MSD FY18 Portfolio Management

Portfolio Details - Investments
August 22, 2017
PortfolioSecurity NumberDeal NoProduct TypeCallable BondSettlement DateFace ValueTotal_CostMarket ValueCoupon RateMoodysYield RateDays to MaturityMaturity Date
UMB OPS3137EAAY52446FHLMCNon-Callable Bond30-OCT-20151,360,000.001,476,688.001,363,563.205.500Aaa0.729123-AUG-2017
MSD OPS36164JVR22856GECTSYNon-Callable Bond28-FEB-20179,000,000.008,954,699.008,999,236.500.000P-11.018325-AUG-2017
UMB OPS00280NW142885ABBLLCNon-Callable Bond09-MAY-20171,500,000.001,494,681.251,499,537.500.000P-11.1101001-SEP-2017
ESCROW89233GW692873TOYMCCNon-Callable Bond10-MAR-20171,000,000.00994,125.00999,510.420.000P-11.1751506-SEP-2017
MSD OPS313380EC72417FHLBNon-Callable Bond15-OCT-20159,000,000.009,017,460.008,997,273.000.750Aaa0.6471708-SEP-2017
2012BR313380EC71978FHLBNon-Callable Bond01-MAY-20142,485,000.002,452,160.232,484,247.050.750Aaa1.1531708-SEP-2017
2012BR313380EC72479FHLBNon-Callable Bond15-DEC-20151,265,000.001,261,179.701,264,616.710.750Aaa0.9261708-SEP-2017
2012BR313380EC72489FHLBNon-Callable Bond15-DEC-2015625,000.00623,112.50624,810.630.750Aaa0.9261708-SEP-2017
MSD OPS22533TW852866CACPNYNon-Callable Bond14-MAR-201710,000,000.009,939,183.339,994,191.670.000P-11.2301708-SEP-2017
2016CP313380EC72823FHLBNon-Callable Bond20-DEC-20168,845,000.008,840,489.058,842,319.970.750Aaa0.8211708-SEP-2017
2010BR313380EC71777FHLBNon-Callable Bond30-JAN-2013725,000.00718,250.25724,780.330.750Aaa0.9461708-SEP-2017
MSD OPS36164JWB62867GECTSYNon-Callable Bond15-MAR-20178,000,000.007,954,160.007,994,906.670.000P-11.1462011-SEP-2017
UMB OPS912828D982547TNOTESNon-Callable Bond22-DEC-2015949,000.00949,185.35948,925.861.000Aaa0.9882415-SEP-2017
UMB OPS912828D982463TNOTESNon-Callable Bond02-DEC-2015500,000.00501,093.75499,960.941.000AAA0.8762415-SEP-2017
2016CP912828D982819TNOTESNon-Callable Bond20-DEC-20166,155,000.006,165,338.486,154,519.141.000AA+0.7702415-SEP-2017
UMB OPS912828D982549TNOTESNon-Callable Bond23-DEC-20151,721,000.001,720,798.321,720,865.551.000Aaa1.0072415-SEP-2017
UMB OPS912828D982445TNOTESNon-Callable Bond30-OCT-2015545,000.00547,895.31544,957.421.000Aaa0.7142415-SEP-2017
UMB OPS912828D982557TNOTESNon-Callable Bond08-JAN-2016685,000.00685,294.34684,946.481.000Aaa0.9742415-SEP-2017
MSD OPS3130A6GG62414FHLBNon-Callable Bond23-SEP-20157,000,000.007,013,650.006,998,215.000.875Aaa0.7763122-SEP-2017
ESCROW4497W0WN42889INGFDGNon-Callable Bond23-MAY-20172,000,000.001,991,731.111,997,898.890.000P-11.2203122-SEP-2017
MSD OPS3134G3M311798FHLMCNon-Callable Bond15-MAR-201312,000,000.0012,024,000.0011,998,800.001.000Aaa0.9553627-SEP-2017
MSD OPS912828TS92017TNOTESNon-Callable Bond12-JUN-20145,000,000.004,929,687.504,995,312.500.625Aaa1.0603930-SEP-2017
ESCROW313385MJX12913S FHDNNon-Callable Bond17-JUL-20173,000,000.002,992,351.332,995,480.330.000AA+1.0435213-OCT-2017
MSD OPS06538BXD02879BTMUFJNon-Callable Bond18-APR-20173,000,000.002,981,013.332,994,453.330.000P-11.2805213-OCT-2017
2016CP912828F542820TNOTESNon-Callable Bond20-DEC-201615,000,000.0015,004,687.5014,989,453.130.875AA+0.8365415-OCT-2017
UMB OPS912828F542558TNOTESNon-Callable Bond08-JAN-20161,500,000.001,497,011.721,498,945.310.875Aaa0.9895415-OCT-2017
MSD OPS3135G0PQ02804FNMANon-Callable Bond15-DEC-20165,000,000.004,998,915.004,995,800.000.875Aaa0.9006526-OCT-2017
MSD OPS09659JY722886BNPPNYNon-Callable Bond11-MAY-201710,000,000.009,933,000.009,971,338.890.000P-11.3407707-NOV-2017
2016CP912828G202821TNOTESNon-Callable Bond20-DEC-201615,000,000.0015,000,585.9414,988,281.250.875AA+0.8708515-NOV-2017
UMB OPS912828G202559TNOTESNon-Callable Bond08-JAN-2016335,000.00334,241.02334,738.280.875Aaa0.9998515-NOV-2017
ESCROW46640PYF42918JPMCCNon-Callable Bond02-AUG-20172,500,000.002,490,229.182,492,090.290.000P-11.3408515-NOV-2017
MSD OPS3137EABA62802FHLMCNon-Callable Bond02-DEC-20167,500,000.007,804,603.817,585,125.005.125Aaa0.8608717-NOV-2017
UMB OPS3133XMQ872615FHLBNon-Callable Bond16-FEB-20161,165,000.001,251,990.551,177,803.355.000Aaa0.7058717-NOV-2017
MSD OPS46640PYM92890JPMCCNon-Callable Bond25-MAY-20172,000,000.001,986,830.001,993,341.830.000P-11.3179121-NOV-2017
MSD OPS912828UA62002TNOTESNon-Callable Bond15-MAY-201411,500,000.0011,303,691.4111,481,582.030.625Aaa1.11810030-NOV-2017
MSD OPS4497W0Z682899INGFDGNon-Callable Bond14-JUN-20174,000,000.003,973,555.563,983,982.220.000P-11.36010606-DEC-2017
MSD OPS46640PZ712911JPMCCNon-Callable Bond07-JUL-20173,000,000.002,982,405.002,987,695.000.000P-11.38010707-DEC-2017
MSD OPS3130A3HF42548FHLBNon-Callable Bond24-DEC-201515,000,000.0015,005,835.0014,999,895.001.125Aaa1.10510808-DEC-2017
2016CP880591CU42838FHLBNon-Callable Bond20-DEC-201615,000,000.0015,778,350.0015,281,025.006.250AA+0.95111515-DEC-2017
UMB OPS3137EADX42642FHLMCNon-Callable Bond11-MAR-20161,950,000.001,951,131.001,949,083.501.000Aaa0.96311515-DEC-2017
ESCROW22533TZF62919CACPNYNon-Callable Bond02-AUG-20172,500,000.002,487,625.002,489,458.330.000P-11.32011515-DEC-2017
UMB OPS912828G792878TNOTESNon-Callable Bond06-APR-20171,000,000.001,000,195.31999,609.381.000Aaa0.97111515-DEC-2017
UMB OPS912828G792876TNOTESNon-Callable Bond04-APR-20171,000,000.001,000,273.44999,609.381.000Aaa0.96011515-DEC-2017
UMB OPS3130A6SW82614FHLBNon-Callable Bond16-FEB-20161,475,000.001,481,711.251,474,292.001.000Aaa0.75111919-DEC-2017
UMB OPS3135G0RT22672FNMANon-Callable Bond12-MAY-2016240,000.00240,547.20239,652.000.875Aaa0.73212020-DEC-2017
UMB OPS3135G0RT22647FNMANon-Callable Bond15-MAR-2016735,000.00733,669.65733,934.250.875Aaa0.97912020-DEC-2017
MSD OPS22533TZS82903CACPNYNon-Callable Bond29-JUN-20175,000,000.004,966,250.004,976,375.000.000P-11.35012626-DEC-2017
2016CP3137EADN62834FHLMCNon-Callable Bond13-JAN-20175,425,000.005,417,947.505,412,359.750.750Aaa0.88114312-JAN-2018
UMB OPS3137EADN62671FHLMCNon-Callable Bond12-MAY-20161,200,000.001,200,000.001,197,204.000.750Aaa0.75014312-JAN-2018
MSD OPS3137EADN62452FHLMCNon-Callable Bond19-NOV-201510,000,000.009,947,000.009,976,700.000.750AAA1.00014312-JAN-2018
2016CP912828H372880TNOTESNon-Callable Bond13-APR-20172,990,000.002,987,196.882,986,496.090.875AA+0.99914615-JAN-2018
2016CP912828H372854TNOTESNon-Callable Bond15-FEB-20171,405,000.001,405,000.001,403,353.520.875AA+0.87514615-JAN-2018
2016CP912828H372868TNOTESNon-Callable Bond15-MAR-20175,600,000.005,590,593.755,593,437.500.875AA+1.07714615-JAN-2018
MSD OPS09659KAH32924BNPPNYNon-Callable Bond01-AUG-20175,000,000.004,967,843.054,971,838.880.000P-11.37014817-JAN-2018
MSD OPS06538CAW12922BTMUFJNon-Callable Bond03-AUG-20175,000,000.004,965,500.004,969,141.670.000P-11.38016130-JAN-2018
MSD OPS912828UJ72829L TNOTESNon-Callable Bond04-JAN-201710,000,000.009,990,820.009,985,937.500.875Aaa0.96116231-JAN-2018
MSD OPS06538CAX92925BTMUFJNon-Callable Bond04-AUG-20175,000,000.004,965,250.004,968,725.000.000P-11.39016231-JAN-2018
UMB OPS912828UJ72830L TNOTESNon-Callable Bond03-JAN-2017770,000.00770,451.17768,917.190.875Aaa0.82016231-JAN-2018
MSD OPS4497W1B132931INGFDGNon-Callable Bond15-AUG-20175,000,000.004,967,180.564,968,531.950.000P-11.39016301-FEB-2018
UMB OPS3135G0TG82695FNMANon-Callable Bond13-JUN-2016300,000.00300,735.00299,385.000.875Aaa0.72617008-FEB-2018
MSD OPS89233HB942929TOYMCCNon-Callable Bond15-AUG-20175,000,000.004,966,204.724,967,533.750.000P-11.36717109-FEB-2018
MSD OPS46640QBD22930JPMCCNon-Callable Bond17-AUG-20175,000,000.004,963,800.004,964,805.560.000P-11.44817513-FEB-2018
2016CP912828H942898TNOTESNon-Callable Bond14-JUN-20172,550,000.002,546,812.502,547,808.591.000AA+1.18717715-FEB-2018
2016CP912828H942914TNOTESNon-Callable Bond17-JUL-20173,555,000.003,551,944.923,551,944.921.000AA+1.14917715-FEB-2018
UMB OPS31398AMD12673FNMANon-Callable Bond12-MAY-2016900,000.00951,490.80914,022.004.065Aaa0.78217715-FEB-2018
2016CP912828HR42897TNOTESNon-Callable Bond12-JUN-20175,000,000.005,077,343.755,061,914.073.500AA+1.19717715-FEB-2018
UMB OPS912828HR42881TNOTESNon-Callable Bond12-APR-2017225,000.00229,596.68227,786.133.500AA+1.06517715-FEB-2018
2016CP912828HR42882TNOTESNon-Callable Bond13-APR-20174,435,000.004,525,952.154,489,917.783.500AA+1.04817715-FEB-2018
UMB OPS912828HR42877TNOTESNon-Callable Bond06-APR-20171,000,000.001,020,976.561,012,382.813.500Aaa1.04817715-FEB-2018
2016CP912828H942901L TNOTESNon-Callable Bond20-JUN-2017510,000.00509,342.58509,561.721.000AA+1.19817715-FEB-2018
MSD OPS912828UR92277TNOTESNon-Callable Bond30-APR-201512,500,000.0012,471,679.6912,470,703.130.750Aaa0.83119028-FEB-2018
UMB OPS3137EADP12694FHLMCNon-Callable Bond13-JUN-20162,500,000.002,502,925.002,493,800.000.875Aaa0.80719707-MAR-2018
MSD OPS3137EADP12465FHLMCNon-Callable Bond07-DEC-20155,000,000.004,976,700.004,987,600.000.875Aaa1.08519707-MAR-2018
MSD OPS3133EFSG32470FFCBNon-Callable Bond14-DEC-20155,000,000.004,999,000.004,997,915.001.100Aaa1.10820414-MAR-2018
MSD OPS912828J682927TNOTESNon-Callable Bond15-AUG-20175,040,000.005,035,865.635,034,684.381.000AAA1.14120515-MAR-2018
2016CP912828J682887TNOTESNon-Callable Bond15-MAY-20171,905,000.001,902,767.581,902,990.821.000Aaa1.14120515-MAR-2018
UMB OPS912828J682862TNOTESNon-Callable Bond13-MAR-20172,000,000.001,997,421.881,997,890.631.000Aaa1.12920515-MAR-2018
MSD OPS3130A7CX12833FHLBNon-Callable Bond11-JAN-20177,000,000.006,989,640.006,987,120.000.875Aaa1.00020919-MAR-2018
MSD OPS3130A7CX12835L FHLBNon-Callable Bond18-JAN-20177,000,000.006,993,000.006,987,120.000.875Aaa0.96120919-MAR-2018
UMB OPS3130A7CX12735FHLBNon-Callable Bond06-JUL-20161,550,000.001,556,386.001,547,148.000.875Aaa0.63120919-MAR-2018
MSD OPS3130A7CX12832FHLBNon-Callable Bond10-JAN-201710,000,000.009,984,300.009,981,600.000.875Aaa1.00820919-MAR-2018
MSD OPS3135G0J612649FNMANon-Callable Bond16-MAR-20165,000,000.004,987,550.004,990,100.000.875Aaa1.07321828-MAR-2018
MSD OPS3130A6UL92471FHLBNon-Callable Bond29-DEC-20155,000,000.004,993,900.004,997,470.001.100Aaa1.15021929-MAR-2018
UMB OPS3130A4GJ52743FHLBNon-Callable Bond09-AUG-2016100,000.00100,536.0099,869.001.125Aaa0.80924625-APR-2018
UMB OPS3130A4GJ52736FHLBNon-Callable Bond06-JUL-20161,100,000.001,109,746.001,098,559.001.125Aaa0.63024625-APR-2018
MSD OPS912828UZ12276TNOTESNon-Callable Bond30-APR-201512,500,000.0012,408,691.4112,445,312.500.625Aaa0.87225130-APR-2018
UMB OPS3135G0WJ82761FNMANon-Callable Bond30-SEP-20161,225,000.001,226,690.501,220,504.250.875Aaa0.79027221-MAY-2018
UMB OPS3135G0WJ82745FNMANon-Callable Bond09-AUG-20161,200,000.001,201,596.001,195,596.000.875Aaa0.80027221-MAY-2018
MSD OPS3135G0WJ82807FNMANon-Callable Bond16-DEC-20165,000,000.004,981,200.004,981,650.000.875Aaa1.14127221-MAY-2018
MSD OPS912828VE72270TNOTESNon-Callable Bond14-APR-20155,000,000.005,008,398.444,990,625.001.000Aaa0.94528231-MAY-2018
UMB OPS3137EABP32744FHLMCNon-Callable Bond09-AUG-2016600,000.00644,346.00618,186.004.875Aaa0.82829513-JUN-2018
UMB OPS3137EABP32793FHLMCNon-Callable Bond09-NOV-2016575,000.00611,506.75592,428.254.875Aaa0.85729513-JUN-2018
UMB OPS3137EABP32863FHLMCNon-Callable Bond13-MAR-20172,100,000.002,195,256.002,163,651.004.875Aaa1.20629513-JUN-2018
UMB OPS3137EABP32753FHLMCNon-Callable Bond19-SEP-20162,100,000.002,245,929.002,163,651.004.875Aaa0.82829513-JUN-2018
MSD OPS3134G4A571849FHLMCNon-Callable Bond27-JUN-20136,605,000.006,583,864.006,605,733.161.250Aaa1.31630927-JUN-2018
UMB OPS3130A8BD42808FHLBNon-Callable Bond27-DEC-20162,700,000.002,689,848.002,691,171.000.875Aaa1.12831129-JUN-2018
MSD OPS912828VK32328TNOTESNon-Callable Bond10-JUN-20158,500,000.008,558,105.478,509,296.881.375Aaa1.14731230-JUN-2018
UMB OPS3135G0E332792FNMANon-Callable Bond09-NOV-20161,200,000.001,205,184.001,197,384.001.125Aaa0.86833220-JUL-2018
MSD OPS3135G0E332550FNMANon-Callable Bond31-DEC-20158,000,000.007,962,160.007,982,560.001.125Aaa1.31233220-JUL-2018
MSD OPS3135G0E332551FNMANon-Callable Bond04-JAN-201610,000,000.009,966,000.009,978,200.001.125Aaa1.26133220-JUL-2018
UMB OPS3130A8PK32790FHLBNon-Callable Bond09-NOV-20161,200,000.001,194,360.001,192,236.000.625Aaa0.89735007-AUG-2018
MSD OPS3130A6XE22579FHLBNon-Callable Bond22-JAN-20164,280,000.004,306,792.804,279,242.441.250Aaa1.03335310-AUG-2018
MSD OPS3134GABQ62841FHLMCNon-Callable Bond30-JAN-20175,000,000.004,988,945.004,983,450.001.000Aaa1.14535815-AUG-2018
MSD OPS3133X0PF02578FHLBNon-Callable Bond22-JAN-20165,000,000.005,549,600.005,210,745.005.375Aaa1.02035815-AUG-2018
MSD OPS3133EFCN52637FFCBNon-Callable Bond02-MAR-20164,000,000.004,007,400.003,991,732.001.100Aaa1.02537804-SEP-2018
MSD OPS3132X0LS82810L FAMCANon-Callable Bond20-DEC-20165,475,000.005,461,143.485,463,601.051.150AA+1.30538107-SEP-2018
MSD OPS3132X0LS82806L FAMCANon-Callable Bond16-DEC-20165,000,000.004,987,250.004,989,590.001.150AA+1.29838107-SEP-2018
MSD OPS3132X0QP92865L FAMCANon-Callable Bond10-MAR-20173,000,000.002,996,358.002,996,997.001.250AA+1.33238410-SEP-2018
MSD OPS3130A6AE72639FHLBNon-Callable Bond03-MAR-20163,075,000.003,082,274.733,069,335.851.125Aaa0.98638814-SEP-2018
MSD OPS313375K482859L FHLBNon-Callable Bond03-MAR-20175,000,000.005,056,500.005,039,245.002.000Aaa1.25238814-SEP-2018
UMB OPS912828L402926L TNOTESNon-Callable Bond10-AUG-20171,000,000.00997,304.69997,304.691.000AA+1.24838915-SEP-2018
UMB OPS3135G0YM92791FNMANon-Callable Bond09-NOV-2016840,000.00855,229.20844,586.401.875Aaa0.88939218-SEP-2018
UMB OPS3135G0YM92839FNMANon-Callable Bond23-JAN-20171,225,000.001,239,075.251,231,688.501.875Aaa1.17139218-SEP-2018
UMB OPS3135G0YM92842L FNMANon-Callable Bond31-JAN-20171,375,000.001,391,348.751,382,507.501.875Aaa1.13539218-SEP-2018
MSD OPS3133EGK872811FFCBNon-Callable Bond21-DEC-20161,500,000.001,493,430.001,495,380.001.020Aaa1.27739824-SEP-2018
MSD OPS3137EAED72891L FHLMCNon-Callable Bond06-JUN-20175,000,000.004,974,150.004,975,000.000.875Aaa1.26241612-OCT-2018
UMB OPS3137EAED72888L FHLMCNon-Callable Bond15-MAY-20172,150,000.002,138,110.502,139,250.000.875Aaa1.27241612-OCT-2018
MSD OPS313382S952895L FHLBNon-Callable Bond08-JUN-2017615,000.00612,166.91612,749.721.000Aaa1.33543329-OCT-2018
UMB OPS912828M642893L TNOTESNon-Callable Bond07-JUN-20172,400,000.002,400,562.502,398,500.001.250AA+1.23345015-NOV-2018
MSD OPS3134G44B12896L FHLMCNon-Callable Bond09-JUN-20171,000,000.00996,708.26996,938.001.100Aaa1.33045621-NOV-2018
UMB OPS912828N222894L TNOTESNon-Callable Bond07-JUN-20171,070,000.001,070,125.391,069,205.861.250AA+1.24248015-DEC-2018
UMB OPS912828N222904L TNOTESNon-Callable Bond30-JUN-2017600,000.00599,414.06599,554.691.250AA+1.31848015-DEC-2018
UMB OPS912828N222902L TNOTESNon-Callable Bond29-JUN-20171,490,000.001,488,777.731,488,894.141.250AA+1.30748015-DEC-2018
UMB OPS912828N632905L TNOTESNon-Callable Bond06-JUL-20171,500,000.001,494,433.591,495,957.031.125AA+1.37251115-JAN-2019
MSD OPS3130AAM882921FHLBNon-Callable Bond01-AUG-201710,000,000.0010,018,000.0010,018,000.001.625Aaa1.50051418-JAN-2019
MSD OPS3130ABQ252915L FHLBNon-Callable Bond18-JUL-201712,000,000.0011,997,240.0011,998,656.001.360Aaa1.37258429-MAR-2019
MSD OPS3130A7N272917L FHLBNon-Callable Bond21-JUL-20172,000,000.001,996,010.001,996,160.001.250Aaa1.37058429-MAR-2019
MSD OPS3130ABQ252916L FHLBNon-Callable Bond21-JUL-20172,000,000.001,999,860.001,999,776.001.360Aaa1.36458429-MAR-2019
2011BR912828TH32455TNOTESNon-Callable Bond01-DEC-201539,700.0038,930.8139,337.120.875AAA1.41970831-JUL-2019
2010BR912828TH32454TNOTESNon-Callable Bond01-DEC-2015612,600.00600,730.88607,000.450.875Aaa1.41970831-JUL-2019
2012AR912828TH32456TNOTESNon-Callable Bond01-DEC-2015438,400.00429,906.00434,392.750.875AAA1.41970831-JUL-2019
2013BR912828TH32458TNOTESNon-Callable Bond01-DEC-2015121,300.00118,949.81120,191.240.875AAA1.41970831-JUL-2019
2012BR912828TH32457TNOTESNon-Callable Bond01-DEC-2015688,000.00674,670.00681,711.250.875AAA1.41970831-JUL-2019
2012BR3135G0ZY22592FNMANon-Callable Bond02-FEB-2016509,000.00518,116.19510,674.611.750Aaa1.26882626-NOV-2019
2013BR3135G0ZY22600FNMANon-Callable Bond02-FEB-20164,491,000.004,571,433.824,505,775.391.750Aaa1.26882626-NOV-2019
2013BR3135G0D752438FNMANon-Callable Bond23-OCT-20155,000.005,017.954,970.701.500Aaa1.420103522-JUN-2020
2010BR3135G0D752437FNMANon-Callable Bond23-OCT-20153,000.003,010.772,982.421.500Aaa1.420103522-JUN-2020
2012BR3135G0D752492FNMANon-Callable Bond15-DEC-20154,000.003,958.203,976.561.500Aaa1.741103522-JUN-2020
2012BR3135G0D752491FNMANon-Callable Bond15-DEC-20152,000.001,979.101,988.281.500Aaa1.741103522-JUN-2020
2012BR3135G0D752439FNMANon-Callable Bond23-OCT-201510,000.0010,035.899,941.401.500Aaa1.420103522-JUN-2020
UMB OPS3135G0D752442FNMANon-Callable Bond23-OCT-20152,000.002,007.181,988.281.500Aaa1.420103522-JUN-2020
2012AR3135G0D752440FNMANon-Callable Bond23-OCT-201512,000.0012,043.0711,929.681.500Aaa1.420103522-JUN-2020
2010BR3135G0F732459FNMANon-Callable Bond01-DEC-2015612,000.00602,440.56609,270.481.500AAA1.828119630-NOV-2020
2012AR3135G0F732554FNMANon-Callable Bond05-JAN-2016108,000.00106,465.64107,518.321.500Aaa1.804119630-NOV-2020
2012AR3135G0F732461FNMANon-Callable Bond01-DEC-2015438,000.00431,158.44436,046.521.500AAA1.828119630-NOV-2020
2011BR3135G0F732460FNMANon-Callable Bond01-DEC-201539,000.0038,390.8338,826.061.500AAA1.828119630-NOV-2020
2012BR3135G0F732555FNMANon-Callable Bond05-JAN-2016617,000.00608,234.29614,248.181.500Aaa1.804119630-NOV-2020
2012BR3135G0F732462FNMANon-Callable Bond01-DEC-2015687,000.00676,269.07683,935.981.500AAA1.828119630-NOV-2020
2013BR3135G0F732464FNMANon-Callable Bond01-DEC-2015124,000.00122,063.11123,446.961.500Aaa1.828119630-NOV-2020
2012AR3135G0F732784FNMANon-Callable Bond01-NOV-20165,400,000.005,446,386.005,375,916.001.500AA+1.283119630-NOV-2020
2012BR3130A3UQ52596FHLBNon-Callable Bond02-FEB-20163,305,000.003,365,514.553,329,407.431.875Aaa1.483120711-DEC-2020
2012AR3130A3UQ52594FHLBNon-Callable Bond02-FEB-201690,000.0091,647.9090,664.651.875Aaa1.483120711-DEC-2020
2010BR3130A3UQ52595FHLBNon-Callable Bond02-FEB-2016600,000.00610,986.00604,431.001.875Aaa1.483120711-DEC-2020
2011BR3130A3UQ52593FHLBNon-Callable Bond02-FEB-20161,005,000.001,023,401.551,012,421.931.875Aaa1.483120711-DEC-2020
2013BR3130A7CV52654FHLBNon-Callable Bond14-APR-201690,000.0090,194.4089,064.901.375Aaa1.329127618-FEB-2021
2010BR3130A7CV52657FHLBNon-Callable Bond14-APR-201610,000.0010,021.609,896.101.375Aaa1.329127618-FEB-2021
2012BR3130A7CV52653FHLBNon-Callable Bond14-APR-201640,000.0040,086.4039,584.401.375Aaa1.329127618-FEB-2021
2013BR3130A7CV52645FHLBNon-Callable Bond15-MAR-20162,475,000.002,444,557.502,449,284.751.375Aaa1.636127618-FEB-2021
2012AR3130A7CV52655FHLBNon-Callable Bond14-APR-201610,000.0010,021.609,896.101.375Aaa1.329127618-FEB-2021
2011BR3130A7CV52656FHLBNon-Callable Bond14-APR-201620,000.0020,043.2019,792.201.375Aaa1.329127618-FEB-2021
2012AR3135G0K692697FNMANon-Callable Bond15-JUN-201695,000.0094,928.7593,454.351.250Aaa1.266135306-MAY-2021
2012BR3135G0K692692FNMANon-Callable Bond31-MAY-20164,600,000.004,545,582.004,525,158.001.250Aaa1.498135306-MAY-2021
2013BR3135G0K692693FNMANon-Callable Bond31-MAY-201635,000.0034,585.9534,430.551.250Aaa1.498135306-MAY-2021
2012BR3135G0K692696FNMANon-Callable Bond15-JUN-201685,000.0084,936.2583,617.051.250Aaa1.266135306-MAY-2021
2012BR3137EAEC92759FHLMCNon-Callable Bond28-SEP-201620,000.0019,851.0019,514.001.125Aaa1.283145112-AUG-2021
2011BR3137EAEC92755FHLMCNon-Callable Bond28-SEP-20161,005,000.00997,512.75980,578.501.125Aaa1.283145112-AUG-2021
2012AR3137EAEC92756FHLMCNon-Callable Bond28-SEP-201625,000.0024,813.7524,392.501.125Aaa1.283145112-AUG-2021
2013BR3137EAEC92758FHLMCNon-Callable Bond28-SEP-201635,000.0034,739.2534,149.501.125AAA1.283145112-AUG-2021
2010BR3137EAEC92754FHLMCNon-Callable Bond28-SEP-201620,000.0019,851.0019,514.001.125Aaa1.283145112-AUG-2021
2012AR3135G0Q892798FNMANon-Callable Bond23-NOV-201665,000.0063,508.9063,963.251.375AAA1.870150707-OCT-2021
2012BR3135G0Q892799FNMANon-Callable Bond23-NOV-20162,090,000.002,042,055.402,056,664.501.375Aaa1.870150707-OCT-2021
2012AR3135G0Q892801FNMANon-Callable Bond01-NOV-20166,000,000.005,970,720.005,904,300.001.375Aaa1.478150707-OCT-2021
2012AR3135G0S382851L FNMANon-Callable Bond13-FEB-201749,000.0049,074.4849,327.322.000Aaa1.968159705-JAN-2022
2013BR3135G0S382846FNMANon-Callable Bond13-FEB-201763,000.0063,095.7663,420.842.000Aaa1.968159705-JAN-2022
2011BR3135G0S382847L FNMANon-Callable Bond13-FEB-201721,000.0021,031.9221,140.282.000Aaa1.968159705-JAN-2022
2010BR3135G0S382849L FNMANon-Callable Bond13-FEB-201718,000.0018,027.3618,120.242.000Aaa1.968159705-JAN-2022
2012BR3135G0S382848L FNMANon-Callable Bond13-FEB-201757,000.0057,086.6457,380.762.000Aaa1.968159705-JAN-2022
2012BR3135G0T452909L FNMANon-Callable Bond07-JUL-2017110,000.00109,448.90110,014.301.875Aaa1.986168705-APR-2022
2011BR3135G0T452908L FNMANon-Callable Bond07-JUL-20171,020,000.001,014,889.801,020,132.601.875Aaa1.986168705-APR-2022
2012AR3135G0T452907L FNMANon-Callable Bond07-JUL-201785,000.0084,574.1585,011.051.875Aaa1.986168705-APR-2022
2013BR3135G0T452910L FNMANon-Callable Bond07-JUL-20172,320,000.002,308,376.802,320,301.601.875Aaa1.986168705-APR-2022
2012BR3135G0T452884FNMANon-Callable Bond01-MAY-20173,725,000.003,713,787.753,725,484.251.875Aaa1.939168705-APR-2022
2010BR3135G0T452906FNMANon-Callable Bond07-JUL-2017515,000.00512,419.85515,066.951.875Aaa1.986168705-APR-2022