MSD FY17 Portfolio Management

Portfolio Details - Investments
September 29, 2016
PortfolioSecurity NumberDeal NoProduct TypeCallable BondSettlement DateFace ValueTotal_CostMarket ValueCoupon RateMoodysYield RateDays to MaturityMaturity Date
MSD OPS912828RJ12091TNOTESNon-Callable Bond12-SEP-20147,500,000.007,558,007.817,503,222.661.000Aaa0.620130-SEP-2016
MSD OPS06538BJW42674BTMUFJNon-Callable Bond17-MAY-20169,000,000.008,975,860.008,999,822.500.000P-10.710130-SEP-2016
MSD OPS83369BKC92659SGNYNon-Callable Bond15-APR-20165,000,000.004,977,750.004,998,393.060.000P-10.8901312-OCT-2016
MSD OPS4497W0KC12658INGFDGNon-Callable Bond15-APR-201615,000,000.0014,934,225.0014,995,249.580.000P-10.8771312-OCT-2016
2015BP912828WA42500TNOTESNon-Callable Bond15-DEC-201515,000,000.0014,988,281.2515,004,101.570.625AAA0.7191615-OCT-2016
MSD OPS912828WA42317TNOTESNon-Callable Bond18-MAY-201510,000,000.0010,032,031.2510,002,734.380.625Aaa0.3971615-OCT-2016
UMB OPS912828WA42313TNOTESNon-Callable Bond06-MAY-20151,220,000.001,222,764.061,220,333.590.625Aaa0.4671615-OCT-2016
ESCROW3137EAAJ82609FHLMCNon-Callable Bond11-FEB-20161,000,000.001,030,840.001,006,183.005.125Aaa0.6121918-OCT-2016
MSD OPS06538BKR32699BTMUFJNon-Callable Bond15-JUN-20165,000,000.004,986,250.004,997,291.670.000P-10.7502625-OCT-2016
ESCROW3135G0ES82610FNMANon-Callable Bond11-FEB-20161,000,000.001,005,830.001,002,011.001.375Aaa0.6064715-NOV-2016
2015BP912828WF32501TNOTESNon-Callable Bond15-DEC-201515,000,000.0014,984,179.6915,007,617.200.625AAA0.7404715-NOV-2016
MSD OPS3130A3J702215FHLBNon-Callable Bond04-FEB-20157,000,000.007,012,250.007,003,661.000.625Aaa0.5485523-NOV-2016
2012BR3130A3J702597FHLBNon-Callable Bond02-FEB-20161,200,000.001,199,976.001,200,627.600.625Aaa0.6275523-NOV-2016
2012BR3130A3J702598FHLBNon-Callable Bond02-FEB-2016200,000.00199,984.00200,104.600.625Aaa0.6355523-NOV-2016
2012BR313588Q652599FNDNNon-Callable Bond02-FEB-2016600,000.00597,394.17599,514.170.000P-10.5305523-NOV-2016
UMB OPS3130A3J702312FHLBNon-Callable Bond06-MAY-20151,225,000.001,226,053.501,225,640.680.625Aaa0.5825523-NOV-2016
MSD OPS22533TM112734CAINDONon-Callable Bond01-JUL-201613,000,000.0012,953,755.7512,980,958.250.000P-10.8376301-DEC-2016
2015BP912796HU62616TBILLSNon-Callable Bond12-FEB-20161,140,000.001,136,375.751,139,154.340.000Aaa0.3827008-DEC-2016
UMB OPS313371PV22315FHLBNon-Callable Bond11-MAY-20151,700,000.001,728,781.001,705,518.201.625Aaa0.5467109-DEC-2016
UMB OPS313371PV22314FHLBNon-Callable Bond06-MAY-2015725,000.00736,759.50727,353.351.625Aaa0.5997109-DEC-2016
2015BP89233GMC72701TOYMCCNon-Callable Bond16-JUN-2016119,000.00118,550.31118,814.090.000P-10.7607412-DEC-2016
ESCROW2254EAMC42698CSNYNon-Callable Bond15-JUN-20162,000,000.001,990,450.001,996,073.890.000P-10.9557412-DEC-2016
2015BP53127TMC42700LIBSTNon-Callable Bond15-JUN-2016568,000.00565,444.00566,949.200.000P-10.9007412-DEC-2016
2015BP912828A592493TNOTESNon-Callable Bond15-DEC-20151,900,000.001,897,625.001,901,261.720.625AA+0.7517715-DEC-2016
2015BP912828A592502TNOTESNon-Callable Bond15-DEC-20154,970,000.004,963,787.504,973,300.390.625AAA0.7517715-DEC-2016
2015BP912828A592664TNOTESNon-Callable Bond15-APR-20162,995,000.002,998,860.742,996,988.870.625AA+0.4317715-DEC-2016
UMB OPS912828A592663TNOTESNon-Callable Bond15-APR-2016240,000.00240,263.30240,159.380.625AA+0.4607715-DEC-2016
2012AR31359M2D41721FNMANon-Callable Bond25-SEP-20123,000,000.003,525,210.003,038,352.004.875Aaa0.6637715-DEC-2016
MSD OPS3133XHZK12327FHLBNon-Callable Bond15-JUN-20154,750,000.005,042,980.004,809,584.004.750Aaa0.6207816-DEC-2016
ESCROW3130A5UB32611FHLBNon-Callable Bond11-FEB-20161,000,000.00999,250.001,000,320.000.550Aaa0.6397816-DEC-2016
UMB OPS3133XHZK12316FHLBNon-Callable Bond11-MAY-20151,150,000.001,226,532.501,164,425.604.750Aaa0.5597816-DEC-2016
2015BP3133XHZK12644FHLBNon-Callable Bond15-MAR-20165,000,000.005,153,200.005,062,720.004.750Aaa0.6627816-DEC-2016
MSD OPS912828RX02170TNOTESNon-Callable Bond03-DEC-201410,000,000.0010,060,937.5010,014,062.500.875Aaa0.5799331-DEC-2016
UMB OPS912828RX02553TNOTESNon-Callable Bond21-DEC-2015770,000.00771,443.75771,082.810.875Aaa0.6919331-DEC-2016
2015BP313397AL52675FNDNNon-Callable Bond18-MAY-2016730,000.00727,924.77729,093.180.000P-10.43010411-JAN-2017
MSD OPS22533TNB82737CAINDONon-Callable Bond15-JUL-20167,000,000.006,965,700.006,980,182.220.000P-10.98010411-JAN-2017
2015BP89233GNB82738TOYMCCNon-Callable Bond15-JUL-20164,425,000.004,405,751.254,413,878.500.000P-10.87010411-JAN-2017
MSD OPS2254EAND12746CSNYNon-Callable Bond09-AUG-20166,000,000.005,970,405.505,980,019.000.000P-11.13110613-JAN-2017
UMB OPS912828A912319TNOTESNon-Callable Bond21-MAY-20151,350,000.001,355,167.971,351,476.560.750Aaa0.51710815-JAN-2017
MSD OPS2254EANH22749CSNYNon-Callable Bond15-AUG-20167,000,000.006,966,214.316,976,023.060.000P-11.12111017-JAN-2017
ESCROW86562KNH32740SUMIBKNon-Callable Bond21-JUL-20162,000,000.001,989,500.001,993,583.330.000P-11.05011017-JAN-2017
MSD OPS06538BNP42747BTMUFJNon-Callable Bond10-AUG-20167,000,000.006,966,883.006,976,858.000.000P-11.02611623-JAN-2017
UMB OPS313385BA32660FHLBNon-Callable Bond15-APR-20161,200,000.001,194,965.041,197,915.350.000AA+0.53011825-JAN-2017
ESCROW3132X0EW72607FAMCANon-Callable Bond11-FEB-20161,000,000.001,000,717.001,000,911.000.750AA+0.67512027-JAN-2017
ESCROW06538BP642748BTMUFJNon-Callable Bond10-AUG-20161,000,000.00994,245.00995,843.610.000P-11.15113006-FEB-2017
MSD OPS22533TP752750CAINDONon-Callable Bond19-AUG-20162,500,000.002,485,905.562,489,265.280.000P-11.18013107-FEB-2017
ESCROW31359M4D22612FNMANon-Callable Bond11-FEB-2016500,000.00521,760.00510,020.505.000Aaa0.65113713-FEB-2017
UMB OPS3137EADT32448FHLMCNon-Callable Bond16-OCT-20151,500,000.001,509,210.001,502,347.500.875Aaa0.41814622-FEB-2017
UMB OPS313385CG92662FHLBNon-Callable Bond15-APR-20161,200,000.001,194,435.001,197,385.330.000AA+0.53014824-FEB-2017
MSD OPS912828SJ02222TNOTESNon-Callable Bond18-FEB-201510,000,000.0010,030,468.7510,017,968.750.875Aaa0.72315228-FEB-2017
MSD OPS912828SJ02080TNOTESNon-Callable Bond15-AUG-201410,000,000.0010,037,890.6310,017,968.750.875Aaa0.72415228-FEB-2017
UMB OPS313385CM62661FHLBNon-Callable Bond15-APR-2016833,000.00829,075.64831,123.670.000AAA0.53015301-MAR-2017
UMB OPS3137EADC02423FHLBNon-Callable Bond16-OCT-20154,400,000.004,434,100.004,409,697.601.000Aaa0.44216008-MAR-2017
ESCROW3133782N02646FHLBNon-Callable Bond16-MAR-20161,000,000.001,001,132.051,001,573.000.875Aaa0.75916210-MAR-2017
MSD OPS89233GQE92751S TOYMCCNon-Callable Bond15-SEP-201610,000,000.009,947,600.009,951,675.560.000P-11.04816614-MAR-2017
MSD OPS40000069971605CDNon-Callable Bond19-MAR-2012100,000.00100,000.00100,000.001.440AA+1.44017119-MAR-2017
MSD OPS912828C732318TNOTESNon-Callable Bond18-MAY-20159,500,000.009,560,859.389,518,925.790.875Aaa0.53719815-APR-2017
ESCROW30769QAA82665FAMCANon-Callable Bond19-APR-20161,200,000.001,253,556.001,233,024.005.125AA+0.64120219-APR-2017
UMB OPS3135G0ZB22422FNMANon-Callable Bond16-OCT-20151,500,000.001,506,450.001,501,287.000.750Aaa0.46420320-APR-2017
2012BR3135G0JA21976FNMANon-Callable Bond01-MAY-20143,080,000.003,103,204.723,090,265.641.125Aaa0.86921027-APR-2017
2012AR3135G0JA21719FNMANon-Callable Bond25-SEP-20122,400,000.002,441,064.002,407,999.201.125Aaa0.74521027-APR-2017
2012BR3135G0JA22487FNMANon-Callable Bond15-DEC-2015625,000.00627,614.38627,083.131.125Aaa0.81621027-APR-2017
UMB OPS3133XKQX62419FHLBNon-Callable Bond16-OCT-20151,400,000.001,496,656.001,442,117.604.875Aaa0.49923017-MAY-2017
MSD OPS912828SY71965TNOTESNon-Callable Bond28-APR-20145,000,000.004,952,539.075,000,195.320.625Aaa0.93724431-MAY-2017
UMB OPS31398ADM12420FNMANon-Callable Bond16-OCT-20154,100,000.004,426,893.004,250,638.105.375Aaa0.53125612-JUN-2017
2013BR3137EADH92037FHLMCNon-Callable Bond25-JUN-20142,250,000.002,250,157.502,256,354.001.000Aaa0.99827329-JUN-2017
2010BR3137EADH92042FHLMCNon-Callable Bond25-JUN-2014500,000.00500,035.00501,412.001.000Aaa0.99827329-JUN-2017
MSD OPS3137EADH92077FHLMCNon-Callable Bond13-AUG-20146,500,000.006,505,265.006,518,356.001.000Aaa0.97127329-JUN-2017
2012AR3137EADH91720FHLMCNon-Callable Bond25-SEP-20123,000,000.003,029,700.003,008,472.001.000Aaa0.78827329-JUN-2017
2011BR3137EADH91767FHLMCNon-Callable Bond17-JAN-20131,000,000.001,010,080.001,002,824.001.000Aaa0.76927329-JUN-2017
MSD OPS912828TB62173TNOTESNon-Callable Bond10-DEC-201410,000,000.009,951,171.8810,008,593.750.750Aaa0.94427430-JUN-2017
UMB OPS3137EADV82424FHLMCNon-Callable Bond16-OCT-2015125,000.00125,446.25125,078.750.750Aaa0.58028814-JUL-2017
UMB OPS3137EADV82444FHLMCNon-Callable Bond30-OCT-20151,205,000.001,206,229.101,205,759.150.750Aaa0.70028814-JUL-2017
MSD OPS912828TG52058TNOTESNon-Callable Bond21-JUL-20148,500,000.008,377,812.508,487,050.780.500Aaa0.98330531-JUL-2017
MSD OPS912828D492411TNOTESNon-Callable Bond25-AUG-20155,000,000.005,025,000.005,009,179.690.875Aaa0.62032015-AUG-2017
UMB OPS3137EAAY52446FHLMCNon-Callable Bond30-OCT-20151,360,000.001,476,688.001,422,113.925.500Aaa0.72932823-AUG-2017
2010BR313380EC71777FHLBNon-Callable Bond30-JAN-2013725,000.00718,250.25725,286.380.750Aaa0.94634408-SEP-2017
MSD OPS313380EC72417FHLBNon-Callable Bond15-OCT-20159,000,000.009,017,460.009,003,555.000.750Aaa0.64734408-SEP-2017
2012BR313380EC72489FHLBNon-Callable Bond15-DEC-2015625,000.00623,112.50625,246.880.750Aaa0.92634408-SEP-2017
2012AR313380EC71722FHLBNon-Callable Bond25-SEP-20123,000,000.002,985,720.003,001,185.000.750Aaa0.84634408-SEP-2017
2012BR313380EC72479FHLBNon-Callable Bond15-DEC-20151,265,000.001,261,179.701,265,499.680.750Aaa0.92634408-SEP-2017
2012BR313380EC71978FHLBNon-Callable Bond01-MAY-20142,485,000.002,452,160.232,485,981.580.750Aaa1.15334408-SEP-2017
UMB OPS912828D982463TNOTESNon-Callable Bond02-DEC-2015500,000.00501,093.75502,656.251.000AAA0.87635115-SEP-2017
UMB OPS912828D982547TNOTESNon-Callable Bond22-DEC-2015949,000.00949,185.35954,041.561.000Aaa0.98835115-SEP-2017
UMB OPS912828D982557TNOTESNon-Callable Bond08-JAN-2016685,000.00685,294.34688,639.061.000Aaa0.97435115-SEP-2017
UMB OPS912828D982445TNOTESNon-Callable Bond30-OCT-2015545,000.00547,895.31547,895.311.000Aaa0.71435115-SEP-2017
UMB OPS912828D982549TNOTESNon-Callable Bond23-DEC-20151,721,000.001,720,798.321,730,142.811.000Aaa1.00735115-SEP-2017
MSD OPS3130A6GG62414FHLBNon-Callable Bond23-SEP-20157,000,000.007,013,650.007,012,075.000.875Aaa0.77635822-SEP-2017
MSD OPS3134G3M311798FHLMCNon-Callable Bond15-MAR-201312,000,000.0012,024,000.0012,036,960.001.000Aaa0.95536327-SEP-2017
MSD OPS912828TS92017TNOTESNon-Callable Bond12-JUN-20145,000,000.004,929,687.504,995,507.810.625Aaa1.06036630-SEP-2017
UMB OPS912828F542558TNOTESNon-Callable Bond08-JAN-20161,500,000.001,497,011.721,502,519.530.875Aaa0.98938115-OCT-2017
UMB OPS912828G202559TNOTESNon-Callable Bond08-JAN-2016335,000.00334,241.02335,588.870.875Aaa0.99941215-NOV-2017
UMB OPS3133XMQ872615FHLBNon-Callable Bond16-FEB-20161,165,000.001,251,990.551,224,147.055.000Aaa0.70541417-NOV-2017
MSD OPS912828UA62002TNOTESNon-Callable Bond15-MAY-201411,500,000.0011,303,691.4111,483,828.130.625Aaa1.11842730-NOV-2017
MSD OPS3130A3HF42548FHLBNon-Callable Bond24-DEC-201515,000,000.0015,005,835.0015,057,810.001.125Aaa1.10543508-DEC-2017
UMB OPS3137EADX42642FHLMCNon-Callable Bond11-MAR-20161,950,000.001,951,131.001,954,260.751.000Aaa0.96344215-DEC-2017
UMB OPS3130A6SW82614FHLBNon-Callable Bond16-FEB-20161,475,000.001,481,711.251,478,250.901.000Aaa0.75144619-DEC-2017
UMB OPS3135G0RT22647FNMANon-Callable Bond15-MAR-2016735,000.00733,669.65735,435.860.875Aaa0.97944720-DEC-2017
UMB OPS3135G0RT22672FNMANon-Callable Bond12-MAY-2016240,000.00240,547.20240,142.320.875Aaa0.73244720-DEC-2017
UMB OPS3137EADN62671FHLMCNon-Callable Bond12-MAY-20161,200,000.001,200,000.001,198,065.600.750Aaa0.75047012-JAN-2018
MSD OPS3137EADN62452FHLMCNon-Callable Bond19-NOV-201510,000,000.009,947,000.009,983,880.000.750AAA1.00047012-JAN-2018
UMB OPS3135G0TG82695FNMANon-Callable Bond13-JUN-2016300,000.00300,735.00300,025.200.875Aaa0.72649708-FEB-2018
UMB OPS31398AMD12673FNMANon-Callable Bond12-MAY-2016900,000.00951,490.80941,511.604.065Aaa0.78250415-FEB-2018
MSD OPS912828UR92277TNOTESNon-Callable Bond30-APR-201512,500,000.0012,471,679.6912,495,117.190.750Aaa0.83151728-FEB-2018
UMB OPS3137EADP12694FHLMCNon-Callable Bond13-JUN-20162,500,000.002,502,925.002,499,850.000.875Aaa0.80752407-MAR-2018
MSD OPS3137EADP12465FHLMCNon-Callable Bond07-DEC-20155,000,000.004,976,700.004,999,700.000.875Aaa1.08552407-MAR-2018
MSD OPS3133EFSG32470FFCBNon-Callable Bond14-DEC-20155,000,000.004,999,000.005,016,820.001.100Aaa1.10853114-MAR-2018
UMB OPS3130A7CX12735FHLBNon-Callable Bond06-JUL-20161,550,000.001,556,386.001,549,903.900.875Aaa0.63153619-MAR-2018
MSD OPS3135G0J612649FNMANon-Callable Bond16-MAR-20165,000,000.004,987,550.004,999,680.000.875Aaa1.07354528-MAR-2018
MSD OPS3130A6UL92471FHLBNon-Callable Bond29-DEC-20155,000,000.004,993,900.005,008,290.001.100Aaa1.15054629-MAR-2018
UMB OPS3130A4GJ52736FHLBNon-Callable Bond06-JUL-20161,100,000.001,109,746.001,104,239.401.125Aaa0.63057325-APR-2018
UMB OPS3130A4GJ52743FHLBNon-Callable Bond09-AUG-2016100,000.00100,536.00100,385.401.125Aaa0.80957325-APR-2018
MSD OPS912828UZ12276TNOTESNon-Callable Bond30-APR-201512,500,000.0012,408,691.4112,466,308.590.625Aaa0.87257830-APR-2018
UMB OPS3135G0WJ82745FNMANon-Callable Bond09-AUG-20161,200,000.001,201,596.001,199,505.600.875Aaa0.80059921-MAY-2018
MSD OPS912828VE72270TNOTESNon-Callable Bond14-APR-20155,000,000.005,008,398.445,016,601.571.000Aaa0.94560931-MAY-2018
UMB OPS3137EABP32753FHLMCNon-Callable Bond19-SEP-20162,100,000.002,245,929.002,247,357.004.875Aaa0.82862213-JUN-2018
UMB OPS3137EABP32744FHLMCNon-Callable Bond09-AUG-2016600,000.00644,346.00642,102.004.875Aaa0.82862213-JUN-2018
MSD OPS3134G4A571849FHLMCNon-Callable Bond27-JUN-20136,605,000.006,583,864.006,646,789.841.250Aaa1.31663627-JUN-2018
MSD OPS912828VK32328TNOTESNon-Callable Bond10-JUN-20158,500,000.008,558,105.478,585,996.101.375Aaa1.14763930-JUN-2018
MSD OPS3135G0E332550FNMANon-Callable Bond31-DEC-20158,000,000.007,962,160.008,033,720.001.125Aaa1.31265920-JUL-2018
MSD OPS3135G0E332551FNMANon-Callable Bond04-JAN-201610,000,000.009,966,000.0010,042,150.001.125Aaa1.26165920-JUL-2018
MSD OPS3130A6XE22579FHLBNon-Callable Bond22-JAN-20164,280,000.004,306,792.804,308,021.161.250Aaa1.03368010-AUG-2018
MSD OPS3133X0PF02578FHLBNon-Callable Bond22-JAN-20165,000,000.005,549,600.005,431,820.005.375Aaa1.02068515-AUG-2018
MSD OPS3133EFCN52637FFCBNon-Callable Bond02-MAR-20164,000,000.004,007,400.004,014,372.001.100Aaa1.02570504-SEP-2018
MSD OPS3130A6AE72639FHLBNon-Callable Bond03-MAR-20163,075,000.003,082,274.733,087,745.881.125Aaa0.98671514-SEP-2018
2012BR912828TH32457TNOTESNon-Callable Bond01-DEC-2015688,000.00674,670.00687,032.500.875AAA1.419103531-JUL-2019
2011BR912828TH32455TNOTESNon-Callable Bond01-DEC-201539,700.0038,930.8139,644.170.875AAA1.419103531-JUL-2019
2012AR912828TH32456TNOTESNon-Callable Bond01-DEC-2015438,400.00429,906.00437,783.500.875AAA1.419103531-JUL-2019
2013BR912828TH32458TNOTESNon-Callable Bond01-DEC-2015121,300.00118,949.81121,129.420.875AAA1.419103531-JUL-2019
2010BR912828TH32454TNOTESNon-Callable Bond01-DEC-2015612,600.00600,730.88611,738.530.875Aaa1.419103531-JUL-2019
2013BR3135G0ZY22600FNMANon-Callable Bond02-FEB-20164,491,000.004,571,433.824,585,692.741.750Aaa1.268115326-NOV-2019
2012BR3135G0ZY22592FNMANon-Callable Bond02-FEB-2016509,000.00518,116.19519,732.271.750Aaa1.268115326-NOV-2019
2012BR3135G0D752492FNMANon-Callable Bond15-DEC-20154,000.003,958.204,050.201.500Aaa1.741136222-JUN-2020
2012BR3135G0D752439FNMANon-Callable Bond23-OCT-201510,000.0010,035.8910,125.511.500Aaa1.420136222-JUN-2020
2012BR3135G0D752491FNMANon-Callable Bond15-DEC-20152,000.001,979.102,025.101.500Aaa1.741136222-JUN-2020
2010BR3135G0D752437FNMANon-Callable Bond23-OCT-20153,000.003,010.773,037.651.500Aaa1.420136222-JUN-2020
2013BR3135G0D752438FNMANon-Callable Bond23-OCT-20155,000.005,017.955,062.761.500Aaa1.420136222-JUN-2020
2012AR3135G0D752440FNMANon-Callable Bond23-OCT-201512,000.0012,043.0712,150.611.500Aaa1.420136222-JUN-2020
UMB OPS3135G0D752442FNMANon-Callable Bond23-OCT-20152,000.002,007.182,025.101.500Aaa1.420136222-JUN-2020
2012AR3135G0F732554FNMANon-Callable Bond05-JAN-2016108,000.00106,465.64109,207.011.500Aaa1.804152330-NOV-2020
2013BR3135G0F732464FNMANon-Callable Bond01-DEC-2015124,000.00122,063.11125,385.821.500Aaa1.828152330-NOV-2020
2012AR3135G0F732461FNMANon-Callable Bond01-DEC-2015438,000.00431,158.44442,895.091.500AAA1.828152330-NOV-2020
2011BR3135G0F732460FNMANon-Callable Bond01-DEC-201539,000.0038,390.8339,435.861.500AAA1.828152330-NOV-2020
2012BR3135G0F732555FNMANon-Callable Bond05-JAN-2016617,000.00608,234.29623,895.591.500Aaa1.804152330-NOV-2020
2010BR3135G0F732459FNMANon-Callable Bond01-DEC-2015612,000.00602,440.56618,839.711.500AAA1.828152330-NOV-2020
2012BR3135G0F732462FNMANon-Callable Bond01-DEC-2015687,000.00676,269.07694,677.911.500AAA1.828152330-NOV-2020
2011BR3130A3UQ52593FHLBNon-Callable Bond02-FEB-20161,005,000.001,023,401.551,031,119.951.875Aaa1.483153411-DEC-2020
2010BR3130A3UQ52595FHLBNon-Callable Bond02-FEB-2016600,000.00610,986.00615,594.001.875Aaa1.483153411-DEC-2020
2012AR3130A3UQ52594FHLBNon-Callable Bond02-FEB-201690,000.0091,647.9092,339.101.875Aaa1.483153411-DEC-2020
2012BR3130A3UQ52596FHLBNon-Callable Bond02-FEB-20163,305,000.003,365,514.553,390,896.951.875Aaa1.483153411-DEC-2020
2013BR3130A7CV52645FHLBNon-Callable Bond15-MAR-20162,475,000.002,444,557.502,484,199.581.375Aaa1.636160318-FEB-2021
2012AR3130A7CV52655FHLBNon-Callable Bond14-APR-201610,000.0010,021.6010,037.171.375Aaa1.329160318-FEB-2021
2013BR3130A7CV52654FHLBNon-Callable Bond14-APR-201690,000.0090,194.4090,334.531.375Aaa1.329160318-FEB-2021
2012BR3130A7CV52653FHLBNon-Callable Bond14-APR-201640,000.0040,086.4040,148.681.375Aaa1.329160318-FEB-2021
2011BR3130A7CV52656FHLBNon-Callable Bond14-APR-201620,000.0020,043.2020,074.341.375Aaa1.329160318-FEB-2021
2010BR3130A7CV52657FHLBNon-Callable Bond14-APR-201610,000.0010,021.6010,037.171.375Aaa1.329160318-FEB-2021
2012AR3135G0K692697FNMANon-Callable Bond15-JUN-201695,000.0094,928.7594,660.191.250Aaa1.266168006-MAY-2021
2012BR3135G0K692696FNMANon-Callable Bond15-JUN-201685,000.0084,936.2584,695.961.250Aaa1.266168006-MAY-2021
2013BR3135G0K692693FNMANon-Callable Bond31-MAY-201635,000.0034,585.9534,874.811.250Aaa1.498168006-MAY-2021
2012BR3135G0K692692FNMANon-Callable Bond31-MAY-20164,600,000.004,545,582.004,583,545.801.250Aaa1.498168006-MAY-2021
2013BR3137EAEC92758FHLMCNon-Callable Bond28-SEP-201635,000.0034,739.2534,739.251.125AAA1.283177812-AUG-2021
2010BR3137EAEC92754FHLMCNon-Callable Bond28-SEP-201620,000.0019,851.0019,851.001.125Aaa1.283177812-AUG-2021
2012AR3137EAEC92756FHLMCNon-Callable Bond28-SEP-201625,000.0024,813.7524,813.751.125Aaa1.283177812-AUG-2021
2011BR3137EAEC92755FHLMCNon-Callable Bond28-SEP-20161,005,000.00997,512.75997,512.751.125Aaa1.283177812-AUG-2021
2010BR3137EAEC92757FHLMCNon-Callable Bond28-SEP-201620,000.0019,851.0019,851.001.125AAA1.283177812-AUG-2021