MSD FY17 Portfolio Management

Portfolio Details - Investments
June 28, 2017
PortfolioSecurity NumberDeal NoProduct TypeCallable BondSettlement DateFace ValueTotal_CostMarket ValueCoupon RateMoodysYield RateDays to MaturityMaturity Date
2011BR3137EADH91767FHLMCNon-Callable Bond17-JAN-20131,000,000.001,010,080.00999,980.001.000Aaa0.769129-JUN-2017
2010BR3137EADH92042FHLMCNon-Callable Bond25-JUN-2014500,000.00500,035.00499,990.001.000Aaa0.998129-JUN-2017
2013BR3137EADH92037FHLMCNon-Callable Bond25-JUN-20142,250,000.002,250,157.502,249,955.001.000Aaa0.998129-JUN-2017
MSD OPS3137EADH92077FHLMCNon-Callable Bond13-AUG-20146,500,000.006,505,265.006,499,870.001.000Aaa0.971129-JUN-2017
MSD OPS912828TB62173TNOTESNon-Callable Bond10-DEC-201410,000,000.009,951,171.889,997,656.250.750Aaa0.944230-JUN-2017
UMB OPS3137EADV82424FHLMCNon-Callable Bond16-OCT-2015125,000.00125,446.25124,955.000.750Aaa0.5801614-JUL-2017
ESCROW3137EADV82805FHLMCNon-Callable Bond15-DEC-20162,000,000.001,999,920.001,999,280.000.750Aaa0.7571614-JUL-2017
UMB OPS3137EADV82444FHLMCNon-Callable Bond30-OCT-20151,205,000.001,206,229.101,204,566.200.750Aaa0.7001614-JUL-2017
2016CP912828WT32822TNOTESNon-Callable Bond20-DEC-201615,000,000.0015,016,992.1915,000,585.950.875AA+0.6761715-JUL-2017
MSD OPS4497W0UH92840INGFDGNon-Callable Bond23-JAN-20177,000,000.006,955,627.786,995,182.440.000P-11.3041917-JUL-2017
MSD OPS06538BUJ02836BTMUFJNon-Callable Bond19-JAN-20175,000,000.004,967,350.004,996,372.220.000P-11.3062018-JUL-2017
MSD OPS912828TG52058TNOTESNon-Callable Bond21-JUL-20148,500,000.008,377,812.508,493,359.380.500Aaa0.9833331-JUL-2017
MSD OPS06538BV182853BTMUFJNon-Callable Bond15-FEB-20174,450,000.004,423,370.464,444,578.420.000P-11.2903401-AUG-2017
MSD OPS22533TV112843CAINDONon-Callable Bond02-FEB-20175,000,000.004,969,000.004,994,144.440.000P-11.2403401-AUG-2017
MSD OPS06538BV182852BTMUFJNon-Callable Bond14-FEB-20174,000,000.003,975,789.333,995,100.220.000P-11.2973401-AUG-2017
ESCROW4497W0V132858INGFDGNon-Callable Bond01-MAR-20172,500,000.002,486,931.252,497,095.830.000P-11.2303401-AUG-2017
ESCROW06538BV262844BTMUFJNon-Callable Bond03-FEB-20173,000,000.002,980,500.002,996,208.330.000P-11.3003502-AUG-2017
MSD OPS06538BV422845BTMUFJNon-Callable Bond07-FEB-20175,000,000.004,970,333.334,993,833.330.000P-11.2003704-AUG-2017
ESCROW912828D492809TNOTESNon-Callable Bond20-DEC-20161,000,000.001,001,040.00999,765.630.875AA+0.7154815-AUG-2017
MSD OPS912828D492411TNOTESNon-Callable Bond25-AUG-20155,000,000.005,025,000.004,998,828.130.875Aaa0.6204815-AUG-2017
2016CP912828D492818TNOTESNon-Callable Bond20-DEC-201615,000,000.0015,014,062.5014,996,484.380.875AA+0.7314815-AUG-2017
MSD OPS06538BVJ92857BTMUFJNon-Callable Bond28-FEB-20178,000,000.007,950,600.007,985,266.670.000P-11.3005118-AUG-2017
UMB OPS22533TVM52855CACPNYNon-Callable Bond22-FEB-20171,510,000.001,501,015.501,507,304.650.000P-11.1905421-AUG-2017
UMB OPS3137EAAY52446FHLMCNon-Callable Bond30-OCT-20151,360,000.001,476,688.001,373,477.605.500Aaa0.7295623-AUG-2017
MSD OPS36164JVR22856GECTSYNon-Callable Bond28-FEB-20179,000,000.008,954,699.008,985,239.000.000P-11.0185825-AUG-2017
UMB OPS00280NW142885ABBLLCNon-Callable Bond09-MAY-20171,500,000.001,494,681.251,496,993.750.000P-11.1106501-SEP-2017
ESCROW89233GW692873TOYMCCNon-Callable Bond10-MAR-20171,000,000.00994,125.00997,715.280.000P-11.1757006-SEP-2017
2012BR313380EC71978FHLBNon-Callable Bond01-MAY-20142,485,000.002,452,160.232,483,185.950.750Aaa1.1537208-SEP-2017
MSD OPS22533TW852866CACPNYNon-Callable Bond14-MAR-201710,000,000.009,939,183.339,975,400.000.000P-11.2307208-SEP-2017
2012BR313380EC72479FHLBNon-Callable Bond15-DEC-20151,265,000.001,261,179.701,264,076.550.750Aaa0.9267208-SEP-2017
2012BR313380EC72489FHLBNon-Callable Bond15-DEC-2015625,000.00623,112.50624,543.750.750Aaa0.9267208-SEP-2017
2016CP313380EC72823FHLBNon-Callable Bond20-DEC-20168,845,000.008,840,489.058,838,543.150.750Aaa0.8217208-SEP-2017
MSD OPS313380EC72417FHLBNon-Callable Bond15-OCT-20159,000,000.009,017,460.008,993,430.000.750Aaa0.6477208-SEP-2017
2010BR313380EC71777FHLBNon-Callable Bond30-JAN-2013725,000.00718,250.25724,470.750.750Aaa0.9467208-SEP-2017
MSD OPS36164JWB62867GECTSYNon-Callable Bond15-MAR-20178,000,000.007,954,160.007,980,900.000.000P-11.1467511-SEP-2017
UMB OPS912828D982549TNOTESNon-Callable Bond23-DEC-20151,721,000.001,720,798.321,720,798.321.000Aaa1.0077915-SEP-2017
2016CP912828D982819TNOTESNon-Callable Bond20-DEC-20166,155,000.006,165,338.486,154,278.711.000AA+0.7707915-SEP-2017
UMB OPS912828D982547TNOTESNon-Callable Bond22-DEC-2015949,000.00949,185.35948,888.791.000Aaa0.9887915-SEP-2017
UMB OPS912828D982463TNOTESNon-Callable Bond02-DEC-2015500,000.00501,093.75499,941.411.000AAA0.8767915-SEP-2017
UMB OPS912828D982557TNOTESNon-Callable Bond08-JAN-2016685,000.00685,294.34684,919.731.000Aaa0.9747915-SEP-2017
UMB OPS912828D982445TNOTESNon-Callable Bond30-OCT-2015545,000.00547,895.31544,936.131.000Aaa0.7147915-SEP-2017
MSD OPS3130A6GG62414FHLBNon-Callable Bond23-SEP-20157,000,000.007,013,650.006,996,843.000.875Aaa0.7768622-SEP-2017
ESCROW4497W0WN42889INGFDGNon-Callable Bond23-MAY-20172,000,000.001,991,731.111,994,171.110.000P-11.2208622-SEP-2017
MSD OPS3134G3M311798FHLMCNon-Callable Bond15-MAR-201312,000,000.0012,024,000.0011,999,160.001.000Aaa0.9559127-SEP-2017
MSD OPS912828TS92017TNOTESNon-Callable Bond12-JUN-20145,000,000.004,929,687.504,992,773.440.625Aaa1.0609430-SEP-2017
MSD OPS06538BXD02879BTMUFJNon-Callable Bond18-APR-20173,000,000.002,981,013.332,988,586.660.000P-11.28010713-OCT-2017
2016CP912828F542820TNOTESNon-Callable Bond20-DEC-201615,000,000.0015,004,687.5014,987,695.310.875AA+0.83610915-OCT-2017
UMB OPS912828F542558TNOTESNon-Callable Bond08-JAN-20161,500,000.001,497,011.721,498,769.530.875Aaa0.98910915-OCT-2017
MSD OPS3135G0PQ02804FNMANon-Callable Bond15-DEC-20165,000,000.004,998,915.004,994,300.000.875Aaa0.90012026-OCT-2017
MSD OPS09659JY722886BNPPNYNon-Callable Bond11-MAY-201710,000,000.009,933,000.009,950,866.670.000P-11.34013207-NOV-2017
2016CP912828G202821TNOTESNon-Callable Bond20-DEC-201615,000,000.0015,000,585.9414,984,179.690.875AA+0.87014015-NOV-2017
UMB OPS912828G202559TNOTESNon-Callable Bond08-JAN-2016335,000.00334,241.02334,646.680.875Aaa0.99914015-NOV-2017
UMB OPS3133XMQ872615FHLBNon-Callable Bond16-FEB-20161,165,000.001,251,990.551,185,410.805.000Aaa0.70514217-NOV-2017
MSD OPS3137EABA62802FHLMCNon-Callable Bond02-DEC-20167,500,000.007,804,603.817,635,675.005.125Aaa0.86014217-NOV-2017
MSD OPS46640PYM92890JPMCCNon-Callable Bond25-MAY-20172,000,000.001,986,830.001,989,317.670.000P-11.31714621-NOV-2017
MSD OPS912828UA62002TNOTESNon-Callable Bond15-MAY-201411,500,000.0011,303,691.4111,471,699.220.625Aaa1.11815530-NOV-2017
MSD OPS4497W0Z682899INGFDGNon-Callable Bond14-JUN-20174,000,000.003,973,555.563,975,671.120.000P-11.36016106-DEC-2017
MSD OPS3130A3HF42548FHLBNon-Callable Bond24-DEC-201515,000,000.0015,005,835.0015,001,245.001.125Aaa1.10516308-DEC-2017
UMB OPS912828G792876TNOTESNon-Callable Bond04-APR-20171,000,000.001,000,273.44999,218.751.000Aaa0.96017015-DEC-2017
UMB OPS3137EADX42642FHLMCNon-Callable Bond11-MAR-20161,950,000.001,951,131.001,948,869.001.000Aaa0.96317015-DEC-2017
2016CP880591CU42838FHLBNon-Callable Bond20-DEC-201615,000,000.0015,778,350.0015,629,640.006.250AA+0.95117015-DEC-2017
UMB OPS912828G792878TNOTESNon-Callable Bond06-APR-20171,000,000.001,000,195.31999,218.751.000Aaa0.97117015-DEC-2017
UMB OPS3130A6SW82614FHLBNon-Callable Bond16-FEB-20161,475,000.001,481,711.251,474,041.251.000Aaa0.75117419-DEC-2017
UMB OPS3135G0RT22647FNMANon-Callable Bond15-MAR-2016735,000.00733,669.65733,632.900.875Aaa0.97917520-DEC-2017
UMB OPS3135G0RT22672FNMANon-Callable Bond12-MAY-2016240,000.00240,547.20239,553.600.875Aaa0.73217520-DEC-2017
2016CP3137EADN62834FHLMCNon-Callable Bond13-JAN-20175,425,000.005,417,947.505,409,267.500.750Aaa0.88119812-JAN-2018
MSD OPS3137EADN62452FHLMCNon-Callable Bond19-NOV-201510,000,000.009,947,000.009,971,000.000.750AAA1.00019812-JAN-2018
UMB OPS3137EADN62671FHLMCNon-Callable Bond12-MAY-20161,200,000.001,200,000.001,196,520.000.750Aaa0.75019812-JAN-2018
2016CP912828H372854TNOTESNon-Callable Bond15-FEB-20171,405,000.001,405,000.001,402,530.270.875AA+0.87520115-JAN-2018
2016CP912828H372880TNOTESNon-Callable Bond13-APR-20172,990,000.002,987,196.882,984,744.140.875AA+0.99920115-JAN-2018
2016CP912828H372868TNOTESNon-Callable Bond15-MAR-20175,600,000.005,590,593.755,590,156.250.875AA+1.07720115-JAN-2018
MSD OPS912828UJ72829L TNOTESNon-Callable Bond04-JAN-201710,000,000.009,990,820.009,980,859.380.875Aaa0.96121731-JAN-2018
UMB OPS912828UJ72830L TNOTESNon-Callable Bond03-JAN-2017770,000.00770,451.17768,526.170.875Aaa0.82021731-JAN-2018
UMB OPS3135G0TG82695FNMANon-Callable Bond13-JUN-2016300,000.00300,735.00299,268.000.875Aaa0.72622508-FEB-2018
UMB OPS912828HR42881TNOTESNon-Callable Bond12-APR-2017225,000.00229,596.68228,629.883.500AA+1.06523215-FEB-2018
UMB OPS31398AMD12673FNMANon-Callable Bond12-MAY-2016900,000.00951,490.80918,414.004.065Aaa0.78223215-FEB-2018
2016CP912828H942898TNOTESNon-Callable Bond14-JUN-20172,550,000.002,546,812.502,546,812.501.000AA+1.18723215-FEB-2018
2016CP912828HR42897TNOTESNon-Callable Bond12-JUN-20175,000,000.005,077,343.755,080,664.073.500AA+1.19723215-FEB-2018
2016CP912828HR42882TNOTESNon-Callable Bond13-APR-20174,435,000.004,525,952.154,506,549.033.500AA+1.04823215-FEB-2018
UMB OPS912828HR42877TNOTESNon-Callable Bond06-APR-20171,000,000.001,020,976.561,016,132.813.500Aaa1.04823215-FEB-2018
2016CP912828H942901L TNOTESNon-Callable Bond20-JUN-2017510,000.00509,342.58509,362.501.000AA+1.19823215-FEB-2018
MSD OPS912828UR92277TNOTESNon-Callable Bond30-APR-201512,500,000.0012,471,679.6912,459,960.940.750Aaa0.83124528-FEB-2018
UMB OPS3137EADP12694FHLMCNon-Callable Bond13-JUN-20162,500,000.002,502,925.002,492,675.000.875Aaa0.80725207-MAR-2018
MSD OPS3137EADP12465FHLMCNon-Callable Bond07-DEC-20155,000,000.004,976,700.004,985,350.000.875Aaa1.08525207-MAR-2018
MSD OPS3133EFSG32470FFCBNon-Callable Bond14-DEC-20155,000,000.004,999,000.004,997,105.001.100Aaa1.10825914-MAR-2018
UMB OPS912828J682862TNOTESNon-Callable Bond13-MAR-20172,000,000.001,997,421.881,996,953.131.000Aaa1.12926015-MAR-2018
2016CP912828J682887TNOTESNon-Callable Bond15-MAY-20171,905,000.001,902,767.581,902,097.851.000Aaa1.14126015-MAR-2018
MSD OPS3130A7CX12835L FHLBNon-Callable Bond18-JAN-20177,000,000.006,993,000.006,983,410.000.875Aaa0.96126419-MAR-2018
MSD OPS3130A7CX12833FHLBNon-Callable Bond11-JAN-20177,000,000.006,989,640.006,983,410.000.875Aaa1.00026419-MAR-2018
MSD OPS3130A7CX12832FHLBNon-Callable Bond10-JAN-201710,000,000.009,984,300.009,976,300.000.875Aaa1.00826419-MAR-2018
UMB OPS3130A7CX12735FHLBNon-Callable Bond06-JUL-20161,550,000.001,556,386.001,546,326.500.875Aaa0.63126419-MAR-2018
MSD OPS3135G0J612649FNMANon-Callable Bond16-MAR-20165,000,000.004,987,550.004,987,350.000.875Aaa1.07327328-MAR-2018
MSD OPS3130A6UL92471FHLBNon-Callable Bond29-DEC-20155,000,000.004,993,900.004,996,570.001.100Aaa1.15027429-MAR-2018
UMB OPS3130A4GJ52743FHLBNon-Callable Bond09-AUG-2016100,000.00100,536.0099,868.001.125Aaa0.80930125-APR-2018
UMB OPS3130A4GJ52736FHLBNon-Callable Bond06-JUL-20161,100,000.001,109,746.001,098,548.001.125Aaa0.63030125-APR-2018
MSD OPS912828UZ12276TNOTESNon-Callable Bond30-APR-201512,500,000.0012,408,691.4112,434,082.030.625Aaa0.87230630-APR-2018
UMB OPS3135G0WJ82745FNMANon-Callable Bond09-AUG-20161,200,000.001,201,596.001,195,176.000.875Aaa0.80032721-MAY-2018
MSD OPS3135G0WJ82807FNMANon-Callable Bond16-DEC-20165,000,000.004,981,200.004,979,900.000.875Aaa1.14132721-MAY-2018
UMB OPS3135G0WJ82761FNMANon-Callable Bond30-SEP-20161,225,000.001,226,690.501,220,075.500.875Aaa0.79032721-MAY-2018
MSD OPS912828VE72270TNOTESNon-Callable Bond14-APR-20155,000,000.005,008,398.444,989,648.441.000Aaa0.94533731-MAY-2018
UMB OPS3137EABP32744FHLMCNon-Callable Bond09-AUG-2016600,000.00644,346.00621,978.004.875Aaa0.82835013-JUN-2018
UMB OPS3137EABP32793FHLMCNon-Callable Bond09-NOV-2016575,000.00611,506.75596,062.254.875Aaa0.85735013-JUN-2018
UMB OPS3137EABP32863FHLMCNon-Callable Bond13-MAR-20172,100,000.002,195,256.002,176,923.004.875Aaa1.20635013-JUN-2018
UMB OPS3137EABP32753FHLMCNon-Callable Bond19-SEP-20162,100,000.002,245,929.002,176,923.004.875Aaa0.82835013-JUN-2018
MSD OPS3134G4A571849FHLMCNon-Callable Bond27-JUN-20136,605,000.006,583,864.006,607,932.621.250Aaa1.31636427-JUN-2018
UMB OPS3130A8BD42808FHLBNon-Callable Bond27-DEC-20162,700,000.002,689,848.002,690,388.000.875Aaa1.12836629-JUN-2018
MSD OPS912828VK32328TNOTESNon-Callable Bond10-JUN-20158,500,000.008,558,105.478,514,609.381.375Aaa1.14736730-JUN-2018
MSD OPS3135G0E332550FNMANon-Callable Bond31-DEC-20158,000,000.007,962,160.007,984,480.001.125Aaa1.31238720-JUL-2018
MSD OPS3135G0E332551FNMANon-Callable Bond04-JAN-201610,000,000.009,966,000.009,980,600.001.125Aaa1.26138720-JUL-2018
UMB OPS3135G0E332792FNMANon-Callable Bond09-NOV-20161,200,000.001,205,184.001,197,672.001.125Aaa0.86838720-JUL-2018
UMB OPS3130A8PK32790FHLBNon-Callable Bond09-NOV-20161,200,000.001,194,360.001,191,660.000.625Aaa0.89740507-AUG-2018
MSD OPS3130A6XE22579FHLBNon-Callable Bond22-JAN-20164,280,000.004,306,792.804,281,596.441.250Aaa1.03340810-AUG-2018
MSD OPS3134GABQ62841FHLMCCallable Bond30-JAN-20175,000,000.004,988,945.004,982,800.001.000Aaa1.14541315-AUG-2018
MSD OPS3133X0PF02578FHLBNon-Callable Bond22-JAN-20165,000,000.005,549,600.005,247,280.005.375Aaa1.02041315-AUG-2018
MSD OPS3133EFCN52637FFCBNon-Callable Bond02-MAR-20164,000,000.004,007,400.003,992,416.001.100Aaa1.02543304-SEP-2018
MSD OPS3132X0LS82810L FAMCANon-Callable Bond20-DEC-20165,475,000.005,461,143.485,464,553.701.150AA+1.30543607-SEP-2018
MSD OPS3132X0LS82806L FAMCANon-Callable Bond16-DEC-20165,000,000.004,987,250.004,990,460.001.150AA+1.29843607-SEP-2018
MSD OPS3132X0QP92865L FAMCANon-Callable Bond10-MAR-20173,000,000.002,996,358.002,998,020.001.250AA+1.33243910-SEP-2018
MSD OPS313375K482859L FHLBNon-Callable Bond03-MAR-20175,000,000.005,056,500.005,047,530.002.000Aaa1.25244314-SEP-2018
MSD OPS3130A6AE72639FHLBNon-Callable Bond03-MAR-20163,075,000.003,082,274.733,070,018.501.125Aaa0.98644314-SEP-2018
UMB OPS3135G0YM92839FNMANon-Callable Bond23-JAN-20171,225,000.001,239,075.251,233,440.251.875Aaa1.17144718-SEP-2018
UMB OPS3135G0YM92842L FNMANon-Callable Bond31-JAN-20171,375,000.001,391,348.751,384,473.751.875Aaa1.13544718-SEP-2018
UMB OPS3135G0YM92791FNMANon-Callable Bond09-NOV-2016840,000.00855,229.20845,787.601.875Aaa0.88944718-SEP-2018
MSD OPS3133EGK872811FFCBNon-Callable Bond21-DEC-20161,500,000.001,493,430.001,495,279.501.020Aaa1.27745324-SEP-2018
MSD OPS3137EAED72891L FHLMCNon-Callable Bond06-JUN-20175,000,000.004,974,150.004,973,500.000.875Aaa1.26247112-OCT-2018
UMB OPS3137EAED72888L FHLMCNon-Callable Bond15-MAY-20172,150,000.002,138,110.502,138,605.000.875Aaa1.27247112-OCT-2018
MSD OPS313382S952895L FHLBNon-Callable Bond08-JUN-2017615,000.00612,166.91612,166.901.000Aaa1.33548829-OCT-2018
UMB OPS912828M642893L TNOTESNon-Callable Bond07-JUN-20172,400,000.002,400,562.502,400,562.501.250AA+1.23350515-NOV-2018
MSD OPS3134G44B12896L FHLMCNon-Callable Bond09-JUN-20171,000,000.00996,708.26996,708.261.100Aaa1.33051121-NOV-2018
UMB OPS912828N222894L TNOTESNon-Callable Bond07-JUN-20171,070,000.001,070,125.391,070,125.391.250AA+1.24253515-DEC-2018
2013BR912828TH32458TNOTESNon-Callable Bond01-DEC-2015121,300.00118,949.81120,200.720.875AAA1.41976331-JUL-2019
2011BR912828TH32455TNOTESNon-Callable Bond01-DEC-201539,700.0038,930.8139,340.220.875AAA1.41976331-JUL-2019
2010BR912828TH32454TNOTESNon-Callable Bond01-DEC-2015612,600.00600,730.88607,048.310.875Aaa1.41976331-JUL-2019
2012BR912828TH32457TNOTESNon-Callable Bond01-DEC-2015688,000.00674,670.00681,765.000.875AAA1.41976331-JUL-2019
2012AR912828TH32456TNOTESNon-Callable Bond01-DEC-2015438,400.00429,906.00434,427.000.875AAA1.41976331-JUL-2019
2013BR3135G0ZY22600FNMANon-Callable Bond02-FEB-20164,491,000.004,571,433.824,512,422.071.750Aaa1.26888126-NOV-2019
2012BR3135G0ZY22592FNMANon-Callable Bond02-FEB-2016509,000.00518,116.19511,427.931.750Aaa1.26888126-NOV-2019
2012BR3135G0D752439FNMANon-Callable Bond23-OCT-201510,000.0010,035.899,955.901.500Aaa1.420109022-JUN-2020
2012BR3135G0D752491FNMANon-Callable Bond15-DEC-20152,000.001,979.101,991.181.500Aaa1.741109022-JUN-2020
2012BR3135G0D752492FNMANon-Callable Bond15-DEC-20154,000.003,958.203,982.361.500Aaa1.741109022-JUN-2020
UMB OPS3135G0D752442FNMANon-Callable Bond23-OCT-20152,000.002,007.181,991.181.500Aaa1.420109022-JUN-2020
2010BR3135G0D752437FNMANon-Callable Bond23-OCT-20153,000.003,010.772,986.771.500Aaa1.420109022-JUN-2020
2012AR3135G0D752440FNMANon-Callable Bond23-OCT-201512,000.0012,043.0711,947.081.500Aaa1.420109022-JUN-2020
2013BR3135G0D752438FNMANon-Callable Bond23-OCT-20155,000.005,017.954,977.951.500Aaa1.420109022-JUN-2020
2013BR3135G0F732464FNMANon-Callable Bond01-DEC-2015124,000.00122,063.11123,570.961.500Aaa1.828125130-NOV-2020
2012BR3135G0F732555FNMANon-Callable Bond05-JAN-2016617,000.00608,234.29614,865.181.500Aaa1.804125130-NOV-2020
2012AR3135G0F732461FNMANon-Callable Bond01-DEC-2015438,000.00431,158.44436,484.521.500AAA1.828125130-NOV-2020
2011BR3135G0F732460FNMANon-Callable Bond01-DEC-201539,000.0038,390.8338,865.061.500AAA1.828125130-NOV-2020
2012AR3135G0F732784FNMANon-Callable Bond01-NOV-20165,400,000.005,446,386.005,381,316.001.500AA+1.283125130-NOV-2020
2012BR3135G0F732462FNMANon-Callable Bond01-DEC-2015687,000.00676,269.07684,622.981.500AAA1.828125130-NOV-2020
2010BR3135G0F732459FNMANon-Callable Bond01-DEC-2015612,000.00602,440.56609,882.481.500AAA1.828125130-NOV-2020
2012AR3135G0F732554FNMANon-Callable Bond05-JAN-2016108,000.00106,465.64107,626.321.500Aaa1.804125130-NOV-2020
2012AR3130A3UQ52594FHLBNon-Callable Bond02-FEB-201690,000.0091,647.9090,808.381.875Aaa1.483126211-DEC-2020
2011BR3130A3UQ52593FHLBNon-Callable Bond02-FEB-20161,005,000.001,023,401.551,014,026.911.875Aaa1.483126211-DEC-2020
2012BR3130A3UQ52596FHLBNon-Callable Bond02-FEB-20163,305,000.003,365,514.553,334,685.511.875Aaa1.483126211-DEC-2020
2010BR3130A3UQ52595FHLBNon-Callable Bond02-FEB-2016600,000.00610,986.00605,389.201.875Aaa1.483126211-DEC-2020
2011BR3130A7CV52656FHLBNon-Callable Bond14-APR-201620,000.0020,043.2019,794.001.375Aaa1.329133118-FEB-2021
2013BR3130A7CV52654FHLBNon-Callable Bond14-APR-201690,000.0090,194.4089,073.001.375Aaa1.329133118-FEB-2021
2012AR3130A7CV52655FHLBNon-Callable Bond14-APR-201610,000.0010,021.609,897.001.375Aaa1.329133118-FEB-2021
2012BR3130A7CV52653FHLBNon-Callable Bond14-APR-201640,000.0040,086.4039,588.001.375Aaa1.329133118-FEB-2021
2010BR3130A7CV52657FHLBNon-Callable Bond14-APR-201610,000.0010,021.609,897.001.375Aaa1.329133118-FEB-2021
2013BR3130A7CV52645FHLBNon-Callable Bond15-MAR-20162,475,000.002,444,557.502,449,507.501.375Aaa1.636133118-FEB-2021
2012AR3135G0K692697FNMANon-Callable Bond15-JUN-201695,000.0094,928.7593,444.851.250Aaa1.266140806-MAY-2021
2012BR3135G0K692696FNMANon-Callable Bond15-JUN-201685,000.0084,936.2583,608.551.250Aaa1.266140806-MAY-2021
2012BR3135G0K692692FNMANon-Callable Bond31-MAY-20164,600,000.004,545,582.004,524,698.001.250Aaa1.498140806-MAY-2021
2013BR3135G0K692693FNMANon-Callable Bond31-MAY-201635,000.0034,585.9534,427.051.250Aaa1.498140806-MAY-2021
2012BR3137EAEC92759FHLMCNon-Callable Bond28-SEP-201620,000.0019,851.0019,501.801.125Aaa1.283150612-AUG-2021
2013BR3137EAEC92758FHLMCNon-Callable Bond28-SEP-201635,000.0034,739.2534,128.151.125AAA1.283150612-AUG-2021
2011BR3137EAEC92755FHLMCNon-Callable Bond28-SEP-20161,005,000.00997,512.75979,965.451.125Aaa1.283150612-AUG-2021
2010BR3137EAEC92754FHLMCNon-Callable Bond28-SEP-201620,000.0019,851.0019,501.801.125Aaa1.283150612-AUG-2021
2012AR3137EAEC92756FHLMCNon-Callable Bond28-SEP-201625,000.0024,813.7524,377.251.125Aaa1.283150612-AUG-2021
2012AR3135G0Q892798FNMANon-Callable Bond23-NOV-201665,000.0063,508.9063,948.301.375AAA1.870156207-OCT-2021
2012BR3135G0Q892799FNMANon-Callable Bond23-NOV-20162,090,000.002,042,055.402,056,183.801.375Aaa1.870156207-OCT-2021
2012AR3135G0Q892801FNMANon-Callable Bond01-NOV-20166,000,000.005,970,720.005,902,920.001.375Aaa1.478156207-OCT-2021
2012AR3135G0S382851L FNMANon-Callable Bond13-FEB-201749,000.0049,074.4849,401.802.000Aaa1.968165205-JAN-2022
2013BR3135G0S382846FNMANon-Callable Bond13-FEB-201763,000.0063,095.7663,516.602.000Aaa1.968165205-JAN-2022
2011BR3135G0S382847L FNMANon-Callable Bond13-FEB-201721,000.0021,031.9221,172.202.000Aaa1.968165205-JAN-2022
2010BR3135G0S382849L FNMANon-Callable Bond13-FEB-201718,000.0018,027.3618,147.602.000Aaa1.968165205-JAN-2022
2012BR3135G0S382848L FNMANon-Callable Bond13-FEB-201757,000.0057,086.6457,467.402.000Aaa1.968165205-JAN-2022
2012BR3135G0T452884FNMANon-Callable Bond01-MAY-20173,725,000.003,713,787.753,727,048.751.875Aaa1.939174205-APR-2022