MSD FY17 Portfolio Management

Portfolio Details - Investments
February 24, 2017
PortfolioSecurity NumberDeal NoProduct TypeCallable BondSettlement DateFace ValueTotal_CostMarket ValueCoupon RateMoodysYield RateDays to MaturityMaturity Date
UMB OPS313385CG92662FHLBNon-Callable Bond15-APR-20161,200,000.001,194,435.001,200,000.000.000AA+0.530024-FEB-2017
MSD OPS912828SJ02222TNOTESNon-Callable Bond18-FEB-201510,000,000.0010,030,468.7510,001,562.500.875Aaa0.723428-FEB-2017
MSD OPS912828SJ02080TNOTESNon-Callable Bond15-AUG-201410,000,000.0010,037,890.6310,001,562.500.875Aaa0.724428-FEB-2017
UMB OPS313385CM62661FHLBNon-Callable Bond15-APR-2016833,000.00829,075.64832,938.680.000AAA0.530501-MAR-2017
UMB OPS3137EADC02423FHLBNon-Callable Bond16-OCT-20154,400,000.004,434,100.004,402,116.401.000Aaa0.4421208-MAR-2017
ESCROW3133782N02646FHLBNon-Callable Bond16-MAR-20161,000,000.001,001,132.051,000,372.000.875Aaa0.7591410-MAR-2017
MSD OPS02665JQD52795HNDAFNon-Callable Bond15-NOV-20165,000,000.004,987,216.674,998,158.330.000P-10.7801713-MAR-2017
MSD OPS89233GQE92751S TOYMCCNon-Callable Bond15-SEP-201610,000,000.009,947,600.009,994,760.000.000P-11.0481814-MAR-2017
2016CP22533TQF62813S CACPNYNon-Callable Bond20-DEC-201610,000,000.009,978,041.679,995,091.670.000P-10.9301915-MAR-2017
MSD OPS59157TQF32781METSHRNon-Callable Bond18-OCT-201610,000,000.009,959,382.229,994,785.560.000P-10.9881915-MAR-2017
MSD OPS36164JQF42782GECTSYNon-Callable Bond20-OCT-20165,000,000.004,986,515.304,998,245.140.000P-10.6651915-MAR-2017
MSD OPS59515MQF52779MSFTCPNon-Callable Bond12-OCT-201620,000,000.0019,928,988.8919,991,238.890.000P-10.8301915-MAR-2017
MSD OPS40000069971605CDNon-Callable Bond19-MAR-2012100,000.00100,000.00100,000.001.440AA+1.4402319-MAR-2017
MSD OPS36164JQP22783GECTSYNon-Callable Bond25-OCT-20165,000,000.004,986,196.814,997,498.750.000P-10.6672723-MAR-2017
2016CP00280NRD42815ABBLLCNon-Callable Bond20-DEC-201615,000,000.0014,957,725.0014,982,200.000.000P-10.8904813-APR-2017
MSD OPS912828C732318TNOTESNon-Callable Bond18-MAY-20159,500,000.009,560,859.389,505,566.410.875Aaa0.5375015-APR-2017
ESCROW30769QAA82665FAMCANon-Callable Bond19-APR-20161,200,000.001,253,556.001,211,389.205.125AA+0.6415419-APR-2017
UMB OPS3135G0ZB22422FNMANon-Callable Bond16-OCT-20151,500,000.001,506,450.001,500,606.000.750Aaa0.4645520-APR-2017
MSD OPS89233GRR92797TOYMCCNon-Callable Bond17-NOV-20164,000,000.003,982,757.323,993,493.330.000P-10.9766025-APR-2017
2012BR3135G0JA21976FNMANon-Callable Bond01-MAY-20143,080,000.003,103,204.723,084,031.721.125Aaa0.8696227-APR-2017
2012BR3135G0JA22487FNMANon-Callable Bond15-DEC-2015625,000.00627,614.38625,818.131.125Aaa0.8166227-APR-2017
MSD OPS64105RS352803NESFIN CPNon-Callable Bond05-DEC-20167,500,000.007,480,754.177,491,216.670.000P-10.6206803-MAY-2017
2016CP912796KY42824TBILLSNon-Callable Bond20-DEC-201615,000,000.0014,965,387.5014,981,475.000.000AA+0.5857611-MAY-2017
ESCROW313385FM32794FHDNNon-Callable Bond15-NOV-20162,000,000.001,994,264.441,997,518.890.000Aaa0.5807712-MAY-2017
UMB OPS3133XKQX62419FHLBNon-Callable Bond16-OCT-20151,400,000.001,496,656.001,417,589.604.875Aaa0.4998217-MAY-2017
MSD OPS912828SY71965TNOTESNon-Callable Bond28-APR-20145,000,000.004,952,539.075,000,976.570.625Aaa0.9379631-MAY-2017
ESCROW313379FW42796FHLBNon-Callable Bond17-NOV-20161,000,000.001,001,844.001,001,400.001.000Aaa0.67010509-JUN-2017
2016CP31398ADM12816FNMANon-Callable Bond20-DEC-20164,755,000.004,861,321.804,837,285.285.375Aaa0.67910812-JUN-2017
2016CP31398ADM12817FNMANon-Callable Bond20-DEC-201610,245,000.0010,473,627.4210,422,289.735.375Aaa0.68810812-JUN-2017
UMB OPS31398ADM12420FNMANon-Callable Bond16-OCT-20154,100,000.004,426,893.004,170,950.505.375Aaa0.53110812-JUN-2017
UMB OPS22533TTD82850CAINDONon-Callable Bond14-FEB-2017820,000.00817,235.23817,467.560.000P-11.02010913-JUN-2017
MSD OPS3137EADH92077FHLMCNon-Callable Bond13-AUG-20146,500,000.006,505,265.006,510,257.001.000Aaa0.97112529-JUN-2017
2013BR3137EADH92037FHLMCNon-Callable Bond25-JUN-20142,250,000.002,250,157.502,253,550.501.000Aaa0.99812529-JUN-2017
2011BR3137EADH91767FHLMCNon-Callable Bond17-JAN-20131,000,000.001,010,080.001,001,578.001.000Aaa0.76912529-JUN-2017
2010BR3137EADH92042FHLMCNon-Callable Bond25-JUN-2014500,000.00500,035.00500,789.001.000Aaa0.99812529-JUN-2017
MSD OPS912828TB62173TNOTESNon-Callable Bond10-DEC-201410,000,000.009,951,171.8810,005,859.380.750Aaa0.94412630-JUN-2017
UMB OPS3137EADV82424FHLMCNon-Callable Bond16-OCT-2015125,000.00125,446.25125,063.380.750Aaa0.58014014-JUL-2017
UMB OPS3137EADV82444FHLMCNon-Callable Bond30-OCT-20151,205,000.001,206,229.101,205,610.940.750Aaa0.70014014-JUL-2017
ESCROW3137EADV82805FHLMCNon-Callable Bond15-DEC-20162,000,000.001,999,920.002,001,014.000.750Aaa0.75714014-JUL-2017
2016CP912828WT32822TNOTESNon-Callable Bond20-DEC-201615,000,000.0015,016,992.1915,015,820.320.875AA+0.67614115-JUL-2017
MSD OPS4497W0UH92840INGFDGNon-Callable Bond23-JAN-20177,000,000.006,955,627.786,963,741.560.000P-11.30414317-JUL-2017
MSD OPS06538BUJ02836BTMUFJNon-Callable Bond19-JAN-20175,000,000.004,967,350.004,973,880.000.000P-11.30614418-JUL-2017
MSD OPS912828TG52058TNOTESNon-Callable Bond21-JUL-20148,500,000.008,377,812.508,494,023.440.500Aaa0.98315731-JUL-2017
MSD OPS06538BV182852BTMUFJNon-Callable Bond14-FEB-20174,000,000.003,975,789.333,977,230.440.000P-11.29715801-AUG-2017
MSD OPS06538BV182853BTMUFJNon-Callable Bond15-FEB-20174,450,000.004,423,370.464,424,805.580.000P-11.29015801-AUG-2017
MSD OPS22533TV112843CAINDONon-Callable Bond02-FEB-20175,000,000.004,969,000.004,972,788.890.0001.24015801-AUG-2017
ESCROW06538BV262844BTMUFJNon-Callable Bond03-FEB-20173,000,000.002,980,500.002,982,775.000.000P-11.30015902-AUG-2017
MSD OPS06538BV422845BTMUFJNon-Callable Bond07-FEB-20175,000,000.004,970,333.334,973,166.660.000P-11.20016104-AUG-2017
2016CP912828D492818TNOTESNon-Callable Bond20-DEC-201615,000,000.0015,014,062.5015,016,406.250.875AA+0.73117215-AUG-2017
ESCROW912828D492809TNOTESNon-Callable Bond20-DEC-20161,000,000.001,001,040.001,001,093.750.875AA+0.71517215-AUG-2017
MSD OPS912828D492411TNOTESNon-Callable Bond25-AUG-20155,000,000.005,025,000.005,005,468.750.875Aaa0.62017215-AUG-2017
UMB OPS22533TVM52855CACPNYNon-Callable Bond22-FEB-20171,510,000.001,501,015.501,501,115.330.000P-11.19017821-AUG-2017
UMB OPS3137EAAY52446FHLMCNon-Callable Bond30-OCT-20151,360,000.001,476,688.001,396,585.365.500Aaa0.72918023-AUG-2017
2012BR313380EC71978FHLBNon-Callable Bond01-MAY-20142,485,000.002,452,160.232,485,392.630.750Aaa1.15319608-SEP-2017
2016CP313380EC72823FHLBNon-Callable Bond20-DEC-20168,845,000.008,840,489.058,846,397.510.750Aaa0.82119608-SEP-2017
MSD OPS313380EC72417FHLBNon-Callable Bond15-OCT-20159,000,000.009,017,460.009,001,422.000.750Aaa0.64719608-SEP-2017
2010BR313380EC71777FHLBNon-Callable Bond30-JAN-2013725,000.00718,250.25725,114.550.750Aaa0.94619608-SEP-2017
2012BR313380EC72479FHLBNon-Callable Bond15-DEC-20151,265,000.001,261,179.701,265,199.870.750Aaa0.92619608-SEP-2017
2012BR313380EC72489FHLBNon-Callable Bond15-DEC-2015625,000.00623,112.50625,098.750.750Aaa0.92619608-SEP-2017
UMB OPS912828D982547TNOTESNon-Callable Bond22-DEC-2015949,000.00949,185.35950,668.161.000Aaa0.98820315-SEP-2017
UMB OPS912828D982463TNOTESNon-Callable Bond02-DEC-2015500,000.00501,093.75500,878.911.000AAA0.87620315-SEP-2017
UMB OPS912828D982557TNOTESNon-Callable Bond08-JAN-2016685,000.00685,294.34686,204.101.000Aaa0.97420315-SEP-2017
UMB OPS912828D982445TNOTESNon-Callable Bond30-OCT-2015545,000.00547,895.31545,958.011.000Aaa0.71420315-SEP-2017
UMB OPS912828D982549TNOTESNon-Callable Bond23-DEC-20151,721,000.001,720,798.321,724,025.201.000Aaa1.00720315-SEP-2017
2016CP912828D982819TNOTESNon-Callable Bond20-DEC-20166,155,000.006,165,338.486,165,819.341.000AA+0.77020315-SEP-2017
MSD OPS3130A6GG62414FHLBNon-Callable Bond23-SEP-20157,000,000.007,013,650.007,006,321.000.875Aaa0.77621022-SEP-2017
MSD OPS3134G3M311798FHLMCNon-Callable Bond15-MAR-201312,000,000.0012,024,000.0012,020,856.001.000Aaa0.95521527-SEP-2017
MSD OPS912828TS92017TNOTESNon-Callable Bond12-JUN-20145,000,000.004,929,687.504,996,679.690.625Aaa1.06021830-SEP-2017
2016CP912828F542820TNOTESNon-Callable Bond20-DEC-201615,000,000.0015,004,687.5015,002,929.700.875AA+0.83623315-OCT-2017
UMB OPS912828F542558TNOTESNon-Callable Bond08-JAN-20161,500,000.001,497,011.721,500,292.970.875Aaa0.98923315-OCT-2017
MSD OPS3135G0PQ02804FNMANon-Callable Bond15-DEC-20165,000,000.004,998,915.005,004,075.000.875Aaa0.90024426-OCT-2017
UMB OPS912828G202559TNOTESNon-Callable Bond08-JAN-2016335,000.00334,241.02335,222.460.875Aaa0.99926415-NOV-2017
2016CP912828G202821TNOTESNon-Callable Bond20-DEC-201615,000,000.0015,000,585.9415,009,960.950.875AA+0.87026415-NOV-2017
UMB OPS3133XMQ872615FHLBNon-Callable Bond16-FEB-20161,165,000.001,251,990.551,203,625.585.000Aaa0.70526617-NOV-2017
MSD OPS3137EABA62802FHLMCNon-Callable Bond02-DEC-20167,500,000.007,804,603.817,756,065.005.125Aaa0.86026617-NOV-2017
MSD OPS912828UA62002TNOTESNon-Callable Bond15-MAY-201411,500,000.0011,303,691.4111,482,031.250.625Aaa1.11827930-NOV-2017
MSD OPS3130A3HF42548FHLBNon-Callable Bond24-DEC-201515,000,000.0015,005,835.0015,037,050.001.125Aaa1.10528708-DEC-2017
UMB OPS3137EADX42642FHLMCNon-Callable Bond11-MAR-20161,950,000.001,951,131.001,952,813.851.000Aaa0.96329415-DEC-2017
2016CP880591CU42838FHLBNon-Callable Bond20-DEC-201615,000,000.0015,778,350.0015,748,050.006.250AA+0.95129415-DEC-2017
UMB OPS3130A6SW82614FHLBNon-Callable Bond16-FEB-20161,475,000.001,481,711.251,477,025.181.000Aaa0.75129819-DEC-2017
UMB OPS3135G0RT22672FNMANon-Callable Bond12-MAY-2016240,000.00240,547.20240,066.240.875Aaa0.73229920-DEC-2017
UMB OPS3135G0RT22647FNMANon-Callable Bond15-MAR-2016735,000.00733,669.65735,202.860.875Aaa0.97929920-DEC-2017
MSD OPS3137EADN62452FHLMCNon-Callable Bond19-NOV-201510,000,000.009,947,000.009,988,370.000.750AAA1.00032212-JAN-2018
UMB OPS3137EADN62671FHLMCNon-Callable Bond12-MAY-20161,200,000.001,200,000.001,198,604.400.750Aaa0.75032212-JAN-2018
2016CP3137EADN62834FHLMCNon-Callable Bond13-JAN-20175,425,000.005,417,947.505,418,690.730.750Aaa0.88132212-JAN-2018
2016CP912828H372854TNOTESNon-Callable Bond15-FEB-20171,405,000.001,405,000.001,405,000.000.875AA+0.87532515-JAN-2018
UMB OPS912828UJ72830L TNOTESNon-Callable Bond03-JAN-2017770,000.00770,451.17770,000.000.875Aaa0.82034131-JAN-2018
MSD OPS912828UJ72829L TNOTESNon-Callable Bond04-JAN-201710,000,000.009,990,820.0010,000,000.000.875Aaa0.96134131-JAN-2018
UMB OPS3135G0TG82695FNMANon-Callable Bond13-JUN-2016300,000.00300,735.00299,913.600.875Aaa0.72634908-FEB-2018
UMB OPS31398AMD12673FNMANon-Callable Bond12-MAY-2016900,000.00951,490.80929,353.504.065Aaa0.78235615-FEB-2018
MSD OPS912828UR92277TNOTESNon-Callable Bond30-APR-201512,500,000.0012,471,679.6912,479,980.470.750Aaa0.83136928-FEB-2018
MSD OPS3137EADP12465FHLMCNon-Callable Bond07-DEC-20155,000,000.004,976,700.004,996,990.000.875Aaa1.08537607-MAR-2018
UMB OPS3137EADP12694FHLMCNon-Callable Bond13-JUN-20162,500,000.002,502,925.002,498,495.000.875Aaa0.80737607-MAR-2018
MSD OPS3133EFSG32470FFCBNon-Callable Bond14-DEC-20155,000,000.004,999,000.005,009,430.001.100Aaa1.10838314-MAR-2018
MSD OPS3130A7CX12835L FHLBNon-Callable Bond18-JAN-20177,000,000.006,993,000.006,987,540.000.875Aaa0.96138819-MAR-2018
MSD OPS3130A7CX12833FHLBNon-Callable Bond11-JAN-20177,000,000.006,989,640.006,987,540.000.875Aaa1.00038819-MAR-2018
MSD OPS3130A7CX12832FHLBNon-Callable Bond10-JAN-201710,000,000.009,984,300.009,982,200.000.875Aaa1.00838819-MAR-2018
UMB OPS3130A7CX12735FHLBNon-Callable Bond06-JUL-20161,550,000.001,556,386.001,547,241.000.875Aaa0.63138819-MAR-2018
MSD OPS3135G0J612649FNMANon-Callable Bond16-MAR-20165,000,000.004,987,550.004,995,680.000.875Aaa1.07339728-MAR-2018
MSD OPS3130A6UL92471FHLBNon-Callable Bond29-DEC-20155,000,000.004,993,900.005,008,645.001.100Aaa1.15039829-MAR-2018
UMB OPS3130A4GJ52743FHLBNon-Callable Bond09-AUG-2016100,000.00100,536.00100,189.201.125Aaa0.80942525-APR-2018
UMB OPS3130A4GJ52736FHLBNon-Callable Bond06-JUL-20161,100,000.001,109,746.001,102,081.201.125Aaa0.63042525-APR-2018
MSD OPS912828UZ12276TNOTESNon-Callable Bond30-APR-201512,500,000.0012,408,691.4112,448,730.470.625Aaa0.87243030-APR-2018
MSD OPS3135G0WJ82807FNMANon-Callable Bond16-DEC-20165,000,000.004,981,200.004,989,060.000.875Aaa1.14145121-MAY-2018
UMB OPS3135G0WJ82761FNMANon-Callable Bond30-SEP-20161,225,000.001,226,690.501,222,319.700.875Aaa0.79045121-MAY-2018
UMB OPS3135G0WJ82745FNMANon-Callable Bond09-AUG-20161,200,000.001,201,596.001,197,374.400.875Aaa0.80045121-MAY-2018
MSD OPS912828VE72270TNOTESNon-Callable Bond14-APR-20155,000,000.005,008,398.445,001,367.191.000Aaa0.94546131-MAY-2018
UMB OPS3137EABP32744FHLMCNon-Callable Bond09-AUG-2016600,000.00644,346.00630,850.804.875Aaa0.82847413-JUN-2018
UMB OPS3137EABP32753FHLMCNon-Callable Bond19-SEP-20162,100,000.002,245,929.002,207,977.804.875Aaa0.82847413-JUN-2018
UMB OPS3137EABP32793FHLMCNon-Callable Bond09-NOV-2016575,000.00611,506.75604,565.354.875Aaa0.85747413-JUN-2018
MSD OPS3134G4A571849FHLMCNon-Callable Bond27-JUN-20136,605,000.006,583,864.006,621,155.831.250Aaa1.31648827-JUN-2018
UMB OPS3130A8BD42808FHLBNon-Callable Bond27-DEC-20162,700,000.002,689,848.002,692,491.300.875Aaa1.12849029-JUN-2018
MSD OPS912828VK32328TNOTESNon-Callable Bond10-JUN-20158,500,000.008,558,105.478,544,492.191.375Aaa1.14749130-JUN-2018
MSD OPS3135G0E332550FNMANon-Callable Bond31-DEC-20158,000,000.007,962,160.008,002,432.001.125Aaa1.31251120-JUL-2018
MSD OPS3135G0E332551FNMANon-Callable Bond04-JAN-201610,000,000.009,966,000.0010,003,040.001.125Aaa1.26151120-JUL-2018
UMB OPS3135G0E332792FNMANon-Callable Bond09-NOV-20161,200,000.001,205,184.001,200,364.801.125Aaa0.86851120-JUL-2018
UMB OPS3130A8PK32790FHLBNon-Callable Bond09-NOV-20161,200,000.001,194,360.001,191,020.400.625Aaa0.89752907-AUG-2018
MSD OPS3130A6XE22579FHLBNon-Callable Bond22-JAN-20164,280,000.004,306,792.804,288,127.721.250Aaa1.03353210-AUG-2018
MSD OPS3133X0PF02578FHLBNon-Callable Bond22-JAN-20165,000,000.005,549,600.005,323,350.005.375Aaa1.02053715-AUG-2018
MSD OPS3134GABQ62841FHLMCCallable Bond30-JAN-20175,000,000.004,988,945.004,989,975.001.000Aaa1.14553715-AUG-2018
MSD OPS3133EFCN52637FFCBNon-Callable Bond02-MAR-20164,000,000.004,007,400.003,995,964.001.100Aaa1.02555704-SEP-2018
MSD OPS3132X0LS82806L FAMCANon-Callable Bond16-DEC-20165,000,000.004,987,250.004,998,895.001.150AA+1.29856007-SEP-2018
MSD OPS3132X0LS82810L FAMCANon-Callable Bond20-DEC-20165,475,000.005,461,143.485,473,790.031.150AA+1.30556007-SEP-2018
MSD OPS3130A6AE72639FHLBNon-Callable Bond03-MAR-20163,075,000.003,082,274.733,073,071.981.125Aaa0.98656714-SEP-2018
UMB OPS3135G0YM92791FNMANon-Callable Bond09-NOV-2016840,000.00855,229.20849,570.961.875Aaa0.88957118-SEP-2018
UMB OPS3135G0YM92839FNMANon-Callable Bond23-JAN-20171,225,000.001,239,075.251,238,957.651.875Aaa1.17157118-SEP-2018
UMB OPS3135G0YM92842L FNMANon-Callable Bond31-JAN-20171,375,000.001,391,348.751,390,666.751.875Aaa1.13557118-SEP-2018
MSD OPS3133EGK872811FFCBNon-Callable Bond21-DEC-20161,500,000.001,493,430.001,496,485.501.020Aaa1.27757724-SEP-2018
2010BR912828TH32454TNOTESNon-Callable Bond01-DEC-2015612,600.00600,730.88605,516.810.875Aaa1.41988731-JUL-2019
2013BR912828TH32458TNOTESNon-Callable Bond01-DEC-2015121,300.00118,949.81119,897.470.875AAA1.41988731-JUL-2019
2012BR912828TH32457TNOTESNon-Callable Bond01-DEC-2015688,000.00674,670.00680,045.000.875AAA1.41988731-JUL-2019
2011BR912828TH32455TNOTESNon-Callable Bond01-DEC-201539,700.0038,930.8139,240.970.875AAA1.41988731-JUL-2019
2012AR912828TH32456TNOTESNon-Callable Bond01-DEC-2015438,400.00429,906.00433,331.000.875AAA1.41988731-JUL-2019
2012BR3135G0ZY22592FNMANon-Callable Bond02-FEB-2016509,000.00518,116.19512,580.821.750Aaa1.268100526-NOV-2019
2013BR3135G0ZY22600FNMANon-Callable Bond02-FEB-20164,491,000.004,571,433.824,522,594.191.750Aaa1.268100526-NOV-2019
2012BR3135G0D752439FNMANon-Callable Bond23-OCT-201510,000.0010,035.899,952.631.500Aaa1.420121422-JUN-2020
2013BR3135G0D752438FNMANon-Callable Bond23-OCT-20155,000.005,017.954,976.321.500Aaa1.420121422-JUN-2020
UMB OPS3135G0D752442FNMANon-Callable Bond23-OCT-20152,000.002,007.181,990.531.500Aaa1.420121422-JUN-2020
2012BR3135G0D752492FNMANon-Callable Bond15-DEC-20154,000.003,958.203,981.051.500Aaa1.741121422-JUN-2020
2010BR3135G0D752437FNMANon-Callable Bond23-OCT-20153,000.003,010.772,985.791.500Aaa1.420121422-JUN-2020
2012BR3135G0D752491FNMANon-Callable Bond15-DEC-20152,000.001,979.101,990.531.500Aaa1.741121422-JUN-2020
2012AR3135G0D752440FNMANon-Callable Bond23-OCT-201512,000.0012,043.0711,943.161.500Aaa1.420121422-JUN-2020
2012AR3135G0F732461FNMANon-Callable Bond01-DEC-2015438,000.00431,158.44433,619.561.500AAA1.828137530-NOV-2020
2012BR3135G0F732555FNMANon-Callable Bond05-JAN-2016617,000.00608,234.29610,829.381.500Aaa1.804137530-NOV-2020
2010BR3135G0F732459FNMANon-Callable Bond01-DEC-2015612,000.00602,440.56605,879.391.500AAA1.828137530-NOV-2020
2011BR3135G0F732460FNMANon-Callable Bond01-DEC-201539,000.0038,390.8338,609.961.500AAA1.828137530-NOV-2020
2012BR3135G0F732462FNMANon-Callable Bond01-DEC-2015687,000.00676,269.07680,129.311.500AAA1.828137530-NOV-2020
2012AR3135G0F732554FNMANon-Callable Bond05-JAN-2016108,000.00106,465.64106,919.891.500Aaa1.804137530-NOV-2020
2012AR3135G0F732784FNMANon-Callable Bond01-NOV-20165,400,000.005,446,386.005,345,994.601.500AA+1.283137530-NOV-2020
2013BR3135G0F732464FNMANon-Callable Bond01-DEC-2015124,000.00122,063.11122,759.881.500Aaa1.828137530-NOV-2020
2010BR3130A3UQ52595FHLBNon-Callable Bond02-FEB-2016600,000.00610,986.00602,314.201.875Aaa1.483138611-DEC-2020
2012AR3130A3UQ52594FHLBNon-Callable Bond02-FEB-201690,000.0091,647.9090,347.131.875Aaa1.483138611-DEC-2020
2012BR3130A3UQ52596FHLBNon-Callable Bond02-FEB-20163,305,000.003,365,514.553,317,747.391.875Aaa1.483138611-DEC-2020
2011BR3130A3UQ52593FHLBNon-Callable Bond02-FEB-20161,005,000.001,023,401.551,008,876.291.875Aaa1.483138611-DEC-2020
2013BR3130A7CV52645FHLBNon-Callable Bond15-MAR-20162,475,000.002,444,557.502,431,256.851.375Aaa1.636145518-FEB-2021
2012BR3130A7CV52653FHLBNon-Callable Bond14-APR-201640,000.0040,086.4039,293.041.375Aaa1.329145518-FEB-2021
2010BR3130A7CV52657FHLBNon-Callable Bond14-APR-201610,000.0010,021.609,823.261.375Aaa1.329145518-FEB-2021
2013BR3130A7CV52654FHLBNon-Callable Bond14-APR-201690,000.0090,194.4088,409.341.375Aaa1.329145518-FEB-2021
2011BR3130A7CV52656FHLBNon-Callable Bond14-APR-201620,000.0020,043.2019,646.521.375Aaa1.329145518-FEB-2021
2012AR3130A7CV52655FHLBNon-Callable Bond14-APR-201610,000.0010,021.609,823.261.375Aaa1.329145518-FEB-2021
2012AR3135G0K692697FNMANon-Callable Bond15-JUN-201695,000.0094,928.7592,519.841.250Aaa1.266153206-MAY-2021
2013BR3135G0K692693FNMANon-Callable Bond31-MAY-201635,000.0034,585.9534,086.261.250Aaa1.498153206-MAY-2021
2012BR3135G0K692692FNMANon-Callable Bond31-MAY-20164,600,000.004,545,582.004,479,907.801.250Aaa1.498153206-MAY-2021
2012BR3135G0K692696FNMANon-Callable Bond15-JUN-201685,000.0084,936.2582,780.911.250Aaa1.266153206-MAY-2021
2012BR3137EAEC92759FHLMCNon-Callable Bond28-SEP-201620,000.0019,851.0019,279.361.125Aaa1.283163012-AUG-2021
2012AR3137EAEC92756FHLMCNon-Callable Bond28-SEP-201625,000.0024,813.7524,099.201.125Aaa1.283163012-AUG-2021
2010BR3137EAEC92754FHLMCNon-Callable Bond28-SEP-201620,000.0019,851.0019,279.361.125Aaa1.283163012-AUG-2021
2011BR3137EAEC92755FHLMCNon-Callable Bond28-SEP-20161,005,000.00997,512.75968,787.841.125Aaa1.283163012-AUG-2021
2013BR3137EAEC92758FHLMCNon-Callable Bond28-SEP-201635,000.0034,739.2533,738.881.125AAA1.283163012-AUG-2021
2012BR3135G0Q892799FNMANon-Callable Bond23-NOV-20162,090,000.002,042,055.402,035,526.241.375Aaa1.870168607-OCT-2021
2012AR3135G0Q892798FNMANon-Callable Bond23-NOV-201665,000.0063,508.9063,305.841.375AAA1.870168607-OCT-2021
2012AR3135G0Q892801FNMANon-Callable Bond01-NOV-20166,000,000.005,970,720.005,843,616.001.375Aaa1.478168607-OCT-2021
2012AR3135G0S382851L FNMANon-Callable Bond13-FEB-201749,000.0049,074.4849,074.482.000Aaa1.968177605-JAN-2022
2013BR3135G0S382846FNMANon-Callable Bond13-FEB-201763,000.0063,095.7663,095.762.000Aaa1.968177605-JAN-2022
2011BR3135G0S382847L FNMANon-Callable Bond13-FEB-201721,000.0021,031.9221,031.922.000Aaa1.968177605-JAN-2022
2010BR3135G0S382849L FNMANon-Callable Bond13-FEB-201718,000.0018,027.3618,027.362.000Aaa1.968177605-JAN-2022
2012BR3135G0S382848L FNMANon-Callable Bond13-FEB-201757,000.0057,086.6457,086.642.000Aaa1.968177605-JAN-2022