UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 11-K
(Mark One)
þ | ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 |
For the fiscal year ended December 31, 2017
OR
¨ | TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 |
For the transition period from to
Commission file number: 001-38196
A. | Full title of the plan and the address of the plan, if different from that of the issuer named below: |
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN
B. | Name of issuer of the securities held pursuant to the plan and the address of its principal executive office: |
DOWDUPONT INC.
c/o The Dow Chemical Company
2030 Dow Center
Midland, Michigan 48674
REQUIRED INFORMATION
Financial statements for the years ended December 31, 2017 and 2016, supplemental schedules for the year ended December 31, 2017, and Report of Independent Registered Public Accounting Firm.
Exhibits
SIGNATURES
The Plan. Pursuant to the requirements of the Securities Exchange Act of 1934, the trustees have duly caused this annual report to be signed on its behalf by the undersigned hereunto duly authorized.
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN
DATE: June 26, 2018 | BY: /s/ Bryan Jendretzke | |||
Bryan Jendretzke | ||||
Global Benefits Director and | ||||
Plan Administrator |
The Dow Chemical
Company Employees'
Savings Plan
Financial Statements as of and for the Years Ended
December 31, 2017 and 2016, Supplemental
Schedules as of and for the Year Ended
December 31, 2017, and Report of Independent
Registered Public Accounting Firm
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN
TABLE OF CONTENTS
Page | |
Report of Independent Registered Public Accounting Firm
To the Plan Administrator and Plan Participants
The Dow Chemical Company
Employees’ Savings Plan
Opinion on the Financial Statements
We have audited the accompanying statement of net assets available for benefits of The Dow Chemical Company Employees’ Savings Plan (the “Plan”) as of December 31, 2017 and 2016, the related statement of changes in net assets available for benefits for the year ended December 31, 2017, and the related notes (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the net assets of the Plan as of December 31, 2017 and 2016, and the changes in its net assets for the year ended December 31, 2017, in conformity with accounting principles generally accepted in the United States of America.
Basis of Opinion
These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on the Plan’s financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. The Plan is not required to have, nor were we engaged to perform, an audit of its internal control over financial reporting. As part of our audits we are required to obtain an understanding of internal control over financial reporting but not for the purpose of expressing an opinion on the effectiveness of the Plan’s internal control over financial reporting. Accordingly, we express no such opinion.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.
Supplemental Information
The supplemental information in the accompanying schedule of assets (held at end of year) as of December 31, 2017, and the schedule of reportable transactions for the year ended December 31, 2017, have been subjected to audit procedures performed in conjunction with the audit of the Plan’s financial statements. The supplemental information is the responsibility of the Plan’s management. Our audit procedures included determining whether the supplemental information reconciles to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental information. In forming our opinion on the supplemental information, we evaluated whether the supplemental information, including its form and content, is presented in conformity with Department of Labor’s Rules and Regulations for Reporting under the Employee Retirement Income Security Act of 1974. In our opinion, the supplemental information is fairly stated, in all material respects, in relation to the financial statements as a whole.
/s/ Plante & Moran, PLLC
We have served as the Plan’s auditor since 2010.
Plante & Moran, PLLC
Flint, Michigan
June 26, 2018
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THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN
STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
AS OF DECEMBER 31, 2017 and 2016
2017 | 2016 | |||||||||||||||||
Allocated Participant Directed | Unallocated Non-participant Directed | Total | Allocated Participant Directed | Unallocated Non-participant Directed | Total | |||||||||||||
Assets | ||||||||||||||||||
Investments - at fair value (Notes 3 and 4) | $ | 9,468,123,830 | $ | 727,199,386 | $ | 10,195,323,216 | $ | 7,885,096,868 | $ | 770,739,425 | $ | 8,655,836,293 | ||||||
Fully benefit-responsive investment contracts - at contract value | 2,160,384,796 | — | 2,160,384,796 | 2,395,335,710 | — | 2,395,335,710 | ||||||||||||
Receivables - interest, dividends and other | 4,073,137 | 3,693 | 4,076,830 | 31,932,856 | 6,196,481 | 38,129,337 | ||||||||||||
Receivables - participant notes | 114,458,502 | — | 114,458,502 | 118,773,218 | — | 118,773,218 | ||||||||||||
Total Assets | $ | 11,747,040,265 | $ | 727,203,079 | $ | 12,474,243,344 | $ | 10,431,138,652 | $ | 776,935,906 | $ | 11,208,074,558 | ||||||
Liabilities | ||||||||||||||||||
LESOP loan payable (Note 5) | $ | — | $ | 39,129,934 | $ | 39,129,934 | $ | — | $ | 54,247,769 | $ | 54,247,769 | ||||||
Other payables | 4,393,126 | 1,890,244 | 6,283,370 | 28,991,987 | 2,620,539 | 31,612,526 | ||||||||||||
Total Liabilities | $ | 4,393,126 | $ | 41,020,178 | $ | 45,413,304 | $ | 28,991,987 | $ | 56,868,308 | $ | 85,860,295 | ||||||
Net Assets Available For Benefits | $ | 11,742,647,139 | $ | 686,182,901 | $ | 12,428,830,040 | $ | 10,402,146,665 | $ | 720,067,598 | $ | 11,122,214,263 |
See Notes to Financial Statements.
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THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN
STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS
FOR THE YEAR ENDED DECEMBER 31, 2017
Allocated Participant Directed | Unallocated Non- Participant Directed | Total | |||||||
Additions | |||||||||
Investment income | |||||||||
Net realized/unrealized gain on investments | $ | 1,567,134,282 | $ | 152,890,226 | $ | 1,720,024,508 | |||
Interest and dividends | 158,345,065 | 18,908,756 | 177,253,821 | ||||||
Total investment income | 1,725,479,347 | 171,798,982 | 1,897,278,329 | ||||||
Employer contributions | 275,584 | — | 275,584 | ||||||
Employee contributions | 280,465,856 | — | 280,465,856 | ||||||
Interest on participant notes receivable | 4,196,788 | — | 4,196,788 | ||||||
Allocation of 3,330,725 shares of common stock of The Dow Chemical Company or DowDuPont Inc., at market | 200,799,514 | — | 200,799,514 | ||||||
Total additions | $ | 2,211,217,089 | $ | 171,798,982 | $ | 2,383,016,071 | |||
Deductions | |||||||||
Distributions and withdrawals | 865,010,962 | — | 865,010,962 | ||||||
Administrative expenses | 1,960,193 | — | 1,960,193 | ||||||
Interest expense | — | 4,884,165 | 4,884,165 | ||||||
Allocation of 3,330,725 shares of common stock of The Dow Chemical Company or DowDuPont Inc., at market | — | 200,799,514 | 200,799,514 | ||||||
Total deductions | $ | 866,971,155 | $ | 205,683,679 | $ | 1,072,654,834 | |||
Transfers | |||||||||
Transfers in | 744,771 | — | 744,771 | ||||||
Transfers out | 4,490,231 | — | 4,490,231 | ||||||
Net transfers | $ | (3,745,460 | ) | $ | — | $ | (3,745,460 | ) | |
Net Increase (Decrease) | $ | 1,340,500,474 | $ | (33,884,697 | ) | $ | 1,306,615,777 | ||
Net Assets Available for Benefits | |||||||||
Beginning of year | $ | 10,402,146,665 | $ | 720,067,598 | $ | 11,122,214,263 | |||
End of year | $ | 11,742,647,139 | $ | 686,182,901 | $ | 12,428,830,040 |
See Notes to Financial Statements.
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THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN
NOTES TO FINANCIAL STATEMENTS
1. | DESCRIPTION OF THE PLAN |
The following description of The Dow Chemical Company Employees' Savings Plan (the “Plan”) provides only general information. Participants should refer to the plan document or Summary Plan Description for the legal description of the Plan's provisions.
General - The Plan is a defined contribution plan consisting of (1) a profit sharing plan with a cash or deferred feature which is intended to qualify under Sections 401(a) and 401(k) of the Internal Revenue Code as of 1986, as amended (“Code”) and (2) a leveraged employee stock ownership plan (“LESOP”) which is intended to qualify as a stock bonus plan under Sections 401(a) and 4975(e)(7). The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974 ("ERISA"), as amended. The Plan covers any person who is, or becomes, a regular employee of The Dow Chemical Company (the “Company” or “Dow”), or of certain of the Company's subsidiaries, subject to certain eligibility service requirements for part-time employees.
Merger - Effective August 31, 2017, pursuant to the merger of equals transaction contemplated by the Agreement and Plan of Merger, dated as of December 11, 2015, as amended on March 31, 2017, Dow and E. I. du Pont de Nemours and Company ("DuPont") each merged with subsidiaries of DowDuPont Inc. ("DowDuPont") and, as a result, Dow and DuPont became subsidiaries of DowDuPont (the "Merger"). Upon completion of the Merger, each share of common stock of Dow held by the Plan was converted into shares of DowDuPont common stock at a ratio of 1:1, and the Dow Stock Fund became the DowDuPont Stock Fund. Dow and DuPont did not merge their defined contribution plans as a result of the Merger.
Employee Contributions - Plan participants generally may elect to contribute from 0.5% to 40% of their compensation, depending on the participant's eligible pay, limited to a 0.5% minimum contribution. Employees who do not exceed the gross compensation limits are limited to 40% of eligible pay in 0.5% increments, with a 0.5% minimum contribution. The maximum yearly gross compensation pre-tax or Roth 401(k) contribution made through payroll deductions was $18,000 in 2017. Participants who attained age 50 before the end of the plan year were eligible to make additional catch-up contributions in the amount of $6,000 in 2017. Plan participants may elect to increase, decrease, suspend, or resume compensation deferrals at any time. New elections are effective as soon as practicable after the request is processed. Newly hired eligible employees not electing to enroll (within 60 days of being hired) are automatically enrolled to contribute 3% of their eligible pay to the Plan, unless the employee elects to opt out. The automatic contributions will increase by 1% each year effective April 1 until the contribution rate reaches 6%, unless the employee designates otherwise. The contributions default to the applicable BTC Lifepath Fund based on the employee's date of birth, unless otherwise designated by the employee.
Company Contributions - In general, the Company's matching contribution provides a 100% match on the first 2% of eligible pay deferrals and a 50% match of the next 4% of eligible pay deferrals. Legacy Rohm and Haas Company employees' Company matching contributions are calculated as 100% of the first 3% of eligible pay deferrals and a 50% match of the next 3% of eligible pay deferrals. For legacy Dow Silicones Corporation (formerly known as Dow Corning Corporation, which changed its name effective as of February 1, 2018) employees hired prior to January 1, 2006, the Company's matching contribution provides a 100% match on the first 3% of eligible pay deferrals and 50% on the next 2% of eligible pay deferrals; and for those hired on and after January 1, 2006 and prior to September 1, 2016, the Company's matching contribution provides a 100% match on the first 3% of eligible pay deferrals and 50% on the next 4% of eligible pay deferrals. The Company's matching contribution is made from the LESOP in the form of Dow stock until the effective date of the Merger, after which time the Company's matching contribution is made in the form of DowDuPont stock. Employees may divest their Dow or DowDuPont stock at any time and elect one of the other investment options available to them under the Plan.
In accordance with the provisions of the Plan, the Plan is required to release shares in proportion to the principal and interest paid on the LESOP loan as a percentage of beginning of year outstanding principal and interest. The shares released from unallocated LESOP shares are allocated to participants to satisfy the Company's matching requirements.
Except as otherwise provided by the Plan, if the required contributions are less than the value of shares released, the difference is allocated to certain participants in the form of contingent matching contributions, and then to all participants, as an “Excess Employee Stock Ownership Program ("ESOP") Shares Distribution” contribution. For the year ended December 31, 2017, the total number of shares allocated as contingent matching contributions and Excess ESOP Shares Distribution contributions amounted to 2,095,004, with a market value of $149,206,184. The Company allocated these shares to the participants in March 2018.
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If the required Company matching contributions under the provisions of the Plan are greater than the value of the shares released, the Company is required to make an additional contribution to cover the shortfall. No such Company contributions were required for the year ended December 31, 2017.
Dividends - Participants invested in The Dow Chemical Company common stock funds prior to the Merger, and DowDuPont common stock funds after the Merger, may elect to receive dividends as a distribution rather than reinvesting dividends within the participant account.
Account Valuation - Participant account balances reflect the total contributions made to the Plan by employees and the Company, plus investment results, less expenses and withdrawals.
Vesting - Participants are immediately vested in all amounts credited to their plan account, including employee contributions, Company contributions, and investment earnings.
Benefits Distribution - Benefits are generally distributable upon termination of employment as a lump-sum payment or partial withdrawal or may be deferred until minimum distributions are required by law. The plan makes a lump-sum payment to terminated participants who have a balance that does not exceed $1,000. Active employees may request in service distributions upon the attainment of age 59‑1/2.
Participant Notes Receivable - Active participants, retirees and terminated participants may borrow from their employee contributions, plus earnings on those contributions, with a minimum note receivable of $1,000. Participant notes receivable are limited to the smaller of:
• | 50% of the total account balance or |
• | $50,000 less the highest outstanding participant note receivable balance in the preceding 12 months |
Note receivable repayments for active employees are made through payroll deductions, on an after tax basis, with a minimum term of six months and a maximum of 60 months for any purpose other than the purchase of a primary residence; and a minimum term of six months and a maximum of 120 months for participant note receivable for the purpose of purchasing a primary residence. Repayments, both interest and principal, are credited to the participant's account and are allocated among the fund options according to the participant's current investment election. A fixed interest rate is applied to the note receivable. This rate is generally equal to the prime rate on the last day of each calendar quarter before the loan is processed. The range of interest rates on notes receivable outstanding at December 31, 2017 and 2016 was 3.25% to 10.5%.
Investments - Participants direct the investment of their contributions into various investment options offered by the Plan.
Administration - Administrative expenses of the trustee are charged to the Plan. The net assets of the Plan are held by Fidelity Management Trust Company (“Fidelity”), who acts as independent trustee, custodian and recordkeeper for all the investments in the Plan. Fidelity manages certain plan investments. All transactions with Fidelity qualify as party-in-interest transactions.
Amendment or Termination - The Plan does not have an expiration date. The Company may at any time terminate, amend, or modify the Plan, subject to certain rights of the Plan participants. Upon termination of the Plan, each participant is entitled to receive the entire balance in his or her account in accordance with the terms of the Plan.
2. | SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES |
Basis of Accounting - The financial statements of the Plan have been prepared on the accrual basis of accounting in accordance with accounting principles generally accepted in the United States of America.
Use of Estimates - The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America requires management to make estimates and assumptions that affect the reported amounts of net assets available for benefits and disclosures of contingent assets and liabilities at the date of the financial statements and the reported amounts of changes in net assets available for benefits during the reporting period. Actual results could differ from those estimates.
Temporary Investments - Temporary investments are investments in short‑term money market funds and interest bearing cash in the respective investment funds.
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Investment Valuation and Income Recognition - Investments in the Plan consisting of common stock of Dow and DowDuPont, mutual funds, certain money market funds and common stock are stated at fair value based upon the quoted market value of such securities at year end. The investments in common/collective trusts are valued at net asset value per share (or its equivalent) of the fund, based on the fair market values of the underlying net assets. There are no redemption restrictions or unfunded commitments on these investments. Due to their short‑term nature and liquidity, temporary investments, including certain money market funds and interest bearing cash, are stated at outstanding balance, which approximates fair value.
Investments of the Interest Income Fund (“Fund”) included in the Plan consist of Synthetic Guaranteed Investment Contracts (“Synthetic GICs”), a money market fund, and a common collective trust fund. All of the Plan's Synthetic GICs are fully benefit-responsive and are recorded at contract value. Contract value is the amount participants would normally receive if they were to initiate permitted transactions under the terms of the Plan. Contract value represents deposits made to the contract plus earnings at guaranteed crediting rates less withdrawals and applicable fees. Synthetic GICs operate similarly to an insurance company separate account investment contract, except that the assets are placed in a separate custodial account (owned by the Plan) rather than such assets being held in a separate account of the insurance company. A Synthetic GIC is a wrap contract paired with an underlying investment or investments, usually a portfolio, owned by the Plan, of high-quality, intermediate term fixed income securities or common/collective trusts holding similar investments. The Plan purchases a wrapper contract from financial services institutions.
In addition to holding certain assets, Synthetic GICs include features designed to provide participant liquidity at book value as well as periodic interest crediting rates. The liquidity feature is also known as “benefit responsiveness.” Synthetic GICs may be issued by banks, insurance companies and other financial institutions.
The Synthetic GICs provide for prospective crediting interest rate adjustments based on the interest earnings and fair value of the underlying assets. The crediting interest rates are reset monthly and the contracts provide that the crediting interest rates cannot be less than zero.
Certain events may limit the ability of the Plan to transact at contract value with the insurance company and the financial institution issuer. Such events include the following: (i) amendments to the plan documents (including complete or partial plan termination or merger with another plan); (ii) changes to the Plan's prohibition on competing investment options or deletion of equity wash provisions; (iii) bankruptcy of the plan sponsor or other plan sponsor events (e.g., divestitures or spin offs of a subsidiary) which cause a significant withdrawal from the Plan; or (iv) the failure of the Plan to qualify for exemption from federal income taxes or any required exemption of prohibited transaction under ERISA. The plan administrator does not believe that the occurrence of any such event, which would limit the Plan's ability to transact at contract value, is probable.
Synthetic GICs generally impose conditions on both the Plan and the issuer. If an event of default occurs and is not resolved, the non-defaulting party may terminate the contract. The following may cause the Plan to be in default: a breach of material obligation under the contract; a material misrepresentation; or a material amendment to the plan agreement. The issuer may be in default if it breaches a material obligation under the investment contract; makes a material misrepresentation; has a decline in its long-term credit rating below a threshold set forth in the contract; or is acquired or reorganized and the successor issuer does not satisfy the investment or credit guidelines applicable to issuers. If, in the event of default of an issuer, the Plan were unable to obtain a replacement investment contract, losses may occur if the market value of the Plan's assets, which were covered by the contract, is below the contract value. The Plan may seek to add additional issuers over time to diversify the Plan's exposure to such risk, but there is no assurance the Plan may be able to do so. The combination of the default of an issuer and an inability to obtain a replacement agreement could render the Plan unable to achieve its objective of maintaining a stable contract value. The terms of an investment contract generally provide for settlement of payments only upon termination of the contract or total liquidation of the covered investments. Generally, payments will be made pro rata, based on the percentage of investments covered by each issuer. Contract termination occurs whenever the contract value or market value of the covered investments reaches zero or upon certain events of default.
If the contract terminates due to issuer default (other than a default occurring because of a decline in its rating), the issuer will generally be required to pay to the Plan the excess, if any, of contract value over market value on the date of termination. If a contract terminates due to a decline in the ratings of the issuer, the issuer may be required to pay to the Plan the cost of acquiring a replacement contract (i.e., replacement cost) within the meaning of the contract. If the contract terminates when the market value equals zero, the issuer will pay the excess of contract value over market value to the Plan to the extent necessary for the Plan to satisfy outstanding contract value withdrawal requests. Contract termination also may occur by either party upon election and notice.
Changes in fixed income market conditions and interest rates may affect the yield to maturity and the market value of the underlying investments. Such changes could have a material impact on the Synthetic GIC's future interest crediting rates. In addition, participant
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withdrawals from and transfers out of the Interest Income Fund made according to Plan provisions are paid at contract value but funded through the market value liquidation of the underlying investments. This process of funding participant withdrawals and transfers from market value liquidations of underlying investments may also have an effect on future interest crediting rates.
Participant Notes Receivable - Participant notes receivable are recorded at their unpaid principal balances plus any accrued interest. Participant notes receivable are written off when deemed uncollectible.
Benefits Payable - Amounts payable to persons who have withdrawn from participation are not recorded as a liability of the Plan. Benefits payable to participants who had withdrawn from participation in the Plan as of December 31, 2017 and 2016 were insignificant.
Federal Income Tax Status - The Internal Revenue Service has determined and informed the Company by a letter dated September 2, 2014 that the Plan is qualified and the trust established under the Plan is tax exempt under the appropriate sections of the Internal Revenue Code (the “Code”). Although the Plan has been amended since receiving the determination letter, the plan administrator believes the Plan is designed and is currently being operated in compliance with the applicable requirements of the Code.
In accordance with guidance on accounting for uncertainty in income taxes, management evaluated the Plan's tax position and does not believe the Plan has any uncertain tax positions that require disclosure or adjustment to the financial statements. The plan administrator believes it is no longer subject to tax examinations for years prior to 2014.
Risks and Uncertainties - The Plan invests in various investment instruments. Investment securities, in general, are exposed to various risks, such as interest rate, credit and overall market volatility. Due to the level of risk associated with certain investment securities, it is reasonably possible that changes in the values of investment securities will occur in the near term and that such changes could materially affect the amounts reported in the financial statements.
3. | LEVERAGED EMPLOYEE STOCK OWNERSHIP PLAN INVESTMENTS |
The Plan's investment in The Dow Chemical Company LESOP, at December 31, 2017 and 2016, is presented in the following table:
2017 | 2016 | |||||||||||
Allocated | Unallocated | Allocated | Unallocated | |||||||||
Number of Shares | 15,491,810 | 10,138,893 | 15,811,328 | 13,469,618 | ||||||||
Cost | $ | 74,895,954 | $ | 188,524,586 | $ | 65,947,994 | $ | 238,672,315 | ||||
Fair Value | $ | 1,103,326,708 | $ | 722,091,959 | $ | 904,724,188 | $ | 770,731,542 |
4. | FAIR VALUE |
Accounting standards require certain assets and liabilities be reported at fair value in the financial statements and provide a framework for establishing that fair value. The framework for determining fair value is based on a hierarchy that prioritizes the inputs and valuation techniques used to measure fair value.
For investments classified as Level 1 (measured using quoted prices in active markets), the total fair value is either the price of the most recent trade at the time of the market close or the official close price as defined by the exchange in which the asset is most actively traded on the last trading day of the period, multiplied by the number of units held without consideration of transaction costs.
For investments classified as Level 2 (measured using significant other observable inputs), where the Level 1 process is not available, the underlying assets are valued based on the price a dealer would pay for the security or similar securities, adjusted for any terms specific to that security. Market inputs are obtained from well established and recognized vendors of market data and placed through tolerance/quality checks.
For investments classified as Level 3, the total fair value is based on significant unobservable inputs including assumptions where there is little, if any, market activity for the investment. Both observable and unobservable inputs may be used to determine the
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fair value of positions classified as Level 3 investments. As a result, the unrealized gains and losses for these investments presented in the tables below may include changes in fair value that were attributable to both observable and unobservable inputs.
The investment's fair value level within the fair value hierarchy is based on the lowest level of any input that is significant to the fair value measurement.
The following tables present information about certain assets of the Plan measured at fair value on a recurring basis.
Assets Measured at Fair Value on a Recurring Basis at December 31, 2017 | Total | Level 1 | Level 2 | ||||||
DowDuPont Inc. Common Stock: | |||||||||
Allocated participant directed | $ | 2,263,079,811 | $ | 2,263,079,811 | $ | — | |||
Unallocated non-participant directed | 722,091,959 | 722,091,959 | — | ||||||
Common stock | 33,004,235 | 33,004,235 | — | ||||||
Mutual funds | 1,592,970,412 | 1,592,970,412 | — | ||||||
Temporary investments: | |||||||||
Allocated participant directed | 74,071,704 | 32,831,117 | 41,240,587 | ||||||
Unallocated non-participant directed | 5,107,427 | — | 5,107,427 | ||||||
Total categorized assets at fair value | $ | 4,690,325,548 | $ | 4,643,977,534 | $ | 46,348,014 | |||
Fair value measured at net asset value per share: | |||||||||
Common/collective trusts | $ | 5,504,997,668 | |||||||
Total assets at fair value | $ | 10,195,323,216 |
Assets Measured at Fair Value on a Recurring Basis at December 31, 2016 | Total | Level 1 | Level 2 | ||||||
The Dow Chemical Company Common Stock: | |||||||||
Allocated participant directed | $ | 1,838,505,837 | $ | 1,838,505,837 | $ | — | |||
Unallocated non-participant directed | 770,731,542 | 770,731,542 | |||||||
Common stock | 29,724,508 | 29,724,508 | — | ||||||
Mutual funds | 1,916,655,864 | 1,916,655,864 | — | ||||||
Temporary investments: | |||||||||
Allocated participant directed | 62,359,336 | 33,839,245 | 28,520,091 | ||||||
Unallocated non-participant directed | 7,883 | — | 7,883 | ||||||
Total categorized assets at fair value | $ | 4,617,984,970 | $ | 4,589,456,996 | $ | 28,527,974 | |||
Fair value measured at net asset value per share: | |||||||||
Common/collective trusts | $ | 4,037,851,323 | |||||||
Total assets at fair value | $ | 8,655,836,293 |
The Plan's policy is to recognize transfers between levels of the fair value hierarchy as of the actual date of the event of change in circumstances that caused the transfer. There were no significant transfers between levels of the fair value hierarchy during 2017.
5. | LEVERAGED EMPLOYEE STOCK OWNERSHIP PLAN AND LOAN PAYABLE |
The Plan consists of a profit sharing plan with a cash or deferred feature which is intended to qualify under Sections 401(a) and 401(k) of the Code and an ESOP that is intended to qualify (as a stock bonus plan) under Sections 401(a) and 4975(e)(7) of the Code. The ESOP consists of (i) a leveraged employee stock ownership plan ("LESOP"), and (ii) the DowDuPont Stock Fund (the Dow Stock Fund prior to the Merger). The LESOP includes (i) the assets of the Suspense Account and (ii) a LESOP Stock Fund which (A) shall consist of shares of DowDuPont common stock (shares of Dow common stock prior to the Merger were converted into shares of DowDuPont common stock at a ratio of 1:1) acquired with the proceeds of exempt loans, and allocated to participant accounts, and (B) shall provide for such subaccounts as described in the definition of “LESOP Account” in Section 1.3 in the Plan and as further necessary. The portion of the Plan invested in the DowDuPont Stock Fund (Dow Stock Fund prior the Merger) constitutes part of the employee stock ownership plan under Section 4975(e)(7) of the Code.
8
The Plan has one loan outstanding at December 31, 2017 and 2016, which bears interest at 10.03% and matures in 2020. The loan is between the Plan and Dorintal Reinsurance Ltd., a party-in-interest. Prior to February 28, 2011, the loan was between the Plan and Rohm and Haas Holdings Ltd.. On February 28, 2011, Rohm and Haas Holdings Ltd. and Dorintal Reinsurance Ltd. entered into an amalgamation agreement, which resulted in the amalgamation of the two companies. The combined company is known as Dorintal Reinsurance Ltd. The Plan uses dividends paid on unallocated shares of DowDuPont common stock (Dow common stock prior to the Merger) to make the scheduled quarterly principal and interest payments. If needed, the Plan may use dividends on allocated shares of DowDuPont common stock (Dow common stock prior to the Merger) to make the scheduled principal and interest payments. Dividends from allocated shares used to pay principal and interest are replaced by an equal value of shares released in accordance with the release fraction. The Company is required to make a cash contribution to fund any quarterly shortages in common stock dividends paid as compared to required principal and interest payments. There was no shortfall and no Company cash contribution for the year ended December 31, 2017. Dow declared common stock dividends of $1.38 per share and DowDuPont declared common stock dividends of $0.38 per share during 2017.
Interest expense for the year ended December 31, 2017 is $4,884,165. The minimum principal payments on this loan to maturity are as follows:
Minimum Loan Principal Payment to Maturity | |||
2018 | $ | 16,692,143 | |
2019 | 18,430,396 | ||
2020 | 4,007,395 | ||
Total | $ | 39,129,934 |
6. | RECONCILIATION OF FINANCIAL STATEMENTS TO FORM 5500 |
The following is a reconciliation of net assets available for benefits per the financial statements to Form 5500 as of December 31, 2017 and 2016:
Reconciliation of Net Assets Available for Benefits per the Financial Statements to Form 5500 at December 31, | 2017 | 2016 | ||||
Net Assets Available for Benefits per the Financial Statements | $ | 12,428,830,040 | $ | 11,122,214,263 | ||
Adjustment from Contract Value to Fair Value for Fully Benefit-responsive Synthetic GICs | 16,499,744 | 25,066,866 | ||||
Net Assets Available for Benefits per Form 5500 | $ | 12,445,329,784 | $ | 11,147,281,129 |
For the year ended December 31, 2017, the following is a reconciliation of total investment income per the financial statements to Form 5500:
Reconciliation of Total Investment Income per the Financial Statements to Form 5500 for 2017 | |||
Net investment gain per the financial statements | $ | 1,897,278,329 | |
Adjustment for participant notes receivable interest | 4,196,788 | ||
Adjustment from Contract Value to Fair Value for Fully Benefit-responsive Synthetic GICs | (8,567,122 | ) | |
Net Investment Gain per Form 5500 | $ | 1,892,907,995 |
9
SUPPLEMENTAL SCHEDULES
10
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN | ||||||||
PLAN SPONSOR: THE DOW CHEMICAL COMPANY | ||||||||
EMPLOYER IDENTIFICATION NO. 38-1285128 | ||||||||
PLAN NO. 002 | ||||||||
SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS (HELD AT END OF YEAR) | ||||||||
INCLUDING APPENDICES A - F | ||||||||
AS OF DECEMBER 31, 2017 | ||||||||
(c) | ||||||||
Description of Investment | ||||||||
(b) | Including Maturity Date, | (d) | (e) | |||||
Identity of Issuer, Borrower, | Rate of Interest, Collateral, | Cost or Contract | Current | |||||
(a) | Lessor, or Similar Party | Par, or Maturity Value | Value | Value | ||||
* | DowDuPont Inc.: | |||||||
DowDuPont Stock | DowDuPont Stock | ** | $ | 1,159,753,103 | ||||
LESOP | Allocated LESOP - DowDuPont Stock | ** | 1,103,326,708 | |||||
LESOP | Unallocated LESOP - DowDuPont Stock | $ | 188,524,586 | 722,091,959 | ||||
Lilly Pre 91 Stock | Common Stock | ** | 2,213,781 | |||||
Lilly Post 90 Stock | Common Stock | ** | 6,579,012 | |||||
Praxair Stock | Common Stock | ** | 24,211,442 | |||||
T. Rowe Price US Treasury Fund | Common/Collective Trust | ** | 84,109,457 | |||||
PIM Total Return Inst | Mutual Fund | ** | 191,490,412 | |||||
TRP IS MID CP EQ GR | Mutual Fund | ** | 478,075,875 | |||||
NB Genesis R6 | Mutual Fund | ** | 242,007,439 | |||||
TRP High Yield Inst | Mutual Fund | ** | 145,961,707 | |||||
BTC LP IDX RETIRE N | Common/Collective Trust | ** | 156,379,993 | |||||
BTC LP IDX 2020 N | Common/Collective Trust | ** | 278,655,920 | |||||
BTC LP IDX 2025 N | Common/Collective Trust | ** | 302,275,783 | |||||
BTC LP IDX 2030 N | Common/Collective Trust | ** | 272,306,441 | |||||
BTC LP IDX 2035 N | Common/Collective Trust | ** | 184,883,490 | |||||
BTC LP IDX 2040 N | Common/Collective Trust | ** | 143,241,289 | |||||
BTC LP IDX 2045 N | Common/Collective Trust | ** | 117,437,168 | |||||
BTC LP IDX 2050 N | Common/Collective Trust | ** | 91,963,974 | |||||
BTC LP IDX 2055 N | Common/Collective Trust | ** | 84,478,569 | |||||
BTC LP IDX 2060 N | Common/Collective Trust | ** | 515,495 | |||||
ACWI ex-US IMI Index | Common/Collective Trust | ** | 237,793,025 | |||||
American Century U.S. Real Estate Securities Trust | Common/Collective Trust | ** | 82,769,299 | |||||
Vang Inst 500 IDX TR | Common/Collective Trust | ** | 1,664,217,614 | |||||
Vang Inst Ext Mkt | Common/Collective Trust | ** | 445,702,864 | |||||
Vang Inst Tot Bd IDX | Common/Collective Trust | ** | 186,472,174 | |||||
Vang Global Equity | Mutual Fund | ** | 221,506,728 | |||||
Vang Dev Mkt IDX IP | Mutual Fund | ** | 165,480,558 | |||||
Vang Convertible Sec | Mutual Fund | ** | 28,923,728 | |||||
Vang LT Treasury ADM | Mutual Fund | ** | 55,439,422 | |||||
PIM Com Real Ret I | Mutual Fund | ** | 14,196,939 | |||||
PIM Real Return Inst | Mutual Fund | ** | 49,887,604 | |||||
Small Cap: | ||||||||
BTC Russel 2000 Index Fund | Common/Collective Trust | ** | 343,874,801 | |||||
Emerging Markets IDX: | ||||||||
Emerging Markets Non-Lend | Common/Collective Trust | ** | 137,155,897 | |||||
Forward | $ | 9,425,379,670 | ||||||
* | Represents a party-in-interest to the Plan | |||||||
** | Cost information not required |
11
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN | ||||||
PLAN SPONSOR: THE DOW CHEMICAL COMPANY | ||||||
EMPLOYER IDENTIFICATION NO. 38-1285128 | ||||||
PLAN NO. 002 | ||||||
SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS (HELD AT END OF YEAR) | ||||||
INCLUDING APPENDICES A - F | ||||||
AS OF DECEMBER 31, 2017 | ||||||
(c) | ||||||
Description of Investment | ||||||
(b) | Including Maturity Date, | (d) | (e) | |||
Identity of Issuer, Borrower, | Rate of Interest, Collateral, | Cost or Contract | Current | |||
(a) | Lessor, or Similar Party | Par, or Maturity Value | Value | Value | ||
Forward | $ | 9,425,379,670 | ||||
* | Fidelity Contrafund Pool CL 2 | Common/Collective Trust | ** | 690,764,415 | ||
Interest Bearing Cash | Temporary Investments | ** | 46,345,434 | |||
Non-Interest Bearing Cash | Temporary Investments | ** | 2,580 | |||
* | Fidelity Short Term Investment Fund | Temporary Investments | ** | 32,831,117 | ||
* | Participant Notes Receivable | Interest recorded at prime rate (3.25% - 10.5%) and maturities up to 60 months | ** | 114,458,502 | ||
Total | $ | 10,309,781,718 | ||||
* | Represents a party-in-interest to the Plan | (continued) | ||||
** | Cost information not required |
12
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN | ||||||
PLAN SPONSOR: THE DOW CHEMICAL COMPANY | ||||||
EMPLOYER IDENTIFICATION NO. 38-1285128 | ||||||
PLAN NO. 002 | ||||||
SCHEDULE H, LINE 4i - SCHEDULE OF ASSETS (HELD AT END OF YEAR) | ||||||
INCLUDING APPENDICES A - F | ||||||
AS OF DECEMBER 31, 2017 | ||||||
(c) | ||||||
Description of Investment | ||||||
(b) | Including Maturity Date, | (d) | (e) | |||
Identity of Issuer, Borrower, | Rate of Interest, Collateral, | Cost or Contract | Current | |||
(a) | Lessor, or Similar Party | Par, or Maturity Value | Value | Value | ||
Pacific Life: | ||||||
G- 27523.01.0001 (see underlying assets at Appendix A) | PIMCO, Western; evergreen; | |||||
Synthetic GIC | ** | $ | 272,821,731 | |||
Voya Retirement & Annuity: | ||||||
60031-A | IGT Invesco ShrtTrm Bond: | |||||
evergreen; Common/collective trusts | ** | 364,247,553 | ||||
60031-B | IGT Voya HQ ShrtTrm Bond; | |||||
evergreen; Common/collective trusts | ** | 104,639,101 | ||||
60090 (see underlying assets at Appendix B) | Various Securities, maturity dates, | |||||
and asset types | ** | 4,462,359 | ||||
New York Life: | ||||||
GA-29007 (see underlying assets at Appendix C) | MacKay Shields Dow; evergreen; | |||||
Synthetic GIC | ** | 108,751,220 | ||||
Transamerica: | ||||||
MDA01078TR (see underlying assets at Appendix D) | IGT Invesco ShrtTrm Bond, | |||||
Dow NISA; evergreen; Synthetic GIC | ** | 414,535,128 | ||||
RGA: | ||||||
RGA 00036 (see underlying assets at Appendix F) | IGT Invesco ShrtTrm Bond; Wellington | |||||
Dow, evergreen; Synthetic GIC | ** | 236,908,442 | ||||
Prudential Insurance: | ||||||
GA-62233 (see underlying assets at Appendix E) | Jennison, evergreen; | |||||
Synthetic GIC | ** | 377,939,641 | ||||
GA-63084 | IGT Invesco ShrtTrm Bond; | |||||
evergreen; Common/collective trusts | ** | 39,521,811 | ||||
Bank of Tokyo: | ||||||
INV-DOWCHEM 13-1 | IGT INVESCO ShrtTrm Bond; | |||||
(see underlying assets at Appendix F) | Wellington Dow; evergreen; | ** | 236,557,810 | |||
Synthetic GIC | ||||||
Total guaranteed investment contracts | $ | 2,160,384,796 | ||||
Total | $ | 12,470,166,514 |
13
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN | ||||||||||||||||
SCHEDULE H, PART IV LINE 4j - SCHEDULE OF REPORTABLE TRANSACTIONS | ||||||||||||||||
EMPLOYER IDENTIFICATION NO. 38 - 1285128, PLAN NO. 002 | ||||||||||||||||
FOR THE YEAR ENDED DECEMBER 31, 2017 | ||||||||||||||||
Category (iii) - A series of transactions, when aggregated, involving an amount in excess of 5% of beginning plan net assets. | ||||||||||||||||
(h) | ||||||||||||||||
(a) | Current Value | |||||||||||||||
Identity | (c) | (d) | (g) | of Asset on | (i) | |||||||||||
of Party | (b) | Purchase | Selling | Cost of | Transaction | Net Gain/ | ||||||||||
Involved | Description of Asset | Price | Price | Asset | Date | (Loss) | ||||||||||
Fidelity | Fidelity Institutional Government Portfolio | |||||||||||||||
Purchases - 17 | $ | 25,101,544 | $ | — | $ | 25,101,544 | $ | 25,101,544 | $ | — | ||||||
Sales - 4 | $ | — | $ | 20,002,000 | $ | 20,002,000 | $ | 20,002,000 | $ | — | ||||||
There were no Category (i) (ii) or (iv) reportable transactions during the year ended December 31, 2017. |
14
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX A - UNDERLYING ASSETS FOR PACIFIC LIFE G-27523.01.0001 December 31, 2017 | ||||||||||
(c) | ||||||||||
(b) | Face Value | (e) | ||||||||
Identity of Issue, Borrower, | or Number | (d) | Current | |||||||
(a) | Lessor or Similar Party | of Shares | Cost | Value | ||||||
ABBVIE INC | 3.200% 11/06/2022 DD 05/14/15 | 800,000 | $ | 798,424 | $ | 812,351 | ||||
ABBVIE INC | 3.600% 05/14/2025 DD 05/14/15 | 650,000 | 668,636 | 668,252 | ||||||
ALLERGAN FUNDING SCS | 3.850% 06/15/2024 DD 06/19/14 | 1,250,000 | 1,259,188 | 1,280,925 | ||||||
AMERICAN EXPRESS CREDIT CORP | 2.250% 05/05/2021 DD 05/05/16 | 270,000 | 272,519 | 267,870 | ||||||
AMERICAN HONDA FINANCE CORP | VAR RT 11/05/2021 DD 09/06/17 | 2,000,000 | 1,991,880 | 2,001,480 | ||||||
AMERICAN INTERNATIONAL GROUP I | 4.125% 02/15/2024 DD 10/02/13 | 1,500,000 | 1,544,339 | 1,584,900 | ||||||
AMGEN INC | 2.700% 05/01/2022 DD 05/01/15 | 300,000 | 299,145 | 299,682 | ||||||
ANTHEM INC | 2.950% 12/01/2022 DD 11/21/17 | 600,000 | 599,718 | 600,252 | ||||||
AP MOLLER - MAERSK A/S 144A | 2.875% 09/28/2020 DD 09/28/15 | 300,000 | 304,653 | 302,091 | ||||||
AT&T INC | 3.400% 05/15/2025 DD 05/04/15 | 750,000 | 731,798 | 737,363 | ||||||
AT&T INC 144A | 4.300% 02/15/2030 DD 12/01/17 | 2,049,000 | 2,059,798 | 2,043,283 | ||||||
AUTODESK INC | 3.125% 06/15/2020 DD 06/05/15 | 800,000 | 822,336 | 807,632 | ||||||
AVIATION CAPITAL GROUP LL 144A | 4.625% 01/31/2018 DD 01/22/13 | 1,350,000 | 1,408,068 | 1,352,741 | ||||||
BANK 2017-BNK7 BNK7 ASB | 3.265% 09/15/2060 DD 09/01/17 | 1,000,000 | 1,029,960 | 1,017,651 | ||||||
BANK OF AMERICA CORP | 4.100% 07/24/2023 DD 07/23/13 | 2,800,000 | 2,925,580 | 2,973,460 | ||||||
BANK OF AMERICA CORP 144A | VAR RT 12/20/2028 DD 12/20/17 | 1,052,000 | 1,059,004 | 1,052,231 | ||||||
BARCLAYS PLC | 3.200% 08/10/2021 DD 08/10/16 | 2,400,000 | 2,410,924 | 2,412,912 | ||||||
BAT CAPITAL CORP 144A | VAR RT 08/15/2022 DD 08/15/17 | 500,000 | 504,030 | 505,975 | ||||||
BOARD OF TRUSTEES OF THE LELAN | 4.750% 05/01/2019 DD 04/29/09 | 625,000 | 678,640 | 646,800 | ||||||
BP CAPITAL MARKETS PLC | 4.500% 10/01/2020 DD 10/01/10 | 1,000,000 | 994,510 | 1,058,120 | ||||||
BPCE SA | 4.000% 04/15/2024 DD 04/15/14 | 1,300,000 | 1,327,690 | 1,373,099 | ||||||
CALIFORNIA ST | 7.950% 03/01/2036 DD 04/01/10 | 500,000 | 620,800 | 558,360 | ||||||
CALIFORNIA ST | VAR RT 04/01/2047 DD 04/27/17 | 1,400,000 | 1,400,000 | 1,403,444 | ||||||
CGMS COMMERCIAL MORTGAG B1 AAB | 3.243% 08/15/2050 DD 08/01/17 | 2,300,000 | 2,360,131 | 2,335,098 | ||||||
CHARTER COMMUNICATIONS OPERATI | 4.464% 07/23/2022 DD 07/23/16 | 500,000 | 537,530 | 521,675 | ||||||
CHASE ISSUANCE TRUST A5 A5 | 1.360% 04/15/2020 DD 05/06/15 | 500,000 | 499,912 | 499,460 | ||||||
CHRYSLER CAPITAL AU BA A2 144A | 1.360% 01/15/2020 DD 11/04/16 | 284,583 | 284,554 | 284,253 | ||||||
CITIBANK CREDIT CARD ISS A2 A2 | VAR RT 01/23/2020 DD 02/08/08 | 600,000 | 618,375 | 600,444 | ||||||
CITIBANK CREDIT CARD ISS A2 A2 | VAR RT 05/26/2020 DD 05/30/13 | 1,300,000 | 1,300,000 | 1,301,118 | ||||||
CITIBANK CREDIT CARD ISS A7 A7 | VAR RT 09/10/2020 DD 09/23/13 | 600,000 | 601,922 | 601,488 | ||||||
CITIGROUP COMMERCIAL GC11 AAB | 2.690% 04/10/2046 DD 04/01/13 | 400,000 | 399,016 | 401,232 | ||||||
CITIGROUP COMMERCIAL GC29 AAB | 2.984% 04/10/2048 DD 04/01/15 | 700,000 | 715,230 | 707,098 | ||||||
CITIGROUP COMMERCIAL MO P8 AAB | 3.268% 09/15/2050 DD 09/01/17 | 1,100,000 | 1,132,985 | 1,119,811 | ||||||
CITIGROUP INC | 3.400% 05/01/2026 DD 05/02/16 | 2,800,000 | 2,830,354 | 2,816,716 | ||||||
COBB-MARIETTA COLISEUM & EXHIB | 2.700% 01/01/2022 DD 09/09/15 | 650,000 | 650,000 | 655,246 | ||||||
COMM 2013-CCRE11 MORT CR11 ASB | 3.660% 08/10/2050 DD 10/01/13 | 600,000 | 626,814 | 619,770 | ||||||
COMM 2014-CCRE19 MORT CR19 ASB | 3.499% 08/10/2047 DD 08/01/14 | 800,000 | 823,980 | 824,440 | ||||||
COMM 2015-DC1 MORTGAGE DC1 ASB | 3.142% 02/10/2048 DD 03/01/15 | 400,000 | 411,995 | 406,600 | ||||||
COMM 2016-COR1 MORTGA COR1 ASB | 2.972% 10/10/2049 DD 10/01/16 | 500,000 | 505,645 | 501,980 | ||||||
COMMIT TO PUR FHLMC GOLD SFM | 3.500% 02/01/2048 DD 02/01/18 | 8,600,000 | 8,806,625 | 8,817,150 |
15
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX A - UNDERLYING ASSETS FOR PACIFIC LIFE G-27523.01.0001 December 31, 2017 | ||||||||||
COMMIT TO PUR FNMA SF MTG | 3.000% 01/01/2033 DD 01/01/18 | 8,400,000 | 8,560,125 | 8,555,904 | ||||||
COMMIT TO PUR FNMA SF MTG | 3.000% 02/01/2048 DD 02/01/18 | 600,000 | 596,684 | 599,214 | ||||||
COMMIT TO PUR FNMA SF MTG | 4.000% 03/01/2048 DD 03/01/18 | 5,300,000 | 5,514,504 | 5,526,893 | ||||||
COMMIT TO PUR GNMA II JUMBOS | 4.000% 02/20/2048 DD 02/01/18 | 5,200,000 | 5,424,250 | 5,418,868 | ||||||
CONOCOPHILLIPS CO | 4.200% 03/15/2021 DD 03/08/16 | 144,000 | 154,824 | 151,426 | ||||||
CREDIT SUISSE AG/NEW YORK NY | 3.625% 09/09/2024 DD 09/09/14 | 1,000,000 | 1,003,200 | 1,034,740 | ||||||
CREDIT SUISSE AG/NEW YORK NY | 3.000% 10/29/2021 DD 10/29/14 | 900,000 | 894,600 | 909,234 | ||||||
CROWN CASTLE TOWERS LLC 144A | 4.883% 08/15/2040 DD 08/16/10 | 1,730,000 | 1,860,907 | 1,809,355 | ||||||
CSAIL 2015-C1 COMMERCIA C1 ASB | 3.351% 04/15/2050 DD 03/01/15 | 400,000 | 411,998 | 411,272 | ||||||
CSAIL 2015-C4 COMMERCIA C4 ASB | 3.617% 11/15/2048 DD 11/01/15 | 1,000,000 | 1,075,039 | 1,036,620 | ||||||
DAIMLER FINANCE NORTH AME 144A | 2.300% 02/12/2021 DD 11/14/17 | 1,400,000 | 1,397,074 | 1,388,128 | ||||||
DELL INTERNATIONAL LLC / 144A | 4.420% 06/15/2021 DD 06/01/16 | 800,000 | 842,048 | 833,616 | ||||||
DELL INTERNATIONAL LLC / 144A | 5.450% 06/15/2023 DD 06/01/16 | 400,000 | 436,568 | 432,256 | ||||||
DEUTSCHE BANK AG | 4.250% 10/14/2021 DD 04/14/17 | 1,200,000 | 1,214,064 | 1,248,444 | ||||||
DOMINION ENERGY GAS HOLDINGS L | 2.500% 12/15/2019 DD 12/08/14 | 800,000 | 806,728 | 801,256 | ||||||
ECMC GROUP STUDENT L 2A A 144A | VAR RT 05/25/2067 DD 08/10/17 | 910,752 | 910,752 | 918,366 | ||||||
EMD FINANCE LLC 144A | 2.400% 03/19/2020 DD 03/19/15 | 1,000,000 | 1,000,360 | 997,810 | ||||||
ENBRIDGE INC | VAR RT 01/10/2020 DD 10/10/17 | 1,100,000 | 1,098,768 | 1,101,518 | ||||||
ENERGY N W WA ELEC REVENUE | 1.793% 07/01/2018 DD 04/24/14 | 750,000 | 750,000 | 749,955 | ||||||
ENERGY TRANSFER PARTNERS LP | 4.150% 10/01/2020 DD 09/19/13 | 1,000,000 | 1,045,950 | 1,032,650 | ||||||
ENTERPRISE PRODUCTS OPERATING | 6.500% 01/31/2019 DD 04/03/08 | 500,000 | 531,915 | 522,485 | ||||||
ESC LEHMAN BRTH HLD | 0.000% 05/02/2018 DD 04/24/08 | 1,800,000 | 972,142 | 84,240 | ||||||
ESC LEHMAN BRTH HLD ESCROW | 0.000% 11/24/2013 DD 01/22/08 | 900,000 | 498,390 | 41,400 | ||||||
FEDERAL HOME LN BK CONS BD | 0.875% 08/05/2019 DD 08/04/16 | 1,150,000 | 1,147,792 | 1,131,301 | ||||||
FEDERAL HOME LN MTG CORP | 1.625% 09/29/2020 DD 09/29/17 | 1,500,000 | 1,497,285 | 1,482,870 | ||||||
FEDERAL NATL MTG ASSN | 1.875% 09/24/2026 DD 09/27/16 | 4,400,000 | 4,044,128 | 4,147,616 | ||||||
FEDERAL NATL MTG ASSN | 2.000% 01/05/2022 DD 01/09/17 | 6,400,000 | 6,389,922 | 6,357,824 | ||||||
FEDERAL NATL MTG ASSN | 1.750% 09/12/2019 DD 07/28/14 | 21,200,000 | 21,080,644 | 21,140,004 | ||||||
FHLMC POOL #1G-1744 | VAR RT 08/01/2035 DD 09/01/05 | 300,896 | 301,726 | 316,816 | ||||||
FHLMC POOL #78-0605 | VAR RT 06/01/2033 DD 06/01/03 | 371,796 | 371,564 | 389,732 | ||||||
FHLMC POOL #84-6183 | VAR RT 01/01/2024 DD 10/01/95 | 12,657 | 12,112 | 13,049 | ||||||
FHLMC MULTICLASS MTG | 3.389% 03/25/2024 DD 06/01/14 | 1,000,000 | 1,029,951 | 1,045,070 | ||||||
FHLMC MULTICLASS MTG 3225 HF | VAR RT 10/15/2036 DD 10/15/06 | 482,910 | 485,173 | 486,160 | ||||||
FHLMC MULTICLASS MTG 3843 FE | VAR RT 04/15/2041 DD 04/15/11 | 546,712 | 548,079 | 551,666 | ||||||
FHLMC MULTICLASS MTG 3843 FG | VAR RT 04/15/2041 DD 04/15/11 | 546,712 | 548,079 | 551,316 | ||||||
FHLMC MULTICLASS MTG 4559 AF | VAR RT 03/15/2042 DD 03/01/16 | 1,968,708 | 1,971,169 | 1,969,102 | ||||||
FHLMC MULTICLASS MTG 6 C | 9.050% 06/15/2019 DD 05/15/88 | 22 | 22 | 22 | ||||||
FHLMC MULTICLASS MTG K065 A1 | 2.864% 10/25/2026 DD 07/01/17 | 694,110 | 707,954 | 701,836 | ||||||
FHLMC MULTICLASS MTG KJ04 A1 | 1.376% 10/25/2020 DD 05/01/16 | 546,430 | 546,426 | 542,277 | ||||||
FHLMC MULTICLASS MTG KJ11 A1 | 2.045% 07/25/2022 DD 02/01/17 | 592,017 | 592,014 | 589,441 | ||||||
FIDELITY NATIONAL INFORMATION | 5.000% 10/15/2025 DD 10/20/15 | 139,000 | 158,142 | 153,610 | ||||||
FNMA POOL #0072163 | VAR RT 02/01/2028 DD 02/01/89 | 2,712 | 2,690 | 2,690 | ||||||
FNMA POOL #0112511 | VAR RT 09/01/2020 DD 01/01/91 | 1,075 | 1,080 | 1,067 | ||||||
FNMA POOL #0303298 | VAR RT 01/01/2025 DD 04/01/95 | 3,341 | 3,431 | 3,333 | ||||||
FNMA POOL #0323919 | VAR RT 08/01/2029 DD 08/01/99 | 12,349 | 11,855 | 12,890 |
16
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX A - UNDERLYING ASSETS FOR PACIFIC LIFE G-27523.01.0001 December 31, 2017 | ||||||||||
FNMA POOL #0361373 | VAR RT 07/01/2026 DD 09/01/96 | 17,851 | 18,303 | 18,441 | ||||||
FNMA POOL #0MA2705 | 3.000% 08/01/2046 DD 07/01/16 | 811,202 | 844,601 | 811,616 | ||||||
FNMA GTD REMIC P/T 11-47 GF | VAR RT 06/25/2041 DD 05/25/11 | 1,319,337 | 1,324,697 | 1,333,823 | ||||||
FNMA GTD REMIC P/T 15-79 FE | VAR RT 11/25/2045 DD 10/25/15 | 869,472 | 864,445 | 867,629 | ||||||
FNMA GTD REMIC P/T 16-11 CF | VAR RT 03/25/2046 DD 02/25/16 | 975,297 | 972,249 | 975,912 | ||||||
FNMA GTD REMIC P/T 17-M12 A1 | 2.815% 06/25/2027 DD 10/01/17 | 1,793,287 | 1,811,188 | 1,796,031 | ||||||
FNMA GTD REMIC P/T 17-M8 A1 | 2.654% 05/25/2027 DD 07/01/17 | 588,758 | 594,625 | 590,601 | ||||||
FORD CREDIT AUTO LEASE T A A2B | VAR RT 11/15/2019 DD 03/28/17 | 1,039,400 | 1,039,400 | 1,039,296 | ||||||
FORD CREDIT AUTO OWNE 1 A 144A | 2.260% 11/15/2025 DD 05/15/14 | 1,000,000 | 999,751 | 1,002,030 | ||||||
FORD MOTOR CREDIT CO LLC | 5.875% 08/02/2021 DD 08/01/11 | 650,000 | 712,992 | 713,772 | ||||||
FORD MOTOR CREDIT CO LLC | 4.134% 08/04/2025 DD 08/04/15 | 900,000 | 937,629 | 930,798 | ||||||
GATX CORP | VAR RT 11/05/2021 DD 11/06/17 | 800,000 | 800,000 | 805,872 | ||||||
GENERAL ELECTRIC CO | 4.650% 10/17/2021 DD 10/17/11 | 430,000 | 477,489 | 462,955 | ||||||
GENERAL MOTORS FINANCIAL CO IN | 4.375% 09/25/2021 DD 09/25/14 | 500,000 | 524,475 | 525,945 | ||||||
GENERAL MOTORS FINANCIAL CO IN | VAR RT 10/04/2019 DD 10/06/16 | 800,000 | 803,400 | 810,512 | ||||||
GNMA POOL #0434797 | 8.500% 07/15/2030 DD 07/01/00 | 5,269 | 5,468 | 5,668 | ||||||
GNMA POOL #0434944 | 8.500% 11/15/2030 DD 11/01/00 | 2,713 | 2,816 | 2,815 | ||||||
GNMA POOL #0434985 | 8.500% 12/15/2030 DD 12/01/00 | 6,725 | 6,969 | 6,966 | ||||||
GNMA POOL #0486116 | 8.500% 07/15/2030 DD 07/01/00 | 9,608 | 9,960 | 9,682 | ||||||
GNMA POOL #0494885 | 8.500% 03/15/2030 DD 03/01/00 | 1,250 | 1,297 | 1,255 | ||||||
GNMA POOL #0498147 | 8.500% 12/15/2029 DD 12/01/99 | 332 | 344 | 333 | ||||||
GNMA POOL #0511172 | 8.500% 01/15/2030 DD 01/01/00 | 551 | 572 | 558 | ||||||
GNMA POOL #0520979 | 8.500% 09/15/2030 DD 09/01/00 | 5,236 | 5,434 | 5,973 | ||||||
GNMA POOL #0521829 | 8.500% 05/15/2030 DD 05/01/00 | 4,437 | 4,600 | 4,956 | ||||||
GNMA POOL #0531197 | 8.500% 06/15/2030 DD 06/01/00 | 8,287 | 8,590 | 8,368 | ||||||
GNMA POOL #0698036 | 6.000% 01/15/2039 DD 01/01/09 | 27,169 | 29,601 | 30,394 | ||||||
GNMA POOL #0782190 | 6.000% 10/15/2037 DD 10/01/07 | 4,499 | 4,901 | 5,030 | ||||||
GNMA POOL #0782449 | 6.000% 09/15/2038 DD 10/01/08 | 34,734 | 37,844 | 38,834 | ||||||
GNMA GTD REMIC P/T 17-57 WF | VAR RT 12/20/2045 DD 04/01/17 | 985,447 | 984,793 | 983,535 | ||||||
GNMA II POOL #0003001 | 8.500% 11/20/2030 DD 11/01/00 | 6,057 | 6,256 | 6,924 | ||||||
GNMA II POOL #0008089 | VAR RT 12/20/2022 DD 12/01/92 | 37,615 | 38,250 | 38,453 | ||||||
GNMA II POOL #0008913 | VAR RT 07/20/2026 DD 07/01/96 | 11,932 | 11,794 | 12,290 | ||||||
GNMA II POOL #0080022 | VAR RT 12/20/2026 DD 12/01/96 | 12,933 | 12,990 | 13,370 | ||||||
GNMA II POOL #0080354 | VAR RT 12/20/2029 DD 12/01/99 | 31,922 | 32,666 | 33,143 | ||||||
GOLDMAN SACHS GROUP INC/THE | 5.250% 07/27/2021 DD 07/27/11 | 100,000 | 99,946 | 108,379 | ||||||
GOLDMAN SACHS GROUP INC/THE | 5.750% 01/24/2022 DD 01/24/12 | 2,400,000 | 2,722,008 | 2,661,192 | ||||||
GOLDMAN SACHS GROUP INC/THE | 4.000% 03/03/2024 DD 03/03/14 | 400,000 | 420,300 | 419,656 | ||||||
GOLDMAN SACHS GROUP INC/THE | VAR RT 06/05/2023 DD 06/05/17 | 600,000 | 600,000 | 596,010 | ||||||
GOLDMAN SACHS GROUP INC/THE | 3.750% 05/22/2025 DD 05/22/15 | 200,000 | 201,482 | 206,050 | ||||||
HSBC HOLDINGS PLC | 5.100% 04/05/2021 DD 04/05/11 | 1,500,000 | 1,698,855 | 1,611,645 | ||||||
HSBC HOLDINGS PLC | 3.600% 05/25/2023 DD 05/25/16 | 900,000 | 915,877 | 925,974 | ||||||
HYUNDAI AUTO LEASE B A2B 144A | VAR RT 12/16/2019 DD 05/31/17 | 1,600,000 | 1,600,000 | 1,600,976 | ||||||
IMPERIAL BRANDS FINANCE P 144A | 3.750% 07/21/2022 DD 07/21/15 | 1,000,000 | 1,059,420 | 1,033,400 | ||||||
JAPAN BANK FOR INTERNATIONAL C | 2.500% 06/01/2022 DD 06/01/17 | 500,000 | 499,510 | 497,895 | ||||||
JPMBB COMMERCIAL MORTG C17 ASB | 3.705% 01/15/2047 DD 12/01/13 | 600,000 | 628,056 | 621,912 |
17
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX A - UNDERLYING ASSETS FOR PACIFIC LIFE G-27523.01.0001 December 31, 2017 | ||||||||||
JPMBB COMMERCIAL MORTG C21 ASB | 3.428% 08/15/2047 DD 07/01/14 | 1,200,000 | 1,235,996 | 1,233,036 | ||||||
JPMBB COMMERCIAL MORTG C24 ASB | 3.368% 11/15/2047 DD 10/01/14 | 1,000,000 | 1,029,996 | 1,026,500 | ||||||
JPMDB COMMERCIAL MORTGA C4 ASB | 2.994% 12/15/2049 DD 11/01/16 | 900,000 | 926,999 | 901,656 | ||||||
JPMORGAN CHASE & CO | 3.200% 01/25/2023 DD 01/25/13 | 1,000,000 | 1,036,420 | 1,020,000 | ||||||
JPMORGAN CHASE & CO | 3.625% 05/13/2024 DD 05/13/14 | 3,000,000 | 3,128,610 | 3,119,430 | ||||||
KANSAS ST DEV FIN AUTH REVENUE | 2.927% 04/15/2021 DD 08/20/15 | 950,000 | 950,000 | 956,318 | ||||||
KEYBANK NA/CLEVELAND OH | 2.500% 12/15/2019 DD 11/24/14 | 250,000 | 256,076 | 250,738 | ||||||
KINDER MORGAN ENERGY PARTNERS | 4.300% 05/01/2024 DD 05/02/14 | 500,000 | 516,530 | 520,580 | ||||||
KINDER MORGAN ENERGY PARTNERS | 3.500% 09/01/2023 DD 02/28/13 | 1,500,000 | 1,480,858 | 1,500,960 | ||||||
KRAFT HEINZ FOODS CO | VAR RT 02/10/2021 DD 08/10/17 | 800,000 | 800,000 | 802,008 | ||||||
LEASEPLAN CORP NV 144A | 2.875% 01/22/2019 DD 10/22/15 | 300,000 | 302,871 | 300,204 | ||||||
LEHMAN BRTH HLD (RICI) ESCROW | 0.000% 12/28/2049 DD 12/21/07 | 2,000,000 | 1,998,520 | — | ||||||
LLOYDS BANKING GROUP PLC | VAR RT 11/07/2023 DD 11/07/17 | 900,000 | 900,000 | 892,287 | ||||||
LOS ANGELES CA MUNI IMPT CORPL | 3.432% 11/01/2021 DD 11/19/15 | 450,000 | 450,000 | 465,260 | ||||||
LOS ANGELES CNTY CA PUBLIC WKS | 2.560% 12/01/2019 DD 09/02/15 | 870,000 | 870,000 | 874,785 | ||||||
LOS ANGELES CNTY CA REDEV REFU | 2.000% 09/01/2023 DD 08/25/16 | 800,000 | 792,424 | 768,680 | ||||||
METROPOLITAN LIFE GLOBAL 144A | 2.300% 04/10/2019 DD 04/10/14 | 550,000 | 549,280 | 550,765 | ||||||
MICHIGAN ST | 7.625% 09/15/2027 DD 06/25/09 | 750,000 | 900,923 | 780,008 | ||||||
MORGAN STANLEY | 4.000% 07/23/2025 DD 07/23/15 | 2,000,000 | 2,131,000 | 2,094,100 | ||||||
MORGAN STANLEY | 5.750% 01/25/2021 DD 01/25/11 | 2,000,000 | 2,298,480 | 2,179,480 | ||||||
MORGAN STANLEY BANK OF C13 ASB | 3.557% 11/15/2046 DD 12/01/13 | 500,000 | 519,475 | 515,630 | ||||||
MORGAN STANLEY BANK OF C16 A4 | 3.600% 06/15/2047 DD 06/01/14 | 900,000 | 957,516 | 932,139 | ||||||
MORGAN STANLEY CAPITAL HR2 ASB | 3.509% 12/15/2050 DD 12/01/17 | 700,000 | 720,984 | 721,084 | ||||||
MOTEL 6 TRUST 2017 MTL6 A 144A | VAR RT 08/15/2034 DD 09/11/17 | 793,967 | 793,967 | 795,705 | ||||||
NATIONWIDE BUILDING SOCIE 144A | 2.450% 07/27/2021 DD 07/27/16 | 500,000 | 504,080 | 495,970 | ||||||
NAVIENT STUDENT LOA 3A A1 144A | VAR RT 07/26/2066 DD 04/20/17 | 442,552 | 442,552 | 442,822 | ||||||
NAVIENT STUDENT LOAN 5A A 144A | VAR RT 06/25/2065 DD 08/11/16 | 627,836 | 627,836 | 641,178 | ||||||
NEW YORK ST URBAN DEV CORP REV | 2.100% 03/15/2022 DD 03/23/17 | 2,000,000 | 1,999,060 | 1,991,560 | ||||||
NISSAN MOTOR ACCEPTANCE C 144A | 2.650% 09/26/2018 DD 09/26/13 | 1,800,000 | 1,830,780 | 1,806,822 | ||||||
NORTH CAROLINA ST TURNPIKE AUT | 6.700% 01/01/2039 DD 07/29/09 | 600,000 | 670,572 | 626,766 | ||||||
NUVEEN FINANCE LLC 144A | 2.950% 11/01/2019 DD 10/30/14 | 800,000 | 798,560 | 807,648 | ||||||
ORACLE CORP | 2.950% 11/15/2024 DD 11/09/17 | 900,000 | 898,578 | 906,453 | ||||||
OVERSEAS PRIVATE INVT CORP | 3.790% 06/15/2034 DD 03/17/14 | 1,092,371 | 1,092,884 | 1,172,147 | ||||||
PENSKE TRUCK LEASING CO L 144A | 3.050% 01/09/2020 DD 12/11/14 | 800,000 | 822,952 | 809,592 | ||||||
PETROBRAS GLOBAL FINANCE BV | 6.250% 03/17/2024 DD 03/17/14 | 200,000 | 200,980 | 212,200 | ||||||
PIONEER NATURAL RESOURCES CO | 7.500% 01/15/2020 DD 11/13/09 | 850,000 | 1,041,905 | 932,297 | ||||||
PORT OF SEATTLE WA REVENUE | 7.000% 05/01/2036 DD 07/16/09 | 750,000 | 876,195 | 797,850 | ||||||
PROTECTIVE LIFE GLOBAL FU 144A | 2.161% 09/25/2020 DD 09/27/17 | 900,000 | 900,000 | 890,271 | ||||||
PUBLIC SERVICE ELECTRIC & GAS | 1.900% 03/15/2021 DD 03/03/16 | 460,000 | 464,951 | 452,999 | ||||||
QUALCOMM INC | 3.000% 05/20/2022 DD 05/20/15 | 400,000 | 399,848 | 400,364 | ||||||
QUALCOMM INC | 2.100% 05/20/2020 DD 05/26/17 | 700,000 | 699,958 | 697,053 | ||||||
QVC INC | 4.850% 04/01/2024 DD 03/18/14 | 1,500,000 | 1,536,930 | 1,576,275 | ||||||
RECKITT BENCKISER TREASUR 144A | 2.375% 06/24/2022 DD 06/26/17 | 800,000 | 799,248 | 784,312 | ||||||
REILLY MTG ASSOC 91ST FHA PROJ | VAR RT 02/01/2023 DD 11/04/99 | 9,363 | 9,598 | 9,392 | ||||||
RELIANCE STANDARD LIFE GL 144A | 2.500% 04/24/2019 DD 04/24/14 | 1,000,000 | 997,670 | 1,002,220 |
18
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX A - UNDERLYING ASSETS FOR PACIFIC LIFE G-27523.01.0001 December 31, 2017 | ||||||||||
ROYAL BANK OF SCOTLAND GROUP P | 3.875% 09/12/2023 DD 09/12/16 | 1,100,000 | 1,100,437 | 1,118,634 | ||||||
SABINE PASS LIQUEFACTION LLC | 5.750% 05/15/2024 DD 11/15/14 | 1,000,000 | 1,117,630 | 1,111,480 | ||||||
SANTANDER UK GROUP HOLDINGS PL | 3.125% 01/08/2021 DD 01/08/16 | 1,150,000 | 1,165,658 | 1,160,822 | ||||||
SBA TOWER TRUST 144A | 2.898% 10/11/2044 DD 10/15/14 | 900,000 | 900,000 | 902,160 | ||||||
SLC STUDENT LOAN TRUST 20 1 A3 | VAR RT 02/15/2025 DD 06/15/05 | 568,004 | 567,382 | 567,595 | ||||||
SLC STUDENT LOAN TRUST 20 2 A3 | VAR RT 03/15/2027 DD 09/28/05 | 621,344 | 619,985 | 620,859 | ||||||
SLC STUDENT LOAN TRUST 20 2 A5 | VAR RT 09/15/2026 DD 09/19/06 | 1,438,524 | 1,426,428 | 1,435,086 | ||||||
SLM STUDENT LOAN TR 12 A5 144A | VAR RT 09/15/2022 DD 11/25/03 | 89,122 | 89,052 | 89,164 | ||||||
SLM STUDENT LOAN TRUST 20 1 A5 | VAR RT 01/26/2026 DD 01/25/07 | 417,592 | 416,287 | 417,713 | ||||||
SLM STUDENT LOAN TRUST 20 3 A5 | VAR RT 10/25/2024 DD 04/13/05 | 290,611 | 288,113 | 290,335 | ||||||
SLM STUDENT LOAN TRUST 20 4 A3 | VAR RT 01/25/2027 DD 05/19/05 | 438,779 | 436,448 | 436,760 | ||||||
SLM STUDENT LOAN TRUST 20 8 A5 | VAR RT 01/27/2025 DD 09/14/06 | 1,459,238 | 1,454,222 | 1,456,393 | ||||||
SOCIETE GENERALE SA 144A | 2.625% 09/16/2020 DD 09/16/15 | 1,150,000 | 1,144,975 | 1,153,013 | ||||||
SOUTHERN CALIFORNIA GAS CO | 5.450% 04/15/2018 DD 10/17/03 | 500,000 | 532,240 | 505,155 | ||||||
SOUTHERN POWER CO 144A | VAR RT 12/20/2020 DD 11/20/17 | 800,000 | 800,000 | 801,680 | ||||||
SOUTHWEST AIRLINES CO | 2.750% 11/06/2019 DD 11/06/14 | 500,000 | 498,980 | 503,580 | ||||||
TECH DATA CORP | 3.700% 02/15/2022 DD 01/31/17 | 400,000 | 400,804 | 401,240 | ||||||
TELEFONICA EMISIONES SAU | 5.877% 07/15/2019 DD 07/06/09 | 650,000 | 722,605 | 683,345 | ||||||
TELEFONICA EMISIONES SAU | 5.462% 02/16/2021 DD 02/16/11 | 900,000 | 1,000,629 | 973,539 | ||||||
TEVA PHARMACEUTICAL FINANCE NE | 2.200% 07/21/2021 DD 07/21/16 | 600,000 | 577,740 | 548,082 | ||||||
THOMSON REUTERS CORP | 3.950% 09/30/2021 DD 10/05/11 | 1,000,000 | 1,052,280 | 1,035,080 | ||||||
TYSON FOODS INC | 3.950% 08/15/2024 DD 08/08/14 | 700,000 | 756,035 | 736,169 | ||||||
U S TREASURY NOTE | 1.500% 08/15/2026 DD 08/15/16 | 300,000 | 291,279 | 279,117 | ||||||
U S TREASURY NOTE | 1.875% 07/31/2022 DD 07/31/17 | 5,700,000 | 5,712,246 | 5,622,765 | ||||||
U S TREASURY NOTE | 1.875% 08/31/2024 DD 08/31/17 | 2,650,000 | 2,604,533 | 2,578,689 | ||||||
U S TREASURY NOTE | 1.875% 09/30/2022 DD 09/30/17 | 600,000 | 599,203 | 591,306 | ||||||
U S TREASURY NOTE | 2.250% 10/31/2024 DD 10/31/17 | 2,650,000 | 2,670,489 | 2,637,784 | ||||||
U S TREASURY NOTE | 1.750% 03/31/2022 DD 03/31/15 | 3,000,000 | 3,005,156 | 2,950,770 | ||||||
U S TREASURY NOTE | 1.375% 01/31/2021 DD 01/31/16 | 2,300,000 | 2,317,520 | 2,256,162 | ||||||
U S TREASURY NOTE | 1.125% 02/28/2021 DD 02/29/16 | 10,000,000 | 9,852,935 | 9,724,600 | ||||||
U S TREASURY NOTE | 1.500% 03/31/2023 DD 03/31/16 | 2,900,000 | 2,871,227 | 2,795,774 | ||||||
U S TREASURY NOTE | 1.375% 04/30/2021 DD 04/30/16 | 8,000,000 | 7,986,016 | 7,826,880 | ||||||
U S TREASURY NOTE | 1.250% 07/31/2023 DD 07/31/16 | 5,000,000 | 4,979,492 | 4,738,500 | ||||||
U S TREASURY NOTE | 2.250% 02/15/2027 DD 02/15/17 | 3,100,000 | 3,088,293 | 3,059,328 | ||||||
U S TREASURY NOTE | 2.000% 04/30/2024 DD 04/30/17 | 4,100,000 | 4,063,164 | 4,025,995 | ||||||
U S TREASURY NOTE | 2.375% 05/15/2027 DD 05/15/17 | 6,480,000 | 6,554,333 | 6,461,532 | ||||||
U S TREASURY NOTE | 2.000% 05/31/2024 DD 05/31/17 | 5,200,000 | 5,217,976 | 5,102,916 | ||||||
UBS COMMERCIAL MORTGAGE C4 ASB | 3.366% 10/15/2050 DD 10/01/17 | 500,000 | 514,982 | 510,480 | ||||||
UBS COMMERCIAL MORTGAGE C7 ASB | 3.586% 12/15/2050 DD 12/01/17 | 800,000 | 823,995 | 826,840 | ||||||
UBS GROUP FUNDING SWITZER 144A | VAR RT 08/15/2023 DD 08/15/17 | 1,600,000 | 1,600,000 | 1,581,712 | ||||||
UBS-BARCLAYS COMMERCIAL C5 AAB | 2.687% 03/10/2046 DD 02/01/13 | 500,000 | 497,580 | 503,140 | ||||||
UNIV OF CALIFORNIA CA REVENUES | 2.719% 05/15/2024 DD 09/28/17 | 700,000 | 700,000 | 693,238 | ||||||
UTAH ST | 3.539% 07/01/2025 DD 09/30/10 | 1,350,000 | 1,450,802 | 1,407,173 | ||||||
VERIZON COMMUNICATIONS IN 144A | 3.376% 02/15/2025 DD 08/16/17 | 2,589,000 | 2,561,966 | 2,598,786 | ||||||
VOLKSWAGEN GROUP OF AMERI 144A | 2.450% 11/20/2019 DD 11/20/14 | 500,000 | 499,500 | 499,695 |
19
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX A - UNDERLYING ASSETS FOR PACIFIC LIFE G-27523.01.0001 December 31, 2017 | ||||||||||
VOLKSWAGEN GROUP OF AMERI 144A | VAR RT 05/22/2018 DD 05/22/15 | 500,000 | 496,270 | 500,090 | ||||||
WELLS FARGO & CO | VAR RT 01/24/2023 DD 01/24/17 | 1,600,000 | 1,600,000 | 1,631,792 | ||||||
WELLS FARGO & CO | 3.500% 03/08/2022 DD 03/08/12 | 1,000,000 | 1,042,500 | 1,032,560 | ||||||
WELLS FARGO & CO | 3.300% 09/09/2024 DD 09/09/14 | 2,500,000 | 2,488,775 | 2,538,775 | ||||||
WELLS FARGO COMMERCIAL C30 ASB | 3.412% 09/15/2058 DD 08/01/15 | 800,000 | 856,438 | 822,952 | ||||||
WELLS FARGO COMMERCIAL C35 ASB | 2.788% 07/15/2048 DD 07/01/16 | 600,000 | 617,980 | 596,340 | ||||||
WESTJET AIRLINES LTD 144A | 3.500% 06/16/2021 DD 06/16/16 | 1,000,000 | 1,025,000 | 1,009,320 | ||||||
WISCONSIN ST GEN FUND ANNUAL A | 1.899% 05/01/2022 DD 08/16/16 | 800,000 | 800,000 | 779,264 | ||||||
YALE UNIVERSITY | 2.086% 04/15/2019 DD 04/10/14 | 350,000 | 357,884 | 351,246 | ||||||
ZIMMER BIOMET HOLDINGS INC | 3.550% 04/01/2025 DD 03/19/15 | 800,000 | 826,712 | 799,472 | ||||||
ARGENT SECURITIES INC A W10 M1 | VAR RT 10/25/2034 DD 09/09/04 | 292,114 | 216,530 | 284,548 | ||||||
BANC OF AMERICA MORTGAGE A 1A1 | VAR RT 02/25/2034 DD 01/01/04 | 9,263 | 9,201 | 9,262 | ||||||
BEAR STEARNS ALT-A TRUS 11 2A2 | VAR RT 11/25/2034 DD 09/01/04 | 79,484 | 79,236 | 76,056 | ||||||
FHLMC MULTICLASS MTG K006 AX1 | VAR RT 01/25/2020 DD 04/01/10 | 2,203,422 | 148,817 | 36,511 | ||||||
FHLMC MULTICLASS MTG K007 X1 | VAR RT 04/25/2020 DD 06/01/10 | 391,266 | 29,742 | 7,696 | ||||||
FHLMC MULTICLASS MTG K008 X1 | VAR RT 06/25/2020 DD 09/01/10 | 456,234 | 47,352 | 14,070 | ||||||
JP MORGAN MORTGAGE TRUS A2 4A1 | VAR RT 05/25/2034 DD 04/01/04 | 80,234 | 79,369 | 79,492 | ||||||
MASTR ADJUSTABLE RATE M 15 1A1 | VAR RT 12/25/2034 DD 11/01/04 | 16,152 | 16,051 | 16,171 | ||||||
MERRILL LYNCH MORTGAGE A1 2A1 | VAR RT 02/25/2034 DD 02/01/04 | 163,837 | 146,122 | 163,914 | ||||||
NORTHSTAR EDU FIN INC DE | VAR RT 01/29/2046 DD 03/13/07 | 300,000 | 246,000 | 288,035 | ||||||
THORNBURG MORTGAGE SECUR 4 2A1 | VAR RT 09/25/2037 DD 08/01/07 | 93,673 | 93,337 | 93,299 | ||||||
BARCLAYS BANK PLC REV REPO | 1.510% 01/03/2018 DD 01/02/18 | 14,100,000 | (14,100,000 | ) | (14,100,000 | ) | ||||
COMMIT TO PUR FHLMC GOLD SFM | 3.500% 01/01/2048 DD 01/01/18 | 3,600,000 | (3,693,655 | ) | (3,693,655 | ) | ||||
COMMIT TO PUR FHLMC GOLD SFM | 3.500% 01/01/2048 DD 01/01/18 | 5,000,000 | (5,132,813 | ) | (5,132,813 | ) | ||||
COMMIT TO PUR FHLMC GOLD SFM | 3.500% 01/01/2048 DD 01/01/18 | 3,600,000 | (3,692,250 | ) | (3,692,250 | ) | ||||
COMMIT TO PUR FHLMC GOLD SFM | 3.500% 02/01/2048 DD 02/01/18 | 3,600,000 | (3,675,375 | ) | (3,675,375 | ) | ||||
COMMIT TO PUR FHLMC GOLD SFM | 3.500% 02/01/2048 DD 02/01/18 | 5,000,000 | (5,131,250 | ) | (5,131,250 | ) | ||||
COMMIT TO PUR FHLMC GOLD SFM | 3.500% 01/01/2048 DD 01/01/18 | (3,600,000 | ) | 3,681,211 | 3,681,211 | |||||
COMMIT TO PUR FHLMC GOLD SFM | 3.500% 01/01/2048 DD 01/01/18 | (5,000,000 | ) | 5,139,355 | 5,139,355 | |||||
COMMIT TO PUR FHLMC GOLD SFM | 3.500% 01/01/2048 DD 01/01/18 | (3,600,000 | ) | 3,693,656 | 3,693,656 | |||||
COMMIT TO PUR FNMA SF MTG | 4.000% 02/01/2048 DD 02/01/18 | 4,700,000 | (4,901,219 | ) | (4,901,219 | ) | ||||
COMMIT TO PUR FNMA SF MTG | 4.000% 02/01/2048 DD 02/01/18 | 300,000 | (312,844 | ) | (312,844 | ) | ||||
COMMIT TO PUR FNMA SF MTG | 4.000% 02/01/2048 DD 02/01/18 | 300,000 | (312,844 | ) | (312,844 | ) | ||||
COMMIT TO PUR FNMA SF MTG | 3.000% 01/01/2033 DD 01/01/18 | 5,000,000 | (5,095,313 | ) | (5,095,313 | ) | ||||
COMMIT TO PUR FNMA SF MTG | 3.000% 01/01/2033 DD 01/01/18 | 3,400,000 | (3,464,813 | ) | (3,464,813 | ) | ||||
COMMIT TO PUR FNMA SF MTG | 3.000% 01/01/2048 DD 01/01/18 | 600,000 | (597,164 | ) | (597,164 | ) | ||||
COMMIT TO PUR FNMA SF MTG | 3.000% 02/01/2048 DD 02/01/18 | 600,000 | (596,684 | ) | (596,684 | ) | ||||
COMMIT TO PUR FNMA SF MTG | 4.000% 01/01/2048 DD 01/01/18 | 4,700,000 | (4,927,656 | ) | (4,927,656 | ) | ||||
COMMIT TO PUR FNMA SF MTG | 4.000% 01/01/2048 DD 01/01/18 | 300,000 | (314,531 | ) | (314,531 | ) | ||||
COMMIT TO PUR FNMA SF MTG | 4.000% 01/01/2048 DD 01/01/18 | 300,000 | (314,607 | ) | (314,607 | ) | ||||
COMMIT TO PUR FNMA SF MTG | 4.000% 01/01/2048 DD 01/01/18 | 5,000,000 | (5,227,734 | ) | (5,227,734 | ) | ||||
COMMIT TO PUR FNMA SF MTG | 4.000% 01/01/2048 DD 01/01/18 | 300,000 | (313,453 | ) | (313,453 | ) | ||||
COMMIT TO PUR FNMA SF MTG | 4.000% 02/01/2048 DD 02/01/18 | 300,000 | (312,844 | ) | (312,844 | ) | ||||
COMMIT TO PUR FNMA SF MTG | 4.000% 02/01/2048 DD 02/01/18 | 5,000,000 | (5,212,500 | ) | (5,212,500 | ) | ||||
COMMIT TO PUR FNMA SF MTG | 4.000% 03/01/2048 DD 03/01/18 | 300,000 | (311,965 | ) | (311,965 | ) |
20
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX A - UNDERLYING ASSETS FOR PACIFIC LIFE G-27523.01.0001 December 31, 2017 | ||||||||||
COMMIT TO PUR FNMA SF MTG | 4.000% 03/01/2048 DD 03/01/18 | 5,000,000 | (5,202,539 | ) | (5,202,539 | ) | ||||
COMMIT TO PUR FNMA SF MTG | 3.000% 01/01/2048 DD 01/01/18 | (600,000 | ) | 597,469 | 597,469 | |||||
COMMIT TO PUR FNMA SF MTG | 4.000% 01/01/2048 DD 01/01/18 | (5,000,000 | ) | 5,219,336 | 5,219,336 | |||||
COMMIT TO PUR FNMA SF MTG | 4.000% 01/01/2048 DD 01/01/18 | (300,000 | ) | 313,277 | 313,277 | |||||
COMMIT TO PUR FNMA SF MTG | 4.000% 01/01/2048 DD 01/01/18 | (300,000 | ) | 313,664 | 313,664 | |||||
COMMIT TO PUR FNMA SF MTG | 4.000% 01/01/2048 DD 01/01/18 | (4,700,000 | ) | 4,914,070 | 4,914,070 | |||||
COMMIT TO PUR FNMA SF MTG | 4.000% 01/01/2048 DD 01/01/18 | (300,000 | ) | 313,453 | 313,453 | |||||
COMMIT TO PUR FNMA SF MTG | 4.000% 02/01/2048 DD 02/01/18 | (300,000 | ) | 312,422 | 312,422 | |||||
COMMIT TO PUR FNMA SF MTG | 4.000% 02/01/2048 DD 02/01/18 | (4,700,000 | ) | 4,897,363 | 4,897,363 | |||||
COMMIT TO PUR FNMA SF MTG | 4.000% 02/01/2048 DD 02/01/18 | (300,000 | ) | 312,598 | 312,598 | |||||
COMMIT TO PUR FNMA SF MTG | 4.000% 02/01/2048 DD 02/01/18 | (300,000 | ) | 312,844 | 312,844 | |||||
COMMIT TO PUR FNMA SF MTG | 4.000% 02/01/2048 DD 02/01/18 | (5,000,000 | ) | 5,214,063 | 5,214,063 | |||||
COMMIT TO PUR GNMA II JUMBOS | 4.000% 01/20/2048 DD 01/01/18 | 200,000 | (208,438 | ) | (208,438 | ) | ||||
COMMIT TO PUR GNMA II JUMBOS | 4.000% 01/20/2048 DD 01/01/18 | 200,000 | (209,406 | ) | (209,406 | ) | ||||
COMMIT TO PUR GNMA II JUMBOS | 4.000% 01/20/2048 DD 01/01/18 | 5,000,000 | $ | (5,235,156 | ) | (5,235,156 | ) | |||
COMMIT TO PUR GNMA II JUMBOS | 4.000% 01/20/2048 DD 01/01/18 | 5,000,000 | $ | (5,203,906 | ) | (5,203,906 | ) | |||
COMMIT TO PUR GNMA II JUMBOS | 4.000% 02/20/2048 DD 02/01/18 | 200,000 | $ | (208,625 | ) | $ | (208,625 | ) | ||
COMMIT TO PUR GNMA II JUMBOS | 4.000% 02/20/2048 DD 02/01/18 | 5,000,000 | (5,215,625 | ) | (5,215,625 | ) | ||||
COMMIT TO PUR GNMA II JUMBOS | 4.000% 01/20/2048 DD 01/01/18 | (200,000 | ) | 208,688 | 208,688 | |||||
COMMIT TO PUR GNMA II JUMBOS | 4.000% 01/20/2048 DD 01/01/18 | (200,000 | ) | 208,438 | 208,438 | |||||
COMMIT TO PUR GNMA II JUMBOS | 4.000% 01/20/2048 DD 01/01/18 | (5,000,000 | ) | 5,203,906 | 5,203,906 | |||||
COMMIT TO PUR GNMA II JUMBOS | 4.000% 01/20/2048 DD 01/01/18 | (5,000,000 | ) | 5,216,992 | 5,216,992 | |||||
FHLMC POOL #1G-1744 | VAR RT 08/01/2035 DD 09/01/05 | (1,038 | ) | 1,038 | 1,038 | |||||
FHLMC POOL #78-0605 | VAR RT 06/01/2033 DD 06/01/03 | (8,533 | ) | 8,533 | 8,533 | |||||
FHLMC POOL #84-6183 | VAR RT 01/01/2024 DD 10/01/95 | (288 | ) | 288 | 288 | |||||
FHLMC MULTICLASS MTG 4559 AF | VAR RT 03/15/2042 DD 03/01/16 | (66,272 | ) | 66,272 | 66,272 | |||||
FHLMC MULTICLASS MTG 6 C | 9.050% 06/15/2019 DD 05/15/88 | (25 | ) | 25 | 25 | |||||
JP MORGAN MORTGAGE TRUS A2 4A1 | VAR RT 05/25/2034 DD 04/01/04 | (1,023 | ) | 1,023 | 1,023 | |||||
US 10YR NOTE FUTURE (CBT) | EXP MAR 18 | 66 | (44,344 | ) | (44,344 | ) | ||||
US 2YR TREAS NTS FUT (CBT) | EXP MAR 18 | (29 | ) | 14,047 | 14,047 | |||||
US 5YR TREAS NTS FUTURE (CBT) | EXP MAR 18 | 93 | (59,578 | ) | (59,578 | ) | ||||
US ULTRA BOND (CBT) | EXP MAR 18 | (2 | ) | (1,750 | ) | (1,750 | ) | |||
INTEREST BEARING CASH | TEMPORARY INVESTMENTS | 30,786,752 | 30,786,752 | |||||||
TOTAL UNDERLYING ASSETS | $ | 281,280,576 | 275,876,041 | |||||||
ADJUSTMENT FROM MARKET TO CONTRACT VALUE | (3,054,310 | ) | ||||||||
CONTRACT VALUE | $ | 272,821,731 |
21
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX B - UNDERLYING ASSETS FOR VOYA 60090 December 31, 2017 | ||||||||||
(c) | ||||||||||
(b) | Face Value | (e) | ||||||||
Identity of Issue, Borrower, | or Number | (d) | Current | |||||||
(a) | Lessor or Similar Party | of Shares | Cost | Value | ||||||
AMERIQUEST MORTGAGE SEC AR2 M1 | VAR RT 05/25/2033 DD 05/14/03 | 4,733 | $ | 4,733 | $ | 4,722 | ||||
ASSET BACKED SECURITIES HE3 M1 | VAR RT 06/15/2033 DD 06/03/03 | 9,727 | 9,718 | 9,611 | ||||||
ASSET BACKED SECURITIES HE4 M2 | VAR RT 08/15/2033 DD 08/06/03 | 5,316 | 5,316 | 5,296 | ||||||
CDC MORTGAGE CAPITAL TR HE1 M1 | VAR RT 08/25/2033 DD 03/28/03 | 4,579 | 4,550 | 4,562 | ||||||
CDC MORTGAGE CAPITAL TR HE2 M1 | VAR RT 10/25/2033 DD 05/29/03 | 4,315 | 4,317 | 4,306 | ||||||
CDC MORTGAGE CAPITAL TR HE3 M1 | VAR RT 03/25/2033 DD 11/27/02 | 2,910 | 2,914 | 2,901 | ||||||
CITIGROUP GLOBAL MARKETS HE1 A | VAR RT 04/25/2033 DD 04/25/03 | 587 | 587 | 536 | ||||||
COUNTRYWIDE ASSET-BACKED 5 MV1 | VAR RT 03/25/2033 DD 12/30/02 | 1,748 | 1,770 | 1,744 | ||||||
GNMA II POOL #0891616 | VAR RT 06/20/2058 DD 07/01/08 | 389,550 | 397,204 | 398,852 | ||||||
GS MORTGAGE SECURITIE GCJ7 AAB | 2.935% 05/10/2045 DD 06/01/12 | 842,217 | 866,617 | 851,456 | ||||||
GSAMP TRUST 2002-HE HE M1 | VAR RT 11/20/2032 DD 11/27/02 | 2,065 | 2,100 | 2,026 | ||||||
HOME EQUITY ASSET TRUST 2 4 M1 | VAR RT 10/25/2033 DD 06/27/03 | 14,163 | 14,163 | 13,954 | ||||||
HOME EQUITY ASSET TRUST 2 5 M1 | VAR RT 12/25/2033 DD 08/28/03 | 3,420 | 3,420 | 3,447 | ||||||
HOME EQUITY ASSET TRUST 2 5 M2 | VAR RT 12/25/2033 DD 08/28/03 | 309 | 309 | 308 | ||||||
LONG BEACH MORTGAGE LOAN 3 M1 | VAR RT 07/25/2033 DD 06/05/03 | 39,163 | 39,163 | 39,156 | ||||||
MERCEDES-BENZ AUTO RECEIV 1 A3 | 1.340% 12/16/2019 DD 07/22/15 | 551,994 | 553,292 | 550,752 | ||||||
MORGAN STANLEY ABS CAPI HE1 M1 | VAR RT 05/25/2033 DD 06/27/03 | 13,558 | 13,558 | 13,444 | ||||||
MORGAN STANLEY ABS CAPI NC7 M1 | VAR RT 06/25/2033 DD 07/30/03 | 4,561 | 4,561 | 4,511 | ||||||
MORGAN STANLEY ABS CAPI NC7 M2 | VAR RT 06/25/2033 DD 07/30/03 | 15 | 15 | 15 | ||||||
MORGAN STANLEY BANK OF C24 A1 | 1.706% 05/15/2048 DD 08/01/15 | 375,637 | 377,397 | 372,688 | ||||||
MORGAN STANLEY DEAN WIT NC5 M3 | VAR RT 10/25/2032 DD 10/29/02 | 843 | 844 | 673 | ||||||
U S TREASURY NOTE | 0.875% 05/15/2019 DD 05/15/16 | 1,000,000 | 994,844 | 986,840 | ||||||
U S TREASURY NOTE | 1.750% 05/31/2022 DD 05/31/17 | 1,000,000 | 1,000,156 | 982,580 | ||||||
INTEREST BEARING CASH | TEMPORARY INVESTMENTS | 215,670 | 215,670 | |||||||
TOTAL UNDERLYING ASSETS | $ | 4,517,218 | 4,470,050 | |||||||
ADJUSTMENT FROM MARKET TO CONTRACT VALUE | (7,691 | ) | ||||||||
CONTRACT VALUE | $ | 4,462,359 |
22
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX C - UNDERLYING ASSETS FOR NEW YORK LIFE GA-29007 December 31, 2017 | ||||||||||
(c) | ||||||||||
(b) | Face Value | (e) | ||||||||
Identity of Issue, Borrower, | or Number | (d) | Current | |||||||
(a) | Lessor or Similar Party | of Shares | Cost | Value | ||||||
AIR LEASE CORP | 2.125% 01/15/2020 DD 10/03/16 | 290,000 | $ | 288,965 | $ | 287,861 | ||||
AIR LIQUIDE FINANCE SA 144A | 1.750% 09/27/2021 DD 09/27/16 | 1,000,000 | 972,810 | 969,770 | ||||||
ALIMENTATION COUCHE-TARD 144A | 2.350% 12/13/2019 DD 12/14/17 | 280,000 | 279,966 | 279,983 | ||||||
AMAZON.COM INC 144A | 1.900% 08/21/2020 DD 08/22/17 | 565,000 | 564,689 | 560,367 | ||||||
AMERICAN HONDA FINANCE CORP | 2.250% 08/15/2019 DD 09/09/14 | 1,050,000 | 1,048,058 | 1,051,575 | ||||||
ANHEUSER-BUSCH INBEV FINANCE I | 2.650% 02/01/2021 DD 01/25/16 | 850,000 | 863,464 | 854,267 | ||||||
APPLE INC | 1.550% 08/04/2021 DD 08/04/16 | 1,295,000 | 1,272,558 | 1,258,118 | ||||||
BANK OF AMERICA CORP | 5.700% 01/24/2022 DD 01/24/12 | 620,000 | 702,212 | 691,164 | ||||||
BOEING CO/THE | 2.125% 03/01/2022 DD 02/16/17 | 625,000 | 628,838 | 619,700 | ||||||
BP CAPITAL MARKETS PLC | 1.676% 05/03/2019 DD 05/04/16 | 620,000 | 620,000 | 616,739 | ||||||
CAPITAL ONE NA | 2.950% 07/23/2021 DD 07/24/14 | 800,000 | 827,368 | 804,768 | ||||||
CHEVRON CORP | 1.961% 03/03/2020 DD 03/03/15 | 360,000 | 360,000 | 358,733 | ||||||
CHEVRON CORP | 4.950% 03/03/2019 DD 03/03/09 | 580,000 | 657,355 | 599,418 | ||||||
CHUBB INA HOLDINGS INC | 2.300% 11/03/2020 DD 11/03/15 | 315,000 | 315,916 | 314,499 | ||||||
CISCO SYSTEMS INC | 2.200% 02/28/2021 DD 02/29/16 | 1,000,000 | 1,009,610 | 996,830 | ||||||
CITIZENS BANK NA/PROVIDENCE RI | 2.500% 03/14/2019 DD 03/14/16 | 740,000 | 743,443 | 741,754 | ||||||
CITIZENS BANK NA/PROVIDENCE RI | 2.550% 05/13/2021 DD 05/13/16 | 250,000 | 249,768 | 249,075 | ||||||
CK HUTCHISON INTERNATIONA 144A | 2.250% 09/29/2020 DD 09/29/17 | 610,000 | 608,329 | 604,065 | ||||||
COLGATE-PALMOLIVE CO | 1.750% 03/15/2019 DD 03/03/14 | 975,000 | 973,830 | 972,075 | ||||||
CONSUMERS ENERGY CO | 6.125% 03/15/2019 DD 09/12/08 | 900,000 | 1,067,463 | 940,977 | ||||||
DIAGEO CAPITAL PLC | 4.828% 07/15/2020 DD 05/14/10 | 285,796 | 309,128 | 303,710 | ||||||
EASTMAN CHEMICAL CO | 2.700% 01/15/2020 DD 11/20/14 | 900,000 | 911,763 | 905,805 | ||||||
ELI LILLY & CO | 1.950% 03/15/2019 DD 02/25/14 | 1,125,000 | 1,123,054 | 1,124,078 | ||||||
ESTEE LAUDER COS INC/THE | 1.700% 05/10/2021 DD 05/10/16 | 975,000 | 965,644 | 954,486 | ||||||
EXELON CORP | 2.850% 06/15/2020 DD 06/11/15 | 290,000 | 290,197 | 292,703 | ||||||
EXXON MOBIL CORP | 1.708% 03/01/2019 DD 03/03/16 | 310,000 | 313,295 | 309,275 | ||||||
EXXON MOBIL CORP | 2.222% 03/01/2021 DD 03/03/16 | 950,000 | 960,251 | 947,872 | ||||||
FEDERAL HOME LN BK CONS BD | 1.500% 10/21/2019 DD 10/13/17 | 1,285,000 | 1,282,726 | 1,275,505 | ||||||
FEDERAL HOME LN BK CONS BD | 1.550% 08/28/2019 DD 08/28/17 | 1,300,000 | 1,300,000 | 1,289,847 | ||||||
FEDERAL HOME LN MTG CORP | 2.000% 11/20/2020 DD 11/20/17 | 1,280,000 | 1,279,616 | 1,274,751 | ||||||
FEDERAL NATL MTG ASSN | 0.000% 10/09/2019 DD 10/09/84 | 1,325,000 | 1,276,916 | 1,276,108 | ||||||
FHLMC POOL #C9-1385 | 4.000% 08/01/2031 DD 08/01/11 | 400,435 | 425,650 | 423,079 | ||||||
FHLMC POOL #J1-1829 | 4.000% 03/01/2025 DD 03/01/10 | 132,768 | 142,975 | 138,541 | ||||||
FHLMC POOL #J1-2388 | 4.000% 07/01/2025 DD 06/01/10 | 199,049 | 213,604 | 206,380 | ||||||
FHLMC POOL #J1-3242 | 3.500% 10/01/2025 DD 10/01/10 | 52,755 | 55,657 | 54,781 | ||||||
FHLMC POOL #J1-3503 | 3.500% 11/01/2025 DD 11/01/10 | 67,795 | 71,524 | 70,414 | ||||||
FHLMC POOL #J1-3504 | 3.500% 11/01/2025 DD 11/01/10 | 38,961 | 41,104 | 40,408 | ||||||
FNMA POOL #0888416 | 5.000% 09/01/2035 DD 05/01/07 | 55,962 | 60,467 | 60,799 |
23
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX C - UNDERLYING ASSETS FOR NEW YORK LIFE GA-29007 December 31, 2017 | ||||||||||
FNMA POOL #0AC1878 | 4.500% 09/01/2039 DD 08/01/09 | 314,758 | 342,497 | 341,340 | ||||||
FORD MOTOR CREDIT CO LLC | 2.021% 05/03/2019 DD 05/04/16 | 270,000 | 270,824 | 268,777 | ||||||
GILEAD SCIENCES INC | 2.550% 09/01/2020 DD 09/14/15 | 550,000 | 551,829 | 554,890 | ||||||
GOLDMAN SACHS GROUP INC/THE | 2.550% 10/23/2019 DD 10/23/14 | 180,000 | 183,837 | 180,338 | ||||||
GOLDMAN SACHS GROUP INC/THE | 2.875% 02/25/2021 DD 02/25/16 | 1,000,000 | 1,028,260 | 1,007,390 | ||||||
HARLEY-DAVIDSON MOTORCYCL 1 A3 | 1.100% 09/15/2019 DD 04/16/14 | 20,641 | 20,692 | 20,636 | ||||||
HOME DEPOT INC/THE | 2.625% 06/01/2022 DD 06/02/15 | 625,000 | 637,338 | 628,488 | ||||||
HONEYWELL INTERNATIONAL INC | 1.850% 11/01/2021 DD 10/31/16 | 640,000 | 639,968 | 628,384 | ||||||
HUNTINGTON BANCSHARES INC/OH | 3.150% 03/14/2021 DD 03/14/16 | 290,000 | 289,429 | 294,562 | ||||||
HUNTINGTON NATIONAL BANK/THE | 2.200% 11/06/2018 DD 11/06/15 | 250,000 | 249,705 | 250,223 | ||||||
INTEL CORP | 2.450% 07/29/2020 DD 07/29/15 | 1,000,000 | 1,019,650 | 1,010,900 | ||||||
INTERNATIONAL BANK FOR RECONST | 1.250% 07/26/2019 DD 01/28/16 | 1,240,000 | 1,234,011 | 1,226,236 | ||||||
JOHNSON & JOHNSON | 1.125% 03/01/2019 DD 03/01/16 | 550,000 | 550,054 | 544,478 | ||||||
JPMORGAN CHASE & CO | 2.200% 10/22/2019 DD 10/22/14 | 370,000 | 375,658 | 369,652 | ||||||
JPMORGAN CHASE & CO | 2.550% 03/01/2021 DD 03/01/16 | 850,000 | 863,708 | 850,451 | ||||||
KIMBERLY-CLARK CORP | 1.900% 05/22/2019 DD 05/22/14 | 1,275,000 | 1,282,370 | 1,271,647 | ||||||
MARATHON PETROLEUM CORP | 5.125% 03/01/2021 DD 09/01/11 | 575,000 | 628,538 | 617,113 | ||||||
MCCORMICK & CO INC/MD | 2.700% 08/15/2022 DD 08/11/17 | 565,000 | 564,944 | 564,571 | ||||||
MEDTRONIC INC | 2.500% 03/15/2020 DD 03/15/15 | 250,000 | 258,013 | 251,480 | ||||||
MERCK & CO INC | 1.850% 02/10/2020 DD 02/10/15 | 850,000 | 848,751 | 845,266 | ||||||
METROPOLITAN LIFE GLOBAL 144A | 1.750% 09/19/2019 DD 09/19/17 | 290,000 | 289,803 | 287,915 | ||||||
MICROSOFT CORP | 1.100% 08/08/2019 DD 08/08/16 | 970,000 | 968,936 | 957,031 | ||||||
MORGAN STANLEY | 2.625% 11/17/2021 DD 11/17/16 | 1,200,000 | 1,206,072 | 1,194,528 | ||||||
NBCUNIVERSAL MEDIA LLC | 4.375% 04/01/2021 DD 04/01/11 | 575,000 | 622,259 | 609,431 | ||||||
NOVARTIS CAPITAL CORP | 1.800% 02/14/2020 DD 02/17/17 | 1,000,000 | 1,006,540 | 992,670 | ||||||
ORACLE CORP | 3.875% 07/15/2020 DD 07/15/11 | 800,000 | 871,712 | 834,120 | ||||||
PEPSICO INC | 1.550% 05/02/2019 DD 05/02/17 | 650,000 | 649,513 | 646,419 | ||||||
PFIZER INC | 5.200% 08/12/2020 DD 08/12/15 | 925,000 | 1,022,162 | 995,911 | ||||||
PNC BANK NA | 2.625% 02/17/2022 DD 02/17/17 | 600,000 | 604,362 | 601,362 | ||||||
PRICOA GLOBAL FUNDING I 144A | 2.450% 09/21/2022 DD 09/21/17 | 480,000 | 479,506 | 475,690 | ||||||
PRINCIPAL LIFE GLOBAL FUN 144A | 2.375% 11/21/2021 DD 11/21/16 | 620,000 | 618,115 | 615,406 | ||||||
PROCTER & GAMBLE CO/THE | 1.850% 02/02/2021 DD 02/02/16 | 1,190,000 | 1,189,774 | 1,177,148 | ||||||
PROTECTIVE LIFE GLOBAL FU 144A | 2.161% 09/25/2020 DD 09/27/17 | 635,000 | 635,000 | 628,136 | ||||||
PUBLIC SERVICE ELECTRIC & GAS | 1.900% 03/15/2021 DD 03/03/16 | 1,200,000 | 1,219,320 | 1,181,736 | ||||||
ROCHE HOLDINGS INC 144A | 2.250% 09/30/2019 DD 09/29/14 | 920,000 | 918,657 | 921,674 | ||||||
ROCKWELL COLLINS INC | 2.800% 03/15/2022 DD 04/10/17 | 650,000 | 658,743 | 650,917 | ||||||
SAN DIEGO GAS & ELECTRIC CO | 3.000% 08/15/2021 DD 08/18/11 | 1,250,000 | 1,294,975 | 1,277,563 | ||||||
SHELL INTERNATIONAL FINANCE BV | 1.375% 05/10/2019 DD 05/10/16 | 260,000 | 259,423 | 257,761 | ||||||
SIEMENS FINANCIERINGSMAAT 144A | 2.700% 03/16/2022 DD 03/16/17 | 770,000 | 768,252 | 774,520 | ||||||
SOUTHERN CO/THE | 1.850% 07/01/2019 DD 05/24/16 | 405,000 | 404,923 | 402,550 | ||||||
SPRINT SPECTRUM CO LLC / 144A | VAR RT 03/20/2023 DD 10/27/16 | 468,750 | 470,973 | 471,680 | ||||||
STARBUCKS CORP | 2.100% 02/04/2021 DD 02/04/16 | 940,000 | 943,667 | 933,965 |
24
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX C - UNDERLYING ASSETS FOR NEW YORK LIFE GA-29007 December 31, 2017 | ||||||||||
STRYKER CORP | 2.000% 03/08/2019 DD 03/10/16 | 585,000 | 584,321 | 584,099 | ||||||
SYSCO CORP | 2.600% 10/01/2020 DD 09/28/15 | 840,000 | 840,637 | 843,604 | ||||||
TJX COS INC/THE | 2.750% 06/15/2021 DD 06/05/14 | 450,000 | 472,401 | 456,318 | ||||||
TORCHMARK CORP | 9.250% 06/15/2019 DD 06/30/09 | 425,000 | 516,086 | 465,987 | ||||||
U S TREASURY NOTE | 0.875% 07/31/2019 DD 07/31/12 | 1,145,000 | 1,105,719 | 1,127,733 | ||||||
U S TREASURY NOTE | 1.125% 05/31/2019 DD 05/31/12 | 1,635,000 | 1,645,921 | 1,618,650 | ||||||
U S TREASURY NOTE | 1.125% 09/30/2021 DD 09/30/16 | 6,745,000 | 6,517,445 | 6,508,116 | ||||||
U S TREASURY NOTE | 1.250% 01/31/2020 DD 01/31/15 | 4,390,000 | 4,381,965 | 4,331,876 | ||||||
U S TREASURY NOTE | 1.375% 01/15/2020 DD 01/15/17 | 3,985,000 | 3,982,509 | 3,943,915 | ||||||
U S TREASURY NOTE | 1.375% 03/31/2020 DD 03/31/15 | 4,265,000 | 4,240,892 | 4,215,014 | ||||||
U S TREASURY NOTE | 1.500% 05/15/2020 DD 05/15/17 | 4,000,000 | 3,982,656 | 3,961,720 | ||||||
U S TREASURY NOTE | 1.750% 06/30/2022 DD 06/30/17 | 3,870,000 | 3,853,904 | 3,799,992 | ||||||
U S TREASURY NOTE | 1.750% 09/30/2022 DD 09/30/15 | 5,570,000 | 5,465,092 | 5,458,377 | ||||||
U S TREASURY NOTE | 2.000% 07/31/2020 DD 07/31/13 | 4,565,000 | 4,675,603 | 4,572,487 | ||||||
U S TREASURY NOTE | 2.000% 11/30/2020 DD 11/30/13 | 7,210,000 | 7,434,399 | 7,216,777 | ||||||
U S TREASURY NOTE | 2.000% 12/31/2021 DD 12/31/16 | 2,160,000 | 2,173,264 | 2,149,027 | ||||||
UNILEVER CAPITAL CORP | 1.375% 07/28/2021 DD 07/28/16 | 385,000 | 381,935 | 371,922 | ||||||
VALERO ENERGY CORP | 6.125% 02/01/2020 DD 02/08/10 | 635,000 | 716,589 | 683,895 | ||||||
WELLS FARGO & CO | 3.500% 03/08/2022 DD 03/08/12 | 1,200,000 | 1,244,820 | 1,239,072 | ||||||
WISCONSIN PUBLIC SERVICE CORP | 1.650% 12/04/2018 DD 12/04/15 | 520,000 | 519,516 | 518,300 | ||||||
INTEREST BEARING CASH | TEMPORARY INVESTMENTS | 771,867 | 771,867 | |||||||
TOTAL UNDERLYING ASSETS | $ | 109,528,517 | 108,173,983 | |||||||
ADJUSTMENT FROM MARKET TO CONTRACT VALUE | 577,237 | |||||||||
CONTRACT VALUE | $ | 108,751,220 |
25
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX D - UNDERLYING ASSETS FOR TRANSAMERICA MDA01078TR December 31, 2017 | ||||||||||
(c) | ||||||||||
(b) | Face Value | (e) | ||||||||
Identity of Issue, Borrower, | or Number | (d) | Current | |||||||
(a) | Lessor or Similar Party | of Shares | Cost | Value | ||||||
ABBOTT LABORATORIES | 2.900% 11/30/2021 DD 11/22/16 | 1,795,000 | $ | 1,791,133 | $ | 1,815,772 | ||||
ABBVIE INC | 2.500% 05/14/2020 DD 05/14/15 | 770,000 | 786,310 | 772,372 | ||||||
AETNA INC | 1.700% 06/07/2018 DD 06/09/16 | 1,115,000 | 1,114,108 | 1,113,249 | ||||||
ALIMENTATION COUCHE-TARD 144A | 2.350% 12/13/2019 DD 12/14/17 | 895,000 | 894,893 | 894,946 | ||||||
ALLERGAN SALES LLC 144A | 5.000% 12/15/2021 DD 12/10/13 | 325,000 | 351,878 | 347,581 | ||||||
AMERICAN CAMPUS COMMUNITIES OP | 3.625% 11/15/2027 DD 10/10/17 | 270,000 | 270,977 | 267,033 | ||||||
AMERICAN EXPRESS CREDIT CORP | 2.375% 05/26/2020 DD 05/26/15 | 335,000 | 339,466 | 334,611 | ||||||
ANHEUSER-BUSCH INBEV FINANCE I | 3.300% 02/01/2023 DD 01/25/16 | 540,000 | 554,218 | 552,577 | ||||||
ANTHEM INC | 2.500% 11/21/2020 DD 11/21/17 | 1,875,000 | 1,871,663 | 1,871,081 | ||||||
APPLE INC | 2.100% 09/12/2022 DD 09/12/17 | 845,000 | 844,003 | 829,131 | ||||||
APPLE INC | 2.500% 02/09/2022 DD 02/09/17 | 510,000 | 509,975 | 510,449 | ||||||
AT&T INC 144A | 0.000% 11/27/2022 DD 11/27/07 | 2,000,000 | 1,542,500 | 1,705,940 | ||||||
AUTOZONE INC | 2.875% 01/15/2023 DD 11/13/12 | 625,000 | 623,244 | 622,106 | ||||||
BANK OF AMERICA CORP | 2.151% 11/09/2020 DD 11/09/16 | 205,000 | 205,000 | 204,061 | ||||||
BANK OF MONTREAL | 2.350% 09/11/2022 DD 09/11/17 | 2,585,000 | 2,570,651 | 2,542,839 | ||||||
BANK OF TOKYO-MITSUBISHI 144A | 1.700% 03/05/2018 DD 03/05/15 | 235,000 | 234,814 | 234,932 | ||||||
BANK OF TOKYO-MITSUBISHI 144A | 2.700% 09/09/2018 DD 09/09/13 | 795,000 | 800,319 | 799,206 | ||||||
BAT CAPITAL CORP 144A | 2.764% 08/15/2022 DD 08/15/17 | 1,840,000 | 1,840,000 | 1,829,972 | ||||||
BAXALTA INC | 2.875% 06/23/2020 DD 12/23/15 | 430,000 | 429,862 | 432,778 | ||||||
BERKSHIRE HATHAWAY INC | 2.200% 03/15/2021 DD 03/15/16 | 200,000 | 204,749 | 199,372 | ||||||
BRISTOL-MYERS SQUIBB CO | 1.750% 03/01/2019 DD 10/31/13 | 580,000 | 581,305 | 578,051 | ||||||
CANADIAN NATURAL RESOURCES LTD | 2.950% 01/15/2023 DD 05/30/17 | 425,000 | 424,375 | 423,096 | ||||||
CAPITAL ONE MULTI-ASSET A1 A1 | 1.390% 01/15/2021 DD 03/31/15 | 530,000 | 529,924 | 529,693 | ||||||
CAPITAL ONE MULTI-ASSET A3 A3 | 1.340% 04/15/2022 DD 07/26/16 | 670,000 | 669,995 | 663,186 | ||||||
CAPITAL ONE NA | 1.850% 09/13/2019 DD 09/13/16 | 1,120,000 | 1,119,966 | 1,109,203 | ||||||
CAPITAL ONE NA | 2.250% 09/13/2021 DD 09/13/16 | 95,000 | 93,253 | 93,190 | ||||||
CELGENE CORP | 3.550% 08/15/2022 DD 08/12/15 | 785,000 | 808,495 | 808,574 | ||||||
CF INDUSTRIES INC 144A | 3.400% 12/01/2021 DD 11/21/16 | 340,000 | 339,500 | 343,488 | ||||||
CHASE ISSUANCE TRUST A2 A2 | 1.590% 02/18/2020 DD 03/13/15 | 1,165,000 | 1,164,943 | 1,164,779 | ||||||
CHEVRON CORP | 1.365% 03/02/2018 DD 03/03/15 | 300,000 | 300,650 | 299,799 | ||||||
CHEVRON CORP | 1.790% 11/16/2018 DD 11/17/15 | 500,000 | 504,807 | 499,215 | ||||||
CHUBB CORP/THE | 5.750% 05/15/2018 DD 05/06/08 | 320,000 | 347,968 | 324,387 | ||||||
CITIBANK CREDIT CARD ISS A8 A8 | 1.730% 04/09/2020 DD 09/24/14 | 310,000 | 313,839 | 310,000 | ||||||
CITIGROUP INC | VAR RT 07/24/2023 DD 07/24/17 | 4,440,000 | 4,437,573 | 4,417,756 | ||||||
CONSTELLATION BRANDS INC | 2.000% 11/07/2019 DD 11/07/17 | 700,000 | 699,020 | 695,464 | ||||||
CONSTELLATION BRANDS INC | 2.700% 05/09/2022 DD 05/09/17 | 525,000 | 523,856 | 522,428 | ||||||
CVS HEALTH CORP | 2.125% 06/01/2021 DD 05/25/16 | 190,000 | 189,470 | 185,423 |
26
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX D - UNDERLYING ASSETS FOR TRANSAMERICA MDA01078TR December 31, 2017 | ||||||||||
CVS HEALTH CORP | 2.800% 07/20/2020 DD 07/20/15 | 555,000 | 566,261 | 557,314 | ||||||
CVS HEALTH CORP | 3.875% 07/20/2025 DD 07/20/15 | 860,000 | 894,624 | 885,688 | ||||||
DAIMLER FINANCE NORTH AME 144A | 1.750% 10/30/2019 DD 10/31/16 | 910,000 | 908,708 | 899,025 | ||||||
DAIMLER FINANCE NORTH AME 144A | 2.300% 01/06/2020 DD 01/06/17 | 420,000 | 419,807 | 419,055 | ||||||
DISCOVERY COMMUNICATIONS LLC | 2.200% 09/20/2019 DD 09/21/17 | 510,000 | 509,801 | 507,644 | ||||||
DOMINION ENERGY GAS HOLDINGS L | 2.500% 12/15/2019 DD 12/08/14 | 515,000 | 514,804 | 515,809 | ||||||
DUKE ENERGY FLORIDA PROJECT FI | 1.196% 03/01/2022 DD 06/22/16 | 272,811 | 272,809 | 269,655 | ||||||
ENERGY TRANSFER PARTNERS LP | 2.500% 06/15/2018 DD 06/23/15 | 555,000 | 554,700 | 555,827 | ||||||
ENERGY TRANSFER PARTNERS LP / | 5.750% 09/01/2020 DD 09/11/13 | 425,000 | 463,815 | 452,323 | ||||||
EXELON CORP | 2.450% 04/15/2021 DD 04/07/16 | 905,000 | 916,032 | 900,900 | ||||||
FEDERAL HOME LN MTG CORP | 1.375% 04/20/2020 DD 04/20/17 | 2,895,000 | 2,885,099 | 2,854,094 | ||||||
FISCAL YEAR 2005 SECURITIZATIO | 4.930% 04/01/2020 DD 12/02/04 | 155,000 | 166,565 | 158,528 | ||||||
FORD CREDIT AUTO OWNER TR A A3 | 1.280% 09/15/2019 DD 03/24/15 | 112,161 | 112,152 | 112,046 | ||||||
FORD CREDIT AUTO OWNER TR B A3 | 1.160% 11/15/2019 DD 05/26/15 | 250,022 | 249,999 | 249,527 | ||||||
FORD MOTOR CREDIT CO LLC | 2.551% 10/05/2018 DD 10/08/15 | 1,050,000 | 1,055,505 | 1,053,056 | ||||||
FORD MOTOR CREDIT CO LLC | 3.096% 05/04/2023 DD 05/04/16 | 2,130,000 | 2,118,562 | 2,117,795 | ||||||
FORTIVE CORP | 1.800% 06/15/2019 DD 06/15/17 | 825,000 | 824,117 | 819,044 | ||||||
GENERAL MOTORS FINANCIAL CO IN | 3.450% 04/10/2022 DD 04/10/15 | 490,000 | 497,138 | 496,532 | ||||||
GEORGIA POWER CO | 2.000% 09/08/2020 DD 08/08/17 | 845,000 | 844,713 | 840,141 | ||||||
GNMA GTD REMIC P/T 11-121 FA | VAR RT 03/16/2043 DD 09/16/11 | 274,455 | 275,248 | 273,807 | ||||||
GOLDMAN SACHS GROUP INC/THE | VAR RT 06/05/2023 DD 06/05/17 | 1,090,000 | 1,094,367 | 1,082,752 | ||||||
GOLDMAN SACHS GROUP INC/THE | VAR RT 07/24/2023 DD 07/24/17 | 1,285,000 | 1,285,499 | 1,276,031 | ||||||
GOLDMAN SACHS GROUP INC/THE | VAR RT 10/31/2022 DD 10/31/17 | 1,405,000 | 1,405,000 | 1,400,968 | ||||||
HONDA AUTO RECEIVABLES 20 2 A3 | 1.040% 02/21/2019 DD 05/20/15 | 194,323 | 194,293 | 194,059 | ||||||
HONDA AUTO RECEIVABLES 20 3 A3 | 1.270% 04/18/2019 DD 08/19/15 | 194,443 | 194,440 | 194,225 | ||||||
HSBC HOLDINGS PLC | VAR RT 03/13/2023 DD 03/13/17 | 875,000 | 875,000 | 887,180 | ||||||
HUNTINGTON NATIONAL BANK/THE | 1.700% 02/26/2018 DD 02/26/15 | 665,000 | 664,069 | 664,741 | ||||||
HUNTINGTON NATIONAL BANK/THE | 2.200% 11/06/2018 DD 11/06/15 | 420,000 | 419,504 | 420,374 | ||||||
HUNTINGTON NATIONAL BANK/THE | 2.375% 03/10/2020 DD 03/10/17 | 250,000 | 249,985 | 249,620 | ||||||
HUNTINGTON NATIONAL BANK/THE | 2.500% 08/07/2022 DD 08/07/17 | 305,000 | 304,335 | 300,831 | ||||||
KRAFT HEINZ FOODS CO | 6.125% 08/23/2018 DD 08/23/12 | 275,000 | 335,924 | 282,112 | ||||||
KREDITANSTALT FUER WIEDERAUFBA | 1.625% 05/29/2020 DD 05/31/17 | 2,145,000 | 2,141,761 | 2,121,448 | ||||||
KROGER CO/THE | 1.500% 09/30/2019 DD 10/03/16 | 410,000 | 409,799 | 404,194 | ||||||
KROGER CO/THE | 3.300% 01/15/2021 DD 12/23/13 | 480,000 | 490,766 | 489,533 | ||||||
MANUFACTURERS & TRADERS TRUST | 2.250% 07/25/2019 DD 07/25/14 | 110,000 | 109,674 | 110,106 | ||||||
MARSH & MCLENNAN COS INC | 2.750% 01/30/2022 DD 01/12/17 | 800,000 | 798,904 | 801,616 | ||||||
MCDONALD'S CORP | 2.100% 12/07/2018 DD 12/09/15 | 150,000 | 152,274 | 150,153 | ||||||
MCDONALD'S CORP | 3.625% 05/20/2021 DD 05/20/11 | 1,085,000 | 1,157,543 | 1,125,644 | ||||||
MIZUHO BANK LTD 144A | 1.850% 03/21/2018 DD 03/21/13 | 1,115,000 | 1,115,591 | 1,115,033 | ||||||
MIZUHO FINANCIAL GROUP INC | 2.273% 09/13/2021 DD 09/13/16 | 675,000 | 666,391 | 662,681 | ||||||
MORGAN STANLEY | 5.500% 01/26/2020 DD 01/26/10 | 2,455,000 | 2,712,779 | 2,601,588 |
27
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX D - UNDERLYING ASSETS FOR TRANSAMERICA MDA01078TR December 31, 2017 | ||||||||||
MORGAN STANLEY | VAR RT 02/14/2020 DD 02/17/17 | 510,000 | 510,000 | 512,035 | ||||||
MOTIVA ENTERPRISES LLC 144A | 5.750% 01/15/2020 DD 01/11/10 | 685,000 | 767,463 | 723,435 | ||||||
MUFG UNION BANK NA | 2.625% 09/26/2018 DD 09/26/13 | 570,000 | 580,334 | 571,938 | ||||||
NATIONAL RURAL UTILITIES COOPE | 1.650% 02/08/2019 DD 02/08/16 | 515,000 | 514,387 | 512,605 | ||||||
NCUA GUARANTEED NOTES | 3.450% 06/12/2021 DD 06/16/11 | 885,000 | 947,879 | 920,013 | ||||||
NEWELL BRANDS INC | 3.150% 04/01/2021 DD 03/30/16 | 850,000 | 848,598 | 859,512 | ||||||
NISSAN AUTO RECEIVABLES 2 A A3 | 1.050% 10/15/2019 DD 04/14/15 | 298,035 | 297,919 | 297,451 | ||||||
NISSAN MOTOR ACCEPTANCE C 144A | 2.150% 09/28/2020 DD 09/28/17 | 945,000 | 944,206 | 937,185 | ||||||
NORTHERN STATES POWER CO/MN | 2.200% 08/15/2020 DD 08/11/15 | 400,000 | 399,264 | 399,652 | ||||||
NORTHROP GRUMMAN CORP | 2.080% 10/15/2020 DD 10/13/17 | 2,375,000 | 2,375,730 | 2,355,644 | ||||||
ORACLE CORP | 2.625% 02/15/2023 DD 11/09/17 | 2,340,000 | 2,338,456 | 2,345,195 | ||||||
PECO ENERGY CO | 1.700% 09/15/2021 DD 09/21/16 | 815,000 | 814,772 | 792,172 | ||||||
PFIZER INC | 1.200% 06/01/2018 DD 06/03/16 | 1,635,000 | 1,633,806 | 1,631,419 | ||||||
PLAINS ALL AMERICAN PIPELINE L | 2.600% 12/15/2019 DD 12/09/14 | 510,000 | 509,046 | 507,103 | ||||||
PNC BANK NA | 1.450% 07/29/2019 DD 07/29/16 | 250,000 | 249,650 | 246,860 | ||||||
PNC BANK NA | 2.000% 05/19/2020 DD 05/19/17 | 1,065,000 | 1,063,797 | 1,056,331 | ||||||
PNC BANK NA | 2.400% 10/18/2019 DD 09/18/14 | 550,000 | 555,178 | 550,814 | ||||||
PNC BANK NA | 2.625% 02/17/2022 DD 02/17/17 | 250,000 | 249,883 | 250,568 | ||||||
PROCTER & GAMBLE - ESOP | 9.360% 01/01/2021 DD 12/04/90 | 98,043 | 125,005 | 108,591 | ||||||
PRUDENTIAL FINANCIAL INC | 7.375% 06/15/2019 DD 06/08/09 | 345,000 | 417,209 | 370,475 | ||||||
PUBLIC SERVICE ENTERPRISE GROU | 2.650% 11/15/2022 DD 11/06/17 | 1,060,000 | 1,058,654 | 1,050,672 | ||||||
REGIONS BANK/BIRMINGHAM AL | 2.250% 09/14/2018 DD 07/31/15 | 635,000 | 634,244 | 635,692 | ||||||
REGIONS FINANCIAL CORP | 2.750% 08/14/2022 DD 08/14/17 | 235,000 | 234,880 | 234,260 | ||||||
SAN DIEGO GAS & ELECTRIC CO | 1.914% 02/01/2022 DD 03/12/15 | 366,430 | 366,430 | 357,775 | ||||||
SANTANDER UK GROUP HOLDINGS PL | 2.875% 08/05/2021 DD 08/05/16 | 250,000 | 251,693 | 249,388 | ||||||
SHERWIN-WILLIAMS CO/THE | 2.250% 05/15/2020 DD 05/16/17 | 435,000 | 433,286 | 433,543 | ||||||
SOUTHERN CALIFORNIA EDISON CO | 1.845% 02/01/2022 DD 01/16/15 | 446,786 | 446,786 | 442,447 | ||||||
SOUTHERN CO/THE | 2.350% 07/01/2021 DD 05/24/16 | 605,000 | 604,177 | 601,412 | ||||||
SOUTHERN CO/THE | 2.950% 07/01/2023 DD 05/24/16 | 1,045,000 | 1,040,517 | 1,045,512 | ||||||
SUMITOMO MITSUI BANKING CORP | 1.966% 01/11/2019 DD 01/12/17 | 730,000 | 730,000 | 728,219 | ||||||
SUMITOMO MITSUI FINANCIAL GROU | 2.784% 07/12/2022 DD 07/12/17 | 2,095,000 | 2,104,460 | 2,083,038 | ||||||
SUNOCO LOGISTICS PARTNERS OPER | 4.400% 04/01/2021 DD 11/17/15 | 530,000 | 529,497 | 551,163 | ||||||
SUNTRUST BANK/ATLANTA GA | 2.250% 01/31/2020 DD 02/01/17 | 925,000 | 924,649 | 923,576 | ||||||
SUNTRUST BANKS INC | 2.700% 01/27/2022 DD 12/01/16 | 1,833,000 | 1,840,895 | 1,832,945 | ||||||
TEXTRON INC | 3.875% 03/01/2025 DD 11/06/14 | 425,000 | 441,354 | 440,555 | ||||||
TIME WARNER INC | 4.050% 12/15/2023 DD 12/16/13 | 1,470,000 | 1,553,805 | 1,537,635 | ||||||
TORONTO-DOMINION BANK/THE | 1.800% 07/13/2021 DD 07/13/16 | 245,000 | 240,837 | 239,921 | ||||||
TORONTO-DOMINION BANK/THE | 1.900% 10/24/2019 DD 10/24/17 | 1,615,000 | 1,613,385 | 1,605,778 | ||||||
TORONTO-DOMINION BANK/THE | 2.625% 09/10/2018 DD 09/10/13 | 395,000 | 394,285 | 396,679 | ||||||
TOYOTA AUTO RECEIVABLES 2 B A3 | 1.270% 05/15/2019 DD 06/17/15 | 504,694 | 504,667 | 504,084 | ||||||
TOYOTA MOTOR CREDIT CORP | 1.200% 04/06/2018 DD 04/08/16 | 815,000 | 814,804 | 813,778 | ||||||
TOYOTA MOTOR CREDIT CORP | 1.700% 02/19/2019 DD 02/19/16 | 230,000 | 231,163 | 228,977 |
28
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX D - UNDERLYING ASSETS FOR TRANSAMERICA MDA01078TR December 31, 2017 | ||||||||||
TRINITY ACQUISITION PLC | 3.500% 09/15/2021 DD 03/22/16 | 450,000 | 449,424 | 458,775 | ||||||
U S TREASURY NOTE | 0.750% 10/31/2018 DD 10/31/16 | 5,645,000 | 5,630,537 | 5,598,485 | ||||||
U S TREASURY NOTE | 1.000% 08/15/2018 DD 08/15/15 | 4,030,000 | 4,038,459 | 4,013,961 | ||||||
U S TREASURY NOTE | 1.000% 10/15/2019 DD 10/15/16 | 4,485,000 | 4,440,500 | 4,416,693 | ||||||
U S TREASURY NOTE | 1.000% 11/30/2018 DD 11/30/16 | 1,635,000 | 1,631,368 | 1,623,375 | ||||||
U S TREASURY NOTE | 1.125% 01/15/2019 DD 01/15/16 | 2,145,000 | 2,139,302 | 2,129,406 | ||||||
U S TREASURY NOTE | 1.125% 01/31/2019 DD 01/31/17 | 8,210,000 | 8,198,171 | 8,147,440 | ||||||
U S TREASURY NOTE | 1.125% 02/28/2021 DD 02/29/16 | 4,960,000 | 4,850,880 | 4,823,402 | ||||||
U S TREASURY NOTE | 1.125% 07/31/2021 DD 07/31/16 | 1,955,000 | 1,917,485 | 1,890,544 | ||||||
U S TREASURY NOTE | 1.125% 08/31/2021 DD 08/31/16 | 4,000,000 | 3,909,390 | 3,864,080 | ||||||
U S TREASURY NOTE | 1.125% 09/30/2021 DD 09/30/16 | 9,935,000 | 9,703,701 | 9,586,083 | ||||||
U S TREASURY NOTE | 1.250% 03/31/2019 DD 03/31/17 | 1,645,000 | 1,645,140 | 1,632,860 | ||||||
U S TREASURY NOTE | 1.250% 03/31/2021 DD 03/31/16 | 2,415,000 | 2,380,850 | 2,355,374 | ||||||
U S TREASURY NOTE | 1.250% 05/31/2019 DD 05/31/17 | 1,420,000 | 1,417,681 | 1,408,242 | ||||||
U S TREASURY NOTE | 1.250% 10/31/2018 DD 10/31/13 | 775,000 | 781,116 | 771,916 | ||||||
U S TREASURY NOTE | 1.250% 10/31/2021 DD 10/31/16 | 3,030,000 | 2,937,721 | 2,935,313 | ||||||
U S TREASURY NOTE | 1.250% 12/31/2018 DD 12/31/16 | 4,980,000 | 4,985,252 | 4,952,361 | ||||||
U S TREASURY NOTE | 1.375% 01/15/2020 DD 01/15/17 | 3,185,000 | 3,184,876 | 3,152,163 | ||||||
U S TREASURY NOTE | 1.375% 04/30/2021 DD 04/30/16 | 11,500,000 | 11,492,439 | 11,251,140 | ||||||
U S TREASURY NOTE | 1.375% 05/31/2021 DD 05/31/16 | 5,565,000 | 5,456,590 | 5,439,788 | ||||||
U S TREASURY NOTE | 1.375% 09/30/2020 DD 09/30/15 | 4,875,000 | 4,828,916 | 4,800,754 | ||||||
U S TREASURY NOTE | 1.500% 01/31/2019 DD 01/31/14 | 1,450,000 | 1,473,563 | 1,444,679 | ||||||
U S TREASURY NOTE | 1.500% 05/31/2019 DD 05/31/14 | 7,525,000 | 7,569,123 | 7,487,375 | ||||||
U S TREASURY NOTE | 1.500% 08/15/2020 DD 08/15/17 | 12,080,000 | 12,095,200 | 11,946,516 | ||||||
U S TREASURY NOTE | 1.625% 03/31/2019 DD 03/31/14 | 2,320,000 | 2,362,956 | 2,313,202 | ||||||
U S TREASURY NOTE | 1.625% 05/31/2023 DD 05/31/16 | 765,000 | 743,365 | 741,033 | ||||||
U S TREASURY NOTE | 1.625% 07/31/2019 DD 07/31/14 | 6,320,000 | 6,367,295 | 6,296,806 | ||||||
U S TREASURY NOTE | 1.625% 07/31/2020 DD 07/31/15 | 5,965,000 | 5,976,184 | 5,919,129 | ||||||
U S TREASURY NOTE | 1.625% 08/31/2022 DD 08/31/17 | 3,900,000 | 3,803,871 | 3,803,553 | ||||||
U S TREASURY NOTE | 1.625% 11/30/2020 DD 11/30/15 | 7,150,000 | 7,239,471 | 7,078,214 | ||||||
U S TREASURY NOTE | 1.750% 05/31/2022 DD 05/31/17 | 4,440,000 | 4,411,903 | 4,362,655 | ||||||
U S TREASURY NOTE | 1.750% 11/15/2020 DD 11/15/17 | 1,750,000 | 1,746,847 | 1,739,955 | ||||||
U S TREASURY NOTE | 1.750% 11/30/2019 DD 11/30/17 | 805,000 | 804,113 | 802,988 | ||||||
U S TREASURY NOTE | 1.750% 11/30/2021 DD 11/30/16 | 3,515,000 | 3,526,356 | 3,466,001 | ||||||
U S TREASURY NOTE | 1.875% 12/15/2020 DD 12/15/17 | 2,175,000 | 2,170,497 | 2,168,714 | ||||||
U S TREASURY NOTE | 2.000% 07/31/2020 DD 07/31/13 | 750,000 | 762,545 | 751,230 | ||||||
U S TREASURY NOTE | 2.000% 11/30/2022 DD 11/30/15 | 9,355,000 | 9,286,921 | 9,269,870 | ||||||
U S TREASURY NOTE | 2.000% 12/31/2021 DD 12/31/16 | 1,775,000 | 1,784,383 | 1,765,983 | ||||||
U S TREASURY NOTE | 2.125% 03/31/2024 DD 03/31/17 | 2,695,000 | 2,709,422 | 2,667,538 | ||||||
U S TREASURY NOTE | 2.250% 02/15/2027 DD 02/15/17 | 960,000 | 958,313 | 947,405 | ||||||
U S TREASURY NOTE | 2.250% 08/15/2027 DD 08/15/17 | 3,320,000 | 3,288,553 | 3,273,321 | ||||||
U S TREASURY NOTE | 2.250% 11/15/2027 DD 11/15/17 | 175,000 | 173,605 | 172,533 |
29
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX D - UNDERLYING ASSETS FOR TRANSAMERICA MDA01078TR December 31, 2017 | ||||||||||
UBS AG/LONDON 144A | 2.450% 12/01/2020 DD 11/30/17 | 540,000 | 539,503 | 538,375 | ||||||
UBS GROUP FUNDING SWITZER 144A | VAR RT 08/15/2023 DD 08/15/17 | 1,890,000 | 1,873,992 | 1,868,397 | ||||||
US BANK NA/CINCINNATI OH | 2.000% 01/24/2020 DD 01/24/17 | 455,000 | 454,040 | 453,080 | ||||||
VERIZON COMMUNICATIONS IN 144A | 3.376% 02/15/2025 DD 08/16/17 | 1,444,000 | 1,435,156 | 1,449,458 | ||||||
VISA INC | 2.150% 09/15/2022 DD 09/11/17 | 975,000 | 972,056 | 961,448 | ||||||
VISA INC | 2.800% 12/14/2022 DD 12/14/15 | 275,000 | 280,236 | 279,029 | ||||||
WEC ENERGY GROUP INC | 2.450% 06/15/2020 DD 06/10/15 | 510,000 | 509,067 | 510,984 | ||||||
WELLS FARGO & CO | 2.625% 07/22/2022 DD 07/24/17 | 1,950,000 | 1,938,192 | 1,939,509 | ||||||
WELLS FARGO BANK NA | 2.150% 12/06/2019 DD 12/08/16 | 2,265,000 | 2,263,293 | 2,261,512 | ||||||
PROCTER & GAMBLE - ESOP | 9.360% 01/01/2021 DD 12/04/90 | (13,788 | ) | 100 | 13,788 | |||||
U S TREASURY BILL | 0.000% 02/15/2018 DD 08/17/17 | (2,200,000 | ) | 100 | 2,196,731 | |||||
U S TREASURY NOTE | 1.625% 08/31/2022 DD 08/31/17 | 3,900,000 | 98 | (3,825,755 | ) | |||||
IGT Invesco Short Term Bond Fund | 120,124,195 | 132,409,669 | 132,409,669 | |||||||
INTEREST BEARING CASH | TEMPORARY INVESTMENTS | 15,704,022 | 15,704,022 | |||||||
TOTAL UNDERLYING ASSETS | $ | 419,447,917 | 415,637,588 | |||||||
ADJUSTMENT FROM MARKET TO CONTRACT VALUE | (1,102,460 | ) | ||||||||
CONTRACT VALUE | $ | 414,535,128 |
30
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX E - UNDERLYING ASSETS FOR PRUDENTIAL GA-62233 December 31, 2017 | ||||||||||
(c) | ||||||||||
(b) | Face Value | (e) | ||||||||
Identity of Issue, Borrower, | or Number | (d) | Current | |||||||
(a) | Lessor or Similar Party | of Shares | Cost | Value | ||||||
ABBOTT LABORATORIES | 2.350% 11/22/2019 DD 11/22/16 | 2,410,000 | $ | 2,407,638 | $ | 2,412,619 | ||||
AEP TEXAS CENTRAL TRANSIT A A4 | 5.170% 01/01/2018 DD 10/11/06 | 103,262 | 108,781 | 103,281 | ||||||
AETNA INC | 2.200% 03/15/2019 DD 03/07/14 | 485,000 | 484,515 | 484,685 | ||||||
AIG GLOBAL FUNDING 144A | 1.950% 10/18/2019 DD 10/18/17 | 855,000 | 854,213 | 847,613 | ||||||
AIR LIQUIDE FINANCE SA 144A | 2.250% 09/27/2023 DD 09/27/16 | 475,000 | 473,808 | 459,810 | ||||||
ALLERGAN FUNDING SCS | 2.450% 06/15/2019 DD 06/19/14 | 420,000 | 418,807 | 419,996 | ||||||
ALLERGAN FUNDING SCS | 3.450% 03/15/2022 DD 03/12/15 | 1,495,000 | 1,518,881 | 1,518,995 | ||||||
ALLY AUTO RECEIVABLES TRU 1 A3 | 1.390% 09/16/2019 DD 07/22/15 | 617,690 | 618,427 | 617,153 | ||||||
AMAZON.COM INC 144A | 2.800% 08/22/2024 DD 08/22/17 | 450,000 | 448,835 | 448,632 | ||||||
AMERICAN EXPRESS CO | 2.500% 08/01/2022 DD 08/01/17 | 1,320,000 | 1,318,957 | 1,304,068 | ||||||
AMERICAN EXPRESS CREDIT AC 4 A | 1.640% 12/15/2021 DD 05/30/17 | 990,000 | 989,841 | 984,882 | ||||||
AMERICAN EXPRESS CREDIT CORP | 1.875% 05/03/2019 DD 05/03/17 | 410,000 | 409,832 | 408,352 | ||||||
AMERICAN EXPRESS CREDIT CORP | 2.250% 08/15/2019 DD 08/15/14 | 1,430,000 | 1,429,128 | 1,432,989 | ||||||
AMERICAN INTERNATIONAL GROUP I | 3.900% 04/01/2026 DD 03/22/16 | 950,000 | 949,525 | 985,160 | ||||||
AMGEN INC | 2.650% 05/11/2022 DD 05/11/17 | 890,000 | 888,095 | 887,606 | ||||||
AMGEN INC | 3.875% 11/15/2021 DD 11/10/11 | 1,390,000 | 1,386,108 | 1,452,814 | ||||||
ANHEUSER-BUSCH INBEV FINANCE I | 3.300% 02/01/2023 DD 01/25/16 | 1,710,000 | 1,726,297 | 1,749,826 | ||||||
ANTHEM INC | 2.500% 11/21/2020 DD 11/21/17 | 905,000 | 903,389 | 903,109 | ||||||
APPLE INC | 2.700% 05/13/2022 DD 05/13/15 | 740,000 | 745,572 | 745,409 | ||||||
APPLE INC | 2.750% 01/13/2025 DD 11/13/17 | 1,325,000 | 1,323,066 | 1,313,473 | ||||||
APPLE INC | 3.000% 02/09/2024 DD 02/09/17 | 1,025,000 | 1,024,549 | 1,038,007 | ||||||
AT&T INC | 3.400% 05/15/2025 DD 05/04/15 | 2,245,000 | 2,245,023 | 2,207,172 | ||||||
AT&T INC | 6.000% 08/15/2040 DD 02/15/16 | 170,000 | 180,868 | 192,387 | ||||||
AT&T INC | 6.375% 03/01/2041 DD 03/01/16 | 125,000 | 149,909 | 147,450 | ||||||
BAE SYSTEMS PLC 144A | 4.750% 10/11/2021 DD 10/11/11 | 2,140,000 | 2,137,817 | 2,281,711 | ||||||
BANK OF AMERICA CORP | 2.625% 04/19/2021 DD 04/19/16 | 800,000 | 808,082 | 804,080 | ||||||
BANK OF AMERICA CORP | 4.000% 01/22/2025 DD 01/22/15 | 105,000 | 104,471 | 109,238 | ||||||
BANK OF AMERICA CORP | 4.100% 07/24/2023 DD 07/23/13 | 155,000 | 159,594 | 164,602 | ||||||
BANK OF AMERICA CORP | 4.450% 03/03/2026 DD 03/03/16 | 1,370,000 | 1,427,280 | 1,462,338 | ||||||
BANK OF AMERICA CORP | VAR RT 10/01/2025 DD 09/18/17 | 1,145,000 | 1,145,395 | 1,142,378 | ||||||
BANK OF NEW YORK MELLON CORP/T | 2.100% 01/15/2019 DD 11/18/13 | 365,000 | 364,544 | 364,876 | ||||||
BANK OF NEW YORK MELLON CORP/T | 2.200% 05/15/2019 DD 05/07/14 | 1,925,000 | 1,928,296 | 1,927,560 | ||||||
BANK OF NEW YORK MELLON CORP/T | 2.300% 09/11/2019 DD 09/11/14 | 400,000 | 399,924 | 401,044 | ||||||
BAYER US FINANCE LLC 144A | 2.375% 10/08/2019 DD 10/08/14 | 600,000 | 610,032 | 600,336 | ||||||
BB&T CORP | 2.750% 04/01/2022 DD 03/21/17 | 1,055,000 | 1,053,027 | 1,062,491 | ||||||
BG ENERGY CAPITAL PLC 144A | 4.000% 10/15/2021 DD 10/12/11 | 1,195,000 | 1,185,560 | 1,252,993 | ||||||
BIOGEN INC | 3.625% 09/15/2022 DD 09/15/15 | 295,000 | 294,764 | 305,723 | ||||||
BP CAPITAL MARKETS PLC | 3.216% 11/28/2023 DD 11/28/16 | 1,560,000 | 1,560,000 | 1,593,571 |
31
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX E - UNDERLYING ASSETS FOR PRUDENTIAL GA-62233 December 31, 2017 | ||||||||||
BURLINGTON NORTHERN SANTA FE L | 5.750% 03/15/2018 DD 03/14/08 | 670,000 | 715,501 | 675,032 | ||||||
CAPITAL ONE FINANCIAL CORP | 2.400% 10/30/2020 DD 10/31/17 | 1,040,000 | 1,039,043 | 1,033,614 | ||||||
CATERPILLAR FINANCIAL SERVICES | 2.100% 01/10/2020 DD 01/12/17 | 655,000 | 654,280 | 653,644 | ||||||
CELGENE CORP | 3.875% 08/15/2025 DD 08/12/15 | 120,000 | 127,398 | 124,211 | ||||||
CHASE ISSUANCE TRUST A6 A6 | 1.100% 01/15/2020 DD 08/19/16 | 100,000 | 99,734 | 99,960 | ||||||
CHEVRON CORP | 1.561% 05/16/2019 DD 05/16/16 | 360,000 | 361,697 | 357,944 | ||||||
CHEVRON CORP | 2.895% 03/03/2024 DD 03/03/17 | 1,380,000 | 1,380,000 | 1,392,268 | ||||||
CITIBANK NA | 2.100% 06/12/2020 DD 06/12/17 | 920,000 | 919,604 | 913,983 | ||||||
CITIGROUP INC | 2.500% 07/29/2019 DD 07/29/14 | 825,000 | 829,542 | 827,533 | ||||||
CITIGROUP INC | 3.400% 05/01/2026 DD 05/02/16 | 2,180,000 | 2,162,027 | 2,193,015 | ||||||
CITIGROUP INC | 4.500% 01/14/2022 DD 11/01/11 | 1,935,000 | 2,124,185 | 2,058,376 | ||||||
COCA-COLA FEMSA SAB DE CV | 2.375% 11/26/2018 DD 11/26/13 | 820,000 | 818,926 | 821,984 | ||||||
COMCAST CORP | 3.000% 02/01/2024 DD 01/10/17 | 3,005,000 | 2,999,260 | 3,024,893 | ||||||
COMERICA INC | 2.125% 05/23/2019 DD 05/23/14 | 425,000 | 425,000 | 423,266 | ||||||
COMMONWEALTH EDISON CO | 2.150% 01/15/2019 DD 01/10/14 | 470,000 | 476,243 | 470,094 | ||||||
CONOCOPHILLIPS CO | 4.150% 11/15/2034 DD 11/12/14 | 420,000 | 419,828 | 446,275 | ||||||
CVS HEALTH CORP | 1.900% 07/20/2018 DD 07/20/15 | 660,000 | 666,419 | 659,802 | ||||||
CVS HEALTH CORP | 2.125% 06/01/2021 DD 05/25/16 | 455,000 | 453,731 | 444,039 | ||||||
CVS HEALTH CORP | 3.500% 07/20/2022 DD 07/20/15 | 835,000 | 834,641 | 850,531 | ||||||
DAIMLER FINANCE NORTH AME 144A | 2.300% 01/06/2020 DD 01/06/17 | 765,000 | 764,648 | 763,279 | ||||||
DAIMLER FINANCE NORTH AME 144A | 2.375% 08/01/2018 DD 08/01/13 | 1,555,000 | 1,559,450 | 1,558,281 | ||||||
DEUTSCHE TELEKOM INTERNAT 144A | 2.820% 01/19/2022 DD 01/19/17 | 1,975,000 | 1,974,901 | 1,977,508 | ||||||
DIAGEO INVESTMENT CORP | 2.875% 05/11/2022 DD 05/11/12 | 1,025,000 | 1,021,290 | 1,040,426 | ||||||
DOMINION ENERGY INC | 2.500% 12/01/2019 DD 11/25/14 | 840,000 | 838,740 | 841,294 | ||||||
DOMINION ENERGY INC | 2.750% 01/15/2022 DD 01/12/17 | 945,000 | 943,639 | 943,516 | ||||||
DTE ENERGY CO | 1.500% 10/01/2019 DD 10/05/16 | 705,000 | 704,119 | 693,819 | ||||||
DTE ENERGY CO | 3.850% 12/01/2023 DD 11/25/13 | 955,000 | 952,947 | 993,028 | ||||||
DUKE ENERGY FLORIDA LLC | 3.200% 01/15/2027 DD 01/06/17 | 705,000 | 704,577 | 713,742 | ||||||
DUKE ENERGY PROGRESS LLC | 3.000% 09/15/2021 DD 09/15/11 | 325,000 | 324,441 | 331,351 | ||||||
EASTMAN CHEMICAL CO | 2.700% 01/15/2020 DD 11/20/14 | 795,000 | 793,338 | 800,128 | ||||||
EDISON INTERNATIONAL | 2.400% 09/15/2022 DD 08/22/17 | 755,000 | 752,524 | 738,647 | ||||||
EMD FINANCE LLC 144A | 1.700% 03/19/2018 DD 03/19/15 | 1,070,000 | 1,070,372 | 1,069,754 | ||||||
EMD FINANCE LLC 144A | 2.400% 03/19/2020 DD 03/19/15 | 795,000 | 794,960 | 793,259 | ||||||
EVERSOURCE ENERGY | 2.750% 03/15/2022 DD 03/10/17 | 2,025,000 | 2,045,716 | 2,028,665 | ||||||
EXELON CORP | 3.950% 06/15/2025 DD 12/15/15 | 1,770,000 | 1,788,442 | 1,844,570 | ||||||
EXELON GENERATION CO LLC | 2.950% 01/15/2020 DD 01/13/15 | 570,000 | 569,892 | 575,803 | ||||||
FORD CREDIT AUTO OWNE 1 A 144A | 2.120% 07/15/2026 DD 01/21/15 | 2,340,000 | 2,339,166 | 2,335,226 | ||||||
FORD MOTOR CREDIT CO LLC | 2.597% 11/04/2019 DD 11/04/14 | 1,415,000 | 1,415,000 | 1,415,920 | ||||||
FORD MOTOR CREDIT CO LLC | 3.219% 01/09/2022 DD 01/09/15 | 1,050,000 | 1,044,895 | 1,056,468 | ||||||
GILEAD SCIENCES INC | 1.850% 09/04/2018 DD 09/14/15 | 250,000 | 252,820 | 250,010 | ||||||
GILEAD SCIENCES INC | 3.250% 09/01/2022 DD 09/14/15 | 465,000 | 464,344 | 478,587 | ||||||
GILEAD SCIENCES INC | 3.700% 04/01/2024 DD 03/07/14 | 380,000 | 379,388 | 397,552 |
32
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX E - UNDERLYING ASSETS FOR PRUDENTIAL GA-62233 December 31, 2017 | ||||||||||
GOLDMAN SACHS GROUP INC/THE | 2.300% 12/13/2019 DD 12/13/16 | 595,000 | 594,554 | 594,619 | ||||||
GOLDMAN SACHS GROUP INC/THE | 2.350% 11/15/2021 DD 09/27/16 | 640,000 | 635,661 | 630,298 | ||||||
GOLDMAN SACHS GROUP INC/THE | 3.750% 02/25/2026 DD 02/25/16 | 505,000 | 503,833 | 518,175 | ||||||
GOLDMAN SACHS GROUP INC/THE | 4.000% 03/03/2024 DD 03/03/14 | 385,000 | 409,193 | 403,919 | ||||||
GOLDMAN SACHS GROUP INC/THE | 5.250% 07/27/2021 DD 07/27/11 | 1,650,000 | 1,646,344 | 1,788,254 | ||||||
GOLDMAN SACHS GROUP INC/THE | 7.500% 02/15/2019 DD 02/05/09 | 480,000 | 563,731 | 507,283 | ||||||
GOLDMAN SACHS GROUP INC/THE | VAR RT 07/24/2023 DD 07/24/17 | 1,000,000 | 1,000,000 | 993,020 | ||||||
GUARDIAN LIFE GLOBAL FUND 144A | 1.950% 10/27/2021 DD 10/27/16 | 1,100,000 | 1,099,274 | 1,072,984 | ||||||
HONDA AUTO RECEIVABLES 20 1 A2 | 1.420% 07/22/2019 DD 03/28/17 | 481,858 | 481,847 | 481,208 | ||||||
HONDA AUTO RECEIVABLES 20 4 A3 | 0.990% 09/17/2018 DD 11/26/14 | 13,895 | 13,900 | 13,893 | ||||||
HSBC FINANCE CORP | 6.676% 01/15/2021 DD 07/15/11 | 355,000 | 364,141 | 394,693 | ||||||
HSBC HOLDINGS PLC | 3.600% 05/25/2023 DD 05/25/16 | 1,320,000 | 1,319,512 | 1,358,095 | ||||||
HSBC HOLDINGS PLC | 4.300% 03/08/2026 DD 03/08/16 | 1,065,000 | 1,069,552 | 1,132,287 | ||||||
HUMANA INC | 2.625% 10/01/2019 DD 09/19/14 | 560,000 | 559,972 | 562,363 | ||||||
ILLINOIS TOOL WORKS INC | 2.650% 11/15/2026 DD 11/07/16 | 280,000 | 279,118 | 273,319 | ||||||
INGERSOLL-RAND LUXEMBOURG FINA | 2.625% 05/01/2020 DD 10/28/14 | 680,000 | 679,551 | 679,816 | ||||||
JOHN DEERE CAPITAL CORP | 1.600% 07/13/2018 DD 07/14/15 | 370,000 | 372,305 | 369,549 | ||||||
JPMORGAN CHASE & CO | 2.250% 01/23/2020 DD 01/23/15 | 1,810,000 | 1,830,207 | 1,808,787 | ||||||
JPMORGAN CHASE & CO | 2.700% 05/18/2023 DD 05/18/16 | 2,490,000 | 2,464,707 | 2,473,666 | ||||||
JPMORGAN CHASE & CO | 4.400% 07/22/2020 DD 07/22/10 | 1,590,000 | 1,594,913 | 1,670,359 | ||||||
JPMORGAN CHASE & CO | 6.000% 01/15/2018 DD 12/20/07 | 1,800,000 | 1,760,094 | 1,802,502 | ||||||
KEYBANK NA/CLEVELAND OH | 2.300% 09/14/2022 DD 09/14/17 | 1,350,000 | 1,349,690 | 1,323,432 | ||||||
KINDER MORGAN ENERGY PARTNERS | 3.500% 03/01/2021 DD 02/24/14 | 440,000 | 437,774 | 447,542 | ||||||
KINDER MORGAN INC/DE | 4.300% 06/01/2025 DD 11/26/14 | 1,345,000 | 1,351,906 | 1,400,992 | ||||||
KINDER MORGAN INC/DE | 5.300% 12/01/2034 DD 11/26/14 | 180,000 | 151,331 | 192,017 | ||||||
KRAFT HEINZ FOODS CO | 3.500% 06/06/2022 DD 12/06/12 | 355,000 | 351,805 | 363,257 | ||||||
KRAFT HEINZ FOODS CO | 3.500% 07/15/2022 DD 07/15/16 | 575,000 | 573,643 | 588,081 | ||||||
LOCKHEED MARTIN CORP | 1.850% 11/23/2018 DD 11/23/15 | 270,000 | 273,271 | 269,671 | ||||||
LOCKHEED MARTIN CORP | 3.350% 09/15/2021 DD 09/09/11 | 1,280,000 | 1,276,544 | 1,316,006 | ||||||
MASSMUTUAL GLOBAL FUNDING 144A | 1.950% 09/22/2020 DD 09/22/17 | 1,690,000 | 1,687,938 | 1,670,683 | ||||||
METROPOLITAN LIFE GLOBAL 144A | 1.750% 12/19/2018 DD 12/19/16 | 1,360,000 | 1,358,803 | 1,357,198 | ||||||
MICROSOFT CORP | 2.000% 08/08/2023 DD 08/08/16 | 575,000 | 573,281 | 558,561 | ||||||
MICROSOFT CORP | 2.875% 02/06/2024 DD 02/06/17 | 1,405,000 | 1,394,772 | 1,425,344 | ||||||
MIDAMERICAN ENERGY CO | 3.500% 10/15/2024 DD 04/03/14 | 675,000 | 671,699 | 704,329 | ||||||
MONDELEZ INTERNATIONAL HO 144A | 1.625% 10/28/2019 DD 10/28/16 | 2,295,000 | 2,290,043 | 2,261,883 | ||||||
MORGAN STANLEY | 1.875% 01/05/2018 DD 12/05/14 | 480,000 | 482,140 | 479,990 | ||||||
MORGAN STANLEY | 2.500% 04/21/2021 DD 04/21/16 | 2,210,000 | 2,221,468 | 2,206,309 | ||||||
MORGAN STANLEY | 2.625% 11/17/2021 DD 11/17/16 | 545,000 | 542,215 | 542,515 | ||||||
MORGAN STANLEY | 3.125% 07/27/2026 DD 07/25/16 | 140,000 | 139,048 | 138,086 | ||||||
MORGAN STANLEY | 3.875% 04/29/2024 DD 04/28/14 | 780,000 | 773,167 | 814,382 | ||||||
MORGAN STANLEY | 4.000% 07/23/2025 DD 07/23/15 | 365,000 | 364,701 | 382,173 |
33
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX E - UNDERLYING ASSETS FOR PRUDENTIAL GA-62233 December 31, 2017 | ||||||||||
MORGAN STANLEY | 7.300% 05/13/2019 DD 05/13/09 | 255,000 | 292,464 | 271,858 | ||||||
MOTIVA ENTERPRISES LLC 144A | 5.750% 01/15/2020 DD 01/11/10 | 505,000 | 504,010 | 533,336 | ||||||
NEW YORK LIFE GLOBAL FUND 144A | 1.550% 11/02/2018 DD 11/03/15 | 220,000 | 220,812 | 219,237 | ||||||
NEW YORK LIFE GLOBAL FUND 144A | 2.100% 01/02/2019 DD 12/12/13 | 845,000 | 844,028 | 846,158 | ||||||
NEW YORK LIFE GLOBAL FUND 144A | 2.900% 01/17/2024 DD 01/17/17 | 1,830,000 | 1,828,390 | 1,838,070 | ||||||
NISSAN AUTO RECEIVABLES C A2A | 1.070% 05/15/2019 DD 08/10/16 | 118,906 | 118,901 | 118,819 | ||||||
NORTHROP GRUMMAN CORP | 1.750% 06/01/2018 DD 05/31/13 | 2,095,000 | 2,089,218 | 2,093,575 | ||||||
NORTHROP GRUMMAN CORP | 2.080% 10/15/2020 DD 10/13/17 | 1,220,000 | 1,219,817 | 1,210,057 | ||||||
ORACLE CORP | 2.950% 11/15/2024 DD 11/09/17 | 1,355,000 | 1,352,859 | 1,364,715 | ||||||
PHILIP MORRIS INTERNATIONAL IN | 1.875% 11/01/2019 DD 11/02/17 | 1,465,000 | 1,462,114 | 1,456,049 | ||||||
PHILIP MORRIS INTERNATIONAL IN | 2.000% 02/21/2020 DD 02/21/17 | 1,090,000 | 1,083,329 | 1,083,220 | ||||||
PNC BANK NA | 2.250% 07/02/2019 DD 06/20/14 | 750,000 | 747,660 | 750,443 | ||||||
PNC BANK NA | 2.400% 10/18/2019 DD 09/18/14 | 1,220,000 | 1,219,109 | 1,221,806 | ||||||
PROVINCE OF ONTARIO CANADA | 1.250% 06/17/2019 DD 06/17/16 | 1,330,000 | 1,326,875 | 1,313,309 | ||||||
PUBLIC SERVICE ENTERPRISE GROU | 2.650% 11/15/2022 DD 11/06/17 | 1,360,000 | 1,358,273 | 1,348,032 | ||||||
RECKITT BENCKISER TREASUR 144A | 2.750% 06/26/2024 DD 06/26/17 | 1,840,000 | 1,838,013 | 1,800,127 | ||||||
ROYAL BANK OF CANADA | 2.750% 02/01/2022 DD 01/31/17 | 1,220,000 | 1,219,719 | 1,235,238 | ||||||
SCHLUMBERGER HLDGS CORP 144A | 2.350% 12/21/2018 DD 12/21/15 | 1,765,000 | 1,764,788 | 1,768,971 | ||||||
SEMPRA ENERGY | 1.625% 10/07/2019 DD 10/07/16 | 420,000 | 419,572 | 414,767 | ||||||
SEMPRA ENERGY | 2.400% 03/15/2020 DD 03/13/15 | 760,000 | 759,362 | 759,567 | ||||||
SHELL INTERNATIONAL FINANCE BV | 4.125% 05/11/2035 DD 05/11/15 | 510,000 | 511,850 | 556,339 | ||||||
SIEMENS FINANCIERINGSMAAT 144A | 2.200% 03/16/2020 DD 03/16/17 | 1,065,000 | 1,064,787 | 1,063,339 | ||||||
SIEMENS FINANCIERINGSMAAT 144A | 2.900% 05/27/2022 DD 05/27/15 | 1,045,000 | 1,045,000 | 1,056,683 | ||||||
SIMON PROPERTY GROUP LP | 2.750% 06/01/2023 DD 12/11/17 | 1,670,000 | 1,666,977 | 1,664,907 | ||||||
SOUTHERN CO/THE | 2.950% 07/01/2023 DD 05/24/16 | 1,165,000 | 1,164,010 | 1,165,571 | ||||||
SOUTHWESTERN ELECTRIC POWER CO | 5.875% 03/01/2018 DD 12/04/07 | 665,000 | 662,579 | 669,349 | ||||||
STATE STREET CORP | 1.950% 05/19/2021 DD 05/19/16 | 445,000 | 444,769 | 438,579 | ||||||
STATOIL ASA | 3.700% 03/01/2024 DD 11/08/13 | 530,000 | 554,608 | 556,818 | ||||||
THERMO FISHER SCIENTIFIC INC | 3.300% 02/15/2022 DD 11/14/14 | 340,000 | 339,969 | 347,963 | ||||||
TIME WARNER INC | 3.550% 06/01/2024 DD 05/28/14 | 2,145,000 | 2,143,027 | 2,168,574 | ||||||
TOTAL CAPITAL INTERNATIONAL SA | 2.100% 06/19/2019 DD 06/23/14 | 490,000 | 499,436 | 489,819 | ||||||
TOTAL CAPITAL INTERNATIONAL SA | 2.750% 06/19/2021 DD 06/23/14 | 770,000 | 768,545 | 777,739 | ||||||
TOYOTA MOTOR CREDIT CORP | 1.550% 07/13/2018 DD 07/13/15 | 240,000 | 241,272 | 239,597 | ||||||
TOYOTA MOTOR CREDIT CORP | 1.950% 04/17/2020 DD 04/17/17 | 745,000 | 744,657 | 741,998 | ||||||
TOYOTA MOTOR CREDIT CORP | 2.600% 01/11/2022 DD 01/09/17 | 1,025,000 | 1,023,616 | 1,030,504 | ||||||
TRANSCANADA PIPELINES LTD | 4.625% 03/01/2034 DD 02/28/14 | 530,000 | 527,604 | 591,787 | ||||||
TSMC GLOBAL LTD 144A | 1.625% 04/03/2018 DD 04/03/13 | 1,240,000 | 1,239,169 | 1,237,818 | ||||||
U S TREASURY BD PRIN STRIP | 0.000% 02/15/2045 DD 02/17/15 | 3,945,000 | 1,885,852 | 1,854,584 | ||||||
U S TREASURY BD PRIN STRIP | 0.000% 08/15/2045 DD 08/17/15 | 4,645,000 | 2,106,090 | 2,154,258 | ||||||
U S TREASURY BOND | 2.250% 08/15/2046 DD 08/15/16 | 7,685,000 | 6,496,701 | 6,932,408 | ||||||
U S TREASURY BOND | 2.500% 02/15/2045 DD 02/15/15 | 5,820,000 | 5,323,797 | 5,548,322 |
34
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX E - UNDERLYING ASSETS FOR PRUDENTIAL GA-62233 December 31, 2017 | ||||||||||
U S TREASURY BOND | 2.500% 02/15/2046 DD 02/15/16 | 17,875,000 | 17,356,274 | 17,009,850 | ||||||
U S TREASURY BOND | 2.500% 05/15/2046 DD 05/15/16 | 5,440,000 | 5,166,760 | 5,174,800 | ||||||
U S TREASURY BOND | 2.750% 08/15/2047 DD 08/15/17 | 2,690,000 | 2,637,868 | 2,693,363 | ||||||
U S TREASURY NOTE | 1.000% 03/15/2019 DD 03/15/16 | 9,325,000 | 9,234,664 | 9,231,377 | ||||||
U S TREASURY NOTE | 1.125% 01/15/2019 DD 01/15/16 | 9,255,000 | 9,189,926 | 9,187,716 | ||||||
U S TREASURY NOTE | 1.125% 01/31/2019 DD 01/31/17 | 19,630,000 | 19,494,529 | 19,480,419 | ||||||
U S TREASURY NOTE | 1.125% 02/28/2019 DD 02/28/17 | 2,570,000 | 2,548,818 | 2,548,926 | ||||||
U S TREASURY NOTE | 1.125% 02/28/2021 DD 02/29/16 | 23,845,000 | 23,310,047 | 23,188,309 | ||||||
U S TREASURY NOTE | 1.125% 08/31/2021 DD 08/31/16 | 12,705,000 | 12,409,212 | 12,273,284 | ||||||
U S TREASURY NOTE | 1.250% 01/31/2019 DD 01/31/12 | 2,645,000 | 2,629,632 | 2,628,469 | ||||||
U S TREASURY NOTE | 1.375% 02/28/2019 DD 02/29/12 | 1,375,000 | 1,369,010 | 1,367,534 | ||||||
U S TREASURY NOTE | 1.375% 05/31/2021 DD 05/31/16 | 24,035,000 | 23,474,947 | 23,494,213 | ||||||
U S TREASURY NOTE | 1.500% 01/31/2019 DD 01/31/14 | 6,195,000 | 6,188,933 | 6,172,264 | ||||||
U S TREASURY NOTE | 1.500% 12/31/2018 DD 12/31/13 | 3,760,000 | 3,754,691 | 3,748,118 | ||||||
U S TREASURY NOTE | 1.625% 03/31/2019 DD 03/31/14 | 6,815,000 | 6,799,654 | 6,795,032 | ||||||
U S TREASURY NOTE | 1.750% 01/31/2023 DD 01/31/16 | 9,230,000 | 9,127,605 | 9,022,325 | ||||||
U S TREASURY NOTE | 2.000% 02/15/2025 DD 02/15/15 | 15,850,000 | 15,675,712 | 15,494,009 | ||||||
U S TREASURY NOTE | 2.000% 08/31/2021 DD 08/31/14 | 5,290,000 | 5,268,509 | 5,272,649 | ||||||
U S TREASURY NOTE | 2.125% 12/31/2022 DD 12/31/15 | 27,215,000 | 27,446,796 | 27,102,330 | ||||||
UNION PACIFIC CORP | 3.000% 04/15/2027 DD 04/05/17 | 1,165,000 | 1,148,783 | 1,170,790 | ||||||
UNITED TECHNOLOGIES CORP | 1.950% 11/01/2021 DD 11/01/16 | 245,000 | 244,454 | 239,363 | ||||||
US BANCORP | 2.625% 01/24/2022 DD 01/24/17 | 1,985,000 | 1,981,586 | 1,996,394 | ||||||
VERIZON COMMUNICATIONS INC | 4.500% 08/10/2033 DD 08/10/17 | 1,830,000 | 1,824,839 | 1,919,359 | ||||||
VERIZON OWNER TRUST 1A A 144A | 1.420% 01/20/2021 DD 07/20/16 | 1,155,000 | 1,151,463 | 1,147,412 | ||||||
VERIZON OWNER TRUST 1A A 144A | 2.060% 09/20/2021 DD 03/14/17 | 1,175,000 | 1,175,413 | 1,172,051 | ||||||
VERIZON OWNER TRUST 2A A 144A | 1.680% 05/20/2021 DD 11/22/16 | 540,000 | 539,430 | 536,306 | ||||||
VERIZON OWNER TRUST 2A A 144A | 1.920% 12/20/2021 DD 06/20/17 | 1,265,000 | 1,264,806 | 1,256,613 | ||||||
VISA INC | 2.800% 12/14/2022 DD 12/14/15 | 535,000 | 534,256 | 542,838 | ||||||
WALGREENS BOOTS ALLIANCE INC | 3.300% 11/18/2021 DD 11/18/14 | 535,000 | 533,539 | 543,929 | ||||||
WELLS FARGO & CO | 2.100% 07/26/2021 DD 07/25/16 | 3,605,000 | 3,583,367 | 3,544,652 | ||||||
WELLS FARGO & CO | 2.625% 07/22/2022 DD 07/24/17 | 1,350,000 | 1,348,812 | 1,342,737 | ||||||
WELLS FARGO & CO | 3.000% 04/22/2026 DD 04/22/16 | 615,000 | 612,891 | 603,377 | ||||||
US LONG BOND FUTURE (CBT) | EXP MAR 18 | (373 | ) | 52,859 | 52,859 | |||||
US 10YR ULTRA FUTURE (CBT) | EXP MAR 18 | 55 | (33,163 | ) | (33,163 | ) | ||||
US 10YR NOTE FUTURE (CBT) | EXP MAR 18 | 313 | (229,542 | ) | (229,542 | ) | ||||
US 5YR TREAS NTS FUTURE (CBT) | EXP MAR 18 | 77 | (25,836 | ) | (25,836 | ) | ||||
US 2YR TREAS NTS FUT (CBT) | EXP MAR 18 | 5 | (2,066 | ) | (2,066 | ) | ||||
INTEREST BEARING CASH | TEMPORARY INVESTMENTS | 4,495,684 | 4,495,684 | |||||||
TOTAL UNDERLYING ASSETS | $ | 390,105,956 | 390,714,320 | |||||||
ADJUSTMENT FROM MARKET TO CONTRACT VALUE | (12,774,679 | ) | ||||||||
CONTRACT VALUE | $ | 377,939,641 |
35
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX F - UNDERLYING ASSETS FOR BANK OF TOKYO INV-DOWCHEM13-1 AND RGA RGA00036 December 31, 2017 | ||||||||||
(c) | ||||||||||
(b) | Face Value | (e) | ||||||||
Identity of Issue, Borrower, | or Number | (d) | Current | |||||||
(a) | Lessor or Similar Party | of Shares | Cost | Value | ||||||
21ST CENTURY FOX AMERICA INC | 3.375% 11/15/2026 DD 11/18/16 | 115,000 | $ | 114,853 | $ | 117,434 | ||||
ABBOTT LABORATORIES | 2.800% 09/15/2020 DD 03/15/17 | 115,000 | 116,400 | 115,774 | ||||||
AETNA INC | 2.800% 06/15/2023 DD 06/09/16 | 205,000 | 204,701 | 201,757 | ||||||
ALABAMA POWER CO | 2.450% 03/30/2022 DD 03/03/17 | 255,000 | 254,791 | 253,401 | ||||||
ALLERGAN FUNDING SCS | 3.450% 03/15/2022 DD 03/12/15 | 430,000 | 434,988 | 436,902 | ||||||
ALLERGAN FUNDING SCS | 3.800% 03/15/2025 DD 03/12/15 | 100,000 | 101,279 | 101,805 | ||||||
ALTRIA GROUP INC | 2.850% 08/09/2022 DD 08/09/12 | 210,000 | 209,563 | 211,378 | ||||||
ALTRIA GROUP INC | 9.250% 08/06/2019 DD 02/06/09 | 98,000 | 121,850 | 108,648 | ||||||
AMAZON.COM INC 144A | 1.900% 08/21/2020 DD 08/22/17 | 165,000 | 164,909 | 163,647 | ||||||
AMAZON.COM INC 144A | 2.800% 08/22/2024 DD 08/22/17 | 155,000 | 154,599 | 154,529 | ||||||
AMERICAN EXPRESS CREDIT CORP | 1.875% 05/03/2019 DD 05/03/17 | 310,000 | 309,873 | 308,754 | ||||||
AMERICAN EXPRESS CREDIT CORP | 2.200% 03/03/2020 DD 03/03/17 | 125,000 | 124,870 | 124,621 | ||||||
AMERICAN INTERNATIONAL GROUP I | 3.900% 04/01/2026 DD 03/22/16 | 270,000 | 275,138 | 279,993 | ||||||
AMERICAN TOWER CORP | 3.125% 01/15/2027 DD 09/30/16 | 165,000 | 152,739 | 158,854 | ||||||
AMGEN INC | 2.650% 05/11/2022 DD 05/11/17 | 130,000 | 130,919 | 129,650 | ||||||
ANADARKO PETROLEUM CORP | 3.450% 07/15/2024 DD 07/07/14 | 170,000 | 166,393 | 169,296 | ||||||
ANDEAVOR LOGISTICS LP / TESORO | 3.500% 12/01/2022 DD 11/28/17 | 260,000 | 259,531 | 259,506 | ||||||
ANHEUSER-BUSCH INBEV FINANCE I | 1.900% 02/01/2019 DD 01/25/16 | 355,000 | 355,427 | 354,265 | ||||||
ANHEUSER-BUSCH INBEV FINANCE I | 2.650% 02/01/2021 DD 01/25/16 | 200,000 | 199,374 | 201,004 | ||||||
ANHEUSER-BUSCH INBEV FINANCE I | 3.300% 02/01/2023 DD 01/25/16 | 645,000 | 653,527 | 660,022 | ||||||
ANHEUSER-BUSCH INBEV FINANCE I | 3.650% 02/01/2026 DD 01/25/16 | 265,000 | 266,282 | 273,475 | ||||||
ANTHEM INC | 2.300% 07/15/2018 DD 08/06/13 | 135,000 | 134,432 | 135,294 | ||||||
ANTHEM INC | 3.125% 05/15/2022 DD 05/07/12 | 155,000 | 156,273 | 156,369 | ||||||
ANTHEM INC | 3.650% 12/01/2027 DD 11/21/17 | 195,000 | 194,608 | 198,769 | ||||||
APACHE CORP | 3.625% 02/01/2021 DD 12/03/10 | 90,000 | 91,630 | 92,138 | ||||||
APPALACHIAN POWER CO | 3.300% 06/01/2027 DD 05/11/17 | 170,000 | 169,133 | 170,519 | ||||||
APPLE INC | 2.450% 08/04/2026 DD 08/04/16 | 160,000 | 154,239 | 153,352 | ||||||
APPLE INC | 2.500% 02/09/2025 DD 02/09/15 | 75,000 | 74,894 | 73,127 | ||||||
APPLE INC | 2.850% 02/23/2023 DD 02/23/16 | 250,000 | 250,445 | 253,388 | ||||||
APPLE INC | 2.900% 09/12/2027 DD 09/12/17 | 210,000 | 209,765 | 207,514 | ||||||
APPLE INC | 3.000% 02/09/2024 DD 02/09/17 | 35,000 | 34,985 | 35,444 | ||||||
APPLIED MATERIALS INC | 3.300% 04/01/2027 DD 03/31/17 | 100,000 | 99,645 | 101,710 | ||||||
AT&T INC | 3.000% 06/30/2022 DD 05/04/15 | 255,000 | 255,101 | 255,454 | ||||||
AT&T INC | 3.400% 08/14/2024 DD 08/07/17 | 225,000 | 224,622 | 226,154 | ||||||
AT&T INC | 3.800% 03/15/2022 DD 03/15/16 | 340,000 | 360,322 | 351,387 | ||||||
AT&T INC | 3.900% 08/14/2027 DD 08/07/17 | 95,000 | 94,836 | 95,635 | ||||||
AT&T INC | 4.125% 02/17/2026 DD 02/09/16 | 155,000 | 164,905 | 158,543 | ||||||
BA CREDIT CARD TRUST A1 A | VAR RT 06/15/2021 DD 02/13/14 | 495,000 | 495,000 | 496,381 |
36
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX F - UNDERLYING ASSETS FOR BANK OF TOKYO INV-DOWCHEM13-1 AND RGA RGA00036 December 31, 2017 | ||||||||||
BAE SYSTEMS HOLDINGS INC 144A | 3.800% 10/07/2024 DD 10/07/14 | 200,000 | 199,406 | 208,060 | ||||||
BANCO SANTANDER SA | 3.800% 02/23/2028 DD 10/23/17 | 200,000 | 199,078 | 200,028 | ||||||
BANK 2017-BNK9 BNK9 A4 | 3.538% 11/15/2054 DD 12/01/17 | 562,000 | 578,857 | 579,124 | ||||||
BANK OF AMERICA CORP | 2.151% 11/09/2020 DD 11/09/16 | 110,000 | 110,000 | 109,496 | ||||||
BANK OF AMERICA CORP | 2.600% 01/15/2019 DD 10/22/13 | 9,000 | 8,998 | 9,031 | ||||||
BANK OF AMERICA CORP | 2.625% 04/19/2021 DD 04/19/16 | 835,000 | 842,394 | 839,259 | ||||||
BANK OF AMERICA CORP | 3.950% 04/21/2025 DD 04/21/15 | 55,000 | 54,838 | 56,877 | ||||||
BANK OF AMERICA CORP | 4.450% 03/03/2026 DD 03/03/16 | 300,000 | 318,840 | 320,220 | ||||||
BANK OF AMERICA CORP | 6.875% 04/25/2018 DD 04/25/08 | 625,000 | 693,310 | 634,550 | ||||||
BANK OF AMERICA CORP | VAR RT 04/24/2028 DD 04/24/17 | 170,000 | 170,000 | 174,486 | ||||||
BANK OF AMERICA CORP | VAR RT 07/21/2021 DD 07/21/17 | 480,000 | 480,000 | 479,160 | ||||||
BANK OF AMERICA CORP 144A | VAR RT 12/20/2023 DD 12/20/17 | 53,409 | 53,419 | 53,546 | ||||||
BANK OF NEW YORK MELLON CORP/T | 2.450% 11/27/2020 DD 11/27/15 | 345,000 | 349,734 | 346,283 | ||||||
BANK OF NEW YORK MELLON CORP/T | VAR RT 05/16/2023 DD 05/16/17 | 350,000 | 350,000 | 349,815 | ||||||
BANK OF NEW YORK MELLON CORP/T | VAR RT 10/30/2023 DD 10/31/16 | 490,000 | 490,000 | 503,431 | ||||||
BAT CAPITAL CORP 144A | 2.297% 08/14/2020 DD 08/15/17 | 275,000 | 275,000 | 273,488 | ||||||
BAT CAPITAL CORP 144A | 3.222% 08/15/2024 DD 08/15/17 | 275,000 | 275,000 | 274,989 | ||||||
BAT INTERNATIONAL FINANCE 144A | 2.750% 06/15/2020 DD 06/15/15 | 140,000 | 139,779 | 140,685 | ||||||
BEAR STEARNS COS LLC/THE | 7.250% 02/01/2018 DD 02/01/08 | 115,000 | 143,107 | 115,460 | ||||||
BECTON DICKINSON AND CO | 2.894% 06/06/2022 DD 06/06/17 | 530,000 | 530,000 | 526,688 | ||||||
BERKSHIRE HATHAWAY ENERGY CO | 2.400% 02/01/2020 DD 12/04/14 | 440,000 | 444,121 | 442,055 | ||||||
BNP PARIBAS SA 144A | 3.800% 01/10/2024 DD 01/10/17 | 200,000 | 199,392 | 206,924 | ||||||
BOSTON GAS CO 144A | 3.150% 08/01/2027 DD 08/03/17 | 60,000 | 59,944 | 59,807 | ||||||
BP CAPITAL MARKETS PLC | 3.279% 09/19/2027 DD 09/19/17 | 225,000 | 225,000 | 227,765 | ||||||
BROADCOM CORP / BROADCOM 144A | 3.000% 01/15/2022 DD 01/19/17 | 570,000 | 567,674 | 565,172 | ||||||
BROADCOM CORP / BROADCOM 144A | 3.625% 01/15/2024 DD 01/19/17 | 405,000 | 404,579 | 402,728 | ||||||
BURLINGTON NORTHERN SANTA FE L | 3.250% 06/15/2027 DD 03/09/17 | 55,000 | 54,861 | 56,262 | ||||||
CANADIAN NATURAL RESOURCES LTD | 3.850% 06/01/2027 DD 05/30/17 | 275,000 | 275,220 | 280,684 | ||||||
CARDINAL HEALTH INC | 1.950% 06/15/2018 DD 06/23/15 | 50,000 | 49,961 | 49,972 | ||||||
CARDINAL HEALTH INC | 2.616% 06/15/2022 DD 06/12/17 | 285,000 | 285,000 | 280,238 | ||||||
CATERPILLAR FINANCIAL SERVICES | 1.850% 09/04/2020 DD 09/07/17 | 250,000 | 249,790 | 247,083 | ||||||
CBS CORP 144A | 2.900% 06/01/2023 DD 11/16/17 | 205,000 | 203,214 | 201,548 | ||||||
CENTERPOINT ENERGY INC | 2.500% 09/01/2022 DD 08/10/17 | 200,000 | 200,055 | 196,990 | ||||||
CHARTER COMMUNICATIONS OPERATI | 3.579% 07/23/2020 DD 07/23/16 | 70,000 | 69,952 | 71,305 | ||||||
CHARTER COMMUNICATIONS OPERATI | 4.464% 07/23/2022 DD 07/23/16 | 485,000 | 486,542 | 506,025 | ||||||
CHARTER COMMUNICATIONS OPERATI | 4.908% 07/23/2025 DD 07/23/16 | 175,000 | 185,733 | 186,058 | ||||||
CHEVRON CORP | 1.561% 05/16/2019 DD 05/16/16 | 315,000 | 315,000 | 313,201 | ||||||
CIGNA CORP | 3.050% 10/15/2027 DD 09/14/17 | 240,000 | 239,539 | 235,738 | ||||||
CITIGROUP COMMERCIAL M GC35 A4 | 3.818% 11/10/2048 DD 12/01/15 | 300,000 | 308,991 | 314,916 | ||||||
CITIGROUP COMMERCIAL MOR P1 A5 | 3.717% 09/15/2048 DD 08/01/15 | 264,000 | 285,594 | 276,052 |
37
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX F - UNDERLYING ASSETS FOR BANK OF TOKYO INV-DOWCHEM13-1 AND RGA RGA00036 December 31, 2017 | ||||||||||
CITIGROUP INC | 2.450% 01/10/2020 DD 01/10/17 | 700,000 | 699,720 | 700,322 | ||||||
CITIGROUP INC | 2.700% 03/30/2021 DD 03/30/16 | 540,000 | 542,328 | 541,642 | ||||||
CITIGROUP INC | 2.700% 10/27/2022 DD 10/27/17 | 190,000 | 189,365 | 187,971 | ||||||
CITIGROUP INC | 3.700% 01/12/2026 DD 01/12/16 | 135,000 | 134,820 | 138,984 | ||||||
CITIGROUP INC | 4.450% 09/29/2027 DD 09/29/15 | 155,000 | 155,886 | 164,099 | ||||||
CITIGROUP INC | 4.600% 03/09/2026 DD 03/09/16 | 215,000 | 214,574 | 228,807 | ||||||
CITIGROUP INC | 5.500% 09/13/2025 DD 09/13/13 | 135,000 | 149,764 | 152,083 | ||||||
CITIGROUP INC | VAR RT 05/17/2024 DD 05/17/17 | 190,000 | 190,000 | 192,922 | ||||||
CITIZENS BANK NA/PROVIDENCE RI | 2.300% 12/03/2018 DD 12/03/15 | 400,000 | 399,480 | 400,272 | ||||||
COCA-COLA EUROPEAN PARTNERS US | 3.500% 09/15/2020 DD 09/14/10 | 450,000 | 465,605 | 461,304 | ||||||
COMCAST CORP | 2.350% 01/15/2027 DD 07/19/16 | 110,000 | 99,958 | 103,884 | ||||||
COMCAST CORP | 3.125% 07/15/2022 DD 07/02/12 | 30,000 | 31,523 | 30,738 | ||||||
COMM 2014-CCRE21 MORTG CR21 A3 | 3.528% 12/10/2047 DD 12/01/14 | 445,267 | 457,994 | 459,756 | ||||||
COMM 2014-UBS4 MORTGAG UBS4 A5 | 3.694% 08/10/2047 DD 07/01/14 | 449,000 | 466,358 | 467,854 | ||||||
COMM 2015-CCRE26 MORTG CR26 A4 | 3.630% 10/10/2048 DD 10/01/15 | 453,000 | 466,201 | 471,659 | ||||||
COMM 2015-LC19 MORTGAG LC19 A4 | 3.183% 02/10/2048 DD 02/01/15 | 320,000 | 317,900 | 323,837 | ||||||
COMMIT TO PUR FHLMC GOLD SFM | 3.000% 01/01/2033 DD 01/01/18 | 2,200,000 | 2,243,227 | 2,240,040 | ||||||
COMMIT TO PUR FHLMC GOLD SFM | 3.500% 01/01/2048 DD 01/01/18 | 5,100,000 | 5,238,551 | 5,237,343 | ||||||
COMMIT TO PUR FHLMC GOLD SFM | 4.500% 01/01/2048 DD 01/01/18 | 2,000,000 | 2,131,328 | 2,125,940 | ||||||
COMMIT TO PUR FNMA SF MTG | 3.000% 01/01/2033 DD 01/01/18 | 2,600,000 | 2,651,594 | 2,648,256 | ||||||
COMMIT TO PUR FNMA SF MTG | 4.000% 01/01/2048 DD 01/01/18 | 1,100,000 | 1,151,090 | 1,150,314 | ||||||
COMMIT TO PUR GNMA II JUMBOS | 3.000% 01/20/2048 DD 01/01/18 | 4,400,000 | 4,444,516 | 4,439,864 | ||||||
COMMIT TO PUR GNMA II JUMBOS | 3.500% 01/20/2048 DD 01/01/18 | 9,105,000 | 9,415,249 | 9,412,294 | ||||||
CONCHO RESOURCES INC | 3.750% 10/01/2027 DD 09/26/17 | 55,000 | 54,800 | 55,718 | ||||||
CONSTELLATION BRANDS INC | 2.650% 11/07/2022 DD 11/07/17 | 360,000 | 358,495 | 356,173 | ||||||
CONSTELLATION BRANDS INC | 2.700% 05/09/2022 DD 05/09/17 | 30,000 | 29,935 | 29,853 | ||||||
CORP NACIONAL DEL COBRE D 144A | 3.625% 08/01/2027 DD 08/01/17 | 200,000 | 196,474 | 200,218 | ||||||
COX COMMUNICATIONS INC 144A | 3.150% 08/15/2024 DD 08/07/17 | 320,000 | 318,272 | 315,162 | ||||||
CREDIT SUISSE GROUP FUNDING GU | 3.800% 09/15/2022 DD 09/15/15 | 725,000 | 737,013 | 747,867 | ||||||
CROWN CASTLE INTERNATIONAL COR | 3.200% 09/01/2024 DD 08/01/17 | 175,000 | 174,512 | 173,185 | ||||||
CSAIL 2015-C1 COMMERCIAL C1 A4 | 3.505% 04/15/2050 DD 03/01/15 | 372,000 | 396,747 | 383,026 | ||||||
CSAIL 2015-C3 COMMERCIAL C3 A3 | 3.447% 08/15/2048 DD 08/01/15 | 275,000 | 284,550 | 281,166 | ||||||
CSAIL 2015-C3 COMMERCIAL C3 A4 | 3.718% 08/15/2048 DD 08/01/15 | 256,000 | 264,940 | 266,276 | ||||||
CSAIL 2015-C4 COMMERCIAL C4 A4 | 3.808% 11/15/2048 DD 11/01/15 | 286,000 | 294,578 | 298,993 | ||||||
CSX CORP | 3.250% 06/01/2027 DD 05/01/17 | 295,000 | 294,640 | 294,711 | ||||||
CVS HEALTH CORP | 2.750% 12/01/2022 DD 11/29/12 | 30,000 | 29,958 | 29,552 | ||||||
CVS HEALTH CORP | 2.800% 07/20/2020 DD 07/20/15 | 391,000 | 392,154 | 392,630 | ||||||
CVS HEALTH CORP | 2.875% 06/01/2026 DD 05/25/16 | 125,000 | 117,375 | 119,845 | ||||||
CVS HEALTH CORP | 3.500% 07/20/2022 DD 07/20/15 | 175,000 | 174,925 | 178,255 | ||||||
DAIMLER FINANCE NORTH AME 144A | 1.650% 03/02/2018 DD 03/02/15 | 225,000 | 224,811 | 224,924 | ||||||
DBJPM 16-C3 MORTGAGE TRU C3 A5 | 2.890% 09/10/2049 DD 08/01/16 | 576,000 | 569,389 | 567,913 |
38
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX F - UNDERLYING ASSETS FOR BANK OF TOKYO INV-DOWCHEM13-1 AND RGA RGA00036 December 31, 2017 | ||||||||||
DEUTSCHE BANK AG/NEW YORK NY | 2.700% 07/13/2020 DD 07/13/17 | 265,000 | 264,637 | 263,702 | ||||||
DEVON FINANCING CO LLC | 7.875% 09/30/2031 DD 10/03/01 | 30,000 | 31,958 | 41,184 | ||||||
DISCOVERY COMMUNICATIONS LLC | 2.950% 03/20/2023 DD 09/21/17 | 95,000 | 94,880 | 94,020 | ||||||
DISCOVERY COMMUNICATIONS LLC | 3.800% 03/13/2024 DD 03/13/17 | 183,000 | 185,930 | 185,644 | ||||||
DISCOVERY COMMUNICATIONS LLC | 4.900% 03/11/2026 DD 03/11/16 | 95,000 | 101,621 | 101,347 | ||||||
DOMINION ENERGY INC | 2.000% 08/15/2021 DD 08/09/16 | 35,000 | 34,950 | 34,202 | ||||||
DOMINION ENERGY INC | 2.500% 12/01/2019 DD 11/25/14 | 260,000 | 262,618 | 260,400 | ||||||
DOMINION ENERGY INC | 3.900% 10/01/2025 DD 09/24/15 | 560,000 | 563,959 | 584,422 | ||||||
DTE ENERGY CO | 1.500% 10/01/2019 DD 10/05/16 | 150,000 | 149,813 | 147,621 | ||||||
DUKE ENERGY CAROLINAS LLC | 2.500% 03/15/2023 DD 03/11/16 | 295,000 | 294,885 | 292,366 | ||||||
DUKE ENERGY CORP | 1.800% 09/01/2021 DD 08/12/16 | 505,000 | 502,813 | 491,188 | ||||||
DUKE ENERGY CORP | 2.650% 09/01/2026 DD 08/12/16 | 25,000 | 24,923 | 23,954 | ||||||
DUKE ENERGY CORP | 3.750% 04/15/2024 DD 04/04/14 | 200,000 | 199,882 | 208,882 | ||||||
DUKE ENERGY PROGRESS LLC | 3.250% 08/15/2025 DD 08/13/15 | 265,000 | 264,192 | 270,515 | ||||||
ELI LILLY & CO | 2.350% 05/15/2022 DD 05/09/17 | 195,000 | 194,706 | 194,458 | ||||||
EXELON CORP | 2.450% 04/15/2021 DD 04/07/16 | 30,000 | 29,993 | 29,864 | ||||||
FEDEX CORP | 3.250% 04/01/2026 DD 03/24/16 | 55,000 | 54,888 | 55,420 | ||||||
FHLMC POOL #A4-1215 | 5.000% 11/01/2035 DD 12/01/05 | 82,651 | 79,377 | 89,363 | ||||||
FHLMC POOL #A4-1297 | 5.000% 12/01/2035 DD 12/01/05 | 33,759 | 32,421 | 36,570 | ||||||
FHLMC POOL #A4-1833 | 5.000% 01/01/2036 DD 01/01/06 | 15,393 | 14,783 | 16,637 | ||||||
FHLMC POOL #A4-7715 | 5.000% 11/01/2035 DD 11/01/05 | 379 | 364 | 407 | ||||||
FHLMC POOL #A7-0631 | 5.000% 12/01/2037 DD 12/01/07 | 105,263 | 100,954 | 114,170 | ||||||
FHLMC POOL #A7-7292 | 5.000% 04/01/2038 DD 05/01/08 | 158,164 | 156,187 | 170,898 | ||||||
FHLMC POOL #A9-6129 | 4.000% 01/01/2041 DD 12/01/10 | 2,180,624 | 2,252,347 | 2,289,328 | ||||||
FHLMC POOL #B1-1979 | 5.500% 01/01/2019 DD 01/01/04 | 2,619 | 2,622 | 2,644 | ||||||
FHLMC POOL #B1-5992 | 5.500% 08/01/2019 DD 08/01/04 | 8,182 | 8,471 | 8,293 | ||||||
FHLMC POOL #B1-6466 | 5.500% 09/01/2019 DD 09/01/04 | 23,384 | 23,410 | 23,753 | ||||||
FHLMC POOL #E0-1648 | 5.500% 05/01/2019 DD 05/01/04 | 817 | 846 | 827 | ||||||
FHLMC POOL #E9-9911 | 5.500% 10/01/2018 DD 09/01/03 | 3,261 | 3,376 | 3,282 | ||||||
FHLMC POOL #G0-1940 | 5.000% 10/01/2035 DD 10/01/05 | 36,402 | 34,192 | 39,478 | ||||||
FHLMC POOL #G0-4214 | 5.500% 05/01/2038 DD 04/01/08 | 125,609 | 126,473 | 138,868 | ||||||
FHLMC POOL #G0-8563 | 4.000% 01/01/2044 DD 12/01/13 | 592,079 | 610,304 | 620,037 | ||||||
FHLMC POOL #G0-8741 | 3.000% 01/01/2047 DD 12/01/16 | 7,925,124 | 8,143,064 | 7,932,811 | ||||||
FHLMC MULTICLASS MTG K003 A5 | 5.085% 03/25/2019 DD 06/01/09 | 175,000 | 176,749 | 179,548 | ||||||
FHLMC MULTICLASS MTG K068 A2 | 3.244% 08/25/2027 DD 10/01/17 | 382,000 | 393,447 | 393,506 | ||||||
FIDELITY NATIONAL INFORMATION | 2.250% 08/15/2021 DD 08/16/16 | 175,000 | 174,976 | 172,050 | ||||||
FIFTH THIRD AUTO TRUST 20 3 A4 | 1.470% 05/17/2021 DD 10/29/14 | 469,723 | 469,580 | 469,361 | ||||||
FIFTH THIRD BANK/CINCINNATI OH | 2.875% 10/01/2021 DD 09/05/14 | 300,000 | 298,455 | 302,943 | ||||||
FIRSTENERGY CORP | 3.900% 07/15/2027 DD 06/21/17 | 260,000 | 259,134 | 266,409 | ||||||
FNMA POOL #0252441 | 6.000% 05/01/2019 DD 04/01/99 | 1,124 | 1,225 | 1,256 | ||||||
FNMA POOL #0256315 | 5.500% 07/01/2036 DD 06/01/06 | 64,469 | 63,207 | 71,271 | ||||||
FNMA POOL #0693008 | 5.000% 05/01/2018 DD 05/01/03 | 79 | 80 | 81 |
39
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX F - UNDERLYING ASSETS FOR BANK OF TOKYO INV-DOWCHEM13-1 AND RGA RGA00036 December 31, 2017 | ||||||||||
FNMA POOL #0725206 | 5.500% 02/01/2034 DD 02/01/04 | 113,145 | 128,901 | 125,575 | ||||||
FNMA POOL #0725222 | 5.500% 02/01/2034 DD 02/01/04 | 182,441 | 207,767 | 202,410 | ||||||
FNMA POOL #0725314 | 5.000% 04/01/2034 DD 03/01/04 | 48,259 | 45,840 | 52,421 | ||||||
FNMA POOL #0726028 | 5.000% 08/01/2018 DD 07/01/03 | 853 | 856 | 869 | ||||||
FNMA POOL #0727187 | 5.500% 08/01/2033 DD 08/01/03 | 20,303 | 20,436 | 22,306 | ||||||
FNMA POOL #0733371 | 5.000% 08/01/2018 DD 07/01/03 | 3,484 | 3,516 | 3,546 | ||||||
FNMA POOL #0733655 | 5.500% 09/01/2033 DD 08/01/03 | 32,340 | 32,552 | 35,865 | ||||||
FNMA POOL #0734847 | 5.500% 08/01/2033 DD 08/01/03 | 51,378 | 51,716 | 56,801 | ||||||
FNMA POOL #0735383 | 5.000% 04/01/2035 DD 03/01/05 | 436,058 | 488,291 | 473,668 | ||||||
FNMA POOL #0738499 | 5.500% 09/01/2033 DD 09/01/03 | 5,356 | 5,391 | 5,864 | ||||||
FNMA POOL #0738632 | 5.000% 11/01/2018 DD 11/01/03 | 4,767 | 4,812 | 4,860 | ||||||
FNMA POOL #0743133 | 5.000% 10/01/2018 DD 09/01/03 | 5,428 | 5,479 | 5,526 | ||||||
FNMA POOL #0743186 | 5.000% 10/01/2018 DD 09/01/03 | 14,935 | 15,075 | 15,204 | ||||||
FNMA POOL #0743859 | 5.000% 11/01/2018 DD 10/01/03 | 16,533 | 16,688 | 16,831 | ||||||
FNMA POOL #0743887 | 5.000% 11/01/2018 DD 10/01/03 | 3,119 | 3,148 | 3,175 | ||||||
FNMA POOL #0747866 | 5.000% 11/01/2018 DD 11/01/03 | 8,614 | 8,695 | 8,769 | ||||||
FNMA POOL #0757861 | 5.000% 10/01/2018 DD 11/01/03 | 9,395 | 9,483 | 9,564 | ||||||
FNMA POOL #0778421 | 5.000% 08/01/2035 DD 07/01/05 | 4,116 | 4,048 | 4,418 | ||||||
FNMA POOL #0820263 | 5.000% 07/01/2035 DD 07/01/05 | 15,570 | 15,314 | 16,847 | ||||||
FNMA POOL #0825951 | 5.000% 07/01/2035 DD 06/01/05 | 23,916 | 23,523 | 26,007 | ||||||
FNMA POOL #0826955 | 5.000% 06/01/2035 DD 06/01/05 | 2,614 | 2,571 | 2,836 | ||||||
FNMA POOL #0828523 | 5.000% 07/01/2035 DD 07/01/05 | 29,343 | 28,861 | 31,857 | ||||||
FNMA POOL #0828547 | 5.000% 08/01/2035 DD 08/01/05 | 3,358 | 3,187 | 3,633 | ||||||
FNMA POOL #0828678 | 5.000% 07/01/2035 DD 07/01/05 | 22,165 | 21,801 | 23,887 | ||||||
FNMA POOL #0828712 | 5.000% 07/01/2035 DD 07/01/05 | 37,405 | 36,792 | 40,594 | ||||||
FNMA POOL #0830996 | 5.000% 08/01/2035 DD 07/01/05 | 35,206 | 34,629 | 37,927 | ||||||
FNMA POOL #0832013 | 5.000% 09/01/2035 DD 08/01/05 | 54,161 | 53,272 | 58,815 | ||||||
FNMA POOL #0832878 | 5.000% 09/01/2035 DD 08/01/05 | 53,034 | 51,285 | 57,535 | ||||||
FNMA POOL #0838778 | 5.000% 10/01/2035 DD 10/01/05 | 19,573 | 18,592 | 21,250 | ||||||
FNMA POOL #0840377 | 5.000% 11/01/2035 DD 11/01/05 | 20,853 | 19,808 | 22,644 | ||||||
FNMA POOL #0843360 | 5.000% 11/01/2035 DD 11/01/05 | 7,350 | 6,984 | 7,896 | ||||||
FNMA POOL #0844018 | 5.000% 11/01/2035 DD 10/01/05 | 50,491 | 47,960 | 54,778 | ||||||
FNMA POOL #0867065 | 5.000% 02/01/2036 DD 02/01/06 | 14,974 | 14,214 | 16,241 | ||||||
FNMA POOL #0882022 | 5.500% 05/01/2036 DD 05/01/06 | 2,425 | 2,377 | 2,682 | ||||||
FNMA POOL #0888023 | 5.500% 06/01/2036 DD 11/01/06 | 374,934 | 374,055 | 415,423 | ||||||
FNMA POOL #0888120 | 5.000% 10/01/2035 DD 12/01/06 | 118,679 | 114,757 | 128,853 | ||||||
FNMA POOL #0888635 | 5.500% 09/01/2036 DD 08/01/07 | 95,486 | 108,756 | 105,959 | ||||||
FNMA POOL #0893289 | 5.500% 08/01/2036 DD 08/01/06 | 24,111 | 23,663 | 26,685 | ||||||
FNMA POOL #0893363 | 5.000% 06/01/2036 DD 08/01/06 | 6,229 | 5,917 | 6,764 | ||||||
FNMA POOL #0900979 | 5.500% 09/01/2036 DD 09/01/06 | 8,323 | 8,168 | 9,112 | ||||||
FNMA POOL #0961876 | 5.000% 03/01/2038 DD 02/01/08 | 150,057 | 146,528 | 163,349 | ||||||
FNMA POOL #0AL5249 | 4.500% 01/01/2043 DD 04/01/14 | 1,012,022 | 1,094,723 | 1,084,948 |
40
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX F - UNDERLYING ASSETS FOR BANK OF TOKYO INV-DOWCHEM13-1 AND RGA RGA00036 December 31, 2017 | ||||||||||
FNMA POOL #0AL7366 | 4.500% 08/01/2042 DD 09/01/15 | 1,203,894 | 1,303,215 | 1,290,056 | ||||||
FNMA POOL #0AN6110 | 3.000% 07/01/2027 DD 07/01/17 | 515,000 | 526,064 | 519,779 | ||||||
FNMA POOL #0AN6257 | 3.160% 08/01/2027 DD 08/01/17 | 690,000 | 709,838 | 706,250 | ||||||
FNMA POOL #0AN7376 | 2.880% 11/01/2027 DD 11/01/17 | 730,112 | 733,078 | 729,404 | ||||||
FNMA POOL #0AT2016 | 3.000% 04/01/2043 DD 04/01/13 | 1,013,819 | 1,023,324 | 1,019,294 | ||||||
FNMA POOL #0AU1358 | 3.000% 07/01/2028 DD 07/01/13 | 581,131 | 602,833 | 593,695 | ||||||
FNMA POOL #0AU8871 | 3.000% 12/01/2028 DD 11/01/13 | 1,024,062 | 1,050,463 | 1,045,608 | ||||||
FNMA POOL #0MA3120 | 3.500% 09/01/2047 DD 08/01/17 | 1,866,491 | 1,932,321 | 1,917,484 | ||||||
FNMA POOL #0MA3143 | 3.000% 08/01/2047 DD 08/01/17 | 4,839,017 | 4,911,312 | 4,841,485 | ||||||
FORD MOTOR CO | 4.346% 12/08/2026 DD 12/08/16 | 375,000 | 377,943 | 390,968 | ||||||
FORTIS INC/CANADA | 2.100% 10/04/2021 DD 04/04/17 | 75,000 | 74,809 | 73,209 | ||||||
FORTIS INC/CANADA | 3.055% 10/04/2026 DD 04/04/17 | 200,000 | 198,266 | 193,110 | ||||||
FORTIVE CORP | 2.350% 06/15/2021 DD 06/15/17 | 360,000 | 362,588 | 356,850 | ||||||
GENERAL MOTORS FINANCIAL CO IN | 4.300% 07/13/2025 DD 07/13/15 | 600,000 | 588,858 | 625,254 | ||||||
GENERAL MOTORS FINANCIAL CO IN | 5.250% 03/01/2026 DD 03/01/16 | 175,000 | 182,266 | 192,432 | ||||||
GEORGIA POWER CO | 2.400% 04/01/2021 DD 03/08/16 | 200,000 | 199,590 | 198,202 | ||||||
GEORGIA POWER CO | 3.250% 03/30/2027 DD 03/03/17 | 75,000 | 74,915 | 75,248 | ||||||
GNMA POOL #0249532 | 8.500% 04/15/2018 DD 05/01/88 | 243 | 262 | 243 | ||||||
GNMA POOL #0345910 | 6.000% 12/15/2023 DD 12/01/93 | 3,334 | 3,474 | 3,727 | ||||||
GNMA POOL #0427239 | 6.000% 01/15/2028 DD 01/01/98 | 679 | 708 | 759 | ||||||
GNMA POOL #0465541 | 6.000% 07/15/2028 DD 07/01/98 | 1,417 | 1,476 | 1,584 | ||||||
GNMA POOL #0486703 | 6.000% 11/15/2028 DD 11/01/98 | 962 | 1,003 | 1,100 | ||||||
GNMA POOL #0491289 | 6.000% 11/15/2028 DD 11/01/98 | 10,299 | 10,766 | 11,514 | ||||||
GNMA POOL #0596613 | 6.000% 10/15/2032 DD 10/01/02 | 641 | 661 | 721 | ||||||
GNMA POOL #0601319 | 6.000% 02/15/2033 DD 02/01/03 | 10,803 | 11,293 | 12,078 | ||||||
GNMA POOL #0739896 | 4.000% 01/15/2041 DD 01/01/11 | 152,017 | 164,173 | 159,113 | ||||||
GNMA POOL #0767263 | 4.000% 08/15/2041 DD 08/01/11 | 702,096 | 758,236 | 736,738 | ||||||
GNMA POOL #0770410 | 4.000% 06/15/2041 DD 06/01/11 | 55,869 | 60,391 | 58,477 | ||||||
GNMA POOL #0778693 | 4.000% 12/15/2041 DD 12/01/11 | 148,051 | 160,034 | 155,324 | ||||||
GNMA POOL #0781856 | 6.000% 08/15/2034 DD 01/01/05 | 159,820 | 165,351 | 180,633 | ||||||
GNMA POOL #0782071 | 7.000% 05/15/2033 DD 03/01/06 | 48,429 | 50,533 | 56,153 | ||||||
GNMA II POOL #0MA4652 | 3.500% 08/20/2047 DD 08/01/17 | 2,763,398 | 2,877,820 | 2,859,536 | ||||||
GOLDMAN SACHS GROUP INC/THE | 2.000% 04/25/2019 DD 04/25/16 | 45,000 | 44,875 | 44,865 | ||||||
GOLDMAN SACHS GROUP INC/THE | 2.350% 11/15/2021 DD 09/27/16 | 115,000 | 114,882 | 113,257 | ||||||
GOLDMAN SACHS GROUP INC/THE | 2.375% 01/22/2018 DD 01/22/13 | 165,000 | 164,931 | 165,033 | ||||||
GOLDMAN SACHS GROUP INC/THE | 2.600% 04/23/2020 DD 01/23/15 | 105,000 | 104,803 | 105,143 | ||||||
GOLDMAN SACHS GROUP INC/THE | 2.600% 12/27/2020 DD 03/27/17 | 340,000 | 339,765 | 339,963 | ||||||
GOLDMAN SACHS GROUP INC/THE | 2.750% 09/15/2020 DD 09/15/15 | 15,000 | 14,969 | 15,075 | ||||||
GOLDMAN SACHS GROUP INC/THE | 3.750% 02/25/2026 DD 02/25/16 | 305,000 | 318,554 | 312,957 | ||||||
GOLDMAN SACHS GROUP INC/THE | 3.750% 05/22/2025 DD 05/22/15 | 25,000 | 24,920 | 25,756 | ||||||
GOLDMAN SACHS GROUP INC/THE | 4.000% 03/03/2024 DD 03/03/14 | 260,000 | 259,215 | 272,776 | ||||||
GOLDMAN SACHS GROUP INC/THE | 5.750% 01/24/2022 DD 01/24/12 | 285,000 | 303,235 | 316,017 |
41
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX F - UNDERLYING ASSETS FOR BANK OF TOKYO INV-DOWCHEM13-1 AND RGA RGA00036 December 31, 2017 | ||||||||||
GOLDMAN SACHS GROUP INC/THE | 6.150% 04/01/2018 DD 04/01/08 | 210,000 | 245,547 | 212,209 | ||||||
GOLDMAN SACHS GROUP INC/THE | VAR RT 06/05/2028 DD 06/05/17 | 210,000 | 210,000 | 213,037 | ||||||
GOLDMAN SACHS GROUP INC/THE | VAR RT 07/24/2023 DD 07/24/17 | 240,000 | 240,000 | 238,325 | ||||||
GOLDMAN SACHS GROUP INC/THE | VAR RT 10/31/2022 DD 10/31/17 | 180,000 | 180,000 | 179,483 | ||||||
GOLDMAN SACHS GROUP INC/THE | VAR RT 11/29/2023 DD 11/29/13 | 300,000 | 304,878 | 312,249 | ||||||
GS MORTGAGE SECURITIES GC20 A5 | 3.998% 04/10/2047 DD 04/01/14 | 375,000 | 397,676 | 396,656 | ||||||
GS MORTGAGE SECURITIES GS5 A4 | 3.674% 03/10/2050 DD 03/01/17 | 445,000 | 467,226 | 465,719 | ||||||
HESS CORP | 4.300% 04/01/2027 DD 09/28/16 | 365,000 | 364,073 | 365,894 | ||||||
HEWLETT PACKARD ENTERPRISE CO | VAR RT 10/15/2025 DD 10/15/16 | 255,000 | 268,509 | 269,214 | ||||||
HOME DEPOT INC/THE | 2.125% 09/15/2026 DD 09/15/16 | 120,000 | 118,685 | 112,351 | ||||||
HSBC HOLDINGS PLC | 2.950% 05/25/2021 DD 05/25/16 | 400,000 | 403,752 | 402,748 | ||||||
HSBC HOLDINGS PLC | 3.400% 03/08/2021 DD 03/08/16 | 240,000 | 239,453 | 245,304 | ||||||
HSBC HOLDINGS PLC | 4.250% 08/18/2025 DD 08/18/15 | 425,000 | 428,103 | 440,738 | ||||||
HSBC USA INC | 2.750% 08/07/2020 DD 08/07/15 | 325,000 | 324,714 | 326,781 | ||||||
HUMANA INC | 2.500% 12/15/2020 DD 12/21/17 | 125,000 | 124,933 | 124,904 | ||||||
IMPERIAL BRANDS FINANCE P 144A | 3.750% 07/21/2022 DD 07/21/15 | 425,000 | 435,905 | 439,195 | ||||||
INTEL CORP | 1.700% 05/19/2021 DD 05/19/16 | 175,000 | 174,692 | 171,866 | ||||||
INTEL CORP | 2.875% 05/11/2024 DD 05/11/17 | 225,000 | 224,944 | 227,063 | ||||||
INTEL CORP | 3.100% 07/29/2022 DD 07/29/15 | 55,000 | 58,720 | 56,576 | ||||||
INTERCONTINENTAL EXCHANGE INC | 2.750% 12/01/2020 DD 11/24/15 | 100,000 | 99,888 | 101,037 | ||||||
ITC HOLDINGS CORP 144A | 2.700% 11/15/2022 DD 11/14/17 | 315,000 | 314,735 | 314,430 | ||||||
JOHN DEERE CAPITAL CORP | 1.950% 06/22/2020 DD 06/22/17 | 170,000 | 169,896 | 168,795 | ||||||
JOHN DEERE CAPITAL CORP | 2.650% 01/06/2022 DD 01/06/17 | 230,000 | 229,936 | 231,339 | ||||||
JOHNSON & JOHNSON | 2.625% 01/15/2025 DD 11/10/17 | 125,000 | 124,979 | 124,365 | ||||||
JOHNSON & JOHNSON | 2.950% 03/03/2027 DD 03/03/17 | 180,000 | 179,815 | 182,394 | ||||||
JP MORGAN CHASE COMMERC JP3 A5 | 2.870% 08/15/2049 DD 09/01/16 | 270,000 | 264,727 | 265,224 | ||||||
JPMBB COMMERCIAL MORTGA C22 A4 | 3.801% 09/15/2047 DD 08/01/14 | 285,000 | 295,584 | 298,691 | ||||||
JPMBB COMMERCIAL MORTGA C32 A5 | 3.598% 11/15/2048 DD 10/01/15 | 322,000 | 351,219 | 333,782 | ||||||
JPMORGAN CHASE & CO | 1.850% 03/22/2019 DD 03/23/16 | 330,000 | 329,789 | 328,792 | ||||||
JPMORGAN CHASE & CO | 2.295% 08/15/2021 DD 08/08/16 | 695,000 | 697,373 | 688,780 | ||||||
JPMORGAN CHASE & CO | 2.550% 03/01/2021 DD 03/01/16 | 80,000 | 79,940 | 80,042 | ||||||
JPMORGAN CHASE & CO | 3.200% 01/25/2023 DD 01/25/13 | 375,000 | 372,885 | 382,500 | ||||||
JPMORGAN CHASE & CO | 3.300% 04/01/2026 DD 03/23/16 | 100,000 | 99,881 | 100,788 | ||||||
JPMORGAN CHASE & CO | 4.350% 08/15/2021 DD 08/10/11 | 250,000 | 248,800 | 265,155 | ||||||
JPMORGAN CHASE & CO | 4.500% 01/24/2022 DD 01/23/12 | 105,000 | 112,184 | 112,355 | ||||||
JPMORGAN CHASE & CO | VAR RT 03/01/2025 DD 06/01/17 | 280,000 | 280,000 | 282,184 | ||||||
KEYCORP | 2.900% 09/15/2020 DD 09/15/15 | 485,000 | 491,137 | 489,540 | ||||||
KINDER MORGAN INC/DE | 3.150% 01/15/2023 DD 08/10/17 | 410,000 | 409,073 | 407,503 | ||||||
KRAFT HEINZ FOODS CO | 2.000% 07/02/2018 DD 07/02/16 | 150,000 | 150,626 | 149,996 | ||||||
KRAFT HEINZ FOODS CO | 3.000% 06/01/2026 DD 05/24/16 | 320,000 | 318,598 | 307,930 | ||||||
LAM RESEARCH CORP | 2.800% 06/15/2021 DD 06/07/16 | 120,000 | 119,899 | 120,754 | ||||||
LB-UBS COMMERCIAL MORTGA C1 A2 | VAR RT 04/15/2041 DD 04/11/08 | 147,294 | 163,018 | 147,545 |
42
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX F - UNDERLYING ASSETS FOR BANK OF TOKYO INV-DOWCHEM13-1 AND RGA RGA00036 December 31, 2017 | ||||||||||
LOCKHEED MARTIN CORP | 2.500% 11/23/2020 DD 11/23/15 | 80,000 | 79,713 | 80,511 | ||||||
LOWE'S COS INC | 3.100% 05/03/2027 DD 05/03/17 | 120,000 | 119,815 | 120,425 | ||||||
MARATHON OIL CORP | 2.700% 06/01/2020 DD 06/10/15 | 55,000 | 54,881 | 55,008 | ||||||
MARATHON OIL CORP | 2.800% 11/01/2022 DD 10/29/12 | 210,000 | 193,447 | 207,955 | ||||||
MARSH & MCLENNAN COS INC | 3.500% 03/10/2025 DD 09/10/14 | 65,000 | 64,796 | 66,966 | ||||||
MARSH & MCLENNAN COS INC | 4.050% 10/15/2023 DD 09/27/13 | 375,000 | 373,523 | 395,006 | ||||||
METHANEX CORP | 3.250% 12/15/2019 DD 12/17/12 | 345,000 | 348,129 | 346,539 | ||||||
MICROSOFT CORP | 2.000% 08/08/2023 DD 08/08/16 | 245,000 | 244,267 | 237,995 | ||||||
MICROSOFT CORP | 2.400% 08/08/2026 DD 08/08/16 | 195,000 | 191,669 | 188,052 | ||||||
MICROSOFT CORP | 2.875% 02/06/2024 DD 02/06/17 | 10,000 | 9,927 | 10,145 | ||||||
MOLSON COORS BREWING CO | 1.450% 07/15/2019 DD 07/07/16 | 110,000 | 109,945 | 108,626 | ||||||
MOODY'S CORP | 2.750% 12/15/2021 DD 03/02/17 | 165,000 | 164,490 | 165,206 | ||||||
MOODY'S CORP 144A | 2.625% 01/15/2023 DD 06/12/17 | 160,000 | 159,626 | 158,722 | ||||||
MORGAN STANLEY | 2.450% 02/01/2019 DD 01/27/16 | 315,000 | 321,294 | 315,797 | ||||||
MORGAN STANLEY | 2.500% 01/24/2019 DD 01/24/14 | 100,000 | 99,632 | 100,255 | ||||||
MORGAN STANLEY | 2.500% 04/21/2021 DD 04/21/16 | 245,000 | 244,177 | 244,591 | ||||||
MORGAN STANLEY | 2.750% 05/19/2022 DD 05/19/17 | 200,000 | 199,582 | 199,266 | ||||||
MORGAN STANLEY | 3.125% 07/27/2026 DD 07/25/16 | 620,000 | 616,558 | 611,525 | ||||||
MORGAN STANLEY | 3.625% 01/20/2027 DD 01/20/17 | 35,000 | 34,650 | 35,821 | ||||||
MORGAN STANLEY | 3.950% 04/23/2027 DD 04/23/15 | 90,000 | 89,676 | 91,393 | ||||||
MORGAN STANLEY | 4.350% 09/08/2026 DD 09/08/14 | 175,000 | 174,692 | 183,376 | ||||||
MORGAN STANLEY | 4.875% 11/01/2022 DD 10/23/12 | 20,000 | 20,161 | 21,536 | ||||||
MORGAN STANLEY | 6.625% 04/01/2018 DD 04/01/08 | 875,000 | 931,108 | 884,590 | ||||||
MORGAN STANLEY BANK OF C14 A5 | 4.064% 02/15/2047 DD 02/01/14 | 25,000 | 26,743 | 26,537 | ||||||
MORGAN STANLEY BANK OF C26 A5 | 3.531% 10/15/2048 DD 11/01/15 | 441,000 | 479,019 | 455,747 | ||||||
MORGAN STANLEY BANK OF C30 A5 | 2.860% 09/15/2049 DD 09/01/16 | 590,000 | 580,962 | 578,643 | ||||||
MPLX LP | 4.125% 03/01/2027 DD 02/10/17 | 100,000 | 99,834 | 102,424 | ||||||
MYLAN NV | 3.150% 06/15/2021 DD 12/15/16 | 235,000 | 234,727 | 236,311 | ||||||
MYLAN NV | 3.750% 12/15/2020 DD 12/15/16 | 95,000 | 94,970 | 97,077 | ||||||
MYLAN NV | VAR RT 12/15/2018 DD 12/15/16 | 205,000 | 207,858 | 206,097 | ||||||
NATIONAL RURAL UTILITIES COOPE | 2.300% 11/01/2020 DD 10/27/15 | 170,000 | 169,657 | 169,837 | ||||||
NATIONAL RURAL UTILITIES COOPE | 2.400% 04/25/2022 DD 04/25/17 | 75,000 | 74,979 | 74,574 | ||||||
NATIONAL RURAL UTILITIES COOPE | 3.050% 02/15/2022 DD 02/02/12 | 225,000 | 224,226 | 228,899 | ||||||
NBCUNIVERSAL MEDIA LLC | 4.375% 04/01/2021 DD 04/01/11 | 20,000 | 20,547 | 21,198 | ||||||
NEW YORK LIFE GLOBAL FUND 144A | 2.000% 04/13/2021 DD 04/13/16 | 340,000 | 340,853 | 335,543 | ||||||
NEXEN ENERGY ULC | 6.200% 07/30/2019 DD 07/30/09 | 275,000 | 320,427 | 288,582 | ||||||
NISSAN MOTOR ACCEPTANCE C 144A | 2.150% 09/28/2020 DD 09/28/17 | 165,000 | 164,861 | 163,635 | ||||||
OBP DEPOSITOR LLC T OBP A 144A | 4.646% 07/15/2045 DD 07/01/10 | 150,000 | 157,838 | 156,839 | ||||||
ORACLE CORP | 2.950% 11/15/2024 DD 11/09/17 | 270,000 | 269,573 | 271,936 | ||||||
PENSKE TRUCK LEASING CO L 144A | 3.375% 02/01/2022 DD 02/02/15 | 140,000 | 146,633 | 142,621 | ||||||
PENSKE TRUCK LEASING CO L 144A | 4.875% 07/11/2022 DD 07/13/12 | 155,000 | 159,446 | 167,333 | ||||||
PEPSICO INC | 1.700% 10/06/2021 DD 10/06/16 | 305,000 | 304,591 | 297,497 |
43
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX F - UNDERLYING ASSETS FOR BANK OF TOKYO INV-DOWCHEM13-1 AND RGA RGA00036 December 31, 2017 | ||||||||||
PEPSICO INC | 2.000% 04/15/2021 DD 10/10/17 | 385,000 | 384,923 | 380,623 | ||||||
PETROLEOS MEXICANOS | 4.625% 09/21/2023 | 99,000 | 99,575 | 101,846 | ||||||
PETROLEOS MEXICANOS | 4.875% 01/24/2022 | 225,000 | 230,006 | 234,506 | ||||||
PETROLEOS MEXICANOS 144A | 6.500% 03/13/2027 DD 03/13/17 | 110,000 | 116,036 | 120,230 | ||||||
PHILIP MORRIS INTERNATIONAL IN | 2.000% 02/21/2020 DD 02/21/17 | 525,000 | 521,787 | 521,735 | ||||||
PHILIP MORRIS INTERNATIONAL IN | 2.375% 08/17/2022 DD 08/17/17 | 190,000 | 189,120 | 187,211 | ||||||
PIONEER NATURAL RESOURCES CO | 4.450% 01/15/2026 DD 12/07/15 | 115,000 | 122,749 | 123,262 | ||||||
PLAINS ALL AMERICAN PIPELINE L | 3.650% 06/01/2022 DD 03/22/12 | 21,000 | 21,017 | 21,122 | ||||||
PNC BANK NA | 2.150% 04/29/2021 DD 04/29/16 | 380,000 | 379,768 | 376,622 | ||||||
PNC BANK NA | 2.700% 11/01/2022 DD 10/22/12 | 350,000 | 321,461 | 348,278 | ||||||
QUALCOMM INC | 2.100% 05/20/2020 DD 05/26/17 | 145,000 | 144,991 | 144,390 | ||||||
REYNOLDS AMERICAN INC | 4.000% 06/12/2022 DD 06/12/15 | 240,000 | 247,779 | 250,759 | ||||||
RIO TINTO FINANCE USA PLC | 2.875% 08/21/2022 DD 08/21/12 | 4,000 | 3,895 | 4,051 | ||||||
ROYAL BANK OF CANADA | 2.150% 10/26/2020 DD 10/26/17 | 360,000 | 359,791 | 357,674 | ||||||
SABINE PASS LIQUEFACTION LLC | 4.200% 03/15/2028 DD 03/06/17 | 55,000 | 54,947 | 55,648 | ||||||
SABINE PASS LIQUEFACTION LLC | 5.750% 05/15/2024 DD 11/15/14 | 170,000 | 188,753 | 188,952 | ||||||
SANTANDER HOLDINGS USA IN 144A | 3.700% 03/28/2022 DD 03/27/17 | 330,000 | 334,666 | 333,970 | ||||||
SANTANDER HOLDINGS USA INC | 2.650% 04/17/2020 DD 04/17/15 | 320,000 | 318,723 | 319,830 | ||||||
SANTANDER UK PLC | 2.350% 09/10/2019 DD 09/10/14 | 154,000 | 153,379 | 154,062 | ||||||
SCRIPPS NETWORKS INTERACTIVE I | 3.950% 06/15/2025 DD 06/02/15 | 110,000 | 112,441 | 111,530 | ||||||
SHELL INTERNATIONAL FINANCE BV | 2.000% 11/15/2018 DD 11/15/13 | 100,000 | 100,672 | 100,056 | ||||||
SHELL INTERNATIONAL FINANCE BV | 2.250% 11/10/2020 DD 11/10/15 | 200,000 | 200,368 | 199,946 | ||||||
SHERWIN-WILLIAMS CO/THE | 2.750% 06/01/2022 DD 05/16/17 | 105,000 | 104,935 | 104,593 | ||||||
SKY PLC 144A | 3.125% 11/26/2022 DD 11/26/12 | 185,000 | 187,057 | 186,073 | ||||||
SOUTHERN CALIFORNIA GAS CO | 2.600% 06/15/2026 DD 06/03/16 | 130,000 | 129,748 | 125,930 | ||||||
SOUTHERN CO/THE | 1.850% 07/01/2019 DD 05/24/16 | 215,000 | 215,973 | 213,699 | ||||||
SOUTHERN CO/THE | 2.350% 07/01/2021 DD 05/24/16 | 20,000 | 19,973 | 19,881 | ||||||
SOUTHERN CO/THE | 2.950% 07/01/2023 DD 05/24/16 | 15,000 | 14,987 | 15,007 | ||||||
SUNCOR ENERGY INC | 3.600% 12/01/2024 DD 11/25/14 | 60,000 | 62,088 | 61,318 | ||||||
SUNOCO LOGISTICS PARTNERS OPER | 4.000% 10/01/2027 DD 09/21/17 | 160,000 | 158,746 | 156,888 | ||||||
SYNCHRONY FINANCIAL | 3.950% 12/01/2027 DD 12/01/17 | 250,000 | 249,285 | 248,948 | ||||||
SYSCO CORP | 2.500% 07/15/2021 DD 04/01/16 | 135,000 | 134,930 | 134,636 | ||||||
TEVA PHARMACEUTICAL FINANCE NE | 1.700% 07/19/2019 DD 07/21/16 | 85,000 | 84,992 | 82,586 | ||||||
TEVA PHARMACEUTICAL FINANCE NE | 2.200% 07/21/2021 DD 07/21/16 | 75,000 | 73,899 | 68,510 | ||||||
THERMO FISHER SCIENTIFIC INC | 2.950% 09/19/2026 DD 09/19/16 | 65,000 | 64,212 | 63,161 | ||||||
THERMO FISHER SCIENTIFIC INC | 3.000% 04/15/2023 DD 04/13/16 | 150,000 | 149,268 | 150,926 | ||||||
TIME WARNER CABLE LLC | 6.750% 07/01/2018 DD 06/19/08 | 145,000 | 171,945 | 148,215 | ||||||
TIME WARNER CABLE LLC | 8.750% 02/14/2019 DD 11/18/08 | 20,000 | 24,431 | 21,325 | ||||||
TIME WARNER INC | 2.950% 07/15/2026 DD 05/10/16 | 115,000 | 109,150 | 108,768 | ||||||
TIME WARNER INC | 3.600% 07/15/2025 DD 06/04/15 | 255,000 | 258,405 | 255,571 | ||||||
TIME WARNER INC | 3.875% 01/15/2026 DD 11/20/15 | 120,000 | 122,145 | 121,145 | ||||||
TOYOTA MOTOR CREDIT CORP | 1.950% 04/17/2020 DD 04/17/17 | 150,000 | 149,931 | 149,396 |
44
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX F - UNDERLYING ASSETS FOR BANK OF TOKYO INV-DOWCHEM13-1 AND RGA RGA00036 December 31, 2017 | ||||||||||
TOYOTA MOTOR CREDIT CORP | 2.600% 01/11/2022 DD 01/09/17 | 450,000 | 449,393 | 452,417 | ||||||
U S TREASURY NOTE | 0.750% 07/15/2019 DD 07/15/16 | 2,460,000 | 2,449,397 | 2,418,574 | ||||||
U S TREASURY NOTE | 1.250% 12/15/2018 DD 12/15/15 | 13,132,000 | 13,212,924 | 13,063,320 | ||||||
U S TREASURY NOTE | 1.375% 02/15/2020 DD 02/15/17 | 3,878,000 | 3,861,158 | 3,835,264 | ||||||
U S TREASURY NOTE | 1.375% 02/29/2020 DD 02/28/15 | 7,125,000 | 7,128,896 | 7,044,559 | ||||||
U S TREASURY NOTE | 1.750% 09/30/2022 DD 09/30/15 | 11,387,000 | 11,191,571 | 11,158,805 | ||||||
U S TREASURY NOTE | 1.875% 01/31/2022 DD 01/31/17 | 1,989,000 | 1,997,624 | 1,968,334 | ||||||
U S TREASURY NOTE | 2.250% 11/15/2024 DD 11/15/14 | 1,500,000 | 1,492,383 | 1,492,260 | ||||||
UBS AG/LONDON 144A | 2.450% 12/01/2020 DD 11/30/17 | 215,000 | 214,802 | 214,353 | ||||||
UBS GROUP FUNDING SWITZER 144A | 2.950% 09/24/2020 DD 09/24/15 | 205,000 | 204,649 | 207,136 | ||||||
UNITED TECHNOLOGIES CORP | 2.800% 05/04/2024 DD 05/04/17 | 350,000 | 349,272 | 347,417 | ||||||
UNITEDHEALTH GROUP INC | 1.700% 02/15/2019 DD 02/25/16 | 130,000 | 129,952 | 129,528 | ||||||
UNITEDHEALTH GROUP INC | 2.125% 03/15/2021 DD 02/25/16 | 260,000 | 259,207 | 258,086 | ||||||
UNITEDHEALTH GROUP INC | 2.300% 12/15/2019 DD 12/08/14 | 245,000 | 250,635 | 245,635 | ||||||
UNITEDHEALTH GROUP INC | 3.750% 07/15/2025 DD 07/23/15 | 125,000 | 124,661 | 131,754 | ||||||
US TREAS-CPI INFLAT | 0.125% 01/15/2023 DD 01/15/13 | 6,871,420 | 6,824,015 | 6,818,029 | ||||||
US TREAS-CPI INFLAT | 0.625% 07/15/2021 DD 07/15/11 | 6,183,586 | 6,425,526 | 6,302,558 | ||||||
VALE OVERSEAS LTD | 6.250% 08/10/2026 | 255,000 | 280,788 | 295,418 | ||||||
VALERO ENERGY CORP | 3.400% 09/15/2026 DD 09/12/16 | 305,000 | 302,903 | 306,241 | ||||||
VENTAS REALTY LP | 3.500% 02/01/2025 DD 01/14/15 | 55,000 | 54,815 | 55,409 | ||||||
VENTAS REALTY LP / VENTAS CAPI | 2.000% 02/15/2018 DD 12/13/12 | 165,000 | 164,569 | 164,990 | ||||||
VENTAS REALTY LP / VENTAS CAPI | 2.700% 04/01/2020 DD 03/19/13 | 30,000 | 29,983 | 30,133 | ||||||
VERIZON COMMUNICATIONS INC | 2.946% 03/15/2022 DD 02/03/17 | 190,000 | 188,155 | 191,157 | ||||||
VERIZON COMMUNICATIONS INC | 3.125% 03/16/2022 DD 03/16/17 | 195,000 | 194,000 | 197,712 | ||||||
VERIZON COMMUNICATIONS INC | 3.500% 11/01/2024 DD 10/29/14 | 110,000 | 111,697 | 111,972 | ||||||
VERIZON COMMUNICATIONS INC | 4.125% 03/16/2027 DD 03/16/17 | 195,000 | 193,549 | 203,328 | ||||||
VIACOM INC | 4.250% 09/01/2023 DD 08/19/13 | 30,000 | 30,605 | 30,630 | ||||||
VISA INC | 2.750% 09/15/2027 DD 09/11/17 | 115,000 | 114,143 | 113,466 | ||||||
VISA INC | 2.800% 12/14/2022 DD 12/14/15 | 135,000 | 134,812 | 136,978 | ||||||
VISA INC | 3.150% 12/14/2025 DD 12/14/15 | 10,000 | 9,963 | 10,223 | ||||||
WAL-MART STORES INC | 1.900% 12/15/2020 DD 10/20/17 | 155,000 | 154,775 | 154,002 | ||||||
WALT DISNEY CO/THE | 1.850% 07/30/2026 DD 07/12/16 | 40,000 | 36,598 | 36,632 | ||||||
WELLS FARGO & CO | 2.500% 03/04/2021 DD 03/04/16 | 550,000 | 549,874 | 549,747 | ||||||
WELLS FARGO & CO | 2.625% 07/22/2022 DD 07/24/17 | 475,000 | 474,582 | 472,445 | ||||||
WELLS FARGO & CO | 3.000% 04/22/2026 DD 04/22/16 | 240,000 | 238,923 | 235,464 | ||||||
WELLS FARGO & CO | 3.450% 02/13/2023 DD 02/13/13 | 125,000 | 124,926 | 127,381 | ||||||
WELLS FARGO & CO | 4.125% 08/15/2023 DD 08/15/13 | 310,000 | 308,224 | 326,911 | ||||||
WELLS FARGO & CO | VAR RT 05/22/2028 DD 05/22/17 | 475,000 | 475,000 | 484,244 | ||||||
WELLS FARGO & CO | VAR RT 10/31/2023 DD 10/31/16 | 120,000 | 120,000 | 123,191 | ||||||
WFRBS COMMERCIAL MORTG LC14 A5 | 4.045% 03/15/2047 DD 02/01/14 | 85,000 | 90,814 | 90,161 | ||||||
WILLIAMS PARTNERS LP | 3.600% 03/15/2022 DD 03/03/15 | 200,000 | 200,219 | 204,582 |
45
THE DOW CHEMICAL COMPANY EMPLOYEES' SAVINGS PLAN PLAN SPONSOR: THE DOW CHEMICAL COMPANY, INC. EMPLOYER IDENTIFICATION NO. 38-1285128 PLAN NO. 002 APPENDIX F - UNDERLYING ASSETS FOR BANK OF TOKYO INV-DOWCHEM13-1 AND RGA RGA00036 December 31, 2017 | ||||||||||
WILLIAMS PARTNERS LP | 3.900% 01/15/2025 DD 06/27/14 | 95,000 | 94,706 | 96,822 | ||||||
WILLIAMS PARTNERS LP | 4.300% 03/04/2024 DD 03/04/14 | 55,000 | 54,885 | 57,604 | ||||||
WILLIS NORTH AMERICA INC | 3.600% 05/15/2024 DD 05/16/17 | 110,000 | 110,160 | 111,826 | ||||||
WORLD OMNI AUTO RECEIVABL B A4 | 1.680% 12/15/2020 DD 10/29/14 | 400,000 | 399,861 | 399,220 | ||||||
COMMIT TO PUR FNMA SF MTG | 3.000% 01/01/2033 DD 01/01/18 | 2,600,000 | (2,651,594 | ) | (2,651,594 | ) | ||||
COMMIT TO PUR FNMA SF MTG | 4.000% 01/01/2048 DD 01/01/18 | 250,000 | (261,611 | ) | (261,611 | ) | ||||
COMMIT TO PUR FNMA SF MTG | 4.000% 01/01/2048 DD 01/01/18 | 250,000 | (261,611 | ) | (261,611 | ) | ||||
COMMIT TO PUR FNMA SF MTG | 4.000% 01/01/2048 DD 01/01/18 | 600,000 | (627,867 | ) | (627,867 | ) | ||||
COMMIT TO PUR FHLMC GOLD SFM | 3.000% 01/01/2033 DD 01/01/18 | 2,200,000 | (2,243,227 | ) | (2,243,227 | ) | ||||
COMMIT TO PUR FHLMC GOLD SFM | 3.500% 01/01/2048 DD 01/01/18 | 2,500,000 | (2,569,336 | ) | (2,569,336 | ) | ||||
COMMIT TO PUR FHLMC GOLD SFM | 3.500% 01/01/2048 DD 01/01/18 | 2,100,000 | (2,155,699 | ) | (2,155,699 | ) | ||||
COMMIT TO PUR FHLMC GOLD SFM | 3.500% 01/01/2048 DD 01/01/18 | 500,000 | (513,516 | ) | (513,516 | ) | ||||
COMMIT TO PUR FHLMC GOLD SFM | 4.500% 01/01/2048 DD 01/01/18 | 2,000,000 | (2,131,328 | ) | (2,131,328 | ) | ||||
COMMIT TO PUR GNMA II JUMBOS | 3.000% 01/20/2048 DD 01/01/18 | 4,400,000 | (4,444,516 | ) | (4,444,516 | ) | ||||
COMMIT TO PUR GNMA II JUMBOS | 3.500% 01/20/2048 DD 01/01/18 | 4,905,000 | (5,072,843 | ) | (5,072,843 | ) | ||||
COMMIT TO PUR GNMA II JUMBOS | 3.500% 01/20/2048 DD 01/01/18 | 4,200,000 | (4,342,406 | ) | (4,342,406 | ) | ||||
U S TREASURY NOTE | 2.250% 11/15/2024 DD 11/15/14 | 1,500,000 | (1,492,383 | ) | (1,496,858 | ) | ||||
INTEREST BEARING CASH | TEMPORARY INVESTMENTS | 36,283,951 | 36,283,951 | |||||||
TOTAL UNDERLYING ASSETS | $ | 193,738,347 | $ | 193,135,993 | ||||||
BANK OF TOKYO INV-DOWCHEM13-1 - 50.0% of MARKET VALUE | $ | 96,567,997 | ||||||||
IGT INVESCO SHORT-TERM BOND FUND | 140,529,855 | |||||||||
FAIR VALUE BANK OF TOKYO INV-DOWCHEM13-1 | 237,097,852 | |||||||||
BANK OF TOKYO INV-DOWCHEM13-1 - ADJUSTMENT FROM MARKET TO CONTRACT VALUE | (540,042 | ) | ||||||||
BANK OF TOKYO INV-DOWCHEM13-1 - CONTRACT VALUE | $ | 236,557,810 | ||||||||
RGA RGA00036 - 50.0% of MARKET VALUE | $ | 96,567,996 | ||||||||
IGT INVESCO SHORT-TERM BOND FUND | 140,652,240 | |||||||||
FAIR VALUE RGA RGA00036 | 237,220,236 | |||||||||
RGA RGA00036 - ADJUSTMENT FROM MARKET TO CONTRACT VALUE | (311,794 | ) | ||||||||
RGA RGA00036 - CONTRACT VALUE | $ | 236,908,442 |
46