MSD FY18 Portfolio Management

Portfolio Details - Investments
October 18, 2017
PortfolioSecurity NumberDeal NoProduct TypeCallable BondSettlement DateFace ValueTotal_CostMarket ValueCoupon RateMoodysYield RateDays to MaturityMaturity Date
MSD OPS3135G0PQ02804FNMANon-Callable Bond15-DEC-20165,000,000.004,998,915.004,998,700.000.875Aaa0.900826-OCT-2017
BNY OPS313385NS12986S FHDNNon-Callable Bond02-OCT-20176,000,000.005,995,100.005,997,713.330.000AA+0.9801401-NOV-2017
BNY OPS313385NS12987S FHDNNon-Callable Bond02-OCT-20176,000,000.005,995,100.005,997,713.330.000AA+0.9801401-NOV-2017
BNY OPS313589NS82983S FNDNNon-Callable Bond27-SEP-201712,000,000.0011,988,800.0411,995,520.020.000AA+0.9601401-NOV-2017
MSD OPS09659JY722886BNPPNYNon-Callable Bond11-MAY-201710,000,000.009,933,000.009,992,555.560.000P-11.3402007-NOV-2017
UMB OPS912828G202559TNOTESNon-Callable Bond08-JAN-2016335,000.00334,241.02334,934.570.875Aaa0.9992815-NOV-2017
2016CP912828G202821TNOTESNon-Callable Bond20-DEC-201615,000,000.0015,000,585.9414,997,070.310.875AA+0.8702815-NOV-2017
ESCROW46640PYF42918JPMCCNon-Callable Bond02-AUG-20172,500,000.002,490,229.182,497,394.450.000P-11.3402815-NOV-2017
MSD OPS3137EABA62802FHLMCNon-Callable Bond02-DEC-20167,500,000.007,804,603.817,535,775.005.125Aaa0.8603017-NOV-2017
UMB OPS3133XMQ872615FHLBNon-Callable Bond16-FEB-20161,165,000.001,251,990.551,170,370.655.000Aaa0.7053017-NOV-2017
MSD OPS46640PYM92890JPMCCNon-Callable Bond25-MAY-20172,000,000.001,986,830.001,997,512.330.000P-11.3173421-NOV-2017
MSD OPS912828UA62002TNOTESNon-Callable Bond15-MAY-201411,500,000.0011,303,691.4111,491,015.630.625Aaa1.1184330-NOV-2017
MSD OPS4497W0Z682899INGFDGNon-Callable Bond14-JUN-20174,000,000.003,973,555.563,992,595.560.000P-11.3604906-DEC-2017
MSD OPS46640PZ712911JPMCCNon-Callable Bond07-JUL-20173,000,000.002,982,405.002,994,250.000.000P-11.3805007-DEC-2017
MSD OPS3130A3HF42548FHLBNon-Callable Bond24-DEC-201515,000,000.0015,005,835.0015,001,020.001.125Aaa1.1055108-DEC-2017
2016CP880591CU42838FHLBNon-Callable Bond20-DEC-201615,000,000.0015,778,350.0015,154,305.006.250AA+0.9515815-DEC-2017
UMB OPS912828G792876TNOTESNon-Callable Bond04-APR-20171,000,000.001,000,273.44999,960.941.000Aaa0.9605815-DEC-2017
UMB OPS3137EADX42642FHLMCNon-Callable Bond11-MAR-20161,950,000.001,951,131.001,949,649.001.000Aaa0.9635815-DEC-2017
UMB OPS912828G792878TNOTESNon-Callable Bond06-APR-20171,000,000.001,000,195.31999,960.941.000Aaa0.9715815-DEC-2017
ESCROW22533TZF62919CACPNYNon-Callable Bond02-AUG-20172,500,000.002,487,625.002,494,683.330.000P-11.3205815-DEC-2017
UMB OPS3130A6SW82614FHLBNon-Callable Bond16-FEB-20161,475,000.001,481,711.251,474,690.251.000Aaa0.7516219-DEC-2017
UMB OPS3135G0RT22647FNMANon-Callable Bond15-MAR-2016735,000.00733,669.65734,316.450.875Aaa0.9796320-DEC-2017
UMB OPS3135G0RT22672FNMANon-Callable Bond12-MAY-2016240,000.00240,547.20239,776.800.875Aaa0.7326320-DEC-2017
MSD OPS22533TZS82903CACPNYNon-Callable Bond29-JUN-20175,000,000.004,966,250.004,987,062.500.000P-11.3506926-DEC-2017
MSD OPS3137EADN62452FHLMCNon-Callable Bond19-NOV-201510,000,000.009,947,000.009,984,000.000.750AAA1.0008612-JAN-2018
UMB OPS3137EADN62671FHLMCNon-Callable Bond12-MAY-20161,200,000.001,200,000.001,198,080.000.750Aaa0.7508612-JAN-2018
2016CP3137EADN62834FHLMCNon-Callable Bond13-JAN-20175,425,000.005,417,947.505,416,320.000.750Aaa0.8818612-JAN-2018
2016CP912828H372868TNOTESNon-Callable Bond15-MAR-20175,600,000.005,590,593.755,596,500.000.875AA+1.0778915-JAN-2018
2016CP912828H372854TNOTESNon-Callable Bond15-FEB-20171,405,000.001,405,000.001,404,121.880.875AA+0.8758915-JAN-2018
2016CP912828H372880TNOTESNon-Callable Bond13-APR-20172,990,000.002,987,196.882,988,131.250.875AA+0.9998915-JAN-2018
MSD OPS09659KAH32924BNPPNYNon-Callable Bond01-AUG-20175,000,000.004,967,843.054,982,684.720.000P-11.3709117-JAN-2018
ESCROW00280PAS42946ABBLLCNon-Callable Bond08-SEP-20172,500,000.002,487,847.232,491,319.450.000P-11.25010026-JAN-2018
MSD OPS06538CAW12922BTMUFJNon-Callable Bond03-AUG-20175,000,000.004,965,500.004,980,066.670.000P-11.38010430-JAN-2018
UMB OPS912828UJ72830L TNOTESNon-Callable Bond03-JAN-2017770,000.00770,451.17769,368.360.875Aaa0.82010531-JAN-2018
MSD OPS06538CAX92925BTMUFJNon-Callable Bond04-AUG-20175,000,000.004,965,250.004,979,729.170.000P-11.39010531-JAN-2018
MSD OPS912828UJ72829L TNOTESNon-Callable Bond04-JAN-201710,000,000.009,990,820.009,991,796.880.875Aaa0.96110531-JAN-2018
MSD OPS4497W1B132931INGFDGNon-Callable Bond15-AUG-20175,000,000.004,967,180.564,979,536.110.000P-11.39010601-FEB-2018
UMB OPS3135G0TG82695FNMANon-Callable Bond13-JUN-2016300,000.00300,735.00299,526.000.875Aaa0.72611308-FEB-2018
MSD OPS89233HB942929TOYMCCNon-Callable Bond15-AUG-20175,000,000.004,966,204.724,978,355.830.000P-11.36711409-FEB-2018
MSD OPS46640QBD22930JPMCCNon-Callable Bond17-AUG-20175,000,000.004,963,800.004,976,268.890.000P-11.44811813-FEB-2018
UMB OPS912828HR42881TNOTESNon-Callable Bond12-APR-2017225,000.00229,596.68226,916.023.500AA+1.06512015-FEB-2018
2016CP912828H942898TNOTESNon-Callable Bond14-JUN-20172,550,000.002,546,812.502,548,705.081.000AA+1.18712015-FEB-2018
ESCROW00280PBF12992ABBLLCNon-Callable Bond17-OCT-20171,000,000.00995,294.44995,333.330.000P-11.40012015-FEB-2018
2016CP912828H942914TNOTESNon-Callable Bond17-JUL-20173,555,000.003,551,944.923,553,194.731.000AA+1.14912015-FEB-2018
2016CP912828HR42882TNOTESNon-Callable Bond13-APR-20174,435,000.004,525,952.154,472,766.803.500AA+1.04812015-FEB-2018
UMB OPS912828HR42877TNOTESNon-Callable Bond06-APR-20171,000,000.001,020,976.561,008,515.633.500Aaa1.04812015-FEB-2018
UMB OPS31398AMD12673FNMANon-Callable Bond12-MAY-2016900,000.00951,490.80909,711.004.065Aaa0.78212015-FEB-2018
2016CP912828H942901L TNOTESNon-Callable Bond20-JUN-2017510,000.00509,342.58509,741.021.000AA+1.19812015-FEB-2018
2016CP912828HR42897TNOTESNon-Callable Bond12-JUN-20175,000,000.005,077,343.755,042,578.133.500AA+1.19712015-FEB-2018
MSD OPS46640QBL42936JPMCCNon-Callable Bond25-AUG-20175,000,000.004,964,200.004,975,000.000.000P-11.44012520-FEB-2018
MSD OPS06538CBS92937BTMUFJNon-Callable Bond30-AUG-20178,000,000.007,944,800.007,959,826.670.000P-11.38013126-FEB-2018
MSD OPS912828UR92277TNOTESNon-Callable Bond30-APR-201512,500,000.0012,471,679.6912,478,515.630.750Aaa0.83113328-FEB-2018
MSD OPS3137EADP12465FHLMCNon-Callable Bond07-DEC-20155,000,000.004,976,700.004,989,600.000.875Aaa1.08514007-MAR-2018
MSD OPS22533UC762943CACPNYNon-Callable Bond08-SEP-201710,000,000.009,930,500.009,945,944.440.000P-11.39014007-MAR-2018
MSD OPS00280PC782944ABBLLCNon-Callable Bond08-SEP-201710,000,000.009,932,500.009,947,500.000.000P-11.35014007-MAR-2018
UMB OPS3137EADP12694FHLMCNon-Callable Bond13-JUN-20162,500,000.002,502,925.002,494,800.000.875Aaa0.80714007-MAR-2018
MSD OPS3133EFSG32470FFCBNon-Callable Bond14-DEC-20155,000,000.004,999,000.004,998,510.001.100Aaa1.10814714-MAR-2018
2016CP00280PCE32948ABBLLCNon-Callable Bond15-SEP-20172,140,000.002,125,020.002,127,766.330.000P-11.40014714-MAR-2018
2016CP912828J682935TNOTESNon-Callable Bond15-AUG-20175,040,000.005,035,865.635,035,668.751.000AA+1.14114815-MAR-2018
2016CP912828J682887TNOTESNon-Callable Bond15-MAY-20171,905,000.001,902,767.581,903,362.891.000Aaa1.14114815-MAR-2018
2016CP912828J682941TNOTESNon-Callable Bond08-SEP-20174,975,000.004,971,501.954,970,724.611.000AA+1.13614815-MAR-2018
UMB OPS00280PCF02950ABBLLCNon-Callable Bond18-SEP-20171,150,000.001,142,437.471,143,712.050.000P-11.33014815-MAR-2018
UMB OPS912828J682862TNOTESNon-Callable Bond13-MAR-20172,000,000.001,997,421.881,998,281.251.000Aaa1.12914815-MAR-2018
MSD OPS3130A7CX12833FHLBNon-Callable Bond11-JAN-20177,000,000.006,989,640.006,990,620.000.875Aaa1.00015219-MAR-2018
MSD OPS3130A7CX12832FHLBNon-Callable Bond10-JAN-201710,000,000.009,984,300.009,986,600.000.875Aaa1.00815219-MAR-2018
UMB OPS3130A7CX12735FHLBNon-Callable Bond06-JUL-20161,550,000.001,556,386.001,547,923.000.875Aaa0.63115219-MAR-2018
MSD OPS3130A7CX12835L FHLBNon-Callable Bond18-JAN-20177,000,000.006,993,000.006,990,620.000.875Aaa0.96115219-MAR-2018
ESCROW00280PCL72993ABBLLCNon-Callable Bond17-OCT-20171,000,000.00993,840.00993,880.000.000P-11.44015320-MAR-2018
MSD OPS3135G0J612649FNMANon-Callable Bond16-MAR-20165,000,000.004,987,550.004,992,450.000.875Aaa1.07316128-MAR-2018
MSD OPS3130A6UL92471FHLBNon-Callable Bond29-DEC-20155,000,000.004,993,900.004,997,900.001.100Aaa1.15016229-MAR-2018
2016CP89233HDD32990TOYMCCNon-Callable Bond16-OCT-20173,925,000.003,896,897.003,897,211.000.000P-11.44017713-APR-2018
ESCROW2254EBDD02994CSNYNon-Callable Bond17-OCT-20173,000,000.002,977,601.672,977,727.500.000P-11.51017713-APR-2018
UMB OPS3130A4GJ52736FHLBNon-Callable Bond06-JUL-20161,100,000.001,109,746.001,098,449.001.125Aaa0.63018925-APR-2018
UMB OPS3130A4GJ52743FHLBNon-Callable Bond09-AUG-2016100,000.00100,536.0099,859.001.125Aaa0.80918925-APR-2018
MSD OPS912828UZ12276TNOTESNon-Callable Bond30-APR-201512,500,000.0012,408,691.4112,456,542.970.625Aaa0.87219430-APR-2018
UMB OPS3135G0WJ82745FNMANon-Callable Bond09-AUG-20161,200,000.001,201,596.001,195,908.000.875Aaa0.80021521-MAY-2018
UMB OPS3135G0WJ82761FNMANon-Callable Bond30-SEP-20161,225,000.001,226,690.501,220,822.750.875Aaa0.79021521-MAY-2018
MSD OPS3135G0WJ82807FNMANon-Callable Bond16-DEC-20165,000,000.004,981,200.004,982,950.000.875Aaa1.14121521-MAY-2018
MSD OPS912828VE72270TNOTESNon-Callable Bond14-APR-20155,000,000.005,008,398.444,991,210.941.000Aaa0.94522531-MAY-2018
UMB OPS3137EABP32744FHLMCNon-Callable Bond09-AUG-2016600,000.00644,346.00614,256.004.875Aaa0.82823813-JUN-2018
UMB OPS3137EABP32793FHLMCNon-Callable Bond09-NOV-2016575,000.00611,506.75588,662.004.875Aaa0.85723813-JUN-2018
UMB OPS3137EABP32753FHLMCNon-Callable Bond19-SEP-20162,100,000.002,245,929.002,149,896.004.875Aaa0.82823813-JUN-2018
UMB OPS3137EABP32863FHLMCNon-Callable Bond13-MAR-20172,100,000.002,195,256.002,149,896.004.875Aaa1.20623813-JUN-2018
MSD OPS3134G4A571849FHLMCNon-Callable Bond27-JUN-20136,605,000.006,583,864.006,603,408.201.250Aaa1.31625227-JUN-2018
UMB OPS3130A8BD42808FHLBNon-Callable Bond27-DEC-20162,700,000.002,689,848.002,691,900.000.875Aaa1.12825429-JUN-2018
MSD OPS912828VK32328TNOTESNon-Callable Bond10-JUN-20158,500,000.008,558,105.478,504,648.441.375Aaa1.14725530-JUN-2018
MSD OPS3135G0E332551FNMANon-Callable Bond04-JAN-201610,000,000.009,966,000.009,974,800.001.125Aaa1.26127520-JUL-2018
UMB OPS3135G0E332792FNMANon-Callable Bond09-NOV-20161,200,000.001,205,184.001,196,976.001.125Aaa0.86827520-JUL-2018
MSD OPS3135G0E332550FNMANon-Callable Bond31-DEC-20158,000,000.007,962,160.007,979,840.001.125Aaa1.31227520-JUL-2018
UMB OPS3130A8PK32790FHLBNon-Callable Bond09-NOV-20161,200,000.001,194,360.001,193,268.000.625Aaa0.89729307-AUG-2018
MSD OPS3130A6XE22579FHLBNon-Callable Bond22-JAN-20164,280,000.004,306,792.804,278,446.361.250Aaa1.03329610-AUG-2018
MSD OPS3134GABQ62841FHLMCNon-Callable Bond30-JAN-20175,000,000.004,988,945.004,987,400.001.000Aaa1.14530115-AUG-2018
MSD OPS3133X0PF02578FHLBNon-Callable Bond22-JAN-20165,000,000.005,549,600.005,175,840.005.375Aaa1.02030115-AUG-2018
MSD OPS3133EFCN52637FFCBNon-Callable Bond02-MAR-20164,000,000.004,007,400.003,991,136.001.100Aaa1.02532104-SEP-2018
MSD OPS3132X0LS82810L FAMCANon-Callable Bond20-DEC-20165,475,000.005,461,143.485,462,259.681.150AA+1.30532407-SEP-2018
MSD OPS3132X0LS82806L FAMCANon-Callable Bond16-DEC-20165,000,000.004,987,250.004,988,365.001.150AA+1.29832407-SEP-2018
MSD OPS3132X0QP92865L FAMCANon-Callable Bond10-MAR-20173,000,000.002,996,358.002,995,746.001.250AA+1.33232710-SEP-2018
MSD OPS313375K482859L FHLBNon-Callable Bond03-MAR-20175,000,000.005,056,500.005,030,925.002.000Aaa1.25233114-SEP-2018
MSD OPS3130A6AE72639FHLBNon-Callable Bond03-MAR-20163,075,000.003,082,274.733,068,708.551.125Aaa0.98633114-SEP-2018
UMB OPS912828L402926L TNOTESNon-Callable Bond10-AUG-20171,000,000.00997,304.69996,484.381.000AA+1.24833215-SEP-2018
UMB OPS3135G0YM92791FNMANon-Callable Bond09-NOV-2016840,000.00855,229.20843,150.001.875Aaa0.88933518-SEP-2018
UMB OPS3135G0YM92839FNMANon-Callable Bond23-JAN-20171,225,000.001,239,075.251,229,593.751.875Aaa1.17133518-SEP-2018
UMB OPS3135G0YM92842L FNMANon-Callable Bond31-JAN-20171,375,000.001,391,348.751,380,156.251.875Aaa1.13533518-SEP-2018
MSD OPS3133EGK872811FFCBNon-Callable Bond21-DEC-20161,500,000.001,493,430.001,495,173.001.020Aaa1.27734124-SEP-2018
MSD OPS3137EAED72891L FHLMCNon-Callable Bond06-JUN-20175,000,000.004,974,150.004,974,200.000.875Aaa1.26235912-OCT-2018
UMB OPS3137EAED72888L FHLMCNon-Callable Bond15-MAY-20172,150,000.002,138,110.502,138,906.000.875Aaa1.27235912-OCT-2018
MSD OPS313382S952895L FHLBNon-Callable Bond08-JUN-2017615,000.00612,166.91612,432.991.000Aaa1.33537629-OCT-2018
UMB OPS912828M642893L TNOTESNon-Callable Bond07-JUN-20172,400,000.002,400,562.502,395,968.751.250AA+1.23339315-NOV-2018
MSD OPS3134G44B12896L FHLMCNon-Callable Bond09-JUN-20171,000,000.00996,708.26997,506.001.100Aaa1.33039921-NOV-2018
UMB OPS912828N222904L TNOTESNon-Callable Bond30-JUN-2017600,000.00599,414.06598,921.881.250AA+1.31842315-DEC-2018
UMB OPS912828N222894L TNOTESNon-Callable Bond07-JUN-20171,070,000.001,070,125.391,068,077.341.250AA+1.24242315-DEC-2018
UMB OPS912828N222902L TNOTESNon-Callable Bond29-JUN-20171,490,000.001,488,777.731,487,322.661.250AA+1.30742315-DEC-2018
UMB OPS912828N632905L TNOTESNon-Callable Bond06-JUL-20171,500,000.001,494,433.591,494,375.001.125AA+1.37245415-JAN-2019
MSD OPS3130AAM882933L FHLBCallable Bond01-AUG-201710,000,000.0010,018,000.0010,011,500.001.625Aaa1.50045718-JAN-2019
UMB OPS912828V562940L TNOTESNon-Callable Bond06-SEP-20171,500,000.001,497,363.281,494,199.221.125AA+1.25247031-JAN-2019
UMB OPS912828P532981L TNOTESNon-Callable Bond15-SEP-20172,015,000.001,998,942.971,996,660.350.750AA+1.32048515-FEB-2019
UMB OPS912828P952982L TNOTESNon-Callable Bond15-SEP-20171,406,000.001,399,299.531,397,542.031.000AA+1.32251315-MAR-2019
UMB OPS912828P952988L TNOTESNon-Callable Bond12-OCT-20172,315,000.002,299,807.812,301,073.831.000Aaa1.46751315-MAR-2019
MSD OPS3136G1HL62991L FNMANon-Callable Bond16-OCT-20175,000,000.004,993,050.004,993,050.001.375Aaa1.47252628-MAR-2019
MSD OPS3130ABQ252915L FHLBNon-Callable Bond18-JUL-201712,000,000.0011,997,240.0011,977,596.001.360Aaa1.37252729-MAR-2019
MSD OPS3130ABQ252942L FHLBNon-Callable Bond11-SEP-20175,000,000.005,004,600.004,990,665.001.360Aaa1.47552729-MAR-2019
MSD OPS3130ABQ252916L FHLBNon-Callable Bond21-JUL-20172,000,000.001,999,860.001,996,266.001.360Aaa1.36452729-MAR-2019
MSD OPS3130A7N272917L FHLBNon-Callable Bond21-JUL-20172,000,000.001,996,010.001,993,032.001.250Aaa1.37052729-MAR-2019
2011BR912828TH32455TNOTESNon-Callable Bond01-DEC-201539,700.0038,930.8139,279.740.875AAA1.41965131-JUL-2019
2013BR912828TH32458TNOTESNon-Callable Bond01-DEC-2015121,300.00118,949.81120,015.930.875AAA1.41965131-JUL-2019
2012BR912828TH32457TNOTESNon-Callable Bond01-DEC-2015688,000.00674,670.00680,716.880.875AAA1.41965131-JUL-2019
2012AR912828TH32456TNOTESNon-Callable Bond01-DEC-2015438,400.00429,906.00433,759.130.875AAA1.41965131-JUL-2019
2010BR912828TH32454TNOTESNon-Callable Bond01-DEC-2015612,600.00600,730.88606,115.050.875Aaa1.41965131-JUL-2019
2012BR3135G0ZY22592FNMANon-Callable Bond02-FEB-2016509,000.00518,116.19509,335.941.750Aaa1.26876926-NOV-2019
2013BR3135G0ZY22600FNMANon-Callable Bond02-FEB-20164,491,000.004,571,433.824,493,964.061.750Aaa1.26876926-NOV-2019
2012BR3135G0D752491FNMANon-Callable Bond15-DEC-20152,000.001,979.101,983.501.500Aaa1.74197822-JUN-2020
2012AR3135G0D752440FNMANon-Callable Bond23-OCT-201512,000.0012,043.0711,901.001.500Aaa1.42097822-JUN-2020
2012BR3135G0D752439FNMANon-Callable Bond23-OCT-201510,000.0010,035.899,917.501.500Aaa1.42097822-JUN-2020
UMB OPS3135G0D752442FNMANon-Callable Bond23-OCT-20152,000.002,007.181,983.501.500Aaa1.42097822-JUN-2020
2013BR3135G0D752438FNMANon-Callable Bond23-OCT-20155,000.005,017.954,958.751.500Aaa1.42097822-JUN-2020
2012BR3135G0D752492FNMANon-Callable Bond15-DEC-20154,000.003,958.203,967.001.500Aaa1.74197822-JUN-2020
2010BR3135G0D752437FNMANon-Callable Bond23-OCT-20153,000.003,010.772,975.251.500Aaa1.42097822-JUN-2020
2012AR3135G0F732461FNMANon-Callable Bond01-DEC-2015438,000.00431,158.44435,017.221.500AAA1.828113930-NOV-2020
2012AR3135G0F732554FNMANon-Callable Bond05-JAN-2016108,000.00106,465.64107,264.521.500Aaa1.804113930-NOV-2020
2011BR3135G0F732460FNMANon-Callable Bond01-DEC-201539,000.0038,390.8338,734.411.500AAA1.828113930-NOV-2020
2012BR3135G0F732462FNMANon-Callable Bond01-DEC-2015687,000.00676,269.07682,321.531.500AAA1.828113930-NOV-2020
2012AR3135G0F732784FNMANon-Callable Bond01-NOV-20165,400,000.005,446,386.005,363,226.001.500AA+1.283113930-NOV-2020
2012BR3135G0F732555FNMANon-Callable Bond05-JAN-2016617,000.00608,234.29612,798.231.500Aaa1.804113930-NOV-2020
2013BR3135G0F732464FNMANon-Callable Bond01-DEC-2015124,000.00122,063.11123,155.561.500Aaa1.828113930-NOV-2020
2010BR3135G0F732459FNMANon-Callable Bond01-DEC-2015612,000.00602,440.56607,832.281.500AAA1.828113930-NOV-2020
2012BR3130A3UQ52596FHLBNon-Callable Bond02-FEB-20163,305,000.003,365,514.553,318,557.111.875Aaa1.483115011-DEC-2020
2010BR3130A3UQ52595FHLBNon-Callable Bond02-FEB-2016600,000.00610,986.00602,461.201.875Aaa1.483115011-DEC-2020
2012AR3130A3UQ52594FHLBNon-Callable Bond02-FEB-201690,000.0091,647.9090,369.181.875Aaa1.483115011-DEC-2020
2011BR3130A3UQ52593FHLBNon-Callable Bond02-FEB-20161,005,000.001,023,401.551,009,122.511.875Aaa1.483115011-DEC-2020
2012BR3130A7CV52653FHLBNon-Callable Bond14-APR-201640,000.0040,086.4039,546.401.375Aaa1.329121918-FEB-2021
2013BR3130A7CV52645FHLBNon-Callable Bond15-MAR-20162,475,000.002,444,557.502,446,933.501.375Aaa1.636121918-FEB-2021
2013BR3130A7CV52654FHLBNon-Callable Bond14-APR-201690,000.0090,194.4088,979.401.375Aaa1.329121918-FEB-2021
2012AR3130A7CV52655FHLBNon-Callable Bond14-APR-201610,000.0010,021.609,886.601.375Aaa1.329121918-FEB-2021
2011BR3130A7CV52656FHLBNon-Callable Bond14-APR-201620,000.0020,043.2019,773.201.375Aaa1.329121918-FEB-2021
2010BR3130A7CV52657FHLBNon-Callable Bond14-APR-201610,000.0010,021.609,886.601.375Aaa1.329121918-FEB-2021
2013BR3135G0K692693FNMANon-Callable Bond31-MAY-201635,000.0034,585.9534,354.251.250Aaa1.498129606-MAY-2021
2012BR3135G0K692692FNMANon-Callable Bond31-MAY-20164,600,000.004,545,582.004,515,130.001.250Aaa1.498129606-MAY-2021
2012BR3135G0K692696FNMANon-Callable Bond15-JUN-201685,000.0084,936.2583,431.751.250Aaa1.266129606-MAY-2021
2012AR3135G0K692697FNMANon-Callable Bond15-JUN-201695,000.0094,928.7593,247.251.250Aaa1.266129606-MAY-2021
2010BR3137EAEC92754FHLMCNon-Callable Bond28-SEP-201620,000.0019,851.0019,467.801.125Aaa1.283139412-AUG-2021
2011BR3137EAEC92755FHLMCNon-Callable Bond28-SEP-20161,005,000.00997,512.75978,256.951.125Aaa1.283139412-AUG-2021
2012BR3137EAEC92759FHLMCNon-Callable Bond28-SEP-201620,000.0019,851.0019,467.801.125Aaa1.283139412-AUG-2021
2012AR3137EAEC92756FHLMCNon-Callable Bond28-SEP-201625,000.0024,813.7524,334.751.125Aaa1.283139412-AUG-2021
2013BR3137EAEC92758FHLMCNon-Callable Bond28-SEP-201635,000.0034,739.2534,068.651.125AAA1.283139412-AUG-2021
2012AR3135G0Q892801FNMANon-Callable Bond01-NOV-20166,000,000.005,970,720.005,881,980.001.375Aaa1.478145007-OCT-2021
2012AR3135G0Q892798FNMANon-Callable Bond23-NOV-201665,000.0063,508.9063,721.451.375AAA1.870145007-OCT-2021
2012BR3135G0Q892799FNMANon-Callable Bond23-NOV-20162,090,000.002,042,055.402,048,889.701.375Aaa1.870145007-OCT-2021
2012BR3135G0S382848L FNMANon-Callable Bond13-FEB-201757,000.0057,086.6457,124.262.000Aaa1.968154005-JAN-2022
2012AR3135G0S382851L FNMANon-Callable Bond13-FEB-201749,000.0049,074.4849,106.822.000Aaa1.968154005-JAN-2022
2013BR3135G0S382846FNMANon-Callable Bond13-FEB-201763,000.0063,095.7663,137.342.000Aaa1.968154005-JAN-2022
2010BR3135G0S382849L FNMANon-Callable Bond13-FEB-201718,000.0018,027.3618,039.242.000Aaa1.968154005-JAN-2022
2011BR3135G0S382847L FNMANon-Callable Bond13-FEB-201721,000.0021,031.9221,045.782.000Aaa1.968154005-JAN-2022
2010BR3135G0T452906FNMANon-Callable Bond07-JUL-2017515,000.00512,419.85512,764.901.875Aaa1.986163005-APR-2022
2013BR3135G0T452910L FNMANon-Callable Bond07-JUL-20172,320,000.002,308,376.802,309,931.201.875Aaa1.986163005-APR-2022
2011BR3135G0T452908L FNMANon-Callable Bond07-JUL-20171,020,000.001,014,889.801,015,573.201.875Aaa1.986163005-APR-2022
2012BR3135G0T452909L FNMANon-Callable Bond07-JUL-2017110,000.00109,448.90109,522.601.875Aaa1.986163005-APR-2022
2012AR3135G0T452907L FNMANon-Callable Bond07-JUL-201785,000.0084,574.1584,631.101.875Aaa1.986163005-APR-2022
2012BR3135G0T452884FNMANon-Callable Bond01-MAY-20173,725,000.003,713,787.753,708,833.501.875Aaa1.939163005-APR-2022
2010BR912828L242984L TNOTESNon-Callable Bond28-SEP-2017730,000.00728,716.80728,716.801.875AA+1.912177831-AUG-2022
2012BR912828L242985L TNOTESNon-Callable Bond28-SEP-20174,400,000.004,392,265.634,392,265.631.875AA+1.912177831-AUG-2022