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Share Name | Share Symbol | Market | Type |
---|---|---|---|
Dow Inc | NYSE:DOW | NYSE | Common Stock |
Price Change | % Change | Share Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
-0.375 | -0.66% | 56.855 | 57.76 | 56.3899 | 57.57 | 2,443,183 | 20:08:56 |
þ
|
ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
|
¨
|
TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
|
A.
|
Full title of the plan and the address of the plan, if different from that of the issuer named below:
|
B.
|
Name of issuer of the securities held pursuant to the plan and the address of its principal executive office:
|
DATE:
June 27, 2016
|
|
BY:
/s/ Bryan Jendretzke
|
||
|
|
|
Bryan Jendretzke
|
|
|
|
|
Global Benefits Director and
|
|
|
|
|
Plan Administrator
|
|
Page
|
|
|
|
|
|
|
|
2015
|
|
2014
|
||||||||||||||||
|
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)
|
$
|
8,653,349,753
|
|
$
|
862,090,730
|
|
$
|
9,515,440,483
|
|
|
$
|
8,748,898,128
|
|
$
|
914,726,468
|
|
$
|
9,663,624,596
|
|
Receivables - interest, dividends and other
|
31,582,249
|
|
7,613,360
|
|
39,195,609
|
|
|
17,427,616
|
|
8,437,124
|
|
25,864,740
|
|
||||||
Receivables - employer contributions
|
—
|
|
—
|
|
—
|
|
|
2,827,685
|
|
—
|
|
2,827,685
|
|
||||||
Receivables - participant notes
|
118,643,446
|
|
—
|
|
118,643,446
|
|
|
124,221,368
|
|
—
|
|
124,221,368
|
|
||||||
Total Assets
|
$
|
8,803,575,448
|
|
$
|
869,704,090
|
|
$
|
9,673,279,538
|
|
|
$
|
8,893,374,797
|
|
$
|
923,163,592
|
|
$
|
9,816,538,389
|
|
Liabilities
|
|
|
|
|
|
|
|
||||||||||||
LESOP loan payables (Note 5)
|
$
|
—
|
|
$
|
67,939,773
|
|
$
|
67,939,773
|
|
|
$
|
—
|
|
$
|
80,340,423
|
|
$
|
80,340,423
|
|
Other payables
|
42,141,588
|
|
3,272,989
|
|
45,414,577
|
|
|
24,230,010
|
|
3,880,993
|
|
28,111,003
|
|
||||||
Total Liabilities
|
$
|
42,141,588
|
|
$
|
71,212,762
|
|
$
|
113,354,350
|
|
|
$
|
24,230,010
|
|
$
|
84,221,416
|
|
$
|
108,451,426
|
|
Net Assets Available For Benefits Reflecting All Investments At Fair Value
|
$
|
8,761,433,860
|
|
$
|
798,491,328
|
|
$
|
9,559,925,188
|
|
|
$
|
8,869,144,787
|
|
$
|
838,942,176
|
|
$
|
9,708,086,963
|
|
Adjustments From Fair Value To Contract Value For Fully Benefit- Responsive Investment Contracts
|
(31,981,993
|
)
|
—
|
|
(31,981,993
|
)
|
|
(57,913,022
|
)
|
—
|
|
(57,913,022
|
)
|
||||||
Net Assets Available For Benefits
|
$
|
8,729,451,867
|
|
$
|
798,491,328
|
|
$
|
9,527,943,195
|
|
|
$
|
8,811,231,765
|
|
$
|
838,942,176
|
|
$
|
9,650,173,941
|
|
|
Allocated Participant Directed
|
|
Unallocated Non- Participant Directed
|
|
Total
|
|
|||
Additions
|
|
|
|
||||||
Investment income
|
|
|
|
||||||
Net appreciation in fair value of investments (Note 3)
|
$
|
181,714,608
|
|
$
|
101,531,565
|
|
$
|
283,246,173
|
|
Interest and dividends
|
132,301,882
|
|
29,461,697
|
|
161,763,579
|
|
|||
Total investment income
|
314,016,490
|
|
130,993,262
|
|
445,009,752
|
|
|||
|
|
|
|
||||||
Contributions
|
|
|
|
||||||
Employer
|
370,223
|
|
—
|
|
370,223
|
|
|||
Employee
|
242,143,264
|
|
—
|
|
242,143,264
|
|
|||
Total contributions
|
242,513,487
|
|
—
|
|
242,513,487
|
|
|||
|
|
|
|
||||||
Interest on participant notes receivable
|
4,090,962
|
|
—
|
|
4,090,962
|
|
|||
Allocation of 3,509,020 shares of common stock of The Dow Chemical Company, at market
|
163,842,760
|
|
—
|
|
163,842,760
|
|
|||
Total additions
|
724,463,699
|
|
130,993,262
|
|
855,456,961
|
|
|||
|
|
|
|
||||||
Deductions
|
|
|
|
||||||
Distributions and withdrawals
|
803,207,264
|
|
—
|
|
803,207,264
|
|
|||
Administrative expenses
|
2,027,972
|
|
—
|
|
2,027,972
|
|
|||
Interest expense
|
—
|
|
7,601,350
|
|
7,601,350
|
|
|||
Allocation of 3,509,020 shares of common stock of The Dow Chemical Company, at market
|
—
|
|
163,842,760
|
|
163,842,760
|
|
|||
Total deductions
|
805,235,236
|
|
171,444,110
|
|
976,679,346
|
|
|||
|
|
|
|
||||||
Transfers
|
|
|
|
||||||
Transfers in
|
2,949,900
|
|
—
|
|
2,949,900
|
|
|||
Transfers out
|
3,958,261
|
|
—
|
|
3,958,261
|
|
|||
Net transfers
|
(1,008,361
|
)
|
—
|
|
(1,008,361
|
)
|
|||
|
|
|
|
||||||
Net Decrease
|
(81,779,898
|
)
|
(40,450,848
|
)
|
(122,230,746
|
)
|
|||
|
|
|
|
||||||
Net Assets Available for Benefits
|
|
|
|
||||||
Beginning of year
|
8,811,231,765
|
|
838,942,176
|
|
9,650,173,941
|
|
|||
End of year
|
$
|
8,729,451,867
|
|
$
|
798,491,328
|
|
$
|
9,527,943,195
|
|
1.
|
DESCRIPTION OF THE PLAN
|
•
|
50% of the total account balance or
|
•
|
$50,000 less the highest outstanding participant note receivable balance in the preceding 12 months
|
2.
|
SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES
|
Interest rate instruments:
|
2015
|
2014
|
||||
Assets
|
$
|
16,867,673
|
|
$
|
17,655,524
|
|
Liabilities
|
16,910,061
|
|
19,054,032
|
|
•
|
United States equity markets through various investments in mutual funds, common/collective trusts, and common stock(excluding target date funds);
|
•
|
Interest rate and credit risk through investments in the Interest Income Fund and;
|
•
|
The Dow Chemical Company credit risk through Dow stock investments.
|
3.
|
INVESTMENTS
|
|
2015
|
2014
|
||||
The Dow Chemical Company Stock - at fair value:
|
|
|
||||
Dow Stock
(1)
|
$
|
884,510,518
|
|
$
|
914,110,603
|
|
LESOP Allocated
(2)
|
784,022,485
|
|
683,825,850
|
|
||
LESOP Unallocated
(3)
|
851,807,231
|
|
914,726,429
|
|
||
Common/collective trusts - at fair value:
|
|
|
||||
Fidelity Contrafund Commingled Pool
(1)
|
562,636,376
|
|
565,602,926
|
|
||
S&P 500 Index Fund
|
1,115,702,276
|
|
1,157,252,236
|
|
||
Synthetic GICs:
|
|
|
||||
IGT INVESCO ShrTrm Bond - at contract value
|
760,077,314
|
|
759,889,800
|
|
The Dow Chemical Company Stock:
|
|
||
Dow Stock
(1)
|
$
|
121,655,300
|
|
LESOP Allocated
(2)
|
95,689,687
|
|
|
LESOP Unallocated
(3)
|
101,531,565
|
|
|
Common/collective trusts
|
4,904,439
|
|
|
Mutual funds
|
(75,877,511
|
)
|
|
Common stock
|
(4,196,834
|
)
|
|
Synthetic GICs:
|
|
||
Fixed Income Securities
|
23,765,299
|
|
|
Common/collective trusts
|
16,671,590
|
|
|
Wrap Contracts
|
(187,068
|
)
|
|
Other
|
(710,294
|
)
|
|
Net appreciation in fair value of investments
|
$
|
283,246,173
|
|
(1)
|
Represents a party-in-interest to the Plan.
|
(2)
|
Participant directed and represents a party-in-interest to the Plan.
|
(3)
|
Non-participant directed and represents a party-in-interest to the Plan.
|
|
2015
|
|
2014
|
||||||||||
|
Allocated
|
Unallocated
|
|
Allocated
|
Unallocated
|
||||||||
Number of Shares
|
15,229,652
|
|
16,546,372
|
|
|
14,992,893
|
|
20,055,392
|
|
||||
Cost
|
$
|
67,304,074
|
|
$
|
272,116,038
|
|
|
$
|
70,953,735
|
|
$
|
324,948,194
|
|
Fair Value
|
$
|
784,022,485
|
|
$
|
851,807,231
|
|
|
$
|
683,825,850
|
|
$
|
914,726,429
|
|
4.
|
FAIR VALUE
|
Assets Measured at Fair Value on a Recurring Basis at December 31, 2015
|
|
|
|
|
||||||||
|
Level 1
|
Level 2
|
Level 3
|
Total
|
||||||||
The Dow Chemical Company Stock:
|
|
|
|
|
||||||||
Dow Stock
|
$
|
884,510,518
|
|
$
|
—
|
|
$
|
—
|
|
$
|
884,510,518
|
|
LESOP (Allocated Shares)
|
784,022,485
|
|
—
|
|
—
|
|
784,022,485
|
|
||||
LESOP (Unallocated Shares)
|
851,807,231
|
|
—
|
|
—
|
|
851,807,231
|
|
||||
Common Stock
|
39,269,457
|
|
—
|
|
—
|
|
39,269,457
|
|
||||
Mutual Funds:
|
|
|
|
|
||||||||
Equities
|
804,484,882
|
|
—
|
|
—
|
|
804,484,882
|
|
||||
Fixed Income
|
846,102,239
|
|
—
|
|
—
|
|
846,102,239
|
|
||||
Balanced Investments
|
29,573,966
|
|
—
|
|
—
|
|
29,573,966
|
|
||||
Common/collective trusts:
|
|
|
|
|
||||||||
Equities
(1)
|
—
|
|
2,234,740,241
|
|
—
|
|
2,234,740,241
|
|
||||
Fixed Income
(2)
|
—
|
|
67,314,870
|
|
—
|
|
67,314,870
|
|
||||
Retirement Age Investments
(3)
|
—
|
|
952,142,441
|
|
—
|
|
952,142,441
|
|
||||
Temporary investments
|
—
|
|
48,988,676
|
|
—
|
|
48,988,676
|
|
||||
Synthetic GICs:
|
|
|
|
|
||||||||
Derivative Contracts
|
(30,876
|
)
|
(11,512
|
)
|
—
|
|
(42,388
|
)
|
||||
Fixed Income Securities:
|
|
|
|
|
||||||||
Corporate
|
—
|
|
422,691,541
|
|
—
|
|
422,691,541
|
|
||||
US Government
|
—
|
|
522,772,037
|
|
—
|
|
522,772,037
|
|
||||
Other
|
—
|
|
11,330,824
|
|
—
|
|
11,330,824
|
|
||||
Common/collective trusts:
|
|
|
|
|
||||||||
Fixed Income
(2)
|
—
|
|
850,202,866
|
|
—
|
|
850,202,866
|
|
||||
Temporary Investments
|
—
|
|
165,416,359
|
|
—
|
|
165,416,359
|
|
||||
Wrap Contracts
|
—
|
|
—
|
|
112,238
|
|
112,238
|
|
||||
Total assets at fair value
|
$
|
4,239,739,902
|
|
$
|
5,275,588,343
|
|
$
|
112,238
|
|
$
|
9,515,440,483
|
|
Assets Measured at Fair Value on a Recurring Basis at December 31, 2014
|
|
|
|
|
||||||||
|
Level 1
|
Level 2
|
Level 3
|
Total
|
||||||||
The Dow Chemical Company Stock:
|
|
|
|
|
||||||||
Dow Stock
|
$
|
914,110,603
|
|
$
|
—
|
|
$
|
—
|
|
$
|
914,110,603
|
|
LESOP (Allocated Shares)
|
683,825,850
|
|
—
|
|
—
|
|
683,825,850
|
|
||||
LESOP (Unallocated Shares)
|
914,726,429
|
|
—
|
|
—
|
|
914,726,429
|
|
||||
Common Stock
|
43,014,325
|
|
—
|
|
—
|
|
43,014,325
|
|
||||
Mutual Funds:
|
|
|
|
|
||||||||
Equities
|
785,692,331
|
|
—
|
|
—
|
|
785,692,331
|
|
||||
Fixed Income
|
951,158,279
|
|
—
|
|
—
|
|
951,158,279
|
|
||||
Balanced Investments
|
34,826,577
|
|
—
|
|
—
|
|
34,826,577
|
|
||||
Common/collective trusts:
|
|
|
|
|
||||||||
Equities
(1)
|
—
|
|
2,346,724,313
|
|
—
|
|
2,346,724,313
|
|
||||
Fixed Income
(2)
|
—
|
|
52,731,540
|
|
—
|
|
52,731,540
|
|
||||
Retirement Age Investments
(3)
|
—
|
|
951,410,475
|
|
—
|
|
951,410,475
|
|
||||
Temporary investments
|
—
|
|
34,071,182
|
|
—
|
|
34,071,182
|
|
||||
Synthetic GICs:
|
|
|
|
|
||||||||
Derivative Contracts
|
(1,450,641
|
)
|
52,133
|
|
—
|
|
(1,398,508
|
)
|
||||
Fixed Income Securities:
|
|
|
|
|
||||||||
Corporate
|
—
|
|
439,001,893
|
|
—
|
|
439,001,893
|
|
||||
US Government
|
—
|
|
568,457,295
|
|
—
|
|
568,457,295
|
|
||||
Other
|
—
|
|
7,329,746
|
|
—
|
|
7,329,746
|
|
||||
Common/collective trusts:
|
|
|
|
|
||||||||
Fixed Income
(2)
|
—
|
|
862,893,209
|
|
—
|
|
862,893,209
|
|
||||
Temporary Investments
|
—
|
|
74,749,751
|
|
—
|
|
74,749,751
|
|
||||
Wrap Contracts
|
—
|
|
—
|
|
299,306
|
|
299,306
|
|
||||
Total assets at fair value
|
$
|
4,325,903,753
|
|
$
|
5,337,421,537
|
|
$
|
299,306
|
|
$
|
9,663,624,596
|
|
(1)
|
This class represents investments in actively managed common/collective trusts that invest primarily in equity securities, which may include common stocks, options and futures. There were no significant redemption restrictions, redemption notification requirements, or unfunded commitments.
|
(2)
|
This class represents investments in actively managed common/collective trusts that invest in a variety of fixed income investments, which may include corporate bonds, both U.S. and non-U.S. municipal securities, interest rate swaps, options and futures. There were no significant redemption restrictions, redemption notification requirements, or unfunded commitments.
|
(3)
|
This class represents investments in actively managed common/collective trusts with investments in both equity and debt securities. The investments may include common stock, corporate bonds, U.S. and non-U.S. municipal securities, real estate, interest rate swaps, options and futures. There were no significant redemption restrictions, redemption notification requirements, or unfunded commitments.
|
|
Synthetic GIC Wrap Contract
|
||
Balance as of January 1, 2015
|
$
|
299,306
|
|
Unrealized Loss
|
(187,068
|
)
|
|
Balance as of December 31, 2015
|
$
|
112,238
|
|
5.
|
LEVERAGED EMPLOYEE STOCK OWNERSHIP PLAN AND LOAN PAYABLE
|
2016
|
$
|
13,692,004
|
|
2017
|
15,117,833
|
|
|
2018
|
16,692,143
|
|
|
2019
|
18,430,396
|
|
|
2020
|
4,007,397
|
|
|
|
$
|
67,939,773
|
|
6.
|
RECONCILIATION OF FINANCIAL STATEMENTS TO FORM 5500
|
|
2015
|
2014
|
||||
Net assets available for benefits per the financial statements
|
$
|
9,527,943,195
|
|
$
|
9,650,173,941
|
|
Adjustment from contract value to fair value for fully benefit-responsive synthetic guaranteed investment contracts
|
31,981,993
|
|
57,913,022
|
|
||
Net assets available for benefits per Form 5500
|
$
|
9,559,925,188
|
|
$
|
9,708,086,963
|
|
Net investment gain per the financial statements
|
$
|
445,009,752
|
|
Adjustment for participant notes receivable interest
|
4,090,962
|
|
|
Adjustment from contract value to fair value for fully benefit-responsive synthetic guaranteed investment contracts
|
(25,931,029
|
)
|
|
Net investment gain per Form 5500
|
$
|
423,169,685
|
|
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, 2015
|
|
|||||
|
|
(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
|
|
|
$
|
6,931,331,954
|
|
|
|
|
|
|
||
*
|
Fidelity Contrafund Commingled Pool
|
Common/Collective Trust
|
**
|
562,636,376
|
|
|
|
Interest Bearing Cash
|
Temporary Investments
|
**
|
48,988,676
|
|
|
*
|
Fidelity Short Term Investment Fund
|
Temporary Investments
|
**
|
96,895,150
|
|
|
*
|
Participant Notes Receivable
|
Interest recorded at prime rate (3.25% - 10.5%) and maturities up to 60 months
|
**
|
118,643,446
|
|
|
|
|
|
|
|
||
|
Total
|
|
|
$
|
7,758,495,602
|
|
|
|
|
|
|
||
|
|
|
|
|
||
*
|
Represents a party-in-interest to the Plan
|
|
|
(continued)
|
|
|
**
|
Cost information not required
|
|
|
|
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, 2015
|
|
|||||
|
|
(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- 27523.01.000 (see underlying assets at Appendix A)
|
PIMCO, Western; evergreen;
|
|
|
||
|
|
Synthetic GIC
|
**
|
$
|
214,795,859
|
|
|
Pacific Life Wrapper Contract
|
|
**
|
—
|
|
|
|
Voya:
|
|
|
|
||
|
#60031-A
|
IGT INVESTCO ShrtTrm Bond:
|
|
|
||
|
|
evergreen; Common/collective trusts
|
**
|
329,909,336
|
|
|
|
Voya Wrapper Contract
|
|
**
|
—
|
|
|
|
#60031-B
|
IGT ING ShrtDuration;
|
|
|
||
|
|
evergreen; Common/collective trusts
|
**
|
82,936,905
|
|
|
|
Voya Wrapper Contract
|
|
**
|
—
|
|
|
|
#60090 (see underlying assets at Appendix B)
|
Various Securities, maturity dates,
|
|
|
||
|
|
and asset types
|
**
|
2,230,477
|
|
|
|
Voya Wrapper Contract
|
|
**
|
—
|
|
|
|
NYL
|
|
|
|
||
|
GA-29007 (see underlying assets at Appendix C)
|
MacKay Shields Dow; evergreen;
|
|
|
||
|
|
Synthetic GIC
|
**
|
106,145,891
|
|
|
|
NYL Wrapper Contract
|
|
**
|
—
|
|
|
|
Transamerica Life Insurance Company:
|
|
|
|
||
|
MDA01078TR (see underlying assets at Appendix D)
|
IGT INVESCO ShrtTrm Bond,
|
|
|
||
|
|
Dow NISA; evergreen; Synthetic GIC
|
**
|
406,808,945
|
|
|
|
Transamerica Life Insurance Company Wrapper Contract
|
|
**
|
112,238
|
|
|
|
RGA
|
|
|
|
||
|
RGA 00036 (see underlying assets at Appendix F)
|
IGT INVESCO ShrtTrm Bond; Wellington
|
|
|
||
|
|
Dow, evergreen; Synthetic GIC
|
**
|
182,816,454
|
|
|
|
RGA Wrapper Contract
|
|
**
|
—
|
|
|
|
Prudential Insurance
|
|
|
|
||
|
GA-62233 (see underlying assets at Appendix E)
|
Jennison, evergreen;
|
|
|
||
|
|
Synthetic GIC
|
**
|
312,583,214
|
|
|
|
Prudential Insurance Wrapper Contract
|
|
**
|
—
|
|
|
|
GA-63084
|
IGT INVESCO ShrtTrm Bond;
|
|
|
||
|
|
evergreen; Common/collective trusts
|
**
|
80,845,354
|
|
|
|
Prudential Insurance Wrapper Contract
|
|
**
|
—
|
|
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, 2015
|
|
|||||
|
|
(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
|
||
|
|
|
|
|
||
|
Tokyo-Mitsubishi
|
|
|
|
||
|
INV-DOWCHEM 13-1
|
IGT INVESCO ShrtTrm Bond;
|
|
|
||
|
(see underlying assets at Appendix F)
|
Wellington Dow; evergreen;
|
**
|
$
|
156,403,654
|
|
|
|
Synthetic GIC
|
|
|
||
|
Tokyo-Mitsubishi Wrapper Contract
|
|
**
|
—
|
|
|
|
|
|
|
|
||
|
Total guaranteed investment contracts
|
|
|
$
|
1,875,588,327
|
|
|
|
|
|
|
||
|
Total
|
|
|
$
|
9,634,083,929
|
|
|
|
|
|
|
||
**
|
Cost information not required
|
|
|
(Concluded)
|
|
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-27523.01-000
December 31, 2015
|
||||||||
|
|
|
(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
|
|
787,464
|
|
|
ACTAVIS FUNDING SCS
|
3.850% 06/15/2024 DD 06/19/14
|
1,250,000
|
|
1,259,187
|
|
1,252,225
|
|
|
ALLY AUTO RECEIVABLES SN1 A2A
|
0.930% 06/20/2017 DD 03/31/15
|
122,853
|
|
122,850
|
|
122,640
|
|
|
ALTRIA GROUP INC
|
9.250% 08/06/2019 DD 02/06/09
|
750,000
|
|
996,323
|
|
917,985
|
|
|
AMERICAN EXPRESS CREDIT AC 2 A
|
1.260% 01/15/2020 DD 07/01/14
|
1,500,000
|
|
1,499,970
|
|
1,496,955
|
|
|
AMERICAN EXPRESS CREDIT AC 3 A
|
1.490% 04/15/2020 DD 09/22/14
|
1,000,000
|
|
999,961
|
|
1,000,350
|
|
|
AMERICAN EXPRESS CREDIT CORP
|
VAR RT 05/26/2020 DD 05/26/15
|
850,000
|
|
850,000
|
|
841,678
|
|
|
AMERICAN EXPRESS CREDIT CORP
|
VAR RT 09/14/2020 DD 09/14/15
|
650,000
|
|
650,000
|
|
655,544
|
|
|
AMERICAN INTERNATIONAL GROUP I
|
4.125% 02/15/2024 DD 10/02/13
|
1,500,000
|
|
1,544,338
|
|
1,540,365
|
|
|
AMGEN INC
|
2.700% 05/01/2022 DD 05/01/15
|
300,000
|
|
299,145
|
|
291,120
|
|
|
ANTHEM INC
|
3.300% 01/15/2023 DD 09/10/12
|
1,500,000
|
|
1,478,790
|
|
1,457,730
|
|
|
AT&T INC
|
3.000% 02/15/2022 DD 02/13/12
|
2,000,000
|
|
2,001,860
|
|
1,960,560
|
|
|
AUTOMATIC DATA PROCESSING INC
|
3.375% 09/15/2025 DD 09/15/15
|
400,000
|
|
399,564
|
|
407,768
|
|
|
AVIATION CAPITAL GROUP CO 144A
|
4.625% 01/31/2018 DD 01/22/13
|
550,000
|
|
577,500
|
|
561,000
|
|
|
BANC OF AMERICA COMMERCI 4 A1A
|
VAR RT 07/10/2046 DD 08/01/06
|
1,093,446
|
|
1,164,520
|
|
1,103,002
|
|
|
BANK OF AMERICA CORP
|
4.100% 07/24/2023 DD 07/23/13
|
2,800,000
|
|
2,925,580
|
|
2,895,088
|
|
|
BANK OF AMERICA CORP
|
6.875% 04/25/2018 DD 04/25/08
|
400,000
|
|
445,019
|
|
441,304
|
|
|
BP CAPITAL MARKETS PLC
|
4.500% 10/01/2020 DD 10/01/10
|
1,000,000
|
|
994,510
|
|
1,070,280
|
|
|
BPCE SA
|
4.000% 04/15/2024 DD 04/15/14
|
1,300,000
|
|
1,327,690
|
|
1,335,620
|
|
|
CALIFORNIA ST
|
7.950% 03/01/2036 DD 04/01/10
|
500,000
|
|
620,800
|
|
592,655
|
|
|
CD 2007-CD4 COMMERCIAL CD4 A4
|
5.322% 12/11/2049 DD 03/01/07
|
1,517,943
|
|
1,596,329
|
|
1,543,490
|
|
|
CHASE ISSUANCE TRUST A10 A10
|
VAR RT 12/16/2019 DD 12/21/12
|
700,000
|
|
699,877
|
|
697,655
|
|
|
CHASE ISSUANCE TRUST A5 A5
|
1.360% 04/15/2020 DD 05/06/15
|
500,000
|
|
499,912
|
|
497,140
|
|
|
CHASE ISSUANCE TRUST A7 A7
|
1.380% 11/15/2019 DD 11/17/14
|
900,000
|
|
899,894
|
|
897,426
|
|
|
CHICAGO IL O'HARE INTERNATIONA
|
5.000% 01/01/2033 DD 12/22/05
|
500,000
|
|
493,125
|
|
500,000
|
|
|
CITIBANK CREDIT CARD ISS A2 A2
|
VAR RT 01/23/2020 DD 02/08/08
|
600,000
|
|
618,375
|
|
608,862
|
|
|
CITIBANK CREDIT CARD ISS A2 A2
|
VAR RT 05/26/2020 DD 05/30/13
|
1,300,000
|
|
1,300,000
|
|
1,295,957
|
|
|
CITIBANK CREDIT CARD ISS A3 A3
|
VAR RT 05/09/2018 DD 03/12/14
|
700,000
|
|
699,890
|
|
699,937
|
|
|
CITIBANK CREDIT CARD ISS A7 A7
|
VAR RT 09/10/2020 DD 09/23/13
|
600,000
|
|
601,922
|
|
599,478
|
|
|
CITIGROUP COMMERCIAL GC11 AAB
|
2.690% 04/10/2046 DD 04/01/13
|
400,000
|
|
399,016
|
|
397,988
|
|
|
CITIGROUP COMMERCIAL MOR C6 A4
|
VAR RT 12/10/2049 DD 07/01/07
|
450,000
|
|
475,400
|
|
465,016
|
|
|
CITIGROUP INC
|
3.750% 06/16/2024 DD 06/16/14
|
3,600,000
|
|
3,608,364
|
|
3,664,620
|
|
|
COBB-MARIETTA COLISEUM & EXHIB
|
2.700% 01/01/2022 DD 09/09/15
|
650,000
|
|
650,000
|
|
648,212
|
|
|
COMM 2013-CCRE11 MORT CR11 ASB
|
3.660% 10/10/2046 DD 10/01/13
|
600,000
|
|
626,814
|
|
624,852
|
|
|
COMM 2014-CCRE19 MORT CR19 ASB
|
3.499% 08/10/2047 DD 08/01/14
|
800,000
|
|
823,980
|
|
818,576
|
|
|
COMM 2015-DC1 MORTGAGE DC1 ASB
|
3.142% 02/10/2048 DD 03/01/15
|
400,000
|
|
411,995
|
|
401,528
|
|
|
COMPASS BANK
|
2.750% 09/29/2019 DD 09/29/14
|
800,000
|
|
798,144
|
|
792,000
|
|
|
COOPERATIEVE RABOBANK UA
|
4.500% 01/11/2021 DD 01/11/11
|
1,700,000
|
|
1,695,393
|
|
1,848,852
|
|
|
CORP NACIONAL DEL COBRE D 144A
|
3.000% 07/17/2022 DD 07/17/12
|
3,900,000
|
|
3,847,857
|
|
3,502,941
|
|
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-27523.01-000
December 31, 2015
|
||||||||
|
CREDIT AGRICOLE SA/LONDON 144A
|
2.750% 06/10/2020 DD 06/10/15
|
500,000
|
|
499,630
|
|
502,680
|
|
|
CREDIT SUISSE AG/NEW YORK NY
|
3.000% 10/29/2021 DD 10/29/14
|
900,000
|
|
894,600
|
|
896,418
|
|
|
CSAIL COMMERCIAL MORTGA C1 ASB
|
3.351% 04/15/2050 DD 03/01/15
|
400,000
|
|
411,998
|
|
404,952
|
|
|
DISCOVERY COMMUNICATIONS LLC
|
5.050% 06/01/2020 DD 06/03/10
|
1,500,000
|
|
1,680,345
|
|
1,594,815
|
|
|
ELECTRICITE DE FRANCE SA 144A
|
2.350% 10/13/2020 DD 10/13/15
|
700,000
|
|
694,085
|
|
689,115
|
|
|
ENERGY N W WA ELEC REVENUE
|
1.793% 07/01/2018 DD 04/24/14
|
750,000
|
|
750,000
|
|
756,847
|
|
|
ESC LEHMAN BRTH HLD
|
0.000% 05/02/2018 DD 04/24/08
|
1,800,000
|
|
1,096,548
|
|
135,000
|
|
|
ESC LEHMAN BRTH HLD ESCROW
|
0.000% 11/24/2013 DD 01/22/08
|
900,000
|
|
559,444
|
|
66,375
|
|
|
FEDERAL HOME LN MTG CORP
|
1.250% 08/01/2019 DD 07/30/12
|
1,300,000
|
|
1,258,047
|
|
1,285,544
|
|
|
FEDERAL NATL MTG ASSN
|
1.875% 09/18/2018 DD 08/23/13
|
15,000,000
|
|
15,179,175
|
|
15,210,000
|
|
|
FEDERAL NATL MTG ASSN
|
1.750% 09/12/2019 DD 07/28/14
|
21,200,000
|
|
21,080,644
|
|
21,311,936
|
|
|
FHLMC POOL #1G-1744
|
VAR RT 08/01/2035 DD 09/01/05
|
466,890
|
|
468,178
|
|
495,207
|
|
|
FHLMC POOL #78-0605
|
VAR RT 06/01/2033 DD 06/01/03
|
534,553
|
|
534,219
|
|
563,665
|
|
|
FHLMC POOL #84-6183
|
VAR RT 01/01/2024 DD 10/01/95
|
20,741
|
|
19,847
|
|
21,608
|
|
|
FHLMC MULTICLASS MTG
|
3.389% 03/25/2024 DD 06/01/14
|
1,000,000
|
|
1,029,951
|
|
1,035,930
|
|
|
FHLMC MULTICLASS MTG 3225 HF
|
VAR RT 10/15/2036 DD 10/15/06
|
744,114
|
|
747,602
|
|
749,017
|
|
|
FHLMC MULTICLASS MTG 6 C
|
9.050% 06/15/2019 DD 05/15/88
|
1,892
|
|
1,885
|
|
1,975
|
|
|
FNMA POOL #0072163
|
VAR RT 02/01/2028 DD 02/01/89
|
3,706
|
|
3,676
|
|
3,776
|
|
|
FNMA POOL #0112511
|
VAR RT 09/01/2020 DD 01/01/91
|
2,439
|
|
2,452
|
|
2,499
|
|
|
FNMA POOL #0303298
|
VAR RT 01/01/2025 DD 04/01/95
|
5,968
|
|
6,128
|
|
5,979
|
|
|
FNMA POOL #0323919
|
VAR RT 08/01/2029 DD 08/01/99
|
15,052
|
|
14,450
|
|
15,785
|
|
|
FNMA POOL #0361373
|
VAR RT 07/01/2026 DD 09/01/96
|
22,583
|
|
23,155
|
|
23,504
|
|
|
FNMA POOL #0535873
|
7.500% 03/01/2016 DD 03/01/01
|
40
|
|
42
|
|
40
|
|
|
FNMA POOL #0628467
|
7.500% 03/01/2017 DD 02/01/02
|
1,278
|
|
1,360
|
|
1,287
|
|
|
FNMA POOL #0635940
|
7.500% 03/01/2017 DD 03/01/02
|
2,788
|
|
2,967
|
|
2,796
|
|
|
FNMA POOL #0AA7243
|
4.500% 11/01/2018 DD 05/01/09
|
77,435
|
|
82,230
|
|
80,042
|
|
|
FORD CREDIT AUTO OWNE 1 A 144A
|
2.260% 11/15/2025 DD 05/15/14
|
1,000,000
|
|
999,750
|
|
1,008,070
|
|
|
FORD CREDIT AUTO OWNER T B A2A
|
0.720% 03/15/2018 DD 05/26/15
|
754,998
|
|
754,944
|
|
754,266
|
|
|
GE CAPITAL INTERNATIONAL 144A
|
2.342% 11/15/2020 DD 10/26/15
|
2,029,000
|
|
1,974,120
|
|
2,012,078
|
|
|
GENERAL ELECTRIC CO
|
4.625% 01/07/2021 DD 01/07/11
|
287,000
|
|
317,006
|
|
315,235
|
|
|
GENERAL ELECTRIC CO
|
4.650% 10/17/2021 DD 10/17/11
|
430,000
|
|
477,489
|
|
476,083
|
|
|
GNMA POOL #0434797
|
8.500% 07/15/2030 DD 07/01/00
|
5,691
|
|
5,906
|
|
6,214
|
|
|
GNMA POOL #0434944
|
8.500% 11/15/2030 DD 11/01/00
|
2,930
|
|
3,041
|
|
3,037
|
|
|
GNMA POOL #0434985
|
8.500% 12/15/2030 DD 12/01/00
|
9,235
|
|
9,569
|
|
9,753
|
|
|
GNMA POOL #0486116
|
8.500% 07/15/2030 DD 07/01/00
|
10,372
|
|
10,751
|
|
10,506
|
|
|
GNMA POOL #0494885
|
8.500% 03/15/2030 DD 03/01/00
|
1,671
|
|
1,734
|
|
1,678
|
|
|
GNMA POOL #0498147
|
8.500% 12/15/2029 DD 12/01/99
|
373
|
|
386
|
|
374
|
|
|
GNMA POOL #0511172
|
8.500% 01/15/2030 DD 01/01/00
|
603
|
|
625
|
|
613
|
|
|
GNMA POOL #0520979
|
8.500% 09/15/2030 DD 09/01/00
|
5,974
|
|
6,200
|
|
7,054
|
|
|
GNMA POOL #0521829
|
8.500% 05/15/2030 DD 05/01/00
|
4,906
|
|
5,087
|
|
5,621
|
|
|
GNMA POOL #0531197
|
8.500% 06/15/2030 DD 06/01/00
|
8,989
|
|
9,318
|
|
9,121
|
|
|
GNMA POOL #0698036
|
6.000% 01/15/2039 DD 01/01/09
|
38,299
|
|
41,727
|
|
43,278
|
|
|
GNMA POOL #0782190
|
6.000% 10/15/2037 DD 10/01/07
|
7,468
|
|
8,137
|
|
8,442
|
|
|
GNMA POOL #0782449
|
6.000% 09/15/2038 DD 10/01/08
|
62,247
|
|
67,820
|
|
70,341
|
|
|
GNMA II POOL #0003001
|
8.500% 11/20/2030 DD 11/01/00
|
8,215
|
|
8,485
|
|
9,741
|
|
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-27523.01-000
December 31, 2015
|
||||||||
|
OVERSEAS PRIVATE INVT CORP
|
3.790% 06/15/2034 DD 03/17/14
|
1,169,219
|
|
1,169,768
|
|
1,221,109
|
|
|
PETROBRAS GLOBAL FINANCE BV
|
3.875% 01/27/2016 DD 01/27/11
|
1,500,000
|
|
1,464,945
|
|
1,494,000
|
|
|
PETROBRAS GLOBAL FINANCE BV
|
6.250% 03/17/2024 DD 03/17/14
|
200,000
|
|
200,980
|
|
143,500
|
|
|
PIONEER NATURAL RESOURCES CO
|
7.500% 01/15/2020 DD 11/13/09
|
850,000
|
|
1,041,905
|
|
902,794
|
|
|
PORT OF SEATTLE WA REVENUE
|
7.000% 05/01/2036 DD 07/16/09
|
750,000
|
|
876,195
|
|
848,520
|
|
|
QUALCOMM INC
|
3.000% 05/20/2022 DD 05/20/15
|
400,000
|
|
399,848
|
|
395,992
|
|
|
QVC INC
|
4.850% 04/01/2024 DD 03/18/14
|
1,500,000
|
|
1,536,930
|
|
1,435,620
|
|
|
REILLY MTG ASSOC 91ST FHA PROJ
|
VAR RT 02/01/2023 DD 11/04/99
|
12,023
|
|
12,325
|
|
11,407
|
|
|
RELIANCE STANDARD LIFE GL 144A
|
2.500% 04/24/2019 DD 04/24/14
|
1,000,000
|
|
997,670
|
|
996,070
|
|
|
SBA TOWER TRUST 144A
|
2.898% 10/15/2044 DD 10/15/14
|
900,000
|
|
900,000
|
|
879,489
|
|
|
SCRIPPS NETWORKS INTERACTIVE I
|
2.800% 06/15/2020 DD 06/02/15
|
500,000
|
|
498,295
|
|
487,760
|
|
|
SLC STUDENT LOAN TRUST 20 2 A5
|
VAR RT 09/15/2026 DD 09/19/06
|
650,000
|
|
638,016
|
|
624,566
|
|
|
SLM STUDENT LOAN TR 12 A5 144A
|
VAR RT 09/15/2022 DD 11/25/03
|
1,399,856
|
|
1,398,763
|
|
1,390,771
|
|
|
SLM STUDENT LOAN TRUST 20 3 A5
|
VAR RT 10/25/2024 DD 04/13/05
|
566,710
|
|
561,840
|
|
554,724
|
|
|
SOCIETE GENERALE SA 144A
|
2.625% 09/16/2020 DD 09/16/15
|
1,150,000
|
|
1,144,975
|
|
1,149,310
|
|
|
SOUTHWEST AIRLINES CO
|
2.750% 11/06/2019 DD 11/06/14
|
500,000
|
|
498,980
|
|
503,875
|
|
|
SUMITOMO MITSUI BANKING CORP
|
VAR RT 01/16/2018 DD 01/16/15
|
450,000
|
|
451,076
|
|
448,457
|
|
|
TELEFONICA EMISIONES SAU
|
5.877% 07/15/2019 DD 07/06/09
|
650,000
|
|
722,605
|
|
714,370
|
|
|
TELEFONICA EMISIONES SAU
|
5.462% 02/16/2021 DD 02/16/11
|
900,000
|
|
1,000,629
|
|
1,005,849
|
|
|
THOMSON REUTERS CORP
|
3.950% 09/30/2021 DD 10/05/11
|
1,000,000
|
|
1,052,280
|
|
1,032,560
|
|
|
TIAA ASSET MANAGEMENT FIN 144A
|
2.950% 11/01/2019 DD 10/30/14
|
800,000
|
|
798,560
|
|
801,592
|
|
|
TIME WARNER CABLE INC
|
5.850% 05/01/2017 DD 04/09/07
|
700,000
|
|
792,708
|
|
732,291
|
|
|
U S TREASURY NOTE
|
2.250% 11/15/2024 DD 11/15/14
|
5,500,000
|
|
5,633,679
|
|
5,497,195
|
|
|
U S TREASURY NOTE
|
2.000% 08/15/2025 DD 08/15/15
|
6,000,000
|
|
5,994,141
|
|
5,850,240
|
|
|
U S TREASURY NOTE
|
1.375% 09/30/2020 DD 09/30/15
|
6,200,000
|
|
6,202,013
|
|
6,092,926
|
|
|
U S TREASURY NOTE
|
VAR RT 10/31/2017 DD 10/31/15
|
400,000
|
|
399,869
|
|
399,636
|
|
|
U S TREASURY NOTE
|
0.375% 02/15/2016 DD 02/15/13
|
5,900,000
|
|
5,906,215
|
|
5,900,000
|
|
|
U S TREASURY NOTE
|
2.125% 05/15/2025 DD 05/15/15
|
2,400,000
|
|
2,357,698
|
|
2,368,680
|
|
|
UBS AG/STAMFORD CT
|
2.375% 08/14/2019 DD 08/14/14
|
1,600,000
|
|
1,597,376
|
|
1,598,128
|
|
|
UBS-BARCLAYS COMMERCIAL C5 AAB
|
2.687% 03/10/2046 DD 02/01/13
|
500,000
|
|
497,580
|
|
499,970
|
|
|
UNITEDHEALTH GROUP INC
|
2.700% 07/15/2020 DD 07/23/15
|
800,000
|
|
822,944
|
|
808,384
|
|
|
UNIV OF CALIFORNIA CA REVENUES
|
VAR RT 07/01/2041 DD 04/14/14
|
1,000,000
|
|
1,000,000
|
|
999,190
|
|
|
US TREAS-CPI INFLAT
|
0.125% 04/15/2020 DD 04/15/15
|
4,976,587
|
|
4,935,362
|
|
4,913,136
|
|
|
US TREAS-CPI INFLAT
|
0.125% 01/15/2022 DD 01/15/12
|
7,881,300
|
|
8,108,780
|
|
7,637,374
|
|
|
US TREAS-CPI INFLAT
|
0.125% 04/15/2018 DD 04/15/13
|
5,144,500
|
|
5,279,634
|
|
5,134,571
|
|
|
VERIZON COMMUNICATIONS INC
|
4.500% 09/15/2020 DD 09/18/13
|
1,000,000
|
|
1,089,980
|
|
1,074,410
|
|
|
VERIZON COMMUNICATIONS INC
|
5.150% 09/15/2023 DD 09/18/13
|
2,600,000
|
|
2,900,560
|
|
2,858,258
|
|
|
VERIZON COMMUNICATIONS INC
|
3.000% 11/01/2021 DD 10/29/14
|
150,000
|
|
149,383
|
|
149,579
|
|
|
WELLS FARGO & CO
|
3.300% 09/09/2024 DD 09/09/14
|
2,500,000
|
|
2,488,775
|
|
2,487,050
|
|
|
WFRBS COMMERCIAL MORTGA C11 A2
|
2.029% 03/15/2045 DD 02/01/13
|
1,000,000
|
|
1,016,758
|
|
999,730
|
|
|
WILLIAMS PARTNERS LP
|
5.250% 03/15/2020 DD 02/09/10
|
850,000
|
|
958,460
|
|
789,438
|
|
|
WILLIAMS PARTNERS LP / ACMP FI
|
4.875% 03/15/2024 DD 03/07/14
|
400,000
|
|
404,000
|
|
320,496
|
|
|
ARGENT SECURITIES INC A W10 M1
|
VAR RT 10/25/2034 DD 09/09/04
|
419,284
|
|
310,794
|
|
385,204
|
|
|
BANC OF AMERICA MORTGAGE A 1A1
|
VAR RT 02/25/2034 DD 01/01/04
|
10,100
|
|
10,032
|
|
9,679
|
|
|
BEAR STEARNS ALT-A TRUS 11 2A2
|
VAR RT 11/25/2034 DD 09/01/04
|
136,098
|
|
135,673
|
|
117,314
|
|
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-27523.01-000
December 31, 2015
|
||||||||
|
FHLMC MULTICLASS MTG K006 AX1
|
VAR RT 01/25/2020 DD 04/01/10
|
2,359,628
|
|
159,367
|
|
79,000
|
|
|
FHLMC MULTICLASS MTG K007 X1
|
VAR RT 04/25/2020 DD 06/01/10
|
479,339
|
|
36,437
|
|
17,343
|
|
|
FHLMC MULTICLASS MTG K008 X1
|
VAR RT 06/25/2020 DD 09/01/10
|
544,126
|
|
56,474
|
|
29,160
|
|
|
FIRST BOSTON MORTGAGE SE A I-O
|
9.488% 05/15/2018 DD 03/01/87
|
44
|
|
297
|
|
1
|
|
|
FIRST BOSTON MORTGAGE SE A P-O
|
0.000% 05/15/2018 DD 03/01/87
|
44
|
|
37
|
|
43
|
|
|
JP MORGAN MORTGAGE TRUS A2 4A1
|
VAR RT 05/25/2034 DD 04/01/04
|
99,094
|
|
98,026
|
|
97,622
|
|
|
MASTR ADJUSTABLE RATE M 15 1A1
|
VAR RT 12/25/2034 DD 11/01/04
|
19,353
|
|
19,232
|
|
18,772
|
|
|
MERRILL LYNCH MORTGAGE A1 2A1
|
VAR RT 02/25/2034 DD 02/01/04
|
224,299
|
|
200,047
|
|
225,817
|
|
|
NCUA GUARANTEED NOTES TR C1 A2
|
2.900% 10/29/2020 DD 11/10/10
|
11,272
|
|
11,457
|
|
11,244
|
|
|
NORTHSTAR EDU FIN INC DE
|
VAR RT 01/29/2046 DD 03/13/07
|
300,000
|
|
246,000
|
|
282,790
|
|
|
THORNBURG MORTGAGE SECUR 4 2A1
|
VAR RT 09/25/2037 DD 08/01/07
|
149,449
|
|
148,912
|
|
143,734
|
|
|
FHLMC POOL #84-6183
|
VAR RT 01/01/2024 DD 10/01/95
|
(343
|
)
|
343
|
|
343
|
|
|
FHLMC POOL #1G-1744
|
VAR RT 08/01/2035 DD 09/01/05
|
(1,505
|
)
|
1,505
|
|
1,505
|
|
|
FHLMC MULTICLASS MTG 6 C
|
9.050% 06/15/2019 DD 05/15/88
|
(265
|
)
|
265
|
|
265
|
|
|
FHLMC POOL #78-0605
|
VAR RT 06/01/2033 DD 06/01/03
|
(1,741
|
)
|
1,741
|
|
1,741
|
|
|
U S TREASURY BILL
|
0.000% 01/14/2016 DD 07/16/15
|
100,000
|
|
(99,999
|
)
|
(99,999
|
)
|
|
US TREAS BD FUTURE (CBT)
|
EXP MAR 16
|
(11
|
)
|
(2,493
|
)
|
(2,493
|
)
|
|
INTEREST BEARING CASH
|
TEMPORARY INVESTMENTS
|
|
6,652,989
|
|
6,652,989
|
|
|
|
TOTAL UNDERLYING ASSETS
|
|
|
220,997,284
|
|
214,795,859
|
|
|
|
ADJUSTMENT FROM MARKET TO CONTRACT VALUE
|
|
|
(3,133,361
|
)
|
|||
|
CONTRACT VALUE
|
|
|
|
211,662,498
|
|
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, 2015
|
||||||||
|
|
|
(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
|
5,979
|
|
5,979
|
|
5,447
|
|
|
ASSET BACKED SECURITIES HE3 M1
|
VAR RT 06/15/2033 DD 06/03/03
|
12,690
|
|
12,677
|
|
12,112
|
|
|
ASSET BACKED SECURITIES HE4 M2
|
VAR RT 08/15/2033 DD 08/06/03
|
6,802
|
|
6,802
|
|
6,186
|
|
|
CDC MORTGAGE CAPITAL TR HE1 M1
|
VAR RT 08/25/2033 DD 03/28/03
|
7,110
|
|
7,065
|
|
6,771
|
|
|
CDC MORTGAGE CAPITAL TR HE2 M1
|
VAR RT 10/25/2033 DD 05/29/03
|
6,968
|
|
6,972
|
|
6,568
|
|
|
CDC MORTGAGE CAPITAL TR HE3 M1
|
VAR RT 03/25/2033 DD 11/27/02
|
4,850
|
|
4,858
|
|
4,580
|
|
|
CITIGROUP GLOBAL MARKETS HE1 A
|
VAR RT 04/25/2033 DD 04/25/03
|
587
|
|
587
|
|
557
|
|
|
COUNTRYWIDE ASSET-BACKED 5 MV1
|
VAR RT 03/25/2033 DD 12/30/02
|
2,310
|
|
2,339
|
|
2,261
|
|
|
FEDERAL HOME LN MTG CORP
|
1.000% 03/08/2017 DD 01/30/12
|
1,000,000
|
|
997,496
|
|
1,000,830
|
|
|
FEDERAL NATL MTG ASSN
|
0.500% 03/30/2016 DD 02/15/13
|
1,000,000
|
|
1,001,522
|
|
1,000,080
|
|
|
FNMA POOL #0025394
|
6.000% 09/01/2016 DD 08/01/01
|
603
|
|
626
|
|
608
|
|
|
FNMA POOL #0545616
|
6.500% 04/01/2017 DD 04/01/02
|
706
|
|
742
|
|
718
|
|
|
FNMA POOL #0555419
|
6.500% 11/01/2017 DD 04/01/03
|
3,145
|
|
3,319
|
|
3,202
|
|
|
FNMA POOL #0604967
|
6.000% 12/01/2016 DD 11/01/01
|
1,204
|
|
1,256
|
|
1,211
|
|
|
FNMA POOL #0609540
|
6.000% 10/01/2016 DD 10/01/01
|
7
|
|
7
|
|
7
|
|
|
FNMA POOL #0621074
|
6.000% 01/01/2017 DD 12/01/01
|
1,539
|
|
1,597
|
|
1,559
|
|
|
FNMA POOL #0630950
|
6.500% 02/01/2017 DD 02/01/02
|
340
|
|
359
|
|
345
|
|
|
FNMA POOL #0631043
|
6.500% 02/01/2017 DD 02/01/02
|
240
|
|
253
|
|
241
|
|
|
FNMA POOL #0644768
|
6.500% 05/01/2017 DD 05/01/02
|
673
|
|
709
|
|
678
|
|
|
FNMA POOL #0663198
|
5.500% 10/01/2017 DD 09/01/02
|
2,064
|
|
2,135
|
|
2,106
|
|
|
FNMA POOL #0671380
|
6.000% 11/01/2017 DD 10/01/02
|
1,744
|
|
1,810
|
|
1,757
|
|
|
GSAMP TRUST 2002-HE HE M1
|
VAR RT 11/20/2032 DD 11/27/02
|
5,431
|
|
5,523
|
|
5,215
|
|
|
HOME EQUITY ASSET TRUST 2 4 M1
|
VAR RT 10/25/2033 DD 06/27/03
|
17,696
|
|
17,696
|
|
16,237
|
|
|
HOME EQUITY ASSET TRUST 5 M1
|
VAR RT 12/25/2033 DD 08/28/03
|
8,382
|
|
8,382
|
|
7,989
|
|
|
HOME EQUITY ASSET TRUST 5 M2
|
VAR RT 12/25/2033 DD 08/28/03
|
1,586
|
|
1,586
|
|
1,474
|
|
|
LONG BEACH MORTGAGE LOAN 3 M1
|
VAR RT 07/25/2033 DD 06/05/03
|
51,959
|
|
51,959
|
|
48,533
|
|
|
MORGAN STANLEY ABS CAPI HE1 M1
|
VAR RT 05/25/2033 DD 06/27/03
|
20,623
|
|
20,623
|
|
19,524
|
|
|
MORGAN STANLEY ABS CAPI NC6 M1
|
VAR RT 06/25/2033 DD 06/26/03
|
14,585
|
|
14,584
|
|
14,209
|
|
|
MORGAN STANLEY ABS CAPI NC7 M1
|
VAR RT 06/25/2033 DD 07/30/03
|
7,755
|
|
7,755
|
|
7,299
|
|
|
MORGAN STANLEY ABS CAPI NC7 M2
|
VAR RT 06/25/2033 DD 07/30/03
|
474
|
|
474
|
|
465
|
|
|
MORGAN STANLEY DEAN WIT NC5 M3
|
VAR RT 10/25/2032 DD 10/29/02
|
843
|
|
844
|
|
599
|
|
|
RAMP SERIES 2003-RZ2 TR RZ2 A1
|
VAR RT 04/25/2033 DD 03/01/03
|
3,582
|
|
3,577
|
|
3,603
|
|
|
INTEREST BEARING CASH
|
TEMPORARY INVESTMENTS
|
|
47,506
|
|
47,506
|
|
|
|
TOTAL UNDERLYING ASSETS
|
|
|
2,239,619
|
|
2,230,477
|
|
|
|
ADJUSTMENT FROM MARKET TO CONTRACT VALUE
|
|
|
(13,391
|
)
|
|||
|
CONTRACT VALUE
|
|
|
|
2,217,086
|
|
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, 2015
|
||||||||
|
|
|
(c)
|
|
|
|||
|
(b)
|
|
Face Value
|
|
(e)
|
|||
|
Identity of Issue, Borrower,
|
|
or Number
|
(d)
|
Current
|
|||
(a)
|
Lessor or Similar Party
|
|
of Shares
|
Cost
|
Value
|
|||
|
|
|
|
|
|
|||
|
ABBOTT LABORATORIES
|
2.000% 03/15/2020 DD 03/10/15
|
165,000
|
|
164,686
|
|
164,449
|
|
|
ABBVIE INC
|
2.500% 05/14/2020 DD 05/14/15
|
530,000
|
|
528,165
|
|
524,674
|
|
|
ACE INA HOLDINGS INC
|
2.300% 11/03/2020 DD 11/03/15
|
315,000
|
|
315,916
|
|
312,735
|
|
|
ACTAVIS FUNDING SCS
|
3.000% 03/12/2020 DD 03/12/15
|
145,000
|
|
144,993
|
|
144,885
|
|
|
AMERICAN HONDA FINANCE CORP
|
2.250% 08/15/2019 DD 09/09/14
|
1,050,000
|
|
1,048,057
|
|
1,052,583
|
|
|
APPLE INC
|
1.000% 05/03/2018 DD 05/03/13
|
1,175,000
|
|
1,170,664
|
|
1,165,459
|
|
|
BANK OF AMERICA CORP
|
2.000% 01/11/2018 DD 01/11/13
|
525,000
|
|
524,207
|
|
524,333
|
|
|
BARCLAYS BANK PLC
|
5.000% 09/22/2016 DD 09/22/09
|
1,200,000
|
|
1,296,348
|
|
1,230,792
|
|
|
BAXTER INTERNATIONAL INC
|
0.950% 06/01/2016 DD 06/11/13
|
510,000
|
|
509,510
|
|
509,689
|
|
|
BAYER US FINANCE LLC 144A
|
1.500% 10/06/2017 DD 10/08/14
|
965,000
|
|
966,366
|
|
964,604
|
|
|
BB&T CORP
|
2.150% 03/22/2017 DD 03/22/12
|
1,100,000
|
|
1,097,613
|
|
1,108,481
|
|
|
BEAR STEARNS COS LLC/THE
|
5.550% 01/22/2017 DD 11/22/06
|
1,200,000
|
|
1,317,360
|
|
1,247,052
|
|
|
BERKSHIRE HATHAWAY FINANCE COR
|
0.950% 08/15/2016 DD 08/15/13
|
385,000
|
|
384,268
|
|
385,216
|
|
|
BIOGEN INC
|
2.900% 09/15/2020 DD 09/15/15
|
235,000
|
|
234,511
|
|
234,382
|
|
|
BP CAPITAL MARKETS PLC
|
3.200% 03/11/2016 DD 03/11/11
|
505,000
|
|
531,447
|
|
507,444
|
|
|
CAPITAL ONE FINANCIAL CORP
|
3.150% 07/15/2016 DD 07/19/11
|
600,000
|
|
627,864
|
|
605,544
|
|
|
CFCRE COMMERCIAL MO C1 A2 144A
|
3.759% 04/15/2044 DD 04/01/11
|
121,217
|
|
124,512
|
|
121,460
|
|
|
CHASE ISSUANCE TRUST A8 A8
|
1.010% 10/15/2018 DD 10/31/13
|
1,270,000
|
|
1,273,721
|
|
1,268,857
|
|
|
CHEVRON CORP
|
4.950% 03/03/2019 DD 03/03/09
|
580,000
|
|
657,355
|
|
631,916
|
|
|
CHEVRON CORP
|
1.961% 03/03/2020 DD 03/03/15
|
360,000
|
|
360,000
|
|
354,758
|
|
|
CITIGROUP INC
|
2.150% 07/30/2018 DD 07/30/15
|
900,000
|
|
899,766
|
|
899,334
|
|
|
COLGATE-PALMOLIVE CO
|
1.750% 03/15/2019 DD 03/03/14
|
975,000
|
|
973,830
|
|
977,174
|
|
|
CONOCOPHILLIPS CO
|
1.050% 12/15/2017 DD 12/07/12
|
590,000
|
|
588,649
|
|
579,303
|
|
|
CONSUMERS ENERGY CO
|
6.125% 03/15/2019 DD 09/12/08
|
900,000
|
|
1,067,463
|
|
1,008,999
|
|
|
COUNTRYWIDE FINANCIAL CORP
|
6.250% 05/15/2016 DD 05/16/06
|
695,000
|
|
698,971
|
|
706,718
|
|
|
DAIMLER FINANCE NORTH AME 144A
|
2.400% 04/10/2017 DD 04/10/12
|
1,000,000
|
|
1,030,820
|
|
1,005,280
|
|
|
ELI LILLY & CO
|
1.950% 03/15/2019 DD 02/25/14
|
1,125,000
|
|
1,123,054
|
|
1,134,675
|
|
|
ENLINK MIDSTREAM PARTNERS LP
|
2.700% 04/01/2019 DD 03/19/14
|
170,000
|
|
172,540
|
|
155,110
|
|
|
EXELON CORP
|
2.850% 06/15/2020 DD 06/11/15
|
290,000
|
|
290,197
|
|
288,414
|
|
|
FEDERAL HOME LN MTG CORP
|
2.000% 11/25/2020 DD 11/30/15
|
1,050,000
|
|
1,050,000
|
|
1,050,157
|
|
|
FEDERAL NATL MTG ASSN
|
2.250% 03/15/2016 DD 01/18/11
|
1,130,000
|
|
1,188,297
|
|
1,134,034
|
|
|
FHLMC POOL #C9-1385
|
4.000% 08/01/2031 DD 08/01/11
|
637,953
|
|
678,124
|
|
681,946
|
|
|
FHLMC POOL #J1-1829
|
4.000% 03/01/2025 DD 03/01/10
|
250,549
|
|
269,810
|
|
262,744
|
|
|
FHLMC POOL #J1-2388
|
4.000% 07/01/2025 DD 06/01/10
|
297,475
|
|
319,227
|
|
314,213
|
|
|
FHLMC POOL #J1-3242
|
3.500% 10/01/2025 DD 10/01/10
|
91,900
|
|
96,954
|
|
96,496
|
|
|
FHLMC POOL #J1-3503
|
3.500% 11/01/2025 DD 11/01/10
|
111,816
|
|
117,966
|
|
117,435
|
|
|
FHLMC POOL #J1-3504
|
3.500% 11/01/2025 DD 11/01/10
|
67,998
|
|
71,738
|
|
71,282
|
|
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, 2015
|
||||||||
|
FIFTH THIRD BANCORP
|
3.625% 01/25/2016 DD 01/25/11
|
750,000
|
|
785,542
|
|
751,327
|
|
|
FNMA POOL #0888416
|
5.000% 09/01/2035 DD 05/01/07
|
86,793
|
|
93,780
|
|
96,017
|
|
|
FNMA POOL #0AC1878
|
4.500% 09/01/2039 DD 08/01/09
|
453,388
|
|
493,343
|
|
497,412
|
|
|
FORD MOTOR CREDIT CO LLC
|
2.551% 10/05/2018 DD 10/08/15
|
435,000
|
|
435,000
|
|
431,911
|
|
|
GILEAD SCIENCES INC
|
2.550% 09/01/2020 DD 09/14/15
|
475,000
|
|
474,145
|
|
474,819
|
|
|
GOLDMAN SACHS GROUP INC/THE
|
3.625% 02/07/2016 DD 02/07/11
|
1,300,000
|
|
1,318,239
|
|
1,303,302
|
|
|
HARLEY-DAVIDSON MOTORCYCL 1 A3
|
1.100% 09/15/2019 DD 04/16/14
|
1,200,000
|
|
1,202,953
|
|
1,195,560
|
|
|
HSBC BANK PLC 144A
|
1.500% 05/15/2018 DD 05/15/13
|
1,100,000
|
|
1,099,737
|
|
1,087,911
|
|
|
HUNTINGTON NATIONAL BANK/THE
|
2.200% 11/06/2018 DD 11/06/15
|
250,000
|
|
249,705
|
|
249,310
|
|
|
HYATT HOTELS CORP
|
3.875% 08/15/2016 DD 08/09/11
|
1,050,000
|
|
1,045,496
|
|
1,065,382
|
|
|
INTERNATIONAL BUSINESS MACHINE
|
1.950% 07/22/2016 DD 07/22/11
|
250,000
|
|
256,197
|
|
251,495
|
|
|
JEFFERIES GROUP LLC
|
5.500% 03/15/2016 DD 03/08/04
|
500,000
|
|
544,325
|
|
504,070
|
|
|
JM SMUCKER CO/THE
|
1.750% 03/15/2018 DD 09/15/15
|
385,000
|
|
384,423
|
|
383,190
|
|
|
JOHN DEERE CAPITAL CORP
|
2.800% 09/18/2017 DD 09/16/10
|
825,000
|
|
892,988
|
|
843,266
|
|
|
JOHN DEERE CAPITAL CORP
|
1.050% 10/11/2016 DD 10/11/13
|
550,000
|
|
549,302
|
|
550,644
|
|
|
KRAFT HEINZ FOODS CO 144A
|
2.000% 07/02/2018 DD 07/02/15
|
530,000
|
|
529,017
|
|
527,498
|
|
|
LB-UBS COMMERCIAL MORTGA C1 A4
|
4.568% 01/15/2031 DD 01/11/04
|
62,168
|
|
65,690
|
|
62,377
|
|
|
LLOYDS BANK PLC
|
2.300% 11/27/2018 DD 11/27/13
|
780,000
|
|
778,752
|
|
783,097
|
|
|
MEDTRONIC INC
|
1.375% 04/01/2018 DD 03/26/13
|
1,105,000
|
|
1,104,076
|
|
1,099,077
|
|
|
MERCK & CO INC
|
1.850% 02/10/2020 DD 02/10/15
|
850,000
|
|
848,751
|
|
846,031
|
|
|
METLIFE INC
|
6.750% 06/01/2016 DD 05/29/09
|
1,100,000
|
|
1,295,008
|
|
1,125,201
|
|
|
MORGAN STANLEY CAPI C2 A2 144A
|
3.476% 06/15/2044 DD 06/01/11
|
807,355
|
|
817,700
|
|
810,431
|
|
|
ORACLE CORP
|
5.250% 01/15/2016 DD 01/13/06
|
1,100,000
|
|
1,255,551
|
|
1,101,617
|
|
|
PEPSICO INC
|
1.125% 07/17/2017 DD 07/17/15
|
1,010,000
|
|
1,009,677
|
|
1,009,929
|
|
|
PHILLIPS 66
|
2.950% 05/01/2017 DD 11/01/12
|
350,000
|
|
349,937
|
|
354,757
|
|
|
PNC BANK NA
|
1.600% 06/01/2018 DD 06/01/15
|
950,000
|
|
949,364
|
|
942,913
|
|
|
PRIVATE EXPORT FUNDING CORP
|
1.375% 02/15/2017 DD 01/19/12
|
1,240,000
|
|
1,266,387
|
|
1,242,468
|
|
|
ROCHE HOLDINGS INC 144A
|
2.250% 09/30/2019 DD 09/29/14
|
920,000
|
|
918,657
|
|
924,802
|
|
|
SOUTHERN CALIFORNIA GAS CO
|
1.550% 06/15/2018 DD 06/18/15
|
770,000
|
|
769,977
|
|
767,236
|
|
|
SYSCO CORP
|
2.600% 10/01/2020 DD 09/28/15
|
840,000
|
|
840,637
|
|
841,327
|
|
|
TORCHMARK CORP
|
9.250% 06/15/2019 DD 06/30/09
|
425,000
|
|
516,086
|
|
513,961
|
|
|
TORONTO-DOMINION BANK/THE
|
2.500% 12/14/2020 DD 12/14/15
|
500,000
|
|
498,994
|
|
499,795
|
|
|
TOYOTA MOTOR CREDIT CORP
|
1.550% 07/13/2018 DD 07/13/15
|
650,000
|
|
649,448
|
|
648,466
|
|
|
U S TREASURY NOTE
|
2.000% 11/30/2020 DD 11/30/13
|
2,035,000
|
|
2,057,472
|
|
2,055,594
|
|
|
U S TREASURY NOTE
|
1.500% 01/31/2019 DD 01/31/14
|
3,720,000
|
|
3,717,408
|
|
3,733,094
|
|
|
U S TREASURY NOTE
|
1.625% 04/30/2019 DD 04/30/14
|
5,670,000
|
|
5,696,082
|
|
5,702,999
|
|
|
U S TREASURY NOTE
|
1.250% 01/31/2020 DD 01/31/15
|
1,595,000
|
|
1,585,717
|
|
1,570,453
|
|
|
U S TREASURY NOTE
|
1.375% 03/31/2020 DD 03/31/15
|
3,560,000
|
|
3,541,850
|
|
3,516,176
|
|
|
U S TREASURY NOTE
|
0.500% 07/31/2017 DD 07/31/12
|
1,065,000
|
|
1,058,981
|
|
1,056,927
|
|
|
U S TREASURY NOTE
|
0.875% 07/31/2019 DD 07/31/12
|
4,225,000
|
|
4,080,056
|
|
4,129,600
|
|
|
U S TREASURY NOTE
|
0.750% 10/31/2017 DD 10/31/12
|
2,185,000
|
|
2,175,611
|
|
2,173,398
|
|
|
U S TREASURY NOTE
|
1.000% 11/30/2019 DD 11/30/12
|
1,365,000
|
|
1,323,090
|
|
1,334,124
|
|
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 LIFE MDA01078TR
December 31, 2015
|
||||||||
|
|
|
(c)
|
|
|
|||
|
(b)
|
Face Value
|
|
(e)
|
||||
|
Identity of Issue, Borrower,
|
or Number
|
(d)
|
Current
|
||||
(a)
|
Lessor or Similar Party
|
of Shares
|
Cost
|
Value
|
||||
|
|
|
|
|
|
|||
|
ABBVIE INC
|
2.500% 05/14/2020 DD 05/14/15
|
775,000
|
|
771,822
|
|
767,211
|
|
|
ACE INA HOLDINGS INC
|
5.700% 02/15/2017 DD 02/08/07
|
770,000
|
|
872,587
|
|
805,690
|
|
|
ACE INA HOLDINGS INC
|
2.300% 11/03/2020 DD 11/03/15
|
495,000
|
|
494,723
|
|
491,441
|
|
|
ACTAVIS FUNDING SCS
|
1.850% 03/01/2017 DD 03/12/15
|
585,000
|
|
584,731
|
|
586,047
|
|
|
AMAZON.COM INC
|
2.600% 12/05/2019 DD 12/05/14
|
705,000
|
|
710,186
|
|
716,054
|
|
|
AMERICAN EXPRESS CREDIT CORP
|
1.125% 06/05/2017 DD 06/05/14
|
595,000
|
|
593,309
|
|
592,257
|
|
|
AMERICAN HONDA FINANCE CO 144A
|
1.600% 02/16/2018 DD 02/19/13
|
125,000
|
|
124,402
|
|
124,051
|
|
|
AMERICAN HONDA FINANCE CORP
|
1.550% 12/11/2017 DD 12/11/14
|
225,000
|
|
224,791
|
|
225,049
|
|
|
AMGEN INC
|
3.450% 10/01/2020 DD 09/16/10
|
595,000
|
|
617,872
|
|
612,356
|
|
|
AMGEN INC
|
1.250% 05/22/2017 DD 05/22/14
|
630,000
|
|
629,313
|
|
627,631
|
|
|
ASTRAZENECA PLC
|
2.375% 11/16/2020 DD 11/16/15
|
470,000
|
|
468,045
|
|
466,644
|
|
|
AT&T INC
|
3.000% 02/15/2022 DD 02/13/12
|
185,000
|
|
178,654
|
|
181,352
|
|
|
AT&T INC 144A
|
0.000% 11/27/2022 DD 11/27/07
|
2,000,000
|
|
1,542,500
|
|
1,557,300
|
|
|
AUTOMATIC DATA PROCESSING INC
|
2.250% 09/15/2020 DD 09/15/15
|
250,000
|
|
249,777
|
|
250,948
|
|
|
BAE SYSTEMS PLC 144A
|
3.500% 10/11/2016 DD 10/11/11
|
305,000
|
|
322,132
|
|
309,401
|
|
|
BANK OF AMERICA CORP
|
5.650% 05/01/2018 DD 05/02/08
|
945,000
|
|
1,071,117
|
|
1,016,168
|
|
|
BANK OF AMERICA CORP
|
2.600% 01/15/2019 DD 10/22/13
|
205,000
|
|
206,652
|
|
205,668
|
|
|
BANK OF AMERICA CORP
|
2.250% 04/21/2020 DD 04/21/15
|
280,000
|
|
274,862
|
|
273,244
|
|
|
BANK OF AMERICA NA
|
2.050% 12/07/2018 DD 12/07/15
|
1,170,000
|
|
1,170,000
|
|
1,166,630
|
|
|
BANK OF TOKYO-MITSUBISHI 144A
|
1.700% 03/05/2018 DD 03/05/15
|
670,000
|
|
669,471
|
|
664,426
|
|
|
BARCLAYS PLC
|
2.750% 11/08/2019 DD 11/10/14
|
200,000
|
|
199,296
|
|
199,270
|
|
|
BARCLAYS PLC
|
2.000% 03/16/2018 DD 03/16/15
|
265,000
|
|
264,976
|
|
263,418
|
|
|
BAXALTA INC 144A
|
2.875% 06/23/2020 DD 06/23/15
|
430,000
|
|
429,862
|
|
424,664
|
|
|
BAXTER INTERNATIONAL INC
|
0.950% 06/01/2016 DD 06/11/13
|
500,000
|
|
499,520
|
|
499,695
|
|
|
BAYER US FINANCE LLC 144A
|
1.500% 10/06/2017 DD 10/08/14
|
400,000
|
|
399,732
|
|
399,836
|
|
|
BEAR STEARNS COS LLC/THE
|
6.400% 10/02/2017 DD 10/02/07
|
945,000
|
|
1,062,224
|
|
1,017,699
|
|
|
BEAR STEARNS COS LLC/THE
|
7.250% 02/01/2018 DD 02/01/08
|
360,000
|
|
418,541
|
|
397,112
|
|
|
BIOGEN INC
|
6.875% 03/01/2018 DD 03/04/08
|
240,000
|
|
277,529
|
|
262,901
|
|
|
BIOGEN INC
|
2.900% 09/15/2020 DD 09/15/15
|
455,000
|
|
454,054
|
|
453,803
|
|
|
BOARDWALK PIPELINES LP
|
5.875% 11/15/2016 DD 11/21/06
|
580,000
|
|
637,803
|
|
585,626
|
|
|
CAPITAL ONE BANK USA NA
|
2.250% 02/13/2019 DD 02/13/14
|
245,000
|
|
244,142
|
|
243,924
|
|
|
CAPITAL ONE MULTI-ASSET A1 A1
|
1.390% 01/15/2021 DD 03/31/15
|
530,000
|
|
529,924
|
|
527,000
|
|
|
CAPITAL ONE MULTI-ASSET A2 A2
|
1.260% 01/15/2020 DD 04/10/14
|
620,000
|
|
622,955
|
|
619,820
|
|
|
CAPITAL ONE NA/MCLEAN VA
|
2.350% 08/17/2018 DD 08/18/15
|
250,000
|
|
249,727
|
|
250,470
|
|
|
CATHOLIC HEALTH INITIATIVES
|
1.600% 11/01/2017 DD 10/31/12
|
1,145,000
|
|
1,138,587
|
|
1,142,779
|
|
|
CHASE ISSUANCE TRUST A2 A2
|
1.590% 02/18/2020 DD 03/13/15
|
1,165,000
|
|
1,164,943
|
|
1,164,837
|
|
|
CHEVRON CORP
|
2.419% 11/17/2020 DD 11/17/15
|
495,000
|
|
495,000
|
|
492,218
|
|
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 LIFE MDA01078TR
December 31, 2015
|
||||||||
|
CISCO SYSTEMS INC
|
1.650% 06/15/2018 DD 06/17/15
|
1,430,000
|
|
1,429,757
|
|
1,435,977
|
|
|
CITIBANK CREDIT CARD ISS A6 A6
|
1.320% 09/07/2018 DD 09/20/13
|
405,000
|
|
407,452
|
|
405,790
|
|
|
CITIBANK CREDIT CARD ISS A8 A8
|
1.730% 04/09/2020 DD 09/24/14
|
310,000
|
|
313,839
|
|
310,725
|
|
|
CITIGROUP INC
|
1.750% 05/01/2018 DD 05/01/13
|
370,000
|
|
368,498
|
|
366,870
|
|
|
CITIGROUP INC
|
1.800% 02/05/2018 DD 02/05/15
|
2,090,000
|
|
2,087,555
|
|
2,081,995
|
|
|
COMPASS BANK
|
2.750% 09/29/2019 DD 09/29/14
|
370,000
|
|
369,142
|
|
366,300
|
|
|
CVS HEALTH CORP
|
2.800% 07/20/2020 DD 07/20/15
|
365,000
|
|
364,730
|
|
366,639
|
|
|
DAIMLER FINANCE NORTH AME 144A
|
1.125% 03/10/2017 DD 03/10/14
|
395,000
|
|
394,779
|
|
392,002
|
|
|
DAIMLER FINANCE NORTH AME 144A
|
2.000% 08/03/2018 DD 08/03/15
|
205,000
|
|
204,584
|
|
203,633
|
|
|
DAYTON POWER & LIGHT CO/THE
|
1.875% 09/15/2016 DD 03/15/14
|
445,000
|
|
444,243
|
|
445,387
|
|
|
DIGNITY HEALTH
|
2.637% 11/01/2019 DD 10/15/14
|
235,000
|
|
235,000
|
|
235,940
|
|
|
DISCOVER CARD EXECUTION A3 A3
|
1.220% 10/15/2019 DD 05/05/14
|
1,170,000
|
|
1,175,713
|
|
1,168,701
|
|
|
DOMINION GAS HOLDINGS LLC
|
1.050% 11/01/2016 DD 05/01/14
|
625,000
|
|
624,775
|
|
624,338
|
|
|
DOMINION GAS HOLDINGS LLC
|
2.500% 12/15/2019 DD 12/08/14
|
515,000
|
|
514,804
|
|
514,444
|
|
|
DOMINION RESOURCES INC/VA
|
1.250% 03/15/2017 DD 03/24/14
|
450,000
|
|
449,541
|
|
447,215
|
|
|
ENABLE MIDSTREAM PARTNERS LP
|
2.400% 05/15/2019 DD 11/15/15
|
795,000
|
|
794,412
|
|
706,334
|
|
|
ENERGY TRANSFER PARTNERS LP
|
2.500% 06/15/2018 DD 06/23/15
|
555,000
|
|
554,700
|
|
531,607
|
|
|
EXELON CORP
|
2.850% 06/15/2020 DD 06/11/15
|
1,085,000
|
|
1,084,794
|
|
1,079,065
|
|
|
FEDERAL NATL MTG ASSN
|
1.500% 11/30/2020 DD 10/19/15
|
1,510,000
|
|
1,508,596
|
|
1,483,167
|
|
|
FEDERAL NATL MTG ASSN
|
1.875% 12/28/2020 DD 11/16/15
|
2,130,000
|
|
2,129,808
|
|
2,128,850
|
|
|
FEDEX CORP
|
2.300% 02/01/2020 DD 01/09/15
|
1,145,000
|
|
1,142,928
|
|
1,149,431
|
|
|
FIFTH THIRD BANCORP
|
2.875% 07/27/2020 DD 07/27/15
|
570,000
|
|
569,265
|
|
569,367
|
|
|
FIFTH THIRD BANK/CINCINNATI OH
|
2.150% 08/20/2018 DD 08/20/15
|
335,000
|
|
334,943
|
|
335,955
|
|
|
FISCAL YEAR 2005 SECURITIZATIO
|
4.930% 04/01/2020 DD 12/02/04
|
210,000
|
|
225,668
|
|
225,059
|
|
|
FORD CREDIT AUTO OWNER TR A A3
|
1.280% 09/15/2019 DD 03/24/15
|
485,000
|
|
484,961
|
|
484,219
|
|
|
FORD CREDIT AUTO OWNER TR B A3
|
1.160% 11/15/2019 DD 05/26/15
|
780,000
|
|
779,928
|
|
774,275
|
|
|
FORD MOTOR CREDIT CO LLC
|
1.500% 01/17/2017 DD 11/12/13
|
920,000
|
|
919,074
|
|
913,551
|
|
|
FORD MOTOR CREDIT CO LLC
|
1.461% 03/27/2017 DD 03/27/15
|
775,000
|
|
770,226
|
|
767,645
|
|
|
FORD MOTOR CREDIT CO LLC
|
2.551% 10/05/2018 DD 10/08/15
|
300,000
|
|
300,090
|
|
297,870
|
|
|
GENERAL MOTORS FINANCIAL CO IN
|
3.100% 01/15/2019 DD 10/13/15
|
440,000
|
|
439,798
|
|
439,362
|
|
|
GILEAD SCIENCES INC
|
2.550% 09/01/2020 DD 09/14/15
|
770,000
|
|
768,614
|
|
769,707
|
|
|
GNMA GTD REMIC P/T 11-121 FA
|
VAR RT 03/16/2043 DD 09/16/11
|
427,229
|
|
428,464
|
|
423,550
|
|
|
HALLIBURTON CO
|
1.000% 08/01/2016 DD 08/05/13
|
285,000
|
|
284,783
|
|
284,558
|
|
|
HALLIBURTON CO
|
2.700% 11/15/2020 DD 11/13/15
|
540,000
|
|
538,893
|
|
533,763
|
|
|
HONDA AUTO RECEIVABLES 20 2 A3
|
1.040% 02/21/2019 DD 05/20/15
|
1,115,000
|
|
1,114,829
|
|
1,108,678
|
|
|
HONDA AUTO RECEIVABLES 20 3 A3
|
1.270% 04/18/2019 DD 08/19/15
|
640,000
|
|
639,992
|
|
636,992
|
|
|
HUNTINGTON NATIONAL BANK/THE
|
1.700% 02/26/2018 DD 02/26/15
|
665,000
|
|
664,069
|
|
657,599
|
|
|
HUNTINGTON NATIONAL BANK/THE
|
2.000% 06/30/2018 DD 06/30/15
|
240,000
|
|
239,306
|
|
238,488
|
|
|
HUNTINGTON NATIONAL BANK/THE
|
2.200% 11/06/2018 DD 11/06/15
|
420,000
|
|
419,504
|
|
418,841
|
|
|
JPMORGAN CHASE & CO
|
4.950% 03/25/2020 DD 03/25/10
|
150,000
|
|
164,522
|
|
162,650
|
|
|
KEYCORP
|
2.900% 09/15/2020 DD 09/15/15
|
795,000
|
|
794,857
|
|
792,011
|
|
|
KRAFT FOODS GROUP INC
|
6.125% 08/23/2018 DD 08/23/12
|
275,000
|
|
335,923
|
|
301,934
|
|
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 LIFE MDA01078TR
December 31, 2015
|
||||||||
|
LOCKHEED MARTIN CORP
|
1.850% 11/23/2018 DD 11/23/15
|
535,000
|
|
534,085
|
|
534,053
|
|
|
MANUFACTURERS & TRADERS TRUST
|
2.250% 07/25/2019 DD 07/25/14
|
110,000
|
|
109,674
|
|
109,657
|
|
|
MARSH & MCLENNAN COS INC
|
2.550% 10/15/2018 DD 09/27/13
|
1,025,000
|
|
1,024,457
|
|
1,034,768
|
|
|
MCDONALD'S CORP
|
2.200% 05/26/2020 DD 05/26/15
|
305,000
|
|
304,427
|
|
299,473
|
|
|
MCDONALD'S CORP
|
2.750% 12/09/2020 DD 12/09/15
|
1,215,000
|
|
1,212,752
|
|
1,214,162
|
|
|
METLIFE INC
|
VAR RT 12/15/2017 DD 09/15/14
|
1,065,000
|
|
1,071,476
|
|
1,071,262
|
|
|
MICROSOFT CORP
|
2.000% 11/03/2020 DD 11/03/15
|
1,800,000
|
|
1,798,560
|
|
1,800,504
|
|
|
MIZUHO BANK LTD 144A
|
1.850% 03/21/2018 DD 03/21/13
|
1,115,000
|
|
1,115,591
|
|
1,109,001
|
|
|
MORGAN STANLEY
|
5.950% 12/28/2017 DD 12/28/07
|
260,000
|
|
288,928
|
|
279,586
|
|
|
MORGAN STANLEY
|
5.625% 09/23/2019 DD 09/23/09
|
760,000
|
|
869,858
|
|
838,736
|
|
|
MOTIVA ENTERPRISES LLC 144A
|
5.750% 01/15/2020 DD 01/11/10
|
535,000
|
|
605,299
|
|
575,938
|
|
|
MUFG UNION BANK NA
|
2.625% 09/26/2018 DD 09/26/13
|
570,000
|
|
580,334
|
|
575,472
|
|
|
NATIONAL RURAL UTILITIES COOPE
|
0.950% 04/24/2017 DD 04/24/15
|
660,000
|
|
659,584
|
|
656,825
|
|
|
NCUA GUARANTEED NOTES
|
3.450% 06/12/2021 DD 06/16/11
|
885,000
|
|
947,879
|
|
959,641
|
|
|
NISSAN AUTO RECEIVABLES 2 A A3
|
1.050% 10/15/2019 DD 04/14/15
|
1,100,000
|
|
1,099,572
|
|
1,092,421
|
|
|
NORTHERN STATES POWER CO/MN
|
2.200% 08/15/2020 DD 08/11/15
|
400,000
|
|
399,264
|
|
397,260
|
|
|
PLAINS ALL AMERICAN PIPELINE L
|
2.600% 12/15/2019 DD 12/09/14
|
510,000
|
|
509,046
|
|
452,263
|
|
|
PNC BANK NA
|
2.200% 01/28/2019 DD 01/28/14
|
250,000
|
|
253,112
|
|
250,818
|
|
|
PNC BANK NA
|
2.400% 10/18/2019 DD 09/18/14
|
380,000
|
|
382,934
|
|
381,474
|
|
|
PNC BANK NA
|
1.500% 02/23/2018 DD 02/23/15
|
265,000
|
|
264,931
|
|
263,717
|
|
|
PRINCIPAL FINANCIAL GROUP INC
|
1.850% 11/15/2017 DD 11/16/12
|
130,000
|
|
129,865
|
|
130,108
|
|
|
PROCTER & GAMBLE - ESOP
|
9.360% 01/01/2021 DD 12/04/90
|
160,860
|
|
205,097
|
|
191,994
|
|
|
PRUDENTIAL FINANCIAL INC
|
7.375% 06/15/2019 DD 06/08/09
|
345,000
|
|
417,209
|
|
400,379
|
|
|
REGENCY ENERGY PARTNERS LP / R
|
5.750% 09/01/2020 DD 09/11/13
|
425,000
|
|
463,815
|
|
415,187
|
|
|
REGIONS BANK/BIRMINGHAM AL
|
2.250% 09/14/2018 DD 07/31/15
|
635,000
|
|
634,244
|
|
634,333
|
|
|
SAN DIEGO GAS & ELECTRIC CO
|
1.914% 02/01/2022 DD 03/12/15
|
529,286
|
|
529,286
|
|
520,008
|
|
|
SOUTHERN CALIFORNIA EDISON CO
|
1.845% 02/01/2022 DD 01/16/15
|
645,357
|
|
645,357
|
|
639,388
|
|
|
STHRN CALIFORNIA ST PUBLIC PWR
|
6.930% 05/15/2017 DD 09/15/97
|
1,285,000
|
|
1,574,047
|
|
1,385,564
|
|
|
SUMITOMO MITSUI BANKING CORP
|
1.300% 01/10/2017 DD 01/10/14
|
875,000
|
|
874,895
|
|
872,856
|
|
|
SUMITOMO MITSUI BANKING CORP
|
1.350% 07/11/2017 DD 07/11/14
|
420,000
|
|
417,736
|
|
417,446
|
|
|
SUNOCO LOGISTICS PARTNERS OPER
|
4.400% 04/01/2021 DD 11/17/15
|
530,000
|
|
529,497
|
|
513,607
|
|
|
SYNCHRONY FINANCIAL
|
2.600% 01/15/2019 DD 12/04/15
|
625,000
|
|
624,838
|
|
622,756
|
|
|
SYSCO CORP
|
2.600% 10/01/2020 DD 09/28/15
|
750,000
|
|
748,568
|
|
751,185
|
|
|
THOMSON REUTERS CORP
|
0.875% 05/23/2016 DD 05/23/13
|
385,000
|
|
383,968
|
|
384,700
|
|
|
TIAA ASSET MANAGEMENT FIN 144A
|
2.950% 11/01/2019 DD 10/30/14
|
760,000
|
|
758,632
|
|
761,512
|
|
|
TIME WARNER CABLE INC
|
6.750% 07/01/2018 DD 06/19/08
|
310,000
|
|
357,144
|
|
338,226
|
|
|
TORONTO-DOMINION BANK/THE
|
2.625% 09/10/2018 DD 09/10/13
|
395,000
|
|
394,285
|
|
402,560
|
|
|
TOYOTA AUTO RECEIVABLES 2 B A3
|
1.270% 05/15/2019 DD 06/17/15
|
1,695,000
|
|
1,694,908
|
|
1,687,695
|
|
|
U S TREASURY NOTE
|
1.500% 01/31/2019 DD 01/31/14
|
1,805,000
|
|
1,793,324
|
|
1,811,354
|
|
|
U S TREASURY NOTE
|
0.625% 02/15/2017 DD 02/15/14
|
8,390,000
|
|
8,382,645
|
|
8,368,689
|
|
|
U S TREASURY NOTE
|
0.875% 04/15/2017 DD 04/15/14
|
3,435,000
|
|
3,446,613
|
|
3,434,210
|
|
|
U S TREASURY NOTE
|
1.625% 04/30/2019 DD 04/30/14
|
1,310,000
|
|
1,325,099
|
|
1,317,624
|
|
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 LIFE MDA01078TR
December 31, 2015
|
||||||||
|
U S TREASURY NOTE
|
0.875% 10/15/2017 DD 10/15/14
|
2,360,000
|
|
2,360,213
|
|
2,352,896
|
|
|
U S TREASURY NOTE
|
1.500% 10/31/2019 DD 10/31/14
|
4,675,000
|
|
4,662,872
|
|
4,660,414
|
|
|
U S TREASURY NOTE
|
0.875% 11/15/2017 DD 11/15/14
|
3,920,000
|
|
3,922,463
|
|
3,906,358
|
|
|
U S TREASURY NOTE
|
1.500% 11/30/2019 DD 11/30/14
|
1,080,000
|
|
1,080,633
|
|
1,075,702
|
|
|
U S TREASURY NOTE
|
1.250% 01/31/2020 DD 01/31/15
|
2,835,000
|
|
2,806,423
|
|
2,791,369
|
|
|
U S TREASURY NOTE
|
0.750% 04/15/2018 DD 04/15/15
|
13,850,000
|
|
13,787,483
|
|
13,715,794
|
|
|
U S TREASURY NOTE
|
1.375% 04/30/2020 DD 04/30/15
|
955,000
|
|
953,508
|
|
942,652
|
|
|
U S TREASURY NOTE
|
0.500% 04/30/2017 DD 04/30/15
|
455,000
|
|
454,027
|
|
452,620
|
|
|
U S TREASURY NOTE
|
1.000% 08/15/2018 DD 08/15/15
|
3,655,000
|
|
3,655,767
|
|
3,631,316
|
|
|
U S TREASURY NOTE
|
1.375% 08/31/2020 DD 08/31/15
|
1,785,000
|
|
1,780,065
|
|
1,756,404
|
|
|
U S TREASURY NOTE
|
1.375% 09/30/2020 DD 09/30/15
|
3,770,000
|
|
3,721,838
|
|
3,704,892
|
|
|
U S TREASURY NOTE
|
1.250% 11/15/2018 DD 11/15/15
|
6,065,000
|
|
6,058,143
|
|
6,055,539
|
|
|
U S TREASURY NOTE
|
0.875% 11/30/2017 DD 11/30/15
|
355,000
|
|
354,251
|
|
353,974
|
|
|
U S TREASURY NOTE
|
1.625% 11/30/2020 DD 11/30/15
|
1,310,000
|
|
1,308,976
|
|
1,302,219
|
|
|
U S TREASURY NOTE
|
0.875% 01/31/2017 DD 01/31/12
|
4,950,000
|
|
5,010,956
|
|
4,950,396
|
|
|
U S TREASURY NOTE
|
0.625% 05/31/2017 DD 05/31/12
|
4,250,000
|
|
4,244,620
|
|
4,231,258
|
|
|
U S TREASURY NOTE
|
0.500% 07/31/2017 DD 07/31/12
|
5,880,000
|
|
5,821,353
|
|
5,835,430
|
|
|
U S TREASURY NOTE
|
0.625% 08/31/2017 DD 08/31/12
|
7,185,000
|
|
7,160,129
|
|
7,138,944
|
|
|
U S TREASURY NOTE
|
0.625% 09/30/2017 DD 09/30/12
|
1,040,000
|
|
1,038,836
|
|
1,032,814
|
|
|
U S TREASURY NOTE
|
0.750% 10/31/2017 DD 10/31/12
|
580,000
|
|
578,641
|
|
576,920
|
|
|
U S TREASURY NOTE
|
0.750% 03/31/2018 DD 03/31/13
|
2,730,000
|
|
2,685,640
|
|
2,705,567
|
|
|
U S TREASURY NOTE
|
2.000% 07/31/2020 DD 07/31/13
|
4,910,000
|
|
4,992,125
|
|
4,966,367
|
|
|
U S TREASURY NOTE
|
0.875% 05/15/2017 DD 05/15/14
|
1,465,000
|
|
1,472,591
|
|
1,464,092
|
|
|
U S TREASURY NOTE
|
1.500% 05/31/2019 DD 05/31/14
|
10,480,000
|
|
10,541,449
|
|
10,489,851
|
|
|
U S TREASURY NOTE
|
0.875% 06/15/2017 DD 06/15/14
|
6,760,000
|
|
6,762,429
|
|
6,752,632
|
|
|
U S TREASURY NOTE
|
1.625% 07/31/2019 DD 07/31/14
|
16,065,000
|
|
16,185,222
|
|
16,120,906
|
|
|
U S TREASURY NOTE
|
1.125% 06/15/2018 DD 06/15/15
|
10,640,000
|
|
10,694,158
|
|
10,615,102
|
|
|
U S TREASURY NOTE
|
1.625% 06/30/2020 DD 06/30/15
|
3,875,000
|
|
3,897,251
|
|
3,859,112
|
|
|
U S TREASURY NOTE
|
1.625% 07/31/2020 DD 07/31/15
|
4,660,000
|
|
4,654,515
|
|
4,637,772
|
|
|
U S TREASURY NOTE
|
0.625% 07/31/2017 DD 07/31/15
|
2,810,000
|
|
2,796,499
|
|
2,794,292
|
|
|
UBS AG/STAMFORD CT
|
1.800% 03/26/2018 DD 03/26/15
|
480,000
|
|
479,371
|
|
479,198
|
|
|
UBS AG/STAMFORD CT
|
1.375% 06/01/2017 DD 06/01/15
|
330,000
|
|
329,690
|
|
328,429
|
|
|
VERIZON COMMUNICATIONS INC
|
3.500% 11/01/2021 DD 11/03/11
|
465,000
|
|
481,433
|
|
474,765
|
|
|
VERIZON COMMUNICATIONS INC
|
1.350% 06/09/2017 DD 06/11/14
|
725,000
|
|
724,638
|
|
722,905
|
|
|
VIACOM INC
|
2.500% 09/01/2018 DD 08/19/13
|
310,000
|
|
308,211
|
|
309,225
|
|
|
VISA INC
|
2.200% 12/14/2020 DD 12/14/15
|
2,140,000
|
|
2,138,181
|
|
2,136,020
|
|
|
WALGREENS BOOTS ALLIANCE INC
|
2.700% 11/18/2019 DD 11/18/14
|
1,045,000
|
|
1,043,736
|
|
1,043,035
|
|
|
WEC ENERGY GROUP INC
|
2.450% 06/15/2020 DD 06/10/15
|
510,000
|
|
509,067
|
|
507,409
|
|
|
WELLS FARGO & CO
|
2.550% 12/07/2020 DD 12/07/15
|
2,140,000
|
|
2,137,710
|
|
2,129,471
|
|
|
U S TREASURY NOTE
|
1.500% 10/31/2019 DD 10/31/14
|
3,245,000
|
|
(3,244,826
|
)
|
(3,244,826
|
)
|
|
U S TREASURY NOTE
|
1.250% 11/15/2018 DD 11/15/15
|
5,870,000
|
|
(5,873,402
|
)
|
(5,873,402
|
)
|
|
U S TREASURY NOTE
|
1.500% 05/31/2019 DD 05/31/14
|
3,545,000
|
|
(3,555,769
|
)
|
(3,555,769
|
)
|
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 LIFE MDA01078TR
December 31, 2015
|
||||||||
|
U S TREASURY NOTE
|
0.875% 08/15/2017 DD 08/15/14
|
(3,565,000
|
)
|
3,569,184
|
|
3,569,184
|
|
|
U S TREASURY NOTE
|
0.625% 12/31/2016 DD 12/31/14
|
(1,820,000
|
)
|
1,817,099
|
|
1,817,099
|
|
|
U S TREASURY NOTE
|
1.375% 09/30/2020 DD 09/30/15
|
(940,000
|
)
|
927,453
|
|
927,453
|
|
|
U S TREASURY NOTE
|
0.875% 05/15/2017 DD 05/15/14
|
(8,005,000
|
)
|
8,007,622
|
|
8,007,622
|
|
|
IGT Invesco Short Term Bond Fund
|
|
172,126,102
|
|
172,126,102
|
|
172,126,102
|
|
|
INTEREST BEARING CASH
|
TEMPORARY INVESTMENTS
|
|
1,967,885
|
|
1,967,885
|
|
|
|
TOTAL UNDERLYING ASSETS
|
|
|
408,382,416
|
|
406,808,945
|
|
|
|
ADJUSTMENT FROM MARKET TO CONTRACT VALUE
|
|
|
(6,022,068
|
)
|
|||
|
WRAPPER
|
|
|
|
112,238
|
|
||
|
CONTRACT VALUE
|
|
|
|
400,899,115
|
|
||
|
|
|
|
|
|
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, 2015
|
||||||||
|
|
|
(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
|
6.200% 12/15/2034 DD 12/03/04
|
1,050,000
|
|
1,050,525
|
|
1,192,212
|
|
|
ABB TREASURY CENTER USA I 144A
|
2.500% 06/15/2016 DD 06/17/11
|
830,000
|
|
824,754
|
|
834,150
|
|
|
ABBVIE INC
|
4.400% 11/06/2042 DD 05/06/13
|
310,000
|
|
331,336
|
|
289,515
|
|
|
ABBVIE INC
|
4.500% 05/14/2035 DD 05/14/15
|
1,260,000
|
|
1,251,293
|
|
1,234,296
|
|
|
ACTAVIS FUNDING SCS
|
2.450% 06/15/2019 DD 06/19/14
|
420,000
|
|
418,807
|
|
415,460
|
|
|
ACTAVIS FUNDING SCS
|
3.450% 03/15/2022 DD 03/12/15
|
1,395,000
|
|
1,393,019
|
|
1,396,521
|
|
|
ACTAVIS FUNDING SCS
|
3.800% 03/15/2025 DD 03/12/15
|
280,000
|
|
279,006
|
|
278,569
|
|
|
AEP TEXAS CENTRAL TRANSITION F
|
5.170% 01/01/2020 DD 10/11/06
|
304,546
|
|
325,627
|
|
318,193
|
|
|
AETNA INC
|
2.200% 03/15/2019 DD 03/07/14
|
485,000
|
|
484,515
|
|
482,488
|
|
|
ALLY AUTO RECEIVABLES TRU 1 A2
|
0.480% 02/15/2017 DD 06/18/14
|
39,492
|
|
39,489
|
|
39,482
|
|
|
ALLY AUTO RECEIVABLES TRU 1 A3
|
0.630% 05/15/2017 DD 04/10/13
|
86,156
|
|
86,236
|
|
86,130
|
|
|
ALLY AUTO RECEIVABLES TRU 1 A3
|
1.390% 09/16/2019 DD 07/22/15
|
705,000
|
|
704,912
|
|
702,131
|
|
|
ALLY MASTER OWNER TRUST 4 A2
|
1.430% 06/17/2019 DD 07/16/14
|
1,845,000
|
|
1,844,543
|
|
1,838,376
|
|
|
ALLY MASTER OWNER TRUST 5 A
|
1.540% 09/15/2019 DD 10/11/12
|
1,380,000
|
|
1,379,606
|
|
1,371,748
|
|
|
ALLY MASTER OWNER TRUST 5 A2
|
1.600% 10/15/2019 DD 11/12/14
|
860,000
|
|
859,984
|
|
855,554
|
|
|
AMERICAN EXPRESS CO
|
7.000% 03/19/2018 DD 03/19/08
|
425,000
|
|
533,622
|
|
471,321
|
|
|
AMERICAN EXPRESS CREDIT CORP
|
2.250% 08/15/2019 DD 08/15/14
|
1,430,000
|
|
1,429,128
|
|
1,430,257
|
|
|
AMGEN INC
|
5.650% 06/15/2042 DD 06/30/11
|
625,000
|
|
621,938
|
|
676,300
|
|
|
AMGEN INC
|
3.875% 11/15/2021 DD 11/10/11
|
2,090,000
|
|
2,084,148
|
|
2,177,529
|
|
|
APPLE INC
|
3.850% 05/04/2043 DD 05/03/13
|
840,000
|
|
798,555
|
|
773,900
|
|
|
APPLE INC
|
4.375% 05/13/2045 DD 05/13/15
|
600,000
|
|
597,810
|
|
605,826
|
|
|
AT&T INC
|
3.400% 05/15/2025 DD 05/04/15
|
2,535,000
|
|
2,527,496
|
|
2,436,363
|
|
|
BAE SYSTEMS PLC 144A
|
4.750% 10/11/2021 DD 10/11/11
|
2,140,000
|
|
2,137,817
|
|
2,277,709
|
|
|
BANK OF AMERICA CORP
|
5.420% 03/15/2017 DD 03/15/07
|
400,000
|
|
398,765
|
|
416,356
|
|
|
BANK OF AMERICA CORP
|
5.650% 05/01/2018 DD 05/02/08
|
370,000
|
|
353,113
|
|
397,865
|
|
|
BANK OF AMERICA CORP
|
2.600% 01/15/2019 DD 10/22/13
|
1,875,000
|
|
1,898,306
|
|
1,881,113
|
|
|
BANK OF AMERICA CORP
|
4.000% 01/22/2025 DD 01/22/15
|
105,000
|
|
104,471
|
|
102,788
|
|
|
BANK OF AMERICA CORP
|
4.100% 07/24/2023 DD 07/23/13
|
155,000
|
|
159,594
|
|
160,264
|
|
|
BANK OF AMERICA NA
|
6.100% 06/15/2017 DD 06/19/07
|
870,000
|
|
896,222
|
|
919,207
|
|
|
BANK OF NEW YORK MELLON CORP/T
|
2.100% 01/15/2019 DD 11/18/13
|
365,000
|
|
364,544
|
|
366,697
|
|
|
BANK OF NEW YORK MELLON CORP/T
|
2.200% 03/04/2019 DD 02/04/14
|
410,000
|
|
409,545
|
|
411,242
|
|
|
BANK OF NEW YORK MELLON CORP/T
|
2.200% 05/15/2019 DD 05/07/14
|
1,595,000
|
|
1,591,906
|
|
1,597,377
|
|
|
BANK OF NEW YORK MELLON CORP/T
|
2.300% 09/11/2019 DD 09/11/14
|
400,000
|
|
399,924
|
|
401,176
|
|
|
BECTON DICKINSON AND CO
|
3.125% 11/08/2021 DD 11/08/11
|
240,000
|
|
246,818
|
|
242,016
|
|
|
BG ENERGY CAPITAL PLC 144A
|
4.000% 10/15/2021 DD 10/12/11
|
1,195,000
|
|
1,185,560
|
|
1,240,183
|
|
|
BHP BILLITON FINANCE USA LTD
|
3.850% 09/30/2023 DD 09/30/13
|
580,000
|
|
579,287
|
|
549,156
|
|
|
BIOGEN INC
|
3.625% 09/15/2022 DD 09/15/15
|
295,000
|
|
294,764
|
|
298,269
|
|
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, 2015
|
||||||||
|
BURLINGTON NORTHERN SANTA FE L
|
4.550% 09/01/2044 DD 08/18/14
|
890,000
|
|
920,272
|
|
859,170
|
|
|
CARDINAL HEALTH INC
|
3.750% 09/15/2025 DD 06/23/15
|
815,000
|
|
814,413
|
|
827,396
|
|
|
CELGENE CORP
|
3.550% 08/15/2022 DD 08/12/15
|
165,000
|
|
164,553
|
|
166,604
|
|
|
CITIGROUP INC
|
4.500% 01/14/2022 DD 11/01/11
|
1,935,000
|
|
2,124,185
|
|
2,072,520
|
|
|
CITIGROUP INC
|
2.500% 09/26/2018 DD 09/26/13
|
980,000
|
|
975,708
|
|
988,516
|
|
|
CITIGROUP INC
|
2.500% 07/29/2019 DD 07/29/14
|
525,000
|
|
524,680
|
|
524,207
|
|
|
COCA-COLA FEMSA SAB DE CV
|
2.375% 11/26/2018 DD 11/26/13
|
970,000
|
|
968,729
|
|
968,594
|
|
|
COMCAST CORP
|
4.400% 08/15/2035 DD 05/27/15
|
1,070,000
|
|
1,069,347
|
|
1,076,377
|
|
|
COMERICA INC
|
2.125% 05/23/2019 DD 05/23/14
|
425,000
|
|
425,000
|
|
422,025
|
|
|
CONOCOPHILLIPS CO
|
4.150% 11/15/2034 DD 11/12/14
|
865,000
|
|
864,645
|
|
749,903
|
|
|
CVS HEALTH CORP
|
3.500% 07/20/2022 DD 07/20/15
|
835,000
|
|
834,641
|
|
849,663
|
|
|
DAIMLER FINANCE NORTH AME 144A
|
2.375% 08/01/2018 DD 08/01/13
|
1,095,000
|
|
1,092,284
|
|
1,096,653
|
|
|
DAIMLER FINANCE NORTH AME 144A
|
1.125% 03/10/2017 DD 03/10/14
|
950,000
|
|
949,468
|
|
942,790
|
|
|
DEUTSCHE BANK AG/LONDON
|
1.350% 05/30/2017 DD 05/30/14
|
1,080,000
|
|
1,079,622
|
|
1,073,045
|
|
|
DEVON ENERGY CORP
|
3.250% 05/15/2022 DD 05/14/12
|
1,165,000
|
|
1,158,103
|
|
990,297
|
|
|
DEVON ENERGY CORP
|
5.000% 06/15/2045 DD 06/16/15
|
110,000
|
|
80,189
|
|
83,369
|
|
|
DIAGEO INVESTMENT CORP
|
2.875% 05/11/2022 DD 05/11/12
|
1,025,000
|
|
1,021,290
|
|
1,015,970
|
|
|
DIRECTV HOLDINGS LLC / DIRECTV
|
6.000% 08/15/2040 DD 08/17/10
|
170,000
|
|
173,308
|
|
173,966
|
|
|
DIRECTV HOLDINGS LLC / DIRECTV
|
6.375% 03/01/2041 DD 03/10/11
|
125,000
|
|
134,214
|
|
134,165
|
|
|
DOMINION RESOURCES INC/VA
|
1.950% 08/15/2016 DD 08/15/11
|
370,000
|
|
369,911
|
|
370,932
|
|
|
DOMINION RESOURCES INC/VA
|
2.500% 12/01/2019 DD 11/25/14
|
840,000
|
|
838,740
|
|
836,892
|
|
|
DTE ENERGY CO
|
3.850% 12/01/2023 DD 11/25/13
|
955,000
|
|
952,947
|
|
981,320
|
|
|
DUKE ENERGY PROGRESS LLC
|
3.000% 09/15/2021 DD 09/15/11
|
325,000
|
|
324,441
|
|
331,295
|
|
|
EASTMAN CHEMICAL CO
|
2.700% 01/15/2020 DD 11/20/14
|
985,000
|
|
982,941
|
|
975,268
|
|
|
EMD FINANCE LLC 144A
|
1.700% 03/19/2018 DD 03/19/15
|
690,000
|
|
689,883
|
|
683,417
|
|
|
EMD FINANCE LLC 144A
|
2.400% 03/19/2020 DD 03/19/15
|
795,000
|
|
794,960
|
|
773,893
|
|
|
ENCANA CORP
|
3.900% 11/15/2021 DD 11/14/11
|
1,320,000
|
|
1,319,776
|
|
1,089,554
|
|
|
EXELON CORP 144A
|
3.950% 06/15/2025 DD 06/11/15
|
770,000
|
|
768,422
|
|
768,976
|
|
|
EXELON GENERATION CO LLC
|
2.950% 01/15/2020 DD 01/13/15
|
570,000
|
|
569,892
|
|
567,948
|
|
|
FINANCING CORP STRIP
|
10.700% 10/06/2017 DD 10/08/87
|
375,000
|
|
527,096
|
|
436,526
|
|
|
FINANCING CORP STRIP
|
0.000% 10/06/2017 DD 10/27/88
|
395,000
|
|
375,783
|
|
387,084
|
|
|
FINANCING CORP STRIP
|
0.000% 05/02/2017 DD 11/02/91
|
965,000
|
|
662,077
|
|
951,336
|
|
|
FINANCING CORP STRIP
|
0.000% 10/06/2017 DD 10/08/87
|
5,750,000
|
|
3,958,415
|
|
5,635,173
|
|
|
FINANCING CORP STRIP
|
0.000% 11/30/2017 DD 11/30/87
|
1,740,000
|
|
1,182,382
|
|
1,699,023
|
|
|
FINANCING CORP STRIP PO
|
0.000% 12/27/2018 DD 01/03/89
|
900,000
|
|
574,587
|
|
857,664
|
|
|
FORD CREDIT AUTO OWNE 1 A 144A
|
2.120% 07/15/2026 DD 01/21/15
|
2,340,000
|
|
2,339,166
|
|
2,310,493
|
|
|
FORD CREDIT FLOORPLAN MAS 4 A1
|
1.400% 08/15/2019 DD 08/26/14
|
1,400,000
|
|
1,399,599
|
|
1,393,686
|
|
|
FORD CREDIT FLOORPLAN MAS 5 A1
|
1.500% 09/15/2018 DD 09/17/13
|
680,000
|
|
679,856
|
|
681,115
|
|
|
FORD MOTOR CREDIT CO LLC
|
2.597% 11/04/2019 DD 11/04/14
|
1,415,000
|
|
1,415,000
|
|
1,389,304
|
|
|
FORD MOTOR CREDIT CO LLC
|
3.219% 01/09/2022 DD 01/09/15
|
550,000
|
|
550,000
|
|
538,313
|
|
|
GE CAPITAL INTERNATIONAL 144A
|
2.342% 11/15/2020 DD 10/26/15
|
1,179,000
|
|
1,047,171
|
|
1,169,167
|
|
|
GENERAL ELECTRIC CO
|
2.700% 10/09/2022 DD 10/09/12
|
1,225,000
|
|
1,222,121
|
|
1,219,867
|
|
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, 2015
|
||||||||
|
GENERAL ELECTRIC CO
|
5.300% 02/11/2021 DD 02/11/11
|
201,000
|
|
208,184
|
|
226,652
|
|
|
GENERAL ELECTRIC CO
|
4.375% 09/16/2020 DD 09/16/10
|
215,000
|
|
213,317
|
|
233,400
|
|
|
GILEAD SCIENCES INC
|
3.700% 04/01/2024 DD 03/07/14
|
1,165,000
|
|
1,163,124
|
|
1,193,333
|
|
|
GILEAD SCIENCES INC
|
3.250% 09/01/2022 DD 09/14/15
|
465,000
|
|
464,344
|
|
468,222
|
|
|
GOLDMAN SACHS GROUP INC/THE
|
7.500% 02/15/2019 DD 02/05/09
|
480,000
|
|
563,731
|
|
549,245
|
|
|
GOLDMAN SACHS GROUP INC/THE
|
6.150% 04/01/2018 DD 04/01/08
|
1,315,000
|
|
1,438,644
|
|
1,427,985
|
|
|
GOLDMAN SACHS GROUP INC/THE
|
5.250% 07/27/2021 DD 07/27/11
|
1,650,000
|
|
1,646,344
|
|
1,824,273
|
|
|
HOME DEPOT INC/THE
|
2.625% 06/01/2022 DD 06/02/15
|
195,000
|
|
194,282
|
|
194,797
|
|
|
HSBC FINANCE CORP
|
6.676% 01/15/2021 DD 07/15/11
|
696,000
|
|
647,058
|
|
798,785
|
|
|
HSBC HOLDINGS PLC
|
4.250% 03/14/2024 DD 03/12/14
|
795,000
|
|
802,827
|
|
797,886
|
|
|
HUMANA INC
|
2.625% 10/01/2019 DD 09/19/14
|
560,000
|
|
559,972
|
|
561,417
|
|
|
INGERSOLL-RAND LUXEMBOURG FINA
|
2.625% 05/01/2020 DD 10/28/14
|
680,000
|
|
679,551
|
|
670,018
|
|
|
INTERNATIONAL PAPER CO
|
5.000% 09/15/2035 DD 05/26/15
|
795,000
|
|
789,348
|
|
788,338
|
|
|
JPMORGAN CHASE & CO
|
6.000% 01/15/2018 DD 12/20/07
|
1,800,000
|
|
1,760,094
|
|
1,944,108
|
|
|
JPMORGAN CHASE & CO
|
4.400% 07/22/2020 DD 07/22/10
|
1,590,000
|
|
1,594,913
|
|
1,697,134
|
|
|
KINDER MORGAN ENERGY PARTNERS
|
3.500% 03/01/2021 DD 02/24/14
|
880,000
|
|
875,547
|
|
787,494
|
|
|
KINDER MORGAN INC/DE
|
4.300% 06/01/2025 DD 11/26/14
|
1,230,000
|
|
1,225,055
|
|
1,062,732
|
|
|
KRAFT FOODS GROUP INC
|
3.500% 06/06/2022 DD 12/06/12
|
355,000
|
|
351,805
|
|
358,887
|
|
|
KRAFT HEINZ FOODS CO 144A
|
3.500% 07/15/2022 DD 07/02/15
|
575,000
|
|
573,643
|
|
578,968
|
|
|
KROGER CO/THE
|
6.400% 08/15/2017 DD 08/15/07
|
635,000
|
|
701,144
|
|
681,876
|
|
|
LOCKHEED MARTIN CORP
|
3.350% 09/15/2021 DD 09/09/11
|
1,280,000
|
|
1,276,544
|
|
1,311,270
|
|
|
MEDTRONIC INC
|
3.150% 03/15/2022 DD 03/15/15
|
1,570,000
|
|
1,566,719
|
|
1,587,144
|
|
|
METLIFE INC
|
6.750% 06/01/2016 DD 05/29/09
|
830,000
|
|
828,033
|
|
849,015
|
|
|
METLIFE INC
|
VAR RT 12/15/2017 DD 09/15/14
|
245,000
|
|
245,748
|
|
246,441
|
|
|
MICROSOFT CORP
|
3.500% 02/12/2035 DD 02/12/15
|
1,060,000
|
|
1,047,810
|
|
979,705
|
|
|
MICROSOFT CORP
|
4.200% 11/03/2035 DD 11/03/15
|
1,015,000
|
|
1,012,138
|
|
1,036,477
|
|
|
MIDAMERICAN ENERGY CO
|
3.500% 10/15/2024 DD 04/03/14
|
675,000
|
|
671,699
|
|
689,823
|
|
|
MONDELEZ INTERNATIONAL INC
|
4.000% 02/01/2024 DD 01/16/14
|
930,000
|
|
928,996
|
|
958,644
|
|
|
MORGAN STANLEY
|
4.000% 07/23/2025 DD 07/23/15
|
365,000
|
|
364,701
|
|
375,866
|
|
|
MORGAN STANLEY
|
3.875% 04/29/2024 DD 04/28/14
|
780,000
|
|
773,167
|
|
795,116
|
|
|
MORGAN STANLEY
|
7.300% 05/13/2019 DD 05/13/09
|
255,000
|
|
292,464
|
|
292,921
|
|
|
MOTIVA ENTERPRISES LLC 144A
|
5.750% 01/15/2020 DD 01/11/10
|
505,000
|
|
504,010
|
|
543,643
|
|
|
NCUA GUARANTEED NOTES TR C1 A2
|
2.900% 10/29/2020 DD 11/10/10
|
557,958
|
|
556,535
|
|
556,596
|
|
|
NEW YORK LIFE GLOBAL FUND 144A
|
2.100% 01/02/2019 DD 12/12/13
|
845,000
|
|
844,028
|
|
846,107
|
|
|
NORTHROP GRUMMAN CORP
|
1.750% 06/01/2018 DD 05/31/13
|
2,095,000
|
|
2,089,218
|
|
2,076,313
|
|
|
ORACLE CORP
|
3.900% 05/15/2035 DD 05/05/15
|
1,505,000
|
|
1,494,841
|
|
1,411,088
|
|
|
PACIFIC GAS & ELECTRIC CO
|
5.625% 11/30/2017 DD 12/04/07
|
1,260,000
|
|
1,324,027
|
|
1,346,839
|
|
|
PARKER-HANNIFIN CORP
|
3.300% 11/21/2024 DD 11/21/14
|
545,000
|
|
543,801
|
|
549,687
|
|
|
PERRIGO CO PLC
|
2.300% 11/08/2018 DD 05/08/14
|
1,515,000
|
|
1,512,864
|
|
1,493,502
|
|
|
PERRIGO FINANCE UNLIMITED CO
|
3.500% 12/15/2021 DD 12/02/14
|
375,000
|
|
374,764
|
|
364,496
|
|
|
PETRO-CANADA
|
5.950% 05/15/2035 DD 05/16/05
|
250,000
|
|
293,895
|
|
250,653
|
|
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, 2015
|
||||||||
|
PNC BANK NA
|
2.250% 07/02/2019 DD 06/20/14
|
750,000
|
|
747,660
|
|
753,330
|
|
|
PNC BANK NA
|
2.400% 10/18/2019 DD 09/18/14
|
1,220,000
|
|
1,219,109
|
|
1,224,734
|
|
|
RAYTHEON CO
|
6.400% 12/15/2018 DD 06/15/99
|
570,000
|
|
639,812
|
|
640,036
|
|
|
RSB BONDCO LLC A A3
|
5.820% 06/28/2019 DD 06/29/07
|
715,000
|
|
822,809
|
|
739,610
|
|
|
SABMILLER HOLDINGS INC 144A
|
3.750% 01/15/2022 DD 01/17/12
|
245,000
|
|
243,829
|
|
251,978
|
|
|
SCHLUMBERGER HLDGS CORP 144A
|
2.350% 12/21/2018 DD 12/21/15
|
1,765,000
|
|
1,764,788
|
|
1,753,545
|
|
|
SEMPRA ENERGY
|
2.400% 03/15/2020 DD 03/13/15
|
760,000
|
|
759,362
|
|
744,868
|
|
|
SHELL INTERNATIONAL FINANCE BV
|
4.125% 05/11/2035 DD 05/11/15
|
3,410,000
|
|
3,381,561
|
|
3,254,947
|
|
|
SIEMENS FINANCIERINGSMAAT 144A
|
2.900% 05/27/2022 DD 05/27/15
|
1,295,000
|
|
1,295,000
|
|
1,294,482
|
|
|
SOUTHWESTERN ELECTRIC POWER CO
|
5.875% 03/01/2018 DD 12/04/07
|
665,000
|
|
662,579
|
|
718,346
|
|
|
SPECTRA ENERGY CAPITAL LLC
|
8.000% 10/01/2019 DD 09/28/99
|
697,000
|
|
807,882
|
|
792,698
|
|
|
STATE STREET CORP
|
3.700% 11/20/2023 DD 11/19/13
|
1,945,000
|
|
1,940,332
|
|
2,023,811
|
|
|
STATOIL ASA
|
3.700% 03/01/2024 DD 11/08/13
|
530,000
|
|
554,608
|
|
536,964
|
|
|
SUNCOR ENERGY INC
|
6.100% 06/01/2018 DD 06/06/08
|
790,000
|
|
837,483
|
|
849,692
|
|
|
THERMO FISHER SCIENTIFIC INC
|
3.300% 02/15/2022 DD 11/14/14
|
340,000
|
|
339,969
|
|
339,164
|
|
|
TIME WARNER INC
|
3.550% 06/01/2024 DD 05/28/14
|
2,145,000
|
|
2,143,027
|
|
2,104,760
|
|
|
TOTAL CAPITAL INTERNATIONAL SA
|
2.750% 06/19/2021 DD 06/23/14
|
770,000
|
|
768,545
|
|
767,036
|
|
|
TOYOTA AUTO RECEIVABLES 2 B A2
|
0.400% 12/15/2016 DD 06/18/14
|
58,911
|
|
58,906
|
|
58,895
|
|
|
TRANSCANADA PIPELINES LTD
|
4.625% 03/01/2034 DD 02/28/14
|
1,165,000
|
|
1,159,734
|
|
1,101,473
|
|
|
TSMC GLOBAL LTD 144A
|
1.625% 04/03/2018 DD 04/03/13
|
1,240,000
|
|
1,239,169
|
|
1,215,361
|
|
|
U S TREASURY BOND
|
7.250% 05/15/2016 DD 05/15/86
|
2,005,000
|
|
2,072,921
|
|
2,053,561
|
|
|
U S TREASURY BOND
|
2.875% 05/15/2043 DD 05/15/13
|
3,190,000
|
|
2,711,351
|
|
3,110,250
|
|
|
U S TREASURY BOND
|
3.000% 11/15/2044 DD 11/15/14
|
2,355,000
|
|
2,570,484
|
|
2,346,451
|
|
|
U S TREASURY BOND
|
2.500% 02/15/2045 DD 02/15/15
|
8,265,000
|
|
7,516,496
|
|
7,415,606
|
|
|
U S TREASURY BOND
|
3.000% 05/15/2045 DD 05/15/15
|
9,285,000
|
|
9,381,680
|
|
9,242,568
|
|
|
U S TREASURY BOND
|
2.875% 08/15/2045 DD 08/15/15
|
5,495,000
|
|
5,409,114
|
|
5,336,799
|
|
|
U S TREASURY NOTE
|
0.750% 01/15/2017 DD 01/15/14
|
1,425,000
|
|
1,424,276
|
|
1,423,718
|
|
|
U S TREASURY NOTE
|
1.625% 03/31/2019 DD 03/31/14
|
755,000
|
|
761,009
|
|
759,719
|
|
|
U S TREASURY NOTE
|
1.625% 04/30/2019 DD 04/30/14
|
1,070,000
|
|
1,078,037
|
|
1,076,227
|
|
|
U S TREASURY NOTE
|
0.875% 08/15/2017 DD 08/15/14
|
3,255,000
|
|
3,249,093
|
|
3,247,741
|
|
|
U S TREASURY NOTE
|
1.750% 09/30/2019 DD 09/30/14
|
28,685,000
|
|
29,049,603
|
|
28,878,911
|
|
|
U S TREASURY NOTE
|
1.500% 11/30/2019 DD 11/30/14
|
31,420,000
|
|
31,443,108
|
|
31,294,948
|
|
|
U S TREASURY NOTE
|
2.125% 12/31/2021 DD 12/31/14
|
14,005,000
|
|
14,298,700
|
|
14,128,664
|
|
|
U S TREASURY NOTE
|
1.625% 12/31/2019 DD 12/31/14
|
29,705,000
|
|
29,834,944
|
|
29,706,188
|
|
|
U S TREASURY NOTE
|
1.250% 01/31/2020 DD 01/31/15
|
7,405,000
|
|
7,293,718
|
|
7,291,037
|
|
|
U S TREASURY NOTE
|
3.625% 08/15/2019 DD 08/15/09
|
4,160,000
|
|
4,539,886
|
|
4,466,467
|
|
|
U S TREASURY NOTE
|
1.500% 06/30/2016 DD 06/30/11
|
405,000
|
|
406,962
|
|
406,867
|
|
|
U S TREASURY NOTE
|
0.875% 01/31/2017 DD 01/31/12
|
5,025,000
|
|
5,027,944
|
|
5,025,402
|
|
|
U S TREASURY NOTE
|
1.375% 02/28/2019 DD 02/29/12
|
1,425,000
|
|
1,425,930
|
|
1,424,059
|
|
|
U S TREASURY NOTE
|
1.000% 09/30/2019 DD 09/30/12
|
1,990,000
|
|
1,955,175
|
|
1,948,170
|
|
|
U S TREASURY NOTE
|
1.125% 12/31/2019 DD 12/31/12
|
2,615,000
|
|
2,579,918
|
|
2,565,367
|
|
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, 2015
|
||||||||
|
U S TREASURY NOTE
|
1.625% 06/30/2019 DD 06/30/14
|
2,510,000
|
|
2,535,620
|
|
2,521,270
|
|
|
U S TREASURY NOTE
|
1.625% 07/31/2019 DD 07/31/14
|
2,335,000
|
|
2,347,251
|
|
2,343,126
|
|
|
VERIZON COMMUNICATIONS INC
|
6.400% 09/15/2033 DD 09/18/13
|
162,000
|
|
161,838
|
|
184,563
|
|
|
VERIZON COMMUNICATIONS INC
|
4.522% 09/15/2048 DD 03/13/15
|
2,647,000
|
|
2,040,459
|
|
2,367,212
|
|
|
VISA INC
|
2.800% 12/14/2022 DD 12/14/15
|
1,425,000
|
|
1,423,019
|
|
1,430,885
|
|
|
VODAFONE GROUP PLC
|
2.950% 02/19/2023 DD 02/19/13
|
1,110,000
|
|
1,104,861
|
|
1,040,170
|
|
|
WALGREENS BOOTS ALLIANCE INC
|
4.500% 11/18/2034 DD 11/18/14
|
145,000
|
|
134,182
|
|
132,414
|
|
|
WALGREENS BOOTS ALLIANCE INC
|
3.300% 11/18/2021 DD 11/18/14
|
695,000
|
|
693,103
|
|
681,607
|
|
|
WELLS FARGO & CO
|
2.125% 04/22/2019 DD 04/22/14
|
1,285,000
|
|
1,282,276
|
|
1,286,555
|
|
|
U S TREASURY BOND
|
2.875% 08/15/2045 DD 08/15/15
|
805,000
|
|
(791,636
|
)
|
(791,636
|
)
|
|
US TREAS BD FUTURE (CBT)
|
EXP MAR 16
|
(204
|
)
|
(87,669
|
)
|
(87,669
|
)
|
|
US 10YR TREAS NTS FUTURE (CBT)
|
EXP MAR 16
|
(27
|
)
|
14,234
|
|
14,234
|
|
|
US 5YR TREAS NTS FUTURE (CBT)
|
EXP MAR 16
|
165
|
|
(38,672
|
)
|
(38,672
|
)
|
|
US 2YR TREAS NTS FUT (CBT)
|
EXP MAR 16
|
(253
|
)
|
83,724
|
|
83,724
|
|
|
INTEREST BEARING CASH
|
TEMPORARY INVESTMENST
|
|
9,462,870
|
|
9,462,870
|
|
|
|
TOTAL UNDERLYING ASSETS
|
|
|
310,587,704
|
|
312,583,214
|
|
|
|
ADJUSTMENT FROM MARKET TO CONTRACT VALUE
|
|
|
(14,942,831
|
)
|
|||
|
CONTRACT VALUE
|
|
|
|
297,640,383
|
|
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, 2015
|
||||||||
|
|
|
(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 144A
|
3.700% 10/15/2025 DD 10/21/15
|
165,000
|
|
164,606
|
|
164,591
|
|
|
21ST CENTURY FOX AMERICA INC
|
3.000% 09/15/2022 DD 09/14/12
|
70,000
|
|
69,503
|
|
68,979
|
|
|
ABBEY NATIONAL TREASURY SERVIC
|
2.350% 09/10/2019 DD 09/10/14
|
375,000
|
|
373,489
|
|
375,356
|
|
|
ABBVIE INC
|
1.800% 05/14/2018 DD 05/14/15
|
125,000
|
|
124,873
|
|
124,425
|
|
|
ACTAVIS FUNDING SCS
|
3.000% 03/12/2020 DD 03/12/15
|
375,000
|
|
374,981
|
|
374,704
|
|
|
ACTAVIS FUNDING SCS
|
3.450% 03/15/2022 DD 03/12/15
|
725,000
|
|
723,970
|
|
725,790
|
|
|
AGRIUM INC
|
3.375% 03/15/2025 DD 03/02/15
|
90,000
|
|
89,870
|
|
82,112
|
|
|
ALLY MASTER OWNER TRUST 1 A2
|
1.000% 02/15/2018 DD 02/21/13
|
250,000
|
|
249,942
|
|
249,992
|
|
|
ALLY MASTER OWNER TRUST 5 A2
|
1.600% 10/15/2019 DD 11/12/14
|
385,000
|
|
384,993
|
|
383,010
|
|
|
ALTRIA GROUP INC
|
9.250% 08/06/2019 DD 02/06/09
|
98,000
|
|
121,850
|
|
119,950
|
|
|
ALTRIA GROUP INC
|
2.850% 08/09/2022 DD 08/09/12
|
265,000
|
|
264,449
|
|
258,343
|
|
|
AMAZON.COM INC
|
3.800% 12/05/2024 DD 12/05/14
|
150,000
|
|
156,303
|
|
156,039
|
|
|
AMERICAN EXPRESS CO
|
6.150% 08/28/2017 DD 08/28/07
|
425,000
|
|
480,905
|
|
455,013
|
|
|
AMERICAN TOWER CORP
|
4.500% 01/15/2018 DD 12/07/10
|
750,000
|
|
805,485
|
|
782,168
|
|
|
AMERIPRISE FINANCIAL INC
|
4.000% 10/15/2023 DD 09/06/13
|
220,000
|
|
224,301
|
|
228,538
|
|
|
ANADARKO PETROLEUM CORP
|
6.375% 09/15/2017 DD 08/12/10
|
200,000
|
|
233,216
|
|
209,724
|
|
|
ANHEUSER-BUSCH INBEV FINANCE I
|
2.150% 02/01/2019 DD 01/27/14
|
250,000
|
|
249,720
|
|
248,555
|
|
|
ANTHEM INC
|
2.300% 07/15/2018 DD 08/06/13
|
135,000
|
|
134,432
|
|
134,745
|
|
|
APPLE INC
|
2.500% 02/09/2025 DD 02/09/15
|
140,000
|
|
139,803
|
|
133,686
|
|
|
ARI FLEET LEASE TRUST B A 144A
|
VAR RT 01/15/2021 DD 10/23/12
|
39,589
|
|
39,589
|
|
39,554
|
|
|
ASTRAZENECA PLC
|
1.750% 11/16/2018 DD 11/16/15
|
150,000
|
|
150,000
|
|
149,579
|
|
|
ASTRAZENECA PLC
|
2.375% 11/16/2020 DD 11/16/15
|
150,000
|
|
149,376
|
|
148,929
|
|
|
AT&T INC
|
3.000% 06/30/2022 DD 05/04/15
|
100,000
|
|
96,108
|
|
97,602
|
|
|
AUTOZONE INC
|
2.500% 04/15/2021 DD 04/29/15
|
485,000
|
|
484,816
|
|
473,248
|
|
|
BA CREDIT CARD TRUST A1 A
|
VAR RT 06/15/2021 DD 02/13/14
|
495,000
|
|
495,000
|
|
494,144
|
|
|
BAE SYSTEMS HOLDINGS INC 144A
|
3.800% 10/07/2024 DD 10/07/14
|
250,000
|
|
249,258
|
|
248,590
|
|
|
BAE SYSTEMS HOLDINGS INC 144A
|
2.850% 12/15/2020 DD 12/10/15
|
35,000
|
|
34,877
|
|
34,911
|
|
|
BAE SYSTEMS HOLDINGS INC 144A
|
3.850% 12/15/2025 DD 12/10/15
|
40,000
|
|
39,528
|
|
39,599
|
|
|
BANC OF AMERICA COMMERCIA 4 A4
|
5.634% 07/10/2046 DD 08/01/06
|
348,817
|
|
392,163
|
|
351,650
|
|
|
BANK OF AMERICA CORP
|
5.750% 12/01/2017 DD 12/04/07
|
135,000
|
|
129,533
|
|
144,416
|
|
|
BANK OF AMERICA CORP
|
2.600% 01/15/2019 DD 10/22/13
|
62,000
|
|
61,989
|
|
62,202
|
|
|
BANK OF AMERICA CORP
|
4.200% 08/26/2024 DD 08/26/14
|
145,000
|
|
144,894
|
|
143,866
|
|
|
BANK OF AMERICA CORP
|
3.950% 04/21/2025 DD 04/21/15
|
75,000
|
|
74,779
|
|
73,033
|
|
|
BANK OF AMERICA CORP
|
6.875% 04/25/2018 DD 04/25/08
|
825,000
|
|
915,170
|
|
910,190
|
|
|
BANK OF AMERICA CORP
|
5.700% 05/02/2017 DD 05/02/07
|
145,000
|
|
160,498
|
|
151,218
|
|
|
BANK OF NEW YORK MELLON CORP/T
|
2.600% 08/17/2020 DD 08/17/15
|
300,000
|
|
299,859
|
|
301,185
|
|
|
BANK OF NEW YORK MELLON CORP/T
|
2.450% 11/27/2020 DD 11/27/15
|
235,000
|
|
234,847
|
|
233,966
|
|
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, 2015
|
||||||||
|
BANK OF NOVA SCOTIA/THE
|
4.500% 12/16/2025 DD 12/16/15
|
450,000
|
|
449,964
|
|
447,917
|
|
|
BARCLAYS BANK PLC 144A
|
6.050% 12/04/2017 DD 12/04/07
|
785,000
|
|
876,089
|
|
837,336
|
|
|
BARRICK GOLD CORP
|
4.100% 05/01/2023 DD 05/02/13
|
51,000
|
|
49,255
|
|
43,751
|
|
|
BAT INTERNATIONAL FINANCE 144A
|
2.750% 06/15/2020 DD 06/15/15
|
140,000
|
|
139,779
|
|
139,959
|
|
|
BB&T CORP
|
2.625% 06/29/2020 DD 06/29/15
|
525,000
|
|
524,706
|
|
528,050
|
|
|
BEAR STEARNS COMMERCIA PW14 A4
|
5.201% 12/11/2038 DD 12/01/06
|
180,506
|
|
198,507
|
|
183,992
|
|
|
BEAR STEARNS COMMERCIA PW16 A4
|
VAR RT 06/11/2040 DD 06/01/07
|
114,447
|
|
130,323
|
|
117,160
|
|
|
BEAR STEARNS COMMERCIAL T24 A4
|
5.537% 10/12/2041 DD 10/01/06
|
122,229
|
|
132,179
|
|
123,845
|
|
|
BEAR STEARNS COS LLC/THE
|
6.400% 10/02/2017 DD 10/02/07
|
150,000
|
|
149,562
|
|
161,540
|
|
|
BEAR STEARNS COS LLC/THE
|
7.250% 02/01/2018 DD 02/01/08
|
115,000
|
|
143,107
|
|
126,855
|
|
|
BERKSHIRE HATHAWAY ENERGY CO
|
2.400% 02/01/2020 DD 12/04/14
|
275,000
|
|
274,940
|
|
272,434
|
|
|
BP CAPITAL MARKETS PLC
|
2.241% 09/26/2018 DD 09/26/13
|
425,000
|
|
432,971
|
|
426,292
|
|
|
BP CAPITAL MARKETS PLC
|
2.521% 01/15/2020 DD 11/04/14
|
165,000
|
|
165,000
|
|
164,464
|
|
|
BP CAPITAL MARKETS PLC
|
3.062% 03/17/2022 DD 03/17/15
|
75,000
|
|
75,000
|
|
73,491
|
|
|
BPCE SA 144A
|
5.700% 10/22/2023 DD 10/22/13
|
200,000
|
|
220,080
|
|
209,990
|
|
|
CAPITAL AUTO RECEIVABLES 1 A3
|
1.320% 06/20/2018 DD 01/22/14
|
395,000
|
|
394,923
|
|
394,850
|
|
|
CAPITAL ONE FINANCIAL CORP
|
6.150% 09/01/2016 DD 08/29/06
|
350,000
|
|
362,737
|
|
360,637
|
|
|
CAPITAL ONE NA/MCLEAN VA
|
1.650% 02/05/2018 DD 02/05/15
|
425,000
|
|
424,915
|
|
420,797
|
|
|
CARDINAL HEALTH INC
|
2.400% 11/15/2019 DD 11/19/14
|
205,000
|
|
204,617
|
|
204,922
|
|
|
CARDINAL HEALTH INC
|
3.500% 11/15/2024 DD 11/19/14
|
235,000
|
|
232,488
|
|
235,273
|
|
|
CARDINAL HEALTH INC
|
1.950% 06/15/2018 DD 06/23/15
|
50,000
|
|
49,961
|
|
49,870
|
|
|
CARMAX AUTO OWNER TRUST 2 3 A4
|
1.490% 01/15/2019 DD 08/08/13
|
265,000
|
|
264,987
|
|
264,812
|
|
|
CATERPILLAR FINANCIAL SERVICES
|
2.500% 11/13/2020 DD 11/13/15
|
55,000
|
|
54,951
|
|
54,996
|
|
|
CCO SAFARI II LLC 144A
|
3.579% 07/23/2020 DD 07/23/15
|
240,000
|
|
239,835
|
|
238,562
|
|
|
CCO SAFARI II LLC 144A
|
4.464% 07/23/2022 DD 07/23/15
|
320,000
|
|
320,176
|
|
318,883
|
|
|
CCO SAFARI II LLC 144A
|
4.908% 07/23/2025 DD 07/23/15
|
110,000
|
|
109,985
|
|
109,893
|
|
|
CD 2007-CD4 COMMERCIAL CD4 A4
|
5.322% 12/11/2049 DD 03/01/07
|
388,415
|
|
441,154
|
|
394,952
|
|
|
CD 2007-CD5 MORTGAGE TR CD5 A4
|
VAR RT 11/15/2044 DD 11/01/07
|
340,464
|
|
374,099
|
|
353,065
|
|
|
CHEVRON CORP
|
1.365% 03/02/2018 DD 03/03/15
|
260,000
|
|
260,000
|
|
257,920
|
|
|
CITIGROUP COMMERCIAL M GC15 A4
|
VAR RT 09/10/2046 DD 09/01/13
|
295,000
|
|
313,827
|
|
318,128
|
|
|
CITIGROUP COMMERCIAL M GC35 A4
|
3.818% 11/10/2048 DD 12/01/15
|
300,000
|
|
308,991
|
|
307,386
|
|
|
CITIGROUP COMMERCIAL MOR C4 A3
|
VAR RT 03/15/2049 DD 06/01/06
|
65,550
|
|
71,847
|
|
65,689
|
|
|
CITIGROUP INC
|
5.500% 09/13/2025 DD 09/13/13
|
175,000
|
|
194,138
|
|
189,961
|
|
|
CITIGROUP INC
|
4.400% 06/10/2025 DD 06/10/15
|
125,000
|
|
124,490
|
|
126,251
|
|
|
CITIGROUP INC
|
4.450% 09/29/2027 DD 09/29/15
|
155,000
|
|
155,886
|
|
153,974
|
|
|
CITIZENS BANK NA/PROVIDENCE RI
|
2.300% 12/03/2018 DD 12/03/15
|
400,000
|
|
399,480
|
|
399,528
|
|
|
COBALT CMBS COMMERCIAL M C2 A3
|
VAR RT 04/15/2047 DD 04/01/07
|
137,858
|
|
151,019
|
|
141,686
|
|
|
COCA-COLA ENTERPRISES INC
|
3.500% 09/15/2020 DD 09/14/10
|
300,000
|
|
306,789
|
|
306,606
|
|
|
COMCAST CORP
|
3.125% 07/15/2022 DD 07/02/12
|
150,000
|
|
155,677
|
|
152,441
|
|
|
COMM 2013-CCRE9 MORTGAG CR9 A4
|
VAR RT 07/10/2045 DD 07/01/13
|
290,000
|
|
309,474
|
|
311,631
|
|
|
COMM 2014-CCRE21 MORTG CR21 A3
|
3.528% 12/10/2047 DD 12/01/14
|
445,267
|
|
457,994
|
|
448,825
|
|
|
COMM 2014-UBS4 MORTGAG UBS4 A5
|
3.694% 08/10/2047 DD 07/01/14
|
449,000
|
|
466,358
|
|
456,162
|
|
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, 2015
|
||||||||
|
COMM 2015-CCRE26 MORTG CR26 A4
|
3.630% 10/10/2048 DD 10/01/15
|
453,000
|
|
466,201
|
|
456,773
|
|
|
COMM 2015-LC19 MORTGAG LC19 A4
|
3.183% 02/10/2048 DD 02/01/15
|
320,000
|
|
317,900
|
|
313,770
|
|
|
COMMERCIAL MORTGAGE PAS CR3 A3
|
2.822% 10/15/2045 DD 10/01/12
|
115,000
|
|
116,020
|
|
113,694
|
|
|
COMMIT TO PUR FHLMC GOLD SFM
|
4.500% 01/01/2046 DD 01/01/16
|
2,000,000
|
|
2,152,813
|
|
2,154,500
|
|
|
COMMIT TO PUR FNMA SF MTG
|
3.000% 01/01/2046 DD 01/01/16
|
3,100,000
|
|
3,106,625
|
|
3,100,031
|
|
|
COMMIT TO PUR FNMA SF MTG
|
3.500% 01/01/2046 DD 01/01/16
|
5,300,000
|
|
5,471,914
|
|
5,468,116
|
|
|
COMMIT TO PUR FNMA SF MTG
|
4.000% 01/01/2031 DD 01/01/16
|
4,000,000
|
|
4,176,250
|
|
4,170,640
|
|
|
COMMIT TO PUR GNMA II JUMBOS
|
3.500% 01/20/2046 DD 01/01/16
|
1,800,000
|
|
1,873,625
|
|
1,876,428
|
|
|
CONOCOPHILLIPS
|
6.000% 01/15/2020 DD 05/21/09
|
60,000
|
|
71,842
|
|
66,847
|
|
|
CONOCOPHILLIPS CO
|
2.400% 12/15/2022 DD 12/07/12
|
125,000
|
|
116,355
|
|
113,550
|
|
|
CONSOLIDATED EDISON CO OF NEW
|
3.300% 12/01/2024 DD 11/24/14
|
105,000
|
|
104,636
|
|
104,861
|
|
|
CONTINENTAL RESOURCES INC/OK
|
5.000% 09/15/2022 DD 03/08/12
|
55,000
|
|
51,491
|
|
40,563
|
|
|
CORP NACIONAL DEL COBRE D 144A
|
4.500% 09/16/2025 DD 09/16/15
|
280,000
|
|
275,682
|
|
263,673
|
|
|
COX COMMUNICATIONS INC 144A
|
6.250% 06/01/2018 DD 06/05/08
|
175,000
|
|
206,817
|
|
188,052
|
|
|
COX COMMUNICATIONS INC 144A
|
2.950% 06/30/2023 DD 05/01/13
|
340,000
|
|
338,504
|
|
299,513
|
|
|
CREDIT SUISSE GROUP FUNDI 144A
|
3.800% 09/15/2022 DD 09/15/15
|
725,000
|
|
737,013
|
|
724,427
|
|
|
CREDIT SUISSE MORTGAGE C C4 A3
|
5.467% 09/15/2039 DD 09/01/06
|
228,663
|
|
242,991
|
|
231,080
|
|
|
CSAIL 2015-C4 COMMERCIAL C4 A4
|
3.808% 11/15/2048 DD 11/01/15
|
286,000
|
|
294,578
|
|
291,563
|
|
|
CVS HEALTH CORP
|
2.750% 12/01/2022 DD 11/29/12
|
30,000
|
|
29,958
|
|
29,229
|
|
|
CVS HEALTH CORP
|
2.800% 07/20/2020 DD 07/20/15
|
285,000
|
|
285,012
|
|
286,280
|
|
|
CVS HEALTH CORP
|
3.500% 07/20/2022 DD 07/20/15
|
175,000
|
|
174,925
|
|
178,073
|
|
|
CVS HEALTH CORP
|
3.875% 07/20/2025 DD 07/20/15
|
220,000
|
|
217,880
|
|
224,528
|
|
|
DAIMLER FINANCE NORTH AME 144A
|
1.650% 03/02/2018 DD 03/02/15
|
225,000
|
|
224,811
|
|
222,305
|
|
|
DAIMLER FINANCE NORTH AME 144A
|
1.650% 05/18/2018 DD 05/18/15
|
250,000
|
|
249,680
|
|
246,475
|
|
|
DDR CORP
|
4.250% 02/01/2026 DD 10/21/15
|
650,000
|
|
644,111
|
|
634,010
|
|
|
DEVON ENERGY CORP
|
5.850% 12/15/2025 DD 12/15/15
|
20,000
|
|
19,991
|
|
19,451
|
|
|
DIRECTV HOLDINGS LLC / DIRECTV
|
2.400% 03/15/2017 DD 03/08/12
|
230,000
|
|
233,252
|
|
231,851
|
|
|
DIRECTV HOLDINGS LLC / DIRECTV
|
3.800% 03/15/2022 DD 03/08/12
|
135,000
|
|
136,847
|
|
135,853
|
|
|
DOMINION RESOURCES INC/VA
|
1.250% 03/15/2017 DD 03/24/14
|
325,000
|
|
326,118
|
|
322,988
|
|
|
DOMINION RESOURCES INC/VA
|
3.900% 10/01/2025 DD 09/24/15
|
560,000
|
|
563,959
|
|
560,582
|
|
|
DUKE ENERGY CORP
|
3.750% 04/15/2024 DD 04/04/14
|
200,000
|
|
199,882
|
|
202,640
|
|
|
DUKE ENERGY PROGRESS LLC
|
3.250% 08/15/2025 DD 08/13/15
|
265,000
|
|
264,192
|
|
266,844
|
|
|
DUKE REALTY LP
|
5.950% 02/15/2017 DD 08/24/06
|
3,000
|
|
3,045
|
|
3,132
|
|
|
DUKE REALTY LP
|
3.750% 12/01/2024 DD 11/17/14
|
70,000
|
|
69,156
|
|
68,083
|
|
|
ELECTRICITE DE FRANCE SA 144A
|
3.625% 10/13/2025 DD 10/13/15
|
180,000
|
|
178,479
|
|
175,963
|
|
|
EMD FINANCE LLC 144A
|
2.950% 03/19/2022 DD 03/19/15
|
75,000
|
|
74,868
|
|
72,364
|
|
|
EMD FINANCE LLC 144A
|
3.250% 03/19/2025 DD 03/19/15
|
485,000
|
|
476,084
|
|
459,853
|
|
|
ENERGY TRANSFER PARTNERS LP
|
4.150% 10/01/2020 DD 09/19/13
|
100,000
|
|
99,829
|
|
92,249
|
|
|
ENERGY TRANSFER PARTNERS LP
|
5.950% 10/01/2043 DD 09/19/13
|
400,000
|
|
390,588
|
|
320,900
|
|
|
EXELON CORP
|
1.550% 06/09/2017 DD 06/11/15
|
135,000
|
|
134,908
|
|
134,430
|
|
|
FHLMC POOL #A4-1215
|
5.000% 11/01/2035 DD 12/01/05
|
109,147
|
|
104,823
|
|
119,795
|
|
|
FHLMC POOL #A4-1297
|
5.000% 12/01/2035 DD 12/01/05
|
36,723
|
|
35,268
|
|
40,078
|
|
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, 2015
|
||||||||
|
FHLMC POOL #A4-1833
|
5.000% 01/01/2036 DD 01/01/06
|
28,423
|
|
27,297
|
|
31,202
|
|
|
FHLMC POOL #A4-7715
|
5.000% 11/01/2035 DD 11/01/05
|
607
|
|
583
|
|
662
|
|
|
FHLMC POOL #A7-0631
|
5.000% 12/01/2037 DD 12/01/07
|
129,255
|
|
123,964
|
|
141,117
|
|
|
FHLMC POOL #A7-7292
|
5.000% 04/01/2038 DD 05/01/08
|
377,275
|
|
372,559
|
|
411,701
|
|
|
FHLMC POOL #A9-6129
|
4.000% 01/01/2041 DD 12/01/10
|
3,143,036
|
|
3,246,412
|
|
3,330,581
|
|
|
FHLMC POOL #B1-1979
|
5.500% 01/01/2019 DD 01/01/04
|
7,271
|
|
7,279
|
|
7,518
|
|
|
FHLMC POOL #B1-5149
|
5.500% 06/01/2019 DD 06/01/04
|
4,082
|
|
4,226
|
|
4,115
|
|
|
FHLMC POOL #B1-5992
|
5.500% 08/01/2019 DD 08/01/04
|
21,702
|
|
22,468
|
|
22,648
|
|
|
FHLMC POOL #B1-6466
|
5.500% 09/01/2019 DD 09/01/04
|
68,619
|
|
68,694
|
|
72,529
|
|
|
FHLMC POOL #E0-1216
|
5.500% 10/01/2017 DD 10/01/02
|
12,888
|
|
13,343
|
|
13,263
|
|
|
FHLMC POOL #E0-1648
|
5.500% 05/01/2019 DD 05/01/04
|
2,880
|
|
2,982
|
|
3,029
|
|
|
FHLMC POOL #E9-2026
|
5.500% 10/01/2017 DD 10/01/02
|
35,678
|
|
36,937
|
|
36,548
|
|
|
FHLMC POOL #E9-9911
|
5.500% 10/01/2018 DD 09/01/03
|
20,816
|
|
21,551
|
|
21,608
|
|
|
FHLMC POOL #G0-1940
|
5.000% 10/01/2035 DD 10/01/05
|
62,623
|
|
58,822
|
|
68,891
|
|
|
FHLMC POOL #G0-4214
|
5.500% 05/01/2038 DD 04/01/08
|
220,519
|
|
222,035
|
|
245,353
|
|
|
FHLMC POOL #G0-8563
|
4.000% 01/01/2044 DD 12/01/13
|
996,137
|
|
1,026,799
|
|
1,053,285
|
|
|
FHLMC POOL #G1-2165
|
6.500% 01/01/2019 DD 05/01/06
|
185
|
|
187
|
|
189
|
|
|
FHLMC POOL #Q2-8457
|
3.500% 09/01/2044 DD 09/01/14
|
3,434,643
|
|
3,522,924
|
|
3,538,472
|
|
|
FHLMC MULTICLASS MTG 2684 PH
|
5.000% 01/15/2033 DD 10/01/03
|
19,649
|
|
19,291
|
|
19,830
|
|
|
FHLMC MULTICLASS MTG K003 A5
|
5.085% 03/25/2019 DD 06/01/09
|
175,000
|
|
176,749
|
|
190,397
|
|
|
FIFTH THIRD AUTO TRUST 20 3 A4
|
1.470% 05/17/2021 DD 10/29/14
|
480,000
|
|
479,854
|
|
475,963
|
|
|
FIFTH THIRD AUTO TRUST 20 A A4
|
0.830% 04/15/2019 DD 03/28/13
|
390,000
|
|
389,979
|
|
387,785
|
|
|
FIFTH THIRD BANK/CINCINNATI OH
|
2.875% 10/01/2021 DD 09/05/14
|
300,000
|
|
298,455
|
|
298,791
|
|
|
FNMA POOL #0252441
|
6.000% 05/01/2019 DD 04/01/99
|
4,956
|
|
5,400
|
|
5,593
|
|
|
FNMA POOL #0256315
|
5.500% 07/01/2036 DD 06/01/06
|
116,120
|
|
113,847
|
|
129,828
|
|
|
FNMA POOL #0693008
|
5.000% 05/01/2018 DD 05/01/03
|
1,266
|
|
1,270
|
|
1,311
|
|
|
FNMA POOL #0725314
|
5.000% 04/01/2034 DD 03/01/04
|
78,296
|
|
74,372
|
|
86,605
|
|
|
FNMA POOL #0726028
|
5.000% 08/01/2018 DD 07/01/03
|
10,460
|
|
10,498
|
|
10,831
|
|
|
FNMA POOL #0727187
|
5.500% 08/01/2033 DD 08/01/03
|
38,348
|
|
38,600
|
|
43,125
|
|
|
FNMA POOL #0733371
|
5.000% 08/01/2018 DD 07/01/03
|
27,186
|
|
27,441
|
|
28,170
|
|
|
FNMA POOL #0733655
|
5.500% 09/01/2033 DD 08/01/03
|
43,961
|
|
44,249
|
|
49,430
|
|
|
FNMA POOL #0734847
|
5.500% 08/01/2033 DD 08/01/03
|
68,247
|
|
68,695
|
|
76,750
|
|
|
FNMA POOL #0738499
|
5.500% 09/01/2033 DD 09/01/03
|
12,787
|
|
12,871
|
|
14,237
|
|
|
FNMA POOL #0738632
|
5.000% 11/01/2018 DD 11/01/03
|
26,303
|
|
26,549
|
|
27,409
|
|
|
FNMA POOL #0743133
|
5.000% 10/01/2018 DD 09/01/03
|
36,745
|
|
37,090
|
|
38,073
|
|
|
FNMA POOL #0743186
|
5.000% 10/01/2018 DD 09/01/03
|
84,206
|
|
84,996
|
|
87,318
|
|
|
FNMA POOL #0743859
|
5.000% 11/01/2018 DD 10/01/03
|
93,356
|
|
94,231
|
|
97,278
|
|
|
FNMA POOL #0743887
|
5.000% 11/01/2018 DD 10/01/03
|
24,761
|
|
24,993
|
|
25,638
|
|
|
FNMA POOL #0747866
|
5.000% 11/01/2018 DD 11/01/03
|
48,601
|
|
49,057
|
|
50,692
|
|
|
FNMA POOL #0757861
|
5.000% 10/01/2018 DD 11/01/03
|
42,854
|
|
43,256
|
|
44,428
|
|
|
FNMA POOL #0778421
|
5.000% 08/01/2035 DD 07/01/05
|
9,065
|
|
8,916
|
|
9,970
|
|
|
FNMA POOL #0820263
|
5.000% 07/01/2035 DD 07/01/05
|
27,932
|
|
27,474
|
|
30,805
|
|
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, 2015
|
||||||||
|
FNMA POOL #0825951
|
5.000% 07/01/2035 DD 06/01/05
|
33,061
|
|
32,518
|
|
36,467
|
|
|
FNMA POOL #0826955
|
5.000% 06/01/2035 DD 06/01/05
|
3,531
|
|
3,473
|
|
3,898
|
|
|
FNMA POOL #0828523
|
5.000% 07/01/2035 DD 07/01/05
|
46,180
|
|
45,423
|
|
50,884
|
|
|
FNMA POOL #0828547
|
5.000% 08/01/2035 DD 08/01/05
|
5,567
|
|
5,284
|
|
6,145
|
|
|
FNMA POOL #0828678
|
5.000% 07/01/2035 DD 07/01/05
|
54,959
|
|
54,058
|
|
60,575
|
|
|
FNMA POOL #0828712
|
5.000% 07/01/2035 DD 07/01/05
|
51,192
|
|
50,353
|
|
56,488
|
|
|
FNMA POOL #0830996
|
5.000% 08/01/2035 DD 07/01/05
|
74,992
|
|
73,762
|
|
82,484
|
|
|
FNMA POOL #0832013
|
5.000% 09/01/2035 DD 08/01/05
|
85,944
|
|
84,534
|
|
94,526
|
|
|
FNMA POOL #0832878
|
5.000% 09/01/2035 DD 08/01/05
|
93,878
|
|
90,783
|
|
103,580
|
|
|
FNMA POOL #0838778
|
5.000% 10/01/2035 DD 10/01/05
|
30,005
|
|
28,501
|
|
33,115
|
|
|
FNMA POOL #0840377
|
5.000% 11/01/2035 DD 11/01/05
|
26,113
|
|
24,804
|
|
28,802
|
|
|
FNMA POOL #0843360
|
5.000% 11/01/2035 DD 11/01/05
|
45,294
|
|
43,024
|
|
49,906
|
|
|
FNMA POOL #0844018
|
5.000% 11/01/2035 DD 10/01/05
|
82,451
|
|
78,319
|
|
90,967
|
|
|
FNMA POOL #0867065
|
5.000% 02/01/2036 DD 02/01/06
|
26,096
|
|
24,771
|
|
28,745
|
|
|
FNMA POOL #0882022
|
5.500% 05/01/2036 DD 05/01/06
|
4,755
|
|
4,661
|
|
5,319
|
|
|
FNMA POOL #0888023
|
5.500% 06/01/2036 DD 11/01/06
|
551,032
|
|
549,741
|
|
618,914
|
|
|
FNMA POOL #0888120
|
5.000% 10/01/2035 DD 12/01/06
|
194,989
|
|
188,546
|
|
215,118
|
|
|
FNMA POOL #0893289
|
5.500% 08/01/2036 DD 08/01/06
|
61,880
|
|
60,730
|
|
69,418
|
|
|
FNMA POOL #0893363
|
5.000% 06/01/2036 DD 08/01/06
|
9,368
|
|
8,899
|
|
10,324
|
|
|
FNMA POOL #0900979
|
5.500% 09/01/2036 DD 09/01/06
|
8,797
|
|
8,633
|
|
9,807
|
|
|
FNMA POOL #0961876
|
5.000% 03/01/2038 DD 02/01/08
|
296,629
|
|
289,653
|
|
332,239
|
|
|
FNMA POOL #0AL5249
|
4.500% 01/01/2043 DD 04/01/14
|
1,616,519
|
|
1,748,619
|
|
1,748,621
|
|
|
FNMA POOL #0AL7366
|
4.500% 08/01/2042 DD 09/01/15
|
1,871,429
|
|
2,025,822
|
|
2,025,092
|
|
|
FNMA POOL #0AM8141
|
2.780% 03/01/2027 DD 03/01/15
|
171,000
|
|
174,473
|
|
166,663
|
|
|
FNMA POOL #0AM8172
|
2.740% 03/01/2027 DD 03/01/15
|
302,269
|
|
308,503
|
|
294,664
|
|
|
FNMA POOL #0AM8188
|
2.640% 03/01/2027 DD 03/01/15
|
88,796
|
|
89,739
|
|
85,878
|
|
|
FNMA POOL #0AM8958
|
2.970% 06/01/2030 DD 06/01/15
|
343,000
|
|
343,295
|
|
328,100
|
|
|
FNMA POOL #0AT2016
|
3.000% 04/01/2043 DD 04/01/13
|
1,342,059
|
|
1,354,640
|
|
1,345,025
|
|
|
FNMA POOL #0AU1358
|
3.000% 07/01/2028 DD 07/01/13
|
853,050
|
|
884,906
|
|
881,099
|
|
|
FNMA POOL #0AU8871
|
3.000% 12/01/2028 DD 11/01/13
|
1,420,342
|
|
1,456,960
|
|
1,466,390
|
|
|
FNMA POOL #0MA2495
|
3.500% 01/01/2046 DD 12/01/15
|
3,500,000
|
|
3,621,680
|
|
3,613,750
|
|
|
FORD MOTOR CREDIT CO LLC
|
6.625% 08/15/2017 DD 08/04/10
|
150,000
|
|
177,495
|
|
159,882
|
|
|
FORD MOTOR CREDIT CO LLC
|
5.875% 08/02/2021 DD 08/01/11
|
225,000
|
|
262,510
|
|
250,906
|
|
|
FORD MOTOR CREDIT CO LLC
|
2.597% 11/04/2019 DD 11/04/14
|
310,000
|
|
310,000
|
|
304,370
|
|
|
FORD MOTOR CREDIT CO LLC
|
3.219% 01/09/2022 DD 01/09/15
|
375,000
|
|
382,856
|
|
367,031
|
|
|
FORD MOTOR CREDIT CO LLC
|
2.551% 10/05/2018 DD 10/08/15
|
200,000
|
|
200,118
|
|
198,580
|
|
|
GENERAL MOTORS FINANCIAL CO IN
|
4.300% 07/13/2025 DD 07/13/15
|
600,000
|
|
588,858
|
|
581,814
|
|
|
GENERAL MOTORS FINANCIAL CO IN
|
3.100% 01/15/2019 DD 10/13/15
|
240,000
|
|
239,890
|
|
239,652
|
|
|
GILEAD SCIENCES INC
|
3.500% 02/01/2025 DD 11/17/14
|
120,000
|
|
119,887
|
|
121,001
|
|
|
GILEAD SCIENCES INC
|
2.550% 09/01/2020 DD 09/14/15
|
155,000
|
|
154,721
|
|
154,941
|
|
|
GNMA POOL #0249532
|
8.500% 04/15/2018 DD 05/01/88
|
2,921
|
|
3,154
|
|
2,933
|
|
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, 2015
|
||||||||
|
GNMA POOL #0345910
|
6.000% 12/15/2023 DD 12/01/93
|
8,509
|
|
8,867
|
|
9,626
|
|
|
GNMA POOL #0427239
|
6.000% 01/15/2028 DD 01/01/98
|
791
|
|
824
|
|
887
|
|
|
GNMA POOL #0465541
|
6.000% 07/15/2028 DD 07/01/98
|
2,107
|
|
2,196
|
|
2,395
|
|
|
GNMA POOL #0486703
|
6.000% 11/15/2028 DD 11/01/98
|
1,294
|
|
1,349
|
|
1,492
|
|
|
GNMA POOL #0491289
|
6.000% 11/15/2028 DD 11/01/98
|
11,607
|
|
12,133
|
|
13,021
|
|
|
GNMA POOL #0596613
|
6.000% 10/15/2032 DD 10/01/02
|
925
|
|
953
|
|
1,056
|
|
|
GNMA POOL #0601319
|
6.000% 02/15/2033 DD 02/01/03
|
11,707
|
|
12,238
|
|
13,134
|
|
|
GNMA POOL #0739896
|
4.000% 01/15/2041 DD 01/01/11
|
292,648
|
|
316,048
|
|
310,596
|
|
|
GNMA POOL #0767263
|
4.000% 08/15/2041 DD 08/01/11
|
1,218,940
|
|
1,316,408
|
|
1,294,222
|
|
|
GNMA POOL #0770410
|
4.000% 06/15/2041 DD 06/01/11
|
108,865
|
|
117,676
|
|
115,527
|
|
|
GNMA POOL #0778693
|
4.000% 12/15/2041 DD 12/01/11
|
230,725
|
|
249,399
|
|
244,877
|
|
|
GNMA POOL #0781856
|
6.000% 08/15/2034 DD 01/01/05
|
226,917
|
|
234,771
|
|
261,152
|
|
|
GNMA POOL #0782071
|
7.000% 05/15/2033 DD 03/01/06
|
67,943
|
|
70,894
|
|
80,303
|
|
|
GNMA II POOL #0MA3244
|
3.500% 11/20/2045 DD 11/01/15
|
2,394,861
|
|
2,497,765
|
|
2,500,211
|
|
|
GOLDMAN SACHS GROUP INC/THE
|
VAR RT 11/29/2023 DD 11/29/13
|
300,000
|
|
304,878
|
|
302,664
|
|
|
GOLDMAN SACHS GROUP INC/THE
|
6.150% 04/01/2018 DD 04/01/08
|
210,000
|
|
245,547
|
|
228,043
|
|
|
GOLDMAN SACHS GROUP INC/THE
|
5.750% 01/24/2022 DD 01/24/12
|
285,000
|
|
303,235
|
|
324,108
|
|
|
GOLDMAN SACHS GROUP INC/THE
|
2.375% 01/22/2018 DD 01/22/13
|
165,000
|
|
164,931
|
|
166,426
|
|
|
GOLDMAN SACHS GROUP INC/THE
|
4.000% 03/03/2024 DD 03/03/14
|
260,000
|
|
259,215
|
|
266,859
|
|
|
GOLDMAN SACHS GROUP INC/THE
|
2.750% 09/15/2020 DD 09/15/15
|
15,000
|
|
14,969
|
|
14,990
|
|
|
GOLDMAN SACHS GROUP INC/THE
|
2.900% 07/19/2018 DD 07/19/13
|
575,000
|
|
592,773
|
|
586,241
|
|
|
GOLDMAN SACHS GROUP INC/THE
|
2.600% 04/23/2020 DD 01/23/15
|
105,000
|
|
104,803
|
|
104,203
|
|
|
GOLDMAN SACHS GROUP INC/THE
|
3.750% 05/22/2025 DD 05/22/15
|
25,000
|
|
24,919
|
|
25,167
|
|
|
GOLDMAN SACHS GROUP INC/THE
|
5.150% 05/22/2045 DD 05/22/15
|
140,000
|
|
139,090
|
|
135,995
|
|
|
GS MORTGAGE SECURITIES GC12 A4
|
3.135% 06/10/2046 DD 05/01/13
|
165,000
|
|
169,946
|
|
164,630
|
|
|
GS MORTGAGE SECURITIES GC18 A4
|
4.074% 01/10/2047 DD 01/01/14
|
270,000
|
|
288,274
|
|
284,275
|
|
|
GS MORTGAGE SECURITIES GC20 A5
|
3.998% 04/10/2047 DD 04/01/14
|
375,000
|
|
397,676
|
|
391,999
|
|
|
GS MORTGAGE SECURITIES GS1 A3
|
3.734% 11/10/2048 DD 11/01/15
|
286,000
|
|
294,560
|
|
291,480
|
|
|
HALLIBURTON CO
|
2.700% 11/15/2020 DD 11/13/15
|
90,000
|
|
89,815
|
|
88,961
|
|
|
HCP INC
|
3.150% 08/01/2022 DD 07/23/12
|
235,000
|
|
234,408
|
|
224,446
|
|
|
HCP INC
|
4.250% 11/15/2023 DD 11/12/13
|
165,000
|
|
164,241
|
|
165,233
|
|
|
HCP INC
|
6.000% 01/30/2017 DD 01/22/07
|
85,000
|
|
91,478
|
|
88,545
|
|
|
HESS CORP
|
1.300% 06/15/2017 DD 06/24/14
|
205,000
|
|
204,580
|
|
200,592
|
|
|
HEWLETT PACKARD ENTERPRIS 144A
|
2.450% 10/05/2017 DD 10/09/15
|
235,000
|
|
234,868
|
|
234,800
|
|
|
HEWLETT PACKARD ENTERPRIS 144A
|
2.850% 10/05/2018 DD 10/09/15
|
235,000
|
|
234,699
|
|
234,868
|
|
|
HSBC HOLDINGS PLC
|
4.250% 08/18/2025 DD 08/18/15
|
225,000
|
|
223,155
|
|
223,292
|
|
|
HSBC USA INC
|
2.350% 03/05/2020 DD 03/05/15
|
275,000
|
|
274,730
|
|
271,804
|
|
|
HSBC USA INC
|
2.750% 08/07/2020 DD 08/07/15
|
325,000
|
|
324,714
|
|
325,032
|
|
|
HUNTINGTON NATIONAL BANK/THE
|
1.700% 02/26/2018 DD 02/26/15
|
300,000
|
|
299,580
|
|
296,661
|
|
|
IMPERIAL BRANDS FINANCE P 144A
|
3.750% 07/21/2022 DD 07/21/15
|
225,000
|
|
230,674
|
|
225,900
|
|
|
ING BANK NV 144A
|
1.800% 03/16/2018 DD 03/16/15
|
295,000
|
|
294,546
|
|
294,254
|
|
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, 2015
|
||||||||
|
INTERCONTINENTAL EXCHANGE INC
|
2.750% 12/01/2020 DD 11/24/15
|
130,000
|
|
129,854
|
|
129,967
|
|
|
INTERNATIONAL BUSINESS MACHINE
|
2.875% 11/09/2022 DD 11/09/15
|
600,000
|
|
597,510
|
|
595,434
|
|
|
JM SMUCKER CO/THE
|
1.750% 03/15/2018 DD 09/15/15
|
435,000
|
|
437,067
|
|
432,956
|
|
|
JP MORGAN CHASE COMMER CB16 A4
|
5.552% 05/12/2045 DD 09/01/06
|
314,016
|
|
354,610
|
|
317,702
|
|
|
JP MORGAN CHASE COMMER LDP7 A4
|
VAR RT 04/15/2045 DD 06/01/06
|
200,428
|
|
217,396
|
|
201,069
|
|
|
JP MORGAN CHASE COMMERC LC9 A5
|
2.840% 12/15/2047 DD 12/01/12
|
375,059
|
|
375,471
|
|
369,647
|
|
|
JPMBB COMMERCIAL MORTGA C22 A4
|
3.801% 09/15/2047 DD 08/01/14
|
285,000
|
|
295,584
|
|
291,783
|
|
|
JPMBB COMMERCIAL MORTGA C33 A4
|
3.770% 12/15/2048 DD 11/01/15
|
287,000
|
|
295,609
|
|
292,706
|
|
|
JPMORGAN CHASE & CO
|
6.125% 06/27/2017 DD 06/27/07
|
650,000
|
|
672,937
|
|
688,337
|
|
|
JPMORGAN CHASE & CO
|
4.350% 08/15/2021 DD 08/10/11
|
250,000
|
|
248,800
|
|
266,058
|
|
|
JPMORGAN CHASE & CO
|
4.500% 01/24/2022 DD 01/23/12
|
105,000
|
|
112,184
|
|
113,254
|
|
|
JPMORGAN CHASE & CO
|
3.200% 01/25/2023 DD 01/25/13
|
375,000
|
|
372,885
|
|
373,777
|
|
|
JPMORGAN CHASE & CO
|
2.750% 06/23/2020 DD 06/23/15
|
310,000
|
|
309,467
|
|
311,383
|
|
|
JPMORGAN CHASE & CO
|
2.550% 10/29/2020 DD 10/29/15
|
155,000
|
|
154,840
|
|
153,700
|
|
|
KEYBANK NA/CLEVELAND OH
|
1.700% 06/01/2018 DD 06/01/15
|
525,000
|
|
524,433
|
|
521,325
|
|
|
KEYCORP
|
2.900% 09/15/2020 DD 09/15/15
|
325,000
|
|
324,941
|
|
323,778
|
|
|
KIMCO REALTY CORP
|
6.875% 10/01/2019 DD 09/24/09
|
160,000
|
|
159,744
|
|
183,779
|
|
|
KIMCO REALTY CORP
|
4.300% 02/01/2018 DD 09/03/10
|
75,000
|
|
74,739
|
|
78,196
|
|
|
KINDER MORGAN INC/DE
|
3.050% 12/01/2019 DD 11/26/14
|
80,000
|
|
80,380
|
|
74,041
|
|
|
KRAFT HEINZ FOODS CO 144A
|
3.950% 07/15/2025 DD 07/02/15
|
95,000
|
|
94,874
|
|
95,884
|
|
|
KRAFT HEINZ FOODS CO 144A
|
2.800% 07/02/2020 DD 07/02/15
|
90,000
|
|
89,796
|
|
89,767
|
|
|
KRAFT HEINZ FOODS CO 144A
|
3.500% 07/15/2022 DD 07/02/15
|
65,000
|
|
64,847
|
|
65,448
|
|
|
KRAFT HEINZ FOODS CO 144A
|
1.600% 06/30/2017 DD 07/02/15
|
375,000
|
|
374,764
|
|
373,912
|
|
|
KRAFT HEINZ FOODS CO 144A
|
2.000% 07/02/2018 DD 07/02/15
|
170,000
|
|
169,660
|
|
169,198
|
|
|
KROGER CO/THE
|
2.950% 11/01/2021 DD 10/28/14
|
310,000
|
|
306,822
|
|
306,832
|
|
|
LABORATORY CORP OF AMERICA HOL
|
2.625% 02/01/2020 DD 01/30/15
|
140,000
|
|
139,843
|
|
138,215
|
|
|
LB-UBS COMMERCIAL MORTGA C1 A2
|
VAR RT 04/15/2041 DD 04/11/08
|
303,054
|
|
335,406
|
|
319,186
|
|
|
LIBERTY PROPERTY LP
|
6.625% 10/01/2017 DD 09/25/07
|
110,000
|
|
109,323
|
|
118,048
|
|
|
LIBERTY PROPERTY LP
|
4.125% 06/15/2022 DD 06/11/12
|
55,000
|
|
58,729
|
|
55,626
|
|
|
LIBERTY PROPERTY LP
|
3.375% 06/15/2023 DD 12/10/12
|
70,000
|
|
69,932
|
|
66,390
|
|
|
LOCKHEED MARTIN CORP
|
2.500% 11/23/2020 DD 11/23/15
|
80,000
|
|
79,713
|
|
79,526
|
|
|
LOCKHEED MARTIN CORP
|
1.850% 11/23/2018 DD 11/23/15
|
235,000
|
|
234,598
|
|
234,584
|
|
|
LOWE'S COS INC
|
3.375% 09/15/2025 DD 09/16/15
|
65,000
|
|
64,624
|
|
65,994
|
|
|
M&T BANK AUTO RECEI 1A A3 144A
|
1.060% 11/15/2017 DD 09/19/13
|
141,276
|
|
141,274
|
|
141,287
|
|
|
MARATHON OIL CORP
|
2.700% 06/01/2020 DD 06/10/15
|
150,000
|
|
149,675
|
|
132,261
|
|
|
MARSH & MCLENNAN COS INC
|
2.300% 04/01/2017 DD 03/12/12
|
100,000
|
|
101,435
|
|
100,789
|
|
|
MARSH & MCLENNAN COS INC
|
4.050% 10/15/2023 DD 09/27/13
|
375,000
|
|
373,522
|
|
387,499
|
|
|
MARSH & MCLENNAN COS INC
|
3.500% 03/10/2025 DD 09/10/14
|
125,000
|
|
124,607
|
|
123,060
|
|
|
MCDONALD'S CORP
|
2.750% 12/09/2020 DD 12/09/15
|
65,000
|
|
64,880
|
|
64,955
|
|
|
MCKESSON CORP
|
1.400% 03/15/2018 DD 03/08/13
|
100,000
|
|
98,266
|
|
98,715
|
|
|
MEDTRONIC INC
|
3.150% 03/15/2022 DD 03/15/15
|
240,000
|
|
239,632
|
|
242,621
|
|
|
MERCK & CO INC
|
2.350% 02/10/2022 DD 02/10/15
|
70,000
|
|
69,905
|
|
68,730
|
|
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, 2015
|
||||||||
|
METLIFE INC
|
3.600% 11/13/2025 DD 11/13/15
|
95,000
|
|
94,992
|
|
95,668
|
|
|
MICROSOFT CORP
|
2.375% 02/12/2022 DD 02/12/15
|
135,000
|
|
134,766
|
|
133,252
|
|
|
MORGAN STANLEY
|
6.625% 04/01/2018 DD 04/01/08
|
875,000
|
|
931,108
|
|
959,464
|
|
|
MORGAN STANLEY
|
4.350% 09/08/2026 DD 09/08/14
|
250,000
|
|
249,560
|
|
250,817
|
|
|
MORGAN STANLEY
|
5.550% 04/27/2017 DD 04/27/07
|
345,000
|
|
371,593
|
|
361,988
|
|
|
MORGAN STANLEY
|
2.500% 01/24/2019 DD 01/24/14
|
100,000
|
|
99,632
|
|
100,546
|
|
|
MORGAN STANLEY
|
4.300% 01/27/2045 DD 01/27/15
|
100,000
|
|
99,250
|
|
95,411
|
|
|
MORGAN STANLEY
|
4.875% 11/01/2022 DD 10/23/12
|
20,000
|
|
20,161
|
|
21,225
|
|
|
MORGAN STANLEY
|
3.950% 04/23/2027 DD 04/23/15
|
120,000
|
|
119,568
|
|
116,470
|
|
|
MORGAN STANLEY BANK OF C14 A5
|
4.064% 02/15/2047 DD 02/01/14
|
25,000
|
|
26,743
|
|
26,379
|
|
|
MORGAN STANLEY CAPITAL T23 A4
|
VAR RT 08/12/2041 DD 08/01/06
|
116,586
|
|
101,393
|
|
117,404
|
|
|
MYLAN NV 144A
|
3.000% 12/15/2018 DD 12/09/15
|
85,000
|
|
84,893
|
|
84,812
|
|
|
MYLAN NV 144A
|
3.750% 12/15/2020 DD 12/09/15
|
95,000
|
|
94,970
|
|
95,100
|
|
|
NATIONAL RETAIL PROPERTIES INC
|
4.000% 11/15/2025 DD 10/21/15
|
165,000
|
|
164,602
|
|
162,051
|
|
|
NATIONAL RURAL UTILITIES COOPE
|
3.050% 02/15/2022 DD 02/02/12
|
225,000
|
|
224,226
|
|
227,185
|
|
|
NATIONAL RURAL UTILITIES COOPE
|
2.300% 11/01/2020 DD 10/27/15
|
170,000
|
|
169,657
|
|
168,353
|
|
|
NBCUNIVERSAL MEDIA LLC
|
4.375% 04/01/2021 DD 04/01/11
|
150,000
|
|
154,105
|
|
162,934
|
|
|
NEW YORK LIFE GLOBAL FUND 144A
|
1.950% 02/11/2020 DD 02/11/15
|
290,000
|
|
289,945
|
|
284,301
|
|
|
NEXEN ENERGY ULC
|
6.200% 07/30/2019 DD 07/30/09
|
275,000
|
|
320,427
|
|
304,029
|
|
|
OBP DEPOSITOR LLC T OBP A 144A
|
4.646% 07/15/2045 DD 07/01/10
|
150,000
|
|
157,838
|
|
161,613
|
|
|
PENSKE TRUCK LEASING CO L 144A
|
4.875% 07/11/2022 DD 07/13/12
|
155,000
|
|
159,446
|
|
161,214
|
|
|
PENSKE TRUCK LEASING CO L 144A
|
2.500% 06/15/2019 DD 06/17/14
|
325,000
|
|
324,909
|
|
319,693
|
|
|
PETROLEOS MEXICANOS
|
5.750% 03/01/2018
|
150,000
|
|
160,350
|
|
156,150
|
|
|
PETROLEOS MEXICANOS
|
4.875% 01/24/2022
|
225,000
|
|
230,006
|
|
216,562
|
|
|
PNC BANK NA
|
2.700% 11/01/2022 DD 10/22/12
|
350,000
|
|
321,461
|
|
340,424
|
|
|
QUALCOMM INC
|
3.000% 05/20/2022 DD 05/20/15
|
80,000
|
|
78,650
|
|
79,198
|
|
|
REALTY INCOME CORP
|
6.750% 08/15/2019 DD 09/05/07
|
300,000
|
|
299,481
|
|
341,238
|
|
|
REALTY INCOME CORP
|
4.125% 10/15/2026 DD 09/23/14
|
380,000
|
|
384,393
|
|
381,220
|
|
|
REGENCY ENERGY PARTNERS LP / R
|
5.875% 03/01/2022 DD 02/10/14
|
150,000
|
|
156,905
|
|
141,384
|
|
|
REYNOLDS AMERICAN INC
|
4.000% 06/12/2022 DD 06/12/15
|
150,000
|
|
149,791
|
|
155,937
|
|
|
RIO TINTO FINANCE USA PLC
|
2.875% 08/21/2022 DD 08/21/12
|
175,000
|
|
170,387
|
|
158,720
|
|
|
RYDER SYSTEM INC
|
2.450% 09/03/2019 DD 05/06/14
|
325,000
|
|
324,265
|
|
320,170
|
|
|
SANTANDER HOLDINGS USA INC
|
2.650% 04/17/2020 DD 04/17/15
|
320,000
|
|
318,723
|
|
313,942
|
|
|
SANTANDER ISSUANCES SAU
|
5.179% 11/19/2025 DD 11/19/15
|
800,000
|
|
800,000
|
|
787,880
|
|
|
SHELL INTERNATIONAL FINANCE BV
|
2.000% 11/15/2018 DD 11/15/13
|
100,000
|
|
100,672
|
|
100,117
|
|
|
SHELL INTERNATIONAL FINANCE BV
|
2.250% 11/10/2020 DD 11/10/15
|
490,000
|
|
487,310
|
|
482,792
|
|
|
SIMON PROPERTY GROUP LP
|
3.500% 09/01/2025 DD 08/17/15
|
500,000
|
|
496,770
|
|
506,215
|
|
|
SKY PLC 144A
|
2.625% 09/16/2019 DD 09/16/14
|
235,000
|
|
234,650
|
|
233,914
|
|
|
ST JUDE MEDICAL INC
|
2.800% 09/15/2020 DD 09/23/15
|
240,000
|
|
239,890
|
|
240,091
|
|
|
STANDARD CHARTERED PLC 144A
|
1.500% 09/08/2017 DD 09/08/14
|
600,000
|
|
599,664
|
|
596,130
|
|
|
SUNCOR ENERGY INC
|
6.100% 06/01/2018 DD 06/06/08
|
280,000
|
|
309,137
|
|
301,157
|
|
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, 2015
|
||||||||
|
SUNOCO LOGISTICS PARTNERS OPER
|
4.250% 04/01/2024 DD 04/03/14
|
90,000
|
|
91,595
|
|
77,839
|
|
|
SYNCHRONY FINANCIAL
|
1.875% 08/15/2017 DD 08/11/14
|
355,000
|
|
354,691
|
|
353,374
|
|
|
SYNCHRONY FINANCIAL
|
2.700% 02/03/2020 DD 02/02/15
|
400,000
|
|
402,315
|
|
392,332
|
|
|
SYNCHRONY FINANCIAL
|
2.600% 01/15/2019 DD 12/04/15
|
60,000
|
|
59,984
|
|
59,785
|
|
|
TIME WARNER CABLE INC
|
5.850% 05/01/2017 DD 04/09/07
|
270,000
|
|
269,376
|
|
282,455
|
|
|
TIME WARNER CABLE INC
|
6.750% 07/01/2018 DD 06/19/08
|
145,000
|
|
171,945
|
|
158,202
|
|
|
TIME WARNER CABLE INC
|
8.750% 02/14/2019 DD 11/18/08
|
20,000
|
|
24,431
|
|
23,201
|
|
|
TIME WARNER INC
|
3.600% 07/15/2025 DD 06/04/15
|
150,000
|
|
148,515
|
|
146,022
|
|
|
TRANSCANADA PIPELINES LTD
|
1.625% 11/09/2017 DD 11/09/15
|
95,000
|
|
94,961
|
|
94,220
|
|
|
U S TREASURY BD PRIN STRIP
|
0.000% 11/15/2045 DD 11/16/15
|
1,865,000
|
|
736,190
|
|
719,293
|
|
|
U S TREASURY NOTE
|
0.875% 11/15/2017 DD 11/15/14
|
4,800,000
|
|
4,787,250
|
|
4,783,296
|
|
|
U S TREASURY NOTE
|
1.250% 12/15/2018 DD 12/15/15
|
3,155,000
|
|
3,148,098
|
|
3,148,343
|
|
|
UBS GROUP FUNDING JERSEY 144A
|
2.950% 09/24/2020 DD 09/24/15
|
205,000
|
|
204,649
|
|
203,087
|
|
|
UBS-BARCLAYS COMMERCIAL C6 A4
|
3.244% 04/10/2046 DD 04/01/13
|
170,000
|
|
165,386
|
|
170,393
|
|
|
UDR INC
|
3.700% 10/01/2020 DD 09/26/13
|
70,000
|
|
69,987
|
|
72,309
|
|
|
UNITEDHEALTH GROUP INC
|
2.300% 12/15/2019 DD 12/08/14
|
245,000
|
|
250,635
|
|
246,191
|
|
|
UNITEDHEALTH GROUP INC
|
3.350% 07/15/2022 DD 07/23/15
|
65,000
|
|
65,041
|
|
66,485
|
|
|
UNITEDHEALTH GROUP INC
|
3.750% 07/15/2025 DD 07/23/15
|
125,000
|
|
124,661
|
|
128,860
|
|
|
US TREAS-CPI INFLAT
|
0.125% 04/15/2020 DD 04/15/15
|
6,505,110
|
|
6,479,204
|
|
6,422,170
|
|
|
VENTAS REALTY LP
|
3.500% 02/01/2025 DD 01/14/15
|
55,000
|
|
54,815
|
|
52,664
|
|
|
VENTAS REALTY LP / VENTAS CAPI
|
2.000% 02/15/2018 DD 12/13/12
|
165,000
|
|
164,569
|
|
164,195
|
|
|
VENTAS REALTY LP / VENTAS CAPI
|
2.700% 04/01/2020 DD 03/19/13
|
225,000
|
|
224,869
|
|
221,863
|
|
|
VERIZON COMMUNICATIONS INC
|
5.150% 09/15/2023 DD 09/18/13
|
425,000
|
|
474,066
|
|
467,215
|
|
|
VERIZON COMMUNICATIONS INC
|
4.150% 03/15/2024 DD 03/17/14
|
170,000
|
|
171,904
|
|
174,702
|
|
|
VERIZON COMMUNICATIONS INC
|
3.450% 03/15/2021 DD 03/17/14
|
185,000
|
|
185,903
|
|
189,272
|
|
|
VISA INC
|
1.200% 12/14/2017 DD 12/14/15
|
170,000
|
|
169,910
|
|
169,810
|
|
|
VISA INC
|
2.200% 12/14/2020 DD 12/14/15
|
345,000
|
|
344,707
|
|
344,358
|
|
|
VISA INC
|
2.800% 12/14/2022 DD 12/14/15
|
285,000
|
|
284,604
|
|
286,177
|
|
|
VISA INC
|
3.150% 12/14/2025 DD 12/14/15
|
160,000
|
|
159,414
|
|
160,198
|
|
|
WACHOVIA CORP
|
5.750% 02/01/2018 DD 01/31/08
|
255,000
|
|
289,343
|
|
275,423
|
|
|
WASTE MANAGEMENT INC
|
2.900% 09/15/2022 DD 09/12/12
|
50,000
|
|
49,190
|
|
49,073
|
|
|
WASTE MANAGEMENT INC
|
3.500% 05/15/2024 DD 05/08/14
|
385,000
|
|
390,710
|
|
388,088
|
|
|
WELLS FARGO & CO
|
3.450% 02/13/2023 DD 02/13/13
|
125,000
|
|
124,926
|
|
125,295
|
|
|
WELLS FARGO & CO
|
4.125% 08/15/2023 DD 08/15/13
|
310,000
|
|
308,224
|
|
321,957
|
|
|
WELLS FARGO & CO
|
3.000% 02/19/2025 DD 02/19/15
|
145,000
|
|
144,516
|
|
141,036
|
|
|
WELLS FARGO & CO
|
3.550% 09/29/2025 DD 09/28/15
|
155,000
|
|
154,729
|
|
156,395
|
|
|
WELLS FARGO & CO
|
2.550% 12/07/2020 DD 12/07/15
|
465,000
|
|
464,502
|
|
462,712
|
|
|
WELLTOWER INC
|
5.250% 01/15/2022 DD 03/14/11
|
135,000
|
|
149,180
|
|
146,017
|
|
|
WFRBS COMMERCIAL MORTG LC14 A5
|
4.045% 03/15/2047 DD 02/01/14
|
85,000
|
|
90,814
|
|
89,455
|
|
|
WFRBS COMMERCIAL MORTGA C11 A5
|
3.071% 03/15/2045 DD 02/01/13
|
245,000
|
|
252,347
|
|
244,265
|
|
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, 2015
|
||||||||
|
WFRBS COMMERCIAL MORTGA C14 A5
|
3.337% 06/15/2046 DD 06/01/13
|
100,036
|
|
101,722
|
|
100,980
|
|
|
WILLIAMS PARTNERS LP
|
3.600% 03/15/2022 DD 03/03/15
|
225,000
|
|
224,928
|
|
176,944
|
|
|
WILLIAMS PARTNERS LP
|
4.300% 03/04/2024 DD 03/04/14
|
55,000
|
|
54,885
|
|
43,584
|
|
|
WILLIAMS PARTNERS LP
|
3.900% 01/15/2025 DD 06/27/14
|
95,000
|
|
94,705
|
|
71,388
|
|
|
WORLD OMNI AUTO RECEIVABL B A4
|
1.680% 12/15/2020 DD 10/29/14
|
400,000
|
|
399,861
|
|
397,460
|
|
|
ZIMMER BIOMET HOLDINGS INC
|
1.450% 04/01/2017 DD 03/19/15
|
295,000
|
|
294,926
|
|
293,563
|
|
|
COMMIT TO PUR FNMA SF MTG
|
3.000% 01/01/2046 DD 01/01/16
|
1,000,000
|
|
(1,002,031
|
)
|
(1,002,031
|
)
|
|
COMMIT TO PUR FNMA SF MTG
|
3.000% 01/01/2046 DD 01/01/16
|
2,100,000
|
|
(2,104,594
|
)
|
(2,104,594
|
)
|
|
COMMIT TO PUR FNMA SF MTG
|
3.500% 01/01/2046 DD 01/01/16
|
3,200,000
|
|
(3,303,500
|
)
|
(3,303,500
|
)
|
|
COMMIT TO PUR FNMA SF MTG
|
3.500% 01/01/2046 DD 01/01/16
|
2,100,000
|
|
(2,168,414
|
)
|
(2,168,414
|
)
|
|
COMMIT TO PUR FNMA SF MTG
|
4.000% 01/01/2031 DD 01/01/16
|
4,000,000
|
|
(4,176,250
|
)
|
(4,176,250
|
)
|
|
COMMIT TO PUR FHLMC GOLD SFM
|
4.500% 01/01/2046 DD 01/01/16
|
1,000,000
|
|
(1,076,406
|
)
|
(1,076,406
|
)
|
|
COMMIT TO PUR FHLMC GOLD SFM
|
4.500% 01/01/2046 DD 01/01/16
|
1,000,000
|
|
(1,076,406
|
)
|
(1,076,406
|
)
|
|
COMMIT TO PUR GNMA II JUMBOS
|
3.500% 01/20/2046 DD 01/01/16
|
500,000
|
|
(520,938
|
)
|
(520,938
|
)
|
|
COMMIT TO PUR GNMA II JUMBOS
|
3.500% 01/20/2046 DD 01/01/16
|
100,000
|
|
(103,844
|
)
|
(103,844
|
)
|
|
COMMIT TO PUR GNMA II JUMBOS
|
3.500% 01/20/2046 DD 01/01/16
|
600,000
|
|
(623,156
|
)
|
(623,156
|
)
|
|
COMMIT TO PUR GNMA II JUMBOS
|
3.500% 01/20/2046 DD 01/01/16
|
600,000
|
|
(625,688
|
)
|
(625,688
|
)
|
|
U S TREASURY BD PRIN STRIP
|
0.000% 11/15/2045 DD 11/16/15
|
1,865,000
|
|
(736,190
|
)
|
(736,190
|
)
|
|
INTEREST BEARING CASH
|
TEMPORARY INVESTMENTS
|
|
45,708,378
|
|
45,708,378
|
|
|
|
TOTAL UNDERLYING ASSETS
|
|
|
155,288,785
|
|
154,834,939
|
|
|
|
|
|
|
|
|
|||
|
BANK OF TOKYO INV-DOWCHEM13-1 - 50.2% of MARKET VALUE
|
|
|
77,680,689
|
|
|||
|
IGT INVESCO SHORT-TERM BOND FUND
|
|
|
78,722,965
|
|
|||
|
FAIR VALUE BANK OF TOKYO INV-DOWCHEM13-1
|
|
|
156,403,654
|
|
|||
|
BANK OF TOKYO INV-DOWCHEM13-1 - ADJUSTMENT FROM MARKET TO CONTRACT VALUE
|
(1,754,571
|
)
|
|||||
|
BANK OF TOKYO INV-DOWCHEM13-1 - CONTRACT VALUE
|
|
|
154,649,083
|
|
|||
|
|
|
|
|
|
|||
|
RGA RGA00036 - 49.8% of MARKET VALUE
|
|
|
77,154,250
|
|
|||
|
IGT INVESCO SHORT-TERM BOND FUND
|
|
|
105,662,204
|
|
|||
|
FAIR VALUE RGA RGA00036
|
|
|
|
182,816,454
|
|
||
|
RGA RGA00036 - ADJUSTMENT FROM MARKET TO CONTRACT VALUE
|
|
|
(1,550,047
|
)
|
|||
|
RGA RGA00036 - CONTRACT VALUE
|
|
|
|
181,266,407
|
|
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