||||||||||||||||||||||||
Participant | participant | Participant | participant | |||||||||||||||||||||||||||||||||||
Directed | Directed | Total | Directed | Directed | Total | |||||||||||||||||||||||||||||||||
Assets | ||||||||||||||||||||||||||||||||||||||
Investments at fair value | $ | 2,461,345 | $ | 201,632 | $ | 2,662,977 | $ | 2,299,430 | $ | 165,990 | $ | 2,465,420 | ||||||||||||||||||||||||||
Investments at contract value | 815,382 | — | 815,382 | 708,755 | — | 708,755 | ||||||||||||||||||||||||||||||||
Total investments | 3,276,727 | 201,632 | 3,478,359 | 3,008,185 | 165,990 | 3,174,175 | ||||||||||||||||||||||||||||||||
Receivables: | ||||||||||||||||||||||||||||||||||||||
Plan sponsor contributions | 36,341 | 11,597 | 47,938 | 36,513 | 12,569 | 49,082 | ||||||||||||||||||||||||||||||||
Notes receivable from participants | 49,704 | — | 49,704 | 53,475 | — | 53,475 | ||||||||||||||||||||||||||||||||
Other receivables | 3,591 | 1,849 | 5,440 | 3,111 | 1,368 | 4,479 | ||||||||||||||||||||||||||||||||
Total assets | 3,366,363 | 215,078 | 3,581,441 | 3,101,284 | 179,927 | 3,281,211 | ||||||||||||||||||||||||||||||||
Liabilities | ||||||||||||||||||||||||||||||||||||||
Other liabilities | 377 | 1,458 | 1,835 | 1,903 | 2,402 | 4,305 | ||||||||||||||||||||||||||||||||
Total liabilities | 377 | 1,458 | 1,835 | 1,903 | 2,402 | 4,305 | ||||||||||||||||||||||||||||||||
Net assets available for benefits | $ | 3,365,986 | $ | 213,620 | $ | 3,579,606 | $ | 3,099,381 | $ | 177,525 | $ | 3,276,906 | ||||||||||||||||||||||||||
2020 | 2019 | |||||||||||||||||||||||||||||||||||||
Non- | Non- | |||||||||||||||||||||||||||||||||||||
Participant | participant | Participant | participant | |||||||||||||||||||||||||||||||||||
Directed | Directed | Total | Directed | Directed | Total | |||||||||||||||||||||||||||||||||
Additions to net assets: | ||||||||||||||||||||||||||||||||||||||
Investment income | ||||||||||||||||||||||||||||||||||||||
Interest | $ | 15,644 | $ | — | $ | 15,644 | $ | 17,972 | $ | — | $ | 17,972 | ||||||||||||||||||||||||||
Dividends | 12,691 | 5,641 | 18,332 | 14,025 | 5,405 | 19,430 | ||||||||||||||||||||||||||||||||
Net appreciation in fair value of investments | 390,059 | 43,683 | 433,742 | 438,981 | 12,016 | 450,997 | ||||||||||||||||||||||||||||||||
Net investment gain | 418,394 | 49,324 | 467,718 | 470,978 | 17,421 | 488,399 | ||||||||||||||||||||||||||||||||
Interest income from notes receivable | 2,833 | — | 2,833 | 2,960 | — | 2,960 | ||||||||||||||||||||||||||||||||
Participant contributions | 110,888 | — | 110,888 | 110,100 | — | 110,100 | ||||||||||||||||||||||||||||||||
Plan sponsor contributions | 55,048 | 11,597 | 66,645 | 54,934 | 12,569 | 67,503 | ||||||||||||||||||||||||||||||||
Total additions | 587,163 | 60,921 | 648,084 | 638,972 | 29,990 | 668,962 | ||||||||||||||||||||||||||||||||
Deductions from net assets: | ||||||||||||||||||||||||||||||||||||||
Distributions to and withdrawals by participants | 335,796 | 8,729 | 344,525 | 361,588 | 11,317 | 372,905 | ||||||||||||||||||||||||||||||||
Administrative expenses | 859 | — | 859 | 835 | — | 835 | ||||||||||||||||||||||||||||||||
Total deductions | 336,655 | 8,729 | 345,384 | 362,423 | 11,317 | 373,740 | ||||||||||||||||||||||||||||||||
Net increase in net assets | 250,508 | 52,192 | 302,700 | 276,549 | 18,673 | 295,222 | ||||||||||||||||||||||||||||||||
Transfers from non-participant directed | 16,097 | (16,097) | — | 9,953 | (9,953) | — | ||||||||||||||||||||||||||||||||
Net assets available for benefits at beginning of year | 3,099,381 | 177,525 | 3,276,906 | 2,812,879 | 168,805 | 2,981,684 | ||||||||||||||||||||||||||||||||
Net assets available for benefits at end of year | $ | 3,365,986 | $ | 213,620 | $ | 3,579,606 | $ | 3,099,381 | $ | 177,525 | $ | 3,276,906 |
(in thousands) | 2020 | 2019 | |||||||||
Cash and cash equivalents | $ | 3,651 | $ | 5,562 | |||||||
Common stock - Eastman Chemical Company | 303,851 | 305,542 | |||||||||
Common stock - other | 120,759 | 125,370 | |||||||||
Mutual funds | 684,501 | 612,195 | |||||||||
Collective investment trusts | 1,424,586 | 1,326,203 | |||||||||
Pooled separate accounts | — | 3,620 | |||||||||
Managed income fund | 815,382 | 708,755 | |||||||||
Self-directed brokerage account - mutual funds | 125,629 | 86,928 | |||||||||
Total | $ | 3,478,359 | $ | 3,174,175 |
(in thousands) | December 31, 2020 | December 31, 2019 | |||||||||
Description | Quoted Prices in Active Markets for Identical Assets (Level 1) | Quoted Prices in Active Markets for Identical Assets (Level 1) | |||||||||
Cash and cash equivalents | $ | 3,651 | $ | 5,562 | |||||||
Common stock - Eastman Chemical Company | 303,851 | 305,542 | |||||||||
Common stock - other | 120,759 | 125,370 | |||||||||
Mutual funds | 684,501 | 612,195 | |||||||||
Collective investment trusts | 1,424,586 | 1,326,203 | |||||||||
Pooled separate accounts | — | 3,620 | |||||||||
Self-directed brokerage account - mutual funds | 125,629 | 86,928 | |||||||||
Total | $ | 2,662,977 | $ | 2,465,420 |
(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, 1,032 Shares | ** | $ | 103,533 | |||||||||
* | Eastman Chemical Company | Common Stock, Non-Participant directed, 1,998 Shares | 102,810 | 200,318 | ||||||||||
Subtotal – Common Stock – Eastman Chemical Co | 303,851 | |||||||||||||
Abbott Laboratories | Common Stock, 2 Shares | ** | 267 | |||||||||||
Accenture Plc Cl A | Common Stock, 3 Shares | ** | 822 | |||||||||||
Air Products & Chemicals Inc. | Common Stock, 6 Shares | ** | 1,583 | |||||||||||
Alexandria Real Estate Equity Income REIT | Common Stock, 3 Shares | ** | 448 | |||||||||||
Altria Group Inc | Common Stock, 22 Shares | ** | 905 | |||||||||||
American Express Co | Common Stock, 15 Shares | ** | 1,840 | |||||||||||
AmerisourceBergen Corp | Common Stock, 10 Shares | ** | 1,013 | |||||||||||
Amgen Inc | Common Stock, 3 Shares | ** | 673 | |||||||||||
Analog Devices Inc | Common Stock, 19 Shares | ** | 2,805 | |||||||||||
Apple Inc | Common Stock, 7 Shares | ** | 933 | |||||||||||
Arthur J Gallaghar and Co | Common Stock, 8 Shares | ** | 983 | |||||||||||
Automatic Data Processing Inc | Common Stock, 6 Shares | ** | 1,053 | |||||||||||
Avalonbay Communities Inc REIT | Common Stock, 5 Shares | ** | 730 | |||||||||||
Bank of America Corporation | Common Stock, 85 Shares | ** | 2,591 | |||||||||||
Becton Dickinson & Co | Common Stock, 5 Shares | ** | 1,188 | |||||||||||
Best Buy Co Inc | Common Stock, 12 Shares | ** | 1,183 | |||||||||||
Blackrock Inc | Common Stock, 4 Shares | ** | 3,038 | |||||||||||
Boston Properties Inc | Common Stock, 3 Shares | ** | 326 | |||||||||||
Bristol-Myers Squibb Co | Common Stock, 43 Shares | ** | 2,645 | |||||||||||
Capital One Financial Corp | Common Stock, 6 Shares | ** | 627 | |||||||||||
Chevron Corp | Common Stock, 20 Shares | ** | 1,679 | |||||||||||
Chubb Ltd | Common Stock, 9 Shares | ** | 1,334 | |||||||||||
Citigroup Inc | Common Stock, 14 Shares | ** | 878 | |||||||||||
CME Group Inc Cl A | Common Stock, 14 Shares | ** | 2,569 | |||||||||||
CMS Energy Corp | Common Stock, 17 Shares | ** | 1,041 | |||||||||||
Coca Cola Co | Common Stock, 21 Shares | ** | 1,131 | |||||||||||
Comcast Corp Cl A | Common Stock, 62 Shares | ** | 3,258 | |||||||||||
ConocoPhillips | Common Stock, 48 Shares | ** | 1,934 | |||||||||||
CVS Health Corp | Common Stock, 16 Shares | ** | 1,093 | |||||||||||
Deere & Co | Common Stock, 6 Shares | ** | 1,515 | |||||||||||
Dover Corp | Common Stock, 19 Shares | ** | 2,389 | |||||||||||
Eaton Corp PLC | Common Stock, 18 Shares | ** | 2,153 | |||||||||||
Entergy Corp | Common Stock, 6 Shares | ** | 622 | |||||||||||
EOG Resources Inc | Common Stock, 16 Shares | ** | 794 | |||||||||||
Fidelity Natl Inform Svcs Inc | Common Stock, 11 Shares | ** | 1,509 | |||||||||||
General Dynamics Corporation | Common Stock, 10 Shares | ** | 1,551 | |||||||||||
Hartford Finl Svcs Group Inc | Common Stock, 19 Shares | ** | 952 | |||||||||||
Hasbro Inc | Common Stock, 10 Shares | ** | 963 | |||||||||||
Home Depot Inc | Common Stock, 8 Shares | ** | 2,139 | |||||||||||
Honeywell Intl Inc | Common Stock, 5 Shares | ** | 1,020 | |||||||||||
Intl Bus Mach Corp | Common Stock, 8 Shares | ** | 1,051 |
(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 | ||||||||||
Johnson & Johnson | Common Stock, 17 Shares | ** | 2,740 | |||||||||||
Lilly (Eli) & Co | Common Stock, 9 Shares | ** | 1,585 | |||||||||||
Marsh & McLennan Cos Inc | Common Stock, 3 Shares | ** | 409 | |||||||||||
McDonalds Corp | Common Stock, 8 Shares | ** | 1,814 | |||||||||||
Medtronic Plc | Common Stock, 21 Shares | ** | 2,447 | |||||||||||
Merck & Co Inc New | Common Stock, 12 Shares | ** | 963 | |||||||||||
Metlife Inc | Common Stock, 20 Shares | ** | 958 | |||||||||||
Microsoft Inc | Common Stock, 8 Shares | ** | 1,826 | |||||||||||
Mondelez Intl Inc | Common Stock, 31 Shares | ** | 1,838 | |||||||||||
Morgan Stanley | Common Stock, 30 Shares | ** | 2,085 | |||||||||||
Nextera Energy | Common Stock, 31 Shares | ** | 2,358 | |||||||||||
Norfolk Southern Corp | Common Stock, 7 Shares | ** | 1,762 | |||||||||||
Northern Trust Corp | Common Stock, 6 Shares | ** | 571 | |||||||||||
Northrop Grumman Corp | Common Stock, 3 Shares | ** | 930 | |||||||||||
Otis Worldwide Corp | Common Stock, 5 Shares | ** | 346 | |||||||||||
Parker Hannifin Corp | Common Stock, 8 Shares | ** | 2,116 | |||||||||||
Pepsico Inc | Common Stock, 10 Shares | ** | 1,523 | |||||||||||
Pfizer Inc | Common Stock, 20 Shares | ** | 737 | |||||||||||
Philip Morris Intl Inc | Common Stock, 28 Shares | ** | 2,357 | |||||||||||
PNC Financial Services Grp Inc | Common Stock, 18 Shares | ** | 2,662 | |||||||||||
PPG Industries Inc | Common Stock, 14 Shares | ** | 1,977 | |||||||||||
Price (T Rowe) Group Inc | Common Stock, 8 Shares | ** | 1,187 | |||||||||||
Proctor & Gamble Co | Common Stock, 10 Shares | ** | 1,343 | |||||||||||
Progressive Corp Ohio | Common Stock, 10 Shares | ** | 959 | |||||||||||
Prologis Inc REIT | Common Stock, 5 Shares | ** | 518 | |||||||||||
Public Svc Enterprise Grp Inc | Common Stock, 13 Shares | ** | 737 | |||||||||||
Raytheon Technologies Corp | Common Stock, 29 Shares | ** | 2,067 | |||||||||||
Realty Income Corp REIT | Common Stock, 3 Shares | ** | 199 | |||||||||||
Republic Services Inc | Common Stock, 11 Shares | ** | 1,017 | |||||||||||
Schwab Charles Corp | Common Stock, 24 Shares | ** | 1,282 | |||||||||||
Stanley Black & Decker Inc | Common Stock, 6 Shares | ** | 1,054 | |||||||||||
Starbucks Corp | Common Stock, 9 Shares | ** | 936 | |||||||||||
Sysco Corp | Common Stock, 24 Shares | ** | 1,801 | |||||||||||
Texas Instruments Inc | Common Stock, 16 Shares | ** | 2,648 | |||||||||||
TJX Companies Inc New | Common Stock, 23 Shares | ** | 1,572 | |||||||||||
Trane Technologies PLC | Common Stock, 5 Shares | ** | 688 | |||||||||||
Truist Finl Corp | Common Stock, 26 Shares | ** | 1,224 | |||||||||||
UnitedHealth Group Inc | Common Stock, 7 Shares | ** | 2,430 | |||||||||||
US Bancorp Del | Common Stock, 27 Shares | ** | 1,266 | |||||||||||
Valero Energy Corp | Common Stock, 7 Shares | ** | 398 | |||||||||||
Ventas Inc REIT | Common Stock, 8 Shares | ** | 369 | |||||||||||
Verizon Communications Inc | Common Stock, 34 Shares | ** | 1,986 | |||||||||||
VF Corp | Common Stock, 8 Shares | ** | 716 | |||||||||||
Vornado Realty Trust | Common Stock, 3 Shares | ** | 126 | |||||||||||
Walmart Inc | Common Stock, 11 Shares | ** | 1,649 |
(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 | ||||||||||
Xcel Energy Inc | Common Stock, 20 Shares | ** | 1,355 | |||||||||||
Subtotal - Common Stock – Other | 120,759 | |||||||||||||
* | Fidelity Management Trust Company | Interest Bearing Cash, Participant directed | ** | 1,875 | ||||||||||
* | Fidelity Management Trust Company | Interest Bearing Cash, Non-Participant directed | 1,314 | 1,314 | ||||||||||
JPMORGAN USG MMKT FD CAP SHARE | Interest Bearing Cash Equivalents | ** | 462 | |||||||||||
Subtotal – Cash and Cash Equivalents | 3,651 | |||||||||||||
DFA US SMALL CAP VALUE I | Registered Investment Company 1,274 shares | ** | 43,881 | |||||||||||
DODGE & COX STOCK FUND | Registered Investment Company 672 shares | ** | 129,385 | |||||||||||
* | FID GOVT MMKT | Registered Investment Company 375 shares | ** | 375 | ||||||||||
* | FID US BOND INDX | Registered Investment Company 4,264 shares | ** | 53,083 | ||||||||||
* | FID GLB EX US IDX | Registered Investment Company 2,033 shares | ** | 29,616 | ||||||||||
* | FID 500 INDEX | Registered Investment Company 2,249 shares | ** | 292,735 | ||||||||||
* | FID EXT MKT IDX | Registered Investment Company 1,138 shares | ** | 95,017 | ||||||||||
NB GENESIS R6 | Registered Investment Company 575 shares | ** | 40,409 | |||||||||||
Sub-Total Mutual Funds | 684,501 | |||||||||||||
BTC STR COMP NL M | Collective Investment Trust 67 shares | ** | 803 | |||||||||||
ARROWST ACWI EX-US A | Collective Investment Trust 443 shares | ** | 66,373 | |||||||||||
PRU CORE PL BD CL 5 | Collective Investment Trust 428 shares | ** | 84,211 | |||||||||||
LOOMIS SAYLES & CO SMC GWTH C | Collective Investment Trust 1,710 shares | ** | 41,601 | |||||||||||
* | FID BLUE CHIP GR POOL | Collective Investment Trust 4,455 shares | ** | 134,897 | ||||||||||
VANGUARD TARGET INC | Collective Investment Trust 791 shares | ** | 40,865 | |||||||||||
VANGUARD TARGET 2015 | Collective Investment Trust 593 shares | ** | 35,319 | |||||||||||
VANGUARD TARGET 2020 | Collective Investment Trust 1,843 shares | ** | 120,488 | |||||||||||
VANGUARD TARGET 2025 | Collective Investment Trust 2,769 shares | ** | 193,228 | |||||||||||
VANGUARD TARGET 2030 | Collective Investment Trust 3,083 shares | ** | 226,962 | |||||||||||
VANGUARD TARGET 2035 | Collective Investment Trust 1,646 shares | ** | 127,550 | |||||||||||
VANGUARD TARGET 2040 | Collective Investment Trust 1,372 shares | ** | 110,418 | |||||||||||
VANGUARD TARGET 2045 | Collective Investment Trust 932 shares | ** | 76,163 | |||||||||||
VANGUARD TARGET 2050 | Collective Investment Trust 1,135 shares | ** | 92,999 | |||||||||||
VANGUARD TARGET 2055 | Collective Investment Trust 571 shares | ** | 46,706 | |||||||||||
VANGUARD TARGET 2060 | Collective Investment Trust 481 shares | ** | 23,696 | |||||||||||
VANGUARD TARGET 2065 | Collective Investment Trust 76 shares | ** | 2,307 | |||||||||||
Sub-Total Collective Investment Trusts | 1,424,586 | |||||||||||||
* | Fidelity | Cash | ** | 3,451 | ||||||||||
AIG GLOBAL FDG SR MTN 2.3% 07/01/2022 144A | Corporate Bond 2.3% 7/1/22 | ** | 561 | |||||||||||
AIG GLOBAL FDG 0.8% 07/07/2023 144A | Corporate Bond 0.8% 7/7/23 | ** | 520 | |||||||||||
AIG GLOBAL FDG 0.9% 09/22/2025 144A | Corporate Bond 0.9% 9/22/25 | ** | 2,009 | |||||||||||
AT&T INC 1.65% 2/01/2028 | Corporate Bond 1.65% 2/01/28 | ** | 1,768 | |||||||||||
ABBVIE INC 2.3% 11/21/2022 | Corporate Bond 2.3% 11/21/22 | ** | 1,902 | |||||||||||
AERCAP IRELAND 4.125% 07/03/23 | Corporate Bond 4.125% 07/03/23 | ** | 652 | |||||||||||
AERCAP IRELAND 4.875% 01/16/24 | Corporate Bond 4.875% 01/16/24 | ** | 511 | |||||||||||
AIR LEASE CORP 2.5% 03/01/21 | Corporate Bond 2.5% 03/01/21 | ** | 954 | |||||||||||
AIR LEASE CORP 4.25% 02/01/2024 | Corporate Bond 4.25% 02/01/24 | ** | 895 |
(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 | ||||||||||
AMOT 2.7% 01/17/23 | Mortgage Back Security 2018-1 A 2.7% 01/17/23 | ** | 1,633 | |||||||||||
AMOT 2018-2 A3.29% 05/23 | Mortgage Back Security 2018-2 A 3.29% 05/23 | ** | 2,003 | |||||||||||
ALTRIA GROUP 3.8% 02/14/24 | Corporate Bond 3.8% 02/14/24 | ** | 789 | |||||||||||
ALTRIA GROUP 2.35% 05/06/25 | Corporate Bond 2.35% 05/06/25 | ** | 270 | |||||||||||
AMAZON.COM INC 0.8% 06/03/2025 | Corporate Bond 0.8% 06/03/25 | ** | 849 | |||||||||||
AMXCA 2018-4 A 2.99% 12-15-23 | Mortgage Back Security 2018-4 A2 2.99% 12/15/23 | ** | 1,581 | |||||||||||
AMXCA 2018-6 A 3.06% 02/15/24 | Mortgage Back Security 2018-6 A2 3.06% 02/15/24 | ** | 1,525 | |||||||||||
AMXCA 2019-2 A 2.67% 11/15/24 | Mortgage Back Security 2019-2 A 2.67% 11/15/24 | ** | 2,002 | |||||||||||
AMXCA 2019-1 A 2.87% 10/15/24 | Mortgage Back Security 2019-1 A 2.87% 10/15/24 | ** | 644 | |||||||||||
AMERICAN GENERAL LIFE | Synthetic GIC – 1.791% (fair value to contract value) | ** | (3,456) | |||||||||||
AMPHENOL CORPORATION NEW 3.2% 04/01/2024 | Corporate Bond 3.2% 04/01/2024 | ** | 324 | |||||||||||
AON CORP 2.2% 11/15/22 | Corporate Bond 2.2% 11/15/22 | ** | 420 | |||||||||||
APPLE INC 0.75% 05/11/2023 | Corporate Bond 0.75% 05/11/23 | ** | 1,418 | |||||||||||
AUTOZONE 3.125% 07/15/23 | Corporate Bond 3.125% 07/15/23 | ** | 1,133 | |||||||||||
AXA EQUITABLE 3.9% 4/20/23 | Corporate Bond 3.9% 04/20/23 | ** | 163 | |||||||||||
BACCT 2018-A1 A1 2.7% 07/17/23 | Mortgage Back Security 2018-A1 A1 2.7% 07/17/23 | ** | 2,004 | |||||||||||
BACCT 0.34% 05/15/26 | Mortgage Back Security 0.34% 05/15/26 | ** | 2,571 | |||||||||||
BAT INTL FINANCE PLC 1.668% 03/25/2026 | Corporate Bond 1.668% 03/25/26 | ** | 2,056 | |||||||||||
BMWFT 3.15% 5/15/23 144A | Mortgage Back Security 3.15% 5/15/23 144A | ** | 1,458 | |||||||||||
BPCE SA 2.75% 12/02/21 | Corporate Bond 2.75% 12/02/21 | ** | 840 | |||||||||||
BMWLT 2019-1 2.84% 11/22/21 | Mortgage Back Security 2019-1 2.84% 11/22/21 | ** | 507 | |||||||||||
BANK OF AMER 3.124%/VAR 1/20/23 | Corporate Bond 3.124%/VAR 01/20/23 | ** | 782 | |||||||||||
BK OF AMER 3.004% /VAR 12/20/23 | Corporate Bond 3.004%/VAR 12/20/23 | ** | 2,788 | |||||||||||
BANK OF AMERICA CO 3.864% 7/23/24 | Corporate Bond 3.864% 7/23/24 | ** | 2,202 | |||||||||||
BANK OF AMERICA CO 2.456%/VAR 10/22/25 | Corporate Bond 2.456%/VAR 10/22/25 | ** | 1,916 | |||||||||||
BANK OF AMERICA CO 1.319%/VAR 06/19/2026 | Corporate Bond 1.319%/VAR 06/19/26 | ** | 1,532 | |||||||||||
BANK OF AMERICA CO 1.197%/VAR 10/24/2026 | Corporate Bond 1.197%/VAR 10/24/26 | ** | 2,830 | |||||||||||
BANK OF MONTREAL QUE 1.85% 05/01/2025 | Corporate Bond 1.85% 05/01/25 | ** | 1,895 | |||||||||||
BANK NEW YORK MELLON CORP 1.6% 04/24/2025 | Corporate Bond 1.6% 04/24/25 | ** | 697 | |||||||||||
BOTWAT 2017-1 2.11% 01/15/23 | Mortgage Back Security 2017-1 2.11% 01/15/23 | ** | 345 | |||||||||||
BOTWAT 2018-1 A3 3.43% 12/15/22 | Mortgage Back Security 2018-1 A3 3.43% 12/15/22 | ** | 312 | |||||||||||
BOTWAT 2019-1 2.43% 04/15/24 | Mortgage Back Security 2019-1 2.43% 04/15/24 | ** | 818 | |||||||||||
BARCLAYS PLC 3.25% 01/12/21 | Corporate Bond 3.25% 01/12/21 | ** | 807 | |||||||||||
BARCLAYS BANK PLC 4.338%/VAR 5/16/24 | Corporate Bond 4.338%/VAR 5/16/24 | ** | 1,285 | |||||||||||
BARCLAYS PLC (UNGTD) 3.932%/VAR 05/07/25 | Corporate Bond 3.932%/VAR 05/07/25 | ** | 1,232 | |||||||||||
BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026 | Corporate Bond 2.852% 05/07/26 | ** | 1,046 | |||||||||||
BARCLAYS PLC 1.007% 12/10/2024 | Corporate Bond 1.007% 12/10/24 | ** | 1,161 | |||||||||||
BARCLAYS BANK PLC 1.7% 05/12/2022 | Corporate Bond 1.7% 05/12/22 | ** | 350 |
(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 | ||||||||||
BMARK 2018-B2 A2 3.6623% 02/51 | Mortgage Back Security 3.6623% 02/51 | ** | 1,794 | |||||||||||
BMARK 2018-B7 A2 4.377% 05/53 | Mortgage Back Security 4.377% 05/53 | ** | 979 | |||||||||||
BMARK 2018-B8 A2 4.149% 01/15/52 | Mortgage Back Security 4.149% 01/15/52 | ** | 1,116 | |||||||||||
BERKSHIRE HATHAWA 2.8% 1/15/23 | Corporate Bond 2.8% 1/15/23 | ** | 1,902 | |||||||||||
BERKSHIRE HATHAWA 4.05% 04/15/2025 | Corporate Bond 4.05% 04/15/25 | ** | 1,597 | |||||||||||
BERKSHIRE HATH 2.75% 3/15/23 | Corporate Bond 2.75% 3/15/23 | ** | 751 | |||||||||||
BOSTON SCIENTIFIC 3.45% 03/01/24 | Corporate Bond 3.45% 03/01/24 | ** | 639 | |||||||||||
BP CAP MARKETS AMERICA INC 2.937% 04/06/2023 | Corporate Bond 2.937% 04/06/23 | ** | 440 | |||||||||||
BRISTOL-MEYERS 2.6% 05/16/22 | Corporate Bond 2.6% 05/16/22 | ** | 1,533 | |||||||||||
BRISTOL-MEYERS 2.9% 07/26/24 | Corporate Bond 2.9% 07/26/24 | ** | 2,042 | |||||||||||
CIGNA CORP 3.75% 07/15/23 | Corporate Bond 3.75% 07/15/23 | ** | 491 | |||||||||||
COMM 14-UBS6 ASB 3.387% 12/10/47 | Mortgage Back Security 3.387% 12/10/47 | ** | 341 | |||||||||||
COMM 2015-CR22 A2 2.856% 03/48 | Mortgage Back Security 2.856% 03/48 | ** | 139 | |||||||||||
COMM 2015-CR22 ASB 3.144% 03/48 | Mortgage Back Security 3.144% 03/48 | ** | 563 | |||||||||||
COMM 15-CCRE23 3.257% 05/48 | Mortgage Back Security 3.257% 05/48 | ** | 624 | |||||||||||
COMM 15-CCRE26 3.373% 10/48 | Mortgage Back Security 3.373% 10/48 | ** | 458 | |||||||||||
CSMC 16-NXSR A1 1.9708% 12/49 | Mortgage Back Security 1.9708% 12/49 | ** | 94 | |||||||||||
CSAIL 2017-CX9 A2 3.0538% 09/15/50 | Mortgage Back Security 3.0538% 09/15/50 | ** | 1,356 | |||||||||||
COMM 2012-LC4 A4 3.288% 12/44 | Mortgage Back Security 3.288% 12/44 | ** | 1,809 | |||||||||||
COMM 2012-CR3 ASB 2.372% 11/45 | Mortgage Back Security 2.372% 11/45 | ** | 362 | |||||||||||
COMM 2012-CR3 A3 2.822% 10/45 | Mortgage Back Security 2.822% 10/45 | ** | 896 | |||||||||||
COMM 2013-CCRE7 3.213% 03/46 | Mortgage Back Security 3.213% 03/46 | ** | 904 | |||||||||||
COMM 2013-CCRE8 3.612% 06/46 | Mortgage Back Security 3.612% 06/46 | ** | 662 | |||||||||||
CSAIL 2015-C2 COML 3.2241% 06/57 | Mortgage Back Security 3.2241% 06/57 | ** | 616 | |||||||||||
CSAIL 2015-C3 A4 3.7182% 08/48 | Mortgage Back Security 3.7182% 08/48 | ** | 1,327 | |||||||||||
CNH 2018-A A3 3.12% 07/23 | Mortgage Back Security 3.12% 07/23 | ** | 778 | |||||||||||
CVS HEALTH CORP 3.35% 03/09/21 | Corporate Bond 3.35% 03/09/21 | ** | 662 | |||||||||||
CA ST 2.40% 10/1/25 | Government Bond 2.40% 10/1/25 | ** | 1,293 | |||||||||||
CAN NATURAL RES 3.45% 11/15/21 | Corporate Bond 3.45% 11/15/21 | ** | 1,151 | |||||||||||
CPART 2018-1A A3 3.00% 11/21 144A | Mortgage Back Security 3.00% 11/21 144A | ** | 34 | |||||||||||
CPART 2018-2A A3 3.27% 12/22 | Mortgage Back Security 3.27% 12/22 | ** | 725 | |||||||||||
CAPITAL ONE FIN 3.2% 1/30/23 | Corporate Bond 3.2% 1/30/23 | ** | 2,667 | |||||||||||
CAPITAL ONE FIN 2.6% 5/11/23 | Corporate Bond 2.6% 5/11/23 | ** | 941 | |||||||||||
COMET MULTI-ASST 2.84% 12/15/24 | Mortgage Back Security 2.84% 12/15/24 | ** | 2,063 | |||||||||||
CAPITAL ONE NATL ASN 2.15% 09/06/22 | Corporate Bond 2.15% 09/06/22 | ** | 490 | |||||||||||
CAPITAL ONE BK NA 2.28%/VAR 01/28/2026 | Corporate Bond 2.28%/VAR 01/28/26 | ** | 1,499 | |||||||||||
CARMX 2017-4 2.11% 10/17/22 | Mortgage Back Security 2.11% 10/17/22 | ** | 162 | |||||||||||
CARMX 2017-3 A3 1.97% 04/15/22 | Mortgage Back Security 1.97% 04/15/22 | ** | 63 | |||||||||||
CARMX 2018-2 A3 2.98% 01/23 | Mortgage Back Security 2.98% 01/23 | ** | 448 | |||||||||||
CARMX 2018-4 3.36% 09/15/23 | Mortgage Back Security 3.36% 09/15/23 | ** | 821 | |||||||||||
CARMX 2019-1 3.05% 03/15/24 | Mortgage Back Security 3.05% 03/15/24 | ** | 1,173 | |||||||||||
CARMX 2020-4 0.5% 08/15/25 | Mortgage Back Security 0.5% 08/15/25 | ** | 1,279 |
(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 | ||||||||||
CENTERPOINT ENE 2.50% 09/01/22 | Corporate Bond 2.50% 09/01/22 | ** | 400 | |||||||||||
CHEVRON CORP NEW 1.141% 05/11/2023 | Corporate Bond 1.141% 05/11/23 | ** | 1,284 | |||||||||||
CHEVRON CORP NEW 1.554% 05/11/2025 | Corporate Bond 1.554% 05/11/25 | ** | 1,488 | |||||||||||
CGCMT 2016-P6 A1 1.884% 12/49 | Mortgage Back Security 2016-P6 A1 1.884% 12/49 | ** | 35 | |||||||||||
CITIGROUP INC 2.75% 4/25/2022 | Corporate Bond 2.75% 4/25/2022 | ** | 1,362 | |||||||||||
CITIGROUP INC 2.7% 10/27/2022 | Corporate Bond 2.7% 10/27/2022 | ** | 209 | |||||||||||
CITIGROUP 3.142%/VAR 1/24/23 | Corporate Bond 3.142%/VAR 1/24/23 | ** | 705 | |||||||||||
CITIGROUP 3.106%/VAR 04/08/2026 | Corporate Bond 3.106%/VAR 4/08/26 | ** | 1,869 | |||||||||||
CCCIT 2018-A1 A1 2.49% 01/23 | Mortgage Back Security 2018-A1 A1 2.49% 01/23 | ** | 1,661 | |||||||||||
CGCMT 2012-GC8 A4 3.024% 9/45 | Mortgage Back Security 2012-GC8 A4 3.024% 9/45 | ** | 827 | |||||||||||
CGCMT 13-GC11 A4 3.093% 04/46 | Mortgage Back Security 13-GC11 A4 3.093% 04/46 | ** | 243 | |||||||||||
CGCMT 13-GC15 A4 4.371% 09/46 | Mortgage Back Security 13-GC15 A4 4.371% 09/46 | ** | 616 | |||||||||||
CGCMT 13-GC17 A4 4.131% 11/46 | Mortgage Back Security 13-GC17 A4 4.131% 11/46 | ** | 783 | |||||||||||
CGCMT 2014-GC21 3.477% 05/47 | Mortgage Back Security 2014-GC21 3.477% 05/47 | ** | 403 | |||||||||||
CGCMT 2014-GC23 A3 3.356% 07/47 | Mortgage Back Security 2014-GC23 A3 3.356% 07/47 | ** | 1,254 | |||||||||||
CGCMT 2016-GC36 AAB 3.368% 02/49 | Mortgage Back Security 16-GC36 AAB 3.368% 02/49 | ** | 844 | |||||||||||
CITIBANK NA 3.65% 01/23/24 | Corporate Bond 3.65% 01/23/24 | ** | 1,941 | |||||||||||
CITIBANK NA 3.165%/VAR 02/19/22 | Corporate Bond 3.165%/VAR 02/19/22 | ** | 1,523 | |||||||||||
CGCMT 2017-P7 A2 3.212% 04/50 | Mortgage Back Security 2017-P7 A2 3.212% 04/50 | ** | 816 | |||||||||||
CITIZENS BANK NA 2.65% 5/26/22 | Corporate Bond 2.65% 5/26/22 | ** | 887 | |||||||||||
CITIZENS FINCL 2.375% 7/28/21 | Corporate Bond 2.375% 7/28/21 | ** | 129 | |||||||||||
COMCAST CORP NEW 3.7% 04/24 | Corporate Bond 3.7% 04/24 | ** | 1,662 | |||||||||||
COMCAST CORP 3.95% 10/15/25 | Corporate Bond 3.95% 10/15/25 | ** | 990 | |||||||||||
COMCAST CORP NEW 3.1% 04/01/25 | Corporate Bond 3.1% 04/01/25 | ** | 80 | |||||||||||
COMPASS BANK 2.875% 6/29/22 | Corporate Bond 2.875% 06/29/22 | ** | 1,669 | |||||||||||
COMPASS BK BIRM 3.5% 6/11/21 | Corporate Bond 3.5% 6/11/21 | ** | 1,182 | |||||||||||
CREDIT SUISSE 2.593%/VAR 09/25 144A | Corporate Bond 2.593%/VAR 09/25 144A | ** | 1,363 | |||||||||||
CREDIT SUISSE GG 3.45% 4/16/21 | Corporate Bond 3.45% 4/16/21 | ** | 1,108 | |||||||||||
CREDIT SUISSE NY 2.8% 04/08/22 | Corporate Bond 2.8% 04/08/22 | ** | 726 | |||||||||||
CREDIT SUISSE NY 1% 05/05/23 | Corporate Bond 1% 05/05/23 | ** | 1,423 | |||||||||||
CSAIL 2019-C15 TR 3.4505% 03/15/52 | Mortgage Back Security 2019-C15 3.4505% 03/15/52 | ** | 1,105 | |||||||||||
DBUBS 2011-LC2A A4 4.537% 7/44 | Mortgage Back Security 2011-LC2A A4 4.537% 7/44 | ** | 1,005 | |||||||||||
DAIMLER FIN 2.85% 1/6/22 144A | Corporate Bond 2.85% 1/6/22 144A | ** | 1,080 | |||||||||||
DAIMLER FIN 2.3% 2/12/21 144A | Corporate Bond 2.3% 2/12/21 144A | ** | 1,719 | |||||||||||
DEERE & CO 2.75% 04/15/25 | Corporate Bond 2.75% 04/15/25 | ** | 118 | |||||||||||
DEERE JOHN CAPITAL 2.6% 03/07/24 | Corporate Bond 2.6% 03/07/24 | ** | 489 | |||||||||||
DEFT 2018-1 A3 3.18% 06/22/23 | Mortgage Back Security 2018-1 A3 3.18% 06/22/23 | ** | 92 | |||||||||||
DEFT 2018-2 A3 3.37% 10/22/23 | Mortgage Back Security 2018-2 A3 3.37% 10/22/23 | ** | 315 | |||||||||||
DEFT 2020-2 0.57% 10/23/23 | Mortgage Back Security 2020-2 0.57% 10/23/23 | ** | 957 | |||||||||||
DEUTS BANK AG NY BNCH 2.129%/VAR 11/24/26 | Corporate Bond 2.129%/VAR 11/24/26 | ** | 1,302 | |||||||||||
DISCOVER BKNT NEW 3.2% 8/9/21 | Corporate Bond 3.2% 8/9/21 | ** | 257 | |||||||||||
DISCOVER BANK 3.35% 2/06/23 | Corporate Bond 3.35% 2/06/23 | ** | 500 |
(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 | ||||||||||
DCENT 2018-A5 A5 3.32% 03/24 | Mortgage Back Security 2018-A5 A5 3.32% 03/24 | ** | 1,909 | |||||||||||
DCENT 2019-A1 A1 3.04% 07/24 | Mortgage Back Security 2019-A1 A1 3.04% 07/24 | ** | 1,476 | |||||||||||
DOMINION GAS HLDGS 2.5% 11/24 | Corporate Bond 2.5% 11/24 | ** | 334 | |||||||||||
DOMINION RESOURCE 2% 8/15/21 | Corporate Bond 2% 8/15/21 | ** | 451 | |||||||||||
DUKE ENERGY 1.8% 9/1/21 | Corporate Bond 1.8% 9/1/21 | ** | 407 | |||||||||||
ERP OPERATING LP 3.375% 6/1/25 | Corporate Bond 3.375% 6/1/25 | ** | 820 | |||||||||||
EDISON INTRNL 2.95% 03/15/23 | Corporate Bond 2.95% 03/15/23 | ** | 288 | |||||||||||
EQUINOR ASA 1.75% 01/22/2026 | Corporate Bond 1.75% 1/22/26 | ** | 296 | |||||||||||
EVERSOURCE ENERGY 2.5% 3/15/21 | Corporate Bond 2.5% 3/15/21 | ** | 1,403 | |||||||||||
EXELON CORP VAR 06/01/2022 | Corporate Bond VAR 06/01/2022 | ** | 808 | |||||||||||
FHLG 15YR 2.5% 10/31 #G16387 | Government Bond 2.5% 10/31 #G16387 | ** | 1,120 | |||||||||||
FHLG 15YR 3% 05/33 #G16550 | Government Bond 3% 05/33 #G16550 | ** | 1,529 | |||||||||||
FHLG 25YR 5.50% 7/35 #G05815 | Government Bond 5.50% 7/35 #G05815 | ** | 48 | |||||||||||
FHLG 20YR 3.5% 06/32#C91456 | Government Bond 3.5% 06/32#C91456 | ** | 879 | |||||||||||
FHLG 5.50% 3/34 #G01665 | Government Bond 5.50% 3/34 #G01665 | ** | 71 | |||||||||||
FHLG 15YR 4.00% 4/26 #E02867 | Government Bond 4.00% 4/26 #E02867 | ** | 57 | |||||||||||
FHLG 15YR 3% 05/29 #J32373 | Government Bond 3% 05/29 #J32373 | ** | 3,477 | |||||||||||
FHLG 15YR 2.5% 11/28 #J32374 | Government Bond 2.5% 11/28 #J32374 | ** | 3,273 | |||||||||||
FHLG 15YR 2% 01/32 #ZS7735 | Government Bond 2% 01/32 #ZS7735 | ** | 4,180 | |||||||||||
FHLG 15YR 2.5% 12/31 #SB0093 | Government Bond 2.5% 12/31 #SB0093 | ** | 1,958 | |||||||||||
FHLG 15YR 3% 02/34 #SB0179 | Government Bond 3% 02/34 #SB0179 | ** | 2,348 | |||||||||||
FHLG 15YR 3.5% 04/34 #SB0378 | Government Bond 3.5% 04/34 #SB0378 | ** | 1,789 | |||||||||||
FHLG 5.50% 5/34 #Z40042 | Government Bond 5.50% 5/34 #Z40042 | ** | 522 | |||||||||||
FHLG 20YR 3% 11/33#G30872 | Government Bond 3% 11/33#G30872 | ** | 1,159 | |||||||||||
FHLG 20YR 3.5% 07/01/32#G31067 | Government Bond 3.5% 07/01/32#G31067 | ** | 570 | |||||||||||
FNMA 1.25% 08/17/21 | Government Bond 1.25% 08/17/21 | ** | 1,189 | |||||||||||
FNR 2012-149 DA 1.75% 01/43 | Mortgage Back Security 2012-149 DA 1.75% 01/43 | ** | 129 | |||||||||||
FNR 2012-151 PA 1.5% 01/25/43 | Mortgage Back Security 2012-151 PA 1.5% 01/25/43 | ** | 673 | |||||||||||
FNR PA 1.5% 02/25/43 | Mortgage Back Security PA 1.5% 02/25/43 | ** | 983 | |||||||||||
FNR 2013-16 GP 3% 03/25/33 | Mortgage Back Security 2013-16 GP 3% 03/25/33 | ** | 317 | |||||||||||
FNR PA 1.85% 5/33 | Mortgage Back Security 1.85% 5/33 | ** | 940 | |||||||||||
FNR PA 3% 6/25/43 | Mortgage Back Security 3.0% 6/25/43 | ** | 767 | |||||||||||
FNR PA 3% 4/44 | Mortgage Back Security 2015-32 PA 3% 4/44 | ** | 522 | |||||||||||
FNR P 2.5% 5/45 | Mortgage Back Security 2015-28 P 2.5% 5/45 | ** | 1,497 | |||||||||||
FNR 2015-28 JE 3% 05/45 | Mortgage Back Security 2015-28 JE 3% 05/45 | ** | 1,055 | |||||||||||
FNR 2015-42 LE 3% 06/45 | Mortgage Back Security 2015-42 LE 3% 06/45 | ** | 924 | |||||||||||
FNR 2015-49 LE 3% 07/45 | Mortgage Back Security 2015-49 LE 3% 07/45 | ** | 690 | |||||||||||
FNR 2015-54 GA 2.5% 07/45 | Mortgage Back Security 2015-54 GA 2.5% 07/45 | ** | 695 | |||||||||||
FNR 2016-19 AH 3% 04/46 | Mortgage Back Security 2016-19 AH 3% 04/46 | ** | 690 | |||||||||||
FNR 2016-26 CG 3% 05/46 | Mortgage Back Security 2016-26 CG 3% 05/46 | ** | 1,840 | |||||||||||
FNR 2016-27 HK 3% 01/41 | Mortgage Back Security 2016-27 HK 3% 01/41 | ** | 957 | |||||||||||
FNR 2016-27 KG 3% 01/40 | Mortgage Back Security 2016-27 KG 3% 01/40 | ** | 471 | |||||||||||
FNR 2016-37 BK 3% 06/25/46 | Mortgage Back Security 2016-37-BK 3% 06/25/46 | ** | 1,929 | |||||||||||
FNR 2016-34 3% GH 06/25/46 | Mortgage Back Security 2016-34 GH 3% 06/25/46 | ** | 1,799 |
(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 | ||||||||||
FNR 2016-105 PA 3.5% 4/45 | Mortgage Back Security 2016-105 PA 3.5% 4/45 | ** | 1,092 | |||||||||||
FNR 2016-100 P 3.5% 11/44 | Mortgage Back Security 2016-100 P 3.5% 11/44 | ** | 1,665 | |||||||||||
FNR 2017-11 HA 3.5% 12/45 | Mortgage Back Security 2017-11 HA 3.5% 12/45 | ** | 1,848 | |||||||||||
FNR 2017-20 AP 3.5% 03/45 | Mortgage Back Security 2017-20 AP 3.5% 03/45 | ** | 2,236 | |||||||||||
FNMA 2017-74 PA 3.5% 11/45 | Mortgage Back Security 2017-74 PA 3.5% 11/45 | ** | 1,776 | |||||||||||
FNR 2% 06/35 | Mortgage Back Security 2% 06/35 | ** | 2,241 | |||||||||||
FNR 2017-97 P 3% 01/47 | Mortgage Back Security 2017-97 P 3% 01/47 | ** | 1,358 | |||||||||||
FNR 2018-3 LP 3% 02/47 | Mortgage Back Security 2018-3 LP 3% 02/47 | ** | 3,165 | |||||||||||
FNR 2018-16 NB 3.25% 12/44 | Mortgage Back Security 2018-16 NB 3.25% 12/44 | ** | 942 | |||||||||||
FNR 2018-11 LA 3.5% 7/45 | Mortgage Back Security 2018-11 LA 3.5% 7/45 | ** | 1,505 | |||||||||||
FNR 2018-44 PA 3.5% 06/44 | Mortgage Back Security 2018-44 PA 3.5% 06/44 | ** | 3,172 | |||||||||||
FNR PA 3.5% 02/46 | Mortgage Back Security PA 3.5% 02/46 | ** | 1,622 | |||||||||||
FNMA GTD CTF 3.5% 10/44 | Mortgage Back Security CTF 3.5% 10/44 | ** | 1,491 | |||||||||||
FNR 2018-88 BA 4% 11/25/43 | Mortgage Back Security 2018-88 BA 4% 11/25/43 | ** | 740 | |||||||||||
FNMA GTD REM 2019-14 DA 4% 03/25/48 | Mortgage Back Security 2019-14 DA 4% 03/25/48 | ** | 827 | |||||||||||
FNMA GTD REM 4% 11/48 | Mortgage Back Security 4% 11/48 | ** | 1,308 | |||||||||||
FNMA GTD REM 3% 03/48 | Mortgage Back Security 3% 03/48 | ** | 3,860 | |||||||||||
FNMA GTD REM 2019-38 AB 3% 07/25/39 | Mortgage Back Security 2019-38 AB 3% 07/25/39 | ** | 1,953 | |||||||||||
FNMA GTD REM PA 2.5% 10/39 | Mortgage Back Security 2.5% 10/39 | ** | 1,135 | |||||||||||
FHLMC GT 4135 AB 1.75% 06/15/42 | Mortgage Back Security 4135 AB 1.75% 06/15/42 | ** | 104 | |||||||||||
FHLMC CTFS 2.682% 10/25/22 | Government Bond CTFS 2.682% 10/25/22 | ** | 419 | |||||||||||
FHLMC GT 2% 08/32 | Mortgage Back Security GT 2% 08/32 | ** | 224 | |||||||||||
FHLMC GT 2% 10/32 | Mortgage Back Security GT 2% 10/32 | ** | 239 | |||||||||||
FHLMC GT 3.0% 05/45 | Mortgage Back Security GT 3.0% 05/45 | ** | 594 | |||||||||||
FHLMC GT K720 A2 2.716% 06/22 | Government Bond A2 2.716% 06/22 | ** | 1,766 | |||||||||||
FHLMC GT K722 A2 2.406% 03/23 | Government Bond A2 2.406% 03/23 | ** | 1,659 | |||||||||||
FHMS K724 A1 2.776% 03/23 | Government Bond K724 A1 2.776% 03/23 | ** | 376 | |||||||||||
FREDDIE MAC 4656 PA 3.5% 10/15/45 | Mortgage Back Security PA 3.5% 10/15/45 | ** | 1,230 | |||||||||||
FHR 4683 EA 2.5% 05/47 | Mortgage Back Security EA 2.5% 05/47 | ** | 1,662 | |||||||||||
FHMS K027 A2 2.637% 01/23 | Government Bond A2 2.637% 01/23 | ** | 1,594 | |||||||||||
FHLMC CTF GT 3.3% 04/25/2023 | Government Bond GT 3.3% 04/25/2023 | ** | 1,526 | |||||||||||
FHLMC 1.125% 08/12/2021 | Government Bond 1.125% 08/12/2021 | ** | 1,485 | |||||||||||
FHMS 2017-K727 A1 2.632% 10/25/2023 | Government Bond A1 2.632% 10/25/2023 | ** | 199 | |||||||||||
FHLMC CTF GT K727 A2 2.946% 07/24 | Government Bond A2 2.946% 07/24 | ** | 1,899 | |||||||||||
FHLMC 4765 QA 3% 02/15/2046 | Mortgage Back Security QA 3% 02/15/2046 | ** | 2,408 | |||||||||||
FHLMC GT 4847 CA 3.5% 11/15/45 | Mortgage Back Security CA 3.5% 11/15/45 | ** | 1,428 | |||||||||||
FHLMC GT 4% 07/15/2047 | Mortgage Back Security GT 4% 7/15/47 | ** | 1,787 | |||||||||||
FHLMC GT 2019-4872 AB 4% 08/47 | Mortgage Back Security AB 4% 08/47 | ** | 1,578 | |||||||||||
FHLMC GT 3% 07/25/2039 | Mortgage Back Security GT 3% 07/25/39 | ** | 1,463 | |||||||||||
FREDDIE MAC 3% 10/25/2048 | Mortgage Back Security 3% 10/25/48 | ** | 1,532 | |||||||||||
FREDDIE MAC 2018-4766 MA 3.5% 02/46 | Mortgage Back Security MA 3.5% 02/46 | ** | 2,442 | |||||||||||
Fidelity Short Term Cash Fund | Fid Inst Cash Port: MM Fund Class 1 SHS F/N/A | ** | 10,963 |
(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 5.50% 11/34 #310105 | Government Bond 5.50% 11/34 #310105 | ** | 385 | |||||||||||
FNMA 20YR 2.5% 01/33 #AL2974 | Government Bond 20YR 2.5% 01/33 #AL2974 | ** | 337 | |||||||||||
FNMA 20YR 2.5% 01/33 #AL2975 | Government Bond 20YR 2.5% 01/33 #AL2975 | ** | 396 | |||||||||||
FNMA 20YR 2.5% 01/33 #AL2976 | Government Bond 20YR 2.5% 01/33 #AL2976 | ** | 217 | |||||||||||
FNMA 20YR 2.5% 01/33 #AL2982 | Government Bond 20YR 2.5% 01/33 #AL2982 | ** | 275 | |||||||||||
FNMA 15YR 3.5% 10/29#AL5851 | Government Bond 15YR 3.5% 10/29#AL5851 | ** | 187 | |||||||||||
FNMA 15YR 3.5% 09/29#AL5878 | Government Bond 15YR 3.5% 09/29#AL5878 | ** | 470 | |||||||||||
FNMA 15YR 4.5% 11/25#AL8242 | Government Bond 15YR 4.5% 11/25#AL8242 | ** | 226 | |||||||||||
FNMA 15YR 2.5% 10/31 #AS8010 | Government Bond 15YR 2.5% 10/31 #AS8010 | ** | 804 | |||||||||||
FNMA 6.50% 7/32 #545759 | Government Bond 6.50% 7/32 #545759 | ** | 21 | |||||||||||
FNMA 6.50% 7/32 #545762 | Government Bond 6.50% 7/32 #545762 | ** | 5 | |||||||||||
FHR 3415 PC 5% 12/37 | Mortgage Back Security 3415 PC 5% 12/37 | ** | 52 | |||||||||||
FNR 2011-26 PA 4.5% 04/41 | Mortgage Back Security 2011-26 PA 4.5% 04/41 | ** | 457 | |||||||||||
FNMA 15YR 4% 05/29 #BM5499 | Government Bond 15YR 4% 05/29 #BM5499 | ** | 3,063 | |||||||||||
FNMA 15YR 3% 12/31 #BM1790 | Government Bond 15YR 3% 12/31 #BM1790 | ** | 752 | |||||||||||
FNMA 3.5% 07/32 #BM3929 | Government Bond 3.5% 07/32 #BM3929 | ** | 1,672 | |||||||||||
FNMA 15YR 3% 12/01/2032 #BM5109 | Government Bond 15YR 3% 12/01/2032 #BM5109 | ** | 4,709 | |||||||||||
FNMA 15YR 3% 09/01/2032 #BM5110 | Government Bond 15YR 3% 09/01/2032 #BM5110 | ** | 2,113 | |||||||||||
FNMA 15YR 3.5% 02/01/2035 #FM0065 | Government Bond 15YR 3.5% 02/01/2035 #FM0065 | ** | 1,759 | |||||||||||
FNMA 20YR 4.5% 06/01/2039 #FM1045 | Government Bond 20YR 4.5% 06/01/2039 #FM1045 | ** | 142 | |||||||||||
FNMA 20YR 4.5% 08/01/2039 #FM1353 | Government Bond 20YR 4.5% 08/01/2039 #FM1353 | ** | 344 | |||||||||||
FNMA 15YR 3% 06/01/2033 | Government Bond 15YR 3% 06/01/2033 | ** | 1,284 | |||||||||||
FNMA 30YR 4.5% 09/01/2049 #FM1534 | Government Bond 30YR 4.5% 09/01/2049 #FM1534 | ** | 2,332 | |||||||||||
FNMA 15YR 3.5% 09/01/2034 #FM1577 | Government Bond 15YR 3.5% 09/01/2034 #FM1577 | ** | 1,662 | |||||||||||
FNMA 15YR 3.5% 09/01/2034 #FM1578 | Government Bond 15YR 3.5% 09/01/2034 #FM1578 | ** | 746 | |||||||||||
FNMA 15YR 3.5% 10/01/2034 #FM1579 | Government Bond 15YR 3.5% 10/01/2034 #FM1579 | ** | 517 | |||||||||||
FNMA 20YR 4.5% 03/01/2039 #FM1774 | Government Bond 20YR 4.5% 03/01/2039 #FM1774 | ** | 255 | |||||||||||
FNMA 15YR 2.5% 11/01/2029 #FM2692 | Government Bond 15YR 2.5% 11/01/2029 #FM2692 | ** | 3,618 | |||||||||||
FNMA 15YR 4% 03/01/2034 #FM2867 | Government Bond 15YR 4% 03/01/2034 #FM2867 | ** | 4,705 | |||||||||||
FNMA 30YR 3% 03/01/2050 #FM2870 | Government Bond 30YR 3% 03/01/2050 #FM2870 | ** | 4,402 | |||||||||||
FNMA 15YR 4% 02/01/2034 #FM3001 | Government Bond 15YR 4% 02/01/2034 #FM3001 | ** | 2,347 | |||||||||||
FNMA 20YR 3% 12/01/2040 #FM4710 | Government Bond 20YR 3% 12/01/2040 #FM4710 | ** | 2,230 | |||||||||||
FNMA 20YR 3% 12/01/2040 #FM4711 | Government Bond 20YR 3% 12/01/2040 #FM4711 | ** | 2,898 | |||||||||||
FNMA 6.50% 12/32 #735415 | Government Bond 6.5% 12/32 #735415 | ** | 8 | |||||||||||
FNMA 6.50% 7/35 #745092 | Government Bond 6.50% 7/35 #745092 | ** | 9 | |||||||||||
FNMA 6.50% 8/36 #888034 | Government Bond 6.50% 8/36 #888034 | ** | 14 | |||||||||||
FNMA 6.50% 8/36 #888544 | Government Bond 6.50% 8/36 #888544 | ** | 64 | |||||||||||
FNMA 20YR 3.0% 11/01/2032 #MA1237 | Government Bond 20YR 3.0% 11/01/2032 #MA1237 | ** | 2,987 | |||||||||||
FNMA 20YR 3.0% 07/01/2036 #MA2672 | Government Bond 20YR 3.0% 07/01/2036 #MA2672 | ** | 4,407 | |||||||||||
FNMA 20YR 4.0% 04/01/2038 #MA3337 | Government Bond 20YR 4.0% 04/01/2038 #MA3337 | ** | 1,967 | |||||||||||
FNMA 6.50% 12/35 #AD0723 | Government Bond 6.50% 12/35 #AD0723 | ** | 80 | |||||||||||
FNMA 6.50% 8/36 #AE0746 | Government Bond 6.50% 8/36 #AE0746 | ** | 52 | |||||||||||
FIFTH THIRD BAN 2.875% 10/1/21 | Corporate Bond 2.875% 10/1/21 | ** | 778 |
(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 | ||||||||||
FLORIDA PWR & LT CO 2.85% 04/01/2025 | Corporate Bond 2.85% 04/01/2025 | ** | 417 | |||||||||||
FORDF 2018-1 A1 2.95% 5/23 | Mortgage Back Security 2018-1 A1 2.95% 5/23 | ** | 2,046 | |||||||||||
FORDR A 0.7% 09/25 | Mortgage Back Security A 0.7% 09/25 | ** | 1,644 | |||||||||||
FORD CRD 16-1 A 2.31% 08/15/20 | Mortgage Back Security 16-1 A 2.31% 08/15/20 | ** | 2,093 | |||||||||||
FORDO 2020-A 1.85% 03/23 | Mortgage Back Security 2020-A 1.85% 03/23 | ** | 654 | |||||||||||
FORDO 2019-1 A 3.52% 07/15/2030 14 | Mortgage Back Security 2019-1 A 3.52% 07/15/30 | ** | 1,605 | |||||||||||
GNII II 3.5% 01/01/51 #TBA | Government Bond 3.5% 01/01/51 #TBA | ** | 2,358 | |||||||||||
GFORT 3.13% 03/15/2023 | Mortgage Back Security 3.13% 03/15/2023 | ** | 1,557 | |||||||||||
GFORT 0.68% 08/15/2025 | Mortgage Back Security 0.68% 08/15/2025 | ** | 740 | |||||||||||
GFORT 0.69% 10/15/2025 | Mortgage Back Security 0.69% 10/15/2025 | ** | 1,686 | |||||||||||
GSMS 2012-GC6 A3 3.482% 01/45 | Mortgage Back Security 2012-GC6 A3 3.482% 01/45 | ** | 916 | |||||||||||
GSMS 2013-GC10 A5 2.943% 02/46 | Mortgage Back Security 2013-GC10 A5 2.943% 02/46 | ** | 1,852 | |||||||||||
GSMS 2012-GCJ7 A4 3.377% 05/45 | Mortgage Back Security 2012-GCJ7 A4 3.377% 05/45 | ** | 1,012 | |||||||||||
GSMS 2014-GC26 AAB 3.365% 11/47 | Mortgage Back Security 2014-GC26 3.365% 11/47 | ** | 873 | |||||||||||
GSMS 2015-GC32 A2 3.062% 7/48 | Mortgage Back Security 2015-GC32 A2 3.062% 7/48 | ** | 113 | |||||||||||
GSMS 2015-GC32 AAB 3.513% 7/48 | Mortgage Back Security 2015-GC32 3.513% 7/48 | ** | 572 | |||||||||||
GSMS 2015-GC28 AAB 3.206% 2/48 | Mortgage Back Security 2015-GC28 3.206% 2/48 | ** | 655 | |||||||||||
GSMS 2014-GC18 AAB 3.648% 01/47 | Mortgage Back Security 2014-GC18 3.648% 01/47 | ** | 162 | |||||||||||
GSMS 2014-GC20 AAB 3.655% 04/47 | Mortgage Back Security 14-GC20 AAB 3.655% 04/47 | ** | 188 | |||||||||||
GMCAR 2018-1A A3 2.32% 7/18/22 | Mortgage Back Security 2018-1A A3 2.32% 7/18/22 | ** | 190 | |||||||||||
GMFALT 2019-1 2.98% 12/21 | Mortgage Back Security 2019-1 2.98% 12/21 | ** | 368 | |||||||||||
GMFCAR 2019-1 2.97% 11/23 | Mortgage Back Security 2019-1 2.97% 11/23 | ** | 975 | |||||||||||
GMFALT 2020-3 0.45% 08/21/23 | Mortgage Back Security 2020-3 0.45% 08/21/23 | ** | 1,026 | |||||||||||
GMFALT 2019-1 2.67% 03/22 | Mortgage Back Security 2019-1 2.67% 03/22 | ** | 377 | |||||||||||
GENERAL ELEC CO 3.375% 3/11/24 | Corporate Bond 3.375% 3/11/24 | ** | 1,639 | |||||||||||
GENERAL MTRS FINL 3.55% 4/9/21 | Corporate Bond 3.55% 4/9/21 | ** | 1,020 | |||||||||||
GOLDMAN SACHS GRP 3% 04/26/22 | Corporate Bond 3% 04/26/22 | ** | 760 | |||||||||||
GOLDMAN SACHS GRP 2.905%/VAR 07/23 | Corporate Bond 2.905%/VAR 07/23 | ** | 799 | |||||||||||
GOLDMAN SACHS GRP 3.2% 02/23 | Corporate Bond 3.2% 02/23 | ** | 1,282 | |||||||||||
GOLDMAN SACHS 0.627%/VAR 11/23 | Corporate Bond 0.627%/VAR 11/23 | ** | 1,708 | |||||||||||
GOLDMAN SACHS 2.876%/VAR 10/22 | Corporate Bond 2.876%/VAR 10/22 | ** | 1,337 | |||||||||||
GREAT-WEST LIFECO FIN 0.904% 08/12/2025 144A | Corporate Bond 0.904% 8/12/25 144A | ** | 758 | |||||||||||
GUARDIAN LIFE GBL FUNDING 1.1% 06/25 144A | Corporate Bond 1.1% 6/23/25 144A | ** | 1,509 | |||||||||||
GUARDIAN LIFE GBL FUNDING 1.4% 07/6/27 144A | Corporate Bond 1.4% 7/6/27 144A | ** | 1,936 | |||||||||||
HSBC HLDNGS 3.262%/VAR 3/13/23 | Corporate Bond 3.262%/VAR 3/13/23 | ** | 1,565 | |||||||||||
HSBC HOLDINGS 3.95%/VAR 5/24 | Corporate Bond 3.95%/VAR 5/24 | ** | 1,733 | |||||||||||
HSBC HOLDINGS 3.803%/VAR 03/11/25 | Corporate Bond 3.803%/VAR 03/11/25 | ** | 2,097 | |||||||||||
HEALTH CARE REIT 4% 06/01/25 | Corporate Bond 4% 06/01/25 | ** | 1,238 | |||||||||||
HEALTHCARE TR 3.5% 08/26 | Corporate Bond 3.5% 08/26 | ** | 190 | |||||||||||
HUNTINGTN BCSHRS 2.3% 1/14/22 | Corporate Bond 2.3% 1/14/22 | ** | 508 | |||||||||||
HUNTINGTN BCSHRS 2.625% 8/6/24 | Corporate Bond 2.625% 8/6/24 | ** | 1,411 |
(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 2019-B 1.94% 02/15/2024 | Mortgage Back Security 2019-B 1.94% 02/15/2024 | ** | 1,081 | |||||||||||
HALST 2018-A A3 2.79% 07/22 | Mortgage Back Security 2018-A A3 2.79% 07/22 | ** | 363 | |||||||||||
HART 2020-C 0.38% 05/15/2025 | Mortgage Back Security 2020-C 0.38% 05/15/2025 | ** | 1,636 | |||||||||||
IMPERIAL TOBACCO 3.125% 07/24 144A | Corporate Bond 3.125% 07/24 144A | ** | 1,572 | |||||||||||
INTERCO EXCH INC 3.45% 9/21/23 | Corporate Bond 3.45% 9/21/23 | ** | 1,002 | |||||||||||
IBM CORPORATION 2.85% 05/13/2022 | Corporate Bond 2.85% 05/13/2022 | ** | 1,975 | |||||||||||
JPMCC 2015-JP1 A2 3.1438% 1/49 | Mortgage Back Security 2015-JP1 A2 3.1438% 1/49 | ** | 70 | |||||||||||
JP MORGAN CHASE | Synthetic GIC – 1.781% (fair value to contract value) | ** | (4,774) | |||||||||||
JPMCC 2013-C10 A5 3.1425% 12/47 | Mortgage Back Security 2013-C10 A5 3.1425% 12/47 | ** | 1,577 | |||||||||||
JPMCC 2013-C13 A4 3.9936% 01/46 | Mortgage Back Security 2013-C13 A4 3.9936% 1/46 | ** | 839 | |||||||||||
JPMBB 2014-C22 3.8012% 09/47 | Mortgage Back Security 2014-C22 3.8012% 09/47 | ** | 1,307 | |||||||||||
JPMBB 2014-C22 ASB 3.5036% 09/47 | Mortgage Back Security 2014-C22 3.5036% 09/47 | ** | 562 | |||||||||||
JPMCC 2016-JP4 A2 2.984% 12/49 | Mortgage Back Security 2016-JP4 A2 2.984% 12/49 | ** | 708 | |||||||||||
JPMORGAN CHASE 3.559%/VAR 04/23/24 | Corporate Bond 3.559%/VAR 04/23/24 | ** | 2,157 | |||||||||||
JPMORGAN CHASE 3.514% 06/18/2022 | Corporate Bond 3.514% 06/18/2022 | ** | 1,624 | |||||||||||
JPMORGAN CHASE 4.023%/VAR 12/24 | Corporate Bond 4.023%/VAR 12/24 | ** | 806 | |||||||||||
JPMORGAN CHASE 2.083%/VAR 04/22/2026 | Corporate Bond 2.083%/VAR 04/26 | ** | 1,908 | |||||||||||
JPMORGAN CHASE 1.045%/VAR 11/19/2026 | Corporate Bond 1.045%/VAR 11/26 | ** | 1,711 | |||||||||||
JAPAN BANK INTL 1.5% 7/21/21 | Corporate Bond 1.5% 7/21/21 | ** | 1,329 | |||||||||||
JOHN DEERE 2019-B 2.21% 12/23 | Mortgage Back Security 2019-B 2.21% 12/23 | ** | 1,194 | |||||||||||
KEY BANK NA 3.3% 02/01/22 | Corporate Bond 3.3% 02/01/22 | ** | 449 | |||||||||||
KINDER MORGAN EN 3.5% 9/1/23 | Corporate Bond 3.5% 9/1/23 | ** | 917 | |||||||||||
KCOT 2018-1A A3 3.1% 08/15/22 144A | Mortgage Back Security 2018-1A A3 3.1% 08/22 144A | ** | 976 | |||||||||||
LINCOLN NATL LIFE INS CO | Synthetic GIC – 1.791% (fair value to contract value) | ** | (1,769) | |||||||||||
LLOYDS BANK GROUP PLC 2.438%/VAR 02/05/2026 | Corporate Bond 2.438%/VAR 02/05/26 | ** | 709 | |||||||||||
LLOYDS BANK GROUP PLC 1.326%/VAR 06/15/2023 | Corporate Bond 1.326%/VAR 06/15/23 | ** | 414 | |||||||||||
MARSH & MCLENNAN 2.75% 01/30/22 | Corporate Bond 2.75% 01/30/22 | ** | 1,749 | |||||||||||
MARSH & MCLENNAN 3.875% 03/15/24 | Corporate Bond 3.875% 03/15/24 | ** | 745 | |||||||||||
MASTERCARD INC 3.3% 03/26/2027 | Corporate Bond 3.3% 03/26/27 | ** | 99 | |||||||||||
MCDONALDS CORP MTN 3.625% 5/21 | Corporate Bond 3.625% 5/21 | ** | 402 | |||||||||||
MCDONALDS CORP 3.3% 07/01/2025 | Corporate Bond 3.3% 07/01/25 | ** | 81 | |||||||||||
MBALT 2019-B A3 2.00% 10/22 | Mortgage Back Security 2019-B A3 2.00% 10/22 | ** | 838 | |||||||||||
MBALT 2020-A 1.84% 12/15/2022 | Mortgage Back Security 2020-A 1.84% 12/15/22 | ** | 848 | |||||||||||
MBALT 2019-A A3 3.1% 11/21 | Mortgage Back Security 2019-A A3 3.1% 11/21 | ** | 391 | |||||||||||
METROPOLITAN LIFE INS CO | Synthetic GIC – 1.781% (fair value to contract value) | ** | (2,423) | |||||||||||
MET LIFE GLOB 2.65% 4/22 144A | Corporate Bond 2.65% 4/22 144A | ** | 1,367 | |||||||||||
MET LIFE GLOB 0.9% 06/08/2023 144A | Corporate Bond 0.9% 6/8/23 144A | ** | 1,128 | |||||||||||
MITSUBISH UFJ 2.19% 9/13/21 | Corporate Bond 2.19% 9/13/21 | ** | 957 | |||||||||||
MITSUBISHI UFJ FIN 2.998% 2/22 | Corporate Bond 2.998% 2/22 | ** | 937 | |||||||||||
MITSUBISHI UFJ 3.455% 3/02/23 | Corporate Bond 3.455% 3/02/23 | ** | 861 | |||||||||||
MITSUBISHI UFJ 3.218% 03/07/22 | Corporate Bond 3.218% 03/07/22 | ** | 1,566 |
(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 2.623% 07/18/22 | Corporate Bond 2.623% 07/18/22 | ** | 1,464 | |||||||||||
MITSUBISHI UFJ 2.193% 02/25/25 | Corporate Bond 2.193% 02/25/25 | ** | 1,895 | |||||||||||
MITSUBISHI UFJ 1.412% 07/17/25 | Corporate Bond 1.412% 07/17/25 | ** | 1,550 | |||||||||||
MIZUHO FINL 2.273% 9/13/21 | Corporate Bond 2.273% 9/13/21 | ** | 910 | |||||||||||
MIZUHO FINL 0.849%/VAR 9/08/24 | Corporate Bond 0.849%/VAR 9/08/24 | ** | 970 | |||||||||||
MOODYS CORP 3.75% 03/24/2025 | Corporate Bond 3.75% 03/24/25 | ** | 702 | |||||||||||
MSBAM 2015-C22 ASB 3.04% 4/15/48 | Mortgage Back Security 2015-C22 ASB 3.04% 4/48 | ** | 375 | |||||||||||
MSBAM 2013-C7 A4 2.918% 2/46 | Mortgage Back Security 2013-C7 A4 2.918% 2/46 | ** | 1,321 | |||||||||||
MSBAM 2016-C32 A1 1.968% 12/49 | Mortgage Back Security 2016-C32 A1 1.968% 12/49 | ** | 173 | |||||||||||
MORGAN STANLEY 3.125% 01/23/23 | Corporate Bond 3.125% 01/23/23 | ** | 1,678 | |||||||||||
MORGAN STANLEY 3.737%/VAR 4/24 | Corporate Bond 3.737%/VAR 4/24 | ** | 1,740 | |||||||||||
MORGAN STANLEY 2.72%/VAR 07/25 | Corporate Bond 2.72%/VAR 07/25 | ** | 1,200 | |||||||||||
MORGAN STANLEY 2.188%/VAR 04/28/2026 | Corporate Bond 2.188%/VAR 04/28/26 | ** | 1,484 | |||||||||||
MORGAN STANLEY 0.56%/VAR 11/10/2023 | Corporate Bond 0.56%/VAR 11/10/23 | ** | 2,106 | |||||||||||
MSBAM 2012-C6 A4 2.858% 11/45 | Mortgage Back Security 2012-C6 A4 2.858% 11/45 | ** | 1,648 | |||||||||||
MSBAM 2013-C8 A4 3.134% 12/48 | Mortgage Back Security 2013-C8 A4 3.134% 12/48 | ** | 1,504 | |||||||||||
MSBAM 2013-C11 A4 4.15% CSTR 8/46 | Mortgage Back Security 2013-C11 A4 4.15% CSTR 8/46 | ** | 497 | |||||||||||
MSBAM 2013-C13 ASB 3.557% 11/46 | Mortgage Back Security 2013-C13 ASB 3.557% 11/46 | ** | 627 | |||||||||||
MSBAM 2014-C16 3.477% 6/47 | Mortgage Back Security 2014-C16 3.477% 6/47 | ** | 687 | |||||||||||
MSBAM 2014-C17 ASB 3.477% 8/47 | Mortgage Back Security 2014-C17 ASB 3.477% 8/47 | ** | 971 | |||||||||||
MSBAM 2015-C21 3.15% 03/48 | Mortgage Back Security 2015-C21 3.15% 03/48 | ** | 218 | |||||||||||
MSBAM 2016-C28 3.272% 01/15/49 | Mortgage Back Security 2016-C28 3.272% 01/15/49 | ** | 460 | |||||||||||
MSBAM 2016-C31 1.511% 11/15/49 | Mortgage Back Security 2016-C31 1.511% 11/15/49 | ** | 45 | |||||||||||
MSBAM 2019-MEAD 3.17% 11/36 | Mortgage Back Security 2019-MEAD 3.17% 11/36 | ** | 1,077 | |||||||||||
NATIONAL BANK OF CA 0.55%/VAR 11/15/2024 | Corporate Bond 0.55%/VAR 11/15/24 | ** | 865 | |||||||||||
NYLIFE GLBL 1.7% 9/14/21 144A | Corporate Bond 1.7% 9/14/21 144A | ** | 2,283 | |||||||||||
NY LFE GLB 2.3% 6/10/22 144A | Corporate Bond 2.3% 6/10/22 144A | ** | 1,363 | |||||||||||
NEW YORK LIFE INS CO 1.1% 05/05/2023 144A | Corporate Bond 1.1% 5/5/23 144A | ** | 732 | |||||||||||
NYC TFA (PIT) 2.05% 08/01/23 | Municipal Bond 2.05% 08/01/23 | ** | 487 | |||||||||||
NYC TFA (PIT) 2.85% 02/01/24 | Municipal Bond 2.85% 02/01/24 | ** | 464 | |||||||||||
NYS UDC 2.67% 03/15/23 | Municipal Bond 2.67% 03/15/23 | ** | 1,142 | |||||||||||
NYS UDC 2.7% 03/15/23 | Municipal Bond 2.7% 03/15/23 | ** | 1,949 | |||||||||||
NISOURCE INC 0.95% 08/15/2025 | Corporate Bond 0.95% 08/15/25 | ** | 640 | |||||||||||
NATIONWIDE LIFE INSURANCE CO | Synthetic GIC – 1.781% (fair value to contract value) | ** | (2,979) | |||||||||||
OTIS WORLDWIDE CORP 2.056% 04/05/2025 | Corporate Bond 2.056% 04/05/25 | ** | 1,916 | |||||||||||
PACIFIC LIFE GF II 1.2% 06/24/2025 144A | Corporate Bond 1.2% 6/24/25 144A | ** | 1,088 | |||||||||||
PACIFIC LIFE INS CO | Synthetic GIC – 1.781% (fair value to contract value) | ** | (1,876) | |||||||||||
PAYPAL HLDGS INC 1.35% 06/01/2023 | Corporate Bond 1.35% 06/01/23 | ** | 685 | |||||||||||
PAYPAL HLDGS INC 1.65% 06/01/2025 | Corporate Bond 1.65% 06/01/25 | ** | 550 | |||||||||||
PHILIP MORS INT 2.625% 02/18/22 | Corporate Bond 2.625% 02/18/22 | ** | 579 | |||||||||||
PHILIP MORS INT 2.875% 05/01/24 | Corporate Bond 2.875% 05/01/24 | ** | 1,622 |
(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 MORS INT 0.875% 05/01/26 | Corporate Bond 0.875% 05/01/26 | ** | 961 | |||||||||||
PRICOA GLBL 2.4% 09/23/24 144A | Corporate Bond 2.4% 09/23/24 144A | ** | 1,855 | |||||||||||
PRICOA GLBL 2.45% 09/21/22 144A | Corporate Bond 2.45% 09/21/22 144A | ** | 1,334 | |||||||||||
PRUDENTIAL INSURANCE COMPANY | Synthetic GIC – 1.781% (fair value to contract value) | ** | (4,188) | |||||||||||
PUBLIC SERVICE ELE 2.65% 11/22 | Corporate Bond 2.65% 11/22 | ** | 1,241 | |||||||||||
CITIZENS BANK NA 2.25% 04/28/2025 | Corporate Bond 2.25% 4/28/25 | ** | 1,399 | |||||||||||
REGIONS FINL CORP 3.8% 08/14/23 | Corporate Bond 3.8% 08/14/23 | ** | 618 | |||||||||||
REGIONS FIN CORP 2.25% 05/18/2025 | Corporate Bond 2.75% 05/18/25 | ** | 833 | |||||||||||
ROPER TECHNOLOGIES 3.65% 09/23 | Corporate Bond 3.65% 09/23 | ** | 1,098 | |||||||||||
ROPER TECHNOLOGIES 1% 09/15/2025 | Corporate Bond 1% 09/15/25 | ** | 220 | |||||||||||
ROSS STORES INC 0.875% 04/15/2026 | Corporate Bond 0.875% 04/15/26 | ** | 1,568 | |||||||||||
ROYAL BNK CANADA 4.65% 1/27/26 | Corporate Bond 4.65% 1/27/26 | ** | 979 | |||||||||||
ROYAL BK SCO 4.519%/VAR 06/24 | Corporate Bond 4.519%/VAR 06/24 | ** | 2,162 | |||||||||||
ROYAL BNK OF CAN 3.7% 10/5/23 | Corporate Bond 3.7% 10/5/23 | ** | 1,649 | |||||||||||
ROYAL BNK OF CAN 1.15% 06/10/25 | Corporate Bond 1.15% 06/10/25 | ** | 1,482 | |||||||||||
SSM HEALTH CARE 3.688% 6/1/23 | Corporate Bond 3.688% 6/1/23 | ** | 981 | |||||||||||
SRALT 2020-B 0.57% 04/22/2024 | Mortgage Back Security 2020-B 0.57% 04/22/24 | ** | 1,859 | |||||||||||
START 2019-1 2.986% 02/23 | Mortgage Back Security 2019-1 2.986% 02/23 | ** | 676 | |||||||||||
START 2018-2A A3 3.325% 8/25/22 | Mortgage Back Security 2018-2A A3 3.325% 8/25/22 | ** | 830 | |||||||||||
SEMPRA ENERGY 2.9% 02/01/23 | Corporate Bond 2.9% 02/01/23 | ** | 326 | |||||||||||
SIMON PPTY GRP 2.625% 06/15/22 | Corporate Bond 2.625% 06/15/22 | ** | 1,198 | |||||||||||
SIMON PROPERTY 2.75% 06/01/23 | Corporate Bond 2.75% 06/01/23 | ** | 1,485 | |||||||||||
SOCIETE GEN FRANCE 1.488%/VAR 12/14/2026 144A | Corporate Bond 1.488%/VAR 12/14/26 144A | ** | 1,138 | |||||||||||
SOUTHERN COMPANY 2.35% 7/1/21 | Corporate Bond 2.35% 7/1/21 | ** | 1,907 | |||||||||||
STATE STREET BANK & TRUST CO | Synthetic GIC – 1.781% (fair value to contract value) | ** | (3,518) | |||||||||||
STATE STREET CORP 2.825%/VAR 03/30/2023 | Corporate Bond 2.825%/VAR 3/30/23 | ** | 85 | |||||||||||
STATE STREET CORP 2.901%/VAR 03/30/2026 | Corporate Bond 2.901%/VAR 3/30/26 | ** | 84 | |||||||||||
SUNTRUST BAN 3.502%/VAR 8/2/22 | Corporate Bond 3.502%/VAR 8/2/22 | ** | 1,264 | |||||||||||
SUNTRUST BANKS INC 3.2% 04/01/24 | Corporate Bond 3.2% 04/01/24 | ** | 875 | |||||||||||
SUNTRUST BANKS INC 2.8% 05/17/22 | Corporate Bond 2.8% 05/17/22 | ** | 1,917 | |||||||||||
SYNOVUS BANK 2.289%/VAR 02/10/2023 | Corporate Bond 2.289% 02/10/23 | ** | 418 | |||||||||||
TJX COMPANIES INC NEW 3.5% 04/15/2025 | Corporate Bond 3.5% 04/15/25 | ** | 490 | |||||||||||
TJX COMPANIES INC NEW 1.15% 05/15/2028 | Corporate Bond 1.15% 05/15/28 | ** | 1,218 | |||||||||||
TOYOTA MOTOR CORP 3.05% 01/08/21 | Corporate Bond 3.05% 01/08/21 | ** | 480 | |||||||||||
TAOT 2018-B A3 2.96% 09/22 | Mortgage Back Security 2018-B A3 2.96% 09/22 | ** | 469 | |||||||||||
TRANSAMERICA PREMIER LIFE | Synthetic GIC – 1.791% (fair value to contract value) | ** | (3,800) | |||||||||||
UBS GROUP AG 1.008%/VAR 07/30/2024 144A | Corporate Bond 1.008%/VAR 07/30/24 144A | ** | 1,111 | |||||||||||
UBS GROUP AG 1.75% 04/21/2022 144A | Corporate Bond 1.75% 04/21/22 144A | ** | 2,144 | |||||||||||
UBSBB 2012-C2 A4 3.525% 5/63 | Mortgage Back Security 2012-C2 A4 3.525% 5/63 | ** | 981 | |||||||||||
USAA CAPITAL CORP 1.5% 05/01/2023 144A | Corporate Bond 1.5% 05/01/23 144A | ** | 281 |
(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 | ||||||||||
US BANCORP DEL 1.45% 05/12/2025 | Corporate Bond 1.45% 05/12/25 | ** | 1,705 | |||||||||||
USTN 0.125% 08/15/23 | Government Bond 0.125% 08/15/23 | ** | 54,937 | |||||||||||
USTN 0.875% 11/15/2030 | Government Bond 0.875% 11/15/30 | ** | 16,076 | |||||||||||
USTN 0.625% 11/30/2027 | Government Bond 0.625% 11/30/27 | ** | 4,657 | |||||||||||
USTN 0.125% 12/15/2023 | Government Bond 0.125% 12/15/23 | ** | 12,238 | |||||||||||
USTN 0.625% 12/31/2027 | Government Bond 0.625% 12/31/27 | ** | 2,632 | |||||||||||
USTN 2.375% 8/15/24 | Government Bond 2.375% 8/15/24 | ** | 36,473 | |||||||||||
USTN 2% 08/15/25 | Government Bond 2% 08/15/25 | ** | 43,237 | |||||||||||
USTN 0.375% 04/30/2025 | Government Bond 0.375% 04/30/25 | ** | 40,420 | |||||||||||
USTN 1.375% 08/31/23 | Government Bond 1.375% 08/31/23 | ** | 41,801 | |||||||||||
USTN 1.875% 07/31/22 | Government Bond 1.875% 07/31/22 | ** | 45,444 | |||||||||||
USTN 3.125% 11/15/28 | Government Bond 3.125% 11/15/28 | ** | 32,890 | |||||||||||
UNITEDHELTH GROUP INC 1.25% 01/15/26 | Corporate Bond 1.25% 01/15/26 | ** | 155 | |||||||||||
VENTAS RLTY LTD 3.5% 04/15/24 | Corporate Bond 3.5% 04/15/24 | ** | 734 | |||||||||||
VENTAS RLTY LTD 2.65% 01/15/25 | Corporate Bond 2.65% 01/15/25 | ** | 1,135 | |||||||||||
VERIZON COMM INC 5.15% 09/15/2023 | Corporate Bond 5.15% 09/15/23 | ** | 1,009 | |||||||||||
VERIZON COMM INC 2.946% 03/15/2022 | Corporate Bond 2.946% 03/15/22 | ** | 867 | |||||||||||
VZOT 2020-A 1.85% 07/22/2024 | Mortgage Back Security 2020-A 1.85% 07/22/24 | ** | 1,683 | |||||||||||
VISA INC 2.8% 12/14/22 | Corporate Bond 2.8% 12/14/22 | ** | 1,121 | |||||||||||
VISA INC 1.9% 04/15/2027 | Corporate Bond 1.9% 04/15/27 | ** | 301 | |||||||||||
VOLKSWAGEN GRP 1.25% 11/24/2025 144A | Corporate Bond 1.25% 11/24/25 144A | ** | 2,140 | |||||||||||
VALET 2018-1 A3 3.02% 11/22 | Mortgage Back Security 2018-1 A3 3.02% 11/22 | ** | 550 | |||||||||||
WFRBS 2014-C20 ASB 3.638% 05/47 | Mortgage Back Security 2014-C20 ASB 3.638% 05/47 | ** | 330 | |||||||||||
WFRBS 2014-C22 ASB 3.464% 9/57 | Mortgage Back Security 2014-C22 ASB 3.464% 9/57 | ** | 1,360 | |||||||||||
WFRBS 2012-C9 A3 2.87% 11/45 | Mortgage Back Security 2012-C9 A3 2.87% 11/45 | ** | 1,063 | |||||||||||
WFRBS 2011-C3 A4 4.375% 3/44 | Mortgage Back Security 2011-C3 A4 4.375% 3/44 | ** | 805 | |||||||||||
WFRBS 2012-C7 A2 3.431% 6/45 | Mortgage Back Security 2012-C7 A2 3.431% 6/45 | ** | 773 | |||||||||||
WFRBS 2013-C12 2.838% 03/48 | Mortgage Back Security 2013-C12 2.838% 03/48 | ** | 75 | |||||||||||
WFRBS 2013-C16 A5 4.415% 09/46 | Mortgage Back Security 2013-C16 A5 4.415% 09/46 | ** | 987 | |||||||||||
WFRBS 2013-C16 ASB 3.963% 09/46 | Mortgage Back Security 2013-C16 ASB 3.963% 09/46 | ** | 235 | |||||||||||
WFRBS 2014-C23 ASB 3.636% 10/57 | Mortgage Back Security 2014-C23 ASB 3.636% 10/57 | ** | 455 | |||||||||||
WFCM 2012-LC5 A3 2.918% 10/45 | Mortgage Back Security 2012-LC5 A3 2.918% 10/45 | ** | 405 | |||||||||||
WELLS FARGO BK 3.55% 8/14/23 | Corporate Bond 3.55% 8/14/23 | ** | 1,640 | |||||||||||
WFCM 2013-LC12 A1 1.676% 7/46 | Mortgage Back Security 2013-LC12 A1 1.676% 7/46 | ** | 56 | |||||||||||
WFCM 15-C27 3.451% 02/15/48 | Mortgage Back Security 15-C27 3.451% 02/15/48 | ** | 1,640 | |||||||||||
WFCM 15-C27 ASB 3.278% 02/15/48 | Mortgage Back Security 15-C27 ASB 3.278% 02/48 | ** | 897 | |||||||||||
WFCM 2016-C36 A1 1.453% 11/59 | Mortgage Back Security 2016-C36 A1 1.453% 11/59 | ** | 28 | |||||||||||
WFCM 2016-C37 A2 3.103% 12/49 | Mortgage Back Security 2016-C37 A2 3.103% 12/49 | ** | 749 | |||||||||||
WELLS FARGO CO 3.75% 01/24/24 | Corporate Bond 3.75% 01/24/24 | ** | 1,629 | |||||||||||
WELLS FARGO CO 2.164%/VAR 02/11/2026 | Corporate Bond 2.164%/VAR 02/11/26 | ** | 1,950 |
(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 | ||||||||||
WELLS FARGO CO 2.188%/VAR 04/30/2026 | Corporate Bond 2.188%/VAR 04/30/26 | ** | 1,162 | |||||||||||
WELLS FARGO CO 1.654%/VAR 06/02/2024 | Corporate Bond 1.654%/VAR 06/02/24 | ** | 1,132 | |||||||||||
WELLTOWER INC 3.95% 09/01/23 | Corporate Bond 3.95% 09/01/23 | ** | 709 | |||||||||||
WELLTOWER INC 3.625% 03/15/24 | Corporate Bond 3.625% 03/15/24 | ** | 1,298 | |||||||||||
WOALST 2019 2.94% 05/16/22 | Mortgage Back Security 2019 2.94% 05/16/22 | ** | 819 | |||||||||||
XCEL ENERGY INC 2.4% 03/15/21 | Corporate Bond 2.4% 03/15/21 | ** | 400 | |||||||||||
ZIONS BANCORP 3.35% 03/04/22 | Corporate Bond 3.35% 03/04/22 | ** | 640 | |||||||||||
Sub-total Managed Income Funds | 815,382 | |||||||||||||
Self-Directed Brokerage Account | Various shares | ** | 125,629 | |||||||||||
Total Investment Assets | $ | 3,478,359 | ||||||||||||
* | Participant Loans | Interest rates ranging 4.25% - 6.5% with maturity dates through January 2026 | $ | 49,704 |
Date: June 21, 2021 | By: /s/Scott V. King | ||||
Scott V. King | |||||
Vice President, Corporate Controller and Chief Accounting Officer, Eastman Chemical Company; Member of Eastman Investment Plan Committee and Named Fiduciary for Eastman Investment and Employee Stock Ownership Plan |
Exhibit Number | Description | Sequential Page Number | ||||||
34 |