FL Cafr - August 2014 Holdings - The States Invest Into Fannie, Freddie, Ginnie, Banks, Mbss

https://www.fltreasury.org/investment_accounting/pdf/Florida%20Combined%20Holdings.
pdf
August 2014 Holdings
Stated
Security ID
02582JGG9
36163GAB7
83190CAB5
02006MAC5
02582JGJ3
03064VAC2
03065BAC5
80281CAD7
80283WAD1
05573WAC9
12591AAD9
65474VAG6
78446YAA1
78447EAB2
78447GAB7
78448GAB6
02006AAD9
17305EFM2
98158VAC9
34530FAB0
36162WAB3
65476VAB5
98160LAB9
02582JGS3
12591BAC9
02005ADE5
12591BAC9
34530FAD6
587729AC8
12591BAC9
14313QAC9
65477PAC5
02005ADV7
36163NAD8
63938EAC8
78447KAB8
78447YAB8
78448AAA1
78448CAF6
14313QAC9
65477MAD0
03072SGQ2
152314JQ4
78442GSK3
606072KV7
03072SWN1
106238KS6
194262CE9
78444YAD7
83162CJF1
83715RAE2
831641DZ5
831641ES0
831641ET8
28148WAB9
66704JBY3
66704JBZ0
78443KAD8
83162CFU2
83162CHA4
194262CE9
78445XAA4
83162CPG2
83162CPR8
83162CQN6
83162CSA2
83162CSH7
83162CUG6
831641EP6
831641EQ4
Asset Mix Description
USD FIXED INCOME

USD FIXED INCOME
NON-USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
Accounting Type
Description
Accrued Interest
Accrued Interest
Sec Trades in Process

ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
aSSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
Sec Trades in Process

AMERICAN EXPRESS CREDIT AC 2 A
GE EQUIPMENT TRANSPORTATI 2 A2
SMART TRUST/AUSTRALIA 1US A2A
ALLY AUTO RECEIVABLES TRU 2 A3
AMERICREDIT AUTOMOBILE RE 2 A3
SANTANDER DRIVE AUTO RECE 5 A3
BMW VEHICLE OWNER TRUST 2 A A3
CNH EQUIPMENT TRUST 2012- B A4
NISSAN MASTER OWNER TRUST A A
SLM STUDENT LOAN TRUST 201 2 A
SLM STUDENT LOAN TRUST 20 5 A2
SLM STUDENT LOAN TRUST 2 A2
CITIBANK CREDIT CARD ISS A1 A1
WORLD OMNI AUTOMOBILE LEA A A3
FORD CREDIT AUTO LEASE T B A2A
NISSAN AUTO LEASE TRUST A A2A
WORLD OMNI AUTOMOBILE LE A A2A
AMERICAN EXPRESS CREDIT 2 A
CNH EQUIPMENT TRUST A A3
ALLY MASTER OWNER TRUST 1 A1
FORD CREDIT AUTO LEASE TR B A3
MERCEDES-BENZ AUTO RECEIV 1 A3
CARMAX AUTO OWNER TRUST 1 A3
NISSAN AUTO RECEIVABLES O A A3
NAVIENT STUDENT LN TR 14-1 A3
SLM STUDENT LOAN TRUST 4 A
NISSAN AUTO RECEIVABLES O C A4
AMERIQUEST MORTGAGE SECUR 6 M2
CENTEX HOME EQUITY LOAN B AF6
MISSOURI HIGHER EDUCATION 3 A1
AMERIQUEST MORTGAGE SEC R11 A1
BRAZOS TX HGR EDU AUTH
COLLEGE LOAN CORP TRUST 1 A4
SBA GTD PARTN CTFS 1998-20E 1
SOUTH CAROLINA STUD LN 14-1 A1
SBA GTD PARTN CTFS 2005-10B 1
SBA GTD PARTN CTFS 2010-10A 1
SMALL BUSINESS ADMINISTR 10B A
EDUCATIONAL FUNDING OF TH 1 A2
NORTHSTAR EDUCATION FINAN 1 A6
NORTHSTAR EDU FIN INC DE
SMALL BUS ADMIN CTF S-95 20B
SBA GTD PARTN CTFS 1996-20J 1
SBA GTD PARTN CTFS 2005-20G 1
SBA GTD PARTN CTFS 2006-20I 1
SBA GTD PARTN CTFS 2009-P10A 1
Coupon
Maturity
Income
Market Value
Receivable
Par Value
62,485,546.03
(399,845,762.83)
0.58
0.61
0.58
0.79
0.98
0.94
0.92
0.82
0.80
0.76
1.16
0.46
0.86
0.46
0.44
0.51
1.00
2.88
0.93
0.59
0.50
0.45
0.73
1.26
0.84
0.61
0.84
0.76
0.87
0.84
0.79
0.72
1.29
1.48
0.67
0.44
0.46
0.71
0.66
0.79
1.30
2.93
4.69
0.33
1.12
0.76
0.43
0.42
1.93
6.30
0.92
4.94
4.11
3.22
0.88
1.05
1.25
0.30
8.15
7.20
0.42
0.56
4.86
4.75
5.54
5.60
4.76
2.85
4.73
4.62
5/17/2021
6/24/2016
7/14/2016
1/15/2018
5/15/2019
2/8/2019
4/9/2018
2/15/2018
4/16/2018
8/25/2015
6/15/2020
2/15/2018
1/25/2029
6/25/2019
9/25/2019
10/25/2021
10/17/2016
1/23/2023
11/16/2015
1/15/2016
11/24/2015
9/15/2015
5/16/2016
1/15/2020
5/15/2019
2/15/2018
5/15/2019
9/15/2016
10/15/2018
5/15/2019
10/15/2018
8/15/2018
1/15/2019
8/23/2022
6/25/2031
9/25/2019
5/26/2020
6/25/2027
2/25/2021
10/15/2018
6/15/2020
5/25/2033
3/25/2034
10/27/2025
8/26/2030
11/25/2034
6/27/2022
4/25/2024
7/25/2023
5/1/2018
5/1/2030
9/10/2015
3/10/2020
9/10/2020
4/25/2035
1/29/2046
1/29/2046
10/25/2022
2/1/2015
10/1/2016
4/25/2024
3/25/2025
1/1/2025
7/1/2025
9/1/2026
9/1/2028
2/1/2029
9/1/2031
2/10/2019
3/10/2019
4,532,518.20
3,382,577.15
5,127,526.63
9,454,229.40
4,863,013.20
6,000,060.00
9,024,030.00
4,004,360.00
4,999,800.00
561.97
2,513,075.00
5,252,362.50
1,754,711.71
3,001,470.00
2,228,571.38
3,501,295.00
3,513,335.00
4,715,368.00
221,887.92
2,179,696.42
430,550.35
2,027,984.40
2,083,743.80
569,663.70
559,988.80
876,295.00
1,439,971.20
2,529,570.25
1,127,073.30
3,199,936.00
4,993,600.00
2,996,730.00
6,904,299.63
2,981,210.20
2,845,055.20
1,029,217.20
1,250,437.50
1,145,815.21
466,832.10
4,993,600.00
2,793,140.00
60,807.09
4,533,905.26
1,166,919.50
266,307.96
606,958.73
185,471.20
749,002.50
3,132,360.00
170,487.08
1,900,000.00
861,321.97
2,725,229.40
3,143,244.14
1,864,278.00
776,174.03
752,662.40
2,932,024.21
8,297.16
56,571.24
689,082.30
631,350.00
246,743.68
161,148.24
270,638.60
312,123.99
307,068.01
439,449.43
388,539.76
732,413.06
1,153.83
400.84
1,403.68
3,390.86
2,116.80
3,603.33
5,290.00
1,457.78
1,777.78
0.07
1,288.89
1,128.02
289.02
265.42
188.45
245.49
1,555.56
14,720.00
91.68
571.11
41.86
405.52
674.90
319.20
209.07
249.98
537.60
852.89
436.93
1,194.67
1,755.56
960.00
3,950.84
981.08
367.23
87.12
94.79
156.22
59.33
1,755.56
1,617.78
35.23
17,232.56
412.49
57.53
90.00
152.74
335.75
6,124.65
3,392.94
581.29
20,938.56
52,842.97
49,762.58
1,735.78
288.20
166.40
943.10
79.00
1,636.96
308.89
68.14
1,859.17
1,197.32
6,846.73
7,933.58
1,102.23
6,182.95
1,460.78
16,054.40
4,515,000.0000
3,379,468.0400
5,125,000.0000
9,460,000.0000
4,860,000.0000
6,000,000.0000
9,000,000.0000
4,000,000.0000
5,000,000.0000
561.7700
2,500,000.0000
5,250,000.0000
1,738,457.1400
3,000,000.0000
2,227,969.8300
3,500,000.0000
3,500,000.0000
4,600,000.0000
221,799.2000
2,177,975.8200
430,515.9100
2,027,599.1600
2,080,165.9100
570,000.0000
560,000.0000
875,000.0000
1,440,000.0000
2,525,000.0000
1,130,000.0000
3,200,000.0000
5,000,000.0000
3,000,000.0000
6,891,000.0000
2,983,000.0000
2,840,000.0000
1,030,000.0000
1,250,000.0000
1,139,570.3600
465,000.0000
5,000,000.0000
2,800,000.0000
61,844.2200
4,412,946.4000
1,169,644.7700
263,459.9600
609,011.1000
186,748.5600
750,000.0000
3,000,000.0000
161,568.5000
1,900,000.0000
840,633.9700
2,551,712.9200
3,070,413.9200
1,860,000.0000
825,000.0000
800,000.0000
2,938,047.2100
8,114.8200
54,565.4200
690,000.0000
631,375.2600
229,526.8700
151,240.4800
247,174.3400
283,342.1000
277,872.0000
433,891.2800
363,855.7800
689,329.9400
Cost
% of MV
62,485,546.03
0.2901%
(399,845,762.83)
-1.8566%
4,515,000.00
3,379,468.04
5,124,806.82
9,492,545.59
4,859,522.15
5,999,858.72
8,999,176.50
3,999,962.36
4,999,453.16
562.51
2,499,364.26
5,256,782.39
1,738,457.14
2,996,553.50
2,227,969.83
3,500,000.00
3,520,298.48
4,648,906.35
221,787.67
2,177,879.56
430,508.04
2,027,502.37
2,080,165.91
569,988.49
559,993.00
875,000.00
1,439,982.00
2,529,931.64
1,129,813.89
3,200,000.00
4,999,390.85
3,000,000.00
6,889,326.52
2,983,000.00
2,840,000.00
1,029,488.19
1,249,822.49
1,143,657.74
467,047.47
4,999,390.85
2,810,024.45
62,432.31
4,290,016.68
1,164,253.24
263,459.96
610,093.03
185,848.14
709,860.98
3,130,004.86
162,277.00
1,900,000.00
859,896.06
2,551,712.92
3,070,413.92
1,850,069.50
699,960.42
672,127.57
2,930,466.87
8,386.00
54,565.42
685,256.25
632,115.15
243,226.75
159,227.86
267,180.02
306,363.63
291,678.77
435,518.38
382,730.79
717,010.85
0.0210%
0.0157%
0.0238%
0.0439%
0.0226%
0.0279%
0.0419%
0.0186%
0.0232%
0.0000%
0.0117%
0.0244%
0.0081%
0.0139%
0.0103%
0.0163%
0.0163%
0.0219%
0.0010%
0.0101%
0.0020%
0.0094%
0.0097%
0.0026%
0.0026%
0.0041%
0.0067%
0.0117%
0.0052%
0.0149%
0.0232%
0.0139%
0.0321%
0.0138%
0.0132%
0.0048%
0.0058%
0.0053%
0.0022%
0.0232%
0.0130%
0.0003%
0.0211%
0.0054%
0.0012%
0.0028%
0.0009%
0.0035%
0.0145%
0.0008%
0.0088%
0.0040%
0.0127%
0.0146%
0.0087%
0.0036%
0.0035%
0.0136%
0.0000%
0.0003%
0.0032%
0.0029%
0.0011%
0.0007%
0.0013%
0.0014%
0.0014%
0.0020%
0.0018%
0.0034%
Stated
Security ID
831641EU5
831641EY7
831641EZ4
831641FA8
83715RAE2
194262CE9
78445XAA4
83162CSY0
83162CWB5
83162CWD1
831641FA8
83162CRY1
83162CSR5
83162CVG5
83162CVL4
83162CVY6
83162CWA7
83162CWB5
78444EAC3
78444YAC9
78445CAC6
78445GAD5
78445XAA4
02005ACN6
34528QCK8
03064JAC9
34530BAC7
80283NAD1
92867GAC7
004421TP8
12591FAC0
126802CU9
126802CY1
14313MAC8
981464DX5
92867GAD5
98160NAC3
14041NEL1
14041NEM9
34530LAB7
126802CU9
34528QCW2
06742LAA1
26250GAB2
31679DAC0
67741YAA6
90290KAC9
02005EAC4
03061UAC7
03062AAD8
03065CAC3
06742LAC7
34530EAC1
80282UAC8
80283HAC6
80283XAD9
89236VAC4
90327BAC6
02005ABT4
12623PAC0
14313LAC0
14313TAD1
34528QCD4
34528QDF8
89236RAD1
02005YAF3
14313KAD0
14313RAC7
31679GAB5
31679JAC7
02005ADG0
06742LAA1
06742LAC7
34528QCD4
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
SMALL BUS ADMIN GTD CTF 11-10A

SMALL BUSINESS ADMIN 13-10B 1
SOUTH CAROLINA STUD LN 14-1 A1
SBA GTD PARTN CTFS 2009-20L 1
SBA GTD PARTN CTFS 2014-20C 1
SBA GTD PARTN CTFS 2008-20H 1
SBA GTD PARTN CTFS 2009-20G 1
SMALL BUSINESS ADMIN 12-20A 1
SMALL BUSINESS ADMIN 20D 1
SMALL BUSINESS ADMIN 20L 1
FORD CREDIT FLOORPLAN MAS 3 A1
FORD CREDIT AUTO OWNER TR A A3
VOLKSWAGEN AUTO LOAN ENHA 1 A3
ACE SECURITIES CORP HOME SD3 A
CNH EQUIPMENT TRUST 2013- A A3
CABELA'S MASTER CREDIT CA 1 A
CABELA'S MASTER CREDIT CAR 2 A
WORLD FINANCIAL NETWORK CR B A
VOLKSWAGEN AUTO LOAN ENHA 1 A4
WORLD OMNI AUTO RECEIVABL B A3
CAPITAL ONE MULTI-ASSET A2 A2
FORD CREDIT AUTO LEASE T B A2A
CABELA'S MASTER CREDIT CA 1 A
DRYROCK ISSUANCE TRUST 1 A
FIFTH THIRD AUTO TRUST 20 A A3
OHIO PHASE-IN-RECOVERY FU 1 A1
USAA AUTO OWNER TRUST 1 A3
BARCLAYS DRYROCK ISSUANCE 2 A
FORD CREDIT AUTO OWNER TR B A3
SANTANDER DRIVE AUTO REC 3 A3
TOYOTA AUTO RECEIVABLES O B A3
USAA AUTO OWNER TRUST 1 A3
CNH EQUIPMENT TRUST B A3
CARMAX AUTO OWNER TRUST 2 1 A3
TOYOTA AUTO RECEIVABLES O A A4
CARMAX AUTO OWNER TRUST 2 3 A4
FIFTH THIRD AUTO TRUST 1 A2
ALLY MASTER OWNER TRUST 2 A
BARCLAYS DRYROCK ISSUANCE 2 A
Coupon
4.08
2.35
3.64
3.19
0.92
0.42
0.56
4.05
3.23
3.21
3.19
6.02
4.30
2.13
2.08
3.38
3.46
3.23
0.47
1.53
0.98
1.73
0.56
1.21
0.79
0.65
0.55
0.87
0.85
0.56
0.69
0.51
0.64
0.64
0.91
1.15
0.83
0.34
0.96
0.51
0.51
0.63
0.52
0.64
0.61
0.96
0.58
0.85
0.96
1.15
0.96
0.50
0.57
0.83
1.11
0.81
0.89
0.43
1.54
0.91
0.60
1.73
0.85
0.56
0.69
1.21
0.79
0.98
0.59
0.68
0.61
0.52
0.50
0.85
Maturity
3/10/2021
3/10/2023
9/10/2023
3/10/2024
5/1/2030
4/25/2024
3/25/2025
12/1/2029
2/1/2034
3/1/2034
3/10/2024
8/1/2028
7/1/2029
1/1/2033
4/1/2033
12/1/2033
1/1/2034
2/1/2034
4/25/2017
1/25/2018
1/25/2019
4/25/2023
3/25/2025
6/15/2017
6/15/2017
12/8/2017
7/15/2017
1/16/2018
8/22/2016
8/25/2045
6/15/2018
3/16/2020
7/15/2022
1/16/2018
3/16/2020
7/20/2018
8/15/2018
2/15/2019
9/16/2019
3/15/2017
3/16/2020
9/15/2018
12/16/2019
8/15/2018
9/15/2017
7/1/2018
12/15/2017
8/15/2016
1/9/2017
6/10/2019
4/9/2018
3/16/2020
10/15/2017
12/15/2016
12/15/2017
7/16/2018
7/17/2017
8/15/2016
9/15/2016
5/15/2019
10/16/2017
2/18/2020
1/15/2018
2/15/2019
11/15/2018
7/15/2016
4/16/2018
1/15/2019
3/15/2016
4/16/2018
4/15/2018
12/16/2019
3/16/2020
1/15/2018
Income
Market Value
Receivable
908,129.21
744,229.55
1,084,066.10
868,224.00
680,000.00
749,002.50
3,156,750.01
944,499.72
5,011,817.82
7,169,890.00
7,235,200.00
4,013,161.28
1,520,438.24
2,973,183.72
1,952,565.24
2,027,938.51
6,122,809.74
6,515,363.17
648,687.00
829,775.94
2,875,184.85
1,251,372.00
1,094,339.99
874,680.60
1,844,489.60
1,254,987.45
753,425.65
6,510,595.00
5,638,053.92
16.42
2,403,648.00
4,996,300.00
2,500,725.00
4,000,000.00
2,000,180.00
7,046,200.00
7,034,831.37
1,999,680.00
1,747,725.00
4,619,907.60
1,958,549.60
1,936,716.40
5,055,050.00
1,859,107.21
5,905,664.00
6,318,891.01
1,899,335.00
3,025,711.92
8,049,995.20
3,996,250.00
1,654,207.50
3,825,000.00
5,658,596.47
2,613,480.92
3,974,276.72
7,496,025.00
3,012,150.00
1,585,448.54
3,726,825.25
3,991,480.00
2,002,160.00
4,000,760.00
4,005,000.00
2,189,799.36
2,994,450.00
3,479,899.44
4,997,600.00
5,538,619.38
2,455,301.90
7,015,172.57
856,410.75
1,001,000.00
3,000,000.00
3,579,468.75
17,680.66
8,935.50
19,273.01
11,676.44
208.04
335.75
340.68
8,956.86
13,136.12
105,484.17
97,303.64
17,691.29
10,101.21
10,920.87
17,534.54
16,553.88
33,947.91
17,076.96
325.29
1,334.41
2,965.69
2,196.53
118.10
467.87
646.04
521.17
184.02
2,513.33
1,461.49
736.00
1,192.36
2,093.52
1,137.78
808.89
2,459.72
4,856.19
316.39
746.67
1,047.20
467.41
569.62
1,228.13
529.07
1,599.56
10,067.12
918.33
1,140.71
4,930.53
511.11
1,012.00
894.09
1,432.09
963.49
1,951.63
2,700.00
1,186.67
302.92
2,549.56
1,617.78
533.33
3,460.00
1,511.11
573.18
920.00
1,862.32
1,755.56
4,525.97
643.48
2,121.90
244.27
243.19
701.25
1,350.56
Par Value
Cost
% of MV
858,791.6300
753,947.9400
1,049,170.6800
840,000.0000
680,000.0000
750,000.0000
3,156,876.2900
884,628.0900
4,880,293.9000
7,000,000.0000
7,000,000.0000
3,526,503.7600
1,409,470.6200
3,076,301.3400
2,023,215.9400
1,959,039.1000
5,886,920.8200
6,344,382.0700
650,000.0000
824,048.8000
2,855,000.0000
1,200,000.0000
1,094,383.7700
870,000.0000
1,840,000.0000
1,255,000.0000
752,808.3500
6,500,000.0000
5,627,137.2700
16.4700
2,400,000.0000
5,000,000.0000
2,500,000.0000
4,000,000.0000
2,000,000.0000
7,000,000.0000
7,021,000.0000
2,000,000.0000
1,750,000.0000
4,620,000.0000
1,960,000.0000
1,930,000.0000
5,050,000.0000
1,860,000.0150
5,900,000.0000
6,305,082.8800
1,900,000.0000
3,019,521.9000
8,038,901.5200
4,000,000.0000
1,650,000.0000
3,825,000.0000
5,653,000.0000
2,611,861.5700
3,956,000.0000
7,500,000.0000
3,000,000.0000
1,585,052.2800
3,725,000.0000
4,000,000.0000
2,000,000.0000
4,000,000.0000
4,000,000.0000
2,187,000.0000
3,000,000.0000
3,463,000.0000
5,000,000.0000
5,542,000.0000
2,453,952.2300
7,021,000.0000
855,000.0000
1,000,000.0000
3,000,000.0000
3,575,000.0000
858,791.63
753,947.94
1,049,170.68
840,000.00
680,000.00
744,888.71
3,160,481.40
935,020.28
4,880,293.90
7,000,000.00
7,000,000.00
4,009,916.21
1,510,803.55
2,967,092.84
1,885,508.98
1,978,580.80
5,981,444.99
6,344,382.07
648,925.01
831,613.21
2,886,633.02
1,253,461.83
1,097,059.60
869,943.48
1,839,804.51
1,256,307.71
753,040.19
6,504,393.20
5,638,509.04
16.27
2,399,999.70
5,000,000.00
2,500,000.00
3,999,848.18
1,999,986.24
7,072,117.65
7,034,384.44
2,000,000.00
1,749,818.10
4,620,000.00
1,960,299.41
1,930,000.00
5,050,000.00
1,859,788.68
5,899,688.48
6,304,996.77
1,900,000.00
3,019,472.40
8,051,170.54
3,999,927.46
1,656,544.85
3,825,000.00
5,652,858.90
2,616,112.32
3,957,778.97
7,499,921.52
2,999,891.36
1,585,002.79
3,754,999.19
3,999,889.56
2,000,000.00
3,999,993.84
4,000,000.00
2,191,568.01
2,999,355.29
3,486,132.08
5,009,520.37
5,541,624.40
2,453,900.66
7,014,719.59
855,000.00
1,000,000.00
3,000,000.00
3,580,349.99
0.0042%
0.0035%
0.0050%
0.0040%
0.0032%
0.0035%
0.0147%
0.0044%
0.0233%
0.0333%
0.0336%
0.0186%
0.0071%
0.0138%
0.0091%
0.0094%
0.0284%
0.0303%
0.0030%
0.0039%
0.0134%
0.0058%
0.0051%
0.0041%
0.0086%
0.0058%
0.0035%
0.0302%
0.0262%
0.0000%
0.0112%
0.0232%
0.0116%
0.0186%
0.0093%
0.0327%
0.0327%
0.0093%
0.0081%
0.0215%
0.0091%
0.0090%
0.0235%
0.0086%
0.0274%
0.0293%
0.0088%
0.0140%
0.0374%
0.0186%
0.0077%
0.0178%
0.0263%
0.0121%
0.0185%
0.0348%
0.0140%
0.0074%
0.0173%
0.0185%
0.0093%
0.0186%
0.0186%
0.0102%
0.0139%
0.0162%
0.0232%
0.0257%
0.0114%
0.0326%
0.0040%
0.0046%
0.0139%
0.0166%
Stated
Security ID
34528QCE2
34528QDF8
92867QAB7
13975HAC0
31679JAC7
02005ABS6
02005ABT4
89236RAC3
31679JAC7
92867QAD3
44890KAC0
44890RAB7
78446JAA4
83149VAA7
44890RAC5
89236RAD1
81375WBM7
28140VAB9
66704JBE7
78443GAD7
00104UAA6
14041NDL2
15200WAB1
161571GL2
254683AC9
254683AR6
254683AT2
29365YAA1
29366AAA2
161571FX7
161571GC2
254683BE4
36159JBT7
073247BJ6
78442GPY6
15200WAB1
17305EDE2
254683AV7
254683BA2
36159JDQ1
14041NCK5
17305ECP8
254683AX3
254683BK0
00110AAD6
14041NDG3
14041NDX6
161571BV5
161571FY5
254683AW5
254683BB0
254683BC8
254683BG9
36159JDL2
17305EDY8
17305EEK7
17305EFH3
15200WAB1
05522RCQ9
17305EEE1
17305EDY8
78442GHP4
78442GKM7
78442GKS4
78442GPG5
78442GRG3
78442GRU2
14041NEN7
161571GJ7
17305EFJ9
17305EFB6
17305EFB6
17305EFF7
17305EFN0
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED

VOLKSWAGEN AUTO LEASE TR A A2A
CAPITAL AUTO RECEIVABLES 2 A3
VOLKSWAGEN AUTO LEASE TRU A A3
HYUNDAI AUTO RECEIVABLES C A3
HYUNDAI AUTO RECEIVABLES A A2
HYUNDAI AUTO RECEIVABLES A A3
SECURITIZED ASSET BACKE OP2 A2
EDUCATION FUNDING CAPITAL 1 A2
NORTHSTAR EDUCATION FINAN 1 A1
AEP TEXAS CENTRAL TRANSIT 1 A1
CENTERPOINT ENERGY TRANSI 1 A2
CHASE ISSUANCE TRUST A3 A3
DISCOVER CARD MASTER TRU A1 A1
DISCOVER CARD MASTER TRUS A3 A
ENTERGY ARKANSAS RESTORAT A A1
ENTERGY LOUISIANA INVESTM A A1
CHASE ISSUANCE TRUST A5 A
DISCOVER CARD EXECUTION A5 A5
GE CAPITAL CREDIT CARD MAS 4 A
BAYVIEW FINANCIAL ACQUISI C A1
CAPITAL ONE MULTI-ASSET E A9 A
AEP TEXAS CENTRAL TRANSIT A A4
BA CREDIT CARD TRUST A1 A
CAPITAL ONE MULTI-ASSET E A1 A
CITIBANK CREDIT CARD I A11 A11
Coupon
0.54
0.56
0.52
1.26
0.68
0.96
1.54
0.55
0.68
0.80
0.53
0.46
0.76
0.68
0.79
0.69
0.86
0.39
0.34
0.30
0.88
0.24
2.16
0.36
5.65
0.37
0.81
2.30
2.04
0.47
1.01
1.04
3.80
0.79
0.37
2.16
5.30
0.86
0.69
1.35
0.25
4.55
0.36
2.12
5.17
0.21
5.75
0.20
0.26
0.53
0.46
0.34
0.59
1.76
5.65
1.36
3.72
2.16
0.54
5.35
5.65
0.43
0.46
0.44
0.35
0.34
0.32
0.43
1.15
0.40
0.58
0.58
0.59
1.02
Maturity
1/15/2018
2/15/2019
10/20/2016
5/21/2018
4/16/2018
9/15/2016
9/15/2016
1/17/2017
4/16/2018
4/20/2017
4/17/2017
1/16/2017
11/25/2027
3/25/2026
7/16/2018
11/15/2018
8/25/2034
12/15/2022
10/28/2026
4/25/2022
12/1/2018
12/16/2019
10/15/2021
5/15/2018
3/16/2020
3/15/2017
8/15/2017
8/1/2021
9/1/2023
5/15/2017
10/15/2018
4/15/2019
11/15/2017
5/28/2044
10/27/2031
10/15/2021
3/15/2018
11/15/2017
8/15/2018
3/15/2021
8/15/2018
6/20/2017
1/16/2018
12/15/2021
1/1/2020
11/15/2019
7/15/2020
3/15/2019
5/15/2017
11/15/2019
8/17/2020
10/15/2018
7/15/2021
9/15/2022
9/20/2019
5/22/2017
9/8/2025
10/15/2021
6/15/2021
2/7/2020
9/20/2019
3/15/2019
1/25/2023
4/25/2023
1/25/2027
10/25/2019
10/25/2022
11/15/2019
1/15/2019
2/7/2018
7/24/2020
7/24/2020
9/10/2020
2/22/2019
Income
Market Value
Receivable
5,104,998.00
1,617,067.20
3,340,633.02
560,302.40
559,535.20
1,877,356.63
1,000,490.00
976,150.50
3,497,095.00
5,000,450.00
5,486,917.88
6,515,912.10
785,398.05
2,677,864.56
3,995,760.00
2,994,450.00
20,003.38
64,995.33
18,853.35
146,481.13
1,529,519.40
2,637,651.00
2,512,700.00
2,598,206.00
1,443,941.65
4,000,240.00
2,966,334.40
2,716,448.83
1,311,024.53
6,993,634.80
8,847,388.15
8,856,018.00
1,440,124.40
129,849.02
2,350,448.90
2,010,160.00
1,873,585.00
3,009,660.00
3,500,420.00
1,968,260.00
2,897,767.00
3,182,625.60
3,001,320.00
3,747,786.65
488,430.00
5,868,907.00
456,641.55
1,744,050.00
4,998,900.00
5,020,400.00
4,175,584.50
2,999,790.00
5,002,350.00
608,381.25
337,986.00
201,494.00
1,060,970.00
326,651.00
1,850,185.00
2,255,340.00
3,153,409.38
813,571.64
2,656,735.89
919,379.30
2,846,167.90
1,039,377.02
817,626.13
3,847,228.00
5,005,300.00
4,729,063.50
7,540,650.00
517,791.30
3,512,775.00
1,621,522.50
1,288.46
423.26
530.40
215.60
169.24
846.47
684.44
446.88
1,057.78
1,222.22
1,291.52
1,331.96
115.00
349.25
1,404.44
920.00
3.55
55.01
6.17
47.09
3,357.87
294.08
20,405.67
435.86
3,226.78
689.44
1,065.60
20,430.97
6,696.34
1,460.13
3,970.42
4,090.67
2,415.11
11.37
951.67
16,324.53
42,768.06
1,146.67
1,073.33
1,200.00
335.51
27,638.72
502.92
5,724.82
3,877.50
571.15
1,035.00
161.15
602.08
1,239.58
897.05
474.58
1,381.25
488.89
7,580.42
90.37
18,600.00
2,652.74
467.38
7,133.33
70,725.29
759.32
1,302.88
431.58
1,078.33
378.08
280.08
2,875.01
2,555.56
1,307.58
958.33
65.81
1,255.53
414.38
Par Value
Cost
% of MV
5,100,000.0000
1,615,000.0000
3,338,196.1400
560,000.0000
560,000.0000
1,877,000.0000
1,000,000.0000
975,000.0000
3,500,000.0000
5,000,000.0000
5,482,860.5600
6,515,000.0000
783,330.0600
2,660,940.9800
4,000,000.0000
3,000,000.0000
21,323.9700
65,000.5260
18,929.0650
146,710.3600
1,526,131.3900
2,650,000.0000
2,500,000.0000
2,600,000.0000
1,285,000.0000
4,000,000.0000
2,960,000.0000
2,664,909.4800
1,313,007.1700
6,990,000.0000
8,845,000.0000
8,850,000.0000
1,430,000.0000
130,222.7600
2,410,000.0000
2,000,000.0000
1,750,000.0000
3,000,000.0000
3,500,000.0000
2,000,000.0000
2,900,000.0000
3,080,000.0000
3,000,000.0000
3,739,000.0000
450,000.0000
5,900,000.0000
405,000.0000
1,750,000.0000
5,000,000.0000
5,000,000.0000
4,175,000.0000
3,000,000.0000
5,000,000.0000
625,000.0000
300,000.0000
200,000.0000
1,000,000.0000
325,000.0000
1,850,000.0000
2,000,000.0000
2,799,000.0000
813,880.9100
2,659,581.6400
920,649.8000
2,885,000.0000
1,040,917.5800
818,698.6300
3,850,000.0000
5,000,000.0000
4,725,000.0000
7,500,000.0000
515,000.0000
3,500,000.0000
1,625,000.0000
5,102,750.00
1,615,000.00
3,338,196.14
559,933.70
559,929.72
1,890,930.86
999,738.10
974,992.49
3,499,615.92
4,999,659.44
5,485,690.97
6,515,000.00
786,845.53
2,674,837.01
4,000,000.00
2,997,207.67
21,323.97
64,476.83
18,721.91
145,564.96
1,526,127.33
2,629,039.36
2,500,000.00
2,600,000.00
1,283,807.11
4,000,000.00
2,959,636.57
2,726,754.81
1,312,810.70
6,992,714.06
8,843,315.16
8,849,183.50
1,472,277.69
130,596.69
2,346,360.74
2,000,000.00
1,886,983.95
2,999,822.21
3,499,624.38
2,002,633.45
2,894,654.30
3,264,414.26
3,004,299.38
3,757,953.63
495,169.83
5,858,067.91
437,755.29
1,742,703.49
4,996,983.19
5,003,047.50
4,173,531.25
2,999,699.36
5,005,211.30
608,950.94
299,059.11
202,610.21
999,937.06
324,999.45
1,850,000.00
2,251,149.05
3,172,127.14
812,967.26
2,655,558.48
916,568.20
2,843,073.75
1,038,559.86
818,042.25
3,850,000.00
5,008,366.79
4,725,000.00
7,532,590.80
517,244.67
3,513,754.75
1,624,389.94
0.0237%
0.0075%
0.0155%
0.0026%
0.0026%
0.0087%
0.0046%
0.0045%
0.0162%
0.0232%
0.0255%
0.0303%
0.0036%
0.0124%
0.0186%
0.0139%
0.0001%
0.0003%
0.0001%
0.0007%
0.0071%
0.0122%
0.0117%
0.0121%
0.0067%
0.0186%
0.0138%
0.0126%
0.0061%
0.0325%
0.0411%
0.0411%
0.0067%
0.0006%
0.0109%
0.0093%
0.0087%
0.0140%
0.0163%
0.0091%
0.0135%
0.0148%
0.0139%
0.0174%
0.0023%
0.0273%
0.0021%
0.0081%
0.0232%
0.0233%
0.0194%
0.0139%
0.0232%
0.0028%
0.0016%
0.0009%
0.0049%
0.0015%
0.0086%
0.0105%
0.0146%
0.0038%
0.0123%
0.0043%
0.0132%
0.0048%
0.0038%
0.0179%
0.0232%
0.0220%
0.0350%
0.0024%
0.0163%
0.0075%
Stated
Security ID
Accounting Type
Description
02582JGD6
17305EFR1
161571FQ2
36159JDH1
981464DG2
981464DM9
02587AAC8
161571GK4
02582JGN4
161571FS8
161571FT6
161571FW9
161571GA6
161571GH1
17305EFA8
02582JGN4
17305EFA8
14041NEP2
64352VHW4
03072SJG1
36228FVH6
61744CBX3
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
999F36772
CASH AND CASH EQUIVALENTS

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
ASSET BACKED
CASH
CASH
CASH
CASH
CASH
CASH
CASH
CERTIFICATE OF DEPOSIT
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC

CITIBANK CREDIT CARD 14-A5 A5
WORLD FINANCIAL NETWORK CR C A
WORLD FINANCIAL NETWORK CR D A
NEW CENTURY HOME EQUITY L 3 M2
AMERIQUEST MORT SEC INC A 8 M1
GSAMP TRUST 2003-SEA SEA A1
MORGAN STANLEY ABS CAPI NC3 M2
CASH
CASH
CASH
CASH
CASH
CASH
LEHMAN PROXY WAMCO - REC
CERTIFICATE OF DEPOSIT
CAPITAL AUTO RECEIVABLES 3 A3
BANC OF AMERICA MORTGAGE A 2A1
GSR MORTGAGE LOAN TRUST 9 4A1
KIDDER PEABODY MORTGAGE A B A2
GRANITE MASTER ISSUER PLC 3 A4
GRANITE MASTER ISSUER PL 1 2A1
PROVIDENT FUNDING MORTGA 1 1A1
NCUA GUARANTEED NOTES TR C1 A2
CREDIT SUISSE FIRST BOS 19 1A2
NCUA GUARANTEED NOTES TR R2 1A
VENDEE MORTGAGE TRUST 201 1 DA
FHLMC MULTICLASS MTG 1416 Z
FHLMC MULTICLASS MTG 1760 ZB
FNMA GTD REMIC P/T 12-153 B
FNMA GTD REMIC P/T 13-M7 A2
FHLMC MULTICLASS MTG K019 A2
FHLMC MULTICLASS MTG KP01 A2
FHLMC MULTICLASS MTG 3820 DA
FHLMC MULTICLASS MTG 4246 PT
FHLMC MULTICLASS CTFS 4248 LM
FHLMC MULTICLASS MTG 4273 PD
GNMA GTD REMIC P/T 01-48 SA
GNMA GTD REMIC P/T 01-51 SA
GNMA GTD REMIC P/T 01-51 SB
GNMA GTD REMIC P/T 09-61 AZ
FHLMC MULTICLASS MTG 1534 K
FNMA GTD REMIC P/T 02-74 LE
FNMA GTD REMIC P/T 92-160 AQ
FNMA GTD REMIC P/T 13-M4 ASQ2
FHLMC MULTICLASS MTG 3863 AL
FNMA GTD REMIC P/T 02-W1 2A
FNMA GTD REMIC P/T 03-78 FI
FNMA GTD REMIC P/T 03-76 FJ
FNMA GTD REMIC P/T 05-62 JE
FNMA GTD REMIC P/T 05-59 DF
FNMA GTD REMIC P/T 07-54 FA
FHLMC MULTICLASS MTG 3591 FP
13975JAC6
05949AH86
36242DBM4
493915AD4
38741YCA5
38741YDF3
743873AW1
62888XAB0
22541QLY6
62888UAA8
92261WAA8
312913EC6
3133T5WZ2
3136ABDT7
3136AEGQ4
3136A9EA2
3136A9MN5
3137ASNJ9
3137ATRW4
3137ATSC7
3137A83K2
3137B1UG5
3137B4PT7
3137B4UY0
3137B6ZM6
3137B66C0
38373RJ34
38373RYW3
38373RYX1
38376FBA9
312916UP2
31392FPA9
31358P3S4
3136AC3C3
3137AAWW9
3137A6AZ5
3137BAH96
31392CMS0
31393D3G4
31393D5K3
31394EPP7
31394ETW8
31396WFQ4
31398KKF6
Coupon
0.68
2.68
2.16
1.36
2.23
2.15
0.31
2.77
0.53
0.31
0.42
0.44
0.58
0.58
0.43
0.53
0.43
1.26
1.13
1.21
0.56
1.81
Maturity
3/15/2018
6/7/2023
9/16/2024
8/17/2020
8/15/2022
4/17/2023
3/15/2018
3/15/2023
12/15/2021
10/16/2017
12/16/2019
4/15/2020
7/15/2020
11/16/2020
5/26/2020
12/15/2021
5/26/2020
1/15/2020
11/25/2034
10/25/2033
2/25/2033
3/25/2034
0.00
1.48
3.07
2.66
9.50
0.24
0.30
2.50
2.90
5.25
0.53
3.75
7.00
1.81
7.00
2.28
7.00
2.30
2.27
2.37
1.72
4.00
2.64
6.50
6.50
3.03
6.50
25.98
31.83
25.98
5.50
7.25
5.00
18.00
1.45
3.50
3.32
2.06
6.55
0.56
0.56
5.00
0.36
0.56
0.76
03/31/2012
11/20/2018
2/25/2035
8/25/2034
4/22/2018
12/20/2054
12/20/2054
5/25/2035
10/29/2020
7/25/2033
11/6/2017
2/15/2035
11/15/2022
5/15/2024
7/25/2042
12/27/2022
10/25/2042
9/25/2022
3/25/2022
5/25/2022
1/25/2019
11/15/2035
1/25/2023
2/15/2036
5/15/2041
10/25/2020
11/15/2043
10/16/2031
10/16/2031
10/16/2031
8/20/2039
6/15/2023
11/25/2017
8/25/2022
2/25/2018
5/15/2026
7/25/2020
3/25/2020
2/25/2042
1/25/2033
4/25/2032
6/25/2035
5/25/2035
6/25/2037
6/15/2039
Income
Market Value
3,005,460.00
8,050,425.60
3,832,560.00
2,483,200.00
2,519,625.00
2,164,364.25
5,001,950.00
8,718,066.88
8,255,610.00
3,201,056.00
1,997,540.00
1,997,600.00
2,027,898.20
4,008,440.00
4,082,638.00
1,601,088.00
1,472,345.00
2,002,980.00
90,809.82
76,876.02
106,172.46
13,713.75
-1,977.38
-26,643.92
-11,894.40
3,558,962.04
513,724.55
37.29
171,306.28
543,200,000.00
569,287.50
239,252.73
1,367,001.83
223.56
6,590,704.38
930,727.46
738,299.04
1,864,131.80
619.73
2,129,712.58
2,974,892.70
305,106.33
199,820.56
1,169,322.17
3,100,544.00
353,747.29
980,150.00
8,730,633.00
1,971,880.00
3,098,853.00
4,022,920.06
6,583,236.00
2,400,797.36
4,425,917.53
3,767,004.00
2,002,317.14
34,981.08
89,011.72
91,037.02
1,982,790.93
58,761.58
531,163.08
15,408.19
6,109,503.71
3,150,016.54
3,488,722.15
3,046,635.56
527,690.01
99,875.67
262,478.96
316,029.20
792,063.28
2,649,645.18
288,903.36
Receivable
906.67
47,998.80
3,840.00
1,511.11
2,477.78
2,078.33
720.14
10,553.08
2,045.31
460.89
391.94
410.83
548.49
1,086.11
390.82
396.67
140.94
1,120.00
20.96
19.77
12.28
5.37
621.29
3,071.80
8.43
522.07
92.43
1,532.17
581.61
100.57
777.62
8,860.77
1,585.63
314.34
6,011.69
6,080.00
1,820.35
1,917.50
16,850.67
3,955.00
4,443.33
12,567.46
14,503.50
11,342.72
21,036.22
9,102.00
9,688.93
233.23
666.46
606.90
8,296.40
1,078.26
2,107.87
188.03
7,408.76
8,602.09
9,171.54
5,133.68
2,462.35
9.23
24.25
1,174.63
46.92
244.60
96.21
Par Value
Cost
% of MV
3,000,000.0000
7,960,000.0000
4,000,000.0000
2,500,000.0000
2,500,000.0000
2,175,000.0000
5,000,000.0000
8,572,000.0000
8,250,000.0000
3,200,000.0000
2,000,000.0000
2,000,000.0000
2,020,000.0000
4,000,000.0000
4,090,000.0000
1,600,000.0000
1,475,000.0000
2,000,000.0000
95,394.4800
84,375.3000
113,798.0700
15,310.4800
0.0000
0.0000
0.0000
0.0000
0.0000
0.0000
658,870.3100
543,200,000.00
570,000.0000
242,827.1500
1,388,143.2500
3,547.5100
6,650,559.4120
938,422.5270
734,465.1300
1,805,000.0000
22,987.0600
2,125,207.1400
2,835,445.4900
271,821.7600
195,444.5600
1,030,575.7540
3,200,000.0000
312,059.2860
1,000,000.0000
8,900,000.0000
2,000,000.0000
3,100,000.0000
3,770,238.6670
6,600,000.0000
2,094,041.2590
3,883,610.2000
3,600,000.0000
1,788,725.4400
21,542.3300
50,253.9000
56,056.5900
1,810,123.2750
334,862.0000
505,888.8700
12,535.4400
6,125,982.6000
2,949,288.0000
3,315,015.3500
2,991,942.8400
451,414.5000
99,747.0000
262,125.0900
281,912.1900
793,086.3600
2,644,277.3000
286,721.4100
3,000,000.00
7,956,561.43
3,999,201.81
2,499,261.15
2,499,230.08
2,175,000.00
5,007,352.72
8,618,065.35
8,259,084.75
3,200,000.00
2,004,145.31
2,003,969.77
2,028,334.71
4,013,865.58
4,086,572.27
1,604,625.00
1,475,000.00
1,999,909.61
95,920.12
84,863.09
112,207.25
15,367.87
-1,977.38
-26,643.92
-11,894.40
3,558,962.04
513,724.55
37.29
658,870.31
543,200,000.00
569,904.13
238,945.39
1,383,174.78
969.98
6,507,510.67
923,163.87
727,581.78
1,801,985.18
828.81
2,125,207.15
2,850,319.20
284,586.93
187,459.06
1,147,879.11
3,161,911.42
347,578.41
1,008,153.84
9,007,061.83
2,037,920.52
3,143,820.71
3,887,405.56
6,683,852.51
2,378,493.79
4,405,303.39
3,665,571.23
2,012,873.95
23,474.61
56,899.95
62,547.31
1,977,150.08
80,274.78
499,997.45
12,535.44
6,169,837.66
2,826,366.78
3,336,831.12
3,048,787.48
469,681.18
99,980.78
262,635.54
273,975.84
788,874.07
2,650,147.51
287,027.44
0.0140%
0.0374%
0.0178%
0.0115%
0.0117%
0.0100%
0.0232%
0.0405%
0.0383%
0.0149%
0.0093%
0.0093%
0.0094%
0.0186%
0.0190%
0.0074%
0.0068%
0.0093%
0.0004%
0.0004%
0.0005%
0.0001%
0.0000%
-0.0001%
-0.0001%
0.0165%
0.0024%
0.0000%
0.0008%
2.5223%
0.0026%
0.0011%
0.0063%
0.0000%
0.0306%
0.0043%
0.0034%
0.0087%
0.0000%
0.0099%
0.0138%
0.0014%
0.0009%
0.0054%
0.0144%
0.0016%
0.0046%
0.0405%
0.0092%
0.0144%
0.0187%
0.0306%
0.0111%
0.0206%
0.0175%
0.0093%
0.0002%
0.0004%
0.0004%
0.0092%
0.0003%
0.0025%
0.0001%
0.0284%
0.0146%
0.0162%
0.0141%
0.0025%
0.0005%
0.0012%
0.0015%
0.0037%
0.0123%
0.0013%
Stated
Security ID
62888VAA6
62888VAB4
31282YC49
31282YEC9
31339GVT5
31359HTR5
3136A2H71
3136A9ZT8
3136FA5Y2
3136FA6T2
3136FA6U9
3136FCHS8
3136FCHT6
3136FCHU3
3136FCZD1
313603LL4
31364HJR9
3137ABFZ9
3137A1S87
31392GWB7
31393AQ34
31393CMN0
31393DB26
31393FA97
31393RN97
31393YAZ8
31393Y6U4
31394AK21
31394AQK5
31394B4N1
31394CKG6
31394DR85
31394EJ66
31394EYQ5
31394FUZ6
31394TKT1
31395BGE7
31395MDV8
31395MD48
31395MTC3
31395TAM6
31395TC51
31395UA27
31395UF63
31396AAK0
31396EU61
31396HGT0
31396W3J3
31396XQS6
31397GJZ4
31397MZT7
31397T5F5
31397YCP4
31398LPG7
31398TJQ5
31398TJ93
38373SQM2
38375GSB8
38375GWD9
38377USX7
38377WK29
38377YA75
38378ARW3
38378AVU2
38378D3Q6
38378EQG1
38378HAX4
3136AANZ4
3136AB5U3
3136A0J81
3136A0UQ8
3136A1UG8
3136A13T0
3136A35Y3
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC

FHLMC MULTICLASS MTG
FHLMC MULTICLASS MTG 2380 SI
FNMA GTD REMIC P/T 94-75 K
FNMA GTD REMIC P/T 11-124 IC
FNMA GTD REMIC P/T 12-126 SJ
FNMA GTD REMIC P/T
FNMA GTD REMIC P/T
FNMA GTD REMIC P/T
FNMA GTD REMIC P/T
FNMA GTD REMIC P/T
FNMA GTD REMIC P/T
FNMA GTD REMIC P/T
FNMA GTD REMIC P/T CTF 89-94G
FNMA GTD REMIC P/T
FHLMC MULTICLASS MTG 3882 AI
FHLMC MULTICLASS MTG 3731 IO
FNMA GTD REMIC P/T 03-73 SM
FHLMC MULTICLASS MTG 2530 QI
FHLMC MULTICLASS MTG 2637 SI
FNMA GTD REMIC P/T 04-31 SG
FNMA GTD REMIC P/T 04-49 SQ
FNMA GTD REMIC P/T 04-66 SE
FNMA GTD REMIC P/T 04-64 SW
FNMA GTD REMIC P/T 05-5 SD
FNMA GTD REMIC P/T 05-12 SC
FNMA GTD REMIC P/T 05-45 SR
FNMA GTD REMIC P/T 05-67 SM
FNMA GTD REMIC P/T 05-65 KI
FNMA GTD REMIC P/T 05-89 S
FHLMC MULTICLASS MTG 2763 KS
FNMA GTD REMIC P/T 06-3 SA
FHLMC MULTICLASS MTG 2934 KI
FHLMC MULTICLASS MTG 2934 HI
FHLMC MULTICLASS MTG 2922 SE
FHLMC MULTICLASS MTG 2965 SA
FHLMC MULTICLASS MTG 2967 JI
FHLMC MULTICLASS MTG 2981 SU
FHLMC MULTICLASS MTG 2980 SL
FHLMC MULTICLASS MTG 3031 BI
FHLMC MULTICLASS MTG 3065 DI
FHLMC MULTICLASS MTG 3114 GI
FNMA GTD REMIC P/T 07-75 JI
FNMA GTD REMIC P/T 07-85 SI
FHLMC MULTICLASS MTG 3308 S
FNMA GTD REMIC P/T 08-87 AS
FHLMC MULTICLASS MTG 3424 XI
FHLMC MULTICLASS MTG 3489 SD
FHLMC MULTICLASS MTG 3606 SN
FNMA GTD REMIC P/T 10-105 IO
GNMA GTD REMIC P/T 03-11 S
GNMA GTD REMIC P/T 12-101 AI
GNMA GTD REMIC P/T 12-103 IB
GNMA GTD REMIC P/T 11-32 KS
GNMA GTD REMIC P/T 11-94 IS
GNMA GTD REMIC P/T 11-135 QI
GNMA GTD REMIC P/T 11-167 IO
GNMA GTD REMIC P/T 11-157 SG
GNMA GTD REMIC P/T 12-34 KS
GNMA GTD REMIC P/T 12-69 QI
GNMA GTD REMIC P/T 12-96 IC
FNMA GTD REMIC P/T 12-132 PD
FNMA GTD REMIC P/T 13-2 LD
FNMA GTD REMIC P/T 11-86 NA
FNMA GTD REMIC P/T 11-70 NK
FNMA GTD REMIC P/T 11-108 BA
FNMA GTD REMIC P/T 11-118 CD
FNMA GTD REMIC P/T 12-21 PA
Coupon
0.61
1.84
6.00
4.50
7.75
7.00
3.50
4.85
4.50
4.00
4.00
5.00
5.00
5.00
5.00
7.50
9.00
5.00
5.00
6.59
7.03
5.85
6.45
6.85
5.85
6.95
6.90
6.35
6.90
6.55
6.60
6.57
6.00
6.85
6.55
6.50
6.00
5.00
5.00
6.60
5.90
5.00
7.65
6.55
6.54
6.47
6.45
6.39
6.31
7.05
7.50
6.42
7.65
6.10
6.40
5.00
6.40
3.50
3.50
11.79
6.55
4.50
5.00
6.44
5.90
4.00
3.00
2.00
2.00
4.00
3.00
3.00
3.50
2.00
Maturity
10/7/2020
10/7/2020
5/1/2031
9/15/2035
6/15/2031
4/25/2024
9/25/2021
11/25/2042
10/25/2033
9/25/2018
11/25/2018
4/25/2034
4/25/2034
4/25/2034
4/25/2036
12/25/2019
12/25/2016
6/15/2026
7/15/2019
12/25/2042
10/25/2042
6/25/2018
4/25/2018
1/15/2032
6/15/2018
8/25/2033
7/25/2034
9/25/2034
8/25/2034
1/25/2035
3/25/2035
6/25/2035
8/25/2035
8/25/2035
10/25/2035
10/15/2018
3/25/2036
2/15/2020
2/15/2020
2/15/2035
5/15/2032
4/15/2020
5/15/2030
11/15/2034
8/15/2035
4/15/2035
2/15/2036
8/25/2037
9/25/2037
3/15/2032
7/25/2033
5/15/2036
6/15/2032
12/15/2039
7/25/2040
8/25/2020
2/16/2033
8/20/2027
4/20/2040
6/16/2034
6/16/2036
6/16/2041
12/16/2020
12/20/2041
3/16/2042
3/16/2041
8/20/2027
10/25/2042
8/25/2042
1/25/2041
4/25/2037
8/25/2037
10/25/2039
3/25/2041
Income
Market Value
Receivable
3,041,183.90
402,655.51
8,781.58
28,077.75
25,088.63
1,852,191.94
65,890.09
666,616.42
46,851.00
22,906.41
12,225.44
53,941.62
38,943.59
29,209.31
45,103.87
31,287.14
329.93
52,474.50
53,595.82
482,824.07
1,449,971.47
15,244.74
16,759.47
62,639.27
16,388.01
39,062.35
80,760.78
91,786.12
333,044.33
106,164.23
106,913.50
280,728.34
55,179.66
732,899.75
418,994.00
5,890.41
130,891.01
11,767.77
17,396.62
92,776.62
225,946.24
29,255.87
58,039.10
142,525.78
185,095.76
135,556.34
117,180.63
86,359.95
63,454.08
299,839.08
124,245.74
159,605.96
122,031.86
283,938.26
65,915.38
93,225.04
255,128.35
77,084.23
161,609.31
355,385.81
205,605.54
67,413.17
79,784.70
865,358.92
449,310.08
265,899.89
86,463.11
2,275,278.70
9,393,963.79
2,833,067.92
4,019,350.58
7,835,842.93
4,184,039.19
7,542,509.35
1,275.10
551.28
171.95
757.66
332.30
9,596.71
2,669.53
3,367.07
1,108.60
1,294.40
721.52
1,401.14
831.13
681.21
998.56
178.88
31.99
2,735.10
3,328.60
2,251.98
7,395.74
248.26
433.17
965.56
704.84
431.73
462.56
529.48
1,897.77
723.25
714.51
1,326.73
302.85
4,152.55
2,049.47
465.34
696.65
556.87
789.01
1,384.97
3,183.71
1,313.71
866.68
1,813.45
2,830.37
2,469.40
2,030.35
553.02
404.00
3,864.93
657.59
2,899.17
1,943.55
5,020.28
405.09
4,491.65
4,399.78
2,269.85
3,345.59
8,465.05
3,388.76
1,438.08
4,862.31
7,103.36
5,215.59
5,651.91
1,974.04
3,920.93
16,349.33
9,099.33
9,794.69
18,879.73
11,688.90
12,857.44
Par Value
Cost
% of MV
3,025,451.5500
399,479.6510
34,389.0100
202,041.8300
96,535.5700
1,645,149.8300
915,267.2900
4,169,740.5300
295,627.1800
388,320.6000
216,456.0400
336,273.4200
199,470.9300
163,491.0200
239,655.3200
28,621.0900
4,265.4000
656,423.5100
798,864.5700
410,034.7100
1,261,832.2800
254,843.4700
403,259.6300
317,385.8300
271,324.6700
372,981.4700
402,515.8300
500,687.9900
1,651,432.1800
663,029.1600
650,048.6500
1,212,544.6500
303,101.6600
3,639,929.2100
1,878,812.6100
161,204.3700
697,230.1100
133,648.6900
189,361.2800
472,506.3200
1,215,156.7300
315,291.2200
255,072.0900
623,417.8200
974,495.9400
859,420.1800
708,810.9800
519,270.9400
384,453.7000
1,234,362.8500
526,420.3800
1,016,857.5700
572,006.4900
1,853,261.9000
380,069.1000
1,077,995.3600
1,651,209.3300
778,235.5300
1,147,060.1700
1,723,166.2500
1,242,629.8600
383,486.9600
1,166,954.7900
3,607,315.5100
2,123,393.5500
1,695,573.8400
789,617.4200
2,352,560.3100
9,809,596.3900
2,729,799.6000
3,917,877.5500
7,551,891.8000
4,007,623.6000
7,714,464.7700
3,034,082.05
399,456.70
37,947.36
25,229.83
31,082.33
1,631,418.93
107,122.23
888,835.33
36,294.49
8,422.78
7,525.16
38,722.02
25,617.67
19,578.05
33,863.08
28,975.25
477.49
62,079.31
80,153.17
451,624.30
1,351,371.45
84,571.08
19,834.97
44,886.01
19,299.76
82,960.28
98,383.15
114,585.28
399,129.80
125,618.90
142,466.69
272,630.56
61,793.88
873,127.31
432,216.55
19,208.72
147,493.17
14,180.29
23,043.13
76,000.15
179,474.16
32,120.28
66,337.58
96,505.04
222,301.38
190,197.87
170,397.56
93,929.93
85,942.38
201,953.48
119,795.30
175,879.87
104,217.70
330,742.15
79,610.60
124,311.53
318,681.98
121,063.81
183,874.68
574,046.38
287,618.95
80,171.83
123,217.28
1,142,561.36
594,681.77
324,787.24
109,370.03
2,387,700.15
9,918,669.61
2,909,862.38
4,070,185.46
7,891,001.44
4,185,882.70
7,727,986.42
0.0141%
0.0019%
0.0000%
0.0001%
0.0001%
0.0086%
0.0003%
0.0031%
0.0002%
0.0001%
0.0001%
0.0003%
0.0002%
0.0001%
0.0002%
0.0001%
0.0000%
0.0002%
0.0002%
0.0022%
0.0067%
0.0001%
0.0001%
0.0003%
0.0001%
0.0002%
0.0004%
0.0004%
0.0015%
0.0005%
0.0005%
0.0013%
0.0003%
0.0034%
0.0019%
0.0000%
0.0006%
0.0001%
0.0001%
0.0004%
0.0010%
0.0001%
0.0003%
0.0007%
0.0009%
0.0006%
0.0005%
0.0004%
0.0003%
0.0014%
0.0006%
0.0007%
0.0006%
0.0013%
0.0003%
0.0004%
0.0012%
0.0004%
0.0008%
0.0017%
0.0010%
0.0003%
0.0004%
0.0040%
0.0021%
0.0012%
0.0004%
0.0106%
0.0436%
0.0132%
0.0187%
0.0364%
0.0194%
0.0350%
Stated
Security ID
3136A42X6
3136A47L7
3136A5XR2
3136A8Q94
3137AMFC6
3137ANMN2
3137APP61
3137AQSZ2
3137ARPX8
3137ATRW4
3137AUPE3
3137AVXN2
3137A1LC5
3137A4L39
3137A7NT3
3137A8PN2
3137BBBD1
3137B1UG5
3137B36J2
3137GAR58
31396NCK0
31397SNX8
31397SU28
31397UV63
31398GBN8
31398LXH6
31398MCH7
3129106U1
31358G2Y2
31358G6Y8
3136AAXW0
3136ABQF3
3136ABQH9
3136ACEL1
3136ACEQ0
3136ADXW4
3136A1KZ7
3136A35F4
3136A6Q56
3136A6X74
3136A65W0
3136A65Y6
3136FG5L7
3136FLEV4
3137AJMG6
3137APRB8
3137ARKV7
3137AXHQ9
3137A1NA7
3137B2FC9
3137B3FH6
31396NRF5
31397QCF3
31397UUU1
31398NM84
31398QHC4
31398W2M5
38375BA77
38375BJK9
38375BKL5
38375BLE0
38376G5V8
38377NEP5
38377YTW0
38378BB57
38378BF61
38378BN62
38378BSB6
38378KPD5
38378K6P9
38378NAL7
38378NEU3
38378NJA2
38378NJF1
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC

FNMA GTD REMIC P/T 12-48 PG
FNMA GTD REMIC P/T 12-30 PB
FNMA GTD REMIC P/T 12-108 MB
FHLMC MULTICLASS MTG 4023 PC
FHLMC MULTICLASS MTG 3710 AB
FHLMC MULTICLASS MTG 3770 EA
FHLMC MULTICLASS MTG 3740 PA
FHLMC MULTICLASS MTG 3145 AJ
FNMA GTD REMIC P/T 11-28 HA
FNMA GTD REMIC P/T 11-41 KA
FNMA GTD REMIC P/T 11-66 QA
FHLMC MULTICLASS MTG 3622 PA
FHLMC MULTICLASS MTG 1345 A
FNMA GTD REMIC P/T G-15 A
FNMA GTD REMIC P/T G-16 A
FNMA GTD REMIC P/T 13-9 BC
FNMA GTD REMIC P/T 13-9 CB
FNMA GTD REMIC P/T
FNMA GTD REMIC P/T
FNMA GTD REMIC P/T 13-26 HI
FNMA GTD REMIC P/T 11-99 KS
FNMA GTD REMIC P/T 12-75 AO
FNMA GTD REMIC P/T 12-74 PO
FNMA GTD REMIC P/T 407 C10
FNMA GTD REMIC P/T 409 C2 IO
FHLMC MULTICLASS MTG K016 X1
FHLMC MULTICLASS MTG 4042 EB
FHLMC MULTICLASS MTG 4057 UI
FHLMC MULTICLASS MTG 4206 CZ
FHLMC MULTICLASS MTG 4226 GZ
FHLMC MULTICLASS MTG R007 ZA
FNMA GTD REMIC P/T 10-150 SKIO
FNMA GTD REMIC P/T 11-59 NZ
FNMA GTD REMIC P/T 10-110 AE
FHLMC MULTICLASS MTG 3621 SB
GNMA GTD REMIC P/T 12-H30 GA
GNMA GTD REMIC P/T 10-H27 FA
GNMA GTD REMIC P/T 11-H06 FA
GNMA GTD REMIC P/T 11-H09 AF
GNMA GTD REMIC P/T 10-152 IN
GNMA GTD REMIC P/T 11-140 AI
GNMA GTD REMIC P/T 13-154 AB
GNMA GTD REMIC P/T 13-178 A
Coupon
2.00
2.50
2.25
2.00
2.00
2.22
2.79
1.67
1.44
2.37
2.40
2.36
2.00
4.00
2.92
3.43
3.39
2.64
3.32
4.00
5.50
5.00
4.00
3.50
4.00
4.50
3.00
0.00
0.00
0.00
6.00
6.50
5.50
6.00
6.00
3.00
6.55
6.50
0.00
6.45
0.00
6.50
5.00
3.00
1.72
6.50
3.00
1.02
1.81
3.00
3.00
6.00
6.38
5.50
9.75
1.36
6.08
0.51
0.54
0.61
0.66
0.94
4.00
4.00
0.83
0.85
0.86
0.93
0.77
2.90
2.90
1.22
2.25
0.94
Maturity
9/25/2041
7/25/2041
10/25/2040
10/25/2042
10/15/2041
12/25/2018
1/25/2022
10/25/2018
1/25/2019
5/25/2022
6/25/2022
7/25/2022
8/15/2020
1/15/2038
8/25/2020
10/25/2020
3/25/2024
1/25/2023
2/25/2023
3/15/2037
4/15/2036
11/25/2039
1/25/2041
7/25/2021
7/25/2039
10/15/2039
1/25/2040
7/15/2022
6/25/2021
6/25/2021
12/25/2042
7/25/2042
4/25/2042
2/25/2043
2/25/2043
4/25/2032
10/25/2026
6/25/2039
3/25/2042
7/25/2042
3/25/2042
3/25/2042
1/25/2038
4/25/2027
10/25/2021
8/15/2039
5/15/2027
9/25/2022
6/25/2020
5/15/2043
7/15/2043
5/15/2036
1/25/2041
7/25/2041
11/25/2018
4/25/2020
1/15/2040
12/20/2062
12/20/2060
2/20/2061
3/20/2061
9/16/2046
3/20/2038
10/16/2026
8/16/2052
2/16/2053
2/16/2053
3/16/2049
9/16/2051
2/16/2044
6/16/2044
2/16/2046
3/16/2035
6/16/2055
Income
Market Value
Receivable
3,873,540.68
5,578,266.37
6,383,949.01
2,470,205.66
8,145,809.70
8,143,760.00
3,357,255.00
6,935,832.88
8,831,952.07
1,809,199.90
3,945,960.00
2,946,510.00
1,034,108.37
4,822,883.04
6,121,346.62
6,197,252.82
3,138,180.00
2,992,380.00
3,361,255.20
3,153,736.82
2,898,592.31
2,588,990.27
2,394,660.05
4,626,945.03
1,729,613.16
2,780,961.82
3,478,452.89
2,746.26
5,282.23
4,923.46
112,137.80
821,554.99
2,218,827.79
279,197.74
240,475.96
195,796.24
312,196.37
185,099.39
127,099.23
48,083.83
63,549.64
170,846.33
101,300.55
143,224.39
156,658.04
1,506,087.23
78,651.25
66,565.78
174,930.51
261,090.82
355,303.79
667,966.96
129,717.85
1,922,442.41
403,193.23
214,987.00
203,026.44
921,117.48
1,446,042.85
2,250,229.47
581,160.67
1,014,858.22
177,086.69
165,779.37
124,105.55
977,612.51
468,610.17
533,717.09
1,237,671.19
1,318,908.34
756,488.74
340,523.77
1,517,822.01
234,411.28
6,753.53
11,584.78
11,897.69
4,302.22
13,778.76
14,800.00
7,669.75
9,530.57
10,515.90
3,628.71
7,986.67
5,887.50
1,696.00
15,123.92
14,266.24
16,750.26
8,472.50
6,592.50
8,881.00
10,149.12
11,966.40
10,331.63
7,558.33
12,830.39
5,521.97
9,763.88
8,427.30
521.89
3,993.05
9,093.26
1,267.39
1,130.18
3,773.44
1,950.93
893.57
284.49
1,048.30
2,361.19
3,106.55
2,485.04
7,226.54
1,723.60
985.92
3,628.31
778.62
1,032.99
2,967.03
771.65
7,634.42
2,930.52
4,887.71
4,027.41
143.32
237.86
417.04
116.40
15,528.75
5,121.81
5,409.14
1,310.71
10,650.10
4,911.18
7,128.43
12,115.81
3,100.55
1,772.28
4,258.37
2,781.39
2,894.10
Par Value
Cost
% of MV
4,052,117.5000
5,560,694.5800
6,345,432.2400
2,581,332.0000
8,267,255.6900
8,000,000.0000
3,300,000.0000
6,848,311.4600
8,781,546.0000
1,835,000.0000
4,000,000.0000
3,000,000.0000
1,017,602.8500
4,537,177.0000
5,868,867.9200
5,865,278.0800
3,000,000.0000
3,000,000.0000
3,210,000.0000
3,044,735.3000
2,610,850.4800
2,479,590.7300
2,267,498.7200
4,398,989.4000
1,656,590.6400
2,603,701.8000
3,370,920.5240
2,781.3600
5,392.2360
5,025.3750
522,324.2900
737,177.6400
1,983,983.6500
1,268,446.4100
1,131,119.2960
1,509,375.9200
1,788,475.9700
164,966.8400
138,343.8200
264,851.7040
69,171.9300
968,406.8400
566,684.6400
1,242,620.0500
1,728,926.5600
1,334,131.0800
689,439.4100
1,158,875.0100
2,399,595.4090
311,449.0080
413,196.7900
593,405.5520
726,263.1000
1,665,692.5600
360,679.8900
4,310,084.1690
1,491,635.0000
927,919.1300
1,453,703.8700
2,254,083.9500
581,131.6100
19,883,585.7840
1,536,543.9800
1,622,742.4160
1,902,583.9060
14,948,203.4860
6,857,040.7830
9,206,780.9470
18,803,877.0200
1,282,984.7630
733,358.6110
4,204,625.2570
1,483,406.9690
3,677,616.5200
4,105,141.21
5,686,893.20
6,390,052.78
2,628,264.93
8,284,225.98
8,321,492.77
3,363,458.20
6,995,584.77
8,933,312.20
1,805,741.70
4,066,037.28
2,919,852.81
1,023,818.15
4,786,496.67
6,242,783.40
6,339,117.46
3,093,359.88
2,986,868.93
3,319,573.75
3,206,331.62
2,874,946.65
2,671,878.01
2,420,679.29
4,584,528.22
1,736,321.95
2,781,340.93
3,375,777.78
1,490.46
34.54
32.18
150,445.73
886,811.88
2,279,306.56
338,515.97
295,577.72
175,832.16
422,386.95
191,179.26
128,667.84
65,480.32
64,354.38
222,355.19
131,317.04
166,140.68
203,448.36
1,548,321.92
84,401.32
136,096.94
257,938.27
244,293.85
315,918.66
674,043.52
146,891.14
1,823,111.21
410,404.67
267,899.02
290,588.26
922,989.18
1,453,703.87
2,250,159.79
581,131.61
1,095,108.24
228,263.78
199,347.60
141,396.91
1,080,783.98
514,792.06
610,503.84
1,307,217.84
1,321,279.64
755,254.27
346,388.85
1,504,690.17
257,556.73
0.0180%
0.0259%
0.0296%
0.0115%
0.0378%
0.0378%
0.0156%
0.0322%
0.0410%
0.0084%
0.0183%
0.0137%
0.0048%
0.0224%
0.0284%
0.0288%
0.0146%
0.0139%
0.0156%
0.0146%
0.0135%
0.0120%
0.0111%
0.0215%
0.0080%
0.0129%
0.0162%
0.0000%
0.0000%
0.0000%
0.0005%
0.0038%
0.0103%
0.0013%
0.0011%
0.0009%
0.0014%
0.0009%
0.0006%
0.0002%
0.0003%
0.0008%
0.0005%
0.0007%
0.0007%
0.0070%
0.0004%
0.0003%
0.0008%
0.0012%
0.0016%
0.0031%
0.0006%
0.0089%
0.0019%
0.0010%
0.0009%
0.0043%
0.0067%
0.0104%
0.0027%
0.0047%
0.0008%
0.0008%
0.0006%
0.0045%
0.0022%
0.0025%
0.0057%
0.0061%
0.0035%
0.0016%
0.0070%
0.0011%
Stated
Security ID
38378NMP5
38378PHD3
3136A0LG0
3136A4Q44
3136A5WS1
3137BBBD1
31393VQ79
31394BPP3
31394FH65
31396YH21
38378ATW1
3136ACV57
3136AGAC6
3136AHR36
3136A1KD6
3136A7T51
3137ASCR3
3137A4DK0
3137BAFZ0
3137BA5R9
3137B5JM6
3137B9S55
38375QX87
3133TTX48
3133T5LA9
31359KF85
31359VYH0
3136A2V26
3136A4MU0
3137A7FZ8
31392B6V3
31392GEN1
31393AV61
31393JPN2
31394AB47
31394JY35
31394UP71
31396JPK5
31397RCA2
31398KZB9
31398NQL1
31398VLR5
38377J4R1
31392DUC4
3139216C7
31394JDB0
31394PPV9
31394VQB9
31398VTM8
38373MU99
3136AEX69
3136AH2E9
3136AJB54
3136AJB70
3136AJDU7
3136AJLD6
3136AKQP1
3137ANLQ6
3137APP61
3137ARPZ3
3137ATRX2
3137AUPE3
3137AUPF0
3137AVPT8
3137AYCF6
3137BAHB1
3137B1B27
3137B1UG5
3137B3NA2
3137B36J2
3137B5JM6
31397SK60
3136AJ7D2
3136A7DM1
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC

GNMA GTD REMIC P/T 13-187 S IO
FNMA GTD REMIC P/T 11-74 QM
FNMA GTD REMIC P/T 12-39 MP
FNMA GTD REMIC P/T 2012-30 TE
FHLMC MULTICLASS MTG 2628 QN
FNMA GTD REMIC P/T 04-88 HA
FNMA GTD REMIC P/T 05-83 LA
FNMA GTD REMIC P/T 08-29 CA
GNMA GTD REMIC P/T 11-157 PA
FNMA GTD REMIC P/T 13-15 GP
FNMA GTD REMIC P/T 13-96 VC
FNMA GTD REMIC P/T 2013-133 AV
FNMA GTD REMIC P/T 11-99 CV
FNMA GTD REMIC P/T 12-84 HL
FHLMC MULTICLASS MTG 4077 PJ
FHLMC MULTICLASS MTG 3768 V
FHLMC MULTICLASS MTG 4323 VA
FHLMC MULTICLASS CTF 4332 GV
FHLMC MULTICLASS MTG 4328 KD
GNMA GTD REMIC P/T 08-51 PG
FHLMC MULTICLASS MTG 2326 ZQ
FHLMC MULTICLASS MTG 1730 Z
FNMA GTD REMIC P/T 96-46 ZA
FNMA GTD REMIC P/T 99-T2 A1
FNMA GTD REMIC P/T 12-19 HB
FHLMC MULTICLASS MTG 3800 AF
FNMA GTD REMIC P/T 02-90 A2
FNMA GTD REMIC P/T 03-T4 2A5
FHLMC MULTICLASS MTG 2557 WE
FNMA GTD REMIC P/T 04-W11 1A2
FHLMC MULTICLASS MTG 58 2A
FNMA GTD REMIC P/T 05-110 MB
FHLMC MULTICLASS MTG 3123 HT
FHLMC MULTICLASS MTG 3416 GK
FHLMC MULTICLASS MTG 3598 MA
FNMA GTD REMIC P/T 10-116 Z
FHLMC MULTICLASS MTG 3656 PM
GNMA GTD REMIC P/T 10-113 KE
FNMA GTD REMIC P/T 02-W4 A6
FHLMC MULTICLASS MTG 57 2A1
FHLMC MULTICLASS MTG 59 2A1
FHLMC MULTICLASS MTG 3659 BA
GNMA GTD REMIC P/T 08-22 XM
FNMA GTD REMIC P/T 14-M4 AB2
FHLMC MULTICLASS MTG K501 X1A
FHLMC MULTICLASS CT
FHLMC MULTICLASS MTG K715 X1IO
FNMA GTD REMIC P/T 11-41 NB
FNMA GTD REMIC P/T 14-M6 FA
FNMA GTD REMIC P/T 12-68 DC
Coupon
2.00
5.99
4.50
4.25
4.00
3.39
3.75
6.50
5.50
4.50
3.00
3.50
4.00
4.00
4.50
2.50
3.50
4.00
4.00
4.00
3.53
3.00
5.00
6.50
7.00
7.50
7.50
4.00
4.00
0.66
7.50
6.50
5.41
5.00
6.50
6.50
5.50
5.00
4.00
4.50
4.00
5.00
4.50
3.36
9.50
0.03
2.87
2.20
5.00
0.77
2.39
3.50
3.35
3.21
3.51
2.44
2.88
1.85
2.79
1.91
1.60
2.40
1.64
1.83
1.03
1.31
1.51
2.64
3.25
3.32
3.53
4.00
0.46
3.00
Maturity
12/16/2049
12/20/2043
11/25/2040
11/25/2041
4/25/2042
3/25/2024
6/15/2032
7/25/2034
10/25/2035
9/25/2035
3/20/2041
3/25/2042
7/25/2026
12/25/2026
3/25/2026
1/25/2042
11/15/2040
11/15/2023
3/15/2027
3/15/2027
7/25/2023
8/15/2043
6/20/2038
6/15/2031
5/15/2024
11/25/2026
1/19/2039
9/25/2040
1/25/2042
2/15/2041
12/25/2041
11/25/2042
9/26/2033
1/15/2018
5/25/2044
9/25/2043
9/25/2035
3/15/2026
7/15/2022
11/15/2038
10/25/2040
4/15/2040
9/20/2040
5/25/2042
12/25/2041
7/25/2043
10/25/2043
6/25/2035
10/15/2031
2/16/2050
1/25/2023
7/25/2023
3/25/2024
3/25/2024
12/25/2023
1/25/2024
6/25/2024
8/25/2016
1/25/2022
5/25/2019
5/25/2022
6/25/2022
6/25/2022
7/25/2019
10/25/2022
1/25/2021
11/25/2019
1/25/2023
4/25/2023
2/25/2023
7/25/2023
10/25/2036
12/25/2017
6/25/2032
Income
Market Value
Receivable
976,370.00
424,213.20
3,554,208.00
1,752,507.51
3,203,160.00
1,307,575.00
548,359.96
35,431.72
499,535.92
691,543.51
1,951,325.73
4,808,689.27
2,026,869.91
4,511,554.74
4,655,000.01
4,481,370.53
5,887,809.89
2,194,572.53
3,476,500.58
1,421,414.41
3,578,411.25
3,868,307.06
877,814.90
308,083.77
259,350.92
63,389.38
9,156.41
1,021,344.70
1,436,596.27
841,097.46
28,753.38
287,611.17
466,908.05
859,427.08
369,455.52
133,119.04
445,829.59
459,464.98
86,201.74
549,169.13
1,175,639.62
1,672,575.15
1,443,945.25
261,322.95
131,058.70
1,245,102.93
765,237.62
1,157,511.09
578,276.55
718,644.06
588,456.00
732,970.00
1,047,400.00
715,687.00
1,705,537.20
573,618.92
1,399,034.00
41,684.76
508,675.00
245,730.87
486,624.04
493,245.00
148,420.12
345,103.63
180,644.96
620,889.41
293,379.30
598,476.00
520,445.00
628,272.00
636,162.00
287,593.29
702,855.76
827,297.90
1,623.10
4,121.86
12,000.00
5,785.88
10,000.00
3,530.21
1,641.06
185.77
2,054.34
2,480.81
4,718.91
13,390.37
6,257.68
13,909.23
15,806.24
9,361.56
16,375.93
6,772.56
10,650.16
4,377.68
9,930.94
9,412.31
3,383.72
1,467.13
1,335.77
347.83
51.34
3,229.60
4,562.71
243.70
157.97
1,374.58
319.18
3,403.59
1,716.68
632.68
1,884.36
1,782.55
282.89
2,002.05
3,667.71
6,312.50
4,968.75
696.10
902.27
3,237.43
1,776.98
2,048.33
2,381.03
18,885.03
1,194.50
2,043.04
2,788.20
1,869.58
4,698.64
1,157.36
3,358.83
2,669.46
1,162.08
5,497.32
7,214.31
998.33
2,164.66
7,564.91
2,635.50
10,927.64
6,216.78
1,318.50
1,354.17
1,660.00
1,765.50
935.91
277.21
2,022.85
Par Value
Cost
% of MV
973,857.4500
2,250,348.5000
3,200,000.0000
1,633,658.8300
3,000,000.0000
1,250,000.0000
525,138.3460
34,296.5100
448,219.2900
661,548.8800
1,887,563.8200
4,590,984.7700
1,877,305.0200
4,172,767.7300
4,214,996.5200
4,493,548.0500
5,614,603.2900
2,031,767.0400
3,195,048.7400
1,313,303.2800
3,375,000.0000
3,764,922.2900
812,092.2700
270,854.7800
228,989.2400
55,653.0500
8,214.0900
968,879.8600
1,368,812.6700
837,154.4600
25,275.0300
253,768.5900
425,025.9900
816,860.4800
316,925.1700
116,802.8500
411,133.9900
427,811.2300
84,865.9500
533,878.8400
1,100,312.2400
1,515,000.0000
1,325,000.0000
248,401.1200
113,971.0200
1,199,925.7300
743,960.3550
1,117,019.1500
571,447.7500
21,062,252.5000
600,000.0000
700,000.0000
1,000,000.0000
700,000.0000
1,605,000.0000
568,727.8560
1,400,000.0000
1,732,533.8300
500,000.0000
3,452,731.0000
5,397,338.4900
500,000.0000
1,582,472.8000
4,959,810.7500
3,082,152.5300
9,972,525.0000
4,949,043.6000
600,000.0000
500,000.0000
600,000.0000
600,000.0000
280,773.3100
701,655.9300
809,140.7800
971,604.17
447,608.39
3,540,978.78
1,768,358.42
3,152,136.39
1,286,817.07
549,352.06
36,318.36
510,398.33
696,214.45
2,022,224.43
4,727,516.18
2,000,255.67
4,467,898.67
4,653,835.39
4,637,563.34
6,043,989.66
2,229,850.46
3,431,647.64
1,412,662.99
3,437,613.63
3,851,382.39
844,192.65
281,826.16
236,936.22
58,444.78
8,789.35
995,530.91
1,412,902.90
838,434.03
27,005.80
263,696.73
422,555.66
814,337.66
328,157.80
121,827.19
414,521.46
412,287.63
83,620.72
557,457.25
1,051,140.58
1,647,332.04
1,367,748.82
253,790.32
124,967.87
1,197,399.05
739,986.08
1,104,753.87
587,285.20
1,077,262.34
575,740.24
687,704.47
1,009,656.92
693,203.51
1,620,109.75
576,617.35
1,386,151.34
593,075.15
493,566.68
857,224.96
1,367,078.37
474,739.24
314,471.16
1,012,146.10
188,385.64
642,928.68
315,114.89
610,515.37
505,670.48
593,113.40
611,131.31
291,521.67
703,410.07
857,183.50
0.0045%
0.0020%
0.0165%
0.0081%
0.0149%
0.0061%
0.0025%
0.0002%
0.0023%
0.0032%
0.0091%
0.0223%
0.0094%
0.0209%
0.0216%
0.0208%
0.0273%
0.0102%
0.0161%
0.0066%
0.0166%
0.0180%
0.0041%
0.0014%
0.0012%
0.0003%
0.0000%
0.0047%
0.0067%
0.0039%
0.0001%
0.0013%
0.0022%
0.0040%
0.0017%
0.0006%
0.0021%
0.0021%
0.0004%
0.0026%
0.0055%
0.0078%
0.0067%
0.0012%
0.0006%
0.0058%
0.0036%
0.0054%
0.0027%
0.0033%
0.0027%
0.0034%
0.0049%
0.0033%
0.0079%
0.0027%
0.0065%
0.0002%
0.0024%
0.0011%
0.0023%
0.0023%
0.0007%
0.0016%
0.0008%
0.0029%
0.0014%
0.0028%
0.0024%
0.0029%
0.0030%
0.0013%
0.0033%
0.0038%
Stated
Security ID
3137AMTY3
3137AYCD1
3137BCQG6
31398VJ98
38376GA91
38377YG95
38378GJX7
3136AJ2A3
3136AJ6Z4
3137BAHA3
3136A4NZ8
3137AH6Q6
3137A2B26
3137B5US0
31398JZT3
31398NL36
3136ADTH2
3137B7YY9
31397UL31
31397UPF0
31398JZS5
31398MC46
31398M6U5
38376GXT2
3136AJPA8
3136AJTF3
3137A7FW5
3137BCGR3
3137B95Z4
31397T2X9
31398TVQ1
92925CBA9
92922F4M7
92922FJ25
22541QFF4
007036GZ3
863579FR4
36242DJ20
02660TDH3
02660TDH3
94986LAA2
949781AA6
92922FR67
576433DH6
576433DL7
22541QLC4
19075CAG8
46625YUC5
90349DAD4
92890FAU0
92890NAU3
12591RBA7
12591UAF0
36198FAA0
61760VAQ6
12591UAG8
36248GAH3
61690KAE2
61690KAG7
61760RBB7
61762DAY7
12591TAE6
12591UAF0
36248GAB6
92890FAT3
92939FAU3
92890FBB1
12591RAX8
12591YAZ8
12625FAD8
46637WAC7
36192KAT4
61760RBB7
90268TAC8
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CMO/REMIC
FHLMC MULTICLASS MTG 4010 NA
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
GNMA GTD REMIC P/T 11-141 FA
CMO/REMIC
CMO/REMIC
FNMA GTD REMIC P/T 14-M5 FA
CMO/REMIC
FNMA GTD REMIC P/T 14-M5 ASQ2
CMO/REMIC
FHLMC MULTICLASS CTF K715 A2
CMO/REMIC
FNMA GTD REMIC P/T 12-19 JA
CMO/REMIC
CMO/REMIC
CMO/REMIC
FHLMC MULTICLASS MTG 4274 KC
CMO/REMIC
CMO/REMIC
FNMA GTD REMIC P/T 2010-110 AP
CMO/REMIC
FNMA GTD REMIC P/T 13-35 CL
CMO/REMIC
FHLMC MULTICLASS CTF K037 A2
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
CMO/REMIC
GNMA GTD REMIC P/T 10-148 C
CMO/REMIC
FNMA GTD REMIC P/T 14-19 VA
CMO/REMIC
FNMA GTD REMIC P/T 14-20 VG
CMO/REMIC
FHLMC MULTICLASS MTG 3812 JN
CMO/REMIC
FHLMC MULTICLASS MTG 4360 DA
CMO/REMIC
FHLMC MULTICLASS MTG 4316 QA
CMO/REMIC
FHLMC MULTICLASS MTG 3440 EM
CMO/REMIC
CMO/REMIC
WAMU MORTGAGE PASS T AR19 A1A1
CMO/REMIC
WAMU MORTGAGE PASS T AR13 A1A1
CMO/REMIC
WAMU MORTGAGE PASS TH AR6 2A1A
CMO/REMIC
CREDIT SUISSE FIRST BO AR18 2X
CMO/REMIC
ADJUSTABLE RATE MORTGAGE 2 6M1
CMO/REMIC
STRUCTURED ADJUSTABLE R 18 1A2
CMO/REMIC
GSR MORTGAGE LOAN TRUS AR2 5A1
CMO/REMIC
AMERICAN HOME MORTGAGE IN 1 6A
CMO/REMIC
AMERICAN HOME MORTGAGE IN 1 6A
CMO/REMIC
WELLS FARGO MORTGAGE BA 16 1A1
CMO/REMIC
WELLS FARGO MORTGAGE B AR1 1A1
CMO/REMIC
WAMU MORTGAGE PASS TH AR8 1A1A
CMO/REMIC
MASTR ADJUSTABLE RATE MO 2 3AX
CMO/REMIC
MASTR ADJUSTABLE RATE MO 2 4AX
CMO/REMIC
CREDIT SUISSE FIRST BO AR20 2X
COMMERCIAL MORTGAGE BACKED SECURITIES
COBALT CMBS COMMERCIAL C2 AMFX
JPMORGAN CHASE COMMERC LDP4 AM
UBS-BARCLAYS COMMERCIAL C3 A4
WF-RBS COMM MTG TR 14-C20 A5
WF-RBS COMMERCIAL MORTG C10 A3
COMMERCIAL MORTGAGE PA CR15 A4
COMM MORTGAGE TRUST 14-UBS2 A5
GS MORTGAGE SECURITIES GC14 A1
MORGAN STANLEY CAPITAL I C4 AS
COMM MORTGAGE TR 14-UBS2 XA IO
GS MORTGAGE SECURITIES GC16 AS
MORGAN STANLEY BANK OF A C7 A4
MORGAN STANLEY BANK C7 AS
MORGAN STANLEY CAPITAL I C3 A4
MORGAN STANLEY BANK OF A C9 AS
COMM MORTGAGE TR 14-LC15 A4
COMM MORTGAGE TRUST 14-UBS2 A5
WF-RBS COMMERCIAL MORTG C20 AS
COMMERCIAL MORTGAGE PA UBS3 A2
COMMERCIAL MORTGAGE PAS CR7 A3
JP MORGAN CHASE COMMERC CBX A3
GS MORTGAGE SECURITIES GCJ7 A4
UBS-CITIGROUP COMMERCIAL C1 A3
Coupon
4.00
1.88
0.47
4.25
2.40
0.56
2.00
0.52
2.03
2.86
3.50
2.41
3.81
2.50
4.24
2.00
3.00
3.49
2.07
3.76
4.19
4.45
4.33
3.07
4.50
4.00
4.50
3.00
4.50
5.00
3.00
0.43
0.45
0.39
0.00
0.94
2.46
2.81
2.33
2.33
6.00
2.61
0.43
0.12
0.32
0.00
5.53
5.00
3.09
4.00
2.88
4.07
3.96
1.22
3.77
1.60
4.65
2.92
3.21
4.12
3.46
4.01
3.96
3.03
3.72
3.68
4.18
2.93
2.84
2.93
3.14
3.38
4.12
3.60
Maturity
12/15/2041
4/25/2022
6/25/2021
1/25/2020
12/16/2037
10/16/2041
10/16/2042
1/25/2017
3/25/2019
1/25/2021
3/25/2041
8/25/2018
8/25/2020
2/15/2036
8/25/2019
6/25/2035
2/25/2043
1/25/2024
7/25/2021
6/25/2021
8/25/2019
9/25/2019
3/25/2020
12/16/2050
5/25/2025
2/25/2027
12/15/2040
5/15/2037
4/15/2025
4/15/2038
7/25/2040
12/25/2045
10/25/2045
4/25/2045
7/25/2033
6/25/2035
12/25/2034
4/25/2035
6/25/2045
6/25/2045
12/28/2037
2/25/2035
7/25/2045
8/25/2033
7/25/2033
8/25/2033
4/15/2047
10/15/2042
8/10/2049
5/15/2047
12/15/2045
2/10/2047
3/10/2047
8/10/2046
3/15/2045
3/10/2047
11/10/2046
2/15/2046
2/15/2046
7/15/2049
5/15/2046
4/10/2047
3/10/2047
11/10/2046
5/15/2047
8/15/2047
5/15/2047
2/10/2047
6/10/2047
3/10/2046
6/15/2045
5/10/2045
7/15/2049
1/10/2045
Income
Market Value
Receivable
740,676.06
1,320,335.02
1,395,000.00
1,792,163.75
251,647.88
1,246,230.06
1,435,967.99
2,284,944.13
5,058,500.00
6,509,916.00
3,018,590.39
6,372,546.00
3,350,554.15
4,447,600.30
6,453,720.00
4,614,636.51
5,434,550.00
2,584,848.00
3,035,392.60
551,860.80
2,517,637.95
2,571,650.40
2,558,648.40
1,404,059.10
3,662,353.73
4,960,424.47
2,548,059.79
5,474,434.31
3,477,899.21
631,897.89
3,506,673.44
1,182,031.55
983,326.71
663,013.97
0.13
1,257,503.83
800,854.80
315,497.93
1,452,556.45
914,572.63
1,861,795.62
1,050,856.11
272,364.72
676.16
257.87
0.15
87,226.40
134,686.50
4,141,255.68
5,430,057.10
4,778,850.30
3,198,090.00
3,163,170.00
1,506,748.73
5,022,708.50
500,476.51
457,674.00
118,406.40
260,385.78
560,372.80
583,329.20
1,590,510.00
948,951.00
2,151,941.00
3,630,585.00
2,884,280.00
3,762,738.72
721,000.00
716,030.00
396,544.00
500,006.66
620,868.00
635,807.60
553,887.10
2,349.72
2,071.12
126.40
5,756.56
499.90
287.04
2,479.47
1,022.98
8,475.00
14,994.00
8,396.33
12,462.00
9,821.47
9,079.70
20,674.88
7,616.80
13,750.00
7,125.42
5,144.90
1,599.28
8,005.73
8,603.33
8,339.10
3,521.71
12,490.63
15,309.39
8,925.69
13,226.72
11,779.27
2,418.22
8,678.08
102.04
89.25
52.05
233.11
1,760.21
751.99
2,890.08
1,819.68
9,012.99
2,267.69
23.76
10.03
5.98
368.40
541.56
10,643.34
17,095.27
11,571.88
10,185.00
9,902.50
1,524.13
15,249.21
7,224.93
1,627.15
291.80
704.40
1,784.47
1,670.40
5,007.50
2,970.75
5,244.56
10,858.75
8,582.00
12,444.48
1,708.00
1,659.00
976.33
1,258.02
1,688.50
2,024.68
1,587.79
Par Value
Cost
% of MV
704,915.6900
1,325,517.7900
1,395,000.0000
1,625,000.0000
249,948.2300
1,241,252.6400
1,487,679.7400
2,281,066.3200
5,000,000.0000
6,300,000.0000
2,878,741.1450
6,200,000.0000
3,095,000.0000
4,358,256.0500
5,850,000.0000
4,570,078.2500
5,500,000.0000
2,450,000.0000
2,979,672.7200
510,000.0000
2,295,000.0000
2,320,000.0000
2,310,000.0000
1,374,709.0600
3,330,835.6600
4,592,815.5200
2,380,185.3200
5,290,688.6900
3,141,137.8200
580,372.4300
3,471,232.1600
1,234,794.3100
1,031,411.1000
695,340.3400
130,398.5400
1,282,198.9800
858,135.3300
321,631.4400
1,486,858.2700
936,170.0700
1,802,598.2900
1,042,588.3800
287,553.2800
97,851.8600
22,437.3700
152,837.5300
80,000.0000
130,000.0000
4,132,000.0000
5,135,000.0000
4,830,000.0000
3,000,000.0000
3,000,000.0000
1,502,841.3400
4,850,000.0000
5,404,713.8900
420,000.0000
120,000.0000
263,000.0000
520,000.0000
580,000.0000
1,500,000.0000
900,000.0000
2,075,000.0000
3,500,000.0000
2,800,000.0000
3,576,000.0000
700,000.0000
700,000.0000
400,000.0000
480,955.9900
600,000.0000
590,000.0000
530,000.0000
757,866.96
1,352,010.93
1,395,000.00
1,883,095.70
253,424.07
1,252,113.60
1,528,067.92
2,280,377.31
5,047,378.31
6,420,509.96
3,023,471.62
6,344,810.00
3,305,661.76
4,431,630.73
6,373,184.57
4,644,067.42
5,070,816.21
2,496,964.25
3,045,823.47
538,876.73
2,481,651.95
2,549,041.41
2,525,537.16
1,405,366.23
3,686,875.93
4,913,064.99
2,562,071.96
5,460,707.02
3,481,762.68
628,330.27
3,514,005.42
1,237,424.72
1,031,411.10
695,340.34
1,491.22
1,117,783.88
869,455.27
323,162.90
1,475,125.83
929,223.23
1,791,199.77
1,031,224.07
287,553.28
11,999.54
2,506.75
619.35
91,733.09
131,086.56
4,288,268.51
5,288,131.23
4,876,509.20
3,149,097.32
3,124,108.15
1,502,838.49
4,904,159.14
514,942.76
432,462.33
120,000.00
270,649.74
524,928.53
596,977.09
1,544,646.79
926,767.43
2,151,258.84
3,534,805.69
2,883,755.61
3,682,582.39
720,784.77
720,897.58
403,878.36
490,196.76
606,984.38
637,246.09
546,272.66
0.0034%
0.0061%
0.0065%
0.0083%
0.0012%
0.0058%
0.0067%
0.0106%
0.0235%
0.0302%
0.0140%
0.0296%
0.0156%
0.0207%
0.0300%
0.0214%
0.0252%
0.0120%
0.0141%
0.0026%
0.0117%
0.0119%
0.0119%
0.0065%
0.0170%
0.0230%
0.0118%
0.0254%
0.0161%
0.0029%
0.0163%
0.0055%
0.0046%
0.0031%
0.0000%
0.0058%
0.0037%
0.0015%
0.0067%
0.0042%
0.0086%
0.0049%
0.0013%
0.0000%
0.0000%
0.0000%
0.0004%
0.0006%
0.0192%
0.0252%
0.0222%
0.0148%
0.0147%
0.0070%
0.0233%
0.0023%
0.0021%
0.0005%
0.0012%
0.0026%
0.0027%
0.0074%
0.0044%
0.0100%
0.0169%
0.0134%
0.0175%
0.0033%
0.0033%
0.0018%
0.0023%
0.0029%
0.0030%
0.0026%
Stated
Security ID
61763UAU6
92939FAQ2
36192KAT4
61760VAP8
90268TAC8
61760RAZ5
20047EAF9
61751XAB6
059497AX5
07388YAD4
17310MAE0
362332AE8
46630JAC3
12624KAD8
17318UAD6
36191YAZ1
059497AX5
126192AD5
12623SAE0
12624BAF3
17310MAE0
36192BAY3
46630JAC3
46634SAC9
61762TAE6
61762XAU1
90269CAD2
90269GAC5
92936QAG3
92938GAD0
94988QAG6
059497AV9
12630DBA1
46630JAC3
59022HDU3
92937UAF5
07388YAE2
12591KAE5
12591KAG0
46640NAJ7
61762MBW0
92936JBB9
07383F3Z9
12592GAZ6
17320DAC2
17322AAB8
17322AAC6
36252RAM1
36252WAX6
46641JAW6
46642EAY2
07388YAE2
17309DAD5
17320DAN8
362332AE8
61750HAE6
46642EBC9
46642NBD7
07383F3Z9
07387BCL5
12591KAD7
12624PAC9
17310MAD2
17320DAE8
17322MAV8
36252RAJ8
46625YVW0
46641BAB9
59022HJJ2
61762TAD8
90270YBE8
90349GBE4
94988QAE1
96221TAD9
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

MORGAN STANLEY 14-C17 A1 144A
WFRBS COMMERCIAL MORTGA C21 A1
UBS-CITIGROUP COMMERCIAL C1 A3
COMM 2006-C8 MORTGAGE T C8 A1A
MORGAN STANLEY CAPITAL T25 A1A
BANC OF AMERICA COMMERCIA 1 A4
BEAR STEARNS COMMERCI PW16 AAB
CITIGROUP COMMERCIAL MOR C5 A4
GS MORTGAGE SECURITIES GG8 A4
JP MORGAN CHASE COMMER LDPX A3
COMM 2012-CCRE2 MORTGAG CR2 A4
CITIGROUP COMMERCIAL MO GC8 A4
COMM 2012-LC4 MORTGAGE LC4 A4
COMM 2012-CCRE1 MORTGAG CR1 AM
JP MORGAN CHASE COMMERCI C6 A3
MORGAN STANLEY BANK OF C11 A3
UBS COMMERCIAL MORTGAGE C1 A3
WFRBS COMMERCIAL MORTGAG C6 A4
WELLS FARGO COMMERCIAL LC12 A4
COMMERCIAL MORTGAGE PA CR14 AM
MERRILL LYNCH MORTGAGE KEY2 A4
WF-RBS COMMERCIAL MORTG C13 AS
BEAR STEARNS COMMERCIA PW16 A4
COMMERCIAL MORTGAGE PA CR12 AM
JPMBB COMMERCIAL MORTGA C15 AS
BEAR STEARNS COMMERCIA PWR7 A3
COMM MORTGAGE TRUS 14- CR19 A2
CITIGROUP COMMERCIAL M GC11 A2
GSMS 2014-GC20 A5 49970
JPMBB COMMERCIAL MORTGA C18 A5
CITIGROUP COMMERCIAL M GC11 AS
MORGAN STANLEY CAPITAL HQ10 A4
cOMMERCIAL MORTGAGE BACKED SECURITIES
JPMBB COMMERCIAL MORTGA C21 AS
JPMBB COMMERCIAL MORTGAG C2 A4
BEAR STEARNS COMMERCIA T20 A4A
CITIGROUP COMMERCIAL MO C5 ASB
JPMORGAN CHASE COMMER CB13 ASB
JP MORGAN CHASE COMMERC C16 A2
MERRILL LYNCH MORTGAG CIP1 A3A
WELLS FARGO COMMERCIAL LC12 A3
WF-RBS COMMERCIAL MORT LC14 A4
Coupon
1.55
1.41
3.38
3.24
3.60
3.22
5.29
5.51
5.45
5.90
5.43
5.56
5.42
3.15
3.02
3.00
5.45
3.29
2.77
3.91
5.43
3.48
5.42
3.51
4.36
4.26
3.53
3.40
3.44
4.02
4.22
5.45
4.53
5.42
4.86
3.35
5.90
4.05
4.30
4.42
4.22
3.67
5.12
2.97
1.99
2.79
3.75
4.07
4.00
4.08
3.77
5.90
5.97
3.42
5.56
5.33
4.00
3.80
5.12
5.29
3.77
1.77
5.41
2.82
3.58
3.80
5.29
3.07
4.95
3.96
2.92
2.97
3.99
3.77
Income
Maturity
Market Value
Receivable
8/15/2047
8/15/2047
5/10/2045
3/15/2045
1/10/2045
7/15/2049
12/10/2046
11/12/2049
1/15/2049
6/11/2040
10/15/2049
11/10/2039
1/15/2049
8/15/2045
9/10/2045
8/10/2044
1/15/2049
12/10/2044
12/10/2045
5/15/2045
10/15/2049
1/10/2045
1/15/2049
5/15/2045
8/15/2046
10/15/2046
5/10/2063
5/10/2045
4/15/2045
12/15/2046
7/15/2046
1/15/2049
2/10/2047
1/15/2049
8/12/2039
5/15/2045
6/11/2040
10/10/2046
10/10/2046
11/15/2045
7/15/2046
11/15/2044
2/11/2041
8/10/2047
4/10/2046
3/10/2047
3/10/2047
1/10/2047
4/10/2047
2/15/2047
8/15/2047
6/11/2040
3/15/2049
4/10/2046
11/10/2039
11/12/2041
8/15/2047
9/15/2047
2/11/2041
10/12/2042
10/10/2046
10/15/2045
10/15/2049
4/10/2046
5/10/2047
1/10/2047
1/12/2043
12/15/2046
7/12/2038
8/15/2046
3/10/2046
4/10/2046
7/15/2046
3/15/2047
1,004,748.75
659,287.20
2,586,950.00
2,548,525.00
3,213,590.25
2,712,193.43
3,081,378.40
2,592,040.64
5,092,997.50
285,009.70
926,830.60
4,785,172.62
5,626,576.80
4,059,480.00
5,438,023.80
4,122,120.00
4,288,840.00
6,168,684.80
5,757,116.30
1,097,678.45
1,077,710.00
7,601,303.50
2,049,754.75
11,611,275.50
2,796,874.80
2,523,011.40
776,040.00
4,624,470.00
4,225,715.76
11,029,013.50
4,644,344.00
177,931.40
3,252,270.00
5,452,347.64
673,940.80
339,643.00
1,097,700.00
256,036.80
223,977.60
505,381.60
856,016.00
244,050.08
2,200,947.34
2,570,450.00
2,203,520.00
871,292.50
312,618.00
2,127,420.00
2,119,380.00
1,065,790.00
2,596,375.00
6,549,721.23
6,144,652.27
2,729,645.10
3,475,636.82
1,423,697.70
304,628.80
996,278.40
1,477,080.22
2,001,060.90
418,084.00
701,967.00
78,947.27
195,512.00
881,164.60
730,667.00
93,385.47
1,140,777.00
184,760.42
531,885.00
790,856.00
396,564.00
318,570.00
728,917.00
1,298.96
777.15
7,035.42
6,758.33
9,212.19
7,027.65
12,579.27
10,973.87
21,576.88
1,362.73
3,892.22
20,655.40
23,478.51
10,490.00
13,633.20
9,996.67
18,170.00
16,429.04
13,517.86
3,406.70
4,525.83
21,211.18
8,553.19
32,589.59
9,384.45
8,305.05
2,203.13
12,750.00
11,678.80
34,765.43
15,114.50
808.99
11,315.00
22,751.49
2,734.19
947.75
4,914.42
809.20
752.50
1,731.01
2,811.93
708.95
9,297.56
6,177.08
3,642.83
1,976.25
938.25
6,790.00
6,663.33
3,399.42
7,864.17
29,323.18
28,861.23
7,785.05
15,002.73
5,897.92
982.47
3,040.96
6,239.69
8,527.84
1,255.00
1,029.58
354.64
469.17
2,562.08
2,217.25
408.57
1,500.89
762.15
1,650.00
1,946.93
990.23
996.50
2,196.83
Par Value
Cost
% of MV
1,005,000.0000
660,000.0000
2,500,000.0000
2,500,000.0000
3,075,000.0000
2,615,750.7000
2,852,441.4470
2,390,387.5500
4,750,000.0000
277,292.6500
860,000.0000
4,458,000.0000
5,198,193.6600
4,000,000.0000
5,410,000.0000
4,000,000.0000
4,000,000.0000
5,996,000.0000
5,854,000.0000
1,045,000.0000
1,000,000.0000
7,310,000.0000
1,893,695.3200
11,150,000.0000
2,580,000.0000
2,340,000.0000
750,000.0000
4,500,000.0000
4,074,000.0000
10,370,000.0000
4,300,000.0000
178,159.4400
3,000,000.0000
5,037,229.5500
674,554.6400
340,000.0000
1,000,000.0000
240,000.0000
210,000.0000
470,000.0000
800,000.0000
232,000.0000
2,180,818.3900
2,500,000.0000
2,200,000.0000
850,000.0000
300,000.0000
2,000,000.0000
2,000,000.0000
1,000,000.0000
2,500,000.0000
5,966,768.0000
5,796,513.6600
2,730,000.0000
3,238,000.0000
1,328,361.2200
295,000.0000
960,000.0000
1,463,571.4600
1,935,000.0000
400,000.0000
700,000.0000
78,618.6400
200,000.0000
860,000.0000
700,000.0000
92,769.4800
1,100,000.0000
184,801.0800
500,000.0000
800,000.0000
400,000.0000
300,000.0000
700,000.0000
1,004,981.81
659,997.36
2,528,906.74
2,505,425.44
3,148,429.10
2,741,420.45
3,125,130.83
2,648,358.06
5,129,371.17
259,620.48
792,370.05
4,923,964.35
5,617,807.69
4,096,064.80
5,540,140.53
4,168,538.21
3,543,736.93
6,056,306.10
5,604,150.41
1,074,687.36
1,132,882.26
7,414,562.75
2,160,094.98
11,417,513.44
2,713,295.45
2,408,217.64
764,712.36
4,564,651.56
4,110,323.86
10,676,939.90
4,424,418.97
186,637.38
3,088,162.23
5,615,316.67
677,369.25
349,944.04
1,177,405.16
240,000.00
216,211.21
483,921.99
829,179.75
232,000.00
2,242,629.13
2,574,861.06
2,248,746.62
875,265.60
302,974.88
2,088,492.77
2,059,645.92
1,029,768.19
2,574,860.31
6,698,389.67
6,604,108.39
2,802,224.65
3,659,707.45
1,481,991.52
303,834.18
988,785.77
1,587,369.53
2,153,352.42
403,931.19
716,742.93
78,145.64
201,743.77
868,491.86
706,895.38
93,153.09
1,132,530.81
182,261.50
504,891.56
800,000.00
403,898.33
299,993.83
706,887.70
0.0047%
0.0031%
0.0120%
0.0118%
0.0149%
0.0126%
0.0143%
0.0120%
0.0236%
0.0013%
0.0043%
0.0222%
0.0261%
0.0188%
0.0253%
0.0191%
0.0199%
0.0286%
0.0267%
0.0051%
0.0050%
0.0353%
0.0095%
0.0539%
0.0130%
0.0117%
0.0036%
0.0215%
0.0196%
0.0512%
0.0216%
0.0008%
0.0151%
0.0253%
0.0031%
0.0016%
0.0051%
0.0012%
0.0010%
0.0023%
0.0040%
0.0011%
0.0102%
0.0119%
0.0102%
0.0040%
0.0015%
0.0099%
0.0098%
0.0049%
0.0121%
0.0304%
0.0285%
0.0127%
0.0161%
0.0066%
0.0014%
0.0046%
0.0069%
0.0093%
0.0019%
0.0033%
0.0004%
0.0009%
0.0041%
0.0034%
0.0004%
0.0053%
0.0009%
0.0025%
0.0037%
0.0018%
0.0015%
0.0034%
Stated
Security ID
17320DAJ7
36191YBB3
46636VAC0
46640UAE2
90349GBG9
36192PAJ5
90270YBC2
92936JBB9
126192AD5
36191YBB3
36192BAY3
36252RAQ2
46636VAC0
46640LAE2
07383F7W2
12623SAB6
46625YEY5
46634SAB1
46636VAD8
59022HJJ2
90269GAA9
07388YAE2
362332AE8
96221TAA5
20173QAE1
20173QAE1
20173QAE1
20173QAF8
20173QAE1
52109RBP5
059511AE5
20173MAE0
20173MAE0
92976BLJ9
17311QBK5
17311QBK5
17311QBK5
07401DAE1
07401DBC4
61757LAE0
61757LAE0
52108MAH6
59023BAG9
07401DAE1
07401DBC4
07401DBC4
61757LAE0
92978QCB1
46629PAC2
46629PAC2
50177AAF6
20047RAE3
20047RAE3
92979FAD2
20047RAE3
05952AAF1
46629YAD1
20047RAE3
20047RAE3
92978MAE6
606935AJ3
07388QAE9
190749AE1
07388QAF6
07388QAF6
61756UAB7
22545LAD1
12513EAJ3
22545LAD1
50180CAE0
52108MDH3
20047QAF2
36228CWX7
617453AQ8
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

CITIGROUP COMMERCIAL GC11 AAB
JPMBB COMMERCIAL MORTG C17 ASB
UBS-BARCLAYS COMMERCIAL C6 ASB
GS MORTGAGE SECURITIE GC18 AAB
JP MORGAN CHASE COMMERC C5 ASB
MERRILL LYNCH MORTGAG CIP1 A3A
UBS COMMERCIAL MORTGAGE C1 A1
WF-RBS COMMERCIAL MORT LC14 A1
COMMERCIAL MORTGAGE TRU GG9 A4
COMMERCIAL MORTGAGE TR GG9 A1A
LB-UBS COMMERCIAL MORTGA C7 AM
WACHOVIA BANK C WHL8 A1 144A
BEAR STEARNS COMMERCI PW18 A1A
MORGAN STANLEY CAPITAL T29 A4
LB-UBS COMMERCIAL MORTGA C7 AM
MERRILL LYNCH MORTGAGE T C1 AM
WACHOVIA BANK COMMERCIA C30 A5
JP MORGAN CHASE COMMER LDP9 A3
LB COMMERCIAL MORTGAGE C3 A1A
COMM 2007-C9 MORTGAGE TR C9 A4
BANC OF AMERICA COMMERCI 1 A1A
JP MORGAN CHASE COMME CB18 A1A
ML-CFC COMMERCIAL MORTGAG 1 AM
COBALT CMBS COMMERCIAL M C1 A4
MORGAN STANLEY CAPITA IQ16 A1A
COMMERCIAL MORTGAGE PASS C5 A3
CD 2005-CD1 COMMERCIAL CD1 AM
LB-UBS COMMERCIAL MORTG C7 A1A
LB-UBS COMMERCIAL MORTGA C1 A4
MORGAN STANLEY CAPITA IQ11 A1A
Coupon
2.69
3.71
4.17
3.71
2.79
2.77
0.78
3.67
3.29
3.71
3.48
3.65
4.17
3.76
4.67
1.68
4.88
2.21
3.68
4.95
1.03
5.90
5.56
1.19
5.44
5.44
5.44
5.43
5.44
6.37
5.78
6.01
6.01
0.24
5.90
5.90
5.90
5.60
5.70
6.45
6.45
5.26
5.86
5.60
5.70
5.70
6.45
5.34
5.34
5.34
6.04
5.99
5.99
5.68
5.99
6.40
5.43
5.99
5.99
5.57
5.70
5.69
5.22
5.65
5.65
5.69
5.31
5.40
5.31
5.34
5.16
5.93
5.55
5.82
Maturity
4/10/2046
8/10/2044
8/15/2046
1/15/2047
4/10/2046
11/10/2045
3/10/2046
11/15/2044
12/10/2044
8/10/2044
1/10/2045
1/10/2047
8/15/2046
8/15/2046
6/11/2041
12/10/2045
1/15/2042
5/15/2045
8/15/2046
7/12/2038
5/10/2045
6/11/2040
11/10/2039
3/15/2047
3/10/2039
3/10/2039
3/10/2039
3/10/2039
3/10/2039
9/15/2045
4/10/2049
7/10/2038
7/10/2038
6/15/2020
12/10/2049
12/10/2049
12/10/2049
6/11/2050
6/11/2050
1/11/2043
1/11/2043
11/15/2040
5/12/2039
6/11/2050
6/11/2050
6/11/2050
1/11/2043
12/15/2043
5/15/2047
5/15/2047
7/15/2044
12/10/2049
12/10/2049
5/15/2046
12/10/2049
2/10/2051
6/12/2047
12/10/2049
12/10/2049
10/15/2048
2/12/2039
6/11/2050
8/15/2048
6/11/2050
6/11/2050
12/12/2049
12/15/2039
7/15/2044
12/15/2039
11/15/2038
2/15/2031
6/10/2046
4/10/2038
10/15/2042
Income
Market Value
Receivable
623,006.25
570,812.40
260,503.20
579,034.50
563,427.20
1,968,060.00
1,260,754.01
1,051,940.00
2,777,760.00
2,536,944.00
2,599,625.00
2,613,150.00
3,256,290.00
3,384,256.00
5,549,702.35
2,488,725.00
1,643,845.08
948,051.30
2,746,021.60
1,215,529.09
654,176.13
4,116,375.00
4,561,907.50
4,597,434.26
508,521.20
4,306,200.80
2,163,920.00
2,378,316.67
7,292,410.40
1,368,957.70
2,793,779.20
2,578,717.16
2,062,973.76
1,117,628.58
496,062.00
2,755,900.00
1,102,360.00
8,566,141.42
2,048,320.00
1,702,545.00
6,851,041.08
167,531.20
223,479.90
837,292.01
2,502,272.00
6,311,040.00
5,662,664.67
6,278,152.00
201,803.44
2,124,246.79
2,302,313.42
2,215,100.00
1,656,894.80
2,185,340.00
7,127,084.25
2,634,509.52
3,344,432.11
5,870,015.00
3,876,425.00
3,733,243.27
126,736.80
2,463,462.40
271,953.71
573,225.26
3,262,974.52
1,877,870.95
6,597,861.90
401,089.15
5,623,141.20
5,760,141.78
1,822,887.55
2,025,466.40
3,698,592.00
2,363,001.59
1,401.04
1,668.15
834.24
1,698.13
1,300.93
4,621.67
822.43
3,055.83
7,398.00
7,414.00
7,254.17
7,600.00
10,428.00
10,028.53
21,255.18
3,495.83
6,641.91
1,709.50
7,937.27
5,014.15
561.10
18,429.06
19,691.67
4,587.04
2,132.23
18,055.93
9,073.33
9,905.18
30,577.13
4,282.08
12,330.75
20.18
16.14
124.77
2,211.88
12,288.23
4,915.29
36,076.72
8,787.50
8,068.63
32,468.15
467.82
1,025.91
3,526.30
10,735.00
27,075.00
26,836.25
25,819.67
834.36
8,782.72
6,950.51
9,981.43
7,466.11
9,463.33
32,115.26
12,475.91
13,959.42
26,450.80
17,467.51
16,149.33
570.11
10,628.80
1,110.64
2,466.25
14,038.63
8,169.68
27,232.15
1,732.26
23,209.07
15,865.09
5,012.78
9,403.98
16,381.35
10,807.52
Par Value
Cost
% of MV
625,000.0000
540,000.0000
240,000.0000
550,000.0000
560,000.0000
2,000,000.0000
1,267,395.1600
1,000,000.0000
2,700,000.0000
2,400,000.0000
2,500,000.0000
2,500,000.0000
3,000,000.0000
3,200,000.0000
5,457,041.7820
2,500,000.0000
1,633,927.1400
930,000.0000
2,590,000.0000
1,215,796.5700
652,440.6400
3,750,000.0000
4,250,000.0000
4,613,952.2100
470,000.0000
3,980,000.0000
2,000,000.0000
2,190,603.8290
6,740,000.0000
1,210,000.0000
2,560,000.0000
2,421,148.8000
1,936,919.0700
1,124,318.2700
450,000.0000
2,500,000.0000
1,000,000.0000
7,727,966.2010
1,850,000.0000
1,500,000.0000
6,036,000.0000
160,000.0000
210,000.0000
755,365.1100
2,260,000.0000
5,700,000.0000
4,989,000.0000
5,800,000.0000
187,636.8600
1,975,124.8600
2,069,644.0410
2,000,000.0000
1,496,000.0000
2,000,000.0000
6,435,000.0000
2,340,184.5100
3,084,387.4100
5,300,000.0000
3,500,000.0000
3,477,960.9400
120,000.0000
2,240,000.0000
255,173.5000
523,804.3200
2,981,655.3400
1,723,560.5700
6,153,000.0000
385,000.0000
5,244,000.0000
5,352,794.1490
1,750,000.0000
1,901,757.1000
3,540,000.0000
2,228,700.1230
644,306.24
567,168.75
259,565.63
566,497.25
560,896.88
2,049,956.80
1,267,392.57
1,009,920.00
2,707,097.86
2,520,580.14
2,549,912.76
2,574,172.83
3,197,109.53
3,356,096.66
5,673,551.40
2,501,932.00
1,667,282.30
951,716.05
2,751,272.55
1,232,868.16
653,447.30
4,216,466.77
4,655,807.54
4,613,874.79
519,567.02
4,195,917.57
2,274,340.57
2,424,475.17
7,403,718.37
1,417,706.24
2,805,797.17
2,771,048.37
2,108,803.15
1,124,318.28
523,532.02
2,941,451.99
1,138,548.05
8,681,517.32
2,120,945.47
1,733,342.99
6,967,582.99
162,040.08
223,030.74
850,784.61
2,555,277.42
6,408,463.33
5,758,991.28
6,388,796.48
210,971.98
2,255,551.96
2,303,320.73
2,345,994.11
1,742,155.21
2,342,316.19
7,246,204.64
2,590,817.77
3,396,512.43
5,959,316.11
3,941,214.66
3,804,228.79
127,319.29
2,549,363.09
281,040.28
580,440.64
3,303,455.65
1,915,513.25
4,531,419.74
400,995.70
5,703,433.25
5,860,579.59
1,803,298.06
2,084,430.96
3,825,303.33
2,421,116.20
0.0029%
0.0027%
0.0012%
0.0027%
0.0026%
0.0091%
0.0059%
0.0049%
0.0129%
0.0118%
0.0121%
0.0121%
0.0151%
0.0157%
0.0258%
0.0116%
0.0076%
0.0044%
0.0128%
0.0056%
0.0030%
0.0191%
0.0212%
0.0213%
0.0024%
0.0200%
0.0100%
0.0110%
0.0339%
0.0064%
0.0130%
0.0120%
0.0096%
0.0052%
0.0023%
0.0128%
0.0051%
0.0398%
0.0095%
0.0079%
0.0318%
0.0008%
0.0010%
0.0039%
0.0116%
0.0293%
0.0263%
0.0292%
0.0009%
0.0099%
0.0107%
0.0103%
0.0077%
0.0101%
0.0331%
0.0122%
0.0155%
0.0273%
0.0180%
0.0173%
0.0006%
0.0114%
0.0013%
0.0027%
0.0152%
0.0087%
0.0306%
0.0019%
0.0261%
0.0267%
0.0085%
0.0094%
0.0172%
0.0110%
Stated
Security ID
07387BEB5
07388VAE8
61750WAX1
90270RBE3
92937FAB7
05947UC97
059511AB1
07388VAE8
36197XAH7
61745M2F9
61745M3F8
61749MAV1
929766X73
07387MAE9
07388PAE1
61761QAG8
92937FAF8
61750CAG2
92937EAF1
12591VAE1
52109RBM2
90270RBB9
05950EAE8
059511AB1
20047QAE5
361849Q96
61750CAF4
90270RBC7
225470F65
36228CWX7
52108MDH3
61745M5G4
07387BEB5
12625UBB8
12632QAW3
20047QAE5
225470AP8
225470F99
361849Q21
361849Q96
36228CWX7
36828QRY4
46639JAD2
46641WAU1
59023BAE4
617453AT2
61750CAF4
61754JAE8
61761QAD5
90270RBD5
36192CAF2
36197XAL8
46638UAD8
46641WAW7
61761QAC7
61761QAA1
46641WAW7
61750WAX1
20047QAE5
05947UC97
225470AP8
52108MAD5
61749MAT6
05950EAE8
61749MAV1
61750CAG2
225458RT7
225458RT7
05947UZH4
07383FV54
88713UAA4
46625YCV3
05947UR83
05947U4D7
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

BEAR STEARNS COMMERCIAL T26 A4
MORGAN STANLEY CAPITAL IQ12 A4
WFRBS COMMERCIAL MORTGA C12 A2
BANC OF AMERICA MERRILL L 1 A4
BEAR STEARNS COMMERCIAL T26 A4
WACHOVIA BANK COMMERCIA C19 AJ
MORGAN STANLEY BANK OF A C8 AS
WFRBS COMMERCIAL MORTGA C12 AS
MORGAN STANLEY CAPITAL HQ9 AM
WFRBS COMMERCIAL MORTGA C11 AS
COMM MORTGAGE TRUST 14-CR16 A4
GMAC COMMERCIAL MORTGAGE C1 A4
COMMERCIAL MORTGAGE PAS C1 AAB
MORGAN STANLEY CAPITAL T19 A4A
COMM MORTGAGE TR 14-CR18 A4
CREDIT SUISSE FIRST BOST C5 A4
COMMERCIAL MORTGAGE PASS C1 AM
GE CAPITAL COMMERCIAL MO C1 A4
JP MORGAN CHASE COMMERC C10 A4
MERRILL LYNCH MORTGAGE T C1 A4
MORGAN STANLEY CAPITAL T27 AAB
JP MORGAN CHASE COMMERC C8 ASB
JPMBB COMMERCIAL MORTGA C1ASB
MORGAN STANLEY BANK OF C8 ASB
JPMBB COMMERCIAL MORTGA C1ASB
MORGAN STANLEY CAPITAL HQ9 AM
BANC OF AMERICA MERR 6 XC 144A
BEAR STEARNS COMME T16 X1 144A
TIMBERSTAR TRUST 1A A 144A
JP MORGAN CHASE COMMERC LN2 A2
Coupon
5.41
5.47
5.33
2.85
2.07
5.35
5.63
5.47
2.01
4.70
5.17
5.98
4.79
5.60
5.20
3.38
3.56
5.77
3.31
4.05
5.87
1.71
5.92
5.63
5.94
5.24
5.73
2.53
5.64
5.55
5.16
4.89
5.41
4.02
3.55
5.94
5.10
5.64
4.70
5.24
5.55
5.45
2.88
3.67
5.86
5.83
5.73
5.83
2.86
2.79
2.56
2.68
2.38
3.58
2.70
0.78
3.58
5.33
5.94
5.35
5.10
5.62
5.98
5.92
5.98
5.77
4.83
4.83
0.61
0.90
5.67
5.12
4.67
5.35
Income
Maturity
Market Value
Receivable
12/11/2040
1/12/2045
12/15/2043
12/10/2045
3/15/2048
11/10/2042
4/10/2049
1/12/2045
6/10/2046
7/15/2056
1/14/2042
8/12/2041
5/15/2044
3/11/2039
12/11/2038
12/15/2048
3/15/2048
7/12/2044
3/15/2045
4/10/2047
9/15/2045
12/10/2045
5/10/2045
4/10/2049
6/10/2046
11/10/2045
7/12/2044
12/10/2045
2/15/2039
4/10/2038
2/15/2031
6/12/2047
12/11/2040
7/10/2045
7/15/2047
6/10/2046
8/15/2038
2/15/2039
5/10/2043
11/10/2045
4/10/2038
3/10/2044
12/15/2047
4/15/2047
5/12/2039
10/15/2042
7/12/2044
6/11/2042
12/15/2048
12/10/2045
2/10/2046
6/10/2046
10/15/2045
4/15/2047
12/15/2048
12/15/2048
4/15/2047
12/15/2043
6/10/2046
11/10/2042
8/15/2038
11/15/2030
8/12/2041
5/10/2045
8/12/2041
7/12/2044
4/15/2037
4/15/2037
12/10/2042
2/13/2046
10/15/2036
7/15/2041
7/10/2043
9/10/2047
2,225,904.95
1,590,699.20
2,400,857.97
4,562,208.00
5,597,896.50
941,033.16
311,762.29
1,435,442.60
2,000,060.00
545,016.85
4,915,596.76
10,916,225.39
1,759,041.20
682,136.00
861,304.00
1,044,149.60
1,015,530.00
53,815.50
69,948.20
2,177,882.10
1,361,416.81
1,596,208.00
6,056,763.00
136,551.91
5,385,731.15
5,661,345.76
4,668,667.37
6,045,733.78
88,716.78
647,776.00
2,579,249.60
1,995,765.25
690,903.04
320,700.00
919,791.00
499,418.67
561,020.36
116,120.40
289,480.20
471,778.81
522,400.00
202,795.89
789,416.00
1,406,614.45
529,925.00
289,599.43
1,232,199.60
30,386.48
294,645.00
393,320.00
594,972.00
547,288.50
546,606.50
626,262.00
499,770.00
1,058,268.90
3,131,310.00
2,436,768.27
5,097,067.18
2,756,918.63
1,402,550.89
596,051.86
2,063,818.99
1,859,532.50
5,356,600.00
1,076,310.00
507,650.00
2,030,600.00
43,282.14
47,966.39
2,752,062.00
639,754.46
500,324.30
8,240,429.33
9,676.34
6,656.38
9,941.49
11,044.53
9,583.00
4,186.48
1,463.20
6,006.70
3,351.67
2,126.89
21,016.42
50,914.12
6,850.00
3,033.20
3,467.33
2,925.87
2,966.67
240.54
193.14
6,917.08
3,989.16
2,282.53
28,119.29
640.88
25,064.56
23,847.54
20,942.63
12,887.73
413.39
2,869.05
7,103.82
7,953.24
3,003.46
1,005.50
2,662.50
2,324.24
2,333.88
517.16
1,115.54
1,987.29
2,313.75
880.88
1,916.93
4,112.79
2,442.65
1,344.55
5,527.38
147.18
715.75
930.63
1,282.00
1,227.42
1,090.42
1,792.05
1,124.58
688.78
8,960.25
10,090.18
23,721.15
12,265.01
5,834.70
1,863.23
10,288.32
8,633.11
24,933.46
4,810.83
2,013.33
8,053.33
33,846.64
7,849.43
12,044.50
2,713.68
1,906.10
35,553.22
Par Value
Cost
% of MV
2,148,308.0600
1,460,000.0000
2,237,393.9700
4,650,000.0000
5,550,000.0000
939,548.6700
311,650.1000
1,317,500.0000
2,000,000.0000
543,034.7700
4,879,972.9600
10,210,000.0000
1,715,000.0000
650,000.0000
800,000.0000
1,040,000.0000
1,000,000.0000
50,000.0000
70,000.0000
2,049,000.0000
1,224,086.5400
1,600,000.0000
5,700,000.0000
136,502.7700
5,059,399.8600
5,463,353.8200
4,385,125.1800
6,106,000.0000
87,928.0700
620,000.0000
2,480,000.0000
1,951,715.0400
666,817.5900
300,000.0000
900,000.0000
469,157.9800
549,147.7800
110,000.0000
285,000.0000
455,279.4800
500,000.0000
193,901.6200
800,000.0000
1,345,000.0000
500,000.0000
276,794.9000
1,157,364.4200
30,287.1400
300,000.0000
400,000.0000
600,000.0000
550,000.0000
550,000.0000
600,000.0000
500,000.0000
1,063,757.8900
3,000,000.0000
2,270,859.2900
4,788,226.5700
2,752,569.5700
1,372,869.4500
596,403.7400
2,064,190.5400
1,750,000.0000
5,000,000.0000
1,000,000.0000
500,000.0000
2,000,000.0000
66,587,911.9100
10,473,009.9200
2,550,000.0000
636,641.2800
490,000.0000
7,975,747.6800
2,215,666.79
1,490,239.13
2,262,428.79
4,762,458.86
5,711,390.84
981,438.92
322,048.77
1,531,088.45
2,017,671.60
568,611.70
5,137,949.21
10,749,406.88
1,722,241.44
726,283.05
842,076.70
1,070,403.43
1,029,263.89
55,525.75
72,039.66
2,110,011.90
1,457,807.29
1,638,415.68
6,514,615.84
139,121.06
5,736,363.95
6,027,364.35
5,031,280.35
6,253,403.64
87,586.90
549,059.10
2,263,697.72
2,142,884.78
701,265.81
302,944.45
908,934.57
490,000.58
525,592.67
117,926.07
266,404.51
483,058.59
549,672.61
207,815.14
807,787.11
1,385,164.26
513,424.55
302,811.78
1,274,856.69
30,056.46
302,923.27
409,669.94
617,250.00
566,465.63
560,355.47
617,996.40
495,507.81
1,063,738.30
3,089,564.06
2,460,760.07
5,214,844.05
2,773,241.54
1,415,966.88
599,304.91
2,090,131.90
1,903,476.11
5,476,601.10
1,084,471.33
501,051.24
2,017,491.76
606,669.17
144,092.23
2,550,000.00
638,719.46
526,510.16
7,953,978.03
0.0103%
0.0074%
0.0111%
0.0212%
0.0260%
0.0044%
0.0014%
0.0067%
0.0093%
0.0025%
0.0228%
0.0507%
0.0082%
0.0032%
0.0040%
0.0048%
0.0047%
0.0002%
0.0003%
0.0101%
0.0063%
0.0074%
0.0281%
0.0006%
0.0250%
0.0263%
0.0217%
0.0281%
0.0004%
0.0030%
0.0120%
0.0093%
0.0032%
0.0015%
0.0043%
0.0023%
0.0026%
0.0005%
0.0013%
0.0022%
0.0024%
0.0009%
0.0037%
0.0065%
0.0025%
0.0013%
0.0057%
0.0001%
0.0014%
0.0018%
0.0028%
0.0025%
0.0025%
0.0029%
0.0023%
0.0049%
0.0145%
0.0113%
0.0237%
0.0128%
0.0065%
0.0028%
0.0096%
0.0086%
0.0249%
0.0050%
0.0024%
0.0094%
0.0002%
0.0002%
0.0128%
0.0030%
0.0023%
0.0383%
Stated
Security ID
22545YAE1
46639EAE1
55312VAG3
05950WAG3
05950XAB2
14986DAF7
22545YAB7
46629GAG3
55312VAF5
61754KAE5
92976BFE7
92977RAE6
92978PAF6
92978TAB7
07387JAE6
12513EAG9
46639NAM3
50180LAC4
50179MAE1
61751NAD4
05947UM47
05947U2R8
46625YJF1
92978PAE9
20048EAY7
617451FL8
201736AA3
61751NBE1
07387BAH6
22545DAD9
46639YAM9
55312VAG3
617451CL1
05947UM47
12513XAE2
14986DAF7
46629GAE8
52108MFS7
92977RAD8
05950WAF5
36828QQE9
617451CS6
126171AF4
22545DAD9
05947U7L6
05950VAB6
14986DAF7
46625YZX4
46629GAF5
46631BAD7
46639EAD3
46639YAP2
52108MFS7
59022KAD7
60687UAE7
617451FL8
61754KAE5
92976BDT6
92977QAD0
92977RAD8
92978NAE4
225458S66
46639NAR2
46640JAS6
07387JAE6
59022KAD7
20047PAE7
225458VQ8
225470NK5
46631BAB1
55312VAG3
61751NAF9
92976BDT6
59022HND0
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

COMMERCIAL MORTGAGE PAS C2 A1A
JP MORGAN CHASE COMMERC LC9 A5
ML-CFC COMMERCIAL MORTGA 4 A1A
BANC OF AMERICA COMMERCI 4 A1A
CD 2006-CD3 MORTGAGE TR CD3 A5
JP MORGAN CHASE COMME CB16 A1A
ML-CFC COMMERCIAL MORTGA 4 ASB
MORGAN STANLEY CAPITA IQ14 AAB
WACHOVIA BANK COMMERCI C26 A1A
WACHOVIA BANK COMMERCI C29 A1A
CD 2005-CD1 COMMERCIAL CD1 A4
JMBB COMMERCIAL MORTGA C12 A2
MORGAN STANLEY CAPITA HQ11 A31
BANC OF AMERICA MERRILL L 2 AJ
JPMORGAN CHASE COMMERC CB11 A4
COMMERCIAL MORTGA CMLB A1 144A
MORGAN STANLEY CAPIT HQ11 A4FL
BEAR STEARNS COMMERCI PWR9 A4A
JP MORGAN CHASE COMMER LC11 A2
BANC OF AMERICA MERRILL L 2 AJ
CD 2006-CD2 MORTGA CD2 A4 144A
JP MORGAN CHASE COMMER CB16 A4
GE CAPITAL COMMERCIAL MO C4 A4
MORGAN STANLEY CAPITAL T21 AM
JP MORGAN CHASE COMMER CB14 A4
JP MORGAN CHASE COMME CB16 ASB
JP MORGAN CHASE COMMER LD11 A3
JP MORGAN CHASE COMMERC LC9 A4
JP MORGAN CHASE COMMER LC11 A4
ML-CFC COMMERCIAL MORTGAG 2 A4
MORGAN STANLEY CAPITA IQ14 AAB
JP MORGAN CHASE COMMER C13 ASB
COMM 2005-LP5 MORTGAGE LP5 A4
MERRILL LYNCH MORTGAGE LC1 AM
Coupon
5.53
2.84
5.17
5.62
5.32
5.62
5.45
5.55
5.13
5.65
5.42
6.01
5.30
5.42
5.89
5.40
2.42
6.32
5.37
5.44
4.95
5.12
5.34
5.31
2.94
5.60
6.75
0.29
4.87
6.00
1.85
5.17
5.38
4.95
5.48
5.62
5.55
5.66
6.01
5.63
5.49
5.20
5.12
6.00
5.37
5.31
5.62
5.48
5.52
5.98
2.61
2.69
5.66
5.74
6.07
5.60
5.65
5.42
5.77
6.01
6.14
5.10
3.16
3.41
5.89
5.74
4.98
4.69
5.23
5.97
5.17
5.45
5.42
5.49
Maturity
1/15/2049
12/15/2047
12/12/2049
7/10/2046
9/10/2047
10/15/2048
1/15/2049
5/12/2045
12/12/2049
4/15/2049
1/15/2045
6/15/2045
11/15/2048
4/15/2047
9/11/2038
7/15/2044
7/15/2045
4/15/2041
9/15/2039
2/12/2044
7/10/2043
10/10/2045
8/12/2037
11/15/2048
1/10/2046
3/12/2044
6/20/2031
2/12/2044
9/11/2042
6/15/2038
4/15/2046
12/12/2049
11/14/2042
7/10/2043
1/15/2046
10/15/2048
5/12/2045
3/15/2039
6/15/2045
7/10/2046
11/10/2045
10/12/2052
6/10/2044
6/15/2038
9/10/2045
10/10/2045
10/15/2048
12/12/2044
5/12/2045
6/15/2049
12/15/2047
4/15/2046
3/15/2039
8/12/2043
6/12/2046
3/12/2044
4/15/2049
1/15/2045
7/15/2045
6/15/2045
2/15/2051
8/15/2038
7/15/2045
1/15/2046
9/11/2038
8/12/2043
5/10/2043
7/15/2037
12/15/2040
6/15/2049
12/12/2049
2/12/2044
1/15/2045
1/12/2044
Income
Market Value
Receivable
5,237,131.52
1,675,469.00
4,949,447.37
2,396,292.61
1,070,069.03
3,237,877.53
2,371.59
3,311,275.86
1,112,339.65
149,472.23
3,419,747.50
1,113,003.78
812,598.76
74,809.22
2,441,469.93
599,399.29
2,848,104.00
4,522,696.75
6,247,246.20
972,333.65
1,752,613.20
4,926,846.20
2,919,870.68
2,913,718.26
2,484,650.00
910,816.25
354,089.25
1,202,691.60
1,704,728.67
2,023,346.41
1,248,925.00
3,331,358.77
2,945,518.31
1,542,504.60
6,251,373.94
6,333,624.59
5,579,333.34
5,927,438.30
6,439,560.00
1,025,955.11
1,136,157.00
566,092.80
3,589,850.39
3,131,128.57
313,839.00
36,416.23
1,260,500.23
257,944.93
207,732.50
508,590.00
385,996.00
289,944.00
185,537.62
982,821.04
527,433.86
160,143.53
110,720.18
128,400.04
261,432.56
1,153,754.50
845,949.00
198,515.35
576,296.00
2,544,189.06
3,773,663.29
7,243,391.13
2,536,925.00
2,466,277.35
2,373,880.77
565,909.14
3,578,831.21
2,915,343.20
2,439,601.22
2,100,400.00
22,473.71
4,023.33
19,909.71
10,411.23
4,725.66
14,252.90
10.84
14,262.99
4,628.84
683.94
14,668.33
5,192.06
3,312.17
337.83
11,223.19
2,614.97
5,656.70
14,096.55
17,369.47
4,394.01
7,058.03
20,402.28
12,806.96
12,015.20
6,127.08
4,067.38
1,931.17
176.06
6,728.03
9,505.80
1,932.19
13,400.77
12,793.38
6,211.89
27,298.69
27,880.15
24,238.46
17,685.54
30,055.00
4,540.74
5,032.85
2,341.80
14,956.54
14,710.23
1,343.00
160.44
5,548.63
1,128.56
928.38
2,493.57
870.20
673.55
553.58
4,393.00
2,500.98
715.14
506.62
556.67
1,188.24
5,384.85
3,990.99
823.75
1,473.27
6,949.72
17,347.14
32,376.44
10,379.17
9,504.22
9,980.58
2,809.88
14,396.25
12,233.05
10,576.81
9,147.47
Par Value
Cost
% of MV
4,880,285.0780
1,700,000.0000
4,624,787.3000
2,224,226.4550
1,066,538.7900
3,044,949.5300
2,387.1300
3,086,113.0520
1,082,137.2000
145,159.5400
3,250,000.0000
1,036,857.0000
750,349.7480
74,782.3000
2,286,491.5300
581,184.9500
2,800,000.0000
4,015,000.0000
5,820,000.0000
969,444.7000
1,710,000.0000
4,786,459.3500
2,880,664.8300
2,716,323.0600
2,500,000.0000
872,270.6100
343,522.5000
1,210,000.0000
1,657,490.2000
1,900,783.8700
1,250,000.0000
3,112,837.5710
2,855,069.7000
1,505,000.0000
5,978,000.0000
5,956,237.3900
5,238,859.8400
5,623,382.0300
6,000,000.0000
967,143.1400
1,100,000.0000
540,000.0000
3,508,179.9600
2,941,463.0300
300,000.0000
36,263.5600
1,185,393.6900
247,085.5200
201,711.4100
500,000.0000
400,000.0000
300,000.0000
176,020.2100
918,078.1700
494,606.8100
153,366.2700
107,525.5900
123,294.4200
247,334.4900
1,075,000.0000
780,000.0000
193,671.6200
560,000.0000
2,443,000.0000
3,534,120.6000
6,766,236.1560
2,500,000.0000
2,433,858.3600
2,289,998.1400
564,841.5900
3,344,077.0000
2,695,000.0000
2,342,594.3900
2,000,000.0000
5,258,401.31
1,741,235.23
5,091,152.18
2,444,878.07
1,066,538.79
3,253,207.71
2,288.48
3,406,647.22
1,087,051.09
133,589.86
3,462,028.18
1,142,557.12
828,763.65
77,554.81
2,384,584.19
608,802.83
2,828,722.21
4,396,022.69
6,393,328.76
878,153.27
1,716,520.74
4,921,329.28
2,936,885.01
2,990,238.44
2,572,581.12
942,558.90
362,863.31
1,205,103.50
1,827,289.42
2,155,218.05
1,286,388.09
3,475,136.60
3,160,607.60
1,612,869.21
6,651,466.30
6,665,073.27
5,953,519.27
6,349,934.47
6,952,926.18
1,057,030.04
1,071,194.59
566,148.74
3,801,636.47
3,185,128.68
322,637.64
36,669.58
1,337,232.19
251,465.09
202,568.39
525,710.20
403,877.93
302,924.19
188,197.38
1,036,847.38
516,969.46
164,826.52
109,728.70
130,970.51
266,370.08
1,220,226.80
859,743.27
213,129.55
576,796.64
2,527,444.29
3,823,225.88
7,387,859.21
2,578,696.13
2,509,443.21
2,408,543.79
567,462.68
3,633,063.70
2,954,347.43
2,485,778.89
2,153,040.10
0.0243%
0.0078%
0.0230%
0.0111%
0.0050%
0.0150%
0.0000%
0.0154%
0.0052%
0.0007%
0.0159%
0.0052%
0.0038%
0.0003%
0.0113%
0.0028%
0.0132%
0.0210%
0.0290%
0.0045%
0.0081%
0.0229%
0.0136%
0.0135%
0.0115%
0.0042%
0.0016%
0.0056%
0.0079%
0.0094%
0.0058%
0.0155%
0.0137%
0.0072%
0.0290%
0.0294%
0.0259%
0.0275%
0.0299%
0.0048%
0.0053%
0.0026%
0.0167%
0.0145%
0.0015%
0.0002%
0.0059%
0.0012%
0.0010%
0.0024%
0.0018%
0.0013%
0.0009%
0.0046%
0.0024%
0.0007%
0.0005%
0.0006%
0.0012%
0.0054%
0.0039%
0.0009%
0.0027%
0.0118%
0.0175%
0.0336%
0.0118%
0.0115%
0.0110%
0.0026%
0.0166%
0.0135%
0.0113%
0.0098%
Stated
Security ID
9297667G2
059512AC7
46628FAF8
12624QAP8
23305YBB4
59025WAE6
12513YAD2
22545MAD9
59025WAE6
46625YGP2
46625YNB5
46625YNC3
46625YXP3
9297667G2
46625YXT5
12624QAP8
22545MAD9
59025WAE6
36228CVU4
20173QAB7
46632HAC5
92978QAC1
61763KAY0
61763KAY0
17311QBG4
36228CVT7
46625YGP2
46625YXN8
46625YXP3
46625YXT5
59025WAE6
59022KAX3
05947UM96
07383FX86
22541S3Y2
225458WK0
36228CWD1
59022HJD5
617451AT6
929766C84
46631QAH5
46631QBX9
59025KAE2
059500AD0
46629MAL9
0556N1J46
71838MJ43
36960MJ53
63253KJ24
89233HJS4
45920GJB3
16677KJ46
30229BJ40
580645AF6
056752AB4
56501RAA4
56501RAB2
56501RAB2
268648AP7
268648AP7
268648AN2
268648AQ5
268648AP7
871829AM9
427866AS7
20826FAA4
53944VAA7
20825CAR5
20825CAQ7
20825CAN4
22541LBK8
22546QAF4
15189XAD0
20825CAP9
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

DBUBS 2011-LC3 MORTGAG LC3A A2
CD 2007-CD4 COMMERCIAL CD4 A3
JPMCC COMMERCIAL MORTG LDP1 A4
JPMORGAN CHASE COMMERC LDP2 A3
GS MORTGAGE SECURITIES GG4 A4A
MORGAN STANLEY BAML TR C15 ASB
MORGAN STANLEY BAML TR C15 ASB
JPMCC COMMERCIAL MORTG LDP1 A4
MERRILL LYNCH MORTGA C2 X 144A
BANC OF AMERICA MERR 2 XC 144A
BEAR STEARNS COMM PWR6 X1 144A
CREDIT SUISSE FIRST C5 AX 144A
CREDIT SUISSE FIRST C3 AX 144A
GS MORTGAGE SECURI GG4 XC 144A
MERRILL LYNCH MOR MCP1 XC 144A
MORGAN STANLEY CA IQ10 X1 144A
WACHOVIA BANK COMM C17 XC 144A
JP MORGAN CHASE COMMER CB20 AM
JP MORGAN CHASE COMM CB20 AMFX
JP MORGAN CHASE COMMER LDP8 AM
COMMERCIAL PAPER
BNP PARIBAS FIN DISC
COMMERCIAL PAPER
PHILIP MORRIS DISC
COMMERCIAL PAPER
GENERAL ELEC CO DISC
COMMERCIAL PAPER
NATIONAL AUST FDG DISC
COMMERCIAL PAPER
TOYOTA MTR CR CP DISC
COMMERCIAL PAPER
IBM DISC
COMMERCIAL PAPER
CHEVRON CORP DISC
COMMERCIAL PAPER
EXXON CORP DISC
CORPORATE BONDS
MCGRAW HILL FINANCIAL INC
CORPORATE BONDS
BAIDU INC
CORPORATE BONDS
MANULIFE FINANCIAL CORP
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
EMC CORP/MA
CORPORATE BONDS
EMC CORP/MA
CORPORATE BONDS
EMC CORP/MA
CORPORATE BONDS
EMC CORP/MA
CORPORATE BONDS
EMC CORP/MA
CORPORATE BONDS
SYSCO CORP
CORPORATE BONDS
HERSHEY CO/THE
CORPORATE BONDS
CONOCOPHILLIPS CO
CORPORATE BONDS
LLOYDS BANK PLC
CORPORATE BONDS
CONOCOPHILLIPS
CORPORATE BONDS
CONOCOPHILLIPS
CORPORATE BONDS
CONOCOPHILLIPS
CORPORATE BONDS
CREDIT SUISSE USA INC
CORPORATE BONDS
CREDIT SUISSE/NEW YORK NY
CORPORATE BONDS
CENTERPOINT ENERGY HOUSTON ELE
CORPORATE BONDS
CONOCOPHILLIPS
Coupon
5.41
5.76
6.06
1.80
3.64
5.69
5.29
5.47
5.69
5.04
4.70
4.74
5.40
5.41
5.45
1.80
5.47
5.69
4.75
5.38
6.14
5.25
3.65
3.65
5.90
4.76
5.04
5.43
5.40
5.45
5.69
0.54
0.56
0.81
0.90
0.89
0.88
0.77
0.14
0.44
6.08
5.93
6.01
5.89
5.44
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
6.55
3.50
3.40
4.90
4.90
1.88
1.88
3.38
2.65
1.88
5.38
1.50
2.40
2.30
5.75
6.50
5.20
5.13
4.38
6.95
5.90
Maturity
10/15/2044
6/10/2049
4/15/2045
10/15/2045
8/10/2044
2/12/2051
12/11/2049
9/15/2039
2/12/2051
3/15/2046
7/15/2042
7/15/2042
12/15/2044
10/15/2044
12/15/2044
10/15/2045
9/15/2039
2/12/2051
7/10/2039
3/10/2039
2/15/2051
12/15/2043
4/15/2047
4/15/2047
12/10/2049
7/10/2039
3/15/2046
12/15/2044
12/15/2044
12/15/2044
2/12/2051
8/12/2043
7/10/2043
11/11/2041
11/15/2037
7/15/2037
7/10/2039
6/12/2043
9/15/2042
3/15/2042
2/12/2051
2/12/2051
6/12/2050
7/10/2044
5/15/2045
9/4/2014
9/4/2014
9/5/2014
9/2/2014
9/26/2014
9/11/2014
9/4/2014
9/4/2014
11/15/2037
11/28/2022
9/17/2015
9/17/2020
9/17/2020
6/1/2018
6/1/2018
6/1/2023
6/1/2020
6/1/2018
3/17/2019
11/1/2016
12/15/2022
11/27/2018
2/1/2019
2/1/2039
5/15/2018
8/15/2015
8/5/2020
3/15/2033
5/15/2038
Income
Market Value
2,147,881.82
1,880,384.35
4,194,749.35
3,995,440.00
1,569,414.00
1,727,562.86
6,777,003.49
5,108,361.01
1,133,713.13
3,091,539.72
1,475,511.78
3,130,388.80
4,576,810.56
3,007,034.57
210,294.00
973,888.50
3,069,639.55
2,864,515.19
2,468,281.41
185,314.15
30,285.43
111,695.60
701,000.90
2,929,556.00
503,586.81
2,497,309.09
1,089,767.76
1,272,266.43
2,592,800.00
4,731,615.00
5,020,729.58
167,305.32
205,275.07
244,105.06
48,920.26
302,475.15
111,945.30
169,713.68
102,729.35
75,181.36
11,171.10
665,460.00
110,575.00
2,716,385.61
774,165.60
29,999,499.00
39,999,332.00
149,998,545.00
99,999,556.00
49,995,916.50
49,999,460.00
49,999,415.00
99,998,830.00
1,887,840.00
2,543,173.00
339,688.80
1,686,253.50
729,788.40
2,040,250.30
1,584,076.40
1,773,275.00
2,411,211.15
1,754,515.00
1,441,591.50
7,120,442.00
2,195,280.00
834,875.25
764,981.91
2,713,820.00
1,227,429.30
1,012,563.60
574,628.25
1,835,213.76
333,379.80
Receivable
9,363.44
9,045.82
19,870.83
6,003.33
4,567.68
7,396.88
29,455.12
21,799.62
4,854.20
12,924.39
5,745.18
12,160.87
19,874.79
13,108.81
907.74
1,463.31
13,099.50
12,264.95
9,666.39
819.12
154.71
488.27
2,040.15
8,526.00
2,476.49
9,749.07
4,555.85
5,733.58
11,259.23
20,424.11
21,497.18
11,536.88
54,524.97
22,032.92
30,782.77
57,628.63
32,371.95
42,928.17
29,490.84
27,148.41
50.68
2,965.00
500.74
12,470.10
217.60
34,715.00
23,282.29
5,111.33
34,041.39
14,732.67
9,539.06
7,406.25
14,765.63
15,800.63
8,203.13
31,219.79
35,000.00
11,400.00
4,954.58
3,167.29
10,833.33
16,765.67
2,209.44
1,658.85
41,533.20
4,516.78
Par Value
Cost
% of MV
2,075,348.3900
1,883,039.4400
3,935,000.0000
4,000,000.0000
1,505,000.0000
1,559,974.7700
6,677,903.4000
4,784,991.3000
1,023,733.4500
3,078,456.2800
1,467,791.2000
3,080,000.0000
4,413,000.0000
2,905,487.7700
200,000.0000
975,000.0000
2,875,325.0800
2,586,633.1900
2,441,522.3300
182,669.1020
30,213.5200
111,690.0200
670,000.0000
2,800,000.0000
503,833.6900
2,457,231.6400
1,085,155.8500
1,266,289.5400
2,500,000.0000
4,500,000.0000
4,533,676.6900
25,818,722.3000
117,300,041.8800
32,547,340.9200
41,109,464.8300
77,557,730.6300
44,072,951.4500
67,080,507.2900
250,559,397.2300
74,436,991.0700
10,000.0000
600,000.0000
100,000.0000
2,541,029.1900
720,000.0000
30,000,000.0000
40,000,000.0000
150,000,000.0000
100,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
100,000,000.0000
1,800,000.0000
2,575,000.0000
330,000.0000
1,525,000.0000
660,000.0000
2,035,000.0000
1,580,000.0000
1,750,000.0000
2,385,000.0000
1,750,000.0000
1,275,000.0000
7,000,000.0000
2,250,000.0000
825,000.0000
661,000.0000
2,000,000.0000
1,095,000.0000
970,000.0000
525,000.0000
1,296,000.0000
260,000.0000
2,064,101.82
1,863,917.19
4,405,044.84
4,095,774.95
1,511,462.52
1,568,062.17
4,697,218.95
5,363,547.90
1,198,666.76
3,168,087.45
1,491,482.55
2,925,058.91
4,392,146.24
3,098,267.78
216,212.19
998,345.15
3,052,608.91
2,896,747.25
2,408,367.87
187,285.78
32,108.14
113,850.59
694,915.63
2,883,419.86
506,944.51
2,533,465.62
1,108,962.02
1,280,035.22
2,627,795.17
4,838,683.00
5,095,487.96
825,847.02
984,646.75
423,027.24
959,849.31
1,195,128.45
951,145.57
800,917.29
844,717.56
487,626.02
11,517.73
688,555.07
114,418.41
2,892,707.86
775,237.50
29,999,775.00
39,999,800.04
149,999,166.72
99,999,888.92
49,997,569.41
49,999,027.70
49,999,708.24
99,999,583.20
2,030,602.73
2,485,302.00
328,930.41
1,664,912.89
729,976.94
2,032,558.17
1,579,316.63
1,750,744.50
2,375,402.56
1,752,634.80
1,445,390.79
7,050,376.24
2,255,588.25
823,872.27
658,746.57
2,234,637.45
1,091,338.23
967,095.51
524,569.51
1,468,175.90
257,853.92
0.0100%
0.0087%
0.0195%
0.0186%
0.0073%
0.0080%
0.0315%
0.0237%
0.0053%
0.0144%
0.0069%
0.0145%
0.0213%
0.0140%
0.0010%
0.0045%
0.0143%
0.0133%
0.0115%
0.0009%
0.0001%
0.0005%
0.0033%
0.0136%
0.0023%
0.0116%
0.0051%
0.0059%
0.0120%
0.0220%
0.0233%
0.0008%
0.0010%
0.0011%
0.0002%
0.0014%
0.0005%
0.0008%
0.0005%
0.0003%
0.0001%
0.0031%
0.0005%
0.0126%
0.0036%
0.1393%
0.1857%
0.6965%
0.4643%
0.2322%
0.2322%
0.2322%
0.4643%
0.0088%
0.0118%
0.0016%
0.0078%
0.0034%
0.0095%
0.0074%
0.0082%
0.0112%
0.0081%
0.0067%
0.0331%
0.0102%
0.0039%
0.0036%
0.0126%
0.0057%
0.0047%
0.0027%
0.0085%
0.0015%
Stated
Security ID
20825UAC8
208251AE8
674599CC7
674599CE3
22546QAN7
718507BK1
891490AR5
539473AH1
505588BJ1
20825UAC8
208251AE8
341099CN7
891490AT1
20826FAB2
20826FAB2
20826FAB2
539473AH1
20825CAT1
695114CH9
695114CG1
695114CK2
695114CR7
695114CM8
695114CR7
010392FL7
010392FC7
744448CD1
744448CK5
010392FC7
744448CC3
57636QAB0
637071AJ0
24422EQZ5
05565QCD8
05565QCD8
057224AY3
057224AZ0
24422ERR2
24422ERY7
57636QAB0
637071AK7
637071AL5
24422ERF8
74005PBH6
136375BN1
136375BQ4
244199BF1
24422ERC5
24422ERH4
055482AJ2
244199BE4
24422ESF7
74005PAP9
24422ESF7
05565QCE6
24422ESB6
009158AS5
05565QCE6
24422ESF7
637071AL5
24422ERC5
24422ERL5
24422ERN1
24422ERS0
24422ESH3
24422ESN0
05565QBZ0
06739FHT1
25468PCW4
828807BZ9
035242AA4
05565QBP2
05565QBR8
05565QCJ5
Accounting Type
Description

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CONOCO FUNDING CO
CONOCOPHILLIPS HOLDING CO
OCCIDENTAL PETROLEUM CORP
OCCIDENTAL PETROLEUM CORP
CREDIT SUISSE NEW YORK
CONOCOPHILLIPS
TOSCO CORP
LLOYDS BANK PLC
LACLEDE GAS CO
CONOCO FUNDING CO
CONOCOPHILLIPS HOLDING CO
DUKE ENERGY FLORIDA INC
TOSCO CORP
CONOCOPHILLIPS CO
CONOCOPHILLIPS CO
CONOCOPHILLIPS CO
LLOYDS BANK PLC
CONOCOPHILLIPS
PACIFICORP
PACIFICORP
PACIFICORP
PACIFICORP
PACIFICORP
PACIFICORP
ALABAMA POWER CO
ALABAMA POWER CO
PUBLIC SERVICE CO OF COLORADO
PUBLIC SERVICE COLORADO
ALABAMA POWER CO
PUBLIC SERVICE CO OF COLORADO
MASTERCARD INC
NATIONAL OILWELL VARCO INC
JOHN DEERE CAPITAL CORP
BP CAPITAL MARKETS PLC
BAKER HUGHES INC
BAKER HUGHES INC
MASTERCARD INC
PRAXAIR INC
CANADIAN NATIONAL RAILWAY CO
CANADIAN NATIONAL RAILWAY CO
DEERE & CO
BJ SERVICES CO
DEERE & CO
PRAXAIR INC
AIR PRODUCTS & CHEMICALS INC
BARCLAYS BANK PLC
WALT DISNEY CO/THE
SIMON PROPERTY GROUP LP
ANHEUSER-BUSCH INBEV FINANCE I
Coupon
7.25
6.95
3.13
2.70
2.30
7.00
7.80
6.38
3.40
7.25
6.95
5.65
8.13
1.05
1.05
1.05
6.38
4.60
5.65
6.25
5.50
3.60
3.85
3.60
4.15
3.38
3.20
4.30
3.38
5.13
3.38
2.60
2.80
2.75
2.75
7.50
5.13
2.25
1.70
3.38
3.95
1.35
1.85
1.25
6.20
6.38
3.90
2.25
3.15
6.00
2.60
1.95
5.20
1.95
1.38
1.30
1.20
1.38
1.95
1.35
2.25
2.00
1.40
0.95
1.05
1.13
3.25
2.50
2.35
6.13
2.63
4.50
4.74
3.99
Maturity
10/15/2031
4/15/2029
2/15/2022
2/15/2023
5/28/2019
3/30/2029
1/1/2027
1/21/2021
8/15/2023
10/15/2031
4/15/2029
4/1/2040
2/15/2030
12/15/2017
12/15/2017
12/15/2017
1/21/2021
1/15/2015
7/15/2018
10/15/2037
1/15/2019
4/1/2024
6/15/2021
4/1/2024
8/15/2044
10/1/2020
11/15/2020
3/15/2044
10/1/2020
6/1/2019
4/1/2024
12/1/2022
9/18/2017
5/10/2023
5/10/2023
11/15/2018
9/15/2040
4/17/2019
1/15/2020
4/1/2024
12/1/2042
12/1/2017
9/15/2016
11/7/2018
6/1/2036
11/15/2037
6/9/2042
6/7/2016
10/15/2021
6/1/2018
6/8/2022
12/13/2018
3/15/2017
12/13/2018
5/10/2018
3/12/2018
10/15/2017
5/10/2018
12/13/2018
12/1/2017
6/7/2016
1/13/2017
3/15/2017
6/29/2015
12/15/2016
6/12/2017
5/6/2022
2/20/2019
12/1/2022
5/30/2018
1/17/2023
10/1/2020
3/11/2021
9/26/2023
Income
Market Value
Receivable
14,500.90
282,936.90
274,806.00
107,836.30
2,369,895.55
439,180.50
410,906.80
2,125,298.64
726,251.90
94,255.85
414,054.00
346,648.50
120,372.00
1,733,270.00
1,733,270.00
1,881,836.00
1,455,684.00
5,076,725.00
658,346.25
1,098,512.25
343,887.00
312,468.00
920,881.50
848,871.40
947,186.40
6,850,480.00
144,615.80
52,826.00
263,480.00
114,145.00
2,046,100.00
1,756,134.00
2,324,880.25
1,487,772.00
1,458,600.00
1,701,082.00
854,411.40
324,739.20
147,172.50
593,369.00
1,825,691.00
1,348,974.00
4,696,048.00
371,579.20
105,144.00
408,249.00
163,112.40
452,355.20
77,687.25
411,048.00
354,880.80
2,508,850.00
1,763,360.00
2,508,850.00
2,473,900.00
1,983,380.00
2,998,830.00
2,835,089.40
2,508,850.00
1,498,860.00
3,084,240.00
2,047,076.00
7,073,514.00
2,010,312.00
2,009,408.00
3,996,852.00
4,821,626.25
1,575,063.50
1,751,760.00
3,265,775.40
1,958,640.00
482,255.72
2,690,160.00
4,243,240.00
273.89
5,382.39
375.00
132.00
14,052.04
9,689.17
3,770.00
12,410.00
1,072.89
1,780.28
7,876.67
6,473.96
288.89
3,879.17
3,879.17
4,211.67
8,500.00
29,388.89
4,151.18
19,479.17
2,108.33
5,040.00
6,908.61
13,692.00
536.04
91,406.25
1,319.11
1,033.19
3,515.63
1,281.25
28,125.00
11,700.00
28,208.06
12,973.13
12,718.75
30,695.83
17,487.64
2,680.00
325.83
8,156.25
18,268.75
4,556.25
39,240.56
1,504.17
1,240.00
5,631.25
1,465.75
2,310.00
892.50
5,400.00
2,158.00
10,562.50
38,364.44
10,562.50
10,598.96
12,205.56
13,600.00
12,146.41
10,562.50
5,062.50
15,750.00
5,333.33
45,188.89
3,272.22
4,433.33
9,875.00
48,979.22
1,184.03
10,575.00
43,738.45
6,416.67
8,193.75
53,742.67
68,785.56
Par Value
Cost
% of MV
10,000.0000
205,000.0000
270,000.0000
110,000.0000
2,365,000.0000
330,000.0000
290,000.0000
1,752,000.0000
710,000.0000
65,000.0000
300,000.0000
275,000.0000
80,000.0000
1,750,000.0000
1,750,000.0000
1,900,000.0000
1,200,000.0000
5,000,000.0000
575,000.0000
825,000.0000
300,000.0000
300,000.0000
850,000.0000
815,000.0000
930,000.0000
6,500,000.0000
140,000.0000
50,000.0000
250,000.0000
100,000.0000
2,000,000.0000
1,800,000.0000
2,225,000.0000
1,530,000.0000
1,500,000.0000
1,390,000.0000
740,000.0000
320,000.0000
150,000.0000
580,000.0000
1,850,000.0000
1,350,000.0000
4,600,000.0000
380,000.0000
80,000.0000
300,000.0000
165,000.0000
440,000.0000
75,000.0000
360,000.0000
360,000.0000
2,500,000.0000
1,600,000.0000
2,500,000.0000
2,500,000.0000
2,000,000.0000
3,000,000.0000
2,865,000.0000
2,500,000.0000
1,500,000.0000
3,000,000.0000
2,000,000.0000
7,000,000.0000
2,000,000.0000
2,000,000.0000
4,000,000.0000
4,725,000.0000
1,550,000.0000
1,800,000.0000
2,825,000.0000
2,000,000.0000
437,000.0000
2,400,000.0000
4,000,000.0000
10,544.91
212,929.00
267,317.60
110,259.30
2,360,371.67
333,837.75
386,583.23
2,054,602.73
708,043.53
78,918.80
339,046.60
273,929.54
111,557.67
1,730,924.12
1,730,924.12
1,879,289.03
1,424,309.21
5,071,090.71
574,524.10
938,197.14
324,320.82
299,820.00
946,806.50
814,531.03
922,599.28
6,493,294.70
139,626.46
53,105.00
249,600.00
109,251.00
1,991,730.36
1,794,556.99
2,223,145.70
1,516,452.25
1,486,717.87
1,386,593.03
737,162.78
320,641.05
143,310.76
577,601.81
1,788,707.91
1,343,055.33
4,694,756.62
379,877.84
79,751.13
378,791.28
163,837.28
439,685.51
74,749.31
434,808.00
359,085.60
2,495,414.68
1,757,609.10
2,495,414.68
2,494,832.30
1,996,730.81
2,998,078.81
2,857,124.78
2,495,414.68
1,500,573.68
3,069,409.50
2,040,178.24
7,000,193.73
1,999,850.51
1,996,857.21
3,998,258.51
4,984,701.72
1,549,930.29
1,788,378.32
2,823,343.41
1,988,838.48
482,149.21
2,479,958.17
4,072,083.69
0.0001%
0.0013%
0.0013%
0.0005%
0.0110%
0.0020%
0.0019%
0.0099%
0.0034%
0.0004%
0.0019%
0.0016%
0.0006%
0.0080%
0.0080%
0.0087%
0.0068%
0.0236%
0.0031%
0.0051%
0.0016%
0.0015%
0.0043%
0.0039%
0.0044%
0.0318%
0.0007%
0.0002%
0.0012%
0.0005%
0.0095%
0.0082%
0.0108%
0.0069%
0.0068%
0.0079%
0.0040%
0.0015%
0.0007%
0.0028%
0.0085%
0.0063%
0.0218%
0.0017%
0.0005%
0.0019%
0.0008%
0.0021%
0.0004%
0.0019%
0.0016%
0.0116%
0.0082%
0.0116%
0.0115%
0.0092%
0.0139%
0.0132%
0.0116%
0.0070%
0.0143%
0.0095%
0.0328%
0.0093%
0.0093%
0.0186%
0.0224%
0.0073%
0.0081%
0.0152%
0.0091%
0.0022%
0.0125%
0.0197%
Stated
Security ID
05565QCP1
06739FHT1
828807BM8
828807CG0
828807CH8
002799AL8
03523TBP2
03524BAE6
05565QBP2
14912L4E8
278642AC7
828807CD7
89417EAH2
035229CV3
03523TBE7
03523TBP2
035242AB2
05565QBP2
05565QCB2
06739FHV6
06741JS26
149123CE9
718172AV1
808513AD7
828807CD7
89417EAF6
89417EAH2
035229CN1
035229DC4
14912L4E8
58013MEQ3
718172BE8
828807BP1
828807CN5
03523TAN8
03523TBP2
05565QBH0
097014AL8
097023AZ8
718172AL3
718172AP4
718172AT6
89417EAD1
035242AA4
06739FHV6
035242AC0
05565QCC0
14912L4E8
25468PBW5
828807CA3
002799AL8
149123CC3
149123CD1
278642AF0
278642AL7
744482BL3
05565QBJ6
278642AH6
03523TBJ6
03523TBP2
03524BAF3
05565QBP2
05565QBU1
05565QBZ0
05565QCP1
06739FHV6
097023AW5
141781AX2
149123BQ3
149123CE9
263534CJ6
718172AA7
718172AM1
828807BZ9
Accounting Type
Description

CONVERTIBLES
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS

BARCLAYS BANK PLC
ABBEY NATIONAL TREASURY SERVIC
ANHEUSER-BUSCH INBEV WORLDWIDE
CATERPILLAR FINANCIAL SERVICES
EBAY INC
TRAVELERS COS INC/THE
ANHEUSER-BUSCH COS LLC
BARCLAYS PLC
BARCLAYS BANK PLC
CATERPILLAR INC
PHILIP MORRIS INTERNATIONAL IN
CHARLES SCHWAB CORP/THE
MCDONALD'S CORP
BOEING CAPITAL CORP
BOEING CO/THE
BARCLAYS PLC
WALT DISNEY CO/THE
ABBEY NATIONAL TREASURY SERVIC
CATERPILLAR INC
CATERPILLAR INC
EBAY INC
EBAY INC
PUBLIC SERVICE CO OF NEW HAMPS
EBAY INC
BARCLAYS PLC
BOEING CO/THE
CARGILL INC
CATERPILLAR INC
CATERPILLAR INC
EI DU PONT DE NEMOURS & CO
Coupon
3.81
2.50
5.10
4.13
2.80
3.05
2.50
3.70
4.50
7.15
3.25
5.65
5.35
5.05
7.75
2.50
4.00
4.50
2.50
3.75
2.75
4.75
2.63
4.45
5.65
5.90
5.35
6.50
6.45
7.15
1.88
3.60
5.75
2.75
5.38
2.50
3.88
4.70
4.88
2.90
4.50
2.50
6.25
2.63
3.75
1.25
1.38
7.15
7.00
10.35
3.05
3.40
4.30
4.00
3.45
3.50
4.75
2.20
8.00
2.50
4.63
4.50
3.56
3.25
3.81
3.75
6.00
6.00
7.90
4.75
4.15
5.65
4.38
6.13
Maturity
2/10/2024
2/20/2019
6/15/2015
12/1/2021
1/30/2017
8/23/2018
7/15/2022
2/1/2024
10/1/2020
2/15/2019
10/15/2020
2/1/2020
11/1/2040
10/15/2016
1/15/2019
7/15/2022
1/17/2043
10/1/2020
11/6/2022
5/15/2024
2/23/2015
5/15/2064
3/6/2023
7/22/2020
2/1/2020
6/2/2019
11/1/2040
2/1/2043
9/1/2037
2/15/2019
5/29/2019
11/15/2023
12/1/2015
2/1/2023
1/15/2020
7/15/2022
3/10/2015
10/27/2019
2/15/2020
11/15/2021
3/20/2042
8/22/2022
6/15/2037
1/17/2023
5/15/2024
1/17/2018
11/6/2017
2/15/2019
3/1/2032
4/1/2019
8/23/2018
5/15/2024
5/15/2044
7/15/2042
8/1/2024
11/1/2023
3/10/2019
8/1/2019
11/15/2039
7/15/2022
2/1/2044
10/1/2020
11/1/2021
5/6/2022
2/10/2024
5/15/2024
3/15/2019
11/27/2017
12/15/2018
5/15/2064
2/15/2043
5/16/2018
11/15/2041
5/30/2018
Income
Market Value
Receivable
978,940.92
609,702.00
2,071,440.00
1,598,257.50
174,676.32
1,880,658.00
1,714,982.50
1,039,381.20
2,731,311.00
3,044,825.00
1,923,818.40
1,049,058.00
3,015,607.50
879,700.50
2,011,420.00
2,704,772.40
907,588.50
2,422,314.20
1,321,145.80
2,850,319.80
1,788,921.30
830,067.70
1,240,116.90
493,909.95
1,847,507.70
513,744.00
1,176,385.50
1,253,074.88
2,568,287.00
816,013.10
2,000,140.00
1,818,810.00
1,051,590.00
1,947,800.00
1,198,308.80
1,077,989.00
621,169.10
415,191.80
852,525.00
407,168.00
373,442.40
322,862.10
209,243.20
734,490.00
1,251,484.50
1,484,005.14
1,971,405.50
2,344,515.25
1,735,341.74
3,367,491.60
7,721,145.90
2,771,200.50
2,336,006.40
1,258,606.25
703,731.00
621,828.55
1,125,756.10
2,604,583.20
653,973.60
107,798.90
518,391.25
165,534.00
125,924.40
428,589.00
472,158.00
204,324.00
526,032.00
67,998.00
371,931.00
183,261.70
45,013.50
569,590.00
111,520.20
520,528.50
2,075.77
458.33
21,533.33
15,159.38
405.07
1,220.00
5,590.28
3,052.50
46,406.25
7,944.44
22,652.50
4,237.50
45,029.17
15,453.00
16,141.53
8,816.67
4,473.33
41,156.25
10,940.97
30,806.25
1,081.67
11,480.49
16,205.73
2,145.27
7,462.71
6,417.89
17,565.83
4,977.92
61,275.00
2,129.11
9,583.33
18,550.00
14,375.00
4,583.33
7,142.78
3,513.89
11,227.81
5,989.89
1,625.00
3,415.56
7,245.00
206.25
2,111.11
2,406.25
13,526.04
2,282.50
8,674.91
6,117.22
43,330.00
108,157.50
5,008.78
28,975.08
30,233.78
7,027.78
2,213.75
6,941.67
22,788.13
5,253.42
9,893.33
351.39
1,830.73
2,812.50
1,424.40
4,353.71
1,001.18
2,208.33
12,450.00
940.00
5,003.33
2,534.65
83.00
8,239.58
1,417.01
6,967.19
Par Value
Cost
% of MV
933,000.0000
600,000.0000
2,000,000.0000
1,470,000.0000
168,000.0000
1,800,000.0000
1,750,000.0000
990,000.0000
2,475,000.0000
2,500,000.0000
1,845,000.0000
900,000.0000
2,525,000.0000
810,000.0000
1,630,000.0000
2,760,000.0000
915,000.0000
2,195,000.0000
1,370,000.0000
2,790,000.0000
1,770,000.0000
770,000.0000
1,270,000.0000
445,000.0000
1,585,000.0000
440,000.0000
985,000.0000
919,000.0000
1,900,000.0000
670,000.0000
2,000,000.0000
1,750,000.0000
1,000,000.0000
2,000,000.0000
1,040,000.0000
1,100,000.0000
610,000.0000
370,000.0000
750,000.0000
400,000.0000
360,000.0000
330,000.0000
160,000.0000
750,000.0000
1,225,000.0000
1,494,000.0000
1,975,000.0000
1,925,000.0000
1,238,000.0000
2,508,000.0000
7,390,000.0000
2,715,000.0000
2,240,000.0000
1,375,000.0000
700,000.0000
595,000.0000
1,010,000.0000
2,605,000.0000
420,000.0000
110,000.0000
475,000.0000
150,000.0000
120,000.0000
420,000.0000
450,000.0000
200,000.0000
450,000.0000
60,000.0000
300,000.0000
170,000.0000
45,000.0000
500,000.0000
110,000.0000
450,000.0000
933,000.00
599,973.02
2,034,235.80
1,518,228.85
167,815.80
1,796,793.18
1,743,194.27
989,765.17
2,699,148.30
3,091,517.75
1,838,052.63
905,532.85
2,510,232.53
809,032.13
1,977,814.11
2,749,266.37
910,691.85
2,185,376.36
1,362,076.68
2,789,102.31
1,769,829.79
767,509.32
1,250,169.76
444,636.79
1,656,902.55
463,005.70
979,239.24
917,082.57
1,906,023.28
683,488.44
2,048,558.33
1,738,207.61
999,732.82
1,843,592.02
1,206,610.62
1,095,741.07
612,630.76
369,863.51
745,932.82
396,044.61
351,658.55
326,969.28
155,382.30
750,429.45
1,224,605.85
1,488,160.39
1,975,085.37
2,336,098.30
1,737,933.70
3,183,781.99
7,632,536.55
2,735,536.56
2,254,431.84
1,345,720.45
698,550.35
592,971.57
1,087,773.59
2,599,577.97
629,841.39
109,572.21
472,802.71
149,458.60
120,000.00
420,089.09
450,000.00
201,440.88
477,141.02
59,873.96
337,915.25
169,450.10
44,947.90
519,446.45
107,855.84
502,099.24
0.0045%
0.0028%
0.0096%
0.0074%
0.0008%
0.0087%
0.0080%
0.0048%
0.0127%
0.0141%
0.0089%
0.0049%
0.0140%
0.0041%
0.0093%
0.0126%
0.0042%
0.0112%
0.0061%
0.0132%
0.0083%
0.0039%
0.0058%
0.0023%
0.0086%
0.0024%
0.0055%
0.0058%
0.0119%
0.0038%
0.0093%
0.0084%
0.0049%
0.0090%
0.0056%
0.0050%
0.0029%
0.0019%
0.0040%
0.0019%
0.0017%
0.0015%
0.0010%
0.0034%
0.0058%
0.0069%
0.0092%
0.0109%
0.0081%
0.0156%
0.0359%
0.0129%
0.0108%
0.0058%
0.0033%
0.0029%
0.0052%
0.0121%
0.0030%
0.0005%
0.0024%
0.0008%
0.0006%
0.0020%
0.0022%
0.0009%
0.0024%
0.0003%
0.0017%
0.0009%
0.0002%
0.0026%
0.0005%
0.0024%
Stated
Security ID
828807CH8
828807CK1
828807CQ8
89417EAF6
89417EAG4
913017BT5
039483BB7
05565QBR8
05565QCJ5
05565QCP1
06739FHT1
14912L5X5
149123BZ3
207597ED3
438516AX4
70109HAH8
828807CD7
89417EAE9
906548CG5
913017BV0
039483AY8
05565QCC0
05565QCP1
06739FHT1
14912L5T4
25468PCW4
25468PDA1
263534CB3
58013MEB6
70109HAK1
808513AJ4
89417EAE9
03523TAN8
03524BAE6
05565QCC0
14912L4E8
14912L6B2
828807CA3
913017BQ1
03523TBN7
03524BAE6
25468PCM6
03523TBN7
035242AC0
097014AN4
097023BE4
14912L4X6
14912L5P2
260003AH1
792860AJ7
828807CA3
03523TAT5
03523TBM9
03523TBN7
03524BAC0
05565QBN7
05565QBQ0
05565QBY3
14912L4X6
14912L5C1
14912L5N7
14912L5S6
14912L5W7
14912L6B2
25468PCM6
25468PCS3
25468PCU8
25468PCZ7
263534BX6
263534BY4
913017BU2
437076AP7
87612EBB1
406216AV3
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS

UNITED TECHNOLOGIES CORP
ARCHER-DANIELS-MIDLAND CO
BARCLAYS BANK PLC
CATERPILLAR INC
CONNECTICUT LIGHT & POWER CO/T
HONEYWELL INTERNATIONAL INC
PARKER HANNIFIN CORP
UNION ELECTRIC CO
ARCHER-DANIELS-MIDLAND CO
BARCLAYS BANK PLC
WALT DISNEY CO/THE
WALT DISNEY CAPMPANY/THE
MCDONALD'S CORP
PARKER HANNIFIN CORP
CHARLES SCHWAB CORP/THE
CATERPILLAR FINANCIAL SE
WALT DISNEY CO/THE
BOEING CAPITAL CORP
BOEING CO/THE
DOVER CORP
CATERPILLAR FINANCIAL SE
WALT DISNEY CO/THE
WALT DISNEY CO/THE
WALT DISNEY CO/THE
WALT DISNEY COMPANY/THE
HOME DEPOT INC/THE
TARGET CORP
HALLIBURTON CO
Coupon
2.80
3.38
2.20
5.90
3.90
4.50
4.48
4.74
3.99
3.81
2.50
3.75
1.50
5.65
5.30
5.50
5.65
5.80
6.70
3.10
5.45
1.38
3.81
2.50
2.45
2.35
1.85
3.63
5.80
3.50
2.20
5.80
5.38
3.70
1.38
7.15
2.10
10.35
6.13
1.38
3.70
1.35
1.38
1.25
2.13
0.95
2.05
1.30
5.45
6.25
10.35
3.63
0.80
1.38
1.13
3.13
3.20
1.85
2.05
1.75
0.70
1.35
1.00
2.10
1.35
1.13
0.45
0.88
4.75
3.25
1.80
5.40
2.30
5.90
Maturity
1/30/2017
3/15/2022
2/1/2019
6/2/2019
11/1/2020
6/1/2042
3/1/2021
3/11/2021
9/26/2023
2/10/2024
2/20/2019
11/24/2023
6/26/2017
5/1/2018
3/1/2018
5/15/2018
2/1/2020
5/15/2018
2/1/2019
6/1/2022
3/15/2018
11/6/2017
2/10/2024
2/20/2019
9/6/2018
12/1/2022
5/30/2019
1/15/2021
10/15/2017
9/15/2022
7/25/2018
5/15/2018
1/15/2020
2/1/2024
11/6/2017
2/15/2019
6/9/2019
4/1/2019
2/1/2019
7/15/2017
2/1/2024
8/16/2016
7/15/2017
1/17/2018
8/15/2016
5/15/2018
8/1/2016
3/1/2018
3/15/2018
6/20/2016
4/1/2019
4/15/2015
7/15/2015
7/15/2017
1/27/2017
10/1/2015
3/11/2016
5/5/2017
8/1/2016
3/24/2017
2/26/2016
9/6/2016
11/25/2016
6/9/2019
8/16/2016
2/15/2017
12/1/2015
5/30/2017
3/15/2015
1/15/2015
6/1/2017
3/1/2016
6/26/2019
9/15/2018
Income
Market Value
Receivable
88,377.90
41,520.00
556,501.00
169,302.00
21,525.40
333,746.00
428,324.05
252,202.50
148,513.40
41,969.60
406,468.00
157,951.50
151,473.00
309,707.36
339,045.00
282,235.00
174,843.00
301,588.55
298,370.00
142,853.20
716,458.04
2,994,540.00
524,620.00
1,219,404.00
2,052,900.00
1,557,120.00
357,354.00
1,661,443.56
2,269,240.00
1,764,600.00
1,016,760.00
2,162,333.00
1,728,330.00
3,044,652.00
2,994,540.00
3,653,790.00
1,706,647.00
6,344,257.50
2,820,888.00
1,760,622.50
1,049,880.00
1,266,650.00
1,760,622.50
1,986,620.00
1,027,380.00
1,954,680.00
2,051,240.00
1,982,520.00
1,408,900.00
1,730,969.00
3,222,480.00
7,142,863.00
2,007,882.00
2,012,140.00
3,025,359.00
6,171,834.00
3,638,726.00
6,108,042.00
4,102,468.00
2,034,312.00
3,004,794.00
3,033,891.00
4,011,320.00
4,015,636.00
4,053,292.00
8,032,080.00
2,001,330.00
4,975,245.00
2,893,795.42
4,089,992.16
2,035,584.00
1,393,106.00
1,404,344.80
1,967,971.00
204.94
622.50
1,008.33
2,114.99
260.00
3,487.50
8,622.08
5,038.38
2,407.49
88.99
305.56
1,515.63
406.25
5,122.67
7,950.00
4,048.61
706.25
4,525.61
1,395.83
1,085.00
15,932.77
13,177.08
1,112.42
916.67
23,819.44
9,400.00
1,646.50
7,198.04
43,822.22
27,436.11
2,200.00
32,447.78
10,302.08
8,941.67
13,177.08
9,533.33
8,131.67
203,765.63
12,250.00
3,074.65
3,083.33
703.13
3,074.65
3,055.56
944.44
5,594.44
3,416.67
13,000.00
31,413.19
19,475.69
103,500.00
95,861.11
2,044.44
3,513.89
3,187.50
78,125.00
52,888.89
35,689.33
6,833.33
15,263.89
291.67
19,687.50
10,666.67
19,133.33
2,250.00
4,000.00
2,250.00
10,815.97
61,962.96
16,802.14
9,000.00
35,100.00
5,772.36
46,249.44
Par Value
Cost
% of MV
85,000.0000
40,000.0000
550,000.0000
145,000.0000
20,000.0000
310,000.0000
385,000.0000
225,000.0000
140,000.0000
40,000.0000
400,000.0000
150,000.0000
150,000.0000
272,000.0000
300,000.0000
250,000.0000
150,000.0000
265,000.0000
250,000.0000
140,000.0000
634,000.0000
3,000,000.0000
500,000.0000
1,200,000.0000
2,000,000.0000
1,600,000.0000
360,000.0000
1,554,000.0000
2,000,000.0000
1,700,000.0000
1,000,000.0000
1,900,000.0000
1,500,000.0000
2,900,000.0000
3,000,000.0000
3,000,000.0000
1,700,000.0000
4,725,000.0000
2,400,000.0000
1,750,000.0000
1,000,000.0000
1,250,000.0000
1,750,000.0000
2,000,000.0000
1,000,000.0000
2,000,000.0000
2,000,000.0000
2,000,000.0000
1,250,000.0000
1,580,000.0000
2,400,000.0000
7,000,000.0000
2,000,000.0000
2,000,000.0000
3,000,000.0000
6,000,000.0000
3,500,000.0000
6,000,000.0000
4,000,000.0000
2,000,000.0000
3,000,000.0000
3,000,000.0000
4,000,000.0000
4,000,000.0000
4,000,000.0000
8,000,000.0000
2,000,000.0000
5,000,000.0000
2,829,000.0000
4,046,000.0000
2,000,000.0000
1,300,000.0000
1,390,000.0000
1,700,000.0000
84,906.80
39,871.11
549,076.63
150,611.56
19,988.14
318,069.46
395,007.65
225,000.00
140,000.00
40,000.00
400,468.00
149,877.00
149,820.00
307,800.52
345,312.00
275,115.00
168,975.00
306,067.05
290,860.00
139,892.20
713,217.59
2,999,560.96
500,000.00
1,202,104.57
1,999,237.49
1,494,287.92
359,657.26
1,613,218.84
2,148,849.78
1,732,316.70
1,009,624.09
2,165,721.51
1,736,136.23
2,956,325.41
2,999,560.97
3,644,003.99
1,709,907.35
6,276,474.64
2,815,042.75
1,752,960.67
999,762.78
1,250,732.24
1,752,960.67
1,992,230.28
1,012,713.32
1,983,740.43
2,020,341.72
1,997,292.17
1,414,024.17
1,730,659.51
3,177,678.55
7,124,563.99
1,998,936.80
1,996,806.07
2,998,944.02
6,149,082.96
3,599,350.40
6,061,389.38
4,080,289.34
2,001,578.97
2,998,153.19
2,999,698.38
3,997,646.94
4,000,000.00
4,053,676.89
7,964,910.20
1,993,790.75
4,991,746.20
2,889,241.89
4,084,213.10
2,025,018.14
1,358,161.69
1,386,981.51
1,932,649.94
0.0004%
0.0002%
0.0026%
0.0008%
0.0001%
0.0015%
0.0020%
0.0012%
0.0007%
0.0002%
0.0019%
0.0007%
0.0007%
0.0014%
0.0016%
0.0013%
0.0008%
0.0014%
0.0014%
0.0007%
0.0033%
0.0139%
0.0024%
0.0057%
0.0095%
0.0072%
0.0017%
0.0077%
0.0105%
0.0082%
0.0047%
0.0100%
0.0080%
0.0141%
0.0139%
0.0170%
0.0079%
0.0295%
0.0131%
0.0082%
0.0049%
0.0059%
0.0082%
0.0092%
0.0048%
0.0091%
0.0095%
0.0092%
0.0065%
0.0080%
0.0150%
0.0332%
0.0093%
0.0093%
0.0140%
0.0287%
0.0169%
0.0284%
0.0190%
0.0094%
0.0140%
0.0141%
0.0186%
0.0186%
0.0188%
0.0373%
0.0093%
0.0231%
0.0134%
0.0190%
0.0095%
0.0065%
0.0065%
0.0091%
Stated
Security ID
437076AS1
00037BAC6
437076BF8
55279HAG5
845743BN2
437076AV4
02361DAN0
826418BJ3
87612EBB1
87612EBD7
406216BA8
437076AS1
437076AV4
437076BA9
641423BS6
87612EBD7
00037BAA0
437076BE1
55279HAG5
641423BW7
437076BB7
437076AW2
437076BE1
857477AL7
857477AL7
857477AL7
857477AL7
69353RCH9
857477AL7
91159JAA4
91159JAA4
91159JAA4
91159JAA4
24736WAA8
247361ZH4
03076CAF3
87236YAB4
907818AZ1
25271CAK8
03076CAF3
075887AX7
075887BB4
24736VAA0
24736WAA8
907818CW6
907818DG0
247358AA2
45866FAB0
25271CAK8
837004CE8
837004CG3
91324PBZ4
91324PBZ4
91324PCB6
91324PCC4
001055AF9
755111BU4
91324PBK7
001055AL6
91324PAW2
91324PBM3
91324PCC4
46132FAB6
91324PAQ5
91324PAR3
91324PBZ4
755111BT7
91324PBT8
91324PBU5
46132FAC4
91324PAM4
91324PAW2
91324PAX0
91324PBE1
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
HOME DEPOT INC/THE

ABB FINANCE USA INC
HOME DEPOT INC
MANUF & TRADERS TRUST CO
SOUTHWESTERN PUBLIC SERVICE CO
HOME DEPOT INC/THE
AMEREN ILLINOIS CO
SIERRA PACIFIC POWER CO
TARGET CORP
TARGET CORP
HALLIBURTON CO
HOME DEPOT INC/THE
HOME DEPOT INC/THE
HOME DEPOT INC/THE
NEVADA POWER CO
TARGET CORP
ABB FINANCE USA INC
HOME DEPOT INC
MANUF & TRADERS TRUST CO
NEVADA POWER CO
HOME DEPOT INC/THE
HOME DEPOT INC/THE
HOME DEPOT INC
STATE STREET CORP
STATE STREET CORP
STATE STREET CORP
STATE STREET CORP
PNC BANK NA
STATE STREET CORP
US BANCORP
US BANCORP
US BANCORP
US BANCORP
DELTA AIR LINES 2011-1 CLASS A
AMERIPRISE FINANCIAL INC
TD AMERITRADE HOLDING CORP
UNION PACIFIC CORP
DIAMOND OFFSHORE DRILLING INC
AMERIPRISE FINANCIAL INC
BECTON DICKINSON AND CO
BECTON DICKINSON AND CO
UNION PACIFIC CORP
UNION PACIFIC CORP
INTERCONTINENTALEXCHANGE GROUP
DIAMOND OFFSHORE DRILLING INC
SOUTH CAROLINA ELECTRIC & GAS
SOUTH CAROLINA ELECTRIC & GAS
UNITEDHEALTH GROUP INC
AFLAC INC
RAYTHEON CO
AFLAC INC
INVESCO FINANCE PLC
RAYTHEON CO
INVESCO FINANCE PLC
Coupon
5.88
4.38
4.40
2.25
4.50
5.95
4.30
3.38
2.30
3.50
4.50
5.88
5.95
4.20
6.50
3.50
1.63
2.00
2.25
6.50
2.25
4.40
2.00
3.10
3.10
3.10
3.10
2.20
3.10
2.95
2.95
2.95
2.95
5.30
4.95
4.00
4.15
7.00
5.88
4.00
5.00
1.75
6.20
5.30
5.65
4.00
4.75
2.50
5.88
5.45
4.60
2.75
2.75
1.63
2.88
6.45
4.88
6.88
3.63
6.00
3.88
2.88
4.00
5.38
5.80
2.75
3.13
3.38
4.63
5.38
4.88
6.00
6.50
6.63
Maturity
12/16/2036
5/8/2042
3/15/2045
7/25/2019
8/15/2041
4/1/2041
7/1/2044
8/15/2023
6/26/2019
7/1/2024
11/15/2041
12/16/2036
4/1/2041
4/1/2043
5/15/2018
7/1/2024
5/8/2017
6/15/2019
7/25/2019
8/1/2018
9/10/2018
4/1/2021
6/15/2019
5/15/2023
5/15/2023
5/15/2023
5/15/2023
1/28/2019
5/15/2023
7/15/2022
7/15/2022
7/15/2022
7/15/2022
10/15/2020
11/23/2020
10/15/2023
12/1/2014
2/1/2016
5/1/2019
10/15/2023
11/12/2040
11/8/2016
1/2/2020
10/15/2020
5/1/2017
2/1/2021
11/7/2021
10/15/2018
5/1/2019
2/1/2041
6/15/2043
2/15/2023
2/15/2023
3/15/2019
3/15/2023
8/15/2040
10/15/2040
2/15/2038
6/15/2023
6/15/2017
10/15/2020
3/15/2023
1/30/2024
3/15/2016
3/15/2036
2/15/2023
10/15/2020
11/15/2021
11/15/2041
11/30/2043
3/15/2015
6/15/2017
6/15/2037
11/15/2037
Income
Market Value
Receivable
1,521,816.00
84,154.40
257,931.10
1,977,389.75
879,408.00
2,196,927.00
2,596,670.30
752,221.20
2,384,355.20
546,384.80
390,264.90
310,704.10
232,615.80
189,371.55
151,582.60
188,936.80
176,641.50
1,167,423.20
2,002,420.00
811,184.70
3,069,060.00
1,803,424.00
3,006,246.00
1,550,500.60
1,175,220.20
4,419,420.50
2,597,335.40
982,283.25
1,565,314.30
2,087,568.00
238,579.20
198,816.00
3,479,280.00
458,400.12
1,071,790.34
1,706,519.50
1,513,500.00
1,036,387.20
1,420,100.32
736,665.25
56,892.50
509,130.00
186,029.46
118,551.76
333,675.00
109,607.00
3,377,348.71
2,554,750.00
1,158,320.00
321,818.65
433,728.00
1,957,080.00
152,652.24
277,018.23
1,201,045.58
1,578,396.60
1,993,261.80
1,548,483.30
905,352.80
941,871.65
354,733.50
848,963.68
2,114,900.00
42,834.80
388,411.40
2,935,620.00
321,036.00
1,158,262.80
1,481,770.24
2,364,056.80
15,360.00
5,639.95
53,752.00
54,081.60
14,687.50
1,098.61
2,365.61
4,443.75
1,600.00
42,145.83
18,288.14
1,095.00
9,800.56
3,380.90
4,902.50
2,998.70
4,462.50
3,237.50
2,488.06
1,169.10
892.62
5,113.06
4,500.00
3,737.50
32,062.50
29,333.33
13,166.67
14,330.61
10,862.06
40,846.81
24,006.06
1,966.25
14,467.53
7,915.83
904.67
753.89
13,193.06
8,381.91
13,434.77
24,328.89
15,562.50
5,600.00
24,009.17
10,502.22
756.94
2,746.53
1,687.74
2,167.73
5,650.00
333.33
46,821.16
23,611.11
19,583.33
1,203.54
3,884.44
2,444.44
190.67
2,105.55
16,054.16
3,468.67
32,781.67
3,391.67
6,734.44
10,576.67
4,830.83
11,347.94
6,888.89
991.39
8,290.78
3,666.67
3,659.72
11,030.63
19,010.81
27,581.22
337.19
63.33
548.89
780.28
Par Value
Cost
% of MV
1,200,000.0000
80,000.0000
245,000.0000
1,975,000.0000
800,000.0000
1,700,000.0000
2,510,000.0000
730,000.0000
2,360,000.0000
535,000.0000
370,000.0000
245,000.0000
180,000.0000
185,000.0000
130,000.0000
185,000.0000
175,000.0000
1,165,000.0000
2,000,000.0000
690,000.0000
3,000,000.0000
1,600,000.0000
3,000,000.0000
1,570,000.0000
1,190,000.0000
4,475,000.0000
2,630,000.0000
975,000.0000
1,585,000.0000
2,100,000.0000
240,000.0000
200,000.0000
3,500,000.0000
418,630.2500
997,014.2700
1,610,000.0000
1,500,000.0000
960,000.0000
1,226,000.0000
695,000.0000
50,000.0000
500,000.0000
166,097.7350
108,266.4500
300,000.0000
100,000.0000
3,112,763.7900
2,500,000.0000
1,000,000.0000
265,000.0000
400,000.0000
2,000,000.0000
156,000.0000
281,000.0000
1,211,000.0000
1,210,000.0000
1,780,000.0000
1,110,000.0000
880,000.0000
835,000.0000
330,000.0000
856,000.0000
2,000,000.0000
40,000.0000
310,000.0000
3,000,000.0000
310,000.0000
1,110,000.0000
1,396,000.0000
2,030,000.0000
15,000.0000
5,000.0000
40,000.0000
40,000.0000
1,567,032.68
75,584.96
241,208.37
1,969,269.57
788,589.16
2,055,685.10
2,495,784.68
728,605.29
2,370,494.71
532,661.35
368,216.96
284,902.12
223,552.38
184,238.45
131,536.61
184,191.50
173,775.00
1,160,726.99
1,994,197.03
807,120.65
2,998,983.78
1,740,564.97
2,989,017.36
1,567,857.37
1,188,291.58
4,320,513.87
2,626,224.27
973,287.94
1,507,018.10
2,121,024.23
239,382.96
196,854.00
3,324,044.26
418,630.25
1,002,515.63
1,602,877.97
1,506,592.04
957,864.36
1,445,870.84
691,925.56
49,811.78
499,926.43
175,812.91
109,516.33
345,927.00
105,872.00
3,398,577.42
2,541,695.08
1,157,182.11
328,094.28
398,038.04
1,974,019.17
155,793.92
280,145.24
1,206,729.46
1,217,850.17
1,769,351.57
1,107,405.56
880,000.00
832,761.21
329,276.68
873,153.30
1,986,621.16
39,971.39
299,118.77
2,996,036.97
308,968.00
1,105,529.24
1,379,388.38
1,995,832.62
14,893.39
4,984.08
39,593.34
39,717.83
0.0071%
0.0004%
0.0012%
0.0092%
0.0041%
0.0102%
0.0121%
0.0035%
0.0111%
0.0025%
0.0018%
0.0014%
0.0011%
0.0009%
0.0007%
0.0009%
0.0008%
0.0054%
0.0093%
0.0038%
0.0143%
0.0084%
0.0140%
0.0072%
0.0055%
0.0205%
0.0121%
0.0046%
0.0073%
0.0097%
0.0011%
0.0009%
0.0162%
0.0021%
0.0050%
0.0079%
0.0070%
0.0048%
0.0066%
0.0034%
0.0003%
0.0024%
0.0009%
0.0006%
0.0015%
0.0005%
0.0157%
0.0119%
0.0054%
0.0015%
0.0020%
0.0091%
0.0007%
0.0013%
0.0056%
0.0073%
0.0093%
0.0072%
0.0042%
0.0044%
0.0016%
0.0039%
0.0098%
0.0002%
0.0018%
0.0136%
0.0015%
0.0054%
0.0069%
0.0110%
0.0001%
0.0000%
0.0002%
0.0003%
Stated
Security ID
91324PBK7
91324PBU5
91324PCA8
001055AC6
46132FAA8
91324PAQ5
073902RU4
46625HJE1
46625HHQ6
46625HHU7
46625HHZ6
46625HJA9
46625HJC5
46625HJE1
46625HJH4
46625HJT8
94974BFJ4
94974BFY1
25152RVS9
46625HJD3
46625HJH4
94974BFJ4
46625HGY0
46625HHS2
46625HHX1
46625HHZ6
46625HJA9
46625HJU5
94974BFY1
07385TAJ5
46625HHL7
46625HHS2
46625HJA9
46625HJH4
46625HJL5
373334JW2
48126BAA1
46625HJA9
46625HJC5
46625HJU5
46625HJX9
94974BFJ4
94974BFN5
94974BFP0
949746RF0
25152RXA6
46625HJX9
48126EAA5
94974BFN5
94974BFY1
46625HJC5
929903AM4
929903CH3
46625HJU5
665859AP9
94974BFY1
073902PR3
46625HHL7
073902KF4
073902PR3
073902RU4
373334GE5
373334JS1
46625HHL7
46625HJA9
46625HJB7
46625HJC5
929903AM4
94974BFJ4
46625HGY0
46625HHU7
46625HJD3
46625HJE1
073902PR3
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS

AFLAC INC
INVESCO FINANCE PLC
BEAR STEARNS COS LLC/THE
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
WELLS FARGO & CO
WELLS FARGO & COMPANY
DEUTSCHE BANK AG/LONDON
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
WELLS FARGO & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
GEORGIA POWER CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
WELLS FARGO & CO
WELLS FARGO & CO
WELLS FARGO & CO
WELLS FARGO & CO
DEUTSCHE BANK AG LONDON
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
WELLS FARGO & CO
JPMORGAN CHASE & CO
WACHOVIA CORP
WACHOVIA CORP
JPMORGAN CHASE & CO
NORTHERN TRUST CORP
JPMORGAN CHASE & CO
GEORGIA POWER CO
GEORGIA POWER CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
WACHOVIA CORP
WELLS FARGO & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
Coupon
6.88
4.63
3.95
8.50
3.13
5.38
7.25
3.25
4.95
4.25
4.63
3.15
4.35
3.25
3.20
3.88
3.45
4.10
2.50
4.50
3.20
3.45
6.00
4.40
3.45
4.63
3.15
4.85
4.10
5.70
6.30
4.40
3.15
3.20
1.63
4.30
5.40
3.15
4.35
4.85
3.63
3.45
4.13
5.38
5.61
3.70
3.63
2.00
4.13
4.10
4.35
5.50
5.63
4.85
3.95
4.10
6.40
6.30
5.30
6.40
7.25
5.70
4.75
6.30
3.15
5.60
4.35
5.50
3.45
6.00
4.25
4.50
3.25
6.40
Maturity
2/15/2038
11/15/2041
10/15/2042
5/15/2019
11/30/2022
3/15/2016
2/1/2018
9/23/2022
3/25/2020
10/15/2020
5/10/2021
7/5/2016
8/15/2021
9/23/2022
1/25/2023
2/1/2024
2/13/2023
6/3/2026
2/13/2019
1/24/2022
1/25/2023
2/13/2023
1/15/2018
7/22/2020
3/1/2016
5/10/2021
7/5/2016
2/1/2044
6/3/2026
11/15/2014
4/23/2019
7/22/2020
7/5/2016
1/25/2023
5/15/2018
3/15/2042
1/6/2042
7/5/2016
8/15/2021
2/1/2044
5/13/2024
2/13/2023
8/15/2023
11/2/2043
1/15/2044
5/30/2024
5/13/2024
8/15/2017
8/15/2023
6/3/2026
8/15/2021
8/1/2035
10/15/2016
2/1/2044
10/30/2025
6/3/2026
10/2/2017
4/23/2019
10/30/2015
10/2/2017
2/1/2018
6/1/2017
9/1/2040
4/23/2019
7/5/2016
7/15/2041
8/15/2021
8/1/2035
2/13/2023
1/15/2018
10/15/2020
1/24/2022
9/23/2022
10/2/2017
Income
Market Value
Receivable
48,826.05
344,968.00
260,293.50
5,113,760.00
1,429,089.75
1,392,131.00
2,502,446.09
5,652,787.50
404,897.00
2,663,662.42
502,042.28
933,874.86
3,427,333.91
1,227,031.74
996,340.00
3,124,950.00
1,309,009.00
2,045,880.00
2,030,920.00
2,021,400.45
6,969,398.30
1,137,830.90
1,187,349.90
3,498,867.90
1,215,325.80
2,360,925.70
1,277,715.33
1,738,474.20
1,969,159.50
570,040.44
751,232.00
4,356,721.80
1,038,792.95
1,992,680.00
1,988,700.00
1,542,165.00
1,959,451.20
446,680.97
141,131.90
21,867.60
2,977,436.40
795,474.70
640,981.90
91,044.80
375,702.40
1,056,066.55
688,277.25
644,505.95
1,313,487.50
1,513,951.20
3,437,104.58
1,679,215.50
5,975,484.03
1,055,111.70
3,986,936.40
5,569,908.30
3,041,697.75
440,175.00
42,108.40
51,360.75
471,172.00
11,190.60
137,887.50
586,900.00
347,995.64
180,390.00
770,797.30
346,230.00
317,182.95
312,460.50
135,238.75
131,473.20
251,235.00
798,945.00
106.94
4,425.87
4,029.00
100,111.11
11,256.51
32,220.14
12,838.54
80,234.38
7,764.90
39,528.78
6,474.23
4,405.10
6,103.53
17,416.21
3,200.00
9,687.50
2,242.50
20,044.44
2,500.00
8,533.13
22,384.00
1,949.25
8,011.67
15,301.00
20,182.50
30,445.99
6,027.00
6,426.25
19,292.78
9,465.80
14,336.00
19,066.67
4,900.00
6,400.00
9,569.44
29,741.67
13,860.00
2,107.00
251.33
80.83
31,755.00
1,362.75
1,118.33
1,421.39
2,292.23
9,773.65
7,340.63
564.44
2,291.67
14,832.89
6,120.93
6,668.75
116,088.75
3,900.21
50,583.04
54,571.00
70,592.89
8,400.00
712.56
1,192.00
2,416.67
142.50
2,968.75
11,200.00
1,641.50
1,073.33
1,372.67
1,375.00
543.38
2,108.33
2,006.94
555.00
3,565.97
18,542.22
Par Value
Cost
% of MV
35,000.0000
325,000.0000
270,000.0000
4,000,000.0000
1,425,000.0000
1,300,000.0000
2,125,000.0000
5,625,000.0000
362,000.0000
2,462,000.0000
454,000.0000
899,000.0000
3,157,000.0000
1,221,000.0000
1,000,000.0000
3,000,000.0000
1,300,000.0000
2,000,000.0000
2,000,000.0000
1,845,000.0000
6,995,000.0000
1,130,000.0000
1,045,000.0000
3,210,000.0000
1,170,000.0000
2,135,000.0000
1,230,000.0000
1,590,000.0000
1,925,000.0000
564,000.0000
640,000.0000
4,000,000.0000
1,000,000.0000
2,000,000.0000
2,000,000.0000
1,500,000.0000
1,680,000.0000
430,000.0000
130,000.0000
20,000.0000
2,920,000.0000
790,000.0000
610,000.0000
80,000.0000
320,000.0000
1,045,000.0000
675,000.0000
635,000.0000
1,250,000.0000
1,480,000.0000
3,166,000.0000
1,455,000.0000
5,463,000.0000
965,000.0000
3,810,000.0000
5,445,000.0000
2,665,000.0000
375,000.0000
40,000.0000
45,000.0000
400,000.0000
10,000.0000
125,000.0000
500,000.0000
335,000.0000
150,000.0000
710,000.0000
300,000.0000
315,000.0000
275,000.0000
125,000.0000
120,000.0000
250,000.0000
700,000.0000
34,505.37
321,132.68
248,261.07
5,095,842.15
1,374,423.45
1,394,966.16
2,169,381.86
5,514,391.22
405,627.67
2,492,304.05
499,477.87
898,179.78
3,270,367.10
1,196,612.16
949,483.65
2,975,669.97
1,299,335.96
1,997,973.28
1,999,157.91
1,837,339.17
6,928,227.37
1,129,422.81
1,063,781.92
3,220,317.53
1,169,252.47
2,197,182.75
1,228,877.73
1,587,274.44
1,923,049.28
564,000.00
635,625.46
3,999,960.00
1,001,077.68
2,053,784.13
1,961,661.71
1,578,741.86
1,883,616.85
443,310.22
132,091.02
19,928.44
2,926,602.60
798,050.27
608,101.25
79,584.64
368,558.07
1,041,104.30
671,776.96
634,315.03
1,284,350.00
1,478,500.23
3,430,192.54
1,684,182.71
5,833,084.00
1,005,699.42
3,819,036.33
5,501,430.05
2,663,170.54
402,283.89
39,987.53
44,940.74
422,375.32
9,991.01
142,717.56
529,513.02
334,694.37
165,142.60
710,678.73
281,050.01
314,839.10
309,298.00
127,847.50
119,360.40
230,892.50
848,218.00
0.0002%
0.0016%
0.0012%
0.0237%
0.0066%
0.0065%
0.0116%
0.0262%
0.0019%
0.0124%
0.0023%
0.0043%
0.0159%
0.0057%
0.0046%
0.0145%
0.0061%
0.0095%
0.0094%
0.0094%
0.0324%
0.0053%
0.0055%
0.0162%
0.0056%
0.0110%
0.0059%
0.0081%
0.0091%
0.0026%
0.0035%
0.0202%
0.0048%
0.0093%
0.0092%
0.0072%
0.0091%
0.0021%
0.0007%
0.0001%
0.0138%
0.0037%
0.0030%
0.0004%
0.0017%
0.0049%
0.0032%
0.0030%
0.0061%
0.0070%
0.0160%
0.0078%
0.0277%
0.0049%
0.0185%
0.0259%
0.0141%
0.0020%
0.0002%
0.0002%
0.0022%
0.0001%
0.0006%
0.0027%
0.0016%
0.0008%
0.0036%
0.0016%
0.0015%
0.0015%
0.0006%
0.0006%
0.0012%
0.0037%
Stated
Security ID
373334JZ5
46625HHQ6
46625HJS0
48126BAA1
949746RF0
46625HJG6
46625HJL5
46625HGY0
46625HJL5
46625HJG6
46625HJL5
46625HJC5
46625HJG6
46625HJL5
46623EJU4
46623EJY6
46625HHR4
46625HJA9
46625HJG6
26442CAG9
144141DD7
26442CAN4
26442CAK0
26442CAE4
144141CZ9
144141DC9
144141CY2
26442CAL8
595620AK1
341081FD4
341081FE2
341081FF9
341081FG7
341081FK8
23338VAC0
594457BT9
263901AC4
23338VAA4
74456QAZ9
842400FT5
842400FR9
842400FZ1
74456QBG0
842400FC2
74456QBH8
665772CJ6
665772CL1
74456QAR7
842400EU3
74456QBG0
74456QBG0
00287YAL3
670346AM7
00287YAM1
00287YAM1
00287YAJ8
22303QAL4
790849AJ2
404132AH5
677050AK2
22303QAL4
22303QAL4
854502AD3
031162BM1
031162BN9
031162BR0
031162BU3
031162BF6
031162BU3
031162BM1
031162BL3
031162BM1
031162BP4
031162AV2
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
GEORGIA POWER CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
WELLS FARGO & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
DUKE ENERGY CAROLINAS LLC
DUKE ENERGY PROGRESS INC
MIDAMERICAN ENERGY CO
FLORIDA POWER & LIGHT CO
DTE ELECTRIC CO
DTE GAS CO
DUKE ENERGY INDIANA INC
DTE ELECTRIC CO
PUBLIC SERVICE ELECTRIC & GAS
SOUTHERN CALIFORNIA EDISON CO
PUBLIC SERVICE ELECTRIC
NORTHERN STATES POWER CO/MN
NORTHERN STATES PWR-MINN
PUBLIC SERVICE ELECTRIC & GAS
ABBVIE INC
NUCOR CORP
ABBVIE INC
ABBVIE INC
ABBVIE INC
COVIDIEN INTERNATIONAL FINANCE
ST JUDE MEDICAL INC
HCC INSURANCE HOLDINGS INC
OGLETHORPE POWER CORP
STANLEY BLACK & DECKER INC
AMGEN INC
AMGEN INC
AMGEN INC
AMGEN INC
AMGEN INC
AMGEN INC
AMGEN INC
AMGEN INC
AMGEN INC
AMGEN INC
AMGEN INC
Coupon
0.63
4.95
0.87
5.40
5.61
1.80
1.63
6.00
1.63
1.80
1.63
4.35
1.80
1.63
1.13
1.35
3.40
3.15
1.80
7.00
4.10
4.00
3.90
6.05
5.30
2.80
6.30
1.75
3.70
5.25
5.13
4.13
4.05
3.25
3.38
5.70
3.75
4.00
3.95
3.90
3.88
4.65
1.80
5.63
3.15
3.40
4.13
5.80
4.65
1.80
1.80
2.90
4.00
4.40
4.40
1.75
4.20
3.25
6.30
4.55
4.20
4.20
2.90
3.88
3.63
1.25
2.20
2.30
2.20
3.88
2.50
3.88
5.38
5.85
Income
Maturity
Market Value
Receivable
11/15/2015
3/25/2020
1/28/2019
1/6/2042
1/15/2044
1/25/2018
5/15/2018
1/15/2018
5/15/2018
1/25/2018
5/15/2018
8/15/2021
1/25/2018
5/15/2018
2/26/2016
2/15/2017
6/24/2015
7/5/2016
1/25/2018
11/15/2018
3/15/2043
9/30/2042
6/15/2021
4/15/2038
1/15/2019
5/15/2022
4/1/2038
12/15/2016
9/15/2023
2/1/2041
6/1/2041
2/1/2042
6/1/2042
6/1/2024
3/1/2025
3/15/2033
7/15/2020
4/1/2043
5/1/2042
12/1/2041
6/1/2021
10/1/2043
6/1/2019
2/1/2036
8/15/2024
8/15/2042
5/15/2044
5/1/2037
4/1/2015
6/1/2019
6/1/2019
11/6/2022
8/1/2023
11/6/2042
11/6/2042
11/6/2017
6/15/2020
4/15/2023
11/15/2019
6/1/2044
6/15/2020
6/15/2020
11/1/2022
11/15/2021
5/15/2022
5/22/2017
5/22/2019
6/15/2016
5/22/2019
11/15/2021
11/15/2016
11/15/2021
5/15/2043
6/1/2017
430,378.40
978,687.50
920,956.65
484,031.10
2,007,659.70
2,257,987.50
2,485,875.00
2,272,440.00
2,485,875.00
2,257,987.50
2,485,875.00
1,682,726.50
2,257,987.50
4,474,575.00
3,016,008.00
10,039,530.00
5,114,755.00
2,079,468.00
2,007,106.00
379,464.75
1,518,272.80
294,926.25
2,407,526.00
58,777.65
284,825.00
125,820.00
1,034,187.00
3,061,110.00
2,117,380.00
3,399,620.00
1,480,554.38
283,096.00
202,058.00
629,194.20
2,370,675.75
1,355,970.00
214,306.00
382,844.00
1,686,591.00
1,918,955.50
2,181,960.00
1,086,364.50
2,294,836.35
1,716,797.50
1,898,231.25
141,432.85
135,391.10
70,156.90
122,964.00
743,467.50
1,883,451.00
1,745,109.00
2,119,385.25
326,917.50
1,710,030.00
2,513,175.00
2,600,967.38
1,470,889.30
2,916,500.00
2,003,505.60
437,204.00
1,858,117.00
1,984,200.00
1,704,272.00
3,123,300.00
1,005,030.15
1,064,880.70
600,256.80
2,337,543.00
2,130,340.00
1,858,680.00
1,011,911.50
776,121.75
1,717,066.35
791.32
18,768.75
769.58
3,423.75
12,249.11
4,050.00
11,961.81
15,333.33
11,961.81
4,050.00
11,961.81
2,996.67
4,050.00
21,531.25
468.75
6,000.00
31,638.89
9,800.00
3,600.00
6,492.50
27,980.22
4,949.44
18,113.33
1,028.50
1,693.06
1,030.56
20,212.50
11,083.33
34,122.22
12,250.00
15,708.13
945.31
2,025.00
5,885.21
12,804.84
28,911.67
958.33
6,416.67
22,054.17
18,768.75
19,375.00
18,890.63
10,301.75
6,445.31
3,117.19
234.22
1,608.75
1,063.33
2,325.00
3,337.50
8,455.00
16,443.40
6,750.00
4,568.06
23,894.44
13,975.69
21,191.33
17,986.94
46,375.00
19,420.28
3,546.67
15,073.33
19,333.33
18,255.56
32,020.83
3,454.69
6,449.30
2,840.50
14,157.00
22,819.44
13,250.00
10,839.24
10,682.81
22,449.38
Par Value
Cost
% of MV
430,000.0000
875,000.0000
915,000.0000
415,000.0000
1,710,000.0000
2,250,000.0000
2,500,000.0000
2,000,000.0000
2,500,000.0000
2,250,000.0000
2,500,000.0000
1,550,000.0000
2,250,000.0000
4,500,000.0000
3,000,000.0000
10,000,000.0000
5,000,000.0000
2,000,000.0000
2,000,000.0000
315,000.0000
1,480,000.0000
295,000.0000
2,200,000.0000
45,000.0000
250,000.0000
125,000.0000
770,000.0000
3,000,000.0000
2,000,000.0000
2,800,000.0000
1,226,000.0000
275,000.0000
200,000.0000
615,000.0000
2,315,000.0000
1,100,000.0000
200,000.0000
385,000.0000
1,675,000.0000
1,925,000.0000
2,000,000.0000
975,000.0000
2,315,000.0000
1,375,000.0000
1,875,000.0000
155,000.0000
130,000.0000
55,000.0000
120,000.0000
750,000.0000
1,900,000.0000
1,775,000.0000
2,025,000.0000
325,000.0000
1,700,000.0000
2,500,000.0000
2,390,000.0000
1,465,000.0000
2,500,000.0000
1,945,000.0000
400,000.0000
1,700,000.0000
2,000,000.0000
1,600,000.0000
3,000,000.0000
1,005,000.0000
1,066,000.0000
585,000.0000
2,340,000.0000
2,000,000.0000
1,800,000.0000
950,000.0000
675,000.0000
1,535,000.0000
429,694.70
1,015,096.25
914,167.35
447,004.80
1,918,605.30
2,220,457.60
2,496,985.03
2,277,896.77
2,496,985.05
2,220,457.62
2,496,985.05
1,680,725.32
2,220,457.62
4,466,452.08
3,007,204.98
9,995,899.54
5,076,741.32
2,073,683.04
2,000,709.32
338,593.63
1,384,234.91
292,734.51
2,350,984.37
44,884.38
291,532.50
124,718.75
975,688.20
3,069,641.79
2,098,310.07
3,172,327.80
1,224,958.29
274,355.78
193,579.90
614,817.55
2,311,825.85
1,097,006.21
199,885.39
386,193.50
1,557,117.11
1,784,564.30
2,191,637.07
968,389.32
2,311,010.74
1,717,080.94
1,871,659.53
154,192.77
129,623.68
54,900.17
119,429.82
748,707.58
1,896,725.87
1,703,488.62
2,023,639.55
323,427.10
1,686,916.32
2,510,093.96
2,538,397.33
1,463,262.83
2,863,500.09
1,932,790.13
431,868.00
1,824,884.14
1,998,560.39
1,654,415.25
3,024,624.38
1,004,005.08
1,064,052.18
584,500.15
2,335,724.28
2,059,542.56
1,800,604.12
950,894.76
756,491.67
1,693,574.65
0.0020%
0.0045%
0.0043%
0.0022%
0.0093%
0.0105%
0.0115%
0.0106%
0.0115%
0.0105%
0.0115%
0.0078%
0.0105%
0.0208%
0.0140%
0.0466%
0.0237%
0.0097%
0.0093%
0.0018%
0.0070%
0.0014%
0.0112%
0.0003%
0.0013%
0.0006%
0.0048%
0.0142%
0.0098%
0.0158%
0.0069%
0.0013%
0.0009%
0.0029%
0.0110%
0.0063%
0.0010%
0.0018%
0.0078%
0.0089%
0.0101%
0.0050%
0.0107%
0.0080%
0.0088%
0.0007%
0.0006%
0.0003%
0.0006%
0.0035%
0.0087%
0.0081%
0.0098%
0.0015%
0.0079%
0.0117%
0.0121%
0.0068%
0.0135%
0.0093%
0.0020%
0.0086%
0.0092%
0.0079%
0.0145%
0.0047%
0.0049%
0.0028%
0.0109%
0.0099%
0.0086%
0.0047%
0.0036%
0.0080%
Stated
Security ID
031162BV1
031162AW0
031162BD1
031162BE9
031162BK5
031162BP4
031162AX8
74432QBG9
74432QBQ7
74432QBT1
74432QBW4
74432QBG9
74432QBF1
74432QBW4
68233DAL1
74432QBG9
74432QBS3
74432QBZ7
74432QAH8
74432QBD6
74432QBN4
74432QBT1
74432QAE5
74432QBG9
74432QBG9
74432QBX2
74432QBZ7
74432QBG9
74432QBT1
68233DAL1
74432QBG9
74432QBL8
74432QBR5
008117AP8
008117AP8
00817YAF5
00817YAG3
00817YAP3
222862AF1
125509BH1
125509BJ7
125509BT5
125509BR9
713448CG1
713448BJ6
713448CG1
713448BJ6
713448CA4
713448CM8
713448CM8
713448CM8
713448CK2
713448BX5
713448CE6
713448CL0
210518CS3
210518CU8
210518CR5
491674BG1
115637AM2
976656BZ0
115637AK6
491674BE6
740189AG0
111320AH0
111320AJ6
29364WAS7
111320AH0
745332CE4
05379BAP2
748356AA0
02364WBC8
02364WBD6
02364WAX3
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
AMGEN INC
AMGEN INC
AMGEN INC
AMGEN INC
AMGEN INC
AMGEN INC
AMGEN INC
PRUDENTIAL FINANCIAL INC
ONCOR ELECTRIC DELIVERY CO LLC
ONCOR ELECTRIC DELIVERY CO LLC
AETNA INC
AETNA INC
AETNA INC
AETNA INC
AETNA INC
COVENTRY HEALTH CARE INC
CIGNA CORP
CIGNA CORP
CIGNA CORP
CIGNA CORP
PEPSICO INC
PEPSICO INC
PEPSICO INC
PEPSICO INC
PEPSICO INC
PEPSICO INC
PEPSICO INC
PEPSICO INC
PEPSICO INC
PEPSICO INC
PEPSICO INC
PEPSICO INC
CONSUMERS ENERGY CO
CONSUMERS ENERGY CO
CONSUMERS ENERGY CO
KENTUCKY UTILITIES CO
BROWN-FORMAN CORP
WISCONSIN ELECTRIC POWER CO
BROWN-FORMAN CORP
KENTUCKY UTILITIES CO
PRECISION CASTPARTS CORP
BROADCOM CORP
BROADCOM CORP
ENTERGY LOUISIANA LLC
BROADCOM CORP
PUGET SOUND ENERGY INC
AVISTA CORP
QUESTAR CORP
AMERICA MOVIL SAB DE CV
Coupon
3.63
6.38
3.45
4.95
5.15
5.38
6.15
7.38
6.20
4.50
2.30
7.38
6.20
2.30
6.38
7.38
5.63
3.50
5.40
6.63
6.63
4.50
5.10
7.38
7.38
1.01
3.50
7.38
4.50
6.38
7.38
3.88
3.00
2.75
2.75
6.63
6.75
4.75
6.13
6.15
5.38
5.38
2.75
2.75
7.90
2.75
7.90
0.70
3.60
3.60
3.60
2.25
0.75
0.70
0.95
6.70
3.95
6.13
5.13
2.25
5.70
2.50
3.25
2.50
3.50
4.50
4.05
3.50
4.43
5.13
2.75
2.38
3.13
5.00
Maturity
5/22/2024
6/1/2037
10/1/2020
10/1/2041
11/15/2041
5/15/2043
6/1/2018
6/15/2019
11/15/2040
11/16/2021
8/15/2018
6/15/2019
1/15/2015
8/15/2018
1/15/2015
6/15/2019
5/12/2041
5/15/2024
6/13/2035
12/1/2037
6/21/2040
11/16/2021
9/20/2014
6/15/2019
6/15/2019
8/15/2018
5/15/2024
6/15/2019
11/16/2021
1/15/2015
6/15/2019
1/14/2015
5/12/2016
11/15/2022
11/15/2022
6/15/2036
12/15/2037
3/15/2044
1/15/2015
11/15/2036
3/15/2017
2/15/2042
11/15/2016
3/1/2023
11/1/2018
3/1/2023
11/1/2018
8/13/2015
3/1/2024
3/1/2024
3/1/2024
1/7/2019
3/5/2015
2/26/2016
2/22/2017
9/15/2019
5/15/2043
3/15/2019
11/1/2040
1/15/2023
12/1/2036
1/15/2016
11/1/2020
1/15/2023
8/1/2024
8/1/2034
9/1/2023
8/1/2024
11/15/2041
4/1/2022
2/1/2016
9/8/2016
7/16/2022
10/16/2019
Income
Market Value
Receivable
5,084,350.00
1,759,600.95
88,581.05
295,913.75
143,842.40
183,969.60
1,726,605.00
233,665.80
346,344.22
438,441.15
135,149.28
1,229,820.00
117,432.25
757,039.20
1,421,399.04
981,396.36
3,542,970.00
1,616,612.25
201,047.00
150,426.90
378,531.30
1,126,321.25
2,004.08
4,600,756.62
1,125,285.30
782,269.50
952,737.00
1,869,326.40
4,944,825.00
1,225,344.00
3,197,532.00
5,059,910.00
3,106,302.00
458,734.10
1,610,972.00
91,578.90
310,408.00
451,306.80
239,624.80
63,157.50
98,940.60
405,492.50
1,348,555.00
2,514,784.50
299,670.03
1,972,380.00
337,899.54
973,831.50
343,586.10
3,982,475.25
1,941,782.05
2,036,040.00
5,513,634.50
2,004,374.00
2,996,442.00
1,876,055.86
300,945.00
1,936,885.50
651,128.50
3,762,973.50
38,181.30
307,656.00
381,691.45
1,938,780.00
334,742.10
202,755.15
1,397,890.00
1,983,093.35
270,742.50
403,522.00
256,240.00
2,452,174.20
600,835.04
2,223,929.00
49,843.75
22,073.44
1,221.88
5,671.88
1,971.31
2,532.22
23,062.50
2,958.19
5,002.02
5,236.88
135.96
15,438.33
911.06
761.56
11,339.00
12,424.42
51,093.75
16,437.36
2,047.50
1,904.69
3,671.35
13,453.13
45.62
58,245.29
14,246.04
370.95
9,687.22
23,665.56
59,062.50
9,775.00
40,480.56
25,295.14
27,250.00
3,781.40
13,404.72
979.03
3,277.50
9,642.50
1,839.20
905.42
2,230.63
836.11
10,526.39
35,062.50
6,399.00
27,500.00
7,215.33
339.50
6,039.00
69,997.50
34,129.50
6,750.00
20,166.67
194.44
712.50
47,855.49
3,489.17
46,601.04
9,395.83
11,428.13
427.50
958.33
3,954.17
6,388.89
1,026.67
780.00
26,325.00
6,082.22
3,263.92
7,473.96
572.92
27,323.19
2,359.38
37,031.25
Par Value
Cost
% of MV
5,000,000.0000
1,385,000.0000
85,000.0000
275,000.0000
130,000.0000
160,000.0000
1,500,000.0000
190,000.0000
274,000.0000
399,000.0000
133,000.0000
1,000,000.0000
115,000.0000
745,000.0000
1,392,000.0000
798,000.0000
3,000,000.0000
1,595,000.0000
175,000.0000
115,000.0000
285,000.0000
1,025,000.0000
2,000.0000
3,741,000.0000
915,000.0000
775,000.0000
940,000.0000
1,520,000.0000
4,500,000.0000
1,200,000.0000
2,600,000.0000
5,000,000.0000
3,000,000.0000
467,000.0000
1,640,000.0000
70,000.0000
230,000.0000
420,000.0000
235,000.0000
50,000.0000
90,000.0000
350,000.0000
1,300,000.0000
2,550,000.0000
243,000.0000
2,000,000.0000
274,000.0000
970,000.0000
330,000.0000
3,825,000.0000
1,865,000.0000
2,000,000.0000
5,500,000.0000
2,000,000.0000
3,000,000.0000
1,549,000.0000
300,000.0000
1,650,000.0000
550,000.0000
3,975,000.0000
30,000.0000
300,000.0000
365,000.0000
2,000,000.0000
330,000.0000
195,000.0000
1,300,000.0000
1,955,000.0000
250,000.0000
350,000.0000
250,000.0000
2,394,000.0000
604,000.0000
1,975,000.0000
5,003,429.76
1,725,357.77
84,797.42
272,483.94
135,229.14
160,425.92
1,728,886.46
190,000.00
282,931.85
396,678.77
132,875.65
1,000,000.00
115,000.00
744,303.41
1,392,414.56
790,985.46
3,096,603.11
1,604,420.08
185,035.31
139,826.98
353,396.35
1,019,050.91
2,001.74
4,525,840.44
937,707.24
777,051.20
937,388.25
1,868,339.19
4,862,543.80
1,224,811.30
3,177,233.97
5,036,383.26
3,105,066.00
460,376.16
1,610,578.40
73,706.95
295,911.09
421,504.85
235,244.23
49,657.73
89,749.58
358,932.12
1,352,137.07
2,547,881.98
276,871.31
2,046,621.56
274,590.40
969,898.58
329,447.39
3,860,941.78
1,861,876.88
2,009,425.31
5,498,613.09
1,999,653.06
2,997,158.95
1,909,488.59
299,540.07
1,920,782.41
615,372.67
3,953,011.83
29,977.82
298,080.00
379,973.45
1,990,252.16
329,080.81
193,833.40
1,296,303.64
1,947,532.29
250,000.00
399,336.00
249,577.50
2,404,854.63
601,499.93
2,198,631.35
0.0236%
0.0082%
0.0004%
0.0014%
0.0007%
0.0009%
0.0080%
0.0011%
0.0016%
0.0020%
0.0006%
0.0057%
0.0005%
0.0035%
0.0066%
0.0046%
0.0165%
0.0075%
0.0009%
0.0007%
0.0018%
0.0052%
0.0000%
0.0214%
0.0052%
0.0036%
0.0044%
0.0087%
0.0230%
0.0057%
0.0148%
0.0235%
0.0144%
0.0021%
0.0075%
0.0004%
0.0014%
0.0021%
0.0011%
0.0003%
0.0005%
0.0019%
0.0063%
0.0117%
0.0014%
0.0092%
0.0016%
0.0045%
0.0016%
0.0185%
0.0090%
0.0095%
0.0256%
0.0093%
0.0139%
0.0087%
0.0014%
0.0090%
0.0030%
0.0175%
0.0002%
0.0014%
0.0018%
0.0090%
0.0016%
0.0009%
0.0065%
0.0092%
0.0013%
0.0019%
0.0012%
0.0114%
0.0028%
0.0103%
Stated
Security ID
02364WAN5
02364WBD6
02364WBD6
02364WBF1
02364WAV7
02364WBD6
02364WAJ4
879403AS2
10513KAA2
191241AG3
02364WAX3
202795HS2
209111FA6
49228RAE3
927804FL3
202795HS2
202795JD3
209111FD0
927804FC3
202795HS2
202795HU7
69351UAP8
69351UAP8
202795HT0
209111EK5
209111EZ2
927804FC3
927804FF6
927804FK5
927804FR0
202795JC5
927804FQ2
0258M0DG1
0258M0DC0
0258M0DE6
0258M0DD8
05531FAN3
02580ECC5
0258M0DA4
961214AH6
0258M0DC0
05531FAQ6
67021CAJ6
02580ECC5
05531FAP8
0258M0DJ5
05531FAN3
0258M0DJ5
0258M0DJ5
0258M0DJ5
0258M0DC0
0258M0DD8
0258M0DG1
0258M0DK2
0258M0DM8
05531FAF0
05531FAG8
05531FAK9
548661CR6
76720AAM8
89352HAH2
89352HAM1
26875PAG6
548661CT2
76720AAF3
26875PAK7
89352HAB5
89352HAK5
038222AE5
73755LAL1
548661DA2
548661CP0
76720AAJ5
893526DK6
Accounting Type
Description

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS

TELEFONOS DE MEXICO SAB DE CV
BRANCH BANKING & TRUST CO
COCA-COLA FEMSA SAB DE CV
COMMONWEALTH EDISON CO
CONSOLIDATED EDISON CO OF NEW
KERN RIVER FUNDING CORP
VIRGINIA ELECTRIC AND POWER CO
CONSOLIDATED EDISON CO OF NY
PPL ELECTRIC UTILITIES CORP
PPL ELECTRIC UTILITIES CORP
AMERICAN EXPRESS CREDIT CORP
BB&T CORP
AMERICAN EXPRESS BANK FSB
WESTPAC BANKING CORP
BB&T CORP
NSTAR ELECTRIC CO
AMERICAN EXPRESS BANK FSB
BB&T CORP
BB&T CORP
AMERICAN EXPRESS CREDIT
AMERICN EXPRESS CREDIT
BB&T CORP
BB&T CORP
BB&T CORP
LOWE'S COS INC
RIO TINTO FINANCE USA PLC
TRANSCANADA PIPELINES LTD
TRANS-CANADA PIPELINES
EOG RESOURCES INC
LOWE'S COS INC
EOG RESOURCES INC
APPLIED MATERIALS INC
POTASH CORP SASKATCHEWAN
LOWE'S COS INC
LOWE'S COS INC
Coupon
5.63
3.13
3.13
1.23
5.00
3.13
6.38
5.50
5.63
2.38
5.00
6.15
5.70
4.89
4.00
6.15
4.70
4.45
5.95
6.15
5.80
3.00
3.00
6.45
5.38
4.45
5.95
5.40
2.95
4.45
2.15
3.45
1.30
2.80
1.75
2.38
2.05
6.00
2.75
4.63
2.80
2.25
4.40
6.00
1.09
2.13
2.05
2.13
2.13
2.13
2.80
2.38
1.30
2.13
1.13
3.95
3.20
2.15
5.80
2.25
0.75
4.63
4.10
3.75
2.88
2.63
5.85
3.75
2.65
3.63
5.00
6.65
1.07
3.80
Maturity
11/15/2017
7/16/2022
7/16/2022
9/12/2016
3/30/2020
7/16/2022
3/1/2035
1/27/2015
9/15/2016
11/26/2018
10/16/2019
9/15/2017
6/15/2040
4/30/2018
1/15/2043
9/15/2017
1/15/2044
3/15/2044
9/15/2017
9/15/2017
3/15/2018
9/15/2021
9/15/2021
1/15/2038
12/15/2015
6/15/2020
9/15/2017
4/30/2018
1/15/2022
2/15/2044
1/15/2019
2/15/2024
7/29/2016
9/19/2016
6/12/2015
3/24/2017
6/19/2018
9/13/2017
9/15/2015
6/1/2018
9/19/2016
2/1/2019
3/1/2044
9/13/2017
6/15/2018
7/27/2018
6/19/2018
7/27/2018
7/27/2018
7/27/2018
9/19/2016
3/24/2017
7/29/2016
3/18/2019
6/5/2017
4/29/2016
3/15/2016
3/22/2017
4/15/2040
12/14/2018
1/15/2016
3/1/2034
2/1/2021
4/15/2021
8/21/2022
3/15/2023
3/15/2036
10/16/2023
6/15/2016
3/15/2024
9/15/2043
9/15/2037
6/17/2016
10/1/2020
Income
Market Value
Receivable
459,856.00
1,255,387.12
1,392,664.00
2,016,460.00
1,809,323.70
2,153,655.40
3,019,007.00
2,019,519.15
348,649.60
886,357.50
1,689,060.00
1,372,469.51
1,298,776.50
101,829.58
2,379,702.50
1,831,000.05
1,765,229.50
1,131,429.60
1,451,485.50
1,289,115.30
819,324.00
2,258,087.10
2,691,144.90
275,954.00
137,963.80
294,706.50
102,457.80
39,579.05
127,705.00
203,919.40
1,960,350.99
3,460,246.35
944,021.82
1,655,466.45
990,231.20
721,287.00
722,557.55
1,156,261.80
3,252,319.28
2,171,180.00
643,504.20
2,678,620.00
587,092.00
963,551.50
1,567,643.00
2,280,532.50
2,021,140.00
2,280,532.50
2,280,532.50
2,280,532.50
7,265,384.00
4,121,628.00
3,032,181.00
1,002,443.00
5,978,322.00
3,226,237.39
9,326,556.00
2,044,634.00
1,668,933.00
947,655.59
2,778,077.78
2,165,800.00
2,045,231.25
2,594,144.70
1,982,840.00
1,367,163.35
1,099,220.92
2,090,380.00
1,545,150.00
486,492.30
175,836.65
2,525,723.60
2,228,231.34
1,882,500.75
6,790.63
4,929.69
5,468.75
5,536.35
34,289.58
8,457.03
76,818.75
10,310.97
8,300.00
5,483.94
28,125.00
34,030.00
12,635.00
391.57
12,138.89
45,515.13
9,428.72
23,362.50
34,981.04
32,044.92
19,256.00
30,295.00
36,105.00
1,648.33
1,475.14
2,489.53
2,469.25
635.25
471.18
375.78
5,337.85
5,144.33
1,079.29
20,097.00
3,763.47
7,250.35
2,931.50
28,560.00
40,273.44
23,125.00
7,812.00
4,968.75
11,696.67
23,800.00
3,638.97
4,515.63
8,200.00
4,515.63
4,515.63
4,515.63
88,200.00
41,430.56
3,466.67
9,621.53
16,125.00
41,028.43
132,800.00
18,991.67
29,514.27
4,480.44
2,658.42
47,020.83
6,406.25
34,212.50
1,597.22
17,006.35
24,088.68
28,125.00
8,391.67
8,234.79
3,573.61
57,648.11
4,995.15
27,787.50
Par Value
Cost
% of MV
410,000.0000
1,262,000.0000
1,400,000.0000
2,000,000.0000
1,635,000.0000
2,165,000.0000
2,410,000.0000
1,985,000.0000
320,000.0000
875,000.0000
1,500,000.0000
1,200,000.0000
1,050,000.0000
94,749.8700
2,375,000.0000
1,605,000.0000
1,570,000.0000
1,080,000.0000
1,275,000.0000
1,130,000.0000
720,000.0000
2,190,000.0000
2,610,000.0000
200,000.0000
130,000.0000
265,000.0000
90,000.0000
35,000.0000
125,000.0000
190,000.0000
1,943,000.0000
3,355,000.0000
934,000.0000
1,595,000.0000
980,000.0000
700,000.0000
715,000.0000
1,020,000.0000
3,176,000.0000
2,000,000.0000
620,000.0000
2,650,000.0000
550,000.0000
850,000.0000
1,540,000.0000
2,250,000.0000
2,000,000.0000
2,250,000.0000
2,250,000.0000
2,250,000.0000
7,000,000.0000
4,000,000.0000
3,000,000.0000
1,000,000.0000
6,000,000.0000
3,065,000.0000
9,000,000.0000
2,000,000.0000
1,347,000.0000
931,000.0000
2,774,000.0000
2,000,000.0000
1,875,000.0000
2,415,000.0000
2,000,000.0000
1,405,000.0000
893,000.0000
2,000,000.0000
1,500,000.0000
470,000.0000
155,000.0000
1,880,000.0000
2,207,000.0000
1,755,000.0000
409,452.46
1,267,735.58
1,376,050.74
2,000,000.00
1,744,941.48
2,191,861.44
2,585,516.89
1,999,104.23
367,174.40
876,486.10
1,694,810.54
1,198,716.67
1,233,704.89
94,749.87
2,207,600.86
1,741,109.93
1,569,487.58
1,079,100.43
1,273,181.13
1,133,364.98
719,388.52
2,205,151.58
2,598,866.48
264,479.24
130,210.23
264,641.09
89,851.91
34,621.31
124,770.16
188,516.59
1,964,035.49
3,444,035.69
933,862.70
1,649,646.15
979,948.62
699,003.67
714,198.50
1,021,437.50
3,236,324.61
2,129,523.81
619,782.11
2,640,489.69
546,230.01
1,035,308.50
1,544,257.20
2,249,354.84
1,992,546.07
2,249,354.84
2,249,354.84
2,249,354.84
7,201,665.50
4,105,891.33
2,999,561.91
998,282.01
5,986,532.16
3,193,952.93
9,273,159.70
2,030,213.70
1,441,864.60
924,270.43
2,771,743.23
1,991,103.42
1,869,683.19
2,414,377.24
1,978,496.97
1,397,764.50
890,945.20
1,988,375.37
1,500,501.25
465,992.71
157,644.19
2,501,832.97
2,207,000.00
1,856,889.98
0.0021%
0.0058%
0.0065%
0.0094%
0.0084%
0.0100%
0.0140%
0.0094%
0.0016%
0.0041%
0.0078%
0.0064%
0.0060%
0.0005%
0.0110%
0.0085%
0.0082%
0.0053%
0.0067%
0.0060%
0.0038%
0.0105%
0.0125%
0.0013%
0.0006%
0.0014%
0.0005%
0.0002%
0.0006%
0.0009%
0.0091%
0.0161%
0.0044%
0.0077%
0.0046%
0.0033%
0.0034%
0.0054%
0.0151%
0.0101%
0.0030%
0.0124%
0.0027%
0.0045%
0.0073%
0.0106%
0.0094%
0.0106%
0.0106%
0.0106%
0.0337%
0.0191%
0.0141%
0.0047%
0.0278%
0.0150%
0.0433%
0.0095%
0.0077%
0.0044%
0.0129%
0.0101%
0.0095%
0.0120%
0.0092%
0.0063%
0.0051%
0.0097%
0.0072%
0.0023%
0.0008%
0.0117%
0.0103%
0.0087%
Stated
Security ID
26875PAL5
29364DAS9
893526DK6
8935268Z9
29364DAR1
548661AK3
548661CU9
548661CT2
76720AAE6
29364DAQ3
84474YAA4
76720AAJ5
893526DK6
69349LAE8
00206RAG7
079857AH1
00206RAS1
500472AC9
00206RAR3
00206RCA8
00206RCG5
63534PAG2
00206RBA9
69349LAA6
00206RAX0
00206RAZ5
00206RBD3
00206RBN1
00206RCE0
00206RBH4
00206RBK7
31677QAY5
200340AP2
69349LAC2
00206RCG5
071813BJ7
071813BL2
63534PAH0
774341AD3
00206RAV4
00206RBA9
00206RCG5
04650NAB0
071813BL2
31677QAV1
69349LAA6
00206RCB6
04650NAB0
00206RBF8
00206RBM3
774341AC5
00206RBN1
00206RBF8
00206RBM3
00206RBC5
200340AP2
00206RAV4
00206RAW2
63946BAE0
20030NAM3
20030NAW1
20030NAX9
313747AN7
59156RBB3
59156RBE7
59156RBF4
63946BAF7
219350AU9
25243YAJ8
59156RAU2
59156RBF4
63946BAE0
63946BAH3
20030NBH3
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
EOG RESOURCES INC

ENTERGY ARKANSAS INC
LOWE'S COS INC
LOWE'S COS INC
LOWE'S COS INC
SOUTHWEST AIRLINES CO 2007-1 P
PNC BANK NA
AT&T INC
BELLSOUTH CAPITAL FUNDING CORP
AT&T INC
KONINKLIJKE PHILIPS ELECTRONIC
AT&T INC
AT&T INC
AT&T INC
NATIONAL CITY BANK/CLEVELAND O
AT&T INC
PNC BANK NA
AT&T INC
AT&T INC
AT&T INC
AT&T INC
AT&T INC
AT&T INC
AT&T INC
FIFTH THIRD BANK/CINCINNATI OH
COMERICA INC
PNC BANK NA
AT&T INC
BAXTER INTERNATIONAL INC
NATIONAL CITY BANK/CLEVELAND O
ROCKWELL COLLINS INC
AT&T INC
AT&T INC
AT&T INC
AT&T INC
FIFTH THIRD BANK/CINCINNATI OH
PNC BANK NA
AT&T INC
AT&T INC
AT&T INC
AT&T INC
ROCKWELL COLLINS INC
AT&T INC
AT&T INC
AT&T INC
AT&T INC
COMERICA INC
AT&T INC
AT&T INC
NBCUNIVERSAL MEDIA LLC
COMCAST CORP
COMCAST CORP
COMCAST CORP
FEDERAL REALTY INVESTMENT TRUS
METLIFE INC
METLIFE INC
METLIFE INC
CORNING INC
DIAGEO CAPITAL PLC
METLIFE INC
METLIFE INC
COMCAST CORP
Coupon
2.45
3.70
3.80
7.63
3.05
6.50
5.13
3.75
1.63
3.75
6.15
1.07
3.80
6.88
6.30
7.88
6.55
6.88
5.80
2.38
4.80
5.80
5.55
5.25
4.45
3.88
3.00
2.63
3.90
4.30
4.35
1.15
2.13
4.88
4.80
1.85
3.20
0.60
0.58
2.50
5.55
4.80
5.35
3.20
1.45
5.25
1.15
5.35
1.70
1.40
3.10
2.63
1.70
1.40
1.60
2.13
2.50
2.95
4.38
6.45
5.70
6.40
6.20
4.37
1.76
3.05
6.40
4.25
5.50
6.75
3.05
4.38
2.88
4.25
Maturity
4/1/2020
6/1/2024
10/1/2020
1/15/2039
6/1/2023
3/15/2029
11/15/2041
4/15/2021
8/21/2017
2/15/2021
2/1/2024
6/17/2016
10/1/2020
4/1/2018
1/15/2038
2/15/2030
2/15/2039
3/11/2038
2/15/2019
11/27/2018
6/15/2044
6/7/2017
8/15/2041
1/15/2017
5/15/2021
8/15/2021
2/15/2022
12/1/2022
3/11/2024
12/15/2042
6/15/2045
11/18/2016
5/23/2019
9/21/2017
6/15/2044
6/15/2018
6/15/2023
6/7/2017
12/15/2016
8/15/2015
8/15/2041
6/15/2044
9/1/2040
6/15/2023
2/28/2018
1/15/2017
11/27/2018
9/1/2040
6/1/2017
12/1/2017
11/15/2021
12/1/2022
6/1/2017
12/1/2017
2/15/2017
5/23/2019
8/15/2015
5/15/2016
4/1/2021
3/15/2037
5/15/2018
5/15/2038
1/15/2017
9/15/2023
12/15/2017
12/15/2022
4/30/2040
8/15/2020
9/30/2016
6/1/2016
12/15/2022
4/1/2021
1/15/2023
1/15/2033
Income
Market Value
Receivable
1,415,916.85
333,974.40
2,842,522.50
2,755,482.40
348,796.00
31,917.50
287,170.00
391,001.52
977,506.40
1,614,270.00
2,667,692.58
1,766,835.00
1,769,872.50
1,523,501.07
1,873,140.00
266,908.88
3,733,874.80
2,032,980.00
818,342.85
2,145,319.02
1,814,515.05
1,392,544.95
2,288,980.00
1,633,875.00
22,163.00
565,605.40
271,166.40
300,458.20
293,398.00
213,910.40
303,816.24
1,808,172.00
1,423,817.25
2,938,295.25
3,508,759.65
1,915,328.90
1,580,276.25
1,380,845.00
3,782,426.20
346,511.00
97,281.65
580,435.65
44,730.00
471,574.50
625,993.20
272,312.50
626,014.65
916,965.00
1,518,585.00
1,998,800.00
1,019,790.00
6,978,384.00
1,518,585.00
1,998,800.00
2,020,260.00
999,170.00
4,213,157.83
5,183,740.00
1,933,820.00
347,234.80
548,817.60
1,309,860.00
222,986.00
868,459.02
388,164.70
783,603.60
661,415.00
2,176,260.00
1,963,694.10
551,470.00
2,667,266.10
2,210,080.00
1,527,735.60
1,205,390.80
15,298.89
2,960.00
41,958.33
18,219.51
2,668.75
749.31
3,772.57
5,156.67
435.59
2,500.00
11,786.14
3,960.81
26,125.00
37,239.58
12,075.00
686.00
8,529.56
48,697.92
1,817.33
13,060.13
18,738.00
16,849.00
4,933.33
10,062.50
262.06
912.78
360.00
2,034.38
5,187.00
1,997.11
2,844.05
5,922.50
8,243.23
57,915.00
36,234.00
7,459.61
10,640.00
1,987.15
4,639.32
377.78
209.67
5,994.00
1,070.00
3,175.11
76.13
1,677.08
98.09
21,935.00
6,375.00
7,000.00
9,127.78
47,250.00
6,375.00
7,000.00
1,422.22
5,784.72
4,593.33
43,430.56
31,901.04
7,881.54
8,056.00
18,844.44
1,584.44
7,349.40
1,427.24
5,019.04
10,755.56
3,777.78
41,409.65
8,437.50
17,084.04
36,458.33
5,620.63
6,299.44
Par Value
Cost
% of MV
1,405,000.0000
320,000.0000
2,650,000.0000
1,870,000.0000
350,000.0000
25,000.0000
250,000.0000
364,000.0000
965,000.0000
1,500,000.0000
2,299,734.9800
1,750,000.0000
1,650,000.0000
1,300,000.0000
1,500,000.0000
196,000.0000
2,930,000.0000
1,500,000.0000
705,000.0000
2,106,000.0000
1,735,000.0000
1,245,000.0000
2,000,000.0000
1,500,000.0000
20,000.0000
530,000.0000
270,000.0000
310,000.0000
280,000.0000
220,000.0000
312,000.0000
1,800,000.0000
1,425,000.0000
2,673,000.0000
3,355,000.0000
1,910,000.0000
1,575,000.0000
1,385,000.0000
3,785,000.0000
340,000.0000
85,000.0000
555,000.0000
40,000.0000
470,000.0000
630,000.0000
250,000.0000
615,000.0000
820,000.0000
1,500,000.0000
2,000,000.0000
1,000,000.0000
7,200,000.0000
1,500,000.0000
2,000,000.0000
2,000,000.0000
1,000,000.0000
4,134,000.0000
5,000,000.0000
1,750,000.0000
265,000.0000
480,000.0000
1,000,000.0000
200,000.0000
797,000.0000
385,000.0000
780,000.0000
500,000.0000
2,000,000.0000
1,795,000.0000
500,000.0000
2,655,000.0000
2,000,000.0000
1,530,000.0000
1,160,000.0000
1,402,961.84
323,090.25
2,717,148.78
2,447,610.11
349,121.88
25,742.38
249,857.05
376,539.80
969,110.90
1,569,573.87
2,660,078.49
1,763,523.11
1,739,946.45
1,295,592.35
1,655,608.88
207,435.25
3,061,565.50
1,721,701.87
734,527.12
2,106,000.00
1,728,706.65
1,243,540.07
2,098,094.43
1,566,905.75
22,037.79
548,886.62
267,480.59
309,796.09
284,937.13
200,342.60
290,861.64
1,805,434.10
1,425,000.00
2,830,314.28
3,379,289.93
1,913,810.12
1,574,064.74
1,298,919.67
3,785,000.00
339,799.89
84,460.36
552,986.85
47,374.13
468,677.37
629,191.72
268,505.00
624,255.75
899,326.80
1,498,380.59
1,957,253.87
1,010,437.45
6,651,542.42
1,498,380.58
1,957,253.87
1,998,816.93
1,000,000.00
4,191,929.55
5,157,343.34
1,918,605.75
261,597.92
479,908.23
1,245,428.96
200,115.53
799,582.89
386,540.31
785,012.91
606,391.98
2,179,126.13
1,899,785.35
519,858.38
2,701,480.62
2,101,157.07
1,527,670.31
1,133,569.14
0.0066%
0.0016%
0.0132%
0.0128%
0.0016%
0.0001%
0.0013%
0.0018%
0.0045%
0.0075%
0.0124%
0.0082%
0.0082%
0.0071%
0.0087%
0.0012%
0.0173%
0.0094%
0.0038%
0.0100%
0.0084%
0.0065%
0.0106%
0.0076%
0.0001%
0.0026%
0.0013%
0.0014%
0.0014%
0.0010%
0.0014%
0.0084%
0.0066%
0.0136%
0.0163%
0.0089%
0.0073%
0.0064%
0.0176%
0.0016%
0.0005%
0.0027%
0.0002%
0.0022%
0.0029%
0.0013%
0.0029%
0.0043%
0.0071%
0.0093%
0.0047%
0.0324%
0.0071%
0.0093%
0.0094%
0.0046%
0.0196%
0.0241%
0.0090%
0.0016%
0.0025%
0.0061%
0.0010%
0.0040%
0.0018%
0.0036%
0.0031%
0.0101%
0.0091%
0.0026%
0.0124%
0.0103%
0.0071%
0.0056%
Stated
Security ID
63946BAG5
007634AA6
013716AV7
59156RBB3
59156RAX6
20030NAV3
20030NAY7
20030NAZ4
20030NBJ9
25243YAP4
767201AC0
767201AH9
767201AN6
767201AQ9
20030NAC5
20030NBK6
20030NBM2
59156RAT5
59156RBH0
767201AC0
767201AH9
872287AL1
007634AA6
20030NBM2
313747AT4
59156RAT5
63946BAG5
76720AAC0
20030NAL5
59156RBF4
59156RBH0
767201AK2
63946BAH3
013716AV7
20030NAM3
20030NAV3
20030NAY7
25243YAR0
59156RAM0
59156RAX6
59156RBB3
59156RBG2
59156RAR9
767201AJ5
59156RBG2
25243YAT6
00209TAB1
20030NBJ9
25243YAT6
00209TAB1
007634AA6
20030NAU5
313747AT4
59156RAT5
25243YAR0
25243YAS8
25244SAF8
63946BAC4
404280AH2
404280AP4
404280AQ2
404280AJ8
693476BJ1
404280AP4
404280AQ2
693475AL9
693476BJ1
404280AP4
404280AQ2
404280AP4
404280AJ8
693475AL9
693476BF9
693476BL6
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS

AEGON FUNDING CO LLC
RIO TINTO ALCAN INC
METLIFE INC
METLIFE INC
COMCAST CORP
COMCAST CORP
COMCAST CORP
COMCAST CORP
DIAGEO CAPITAL PLC
RIO TINTO FINANCE USA LTD
COMCAST CORP
COMCAST CORP
COMCAST CORP
METLIFE INC
METLIFE INC
TCI COMMUNICATIONS INC
COMCAST CORP
METLIFE INC
COMCAST CORP
METLIFE INC
METLIFE INC
RIO TINTO ALCAN INC
COMCAST CORP
COMCAST CORP
COMCAST CORP
DIAGEO CAPITAL PLC
METLIFE INC
METLIFE INC
METLIFE INC
METLIFE INC
METLIFE INC
METLIFE INC
DIAGEO CAPITAL PLC
COMCAST CABLE COMMUNICATIONS H
COMCAST CORP
DIAGEO CAPITAL PLC
COMCAST CABLE COMMUNICATIONS H
COMCAST CORP
METLIFE INC
DIAGEO CAPITAL PLC
DIAGEO CAPITAL PLC
DIAGEO FINANCE BV
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
PNC FUNDING CORP
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
PNC FINANCIAL SERVICES GROUP I
PNC FUNDING CORP
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
PNC FINANCIAL SERVICES GROUP I
PNC FUNDING CORP
PNC FUNDING CORP
Coupon
5.95
5.75
5.00
4.37
4.75
6.95
6.55
5.70
3.60
4.83
6.50
9.00
4.13
3.75
7.05
4.75
4.20
7.72
3.60
6.50
9.00
7.13
5.75
4.20
2.75
7.72
5.95
3.50
5.90
3.05
3.60
3.50
2.88
5.00
6.45
6.95
6.55
1.50
5.70
4.75
4.37
4.88
6.82
1.88
4.88
1.13
9.46
3.60
1.13
9.46
5.75
6.30
2.75
7.72
1.50
0.63
3.25
2.88
6.50
4.25
5.25
6.80
5.13
4.25
5.25
2.85
5.13
4.25
5.25
4.25
6.80
2.85
6.70
4.38
Maturity
4/1/2041
12/15/2020
6/1/2015
9/15/2023
2/8/2021
8/15/2037
7/1/2039
7/1/2019
3/1/2024
7/15/2020
7/15/2018
5/1/2019
5/20/2021
9/20/2021
3/15/2033
3/1/2044
8/15/2034
2/15/2019
4/10/2024
7/15/2018
5/1/2019
2/15/2028
12/15/2020
8/15/2034
6/1/2023
2/15/2019
4/1/2041
3/22/2022
3/15/2016
12/15/2022
4/10/2024
11/2/2020
1/15/2023
6/1/2015
3/15/2037
8/15/2037
7/1/2039
5/11/2017
6/15/2035
2/8/2021
9/15/2023
11/13/2043
8/15/2018
11/2/2015
11/13/2043
4/29/2018
11/15/2022
3/1/2024
4/29/2018
11/15/2022
12/15/2020
11/15/2017
6/1/2023
2/15/2019
5/11/2017
4/29/2016
1/15/2015
4/1/2016
9/15/2037
3/14/2024
3/14/2044
6/1/2038
2/8/2020
3/14/2024
3/14/2044
11/9/2022
2/8/2020
3/14/2024
3/14/2044
3/14/2024
6/1/2038
11/9/2022
6/10/2019
8/11/2020
Income
Market Value
Receivable
2,575,722.50
2,122,365.50
867,846.00
2,179,320.00
1,578,430.00
826,308.00
774,862.60
1,482,636.10
674,654.50
2,995,239.80
1,103,851.40
338,353.60
217,576.00
372,624.00
440,268.80
514,485.50
1,135,442.75
2,320,852.34
2,497,507.50
158,531.85
234,244.80
613,284.25
1,329,240.42
2,671,630.00
3,582,587.08
2,352,431.51
2,937,580.10
1,399,026.18
3,160,327.30
1,938,916.60
3,089,700.00
4,904,314.50
2,496,300.00
144,641.00
111,377.20
82,630.80
86,838.05
565,779.20
499,306.20
124,019.50
310,553.10
198,606.60
439,278.80
304,590.00
573,752.40
982,410.00
6,757,932.22
2,075,860.00
1,964,820.00
1,941,850.95
1,744,410.00
4,642,354.50
2,567,247.80
1,236,170.00
6,061,926.00
2,995,263.00
4,395,661.95
3,255,242.92
1,484,542.00
552,285.16
425,094.08
1,382,915.10
2,276,520.00
1,370,331.60
1,404,132.00
726,224.10
768,325.50
415,252.00
1,101,280.00
1,650,626.70
327,705.00
197,612.00
36,001.20
181,552.80
50,822.92
22,153.47
10,500.00
18,442.67
4,248.61
1,853.33
6,331.67
12,065.00
12,025.00
16,409.84
7,807.22
7,800.00
2,314.58
5,869.79
10,402.67
11,472.57
2,449.42
6,441.12
34,192.50
1,121.25
5,400.00
1,456.67
13,874.75
5,763.33
25,568.13
6,526.87
57,962.92
20,683.25
79,712.28
12,418.91
42,300.00
53,971.46
9,184.03
1,750.00
2,528.04
185.33
709.58
2,566.67
4,933.67
333.82
2,628.08
2,632.50
1,121.02
1,859.38
7,605.00
3,812.50
129,343.35
37,000.00
7,625.00
37,166.03
18,208.33
74,663.75
18,321.88
3,429.78
27,500.00
6,354.17
18,064.58
37,710.42
35,217.36
10,614.14
9,513.29
17,935.00
6,548.61
26,335.83
31,423.44
4,719.80
2,210.16
7,980.56
24,645.83
31,722.71
4,250.00
1,284.30
452.25
401.04
Par Value
Cost
% of MV
2,050,000.0000
1,825,000.0000
840,000.0000
2,000,000.0000
1,400,000.0000
600,000.0000
580,000.0000
1,270,000.0000
650,000.0000
2,660,000.0000
940,000.0000
260,000.0000
200,000.0000
350,000.0000
320,000.0000
470,000.0000
1,105,000.0000
1,878,000.0000
2,425,000.0000
135,000.0000
180,000.0000
460,000.0000
1,143,000.0000
2,600,000.0000
3,719,000.0000
1,903,000.0000
2,338,000.0000
1,338,000.0000
2,930,000.0000
1,930,000.0000
3,000,000.0000
4,665,000.0000
2,500,000.0000
140,000.0000
85,000.0000
60,000.0000
65,000.0000
560,000.0000
410,000.0000
110,000.0000
285,000.0000
180,000.0000
370,000.0000
300,000.0000
520,000.0000
1,000,000.0000
4,646,000.0000
2,000,000.0000
2,000,000.0000
1,335,000.0000
1,500,000.0000
4,025,000.0000
2,665,000.0000
1,000,000.0000
6,000,000.0000
3,000,000.0000
4,350,000.0000
3,148,000.0000
1,175,000.0000
532,000.0000
386,000.0000
1,055,000.0000
2,000,000.0000
1,320,000.0000
1,275,000.0000
735,000.0000
675,000.0000
400,000.0000
1,000,000.0000
1,590,000.0000
250,000.0000
200,000.0000
30,000.0000
165,000.0000
2,350,740.21
1,824,103.75
839,552.89
2,062,725.11
1,416,685.71
798,153.32
698,951.28
1,446,390.56
661,925.63
2,725,629.06
936,909.69
329,449.04
198,861.81
349,352.72
337,267.79
487,090.89
1,100,852.57
2,113,612.37
2,424,812.48
136,809.93
191,408.61
480,278.92
1,259,838.45
2,590,241.33
3,589,692.02
2,327,969.88
2,721,925.28
1,385,834.97
3,163,935.00
1,855,151.66
3,022,323.21
4,753,402.65
2,398,155.79
139,366.30
102,340.34
62,310.48
64,699.37
558,652.82
444,118.20
109,981.86
285,923.50
181,472.17
465,578.40
299,757.00
516,755.20
995,815.60
6,436,182.51
1,989,015.78
1,991,631.19
1,892,771.68
1,723,120.32
4,608,262.11
2,504,216.06
1,225,761.60
6,016,811.58
2,996,947.14
4,389,343.28
3,250,531.78
1,398,458.23
528,624.67
381,828.27
1,052,860.34
2,255,832.33
1,311,625.12
1,261,220.32
742,143.55
695,305.73
397,462.17
989,192.40
1,614,244.12
259,128.62
201,943.75
32,210.05
164,423.11
0.0120%
0.0099%
0.0040%
0.0101%
0.0073%
0.0038%
0.0036%
0.0069%
0.0031%
0.0139%
0.0051%
0.0016%
0.0010%
0.0017%
0.0020%
0.0024%
0.0053%
0.0108%
0.0116%
0.0007%
0.0011%
0.0028%
0.0062%
0.0124%
0.0166%
0.0109%
0.0136%
0.0065%
0.0147%
0.0090%
0.0143%
0.0228%
0.0116%
0.0007%
0.0005%
0.0004%
0.0004%
0.0026%
0.0023%
0.0006%
0.0014%
0.0009%
0.0020%
0.0014%
0.0027%
0.0046%
0.0314%
0.0096%
0.0091%
0.0090%
0.0081%
0.0216%
0.0119%
0.0057%
0.0281%
0.0139%
0.0204%
0.0151%
0.0069%
0.0026%
0.0020%
0.0064%
0.0106%
0.0064%
0.0065%
0.0034%
0.0036%
0.0019%
0.0051%
0.0077%
0.0015%
0.0009%
0.0002%
0.0008%
Stated
Security ID
693476BM4
404280AP4
693476BM4
635405AQ6
693476BH5
693476BM4
037411AZ8
059165EE6
88166CAA6
88166JAA1
88163VAD1
037411AZ8
247367BH7
88165FAF9
020002BA8
247367BH7
88166JAA1
564760CA2
693304AH0
90932PAA6
90932QAA4
90932PAA6
29250NAH8
023767AA4
075896AC4
375558AX1
29250NAF2
375558AU7
375558AW3
375558AW3
021441AE0
29250NAH8
375558AV5
559222AQ7
03040WAL9
075896AB6
075896AC4
375558AW3
559222AQ7
98956PAC6
021441AE0
03040WAL9
09062XAB9
375558AS2
375558AX1
29365TAB0
021441AE0
90345KAA8
021441AD2
29250NAH8
375558AV5
559222AQ7
38141GFG4
38141GGQ1
38141GGS7
38141GRD8
38141GVN1
38145XAA1
38147MAA3
38141GFM1
38141GGM0
073902PN2
38141EA25
38141EC31
38141GGS7
38141GGT5
38141GVM3
38143USC6
38145XAA1
46625HBV1
842587CJ4
38141EA25
38141EA58
38141GFG4
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
PNC FUNDING CORP

HSBC HOLDINGS PLC
PNC FUNDING CORP
NATIONAL CITY CORP
PNC FUNDING CORP
PNC FUNDING CORP
APACHE CORP
BALTIMORE GAS & ELECTRIC CO
TEVA PHARMACEUTICAL FINANCE II
TEVA PHARMACEUTICAL FINANCE IV
TEVA PHARMACEUTICAL FINANCE CO
APACHE CORP
TEVA PHARMACEUTICAL FINANCE CO
ALLSTATE CORP/THE
TEVA PHARMACEUTICAL FINANCE IV
MANUFACTURERS & TRADERS TRUST
PECO ENERGY CO
UNITED AIR 2014 - 1 A PTT
UNITED AIR 2014-2 A PTT
UNITED AIR 2014 - 1 A PTT
ENBRIDGE INC
AMERICAN AIRLINES 2011-1 CLASS
BED BATH & BEYOND INC
GILEAD SCIENCES INC
ENBRIDGE INC
GILEAD SCIENCES INC
GILEAD SCIENCES INC
GILEAD SCIENCES INC
ALTERA CORP
ENBRIDGE INC
GILEAD SCIENCES INC
MAGNA INTERNATIONAL INC
AMERICAN WATER CAPITAL
GILEAD SCIENCES INC
ZIMMER HOLDINGS INC
ALTERA CORP
AMERICAN WATER CAPITAL
BIOGEN IDEC INC
GILEAD SCIENCES INC
GILEAD SCIENCES INC
ENTERGY TEXAS INC
ALTERA CORP
US AIRWAYS 2010-1 CLASS A PASS
ALTERA CORP
ENBRIDGE INC
GILEAD SCIENCES INC
GOLDMAN SACHS GROUP INC/THE
GOLDMAN SACHS GROUP INC
JPMORGAN CHASE & CO
SOUTHERN CO/THE
Coupon
2.70
4.25
2.70
4.90
3.63
2.70
3.25
2.80
3.00
3.65
6.15
3.25
6.82
3.65
4.50
6.82
3.65
6.63
5.95
4.00
3.75
4.00
3.50
5.25
5.17
4.80
4.00
4.40
3.70
3.70
2.50
3.50
2.05
3.63
3.40
4.92
5.17
3.70
3.63
3.38
2.50
3.40
6.88
5.65
4.80
3.60
2.50
6.25
1.75
3.50
2.05
3.63
5.95
5.25
5.75
3.63
1.75
2.63
2.90
6.15
6.25
5.55
7.50
4.80
5.75
3.30
4.00
3.63
2.63
5.13
2.45
7.50
5.38
5.95
Maturity
9/19/2016
3/14/2024
9/19/2016
1/15/2015
2/8/2015
9/19/2016
4/15/2022
8/15/2022
6/15/2015
11/10/2021
2/1/2036
4/15/2022
2/10/2024
11/10/2021
6/15/2043
2/10/2024
11/10/2021
12/4/2017
10/1/2036
10/11/2027
3/3/2028
10/11/2027
6/10/2024
7/31/2022
8/1/2044
4/1/2044
10/1/2023
12/1/2021
4/1/2024
4/1/2024
11/15/2018
6/10/2024
4/1/2019
6/15/2024
3/1/2025
8/1/2034
8/1/2044
4/1/2024
6/15/2024
11/30/2021
11/15/2018
3/1/2025
3/1/2018
12/1/2041
4/1/2044
6/1/2015
11/15/2018
10/22/2024
5/15/2017
6/10/2024
4/1/2019
6/15/2024
1/18/2018
7/27/2021
1/24/2022
1/22/2023
9/15/2017
1/31/2019
7/19/2018
4/1/2018
2/1/2041
1/22/2017
2/15/2019
7/8/2044
1/24/2022
5/3/2015
3/3/2024
2/7/2016
1/31/2019
9/15/2014
9/1/2018
2/15/2019
3/15/2020
1/18/2018
Income
Market Value
Receivable
181,044.50
830,504.00
2,819,121.50
6,447,008.57
2,028,572.00
4,448,500.50
1,529,115.00
558,224.80
331,191.25
2,067,119.45
581,366.75
1,107,079.26
738,368.45
41,654.80
37,003.75
280,579.99
572,753.50
403,994.50
65,329.50
311,862.50
711,775.00
2,045,000.00
1,903,838.00
445,251.09
727,783.00
1,166,530.00
2,095,400.00
2,209,280.00
1,553,950.80
1,272,362.40
1,517,730.00
1,102,222.00
1,481,918.41
1,981,492.50
1,503,529.20
760,397.20
540,638.80
1,574,809.20
757,031.75
2,054,000.00
1,426,666.20
2,381,428.80
1,752,435.00
261,575.45
176,080.00
352,396.80
1,774,732.28
3,189,011.74
1,508,970.00
901,818.00
1,048,479.85
1,524,225.00
299,026.00
321,177.90
436,359.28
304,335.00
3,262,032.62
2,327,922.00
1,416,051.72
843,148.60
2,900,347.75
1,883,365.60
1,275,041.35
1,176,221.25
3,104,417.75
3,938,009.85
1,365,717.25
1,074,516.30
1,396,753.20
400,588.00
1,037,807.05
1,395,898.35
3,389,400.00
936,572.00
2,126.25
15,961.11
33,108.75
39,726.75
4,631.94
52,245.00
18,416.67
696.89
2,058.33
22,339.52
2,434.38
13,333.67
2,502.90
450.17
332.50
951.10
6,189.79
5,603.65
1,239.58
4,880.00
1,479.17
32,000.00
16,070.83
1,795.37
4,418.94
24,592.00
33,333.33
22,000.00
26,646.17
21,817.67
11,041.67
9,304.17
14,634.61
14,726.56
2,392.28
4,385.27
3,282.64
27,003.83
5,626.30
17,062.50
10,379.17
3,789.11
51,562.50
3,036.88
3,712.00
3,105.00
12,911.39
63,204.05
7,729.17
7,612.50
10,354.21
11,328.13
1,883.34
1,413.13
2,222.06
1,178.13
28,193.10
5,031.25
4,658.85
18,962.50
12,057.29
10,341.50
3,516.67
7,950.00
15,808.51
41,806.42
26,205.56
2,501.25
3,018.75
9,452.78
12,433.75
3,850.00
74,354.17
5,898.76
Par Value
Cost
% of MV
175,000.0000
800,000.0000
2,725,000.0000
6,345,000.0000
2,000,000.0000
4,300,000.0000
1,500,000.0000
560,000.0000
325,000.0000
1,985,000.0000
475,000.0000
1,086,000.0000
629,041.1100
40,000.0000
35,000.0000
239,035.5990
550,000.0000
350,000.0000
50,000.0000
305,000.0000
710,000.0000
2,000,000.0000
1,900,000.0000
410,369.6700
700,000.0000
1,060,000.0000
2,000,000.0000
2,000,000.0000
1,490,000.0000
1,220,000.0000
1,500,000.0000
1,100,000.0000
1,477,000.0000
1,950,000.0000
1,490,000.0000
730,000.0000
520,000.0000
1,510,000.0000
745,000.0000
2,000,000.0000
1,410,000.0000
2,360,000.0000
1,500,000.0000
215,000.0000
160,000.0000
345,000.0000
1,754,000.0000
2,822,134.2800
1,500,000.0000
900,000.0000
1,045,000.0000
1,500,000.0000
265,000.0000
285,000.0000
376,000.0000
300,000.0000
3,262,000.0000
2,300,000.0000
1,377,000.0000
740,000.0000
2,315,000.0000
1,720,000.0000
1,055,000.0000
1,125,000.0000
2,675,000.0000
3,865,000.0000
1,325,000.0000
1,035,000.0000
1,380,000.0000
400,000.0000
1,015,000.0000
1,155,000.0000
3,000,000.0000
830,000.0000
174,910.44
795,576.00
2,820,747.58
6,436,195.68
2,017,654.79
4,412,170.22
1,523,477.97
558,261.53
324,935.29
2,006,919.62
475,581.62
1,125,538.14
629,041.11
39,892.37
34,848.45
246,495.02
548,488.16
419,233.50
49,858.91
305,000.00
710,000.00
2,034,429.95
1,893,598.60
410,369.67
699,979.18
1,057,960.01
1,981,542.44
2,125,084.94
1,498,064.04
1,218,117.14
1,493,971.19
1,096,293.93
1,474,681.17
1,947,605.76
1,491,770.82
734,928.89
519,984.53
1,544,994.39
744,085.28
2,036,353.65
1,403,691.77
2,356,873.68
1,744,586.69
224,039.52
159,692.07
366,531.45
1,754,924.26
3,132,119.57
1,501,961.11
896,967.76
1,043,359.40
1,498,158.27
260,146.01
284,886.04
430,794.09
285,183.01
3,262,000.00
2,293,539.34
1,376,100.51
740,831.70
2,306,686.18
1,718,153.42
1,150,737.39
1,119,522.56
2,712,025.72
3,864,378.21
1,321,163.82
1,035,417.36
1,376,123.59
400,000.00
1,013,346.61
1,264,972.66
2,983,407.82
816,813.91
0.0008%
0.0039%
0.0131%
0.0299%
0.0094%
0.0207%
0.0071%
0.0026%
0.0015%
0.0096%
0.0027%
0.0051%
0.0034%
0.0002%
0.0002%
0.0013%
0.0027%
0.0019%
0.0003%
0.0014%
0.0033%
0.0095%
0.0088%
0.0021%
0.0034%
0.0054%
0.0097%
0.0103%
0.0072%
0.0059%
0.0070%
0.0051%
0.0069%
0.0092%
0.0070%
0.0035%
0.0025%
0.0073%
0.0035%
0.0095%
0.0066%
0.0111%
0.0081%
0.0012%
0.0008%
0.0016%
0.0082%
0.0148%
0.0070%
0.0042%
0.0049%
0.0071%
0.0014%
0.0015%
0.0020%
0.0014%
0.0151%
0.0108%
0.0066%
0.0039%
0.0135%
0.0087%
0.0059%
0.0055%
0.0144%
0.0183%
0.0063%
0.0050%
0.0065%
0.0019%
0.0048%
0.0065%
0.0157%
0.0043%
Stated
Security ID
38141GFM1
38141GGQ1
38141GGS7
38141GRD8
38141EA58
38141EA66
38141EC23
38141GGM0
38141GGQ1
38141GRC0
38141GVM3
38147MAA3
46625HDF4
46625HJJ0
38141GVK7
38141GVM3
46625HJM3
073902PN2
38141GGM0
62718QAA3
78010XAE1
842587CJ4
38147MAA3
46625HJJ0
38141GGM0
46625HJJ0
38141EA58
38141EC31
38141GGQ1
38141GGS7
38141GVM3
38145XAA1
38147MAA3
46625HDF4
46625HJM3
38141GFG4
38141GGQ1
38141EC31
38141GVK7
38141GRC0
38147MAA3
38141EA25
38141GRC0
38141GRD8
842587CH8
38141GRC0
38147MAA3
78010XAE1
38141GRC0
38147MAA3
78010XAE1
842587CJ4
38141GEE0
38141GGT5
38141GRC0
38143USC6
05461TAA5
902133AN7
90345WAD6
902133AF4
05464HAB6
05464HAA8
655664AH3
902133AR8
49337WAJ9
902133AM9
05461TAA5
05464HAB6
539830AT6
90346WAA1
05464HAA8
026874DA2
534187BB4
759351AF6
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS

JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
MURRAY STREET INVESTMENT TRUST
ROYAL BANK OF SCOTLAND PLC/THE
SOUTHERN CO/THE
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
SOUTHERN CO/THE
SOUTHERN CO/THE
AXIS CAPITAL HOLDINGS LTD
TYCO ELECTRONICS GROUP SA
AXIS SPECIALTY FINAN PLC
NORDSTROM INC
TYCO ELECTRONICS GROUP S
KEYSPAN CORP
AXIS CAPITAL HOLDINGS LTD
LOCKHEED MARTIN CORP
AMERICAN INTL GROUP
LINCOLN NATIONAL CORP
REINSURANCE GROUP OF AMERICA I
Coupon
6.15
5.25
5.75
3.63
5.38
6.00
3.85
6.25
5.25
2.38
4.00
2.90
5.15
3.38
1.44
4.00
5.63
5.55
6.25
4.65
5.63
2.45
2.90
3.38
6.25
3.38
5.38
4.80
5.25
5.75
4.00
2.63
2.90
5.15
5.63
5.95
5.25
4.80
1.44
2.38
2.90
7.50
2.38
3.63
1.95
2.38
2.90
5.63
2.38
2.90
5.63
2.45
5.35
3.30
2.38
3.63
5.75
2.38
4.63
6.55
5.15
2.65
6.95
3.45
5.80
3.50
5.75
5.15
4.25
3.95
2.65
4.50
4.85
5.63
Income
Maturity
Market Value
Receivable
4/1/2018
7/27/2021
1/24/2022
1/22/2023
3/15/2020
6/15/2020
7/8/2024
2/1/2041
7/27/2021
1/22/2018
3/3/2024
7/19/2018
10/1/2015
5/1/2023
4/30/2018
3/3/2024
8/16/2043
1/22/2017
2/1/2041
3/9/2017
8/24/2020
9/1/2018
7/19/2018
5/1/2023
2/1/2041
5/1/2023
3/15/2020
7/8/2044
7/27/2021
1/24/2022
3/3/2024
1/31/2019
7/19/2018
10/1/2015
8/16/2043
1/18/2018
7/27/2021
7/8/2044
4/30/2018
1/22/2018
7/19/2018
2/15/2019
1/22/2018
1/22/2023
9/1/2016
1/22/2018
7/19/2018
8/24/2020
1/22/2018
7/19/2018
8/24/2020
9/1/2018
1/15/2016
5/3/2015
1/22/2018
2/7/2016
12/1/2014
12/17/2018
12/3/2026
10/1/2017
4/1/2045
4/1/2019
3/15/2028
8/1/2024
4/1/2035
2/3/2022
12/1/2014
4/1/2045
11/15/2019
5/15/2027
4/1/2019
7/16/2044
6/24/2021
3/15/2017
1,139,390.00
2,253,880.00
4,642,120.00
2,028,900.00
135,576.00
139,638.00
254,730.00
1,879,275.00
225,388.00
436,897.20
1,412,100.10
730,135.60
10,457.90
610,594.60
3,055,170.00
2,525,288.50
1,806,060.00
3,529,120.54
2,401,713.45
5,373,171.45
2,637,686.15
1,942,693.00
2,313,810.00
2,998,807.35
2,875,290.75
1,684,059.30
564,900.00
324,114.30
749,415.10
707,923.30
283,450.75
683,194.50
745,561.00
73,205.30
186,432.00
423,150.00
112,694.00
533,220.30
1,425,746.00
2,286,090.00
1,285,450.00
2,477,568.50
2,286,090.00
2,536,125.00
2,045,100.00
2,286,090.00
1,285,450.00
1,370,820.00
7,061,478.00
1,285,450.00
1,485,055.00
1,978,479.45
3,820,679.01
5,094,425.00
2,032,072.00
11,420,035.00
273,537.00
189,695.76
1,344,462.17
950,964.20
851,552.00
1,415,470.00
2,623,040.00
2,911,737.40
3,011,299.20
2,527,937.60
101,310.00
984,607.00
330,144.00
814,000.00
1,162,707.50
3,142,506.50
1,619,325.16
1,036,556.68
25,625.00
9,916.67
23,638.89
7,854.17
2,974.17
1,520.00
1,417.01
7,812.50
991.67
1,106.35
27,095.56
2,402.17
214.58
6,975.00
3,949.28
48,455.56
3,632.81
19,378.29
9,984.38
58,029.41
2,525.47
23,275.00
7,612.50
34,256.25
11,953.13
19,237.50
12,392.36
2,190.67
3,297.29
3,604.93
5,438.89
1,476.56
2,452.92
1,502.08
375.00
2,665.10
495.83
3,604.00
1,843.00
5,789.06
4,229.17
6,833.33
5,789.06
9,817.71
19,500.00
5,789.06
4,229.17
1,312.50
17,881.77
4,229.17
1,421.88
23,703.75
24,616.84
54,083.33
5,145.83
26,583.33
3,881.25
917.81
14,373.42
22,652.08
19,226.67
17,519.44
64,094.44
7,400.25
60,931.50
6,642.22
1,437.50
22,230.83
3,754.17
9,304.44
14,390.97
17,156.25
13,088.26
24,640.63
Par Value
Cost
% of MV
1,000,000.0000
2,000,000.0000
4,000,000.0000
2,000,000.0000
120,000.0000
120,000.0000
250,000.0000
1,500,000.0000
200,000.0000
430,000.0000
1,370,000.0000
710,000.0000
10,000.0000
620,000.0000
3,000,000.0000
2,450,000.0000
1,550,000.0000
3,223,000.0000
1,917,000.0000
4,995,000.0000
2,309,000.0000
1,900,000.0000
2,250,000.0000
3,045,000.0000
2,295,000.0000
1,710,000.0000
500,000.0000
310,000.0000
665,000.0000
610,000.0000
275,000.0000
675,000.0000
725,000.0000
70,000.0000
160,000.0000
375,000.0000
100,000.0000
510,000.0000
1,400,000.0000
2,250,000.0000
1,250,000.0000
2,050,000.0000
2,250,000.0000
2,500,000.0000
2,000,000.0000
2,250,000.0000
1,250,000.0000
1,200,000.0000
6,950,000.0000
1,250,000.0000
1,300,000.0000
1,935,000.0000
3,601,000.0000
5,000,000.0000
2,000,000.0000
11,000,000.0000
270,000.0000
188,000.0000
1,271,359.0300
830,000.0000
800,000.0000
1,400,000.0000
2,000,000.0000
2,860,000.0000
2,520,000.0000
2,440,000.0000
100,000.0000
925,000.0000
300,000.0000
800,000.0000
1,150,000.0000
3,050,000.0000
1,450,000.0000
950,000.0000
1,039,116.99
2,016,593.72
4,123,079.25
1,981,822.64
119,394.12
124,165.51
249,674.13
1,503,244.03
200,859.90
429,875.46
1,368,170.10
709,536.23
9,974.83
615,653.33
3,000,000.00
2,485,766.87
1,615,923.60
3,483,430.03
2,205,270.32
5,436,245.49
2,629,029.91
1,896,904.99
2,253,450.92
3,039,285.81
2,720,423.27
1,701,863.99
498,562.82
308,770.18
657,497.76
618,654.76
274,203.80
673,103.93
724,526.42
69,669.36
169,761.66
407,137.50
106,443.00
507,511.20
1,400,000.00
2,269,963.27
1,249,188.16
2,470,542.03
2,269,963.29
2,440,681.36
2,024,149.10
2,269,963.29
1,249,188.15
1,355,601.72
7,014,051.86
1,249,188.15
1,457,067.80
1,979,447.50
3,769,226.49
5,001,487.95
2,022,262.44
11,378,720.66
269,954.77
187,184.73
1,271,359.03
833,775.58
795,334.43
1,416,408.00
2,608,127.52
2,849,044.81
2,830,390.96
2,501,728.97
99,985.07
920,166.13
304,404.00
778,762.50
1,163,478.00
3,031,646.36
1,464,865.14
947,439.64
0.0053%
0.0105%
0.0216%
0.0094%
0.0006%
0.0006%
0.0012%
0.0087%
0.0010%
0.0020%
0.0066%
0.0034%
0.0000%
0.0028%
0.0142%
0.0117%
0.0084%
0.0164%
0.0112%
0.0249%
0.0122%
0.0090%
0.0107%
0.0139%
0.0134%
0.0078%
0.0026%
0.0015%
0.0035%
0.0033%
0.0013%
0.0032%
0.0035%
0.0003%
0.0009%
0.0020%
0.0005%
0.0025%
0.0066%
0.0106%
0.0060%
0.0115%
0.0106%
0.0118%
0.0095%
0.0106%
0.0060%
0.0064%
0.0328%
0.0060%
0.0069%
0.0092%
0.0177%
0.0237%
0.0094%
0.0530%
0.0013%
0.0009%
0.0062%
0.0044%
0.0040%
0.0066%
0.0122%
0.0135%
0.0140%
0.0117%
0.0005%
0.0046%
0.0015%
0.0038%
0.0054%
0.0146%
0.0075%
0.0048%
Stated
Security ID
026874CU9
026874CZ8
571748AR3
571748AV4
026874BW6
216871AE3
534187BC2
92857WBE9
026874BW6
026874CZ8
026874DA2
571748AU6
92857WAZ3
026874BW6
026874CY1
534187AX7
534187AY5
534187BD0
06050TKN1
02687QDG0
026874CY1
026874DA2
534187AX7
92857WAZ3
759351AF6
026874CY1
026874CZ8
92857WBC3
534187BC2
02687QDG0
026874CU9
026874DA2
534187AW9
534187AX7
534187BC2
845743BL6
278058DH2
02687QBC1
92857WAX8
759351AF6
759351AJ8
247367AX3
06051GFB0
06051GFF1
06053FAA7
172967EM9
172967FT3
61744YAD0
617446V71
06051GDX4
06051GEE5
06051GEM7
06051GEQ8
06051GEU9
06051GEX3
06053FAA7
172967ES6
172967FD8
172967FS5
172967GL9
172967HG9
172967HU8
59018YN64
617446C23
6174467U7
61746BDJ2
61746BDR4
61747WAF6
61747YCG8
06051GEA3
172967EM9
172967EW7
6174466Q7
06051GDZ9
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
AMERICAN INTERNATIONAL GROUP I

AMERICAN INTL GROUP
MARSH & MCLENNAN COS INC
COOPER US INC
VODAFONE GROUP PLC
AMERICAN INTL GROUP
AMERICAN INTL GROUP
VODAFONE GROUP PLC
BANK OF AMERICA NA
AMERICAN INTL GROUP
VODAFONE GROUP PLC
AMERICAN INTL GROUP
VODAFONE GROUP PLC
AMERICAN INTL GROUP
SOUTHWESTERN PUBLIC SERVICE CO
EATON CORP
VODAFONE GROUP PLC
DELTA AIR LINES 2002-1 CLASS G
BANK OF AMERICA CORP
CITIGROUP INC
CITIGROUP INC
MORGAN STANLEY
MORGAN STANLEY
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
MERRILL LYNCH & CO INC
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
CITIGROUP INC
CITIGROUP INC
MORGAN STANLEY
Coupon
4.88
2.30
4.80
3.50
6.40
3.88
4.20
1.50
6.40
2.30
4.50
4.05
2.50
6.40
4.13
8.75
6.25
4.00
5.30
5.85
4.13
4.50
8.75
2.50
5.63
4.13
2.30
2.95
4.20
5.85
4.88
4.50
6.30
8.75
4.20
6.00
6.95
5.60
1.63
5.63
5.00
6.72
4.13
4.00
4.10
6.13
4.50
5.95
6.25
5.65
5.88
5.70
3.88
3.30
2.60
4.10
6.13
4.75
3.95
3.38
1.30
2.50
6.88
5.45
2.13
3.75
2.38
5.75
7.30
6.50
6.13
8.13
6.63
7.63
Maturity
6/1/2022
7/16/2019
7/15/2021
6/3/2024
12/15/2020
12/15/2020
3/15/2022
2/19/2018
12/15/2020
7/16/2019
7/16/2044
10/15/2023
9/26/2022
12/15/2020
2/15/2024
7/1/2019
2/15/2020
9/1/2023
3/15/2017
1/16/2018
2/15/2024
7/16/2044
7/1/2019
9/26/2022
3/15/2017
2/15/2024
7/16/2019
2/19/2023
3/15/2022
1/16/2018
6/1/2022
7/16/2044
10/9/2037
7/1/2019
3/15/2022
10/1/2036
3/20/2019
10/18/2016
3/20/2017
3/15/2017
6/1/2021
7/2/2024
1/22/2024
4/1/2024
7/24/2023
11/21/2017
1/14/2022
12/28/2017
8/28/2017
5/1/2018
1/5/2021
1/24/2022
3/22/2017
1/11/2023
1/15/2019
7/24/2023
5/15/2018
5/19/2015
6/15/2016
3/1/2023
11/15/2016
7/29/2019
4/25/2018
1/9/2017
4/25/2018
2/25/2023
7/23/2019
1/25/2021
5/13/2019
8/1/2016
11/21/2017
7/15/2039
4/1/2018
6/1/2019
Income
Market Value
Receivable
312,027.20
476,885.75
1,228,267.16
2,028,300.00
2,036,788.00
1,467,036.60
1,739,426.40
2,928,670.95
3,489,054.00
496,965.15
1,473,371.90
1,278,672.00
571,604.00
936,440.40
1,912,914.00
965,595.00
1,178,510.00
2,107,380.00
1,390,578.75
1,723,740.80
3,188,190.00
592,439.75
643,730.00
325,011.20
1,963,097.19
791,733.85
3,614,292.00
1,292,600.40
1,948,801.80
952,593.60
516,304.00
170,004.45
283,602.78
38,623.80
295,273.00
37,729.20
435,504.80
754,163.10
4,025,520.00
219,218.00
1,758,256.35
456,608.97
1,896,996.25
1,494,834.00
104,431.00
2,296,554.89
2,973,383.75
3,139,413.00
1,979,650.38
140,575.00
501,375.70
929,232.00
1,921,876.10
4,521,114.71
1,148,085.75
961,809.51
1,274,217.01
211,027.00
702,214.96
1,307,657.00
1,445,452.69
2,026,031.64
858,190.72
1,314,480.00
954,694.00
4,976,674.17
2,011,288.95
919,551.60
1,210,070.00
2,231,294.80
4,191,903.60
1,227,488.00
2,130,554.40
3,978,292.50
3,388.13
1,365.63
6,758.93
17,694.44
22,833.78
11,289.17
31,374.00
1,477.50
39,114.67
1,423.13
8,043.75
18,360.00
6,512.15
10,498.13
3,300.00
10,937.50
2,777.78
40,000.00
31,159.58
11,115.00
5,500.00
3,234.38
7,291.67
3,702.78
46,454.06
1,365.83
10,350.00
1,312.75
35,150.50
6,142.50
5,606.25
928.13
5,516.70
437.50
5,325.83
750.00
11,500.32
14,275.33
29,069.44
5,187.50
19,812.50
4,278.54
8,155.47
24,166.67
421.39
34,453.13
16,009.38
28,894.69
911.46
2,354.17
3,929.72
4,686.67
30,977.40
20,895.42
3,777.37
3,880.99
20,036.58
2,758.96
5,574.61
21,937.50
5,515.83
4,484.44
17,710.00
9,446.67
7,058.19
3,030.63
5,046.48
4,554.00
21,900.00
10,995.83
62,866.32
8,305.56
50,791.67
61,953.13
Par Value
Cost
% of MV
278,000.0000
475,000.0000
1,102,000.0000
2,000,000.0000
1,690,000.0000
1,380,000.0000
1,620,000.0000
2,955,000.0000
2,895,000.0000
495,000.0000
1,430,000.0000
1,200,000.0000
605,000.0000
777,000.0000
1,800,000.0000
750,000.0000
1,000,000.0000
2,000,000.0000
1,275,000.0000
1,520,000.0000
3,000,000.0000
575,000.0000
500,000.0000
344,000.0000
1,791,000.0000
745,000.0000
3,600,000.0000
1,335,000.0000
1,815,000.0000
840,000.0000
460,000.0000
165,000.0000
222,000.0000
30,000.0000
275,000.0000
30,000.0000
370,000.0000
690,000.0000
4,000,000.0000
200,000.0000
1,585,000.0000
388,603.3800
1,825,000.0000
1,450,000.0000
100,000.0000
2,025,000.0000
2,725,000.0000
2,775,000.0000
1,750,000.0000
125,000.0000
430,000.0000
800,000.0000
1,810,000.0000
4,559,000.0000
1,137,000.0000
921,000.0000
1,111,000.0000
205,000.0000
668,000.0000
1,300,000.0000
1,441,000.0000
2,018,000.0000
736,000.0000
1,200,000.0000
949,000.0000
4,849,000.0000
2,013,000.0000
792,000.0000
1,000,000.0000
2,030,000.0000
3,695,000.0000
800,000.0000
1,840,000.0000
3,250,000.0000
289,544.71
474,063.95
1,126,674.12
1,996,224.11
1,948,181.56
1,375,599.86
1,696,687.71
2,943,907.16
2,899,567.08
494,024.54
1,421,394.86
1,210,176.71
598,499.51
803,227.45
1,798,956.63
789,978.56
1,058,296.55
2,000,786.96
1,289,257.02
1,518,477.95
3,108,472.92
571,539.89
595,802.94
322,493.69
1,946,913.14
783,733.86
3,592,905.74
1,329,655.59
1,815,253.70
894,354.56
498,902.42
164,007.10
235,705.08
29,833.02
275,000.00
29,789.80
469,152.60
789,994.80
4,031,701.08
218,354.21
1,711,844.30
440,614.92
1,823,735.18
1,444,750.95
101,989.91
2,150,488.94
2,901,812.04
3,049,900.41
1,798,207.03
125,344.58
499,644.74
861,684.90
1,922,578.96
4,404,538.69
1,136,841.11
920,323.33
1,188,696.12
205,856.70
673,073.08
1,297,328.84
1,439,936.12
2,016,790.69
690,601.83
1,312,818.83
948,502.36
4,677,547.93
2,004,425.04
883,554.47
1,069,881.39
2,120,007.89
3,714,740.59
784,599.40
1,840,000.00
3,653,157.30
0.0014%
0.0022%
0.0057%
0.0094%
0.0095%
0.0068%
0.0081%
0.0136%
0.0162%
0.0023%
0.0068%
0.0059%
0.0027%
0.0043%
0.0089%
0.0045%
0.0055%
0.0098%
0.0065%
0.0080%
0.0148%
0.0028%
0.0030%
0.0015%
0.0091%
0.0037%
0.0168%
0.0060%
0.0090%
0.0044%
0.0024%
0.0008%
0.0013%
0.0002%
0.0014%
0.0002%
0.0020%
0.0035%
0.0187%
0.0010%
0.0082%
0.0021%
0.0088%
0.0069%
0.0005%
0.0107%
0.0138%
0.0146%
0.0092%
0.0007%
0.0023%
0.0043%
0.0089%
0.0210%
0.0053%
0.0045%
0.0059%
0.0010%
0.0033%
0.0061%
0.0067%
0.0094%
0.0040%
0.0061%
0.0044%
0.0231%
0.0093%
0.0043%
0.0056%
0.0104%
0.0195%
0.0057%
0.0099%
0.0185%
Stated
Security ID
06051GEX3
06051GFD6
06051GFF1
172967FF3
172967GG0
172967HD6
210795QB9
59018YN64
61746BDM5
61746BDQ6
060505DP6
06051GDZ9
06051GEC9
06051GEE5
06051GEH8
172967EM9
172967ES6
172967EV9
172967FS5
172967FT3
172967FW6
59018YN64
590188JN9
61744YAD0
6174466Q7
6174467P8
61747YCM5
61747YDD4
172967FS5
06051GEC9
06051GEH8
06051GEU9
06051GFB0
06051GFC8
06051GFF1
06051GFG9
06053FAA7
40429CGD8
61744YAD0
617446C23
61747YDT9
06051GFC8
06051GFF1
172967HT1
6174467U7
61746BDJ2
61746BDQ6
06051GEN5
172967ET4
172967FA4
172967FX4
40429CGD8
59018YN64
6174466Q7
06051GFF1
6174467U7
61746BDG8
06051GEA3
06051GEK1
06051GEU9
172967FH9
40429CGD8
61746BDJ2
61746SBQ1
61747YCT0
060505DH4
06051GDZ9
06051GEB1
06051GEE5
06051GEG0
06051GEH8
06051GEM7
06051GFB0
06051GFF1
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS

CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CONTINENTAL AIRLINES 2012-2 CL
MORGAN STANLEY
MORGAN STANLEY
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
CITIGROUP INC
HSBC FINANCE CORP
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
CITIGROUP INC
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
HSBC FINANCE CORP
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
CITIGROUP INC
HSBC FINANCE CORP
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
Coupon
2.60
2.65
4.00
5.38
1.25
3.88
4.00
6.88
2.50
3.88
5.75
7.63
5.63
5.88
5.00
6.13
6.13
8.50
3.95
4.50
4.45
6.88
6.88
5.95
6.63
5.50
5.50
3.80
3.95
5.63
5.00
3.30
4.13
5.00
4.00
4.88
4.10
6.68
5.95
5.45
4.75
5.00
4.00
3.75
2.13
3.75
3.88
5.88
1.93
6.01
5.88
6.68
6.88
6.63
4.00
2.13
1.75
6.50
3.75
3.30
4.59
6.68
3.75
0.71
3.45
6.00
7.63
4.50
5.88
3.63
5.00
5.70
4.13
4.00
Maturity
1/15/2019
4/1/2019
4/1/2024
8/9/2020
1/15/2016
10/25/2023
4/29/2026
4/25/2018
1/24/2019
4/29/2024
12/1/2017
6/1/2019
7/1/2020
1/5/2021
5/13/2021
11/21/2017
5/15/2018
5/22/2019
6/15/2016
1/14/2022
1/10/2017
4/25/2018
11/15/2018
12/28/2017
4/1/2018
7/24/2020
1/26/2020
4/29/2016
6/15/2016
7/1/2020
5/13/2021
1/11/2023
1/22/2024
1/21/2044
4/1/2024
4/1/2044
7/24/2023
1/15/2021
12/28/2017
1/9/2017
3/22/2017
1/21/2044
4/1/2024
6/16/2024
4/25/2018
2/25/2023
4/29/2024
2/7/2042
5/15/2018
1/15/2015
1/30/2042
1/15/2021
4/25/2018
4/1/2018
4/1/2024
4/25/2018
2/25/2016
8/1/2016
7/12/2016
1/11/2023
12/15/2015
1/15/2021
2/25/2023
10/15/2015
11/2/2015
9/1/2017
6/1/2019
4/1/2015
1/5/2021
3/17/2016
5/13/2021
1/24/2022
1/22/2024
4/1/2024
Income
Market Value
Receivable
1,004,701.25
1,474,877.40
902,055.00
1,888,633.65
1,477,526.40
995,164.80
526,555.07
198,223.40
3,040,852.50
1,287,956.30
762,844.40
3,632,714.57
1,719,015.00
1,165,990.00
5,031,720.00
867,877.20
350,954.46
1,601,197.53
3,153,660.00
2,182,300.00
2,144,420.00
2,332,040.00
1,179,285.20
1,148,289.80
301,056.60
3,182,760.00
2,272,520.00
2,091,840.00
1,471,708.00
1,054,329.20
290,721.60
2,885,817.90
758,798.50
1,379,855.00
608,242.80
641,892.00
1,148,741.00
1,440,312.00
316,769.60
1,139,216.00
129,802.80
1,195,150.00
3,902,032.20
791,236.25
1,006,000.00
2,565,825.00
2,437,367.50
1,891,401.78
1,585,036.20
4,722,366.93
2,353,296.08
2,795,405.54
6,603,171.26
5,129,541.30
7,345,305.00
4,119,570.00
2,966,244.10
2,077,412.40
1,158,393.60
2,975,070.00
2,328,580.20
1,380,299.00
2,791,617.60
2,331,858.75
3,090,930.00
606,123.00
128,529.45
76,714.50
1,113,520.45
259,895.00
245,995.20
528,500.70
1,164,184.00
319,585.20
3,305.61
16,120.83
14,583.33
5,436.22
2,347.92
13,020.00
6,980.68
4,090.63
7,734.03
16,615.68
9,775.00
56,615.63
14,062.50
9,138.89
67,500.00
13,015.63
5,518.63
29,592.75
25,035.67
11,750.00
12,608.33
48,125.00
20,243.06
10,568.69
7,177.08
15,827.78
10,694.44
25,755.56
11,683.31
8,625.00
3,900.00
13,337.50
3,262.19
7,055.56
9,833.33
12,187.50
4,635.28
10,236.53
2,915.50
8,187.11
2,517.50
6,111.11
63,083.33
6,054.69
7,437.50
1,562.50
31,444.01
6,039.50
1,391.55
58,731.72
9,677.92
19,867.41
136,265.94
122,286.46
118,750.00
30,456.56
854.58
10,237.50
5,640.10
13,750.00
21,497.74
9,810.01
1,700.00
2,212.16
34,212.50
16,200.00
2,001.56
1,406.25
8,727.64
4,128.47
3,300.00
2,665.54
5,005.00
5,166.67
Par Value
Cost
% of MV
995,000.0000
1,460,000.0000
875,000.0000
1,655,000.0000
1,470,000.0000
960,000.0000
514,968.2800
170,000.0000
3,010,000.0000
1,255,000.0000
680,000.0000
2,970,000.0000
1,500,000.0000
1,000,000.0000
4,500,000.0000
765,000.0000
306,000.0000
1,266,000.0000
3,000,000.0000
2,000,000.0000
2,000,000.0000
2,000,000.0000
1,000,000.0000
1,015,000.0000
260,000.0000
2,800,000.0000
2,000,000.0000
2,000,000.0000
1,400,000.0000
920,000.0000
260,000.0000
2,910,000.0000
730,000.0000
1,270,000.0000
590,000.0000
600,000.0000
1,100,000.0000
1,200,000.0000
280,000.0000
1,040,000.0000
120,000.0000
1,100,000.0000
3,785,000.0000
775,000.0000
1,000,000.0000
2,500,000.0000
2,375,000.0000
1,542,000.0000
1,524,000.0000
4,629,000.0000
1,913,000.0000
2,329,000.0000
5,663,000.0000
4,430,000.0000
7,125,000.0000
4,095,000.0000
2,930,000.0000
1,890,000.0000
1,105,000.0000
3,000,000.0000
2,220,000.0000
1,150,000.0000
2,720,000.0000
2,325,000.0000
3,000,000.0000
540,000.0000
105,000.0000
75,000.0000
955,000.0000
250,000.0000
220,000.0000
455,000.0000
1,120,000.0000
310,000.0000
994,860.96
1,459,623.62
871,832.48
1,736,119.48
1,468,293.56
957,949.97
514,968.28
164,306.17
3,008,263.76
1,244,320.45
658,796.14
3,145,793.63
1,508,317.77
1,029,550.08
4,292,924.33
766,554.64
289,304.99
1,387,548.15
3,022,353.99
2,007,748.39
2,025,331.99
2,099,818.06
1,006,400.35
1,013,647.66
254,054.56
2,807,577.24
1,969,986.64
1,976,078.19
1,410,811.46
967,987.66
244,708.77
2,817,571.47
741,308.12
1,267,342.77
587,864.18
599,950.19
1,099,191.81
1,348,627.28
312,788.10
1,141,877.75
119,886.98
1,144,125.30
3,847,523.43
774,055.93
996,506.45
2,426,653.94
2,390,649.39
1,752,146.34
1,570,716.76
4,763,385.44
2,080,988.13
2,671,506.04
6,419,245.21
4,984,696.86
7,164,909.69
4,090,023.73
2,964,552.28
1,938,641.40
1,098,155.95
2,985,703.11
2,260,307.74
1,229,614.43
2,714,424.03
2,243,203.10
3,069,274.04
558,935.73
113,553.75
74,960.87
1,026,958.28
249,737.43
201,811.69
503,500.66
1,119,223.77
308,877.80
0.0047%
0.0068%
0.0042%
0.0088%
0.0069%
0.0046%
0.0024%
0.0009%
0.0141%
0.0060%
0.0035%
0.0169%
0.0080%
0.0054%
0.0234%
0.0040%
0.0016%
0.0074%
0.0146%
0.0101%
0.0100%
0.0108%
0.0055%
0.0053%
0.0014%
0.0148%
0.0106%
0.0097%
0.0068%
0.0049%
0.0013%
0.0134%
0.0035%
0.0064%
0.0028%
0.0030%
0.0053%
0.0067%
0.0015%
0.0053%
0.0006%
0.0055%
0.0181%
0.0037%
0.0047%
0.0119%
0.0113%
0.0088%
0.0074%
0.0219%
0.0109%
0.0130%
0.0307%
0.0238%
0.0341%
0.0191%
0.0138%
0.0096%
0.0054%
0.0138%
0.0108%
0.0064%
0.0130%
0.0108%
0.0144%
0.0028%
0.0006%
0.0004%
0.0052%
0.0012%
0.0011%
0.0025%
0.0054%
0.0015%
Stated
Security ID
172967EV9
172967EW7
172967FT3
61744YAD0
617446C23
61746BDB9
61747WAL3
61747YCJ2
617482V92
06051GEC9
06051GEM7
06051GFF1
172967EH0
61744YAD0
06051GEN5
172967AS0
172967GL9
6174467V5
06051GET2
06051GFD6
172967FW6
172967GS4
61747YCM5
06051GET2
06053FAA7
172967GL9
172967GS4
172967HC8
210795QB9
6174466Q7
61747YDT9
06051GEC9
06051GET2
06051GFE4
172967GS4
172967HC8
172967HU8
61747YDT9
06051GET2
06051GEU9
172967FF3
172967GS4
172967HC8
40429CGD8
6174467U7
06051GEG0
06051GEK1
06051GEQ8
06051GET2
06051GFD6
172967FW6
172967GG0
172967GP0
172967GS4
172967HK0
617446C23
617446H51
61746BDG8
61747YCT0
61747YDD4
94973VBA4
94973VBH9
94973VAL1
94973VAN7
94973VBB2
94973VBK2
94106LAG4
94106LAZ2
94973VAM9
94973VAS6
94973VAX5
94973VAG2
94973VBJ5
902917AH6
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
CITIGROUP INC
MORGAN STANLEY
CITIGROUP INC
CITIGROUP INC
MORGAN STANLEY
CITIGROUP INC
CITIGROUP INC
MORGAN STANLEY
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
MORGAN STANLEY
MORGAN STANLEY
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
MORGAN STANLEY
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
HSBC FINANCE CORP
MORGAN STANLEY
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
WELLPOINT INC
WELLPOINT INC
WELLPOINT INC
WELLPOINT INC
WELLPOINT INC
WELLPOINT INC
WASTE MANAGEMENT INC
WELLPOINT INC
WELLPOINT INC
WELLPOINT INC
WELLPOINT INC
WELLPOINT INC
Coupon
8.50
8.13
4.50
5.95
5.45
5.75
5.50
5.63
6.38
5.63
5.70
4.00
6.00
5.95
5.88
6.88
3.38
1.51
2.00
2.65
4.45
1.75
5.50
2.00
4.10
3.38
1.75
2.50
4.00
6.63
4.75
5.63
2.00
1.10
1.75
2.50
2.50
4.75
2.00
3.30
5.38
1.75
2.50
6.68
2.13
3.63
3.75
3.88
2.00
2.65
4.45
1.25
1.30
1.75
1.35
5.45
5.55
1.75
3.45
3.80
3.30
2.25
5.85
6.38
4.65
4.65
7.38
3.50
5.88
4.35
3.13
5.00
3.50
7.00
Income
Maturity
Market Value
Receivable
5/22/2019
7/15/2039
1/14/2022
12/28/2017
1/9/2017
10/18/2016
7/28/2021
9/23/2019
7/24/2042
7/1/2020
1/24/2022
4/1/2024
8/15/2017
12/28/2017
2/7/2042
2/15/2098
3/1/2023
4/25/2018
1/11/2018
4/1/2019
1/10/2017
5/1/2018
1/26/2020
1/11/2018
7/24/2023
3/1/2023
5/1/2018
9/26/2018
4/29/2026
4/1/2018
3/22/2017
7/1/2020
1/11/2018
4/1/2019
5/1/2018
9/26/2018
7/29/2019
3/22/2017
1/11/2018
1/11/2023
8/9/2020
5/1/2018
9/26/2018
1/15/2021
4/25/2018
3/17/2016
7/12/2016
3/22/2017
1/11/2018
4/1/2019
1/10/2017
1/15/2016
4/1/2016
5/1/2018
3/10/2017
1/9/2017
4/27/2017
2/25/2016
11/2/2015
4/29/2016
1/15/2023
8/15/2019
1/15/2036
6/15/2037
1/15/2043
8/15/2044
5/15/2029
5/15/2024
6/15/2017
8/15/2020
5/15/2022
12/15/2014
8/15/2024
7/15/2028
1,488,360.75
406,605.40
398,269.75
113,132.00
191,695.00
147,753.45
574,460.00
742,755.00
91,112.00
487,054.25
174,231.00
268,039.20
505,957.50
528,326.44
1,692,694.20
393,714.00
1,589,306.20
1,628,365.60
3,013,260.00
434,381.70
589,715.50
1,741,775.00
2,139,577.58
3,013,260.00
2,871,852.50
3,520,615.00
1,741,775.00
2,030,320.00
3,974,000.52
2,315,820.00
1,514,366.00
799,914.98
3,013,260.00
906,849.00
1,741,775.00
2,030,320.00
1,003,980.00
2,163,380.00
7,030,940.00
1,140,443.50
1,406,037.60
4,976,500.00
2,030,320.00
3,600,780.00
5,658,750.00
3,118,746.00
11,531,520.00
2,123,626.00
2,008,832.00
3,030,561.00
5,361,030.00
8,040,976.00
2,011,346.00
1,990,604.00
4,993,985.00
2,190,800.00
2,207,280.00
6,074,220.00
3,090,927.00
6,275,532.00
879,218.81
2,987,670.00
2,407,820.00
1,308,223.91
2,061,360.00
516,605.00
376,205.20
244,161.60
123,095.50
871,000.00
180,241.20
1,160,033.85
2,371,811.20
13,276.30
27,465.63
2,751.22
2,144.38
1,041.25
1,377.64
2,867.81
2,520.83
16,046.88
458.65
3,984.38
878.75
4,333.33
1,200.00
4,862.64
5,405.00
916.67
26,662.50
2,533.17
8,333.33
4,747.92
3,467.29
10,208.33
10,068.82
8,333.33
11,588.19
59,062.50
10,208.33
21,527.78
52,684.39
55,208.33
29,370.83
6,543.75
8,333.33
1,712.13
10,208.33
21,527.78
2,222.22
41,958.33
19,444.44
5,270.83
4,040.21
29,166.67
21,527.78
25,591.33
41,835.94
49,541.67
56,145.83
34,229.17
5,555.56
33,125.00
31,520.83
12,777.78
10,833.33
11,666.67
32,062.50
15,744.44
38,233.33
1,750.00
34,212.50
77,266.67
3,698.02
3,562.50
14,950.00
13,929.38
11,883.33
1,227.08
6,080.28
2,636.67
1,364.31
1,546.67
1,656.25
12,086.11
4,368.68
89.44
Par Value
Cost
% of MV
1,175,000.0000
265,000.0000
365,000.0000
100,000.0000
175,000.0000
135,000.0000
500,000.0000
650,000.0000
70,000.0000
425,000.0000
150,000.0000
260,000.0000
450,000.0000
467,000.0000
1,380,000.0000
300,000.0000
1,580,000.0000
1,585,000.0000
3,000,000.0000
430,000.0000
550,000.0000
1,750,000.0000
1,883,000.0000
3,000,000.0000
2,750,000.0000
3,500,000.0000
1,750,000.0000
2,000,000.0000
3,886,553.0800
2,000,000.0000
1,400,000.0000
698,000.0000
3,000,000.0000
900,000.0000
1,750,000.0000
2,000,000.0000
1,000,000.0000
2,000,000.0000
7,000,000.0000
1,150,000.0000
1,230,000.0000
5,000,000.0000
2,000,000.0000
3,000,000.0000
5,625,000.0000
3,000,000.0000
11,000,000.0000
2,000,000.0000
2,000,000.0000
3,000,000.0000
5,000,000.0000
8,000,000.0000
2,000,000.0000
2,000,000.0000
5,000,000.0000
2,000,000.0000
2,000,000.0000
6,000,000.0000
3,000,000.0000
6,000,000.0000
877,000.0000
3,000,000.0000
2,000,000.0000
1,035,000.0000
2,000,000.0000
500,000.0000
280,000.0000
240,000.0000
110,000.0000
800,000.0000
180,000.0000
1,145,000.0000
2,365,000.0000
10,000.0000
1,316,801.90
364,061.85
381,322.56
99,872.63
174,805.82
134,903.46
483,200.80
648,144.27
69,227.03
438,298.25
149,379.00
259,025.00
524,722.50
496,674.37
1,572,082.20
340,716.00
1,574,716.00
1,576,932.35
2,990,091.15
429,889.14
588,446.07
1,735,086.03
2,099,229.66
2,990,091.17
2,805,518.99
3,390,430.39
1,735,086.05
1,992,824.13
3,928,549.66
2,319,326.31
1,471,953.76
790,991.38
2,990,091.17
900,000.00
1,735,086.05
1,992,824.13
999,400.74
2,102,791.08
6,992,411.63
1,130,728.27
1,398,724.76
4,943,999.01
1,992,824.13
3,498,807.60
5,617,529.42
3,100,848.21
11,456,084.74
2,105,440.69
2,009,462.16
2,999,230.38
5,293,665.76
8,009,415.11
2,000,063.17
1,977,183.74
4,993,427.35
2,168,657.47
2,183,719.00
6,025,688.11
3,054,498.60
6,261,644.52
880,047.50
2,993,142.01
2,117,290.33
996,188.58
2,159,464.60
498,955.90
340,853.85
239,411.47
109,764.72
804,344.71
179,274.57
1,155,592.62
2,353,182.42
10,622.30
0.0069%
0.0019%
0.0018%
0.0005%
0.0009%
0.0007%
0.0027%
0.0034%
0.0004%
0.0023%
0.0008%
0.0012%
0.0023%
0.0025%
0.0079%
0.0018%
0.0074%
0.0076%
0.0140%
0.0020%
0.0027%
0.0081%
0.0099%
0.0140%
0.0133%
0.0163%
0.0081%
0.0094%
0.0185%
0.0108%
0.0070%
0.0037%
0.0140%
0.0042%
0.0081%
0.0094%
0.0047%
0.0100%
0.0326%
0.0053%
0.0065%
0.0231%
0.0094%
0.0167%
0.0263%
0.0145%
0.0535%
0.0099%
0.0093%
0.0141%
0.0249%
0.0373%
0.0093%
0.0092%
0.0232%
0.0102%
0.0102%
0.0282%
0.0144%
0.0291%
0.0041%
0.0139%
0.0112%
0.0061%
0.0096%
0.0024%
0.0017%
0.0011%
0.0006%
0.0040%
0.0008%
0.0054%
0.0110%
0.0001%
Stated
Security ID
94973VAG2
94973VAY3
94973VBB2
94973VBF3
00185AAD6
00185AAF1
10112RAU8
91911TAM5
98420EAA3
00185AAD6
00185AAF1
10112RAT1
91911TAH6
00185AAG9
91911TAG8
10112RAS3
10112RAU8
10112RAS3
10112RAU8
91911TAG8
372546AQ4
02665WAC5
02665WAC5
02665WAC5
02665WAB7
02665WAF8
743315AP8
458140AM2
92976GAG6
68389XAS4
002824AW0
458140AK6
68389XAE5
94980VAG3
68389XAH8
68389XAP0
22160KAF2
458140AM2
68389XAS4
882508AW4
94980VAE8
458140AP5
94980VAG3
055451AL2
055451AV0
68389XAN5
055451AF5
68389XAP0
68389XAV7
882508AY0
68389XBA2
94980VAF5
68389XAC9
68389XAS4
68389XAU9
90331HKP7
055451AV0
68389XAH8
68389XAV7
904764AM9
68389XAQ8
68389XAU9
85744NAA9
055451AU2
68389XAN5
882508AV6
68389XAP0
14916RAC8
458140AH3
458140AL4
68389XAN5
055451AK4
68389XBA2
882508AR5
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
WELLPOINT INC
WELLPOINT INC
WELLPOINT INC
WELLPOINT INC
AON PLC
AON PLC
BOSTON PROPERTIES LP
VALE OVERSEAS LTD
XLIT LTD
AON PLC
AON PLC
VALE OVERSEAS LTD
AON PLC
VALE OVERSEAS LTD
VALE OVERSEAS LTD
GEORGE WASHINGTON UNIVERSITY/T
AMERICAN HONDA FINANCE CORP
AMERICAN HONDA FINANCE
PROGRESSIVE CORP
INTEL CORP
WACHOVIA BANK NA
ORACLE CORP
ABBOTT LABORATORIES
INTEL CORP
ORACLE CORP
WELLS FARGO BANK NA
ORACLE CORP
ORACLE CORP
COSTCO WHOLESALE CORP
INTEL CORP
ORACLE CORP
TEXAS INSTRUMENTS INC
WELLS FARGO BANK NA
INTEL CORP
WELLS FARGO BANK NA
BHP BILLITON FINANCE USA LTD
ORACLE CORP
ORACLE CORP
ORACLE CORP
ORACLE CORP
WELLS FARGO BANK NA
ORACLE CORP
ORACLE CORP
ORACLE CORP
US BANK NA/CINCINNATI OH
ORACLE CORP
ORACLE CORP
UNILEVER CAPITAL CORP
ORACLE CORP
ORACLE CORP
STATE STREET BANK AND TRUST CO
ORACLE CORP
ORACLE CORP
CATHOLIC HEALTH INITIATIVES
INTEL CORP
INTEL CORP
ORACLE CORP
ORACLE CORP
Coupon
5.00
4.63
4.65
5.10
4.00
3.50
3.85
4.38
2.30
4.00
3.50
3.70
6.88
4.60
6.25
4.13
3.85
4.13
3.85
6.25
3.49
2.13
2.13
2.13
1.13
1.20
4.35
2.70
5.85
3.63
4.13
4.80
6.50
5.95
6.13
2.50
1.70
2.70
3.63
2.25
5.75
4.25
5.95
3.25
5.00
1.20
5.40
2.50
4.30
2.75
2.80
0.44
5.75
3.63
3.40
4.95
5.00
6.13
4.30
4.25
2.38
3.40
5.30
3.85
1.20
1.00
2.50
2.95
1.95
1.35
1.20
1.88
2.80
2.38
Maturity
12/15/2014
5/15/2042
1/15/2043
1/15/2044
11/27/2023
6/14/2024
2/1/2023
1/11/2022
12/15/2018
11/27/2023
6/14/2024
11/15/2018
11/21/2036
6/14/2044
1/23/2017
5/15/2021
2/1/2023
5/15/2021
2/1/2023
1/23/2017
9/15/2022
10/10/2018
10/10/2018
10/10/2018
10/7/2016
7/14/2017
4/25/2044
12/15/2022
2/1/2037
7/15/2023
5/27/2020
10/1/2041
4/15/2038
8/26/2036
7/8/2039
10/15/2022
12/15/2019
12/15/2022
7/15/2023
5/1/2023
5/16/2016
12/15/2042
8/26/2036
11/21/2021
9/30/2043
10/15/2017
3/29/2017
10/15/2022
7/8/2034
3/12/2021
7/8/2021
5/16/2016
4/15/2018
7/15/2023
7/8/2024
10/30/2014
9/30/2043
7/8/2039
7/8/2034
2/10/2021
1/15/2019
7/8/2024
1/15/2016
9/30/2023
10/15/2017
5/1/2018
10/15/2022
11/1/2022
10/1/2016
12/15/2017
10/15/2017
11/21/2016
7/8/2021
5/16/2016
Income
Market Value
Receivable
131,706.90
91,506.60
216,442.80
196,930.80
2,759,406.39
2,004,000.00
1,346,937.54
1,043,880.00
1,314,369.90
2,112,060.00
2,004,000.00
1,065,260.00
2,858,711.25
294,749.85
1,597,991.88
241,593.75
145,727.40
2,056,231.25
4,049,139.90
2,391,431.52
1,969,090.50
1,775,620.00
1,775,620.00
1,775,620.00
2,011,740.00
1,999,222.00
2,308,882.50
2,235,915.50
3,249,701.50
1,882,674.00
2,145,123.75
866,552.00
1,984,155.00
1,636,216.20
654,146.40
1,143,310.25
1,969,740.00
1,965,640.00
2,091,860.00
2,850,540.00
2,161,868.14
1,511,630.80
636,660.00
1,919,338.00
548,683.20
946,570.50
205,103.95
1,167,636.00
783,367.50
392,076.30
2,362,978.80
2,099,916.00
858,195.00
1,323,101.45
2,242,110.15
1,591,739.40
508,675.05
384,792.00
302,902.10
406,288.80
162,908.80
223,702.60
423,692.00
915,917.20
1,992,780.00
2,205,900.00
5,838,180.00
2,440,475.00
2,509,584.00
1,998,780.00
1,992,780.00
1,739,032.00
1,868,167.00
2,059,220.00
1,372.22
1,225.63
1,247.75
1,173.00
27,291.33
18,083.33
4,151.58
6,076.39
6,336.50
20,888.89
18,083.33
10,894.44
46,310.76
3,386.75
9,486.81
2,732.81
449.17
23,259.27
12,480.42
14,197.22
31,335.96
14,565.10
14,565.10
14,565.10
9,000.00
3,066.67
33,875.63
12,967.50
12,553.13
8,337.50
21,056.98
16,000.00
36,833.33
1,061.91
4,598.85
11,097.22
7,177.78
11,400.00
9,263.89
22,500.00
33,861.11
13,548.06
413.19
16,701.39
10,066.67
4,306.67
4,218.00
11,333.33
4,747.92
4,970.24
9,646.00
411.69
16,291.67
5,859.41
11,037.25
26,287.25
9,332.64
2,705.21
1,835.86
904.90
485.56
1,101.22
2,708.89
13,887.81
9,066.67
7,500.00
56,666.67
24,583.33
19,906.25
5,700.00
9,066.67
8,854.17
7,626.11
13,986.11
Par Value
Cost
% of MV
130,000.0000
90,000.0000
210,000.0000
180,000.0000
2,613,000.0000
2,000,000.0000
1,294,000.0000
1,000,000.0000
1,305,000.0000
2,000,000.0000
2,000,000.0000
1,000,000.0000
2,425,000.0000
285,000.0000
1,438,000.0000
225,000.0000
140,000.0000
1,915,000.0000
3,890,000.0000
2,152,000.0000
1,950,000.0000
1,750,000.0000
1,750,000.0000
1,750,000.0000
2,000,000.0000
2,000,000.0000
2,225,000.0000
2,275,000.0000
2,575,000.0000
1,800,000.0000
1,955,000.0000
800,000.0000
1,500,000.0000
1,285,000.0000
510,000.0000
1,175,000.0000
2,000,000.0000
2,000,000.0000
2,000,000.0000
3,000,000.0000
2,000,000.0000
1,510,000.0000
500,000.0000
1,850,000.0000
480,000.0000
950,000.0000
185,000.0000
1,200,000.0000
750,000.0000
385,000.0000
2,340,000.0000
2,100,000.0000
750,000.0000
1,265,000.0000
2,205,000.0000
1,580,000.0000
445,000.0000
300,000.0000
290,000.0000
365,000.0000
160,000.0000
220,000.0000
400,000.0000
860,000.0000
2,000,000.0000
2,250,000.0000
6,000,000.0000
2,500,000.0000
2,450,000.0000
2,000,000.0000
2,000,000.0000
1,700,000.0000
1,850,000.0000
2,000,000.0000
129,842.24
89,387.22
208,823.34
189,612.83
2,604,412.29
1,998,005.92
1,325,249.33
1,013,931.40
1,301,549.51
1,993,426.94
1,998,005.92
1,033,497.18
2,680,829.78
284,259.33
1,572,644.95
223,335.00
139,690.60
1,990,384.95
3,924,523.00
2,360,906.12
1,950,000.00
1,754,770.67
1,754,770.68
1,754,770.68
1,995,115.63
1,997,302.40
2,218,010.12
2,268,430.26
3,193,795.85
1,785,323.61
2,108,640.88
794,350.21
1,660,461.78
1,084,282.50
589,957.17
1,173,808.71
1,976,699.49
1,992,777.15
1,986,431.61
2,949,073.45
2,033,592.92
1,506,294.59
498,412.13
1,837,656.26
479,928.98
948,958.90
194,845.24
1,198,783.36
749,701.45
382,450.39
2,336,673.64
2,087,868.31
865,992.04
1,267,817.83
2,204,929.45
1,578,820.36
459,224.59
392,953.94
289,884.56
364,147.59
159,443.20
219,500.60
438,028.00
867,470.85
1,973,011.63
2,205,185.31
5,656,662.40
2,311,391.59
2,472,901.16
1,986,503.37
1,973,011.62
1,731,606.75
1,847,370.19
2,018,136.49
0.0006%
0.0004%
0.0010%
0.0009%
0.0128%
0.0093%
0.0063%
0.0048%
0.0061%
0.0098%
0.0093%
0.0049%
0.0133%
0.0014%
0.0074%
0.0011%
0.0007%
0.0095%
0.0188%
0.0111%
0.0091%
0.0082%
0.0082%
0.0082%
0.0093%
0.0093%
0.0107%
0.0104%
0.0151%
0.0087%
0.0100%
0.0040%
0.0092%
0.0076%
0.0030%
0.0053%
0.0091%
0.0091%
0.0097%
0.0132%
0.0100%
0.0070%
0.0030%
0.0089%
0.0025%
0.0044%
0.0010%
0.0054%
0.0036%
0.0018%
0.0110%
0.0098%
0.0040%
0.0061%
0.0104%
0.0074%
0.0024%
0.0018%
0.0014%
0.0019%
0.0008%
0.0010%
0.0020%
0.0043%
0.0093%
0.0102%
0.0271%
0.0113%
0.0117%
0.0093%
0.0093%
0.0081%
0.0087%
0.0096%
Stated
Security ID
882508AT1
91159HHC7
06406HBM0
06406HCU1
06406HBX6
857477AM5
91159HHD5
06406HCV9
91159HHG8
06406HCS6
91159HHG8
06406HCJ6
06406HCL1
857477AK9
91159HHE3
06406HCJ6
06406HCL1
91159HHE3
06406HCJ6
06406HCL1
06406HCJ6
06406HCL1
06406HBQ1
06406HBX6
06406HCC1
06406HCG2
06406HCU1
91159HGX2
91159HHD5
91159HHH6
637432LR4
377372AH0
377373AD7
87164KAA2
452308AU3
87164KAA2
90520EAC5
66586GCD7
171232AR2
171232AR2
540424AQ1
540424AQ1
171232AR2
377372AE7
66586GCD7
66586GCD7
540424AQ1
94974BFC9
949746NX5
40428HPH9
94974BFL9
949746NX5
94974BFC9
94974BEV8
94974BFG0
949746QU8
929903DU3
94974BEV8
94974BFC9
94974BFD7
94974BFR6
949746QU8
94974BEZ9
94974BFG0
94974BEZ9
94974BEZ9
94974BFQ8
94974BEZ9
94974BFQ8
94974BEU0
94974BFD7
94974BFG0
94974BFL9
94974BFU9
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS

US BANCORP
BANK OF NEW YORK MELLON CORP/T
BANK OF NEW YORK MELLON
STATE STREET CORP
US BANCORP
US BANCORP/MN
US BANCORP/MN
STATE STREET CORP
US BANCORP/MN
US BANCORP/MN
US BANCORP
US BANCORP
US BANCORP
NATIONAL RURAL UTILITIES COOPE
GLAXOSMITHKLINE CAPITAL INC
GLAXOSMITHKLINE CAPITAL PLC
SYNGENTA FINANCE NV
ILLINOIS TOOL WORKS INC
SYNGENTA FINANCE NV
UNION BANK NA
NORTHERN TRUST CO/THE
CHUBB CORP/THE
CHUBB CORP/THE
LOEWS CORP
LOEWS CORP
CHUBB CORP/THE
GLAXOSMITHKLINE CAPITAL INC
LOEWS CORP
WELLS FARGO & CO
WELLS FARGO & CO
HSBC USA INC
WELLS FARGO & CO
WELLS FARGO & CO
WELLS FARGO & CO
WELLS FARGO & CO
WELLS FARGO & CO
WELLS FARGO & CO
WACHOVIA CORP
WELLS FARGO & CO
WELLS FARGO & CO
WELLS FARGO & CO
WELLS FARGO & CO
WELLS FARGO & CO
WELLS FARGO & CO
WELLS FARGO & CO
WELLS FARGO & CO
WELLS FARGO & CO
WELLS FARGO & CO
WELLS FARGO & CO
WELLS FARGO & CO
WELLS FARGO & CO
WELLS FARGO & CO
WELLS FARGO & CO
WELLS FARGO & CO
Coupon
0.45
3.00
5.45
2.20
2.30
3.70
1.65
3.40
3.70
3.65
3.70
1.35
2.10
1.35
1.95
1.35
2.10
1.95
1.35
2.10
1.35
2.10
2.95
2.30
1.20
0.70
2.20
2.45
1.65
2.20
10.38
2.80
2.85
3.13
1.95
3.13
3.00
6.50
5.75
5.75
2.63
2.63
5.75
6.38
6.50
6.50
2.63
3.50
5.63
1.63
1.25
5.63
3.50
4.60
1.50
3.68
0.50
4.60
3.50
2.10
3.00
3.68
2.63
1.50
2.63
2.63
2.15
2.63
2.15
3.63
2.10
1.50
1.25
2.13
Income
Maturity
Market Value
Receivable
8/3/2015
3/15/2022
5/15/2019
5/15/2019
7/28/2016
11/20/2023
5/15/2017
5/15/2024
1/30/2024
2/4/2024
1/30/2024
3/6/2018
8/1/2018
5/15/2018
11/15/2018
3/6/2018
8/1/2018
11/15/2018
3/6/2018
8/1/2018
3/6/2018
8/1/2018
6/18/2015
7/28/2016
2/20/2015
3/4/2016
5/15/2019
7/27/2015
5/15/2017
4/25/2019
11/1/2018
3/18/2023
5/8/2022
3/28/2022
3/1/2019
3/28/2022
6/6/2016
8/15/2018
5/15/2018
5/15/2018
5/15/2023
5/15/2023
5/15/2018
5/15/2038
8/15/2018
8/15/2018
5/15/2023
3/8/2022
12/11/2017
1/16/2018
7/20/2016
12/11/2017
3/8/2022
4/1/2021
1/16/2018
6/15/2016
6/15/2017
4/1/2021
3/8/2022
5/8/2017
1/22/2021
6/15/2016
12/15/2016
1/16/2018
12/15/2016
12/15/2016
1/15/2019
12/15/2016
1/15/2019
4/15/2015
5/8/2017
1/16/2018
7/20/2016
4/22/2019
2,002,906.00
3,906,672.00
586,106.78
522,995.20
1,382,424.40
919,275.00
3,950,193.00
3,599,113.95
1,596,065.00
287,069.75
1,046,600.00
2,476,800.00
1,831,716.00
2,474,225.00
3,018,570.00
2,476,800.00
1,831,716.00
2,012,380.00
2,476,800.00
1,831,716.00
2,476,800.00
1,831,716.00
6,127,602.00
2,063,316.00
3,010,548.00
4,006,124.00
2,011,524.00
2,037,908.00
11,141,548.00
2,014,876.00
2,500,856.25
2,185,929.00
656,158.80
1,836,558.00
1,197,780.00
2,030,416.90
1,685,993.66
2,006,669.51
2,278,580.00
1,139,290.00
1,444,365.00
1,563,765.84
125,321.90
131,930.00
116,693.00
309,236.45
1,540,656.00
1,953,037.50
1,382,643.98
824,729.04
2,318,561.00
1,984,571.55
2,083,240.00
145,161.90
359,373.60
567,788.40
2,278,768.80
83,747.25
72,913.40
527,329.10
665,119.00
105,146.00
1,166,850.00
1,996,520.00
1,166,850.00
1,166,850.00
3,022,650.00
2,204,050.00
3,022,650.00
5,000,303.00
4,095,756.00
9,982,550.00
3,024,195.00
2,999,769.00
700.00
53,258.33
8,200.13
3,622.67
2,825.17
9,082.99
18,947.50
37,844.83
4,858.82
752.81
3,186.11
16,406.25
3,150.00
9,937.50
17,225.00
16,406.25
3,150.00
11,483.33
16,406.25
3,150.00
16,406.25
3,150.00
35,891.67
4,216.67
1,100.00
13,766.67
13,933.33
4,627.78
53,441.67
15,522.22
64,843.75
28,208.06
5,904.25
23,906.25
12,090.00
26,429.69
11,510.42
4,983.33
33,861.11
16,930.56
11,593.75
12,552.17
1,862.36
1,877.08
288.89
765.56
12,366.67
31,536.46
15,312.50
1,669.69
3,274.31
21,937.50
33,638.89
2,491.67
675.00
9,153.24
2,472.96
1,437.50
1,177.36
3,394.71
2,112.50
1,695.04
6,234.38
3,750.00
6,234.38
6,234.38
8,241.67
11,776.04
8,241.67
67,102.78
26,366.67
18,750.00
4,270.83
22,843.75
Par Value
Cost
% of MV
2,000,000.0000
3,850,000.0000
511,000.0000
520,000.0000
1,340,000.0000
875,000.0000
3,900,000.0000
3,515,000.0000
1,525,000.0000
275,000.0000
1,000,000.0000
2,500,000.0000
1,800,000.0000
2,500,000.0000
3,000,000.0000
2,500,000.0000
1,800,000.0000
2,000,000.0000
2,500,000.0000
1,800,000.0000
2,500,000.0000
1,800,000.0000
6,000,000.0000
2,000,000.0000
3,000,000.0000
4,000,000.0000
2,000,000.0000
2,000,000.0000
11,000,000.0000
2,000,000.0000
1,875,000.0000
2,225,000.0000
660,000.0000
1,800,000.0000
1,200,000.0000
1,990,000.0000
1,625,000.0000
1,725,000.0000
2,000,000.0000
1,000,000.0000
1,500,000.0000
1,624,000.0000
110,000.0000
100,000.0000
100,000.0000
265,000.0000
1,600,000.0000
1,875,000.0000
1,225,000.0000
822,000.0000
2,300,000.0000
1,755,000.0000
2,000,000.0000
130,000.0000
360,000.0000
540,000.0000
2,280,000.0000
75,000.0000
70,000.0000
515,000.0000
650,000.0000
100,000.0000
1,125,000.0000
2,000,000.0000
1,125,000.0000
1,125,000.0000
3,000,000.0000
2,125,000.0000
3,000,000.0000
4,900,000.0000
4,000,000.0000
10,000,000.0000
3,000,000.0000
3,000,000.0000
1,997,206.16
3,824,252.24
510,649.78
519,052.64
1,363,009.43
873,039.12
3,972,444.73
3,526,853.16
1,532,203.45
274,044.72
998,973.36
2,499,487.70
1,807,722.61
2,447,737.05
2,996,866.55
2,499,487.69
1,807,722.62
1,997,911.05
2,499,487.69
1,807,722.62
2,499,487.69
1,807,722.62
6,108,319.84
2,055,981.99
2,999,574.78
3,998,810.94
1,996,366.02
2,031,454.09
11,061,724.15
1,998,327.42
2,484,645.23
2,279,274.36
656,472.97
1,807,486.25
1,198,604.83
1,981,845.47
1,627,811.74
1,723,784.33
2,272,322.97
996,130.26
1,494,098.23
1,617,610.33
109,540.65
99,694.00
99,926.14
329,776.60
1,465,232.23
1,993,217.56
1,223,011.71
820,418.11
2,298,596.56
1,759,565.54
2,001,499.90
136,818.21
359,563.11
541,220.79
2,264,997.47
74,890.75
69,880.68
514,774.48
648,987.95
100,226.11
1,136,211.07
2,000,508.52
1,136,211.09
1,136,211.09
2,997,423.68
2,175,374.03
2,997,423.69
4,970,891.30
4,075,918.98
9,946,021.27
2,998,176.01
2,994,098.04
0.0093%
0.0181%
0.0027%
0.0024%
0.0064%
0.0043%
0.0183%
0.0167%
0.0074%
0.0013%
0.0049%
0.0115%
0.0085%
0.0115%
0.0140%
0.0115%
0.0085%
0.0093%
0.0115%
0.0085%
0.0115%
0.0085%
0.0285%
0.0096%
0.0140%
0.0186%
0.0093%
0.0095%
0.0517%
0.0094%
0.0116%
0.0102%
0.0030%
0.0085%
0.0056%
0.0094%
0.0078%
0.0093%
0.0106%
0.0053%
0.0067%
0.0073%
0.0006%
0.0006%
0.0005%
0.0014%
0.0072%
0.0091%
0.0064%
0.0038%
0.0108%
0.0092%
0.0097%
0.0007%
0.0017%
0.0026%
0.0106%
0.0004%
0.0003%
0.0024%
0.0031%
0.0005%
0.0054%
0.0093%
0.0054%
0.0054%
0.0140%
0.0102%
0.0140%
0.0232%
0.0190%
0.0464%
0.0140%
0.0139%
Stated
Security ID
94974BFW5
872539AA9
872540AP4
231021AR7
018490AN2
00440EAN7
018490AQ5
00440EAJ6
018490AM4
00440EAJ6
797440BM5
064159FL5
797440BF0
064149D87
064159AM8
797440BP8
064159BE5
064159CU8
797440BN3
064159BE5
064159BE5
064159CU8
064149D87
064159AM8
064159BA3
064159CQ7
064159EK8
064159FK7
911312AJ5
911312AK2
911312AP1
136069FU0
404280AK5
302154AX7
404280AN9
136069FA4
302154AU3
404280AN9
404280AK5
404280AK5
404280AL3
404280AK5
302154BE8
06366RMS1
06366RMS1
06366RMS1
06366RPR0
06366RVD4
373298BU1
373298CF3
368710AG4
372917AS3
372917AS3
801060AB0
717081DB6
717081DH3
806605AJ0
717081CY7
983024AN0
717081DB6
806605AH4
983024AF7
983024AN0
806605AJ0
589331AP2
80105NAD7
369622SM8
369622SM8
369622SM8
369622SM8
58933YAF2
58933YAJ4
58933YAA3
166764AB6
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS

TJX COS INC
TJX COS INC
CUMMINS INC
ALLERGAN INC/UNITED STATES
ACE INA HOLDINGS INC
SAN DIEGO GAS & ELECTRIC CO
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA
UNITED PARCEL SERVICE INC
CANADIAN IMPERIAL BANK OF COMM
HSBC HOLDINGS PLC
EXPORT-IMPORT BANK OF KOREA
HSBC HOLDINGS PLC
CANADIAN IMPERIAL BANK OF COMM
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
HSBC HOLDINGS PLC
BANK OF MONTREAL
BANK OF MONTREAL
BANK OF MONTREAL
BANK OF MONTREAL
BANK OF MONTREAL
GEORGIA-PACIFIC LLC
GEORGIA-PACIFIC LLC
GENENTECH INC
GENZYME CORP
GENZYME CORP
SANOFI
PFIZER INC
PFIZER INC
MERCK & CO INC
PFIZER INC
WYETH LLC
PFIZER INC
MERCK & CO INC
WYETH LLC
WYETH LLC
MERCK & CO INC
MERCK SHARP & DOHME CORP
SANOFI
GENERAL ELECTRIC CAPITAL CORP
MERCK & CO INC
MERCK & CO INC
MERCK & CO INC
CHEVRON CORP
Coupon
1.15
2.75
2.50
3.65
3.38
2.60
2.80
5.70
5.75
5.70
4.50
2.80
5.35
2.90
2.55
3.95
1.38
2.05
3.00
1.38
1.38
2.05
2.90
2.55
0.75
1.38
1.25
1.30
6.20
5.13
1.13
1.35
5.10
4.00
4.00
1.55
5.88
4.00
5.10
5.10
4.88
5.10
1.25
1.45
1.45
1.45
1.30
1.30
8.88
8.00
4.75
5.00
5.00
1.25
6.20
3.00
6.00
7.20
5.95
6.20
6.55
6.45
5.95
6.00
4.00
2.63
5.30
5.30
5.30
5.30
2.80
4.15
3.88
2.36
Maturity
6/2/2017
6/15/2021
5/15/2023
10/1/2023
9/15/2020
11/23/2015
3/15/2023
2/15/2017
4/1/2016
2/15/2017
8/15/2040
7/21/2021
5/15/2035
3/29/2016
1/12/2017
11/15/2041
12/18/2017
10/30/2018
8/15/2021
12/18/2017
12/18/2017
10/30/2018
3/29/2016
1/12/2017
10/9/2015
7/15/2016
4/11/2017
7/21/2017
1/15/2038
4/1/2019
10/1/2017
7/18/2016
4/5/2021
1/29/2021
3/30/2022
1/23/2018
1/14/2015
3/30/2022
4/5/2021
4/5/2021
1/14/2022
4/5/2021
11/20/2015
4/9/2018
4/9/2018
4/9/2018
7/15/2016
7/14/2017
5/15/2031
1/15/2024
7/15/2015
6/15/2020
6/15/2020
4/10/2018
3/15/2019
6/15/2023
9/15/2017
3/15/2039
4/1/2037
3/15/2019
9/15/2037
2/1/2024
4/1/2037
9/15/2017
6/30/2015
3/29/2016
2/11/2021
2/11/2021
2/11/2021
2/11/2021
5/18/2023
5/18/2043
1/15/2021
12/5/2022
Income
Market Value
Receivable
5,982,426.00
966,825.60
1,929,140.00
2,105,740.00
1,557,746.25
931,721.70
2,127,261.45
44,370.00
118,033.30
3,050,437.50
525,198.08
3,158,303.35
1,216,140.00
2,552,063.40
465,462.00
100,807.00
1,990,300.00
2,009,260.00
3,088,255.17
1,990,300.00
1,990,300.00
2,009,260.00
5,174,475.00
4,137,432.00
4,014,820.00
4,051,304.00
3,008,526.00
3,999,560.00
918,260.58
1,122,590.70
998,380.00
4,042,944.00
1,937,044.20
980,122.00
1,424,602.90
2,644,611.09
555,327.75
878,326.60
1,318,107.00
74,501.70
140,947.50
372,508.50
502,510.00
2,230,200.00
2,230,200.00
2,230,200.00
4,052,472.00
2,001,180.00
1,146,090.00
5,608,168.90
31,136.40
596,935.50
397,957.00
484,815.80
3,537,690.00
894,894.30
410,436.00
115,294.40
1,178,684.80
353,769.00
129,857.40
127,016.00
175,548.80
1,140,100.00
5,153,240.00
1,238,832.00
2,810,762.50
2,743,074.75
103,252.50
3,919,006.00
595,632.00
306,177.00
1,359,350.00
1,922,721.75
16,866.67
6,306.67
14,722.22
30,416.67
24,044.06
6,440.78
29,760.11
101.33
2,635.42
6,966.67
968.00
9,784.44
15,752.78
30,194.80
1,561.88
1,163.06
5,576.39
13,780.56
4,004.00
5,576.39
5,576.39
13,780.56
61,222.22
13,883.33
11,833.33
7,027.78
14,583.33
5,777.78
5,505.94
21,140.63
4,687.50
6,450.00
34,954.83
3,271.11
22,314.44
4,337.33
4,180.23
13,757.78
23,785.83
1,344.42
795.57
6,722.08
1,753.47
12,868.75
12,868.75
12,868.75
6,644.44
3,394.44
19,598.96
42,064.44
182.08
5,541.67
3,694.44
2,398.96
85,766.67
5,605.00
9,960.00
2,656.00
23,304.17
8,576.67
2,869.26
537.50
3,470.83
27,666.67
33,888.89
13,300.00
7,213.89
7,040.17
265.00
10,058.22
4,806.67
3,562.08
6,189.24
11,111.02
Par Value
Cost
% of MV
6,000,000.0000
960,000.0000
2,000,000.0000
2,000,000.0000
1,545,000.0000
910,000.0000
2,305,000.0000
40,000.0000
110,000.0000
2,750,000.0000
484,000.0000
3,145,000.0000
1,000,000.0000
2,466,000.0000
450,000.0000
100,000.0000
2,000,000.0000
2,000,000.0000
3,003,000.0000
2,000,000.0000
2,000,000.0000
2,000,000.0000
5,000,000.0000
4,000,000.0000
4,000,000.0000
4,000,000.0000
3,000,000.0000
4,000,000.0000
695,000.0000
990,000.0000
1,000,000.0000
4,000,000.0000
1,690,000.0000
920,000.0000
1,330,000.0000
2,651,000.0000
545,000.0000
820,000.0000
1,150,000.0000
65,000.0000
125,000.0000
325,000.0000
500,000.0000
2,250,000.0000
2,250,000.0000
2,250,000.0000
4,000,000.0000
2,000,000.0000
750,000.0000
4,115,000.0000
30,000.0000
525,000.0000
350,000.0000
490,000.0000
3,000,000.0000
885,000.0000
360,000.0000
80,000.0000
940,000.0000
300,000.0000
95,000.0000
100,000.0000
140,000.0000
1,000,000.0000
5,000,000.0000
1,200,000.0000
2,450,000.0000
2,391,000.0000
90,000.0000
3,416,000.0000
600,000.0000
300,000.0000
1,250,000.0000
1,975,000.0000
5,993,060.10
959,349.27
2,016,029.35
2,029,335.26
1,542,000.37
909,786.10
2,299,271.78
39,988.15
109,911.67
3,045,664.39
481,592.30
3,137,781.96
999,047.96
2,504,925.48
449,562.53
99,867.33
1,979,557.89
1,994,713.93
3,085,993.29
1,979,557.90
1,979,557.90
1,994,713.93
5,145,788.54
4,105,911.08
3,999,955.97
3,997,727.38
2,997,938.88
3,997,306.68
691,846.16
1,124,747.63
998,981.70
3,998,447.15
1,687,392.68
919,309.62
1,333,202.52
2,652,099.13
545,475.43
815,767.84
1,164,612.43
64,899.70
124,915.40
324,294.75
499,120.00
2,225,077.11
2,225,077.12
2,225,077.12
3,997,728.38
1,999,942.45
1,132,047.85
5,290,632.85
29,859.79
556,790.54
390,694.50
487,848.90
3,581,601.58
882,485.83
359,357.60
103,674.79
935,050.38
321,710.73
114,393.50
110,530.98
141,823.73
1,213,550.00
5,138,990.88
1,271,400.00
2,470,203.06
2,684,476.74
89,777.75
3,833,177.72
599,537.68
299,102.68
1,333,432.88
1,995,881.86
0.0278%
0.0045%
0.0090%
0.0098%
0.0072%
0.0043%
0.0099%
0.0002%
0.0005%
0.0142%
0.0024%
0.0147%
0.0056%
0.0119%
0.0022%
0.0005%
0.0092%
0.0093%
0.0143%
0.0092%
0.0092%
0.0093%
0.0240%
0.0192%
0.0186%
0.0188%
0.0140%
0.0186%
0.0043%
0.0052%
0.0046%
0.0188%
0.0090%
0.0046%
0.0066%
0.0123%
0.0026%
0.0041%
0.0061%
0.0003%
0.0007%
0.0017%
0.0023%
0.0104%
0.0104%
0.0104%
0.0188%
0.0093%
0.0053%
0.0260%
0.0001%
0.0028%
0.0018%
0.0023%
0.0164%
0.0042%
0.0019%
0.0005%
0.0055%
0.0016%
0.0006%
0.0006%
0.0008%
0.0053%
0.0239%
0.0058%
0.0131%
0.0127%
0.0005%
0.0182%
0.0028%
0.0014%
0.0063%
0.0089%
Stated
Security ID
166764AB6
166764AE0
166764AG5
166764AB6
166764AG5
166764AH3
166764AB6
166764AH3
166764AA8
166764AB6
166764AE0
166764AA8
166764AE0
166764AA8
166764AC4
822582AN2
822582AD4
822582AY8
822582AY8
822582AS1
822582AS1
822582AX0
822582AZ5
084664BU4
084664BL4
084670BJ6
084670AV0
084664BE0
084664BZ3
084664BL4
084670BJ6
084664BS9
084664BV2
084664BW0
084664BW0
084670BH0
084670BH0
084664BY6
084670BH0
084664BX8
084670BB3
084670BD9
084670BG2
084670BH0
931142DB6
931142DH3
931142CB7
931142CM3
931142CS0
931142CY7
931142DB6
931142DQ3
931142DF7
931142DH3
931142CJ0
931142DJ9
931142DJ9
931142BY8
931142CT8
931142DN0
478115AA6
921813AA9
191216AR1
191216BA7
191216BF6
191216BF6
191216AP5
17275RAH5
09247XAJ0
09247XAL5
17275RAN2
17275RAN2
354613AJ0
09247XAJ0
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CHEVRON CORP
CHEVRON CORP
CHEVRON CORP
CHEVRON CORP
CHEVRON CORP
CHEVRON CORP
CHEVRON CORP
CHEVRON CORP
CHEVRON CORP
CHEVRON CORP
CHEVRON CORP
CHEVRON CORP
CHEVRON CORP
CHEVRON CORP
CHEVRON CORP
SHELL INTERNATIONAL FINANCE BV
BERKSHIRE HATHAWAY FINANCE COR
BERKSHIRE HATHAWAY INC
WAL-MART STORES INC
WAL-MART STORES INC
WAL-MART STORES INC
WAL-MART STORES INC
WAL-MART STORES INC
WAL-MART STORES INC
WAL-MART STORES INC
WAL-MART STORES INC
WAL-MART STORES INC
WAL-MART STORES INC
WAL-MART STORES INC
WAL-MART STORES INC
WAL-MART STORES INC
WAL-MART STORES INC
WAL-MART STORES INC
WAL-MART STORES INC
JOHNS HOPKINS UNIVERSITY
VANDERBILT UNIVERSITY
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
CISCO SYSTEMS INC
BLACKROCK INC
BLACKROCK INC
CISCO SYSTEMS INC
CISCO SYSTEMS INC
FRANKLIN RESOURCES INC
BLACKROCK INC
Coupon
2.36
1.72
2.43
2.36
2.43
3.19
2.36
3.19
1.10
2.36
1.72
1.10
1.72
1.10
0.89
5.50
6.38
4.55
4.55
2.38
2.38
3.40
0.90
4.40
5.75
3.00
3.20
5.40
2.90
5.75
3.00
1.60
4.30
1.30
1.30
1.55
1.55
2.00
1.55
0.95
2.20
1.90
0.80
1.55
5.63
2.55
5.25
6.20
5.63
5.00
5.63
4.30
1.13
2.55
5.80
1.95
1.95
4.50
2.25
1.00
5.25
5.25
3.15
1.15
1.65
1.65
1.50
4.45
3.38
3.50
3.63
3.63
2.80
3.38
Maturity
12/5/2022
6/24/2018
6/24/2020
12/5/2022
6/24/2020
6/24/2023
12/5/2022
6/24/2023
12/5/2017
12/5/2022
6/24/2018
12/5/2017
6/24/2018
12/5/2017
6/24/2016
3/25/2040
12/15/2038
8/12/2043
8/12/2043
8/21/2022
8/21/2022
8/12/2023
11/15/2016
5/15/2042
1/15/2040
2/11/2023
2/11/2015
5/15/2018
10/15/2020
1/15/2040
2/11/2023
5/15/2017
5/15/2043
5/15/2018
5/15/2018
2/9/2018
2/9/2018
8/15/2018
2/9/2018
8/15/2016
8/15/2016
1/31/2017
2/11/2016
2/9/2018
4/15/2041
4/11/2023
9/1/2035
4/15/2038
4/1/2040
10/25/2040
4/15/2041
4/22/2044
4/11/2018
4/11/2023
2/15/2018
12/15/2018
12/15/2018
7/1/2015
7/8/2015
4/21/2017
7/1/2019
4/1/2019
11/15/2020
4/1/2018
11/1/2018
11/1/2018
11/15/2015
1/15/2020
6/1/2022
3/18/2024
3/4/2024
3/4/2024
9/15/2022
6/1/2022
Income
Market Value
Receivable
2,482,501.50
966,566.40
2,577,638.70
243,382.50
71,177.40
143,871.00
126,558.90
267,189.00
630,669.30
973,530.00
1,006,840.00
993,180.00
2,013,680.00
1,986,360.00
2,011,578.00
3,182,507.40
635,797.20
2,169,797.40
468,103.50
359,492.00
1,783,857.60
3,616,060.00
3,007,089.00
284,368.16
3,886,364.50
2,008,160.00
384,981.80
1,695,548.88
6,231,861.60
279,371.25
225,918.00
840,914.50
522,036.00
988,690.00
1,977,380.00
1,754,462.50
1,754,462.50
2,023,320.00
1,754,462.50
2,013,484.00
4,121,248.00
4,087,384.00
2,007,394.00
2,005,110.00
1,217,580.00
1,955,260.00
1,311,849.00
608,750.20
311,512.50
80,436.30
99,904.00
314,433.00
1,974,940.00
1,661,971.00
2,287,620.00
2,524,300.00
2,524,300.00
5,172,030.00
2,033,674.00
2,000,120.00
90,858.40
513,139.50
1,490,927.41
1,981,700.00
1,003,070.00
3,009,210.00
3,036,513.00
2,222,360.00
809,905.20
2,458,800.00
2,086,700.00
1,173,768.75
868,454.40
1,992,574.46
14,345.88
3,069.49
11,450.38
1,406.46
316.18
831.43
731.36
1,544.09
1,674.71
5,625.83
3,197.39
2,637.33
6,394.78
5,274.67
3,309.06
61,490.00
6,325.42
4,730.74
1,020.59
244.10
1,211.25
6,280.56
7,950.00
3,549.82
22,996.81
3,333.33
675.56
23,834.10
66,390.67
1,653.13
375.00
3,910.22
6,457.17
3,827.78
7,655.56
1,657.64
1,657.64
1,777.78
1,657.64
844.44
3,911.11
6,333.33
888.89
1,894.44
20,718.75
19,833.33
28,875.00
10,774.22
5,859.38
1,225.00
1,700.00
4,622.50
8,750.00
16,858.33
5,155.56
10,291.67
10,291.67
37,500.00
6,625.00
7,166.67
700.00
9,843.75
13,179.78
9,583.33
5,500.00
16,500.00
13,250.00
11,372.22
6,581.25
38,033.33
35,847.22
20,164.06
11,361.78
16,191.56
Par Value
Cost
% of MV
2,550,000.0000
960,000.0000
2,535,000.0000
250,000.0000
70,000.0000
140,000.0000
130,000.0000
260,000.0000
635,000.0000
1,000,000.0000
1,000,000.0000
1,000,000.0000
2,000,000.0000
2,000,000.0000
2,000,000.0000
2,580,000.0000
470,000.0000
1,970,000.0000
425,000.0000
370,000.0000
1,836,000.0000
3,500,000.0000
3,000,000.0000
274,000.0000
3,130,000.0000
2,000,000.0000
380,000.0000
1,499,000.0000
6,060,000.0000
225,000.0000
225,000.0000
830,000.0000
510,000.0000
1,000,000.0000
2,000,000.0000
1,750,000.0000
1,750,000.0000
2,000,000.0000
1,750,000.0000
2,000,000.0000
4,000,000.0000
4,000,000.0000
2,000,000.0000
2,000,000.0000
975,000.0000
2,000,000.0000
1,100,000.0000
460,000.0000
250,000.0000
70,000.0000
80,000.0000
300,000.0000
2,000,000.0000
1,700,000.0000
2,000,000.0000
2,500,000.0000
2,500,000.0000
5,000,000.0000
2,000,000.0000
2,000,000.0000
80,000.0000
450,000.0000
1,421,000.0000
2,000,000.0000
1,000,000.0000
3,000,000.0000
3,000,000.0000
2,000,000.0000
780,000.0000
2,400,000.0000
2,000,000.0000
1,125,000.0000
880,000.0000
1,919,000.0000
2,453,864.46
960,000.00
2,525,190.00
250,000.00
70,000.00
140,000.00
121,572.10
260,000.00
635,000.00
938,582.48
1,000,000.00
1,000,000.00
2,000,000.00
2,000,000.00
2,000,000.00
2,982,495.68
564,328.60
1,956,832.48
426,431.65
345,757.60
1,722,143.51
3,472,202.75
2,997,266.35
270,626.78
3,094,940.89
1,987,981.64
379,977.23
1,719,333.07
6,159,408.45
222,987.41
221,674.74
841,420.80
503,077.05
999,568.31
1,999,136.63
1,738,078.63
1,738,078.63
1,999,421.06
1,738,078.63
1,999,310.33
4,119,389.15
4,064,818.43
1,999,914.13
1,998,857.20
980,986.30
1,860,720.65
1,057,491.29
468,557.38
248,025.10
68,906.52
78,540.31
298,058.77
1,998,667.28
1,606,425.63
2,296,267.95
2,496,063.81
2,496,063.81
5,152,477.11
1,998,960.57
1,999,735.64
88,924.80
506,212.85
1,468,769.87
1,996,940.14
998,802.78
2,996,408.36
3,033,688.38
2,266,704.06
777,628.98
2,375,386.96
1,998,563.26
1,124,191.84
878,183.48
1,953,824.17
0.0115%
0.0045%
0.0120%
0.0011%
0.0003%
0.0007%
0.0006%
0.0012%
0.0029%
0.0045%
0.0047%
0.0046%
0.0094%
0.0092%
0.0093%
0.0148%
0.0030%
0.0101%
0.0022%
0.0017%
0.0083%
0.0168%
0.0140%
0.0013%
0.0180%
0.0093%
0.0018%
0.0079%
0.0289%
0.0013%
0.0010%
0.0039%
0.0024%
0.0046%
0.0092%
0.0081%
0.0081%
0.0094%
0.0081%
0.0093%
0.0191%
0.0190%
0.0093%
0.0093%
0.0057%
0.0091%
0.0061%
0.0028%
0.0014%
0.0004%
0.0005%
0.0015%
0.0092%
0.0077%
0.0106%
0.0117%
0.0117%
0.0240%
0.0094%
0.0093%
0.0004%
0.0024%
0.0069%
0.0092%
0.0047%
0.0140%
0.0141%
0.0103%
0.0038%
0.0114%
0.0097%
0.0055%
0.0040%
0.0093%
Stated
Security ID
354613AJ0
17275RAR3
09247XAJ0
09247XAK7
17275RAC6
17275RAT9
046353AG3
585055BC9
585055AS5
585055AX4
585055BD7
046353AG3
532457BF4
046353AD0
046353AB4
71672VAB5
71672VAB5
89153VAE9
89153UAF8
89153VAG4
89152UAD4
89153VAC3
89114QAL2
89114QAB4
89114QAM0
89114QAE8
89114QAM0
89114QAB4
89114QAK4
89114QAQ1
89114QAS7
85771PAM4
85771PAQ5
85771PAM4
85771PAP7
85771PAQ5
85771PAM4
85771PAM4
88579YAE1
961214CF8
66989HAE8
806854AH8
742718DY2
806854AH8
65334HAE2
742718EB1
66989HAD0
806854AH8
66989HAH1
806854AH8
66989HAG3
66989HAH1
806854AH8
66989HAG3
742718DV8
742718DV8
742718EE5
742718DV8
742718EE5
806854AH8
78008TLB8
89233P6S0
89233P6D3
89233P5E2
89233P6S0
89233P6S0
89236TAY1
89233P6S0
89236TAY1
89233P6D3
89233P6S0
89233P5E2
89233P5S1
89233P6D3
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
FRANKLIN RESOURCES INC

CISCO SYSTEMS INC
BLACKROCK INC
BLACKROCK INC
CISCO SYSTEMS INC
CISCO SYSTEMS INC
ASTRAZENECA PLC
MEDTRONIC INC
MEDTRONIC INC
MEDTRONIC INC
MEDTRONIC INC
ASTRAZENECA PLC
ELI LILLY & CO
ASTRAZENECA PLC
ASTRAZENECA PLC
PETROLOGISTICS LP / PETROLOGIS
PETROLOGISTICS LP / PETROLOGIS
TOTAL CAPITAL INTERNATIONAL SA
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL SA
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK
TORONTO-DOMINION BANK
STATOIL ASA
STATOIL ASA
STATOIL ASA
STATOIL ASA
STATOIL ASA
STATOIL ASA
STATOIL ASA
3M CO
WESTPAC BANKING CORP
NOVARTIS CAPITAL CORP
SCHLUMBERGER INVESTMENT SA
PROCTER & GAMBLE CO/THE
NEXEN INC
ROYAL BANK OF CANADA
TOYOTA MOTOR CREDIT CORP
Coupon
2.80
2.13
3.38
1.38
5.50
1.10
4.00
3.63
4.45
3.13
4.63
4.00
1.95
6.45
5.90
6.25
6.25
2.70
2.75
3.70
4.45
1.55
0.69
2.50
2.63
2.38
2.63
2.50
1.50
1.13
2.13
0.52
4.80
0.52
2.90
4.80
0.52
0.52
1.00
2.25
2.40
3.65
2.30
3.65
5.88
3.10
4.40
3.65
4.40
3.65
3.40
4.40
3.65
3.40
1.45
1.45
1.60
1.45
1.60
3.65
2.30
1.25
1.75
2.00
1.25
1.25
2.00
1.25
2.00
1.75
1.25
2.00
2.05
1.75
Maturity
9/15/2022
3/1/2019
6/1/2022
6/1/2015
2/22/2016
3/3/2017
9/18/2042
3/15/2024
3/15/2020
3/15/2022
3/15/2044
9/18/2042
3/15/2019
9/15/2037
9/15/2017
4/1/2020
4/1/2020
1/25/2023
7/15/2023
1/15/2024
6/24/2020
6/28/2017
9/9/2016
7/14/2016
9/10/2018
10/19/2016
9/10/2018
7/14/2016
9/9/2016
5/2/2017
7/2/2019
5/15/2018
11/8/2043
5/15/2018
11/8/2020
11/8/2043
5/15/2018
5/15/2018
6/26/2017
1/17/2019
9/21/2022
12/1/2023
2/6/2022
12/1/2023
3/10/2035
8/15/2023
4/24/2020
12/1/2023
5/6/2044
12/1/2023
5/6/2024
5/6/2044
12/1/2023
5/6/2024
8/15/2016
8/15/2016
11/15/2018
8/15/2016
11/15/2018
12/1/2023
7/20/2016
10/5/2017
5/22/2017
9/15/2016
10/5/2017
10/5/2017
10/24/2018
10/5/2017
10/24/2018
5/22/2017
10/5/2017
9/15/2016
1/12/2017
5/22/2017
Income
Market Value
Receivable
1,973,760.00
100,692.00
1,297,925.00
1,008,408.00
2,145,602.00
3,009,690.00
844,543.80
1,433,557.80
466,565.40
81,360.00
651,288.55
810,567.90
1,163,097.20
198,751.50
764,174.25
913,972.50
988,942.50
1,039,277.00
1,149,630.30
1,769,397.36
5,788,276.00
601,925.80
3,401,733.40
588,815.70
2,314,957.50
2,065,320.00
2,314,957.50
4,132,040.00
4,058,144.00
2,994,600.00
2,993,364.00
2,782,279.26
2,256,020.00
3,011,384.60
581,012.10
772,686.85
830,381.80
2,551,173.00
4,992,555.00
3,037,080.00
2,166,771.75
2,106,680.00
3,443,877.00
1,005,939.70
2,345,980.00
628,056.00
781,109.00
3,160,020.00
447,594.10
1,374,608.70
380,926.10
560,840.80
811,071.80
1,750,201.00
1,268,575.00
1,268,575.00
1,000,270.00
1,268,575.00
1,000,270.00
2,554,349.50
4,116,804.00
1,017,878.40
1,706,460.00
2,047,560.00
1,995,840.00
1,995,840.00
1,765,050.00
1,995,840.00
1,765,050.00
2,031,500.00
1,995,840.00
5,118,925.00
5,125,575.00
2,031,492.00
25,822.22
1,050.69
10,546.88
3,437.50
2,750.00
16,316.67
15,756.67
25,568.33
8,618.17
1,152.78
14,301.53
15,122.78
11,687.00
4,461.25
18,363.75
21,588.54
23,359.38
2,862.00
4,111.25
7,937.94
43,066.11
1,613.94
5,446.53
1,860.42
28,054.69
17,416.67
28,054.69
13,055.56
28,500.00
11,156.25
10,447.92
687.62
30,133.33
744.24
5,143.07
10,320.67
205.22
630.50
9,027.78
8,250.00
23,733.33
18,250.00
5,566.32
8,714.38
55,812.50
840.44
10,865.56
27,375.00
5,833.06
11,908.13
4,018.61
7,308.89
7,026.25
18,463.89
805.56
805.56
4,711.11
805.56
4,711.11
22,128.13
10,477.78
5,170.83
8,085.00
18,444.44
10,138.89
10,138.89
12,347.22
10,138.89
12,347.22
9,625.00
10,138.89
46,111.11
13,951.39
9,625.00
Par Value
Cost
% of MV
2,000,000.0000
100,000.0000
1,250,000.0000
1,000,000.0000
2,000,000.0000
3,000,000.0000
870,000.0000
1,380,000.0000
420,000.0000
80,000.0000
605,000.0000
835,000.0000
1,160,000.0000
150,000.0000
675,000.0000
829,000.0000
897,000.0000
1,060,000.0000
1,170,000.0000
1,679,000.0000
5,200,000.0000
595,000.0000
3,380,000.0000
570,000.0000
2,250,000.0000
2,000,000.0000
2,250,000.0000
4,000,000.0000
4,000,000.0000
3,000,000.0000
3,000,000.0000
2,781,000.0000
2,000,000.0000
3,010,000.0000
565,000.0000
685,000.0000
830,000.0000
2,550,000.0000
5,000,000.0000
3,000,000.0000
2,225,000.0000
2,000,000.0000
3,485,000.0000
955,000.0000
2,000,000.0000
610,000.0000
700,000.0000
3,000,000.0000
415,000.0000
1,305,000.0000
370,000.0000
520,000.0000
770,000.0000
1,700,000.0000
1,250,000.0000
1,250,000.0000
1,000,000.0000
1,250,000.0000
1,000,000.0000
2,425,000.0000
4,000,000.0000
1,020,000.0000
1,680,000.0000
2,000,000.0000
2,000,000.0000
2,000,000.0000
1,750,000.0000
2,000,000.0000
1,750,000.0000
2,000,000.0000
2,000,000.0000
5,000,000.0000
5,000,000.0000
2,000,000.0000
2,016,194.93
99,929.00
1,264,439.18
999,714.79
2,126,072.07
2,999,849.12
864,771.47
1,377,438.53
419,622.98
79,811.01
603,906.69
803,883.40
1,158,190.01
180,662.63
813,489.75
915,929.81
991,060.36
1,058,125.00
1,101,391.64
1,710,531.32
5,730,927.32
602,639.80
3,380,000.00
569,181.89
2,281,105.65
2,008,468.04
2,281,105.67
4,080,093.05
3,994,328.78
2,991,299.70
2,996,432.00
2,785,155.92
1,990,046.53
3,006,288.32
564,873.83
681,590.94
832,677.50
2,552,782.52
4,950,428.71
3,001,727.32
2,230,845.94
1,993,629.41
3,333,577.08
951,958.03
1,992,131.91
606,414.74
696,771.71
2,990,444.11
411,692.56
1,327,015.39
367,361.90
515,819.20
771,939.00
1,688,412.27
1,260,286.20
1,260,286.20
998,581.11
1,260,286.20
998,581.11
2,445,544.88
4,082,279.45
1,019,630.41
1,676,593.68
2,015,958.90
1,999,278.71
1,999,278.71
1,750,315.69
1,999,278.71
1,750,315.69
2,025,871.84
1,999,278.71
5,095,759.93
5,087,693.04
2,020,383.69
0.0092%
0.0005%
0.0060%
0.0047%
0.0100%
0.0140%
0.0039%
0.0067%
0.0022%
0.0004%
0.0030%
0.0038%
0.0054%
0.0009%
0.0035%
0.0042%
0.0046%
0.0048%
0.0053%
0.0082%
0.0269%
0.0028%
0.0158%
0.0027%
0.0107%
0.0096%
0.0107%
0.0192%
0.0188%
0.0139%
0.0139%
0.0129%
0.0105%
0.0140%
0.0027%
0.0036%
0.0039%
0.0118%
0.0232%
0.0141%
0.0101%
0.0098%
0.0160%
0.0047%
0.0109%
0.0029%
0.0036%
0.0147%
0.0021%
0.0064%
0.0018%
0.0026%
0.0038%
0.0081%
0.0059%
0.0059%
0.0046%
0.0059%
0.0046%
0.0119%
0.0191%
0.0047%
0.0079%
0.0095%
0.0093%
0.0093%
0.0082%
0.0093%
0.0082%
0.0094%
0.0093%
0.0238%
0.0238%
0.0094%
Stated
Security ID
89233P6J0
89236TBH7
459200GM7
459200GM7
459200HB0
459200HU8
459200GJ4
459200HG9
459200HC8
459200HG9
459200HK0
459200HK0
459200HK0
459200GU9
78008SE28
78008S7D2
586054AB4
78008SVD5
78008SVD5
78008S7D2
78008SVD5
78008S7D2
78008SVD5
78008S7D2
78008K5V1
78008SPH3
78010UBY2
78010UD20
78010UNX1
19416QDZ0
19416QED8
19416QDX5
742741AA9
742718CB3
78011DAF1
78011DAF1
78011DAF1
023135AJ5
36962G3H5
36962G4L5
36962G4Y7
36962G5C4
36962G5J9
36962GW75
36962G4B7
36962G3P7
36962G4D3
36962G5Z3
36962G6S8
36962G5J9
36962G6S8
36962G2T0
36962G3U6
36962G4B7
36962G4D3
36962G4R2
36962G4Y7
36962G5Z3
36962G6F6
36962GU51
36962G4B7
36962G7K4
36962G4R2
36962G3P7
36962G4B7
36962G4D3
36962G5W0
36962G4J0
36962G3P7
36962G7F5
36962G5J9
36962G2T0
36962G6S8
36962GX74
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS

INTERNATIONAL BUSINESS MACHINE
MEMORIAL SLOAN-KETTERING CANCE
COLGATE-PALMOLIVE CO
PROCTER & GAMBLE - ESOP
AMAZON.COM INC
GENERAL ELEC CAP CORP
Coupon
0.88
1.13
7.63
7.63
0.55
3.63
5.70
1.88
1.25
1.88
1.25
1.25
1.25
2.00
0.60
2.20
4.13
1.50
1.50
2.20
1.50
2.20
1.50
2.20
2.88
0.80
1.45
1.25
1.20
2.30
1.50
1.30
9.36
5.50
2.00
2.00
2.00
2.50
5.63
3.50
4.63
2.95
4.65
0.62
6.88
5.88
6.00
1.63
3.10
4.65
3.10
5.55
5.63
6.88
6.00
4.38
4.63
1.63
3.15
0.43
6.88
3.45
4.38
5.88
6.88
6.00
2.30
5.50
5.88
0.74
4.65
5.55
3.10
0.71
Maturity
7/17/2015
5/16/2017
10/15/2018
10/15/2018
2/6/2015
2/12/2024
9/14/2017
8/1/2022
2/6/2017
8/1/2022
2/8/2018
2/8/2018
2/8/2018
1/5/2016
3/8/2016
7/27/2018
7/1/2052
1/16/2018
1/16/2018
7/27/2018
1/16/2018
7/27/2018
1/16/2018
7/27/2018
4/19/2016
10/30/2015
9/9/2016
6/16/2017
1/23/2017
5/3/2022
11/1/2018
1/15/2017
1/1/2021
2/1/2034
10/1/2018
10/1/2018
10/1/2018
11/29/2022
9/15/2017
6/29/2015
1/7/2021
5/9/2016
10/17/2021
5/5/2026
1/10/2039
1/14/2038
8/7/2019
7/2/2015
1/9/2023
10/17/2021
1/9/2023
5/4/2020
5/1/2018
1/10/2039
8/7/2019
9/16/2020
1/7/2021
7/2/2015
9/7/2022
1/8/2016
1/10/2039
5/15/2024
9/16/2020
1/14/2038
1/10/2039
8/7/2019
4/27/2017
1/8/2020
1/14/2038
1/14/2019
10/17/2021
5/4/2020
1/9/2023
8/15/2036
Income
Market Value
Receivable
4,020,344.00
4,996,830.00
2,453,678.58
2,454,260.00
1,376,966.25
7,696,617.60
339,411.00
373,508.00
1,007,190.00
1,167,212.50
1,245,112.50
1,245,112.50
1,245,112.50
6,566,730.89
2,258,145.00
1,705,339.05
74,243.25
2,255,647.50
2,255,647.50
1,020,550.00
2,255,647.50
2,041,100.00
2,255,647.50
2,041,100.00
5,185,210.00
3,010,833.00
2,025,870.00
3,002,544.00
6,021,702.00
2,185,728.75
989,090.00
4,029,940.00
76,493.95
124,161.00
4,055,520.00
9,327,696.00
2,747,614.80
4,220,563.40
2,783,404.90
137,422.36
1,073,926.56
135,141.50
436,940.40
2,814,000.00
3,489,494.40
1,758,689.35
2,796,657.50
1,986,123.75
1,252,725.00
2,240,720.00
3,006,540.00
232,114.00
2,959,086.00
193,860.80
506,342.20
813,837.20
380,745.60
1,091,610.00
243,319.20
1,701,700.00
1,449,801.84
7,705,907.50
5,267,946.20
99,431.20
1,530,115.60
194,294.10
591,140.25
461,984.00
857,594.10
1,332,989.75
2,828,909.00
4,961,436.75
2,705,886.00
2,836,416.00
4,277.78
16,406.25
57,611.11
57,611.11
525.17
14,195.90
7,932.50
625.00
868.06
1,953.13
998.26
998.26
998.26
20,020.00
3,115.61
3,471.97
515.63
4,218.75
4,218.75
2,077.78
4,218.75
4,155.56
4,218.75
4,155.56
52,708.33
8,066.67
13,855.56
7,812.50
7,600.00
16,774.03
5,000.00
6,644.44
946.86
458.33
33,333.33
76,666.67
22,583.33
28,206.94
64,247.19
807.72
6,653.06
1,193.11
6,750.25
1,390.73
24,543.75
10,853.25
9,500.00
5,233.18
5,597.22
34,616.67
13,433.33
3,607.50
48,750.00
1,363.54
1,720.00
14,838.54
2,358.75
2,876.25
3,654.00
1,124.86
10,197.34
76,695.42
96,049.48
613.61
10,762.24
660.00
4,555.28
3,238.89
5,292.40
1,341.06
43,703.54
77,110.31
12,090.00
1,112.03
Par Value
Cost
% of MV
4,000,000.0000
5,000,000.0000
2,000,000.0000
2,000,000.0000
1,375,000.0000
7,420,000.0000
300,000.0000
400,000.0000
1,000,000.0000
1,250,000.0000
1,250,000.0000
1,250,000.0000
1,250,000.0000
6,435,000.0000
2,250,000.0000
1,671,000.0000
75,000.0000
2,250,000.0000
2,250,000.0000
1,000,000.0000
2,250,000.0000
2,000,000.0000
2,250,000.0000
2,000,000.0000
5,000,000.0000
3,000,000.0000
2,000,000.0000
3,000,000.0000
6,000,000.0000
2,225,000.0000
1,000,000.0000
4,000,000.0000
60,696.0000
100,000.0000
4,000,000.0000
9,200,000.0000
2,710,000.0000
4,415,000.0000
2,477,000.0000
134,000.0000
959,000.0000
130,000.0000
390,000.0000
3,000,000.0000
2,520,000.0000
1,415,000.0000
2,375,000.0000
1,965,000.0000
1,250,000.0000
2,000,000.0000
3,000,000.0000
200,000.0000
2,600,000.0000
140,000.0000
430,000.0000
740,000.0000
340,000.0000
1,080,000.0000
240,000.0000
1,700,000.0000
1,047,000.0000
7,550,000.0000
4,790,000.0000
80,000.0000
1,105,000.0000
165,000.0000
575,000.0000
400,000.0000
690,000.0000
1,325,000.0000
2,525,000.0000
4,275,000.0000
2,700,000.0000
3,300,000.0000
3,999,380.97
4,997,609.20
1,995,994.75
2,268,924.07
1,374,031.98
7,482,030.86
353,976.00
354,900.00
1,008,410.00
1,128,921.95
1,246,050.49
1,246,050.50
1,246,050.50
6,540,960.37
2,253,060.43
1,671,000.00
74,542.21
2,232,000.34
2,232,000.35
1,000,000.00
2,232,000.35
2,000,000.00
2,232,000.35
2,000,000.00
5,143,484.96
2,999,721.94
1,998,338.47
2,998,940.08
5,995,648.03
2,260,286.54
994,997.01
3,993,860.77
70,518.90
121,259.00
3,997,497.68
9,295,011.30
2,708,240.92
4,229,221.56
2,619,641.51
134,641.18
1,067,549.87
130,018.30
435,934.12
3,000,000.00
2,726,975.58
1,387,976.35
2,528,657.77
1,973,412.73
1,247,991.01
2,099,209.95
2,930,352.63
229,095.49
2,597,445.08
174,455.79
429,757.17
783,106.88
339,160.07
1,084,610.41
242,799.02
1,696,137.28
1,241,248.74
7,521,968.52
4,870,803.48
78,976.15
1,332,165.89
164,891.23
574,591.05
426,796.00
810,931.60
1,325,000.00
2,820,098.12
4,940,430.69
2,609,363.61
2,733,841.22
0.0187%
0.0232%
0.0114%
0.0114%
0.0064%
0.0357%
0.0016%
0.0017%
0.0047%
0.0054%
0.0058%
0.0058%
0.0058%
0.0305%
0.0105%
0.0079%
0.0003%
0.0105%
0.0105%
0.0047%
0.0105%
0.0095%
0.0105%
0.0095%
0.0241%
0.0140%
0.0094%
0.0139%
0.0280%
0.0101%
0.0046%
0.0187%
0.0004%
0.0006%
0.0188%
0.0433%
0.0128%
0.0196%
0.0129%
0.0006%
0.0050%
0.0006%
0.0020%
0.0131%
0.0162%
0.0082%
0.0130%
0.0092%
0.0058%
0.0104%
0.0140%
0.0011%
0.0137%
0.0009%
0.0024%
0.0038%
0.0018%
0.0051%
0.0011%
0.0079%
0.0067%
0.0358%
0.0245%
0.0005%
0.0071%
0.0009%
0.0027%
0.0021%
0.0040%
0.0062%
0.0131%
0.0230%
0.0126%
0.0132%
Stated
Security ID
36962G7G3
36962G7G3
36962G5N0
36962G5S9
36962G5W0
36962G6Z2
36962G7J7
037833AJ9
037833AL4
037833AN0
037833AK6
037833AL4
037833AK6
037833AQ3
037833AT7
037833AK6
037833AS9
037833AR1
89837RAA0
037833AJ9
037833AR1
037833AJ9
037833AJ9
037833AH3
91481CAA8
36962G6P4
36962G6M1
369604BF9
369604BH5
369604BD4
369604BE2
369604BH5
369604BH5
369604BC6
369604BF9
369604BH5
742651DK5
575718AB7
44266RAC1
575718AA9
740816AK9
854403AB8
854403AC6
89837LAA3
89837LAB1
89837LAA3
30231GAA0
594918AR5
594918AQ7
594918AW4
594918AV6
594918AV6
48245ABW0
500769GA6
500769FW9
98385XAL0
29078EAA3
29078EAB1
21079NAA9
21079NAA9
552676AP3
969457BU3
969457BW9
552676AR9
008252AM0
008252AM0
718546AC8
718546AC8
03937LAA3
694308GE1
694308GJ0
694308HD2
03937LAA3
694308GE1
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS

GENERAL ELEC CAP CORP
APPLE INC
APPLE INC
APPLE INC
APPLE INC
APPLE INC
APPLE INC
APPLE INC
APPLEINC
APPLE INC
APPLE INC
APPLE INC
TRUSTEES OF DARTMOUTH COLLEGE
APPLE INC
APPLE INC
APPLE INC
APPLE INC
APPLE INC
UNIVERSITY OF PENNSYLVANIA
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO
PRIVATE EXPORT FUNDING CORP
MASS INSTITUTE OF TECH
HOWARD HUGHES MEDICAL INSTITUT
MASSACHUSETTS INSTITUTE OF TEC
PRESIDENT AND FELLOWS OF HARVA
BOARD OF TRUSTEES OF THE LELAN
BOARD OF TRUSTEES OF THE LELAN
PRINCETON UNIVERSITY
EXXON MOBIL CORPORATION
MICROSOFT CORP
MICROSOFT CORP
MICROSOFT CORP
MICROSOFT CORP
MICROSOFT CORP
KFW
KFW
KFW
XTO ENERGY INC
EMBARQ CORP
EMBARQ CORP
MDC HOLDINGS INC
WILLIAMS COS INC/THE
WILLIAMS COMPANIES INC
MDC HOLDINGS INC
AFFILIATED MANAGERS GROUP INC
AFFILIATED MANAGERS GROUP INC
PHILLIPS 66
PHILLIPS 66
ARCH CAPITAL GROUP LTD
PACIFIC GAS & ELECTRIC CO
ARCH CAPITAL GROUP LTD
Coupon
2.30
2.30
2.90
2.45
2.30
1.50
1.25
1.00
3.85
0.31
2.40
3.85
2.40
2.10
4.45
2.40
3.45
2.85
4.75
1.00
2.85
1.00
1.00
0.45
4.67
2.10
1.00
4.13
4.50
2.70
0.85
4.50
4.50
5.25
4.13
4.50
2.25
4.68
3.50
5.60
3.53
4.25
4.75
4.95
5.70
4.95
0.92
3.50
2.13
3.63
1.63
1.63
0.38
1.88
2.75
6.25
8.00
7.08
5.98
5.98
5.63
3.70
4.55
5.50
4.25
4.25
4.30
4.30
7.35
6.05
5.80
4.60
7.35
6.05
Maturity
1/14/2019
1/14/2019
1/9/2017
3/15/2017
4/27/2017
7/12/2016
5/15/2017
5/3/2018
5/4/2043
5/5/2017
5/3/2023
5/4/2043
5/3/2023
5/6/2019
5/6/2044
5/3/2023
5/6/2024
5/6/2021
6/1/2019
5/3/2018
5/6/2021
5/3/2018
5/3/2018
5/3/2016
9/1/2039
12/11/2019
12/11/2015
10/9/2042
3/11/2044
10/9/2022
10/9/2015
3/11/2044
3/11/2044
12/6/2017
10/9/2042
3/11/2044
12/15/2017
7/1/2114
9/1/2023
7/1/2039
10/1/2031
5/1/2016
5/1/2019
3/1/2019
3/1/2039
3/1/2019
3/15/2017
11/15/2042
11/15/2022
12/15/2023
12/6/2018
12/6/2018
10/13/2016
4/1/2019
10/1/2020
8/1/2017
6/1/2036
6/1/2016
10/19/2023
10/19/2023
2/1/2020
1/15/2023
6/24/2024
1/15/2024
2/15/2024
2/15/2024
4/1/2022
4/1/2022
5/1/2034
3/1/2034
3/1/2037
6/15/2043
5/1/2034
3/1/2034
Income
Market Value
Receivable
1,273,275.00
1,273,275.00
6,248,280.00
2,063,260.00
7,196,518.00
5,067,540.00
2,005,184.00
1,004,879.25
1,164,328.24
7,126,149.80
1,415,011.75
1,731,663.20
2,877,990.00
1,720,379.70
216,221.70
3,861,303.25
9,279,505.00
376,719.20
179,627.20
1,225,462.50
509,080.00
1,225,462.50
1,225,462.50
4,992,040.00
865,839.40
1,640,128.75
763,260.52
819,752.00
2,791,617.75
2,468,575.00
411,787.60
424,456.50
261,204.00
39,238.85
15,370.35
527,849.75
1,637,083.10
232,297.80
124,939.20
303,015.80
247,075.00
369,824.00
50,553.90
226,016.00
182,520.80
1,770,835.36
5,002,770.00
1,344,462.00
2,529,686.25
381,340.80
3,001,410.00
2,000,940.00
4,014,520.00
4,039,800.00
769,755.40
45,808.40
202,480.20
44,004.80
51,681.57
469,832.47
1,597,500.00
282,007.74
2,683,761.60
1,141,971.85
392,822.24
444,014.50
1,191,971.00
2,080,531.20
729,215.11
250,662.00
97,871.20
713,543.30
1,389,000.00
125,331.00
3,753.47
3,753.47
25,133.33
22,594.44
55,455.56
10,208.33
7,361.11
3,359.72
15,227.71
1,581.39
11,603.33
22,647.63
23,600.00
11,571.00
2,914.13
31,663.33
99,463.02
3,368.54
1,900.00
4,097.22
4,552.08
4,097.22
4,097.22
7,375.00
19,397.10
7,583.33
1,684.44
13,016.67
54,506.25
26,625.00
1,374.64
8,287.50
5,100.00
433.85
244.06
10,306.25
7,528.75
1,637.30
2,100.00
2,146.67
3,676.04
4,958.33
712.50
4,950.00
3,990.00
38,783.25
20,594.58
15,149.17
16,424.48
2,755.00
11,510.42
7,673.61
2,131.11
31,250.00
8,479.17
208.33
3,597.75
708.20
1,016.84
9,243.97
7,031.25
1,389.97
22,567.37
7,835.97
710.22
802.78
19,708.33
34,400.00
12,862.50
6,050.00
2,320.00
6,506.44
24,500.00
3,025.00
Par Value
Cost
% of MV
1,250,000.0000
1,250,000.0000
6,000,000.0000
2,000,000.0000
7,000,000.0000
5,000,000.0000
2,000,000.0000
1,025,000.0000
1,217,000.0000
7,130,000.0000
1,475,000.0000
1,810,000.0000
3,000,000.0000
1,710,000.0000
205,000.0000
4,025,000.0000
9,025,000.0000
370,000.0000
160,000.0000
1,250,000.0000
500,000.0000
1,250,000.0000
1,250,000.0000
5,000,000.0000
830,000.0000
1,625,000.0000
758,000.0000
800,000.0000
2,565,000.0000
2,500,000.0000
410,000.0000
390,000.0000
240,000.0000
35,000.0000
15,000.0000
485,000.0000
1,585,000.0000
210,000.0000
120,000.0000
230,000.0000
250,000.0000
350,000.0000
45,000.0000
200,000.0000
140,000.0000
1,567,000.0000
5,000,000.0000
1,470,000.0000
2,625,000.0000
360,000.0000
3,000,000.0000
2,000,000.0000
4,000,000.0000
4,000,000.0000
740,000.0000
40,000.0000
180,000.0000
40,000.0000
46,351.1800
421,374.4100
1,500,000.0000
294,000.0000
2,665,000.0000
1,115,000.0000
376,000.0000
425,000.0000
1,100,000.0000
1,920,000.0000
525,000.0000
200,000.0000
80,000.0000
670,000.0000
1,000,000.0000
100,000.0000
1,247,933.94
1,247,933.94
6,220,772.37
2,060,225.34
7,174,064.36
4,999,006.66
1,999,729.43
1,022,207.47
1,210,090.04
7,130,000.00
1,473,274.30
1,539,901.53
2,996,490.07
1,723,543.20
203,896.75
4,020,290.84
9,158,458.97
369,089.80
171,662.40
1,246,604.38
498,821.84
1,246,604.37
1,246,604.37
4,994,957.12
825,632.11
1,624,028.55
757,675.18
795,647.27
2,541,811.72
2,495,125.60
409,959.07
386,474.29
237,830.34
34,946.27
14,918.39
480,544.53
1,641,616.20
210,000.00
119,751.60
229,036.30
219,142.50
389,529.00
48,750.30
215,194.00
151,377.80
1,762,442.09
5,000,000.00
1,453,864.11
2,547,777.21
358,228.80
2,985,176.73
1,990,117.82
4,006,975.33
4,042,314.15
765,696.85
40,232.64
180,997.94
39,997.60
46,351.18
463,514.17
1,633,224.71
281,609.18
2,676,072.66
1,115,000.00
372,880.21
421,473.65
1,126,967.88
2,054,116.16
574,898.42
214,125.06
79,530.19
674,092.91
1,371,651.90
100,436.00
0.0059%
0.0059%
0.0290%
0.0096%
0.0334%
0.0235%
0.0093%
0.0047%
0.0054%
0.0331%
0.0066%
0.0080%
0.0134%
0.0080%
0.0010%
0.0179%
0.0431%
0.0017%
0.0008%
0.0057%
0.0024%
0.0057%
0.0057%
0.0232%
0.0040%
0.0076%
0.0035%
0.0038%
0.0130%
0.0115%
0.0019%
0.0020%
0.0012%
0.0002%
0.0001%
0.0025%
0.0076%
0.0011%
0.0006%
0.0014%
0.0011%
0.0017%
0.0002%
0.0010%
0.0008%
0.0082%
0.0232%
0.0062%
0.0117%
0.0018%
0.0139%
0.0093%
0.0186%
0.0188%
0.0036%
0.0002%
0.0009%
0.0002%
0.0002%
0.0022%
0.0074%
0.0013%
0.0125%
0.0053%
0.0018%
0.0021%
0.0055%
0.0097%
0.0034%
0.0012%
0.0005%
0.0033%
0.0064%
0.0006%
Stated
Security ID
26441CAL9
744533BK5
26441CAF2
26441CAB1
19122TAB5
26441CAD7
26441CAM7
04010LAN3
28370TAG4
52107QAF2
524901AS4
31428XAT3
50247VAA7
524901AS4
50247VAC3
454889AP1
50247VAC3
31428XAS5
31428XAS5
14040HAY1
78355HJW0
14040HBD6
14040HBF1
53117CAK8
53117CAM4
53117CAN2
53117CAP7
53117CAQ5
053332AM4
053332AL6
61945CAC7
743263AS4
743263AS4
61945CAD5
53117CAM4
140420MV9
893521AB0
140420MV9
29266MAE9
092113AH2
565849AK2
776696AF3
29250RAU0
737415AL3
948741AH6
448579AE2
460146CG6
651639AN6
720198AD2
72650RBD3
337738AM0
06849RAF9
655044AG0
72650RBD3
067901AQ1
90265EAJ9
42225UAC8
655044AF2
224399AR6
224399AS4
391164AE0
391164AF7
42225UAC8
460146CH4
460146CK7
754730AB5
073730AD5
337738AK4
460146CE1
460146CH4
655044AE5
655044AF2
337738AK4
337738AL2
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
DUKE ENERGY CORP

PUBLIC SERVICE CO OF OKLAHOMA
DUKE ENERGY CORP
DUKE ENERGY CORP
COCA-COLA ENTERPRISES INC
DUKE ENERGY CORP
DUKE ENERGY CORP
ARES CAPITAL CORP
EL PASO PIPELINE PART OP
LAZARD GROUP LLC
LEGG MASON INC
FEDEX CORP
LYB INTL FINANCE BV
LEGG MASON INC
LYB INTL FINANCE BV
INDIANA MICHIGAN POWER CO
LYB INTL FINANCE BV
FEDEX CORP
FEDEX CORP
CAPITAL ONE FINANCIAL CORP
RYDER SYSTEM INC
CAPITAL ONE FINANCIAL CORP
CAPITAL ONE FINANCIAL CO
LIBERTY PROPERTY LP
LIBERTY PROPERTY LP
LIBERTY PROPERTY LP
LIBERTY PROPERTY LP
LIBERTY PROPERTY LP
AUTOZONE INC
AUTOZONE INC
MOSAIC CO/THE
PROGRESS ENERGY INC
PROGRESS ENERGY INC
MOSAIC CO/THE
LIBERTY PROPERTY LP
CAPITAL ONE BANK USA NA
TRANSATLANTIC HOLDINGS INC
IBERDROLA INTERNATIONAL BV
BLACK HILLS CORP
MARATHON OIL CORP
ROPER INDUSTRIES INC
ENBRIDGE ENERGY PARTNERS LP
POST APARTMENT HOMES LP
WEINGARTEN REALTY INVESTORS
HYATT HOTELS CORP
INTERNATIONAL PAPER CO
NEWMONT MINING CORP
PIEDMONT OPERATING PARTN
PLAINS ALL AMERICAN PIPELINE L
FISERV INC
BARRICK NORTH AMERICA FINANCE
NOBLE ENERGY INC
PLAINS ALL AMERICAN PIPELINE L
BARRICK GOLD CORP
UDR INC
HEALTHCARE TRUST OF AMER
NOBLE ENERGY INC
CRANE CO
CRANE CO
GREAT PLAINS ENERGY INC
GREAT PLAINS ENERGY INC
HEALTHCARE TRUST OF AMER
RAYMOND JAMES FINANCIAL INC
BEAM INC
FISERV INC
NOBLE ENERGY INC
NOBLE ENERGY INC
FISERV INC
FISERV INC
Coupon
3.95
5.15
3.55
6.25
4.50
5.05
0.61
4.88
4.30
4.25
2.70
3.88
4.00
2.70
4.88
3.20
4.88
2.63
2.63
4.75
2.55
3.50
3.75
5.50
4.75
4.13
3.38
4.40
3.70
4.00
4.25
3.15
3.15
5.45
4.75
8.80
8.00
8.80
6.75
4.25
2.80
2.05
4.20
3.38
3.38
3.38
4.75
3.50
4.45
3.85
3.50
4.40
5.25
3.85
4.10
3.75
3.38
4.15
4.45
2.75
4.85
5.29
3.38
6.00
4.80
8.60
1.88
3.13
7.50
6.00
6.00
4.15
3.13
4.75
Maturity
10/15/2023
12/1/2019
9/15/2021
6/15/2018
9/1/2021
9/15/2019
4/3/2017
11/30/2018
5/1/2024
11/14/2020
7/15/2019
8/1/2042
7/15/2023
7/15/2019
3/15/2044
3/15/2023
3/15/2044
8/1/2022
8/1/2022
7/15/2021
6/1/2019
6/15/2023
4/24/2024
12/15/2016
10/1/2020
6/15/2022
6/15/2023
2/15/2024
4/15/2022
11/15/2020
11/15/2023
4/1/2022
4/1/2022
11/15/2033
10/1/2020
7/15/2019
11/30/2039
7/15/2019
9/15/2033
11/30/2023
11/1/2022
10/1/2018
9/15/2021
12/1/2022
10/15/2022
7/15/2023
2/15/2022
3/15/2022
3/15/2024
10/15/2023
10/1/2022
5/30/2021
11/15/2043
10/15/2023
5/1/2023
7/1/2024
7/15/2021
12/15/2021
12/15/2023
12/15/2018
6/1/2021
6/15/2022
7/15/2021
11/15/2041
6/15/2044
8/15/2019
5/15/2017
6/15/2016
8/15/2021
11/15/2041
3/1/2041
12/15/2021
6/15/2016
6/15/2021
Income
Market Value
Receivable
637,026.00
927,951.75
352,795.20
103,987.80
385,329.00
2,540,317.50
2,256,345.00
1,211,398.55
2,097,027.00
495,389.40
589,954.95
1,693,162.20
581,751.50
458,853.85
1,830,356.00
1,132,118.40
323,004.00
360,809.20
1,657,772.00
1,681,801.50
1,585,276.10
848,698.68
639,381.25
544,415.00
1,083,270.00
440,512.80
478,268.09
1,057,870.00
2,550,798.60
634,614.00
972,480.60
1,126,849.80
294,402.20
1,903,482.70
297,899.25
880,423.65
943,915.84
642,645.00
17,947.65
237,160.00
1,955,600.00
1,298,310.00
731,880.00
175,100.38
180,115.17
2,883,026.25
1,403,858.00
1,695,261.00
2,117,369.25
1,592,082.80
1,593,173.20
1,157,244.00
592,529.40
547,924.60
1,673,397.00
995,677.40
2,840,622.25
1,112,656.05
516,733.55
214,964.40
554,615.00
713,985.80
1,649,069.20
2,199,678.30
1,549,343.25
2,639,763.00
266,711.90
36,310.05
44,627.10
336,562.80
302,055.00
403,136.25
165,988.80
167,014.50
8,953.33
10,621.88
5,483.76
1,187.50
7,875.00
52,393.75
2,294.25
14,109.74
29,138.47
5,937.01
2,851.88
5,828.65
2,811.11
2,218.13
42,128.13
16,526.22
7,434.38
809.38
3,718.75
9,195.21
10,008.75
6,228.83
8,268.23
5,805.56
19,791.67
3,657.50
3,469.88
1,955.56
34,385.33
7,066.67
11,387.64
14,568.75
3,806.25
26,798.86
5,442.71
7,702.44
13,427.56
5,622.22
466.88
2,363.47
18,666.67
11,104.17
13,246.80
1,501.88
2,785.69
12,614.06
2,681.11
27,839.58
44,453.65
22,398.44
22,895.83
12,234.44
8,192.92
7,708.56
22,550.00
6,669.27
17,214.84
9,067.75
4,556.31
1,219.17
6,062.50
6,926.64
9,993.75
32,330.00
16,146.00
8,026.67
1,463.02
230.90
116.67
4,946.67
7,500.00
3,285.42
1,055.56
1,504.17
Par Value
Cost
% of MV
600,000.0000
825,000.0000
335,000.0000
90,000.0000
350,000.0000
2,250,000.0000
2,250,000.0000
1,145,000.0000
2,050,000.0000
470,000.0000
585,000.0000
1,805,000.0000
550,000.0000
455,000.0000
1,700,000.0000
1,120,000.0000
300,000.0000
370,000.0000
1,700,000.0000
1,515,000.0000
1,570,000.0000
843,000.0000
625,000.0000
500,000.0000
1,000,000.0000
420,000.0000
487,000.0000
1,000,000.0000
2,460,000.0000
600,000.0000
910,000.0000
1,110,000.0000
290,000.0000
1,670,000.0000
275,000.0000
685,000.0000
664,000.0000
500,000.0000
15,000.0000
220,000.0000
2,000,000.0000
1,300,000.0000
684,000.0000
178,000.0000
179,000.0000
2,925,000.0000
1,270,000.0000
1,725,000.0000
2,055,000.0000
1,540,000.0000
1,570,000.0000
1,100,000.0000
530,000.0000
530,000.0000
1,650,000.0000
985,000.0000
2,825,000.0000
1,035,000.0000
485,000.0000
210,000.0000
500,000.0000
620,000.0000
1,640,000.0000
1,830,000.0000
1,495,000.0000
2,100,000.0000
265,000.0000
35,000.0000
35,000.0000
280,000.0000
250,000.0000
375,000.0000
160,000.0000
150,000.0000
598,861.88
869,851.38
357,483.78
89,884.23
381,885.00
2,518,259.46
2,250,000.00
1,139,576.75
2,056,648.72
468,608.86
583,751.52
1,604,262.07
550,514.23
454,028.96
1,683,118.24
1,118,427.35
296,519.95
343,907.60
1,586,718.52
1,509,854.92
1,568,293.54
815,232.58
624,448.22
499,034.66
999,617.54
419,336.90
486,595.03
999,884.31
2,486,195.83
604,017.85
912,882.50
1,145,567.27
284,522.97
1,669,047.27
274,348.25
768,251.91
918,833.43
566,119.53
16,146.88
218,966.00
1,925,614.70
1,298,109.91
682,972.41
177,958.66
178,421.56
2,916,292.68
1,269,239.39
1,714,728.27
2,050,876.86
1,537,082.14
1,571,634.00
1,184,606.49
528,492.18
528,995.81
1,614,466.20
981,624.65
2,803,063.71
1,036,787.70
491,685.76
210,107.01
532,777.57
691,446.45
1,637,770.21
2,121,534.48
1,487,238.13
2,482,618.28
264,660.57
34,992.24
34,981.55
279,977.20
284,745.39
380,792.69
159,904.00
154,131.00
0.0030%
0.0043%
0.0016%
0.0005%
0.0018%
0.0118%
0.0105%
0.0056%
0.0097%
0.0023%
0.0027%
0.0079%
0.0027%
0.0021%
0.0085%
0.0053%
0.0015%
0.0017%
0.0077%
0.0078%
0.0074%
0.0039%
0.0030%
0.0025%
0.0050%
0.0020%
0.0022%
0.0049%
0.0118%
0.0029%
0.0045%
0.0052%
0.0014%
0.0088%
0.0014%
0.0041%
0.0044%
0.0030%
0.0001%
0.0011%
0.0091%
0.0060%
0.0034%
0.0008%
0.0008%
0.0134%
0.0065%
0.0079%
0.0098%
0.0074%
0.0074%
0.0054%
0.0028%
0.0025%
0.0078%
0.0046%
0.0132%
0.0052%
0.0024%
0.0010%
0.0026%
0.0033%
0.0077%
0.0102%
0.0072%
0.0123%
0.0012%
0.0002%
0.0002%
0.0016%
0.0014%
0.0019%
0.0008%
0.0008%
Stated
Security ID
776696AC0
776696AD8
90265EAG5
744499AP9
920355AG9
21079UAA3
720198AD2
737415AL3
42225UAB0
460146CE1
655044AF2
655422AU7
055299AL5
055299AL5
NABDV82X8
26441YAM9
570535AM6
88732JAN8
88732JAY4
88732JBB3
25389JAJ5
260543CC5
260543CF8
26441YAM9
26441YAQ0
26441YAV9
26441YAW7
26441YAX5
59523UAA5
84756NAB5
91529YAH9
91529YAJ5
96950FAM6
25470DAC3
494550AW6
84756NAD1
878742AW5
925524AH3
59156RAP3
929043AF4
96950FAG9
96950FAM6
11102AAA9
494550AQ9
494550AT3
501044CG4
88732JBD9
126117AR1
023551AF1
023551AJ3
279158AJ8
501044CK5
59156RAP3
88732JAS7
88732JAU2
88732JAY4
25470DAJ8
279158AC3
494550BS4
88732JAU2
42217KAU0
42809HAD9
494550BL9
96950FAM6
277432AP5
494550AZ9
494550BR6
494550BS4
620076BF5
88732JAS7
96950HAD2
494550BD7
620076BE8
925524AH3
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS

UDR INC
PUBLIC SERVICE CO OF NEW MEXIC
VALSPAR CORP/THE
PIEDMONT OPERATING PARTN
POST APARTMENT HOMES LP
HEALTHCARE TRUST OF AMERICA HO
NOBLE ENERGY INC
XSTRATA CANADA CORP
BBVA US SENIOR SAU
BBVA US SENIOR SAU
ECOPETROL SA
DUKE REALTY LP
MARKEL CORP
TIME WARNER CABLE INC
DIGITAL REALTY TRUST LP
DOW CHEMICAL CO/THE
DOW CHEMICAL CO/THE
DUKE REALTY LP
DUKE REALTY LP
DUKE REALTY LP
DUKE REALTY LP
DUKE REALTY LP
MID-AMERICA APARTMENTS LP
SPECTRA ENERGY PARTNERS LP
UNUM GROUP
UNUM GROUP
WILLIAMS PARTNERS LP
DISCOVERY COMMUNICATIONS LLC
KINDER MORGAN ENERGY PARTNERS
SPECTRA ENERGY PARTNERS LP
TECK RESOURCES LTD
CBS CORP
METLIFE INC
VORNADO REALTY LP
BRITISH TELECOMMUNICATIONS PLC
KROGER CO/THE
CNA FINANCIAL CORP
HESS CORP
HESS CORP
ECOPETROL SA
KROGER CO/THE
METLIFE INC
DISCOVERY COMMUNICATIONS LLC
ECOPETROL SA
HEALTH CARE REIT INC
HESS CORP
EASTMAN CHEMICAL CO
MOTOROLA SOLUTIONS INC
WILLIAMS PARTNERS LP / WILLIAM
MOTOROLA SOLUTIONS INC
CBS CORP
Coupon
6.25
1.85
4.63
7.95
4.20
7.25
4.45
3.38
3.70
7.50
4.15
5.50
4.66
4.66
5.88
5.95
3.63
7.30
5.88
5.50
5.25
4.25
4.13
5.95
6.50
4.38
3.88
3.63
4.30
4.60
5.63
5.75
4.30
5.05
6.95
4.75
6.25
7.88
6.40
4.25
4.13
4.30
5.95
7.30
5.80
6.40
4.50
5.75
7.88
7.30
5.88
6.90
6.40
8.25
6.75
5.88
4.88
5.88
4.15
6.75
4.95
5.60
3.95
4.30
4.65
9.00
2.65
4.15
4.00
8.25
7.25
6.50
5.50
7.88
Maturity
9/1/2019
11/15/2017
1/10/2022
5/15/2018
1/15/2022
5/10/2021
3/15/2024
12/1/2022
4/15/2023
8/15/2021
12/15/2021
6/15/2017
10/9/2015
10/9/2015
9/18/2023
2/15/2017
3/30/2023
7/1/2038
11/15/2040
9/1/2041
3/15/2021
11/15/2020
11/15/2021
2/15/2017
1/15/2018
6/15/2022
10/15/2022
4/15/2023
10/15/2023
6/15/2021
9/15/2020
8/15/2042
3/4/2024
6/1/2020
1/15/2038
3/15/2024
7/15/2041
7/30/2030
12/15/2066
4/1/2015
11/15/2020
3/4/2024
1/15/2018
8/15/2033
3/15/2035
8/15/2017
9/15/2042
8/15/2021
10/1/2029
8/15/2031
5/28/2045
4/15/2038
12/15/2066
4/1/2019
6/15/2039
11/15/2040
4/1/2043
9/18/2023
2/1/2024
6/15/2039
1/15/2021
2/15/2041
9/1/2022
3/4/2024
10/15/2044
2/1/2019
2/1/2019
2/1/2024
9/1/2024
4/1/2019
2/1/2017
9/1/2039
9/1/2044
7/30/2030
Income
Market Value
Receivable
263,398.50
231,513.40
207,265.30
546,614.25
815,352.30
1,172,258.27
850,038.75
877,469.32
1,586,592.00
1,530,072.00
1,290,036.00
1,425,060.00
1,289,290.00
779,812.50
297,700.00
1,158,171.00
754,950.00
1,112,260.59
361,341.00
549,774.50
1,092,530.00
414,226.60
751,877.10
215,088.90
706,869.60
518,336.70
762,288.28
470,267.76
196,317.42
166,789.60
170,664.60
2,539,447.68
775,086.00
1,983,065.50
705,835.50
3,934,692.00
894,904.20
2,758,540.00
783,612.50
1,011,610.00
2,043,129.60
1,684,060.00
1,063,599.90
1,389,391.94
1,104,920.00
1,230,865.20
1,518,420.00
1,634,962.00
587,928.60
365,922.90
517,660.80
306,852.20
1,274,075.00
2,214,132.80
275,278.50
493,832.70
246,714.40
687,000.00
487,881.60
589,882.50
2,626,939.60
1,612,812.22
1,229,442.00
1,101,438.00
567,392.00
436,007.55
287,681.85
350,664.90
833,279.90
1,931,076.05
1,172,623.95
2,343,260.00
1,849,724.10
1,510,300.65
7,031.25
1,252.86
1,244.90
10,650.79
4,105.50
22,373.41
17,846.35
7,526.25
22,364.44
4,000.00
10,513.33
15,094.44
22,812.14
13,797.67
6,916.18
2,776.67
11,403.65
9,745.50
5,189.58
13,062.50
24,208.33
4,755.28
8,526.38
515.67
5,190.97
4,525.69
10,876.69
6,463.78
3,021.47
1,476.09
3,864.69
5,425.44
15,665.98
22,409.38
5,106.32
78,850.00
6,468.75
13,562.50
9,390.22
17,708.33
23,320.00
34,038.08
7,108.60
3,614.31
26,744.44
3,072.00
31,125.00
3,577.78
13,781.25
876.00
7,285.00
5,995.33
15,267.56
60,500.00
2,992.50
7,092.43
4,793.75
15,960.42
1,660.00
6,412.50
14,927.00
3,387.38
23,858.00
22,262.18
7,667.33
2,587.50
629.38
1,193.13
1,113.33
52,765.63
6,253.13
65,000.00
3,272.50
7,425.47
Par Value
Cost
% of MV
225,000.0000
230,000.0000
190,000.0000
455,000.0000
765,000.0000
1,000,860.8500
825,000.0000
892,000.0000
1,600,000.0000
1,200,000.0000
1,200,000.0000
1,300,000.0000
1,240,000.0000
750,000.0000
260,000.0000
1,050,000.0000
750,000.0000
801,000.0000
300,000.0000
475,000.0000
1,000,000.0000
380,000.0000
702,000.0000
195,000.0000
625,000.0000
490,000.0000
743,000.0000
472,000.0000
186,000.0000
152,000.0000
149,000.0000
2,123,000.0000
741,000.0000
1,775,000.0000
575,000.0000
3,600,000.0000
810,000.0000
2,000,000.0000
695,000.0000
1,000,000.0000
1,920,000.0000
1,610,000.0000
935,000.0000
1,114,000.0000
1,000,000.0000
1,080,000.0000
1,500,000.0000
1,400,000.0000
420,000.0000
270,000.0000
480,000.0000
230,000.0000
1,130,000.0000
1,760,000.0000
210,000.0000
410,000.0000
236,000.0000
600,000.0000
480,000.0000
450,000.0000
2,360,000.0000
1,361,000.0000
1,208,000.0000
1,053,000.0000
560,000.0000
345,000.0000
285,000.0000
345,000.0000
835,000.0000
1,535,000.0000
1,035,000.0000
2,000,000.0000
1,785,000.0000
1,095,000.0000
275,247.00
229,793.00
188,290.00
555,086.35
808,246.66
1,154,908.58
823,344.73
837,091.55
1,513,163.10
1,483,097.26
1,255,054.72
1,428,091.97
1,240,000.00
777,690.00
257,667.13
1,097,672.43
748,947.92
985,638.39
323,041.38
504,180.46
973,816.80
383,063.82
699,886.67
194,168.40
625,283.41
487,097.83
738,930.73
468,608.45
184,354.98
151,964.29
155,896.70
2,263,712.30
739,513.38
1,994,236.17
575,463.11
3,592,148.56
807,790.39
2,528,798.27
693,928.80
1,005,364.97
1,921,585.59
1,606,769.97
932,765.24
1,113,452.90
997,992.22
1,099,077.10
1,135,676.68
1,453,983.01
465,475.47
297,050.28
476,822.58
280,357.72
1,092,782.85
1,988,633.69
204,860.44
414,859.72
234,345.51
675,637.66
486,700.46
567,005.39
2,498,733.00
1,495,881.89
1,206,211.25
1,050,888.40
554,107.99
370,258.85
284,797.88
344,071.46
818,797.83
1,903,661.24
1,132,128.57
2,267,954.94
1,782,876.96
1,288,087.75
0.0012%
0.0011%
0.0010%
0.0025%
0.0038%
0.0054%
0.0039%
0.0041%
0.0074%
0.0071%
0.0060%
0.0066%
0.0060%
0.0036%
0.0014%
0.0054%
0.0035%
0.0052%
0.0017%
0.0026%
0.0051%
0.0019%
0.0035%
0.0010%
0.0033%
0.0024%
0.0035%
0.0022%
0.0009%
0.0008%
0.0008%
0.0118%
0.0036%
0.0092%
0.0033%
0.0183%
0.0042%
0.0128%
0.0036%
0.0047%
0.0095%
0.0078%
0.0049%
0.0065%
0.0051%
0.0057%
0.0071%
0.0076%
0.0027%
0.0017%
0.0024%
0.0014%
0.0059%
0.0103%
0.0013%
0.0023%
0.0011%
0.0032%
0.0023%
0.0027%
0.0122%
0.0075%
0.0057%
0.0051%
0.0026%
0.0020%
0.0013%
0.0016%
0.0039%
0.0090%
0.0054%
0.0109%
0.0086%
0.0070%
Stated
Security ID
111021AE1
124857AJ2
260543CE1
494550BL9
570535AG9
570535AP9
571903AJ2
629568AX4
96950FAH7
219023AD0
26441YAQ0
878744AA9
929043AH0
279158AC3
494550AZ9
88732JAY4
26441YAM9
929043AG2
929043AH0
42217KAS5
42217KBC9
494550BS4
91913YAN0
42217KAW6
494550BT2
017175AC4
42217KAU0
494550BL9
96950FAM6
25459HAX3
25459HAZ8
25459HAW5
25459HBF1
53079EAG9
72447XAC1
25459HAW5
25459HBL8
25459HBL8
25459HBL8
25459HAY1
53079EAE4
905581AR5
80282KAA4
418056AT4
636180BJ9
666807BF8
887317AL9
92553PAU6
92553PAW2
92936MAE7
925524AX8
92553PAB8
00184AAG0
62944TAE5
84265VAG0
87938WAH6
87938WAM5
887315BM0
959802AM1
87938WAR4
887315AY5
30161MAE3
84265VAA3
887315AM1
887317AL9
92553PAC6
887317AQ8
87938WAP8
92553PAX0
68268NAC7
68268NAC7
09064AAH4
09064AAG6
09064AAH4
Accounting Type
Description

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
BRITISH TELECOMMUNICATIONS PLC

CBS CORP
DOW CHEMICAL CO/THE
MARKEL CORP
MARKEL CORP
MARRIOTT INTERNATIONAL INC/DE
NABORS INDUSTRIES INC
INGREDION INC
DUKE REALTY LP
TECK RESOURCES LTD
VORNADO REALTY LP
ECOPETROL SA
DUKE REALTY LP
VORNADO REALTY LP
VORNADO REALTY LP
VALERO ENERGY CORP
ALLEGHANY CORP
DIRECTV HOLDINGS LLC / DIRECTV
LIBERTY MUTUAL GROUP INC 144A
PITNEY BOWES INC
DIRECTV HOLDINGS/FING
LIBERTY MUTUAL GROUP INC 144A
UNION CARBIDE CORP
SANTANDER HOLDINGS USA INC/PA
HASBRO INC
NATIONAL FUEL GAS CO
NORTHROP GRUMMAN CORP
TIME WARNER INC
VIACOM INC
VIACOM INC
WPP FINANCE 2010
VIACOM INC
VIACOM INC
TIME WARNER INC
NVR INC
SOUTHERN COPPER CORP
TELEFONICA EMISIONES SAU
TIME WARNER COS INC
WESTERN UNION CO/THE
HISTORIC TW INC
EXELON GENERATION CO LLC
SOUTHERN COPPER CORP
HISTORIC TW INC
TIME WARNER INC
VIACOM INC
TIME WARNER INC
VIACOM INC
ONEOK PARTNERS LP
ONEOK PARTNERS LP
BIOMED REALTY LP
BIOMED REALTY LP
BIOMED REALTY LP
Coupon
9.63
4.85
5.25
3.95
7.35
5.00
3.00
4.63
4.00
6.00
6.50
3.00
2.50
5.88
9.00
5.88
5.95
5.00
2.50
6.13
4.50
4.15
9.38
5.25
3.50
4.95
4.95
3.95
4.30
6.00
6.38
4.60
3.80
6.50
5.75
4.60
4.45
4.45
4.45
3.50
7.00
7.50
4.63
3.15
8.75
1.75
6.25
5.85
5.25
5.63
6.88
6.13
7.70
3.95
5.25
5.88
5.13
6.95
6.20
4.57
6.88
6.20
7.50
9.15
6.25
6.75
3.40
5.46
3.88
6.65
6.65
2.63
4.25
2.63
Maturity
12/15/2030
7/1/2042
11/15/2041
9/1/2022
8/15/2034
3/30/2043
3/1/2019
9/15/2021
11/15/2021
4/15/2017
1/15/2018
3/1/2019
6/30/2019
9/18/2023
2/1/2019
11/15/2040
2/15/2017
1/15/2022
6/30/2019
4/15/2020
1/15/2024
2/1/2024
3/15/2019
1/15/2022
3/1/2021
6/27/2022
1/15/2021
9/1/2022
3/4/2024
8/15/2040
3/1/2041
2/15/2021
3/15/2022
3/15/2035
9/15/2017
2/15/2021
4/1/2024
4/1/2024
4/1/2024
3/1/2016
3/15/2034
6/1/2025
4/19/2016
5/15/2021
5/1/2019
6/1/2018
3/29/2041
9/1/2043
4/1/2044
11/15/2043
4/30/2036
10/5/2017
5/1/2032
9/15/2022
11/8/2042
7/15/2019
4/27/2020
1/15/2028
6/21/2040
4/27/2023
6/15/2018
10/1/2017
7/27/2035
2/1/2023
3/29/2041
10/5/2037
6/15/2022
2/16/2021
4/1/2024
10/1/2036
10/1/2036
5/1/2019
7/15/2022
5/1/2019
Income
Market Value
Receivable
427,768.30
50,314.00
434,424.90
335,857.50
106,978.40
31,856.40
571,626.00
590,770.80
131,258.75
326,973.00
295,651.20
173,566.60
201,710.00
871,345.00
442,326.50
596,212.65
1,103,020.00
1,101,040.00
494,189.50
1,482,648.80
3,555,238.32
3,557,470.00
2,463,958.00
2,696,160.00
1,263,925.00
1,863,533.85
2,075,950.15
1,033,016.25
1,419,422.00
1,278,142.75
695,542.40
2,199,240.00
1,745,768.75
1,086,033.45
214,147.27
522,319.50
1,287,504.00
3,411,885.60
2,607,195.60
415,548.00
117,941.40
64,724.00
1,498,432.42
1,017,914.25
250,692.00
1,466,369.10
1,970,028.20
1,636,362.60
1,328,044.90
1,245,198.55
829,295.85
1,136,400.00
719,956.80
40,903.20
1,334,174.50
46,112.80
111,400.00
925,603.20
312,711.00
1,982,978.00
607,540.35
67,845.00
6,112.40
76,803.65
526,156.60
24,225.80
121,514.40
1,073,094.75
1,078,241.65
1,828,087.50
18,911.25
1,100,319.00
401,409.12
343,099.47
5,384.65
404.17
6,028.75
6,517.50
261.33
629.17
8,250.00
11,516.25
1,472.22
6,800.00
2,159.44
2,550.00
1,041.67
20,243.13
2,625.00
8,562.81
2,644.44
6,388.89
2,552.08
29,386.39
19,371.75
12,104.17
82,135.42
16,100.00
22,725.69
14,916.00
11,796.13
20,046.25
28,689.24
2,866.67
17,850.00
4,088.89
29,349.72
25,925.97
5,090.67
971.11
23,881.67
63,286.42
48,360.38
7,000.00
2,905.00
937.50
24,165.63
9,497.25
5,833.33
6,431.25
42,486.11
41,388.75
30,617.71
18,467.19
14,904.43
24,840.28
13,090.00
728.56
22,576.46
300.38
1,768.38
6,394.00
3,616.67
29,121.06
7,474.65
1,550.00
35.42
419.38
11,347.22
547.50
861.33
2,150.66
19,305.03
40,177.08
415.63
10,266.67
2,096.19
3,201.33
Par Value
Cost
% of MV
265,000.0000
50,000.0000
390,000.0000
330,000.0000
80,000.0000
30,000.0000
550,000.0000
540,000.0000
125,000.0000
300,000.0000
260,000.0000
170,000.0000
200,000.0000
761,000.0000
350,000.0000
495,000.0000
1,000,000.0000
1,000,000.0000
490,000.0000
1,270,000.0000
3,369,000.0000
3,500,000.0000
1,900,000.0000
2,400,000.0000
1,250,000.0000
1,695,000.0000
1,865,000.0000
1,015,000.0000
1,357,000.0000
1,075,000.0000
560,000.0000
2,000,000.0000
1,675,000.0000
865,000.0000
192,000.0000
475,000.0000
1,200,000.0000
3,180,000.0000
2,430,000.0000
400,000.0000
90,000.0000
50,000.0000
1,425,000.0000
1,005,000.0000
200,000.0000
1,470,000.0000
1,610,000.0000
1,415,000.0000
1,235,000.0000
1,115,000.0000
645,000.0000
1,000,000.0000
510,000.0000
40,000.0000
1,370,000.0000
40,000.0000
100,000.0000
720,000.0000
300,000.0000
1,850,000.0000
515,000.0000
60,000.0000
5,000.0000
55,000.0000
430,000.0000
20,000.0000
120,000.0000
945,000.0000
1,055,000.0000
1,450,000.0000
15,000.0000
1,100,000.0000
386,000.0000
343,000.0000
382,836.87
52,163.55
389,495.88
329,511.35
84,897.68
29,466.17
546,363.78
559,733.48
124,614.53
340,962.00
283,904.40
169,498.50
199,238.00
802,474.50
455,042.00
538,604.55
1,100,581.41
1,059,386.50
488,207.04
1,471,285.61
3,420,545.11
3,421,776.20
2,424,627.53
2,574,933.71
1,244,093.37
1,803,558.27
1,996,030.75
1,004,067.96
1,376,596.47
1,223,579.94
684,638.45
2,111,028.39
1,723,730.59
851,725.20
191,190.00
516,412.91
1,195,722.87
3,315,096.80
2,421,338.83
405,951.87
91,663.92
53,724.11
1,437,522.01
1,004,092.45
199,756.43
1,466,932.35
1,750,163.08
1,405,969.41
1,232,928.24
1,086,919.23
604,913.49
997,353.92
660,105.52
39,942.69
1,346,078.00
40,148.43
101,933.17
666,858.76
299,655.42
1,954,746.03
569,811.46
59,933.71
5,127.18
63,824.60
492,405.24
22,785.13
119,828.40
1,060,790.85
1,046,812.09
1,448,319.70
14,971.49
1,093,927.13
383,246.51
342,678.40
0.0020%
0.0002%
0.0020%
0.0016%
0.0005%
0.0001%
0.0027%
0.0027%
0.0006%
0.0015%
0.0014%
0.0008%
0.0009%
0.0040%
0.0021%
0.0028%
0.0051%
0.0051%
0.0023%
0.0069%
0.0165%
0.0165%
0.0114%
0.0125%
0.0059%
0.0087%
0.0096%
0.0048%
0.0066%
0.0059%
0.0032%
0.0102%
0.0081%
0.0050%
0.0010%
0.0024%
0.0060%
0.0158%
0.0121%
0.0019%
0.0005%
0.0003%
0.0070%
0.0047%
0.0012%
0.0068%
0.0091%
0.0076%
0.0062%
0.0058%
0.0039%
0.0053%
0.0033%
0.0002%
0.0062%
0.0002%
0.0005%
0.0043%
0.0015%
0.0092%
0.0028%
0.0003%
0.0000%
0.0004%
0.0024%
0.0001%
0.0006%
0.0050%
0.0050%
0.0085%
0.0001%
0.0051%
0.0019%
0.0016%
Stated
Security ID
29336UAA5
631103AF5
988498AC5
29336UAB3
06739GBP3
416515AV6
416518AB4
883556BF8
35671DAU9
416515AV6
35671DAU9
726505AN0
883556AZ5
883556BG6
35671DAZ8
35671DAU9
726505AN0
902494AX1
883556BC5
416518AB4
883556AT9
35671DAU9
472319AH5
626717AF9
608190AJ3
472319AF9
44107TAU0
472319AL6
472319AM4
44107TAU0
472319AF9
25466AAF8
87151QAA4
87151QAC0
80589MAE2
87151QAC0
87151QAC0
860630AD4
989701BE6
87165BAA1
87165BAB9
87165BAC7
87165BAD5
87165BAB9
18683KAB7
18683KAD3
7591EPAJ9
30212PAJ4
747262AK9
747262AK9
025537AG6
71645WAN1
71645WAP6
71645WAR2
71645WAT8
71647NAA7
71647NAF6
71647NAG4
71647NAH2
71645WAR2
71647NAM1
50075NBA1
609207AB1
71645WAT8
71645WAT8
71647NAH2
71645WAU5
71647NAC3
71645WAS0
71645WAR2
71645WAU5
71647NAC3
50075NBB9
50075NBB9
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
ENLINK MIDSTREAM PARTNER LP

NASDAQ OMX GROUP
YUM! BRANDS INC
ENLINK MIDSTREAM PARTNER LP
BARCLAYS BANK PLC
HARTFORD FINANCIAL SERVICES GR
THERMO FISHER SCIENTIFIC INC
FREEPORT-MCMORAN COPPER & GOLD
PLAINS EXPLORATION & PRODUCTIO
PLAINS EXPLORATION & PRODUCTIO
TYSON FOODS INC
JEFFERIES GROUP LLC
MURPHY OIL CORP
MOHAWK INDUSTRIES INC
JEFFERIES GROUP LLC
HOST HOTELS & RESORTS LP
JEFFERIES GROUP LLC
JEFFERIES GROUP LLC
HOST HOTELS & RESORTS LP
JEFFERIES GROUP LLC
DISCOVER FINANCIAL SVS
SYMETRA FINANCIAL CORP
SYMETRA FINL CORP
SCANA CORP
SYMETRA FINL CORP
SYMETRA FINL CORP
STIFEL FINANCIAL CORP
ZIONS BANCORPORATION
SYNCHRONY FINANCIAL
SYNCHRONY FINANCIAL
SYNCHRONY FINANCIAL
SYNCHRONY FINANCIAL
SYNCHRONY FINANCIAL
CLIFFS NATURAL RESOURCES INC
CLIFFS NATURAL RESOURCES INC
REGIONS FINANCIAL CORP
EXPEDIA INC
QVC INC
QVC INC
AMERICAN ELECTRIC POWER CO INC
PETROBRAS INTERNATIONAL FINANC
PETROBRAS GLOBAL FINANCE BV
PETROBRAS GLOBAL FINANCE BV
PETROBRAS GLOBAL FINANCE
MONDELEZ INTERNATIONAL INC
Coupon
2.70
4.25
6.25
4.40
5.14
6.00
5.13
4.15
3.55
6.00
3.55
6.50
3.60
5.30
3.88
3.55
6.50
3.95
3.15
5.13
4.70
3.55
6.88
3.70
3.85
8.50
3.75
5.13
6.50
3.75
8.50
3.20
6.13
4.25
4.13
4.25
4.25
4.25
4.50
1.88
3.00
3.75
4.25
3.00
4.80
4.88
2.00
4.50
4.38
4.38
2.95
7.88
5.75
5.38
3.88
5.63
4.38
3.25
4.88
5.38
6.25
5.38
4.00
3.88
3.88
4.88
3.50
2.00
6.75
5.38
3.50
2.00
4.13
4.13
Maturity
4/1/2019
6/1/2024
3/15/2018
4/1/2024
10/14/2020
1/15/2019
4/15/2022
2/1/2024
3/1/2022
1/15/2019
3/1/2022
11/15/2020
8/15/2021
2/1/2044
3/15/2023
3/1/2022
11/15/2020
8/15/2024
1/15/2023
4/15/2022
5/1/2020
3/1/2022
4/15/2021
12/1/2022
2/1/2023
7/15/2019
10/15/2023
1/20/2023
1/20/2043
10/15/2023
7/15/2019
8/9/2021
4/1/2016
7/15/2024
2/1/2022
7/15/2024
7/15/2024
7/18/2024
6/13/2023
8/15/2017
8/15/2019
8/15/2021
8/15/2024
8/15/2019
10/1/2020
4/1/2021
5/15/2018
8/15/2024
3/15/2023
3/15/2023
12/15/2022
3/15/2019
1/20/2020
1/27/2021
1/27/2016
5/20/2043
5/20/2023
3/17/2017
3/17/2020
1/27/2021
3/17/2024
2/10/2020
2/1/2024
1/27/2016
1/27/2016
3/17/2020
2/6/2017
5/20/2016
1/27/2041
1/27/2021
2/6/2017
5/20/2016
2/9/2016
2/9/2016
Income
Market Value
Receivable
1,053,956.80
2,646,910.75
231,067.72
1,713,360.60
207,404.00
441,742.08
1,013,459.59
266,169.96
1,261,827.20
2,208,710.40
738,998.40
115,180.00
301,803.00
91,116.80
685,071.00
1,049,679.36
1,029,975.00
854,973.20
1,013,308.80
148,534.10
327,111.00
2,312,512.00
2,693,820.00
945,517.80
378,000.00
1,430,494.50
1,889,976.40
1,581,837.00
341,041.85
1,318,471.60
1,497,900.00
1,517,902.12
1,461,228.30
1,522,395.00
1,050,810.00
2,567,772.90
1,268,662.50
523,930.10
1,188,163.40
242,585.78
358,065.55
544,989.72
549,667.83
1,318,655.00
256,419.00
37,989.20
248,907.50
579,818.50
1,713,277.00
1,869,487.55
361,351.80
639,601.47
1,113,522.35
2,934,116.90
1,028,000.00
902,007.00
927,479.20
4,030,107.80
3,581,299.68
1,280,974.50
1,417,413.30
2,081,952.60
725,410.80
514,000.00
3,084,000.00
1,553,835.36
1,335,413.36
901,935.00
2,422,023.80
379,548.00
512,045.00
340,731.00
1,046,740.00
1,046,740.00
12,636.00
28,075.97
5,850.35
32,076.00
3,716.51
2,944.00
17,173.31
871.50
22,276.25
14,720.00
13,046.25
1,990.44
464.00
353.33
12,060.94
18,531.00
17,799.17
2,107.22
4,105.50
2,516.94
4,700.00
40,825.00
59,216.67
8,695.00
1,203.13
12,446.83
26,704.17
8,521.74
2,257.85
18,629.17
13,033.33
3,227.73
34,963.54
4,781.25
3,437.50
8,064.38
3,984.38
2,614.34
11,066.25
251.04
588.33
1,112.50
1,267.92
2,166.67
5,400.00
812.50
1,472.22
934.38
34,295.14
37,422.05
2,279.37
19,935.56
6,764.72
14,127.59
3,659.72
14,676.56
11,537.85
58,333.89
76,574.33
6,167.81
36,729.17
5,706.46
2,300.00
1,829.86
10,979.17
33,223.67
3,169.44
5,050.00
13,833.75
1,827.50
1,215.28
1,907.78
2,520.83
2,520.83
Par Value
Cost
% of MV
1,040,000.0000
2,585,000.0000
203,000.0000
1,620,000.0000
190,000.0000
384,000.0000
887,000.0000
252,000.0000
1,255,000.0000
1,920,000.0000
735,000.0000
104,000.0000
290,000.0000
80,000.0000
675,000.0000
1,044,000.0000
930,000.0000
835,000.0000
1,020,000.0000
130,000.0000
300,000.0000
2,300,000.0000
2,280,000.0000
940,000.0000
375,000.0000
1,146,000.0000
1,885,000.0000
1,460,000.0000
305,000.0000
1,315,000.0000
1,200,000.0000
1,513,000.0000
1,370,000.0000
1,500,000.0000
1,000,000.0000
2,530,000.0000
1,250,000.0000
515,000.0000
1,135,000.0000
241,000.0000
353,000.0000
534,000.0000
537,000.0000
1,300,000.0000
270,000.0000
40,000.0000
250,000.0000
575,000.0000
1,700,000.0000
1,855,000.0000
366,000.0000
549,000.0000
1,033,000.0000
2,783,000.0000
1,000,000.0000
930,000.0000
940,000.0000
3,940,000.0000
3,448,000.0000
1,215,000.0000
1,290,000.0000
1,820,000.0000
690,000.0000
500,000.0000
3,000,000.0000
1,496,000.0000
1,304,000.0000
900,000.0000
2,170,000.0000
360,000.0000
500,000.0000
340,000.0000
1,000,000.0000
1,000,000.0000
1,038,573.70
2,576,220.23
202,640.96
1,671,313.81
207,787.20
430,423.09
894,180.68
251,360.56
1,252,537.23
1,928,836.43
729,042.30
110,397.45
289,605.87
81,702.10
665,330.05
1,041,951.29
988,512.89
837,841.38
1,012,403.88
129,433.25
337,509.00
2,215,371.48
2,360,421.95
936,759.99
374,893.08
1,286,502.35
1,845,381.22
1,488,942.67
301,378.82
1,298,639.44
1,453,027.85
1,508,980.81
1,370,130.58
1,493,814.27
1,041,016.27
2,519,566.74
1,244,845.23
510,900.74
1,139,368.11
240,794.25
352,175.86
533,056.38
535,963.10
1,300,784.51
267,228.43
39,041.00
249,380.15
571,813.54
1,719,483.02
1,848,271.60
365,384.56
570,489.00
1,055,236.73
2,882,667.46
1,001,895.56
911,963.79
930,149.83
3,938,556.88
3,439,736.78
1,222,093.23
1,287,159.32
2,036,487.27
690,307.56
505,261.71
3,053,156.86
1,492,414.79
1,318,043.70
897,837.43
2,623,895.26
371,337.14
508,296.33
339,183.03
1,032,715.33
1,032,715.33
0.0049%
0.0123%
0.0011%
0.0080%
0.0010%
0.0021%
0.0047%
0.0012%
0.0059%
0.0103%
0.0034%
0.0005%
0.0014%
0.0004%
0.0032%
0.0049%
0.0048%
0.0040%
0.0047%
0.0007%
0.0015%
0.0107%
0.0125%
0.0044%
0.0018%
0.0066%
0.0088%
0.0073%
0.0016%
0.0061%
0.0070%
0.0070%
0.0068%
0.0071%
0.0049%
0.0119%
0.0059%
0.0024%
0.0055%
0.0011%
0.0017%
0.0025%
0.0026%
0.0061%
0.0012%
0.0002%
0.0012%
0.0027%
0.0080%
0.0087%
0.0017%
0.0030%
0.0052%
0.0136%
0.0048%
0.0042%
0.0043%
0.0187%
0.0166%
0.0059%
0.0066%
0.0097%
0.0034%
0.0024%
0.0143%
0.0072%
0.0062%
0.0042%
0.0112%
0.0018%
0.0024%
0.0016%
0.0049%
0.0049%
Stated
Security ID
882440AS9
015271AC3
015271AF6
294752AF7
294752AH3
708696BU2
76132FAA5
761713AW6
761713AX4
48020QAA5
761713AX4
761713AW6
48020QAA5
76132FAA5
015271AD1
015271AG4
459902AT9
92936UAA7
761713AW6
761713AU0
015271AF6
76132FAA5
26439XAH6
529043AD3
84755TAE7
12527GAC7
26439RAK2
025816AU3
544152AA9
12527GAE3
544152AB7
26439RAH9
544152AB7
12527GAF0
120568AT7
12527GAE3
544152AA9
544152AD3
544152AB7
205887BR2
23317HAA0
251591AY9
55448QAQ9
55448QAR7
55448QAS5
65473QAR4
65473QAX1
65473QAY9
65473QAZ6
65473QBB8
125896BL3
23317HAB8
65473QAR4
65473QBC6
125896BN9
55448QAP1
65473QAQ6
210371AL4
30161NAC5
50188FAD7
30161NAD3
37247DAL0
37247DAN6
37247DAP1
49427RAF9
81721MAJ8
94707VAB6
024836AA6
33766JAD5
40426WAU5
745310AD4
372491AB6
372491AB6
947074AK6
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
TEXAS GAS TRANSMISSION LLC

ALEXANDRIA REAL ESTATE EQUITIE
ALEXANDRIA REAL ESTATE E
EQUITY ONE INC
EQUITY ONE INC
PENNSYLVANIA ELECTRIC CO
RETAIL OPPORTUNITY INVESTMENTS
REYNOLDS AMERICAN INC
JONES LANG LASALLE INC
JONES LANG LASALLE INC
ALEXANDRIA REAL ESTATE EQUITIE
INTERNATIONAL GAME TECHNOLOGY
WP CAREY INC
DCP MIDSTREAM LLC
LEXINGTON REALTY TRUST
SPECTRA ENERGY CAPITAL LLC
CF INDUSTRIES INC
AMERICAN EXPRESS CO
LORILLARD TOBACCO CO
CF INDUSTRIES INC
CF INDUSTRIES INC
BUNGE LTD FINANCE CORP
CF INDUSTRIES INC
CONAGRA FOODS INC
DDR CORP
DDR CORP
MACK-CALI REALTY LP
MACK-CALI REALTY LP
MACK-CALI REALTY LP
NISOURCE FINANCE CORP
CMS ENERGY CORP
DDR CORP
CMS ENERGY CORP
MACK-CALI REALTY LP
CONSTELLATION ENERGY GROUP INC
EXELON CORP
LG&E AND KU ENERGY LLC
EXELON CORP
GENWORTH HOLDINGS INC
KILROY REALTY LP
SENIOR HOUSING PROPERTIE
WEATHERFORD INTERNATIONAL LTD/
AMERICAN CAMPUS COMMUNITIES OP
FIRSTENERGY SOLUTIONS CORP
COMMONWEALTH REIT
PUGET ENERGY INC
WEATHERFORD INTERNATIONAL INC
Coupon
4.60
4.60
2.75
6.00
3.75
6.05
5.00
4.75
3.25
4.40
3.25
4.75
4.40
5.00
3.90
4.50
5.35
4.60
4.75
6.75
2.75
5.00
6.45
4.40
3.30
3.45
6.75
6.80
8.13
5.38
6.88
8.00
6.88
5.15
8.50
5.38
8.13
3.50
6.88
3.20
4.63
4.75
4.50
2.50
3.15
5.45
5.95
4.45
5.80
5.25
4.70
3.38
5.45
4.80
4.88
7.75
5.25
5.15
5.63
3.75
4.90
8.63
7.20
7.63
6.63
3.25
6.75
3.75
6.05
6.25
6.00
4.80
4.80
6.80
Maturity
6/1/2015
4/1/2022
1/15/2020
9/15/2017
11/15/2022
9/1/2017
12/15/2023
11/1/2042
11/1/2022
11/15/2022
11/1/2022
11/1/2042
11/15/2022
12/15/2023
6/15/2023
7/30/2029
10/15/2023
4/1/2024
11/1/2042
6/15/2017
1/15/2020
12/15/2023
11/3/2036
6/15/2024
3/15/2023
6/1/2023
2/15/2032
9/1/2066
6/23/2019
3/15/2044
5/1/2020
10/1/2019
5/1/2020
3/15/2034
6/15/2019
3/15/2044
6/23/2019
8/4/2016
5/1/2020
1/25/2023
7/15/2022
4/15/2018
4/18/2022
12/15/2017
5/15/2023
9/15/2020
6/15/2041
12/1/2021
2/1/2042
2/15/2043
3/31/2043
5/15/2023
9/15/2020
2/15/2044
3/1/2044
8/15/2019
9/15/2017
12/1/2020
6/15/2035
11/15/2020
6/15/2015
12/15/2016
2/15/2021
9/24/2021
6/1/2020
5/1/2019
9/15/2040
4/15/2023
8/15/2021
6/15/2017
9/1/2021
2/15/2024
2/15/2024
6/15/2037
Income
Market Value
Receivable
1,409,305.30
240,671.92
212,536.36
539,067.80
1,205,352.00
844,125.00
182,976.10
741,722.00
481,613.88
486,039.00
293,667.00
439,177.50
600,641.88
1,614,495.00
1,210,880.40
422,673.10
1,236,417.15
637,193.80
1,161,380.50
341,151.00
1,754,427.50
1,399,229.00
1,248,072.00
355,107.50
964,940.00
1,651,855.50
1,344,376.99
1,312,850.00
1,429,576.50
548,230.00
2,077,040.00
576,283.68
1,780,320.00
1,973,388.70
75,127.80
219,292.00
43,508.85
52,113.00
1,186,880.00
283,821.12
323,692.66
1,625,445.00
228,528.00
669,988.02
1,010,859.99
221,962.65
1,450,832.88
344,905.98
474,173.52
951,718.24
182,624.44
486,360.00
472,382.05
2,191,954.05
389,264.40
60,019.50
27,721.00
1,860,253.29
1,114,980.30
1,520,602.40
15,499.50
432,637.50
387,351.25
216,511.75
1,035,868.75
889,647.50
2,084,504.00
263,660.13
1,667,115.00
522,486.96
149,251.67
1,996,444.00
1,103,298.00
440,640.20
15,755.00
4,331.67
696.36
13,418.33
13,250.00
22,687.50
1,794.44
12,033.33
5,330.00
6,153.89
3,250.00
7,125.00
7,604.91
15,833.33
9,921.17
2,203.75
23,950.17
13,016.72
18,841.67
4,275.00
5,748.26
13,722.22
22,198.75
4,308.21
15,216.67
14,274.38
3,369.00
41,140.00
17,649.31
12,690.97
40,104.17
15,300.00
34,375.00
44,018.19
1,076.67
5,076.39
537.15
131.25
22,916.67
921.60
1,784.74
26,916.67
3,825.00
3,499.17
10,323.08
4,900.46
15,299.43
3,537.75
1,972.00
2,034.67
3,390.79
4,968.75
10,429.18
4,576.00
8,970.00
172.22
605.21
21,359.63
11,459.38
15,955.21
155.17
6,828.13
1,040.00
5,819.36
14,492.19
9,716.15
52,134.38
3,725.83
4,033.33
6,438.89
3,810.00
4,053.33
2,240.00
5,096.22
Par Value
Cost
% of MV
1,370,000.0000
226,000.0000
212,000.0000
485,000.0000
1,200,000.0000
750,000.0000
170,000.0000
760,000.0000
492,000.0000
475,000.0000
300,000.0000
450,000.0000
587,000.0000
1,500,000.0000
1,205,000.0000
410,000.0000
1,185,000.0000
610,000.0000
1,190,000.0000
300,000.0000
1,750,000.0000
1,300,000.0000
1,050,000.0000
349,000.0000
1,000,000.0000
1,655,000.0000
1,123,000.0000
1,210,000.0000
1,150,000.0000
500,000.0000
1,750,000.0000
459,000.0000
1,500,000.0000
1,810,000.0000
60,000.0000
200,000.0000
35,000.0000
50,000.0000
1,000,000.0000
288,000.0000
302,000.0000
1,500,000.0000
225,000.0000
663,000.0000
1,113,000.0000
195,000.0000
1,218,000.0000
318,000.0000
408,000.0000
872,000.0000
172,000.0000
500,000.0000
415,000.0000
2,145,000.0000
360,000.0000
50,000.0000
25,000.0000
1,659,000.0000
965,000.0000
1,445,000.0000
15,000.0000
375,000.0000
325,000.0000
175,000.0000
875,000.0000
875,000.0000
1,675,000.0000
263,000.0000
1,500,000.0000
488,000.0000
127,000.0000
1,900,000.0000
1,050,000.0000
355,000.0000
1,370,000.00
225,850.92
211,570.36
484,797.42
1,195,873.07
749,187.99
167,323.78
753,352.35
491,438.97
473,803.45
299,657.91
428,772.02
585,521.34
1,476,386.35
1,202,982.76
409,641.38
1,265,594.41
607,881.20
1,179,591.17
323,077.35
1,746,453.44
1,385,870.96
1,049,602.66
348,601.36
997,194.60
1,653,631.60
1,110,255.15
1,243,463.71
1,388,660.75
534,051.01
2,094,403.52
544,125.80
1,715,098.83
1,817,584.16
60,000.00
199,499.38
35,000.00
49,945.27
1,172,455.69
287,390.88
325,393.02
1,612,341.99
224,636.99
660,594.66
1,091,222.68
186,311.22
1,280,746.51
317,085.28
407,156.24
898,439.85
171,060.18
484,651.91
445,444.20
2,177,994.18
359,324.93
49,751.07
24,677.17
1,859,521.98
934,748.81
1,413,564.47
14,879.94
422,415.88
371,162.52
207,335.51
1,018,685.97
874,394.26
1,935,497.03
262,211.60
1,606,037.75
487,624.91
145,012.74
1,899,524.57
1,048,966.65
353,065.31
0.0065%
0.0011%
0.0010%
0.0025%
0.0056%
0.0039%
0.0008%
0.0034%
0.0022%
0.0023%
0.0014%
0.0020%
0.0028%
0.0075%
0.0056%
0.0020%
0.0057%
0.0030%
0.0054%
0.0016%
0.0081%
0.0065%
0.0058%
0.0016%
0.0045%
0.0077%
0.0062%
0.0061%
0.0066%
0.0025%
0.0096%
0.0027%
0.0083%
0.0092%
0.0003%
0.0010%
0.0002%
0.0002%
0.0055%
0.0013%
0.0015%
0.0075%
0.0011%
0.0031%
0.0047%
0.0010%
0.0067%
0.0016%
0.0022%
0.0044%
0.0008%
0.0023%
0.0022%
0.0102%
0.0018%
0.0003%
0.0001%
0.0086%
0.0052%
0.0071%
0.0001%
0.0020%
0.0018%
0.0010%
0.0048%
0.0041%
0.0097%
0.0012%
0.0077%
0.0024%
0.0007%
0.0093%
0.0051%
0.0020%
Stated
Security ID
37247DAP1
94707VAC4
94707VAD2
22966RAA4
81721MAE9
212015AL5
962166BW3
372491AB6
246688AF2
94707VAD2
947076AB1
98310WAJ7
94707VAC4
212015AF8
22966RAA4
81721MAE9
054303AX0
054303BA9
105340AL7
105340AM5
69352PAF0
69352PAE3
86765BAL3
69352PAJ2
151191AT0
118230AK7
345397VT7
421946AG9
893830AT6
893830AZ2
23311VAD9
23311VAE7
958254AA2
529772AF2
942683AF0
893830AT6
032479AD9
032511AY3
893830BB4
032511AY3
502413AY3
942683AF0
118230AK7
29273RAM1
30068DAA5
421946AH7
723787AG2
247126AJ4
29273RAT6
29273RAZ2
30068DAA5
29273RAZ2
364760AK4
89641UAB7
032511AY3
29273RAN9
345370CQ1
883203BT7
942683AH6
345397WQ2
912920AM7
29273RAM1
30068DAA5
421946AH7
37247DAB2
344419AB2
677347CF1
17252MAJ9
693627AY7
875127AW2
86722TAB8
71644EAJ1
71644EAJ1
12189LAQ4
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS

CUBESMART LP
SENIOR HOUSING PROPERTIES TRUS
CONTINENTAL RESOURCES INC/OK
WEYERHAEUSER CO
DELHAIZE AMERICA LLC
WYNDHAM WORLDWIDE CORP
CONTINENTAL RESOURCES INC/OK
CUBESMART LP
SENIOR HOUSING PROPERTIES TRUS
AVON PRODUCTS INC
AVON PRODUCTS INC
BRANDYWINE OPERATING PARTNERSH
BRANDYWINE OPERATING PARTNERSH
PPL CAPITAL FUNDING INC
SUNOCO LOGISTICS PARTNERS OPER
CELULOSA ARAUCO Y CONSTITUCION
BUCKEYE PARTNERS LP
FORD MOTOR CREDIT CO LLC
HEALTHCARE REALTY TRUST INC
TRANSOCEAN INC
TRANSOCEAN INC
DCP MIDSTREAM OPERATING LP
DCP MIDSTREAM OPERATING
WESTERN GAS PARTNERS LP
LEXMARK INTERNATIONAL INC
ACTAVIS INC
TRANSOCEAN INC
ANADARKO FINANCE CO
ANADARKO PETROLEUM CORP
TRANSOCEAN INC
L-3 COMMUNICATIONS CORP
ACTAVIS INC
BUCKEYE PARTNERS LP
ENERGY TRANSFER PARTNERS LP
EXCEL TRUST LP
PIONEER NATURAL RESOURCES CO
DELPHI CORP
EXCEL TRUST LP
GAP INC/THE
TRINITY ACQUISITION PLC
FORD MOTOR CO
TEXTRON INC
ACTAVIS INC
FORD MOTOR CREDIT CO LLC
QWEST CORP
EXCEL TRUST LP
FOMENTO ECONOMICO MEXICANO SAB
OHIO EDISON CO
CINTAS CORP NO 2
DUKE ENERGY INDIANA INC
TAMPA ELECTRIC CO
SUNCOR ENERGY INC
PETRO-CANADA
PETRO-CANADA
BURLINGTON NORTHERN SANTA FE L
Coupon
7.63
4.50
5.95
4.80
6.75
4.50
4.63
4.80
9.00
5.95
5.50
4.25
4.50
7.13
4.80
6.75
4.60
5.00
4.95
3.95
3.40
3.50
3.45
5.00
5.00
4.15
5.00
5.75
6.80
7.35
3.88
2.70
5.38
5.13
3.25
6.80
7.50
6.45
6.38
6.45
5.20
3.25
4.15
9.00
4.63
3.75
6.65
4.15
5.15
5.95
4.63
5.95
5.95
6.13
6.45
4.65
4.75
3.65
4.63
1.06
7.25
9.00
4.63
3.75
6.50
4.38
8.25
2.85
6.12
6.15
6.85
6.80
6.80
3.85
Maturity
9/24/2021
4/15/2022
4/15/2042
7/15/2022
4/15/2020
4/15/2023
9/15/2023
2/15/2024
4/15/2031
4/15/2042
2/15/2016
3/1/2022
4/15/2022
4/1/2021
7/15/2022
4/15/2020
3/15/2020
3/15/2023
4/15/2018
2/15/2023
6/1/2023
12/1/2022
1/15/2023
3/15/2044
1/21/2021
7/1/2023
5/15/2018
1/15/2021
3/15/2038
12/15/2041
3/15/2023
4/1/2019
6/1/2021
3/15/2020
10/1/2022
3/15/2038
5/1/2031
9/15/2036
12/15/2021
9/15/2036
10/15/2019
10/1/2022
7/1/2023
4/15/2019
5/15/2024
4/15/2023
3/15/2017
3/15/2024
2/1/2043
10/1/2043
5/15/2024
10/1/2043
4/12/2021
8/15/2043
9/15/2036
6/1/2021
1/15/2043
3/1/2021
10/1/2042
3/12/2019
10/15/2035
4/15/2019
5/15/2024
4/15/2023
6/15/2034
5/10/2043
10/15/2038
6/1/2016
10/15/2035
5/15/2037
6/1/2039
5/15/2038
5/15/2038
9/1/2023
Income
Market Value
Receivable
2,226,978.00
373,842.00
309,869.17
1,119,232.62
1,066,942.50
3,515,041.95
979,632.00
2,647,915.20
156,487.40
74,875.45
37,204.30
185,554.80
138,855.60
1,390,337.60
1,542,462.75
774,393.75
513,540.00
1,107,205.00
787,551.83
955,900.24
547,111.06
2,030,735.30
1,766,100.50
443,128.00
736,715.00
799,854.25
2,263,200.00
1,101,828.00
1,570,403.36
1,168,761.75
279,279.00
97,309.44
138,681.06
1,986,905.60
1,459,665.90
1,083,036.80
978,434.25
218,043.70
33,954.00
705,435.50
476,500.20
1,489,455.00
1,294,215.78
1,363,107.01
1,443,260.00
1,623,927.14
1,619,003.84
997,910.40
2,715,188.40
1,616,656.65
448,441.50
2,061,659.70
2,590,365.00
934,782.75
570,761.45
92,283.65
638,474.80
465,286.50
129,528.10
578,312.00
733,252.50
1,391,055.15
1,288,625.00
1,282,567.00
444,063.75
585,220.26
786,715.00
2,022,837.60
89,019.70
51,886.40
1,207,026.90
1,355,672.50
1,342,250.00
199,729.90
59,856.25
5,950.00
6,046.52
6,341.87
23,715.00
55,335.00
19,193.75
5,376.00
3,910.00
1,461.06
85.56
3,825.00
2,210.00
36,812.50
8,740.00
17,212.50
10,605.56
25,361.11
13,594.90
1,655.49
4,607.00
17,412.50
7,912.96
9,500.00
3,888.89
5,360.42
30,180.56
7,163.54
45,465.56
15,128.75
4,877.98
1,209.60
1,639.38
43,482.78
19,906.25
31,355.56
17,625.00
5,056.08
403.75
16,357.92
8,447.11
20,312.50
8,673.50
36,482.00
19,604.86
23,318.33
44,033.34
19,698.67
11,501.67
35,576.04
6,091.51
45,368.75
51,346.02
2,245.83
13,235.04
988.13
3,702.36
9,626.88
2,505.21
1,371.76
19,446.11
37,230.00
17,504.34
18,416.67
5,145.83
8,174.69
15,583.33
13,965.00
1,618.40
724.33
15,241.25
20,222.44
20,022.22
3,657.50
Par Value
Cost
% of MV
1,800,000.0000
350,000.0000
269,000.0000
1,034,000.0000
930,000.0000
3,255,000.0000
900,000.0000
2,520,000.0000
115,000.0000
65,000.0000
35,000.0000
180,000.0000
130,000.0000
1,240,000.0000
1,425,000.0000
675,000.0000
500,000.0000
1,100,000.0000
727,000.0000
943,000.0000
542,000.0000
1,990,000.0000
1,795,000.0000
400,000.0000
700,000.0000
775,000.0000
2,050,000.0000
975,000.0000
1,450,000.0000
975,000.0000
273,000.0000
96,000.0000
122,000.0000
1,840,000.0000
1,470,000.0000
1,000,000.0000
705,000.0000
170,000.0000
30,000.0000
550,000.0000
430,000.0000
1,500,000.0000
1,254,000.0000
1,073,000.0000
1,400,000.0000
1,646,000.0000
1,436,000.0000
960,000.0000
2,680,000.0000
1,435,000.0000
435,000.0000
1,830,000.0000
2,235,000.0000
825,000.0000
445,000.0000
85,000.0000
610,000.0000
450,000.0000
130,000.0000
575,000.0000
710,000.0000
1,095,000.0000
1,250,000.0000
1,300,000.0000
375,000.0000
606,000.0000
500,000.0000
1,960,000.0000
70,000.0000
40,000.0000
890,000.0000
1,010,000.0000
1,000,000.0000
190,000.0000
2,224,507.31
369,736.59
301,055.46
1,032,778.98
1,066,382.75
3,397,283.25
920,243.24
2,517,519.96
130,617.95
66,708.27
34,964.79
179,727.00
129,811.50
1,396,317.08
1,487,607.62
773,987.48
510,871.66
1,101,637.34
782,338.17
937,126.00
540,577.16
2,009,345.04
1,766,812.40
399,507.63
755,125.00
773,680.12
2,190,667.08
1,004,184.95
1,462,150.58
1,290,606.10
269,934.43
95,483.50
137,737.81
1,839,979.13
1,461,904.56
998,822.02
787,714.42
169,390.85
34,434.13
685,968.67
477,002.69
1,481,880.40
1,251,864.35
1,258,341.06
1,392,857.66
1,634,132.37
1,597,875.48
976,774.63
2,547,624.41
1,554,122.13
432,780.78
1,882,925.97
2,495,761.78
821,783.14
520,940.37
84,429.03
568,545.63
449,317.52
128,130.50
575,000.00
704,749.50
1,365,765.89
1,243,622.92
1,232,802.76
399,229.47
597,131.96
605,417.82
2,021,844.38
71,050.77
39,791.16
885,201.11
1,010,638.75
997,976.96
198,311.91
0.0103%
0.0017%
0.0014%
0.0052%
0.0050%
0.0163%
0.0045%
0.0123%
0.0007%
0.0003%
0.0002%
0.0009%
0.0006%
0.0065%
0.0072%
0.0036%
0.0024%
0.0051%
0.0037%
0.0044%
0.0025%
0.0094%
0.0082%
0.0021%
0.0034%
0.0037%
0.0105%
0.0051%
0.0073%
0.0054%
0.0013%
0.0005%
0.0006%
0.0092%
0.0068%
0.0050%
0.0045%
0.0010%
0.0002%
0.0033%
0.0022%
0.0069%
0.0060%
0.0063%
0.0067%
0.0075%
0.0075%
0.0046%
0.0126%
0.0075%
0.0021%
0.0096%
0.0120%
0.0043%
0.0027%
0.0004%
0.0030%
0.0022%
0.0006%
0.0027%
0.0034%
0.0065%
0.0060%
0.0060%
0.0021%
0.0027%
0.0037%
0.0094%
0.0004%
0.0002%
0.0056%
0.0063%
0.0062%
0.0009%
Stated
Security ID
12189LAR2
637432MT9
12189TAJ3
12189LAF8
12189LAL5
12189LAF8
12189LAL5
12189LAT8
12189LAM3
12189LAR2
14042E3Y4
140420NK2
61166WAQ4
178566AC9
61166WAP6
61166WAN1
61166WAP6
61166WAU5
14042E3Y4
61166WAR2
611662BM8
025816AY5
025816AY5
025816BB4
025816BG3
025816BG3
59562VAM9
59562VAR8
71654QAW2
71654QAZ5
71654QBE1
59562VAM9
59562VAT4
59562VAR8
706451BG5
71654QBB7
NAB4P6J03
706451BG5
71654QAZ5
98389BAN0
419838AA5
126650BX7
278865AM2
126650CC2
875484AF4
875484AG2
143658BA9
29358QAA7
126650CD0
655844BP2
64110DAE4
126650AQ3
126650BC3
126650BP4
126650BX7
05348EAQ2
05348EAR0
05348EAT6
136385AL5
64110DAE4
559080AE6
64110DAD6
126650BP4
126650BH2
126650BX7
13342BAE5
13342BAF2
13342BAJ4
26882PBB7
26882PBE1
655844AJ7
05348EAQ2
05348EAS8
126650BH2
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
BURLINGTN NORTH SANTA FE LLC

NATIONAL RURAL UTILITIES COOPE
BURLINGTN NORTH SANTA FE
BURLINGTN NORTH SANTA FE LLC
CAPITAL ONE NA
MONSANTO CO
CITY NATIONAL CORP/CA
MONSANTO CO
MONANTO CO
MONSANTO CO
MONSANTO CO
CAPITAL ONE NA
MONSANTO CO
MONSANTO CO
AMERICAN EXPRESS CO
AMERICAN EXPRESS CO
AMERICAN EXPRESS CO
AMERICAN EXPRESS CO
AMERICAN EXPRESS CO
MIDAMERICAN ENERGY HOLDINGS CO
PETROLEOS MEXICANOS
PETROLEOS MEXICANOS BD
PETROLEOS MEXICANOS
PEMEX PROJECT FUNDING MASTER T
PETROLEOS MEXICANOS
PETROLEOS MEXICANOS
PEMEX PROJECT FUNDING MASTER T
PETROLEOS MEXICANOS BD
XCEL ENERGY INC
HAWAIIAN AIRLINES 2013-1 CLASS
CVS CAREMARK CORP
ECOLAB INC
CVS CAREMARK CORP
TANGER PROPERTIES LP
TANGER PROPERTIES LP
CARNIVAL CORP
ENSCO PLC
CVS CAREMARK CORP
NORFOLK SOUTHERN CORP
NETAPP INC
CVS PASS-THROUGH TRUST 144A
CVS PASS-THROUGH TRUST
CVS CAREMARK CORP
AVALONBAY COMMUNITIES INC
CANADIAN NATURAL RESOURCES LTD
NETAPP INC
MAGELLAN MIDSTREAM PARTNERS LP
NETAPP INC
CVS HEALTH CORP
CVS CAREMARK CORP
CAMERON INTERNATIONAL CORP
ERAC USA FINANCE LLC 144A
ERAC USA FINANCE LLC 144A
CVS HEALTH CORP
Coupon
3.75
4.75
6.70
3.45
3.05
3.45
3.05
3.40
3.00
3.75
2.95
2.30
4.70
5.25
4.40
4.20
4.40
3.38
2.95
1.15
2.75
7.00
7.00
8.13
1.55
1.55
6.13
6.50
6.00
6.50
5.50
6.13
5.75
6.50
6.63
4.88
5.50
6.63
6.50
4.80
3.90
5.75
5.50
4.00
6.13
3.88
3.95
4.70
5.30
3.85
3.38
5.79
5.88
6.04
5.75
2.95
2.85
4.20
6.25
3.38
6.55
3.25
6.04
5.75
5.75
4.50
5.95
3.60
6.38
7.00
7.80
2.95
3.63
5.75
Maturity
4/1/2024
4/30/2043
8/1/2028
9/15/2021
9/1/2022
9/15/2021
9/1/2022
9/1/2024
3/15/2023
4/1/2024
7/23/2021
6/5/2019
7/15/2064
9/15/2020
7/15/2044
7/15/2034
7/15/2044
7/15/2024
7/23/2021
6/30/2017
4/15/2016
3/19/2018
3/19/2018
5/20/2019
5/22/2018
5/22/2018
4/1/2036
9/15/2037
3/5/2020
6/2/2041
6/27/2044
4/1/2036
4/1/2018
9/15/2037
6/15/2035
1/24/2022
1/21/2021
6/15/2035
6/2/2041
9/15/2041
1/15/2026
5/15/2041
12/8/2041
12/5/2023
6/1/2020
12/1/2023
10/15/2020
3/15/2021
12/5/2043
1/15/2024
6/15/2021
1/10/2026
1/10/2028
12/10/2028
5/15/2041
9/15/2022
3/15/2023
12/15/2023
3/15/2038
6/15/2021
7/15/2019
12/15/2022
12/10/2028
6/1/2017
5/15/2041
6/1/2021
6/1/2041
4/30/2022
10/15/2017
10/15/2037
5/15/2027
9/15/2022
10/1/2020
6/1/2017
Income
Market Value
Receivable
1,131,191.10
1,092,300.00
88,078.90
329,704.92
200,348.00
193,023.45
1,702,958.00
504,560.00
3,454,570.00
778,342.50
1,369,657.12
1,456,702.35
861,357.40
835,822.95
3,137,780.00
62,277.00
72,730.00
947,623.50
1,265,607.20
1,997,294.00
2,066,126.00
1,177,510.00
235,502.00
315,122.50
74,319.75
1,981,860.00
2,960,359.21
744,096.48
187,042.50
3,606,320.00
428,476.25
2,288,625.00
642,913.50
171,511.60
2,086,807.50
814,875.00
1,293,750.00
463,420.00
231,800.00
55,703.00
495,000.00
1,896,766.00
1,525,381.00
752,941.56
852,911.76
415,214.10
1,335,030.40
2,177,380.00
1,185,601.20
1,439,376.80
1,562,160.60
578,719.51
53,919.68
1,080,855.96
379,353.20
465,520.90
272,406.40
2,675,525.00
378,876.00
745,344.60
591,420.00
1,560,606.85
2,182,672.73
87,232.86
275,337.00
257,489.50
211,797.25
384,450.00
102,861.00
33,419.75
96,917.10
188,189.30
179,146.00
164,400.39
19,756.25
17,561.81
390.83
5,027.03
3,050.00
2,943.04
25,925.00
613.89
48,416.67
13,593.75
4,150.73
7,994.42
6,501.67
18,035.21
22,146.67
420.00
513.33
5,231.25
3,835.41
3,833.33
20,777.78
31,500.00
6,300.00
5,698.78
319.69
8,525.00
59,335.94
16,904.33
4,781.33
47,501.28
3,862.22
45,809.90
13,536.46
3,896.39
23,874.29
3,757.81
7,027.78
5,258.78
3,053.19
1,106.67
2,466.75
26,242.36
16,484.72
6,822.67
11,208.75
3,923.44
18,876.61
43,344.44
12,851.03
6,739.64
12,335.63
1,743.40
162.54
3,281.31
5,248.47
6,393.31
3,679.67
22,166.67
8,645.83
5,885.63
4,184.72
10,874.86
6,626.25
1,121.25
3,809.38
2,643.75
2,603.13
4,537.50
2,167.50
661.11
1,607.67
2,584.53
2,567.71
2,113.13
Par Value
Cost
% of MV
1,090,000.0000
1,100,000.0000
70,000.0000
316,000.0000
200,000.0000
185,000.0000
1,700,000.0000
500,000.0000
3,500,000.0000
750,000.0000
1,369,000.0000
1,455,000.0000
830,000.0000
745,000.0000
3,020,000.0000
60,000.0000
70,000.0000
930,000.0000
1,265,000.0000
2,000,000.0000
2,000,000.0000
1,000,000.0000
200,000.0000
250,000.0000
75,000.0000
2,000,000.0000
2,325,000.0000
564,000.0000
163,000.0000
2,956,000.0000
395,000.0000
1,795,000.0000
565,000.0000
130,000.0000
1,707,000.0000
750,000.0000
1,150,000.0000
376,000.0000
190,000.0000
50,000.0000
495,000.0000
1,550,000.0000
1,300,000.0000
714,000.0000
732,000.0000
405,000.0000
1,265,000.0000
2,000,000.0000
1,015,000.0000
1,370,000.0000
1,530,000.0000
516,270.7100
47,387.3400
931,925.0180
310,000.0000
470,000.0000
280,000.0000
2,500,000.0000
300,000.0000
730,000.0000
500,000.0000
1,585,000.0000
1,881,922.6700
78,000.0000
225,000.0000
235,000.0000
175,000.0000
375,000.0000
90,000.0000
25,000.0000
70,000.0000
190,000.0000
170,000.0000
147,000.0000
1,086,581.55
1,100,000.00
76,448.16
322,480.96
201,716.00
191,935.90
1,647,126.81
498,858.73
3,329,234.03
747,647.85
1,365,192.89
1,452,973.06
822,395.55
743,712.55
3,035,047.37
59,615.13
69,446.44
941,736.60
1,261,482.11
1,998,167.82
2,054,252.43
1,014,181.81
228,915.40
298,929.82
74,874.00
1,997,486.73
2,344,499.32
559,767.32
186,976.32
3,206,160.34
408,191.27
1,811,177.41
564,534.65
171,022.05
1,720,281.57
806,967.51
1,274,134.74
400,658.22
237,367.90
49,999.60
495,000.00
1,914,672.41
1,611,498.22
711,051.72
784,797.52
398,781.09
1,262,123.88
2,097,532.42
1,013,051.50
1,369,274.21
1,528,458.13
506,493.36
47,323.90
926,421.93
340,651.65
448,789.63
260,917.21
2,601,349.87
343,689.41
727,757.20
581,830.71
1,583,290.99
1,909,783.54
77,684.96
259,405.27
233,562.48
202,706.76
369,109.99
89,923.75
24,797.89
83,969.49
172,529.50
172,547.10
167,203.68
0.0053%
0.0051%
0.0004%
0.0015%
0.0009%
0.0009%
0.0079%
0.0023%
0.0160%
0.0036%
0.0064%
0.0068%
0.0040%
0.0039%
0.0146%
0.0003%
0.0003%
0.0044%
0.0059%
0.0093%
0.0096%
0.0055%
0.0011%
0.0015%
0.0003%
0.0092%
0.0137%
0.0035%
0.0009%
0.0167%
0.0020%
0.0106%
0.0030%
0.0008%
0.0097%
0.0038%
0.0060%
0.0022%
0.0011%
0.0003%
0.0023%
0.0088%
0.0071%
0.0035%
0.0040%
0.0019%
0.0062%
0.0101%
0.0055%
0.0067%
0.0073%
0.0027%
0.0003%
0.0050%
0.0018%
0.0022%
0.0013%
0.0124%
0.0018%
0.0035%
0.0027%
0.0072%
0.0101%
0.0004%
0.0013%
0.0012%
0.0010%
0.0018%
0.0005%
0.0002%
0.0005%
0.0009%
0.0008%
0.0008%
Stated
Security ID
126650CC2
278865AL4
29358QAA7
655844BC1
655844BJ6
05348EAP4
485134BK5
655844BJ6
74153QAH5
316773CQ1
428236BW2
92343VBP8
92343VBR4
92343VBT0
92343VAF1
92343VAX2
92343VBS2
92343VBT0
92343VAP9
92343VBR4
92343VBJ2
92343VBP8
92343VBT0
92343VBJ2
92343VBR4
92343VBT0
92343VBC7
92343VAW4
92343VBJ2
92343VBR4
92343VBS2
92343VBT0
92343VCC6
92343VBG8
92343VBR4
92343VBT0
92343VBY9
92344GAS5
92343VBJ2
92343VBT0
65339KAG5
92343VBM5
92343VBQ6
92343VBT0
92343VBT0
01959EAA6
428236BU6
712704AA3
74251VAF9
92343VAU8
92343VBC7
92343VBE3
92343VBS2
92343VBT0
92343VBR4
92343VBM5
92343VBT0
428236BP7
92343VBQ6
92343VBQ6
92343VBQ6
92343VCC6
428236BN2
428236BT9
92343VAC8
92343VAY0
92343VBH6
92343VCE2
25179MAL7
482480AA8
74340XAU5
25179MAL7
25179SAD2
15189TAN7
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CVS CAREMARK CORP

ECOLAB INC
ENSCO PLC
KANSAS CITY POWER & LIGHT CO
PRIDE INTERNATIONAL INC
FIFTH THIRD BANCORP
HEWLETT-PACKARD CO
VERIZON COMMUNICATIONS INC
VERIZON COMMUNICATIONS
NEXTERA ENERGY CAPITAL HOLDING
ALLIED WORLD ASSURANCE CO LTD
HEWLETT-PACKARD CO
PEOPLE'S UNITED FINANCIAL INC
PRINCIPAL FINANCIAL GROUP INC
HEWLETT-PACKARD CO
HEWLETT-PACKARD CO
HEWLETT-PACKARD CO
DEVON ENERGY CORP
KLA-TENCOR CORP
PROLOGIS LP
DEVON ENERGY CORP
DEVON FINANCING CORP LLC
CENTERPOINT ENERGY INC
Coupon
4.00
4.35
4.70
5.90
3.00
3.95
6.38
3.00
6.88
2.30
2.60
3.65
5.15
6.55
6.25
4.60
6.40
6.55
6.90
5.15
2.45
3.65
6.55
2.45
5.15
6.55
3.50
6.00
2.45
5.15
6.40
6.55
3.45
3.85
5.15
6.55
4.15
7.75
2.45
6.55
3.63
1.98
4.50
6.55
6.55
7.50
3.30
3.65
4.63
7.35
3.50
4.75
6.40
6.55
5.15
1.98
6.55
3.00
4.50
4.50
4.50
3.45
2.35
2.63
5.55
3.00
0.70
1.35
5.60
6.90
6.88
5.60
7.88
5.95
Income
Maturity
Market Value
Receivable
12/5/2023
12/8/2021
3/15/2021
6/15/2019
4/1/2022
1/15/2021
3/1/2018
4/1/2022
8/15/2020
3/1/2019
9/15/2017
9/14/2018
9/15/2023
9/15/2043
4/1/2037
4/1/2021
9/15/2033
9/15/2043
4/15/2038
9/15/2023
11/1/2022
9/14/2018
9/15/2043
11/1/2022
9/15/2023
9/15/2043
11/1/2021
4/1/2041
11/1/2022
9/15/2023
9/15/2033
9/15/2043
3/15/2021
11/1/2042
9/15/2023
9/15/2043
3/15/2024
6/15/2032
11/1/2022
9/15/2043
6/15/2023
9/14/2018
9/15/2020
9/15/2043
9/15/2043
8/1/2016
12/9/2016
12/6/2022
9/15/2042
4/1/2039
11/1/2021
11/1/2041
9/15/2033
9/15/2043
9/15/2023
9/14/2018
9/15/2043
9/15/2016
9/15/2020
9/15/2020
9/15/2020
3/15/2021
3/15/2015
12/9/2014
2/15/2016
4/1/2016
11/2/2015
6/9/2017
7/15/2041
5/1/2018
3/15/2020
7/15/2041
9/30/2031
2/1/2017
163,453.70
148,054.50
108,869.00
215,990.64
301,479.00
2,104,902.80
1,163,630.00
1,823,947.95
3,374,504.00
185,710.40
1,033,110.00
2,293,211.50
2,009,637.25
1,996,369.00
594,193.73
1,107,080.00
1,142,345.30
8,884,486.04
1,070,479.80
2,270,040.95
1,400,042.70
1,071,943.05
4,437,091.10
1,904,820.00
1,698,285.00
1,159,182.00
1,567,168.60
167,979.00
142,861.50
1,403,915.60
3,534,328.00
888,706.20
290,418.80
678,900.00
2,000,579.73
2,221,765.50
802,365.74
752,503.50
2,045,776.68
1,419,353.96
758,477.80
2,262,789.00
763,645.15
3,599,904.10
2,208,885.70
89,134.40
241,010.10
314,634.50
31,689.90
118,053.10
311,358.00
143,822.00
555,394.40
1,835,371.50
396,266.50
915,640.20
875,826.40
1,297,787.50
1,790,995.10
4,395,080.00
1,648,155.00
518,605.00
1,515,174.00
3,015,780.00
2,138,482.00
2,068,364.00
2,002,744.00
3,000,894.00
1,672,080.75
1,519,921.00
550,801.02
950,445.90
314,492.20
44,360.00
1,481.11
1,353.94
2,167.22
2,316.73
3,750.00
9,892.56
31,875.00
22,687.50
8,555.56
2,162.96
11,988.89
36,403.68
42,151.32
46,814.31
12,526.04
19,166.67
26,707.56
208,338.76
21,114.00
47,613.18
12,005.00
17,016.60
104,048.57
16,333.33
35,620.83
27,182.50
17,616.67
3,500.00
1,225.00
29,446.56
82,631.11
20,839.92
4,400.67
9,625.00
41,961.34
52,099.79
14,330.41
8,589.58
17,542.00
33,283.46
5,663.06
9,108.01
14,421.25
84,416.76
51,797.76
500.00
1,728.83
2,671.60
639.79
2,603.13
3,500.00
2,216.67
12,984.89
43,038.96
8,311.53
3,685.57
20,537.89
17,291.67
33,822.50
83,000.00
31,125.00
7,858.33
16,254.17
17,937.50
4,933.33
25,000.00
4,627.78
9,000.00
10,196.67
29,900.00
14,646.04
5,796.00
7,266.88
198.33
Par Value
Cost
% of MV
155,000.0000
135,000.0000
100,000.0000
186,000.0000
300,000.0000
1,960,000.0000
1,000,000.0000
1,815,000.0000
2,800,000.0000
185,000.0000
1,000,000.0000
2,150,000.0000
1,775,000.0000
1,550,000.0000
481,000.0000
1,000,000.0000
905,000.0000
6,898,000.0000
810,000.0000
2,005,000.0000
1,470,000.0000
1,005,000.0000
3,445,000.0000
2,000,000.0000
1,500,000.0000
900,000.0000
1,510,000.0000
140,000.0000
150,000.0000
1,240,000.0000
2,800,000.0000
690,000.0000
280,000.0000
750,000.0000
1,767,000.0000
1,725,000.0000
758,000.0000
525,000.0000
2,148,000.0000
1,102,000.0000
740,000.0000
2,150,000.0000
695,000.0000
2,795,000.0000
1,715,000.0000
80,000.0000
230,000.0000
310,000.0000
30,000.0000
85,000.0000
300,000.0000
140,000.0000
440,000.0000
1,425,000.0000
350,000.0000
870,000.0000
680,000.0000
1,250,000.0000
1,630,000.0000
4,000,000.0000
1,500,000.0000
500,000.0000
1,500,000.0000
3,000,000.0000
2,000,000.0000
2,000,000.0000
2,000,000.0000
3,000,000.0000
1,425,000.0000
1,300,000.0000
462,000.0000
810,000.0000
220,000.0000
40,000.0000
154,890.00
134,913.60
98,025.00
228,365.22
294,218.00
2,069,928.10
1,148,675.70
1,773,320.37
3,343,400.85
184,764.50
996,003.21
2,149,930.98
1,843,822.66
1,548,207.14
464,162.21
993,972.86
904,118.13
7,020,804.66
800,626.73
1,998,996.95
1,468,712.03
1,004,967.75
3,940,218.29
1,879,815.21
1,495,508.93
898,958.99
1,598,523.55
170,982.38
150,229.67
1,317,902.33
2,955,881.96
835,490.01
287,994.55
671,348.16
1,980,705.39
2,060,555.28
783,942.90
612,230.76
2,150,647.17
1,100,725.35
739,994.23
2,251,018.93
694,205.20
3,448,180.61
1,768,324.80
80,002.84
234,704.53
309,124.88
29,948.36
115,866.40
302,170.21
141,964.94
439,571.25
1,423,351.75
348,866.00
891,989.40
711,160.10
1,268,222.08
1,750,824.92
4,296,370.33
1,607,954.32
499,915.39
1,505,172.02
3,009,183.18
2,132,247.94
2,059,909.96
1,998,703.07
2,998,612.34
1,512,057.05
1,393,853.44
545,180.25
813,392.94
313,318.87
39,964.36
0.0008%
0.0007%
0.0005%
0.0010%
0.0014%
0.0098%
0.0054%
0.0085%
0.0157%
0.0009%
0.0048%
0.0106%
0.0093%
0.0093%
0.0028%
0.0051%
0.0053%
0.0413%
0.0050%
0.0105%
0.0065%
0.0050%
0.0206%
0.0088%
0.0079%
0.0054%
0.0073%
0.0008%
0.0007%
0.0065%
0.0164%
0.0041%
0.0013%
0.0032%
0.0093%
0.0103%
0.0037%
0.0035%
0.0095%
0.0066%
0.0035%
0.0105%
0.0035%
0.0167%
0.0103%
0.0004%
0.0011%
0.0015%
0.0001%
0.0005%
0.0014%
0.0007%
0.0026%
0.0085%
0.0018%
0.0043%
0.0041%
0.0060%
0.0083%
0.0204%
0.0077%
0.0024%
0.0070%
0.0140%
0.0099%
0.0096%
0.0093%
0.0139%
0.0078%
0.0071%
0.0026%
0.0044%
0.0015%
0.0002%
Stated
Security ID
25179MAH6
74340XAX9
25179MAP8
00163MAL8
29379VAY9
40414LAH2
421915EJ4
02209SAL7
02209SAM5
02209SAN3
02209SAR4
02209SAS2
133131AT9
133131AU6
26884AAZ6
26884ABC6
652478BA5
652482BN9
02209SAN3
35177PAL1
652482BQ2
756109AN4
02209SAD5
02209SAJ2
02209SAR4
29379VAQ6
40414LAD1
652482CE8
816851AK5
02209SAP8
25156PAC7
25156PAL7
26884AAX1
638620AD6
652482CG3
90131HAB1
02209SAE3
02209SAL7
02209SAN3
02209SAR4
29379VAV5
652482BJ8
652482BQ2
26884ABA0
40414LAK5
40414LAL3
775109AZ4
02209SAR4
29379VBC6
40049JAZ0
652482BU3
02209SAH6
02209SAL7
29379VAW3
29379VBC6
652482AX8
652482CE8
67019EAB3
816851AS8
49446XAA4
756109AJ3
756109AP9
92276MAW5
29379VAY9
29379VBC6
843646AJ9
26884AAZ6
26884ABC6
756109AP9
92276MAW5
294829AA4
40414LAJ8
816851AK5
92276MBB0
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
DEVON ENERGY CORP

PROLOGICS LP
DEVON ENERGY CORP
PROLOGIS LP
ENTERPRISE PRODUCTS OPERATING
HCP INC
HCP INC
ALTRIA GROUP INC
ALTRIA GROUP INC
ALTRIA GROUP INC
ALTRIA GROUP INC
ALTRIA GROUP INC
CAMDEN PROPERTY TRUST
CAMDEN PROPERTY TRUST
ERP OPERATING LP
ERP OPERATING LP
NEWS AMERICA INC
NEWS AMERICA INC
ALTRIA GROUP INC
FRANCE TELECOM SA
NEWS AMERICA INC
REALTY INCOME CORP
ALTRIA GROUP INC
ALTRIA GROUP INC
ALTRIA GROUP INC
HCP INC
NEWS AMERICA INC
SEMPRA ENERGY
ALTRIA GROUP INC
DEUTSCHE TELEKOM INTERNATIONAL
DEUTSCHE TELEKOM INTERNATIONAL
ERP OPERATING LP
NATIONWIDE HEALTH PROPERTIES I
NEWS AMERICA INC
21ST CENTURY FOX AMERICA INC
ALTRIA GROUP INC
ALTRIA GROUP INC
ALTRIA GROUP INC
ALTRIA GROUP INC
NEWS AMERICA INC
NEWS AMERICA INC
ERP OPERATING LP
HCP INC
HCP INC
ROGERS COMMUNICATIONS INC
ALTRIA GROUP INC
GRUPO TELEVISA SAB
NEWS AMERICA INC
ALTRIA GROUP INC
ALTRIA GROUP INC
NEWS AMERICA INC
NEWS AMERICA INC
NSTAR LLC
SEMPRA ENERGY
KIMCO REALTY CORP
REALTY INCOME CORP
REALTY INCOME CORP
VENTAS REALTY LP / VENTAS CAPI
SOUTHERN POWER CO
ERP OPERATING LP
ERP OPERATING LP
REALTY INCOME CORP
TELEFONAKTIEBOLAGET LM ERICSSO
HCP INC
SEMPRA ENERGY
Coupon
6.30
4.00
3.25
4.50
4.45
2.63
6.00
4.75
4.25
2.85
5.38
4.00
2.95
4.25
4.63
2.38
7.75
6.15
2.85
9.00
6.65
3.25
9.70
9.25
5.38
6.45
5.38
6.15
9.80
2.95
8.75
6.75
5.75
6.00
3.00
5.40
9.95
4.75
2.85
5.38
5.70
6.20
6.65
3.00
4.20
3.88
5.45
5.38
5.10
6.63
7.85
10.20
4.75
4.85
5.10
7.63
6.15
4.50
2.30
4.30
5.95
4.65
4.75
4.45
5.10
5.25
4.63
2.38
4.65
4.75
4.13
4.25
9.80
2.70
Maturity
1/15/2019
1/15/2018
5/15/2022
8/15/2017
2/15/2043
2/1/2020
1/30/2017
5/5/2021
8/9/2042
8/9/2022
1/31/2044
1/31/2024
12/15/2022
1/15/2024
12/15/2021
7/1/2019
12/1/2045
3/1/2037
8/9/2022
3/1/2031
11/15/2037
10/15/2022
11/10/2018
8/6/2019
1/31/2044
9/1/2040
2/1/2021
2/15/2041
2/15/2019
5/2/2023
6/15/2030
8/20/2018
6/15/2017
5/20/2015
9/15/2022
10/1/2043
11/10/2038
5/5/2021
8/9/2022
1/31/2044
2/15/2042
12/15/2034
11/15/2037
4/15/2023
3/1/2024
8/15/2024
10/1/2043
1/31/2044
2/15/2045
1/15/2040
3/1/2039
2/6/2039
5/5/2021
8/15/2042
2/15/2045
11/30/2028
2/15/2041
11/15/2019
4/1/2017
2/1/2018
9/15/2016
8/1/2023
6/1/2021
2/15/2043
2/15/2045
7/15/2043
12/15/2021
7/1/2019
8/1/2023
6/1/2021
5/15/2022
11/15/2023
2/15/2019
4/1/2020
Income
Market Value
Receivable
350,997.00
318,744.00
1,834,074.00
2,151,760.00
2,538,499.50
648,420.50
1,444,261.00
1,113,990.00
584,360.76
605,419.14
1,026,277.56
560,651.63
346,181.80
815,060.40
2,304,099.18
657,551.22
1,627,724.28
139,485.80
1,956,120.00
3,054,380.00
2,572,880.40
2,743,152.50
403,547.38
126,286.08
1,643,821.20
516,756.00
1,486,548.70
1,386,585.00
210,502.40
1,683,027.50
456,069.55
565,041.60
557,182.32
518,315.00
1,680,841.00
818,360.20
118,906.90
1,838,083.50
723,764.40
522,024.30
238,384.00
154,753.75
115,203.60
756,833.00
1,547,835.00
448,960.50
1,127,130.00
1,543,859.10
2,214,999.90
2,920,247.10
3,054,199.20
34,622.20
490,155.60
355,485.25
424,266.15
195,807.00
258,829.20
43,878.40
225,453.80
281,333.00
382,721.50
227,341.80
385,777.00
612,226.35
550,995.00
427,376.25
1,664,010.00
140,760.20
2,056,902.00
1,708,441.00
4,199,000.00
2,667,843.84
2,894,408.00
4,702,619.32
2,415.00
1,533.33
17,225.00
4,000.00
5,043.33
1,421.88
6,716.67
15,305.56
1,607.68
1,078.09
4,138.75
1,796.67
2,210.86
4,181.53
20,279.60
3,106.50
21,157.50
3,536.25
3,483.33
90,000.00
39,356.92
33,763.89
9,301.49
616.67
6,629.17
12,900.00
5,867.71
3,075.00
696.89
17,064.93
5,634.03
990.00
3,658.92
8,416.67
23,516.67
15,975.00
2,147.54
25,254.17
1,288.83
2,105.21
506.67
1,636.11
1,762.25
8,726.67
33,250.00
814.29
22,708.33
6,226.04
4,556.00
19,935.73
83,210.00
141.67
6,734.44
722.11
872.67
2,891.15
574.00
530.00
2,108.33
931.67
9,602.64
813.75
4,156.25
1,216.33
1,133.33
2,515.63
14,645.83
665.00
7,362.50
18,406.25
48,583.33
32,135.67
9,582.22
53,077.50
Par Value
Cost
% of MV
300,000.0000
300,000.0000
1,800,000.0000
2,000,000.0000
2,550,000.0000
650,000.0000
1,300,000.0000
1,000,000.0000
619,000.0000
619,000.0000
924,000.0000
539,000.0000
355,000.0000
770,000.0000
2,077,000.0000
654,000.0000
1,092,000.0000
115,000.0000
2,000,000.0000
2,000,000.0000
2,010,000.0000
2,750,000.0000
311,000.0000
96,000.0000
1,480,000.0000
400,000.0000
1,310,000.0000
1,125,000.0000
160,000.0000
1,750,000.0000
305,000.0000
480,000.0000
498,000.0000
500,000.0000
1,700,000.0000
710,000.0000
70,000.0000
1,650,000.0000
740,000.0000
470,000.0000
200,000.0000
125,000.0000
90,000.0000
770,000.0000
1,500,000.0000
445,000.0000
1,000,000.0000
1,390,000.0000
2,010,000.0000
2,355,000.0000
2,120,000.0000
20,000.0000
440,000.0000
335,000.0000
385,000.0000
150,000.0000
210,000.0000
40,000.0000
220,000.0000
260,000.0000
350,000.0000
210,000.0000
350,000.0000
615,000.0000
500,000.0000
375,000.0000
1,500,000.0000
140,000.0000
1,900,000.0000
1,550,000.0000
4,000,000.0000
2,568,000.0000
2,200,000.0000
4,718,000.0000
355,632.00
297,921.00
1,807,380.65
2,155,339.86
2,538,656.43
648,650.07
1,369,294.40
1,058,919.07
611,514.64
618,434.79
920,113.77
535,877.33
351,827.74
768,657.67
2,144,837.30
653,371.10
1,315,065.66
119,918.00
1,973,654.10
2,554,322.35
1,895,479.55
2,735,824.50
310,800.72
95,934.05
1,473,775.04
423,047.44
1,327,880.90
1,402,594.67
159,614.61
1,678,598.47
370,760.37
479,941.95
485,646.74
499,678.93
1,657,544.48
790,358.06
106,288.97
1,647,091.03
739,326.90
471,444.93
217,824.97
121,230.22
88,956.84
734,211.07
1,506,780.50
443,360.21
994,085.64
1,384,153.83
2,006,908.33
2,714,091.96
2,610,912.86
22,184.46
438,662.12
333,526.10
384,407.81
164,253.33
236,954.12
39,809.32
219,940.15
285,628.20
384,426.00
216,582.50
382,564.00
574,735.95
499,225.00
379,320.00
1,607,126.91
139,865.37
2,027,445.65
1,687,318.41
4,149,350.36
2,626,590.50
2,846,325.79
4,580,543.88
0.0016%
0.0015%
0.0085%
0.0100%
0.0118%
0.0030%
0.0067%
0.0052%
0.0027%
0.0028%
0.0048%
0.0026%
0.0016%
0.0038%
0.0107%
0.0031%
0.0076%
0.0006%
0.0091%
0.0142%
0.0119%
0.0127%
0.0019%
0.0006%
0.0076%
0.0024%
0.0069%
0.0064%
0.0010%
0.0078%
0.0021%
0.0026%
0.0026%
0.0024%
0.0078%
0.0038%
0.0006%
0.0085%
0.0034%
0.0024%
0.0011%
0.0007%
0.0005%
0.0035%
0.0072%
0.0021%
0.0052%
0.0072%
0.0103%
0.0136%
0.0142%
0.0002%
0.0023%
0.0017%
0.0020%
0.0009%
0.0012%
0.0002%
0.0010%
0.0013%
0.0018%
0.0011%
0.0018%
0.0028%
0.0026%
0.0020%
0.0077%
0.0007%
0.0096%
0.0079%
0.0195%
0.0124%
0.0134%
0.0218%
Stated
Security ID
40414LAH2
421915AG4
92276MAX3
02209SAS2
151020AN4
29267HAB5
15135UAJ8
65504LAK3
04530DAD4
151020AH7
126408GQ0
151020AN4
04530DAD4
151020AM6
465685AJ4
465685AJ4
126408GK3
210795PZ7
50540RAF9
50540RAL6
465685AJ4
465685AJ4
151020AH7
210805BU0
04530DAD4
780097AW1
780099CC9
780099CF2
780099CC9
362320BA0
38141GEU4
38141GFD1
55616XAH0
60871RAC4
55616XAF4
55616XAJ6
12626PAG8
74267CAC0
884903BM6
084423AL6
58155QAG8
884903BM6
084423AS1
74267CAC0
91915WAB8
581557BE4
084423AP7
084423AS1
25746UBB4
487836BD9
25746UBN8
581557BA2
084423AS1
74267CAC0
487836BF4
65504LAC1
448055AB9
65535HAD1
909317BE8
909317BE8
172967GK1
172967HB0
172967HS3
172967BU4
172967GT2
172967HB0
172967HB0
172967HV6
172967GT2
172967DR9
172967HA2
172967GT2
30219GAE8
30219GAH1
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
HCP INC
HCP INC
ALTRIA GROUP INC
CELGENE CORP
ENDURANCE SPECIALTY HOLDINGS L
CENOVUS ENERGY INC
NOBLE HOLDING INTERNATIONAL LT
ASPEN INSURANCE HOLDINGS LTD
CELGENE CORP
CSX CORP
CELGENE CORP
CELGENE CORP
ITC HOLDINGS CORP
ITC HOLDINGS CORP
CSX CORP
LABORATORY CORP OF AMERICA HOL
LABORATORY CORP OF AMERICA HOL
ITC HOLDINGS CORP
ITC HOLDINGS CORP
CELGENE CORP
ROYAL BANK OF SCOTLAND GROUP P
ROYAL BANK OF SCOTLAND PLC
GTE CORP
MACY'S RETAIL HOLDINGS INC
MOLSON COORS BREWING CO
CRH AMERICA INC
PROASSURANCE CORP
THOMSON REUTERS CORP
WR BERKLEY CORP
MCKESSON CORP
THOMSON REUTERS CORP
WR BERKLEY CORP
PROASSURANCE CORP
VALIDUS HOLDINGS LTD
MCKESSON CORP
WR BERKLEY CORP
WR BERKLEY CORP
DOMINION RESOURCES INC/VA
KELLOGG CO
DOMINION RESOURCES INC/VA
MCKESSON CORP
WR BERKLEY CORP
PROASSURANCE CORP
KELLOGG CO
NOBLE HOLDING INTERNATIONAL LT
HUSKY ENERGY INC
NOMURA HOLDINGS INC
UAL 2009-2A PASS THROUGH TRUST
UAL 2009-2A PASS THROUGH TRUST
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
EXPRESS SCRIPTS HOLDING CO
EXPRESS SCRIPTS HOLDING
Coupon
2.63
7.07
4.25
4.00
2.25
6.15
3.80
5.25
4.65
3.25
7.38
2.25
4.65
4.63
3.65
3.65
6.15
4.15
5.63
3.75
3.65
3.65
3.25
6.90
4.65
6.40
2.55
1.17
2.55
6.94
5.63
6.75
2.88
3.50
3.88
4.30
6.00
5.30
4.50
6.15
2.85
4.50
4.63
5.30
8.88
3.80
6.25
4.63
5.60
4.00
1.95
0.63
4.63
5.30
1.88
4.90
6.15
2.00
9.75
9.75
4.05
5.50
5.30
5.88
3.50
5.50
5.50
4.00
3.50
6.13
6.68
3.50
4.75
2.25
Maturity
2/1/2020
6/8/2015
3/1/2022
1/31/2024
5/15/2019
10/15/2015
9/15/2023
3/15/2042
11/15/2023
8/15/2022
2/1/2019
5/15/2019
11/15/2023
5/15/2044
6/15/2024
6/15/2024
5/1/2037
10/11/2025
12/15/2015
8/23/2022
6/15/2024
6/15/2024
8/15/2022
7/2/2019
11/15/2023
10/21/2019
9/18/2015
3/31/2017
9/18/2015
4/15/2028
1/15/2017
10/1/2037
2/15/2023
5/1/2022
1/15/2022
2/15/2043
9/30/2016
11/15/2023
5/23/2043
8/15/2019
3/15/2023
5/23/2043
3/15/2022
11/15/2023
1/26/2040
3/15/2024
2/15/2037
3/15/2022
11/15/2016
12/15/2020
8/15/2016
9/10/2015
3/15/2022
11/15/2023
11/17/2016
8/1/2020
6/15/2019
9/13/2016
7/15/2018
7/15/2018
7/30/2022
9/13/2025
5/6/2044
2/22/2033
5/15/2023
9/13/2025
9/13/2025
8/5/2024
5/15/2023
8/25/2036
9/13/2043
5/15/2023
11/15/2021
6/15/2019
Income
Market Value
Receivable
548,663.50
2,411,987.00
1,057,820.00
1,404,229.50
725,529.25
420,908.00
1,110,954.75
1,766,170.25
1,584,750.60
1,426,187.40
777,708.80
1,506,098.65
2,092,080.00
1,854,666.00
298,017.85
2,106,329.55
50,588.80
418,224.91
63,675.60
40,794.80
121,227.60
606,138.00
2,791,470.00
244,142.71
1,569,060.00
1,411,140.00
1,480,608.00
2,464,308.00
890,400.00
186,516.00
267,667.40
61,676.50
827,543.00
92,497.50
68,599.05
365,031.80
274,315.00
497,747.25
1,232,450.00
1,804,236.60
1,948,840.00
2,563,496.00
1,103,466.60
1,837,836.00
1,778,174.10
4,770,898.20
1,015,826.50
351,594.75
43,959.60
399,307.70
2,040,780.00
1,768,229.95
1,298,196.00
1,586,227.50
2,542,795.00
1,096,290.00
659,461.50
1,552,827.60
512,741.82
1,833,403.42
408,157.20
415,649.85
2,142,435.42
410,475.60
802,796.40
560,175.00
1,036,323.75
917,589.45
2,021,676.30
234,290.00
203,497.60
1,130,768.10
223,542.15
930,427.85
1,203.13
37,501.24
21,250.00
4,500.00
4,803.13
9,293.33
18,661.17
40,548.96
20,742.88
2,029.44
3,933.33
9,970.63
27,383.33
24,512.50
2,602.15
18,391.44
820.00
6,521.44
712.50
33.33
1,058.50
5,292.50
3,972.22
2,580.23
20,537.50
27,733.33
16,799.19
5,033.95
10,102.60
3,932.67
1,760.94
1,406.25
1,086.11
1,050.00
321.84
726.22
6,291.67
7,100.53
15,312.50
4,346.00
26,283.33
31,850.00
21,752.92
26,217.33
10,613.02
83,573.69
2,361.11
6,931.08
659.56
3,124.44
1,733.33
2,562.03
25,591.67
22,628.06
13,541.67
4,083.33
7,400.50
14,280.00
5,640.54
20,168.79
1,381.05
9,522.33
33,827.25
528.75
8,450.56
12,833.33
23,741.67
2,643.33
21,280.97
204.17
4,984.00
11,902.92
2,811.21
5,025.63
Par Value
Cost
% of MV
550,000.0000
2,300,000.0000
1,000,000.0000
1,350,000.0000
725,000.0000
400,000.0000
1,065,000.0000
1,675,000.0000
1,515,000.0000
1,405,000.0000
640,000.0000
1,505,000.0000
2,000,000.0000
1,800,000.0000
295,000.0000
2,085,000.0000
40,000.0000
404,082.0400
60,000.0000
40,000.0000
120,000.0000
600,000.0000
2,750,000.0000
228,170.7600
1,500,000.0000
1,200,000.0000
1,455,000.0000
2,450,000.0000
875,000.0000
150,000.0000
245,000.0000
50,000.0000
850,000.0000
90,000.0000
65,000.0000
380,000.0000
250,000.0000
455,000.0000
1,250,000.0000
1,590,000.0000
2,000,000.0000
2,600,000.0000
1,020,000.0000
1,680,000.0000
1,230,000.0000
4,635,000.0000
850,000.0000
325,000.0000
40,000.0000
370,000.0000
2,000,000.0000
1,765,000.0000
1,200,000.0000
1,450,000.0000
2,500,000.0000
1,000,000.0000
570,000.0000
1,530,000.0000
452,752.1550
1,618,899.2700
396,000.0000
371,000.0000
1,998,000.0000
360,000.0000
820,000.0000
500,000.0000
925,000.0000
915,000.0000
2,065,000.0000
200,000.0000
160,000.0000
1,155,000.0000
201,000.0000
935,000.0000
536,210.73
2,410,744.84
1,023,106.20
1,355,009.00
723,297.36
399,745.11
1,048,111.81
1,620,473.21
1,534,346.56
1,404,414.99
649,783.38
1,502,813.26
1,997,924.33
1,793,657.96
294,034.86
2,078,178.53
39,962.48
404,082.04
59,959.09
39,961.71
119,599.20
598,036.99
2,671,846.71
245,864.98
1,510,504.24
1,199,234.31
1,454,706.15
2,462,133.86
890,111.25
161,402.07
244,935.09
59,047.18
777,104.17
90,153.58
64,593.18
341,980.59
281,492.50
455,000.00
1,226,667.20
1,586,105.60
1,882,745.36
2,551,467.75
1,085,430.46
1,680,000.00
1,639,539.61
4,694,754.44
842,504.61
324,021.05
39,996.80
388,565.20
2,020,156.03
1,765,000.00
1,255,306.98
1,527,863.05
2,529,391.93
1,036,735.92
675,045.30
1,526,983.81
490,136.58
1,841,032.18
396,000.00
371,000.00
2,000,807.84
357,597.75
793,591.79
557,439.08
1,022,155.39
912,247.95
2,055,041.34
181,007.42
160,000.00
1,114,459.50
222,153.04
932,849.54
0.0025%
0.0112%
0.0049%
0.0065%
0.0034%
0.0020%
0.0052%
0.0082%
0.0074%
0.0066%
0.0036%
0.0070%
0.0097%
0.0086%
0.0014%
0.0098%
0.0002%
0.0019%
0.0003%
0.0002%
0.0006%
0.0028%
0.0130%
0.0011%
0.0073%
0.0066%
0.0069%
0.0114%
0.0041%
0.0009%
0.0012%
0.0003%
0.0038%
0.0004%
0.0003%
0.0017%
0.0013%
0.0023%
0.0057%
0.0084%
0.0090%
0.0119%
0.0051%
0.0085%
0.0083%
0.0222%
0.0047%
0.0016%
0.0002%
0.0019%
0.0095%
0.0082%
0.0060%
0.0074%
0.0118%
0.0051%
0.0031%
0.0072%
0.0024%
0.0085%
0.0019%
0.0019%
0.0099%
0.0019%
0.0037%
0.0026%
0.0048%
0.0043%
0.0094%
0.0011%
0.0009%
0.0053%
0.0010%
0.0043%
Stated
Security ID
444859BA9
444859BB7
760759AP5
06051GFH7
6174467X1
6174824M3
59022CAA1
06051GFH7
5901884M7
59022CAJ2
06051GFH7
06051GFH7
6174467X1
6174467X1
313396ER0
313385F50
313385G91
313385J23
313385J72
313385L53
313385M60
313385R24
31315KAB6
31315KBB5
31315KEB2
31315KED8
31315KET3
31315KFA3
31315KFD7
31315KFF2
31315KFP0
31315KJN1
31315LF52
31315LH76
31315LL71
31315LS66
313312BN9
313312BS8
313312DL1
313312EL0
313313E38
313313H35
313313H84
313313J25
313313J90
313313K72
313313R75
313313R91
313384JV2
313385E44
313385E69
313385F35
313385F43
313385G34
313385J23
313385J98
313385L61
313385M52
313385Q82
313385S64
313396DD2
313396DN0
313396HQ9
313396HY2
313397F30
313397J51
313397K59
313397M24
313397M99
313588GH2
313588HY4
313589E90
313589G23
313589J95
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
CORPORATE BONDS
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
CORPORATE BONDS
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
CORPORATE BONDS
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
HUMANA INC
HUMANA INC
REPUBLIC SERVICES INC
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
MORGAN STANLEY
FEDERAL HOME LN MTG CORP DISC
FEDERAL HOME LN BK CONS DISC N
FEDERAL HOME LN BK CONS DISC
FEDERAL AGRIC MTG CORP DISC
FEDERAL FARM CR BK CONS SYSTEM
FEDERAL NATL MTG ASSN DISC
Coupon
3.15
4.63
3.55
4.20
5.00
4.88
0.99
4.20
6.05
6.11
4.20
4.20
5.00
5.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
Income
Maturity
Market Value
Receivable
12/1/2022
12/1/2042
6/1/2022
8/26/2024
11/24/2025
11/1/2022
9/15/2026
8/26/2024
5/16/2016
1/29/2037
8/26/2024
8/26/2024
11/24/2025
11/24/2025
4/22/2015
9/12/2014
9/24/2014
10/3/2014
10/8/2014
10/22/2014
10/31/2014
11/28/2014
1/2/2015
1/26/2015
4/8/2015
4/10/2015
4/24/2015
5/1/2015
5/4/2015
5/6/2015
5/14/2015
7/24/2015
9/12/2014
9/30/2014
10/24/2014
12/10/2014
2/6/2015
2/10/2015
3/24/2015
4/17/2015
9/2/2014
9/26/2014
10/1/2014
10/3/2014
10/10/2014
10/16/2014
12/3/2014
12/5/2014
7/31/2015
9/3/2014
9/5/2014
9/10/2014
9/11/2014
9/18/2014
10/3/2014
10/10/2014
10/23/2014
10/30/2014
11/26/2014
12/10/2014
3/17/2015
3/26/2015
7/2/2015
7/10/2015
9/10/2014
10/6/2014
10/14/2014
10/27/2014
11/3/2014
6/1/2015
7/10/2015
9/8/2014
9/17/2014
10/10/2014
149,835.00
183,301.20
1,305,525.00
1,217,092.91
254,476.38
1,038,101.03
5,721,885.00
2,273,801.60
481,191.85
818,712.60
649,657.60
1,040,467.25
2,163,586.10
993,209.50
3,827,663.70
2,964,405.27
15,807,677.16
4,499,226.00
11,647,757.38
7,573,295.63
20,315,777.96
3,314,455.33
49,990,000.00
49,988,050.00
49,971,250.00
49,970,950.00
99,938,200.00
99,923,000.00
49,961,050.00
49,960,700.00
49,959,450.00
49,935,000.00
49,999,800.00
49,999,400.00
49,998,500.00
49,993,400.00
49,982,550.00
49,982,100.00
49,976,050.00
99,940,100.00
50,000,000.00
49,999,500.00
49,999,150.00
49,999,100.00
49,998,900.00
49,998,700.00
49,993,850.00
49,993,750.00
49,933,600.00
50,000,000.00
49,999,950.00
49,999,850.00
49,999,800.00
49,999,650.00
49,999,100.00
99,997,800.00
49,998,500.00
49,998,300.00
49,995,150.00
49,993,400.00
49,976,850.00
49,975,800.00
49,939,400.00
49,937,800.00
49,999,850.00
49,999,000.00
49,998,750.00
49,998,400.00
99,992,900.00
99,900,300.00
49,937,800.00
49,999,850.00
49,999,700.00
49,998,900.00
1,181.25
2,094.10
11,093.75
699.42
3,192.92
15,616.25
13,950.95
1,306.67
7,852.40
3,747.47
373.33
597.92
27,146.53
12,461.81
1,596.25
519.84
1,586.77
486.00
1,320.76
738.66
1,343.44
17.97
-
Par Value
Cost
% of MV
150,000.0000
180,000.0000
1,250,000.0000
1,199,000.0000
237,000.0000
961,000.0000
6,500,000.0000
2,240,000.0000
445,000.0000
690,000.0000
640,000.0000
1,025,000.0000
2,015,000.0000
925,000.0000
3,830,000.0000
2,965,000.0000
15,810,000.0000
4,500,000.0000
11,650,000.0000
7,575,000.0000
20,320,000.0000
3,315,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
100,000,000.0000
100,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
100,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
100,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
100,000,000.0000
100,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
149,504.25
177,021.66
1,241,172.09
1,198,125.90
235,974.13
959,866.70
6,500,000.00
2,243,444.96
444,601.26
690,000.00
640,026.56
1,024,252.75
2,095,812.69
948,152.75
3,825,429.53
2,964,405.27
15,807,677.16
4,499,226.00
11,647,757.38
7,573,295.63
20,315,777.96
3,314,455.33
49,984,625.00
49,981,625.00
49,957,416.02
49,960,097.84
99,923,299.05
99,915,973.13
49,962,569.68
49,951,971.92
49,957,500.37
49,934,347.27
49,997,859.57
49,994,765.28
49,991,903.27
49,988,194.81
49,975,861.42
49,977,500.05
49,971,666.68
99,920,834.14
49,999,834.44
49,994,790.81
49,997,916.61
49,996,444.27
49,996,749.79
49,994,999.83
49,988,375.00
49,984,167.23
49,926,924.94
49,999,750.00
49,999,628.02
49,998,811.76
49,999,166.51
49,998,465.37
49,996,666.82
99,991,170.87
49,996,388.74
49,995,493.10
49,987,457.82
49,987,500.00
49,971,270.68
49,972,819.15
49,943,000.00
49,934,999.85
49,998,376.27
49,994,895.09
49,995,999.23
49,995,100.00
99,981,187.74
99,888,145.76
49,937,166.72
49,999,465.42
49,998,000.00
49,992,415.40
0.0007%
0.0009%
0.0061%
0.0057%
0.0012%
0.0048%
0.0266%
0.0106%
0.0022%
0.0038%
0.0030%
0.0048%
0.0100%
0.0046%
0.0178%
0.0138%
0.0734%
0.0209%
0.0541%
0.0352%
0.0943%
0.0154%
0.2321%
0.2321%
0.2320%
0.2320%
0.4641%
0.4640%
0.2320%
0.2320%
0.2320%
0.2319%
0.2322%
0.2322%
0.2322%
0.2321%
0.2321%
0.2321%
0.2321%
0.4641%
0.2322%
0.2322%
0.2322%
0.2322%
0.2322%
0.2322%
0.2321%
0.2321%
0.2319%
0.2322%
0.2322%
0.2322%
0.2322%
0.2322%
0.2322%
0.4643%
0.2322%
0.2322%
0.2321%
0.2321%
0.2321%
0.2321%
0.2319%
0.2319%
0.2322%
0.2322%
0.2322%
0.2322%
0.4643%
0.4639%
0.2319%
0.2322%
0.2322%
0.2322%
Stated
Security ID
313589N82
313589Q89
313589S61
313589U43
313385G42
313385H82
313385Q66
313385M45
857524AC6
731011AT9
NAB8Q6L59
46513AKU3
46513A2W9
46513BBF4
46513BBJ6
NAB96LJ18
642869AC5
748149AF8
NABDFM6V5
563469UD5
68323ACE2
68323ABM5
68323ABJ2
683234DP0
NAB6T8K16
NAB8HXW82
16937MAC9
168863BP2
298785GP5
11070TAA6
110709BN1
30254WAD1
459058DT7
298785GA8
500769EG5
NAB7TCNM6
195325BR5
NABF2DRH2
698299AX2
NABFYRN49
105756BV1
105756BV1
NAB56YKG3
NAB76P9J5
91086QBB3
91086QBC1
91086QBC1
91086QBE7
91086QBB3
91086QBC1
91086QBE7
91086QBB3
91086QBE7
NAB56YKG3
3130A0TW0
3130A04R8
3130A07C8
3130A1B72
3130A1DM7
3130A1PG7
3130A1TN8
3130A1U97
649083AA0
313586RC5
742651DE9
690353TJ6
690353A23
690353ZX8
313378J77
313383ZU8
3135G0TG8
3135G0YM9
31359MEU3
31359MFP3
Accounting Type
Description

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
DISCOUNTED NOTES
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
CORPORATE BONDS
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
FOREIGN
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES

FEDERAL HOME LN BK CONS DISC N
REPUBLIC OF POLAND
POLAND GOVERNMENT INTERNATIONA
POLAND GOVERNMENT INTL BD
ISRAEL ST
ISRAEL ST
ISRAEL ST
ISRAEL ST
ISRAEL GOVERNMENT INTERNATIONA
PROVINCE OF NEW BRUNSWICK CANA
PROVINCE OF QUEBEC CANADA
REPUBLIC OF KOREA
PROVINCE OF MANITOBA
PROVINCE OF ONTARIO CANADA
CHILE GOVERNMENT INTERNATIONAL
CHINA DEVELOPMENT BANK CORP
EUROPEAN INVESTMENT BANK
PROVINCE OF BRITISH COLUMBIA
PROVINCE OF BRITISH COLUMBIA
FMS WERTMANAGEMENT AOER
INTL BK RECON & DEVELOP
EUROPEAN INVESTMENT BANK
KFW
COLOMBIA GOVERNMENT INTERNATIO
REPUBLIC OF COLOMBIA
COLOMBIA GOVERNMENT INTL BOND
PANAMA GOVERNMENT INTERNATIONA
BRAZILIAN GOVT INTL BOND
FED REPUBLIC OF BRAZIL
FED REPUBLIC OF BRAZIL
MEXICO GOVERNMENT INTERNATIONA
UNITED MEXICAN STATES
FEDERAL HOME LN BK CONS BD
TENNESSEE VALLEY AUTH BD
FEDERAL NATL MTG ASSN
PRIVATE EXPORT FUNDING CORP
OVERSEAS PRIVATE INVT CORP
OVERSEAS PRIVATE INVESTMENT CO
OVERSEAS PRIVATE INVESTMENT CO
Coupon
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
4.00
3.00
3.00
1.08
1.30
1.30
1.25
4.50
2.75
2.75
3.88
3.05
1.00
1.10
0.95
1.60
3.25
3.63
5.00
3.63
2.13
1.20
2.65
1.63
2.25
1.00
2.63
4.38
5.63
4.00
5.20
4.25
4.25
4.25
3.63
4.75
4.75
4.00
4.00
5.55
4.75
4.00
5.55
4.75
5.55
3.63
0.13
0.13
0.16
0.13
0.15
0.13
0.13
0.13
7.30
0.00
5.45
3.37
0.00
0.00
1.88
3.00
0.88
1.88
6.25
7.25
Income
Maturity
Market Value
Receivable
11/10/2014
11/26/2014
12/10/2014
12/24/2014
9/19/2014
10/1/2014
11/24/2014
10/29/2014
1/22/2024
3/17/2023
3/17/2023
5/1/2015
8/1/2015
4/1/2016
5/1/2016
1/30/2043
6/15/2018
8/25/2021
9/11/2023
5/14/2024
7/22/2016
10/25/2017
5/26/2015
9/21/2016
9/14/2021
10/30/2042
10/15/2015
10/30/2042
10/15/2021
4/25/2017
9/22/2021
11/20/2018
6/24/2021
3/15/2018
2/16/2016
7/12/2021
2/26/2044
2/26/2024
1/30/2020
1/7/2025
1/7/2025
1/7/2025
3/15/2022
3/8/2044
3/8/2044
10/2/2023
10/2/2023
1/21/2045
3/8/2044
10/2/2023
1/21/2045
3/8/2044
1/21/2045
3/15/2022
2/3/2015
9/23/2014
10/10/2014
3/10/2015
3/12/2015
4/14/2015
4/24/2015
4/29/2015
3/15/2019
10/9/2019
9/15/2017
5/15/2021
7/12/2016
7/12/2016
3/13/2020
9/10/2021
2/8/2018
9/18/2018
5/15/2029
5/15/2030
49,996,050.00
49,995,150.00
49,993,400.00
49,992,450.00
11,904,880.95
11,472,991.88
12,058,211.10
49,998,350.00
3,333,021.60
1,864,998.75
433,950.00
10,000,000.00
10,000,000.00
10,000,000.00
10,000,000.00
872,300.00
394,987.32
2,534,975.00
436,800.00
932,781.12
6,039,360.00
1,372,630.80
6,031,422.00
5,089,120.00
4,694,910.00
791,200.00
990,500.75
2,180,400.00
1,821,069.60
2,123,947.10
2,177,882.40
3,250,909.72
1,360,149.00
1,483,350.00
3,096,003.00
3,956,260.00
2,117,000.00
407,550.00
183,975.00
2,308,800.00
416,000.00
348,400.00
3,758,010.00
660,870.00
1,762,320.00
1,908,000.00
3,726,960.00
985,740.00
394,424.00
16,960.00
821,450.00
3,765,910.00
1,924,540.00
603,780.00
49,997,550.00
49,998,900.00
50,002,300.00
49,986,300.00
50,000,850.00
49,999,800.00
50,004,700.00
50,014,300.00
1,841,177.18
9,638,847.90
4,383,638.73
864,620.34
1,752,747.50
1,875,225.00
1,091,541.00
5,341,230.00
1,676,540.00
4,866,528.00
2,192,032.00
2,567,850.00
1,097.04
1,338.60
100.50
13,780.00
25,843.67
6,013.33
36,394.52
43,808.22
43,808.22
42,123.29
3,410.00
2,194.50
1,145.83
7,319.44
8,303.79
6,500.00
5,313.00
15,041.67
35,555.56
67,994.51
10,478.26
17,944.44
28,876.15
8,862.00
24,929.88
14,789.49
5,589.38
6,916.67
3,281.25
21,854.34
1,425.78
216.67
738.83
14,152.50
2,550.00
2,135.63
60,342.15
14,380.63
38,348.33
29,800.00
58,209.33
5,180.00
8,582.72
264.89
4,316.67
81,946.74
10,113.33
9,694.86
4,861.11
27,430.56
31,333.33
29,687.50
35,000.00
23,784.72
21,875.00
21,180.56
54,156.44
98,009.17
10,329.26
9,625.00
72,675.00
950.35
40,750.00
29,444.44
36,290.28
Par Value
Cost
% of MV
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
11,905,000.0000
11,475,000.0000
12,060,000.0000
50,000,000.0000
3,180,000.0000
1,891,000.0000
440,000.0000
10,000,000.0000
10,000,000.0000
10,000,000.0000
10,000,000.0000
880,000.0000
378,000.0000
2,500,000.0000
400,000.0000
916,000.0000
6,000,000.0000
1,380,000.0000
6,000,000.0000
5,000,000.0000
4,510,000.0000
860,000.0000
950,000.0000
2,370,000.0000
1,830,000.0000
2,110,000.0000
2,130,000.0000
3,244,000.0000
1,355,000.0000
1,500,000.0000
3,000,000.0000
3,670,000.0000
1,825,000.0000
390,000.0000
165,000.0000
2,220,000.0000
400,000.0000
335,000.0000
3,610,000.0000
630,000.0000
1,680,000.0000
1,800,000.0000
3,516,000.0000
840,000.0000
376,000.0000
16,000.0000
700,000.0000
3,590,000.0000
1,640,000.0000
580,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
1,609,093.0400
10,890,000.0000
3,900,000.0000
811,339.6600
1,750,000.0000
1,875,000.0000
1,100,000.0000
5,100,000.0000
1,700,000.0000
4,800,000.0000
1,600,000.0000
1,700,000.0000
49,985,415.72
49,991,041.89
49,987,847.39
49,985,750.00
11,903,432.51
11,472,991.88
12,058,211.10
49,995,166.63
3,155,659.96
1,738,796.02
434,283.91
10,000,000.00
10,000,000.00
10,000,000.00
10,000,000.00
855,162.42
389,886.32
2,489,366.33
395,557.19
912,877.47
5,998,677.37
1,378,824.81
6,008,441.20
5,071,726.27
4,591,620.55
851,169.50
948,600.27
2,333,360.76
1,816,256.70
2,109,178.70
2,118,046.33
3,239,539.82
1,346,938.56
1,490,602.16
3,094,814.62
3,959,902.13
1,820,097.76
384,925.15
176,601.95
2,203,299.29
398,200.43
333,492.85
3,693,215.28
688,942.35
1,755,723.44
1,792,402.41
3,501,159.39
835,598.81
426,619.23
15,932.46
757,119.81
3,160,112.71
1,631,407.20
598,272.99
49,992,566.56
49,999,036.33
50,000,000.00
49,992,774.95
50,000,000.00
49,996,904.30
49,996,187.50
49,996,947.00
1,609,093.04
9,436,259.44
3,896,904.31
811,339.66
1,750,000.00
1,875,000.00
1,075,364.38
5,208,586.58
1,696,797.50
4,793,322.48
2,240,068.51
2,657,359.50
0.2322%
0.2321%
0.2321%
0.2321%
0.0553%
0.0533%
0.0560%
0.2322%
0.0155%
0.0087%
0.0020%
0.0464%
0.0464%
0.0464%
0.0464%
0.0041%
0.0018%
0.0118%
0.0020%
0.0043%
0.0280%
0.0064%
0.0280%
0.0236%
0.0218%
0.0037%
0.0046%
0.0101%
0.0085%
0.0099%
0.0101%
0.0151%
0.0063%
0.0069%
0.0144%
0.0184%
0.0098%
0.0019%
0.0009%
0.0107%
0.0019%
0.0016%
0.0174%
0.0031%
0.0082%
0.0089%
0.0173%
0.0046%
0.0018%
0.0001%
0.0038%
0.0175%
0.0089%
0.0028%
0.2322%
0.2322%
0.2322%
0.2321%
0.2322%
0.2322%
0.2322%
0.2322%
0.0085%
0.0448%
0.0204%
0.0040%
0.0081%
0.0087%
0.0051%
0.0248%
0.0078%
0.0226%
0.0102%
0.0119%
Stated
Security ID
31359MGK3
3137EADM8
3137EADP1
46513EFF4
46513EGV8
46513EJX1
880591DZ2
880591EQ1
3137EADG1
880591EP3
3134G3P38
3135G0QM8
3135G0RD7
3137EACH0
31398A4M1
880591EP3
31359MFP3
3137EADB2
3133XGAY0
3130A2T97
3137EADP1
3130A2T97
3133XGAY0
313383V81
3135G0YT4
3135G0ZE6
3137EADB2
3137EADG1
3137EADN6
31771KAB3
31771KAC1
3137EADL0
418097AC5
911759KN7
066717AA7
313371PV2
313378MN8
313378PN5
313378WF4
3133782N0
313379FW4
313380EC7
3133813R4
3135G0WA7
3137EADL0
3137EADP1
903724AK8
313371PV2
313378MN8
313378PN5
313378WF4
3133782N0
313379FW4
313380EC7
3133813R4
3135G0WA7
3137EADL0
066717AA7
3133EA5R5
3133EDH21
3133EDJX1
313378PN5
313378WF4
313379FW4
313380EC7
3133813R4
3135G0QJ5
3135G0WA7
3137EADL0
3137EADP1
3130A2T97
3133ECM35
3133EDAT9
3133EDD58
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES

FEDERAL HOME LN MTG CORP
ISRAEL ST AID
ISRAEL ST AID
ISRAEL ST AID
FINANCING CORP STRIP
FINANCING CORP STRIP
HASHEMITE KINGDOM OF JOR
U S DEPT HSG & URBAN DEV GOVT
TUNISIA
UKRAINE AID
TUNISIA
FEDERAL FARM CR BK CONS BD
Coupon
6.63
1.25
0.88
5.50
5.50
5.50
5.38
1.75
1.75
3.50
0.75
1.50
1.55
2.88
1.63
3.50
7.25
2.38
5.50
0.50
0.88
0.50
5.50
0.38
1.63
1.75
2.38
1.75
0.75
0.00
0.00
1.00
2.50
3.30
2.45
1.63
1.00
1.27
1.13
0.88
1.00
0.75
1.00
1.13
1.00
0.88
1.84
1.63
1.00
1.27
1.13
0.88
1.00
0.75
1.00
1.13
1.00
2.45
2.17
0.18
0.21
1.27
1.13
1.00
0.75
1.00
2.25
1.13
1.00
0.88
0.50
0.18
0.28
0.18
Income
Maturity
Market Value
Receivable
11/15/2030
10/2/2019
3/7/2018
9/18/2023
12/4/2023
4/26/2024
4/1/2056
10/15/2018
5/30/2019
12/15/2042
10/5/2016
10/23/2019
10/29/2019
2/9/2015
10/26/2015
12/15/2042
5/15/2030
1/13/2022
7/15/2036
9/28/2016
3/7/2018
9/28/2016
7/15/2036
8/28/2015
11/27/2018
6/20/2019
1/13/2022
5/30/2019
1/12/2018
10/6/2017
10/6/2017
9/29/2017
10/30/2020
8/1/2019
7/24/2021
12/9/2016
3/10/2017
3/2/2017
3/10/2017
3/10/2017
6/9/2017
9/8/2017
11/9/2017
3/28/2018
9/29/2017
3/7/2018
5/16/2019
12/9/2016
3/10/2017
3/2/2017
3/10/2017
3/10/2017
6/9/2017
9/8/2017
11/9/2017
3/28/2018
9/29/2017
7/24/2021
10/24/2022
9/14/2016
4/17/2017
3/2/2017
3/10/2017
6/9/2017
9/8/2017
11/9/2017
10/17/2022
3/28/2018
9/29/2017
3/7/2018
9/28/2016
4/18/2016
7/27/2016
4/6/2016
865,938.00
3,697,400.00
1,870,189.00
1,719,480.00
492,044.00
370,182.00
2,788,926.36
7,645,676.00
3,265,578.75
4,814,180.00
4,000,600.00
3,903,680.00
3,916,240.00
5,060,400.00
10,155,686.00
2,877,000.00
755,250.00
2,010,660.00
1,325,230.00
7,492,351.50
5,758,213.50
2,149,935.75
152,401.45
445,818.80
771,370.60
2,029,695.50
1,035,489.90
541,755.00
1,453,508.00
393,583.60
537,577.60
498,510.00
457,231.50
161,643.00
1,408,680.00
4,079,360.00
3,509,345.00
1,011,520.00
1,258,200.00
2,498,700.00
1,075,913.75
2,473,675.00
1,619,312.50
1,242,975.00
1,495,530.00
7,013,208.75
849,575.00
4,079,360.00
3,509,345.00
1,011,520.00
1,258,200.00
2,498,700.00
1,075,913.75
2,473,675.00
1,619,312.50
1,242,975.00
1,495,530.00
2,867,670.00
2,583,205.80
2,516,408.40
3,272,419.80
1,011,520.00
1,258,200.00
1,075,913.75
2,473,675.00
1,619,312.50
2,805,565.20
1,242,975.00
1,495,530.00
7,013,208.75
8,480,025.00
5,003,100.00
4,005,080.00
5,003,000.00
11,704.17
19,659.72
8,035.42
34,863.89
5,316.67
5,729.17
49,270.83
50,244.44
14,398.85
37,092.22
12,166.67
21,333.33
21,011.11
8,784.72
56,423.61
22,166.67
10,673.61
6,333.33
7,027.78
2,503.33
24,740.63
718.33
808.19
13.91
3,267.15
7,006.32
3,261.67
2,388.75
1,510.83
2,111.11
3,785.79
412.50
3,528.16
14,805.56
16,625.00
6,314.72
6,679.69
10,390.63
2,448.61
9,010.42
5,055.56
5,976.56
6,333.33
30,132.81
4,571.58
14,805.56
16,625.00
6,314.72
6,679.69
10,390.63
2,448.61
9,010.42
5,055.56
5,976.56
6,333.33
7,182.32
20,363.04
221.32
279.31
6,314.72
6,679.69
2,448.61
9,010.42
5,055.56
24,455.00
5,976.56
6,333.33
30,132.81
2,833.33
340.28
1,120.00
638.81
Par Value
Cost
% of MV
600,000.0000
3,800,000.0000
1,900,000.0000
1,400,000.0000
400,000.0000
300,000.0000
2,200,000.0000
7,600,000.0000
3,255,000.0000
5,020,000.0000
4,000,000.0000
4,000,000.0000
4,000,000.0000
5,000,000.0000
10,000,000.0000
3,000,000.0000
500,000.0000
2,000,000.0000
1,000,000.0000
7,510,000.0000
5,850,000.0000
2,155,000.0000
115,000.0000
445,000.0000
770,000.0000
2,030,000.0000
1,030,000.0000
540,000.0000
1,480,000.0000
410,000.0000
560,000.0000
500,000.0000
450,000.0000
150,000.0000
1,400,000.0000
4,000,000.0000
3,500,000.0000
1,000,000.0000
1,250,000.0000
2,500,000.0000
1,075,000.0000
2,500,000.0000
1,625,000.0000
1,250,000.0000
1,500,000.0000
7,125,000.0000
850,000.0000
4,000,000.0000
3,500,000.0000
1,000,000.0000
1,250,000.0000
2,500,000.0000
1,075,000.0000
2,500,000.0000
1,625,000.0000
1,250,000.0000
1,500,000.0000
2,850,000.0000
2,660,000.0000
2,515,000.0000
3,270,000.0000
1,000,000.0000
1,250,000.0000
1,075,000.0000
2,500,000.0000
1,625,000.0000
2,920,000.0000
1,250,000.0000
1,500,000.0000
7,125,000.0000
8,500,000.0000
5,000,000.0000
4,000,000.0000
5,000,000.0000
884,712.95
3,790,880.25
1,896,303.03
1,791,814.43
477,250.27
389,872.14
2,188,512.99
7,570,257.63
3,254,588.48
4,884,166.45
4,000,000.00
3,999,702.36
3,999,402.67
5,005,739.95
9,992,212.32
2,902,011.62
782,265.31
1,910,058.48
1,326,380.66
7,487,311.11
5,738,825.14
2,150,305.60
129,652.63
444,991.46
767,560.09
2,028,987.12
1,008,724.38
540,496.67
1,474,425.20
394,154.76
538,357.70
499,750.00
450,000.00
148,257.00
1,400,000.00
4,067,360.15
3,480,275.69
1,001,190.18
1,251,778.97
2,487,122.04
1,078,339.78
2,497,624.72
1,625,734.68
1,221,270.40
1,505,183.54
7,102,473.55
850,000.00
4,067,360.14
3,480,275.68
1,001,190.18
1,251,778.98
2,487,122.05
1,078,339.77
2,497,624.71
1,625,734.70
1,221,270.42
1,505,183.54
2,850,000.00
2,485,020.88
2,514,491.80
3,270,000.00
1,001,190.18
1,251,778.98
1,078,339.77
2,497,624.71
1,625,734.70
2,750,262.54
1,221,270.42
1,505,183.54
7,102,473.51
8,474,320.17
4,999,622.21
4,006,901.35
5,002,034.35
0.0040%
0.0172%
0.0087%
0.0080%
0.0023%
0.0017%
0.0130%
0.0355%
0.0152%
0.0224%
0.0186%
0.0181%
0.0182%
0.0235%
0.0472%
0.0134%
0.0035%
0.0093%
0.0062%
0.0348%
0.0267%
0.0100%
0.0007%
0.0021%
0.0036%
0.0094%
0.0048%
0.0025%
0.0067%
0.0018%
0.0025%
0.0023%
0.0021%
0.0008%
0.0065%
0.0189%
0.0163%
0.0047%
0.0058%
0.0116%
0.0050%
0.0115%
0.0075%
0.0058%
0.0069%
0.0326%
0.0039%
0.0189%
0.0163%
0.0047%
0.0058%
0.0116%
0.0050%
0.0115%
0.0075%
0.0058%
0.0069%
0.0133%
0.0120%
0.0117%
0.0152%
0.0047%
0.0058%
0.0050%
0.0115%
0.0075%
0.0130%
0.0058%
0.0069%
0.0326%
0.0394%
0.0232%
0.0186%
0.0232%
Stated
Security ID
3133EDFH0
3133ED4J8
3133ED4K5
313371PV2
313378MN8
313378PN5
313378WF4
3133782N0
313379FW4
313380EC7
3133813R4
3133836L0
3134G4J33
3135G0ES8
3135G0KM4
3135G0WA7
3135G0YG2
3135G0YH0
3137EADB2
3137EADL0
3137EADP1
3130A1NW4
3130A15E4
3130A2QH2
3130A22N5
3133EA3C0
3133EA4S4
3133EA6W3
3133ECFJ8
3133ECNU4
3133ECQF4
3133ECR71
3133ECSZ8
3133ECX74
3133ECY65
3133ECZ23
3133EC5G5
3133EDEK4
3133EDEL2
3133EDFC1
3133EDGC0
3133EDG63
3133EDN40
3133EDSH6
313382GF4
313382LU5
313382LW1
313382MM2
313383DN8
313383RN3
313383Z46
3134G3H78
3134G32E9
3135G0HG1
3135G0KM4
3130A1LJ5
3133XUMR1
3133XVNU1
3133XWNB1
3133XWX95
313370JB5
313370JS8
313371PC4
313372C28
313376ZQ1
3134G3J76
3134G4XX1
3135G0LN1
999AA0125
999ABK831
999ACQ571
999ACW594
999ADR552
999ADU779
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
GOVERNMENT AGENCIES
MORTGAGE BACKED SECURITIES

COMMIT TO PUR FNMA SF MTG
COMMIT TO PUR FHLMC GOLD SFM
COMMIT TO PUR GNMA II JUMBOS
Coupon
0.17
0.19
0.18
1.63
1.00
1.27
1.13
0.88
1.00
0.75
1.00
1.20
0.14
1.38
0.50
1.13
0.17
0.18
2.38
1.00
0.88
0.25
0.19
0.13
0.42
0.27
0.25
0.27
0.25
0.22
0.25
0.30
0.20
0.30
0.40
0.45
0.25
0.25
0.18
0.20
0.25
0.38
0.27
0.50
0.21
0.23
0.24
0.23
0.25
0.25
0.45
0.35
0.32
0.38
0.50
1.63
3.25
2.75
2.88
2.75
1.75
1.38
0.88
2.38
0.38
0.45
1.00
0.50
4.50
3.50
3.50
4.00
4.50
3.00
Maturity
7/18/2016
10/11/2016
7/8/2016
12/9/2016
3/10/2017
3/2/2017
3/10/2017
3/10/2017
6/9/2017
9/8/2017
11/9/2017
5/24/2018
10/16/2015
11/15/2016
5/27/2015
3/28/2018
7/25/2016
8/15/2016
1/13/2022
9/29/2017
3/7/2018
10/15/2015
6/26/2015
7/29/2015
6/6/2016
10/2/2014
10/16/2014
11/5/2014
1/30/2015
5/6/2015
5/28/2015
6/4/2015
12/24/2014
7/13/2015
8/26/2015
9/9/2015
11/26/2014
9/10/2015
3/12/2015
8/14/2015
11/4/2015
3/3/2016
1/11/2016
8/11/2016
9/12/2014
9/25/2014
9/26/2014
10/15/2014
5/26/2015
1/26/2015
9/21/2015
12/5/2014
12/3/2014
3/16/2015
5/27/2015
4/28/2017
9/12/2014
12/12/2014
6/12/2015
3/13/2015
9/11/2015
9/12/2014
12/12/2014
12/11/2015
3/13/2015
9/4/2015
3/27/2017
7/2/2015
10/1/2044
9/1/2044
9/1/2042
10/1/2044
9/1/2044
9/20/2044
Income
Market Value
Receivable
Par Value
Cost
% of MV
6,002,520.00
10,007,200.00
5,003,050.00
4,079,360.00
3,509,345.00
1,011,520.00
1,258,200.00
2,498,700.00
1,075,913.75
2,473,675.00
1,619,312.50
1,878,397.00
5,003,100.00
5,073,800.00
5,012,950.00
1,242,975.00
3,301,353.00
1,500,915.00
3,015,990.00
1,495,530.00
7,013,208.75
100,045,300.00
50,017,850.00
49,969,300.00
49,959,700.00
50,008,050.00
50,008,350.00
50,017,600.00
50,030,500.00
50,031,800.00
100,073,400.00
100,122,700.00
50,013,250.00
50,071,150.00
50,088,600.00
50,146,400.00
50,014,400.00
50,075,600.00
50,003,250.00
49,978,850.00
49,970,500.00
49,993,800.00
49,931,200.00
49,924,650.00
50,001,650.00
50,003,950.00
50,004,950.00
50,007,600.00
50,023,000.00
50,026,750.00
50,104,850.00
25,011,900.00
75,038,775.00
50,054,350.00
50,129,550.00
5,041,095.00
6,005,256.00
41,244,799.29
5,002,846.10
3,650,036.40
12,792,276.00
14,205,069.40
40,279,354.80
15,369,555.00
51,967,366.20
5,011,425.00
5,002,990.00
5,013,465.00
861,888.00
-9,145,284.00
9,163,974.00
12,675,480.00
-864,000.00
1,419,796.00
385.00
1,090.83
596.00
14,805.56
16,625.00
6,314.72
6,679.69
10,390.63
2,448.61
9,010.42
5,055.56
6,143.33
300.00
20,243.06
6,527.78
5,976.56
105.88
123.96
9,500.00
6,333.33
30,132.81
94,444.44
17,152.78
5,555.56
49,583.33
55,875.00
46,875.00
43,500.00
10,763.89
35,138.89
64,583.33
72,500.00
18,611.11
20,000.00
2,777.78
107,500.00
32,986.11
59,375.00
42,250.00
4,722.22
40,625.00
92,708.33
18,750.00
13,888.89
49,291.67
49,833.33
51,666.67
43,444.44
32,986.11
12,152.78
100,000.00
20,902.78
58,666.67
85,937.50
65,277.78
27,760.42
91,541.67
247,091.70
30,914.24
46,200.00
104,125.00
91,659.03
77,189.58
79,166.67
90,825.00
11,062.50
21,388.89
4,097.22
1,300.00
(8,652.78)
8,652.78
17,333.33
(1,000.00)
1,983.34
6,000,000.0000
10,000,000.0000
5,000,000.0000
4,000,000.0000
3,500,000.0000
1,000,000.0000
1,250,000.0000
2,500,000.0000
1,075,000.0000
2,500,000.0000
1,625,000.0000
1,900,000.0000
5,000,000.0000
5,000,000.0000
5,000,000.0000
1,250,000.0000
3,300,000.0000
1,500,000.0000
3,000,000.0000
1,500,000.0000
7,125,000.0000
100,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
100,000,000.0000
100,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
25,000,000.0000
75,000,000.0000
50,000,000.0000
50,000,000.0000
5,000,000.0000
6,000,000.0000
40,945,000.0000
4,900,000.0000
3,600,000.0000
12,600,000.0000
14,200,000.0000
40,200,000.0000
15,000,000.0000
51,900,000.0000
5,000,000.0000
5,000,000.0000
5,000,000.0000
800,000.0000
-8,900,000.0000
8,900,000.0000
12,000,000.0000
-800,000.0000
1,400,000.0000
6,001,705.87
9,996,849.88
4,999,558.46
4,067,360.14
3,480,275.68
1,001,190.18
1,251,778.98
2,487,122.05
1,078,339.77
2,497,624.71
1,625,734.70
1,866,685.68
5,000,019.75
5,063,798.39
5,009,998.08
1,221,270.42
3,298,749.36
1,499,567.86
2,989,146.97
1,505,183.54
7,102,473.51
100,013,405.77
49,991,614.84
49,981,717.99
50,000,000.00
50,000,000.00
49,997,694.45
50,000,000.00
49,993,140.74
49,982,796.56
99,965,439.74
99,987,565.15
49,977,662.13
49,968,151.86
49,986,718.23
50,006,458.24
49,993,688.27
49,989,767.24
49,999,759.97
49,993,527.12
50,002,343.70
49,998,076.02
49,976,145.15
49,992,228.27
49,999,848.62
50,000,000.00
50,000,000.00
50,000,000.00
49,981,563.51
49,998,009.56
50,030,262.06
25,005,924.06
75,016,609.57
50,018,561.39
50,015,298.15
5,051,798.92
6,004,970.62
41,178,244.39
4,984,003.05
3,641,037.00
12,766,576.57
14,202,945.20
40,224,178.89
15,361,215.98
51,842,529.09
5,002,238.32
5,001,285.12
5,005,042.63
861,750.00
-9,061,312.50
9,075,218.75
12,657,781.26
-864,015.63
1,411,250.00
0.0279%
0.0465%
0.0232%
0.0189%
0.0163%
0.0047%
0.0058%
0.0116%
0.0050%
0.0115%
0.0075%
0.0087%
0.0232%
0.0236%
0.0233%
0.0058%
0.0153%
0.0070%
0.0140%
0.0069%
0.0326%
0.4645%
0.2323%
0.2320%
0.2320%
0.2322%
0.2322%
0.2323%
0.2323%
0.2323%
0.4647%
0.4649%
0.2322%
0.2325%
0.2326%
0.2328%
0.2322%
0.2325%
0.2322%
0.2321%
0.2320%
0.2321%
0.2318%
0.2318%
0.2322%
0.2322%
0.2322%
0.2322%
0.2323%
0.2323%
0.2327%
0.1161%
0.3484%
0.2324%
0.2328%
0.0234%
0.0279%
0.1915%
0.0232%
0.0169%
0.0594%
0.0660%
0.1870%
0.0714%
0.2413%
0.0233%
0.0232%
0.0233%
0.0040%
-0.0425%
0.0426%
0.0589%
-0.0040%
0.0066%
Stated
Security ID
01F030694
999AA1024
999AA9860
999ABK831
999ACQ571
999ACW594
999ADG622
999ADR552
999TCX963
999442064
999444110
999464506
01F032690
01F040693
999ABK609
999ACQ571
999ADG622
999ADU167
01F030496
01F032492
01F032690
01F040693
01F042699
02R032695
999AA0125
999AA0547
999ACW594
999ADU720
999ADU803
999TCX963
999AA0638
999AA9860
999ABK831
999ACQ571
999ADG622
999ADM371
999ADR552
999444110
999AA0125
999AA0547
999AA1024
999ACQ571
999ADE536
999ADT269
999ADU142
999ADU167
999ADU779
999ADU803
999TCX963
999442064
999446255
3128FL3L5
3128GJZN0
3128H7ZC9
3128H7Z47
3128H7Z54
3128KCWG8
3128KWB28
3128K2F53
3128K6VS6
3128K7Y69
3128K7ZD3
3128K8GK6
3128K8GM2
3128LDHK3
3128LXAF7
3128LXAT7
3128LXAU4
3128LXBH2
3128LXCU2
3128LXC81
3128LXE30
3128LXFW5
3128LXQ37
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME


COMMIT TO PUR GNMA SF MTG
COMMIT TO PUR GNMA SF MTG
FHLMC POOL #D7-8903
FHLMC POOL #E8-2549
FHLMC POOL #E9-9739
FHLMC POOL #E9-9763
FHLMC POOL #E9-9764
FHLMC POOL #A5-0647
FHLMC POOL #A6-5457
FHLMC POOL #A4-1988
FHLMC POOL #A4-6025
FHLMC POOL #A4-7033
FHLMC POOL #A4-7040
FHLMC POOL #A4-7402
FHLMC POOL #A4-7404
FHLMC POOL #A7-9234
FHLMC POOL #G0-1806
FHLMC POOL #G0-1818
FHLMC POOL #G0-1819
FHLMC POOL #G0-1840
FHLMC POOL #G0-1883
FHLMC POOL #G0-1895
FHLMC POOL #G0-1954
FHLMC POOL #G0-1981
FHLMC POOL #G0-2274
Coupon
3.00
3.00
4.50
3.50
3.50
4.00
4.00
4.50
3.50
4.50
4.00
4.00
3.50
4.00
3.50
3.50
4.00
3.50
3.00
3.50
3.50
4.00
4.50
3.50
4.50
5.00
4.00
2.50
3.00
3.50
5.00
4.50
3.50
3.50
4.00
6.00
4.50
4.00
4.50
5.00
3.00
3.50
5.50
4.00
3.50
3.50
3.00
3.00
3.50
4.50
3.50
7.50
7.00
5.00
4.50
4.50
5.00
6.00
5.00
5.00
5.00
5.00
5.00
5.00
5.00
5.00
5.00
5.00
5.00
5.00
5.00
5.00
5.00
5.00
Income
Maturity
Market Value
Receivable
9/1/2044
9/1/2029
9/1/2044
9/1/2044
9/1/2042
10/1/2044
9/1/2042
9/1/2044
10/1/2044
9/20/2044
9/1/2044
10/1/2044
9/1/2044
9/1/2044
9/1/2029
9/1/2042
9/1/2042
9/15/2044
9/1/2029
9/1/2029
9/1/2044
9/1/2044
9/1/2044
9/1/2044
10/1/2044
10/1/2044
10/1/2044
10/1/2029
10/1/2044
10/1/2044
9/1/2044
9/1/2044
9/1/2044
9/1/2042
9/1/2042
9/1/2044
9/1/2044
9/1/2044
10/1/2044
10/1/2044
9/1/2029
9/1/2042
9/1/2044
9/20/2044
9/20/2044
9/15/2044
9/20/2044
10/1/2044
10/1/2044
9/20/2044
9/1/2029
3/1/2027
2/1/2016
8/1/2018
9/1/2018
9/1/2018
7/1/2036
9/1/2037
2/1/2036
7/1/2035
9/1/2035
9/1/2035
10/1/2035
10/1/2035
5/1/2036
3/1/2035
5/1/2035
6/1/2035
7/1/2035
8/1/2035
7/1/2035
11/1/2035
12/1/2035
7/1/2036
7,009,235.20
2,073,540.00
13,388,156.00
4,110,240.00
2,059,320.00
12,464,222.00
2,543,616.00
2,592,000.00
4,106,120.00
2,174,380.00
6,663,699.00
15,288,365.00
14,415,240.00
10,598,400.00
1,405,224.80
5,436,604.80
4,006,195.20
1,601,846.40
2,280,894.00
2,430,088.00
20,696,166.00
2,861,568.00
4,212,000.00
616,536.00
18,377,606.88
2,808,064.27
30,213,062.87
6,747,547.48
24,171,758.00
10,263,246.94
12,169,398.00
2,699,225.00
20,653,956.00
13,972,486.20
8,913,254.40
5,159,730.75
14,256,000.00
5,077,104.00
1,616,040.00
2,201,540.00
2,073,540.00
1,544,490.00
2,223,820.00
532,735.00
1,039,840.00
520,080.00
507,070.00
992,680.00
7,185,710.00
543,595.00
527,330.00
39,744.47
655.63
2,677.55
12,144.63
10,421.36
4,809.27
5,122.54
9,767.74
8,220.96
46,426.48
9,179.64
2,419.41
21,994.00
52,405.64
2,319,079.30
18,804.74
15,027.30
3,809.15
4,444.57
15,784.32
38,701.56
31,704.59
16,804.18
2,500.00
15,500.00
3,888.89
1,944.44
17,044.44
2,666.67
3,000.00
5,055.56
4,250.00
7,000.00
20,944.44
1,939.58
5,133.33
4,200.00
2,545.28
27,719.28
4,605.97
41,315.46
8,805.98
26,379.18
12,636.36
15,326.39
3,125.00
19,541.67
13,193.05
9,344.44
7,625.00
16,500.00
5,333.33
2,437.50
3,611.11
2,500.00
1,458.33
3,055.56
944.44
1,652.78
826.39
708.33
1,083.33
8,847.22
1,062.50
729.17
237.90
3.79
10.56
43.04
36.97
18.17
22.42
36.88
31.08
175.28
34.65
9.13
83.03
197.73
8,742.27
70.91
56.65
14.36
16.75
59.48
145.95
118.10
63.41
Par Value
Cost
% of MV
7,040,000.0000
2,000,000.0000
12,400,000.0000
4,000,000.0000
2,000,000.0000
11,800,000.0000
2,400,000.0000
2,400,000.0000
4,000,000.0000
2,000,000.0000
6,300,000.0000
14,500,000.0000
14,000,000.0000
10,000,000.0000
1,330,000.0000
5,280,000.0000
3,780,000.0000
1,540,000.0000
2,200,000.0000
2,300,000.0000
20,100,000.0000
2,700,000.0000
3,900,000.0000
600,000.0000
17,058,000.0000
2,551,000.0000
28,603,000.0000
6,674,000.0000
24,350,000.0000
9,998,000.0000
11,035,000.0000
2,500,000.0000
20,100,000.0000
13,570,000.0000
8,410,000.0000
4,575,000.0000
13,200,000.0000
4,800,000.0000
1,500,000.0000
2,000,000.0000
2,000,000.0000
1,500,000.0000
2,000,000.0000
500,000.0000
1,000,000.0000
500,000.0000
500,000.0000
1,000,000.0000
7,000,000.0000
500,000.0000
500,000.0000
38,063.9500
649.1100
2,533.6200
11,476.9000
9,857.9800
4,360.8080
4,483.8560
8,850.6370
7,458.0020
42,067.4500
8,316.3210
2,190.5210
19,926.7900
47,455.1220
2,098,144.6670
17,018.3280
13,595.5480
3,446.9110
4,020.0930
14,275.1540
35,028.1550
28,344.8700
15,218.6990
6,948,975.00
2,062,500.00
13,341,625.00
4,063,750.00
2,039,687.50
12,428,718.76
2,524,984.37
2,586,750.00
4,090,000.00
2,168,125.00
6,618,375.00
15,257,421.88
14,290,937.50
10,525,000.00
1,402,734.38
5,393,025.00
3,982,584.38
1,591,493.75
2,272,531.25
2,425,781.25
20,530,031.26
2,839,171.88
4,208,921.88
610,031.25
18,356,032.07
2,800,918.28
30,136,313.30
6,740,547.97
23,812,819.93
10,235,883.60
12,160,914.85
2,688,281.25
20,469,808.59
13,853,944.92
8,854,153.13
5,149,376.95
14,212,687.50
5,045,250.00
1,615,781.25
2,197,812.50
2,074,375.00
1,537,343.75
2,214,765.63
529,843.75
1,033,808.60
515,000.00
503,437.50
990,078.13
7,164,589.84
542,988.28
524,843.75
38,602.70
651.36
2,505.04
11,323.35
9,726.10
4,667.09
4,659.92
9,471.75
7,980.72
45,016.99
8,899.41
2,344.14
21,324.19
50,787.03
2,245,091.46
18,210.71
14,548.28
3,688.49
4,301.91
15,275.68
37,485.01
27,622.38
16,287.59
0.0325%
0.0096%
0.0622%
0.0191%
0.0096%
0.0579%
0.0118%
0.0120%
0.0191%
0.0101%
0.0309%
0.0710%
0.0669%
0.0492%
0.0065%
0.0252%
0.0186%
0.0074%
0.0106%
0.0113%
0.0961%
0.0133%
0.0196%
0.0029%
0.0853%
0.0130%
0.1403%
0.0313%
0.1122%
0.0477%
0.0565%
0.0125%
0.0959%
0.0649%
0.0414%
0.0240%
0.0662%
0.0236%
0.0075%
0.0102%
0.0096%
0.0072%
0.0103%
0.0025%
0.0048%
0.0024%
0.0024%
0.0046%
0.0334%
0.0025%
0.0024%
0.0002%
0.0000%
0.0000%
0.0001%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0002%
0.0000%
0.0000%
0.0001%
0.0002%
0.0108%
0.0001%
0.0001%
0.0000%
0.0000%
0.0001%
0.0002%
0.0001%
0.0001%
Stated
Security ID
3128LXS76
3128L54A6
3128MDMZ3
3128MDQJ5
3128MJBD1
3128MJB82
3128MJCJ7
3128MJCR9
3128M4EM1
3128M4QW6
3128M5DM9
3128M6UB2
3128M6YJ1
3128M7HB5
3128M7KV7
3128M7LA2
3128M7QZ2
3128M84A9
3128M9P30
3128M9P48
3128M9U67
3128PPNG4
3128PP6N8
3128PQK59
3128PQLR0
3128PQLZ2
3128PQL33
3128PQL82
31283HRL1
31283HXS9
31287YGV0
31287YJ54
31287YKD5
31288JJV9
31288JJW7
31288JJX5
31288JKE5
31292JAL4
312927Y59
312928UU6
31294KF42
31296LKE0
31296LVE8
31296NDL8
31296NV61
31296P5J7
31297KC91
31297KFM9
31297SZP3
31297TTT0
31297VTY4
31298EPA7
31298FT36
3132GVGT3
3132HLNE9
3132HPRZ9
3132JNG35
3132J7ZF2
31335HYP2
31371GUK4
31371HAC2
31371HCE6
31371HJ66
31371HLW6
31371JXL3
31371JY81
31371KGQ8
31371K2Z3
31374TE70
31374THP7
31374TL72
31376KPF7
31378TP25
3138ABMF3
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
POOL #G0-2342
POOL #A7-2617
POOL #G1-4676
POOL #G1-4757
POOL #G0-8035
POOL #G0-8062
POOL #G0-8072
POOL #G0-8079
POOL #G0-2540
POOL #G0-2869
POOL #G0-3408
POOL #G0-4778
POOL #G0-4913
POOL #G0-5326
POOL #G0-5408
POOL #G0-5421
POOL #G0-5572
POOL #G0-6817
POOL #G0-7342
POOL #G0-7343
POOL #G0-7505
POOL #J1-0391
POOL #J1-0877
POOL #J1-1216
POOL #J1-1236
POOL #J1-1244
POOL #J1-1246
POOL #J1-1251
POOL #G0-1391
POOL #G0-1589
POOL #C7-1112
POOL #C7-1184
POOL #C7-1192
POOL #C7-9276
POOL #C7-9277
POOL #C7-9278
POOL #C7-9293
POOL #C0-1811
POOL #A8-1632
POOL #A8-2395
POOL #E0-1087
POOL #A1-2093
POOL #A1-2413
POOL #A1-3707
POOL #A1-4237
POOL #A1-5349
POOL #A3-0096
POOL #A3-0172
POOL #A3-7050
POOL #A3-7762
POOL #A3-9567
POOL #C4-5817
POOL #C4-6870
POOL #Q0-9810
POOL #Q1-0389
POOL #Q1-3204
POOL #Q2-1118
POOL #Q1-6641
POOL #C9-0718
POOL #0251786
POOL #0252103
POOL #0252169
POOL #0252385
POOL #0252441
POOL #0253683
POOL #0253735
POOL #0254107
POOL #0254692
POOL #0323358
POOL #0323438
POOL #0323550
POOL #0357822
POOL #0408241
POOL #0AH9357
Coupon
5.00
6.00
4.50
5.00
5.00
5.00
5.00
5.00
5.00
5.00
5.00
6.00
5.00
5.00
5.00
5.00
5.00
5.50
5.50
5.50
7.00
4.50
4.50
4.50
4.50
4.50
4.50
4.50
7.00
5.00
7.00
7.00
7.00
6.00
6.00
6.00
6.00
5.00
6.50
6.00
6.50
5.00
5.00
5.00
5.00
5.00
5.00
5.00
5.00
5.00
5.00
7.50
7.50
3.50
3.50
3.00
4.00
3.50
4.50
6.00
6.00
6.00
6.00
6.00
7.50
7.00
7.00
5.50
6.00
6.00
6.00
5.50
6.00
4.50
Income
Maturity
Market Value
Receivable
10/1/2036
2/1/2038
9/1/2026
6/1/2026
1/1/2035
6/1/2035
8/1/2035
9/1/2035
11/1/2034
11/1/2035
12/1/2036
7/1/2038
3/1/2038
2/1/2038
12/1/2036
11/1/2035
2/1/2039
5/1/2040
3/1/2040
8/1/2040
2/1/2039
7/1/2024
10/1/2024
11/1/2024
11/1/2024
11/1/2024
12/1/2024
11/1/2024
4/1/2032
9/1/2033
9/1/2032
9/1/2032
9/1/2032
5/1/2033
5/1/2033
5/1/2033
5/1/2033
4/1/2034
9/1/2038
10/1/2038
12/1/2016
8/1/2033
8/1/2033
9/1/2033
10/1/2033
11/1/2033
12/1/2034
12/1/2034
9/1/2035
9/1/2035
11/1/2035
12/1/2030
1/1/2031
8/1/2042
8/1/2042
11/1/2042
8/1/2043
3/1/2043
10/1/2023
5/1/2018
11/1/2018
12/1/2018
4/1/2019
5/1/2019
1/1/2031
3/1/2031
11/1/2031
3/1/2033
11/1/2018
12/1/2018
1/1/2019
5/1/2035
2/1/2018
4/1/2041
3,231.01
7,177.97
6,306,718.51
1,543,141.34
4,876.20
9,925.17
112,516.31
32,445.20
17,791.62
16,769.58
5,635.29
45,136.81
62,357.78
19,467.89
5,039.11
24,552.28
5,793,236.74
1,042,475.28
2,338,345.80
3,556,347.40
997,598.50
37,431.26
22,402.32
35,391.04
101,167.34
15,266.18
34,536.19
49,994.78
746,435.76
2,409.66
20,520.51
145,334.22
193,677.75
375,739.10
225,308.91
34,202.55
19,821.46
3,518.60
51,280.53
10,126.43
32,804.69
4,621.55
74,141.10
15,258.55
2,821.09
2,423.26
442,444.92
658,824.36
12,348.02
6,884.42
10,795.82
23,975.29
37,327.01
708,919.96
7,857,543.51
528,842.35
102,296.79
1,787,632.06
234,721.13
7,151.74
26,664.68
16,831.97
31,420.44
6,802.64
85,301.90
21,794.10
89,281.12
4,018.94
26,080.67
72,360.12
53,371.01
20,530.82
638.83
2,504,340.79
12.20
31.76
22,179.27
5,899.83
18.38
37.42
424.25
122.36
66.60
63.26
21.29
197.04
235.75
73.43
19.02
92.77
21,844.78
4,312.64
9,671.54
14,712.32
5,114.50
130.55
78.58
123.55
356.30
53.76
122.70
174.19
3,776.68
9.10
113.55
786.15
994.83
1,650.70
983.48
151.96
86.72
13.27
246.56
44.21
171.32
17.48
279.86
57.60
10.64
9.15
1,668.21
2,490.02
46.61
25.97
40.88
136.35
199.09
2,000.70
22,175.62
1,321.37
320.91
5,068.76
814.88
31.75
118.39
74.73
139.50
30.20
485.27
111.44
456.34
16.39
115.80
321.27
236.96
84.66
2.84
8,639.63
Par Value
Cost
% of MV
2,927.0880
6,351.5710
5,914,470.8080
1,415,959.8260
4,410.0150
8,980.6720
101,820.1090
29,365.3570
15,984.1370
15,182.2740
5,108.6370
39,408.7510
56,578.8180
17,622.6240
4,563.9590
22,264.9980
5,242,748.1800
940,938.6000
2,110,153.7740
3,209,960.5590
876,770.7300
34,812.3300
20,953.3900
32,945.7990
95,012.4300
14,335.1120
32,719.2850
46,451.4620
647,430.6600
2,182.9830
19,466.2200
134,768.3800
170,542.0200
330,140.1400
196,695.6000
30,391.4600
17,343.5800
3,184.1100
45,518.3600
8,841.2630
31,628.1200
4,196.1810
67,165.3110
13,822.9070
2,554.2930
2,195.2770
400,370.0340
597,605.6340
11,186.9310
6,232.3850
9,812.3260
21,815.3500
31,854.9600
685,954.2140
7,603,068.7980
528,546.3680
96,272.9880
1,737,859.7570
217,302.1900
6,350.6100
23,677.7300
14,946.4700
27,900.7600
6,040.6200
77,643.8800
19,104.5600
78,229.6200
3,575.1200
23,159.1400
64,254.4200
47,392.4500
18,471.9370
567.2700
2,303,901.3750
3,132.78
6,601.62
6,250,454.76
1,515,016.33
4,718.75
9,610.01
108,957.83
31,424.29
17,102.76
16,247.15
5,467.75
40,964.89
60,564.79
18,863.98
4,884.77
23,826.63
5,686,491.36
1,015,323.48
2,276,931.37
3,464,788.79
976,189.94
35,997.21
21,672.27
34,079.07
98,280.70
14,828.20
33,847.62
48,049.33
674,733.28
2,335.32
20,166.26
139,612.15
176,671.49
342,298.48
203,939.36
31,510.74
17,982.27
3,406.62
46,066.08
9,190.98
31,811.64
4,488.91
71,850.98
14,787.46
2,732.57
2,348.54
428,394.44
639,435.81
11,971.27
6,669.37
10,500.56
21,993.19
32,360.67
736,206.86
8,160,065.66
548,934.38
100,740.43
1,833,100.66
212,193.41
6,439.16
24,039.48
15,177.88
28,355.79
6,140.40
79,000.39
19,226.47
80,747.62
3,900.13
23,512.93
65,249.37
48,136.29
20,160.27
574.81
2,349,350.40
0.0000%
0.0000%
0.0293%
0.0072%
0.0000%
0.0000%
0.0005%
0.0002%
0.0001%
0.0001%
0.0000%
0.0002%
0.0003%
0.0001%
0.0000%
0.0001%
0.0269%
0.0048%
0.0109%
0.0165%
0.0046%
0.0002%
0.0001%
0.0002%
0.0005%
0.0001%
0.0002%
0.0002%
0.0035%
0.0000%
0.0001%
0.0007%
0.0009%
0.0017%
0.0010%
0.0002%
0.0001%
0.0000%
0.0002%
0.0000%
0.0002%
0.0000%
0.0003%
0.0001%
0.0000%
0.0000%
0.0021%
0.0031%
0.0001%
0.0000%
0.0001%
0.0001%
0.0002%
0.0033%
0.0365%
0.0025%
0.0005%
0.0083%
0.0011%
0.0000%
0.0001%
0.0001%
0.0001%
0.0000%
0.0004%
0.0001%
0.0004%
0.0000%
0.0001%
0.0003%
0.0002%
0.0001%
0.0000%
0.0116%
Stated
Security ID
3138AKGL7
3138AMQQ1
3138ANZG1
3138AUP84
3138AUW37
3138AVQE8
3138AVQN8
3138AVSY2
3138EJRP5
3138ELYN7
3138ELYV9
3138E0BT5
3138E1HN0
3138E1HV2
3138E42T7
3138E42X8
3138E42Y6
3138E43A7
3138E43B5
3138MFSR9
3138MHKF9
3138NYEN1
3138WAHG5
3138WAXR3
3138WAXU6
3138WQNS7
3138WQNW8
3138WQNX6
31380W6R0
31380XQR6
31381QCZ7
31385W4K2
31385XNR4
31401H2Z4
31402CVP4
31402C4G4
31402C4H2
31402DC73
31402DJS0
31402DP79
31402HDT5
31402KZB3
31402QSR3
31402QYV7
31402QY39
31402YMB7
31403DDX4
31403SC95
31404EJV9
31404L7J3
31404QJ75
31405EQN8
31405JPH1
31405JRY2
31406CRT7
31407EVG5
31409A5P0
31410FYU3
31410GDH3
31410GDN0
31410GHL0
31410GTY9
31410KQ98
31410KTP9
31410KXQ2
31410KZF4
31410MMX5
31411EYW1
31411GNS7
31411J7B6
31411NWC7
31411RFD5
31411S7J9
31411VFE4
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
POOL #0AI5602
POOL #0AI7662
POOL #0AI8842
POOL #0AJ3146
POOL #0AJ3365
POOL #0AJ4052
POOL #0AJ4060
POOL #0AJ4134
POOL #0AL2293
POOL #0AL4316
POOL #0AL4323
POOL #0AJ7249
POOL #0AJ8336
POOL #0AJ8343
POOL #0AK0785
POOL #0AK0789
POOL #0AK0790
POOL #0AK0792
POOL #0AK0793
POOL #0AQ0527
POOL #0AQ2093
POOL #0AR1940
POOL #0AS1130
POOL #0AS1587
POOL #0AS1590
POOL #0AT3100
POOL #0AT3104
POOL #0AT3105
POOL #0452780
POOL #0453264
POOL #0467288
POOL #0555326
POOL #0555800
POOL #0709192
POOL #0725222
POOL #0725423
POOL #0725424
POOL #0725594
POOL #0725773
POOL #0725946
POOL #0729214
POOL #0731638
POOL #0735028
POOL #0735224
POOL #0735230
POOL #0742054
POOL #0745418
POOL #0756196
POOL #0766276
POOL #0772297
POOL #0775286
POOL #0787161
POOL #0790724
POOL #0790803
POOL #0806098
POOL #0828715
POOL #0865854
POOL #0888223
POOL #0888504
POOL #0888509
POOL #0888635
POOL #0888967
POOL #0889780
POOL #0889858
POOL #0889987
POOL #0890042
POOL #0891474
POOL #0906225
POOL #0907701
POOL #0909990
POOL #0912443
POOL #0912864
POOL #0914497
POOL #0915565
Coupon
4.50
4.50
4.50
4.50
4.00
4.00
4.50
4.50
4.38
7.00
4.50
4.00
4.00
4.00
4.00
4.00
4.00
4.00
4.00
3.50
3.50
3.50
4.50
4.50
4.50
3.50
3.50
3.50
6.00
6.00
2.80
5.50
5.50
5.00
5.50
5.50
5.50
5.50
5.50
5.50
2.35
4.50
5.75
5.50
5.50
5.00
5.50
5.50
5.00
5.50
6.50
5.00
5.50
6.50
6.00
5.50
6.00
5.50
2.19
2.34
5.50
6.00
5.50
5.50
5.50
5.50
6.00
5.50
5.50
5.50
5.50
5.50
5.50
5.50
Income
Maturity
Market Value
Receivable
7/1/2041
7/1/2041
8/1/2041
10/1/2041
10/1/2041
10/1/2041
10/1/2041
10/1/2041
6/1/2021
3/1/2039
11/1/2043
12/1/2041
12/1/2041
12/1/2041
1/1/2042
1/1/2042
1/1/2042
1/1/2042
1/1/2042
11/1/2042
11/1/2042
1/1/2043
11/1/2043
1/1/2044
1/1/2044
4/1/2043
4/1/2043
4/1/2043
12/1/2018
11/1/2018
3/1/2018
4/1/2033
10/1/2033
6/1/2018
2/1/2034
5/1/2034
4/1/2034
7/1/2034
9/1/2034
11/1/2034
2/1/2035
8/1/2018
9/1/2014
2/1/2035
2/1/2035
1/1/2019
4/1/2036
12/1/2033
3/1/2019
3/1/2034
5/1/2034
4/1/2019
9/1/2034
9/1/2034
12/1/2034
7/1/2035
3/1/2036
1/1/2036
4/1/2034
6/1/2033
9/1/2036
12/1/2037
3/1/2023
7/1/2038
8/1/2038
7/1/2022
4/1/2036
1/1/2037
2/1/2037
3/1/2037
3/1/2037
2/1/2037
3/1/2037
4/1/2037
680,240.22
1,302,510.76
521,707.59
134,821.85
115,024.77
100,242.94
391,226.10
84,278.74
1,960,197.28
653,446.70
578,434.65
44,132.38
1,306,224.18
627,469.54
150,271.43
797,161.54
170,298.08
495,086.75
41,182.42
3,053,147.40
92,777.52
549,584.58
1,140,496.57
497,477.46
208,260.28
96,129.76
1,203,214.03
397,223.56
14,967.69
14,136.80
1,554,479.28
325,540.88
2,644.17
21,266.91
134,131.16
792,712.90
1,670,277.50
2,684,305.68
1,512,674.83
54,837.02
473,587.58
31,095.52
141,965.54
8,552.22
19,875.12
56,934.89
17,505.64
93,252.53
30,425.87
8,437.08
109,176.91
131,892.87
15,763.91
283,769.39
398.76
7,691.89
24,940.36
2,711,048.66
810,601.17
38,753.50
136,296.62
20,745.06
741,383.10
1,470.67
19,014.48
446,555.24
52,891.35
1,525.65
3,545.34
2,242.32
1,633.29
3,843.18
2,003.39
1,759.15
2,356.80
4,511.54
1,807.05
467.09
361.14
314.83
1,355.66
291.97
6,624.84
3,366.07
2,005.91
138.64
4,100.70
1,970.29
471.93
2,502.64
534.66
1,554.41
129.29
8,660.19
263.16
1,558.89
3,953.91
1,725.71
721.99
272.67
3,412.89
1,126.72
66.46
62.77
3,480.25
1,319.28
10.79
83.75
547.22
3,231.52
6,815.13
10,933.92
6,165.87
223.53
877.02
109.95
704.01
34.88
81.12
224.05
72.00
380.38
118.69
34.81
517.56
520.13
64.31
1,342.84
1.77
31.50
110.70
11,077.41
1,381.93
70.80
555.73
90.58
3,078.46
5.95
76.88
1,856.21
233.54
6.17
14.63
9.26
6.61
15.80
8.10
7.26
Par Value
Cost
% of MV
628,478.7110
1,203,076.4920
481,880.1950
124,557.1030
108,342.2220
94,449.4130
361,509.9760
77,858.5240
1,758,481.8300
577,040.7400
534,909.0980
41,592.3400
1,230,209.5300
591,088.0700
141,579.8400
750,792.5900
160,396.7900
466,323.8900
38,787.6700
2,969,207.8940
90,226.8110
534,474.9680
1,054,375.2000
460,188.3950
192,530.5320
93,485.9760
1,170,134.3370
386,302.7760
13,291.0300
12,553.2100
1,491,536.4460
287,842.1910
2,354.2670
20,099.7200
119,394.3220
705,059.8610
1,486,938.0360
2,385,582.9830
1,345,281.4620
48,769.5940
448,796.0800
29,318.8000
142,208.7200
7,609.4170
17,698.3950
53,771.5100
15,709.9910
82,992.2000
28,486.2400
7,595.9080
95,549.6200
124,832.3500
14,031.3220
247,909.3100
354.0930
6,871.9930
22,140.0800
2,416,889.0890
756,531.8400
36,322.1000
121,249.5510
18,116.8530
671,664.3450
1,297.3990
16,774.5740
404,991.0100
46,708.1300
1,346.3470
3,192.4440
2,019.6210
1,441.2560
3,446.8310
1,767.7050
1,584.4340
666,150.89
1,277,417.14
510,772.51
132,029.01
113,103.56
98,600.20
383,196.32
82,529.15
2,014,534.59
642,472.82
577,449.04
43,421.16
1,284,301.97
617,116.90
147,821.79
783,893.48
167,468.34
486,883.15
40,497.70
3,163,905.19
96,143.17
569,530.33
1,138,226.94
496,787.41
207,812.63
99,619.82
1,246,909.76
411,649.05
13,496.82
12,744.96
1,462,876.42
314,014.98
2,568.63
19,966.30
130,274.59
769,351.45
1,643,098.03
2,636,213.21
1,486,651.61
53,222.04
447,667.71
29,311.69
142,208.72
8,304.53
19,315.10
53,783.32
17,148.66
90,551.99
28,380.19
8,288.28
98,861.75
124,361.42
15,311.80
256,544.93
366.09
7,500.33
22,649.09
2,671,327.43
760,956.52
36,348.04
132,362.42
18,805.25
728,335.97
1,342.86
17,393.38
438,838.27
47,782.76
1,395.44
3,308.94
2,093.39
1,493.91
3,572.57
1,829.03
1,642.32
0.0032%
0.0060%
0.0024%
0.0006%
0.0005%
0.0005%
0.0018%
0.0004%
0.0091%
0.0030%
0.0027%
0.0002%
0.0061%
0.0029%
0.0007%
0.0037%
0.0008%
0.0023%
0.0002%
0.0142%
0.0004%
0.0026%
0.0053%
0.0023%
0.0010%
0.0004%
0.0056%
0.0018%
0.0001%
0.0001%
0.0072%
0.0015%
0.0000%
0.0001%
0.0006%
0.0037%
0.0078%
0.0125%
0.0070%
0.0003%
0.0022%
0.0001%
0.0007%
0.0000%
0.0001%
0.0003%
0.0001%
0.0004%
0.0001%
0.0000%
0.0005%
0.0006%
0.0001%
0.0013%
0.0000%
0.0000%
0.0001%
0.0126%
0.0038%
0.0002%
0.0006%
0.0001%
0.0034%
0.0000%
0.0001%
0.0021%
0.0002%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
Stated
Security ID
31411WXG7
31412LBJ8
31412LDY3
31412LEH9
31412NP83
31412NR24
31412UEQ9
31412UY53
31412VB98
31412XSX3
31414DT48
31414DWU6
31414DZP4
31414EHG2
31414EMG6
31414E3F9
31414E5L4
31414RLM5
31415LMQ7
31415MDW2
31415PKW7
31415WAD5
31415YBL2
31415YFV6
31415YG78
31415YZM4
31416ARW2
31416BM70
31416BTT5
31416BY28
31416BY36
31416BY44
31416BY51
31416CMJ2
31416H5F8
31416H6M2
31416JH20
31416JYD7
31416J4P3
31416KA32
31416KD47
31416NFG2
31416N5T5
31416QVR3
31416RH63
31416SFG1
31416T3D9
31417KL47
31417KXH5
31417NL41
31417N5A5
31417QN83
31417QUG7
31417SYF1
31417S5V8
31417TKN7
31417TL97
31417TQE1
31417UCM5
31417UCN3
31417UP41
31417VY64
31418AHY7
31418AM96
31418AQ35
31418AYL6
31418MLS9
31418MUK6
31418M4L3
31418PD44
31419AG43
36176AAA7
36176JRF9
36176MA29
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
GNMA
GNMA
GNMA
POOL #0916979
POOL #0928041
POOL #0928119
POOL #0928136
POOL #0930247
POOL #0930305
POOL #0934943
POOL #0935532
POOL #0935764
POOL #0938034
POOL #0963271
POOL #0963359
POOL #0963450
POOL #0963831
POOL #0963959
POOL #0964398
POOL #0964451
POOL #0973832
POOL #0983367
POOL #0984017
POOL #0985109
POOL #0991104
POOL #0992943
POOL #0993080
POOL #0993122
POOL #0993648
POOL #0994301
POOL #0995082
POOL #0995262
POOL #0995429
POOL #0995430
POOL #0995431
POOL #0995432
POOL #0995961
POOL #0AA0845
POOL #0AA0875
POOL #0AA1148
POOL #0AA1607
POOL #0AA1729
POOL #0AA1825
POOL #0AA1922
POOL #0AA4666
POOL #0AA5357
POOL #0AA6923
POOL #0AA7452
POOL #0AA8266
POOL #0AA9795
POOL #0AC1246
POOL #0AC1579
POOL #0AC3946
POOL #0AC4440
POOL #0AC4914
POOL #0AC5082
POOL #0AC6109
POOL #0AC6259
POOL #0AC6600
POOL #0AC6651
POOL #0AC6752
POOL #0AC7275
POOL #0AC7276
POOL #0AC7642
POOL #0AC8832
POOL #0MA1146
POOL #0MA1283
POOL #0MA1373
POOL #0MA1614
POOL #0AD0336
POOL #0AD0585
POOL #0AD0826
POOL #0AD1922
POOL #0AE0218
POOL #0759901
POOL #0767586
POOL #0769825
Coupon
5.50
5.50
5.50
5.50
5.50
5.50
4.50
4.50
4.50
5.50
5.50
6.00
6.00
5.50
5.50
6.00
5.50
5.50
6.00
5.50
5.50
5.50
6.50
5.50
5.50
5.50
5.50
5.50
5.50
5.50
5.50
5.50
5.50
5.50
5.50
5.50
5.50
5.50
5.50
5.50
5.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.00
3.50
3.50
4.50
5.00
4.50
5.50
4.50
4.50
4.00
4.00
4.00
Income
Maturity
Market Value
Receivable
4/1/2037
12/1/2036
3/1/2037
2/1/2037
12/1/2038
12/1/2038
9/1/2039
8/1/2039
11/1/2024
7/1/2037
5/1/2038
5/1/2038
6/1/2038
6/1/2038
7/1/2038
7/1/2038
7/1/2038
3/1/2038
8/1/2038
6/1/2038
7/1/2038
12/1/2038
11/1/2038
12/1/2038
1/1/2039
12/1/2038
1/1/2039
8/1/2037
1/1/2024
9/1/2023
9/1/2023
2/1/2023
10/1/2023
5/1/2024
1/1/2039
1/1/2039
1/1/2039
1/1/2039
1/1/2039
1/1/2039
1/1/2039
5/1/2039
4/1/2039
7/1/2024
5/1/2039
6/1/2039
7/1/2039
8/1/2039
8/1/2039
1/1/2040
10/1/2024
12/1/2024
10/1/2039
11/1/2024
12/1/2024
11/1/2024
12/1/2039
1/1/2040
11/1/2024
11/1/2024
11/1/2024
12/1/2039
8/1/2042
12/1/2042
3/1/2043
9/1/2043
2/1/2024
12/1/2039
2/1/2038
1/1/2040
8/1/2040
1/15/2042
1/15/2042
7/15/2041
2,799.85
7,269.45
6,737.39
299.71
22,836.87
9,391.24
23,049.49
84,658.34
137,817.30
5,221.69
4,768.23
10,756.91
10,638.94
446.75
541.23
25,023.82
761.56
6,884.26
9,946.33
463.18
1,040.72
12,110.77
184,412.32
2,224.16
12,250.79
1,894.74
3,725.51
5,021,137.78
655,407.76
66,008.05
51,191.72
415,727.35
24,608.54
1,140,134.76
76,530.94
12,576.45
3,358.86
10,899.47
97,222.25
6,421.58
23,239.99
12,391.94
54,704.39
32,410.16
14,128.97
23,251.32
111,387.28
69,801.92
156,131.13
18,675.61
13,218.89
62,670.77
291,615.58
71,196.83
147,007.05
94,753.33
116,182.94
171,411.36
71,367.87
45,765.10
81,229.41
19,092.30
3,254,130.69
4,237,406.91
89,357.75
295,847.16
368,276.11
409,940.82
48,994.47
14,457.79
1,118,268.51
601,636.17
312,317.79
362,090.80
11.33
29.49
27.26
1.21
92.41
38.02
78.71
289.09
479.45
21.24
19.28
47.36
46.49
1.82
2.21
109.27
3.08
27.85
43.47
1.87
4.21
48.99
877.74
9.18
49.58
7.82
15.37
20,504.60
2,723.29
275.20
212.61
1,733.25
102.13
4,736.61
309.90
50.88
13.82
44.17
392.84
26.27
94.09
42.43
187.48
112.76
48.45
79.62
380.39
238.35
533.13
63.75
46.89
218.44
995.78
247.69
511.45
329.64
396.75
585.12
248.24
159.20
282.52
65.16
10,205.10
12,019.32
253.46
1,025.78
1,411.93
1,399.91
200.81
49.35
3,879.75
1,873.84
974.56
1,129.88
Par Value
Cost
% of MV
2,472.6670
6,434.4540
5,948.2880
264.4970
20,161.4490
8,294.4640
20,989.9580
77,091.7840
127,853.6660
4,633.5090
4,206.4550
9,472.8640
9,297.7370
397.3050
481.7070
21,853.9130
672.2200
6,077.3140
8,694.5760
408.8970
918.0990
10,689.5880
162,045.2200
2,002.4710
10,817.3800
1,706.1300
3,354.4430
4,473,731.9420
594,172.3580
60,042.7950
46,387.8020
378,164.2880
22,282.2750
1,033,442.1850
67,614.6030
11,101.4060
3,015.3790
9,637.6980
85,711.2360
5,732.3270
20,528.3920
11,314.5680
49,995.7850
30,069.8290
12,919.4520
21,233.1140
101,438.2150
63,560.8770
142,168.7420
16,999.1520
12,505.2140
58,251.2440
265,542.0070
66,050.8120
136,386.6260
87,904.6780
105,800.7140
156,032.7700
66,197.8170
42,453.3180
75,338.6770
17,377.1690
3,061,529.8500
4,120,908.8130
86,901.0600
273,542.5070
338,862.8200
373,308.0920
43,813.9160
13,160.3110
1,034,600.3750
562,150.7000
292,369.4200
338,963.3350
2,563.01
6,668.93
6,165.49
274.15
20,869.72
8,585.88
21,578.97
77,886.91
132,325.58
4,803.07
4,353.64
9,835.72
9,654.10
411.18
498.60
22,691.98
695.78
6,289.76
9,028.22
423.25
950.25
11,065.12
166,825.91
2,072.82
11,197.59
1,769.18
3,478.53
4,945,573.50
644,812.40
61,410.50
47,510.35
410,036.42
22,845.32
1,121,833.75
69,991.20
11,491.60
3,121.36
10,009.63
89,019.15
5,965.19
21,362.35
11,928.02
50,510.45
31,110.51
13,619.89
22,384.77
102,483.96
65,343.66
146,156.29
17,357.08
12,941.48
60,293.89
268,283.28
68,361.03
141,169.20
90,979.29
106,893.94
157,645.73
68,513.21
43,938.20
77,973.79
17,742.94
3,319,107.61
4,391,159.21
92,602.16
295,551.11
354,988.81
373,281.02
47,839.89
13,437.40
1,116,807.41
600,016.29
312,062.97
361,761.02
0.0000%
0.0000%
0.0000%
0.0000%
0.0001%
0.0000%
0.0001%
0.0004%
0.0006%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0001%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0001%
0.0009%
0.0000%
0.0001%
0.0000%
0.0000%
0.0233%
0.0030%
0.0003%
0.0002%
0.0019%
0.0001%
0.0053%
0.0004%
0.0001%
0.0000%
0.0001%
0.0005%
0.0000%
0.0001%
0.0001%
0.0003%
0.0002%
0.0001%
0.0001%
0.0005%
0.0003%
0.0007%
0.0001%
0.0001%
0.0003%
0.0014%
0.0003%
0.0007%
0.0004%
0.0005%
0.0008%
0.0003%
0.0002%
0.0004%
0.0001%
0.0151%
0.0197%
0.0004%
0.0014%
0.0017%
0.0019%
0.0002%
0.0001%
0.0052%
0.0028%
0.0015%
0.0017%
Stated
Security ID
3620AGW68
3620AMXY3
3620A9S85
36211LFE7
36225DH49
36241LNV4
36297E4W2
3128CUBZ8
3128FMF97
3128GQ5T4
3128HD4K2
3128JR6V3
3128LXS76
3128MCGD1
3128MDAM5
3128MDCM3
3128MJPB0
3128MJUC2
3128MJUH1
3128MJUZ1
3128MMK28
3128M5GP9
3128M6EF1
3128M7ME3
3128M7YL4
3128M73F1
3128M8C28
3128M8F25
3128M9A51
3128M9CJ9
3128M9C67
3128M9VU3
3128PBRS5
3128PD7J3
3128QGAF9
3128QGB84
3128QJ7B6
3128QSBU9
3128UGMY0
3128UGPP6
3128UGTL1
3128UGVQ7
3128UGXF9
3128UHAK1
31283HZ65
31283H6W0
31283KN53
31290KYQ6
31292LGU3
31292LH81
312933Z23
3129387E7
312941VP9
312942AV7
312945PQ5
3129455M6
312946QN9
3132GDDT6
3132GDY97
3132GEKV1
3132GERN2
3132GF2Z9
3132GJC31
3132GJKG3
3132GJTS8
3132GJWC9
3132GKF92
3132GSKQ1
3132GSL31
3132GS5M7
3132GURU0
3132HBK87
3132HBMQ5
3132HBP25
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

GNMA POOL #0729769

GNMA POOL #0734295
GNMA POOL #0723343
GNMA POOL #0515965
GNMA II POOL #0081150
GNMA POOL #0783104
GNMA POOL #0710137
FHLMC POOL #G3-0056
FHLMC POOL #D7-9192
FHLMC POOL #E8-8058
FHLMC POOL #84-7126
FHLMC POOL #84-8084
FHLMC POOL #G0-2342
FHLMC POOL #G1-3596
FHLMC POOL #G1-4312
FHLMC POOL #G1-4376
FHLMC POOL #G0-8417
FHLMC POOL #G0-8578
FHLMC POOL #G0-8583
FHLMC POOL #G0-8599
FHLMC POOL #G1-8312
FHLMC POOL #G0-3506
FHLMC POOL #G0-4334
FHLMC POOL #G0-5457
FHLMC POOL #G0-5815
FHLMC POOL #G0-5898
FHLMC POOL #G0-6089
FHLMC POOL #G0-6185
FHLMC POOL #G0-6928
FHLMC POOL #G0-6973
FHLMC POOL #G0-6993
FHLMC POOL #G0-7527
FHLMC POOL #J0-0497
FHLMC POOL #J0-2697
FHLMC POOL #1N-0006
FHLMC POOL #1N-0063
FHLMC POOL #1G-1790
FHLMC POOL #1G-1851
FHLMC POOL #1B-8124
FHLMC POOL #1B-8179
FHLMC POOL #1B-8304
FHLMC POOL #1B-8372
FHLMC POOL #1B-8427
FHLMC POOL #1B-8659
FHLMC POOL #G0-1665
FHLMC POOL #G0-1785
FHLMC POOL #G1-1312
FHLMC POOL #55-5219
FHLMC POOL #C0-3811
FHLMC POOL #C0-3855
FHLMC POOL #A8-7061
FHLMC POOL #A9-0893
FHLMC POOL #A9-3322
FHLMC POOL #A9-3620
FHLMC POOL #A9-6731
FHLMC POOL #A9-7152
FHLMC POOL #A9-7661
FHLMC POOL #Q0-0114
FHLMC POOL #Q0-0736
FHLMC POOL #Q0-1208
FHLMC POOL #Q0-1393
FHLMC POOL #Q0-2592
FHLMC POOL #Q0-3090
FHLMC POOL #Q0-3295
FHLMC POOL #Q0-3561
FHLMC POOL #Q0-3643
FHLMC POOL #Q0-4092
FHLMC POOL #Q0-7203
FHLMC POOL #Q0-7246
FHLMC POOL #Q0-7752
FHLMC POOL #Q0-9199
FHLMC POOL #U9-1319
FHLMC POOL #U9-1367
FHLMC POOL #U9-1441
Coupon
4.00
4.00
4.00
4.00
1.63
4.00
4.00
7.00
8.00
6.00
2.82
2.37
5.00
4.00
3.50
4.00
5.00
4.50
4.50
3.50
4.00
6.50
5.00
4.50
5.50
5.00
6.00
4.50
5.00
4.00
3.50
3.00
5.50
5.50
2.03
3.14
2.79
2.00
3.70
3.24
3.47
3.64
3.29
3.24
5.50
6.00
6.00
9.50
3.50
4.00
4.50
5.00
5.00
5.00
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.00
4.00
4.50
4.00
4.00
4.00
4.00
3.50
3.50
3.50
3.50
Maturity
2/15/2040
3/15/2041
9/15/2039
11/15/2041
11/20/2034
9/15/2040
11/15/2040
7/1/2016
4/1/2027
2/1/2017
3/1/2033
1/1/2035
10/1/2036
7/1/2024
1/1/2026
9/1/2025
8/1/2040
3/1/2044
4/1/2044
8/1/2044
6/1/2024
3/1/2036
4/1/2038
5/1/2039
7/1/2035
6/1/2040
8/1/2037
12/1/2040
1/1/2035
4/1/2042
4/1/2042
10/1/2043
11/1/2020
11/1/2020
4/1/2035
10/1/2035
11/1/2035
3/1/2036
5/1/2041
4/1/2041
5/1/2041
6/1/2041
6/1/2041
9/1/2041
3/1/2034
5/1/2033
10/1/2017
8/1/2021
4/1/2042
4/1/2042
6/1/2039
1/1/2040
8/1/2040
9/1/2040
2/1/2041
2/1/2041
3/1/2041
4/1/2041
5/1/2041
6/1/2041
6/1/2041
8/1/2041
9/1/2041
9/1/2041
9/1/2041
10/1/2041
10/1/2041
4/1/2042
3/1/2042
4/1/2042
7/1/2042
4/1/2043
5/1/2043
5/1/2043
Income
Market Value
Receivable
6,895.58
365,184.09
38,864.87
248,242.49
598,431.09
1,101,842.83
271,166.56
26,273.21
7,280.26
97,127.07
2,433.98
28,663.08
60,129.98
678,669.95
287,322.79
555,463.00
159,204.75
1,884,366.01
555,951.87
9,154,896.00
827,284.15
896,564.01
346,502.97
607,065.38
919,534.99
1,831,135.57
193,103.96
54,699.91
112,166.23
2,685,054.66
100,081.94
4,861,718.95
172,475.97
123,398.96
289,102.04
29,524.28
124,645.21
73,171.71
145,746.78
100,012.69
113,553.39
169,004.25
136,434.84
110,166.17
1,363,608.03
147,465.74
71,689.68
31,474.86
2,248,954.75
526,683.02
589,925.80
578,761.67
240,422.95
276,985.26
401,362.30
234,165.51
421,267.39
246,893.39
169,461.92
114,089.54
481,717.71
539,067.41
559,841.00
454,181.50
197,891.21
709,665.83
670,443.98
146,397.62
64,675.38
87,959.22
190,256.70
152,192.49
144,336.59
250,531.18
21.52
1,139.53
121.27
774.62
780.11
3,436.32
846.16
148.72
42.92
468.24
5.65
54.02
226.97
2,128.34
789.12
1,741.71
601.54
6,526.62
1,925.15
25,958.33
2,593.91
4,185.13
1,297.29
2,085.28
3,750.59
6,822.74
853.13
189.87
423.11
8,452.34
283.51
12,200.17
734.71
529.98
464.14
74.79
271.03
117.09
446.67
268.07
318.55
491.21
373.11
283.85
5,559.74
648.60
343.85
228.36
6,357.47
1,652.23
2,020.11
2,161.62
909.57
1,045.52
1,381.76
806.94
1,450.35
852.89
585.43
394.20
1,663.63
1,850.58
1,921.90
1,427.19
621.84
2,436.48
2,106.74
459.21
202.87
275.91
539.08
431.65
409.37
710.56
Par Value
Cost
% of MV
6,455.1450
341,859.0480
36,382.4920
232,386.7420
576,079.2200
1,030,896.5350
253,846.6080
25,495.1000
6,438.5500
93,647.1400
2,384.7600
27,084.3300
54,473.9500
638,501.8010
270,553.8590
522,513.3100
144,370.6620
1,740,432.2640
513,372.7310
8,900,000.0000
778,173.6170
772,640.2400
311,348.6000
556,073.4420
818,310.0340
1,637,457.1380
170,625.7260
50,631.6570
101,547.4190
2,535,701.8220
97,204.6820
4,880,068.0100
160,301.1000
115,631.9600
274,253.9300
27,654.0400
116,415.7800
69,949.8190
138,121.1090
95,365.5300
107,390.2610
159,200.6700
130,056.8540
104,934.1500
1,213,034.1030
129,720.0400
68,769.7200
28,249.8600
2,179,705.5070
495,669.0090
538,695.8230
518,789.5930
218,296.4220
250,924.2620
368,469.0700
215,184.1230
386,760.6080
227,438.3140
156,114.1610
105,118.7130
443,635.9950
493,488.7860
512,505.9510
428,158.0500
186,552.5500
649,728.3850
632,023.2800
137,763.9570
60,861.2060
82,771.9090
184,826.5020
147,993.9030
140,354.7270
243,619.6880
6,887.26
364,827.63
38,814.69
248,032.20
581,806.72
1,100,048.32
270,883.73
25,462.66
6,456.09
94,014.07
2,385.40
27,432.91
56,647.65
669,988.84
289,791.98
548,794.60
152,154.62
1,876,959.46
553,644.72
9,084,931.32
816,487.95
795,028.70
320,688.55
584,235.17
896,063.89
1,716,815.09
183,796.65
54,218.99
109,212.00
2,718,774.97
103,704.35
4,726,782.01
160,639.44
115,876.09
274,873.62
27,538.93
119,359.74
70,382.89
145,460.04
99,079.15
112,347.03
167,203.90
135,261.21
108,952.22
1,327,581.57
132,426.67
69,093.16
28,926.56
2,268,463.37
530,273.30
572,598.15
543,431.93
227,163.91
264,458.31
383,364.50
219,073.53
393,753.48
242,483.53
166,444.21
112,076.39
472,999.70
537,866.76
558,604.12
446,111.52
194,375.06
682,908.47
660,037.98
147,628.14
65,218.11
88,698.52
197,191.52
148,016.65
140,376.33
243,657.11
0.0000%
0.0017%
0.0002%
0.0012%
0.0028%
0.0051%
0.0013%
0.0001%
0.0000%
0.0005%
0.0000%
0.0001%
0.0003%
0.0032%
0.0013%
0.0026%
0.0007%
0.0087%
0.0026%
0.0425%
0.0038%
0.0042%
0.0016%
0.0028%
0.0043%
0.0085%
0.0009%
0.0003%
0.0005%
0.0125%
0.0005%
0.0226%
0.0008%
0.0006%
0.0013%
0.0001%
0.0006%
0.0003%
0.0007%
0.0005%
0.0005%
0.0008%
0.0006%
0.0005%
0.0063%
0.0007%
0.0003%
0.0001%
0.0104%
0.0024%
0.0027%
0.0027%
0.0011%
0.0013%
0.0019%
0.0011%
0.0020%
0.0011%
0.0008%
0.0005%
0.0022%
0.0025%
0.0026%
0.0021%
0.0009%
0.0033%
0.0031%
0.0007%
0.0003%
0.0004%
0.0009%
0.0007%
0.0007%
0.0012%
Stated
Security ID
3132HBVA0
3132HBWP6
3132HBW68
3132HBXX8
3132HBYD1
3132HBYH2
3132HBZD0
3132HBZR9
3132HBZY4
3132HB2L8
3132HB2N4
3132HB3V5
3132HB3W3
3132HB5N1
3132HB5T8
3132HB6G5
3132HCAK9
3132HCCY7
3132HCC43
3132HCF65
3132HCGZ0
3132HLLC5
3132HLLN1
3132HMSH5
3132HNCX5
3132HNH36
3132HNN47
3132HPGF5
3132HQBB7
3132HRGD6
3132H3GP2
3132H3P98
3132H5EV6
3132JAQC2
3132JNWN3
3132JP2V3
3132J6PY4
3132J62U7
3132J62W3
3132J62X1
3132J7YU0
3132J8Z60
3132J82L3
3132J85G1
3132L5SN4
3132M3AY3
3132M5L34
3132M5QS4
3132M5WK4
31335GEJ0
31335GEY7
31356AEA6
31356CS74
31356CV96
31356DP83
31356DXF8
313615R99
31368HKA0
31371FAX0
31371KEV9
31372AXM9
31372UD21
31373UE45
31373UQH3
31373URD1
31373USA6
31374CNV4
31374GPH4
31374GWG8
31374TLX5
31374TPZ6
31376ABZ0
31376X4H8
31378GP72
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
POOL #U9-1609
POOL #U9-1654
POOL #U9-1669
POOL #U9-1694
POOL #U9-1708
POOL #U9-1712
POOL #U9-1740
POOL #U9-1752
POOL #U9-1759
POOL #U9-1779
POOL #U9-1781
POOL #U9-1812
POOL #U9-1813
POOL #U9-1853
POOL #U9-1858
POOL #U9-1871
POOL #U9-1910
POOL #U9-1987
POOL #U9-1991
POOL #U9-2089
POOL #U9-2116
POOL #Q1-0323
POOL #Q1-0333
POOL #Q1-1420
POOL #Q1-1886
POOL #Q1-2050
POOL #Q1-2211
POOL #Q1-2898
POOL #Q1-3634
POOL #Q1-4696
POOL #U9-0206
POOL #U9-0448
POOL #U9-5147
POOL #Q1-9050
POOL #Q2-1553
POOL #Q2-2588
POOL #Q1-5438
POOL #Q1-5786
POOL #Q1-5788
POOL #Q1-5789
POOL #Q1-6622
POOL #Q1-7564
POOL #Q1-7578
POOL #Q1-7646
POOL #V8-0525
POOL #Q2-3023
POOL #Q2-5146
POOL #Q2-5265
POOL #Q2-5450
POOL #C8-0137
POOL #C8-0151
POOL #D4-9129
POOL #D5-0542
POOL #D5-0640
POOL #D5-1347
POOL #D5-1578
POOL #0050912
POOL #0190289
POOL #0250322
POOL #0254048
POOL #0267184
POOL #0282821
POOL #0303555
POOL #0303856
POOL #0303884
POOL #0303913
POOL #0310104
POOL #0313724
POOL #0313947
POOL #0323542
POOL #0323640
POOL #0349356
POOL #0369024
POOL #0398346
Coupon
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.00
3.00
3.50
3.50
3.50
3.00
3.50
3.00
3.00
3.00
3.00
3.00
3.50
3.50
3.50
3.50
4.00
4.00
4.50
4.50
4.50
6.50
6.50
6.50
6.50
6.50
6.50
6.50
6.50
7.00
7.50
6.50
6.50
7.00
7.00
7.00
7.00
7.00
5.50
9.50
7.00
7.00
7.50
7.50
7.50
7.00
Income
Maturity
Market Value
6/1/2043
7/1/2043
6/1/2043
7/1/2043
7/1/2043
7/1/2043
7/1/2043
8/1/2043
8/1/2043
8/1/2043
7/1/2043
8/1/2043
8/1/2043
8/1/2043
8/1/2043
8/1/2043
9/1/2043
9/1/2043
9/1/2043
10/1/2043
10/1/2043
8/1/2042
8/1/2042
9/1/2042
10/1/2042
10/1/2042
10/1/2042
11/1/2042
11/1/2042
1/1/2043
9/1/2042
6/1/2042
9/1/2043
6/1/2043
9/1/2043
10/1/2043
2/1/2043
2/1/2043
2/1/2043
2/1/2043
3/1/2043
4/1/2043
4/1/2043
4/1/2043
10/1/2043
11/1/2043
3/1/2044
3/1/2044
3/1/2044
4/1/2024
3/1/2024
2/1/2024
3/1/2024
3/1/2024
4/1/2024
4/1/2024
10/1/2023
11/1/2027
8/1/2025
11/1/2016
1/1/2024
6/1/2024
10/1/2025
4/1/2026
5/1/2026
5/1/2026
8/1/2037
10/1/2018
1/1/2028
2/1/2029
4/1/2029
6/1/2026
2/1/2027
2/1/2027
1,217,873.56
507,126.11
703,258.69
226,781.29
162,088.66
349,719.88
264,729.63
484,536.71
179,920.22
169,144.43
138,818.04
556,151.28
328,328.14
1,070,236.79
192,703.54
188,498.32
142,026.28
998,212.66
368,943.59
290,636.94
243,045.13
38,021.60
39,433.46
40,841.78
259,440.73
1,935,058.49
47,831.53
828,431.34
445,804.27
455,788.83
256,109.91
489,972.33
165,254.96
24,932.70
974,959.53
665,354.79
531,786.12
76,156.42
67,996.18
143,057.79
535,436.44
62,877.23
264,662.65
1,742,063.34
311,266.44
2,012,822.93
104,495.59
103,762.65
202,978.28
10,925.50
814.98
37,990.16
5,640.96
1,572.91
15,861.72
5,755.97
11,899.80
18,409.51
1,419.21
10,261.19
2,164.78
4,776.00
909.78
65,289.86
12,693.00
662.35
2,169,497.48
22,047.62
2,282.35
41,478.15
490.21
9,749.15
7,425.80
14,842.54
Receivable
3,454.14
1,438.31
1,994.58
643.20
459.72
991.88
750.83
1,374.24
510.29
479.73
393.72
1,577.36
931.21
3,035.41
546.55
534.62
402.82
2,831.13
1,046.40
824.31
689.33
107.71
111.71
115.70
735.03
5,481.77
135.62
2,348.98
1,113.21
1,139.54
726.39
1,389.67
468.70
62.57
2,764.46
1,669.66
1,328.72
190.28
170.00
357.89
1,518.21
178.12
749.74
4,934.90
979.84
6,314.32
361.72
358.03
703.04
52.53
3.92
182.66
27.12
7.56
75.89
27.67
57.17
92.43
7.62
53.34
10.40
25.42
4.62
328.37
64.16
3.36
8,842.94
160.68
11.57
207.62
2.58
56.90
45.60
78.20
Par Value
Cost
% of MV
1,184,275.6600
493,135.8450
683,857.6520
220,524.9920
157,617.0640
340,072.0370
257,426.4440
471,169.6300
174,956.7020
164,478.1870
134,988.4180
540,808.5460
319,270.4370
1,040,711.7920
187,387.3600
183,298.1500
138,108.1470
970,674.6180
358,765.4150
282,619.0360
236,340.1600
36,928.5140
38,299.7890
39,667.6140
252,008.9810
1,879,463.9450
46,499.7740
805,365.6700
445,283.2910
455,816.1760
249,046.9410
476,459.9270
160,696.0110
25,026.8040
947,814.1300
667,865.9620
531,488.4900
76,113.8000
68,000.2600
143,155.1400
520,528.5050
61,068.9800
257,053.8600
1,691,964.2800
293,952.6290
1,894,296.7810
96,458.6560
95,475.3850
187,477.6260
9,697.8500
723.4000
33,721.3700
5,007.1100
1,396.1700
14,009.8900
5,109.2000
10,553.9600
15,845.6810
1,219.3300
9,847.4000
1,919.9500
4,358.4200
791.3300
56,292.1300
10,998.6600
576.3800
1,929,368.3050
20,296.8200
1,983.9300
35,592.2600
413.2800
9,104.2900
7,296.7200
13,404.8700
1,219,486.58
493,211.67
683,962.81
220,558.91
157,641.32
340,124.32
257,466.01
471,242.08
174,983.60
164,503.50
135,009.13
540,891.73
319,319.56
1,040,871.82
187,416.17
183,326.33
138,129.37
970,823.88
358,820.55
282,662.55
236,376.50
39,399.49
40,862.51
42,322.30
268,877.23
2,005,266.22
49,612.23
859,342.55
458,411.49
468,156.53
249,085.20
476,533.14
160,720.73
24,240.84
950,865.99
646,887.87
546,979.16
78,320.68
69,920.64
147,187.11
549,371.00
64,934.63
272,838.30
1,792,910.18
305,676.00
1,997,191.61
103,995.29
102,935.18
202,125.86
9,663.64
720.88
33,603.53
4,990.07
1,390.99
13,960.57
5,093.28
10,429.27
15,999.67
1,240.65
9,968.19
1,896.25
4,405.93
798.03
58,213.36
11,100.46
582.65
2,123,161.88
20,972.31
2,003.50
35,897.28
421.80
9,269.71
7,435.75
13,550.93
0.0057%
0.0024%
0.0033%
0.0011%
0.0008%
0.0016%
0.0012%
0.0022%
0.0008%
0.0008%
0.0006%
0.0026%
0.0015%
0.0050%
0.0009%
0.0009%
0.0007%
0.0046%
0.0017%
0.0013%
0.0011%
0.0002%
0.0002%
0.0002%
0.0012%
0.0090%
0.0002%
0.0038%
0.0021%
0.0021%
0.0012%
0.0023%
0.0008%
0.0001%
0.0045%
0.0031%
0.0025%
0.0004%
0.0003%
0.0007%
0.0025%
0.0003%
0.0012%
0.0081%
0.0014%
0.0093%
0.0005%
0.0005%
0.0009%
0.0001%
0.0000%
0.0002%
0.0000%
0.0000%
0.0001%
0.0000%
0.0001%
0.0001%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0003%
0.0001%
0.0000%
0.0101%
0.0001%
0.0000%
0.0002%
0.0000%
0.0000%
0.0000%
0.0001%
Stated
Security ID
31378JS40
31378MFF2
31378TMG7
31379BGJ6
31379L5G2
3138AAYX3
3138ABDH9
3138AEY72
3138AFWZ9
3138AG2B3
3138AG6U7
3138AHXN1
3138AKGX1
3138AKWL9
3138ALSH1
3138ANL68
3138ANY49
3138ANZC0
3138AP3X4
3138AS3R1
3138ATNY2
3138AUX51
3138AVP90
3138AW6X6
3138AW6Y4
3138AXB42
3138A1SQ5
3138A2XL8
3138A5CU4
3138A6CD0
3138A8ZA7
3138EDEA5
3138EDEK3
3138EEAV1
3138EEX79
3138EGNN0
3138EHTN2
3138EJLJ5
3138EJLK2
3138EJLL0
3138EJYJ1
3138EKL45
3138ELLY7
3138ELWC3
3138ENAA7
3138E07L7
3138E5GU6
3138E75J9
3138E9LH1
3138LRK50
3138LSLU2
3138LSP61
3138LT3U0
3138LUFA8
3138LYRZ2
3138LY4D6
3138LY4F1
3138MBKY1
3138MKW77
3138MKXC5
3138MLXC3
3138MN3F5
3138MPZM0
3138MQDD2
3138MRNR8
3138MSC80
3138M1L97
3138M1NU8
3138M2BN5
3138M5LP2
3138M5W96
3138M6WS2
3138M8GW7
3138M9VP3
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
POOL #0400239
POOL #0402566
POOL #0408159
POOL #0414301
POOL #0423047
POOL #0AH8825
POOL #0AH9103
POOL #0AI1633
POOL #0AI2463
POOL #0AI3469
POOL #0AI3582
POOL #0AI4284
POOL #0AI5613
POOL #0AI6050
POOL #0AI6819
POOL #0AI8448
POOL #0AI8830
POOL #0AI8838
POOL #0AI9813
POOL #0AJ1707
POOL #0AJ2206
POOL #0AJ3399
POOL #0AJ4047
POOL #0AJ5385
POOL #0AJ5386
POOL #0AJ5458
POOL #0AH0526
POOL #0AH1582
POOL #0AH3682
POOL #0AH4567
POOL #0AH7036
POOL #0AK8228
POOL #0AK8237
POOL #0AK9019
POOL #0AK9701
POOL #0AL0396
POOL #0AL1456
POOL #0AL2128
POOL #0AL2129
POOL #0AL2130
POOL #0AL2512
POOL #0AL3046
POOL #0AL3942
POOL #0AL4242
POOL #0AL5400
POOL #0AJ8098
POOL #0AK1110
POOL #0AK3548
POOL #0AK4827
POOL #0AO1215
POOL #0AO2138
POOL #0AO2244
POOL #0AO3510
POOL #0AO3760
POOL #0AO7703
POOL #0AO8019
POOL #0AO8021
POOL #0AP7510
POOL #0AQ4269
POOL #0AQ4274
POOL #0AQ5174
POOL #0AQ7097
POOL #0AQ7947
POOL #0AQ8199
POOL #0AQ9399
POOL #0AQ9994
POOL #0AO9351
POOL #0AO9402
POOL #0AO9944
POOL #0AP2133
POOL #0AP2471
POOL #0AP3356
POOL #0AP4712
POOL #0AP6021
Coupon
7.50
7.50
7.50
7.50
7.50
4.50
4.50
4.00
4.50
3.24
4.50
4.50
4.50
3.56
3.33
4.50
4.00
4.00
2.99
4.00
4.00
3.06
4.00
4.00
4.50
4.50
4.00
4.00
4.50
4.00
4.50
4.00
4.00
4.00
4.00
5.50
4.00
6.00
6.00
6.00
4.00
3.00
5.50
5.00
4.50
4.00
4.00
4.00
3.50
3.50
3.50
2.54
4.00
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.00
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.00
Income
Maturity
Market Value
Receivable
9/1/2027
10/1/2027
12/1/2027
2/1/2028
5/1/2028
3/1/2041
4/1/2041
5/1/2041
5/1/2041
7/1/2041
6/1/2041
6/1/2041
7/1/2041
7/1/2041
10/1/2041
8/1/2041
8/1/2041
8/1/2041
9/1/2041
9/1/2041
9/1/2041
10/1/2041
10/1/2041
11/1/2041
11/1/2041
11/1/2041
12/1/2040
1/1/2041
6/1/2041
3/1/2041
3/1/2041
4/1/2042
4/1/2042
4/1/2042
4/1/2042
12/1/2035
1/1/2042
1/1/2042
5/1/2040
10/1/2034
10/1/2041
12/1/2042
12/1/2038
10/1/2041
1/1/2043
12/1/2041
2/1/2042
2/1/2042
4/1/2042
4/1/2042
5/1/2042
6/1/2042
10/1/2041
5/1/2042
7/1/2042
7/1/2042
7/1/2042
9/1/2042
11/1/2042
11/1/2042
11/1/2042
12/1/2042
12/1/2042
2/1/2043
12/1/2042
2/1/2043
7/1/2042
7/1/2042
7/1/2042
8/1/2042
8/1/2042
9/1/2042
8/1/2042
4/1/2043
1,370.44
4,945.80
14,799.64
5,638.83
1,333.71
1,491,024.32
714,021.14
66,435.14
394,958.65
172,336.59
107,919.29
323,120.65
211,175.98
169,317.79
89,331.47
76,694.16
334,903.56
170,704.95
107,896.93
162,209.20
151,070.55
50,120.20
1,381,321.54
754,689.47
1,537,920.90
1,408,864.76
977,482.91
47,184.62
215,779.83
114,262.40
1,262,193.14
708,077.89
843,216.93
403,259.03
351,379.70
118,216.19
42,245.75
17,656.71
137,374.90
31,305.86
615,334.36
445,400.50
1,015,159.79
2,322,021.23
3,712,799.59
327,987.15
209,882.82
126,501.89
295,740.59
119,110.21
339,083.79
146,906.99
122,379.83
344,268.55
2,044,382.32
236,394.91
380,990.49
1,251,119.56
32,315.84
22,345.42
479,979.05
93,915.23
94,856.79
34,895.99
69,838.72
232,812.21
233,059.69
272,076.89
79,593.41
991,676.43
166,928.07
615,487.96
549,950.86
334,184.76
8.03
30.45
86.68
34.24
7.88
5,167.31
2,474.29
208.70
1,368.75
442.12
373.84
1,119.49
731.60
473.11
236.26
263.96
1,052.09
536.27
258.02
509.46
474.42
122.50
4,332.01
2,366.81
5,294.61
4,848.84
3,070.75
148.23
747.48
358.95
4,344.48
2,220.58
2,644.64
1,264.73
1,101.95
482.17
132.71
77.65
602.08
136.81
1,933.06
1,113.22
4,140.25
2,920.19
12,871.17
1,029.05
658.20
397.40
836.79
336.74
958.63
302.15
384.45
973.33
5,784.50
668.87
1,078.00
3,548.77
91.44
63.23
1,361.45
265.73
268.39
98.74
197.61
581.89
661.07
771.74
225.77
2,805.91
473.50
1,745.82
1,559.92
837.16
Par Value
Cost
% of MV
1,284.5800
4,871.9400
13,869.1600
5,477.6800
1,260.7500
1,377,949.7600
659,811.0650
62,611.4580
364,999.4960
164,000.4450
99,691.7330
298,530.6810
195,094.3560
159,608.7830
85,162.7540
70,388.0940
315,628.1510
160,880.0060
103,519.1080
152,837.2250
142,326.0400
48,039.1400
1,299,602.5300
710,042.0300
1,411,895.1390
1,293,022.8400
921,223.7780
44,468.9030
199,327.3480
107,686.0110
1,158,528.0480
666,175.4500
793,391.9200
379,420.0650
330,585.8470
105,199.8130
39,814.2920
15,529.0680
120,415.5670
27,362.8690
579,918.7250
445,289.1790
903,327.8040
2,102,537.3550
3,432,311.1280
308,714.1310
197,460.5760
119,221.0640
286,898.3810
115,452.6700
328,671.4740
142,748.7200
115,336.2500
333,713.2040
1,983,258.3000
229,327.0530
369,599.4370
1,216,722.8030
31,349.6400
21,677.3290
466,783.0960
91,107.3040
92,020.7090
33,852.6480
67,750.6470
232,754.0200
226,652.2320
264,596.7370
77,405.1700
962,026.7620
162,341.9120
598,566.4900
534,831.1780
334,864.5370
1,306.64
4,964.07
14,132.95
5,580.31
1,283.13
1,487,873.70
703,783.56
65,429.70
392,798.88
170,599.26
107,846.73
322,951.16
211,053.74
167,500.85
88,857.36
74,319.13
330,992.61
168,711.48
107,138.07
161,322.15
150,093.83
49,909.19
1,359,839.51
735,266.79
1,487,835.01
1,362,569.12
986,645.59
46,470.25
215,632.77
108,287.46
1,186,106.37
702,930.52
837,165.88
400,353.86
348,825.35
114,547.49
42,445.61
17,657.56
136,859.49
31,034.83
625,650.52
459,640.57
1,003,359.83
2,329,217.16
3,700,098.32
325,731.49
208,350.20
125,795.89
302,094.50
123,248.42
350,868.89
145,521.29
120,528.55
356,251.15
2,088,564.86
244,164.56
393,512.57
1,260,176.16
33,011.81
22,826.67
483,457.40
96,457.27
97,647.41
35,648.26
71,893.34
240,275.30
234,744.86
274,044.18
80,168.92
964,708.04
167,929.03
619,943.39
553,929.58
323,299.64
0.0000%
0.0000%
0.0001%
0.0000%
0.0000%
0.0069%
0.0033%
0.0003%
0.0018%
0.0008%
0.0005%
0.0015%
0.0010%
0.0008%
0.0004%
0.0004%
0.0016%
0.0008%
0.0005%
0.0008%
0.0007%
0.0002%
0.0064%
0.0035%
0.0071%
0.0065%
0.0045%
0.0002%
0.0010%
0.0005%
0.0059%
0.0033%
0.0039%
0.0019%
0.0016%
0.0005%
0.0002%
0.0001%
0.0006%
0.0001%
0.0029%
0.0021%
0.0047%
0.0108%
0.0172%
0.0015%
0.0010%
0.0006%
0.0014%
0.0006%
0.0016%
0.0007%
0.0006%
0.0016%
0.0095%
0.0011%
0.0018%
0.0058%
0.0002%
0.0001%
0.0022%
0.0004%
0.0004%
0.0002%
0.0003%
0.0011%
0.0011%
0.0013%
0.0004%
0.0046%
0.0008%
0.0029%
0.0026%
0.0016%
Stated
Security ID
3138NWAN9
3138NWAP4
3138NWAR0
3138NXJ57
3138NXP35
3138NYAW5
3138NYGA7
3138NYGR0
3138NYH40
3138NYK79
3138NYWB7
3138NYWR2
3138WAFQ5
3138WAXR3
3138WMFL0
3138WMGN5
3138WMWJ6
3138WMW64
3138WMXL0
3138WMXN6
3138WMXR7
3138WNZ28
3138WN5E5
3138WN5F2
3138WPGY4
3138WPRC0
3138WPUN2
3138WQK84
3138WQMW9
3138WQMX7
3138WQ4L3
3138WTRR9
3138WTRT5
3138WTRV0
3138WTUC8
3138WVPE5
3138WV4T5
3138WWNP0
3138W0VV8
3138W0Y45
3138W02J7
3138W24B8
3138W36X6
3138W4CQ2
3138W4DZ1
3138W4S51
3138W4S69
3138W5GW2
3138W5KA5
3138W5WD6
3138W9KS8
3138XDRY8
3138XMK66
3138XPPG2
3138XT3Y9
3138XUTM4
3138XUTN2
3138XWHS0
3138X0Y51
3138X1PR1
3138X1QY5
3138X2Q64
3138X3BS0
3138X3EH1
3138X3EP3
3138X3GV8
3138X3YH9
3138X46Z8
3138X5SS7
31380DFW1
31384VME9
31384WCW8
31385H5J7
31385JJC3
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
POOL #0AR0012
POOL #0AR0013
POOL #0AR0015
POOL #0AR1183
POOL #0AR1341
POOL #0AR1820
POOL #0AR1992
POOL #0AR2007
POOL #0AR2050
POOL #0AR2117
POOL #0AR2441
POOL #0AR2455
POOL #0AS1074
POOL #0AS1587
POOL #0AT0170
POOL #0AT0204
POOL #0AT0648
POOL #0AT0668
POOL #0AT0682
POOL #0AT0684
POOL #0AT0687
POOL #0AT1660
POOL #0AT1744
POOL #0AT1745
POOL #0AT2014
POOL #0AT2282
POOL #0AT2388
POOL #0AT3018
POOL #0AT3072
POOL #0AT3073
POOL #0AT3526
POOL #0AT5895
POOL #0AT5897
POOL #0AT5899
POOL #0AT5978
POOL #0AT7620
POOL #0AT8033
POOL #0AT8497
POOL #0AR3327
POOL #0AR3430
POOL #0AR3476
POOL #0AR5317
POOL #0AR6285
POOL #0AR6378
POOL #0AR6419
POOL #0AR6839
POOL #0AR6840
POOL #0AR7412
POOL #0AR7488
POOL #0AR7843
POOL #0AS0304
POOL #0AV2302
POOL #0AV9316
POOL #0AW0422
POOL #0AW4414
POOL #0AW5055
POOL #0AW5056
POOL #0AW6540
POOL #0AU1631
POOL #0AU2231
POOL #0AU2270
POOL #0AU3176
POOL #0AU3648
POOL #0AU3735
POOL #0AU3741
POOL #0AU3811
POOL #0AU4311
POOL #0AU5387
POOL #0AU5928
POOL #0436781
POOL #0535057
POOL #0535685
POOL #0545449
POOL #0545759
Coupon
3.00
3.00
3.00
3.00
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
2.50
4.50
3.50
3.50
3.50
3.50
3.00
3.50
3.50
3.50
3.50
3.50
3.00
3.00
3.50
3.50
3.50
3.50
3.00
3.00
3.00
3.00
3.50
3.00
3.00
2.50
3.50
3.50
3.50
3.50
3.50
3.00
3.00
3.00
3.00
3.00
3.00
3.00
3.00
4.50
4.50
4.50
3.50
3.50
3.50
3.50
3.00
3.00
3.00
3.00
3.00
3.00
3.50
3.00
3.00
3.00
2.50
7.00
6.50
6.50
6.50
6.50
Income
Maturity
Market Value
Receivable
2/1/2043
2/1/2043
2/1/2043
1/1/2043
1/1/2043
1/1/2043
1/1/2043
1/1/2043
1/1/2043
12/1/2042
1/1/2043
1/1/2043
10/1/2043
1/1/2044
3/1/2043
3/1/2043
4/1/2043
4/1/2043
4/1/2043
4/1/2043
4/1/2043
4/1/2043
4/1/2043
4/1/2043
4/1/2043
5/1/2043
4/1/2043
4/1/2043
4/1/2043
4/1/2043
5/1/2043
6/1/2043
6/1/2043
6/1/2043
5/1/2043
6/1/2043
7/1/2043
7/1/2043
2/1/2043
1/1/2043
1/1/2043
2/1/2043
3/1/2043
2/1/2043
6/1/2043
2/1/2043
2/1/2043
6/1/2043
3/1/2043
5/1/2043
8/1/2043
12/1/2043
3/1/2044
3/1/2044
6/1/2044
7/1/2044
7/1/2044
7/1/2044
7/1/2043
7/1/2043
8/1/2043
8/1/2043
8/1/2043
8/1/2043
8/1/2043
8/1/2043
7/1/2043
7/1/2043
8/1/2043
12/1/2024
12/1/2014
1/1/2016
2/1/2017
7/1/2032
97,359.18
165,757.87
135,275.46
104,952.23
1,072,884.65
302,616.54
43,786.47
113,005.96
99,365.43
26,367.88
126,049.48
31,678.19
44,963.42
362,144.69
853,843.15
140,052.10
572,588.94
77,305.31
655,051.96
867,706.39
150,753.17
133,525.95
96,887.23
445,246.99
1,471,018.58
35,507.09
408,672.82
291,205.55
65,423.65
43,928.82
193,151.32
951,917.69
108,739.96
454,933.11
221,558.07
56,972.44
35,795.58
566,316.51
514,478.92
90,848.80
29,924.46
104,158.22
355,006.20
641,999.74
387,150.87
46,134.47
54,254.58
36,484.95
838,276.51
741,571.38
6,806,240.04
540,849.99
108,058.01
324,099.60
514,414.05
513,485.56
1,027,813.55
308,817.91
99,166.53
152,472.28
592,290.63
961,016.08
37,388.36
681,000.02
812,166.80
899,335.56
1,844,857.88
1,172,946.92
338,581.16
22,050.68
16.95
1,364.85
201,725.61
218,079.39
242.59
413.52
337.89
262.32
3,043.22
858.37
123.89
319.75
281.15
74.61
356.65
89.63
97.58
1,256.25
2,413.90
397.25
1,618.83
218.55
1,640.96
2,455.14
426.55
378.74
274.14
1,259.08
3,685.03
88.97
1,159.19
826.00
185.11
124.19
484.06
2,386.12
272.57
1,140.35
628.44
142.75
89.80
1,229.06
1,459.31
257.69
84.67
294.71
1,006.97
1,601.62
968.84
114.95
135.35
91.45
2,099.51
1,858.85
17,067.83
1,875.00
375.00
1,125.00
1,455.52
1,451.73
2,908.16
873.79
248.62
382.39
1,484.94
2,408.42
93.78
1,707.73
2,293.83
2,255.24
4,627.28
2,940.13
734.81
117.14
0.09
7.28
1,049.18
1,018.01
Par Value
Cost
% of MV
97,034.1200
165,408.8600
135,157.8700
104,926.0020
1,043,388.0710
294,296.7680
42,477.3200
109,627.2460
96,394.5530
25,579.5240
122,280.7880
30,731.0540
46,839.8280
334,999.6680
827,624.0180
136,201.6820
555,027.8600
74,932.9300
656,384.4250
841,763.2500
146,245.8700
129,853.6840
93,990.4400
431,683.4900
1,474,010.8220
35,586.4500
397,437.2690
283,199.5000
63,467.5800
42,579.8900
193,623.7580
954,446.9710
109,028.8900
456,141.8890
215,464.7310
57,099.7740
35,920.2200
589,949.9030
500,334.4690
88,351.1160
29,029.7640
101,044.0390
345,246.0900
640,647.9700
387,534.5300
45,980.4400
54,140.3400
36,581.8910
839,804.9580
743,541.7670
6,827,131.0620
499,999.9940
100,000.0070
300,000.5560
499,033.8290
497,737.1600
997,083.4400
299,584.7100
99,449.9640
152,955.6220
593,977.5300
963,366.6990
37,511.0230
683,090.2770
786,457.5030
902,095.9750
1,850,910.3600
1,176,051.6960
352,710.7550
20,081.1200
16.9200
1,344.6400
193,695.0100
187,941.1450
100,286.83
170,828.79
139,545.76
108,308.21
1,080,668.23
294,477.71
45,074.99
116,331.39
101,506.82
26,935.95
129,758.77
32,610.35
43,667.09
360,518.56
875,615.45
141,069.28
587,904.58
79,371.57
641,138.25
889,074.52
154,465.63
134,494.92
99,441.36
457,700.31
1,423,104.32
34,551.48
392,388.21
279,601.73
67,215.70
45,146.10
189,125.93
931,981.43
106,462.59
445,405.33
222,887.76
55,127.61
34,875.47
549,994.16
500,642.16
87,229.04
30,569.34
106,403.59
357,584.51
661,929.89
378,412.82
47,528.70
55,914.33
35,517.94
815,383.19
717,861.67
6,642,023.69
538,087.75
107,586.45
322,853.58
510,757.73
509,430.73
1,020,508.39
306,622.99
96,862.34
149,401.83
580,175.69
940,686.91
36,419.95
667,008.85
807,620.49
875,857.06
1,807,906.04
1,141,845.82
328,821.58
20,314.78
16.95
1,355.54
196,290.80
216,102.03
0.0005%
0.0008%
0.0006%
0.0005%
0.0050%
0.0014%
0.0002%
0.0005%
0.0005%
0.0001%
0.0006%
0.0001%
0.0002%
0.0017%
0.0040%
0.0007%
0.0027%
0.0004%
0.0030%
0.0040%
0.0007%
0.0006%
0.0004%
0.0021%
0.0068%
0.0002%
0.0019%
0.0014%
0.0003%
0.0002%
0.0009%
0.0044%
0.0005%
0.0021%
0.0010%
0.0003%
0.0002%
0.0026%
0.0024%
0.0004%
0.0001%
0.0005%
0.0016%
0.0030%
0.0018%
0.0002%
0.0003%
0.0002%
0.0039%
0.0034%
0.0316%
0.0025%
0.0005%
0.0015%
0.0024%
0.0024%
0.0048%
0.0014%
0.0005%
0.0007%
0.0028%
0.0045%
0.0002%
0.0032%
0.0038%
0.0042%
0.0086%
0.0054%
0.0016%
0.0001%
0.0000%
0.0000%
0.0009%
0.0010%
Stated
Security ID
31385JJF6
31385JJT6
31385JN46
31385J4V7
31385XAU1
31385XAZ0
31385XEC7
31385XFT9
31385XF93
31385XK97
31385XQ91
31386S7G6
31387TVW1
31388NJY3
31389FCG5
31389VSX6
31389V5D5
31391STK6
313987KN8
3139873F4
313988AD9
31400CEY6
31400CYF5
31400HA37
31400RJX0
31401CAQ6
31401CJG9
31401CUW1
31401YQD0
31402CU91
31402C4G4
31402DJS0
31402QTA9
31402QYV7
31402RAQ2
31402RQY8
31403CXV8
31403EDZ7
31403HJJ0
31403QMV9
31405WSY2
31405XXY4
31405XYV9
31406DEX0
31406MA22
31406PCX5
31406P4F3
31406T6T3
31406WK52
31407GCW6
31407MSE6
31408C2U9
31408DFT6
31408GHN0
31409VR88
31410EM88
31410FSX4
31410FUY9
31410GER0
31410GHL0
31410GVK6
31410GYP2
31410G4C4
31410KCG7
31410KEZ3
31410KHB3
31410KJ62
31410KPS7
31410KT95
31410LAW2
31413DVA2
31413ECS2
31414D7J9
31414UWN4
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FHLMC
FHLMC
FHLMC
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
POOL #0545762
POOL #0545774
POOL #0545911
POOL #0546336
POOL #0555419
POOL #0555424
POOL #0555531
POOL #0555578
POOL #0555592
POOL #0555720
POOL #0555880
POOL #0572495
POOL #0593829
POOL #0609679
POOL #0623871
POOL #0636934
POOL #0637244
POOL #0675654
POOL #D4-6601
POOL #D4-7098
POOL #D4-7204
POOL #0683351
POOL #0683910
POOL #0687726
POOL #0695178
POOL #0703915
POOL #0704163
POOL #0704497
POOL #0722352
POOL #0725208
POOL #0725423
POOL #0725773
POOL #0735045
POOL #0735224
POOL #0735415
POOL #0735871
POOL #0745092
POOL #0746320
POOL #0749165
POOL #0754672
POOL #0801635
POOL #0802695
POOL #0802724
POOL #0806650
POOL #0813725
POOL #0815586
POOL #0816322
POOL #0819982
POOL #0822116
POOL #0829985
POOL #0834917
POOL #0847787
POOL #0848078
POOL #0850837
POOL #0879911
POOL #0886983
POOL #0888034
POOL #0888099
POOL #0888544
POOL #0888635
POOL #0889018
POOL #0889118
POOL #0889219
POOL #0889371
POOL #0889452
POOL #0889526
POOL #0889585
POOL #0889733
POOL #0889876
POOL #0890221
POOL #0942609
POOL #0942981
POOL #0963597
POOL #0976853
Coupon
6.50
6.50
6.50
7.00
6.50
5.50
5.50
6.50
5.50
6.50
5.50
7.00
7.00
6.50
6.50
6.50
6.50
5.50
6.50
6.50
6.50
5.50
5.50
5.50
5.50
2.05
7.00
2.19
2.39
7.00
5.50
5.50
5.50
5.50
6.50
5.50
6.50
2.42
6.50
1.93
2.11
2.12
1.75
5.50
1.88
2.33
2.05
6.00
2.41
2.58
1.94
1.90
6.00
2.57
2.06
2.05
6.50
5.50
6.50
5.50
5.50
5.50
6.00
6.00
5.50
5.50
5.50
6.00
5.50
5.50
2.39
6.00
5.50
5.50
Income
Maturity
Market Value
7/1/2032
7/1/2017
9/1/2017
6/1/2030
11/1/2017
5/1/2033
6/1/2033
7/1/2017
7/1/2033
6/1/2015
11/1/2033
4/1/2029
12/1/2028
10/1/2016
2/1/2017
5/1/2017
4/1/2017
2/1/2033
1/1/2024
1/1/2024
1/1/2024
2/1/2033
1/1/2033
3/1/2033
4/1/2033
5/1/2033
12/1/2027
5/1/2033
7/1/2033
1/1/2030
5/1/2034
9/1/2034
12/1/2034
2/1/2035
12/1/2032
7/1/2035
7/1/2035
10/1/2033
5/1/2017
10/1/2033
7/1/2034
12/1/2034
10/1/2034
12/1/2019
1/1/2035
3/1/2035
3/1/2035
4/1/2035
2/1/2036
5/1/2035
7/1/2035
10/1/2035
9/1/2035
12/1/2035
10/1/2033
6/1/2036
8/1/2036
8/1/2035
8/1/2036
9/1/2036
5/1/2036
4/1/2036
3/1/2038
1/1/2038
5/1/2038
6/1/2036
9/1/2036
7/1/2038
8/1/2037
12/1/2033
7/1/2037
9/1/2037
6/1/2038
11/1/2029
44,131.77
80,827.48
9,135.11
28,078.21
16,262.06
192,901.76
153,626.76
813.84
140,925.19
162.29
262,971.79
108,159.53
47,919.42
7,414.16
22,419.42
7,269.77
5,483.63
73,203.28
642.43
5,775.45
1,952.37
375,302.47
84,857.17
390,222.31
43,158.16
3,161.83
3,733.25
424,648.54
1,117,593.04
1,016,670.94
103,407.16
359,870.77
84,055.09
69,258.92
78,943.90
35,020.40
89,456.05
17,596.93
16,581.04
9,168.00
14,054.79
161,950.41
40,114.47
646,009.25
57,101.76
11,009.17
1,866.53
355.54
202,614.53
51,589.01
9,420.42
16,634.74
3,600.67
112,363.05
180,431.28
22,947.17
151,259.63
382,190.30
681,250.04
135,001.93
421,842.64
205,439.30
37,582.27
107,640.12
764,522.86
192,879.74
73,585.48
21,200.30
508,514.11
94,132.69
36,124.05
12,671.09
190,311.22
36,627.70
Receivable
206.98
416.68
47.77
143.94
84.58
786.73
626.95
4.38
575.08
0.87
1,073.02
581.84
247.48
38.77
117.06
37.77
28.48
300.52
3.09
27.77
9.33
1,530.03
346.23
1,593.45
176.19
5.08
20.19
736.85
2,108.84
5,206.33
421.54
1,466.88
342.64
282.44
368.71
142.75
415.45
33.15
89.56
13.98
23.33
267.89
56.61
2,721.19
85.64
20.24
3.13
1.58
378.88
103.28
14.28
24.99
15.98
223.47
290.62
36.86
701.72
1,559.30
3,189.32
550.45
1,718.95
839.14
164.71
471.24
3,154.06
786.65
299.82
92.94
2,077.62
383.87
66.96
55.44
785.63
150.71
Par Value
Cost
% of MV
38,210.9770
76,925.8000
8,818.7800
24,676.1100
15,614.0800
171,649.7950
136,788.1400
809.1700
125,470.9310
161.3400
234,112.7120
99,744.1200
42,424.9600
7,157.2200
21,611.3700
6,972.4000
5,258.0100
65,568.4830
570.2400
5,126.4900
1,722.0900
333,824.7410
75,541.4000
347,661.5750
38,442.0870
2,973.9600
3,461.6800
404,307.8100
1,057,505.5700
892,513.4000
91,973.0650
320,047.2860
74,757.4990
61,623.7350
68,070.3440
31,144.4710
76,698.0910
16,431.9100
16,533.5900
8,692.3500
13,302.5300
151,991.9000
38,819.0800
593,714.8440
54,663.2300
10,410.6600
1,832.3900
315.5300
188,419.0400
47,980.8500
8,830.4600
15,752.1500
3,195.7700
104,346.1400
169,376.1000
21,545.4200
129,547.4740
340,211.5880
588,797.1190
120,097.7900
375,044.5770
183,084.6600
32,942.3440
94,248.3700
688,157.9730
171,631.7300
65,415.7110
18,588.6050
453,297.8900
83,753.9040
33,564.4300
11,088.6310
171,409.8520
32,882.9900
43,936.46
78,025.86
8,958.73
25,737.03
15,861.28
189,245.01
150,817.32
820.48
136,477.49
162.07
251,686.70
103,483.49
44,001.68
7,242.25
21,900.99
7,073.36
5,328.76
72,685.14
567.73
5,108.60
1,716.19
370,057.24
82,827.95
385,399.37
42,615.26
2,969.89
3,586.63
402,156.40
1,065,890.89
930,514.50
100,905.12
342,689.22
81,351.23
67,063.70
78,292.24
33,320.76
88,348.80
16,340.02
16,773.06
8,627.69
13,306.63
152,382.17
39,140.10
595,236.17
54,659.78
10,449.88
1,827.69
319.14
188,586.71
48,137.85
8,870.93
15,707.13
3,233.21
104,654.22
168,116.57
21,625.70
149,304.27
377,226.85
678,592.38
131,876.58
408,186.69
192,676.87
37,415.34
107,039.49
767,840.53
173,012.57
72,646.48
21,115.01
502,692.54
91,871.32
33,461.93
12,592.02
191,257.73
36,436.26
0.0002%
0.0004%
0.0000%
0.0001%
0.0001%
0.0009%
0.0007%
0.0000%
0.0007%
0.0000%
0.0012%
0.0005%
0.0002%
0.0000%
0.0001%
0.0000%
0.0000%
0.0003%
0.0000%
0.0000%
0.0000%
0.0017%
0.0004%
0.0018%
0.0002%
0.0000%
0.0000%
0.0020%
0.0052%
0.0047%
0.0005%
0.0017%
0.0004%
0.0003%
0.0004%
0.0002%
0.0004%
0.0001%
0.0001%
0.0000%
0.0001%
0.0008%
0.0002%
0.0030%
0.0003%
0.0001%
0.0000%
0.0000%
0.0009%
0.0002%
0.0000%
0.0001%
0.0000%
0.0005%
0.0008%
0.0001%
0.0007%
0.0018%
0.0032%
0.0006%
0.0020%
0.0010%
0.0002%
0.0005%
0.0035%
0.0009%
0.0003%
0.0001%
0.0024%
0.0004%
0.0002%
0.0001%
0.0009%
0.0002%
Stated
Security ID
31415P3Y2
31415P3Z9
31415WZ30
31416BMW5
31416BM54
31416BN53
31416BN61
31416BT65
31416CAF3
31416NJB9
31416XAB6
31417ACZ0
31417AJS9
31417CD44
31417CGZ2
31417DYJ6
31417D4R1
31417EEJ6
31417FPM4
31417F3Q9
31417TRR1
31418AL97
31418APN2
31418AQ35
31418AR26
31418AS33
31418AVA3
31418AWG9
31418AZ92
31418MTM4
31418MYV8
31418MY63
31418VHH8
31419ADE4
31419ADJ3
31419AGK7
31419AXD4
31419AZL4
31419BE35
31419BGU3
31419DTV3
31419EFE4
31419EKV0
31419EP37
31419EP60
31419ESB6
31419FTY2
31419FWE2
31419FW51
31419GUN2
31419HC42
31419HRZ7
31419HR46
31419JLP1
31419JWS3
31419J6G8
31419KFF7
31419K2B0
31419LJN4
31419LJ79
36176H7M0
36176MK69
36177JD48
36177PCU7
36178BCW3
36178MDW8
36179MNG1
36179QJR3
36180NKZ7
36181GFZ7
36182APT2
36182CR33
3620AFH42
3620ALSX3
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

FNMA POOL #0985615

FNMA POOL #0985616
FNMA POOL #0991862
FNMA POOL #0995073
FNMA POOL #0995080
FNMA POOL #0995112
FNMA POOL #0995113
FNMA POOL #0995273
FNMA POOL #0995606
FNMA POOL #0AA4757
FNMA POOL #0AB1801
FNMA POOL #0AB3687
FNMA POOL #0AB3872
FNMA POOL #0AB5522
FNMA POOL #0AB5615
FNMA POOL #0AB7012
FNMA POOL #0AB7131
FNMA POOL #0AB7336
FNMA POOL #0AB8527
FNMA POOL #0AB8906
FNMA POOL #0AC6795
FNMA POOL #0MA1251
FNMA POOL #0MA1328
FNMA POOL #0MA1373
FNMA POOL #0MA1404
FNMA POOL #0MA1437
FNMA POOL #0MA1508
FNMA POOL #0MA1546
FNMA POOL #0MA1667
FNMA POOL #0AD0555
FNMA POOL #0AD0723
FNMA POOL #0AD0732
FNMA POOL #0AD7431
FNMA POOL #0AE0100
FNMA POOL #0AE0104
FNMA POOL #0AE0201
FNMA POOL #0AE0675
FNMA POOL #0AE0746
FNMA POOL #0AE1053
FNMA POOL #0AE1110
FNMA POOL #0AE3263
FNMA POOL #0AE3764
FNMA POOL #0AE3907
FNMA POOL #0AE4041
FNMA POOL #0AE4044
FNMA POOL #0AE4113
FNMA POOL #0AE5066
FNMA POOL #0AE5144
FNMA POOL #0AE5167
FNMA POOL #0AE5988
FNMA POOL #0AE6390
FNMA POOL #0AE6803
FNMA POOL #0AE6806
FNMA POOL #0AE7533
FNMA POOL #0AE7856
FNMA POOL #0AE8070
FNMA POOL #0AE8265
FNMA POOL #0AE8869
FNMA POOL #0AE9268
FNMA POOL #0AE9285
GNMA POOL #0767100
GNMA POOL #0770117
GNMA POOL #0790122
GNMA POOL #0794582
GNMA POOL #0AA3685
GNMA POOL #0AB1917
GNMA II POOL #0MA0391
GNMA POOL #0AD9312
GNMA POOL #0AF1084
GNMA POOL #0AG5834
GNMA POOL #0AG7706
GNMA POOL #0728451
GNMA POOL #0733234
Coupon
5.50
5.50
5.50
6.00
5.50
5.50
5.50
2.36
2.29
4.00
4.00
4.00
4.00
3.50
3.50
3.50
3.50
3.50
3.50
3.00
4.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
5.50
6.50
6.00
4.00
5.50
5.50
5.50
4.50
6.50
4.00
4.00
4.00
4.00
4.00
4.00
4.00
4.00
4.00
4.00
4.00
4.00
4.00
4.00
2.96
4.00
4.00
4.00
4.00
4.00
4.00
4.00
3.50
3.50
3.50
3.50
3.50
3.50
3.00
3.00
3.00
3.00
3.50
3.50
5.00
4.50
Maturity
4/1/2034
4/1/2034
10/1/2038
10/1/2037
4/1/2034
7/1/2036
9/1/2036
7/1/2035
11/1/2036
12/1/2040
11/1/2040
10/1/2041
11/1/2041
7/1/2042
7/1/2042
11/1/2042
12/1/2042
12/1/2042
3/1/2043
4/1/2043
12/1/2039
11/1/2042
1/1/2043
3/1/2043
4/1/2043
5/1/2043
7/1/2043
8/1/2043
11/1/2043
2/1/2038
12/1/2035
1/1/2040
8/1/2040
11/1/2037
4/1/2037
8/1/2037
12/1/2040
8/1/2036
9/1/2040
10/1/2040
10/1/2040
11/1/2040
11/1/2040
9/1/2040
10/1/2040
10/1/2040
10/1/2040
11/1/2040
9/1/2040
10/1/2040
2/1/2041
11/1/2040
11/1/2040
11/1/2040
12/1/2040
12/1/2040
11/1/2040
11/1/2040
1/1/2041
11/1/2040
12/15/2043
12/15/2041
2/15/2042
3/15/2042
6/15/2042
10/15/2042
9/20/2042
12/20/2042
7/15/2043
7/15/2043
11/15/2043
1/15/2044
12/15/2039
7/15/2040
Income
Market Value
Receivable
194,345.04
43,282.05
155,806.62
109,675.83
451,734.29
201,975.78
109,769.12
83,902.20
161,550.52
277,526.36
2,086,219.28
613,394.56
1,378,987.05
275,364.32
174,929.80
575,169.77
463,106.72
557,906.72
1,046,347.38
946,122.60
507,173.09
247,218.47
525,175.38
1,073,864.77
1,612,895.33
681,200.34
1,260,337.65
3,815,740.79
197,276.67
465,870.53
811,805.61
96,115.58
46,505.65
110,445.28
59,374.68
139,260.70
309,400.07
563,928.69
39,210.24
67,266.38
57,715.54
154,245.15
56,104.24
44,049.77
147,067.32
276,350.48
70,712.38
145,480.31
81,020.05
85,872.02
1,430,657.83
1,690,997.18
95,681.17
49,097.74
238,282.05
265,760.25
59,753.48
42,634.49
45,925.10
148,928.52
841,202.80
548,257.40
987,025.53
135,582.40
40,245.76
1,132,966.25
1,200,165.47
508,115.89
586,241.64
948,857.05
103,230.40
28,523.86
145,814.34
148,005.62
793.26
176.54
643.19
480.42
1,841.73
824.67
447.12
154.76
289.08
871.84
6,544.08
1,924.03
4,324.69
781.07
496.20
1,631.46
1,313.59
1,582.49
2,967.94
2,370.59
1,760.48
701.23
1,489.65
3,046.00
4,574.94
1,932.21
3,574.92
10,823.27
559.57
1,899.83
3,784.79
420.91
146.10
450.57
242.50
567.55
1,072.11
2,659.10
123.18
211.32
181.31
484.56
176.25
138.38
462.01
866.78
222.14
457.02
254.52
269.77
4,487.70
5,312.24
225.43
154.24
748.56
834.88
187.71
133.94
144.27
467.86
2,344.92
1,528.41
2,762.02
378.62
112.19
3,171.38
2,952.20
1,250.00
1,442.47
2,334.69
288.96
79.84
549.17
508.70
Par Value
Cost
% of MV
173,075.7620
38,518.8130
140,332.1900
96,083.8130
401,830.9110
179,927.4710
97,553.4720
78,626.3700
151,352.4000
261,553.2990
1,963,223.3410
577,209.3080
1,297,406.1480
267,793.7900
170,127.1080
559,356.7580
450,374.6300
542,568.3120
1,017,580.3810
948,237.1680
469,461.2630
240,421.7490
510,736.8470
1,044,341.2430
1,568,552.3570
662,472.2540
1,225,687.4700
3,710,835.4670
191,852.9900
414,508.7500
698,730.1190
84,181.9500
43,829.0160
98,305.5290
52,908.2360
123,828.0170
285,896.5150
490,910.6410
36,953.4890
63,394.8550
54,393.7130
145,367.5520
52,875.1530
41,514.4760
138,602.8400
260,033.3880
66,642.5200
137,107.1780
76,356.9340
80,929.6490
1,346,311.4150
1,593,671.6490
91,330.2020
46,271.9130
224,567.7040
250,464.3900
56,314.3610
40,180.6560
43,281.8720
140,356.9220
803,970.9030
524,026.4180
946,977.8390
129,812.2410
38,464.4730
1,087,330.9730
1,180,881.6690
500,000.8800
576,986.7700
933,877.6500
99,072.3350
27,374.6670
131,800.0460
135,654.2940
191,883.76
42,704.63
156,582.01
109,114.29
445,497.58
195,277.43
104,419.68
86,565.68
153,558.67
273,324.25
2,048,362.61
607,106.90
1,352,675.85
277,355.39
176,201.50
579,337.94
480,149.55
561,952.06
1,017,372.49
925,922.05
500,580.28
248,698.99
528,985.45
1,110,733.84
1,593,930.85
681,088.36
1,255,411.94
3,694,930.00
191,971.07
451,404.92
805,036.95
95,668.56
45,801.23
107,986.98
58,672.16
134,883.30
309,104.41
565,777.60
38,616.38
66,247.67
56,841.48
151,909.46
55,254.65
43,382.61
144,840.10
266,614.10
69,641.50
137,872.13
79,792.94
84,571.56
1,405,910.28
1,681,463.09
94,774.55
48,354.26
234,674.15
245,365.27
58,848.65
41,988.90
45,229.80
146,673.34
818,392.63
545,216.42
987,559.67
137,327.87
39,153.83
1,106,822.37
1,198,160.15
506,207.59
586,934.00
949,977.64
100,849.41
27,865.75
143,028.10
147,196.77
0.0009%
0.0002%
0.0007%
0.0005%
0.0021%
0.0009%
0.0005%
0.0004%
0.0008%
0.0013%
0.0097%
0.0028%
0.0064%
0.0013%
0.0008%
0.0027%
0.0022%
0.0026%
0.0049%
0.0044%
0.0024%
0.0011%
0.0024%
0.0050%
0.0075%
0.0032%
0.0059%
0.0177%
0.0009%
0.0022%
0.0038%
0.0004%
0.0002%
0.0005%
0.0003%
0.0006%
0.0014%
0.0026%
0.0002%
0.0003%
0.0003%
0.0007%
0.0003%
0.0002%
0.0007%
0.0013%
0.0003%
0.0007%
0.0004%
0.0004%
0.0066%
0.0079%
0.0004%
0.0002%
0.0011%
0.0012%
0.0003%
0.0002%
0.0002%
0.0007%
0.0039%
0.0025%
0.0046%
0.0006%
0.0002%
0.0053%
0.0056%
0.0024%
0.0027%
0.0044%
0.0005%
0.0001%
0.0007%
0.0007%
Stated
Security ID
3620AMK84
3620ARDQ1
3620ARH79
3620AR3K5
3620ASDX4
3620ASEM7
3620AS2V0
3620AVT51
3620AX6L7
3620AYFE1
3620A5A58
3620A5A74
3620A5A90
3620A5B73
3620A9PZ8
3620A9S44
3620C0W53
3620C0ZB7
3620C04V7
36200QQJ6
36201FPL5
36201FU62
36201JE47
36201JJZ3
36201MFL1
36202ANV5
36202A5R4
36202BA54
36202FB47
36202FFU5
36202FGD2
36202FGY6
36202FHY5
36202FJR8
36202FKN5
36202FLN4
36202FMA1
36202FP67
36202FP75
36202KF59
36203N3L0
36203RQE2
36203TRZ0
36203UX49
36204DPT0
36204DX38
36204GGE6
36204GH62
36204QTS9
36206F4L3
36206MS99
36207CEW4
36207GHW2
36207GLJ6
36207KAU4
36207KBA7
36207LMK1
36207MAT3
36207R6X8
36207SDE0
36207SGM9
36207UBH0
36207V5A0
36207WW67
36208CEQ6
36208CPT8
36208DEA9
36208EWZ2
36208E6N8
36208F4V9
36208HLB0
36208HNC6
36208KSE0
36208LJ24
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

GNMA POOL #0733919

GNMA POOL #0737311
GNMA POOL #0737454
GNMA POOL #0738002
GNMA POOL #0738218
GNMA POOL #0738240
GNMA POOL #0738888
GNMA POOL #0741372
GNMA POOL #0743475
GNMA POOL #0743665
GNMA POOL #0719228
GNMA POOL #0719230
GNMA POOL #0719232
GNMA POOL #0719262
GNMA POOL #0723240
GNMA POOL #0723339
GNMA POOL #0745068
GNMA POOL #0745138
GNMA POOL #0745236
GNMA POOL #0569357
GNMA POOL #0581927
GNMA POOL #0582105
GNMA POOL #0584355
GNMA POOL #0584480
GNMA POOL #0587071
GNMA POOL #0354603
GNMA POOL #0356953
GNMA POOL #0358804
GNMA POOL #0359899
GNMA POOL #0366834
GNMA POOL #0367098
GNMA POOL #0369297
GNMA POOL #0369353
GNMA POOL #0376861
GNMA POOL #0410427
GNMA POOL #0415544
GNMA POOL #0427749
GNMA POOL #0431445
GNMA POOL #0431529
GNMA POOL #0433919
GNMA POOL #0433933
GNMA POOL #0435162
GNMA POOL #0435718
GNMA POOL #0440186
GNMA POOL #0440301
GNMA POOL #0440404
GNMA POOL #0442040
GNMA POOL #0443741
GNMA POOL #0444469
GNMA POOL #0446643
GNMA POOL #0446934
GNMA POOL #0447529
GNMA POOL #0448964
GNMA POOL #0449177
GNMA POOL #0450036
GNMA POOL #0451322
GNMA POOL #0451387
GNMA POOL #0453317
GNMA POOL #0453981
Coupon
5.00
5.00
5.00
4.00
5.00
5.00
4.00
4.50
5.00
5.00
4.50
4.50
4.50
5.00
5.00
5.00
4.50
4.50
4.50
7.00
7.00
7.00
7.00
7.00
7.00
10.50
10.50
10.50
5.00
5.00
4.50
5.00
5.00
5.00
4.50
4.00
4.00
4.00
4.50
1.63
7.50
7.50
7.50
7.50
8.00
4.00
7.50
7.50
7.50
7.50
7.50
8.00
7.75
7.75
7.00
7.00
7.00
7.50
7.50
7.50
7.50
8.00
7.00
7.50
7.00
8.00
7.50
7.50
7.00
7.00
7.50
7.50
7.50
7.50
Maturity
9/15/2040
8/15/2040
9/15/2040
2/15/2041
4/15/2041
4/15/2041
10/15/2041
8/15/2040
6/15/2040
7/15/2040
7/15/2040
7/15/2040
7/15/2040
8/15/2040
10/15/2039
9/15/2039
6/15/2040
6/15/2040
7/15/2040
4/15/2032
5/15/2032
4/15/2032
4/15/2032
6/15/2032
5/15/2032
9/20/2015
10/20/2017
2/20/2018
10/20/2039
4/20/2040
5/20/2040
6/20/2040
7/20/2040
8/20/2040
9/20/2040
10/20/2040
11/20/2040
2/20/2041
2/20/2041
9/20/2023
6/15/2023
6/15/2023
6/15/2023
9/15/2023
7/15/2024
7/15/2041
9/15/2023
11/15/2023
10/15/2027
11/15/2027
8/15/2027
11/15/2027
10/15/2026
11/15/2026
8/15/2028
8/15/2028
8/15/2028
12/15/2026
2/15/2027
4/15/2027
4/15/2027
10/15/2026
7/15/2028
7/15/2027
7/15/2028
7/15/2027
4/15/2027
8/15/2027
7/15/2028
7/15/2028
7/15/2027
8/15/2027
9/15/2027
9/15/2027
Income
Market Value
103,417.60
102,072.10
85,261.66
36,125.43
77,929.38
58,137.55
816,348.04
243,017.77
81,933.28
90,410.56
73,586.31
68,726.68
71,416.42
186,502.17
821,638.64
89,639.74
353,802.31
507,635.36
545,717.10
350.61
70.53
11,615.99
37,789.17
1,553.68
27,193.56
4.18
39.29
7,898.07
2,063,114.09
479,689.60
797,143.36
388,970.68
288,049.09
411,367.73
1,094,007.20
90,378.59
1,389,309.40
628,834.99
574,609.07
27,363.56
4,969.64
4,135.42
7,095.32
6,043.42
110.18
349,588.93
3,360.37
4,847.85
13,397.44
9,575.42
2,166.98
5,220.70
145,012.66
62,214.96
15,129.67
2,495.87
12,202.63
3,359.81
6,464.33
29,817.16
846.56
2,746.00
1,408.21
4,524.60
4,552.00
5,688.40
3,160.81
311.74
1,113.37
34,555.53
4,321.77
4,185.46
1,079.51
1,175.91
Receivable
389.38
384.45
321.02
112.10
293.42
218.93
2,529.19
830.88
308.49
340.40
251.74
235.06
244.22
702.20
3,104.79
337.78
1,216.05
1,746.53
1,875.88
1.82
0.40
62.25
193.75
8.42
133.38
0.04
0.34
67.48
7,748.68
1,801.35
2,739.53
1,459.67
1,081.48
1,543.71
3,759.72
281.99
4,334.71
1,962.64
1,975.31
36.11
27.87
25.74
40.39
36.32
0.67
1,090.87
19.27
28.76
73.97
53.06
13.37
33.47
823.89
363.99
78.18
12.97
69.84
20.76
37.17
166.07
4.96
17.61
8.06
27.34
23.57
37.11
17.58
1.90
6.47
179.86
25.01
22.90
6.24
7.08
Par Value
Cost
% of MV
93,450.1970
92,268.5610
77,044.1350
33,629.7610
70,421.7240
52,543.2690
758,758.2880
221,567.7950
74,036.5450
81,696.7810
67,130.9950
62,683.3790
65,125.9110
168,527.0740
745,149.0830
81,066.9180
324,279.8710
465,741.8780
500,235.6690
311.4700
69.3600
10,671.4600
33,213.9500
1,443.2400
22,864.9900
4.1570
39.0500
7,712.2800
1,859,683.3300
432,324.1690
730,540.0260
350,319.8880
259,555.1260
370,491.4130
1,002,590.9570
84,595.6350
1,300,413.1540
588,791.2920
526,748.6800
26,668.5800
4,458.9200
4,118.0800
6,462.6900
5,810.9800
100.3500
327,259.9800
3,083.1100
4,602.3600
11,835.5100
8,489.0700
2,138.4300
5,020.0000
127,570.0100
56,359.7500
13,402.4900
2,223.8500
11,973.1100
3,321.9400
5,946.4000
26,571.4600
793.8600
2,641.5000
1,382.2600
4,374.8100
4,039.7600
5,566.5500
2,813.1600
303.4000
1,109.1700
30,832.7800
4,002.3400
3,663.2300
999.1800
1,132.5900
101,434.58
102,086.46
83,626.79
34,538.46
77,930.66
58,145.91
805,250.28
240,426.32
80,356.14
88,672.49
72,985.27
68,140.46
70,814.94
182,921.44
804,197.80
89,666.46
353,062.96
509,006.82
527,771.74
321.24
72.43
11,151.01
34,705.94
1,508.44
23,978.14
4.61
40.82
8,279.75
2,049,867.64
472,723.71
797,420.32
387,317.04
283,299.11
404,989.83
1,058,842.51
89,210.66
1,375,641.55
627,992.75
552,792.55
26,663.91
4,552.44
4,206.23
6,599.07
5,935.09
102.99
350,316.65
3,148.29
4,700.91
11,793.06
8,649.75
2,157.85
5,071.77
129,088.29
57,032.30
13,765.88
2,284.50
12,298.19
3,385.96
6,059.50
26,475.67
790.40
2,705.22
1,419.08
4,408.31
4,149.08
5,624.52
2,848.02
303.32
1,139.34
31,667.43
4,077.69
3,692.57
994.91
1,128.14
0.0005%
0.0005%
0.0004%
0.0002%
0.0004%
0.0003%
0.0038%
0.0011%
0.0004%
0.0004%
0.0003%
0.0003%
0.0003%
0.0009%
0.0038%
0.0004%
0.0016%
0.0024%
0.0025%
0.0000%
0.0000%
0.0001%
0.0002%
0.0000%
0.0001%
0.0000%
0.0000%
0.0000%
0.0096%
0.0022%
0.0037%
0.0018%
0.0013%
0.0019%
0.0051%
0.0004%
0.0065%
0.0029%
0.0027%
0.0001%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0016%
0.0000%
0.0000%
0.0001%
0.0000%
0.0000%
0.0000%
0.0007%
0.0003%
0.0001%
0.0000%
0.0001%
0.0000%
0.0000%
0.0001%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0002%
0.0000%
0.0000%
0.0000%
0.0000%
Stated
Security ID
36208M4P7
36208RYH1
36208T6S4
36208YGR4
36209C6Z4
36209DED2
36209MH98
36209MUY8
36209NPA4
36209RUT8
36209RXZ1
36209RYC1
36209SXT3
36209UN36
36209VVT8
36209VVU5
36209VXA7
36209XG53
36209XS43
36210JG44
36211CTJ1
36211C5D0
36212AXG5
36212ES32
36213XGN8
36213XGT5
36213YP71
3622A2HP0
36220UZ20
36223KNC0
36223R3T0
36223UVS4
36223YTN0
36224CLL9
36224EST1
36224JHS4
36224JLB6
36224KS75
36224NFM0
36224QC46
36224QJZ0
36224QSL1
36224Q2X3
36224RUX0
36224RWE0
36224SVZ2
36224UJK4
36224VDC6
36224WPF4
36224YM55
36224YPL7
36225BBT4
36225B4C9
36230RVV5
36230UFY0
36241K7F9
36241LA48
36241LG34
36241LKA3
36241LM60
36241LTS5
36241LT97
36241LUU8
36296DP28
36296QH51
36296QLD9
36296QVK2
36296QY29
36296XZ64
36297AKJ1
36297FT93
36297FW57
36297FYV8
3128HD6Q7
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
GNMA
FHLMC
POOL #0455430
POOL #0458912
POOL #0460881
POOL #0464708
POOL #0468088
POOL #0468232
POOL #0475556
POOL #0475899
POOL #0476617
POOL #0479494
POOL #0479596
POOL #0479607
POOL #0480490
POOL #0482010
POOL #0483126
POOL #0483127
POOL #0483173
POOL #0484520
POOL #0484839
POOL #0493519
POOL #0509153
POOL #0509444
POOL #0528179
POOL #0531638
POOL #0567305
POOL #0567310
POOL #0568446
POOL #0783838
POOL #0288861
POOL #0310087
POOL #0315910
POOL #0318425
POOL #0321957
POOL #0324431
POOL #0326430
POOL #0329741
POOL #0329822
POOL #0330942
POOL #0333272
POOL #0334991
POOL #0335180
POOL #0335423
POOL #0335690
POOL #0336398
POOL #0336445
POOL #0337332
POOL #0338766
POOL #0339499
POOL #0340722
POOL #0342480
POOL #0342527
POOL #0780950
POOL #0781719
POOL #0756928
POOL #0759183
POOL #0782694
POOL #0782727
POOL #0782918
POOL #0782989
POOL #0783081
POOL #0783261
POOL #0783276
POOL #0783295
POOL #0688141
POOL #0697852
POOL #0697924
POOL #0698218
POOL #0698329
POOL #0704665
POOL #0705997
POOL #0710776
POOL #0710868
POOL #0710924
POOL #84-7179
Coupon
7.50
7.00
7.00
7.00
7.00
7.00
7.00
7.00
7.00
4.00
4.00
4.00
7.00
7.00
7.00
7.50
7.00
7.00
7.00
7.00
7.00
8.50
8.50
8.50
7.00
7.00
7.00
5.00
7.50
8.00
8.00
8.00
7.50
8.00
7.50
7.50
7.50
7.50
8.00
7.50
7.50
8.00
7.50
7.50
7.50
7.50
7.50
7.50
7.50
7.50
7.50
7.00
6.00
3.50
3.50
5.00
5.00
5.00
4.50
4.00
4.50
4.50
4.50
5.00
5.00
5.00
5.00
4.50
5.00
5.00
5.00
5.50
5.00
2.34
Maturity
8/15/2027
8/15/2028
7/15/2028
7/15/2028
7/15/2028
9/15/2028
7/15/2028
7/15/2028
8/15/2028
10/15/2041
10/15/2041
10/15/2041
9/15/2028
8/15/2028
8/15/2028
8/15/2028
10/15/2028
10/15/2028
10/15/2028
10/15/2030
6/15/2029
12/15/2029
3/15/2030
5/15/2030
11/15/2031
11/15/2031
2/15/2032
6/15/2041
12/15/2022
5/15/2022
5/15/2022
8/15/2022
4/15/2023
8/15/2022
4/15/2023
1/15/2023
10/15/2022
12/15/2022
10/15/2022
10/15/2022
11/15/2023
8/15/2022
9/15/2022
11/15/2022
1/15/2023
5/15/2023
6/15/2023
10/15/2022
4/15/2023
12/15/2022
2/15/2023
12/15/2028
2/15/2034
11/15/2040
2/15/2041
6/15/2039
7/15/2039
4/15/2040
6/15/2040
8/15/2040
3/15/2041
3/15/2041
3/15/2041
12/15/2038
2/15/2039
3/15/2039
6/15/2039
5/15/2039
8/15/2039
1/15/2039
8/15/2039
9/15/2039
10/15/2039
3/1/2030
Income
Market Value
2,655.38
20,453.34
15,025.54
4,930.58
7,711.24
1,090.25
35,261.19
1,113.36
4,956.98
863,608.81
20,142.14
57,157.99
1,945.71
5,409.11
4,622.60
7,552.53
6,235.79
1,980.51
1,905.68
9,239.83
1,128.60
7,947.30
5,472.56
6,598.01
111,253.88
14,419.63
72,751.74
361,491.55
457.32
3,172.75
16,510.72
5,779.53
5,395.04
4,981.57
522.40
10,742.67
1,645.13
240.69
17,026.88
30,144.31
2,312.95
450.01
5,264.93
3,163.41
749.41
464.06
3,555.87
15,126.44
7,969.41
4,358.84
2,865.68
19,394.87
695,767.03
1,175,933.00
21,197.79
123,131.37
114,928.21
933,238.43
546,354.29
711,839.62
1,022,003.30
56,567.09
1,390,638.27
42,167.13
472,839.92
61,704.23
139,085.17
47,340.49
90,429.04
12,552.82
91,440.99
564,205.55
106,725.46
363,859.91
Receivable
15.29
107.48
75.50
26.13
42.25
6.10
184.77
6.32
26.02
2,674.60
62.52
177.44
11.31
28.04
25.11
46.49
35.09
11.50
10.29
50.01
6.51
49.77
38.12
44.00
580.05
83.33
392.72
1,366.17
2.59
21.06
100.84
37.94
30.60
30.28
2.98
62.35
9.41
1.43
102.41
172.35
14.23
2.97
32.41
19.39
4.55
2.63
21.63
86.19
46.66
24.39
16.06
96.27
3,049.73
3,290.71
59.32
464.28
433.57
3,507.98
1,877.87
2,220.02
3,513.42
194.44
4,780.71
159.47
1,787.47
232.39
523.88
161.48
340.58
47.44
344.51
2,311.81
402.03
675.90
Par Value
Cost
% of MV
2,445.8400
18,424.6100
12,942.5600
4,478.7200
7,242.3000
1,044.9000
31,675.5200
1,084.1300
4,461.2100
802,379.2500
18,756.5930
53,232.1250
1,938.2500
4,807.4600
4,305.3000
7,438.8600
6,015.6200
1,970.7400
1,763.6900
8,573.5800
1,116.1000
7,027.0400
5,382.2500
6,212.3500
99,437.7000
14,285.6300
67,324.0700
327,880.5160
414.8600
3,158.2500
15,126.6300
5,690.7500
4,896.4400
4,542.3300
477.2300
9,975.6400
1,505.0700
228.8600
15,361.5400
27,576.1400
2,276.0600
445.2700
5,185.4900
3,102.2900
728.6200
421.1700
3,461.3400
13,790.1700
7,465.0700
3,902.1300
2,569.9100
16,503.0400
609,946.7300
1,128,242.2020
20,339.0710
111,427.0670
104,057.3390
841,915.8230
500,764.6780
666,005.1450
936,912.8760
51,850.2750
1,274,855.8600
38,273.5630
428,992.5910
55,774.3070
125,731.2550
43,060.6870
81,738.5960
11,386.6030
82,682.4350
504,394.4520
96,487.2020
342,749.9400
2,435.80
18,924.64
13,292.54
4,600.08
7,438.12
1,073.18
32,533.08
1,113.78
4,582.44
850,579.48
19,933.80
56,573.10
1,993.03
4,936.97
4,422.59
7,596.62
6,181.16
2,024.12
1,811.71
8,947.28
1,140.40
7,431.81
5,524.80
6,383.37
102,345.71
14,703.31
68,681.10
360,234.58
422.84
3,251.17
15,567.02
5,859.18
5,026.18
4,676.81
484.65
9,979.31
1,505.57
229.09
15,822.09
28,276.63
2,324.86
457.50
5,281.74
3,103.75
748.00
429.81
3,534.31
14,046.10
7,584.68
3,975.25
2,623.10
16,954.91
627,263.62
1,176,507.08
20,703.28
121,021.33
115,089.31
913,733.67
541,383.03
693,368.07
1,016,856.24
56,491.16
1,341,671.04
41,302.46
462,951.72
61,680.37
136,557.17
46,612.31
90,406.92
12,287.86
89,716.59
540,864.99
104,701.39
353,906.37
0.0000%
0.0001%
0.0001%
0.0000%
0.0000%
0.0000%
0.0002%
0.0000%
0.0000%
0.0040%
0.0001%
0.0003%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0005%
0.0001%
0.0003%
0.0017%
0.0000%
0.0000%
0.0001%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0001%
0.0001%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0001%
0.0000%
0.0000%
0.0000%
0.0001%
0.0032%
0.0055%
0.0001%
0.0006%
0.0005%
0.0043%
0.0025%
0.0033%
0.0047%
0.0003%
0.0065%
0.0002%
0.0022%
0.0003%
0.0006%
0.0002%
0.0004%
0.0001%
0.0004%
0.0026%
0.0005%
0.0017%
Stated
Security ID
3128MMAC7
3128PTDQ5
3128PULX8
3128UNB43
31283G6M4
31283KMV7
31284BA98
31292LPW9
31292R7M8
31293SD89
31293SEJ4
312945HV3
31295KKU7
31296SAM8
312968F88
31300LC60
31371HE46
31371KJN2
31371L4M8
31371NH57
31371NKB0
31374TRX9
31376KJF4
31376THY6
3138AFC24
3138AKGQ6
3138A5GN6
3138EGFA7
3138EKAW5
3138E2MD4
31385JK23
31385WZW2
31385XKT3
31385XPZ4
31386PEP4
31387GUK6
31387QSZ4
31387W2M8
31387W3V7
31389UQX0
31390UCE4
31400R6A4
31401H3L4
31402CV58
31402DBW9
31402GQU0
31402GWQ2
31402LCM2
31402QD32
31404HSA8
31404QDM8
31407JDC3
31410CY97
31410GFR9
31410KK78
31410KNX8
31410LDP4
31410TBK0
31412FLA9
31412P6J5
31413FS52
31413H5A2
31413T4J8
31415QBZ8
31415YHP7
31416BUQ9
31416CGR1
31416WT51
31416XE97
31417BH34
31417BR25
31417C7C3
31417FXM5
31417GWV4
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
POOL #G1-8002
POOL #J1-3711
POOL #J1-4842
POOL #H0-9059
POOL #G0-0876
POOL #G1-1272
POOL #P1-0032
POOL #C0-4037
POOL #C0-9000
POOL #C2-8227
POOL #C2-8237
POOL #A9-6544
POOL #78-6607
POOL #A1-7212
POOL #B1-5591
POOL #84-8193
POOL #0252255
POOL #0254169
POOL #0255628
POOL #0256852
POOL #0256890
POOL #0323702
POOL #0357662
POOL #0364847
POOL #0AI1888
POOL #0AI5606
POOL #0AH3804
POOL #0AL0160
POOL #0AL2720
POOL #0AJ9355
POOL #0545813
POOL #0555257
POOL #0555706
POOL #0555840
POOL #0569042
POOL #0583886
POOL #0591036
POOL #0596680
POOL #0596712
POOL #0635970
POOL #0656269
POOL #0695765
POOL #0709203
POOL #0725236
POOL #0725553
POOL #0728667
POOL #0728855
POOL #0731876
POOL #0734622
POOL #0769213
POOL #0775108
POOL #0831799
POOL #0885536
POOL #0888576
POOL #0889618
POOL #0889706
POOL #0890310
POOL #0896542
POOL #0923821
POOL #0931573
POOL #0944340
POOL #0946441
POOL #0955425
POOL #0985756
POOL #0993138
POOL #0995291
POOL #0995808
POOL #0AB1471
POOL #0AB1959
POOL #0AB4749
POOL #0AB5004
POOL #0AB6290
POOL #0AB8783
POOL #0AB9659
Coupon
5.00
3.50
3.50
7.00
6.50
6.50
4.50
3.50
3.50
6.50
7.00
3.50
2.37
6.50
5.00
2.39
6.50
6.50
5.50
6.00
6.00
6.00
5.50
8.00
4.50
4.00
4.00
4.50
3.00
3.00
7.00
2.51
1.89
2.31
7.50
6.00
7.00
7.00
6.50
7.00
6.00
5.50
5.50
4.50
2.20
5.50
5.50
2.36
5.00
6.00
2.07
6.50
6.00
6.00
5.50
6.00
4.50
6.00
6.00
5.00
6.00
2.27
6.00
5.00
6.00
2.23
2.29
4.50
4.00
3.50
3.50
3.00
3.50
3.00
Income
Maturity
Market Value
Receivable
7/1/2019
12/1/2025
3/1/2026
8/1/2037
1/1/2028
5/1/2017
5/1/2018
6/1/2042
6/1/2042
6/1/2029
6/1/2029
1/1/2041
8/1/2025
7/1/2031
7/1/2019
3/1/2036
2/1/2029
12/1/2031
2/1/2025
8/1/2027
9/1/2037
5/1/2029
12/1/2024
12/1/2026
5/1/2041
7/1/2041
2/1/2041
5/1/2041
11/1/2027
1/1/2027
7/1/2032
12/1/2032
8/1/2033
8/1/2027
11/1/2029
7/1/2016
8/1/2016
9/1/2031
6/1/2032
3/1/2032
8/1/2032
4/1/2018
6/1/2033
3/1/2034
9/1/2033
7/1/2033
8/1/2033
7/1/2033
7/1/2019
1/1/2034
5/1/2034
9/1/2036
8/1/2036
8/1/2037
5/1/2038
6/1/2038
12/1/2040
9/1/2036
4/1/2037
10/1/2034
6/1/2037
9/1/2037
12/1/2037
6/1/2023
10/1/2038
7/1/2035
1/1/2037
9/1/2040
12/1/2040
3/1/2042
4/1/2027
9/1/2027
3/1/2043
6/1/2043
36,530.58
3,955,208.11
4,155,014.05
49,010.09
73,250.69
53,609.52
228,512.73
5,427,154.99
4,559,501.92
28,325.14
201,719.28
4,167,364.35
196,226.03
236,224.82
75,326.60
782,672.72
158,696.71
299,732.09
697,692.33
430,941.53
164,552.92
187,880.13
473,986.08
19,353.99
2,245,880.84
4,975,495.93
6,843,496.90
3,931,103.35
3,812,750.59
4,736,454.67
175,260.85
543,917.15
189,785.84
396,577.42
301,199.41
18,467.08
28,484.89
137,812.79
257,132.93
247,451.26
173,471.44
213,612.35
282,159.16
381,865.71
447,063.20
688,773.92
587,295.22
711,886.65
419,809.15
2,041,251.96
1,973,509.26
120,373.64
366,139.37
164,557.32
552,057.08
31,749.41
5,567,361.84
181,166.41
180,832.14
2,086,861.24
325,515.80
427,037.95
153,577.34
115,667.69
214,084.89
901,709.27
1,434,099.32
2,501,764.08
2,960,896.18
3,255,530.31
3,934,841.05
4,164,061.27
4,589,023.24
4,683,482.16
142.57
10,908.15
11,447.73
261.89
348.23
277.25
841.29
15,388.48
12,928.28
135.17
1,008.15
11,816.39
372.73
1,135.77
294.05
1,478.40
750.77
1,448.01
2,869.28
1,906.87
754.41
823.78
1,945.37
128.11
7,781.84
15,630.44
21,498.73
13,629.72
9,172.32
11,394.69
860.07
1,057.07
297.53
714.49
1,664.67
89.89
160.88
708.61
1,246.37
1,274.25
776.47
923.26
1,152.46
1,316.57
770.17
2,792.59
2,395.99
1,327.60
1,637.80
9,293.46
3,227.56
578.28
1,604.27
727.88
2,278.18
140.77
6,436.79
801.58
800.07
7,870.43
1,445.26
750.60
679.35
444.25
950.52
1,570.64
2,558.93
8,676.88
9,301.60
9,211.40
10,846.34
10,017.56
12,958.07
11,684.05
Par Value
Cost
% of MV
34,216.2000
3,739,937.3200
3,924,934.4000
44,895.0100
64,288.2600
51,185.3800
224,344.4100
5,276,048.9500
4,432,553.5900
24,954.7500
172,826.2000
4,051,334.1400
186,478.7800
209,681.2700
70,572.1500
734,021.7600
138,604.5900
267,324.3600
626,024.9900
381,374.3100
150,881.5400
164,756.5500
424,444.8700
19,216.9700
2,075,157.6200
4,689,130.7200
6,449,618.6900
3,634,593.2300
3,668,928.5900
4,557,877.0500
147,440.3300
505,978.8600
189,009.0100
371,487.1800
266,347.8000
17,978.2500
27,578.9200
121,475.5400
230,098.6400
218,442.1400
155,294.2500
201,439.3700
251,445.1400
351,086.0000
420,666.3800
609,291.8000
522,760.4400
675,049.2100
393,072.3700
1,858,691.3000
1,867,438.7400
106,759.6500
320,854.0300
145,576.9900
497,057.6500
28,154.8800
5,149,433.7900
160,315.7400
160,014.2800
1,888,904.0900
289,051.9000
397,492.3400
135,870.6700
106,619.9200
190,103.3500
846,707.1700
1,342,098.4700
2,313,834.4500
2,790,481.4800
3,158,194.7500
3,718,744.7900
4,007,025.9200
4,442,767.3400
4,673,620.8200
34,291.30
3,932,488.90
4,135,588.64
45,755.01
65,968.43
51,747.39
224,160.39
5,521,226.13
4,641,794.29
24,650.54
171,080.65
4,254,434.33
192,960.22
215,415.61
70,727.04
765,392.01
140,359.71
276,298.77
632,536.19
382,850.16
150,245.18
158,013.98
429,858.82
19,564.63
2,151,179.22
4,738,803.89
6,519,969.40
3,803,878.78
3,850,547.32
4,783,847.20
153,107.30
518,832.61
188,732.86
379,104.89
270,933.05
17,934.62
27,803.65
125,428.15
235,743.36
223,137.61
157,295.15
203,601.20
249,693.65
359,753.43
429,719.20
604,828.74
521,057.15
669,921.76
393,520.90
1,906,078.43
1,860,682.48
109,012.97
321,814.32
152,151.61
518,425.12
28,099.08
5,568,629.89
159,144.04
167,246.63
2,010,525.72
302,687.50
397,730.22
141,474.37
110,657.91
201,388.25
874,809.43
1,388,001.09
2,419,651.87
2,808,327.06
3,264,581.20
3,924,255.68
4,211,711.78
4,405,312.32
4,687,139.58
0.0002%
0.0184%
0.0193%
0.0002%
0.0003%
0.0002%
0.0011%
0.0252%
0.0212%
0.0001%
0.0009%
0.0194%
0.0009%
0.0011%
0.0003%
0.0036%
0.0007%
0.0014%
0.0032%
0.0020%
0.0008%
0.0009%
0.0022%
0.0001%
0.0104%
0.0231%
0.0318%
0.0183%
0.0177%
0.0220%
0.0008%
0.0025%
0.0009%
0.0018%
0.0014%
0.0001%
0.0001%
0.0006%
0.0012%
0.0011%
0.0008%
0.0010%
0.0013%
0.0018%
0.0021%
0.0032%
0.0027%
0.0033%
0.0019%
0.0095%
0.0092%
0.0006%
0.0017%
0.0008%
0.0026%
0.0001%
0.0259%
0.0008%
0.0008%
0.0097%
0.0015%
0.0020%
0.0007%
0.0005%
0.0010%
0.0042%
0.0067%
0.0116%
0.0137%
0.0151%
0.0183%
0.0193%
0.0213%
0.0217%
Stated
Security ID
31417LCP8
31417VQW6
31417YUL9
31418AEA2
31418A2H0
31418BE77
31418RGS4
31419ADT1
31419AG35
31419BCT0
36178C7C1
36179QJT9
36201VCA8
36202C3L5
36202FP75
36208V6R1
36225DCB8
36290R6X6
36290YXE3
3128CUCR5
3128GUV82
3128KKS34
3128K66P0
3128LXBU3
3128LXC40
3128LXGZ7
3128MBYW1
3128MCFM2
3128MDBR3
3128M1K65
3128M1NX3
3128M1N54
3128M1TW9
3128M5VT4
3128M6AP3
3128M9D25
3128M9ZQ8
3128PVYC8
3128P7RQ8
31283GXZ5
31283GX77
31288BRE5
31292KYY7
31296X2Q7
312966BS2
3129682T6
31297LZ45
31297QBV0
3132GELT5
3132GEX39
3132GEX54
3132GE4J6
3132GTE78
3132GVGT3
3132HLBR3
3132HLE41
3132HLKB8
3132HLK51
3132HNLB3
3132HRFC9
3132JALA1
3132JPQH8
3132J6EL4
3132J9R75
3132M3VM6
3132M3WP8
3132M3YD3
3132M4NJ0
3132M5EW8
3132M52S0
3132M6N55
313401WK3
313449G87
31356NM84
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

FNMA POOL #0AC1877

FNMA POOL #0AC8568
FNMA POOL #0MA0586
FNMA POOL #0MA1028
FNMA POOL #0MA1675
FNMA POOL #0MA1957
FNMA POOL #0AD3808
FNMA POOL #0AE0113
FNMA POOL #0AE0217
FNMA POOL #0AE0981
GNMA POOL #0AA5391
GNMA POOL #0594165
GNMA POOL #0462680
GNMA POOL #0615686
GNMA POOL #0621777
FHLMC POOL #G3-0080
FHLMC POOL #E9-0639
FHLMC POOL #A5-6838
FHLMC POOL #A4-6278
FHLMC POOL #G0-1851
FHLMC POOL #G0-1891
FHLMC POOL #G0-2016
FHLMC POOL #G1-3225
FHLMC POOL #G1-3572
FHLMC POOL #G1-4348
FHLMC POOL #G1-2217
FHLMC POOL #G1-2306
FHLMC POOL #G1-2312
FHLMC POOL #G1-2465
FHLMC POOL #G0-3926
FHLMC POOL #G0-4214
FHLMC POOL #G0-7021
FHLMC POOL #G0-7651
FHLMC POOL #J1-6107
FHLMC POOL #C9-1395
FHLMC POOL #G0-0696
FHLMC POOL #G0-0702
FHLMC POOL #C7-3185
FHLMC POOL #C0-3427
FHLMC POOL #A2-1683
FHLMC POOL #B1-3649
FHLMC POOL #B1-6186
FHLMC POOL #A3-1663
FHLMC POOL #A3-4552
FHLMC POOL #Q0-1238
FHLMC POOL #Q0-1598
FHLMC POOL #Q0-1600
FHLMC POOL #Q0-1725
FHLMC POOL #Q0-7958
FHLMC POOL #Q0-9810
FHLMC POOL #Q1-0048
FHLMC POOL #Q1-0155
FHLMC POOL #Q1-0290
FHLMC POOL #Q1-0316
FHLMC POOL #Q1-2122
FHLMC POOL #Q1-4663
FHLMC POOL #Q1-8920
FHLMC POOL #Q2-2256
FHLMC POOL #Q1-5138
FHLMC POOL #Q1-8209
FHLMC POOL #Q2-3620
FHLMC POOL #Q2-3654
FHLMC POOL #Q2-3708
FHLMC POOL #Q2-4293
FHLMC POOL #Q2-4949
FHLMC POOL #Q2-5585
FHLMC POOL #Q2-6112
FHLMC POOL #17-0203
FHLMC POOL #29-9223
FHLMC POOL #D5-9383
Coupon
4.50
4.50
3.50
4.00
3.50
3.50
4.50
4.00
4.50
3.50
3.50
4.00
4.50
6.50
4.50
7.00
1.63
4.50
4.50
7.50
6.00
5.50
5.00
4.50
4.50
5.00
5.00
6.00
4.00
6.00
6.00
6.00
6.00
6.00
5.50
5.00
5.50
4.00
4.00
7.50
7.50
6.50
5.50
4.50
5.00
5.00
5.50
4.50
4.50
5.00
5.00
5.00
4.00
3.50
4.00
4.00
4.00
4.00
4.00
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
4.00
4.00
9.00
9.00
9.00
Maturity
9/1/2039
1/1/2040
12/1/2025
4/1/2042
11/1/2023
7/1/2044
4/1/2040
7/1/2040
8/1/2040
3/1/2041
6/15/2042
7/20/2044
10/15/2033
6/20/2028
2/20/2041
4/15/2028
7/20/2034
10/15/2033
11/15/2033
8/1/2017
7/1/2017
1/1/2037
7/1/2035
10/1/2034
4/1/2035
11/1/2035
6/1/2023
12/1/2023
10/1/2026
7/1/2021
7/1/2021
9/1/2021
10/1/2021
2/1/2038
5/1/2038
9/1/2039
1/1/2039
7/1/2026
9/1/2031
2/1/2027
5/1/2027
11/1/2032
10/1/2039
5/1/2034
4/1/2019
8/1/2019
3/1/2035
4/1/2035
7/1/2041
6/1/2041
6/1/2041
7/1/2041
5/1/2042
8/1/2042
8/1/2042
8/1/2042
8/1/2042
8/1/2042
9/1/2042
1/1/2043
6/1/2043
10/1/2043
2/1/2043
5/1/2043
12/1/2043
12/1/2043
12/1/2043
1/1/2044
2/1/2044
4/1/2044
5/1/2044
11/1/2016
7/1/2017
3/1/2025
Income
Market Value
Receivable
1,792,365.30
3,463,981.16
9,602,123.24
4,635,001.14
5,718,672.13
6,581,784.96
1,015,059.00
2,538,719.04
4,539,365.33
3,275,843.73
4,790,258.26
7,250,934.05
489,920.30
139,240.56
5,513,219.76
83,126.95
1,361,022.98
846,873.41
2,152,023.31
5,467.43
65,558.55
207,035.05
353,774.05
278,782.60
207,319.48
1,919,807.66
942,046.61
203,943.21
5,363,627.32
79,650.33
92,951.51
87,341.36
265,023.69
1,318,380.95
1,312,014.36
1,173,854.40
4,117,485.48
616,168.34
362,270.92
23,772.74
14,680.96
76,363.38
3,339,884.62
187,425.64
91,758.75
27,781.89
2,701,227.31
321,656.56
511,951.74
113,339.49
81,225.40
201,747.19
1,642,552.34
265,844.97
1,029,860.33
1,817,751.26
529,719.19
437,752.93
3,540,796.88
6,724,093.89
2,593,685.82
390,191.34
3,222,104.02
1,571,092.17
195,515.68
295,706.91
290,939.85
715,462.98
407,805.17
254,966.88
355,100.49
3,566.93
23,912.85
6,037.68
6,221.59
12,024.04
26,470.63
14,550.63
15,737.12
18,622.91
3,523.43
7,975.34
15,748.85
9,268.88
13,408.82
22,648.69
1,688.54
655.48
18,952.55
421.66
1,772.17
2,894.91
7,356.51
32.43
315.36
844.90
1,331.64
963.11
715.95
7,198.38
3,596.64
944.83
16,745.58
367.44
428.40
401.65
1,216.39
5,868.70
5,425.59
4,445.49
16,788.37
1,924.92
1,126.36
130.18
78.72
365.13
13,793.92
648.16
358.13
108.49
10,997.18
1,113.12
1,764.60
428.20
306.11
760.72
5,168.82
750.26
3,237.94
1,907.38
1,665.49
1,378.01
11,142.36
19,065.89
7,321.48
1,101.19
9,136.14
4,450.61
551.78
834.54
821.08
2,019.24
1,150.94
797.26
1,110.37
26.47
185.26
43.47
Par Value
Cost
% of MV
1,659,090.5600
3,206,410.2300
9,075,645.0700
4,365,188.8200
5,395,584.5300
6,384,999.2800
939,582.3500
2,392,602.7900
4,199,694.0700
3,177,900.8300
4,597,309.1900
6,794,608.1700
450,277.8400
121,012.4500
5,054,012.2100
72,284.3000
1,308,675.9400
771,976.2700
1,961,735.0100
5,188.7400
63,072.8500
184,342.4900
319,593.5200
256,828.8700
190,921.2500
1,727,610.9400
863,193.8500
188,965.7800
5,023,675.2200
73,488.3300
85,680.6500
80,330.8800
243,277.1500
1,173,740.8600
1,183,765.2300
1,066,917.2800
3,662,917.4300
577,477.3600
337,907.7700
20,828.2500
12,595.8400
67,408.2000
3,009,582.9000
172,842.8900
85,951.0400
26,036.6500
2,399,384.7100
296,832.4600
470,561.1800
102,766.8400
73,467.2600
182,573.3400
1,550,645.5800
257,232.8200
971,383.0700
1,716,641.1000
499,645.5300
413,403.4700
3,342,708.0000
6,536,877.7100
2,510,220.9700
377,550.9300
3,132,392.3000
1,525,924.8000
189,181.8700
286,127.3700
281,514.7400
692,312.0600
394,609.4300
239,178.6900
333,111.7800
3,382.8700
23,715.3000
5,795.5400
1,725,017.57
3,299,629.75
9,470,431.97
4,598,558.43
5,693,769.02
6,508,576.90
938,090.48
2,398,852.33
4,521,522.67
3,245,090.59
4,956,267.65
7,242,737.33
432,462.38
119,221.92
5,208,626.37
72,668.56
1,309,223.17
734,074.31
1,884,010.71
5,224.75
63,374.82
182,821.42
345,496.18
250,438.35
185,378.11
1,713,949.15
916,997.72
196,038.42
5,326,294.63
74,128.22
86,384.80
81,047.89
245,205.96
1,284,354.87
1,273,866.01
1,132,113.19
4,091,795.46
600,964.64
359,154.44
21,173.62
12,806.23
69,659.47
3,289,120.88
168,355.13
85,856.05
26,000.15
2,434,668.93
279,918.58
492,692.67
109,941.80
78,596.56
195,512.79
1,685,833.65
255,499.09
1,056,108.07
1,815,884.41
543,225.13
449,460.93
3,634,305.54
6,679,193.57
2,519,840.50
382,752.43
3,311,539.50
1,588,720.48
191,290.59
289,449.57
284,652.67
700,029.26
399,008.34
252,990.30
352,347.87
3,513.86
24,660.41
5,890.76
0.0083%
0.0161%
0.0446%
0.0215%
0.0266%
0.0306%
0.0047%
0.0118%
0.0211%
0.0152%
0.0222%
0.0337%
0.0023%
0.0006%
0.0256%
0.0004%
0.0063%
0.0039%
0.0100%
0.0000%
0.0003%
0.0010%
0.0016%
0.0013%
0.0010%
0.0089%
0.0044%
0.0009%
0.0249%
0.0004%
0.0004%
0.0004%
0.0012%
0.0061%
0.0061%
0.0055%
0.0191%
0.0029%
0.0017%
0.0001%
0.0001%
0.0004%
0.0155%
0.0009%
0.0004%
0.0001%
0.0125%
0.0015%
0.0024%
0.0005%
0.0004%
0.0009%
0.0076%
0.0012%
0.0048%
0.0084%
0.0025%
0.0020%
0.0164%
0.0312%
0.0120%
0.0018%
0.0150%
0.0073%
0.0009%
0.0014%
0.0014%
0.0033%
0.0019%
0.0012%
0.0016%
0.0000%
0.0001%
0.0000%
Stated
Security ID
31356NP57
31371M5N3
3138AAZU8
3138ADBK0
3138AEFL2
3138AFYC8
3138AGEA2
3138AHJW7
3138AHK21
3138AJF23
3138AKXR5
3138AM4J1
3138AR4B7
3138AR5Q3
3138AR6U3
3138ASKX9
3138AWWS8
3138AXET4
3138A9WT7
3138EEPA1
3138EJAV0
3138LQ2Q6
3138LUR64
3138LVD42
3138MPZD0
3138WMFT3
3138WU3P6
3138WWNH8
3138WXEN3
3138WZYR7
3138W6S56
3138X2TC8
31384VTE2
31401HKC5
31402QJH5
31402QWA5
31402QYY1
31403FYL2
31403VQ69
31403VSN0
31405MGP6
31405NH73
31405WNW1
31407HTR7
31407HVV5
31407QDD5
31408GGU5
31408GG43
31409UCG8
31409U7J8
31410KLN2
31412MJ82
31415PKH0
31415WPK3
31416BMV7
31417EZL8
31417YVH7
31418MGQ9
31418MWD0
31418M5R9
31419GEA8
31419GEB6
31419GRQ9
31419JLS5
31419LCT8
36181GDY2
3620A3TM6
3620C0Y28
36202E7H6
36202FYA8
36202KDS1
36202KD85
36202KEF8
36202KGP4
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

FHLMC POOL #D5-9444

FNMA POOL #0256553
FNMA POOL #0AH8854
FNMA POOL #0AI0041
FNMA POOL #0AI1070
FNMA POOL #0AI2506
FNMA POOL #0AI2828
FNMA POOL #0AI3876
FNMA POOL #0AI3912
FNMA POOL #0AI4684
FNMA POOL #0AI6087
FNMA POOL #0AI8024
FNMA POOL #0AJ0817
FNMA POOL #0AJ0854
FNMA POOL #0AJ0882
FNMA POOL #0AJ1209
FNMA POOL #0AJ5156
FNMA POOL #0AJ5545
FNMA POOL #0AH7857
FNMA POOL #0AK9416
FNMA POOL #0AL1819
FNMA POOL #0AO0782
FNMA POOL #0AO4108
FNMA POOL #0AO4622
FNMA POOL #0AQ7939
FNMA POOL #0AT0177
FNMA POOL #0AT7105
FNMA POOL #0AT8491
FNMA POOL #0AT9140
FNMA POOL #0AU0719
FNMA POOL #0AR8639
FNMA POOL #0AU3246
FNMA POOL #0535249
FNMA POOL #0708691
FNMA POOL #0734764
FNMA POOL #0735141
FNMA POOL #0735227
FNMA POOL #0747815
FNMA POOL #0759277
FNMA POOL #0759325
FNMA POOL #0793206
FNMA POOL #0794154
FNMA POOL #0801505
FNMA POOL #0831360
FNMA POOL #0831428
FNMA POOL #0837200
FNMA POOL #0850811
FNMA POOL #0850819
FNMA POOL #0878571
FNMA POOL #0879397
FNMA POOL #0889633
FNMA POOL #0929187
FNMA POOL #0985096
FNMA POOL #0991526
FNMA POOL #0995072
FNMA POOL #0AB7946
FNMA POOL #0MA0615
FNMA POOL #0AD0206
FNMA POOL #0AD0643
FNMA POOL #0AD0855
FNMA POOL #0AE5528
FNMA POOL #0AE5529
FNMA POOL #0AE5894
FNMA POOL #0AE7536
FNMA POOL #0AE9081
GNMA II POOL #0AF1019
GNMA POOL #0717956
GNMA POOL #0745129
Coupon
9.00
6.00
4.50
4.50
4.50
4.00
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
4.50
3.50
4.50
3.50
4.00
3.50
3.50
4.00
3.50
3.50
3.50
3.50
3.50
6.50
5.00
5.50
5.50
5.50
5.50
6.50
5.50
4.75
5.00
4.75
5.50
5.50
5.50
5.50
5.50
5.50
5.50
5.50
5.50
6.00
6.00
5.50
3.00
4.50
5.50
5.50
4.00
6.00
7.00
4.50
4.50
4.50
4.00
5.00
5.00
5.00
5.00
1.63
1.63
2.00
3.00
Income
Maturity
Market Value
Receivable
4/1/2025
1/1/2037
4/1/2041
7/1/2041
6/1/2041
5/1/2026
6/1/2041
7/1/2041
7/1/2041
6/1/2041
6/1/2041
9/1/2041
9/1/2041
10/1/2041
10/1/2041
10/1/2041
10/1/2041
12/1/2041
5/1/2041
3/1/2042
5/1/2042
4/1/2042
6/1/2042
6/1/2042
12/1/2042
3/1/2043
5/1/2043
8/1/2043
7/1/2043
7/1/2043
3/1/2043
8/1/2043
4/1/2030
6/1/2018
9/1/2018
1/1/2035
2/1/2035
11/1/2018
1/1/2034
1/1/2019
7/1/2034
9/1/2019
9/1/2034
3/1/2021
4/1/2021
3/1/2021
12/1/2020
12/1/2020
3/1/2021
2/1/2021
8/1/2037
3/1/2038
12/1/2038
11/1/2038
8/1/2038
2/1/2043
1/1/2041
9/1/2039
6/1/2039
3/1/2025
11/1/2022
11/1/2022
10/1/2040
10/1/2040
11/1/2040
6/20/2043
9/15/2039
6/15/2040
7/20/2039
10/20/2041
4/20/2017
7/20/2023
6/20/2017
1/20/2018
56,729.26
942,386.37
9,061,419.98
662,421.11
1,411,754.05
1,405,106.44
185,881.58
176,043.79
437,551.43
119,321.95
1,425,868.48
202,483.85
0.01
169,614.51
150,524.72
386,885.96
0.01
374,737.83
310,694.31
369,932.77
4,578,548.42
827,310.02
4,599,595.24
2,856,912.91
3,750,445.21
3,266,887.84
411,679.04
1,945,631.55
1,314,162.25
866,990.71
4,745,815.74
1,141,521.13
53,451.07
69,157.88
322,567.51
1,168,678.03
622,114.42
271,089.18
392,459.81
147,859.63
210,169.56
510,126.38
201,854.41
172,829.72
282,578.02
113,835.58
126,532.87
88,075.43
113,738.05
195,054.60
2,265,764.93
576,463.91
1,027,130.52
185,403.85
278,587.21
15,398,507.49
512,070.97
345,052.79
386,770.33
1,258,802.96
3,062,453.67
1,688,394.73
657,156.46
1,003,076.97
395,167.09
3,136,955.42
635,365.90
696,283.47
2,648,409.15
3,347,304.66
25,776.61
2,734.73
18,914.87
10,135.10
386.77
4,168.52
31,386.25
2,294.70
4,891.78
4,377.57
640.07
609.86
1,515.95
411.43
4,941.32
701.56
8,522.62
587.56
521.49
1,334.86
485.84
1,298.26
1,077.32
1,269.65
12,913.12
2,839.40
13,014.38
8,943.76
10,558.58
9,197.14
1,287.43
5,477.46
3,699.71
2,440.81
13,401.07
3,213.68
251.93
272.25
1,390.41
4,767.89
2,538.31
1,166.02
1,859.03
636.50
757.78
2,001.44
728.10
722.36
1,184.91
475.79
532.73
368.07
480.77
815.00
9,279.64
2,360.66
4,537.16
823.05
1,140.29
38,486.65
1,775.16
1,410.26
1,581.62
3,920.48
14,123.10
8,928.53
2,277.32
3,481.84
1,369.31
9,716.33
2,401.38
2,634.16
9,944.34
12,573.79
33.83
3.56
30.63
24.53
Par Value
Cost
% of MV
51,568.7700
833,704.6300
8,369,667.0000
611,919.4000
1,304,474.1000
1,313,269.5000
170,685.4500
162,628.5600
404,253.1000
109,715.2800
1,317,686.4200
187,083.1600
0.0100
156,683.4300
139,063.1400
355,963.4200
0.0100
346,203.7200
287,286.2300
338,574.0400
4,427,354.2700
757,173.0800
4,462,074.1200
2,683,126.7900
3,620,085.9200
3,153,305.7700
386,230.3200
1,877,986.4800
1,268,471.8900
836,847.4600
4,594,651.7000
1,101,833.1000
46,510.3300
65,340.0600
303,361.6800
1,040,267.4200
553,812.7000
254,405.2800
343,206.2800
138,871.8400
191,439.1500
480,344.9900
183,942.1300
157,606.5100
258,524.8700
103,808.7000
116,231.2900
80,306.5700
104,895.3700
177,818.6400
2,024,649.4300
515,054.0200
907,431.2600
164,610.2800
248,789.6700
15,394,658.8300
473,377.1200
307,692.7400
345,081.0800
1,176,143.5900
2,824,620.6100
1,530,604.6900
607,286.1200
928,491.2700
365,148.2500
2,914,898.4600
576,332.1900
632,197.6000
2,386,642.2300
3,017,710.3400
24,980.7200
2,631.0700
18,376.8000
9,812.2800
52,433.21
919,926.42
8,889,580.99
661,404.52
1,404,883.31
1,396,602.03
187,226.76
171,949.27
427,422.02
115,644.58
1,419,523.17
197,534.09
0.01
165,438.36
146,833.53
375,747.93
0.01
367,662.25
303,403.14
371,431.37
4,609,298.43
830,664.94
4,622,002.27
2,926,361.41
3,608,991.89
3,194,546.76
407,510.43
1,893,723.34
1,276,249.85
847,796.49
4,772,808.18
1,116,587.62
47,695.83
66,281.66
306,628.52
1,024,523.14
546,507.07
257,386.06
357,017.97
141,025.68
206,664.33
484,117.69
198,575.68
156,216.12
255,724.99
103,143.37
115,502.20
79,530.96
103,970.03
178,203.36
2,200,600.59
565,730.67
936,172.48
169,821.23
273,432.91
14,923,304.47
509,369.23
339,341.46
379,929.74
1,245,748.22
2,998,102.48
1,640,991.85
623,232.08
999,662.21
374,739.60
3,034,883.96
594,559.51
672,864.45
2,631,152.10
3,321,213.65
25,073.57
2,640.44
18,455.77
9,839.28
0.0003%
0.0044%
0.0421%
0.0031%
0.0066%
0.0065%
0.0009%
0.0008%
0.0020%
0.0006%
0.0066%
0.0009%
0.0000%
0.0008%
0.0007%
0.0018%
0.0000%
0.0017%
0.0014%
0.0017%
0.0213%
0.0038%
0.0214%
0.0133%
0.0174%
0.0152%
0.0019%
0.0090%
0.0061%
0.0040%
0.0220%
0.0053%
0.0002%
0.0003%
0.0015%
0.0054%
0.0029%
0.0013%
0.0018%
0.0007%
0.0010%
0.0024%
0.0009%
0.0008%
0.0013%
0.0005%
0.0006%
0.0004%
0.0005%
0.0009%
0.0105%
0.0027%
0.0048%
0.0009%
0.0013%
0.0715%
0.0024%
0.0016%
0.0018%
0.0058%
0.0142%
0.0078%
0.0031%
0.0047%
0.0018%
0.0146%
0.0030%
0.0032%
0.0123%
0.0155%
0.0001%
0.0000%
0.0001%
0.0000%
Stated
Security ID
36202KHB4
36202KKR5
36202KPM1
36203JTU1
36203NJ41
36203NPN2
36203XY83
36204JU61
36204VJD2
36207KG61
36208KV30
36208MBU8
36208XUQ2
36208YQ85
36209MJ39
36210FXQ4
36212CW98
36212EDQ7
36213EK39
36224WMC4
36225ADK3
3128JRJS6
3128MMCE1
3128S4DY0
3132JAKB0
3132J8C73
31368HM26
3138AKQW2
3138EH2U5
3138EKF67
3138LTJV1
3138MBXL5
3138M4ZC9
3138M6AD9
3138WVRQ6
31384V5N8
31384WDV9
31385WZG7
31385XEC7
31401J5N4
31402CVZ2
31402QHT1
31402QSZ5
31402QWA5
31402RHX0
31403C4P3
31403C5R8
31403DDX4
31403DEK1
31403DGY9
31403GVE9
31404VGS1
31405RM94
31405SB45
31406NK45
31410FUP8
31410FUZ6
31410FXB6
31410F5H4
31410GFF5
31410GGC1
31410KEN0
31410KLW2
31410KWQ3
31410KW75
31413RBN5
31417BZ91
31418MXB3
36201MM74
36213CE22
36225BBA5
3128M1J67
3128M6SC3
31283H2B0
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME


GNMA POOL #0350763
GNMA POOL #0354083
GNMA POOL #0354229
GNMA POOL #0362635
GNMA POOL #0371505
GNMA POOL #0381060
GNMA POOL #0434121
GNMA POOL #0453434
GNMA POOL #0454651
GNMA POOL #0464191
GNMA POOL #0464979
GNMA POOL #0475582
GNMA POOL #0491287
GNMA POOL #0529972
GNMA POOL #0531211
GNMA POOL #0552114
GNMA POOL #0340655
GNMA POOL #0780106
FHLMC POOL #84-7473
FHLMC POOL #G1-8068
FHLMC POOL #1Q-0119
FHLMC POOL #Q1-8889
FHLMC POOL #Q1-6893
FNMA POOL #0190377
FNMA POOL #0AI5868
FNMA POOL #0AL1686
FNMA POOL #0AL2888
FNMA POOL #0AO2975
FNMA POOL #0AP7882
FNMA POOL #0AP1638
FNMA POOL #0AP2703
FNMA POOL #0AT7694
FNMA POOL #0535553
FNMA POOL #0535716
FNMA POOL #0555243
FNMA POOL #0555531
FNMA POOL #0710153
FNMA POOL #0725232
FNMA POOL #0734742
FNMA POOL #0735036
FNMA POOL #0735141
FNMA POOL #0735646
FNMA POOL #0745230
FNMA POOL #0745256
FNMA POOL #0745418
FNMA POOL #0745438
FNMA POOL #0745515
FNMA POOL #0748613
FNMA POOL #0779709
FNMA POOL #0796984
FNMA POOL #0797559
FNMA POOL #0814915
FNMA POOL #0888090
FNMA POOL #0888100
FNMA POOL #0888174
FNMA POOL #0888348
FNMA POOL #0888566
FNMA POOL #0888595
FNMA POOL #0889441
FNMA POOL #0889641
FNMA POOL #0889955
FNMA POOL #0889970
FNMA POOL #0952845
FNMA POOL #0AB5267
FNMA POOL #0AD0673
GNMA POOL #0587282
GNMA POOL #0550153
GNMA POOL #0780933
FHLMC POOL #G1-2185
FHLMC POOL #G0-4715
FHLMC POOL #G0-1670
Coupon
1.63
3.50
1.63
7.50
7.50
7.00
7.00
7.00
7.50
7.00
7.00
7.00
7.00
7.00
7.00
7.00
8.00
8.00
7.50
7.50
9.50
2.35
4.50
2.39
3.00
3.50
5.00
4.50
5.00
3.50
3.50
3.50
3.50
3.50
3.00
2.33
6.50
6.00
5.50
5.00
5.00
4.50
5.50
5.50
4.50
6.00
6.00
5.50
6.00
5.00
5.50
5.50
2.11
5.00
5.50
5.50
5.50
5.50
5.00
5.50
5.00
5.50
5.50
5.50
5.00
6.00
4.00
6.50
6.50
7.00
7.00
5.00
6.00
9.50
Income
Maturity
Market Value
Receivable
11/20/2023
9/20/2018
10/20/2024
7/15/2023
4/15/2023
1/15/2024
9/15/2023
1/15/2024
2/15/2024
12/15/2028
11/15/2028
9/15/2028
9/15/2028
8/15/2028
9/15/2028
11/15/2028
6/15/2030
6/15/2030
10/15/2031
2/15/2023
12/15/2017
12/1/2035
8/1/2020
9/1/2036
5/1/2043
4/1/2043
11/1/2036
7/1/2041
9/1/2025
1/1/2043
5/1/2042
10/1/2042
8/1/2042
9/1/2042
6/1/2043
9/1/2039
6/1/2015
3/1/2017
6/1/2033
6/1/2018
3/1/2034
10/1/2018
12/1/2034
1/1/2035
7/1/2020
5/1/2035
2/1/2036
4/1/2036
2/1/2036
5/1/2036
1/1/2034
7/1/2034
8/1/2034
5/1/2020
3/1/2035
1/1/2037
9/1/2036
6/1/2035
5/1/2022
1/1/2037
1/1/2022
5/1/2038
8/1/2037
10/1/2038
12/1/2036
9/1/2022
5/1/2042
9/1/2023
9/15/2032
7/15/2031
12/15/2028
4/1/2021
6/1/2038
4/1/2025
74,908.43
6,624.10
89,411.04
3,294.70
32,793.98
85,786.46
34,572.03
17,118.12
21,653.70
61,424.10
25,155.50
17,564.17
101,532.96
87,018.53
32,706.04
45,927.47
73,207.92
7,605.93
44,988.77
9,141.65
10,354.46
2,419,377.22
1,728,610.37
2,693,377.88
5,811,086.17
14,465,939.07
2,014,713.19
8,807,384.25
3,064,277.37
11,838,035.97
9,546,524.83
9,061,023.63
8,204,013.11
14,619,029.26
11,162,290.15
4,415.31
82.25
3,875.25
327,792.72
388,979.30
3,564,668.98
837,469.02
553,689.15
1,800,000.01
1,346,114.50
327,783.75
976,146.49
2,926,433.07
727,001.31
2,016,486.97
257,902.38
696,709.61
932,146.61
151,888.99
936,537.43
709,357.23
2,511,590.32
1,969,607.79
697,989.07
3,792,673.66
508,249.06
1,538,294.87
2,777,416.98
3,010,929.78
3,047,702.90
598,611.88
7,096,016.43
428,198.68
148,770.94
648,451.40
31,995.73
459,574.22
788,835.31
28,472.16
98.84
18.54
117.79
20.16
185.45
459.10
198.32
93.20
131.73
313.04
130.55
92.16
531.62
452.37
177.10
241.12
416.29
44.11
247.48
52.03
76.29
4,513.43
6,057.08
5,358.73
14,510.59
40,978.94
7,609.75
30,506.62
12,084.33
33,495.28
26,962.88
25,616.46
23,193.60
41,329.92
27,881.47
8.50
0.44
18.74
1,337.71
1,533.98
13,438.64
2,972.51
2,257.72
7,343.52
4,763.46
1,444.99
4,300.62
12,017.77
3,203.86
7,616.45
1,052.09
2,876.10
1,536.58
589.29
3,828.04
2,924.60
10,232.13
8,051.88
2,677.02
15,575.09
1,964.02
6,348.73
11,332.12
12,424.79
11,511.45
2,727.16
22,280.47
2,148.26
697.24
3,178.31
159.50
1,766.13
3,504.97
205.59
Par Value
Cost
% of MV
72,985.9800
6,356.5500
86,981.6400
3,225.7000
29,672.7100
78,702.4500
33,998.1400
15,976.8900
21,076.2100
53,663.3100
22,379.7400
15,798.5300
91,135.3300
77,549.0200
30,359.5500
41,334.0200
62,442.7800
6,617.1900
39,597.5600
8,325.0500
9,636.2700
2,263,405.9200
1,615,221.8000
2,510,091.0300
5,804,237.1700
14,049,920.9100
1,826,340.6000
8,135,099.6200
2,900,239.8100
11,484,096.1300
9,244,417.2700
8,782,785.0000
7,952,090.8700
14,170,257.2100
11,152,587.4000
4,386.4000
81.7600
3,747.3900
291,864.2300
368,156.3800
3,225,273.4500
792,668.4000
492,592.8600
1,602,221.7600
1,270,254.8800
288,997.4100
860,124.3200
2,622,057.9000
640,772.5500
1,827,948.5400
229,546.5000
627,513.6800
872,641.2100
141,428.9100
835,209.7800
638,094.8000
2,232,465.2000
1,756,774.5500
642,484.8100
3,398,201.7400
471,364.7700
1,385,177.3600
2,472,463.3500
2,710,863.0000
2,762,747.3600
545,432.2400
6,684,139.7400
396,601.4400
128,721.3100
544,853.0400
27,342.3400
423,871.5200
700,993.7800
25,968.7700
73,178.68
6,384.07
87,250.72
3,169.09
28,879.64
74,412.42
32,233.20
15,105.92
20,695.79
53,138.47
22,161.20
15,645.09
90,250.56
76,797.85
30,064.96
40,930.90
63,196.80
6,696.84
40,918.05
8,182.98
9,792.29
2,288,153.38
1,605,493.69
2,570,354.35
5,807,777.73
14,146,654.11
1,803,424.58
8,731,310.52
3,121,083.64
11,869,742.92
9,622,915.00
9,435,327.87
8,470,081.49
15,093,458.82
11,215,519.78
4,420.71
82.71
3,788.60
284,801.16
366,297.29
3,384,671.40
785,421.97
485,120.24
1,610,632.83
1,350,933.01
290,527.43
862,434.51
2,640,265.57
643,268.05
1,791,052.24
223,949.88
611,421.01
868,624.46
139,338.18
839,489.19
631,623.17
2,390,065.67
1,741,829.97
630,867.10
3,409,702.53
470,706.45
1,434,460.93
2,656,326.12
2,808,725.36
2,847,914.25
550,357.94
7,162,323.51
418,386.01
133,480.43
568,609.81
28,305.91
450,337.39
770,464.35
28,353.06
0.0003%
0.0000%
0.0004%
0.0000%
0.0002%
0.0004%
0.0002%
0.0001%
0.0001%
0.0003%
0.0001%
0.0001%
0.0005%
0.0004%
0.0002%
0.0002%
0.0003%
0.0000%
0.0002%
0.0000%
0.0000%
0.0112%
0.0080%
0.0125%
0.0270%
0.0672%
0.0094%
0.0409%
0.0142%
0.0550%
0.0443%
0.0421%
0.0381%
0.0679%
0.0518%
0.0000%
0.0000%
0.0000%
0.0015%
0.0018%
0.0166%
0.0039%
0.0026%
0.0084%
0.0063%
0.0015%
0.0045%
0.0136%
0.0034%
0.0094%
0.0012%
0.0032%
0.0043%
0.0007%
0.0043%
0.0033%
0.0117%
0.0091%
0.0032%
0.0176%
0.0024%
0.0071%
0.0129%
0.0140%
0.0142%
0.0028%
0.0329%
0.0020%
0.0007%
0.0030%
0.0001%
0.0021%
0.0037%
0.0001%
Stated
Security ID
31283KY36
31283K4C9
31290LE45
31292K2X4
31296YGN7
31335HXK4
31349SY31
31371LFM6
31371LHW2
31371LJZ3
31371LMG1
31374TG94
31385W4P1
313949X53
31402HCL3
31402RDD8
31402RJL4
31402RJV2
31403C6L0
31403XV36
31403XV85
31404JLM5
31407T4S6
31410FYQ2
31410GHN6
31410KGP3
31410KNG5
31410KXL3
31410LAF9
31419AMZ7
31419ANM5
31419BBT1
36200NS85
36201EGV6
36201GU94
36202D2F7
36202EW39
36202E7H6
36202FE77
36202FFU5
36225C4B9
3128H7E99
3128L8KE4
3128MDF99
3128M8W67
3128M85T7
3128M86L3
3128M9PU0
3128M9VA7
3128PTXK6
3128QHTP5
3128QHXR6
31283HQF5
31283HX42
31283H4W2
31287QQJ3
31295LDD1
31295LTG7
31295V3F5
31295V3T5
31295WGN2
31295WUL0
31296M2S7
31298P7M6
31307FPS4
3132HBH73
3132HXQ59
3132J3CJ8
3132J3C58
31371H2F4
31371JR71
31371J5B6
31371KP62
31371K7E5
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

FHLMC POOL #G1-1630

FHLMC POOL #G1-1719
FHLMC POOL #55-5555
FHLMC POOL #C0-3490
FHLMC POOL #A2-2005
FHLMC POOL #C9-0682
FHLMC POOL #78-1630
FNMA POOL #0254972
FNMA POOL #0255045
FNMA POOL #0255080
FNMA POOL #0255159
FNMA POOL #0323424
FNMA POOL #0555330
FHLMC POOL #D1-5200
FNMA POOL #0729175
FNMA POOL #0735500
FNMA POOL #0735667
FNMA POOL #0735676
FNMA POOL #0745275
FNMA POOL #0761234
FNMA POOL #0761239
FNMA POOL #0769932
FNMA POOL #0840633
FNMA POOL #0888219
FNMA POOL #0888637
FNMA POOL #0889506
FNMA POOL #0889691
FNMA POOL #0889983
FNMA POOL #0890206
FNMA POOL #0AE0375
FNMA POOL #0AE0395
FNMA POOL #0AE0949
GNMA POOL #0605443
GNMA POOL #0580812
GNMA POOL #0583008
FHLMC POOL #E9-9160
FHLMC POOL #A7-4793
FHLMC POOL #G1-4492
FHLMC POOL #G0-6669
FHLMC POOL #G0-6858
FHLMC POOL #G0-6875
FHLMC POOL #G0-7335
FHLMC POOL #G0-7509
FHLMC POOL #J1-4282
FHLMC POOL #1N-1458
FHLMC POOL #1N-1588
FHLMC POOL #G0-1354
FHLMC POOL #G0-1599
FHLMC POOL #G0-1737
FHLMC POOL #C6-4957
FHLMC POOL #78-7300
FHLMC POOL #78-7751
FHLMC POOL #A0-0798
FHLMC POOL #A0-0810
FHLMC POOL #A0-1105
FHLMC POOL #A0-1487
FHLMC POOL #A1-3485
FHLMC POOL #C5-3600
FHLMC POOL #J2-6733
FHLMC POOL #U9-1254
FHLMC POOL #U6-2476
FHLMC POOL #K9-0973
FHLMC POOL #K9-0992
FNMA POOL #0252874
FNMA POOL #0253510
FNMA POOL #0253842
FNMA POOL #0254345
FNMA POOL #0254793
Coupon
3.50
5.00
9.50
4.50
4.50
6.00
2.36
6.00
6.00
5.50
5.50
7.50
5.50
8.50
2.35
5.50
5.00
5.00
5.00
4.50
4.00
5.50
6.00
5.50
6.00
6.00
6.00
6.00
5.50
4.00
4.50
4.00
5.00
5.50
5.50
6.00
5.50
5.00
5.00
5.00
1.63
4.50
5.00
4.00
6.50
5.00
5.50
7.00
6.50
3.50
1.95
1.96
7.50
7.50
5.00
7.50
2.53
2.40
9.00
9.00
9.00
9.00
7.50
7.50
3.50
4.00
3.50
3.50
3.50
7.50
8.00
7.00
6.00
5.00
Maturity
6/1/2019
6/1/2020
8/1/2021
8/1/2040
5/1/2034
4/1/2023
5/1/2034
10/1/2023
12/1/2023
2/1/2019
3/1/2019
12/1/2028
4/1/2033
2/1/2022
6/1/2034
5/1/2035
7/1/2035
7/1/2035
2/1/2036
7/1/2019
6/1/2019
2/1/2019
6/1/2034
3/1/2037
9/1/2037
3/1/2037
7/1/2038
10/1/2038
10/1/2021
7/1/2025
10/1/2040
2/1/2041
6/15/2034
6/15/2034
6/15/2034
11/20/2033
10/20/2038
7/20/2039
3/20/2040
4/20/2040
1/20/2034
9/1/2018
3/1/2038
10/1/2025
9/1/2039
11/1/2041
12/1/2038
3/1/2039
9/1/2039
2/1/2026
3/1/2037
4/1/2037
12/1/2031
11/1/2032
12/1/2034
2/1/2032
6/1/2030
6/1/2030
9/1/2020
8/1/2021
5/1/2020
1/1/2021
9/1/2033
6/1/2031
12/1/2028
4/1/2043
4/1/2043
8/1/2033
8/1/2033
11/1/2029
11/1/2015
6/1/2031
6/1/2032
7/1/2033
Income
Market Value
Receivable
186,218.68
90,467.57
53,214.73
436,521.14
34,939.46
85,184.60
118,104.04
30,617.00
136,777.90
36,246.60
49,712.23
43,769.24
558,423.52
36,139.20
149,515.01
569,445.10
2,028,629.05
1,297,447.18
531,007.95
177,251.17
39,158.33
65,564.61
236,606.58
948,782.92
1,311,830.24
363,054.49
261,908.32
247,368.61
506,494.22
277,306.86
1,258,835.84
3,211,014.02
64,248.81
59,364.70
58,497.45
70,122.46
242,067.93
1,225,834.76
1,376,648.16
1,337,151.90
1,217,173.60
173,395.00
2,290,857.50
5,006,929.41
219,445.14
3,917,348.80
3,059,808.54
533,379.95
477,792.27
71,451.26
1,381,025.96
557,932.12
105,250.93
19,197.45
23,715.61
30,564.54
21,762.62
49,300.56
1,274.20
3,457.76
1,687.08
44.76
11,159.59
101,129.99
469,618.72
708,144.46
491,829.90
2,008,631.93
490,264.33
45,335.70
2,505.44
71,060.91
81,433.46
138,823.55
513.43
347.70
394.12
1,515.22
120.64
379.14
218.50
135.94
607.09
155.24
212.94
232.51
2,277.85
251.95
273.13
2,325.92
7,647.56
4,892.42
2,002.06
627.70
123.23
283.11
1,050.42
3,912.43
5,805.02
1,604.77
1,161.00
1,095.71
2,169.79
864.18
4,364.45
10,087.35
242.73
243.08
239.18
305.03
988.30
4,602.81
5,166.99
5,021.33
1,589.95
614.02
8,675.68
15,634.44
1,041.80
14,764.09
12,540.12
2,799.34
2,297.23
197.41
2,129.26
883.44
547.75
100.47
89.40
174.72
45.73
98.39
8.86
24.01
12.53
0.33
63.06
572.26
1,297.49
2,221.17
1,387.93
1,867.56
455.84
239.90
16.27
357.85
357.81
523.41
Par Value
Cost
% of MV
176,031.7200
83,447.1600
48,558.4600
404,059.0400
32,169.3600
75,828.1600
110,768.9200
27,187.3200
121,417.3900
33,871.5300
46,459.1600
37,201.6600
496,986.1000
35,570.0800
139,770.2300
507,472.5500
1,835,414.9200
1,174,181.6000
480,493.6500
167,385.4700
36,968.6800
61,768.9100
210,083.5300
853,621.2300
1,161,004.1900
320,954.8400
232,200.5800
219,142.9900
473,407.7500
259,254.9400
1,163,853.7400
3,026,203.7600
58,254.4300
53,035.9200
52,184.6700
61,006.8200
215,629.5900
1,104,674.1000
1,240,078.3300
1,205,119.0600
1,174,118.6700
163,737.7500
2,082,162.3700
4,690,332.0000
192,332.0820
3,543,380.4270
2,736,027.0900
479,886.9500
424,104.8400
67,683.3300
1,310,296.1700
534,080.1000
87,639.7300
16,075.5700
21,455.8800
27,954.9500
21,640.7800
48,991.4200
1,181.8400
3,201.3600
1,670.6700
44.3500
10,090.1400
91,561.7800
444,853.7100
666,350.9260
475,860.0400
1,920,922.6000
468,860.8350
38,383.6500
2,440.9500
61,345.6100
71,562.1700
125,617.3900
174,072.63
88,238.32
53,509.02
423,273.74
32,037.77
77,866.02
109,866.76
27,896.95
124,615.92
34,276.21
47,020.28
37,808.46
485,047.57
36,382.80
138,603.87
552,074.86
1,969,671.20
1,271,751.54
519,537.91
166,402.72
37,245.06
62,515.63
209,575.91
925,972.05
1,276,897.54
361,680.80
255,447.55
240,488.55
506,798.31
273,709.32
1,203,365.40
3,220,993.87
56,508.95
52,654.16
51,808.70
62,897.75
239,815.35
1,225,681.35
1,370,068.17
1,331,474.44
1,205,112.60
161,227.00
2,239,451.82
4,945,921.69
214,231.13
3,852,109.02
2,994,876.99
564,989.72
468,996.78
70,852.01
1,324,125.26
534,932.24
91,549.02
16,806.25
20,876.88
29,206.38
21,943.51
49,449.37
1,197.50
3,248.04
1,691.98
45.14
10,557.51
95,601.66
465,925.96
687,940.07
501,148.53
2,010,815.78
490,802.06
39,635.67
2,444.61
63,285.88
71,390.65
134,797.45
0.0009%
0.0004%
0.0002%
0.0020%
0.0002%
0.0004%
0.0005%
0.0001%
0.0006%
0.0002%
0.0002%
0.0002%
0.0026%
0.0002%
0.0007%
0.0026%
0.0094%
0.0060%
0.0025%
0.0008%
0.0002%
0.0003%
0.0011%
0.0044%
0.0061%
0.0017%
0.0012%
0.0011%
0.0024%
0.0013%
0.0058%
0.0149%
0.0003%
0.0003%
0.0003%
0.0003%
0.0011%
0.0057%
0.0064%
0.0062%
0.0057%
0.0008%
0.0106%
0.0232%
0.0010%
0.0182%
0.0142%
0.0025%
0.0022%
0.0003%
0.0064%
0.0026%
0.0005%
0.0001%
0.0001%
0.0001%
0.0001%
0.0002%
0.0000%
0.0000%
0.0000%
0.0000%
0.0001%
0.0005%
0.0022%
0.0033%
0.0023%
0.0093%
0.0023%
0.0002%
0.0000%
0.0003%
0.0004%
0.0006%
Stated
Security ID
31371MSG3
3138EGS88
3138EHEZ1
3138EHT36
3138EHT44
3138EJFN3
3138EKEG6
3138EKRN7
3138EKY33
3138ELYW7
3138EMHT1
3138LYXC6
3138MDZ88
3138MKNG7
3138ML6F6
3138MN2R0
3138MPDL6
3138MRW80
3138M3QK3
3138M8PR8
3138NXKL0
3138NXKQ9
3138WAJB4
3138WU3K7
3138WU4Z3
3138WU6D0
3138WW3Q0
3138WW4F3
3138W77A6
3138W93S7
3138XBV92
3138XDAC4
3138XEE87
3138XFLM5
3138XFME2
3138XFMH5
3138XFPH2
3138XGQC0
3138XGZD8
3138XHG21
3138XHG96
3138XHJT9
3138XJA72
3138XJ4A2
3138X0LJ5
3138X2MC5
3138X6JF3
3138X6ND3
3138X9XL8
31384VZZ8
31385QVZ2
31385WSS9
31385XLY1
31386CSA1
31386FX83
31391AKB4
31400WFR6
31402C5E8
31403CUZ2
31403NF93
31403QC32
31403XV36
31404G4L2
31404L6R6
31404SDH5
31404WQQ2
31405BMH1
31406MF27
31410GE90
31410GG72
31410GPR8
31410GYN7
31410LBR2
31411GST0
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
POOL #0256219
POOL #0AL0542
POOL #0AL1051
POOL #0AL1469
POOL #0AL1470
POOL #0AL1972
POOL #0AL2834
POOL #0AL3192
POOL #0AL3429
POOL #0AL4324
POOL #0AL4741
POOL #0AO7874
POOL #0AP9766
POOL #0AQ3990
POOL #0AQ5369
POOL #0AQ7083
POOL #0AQ7306
POOL #0AQ9670
POOL #0AP0457
POOL #0AP4931
POOL #0AR1198
POOL #0AR1202
POOL #0AS1157
POOL #0AT7101
POOL #0AT7139
POOL #0AT7167
POOL #0AT8906
POOL #0AT8921
POOL #0AR9888
POOL #0AS0808
POOL #0AV0639
POOL #0AV1802
POOL #0AV2858
POOL #0AV3931
POOL #0AV3956
POOL #0AV3959
POOL #0AV4023
POOL #0AV4950
POOL #0AV5239
POOL #0AV5616
POOL #0AV5623
POOL #0AV5673
POOL #0AV6329
POOL #0AV7116
POOL #0AU1228
POOL #0AU3054
POOL #0AU6561
POOL #0AU6687
POOL #0AU9682
POOL #0535460
POOL #0549732
POOL #0555029
POOL #0555743
POOL #0559513
POOL #0562403
POOL #0660990
POOL #0699576
POOL #0725445
POOL #0745000
POOL #0753592
POOL #0754390
POOL #0761234
POOL #0768627
POOL #0772280
POOL #0776904
POOL #0780863
POOL #0784360
POOL #0813885
POOL #0888560
POOL #0888622
POOL #0888832
POOL #0889117
POOL #0890248
POOL #0907830
Coupon
5.50
4.50
4.50
7.00
7.00
3.50
3.50
5.00
4.50
6.50
4.50
3.00
4.00
3.50
3.50
3.50
3.00
3.00
3.00
3.00
3.00
3.00
3.00
3.50
3.50
3.50
3.50
3.50
3.50
4.00
3.50
3.50
3.50
3.50
3.00
3.50
3.00
3.00
3.50
3.50
3.50
3.50
3.50
4.50
3.50
3.50
3.00
3.50
3.50
8.00
2.34
5.00
5.00
8.00
7.00
7.50
6.00
4.50
6.00
7.00
7.50
4.50
7.00
7.00
7.00
7.00
8.00
5.00
6.00
2.42
6.50
5.00
6.00
6.00
Income
Maturity
Market Value
Receivable
4/1/2036
7/1/2041
9/1/2041
2/1/2039
4/1/2037
5/1/2032
6/1/2027
5/1/2042
6/1/2041
5/1/2040
1/1/2044
9/1/2027
10/1/2042
11/1/2028
12/1/2042
12/1/2042
1/1/2043
1/1/2043
7/1/2027
10/1/2027
1/1/2043
1/1/2043
11/1/2028
6/1/2043
6/1/2043
6/1/2043
7/1/2043
7/1/2043
4/1/2028
10/1/2043
11/1/2028
11/1/2028
12/1/2028
12/1/2028
1/1/2029
1/1/2029
12/1/2028
11/1/2028
12/1/2028
12/1/2043
12/1/2028
1/1/2029
1/1/2029
3/1/2044
7/1/2043
9/1/2028
11/1/2028
9/1/2028
12/1/2028
9/1/2015
9/1/2030
11/1/2017
9/1/2033
11/1/2015
2/1/2031
7/1/2032
4/1/2033
5/1/2019
10/1/2035
11/1/2033
10/1/2033
7/1/2019
8/1/2031
3/1/2031
11/1/2029
6/1/2031
6/1/2031
6/1/2020
11/1/2035
7/1/2037
11/1/2037
10/1/2035
8/1/2037
2/1/2037
320,882.98
1,154,579.89
516,757.58
793,296.33
333,883.07
544,991.54
906,435.77
617,265.10
1,780,326.81
2,647,991.74
319,932.79
35,162.94
385,569.42
645,821.71
456,088.72
573,122.78
283,610.69
94,532.30
95,068.48
58,589.65
91,830.37
179,344.12
50,272.37
693,902.86
980,752.82
998,251.83
1,169,936.37
705,877.66
82,891.83
15,446,033.60
358,199.90
235,716.57
623,867.83
628,906.75
687,462.18
625,203.52
27,922.80
52,923.86
225,290.84
731,914.34
591,772.87
128,412.81
573,421.18
108,707.44
1,132,635.42
26,826.69
31,382.06
69,199.47
376,326.81
838.20
15,045.59
46,466.90
169,950.73
4,187.48
52,454.44
51,690.44
17,032.01
161,696.44
68,051.45
42,514.52
19,084.03
169,477.00
97,583.75
44,630.59
45,495.54
59,994.57
11,158.69
93,975.48
18,524.62
584,482.38
605,954.83
467,389.48
31,117.79
638,866.74
1,361.12
3,999.70
1,790.07
4,161.14
1,740.61
504.75
2,498.55
2,328.70
6,170.61
12,721.09
1,095.56
84.70
1,209.16
1,778.67
1,287.25
1,617.46
712.38
237.45
228.71
140.95
230.66
450.48
121.09
1,963.20
2,774.76
2,824.27
3,310.00
1,997.08
228.60
48,523.45
987.83
650.05
1,720.48
1,734.38
1,655.87
1,724.16
67.26
127.46
621.30
2,070.92
1,630.20
354.13
1,581.36
372.24
3,204.47
73.98
75.59
190.84
1,036.60
5.49
29.32
183.25
640.71
27.56
274.61
277.28
75.60
572.16
300.27
240.11
110.30
600.17
522.27
226.85
237.07
312.46
73.06
364.30
81.61
1,103.16
2,911.04
1,762.10
136.96
2,836.51
Par Value
Cost
% of MV
296,970.8800
1,066,586.5070
477,352.1600
713,338.2500
298,389.6200
519,173.0600
856,647.4200
558,889.1310
1,645,494.9500
2,348,509.7700
292,149.3840
33,878.2800
362,748.8900
609,829.5700
441,343.4400
554,556.2400
284,952.8180
94,979.6520
91,483.2500
56,380.1100
92,264.9330
180,192.8260
48,435.6900
673,097.4220
951,346.6900
968,321.0300
1,134,857.9080
684,713.1730
78,375.8200
14,557,035.4500
338,684.8800
222,874.5400
589,879.0000
594,643.4000
662,346.0200
591,141.9200
26,902.6500
50,984.9000
213,016.8100
710,031.1800
558,924.8600
121,416.7800
542,180.7300
99,265.3190
1,098,675.3660
25,365.1500
30,235.5300
65,429.4300
355,404.1700
823.2300
15,038.2200
43,979.4200
153,769.5600
4,134.6800
47,075.1600
44,365.2900
15,119.0000
152,575.4800
60,053.5200
41,161.5400
17,648.0100
160,044.0100
89,531.3000
38,888.3400
40,641.3400
53,564.6700
10,958.9100
87,432.8800
16,322.8310
547,247.6500
537,422.6850
422,904.1920
27,392.8990
567,301.6400
290,431.78
1,126,866.94
503,858.05
818,390.81
342,250.64
542,495.29
898,916.30
616,814.28
1,787,801.11
2,598,035.99
318,338.68
35,002.93
394,992.83
640,079.71
480,226.21
603,163.33
295,792.59
98,592.71
94,518.14
58,252.36
95,774.75
187,047.45
50,050.47
680,616.05
961,973.42
979,137.36
1,147,535.66
692,362.28
82,255.63
15,168,842.75
355,485.08
233,930.06
619,147.68
624,148.48
684,439.90
620,481.36
27,799.82
52,684.52
223,586.31
726,984.92
586,657.65
127,442.91
569,090.14
108,164.15
1,110,948.92
26,622.65
31,243.54
68,673.16
373,038.67
824.24
15,129.20
43,649.62
165,018.58
4,140.80
48,552.82
46,271.83
15,074.26
149,898.15
60,442.87
42,505.92
18,422.50
157,171.98
92,327.93
40,137.66
41,878.30
55,209.97
11,492.76
86,287.33
18,538.84
544,435.98
601,157.65
454,320.57
31,133.72
571,090.13
0.0015%
0.0054%
0.0024%
0.0037%
0.0016%
0.0025%
0.0042%
0.0029%
0.0083%
0.0123%
0.0015%
0.0002%
0.0018%
0.0030%
0.0021%
0.0027%
0.0013%
0.0004%
0.0004%
0.0003%
0.0004%
0.0008%
0.0002%
0.0032%
0.0046%
0.0046%
0.0054%
0.0033%
0.0004%
0.0717%
0.0017%
0.0011%
0.0029%
0.0029%
0.0032%
0.0029%
0.0001%
0.0002%
0.0010%
0.0034%
0.0027%
0.0006%
0.0027%
0.0005%
0.0053%
0.0001%
0.0001%
0.0003%
0.0017%
0.0000%
0.0001%
0.0002%
0.0008%
0.0000%
0.0002%
0.0002%
0.0001%
0.0008%
0.0003%
0.0002%
0.0001%
0.0008%
0.0005%
0.0002%
0.0002%
0.0003%
0.0001%
0.0004%
0.0001%
0.0027%
0.0028%
0.0022%
0.0001%
0.0030%
Stated
Security ID
31411J3E4
31412GQ38
31412MBF4
31412STR6
31412TKP7
31412TZM8
31413JKQ6
31413LTE9
31413MML8
31413TUG5
31413URG6
31414KEZ9
31414RWR2
31414SJN4
31415BFF1
31415QFG6
31415SNG3
31415ST85
31415WQA4
31415XH20
31416BMV7
31417D4Q3
31417HCS1
31417YYC5
31417YY84
31417Y2J5
31418AAP3
31418ABH0
31418ACE6
31418AKZ0
31418ALB2
31418AQ27
31418ARZ3
31418AS25
31418AXL7
31418AXV5
31418AYW2
31418AY36
31418AZ68
31418A3V8
31418A5H7
31419AZY6
36178EXG9
36179NLD8
36179NVN5
36181NWB6
36200JG46
36200MYU1
36200M7F4
36200NJ85
36200NLN9
36200NMQ1
36200NRC7
36200NSN2
36200NSV4
36200RBH4
36200SBY5
36200TYU6
36200WTD3
36201C6G4
36201FV87
36201YSQ0
36201YS80
36202EPZ6
36202FDW3
36202FGD2
36202FHY5
36202FJR8
36202FKP0
36202FMC7
36202FQ74
36202U3S0
36202XYY7
36203CJK9
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

FNMA POOL #0909897

FNMA POOL #0924874
FNMA POOL #0928938
FNMA POOL #0933560
FNMA POOL #0934202
FNMA POOL #0934648
FNMA POOL #0946803
FNMA POOL #0948849
FNMA POOL #0949563
FNMA POOL #0955183
FNMA POOL #0955987
FNMA POOL #0968252
FNMA POOL #0974156
FNMA POOL #0974669
FNMA POOL #0981766
FNMA POOL #0985867
FNMA POOL #0987891
FNMA POOL #0988075
FNMA POOL #0991549
FNMA POOL #0992249
FNMA POOL #0995072
FNMA POOL #0AB7130
FNMA POOL #0AB9980
FNMA POOL #0MA0706
FNMA POOL #0MA0734
FNMA POOL #0MA0776
FNMA POOL #0MA0913
FNMA POOL #0MA0939
FNMA POOL #0MA0968
FNMA POOL #0MA1211
FNMA POOL #0MA1221
FNMA POOL #0MA1372
FNMA POOL #0MA1403
FNMA POOL #0MA1436
FNMA POOL #0MA1582
FNMA POOL #0MA1591
FNMA POOL #0MA1624
FNMA POOL #0MA1629
FNMA POOL #0MA1664
FNMA POOL #0MA1711
FNMA POOL #0MA1747
FNMA POOL #0AE0758
GNMA POOL #0AA6979
GNMA POOL #0AF6942
GNMA POOL #0602419
GNMA POOL #0604723
GNMA POOL #0604894
GNMA POOL #0605187
GNMA POOL #0605233
GNMA POOL #0605267
GNMA POOL #0605383
GNMA POOL #0605425
GNMA POOL #0605432
GNMA POOL #0569840
GNMA POOL #0570755
GNMA POOL #0572323
GNMA POOL #0574848
GNMA POOL #0579671
GNMA POOL #0582139
GNMA POOL #0607227
GNMA POOL #0607243
GNMA POOL #0610209
GNMA POOL #0612827
GNMA POOL #0345066
Coupon
6.00
7.00
7.00
4.50
7.00
7.00
6.50
6.00
7.00
7.00
6.50
7.00
7.00
4.50
4.50
7.00
7.00
4.50
7.00
7.00
5.50
3.50
3.50
4.50
4.50
4.50
4.50
4.50
4.50
3.00
4.50
3.50
3.50
3.50
3.50
4.50
3.50
4.50
4.50
4.50
3.50
7.00
3.50
3.50
3.50
3.50
5.50
6.00
6.50
6.00
6.00
5.50
6.00
6.00
6.00
7.00
6.50
7.00
7.50
6.50
7.50
6.00
6.00
6.50
4.50
4.50
5.00
5.00
5.00
5.00
4.50
6.00
7.00
6.50
Maturity
3/1/2037
10/1/2037
12/1/2037
3/1/2038
11/1/2038
11/1/2038
9/1/2037
8/1/2037
11/1/2037
11/1/2037
10/1/2037
2/1/2038
2/1/2038
3/1/2038
4/1/2038
8/1/2038
9/1/2038
6/1/2038
11/1/2038
11/1/2038
8/1/2038
12/1/2042
7/1/2043
4/1/2031
5/1/2031
6/1/2031
11/1/2031
12/1/2031
12/1/2031
9/1/2027
9/1/2042
3/1/2043
4/1/2043
5/1/2043
9/1/2043
9/1/2043
10/1/2028
10/1/2043
11/1/2043
12/1/2043
1/1/2029
2/1/2039
9/15/2042
8/20/2043
12/20/2043
10/15/2043
6/15/2034
10/15/2033
12/15/2033
4/15/2034
5/15/2034
6/15/2034
4/15/2034
5/15/2034
5/15/2034
6/15/2032
1/15/2032
10/15/2031
11/15/2031
3/15/2032
5/15/2032
3/15/2034
4/15/2034
10/20/2037
1/20/2040
5/20/2040
7/20/2040
8/20/2040
9/20/2040
11/20/2040
3/20/2041
5/15/2033
5/15/2033
10/15/2023
Income
Market Value
Receivable
581,967.60
31,835.85
36,818.99
123,777.53
8,607.29
163,784.89
207,512.77
526,971.98
6,236.68
26,583.58
24,062.75
10,092.51
17,478.61
17,751.49
18,418.81
43,420.98
7,857.15
105,032.99
31,778.82
36,689.46
348,234.02
479,411.80
794,632.22
304,982.69
934,894.50
312,596.23
364,929.00
396,854.87
67,441.97
2,660,931.08
99,311.75
4,253,987.47
2,613,732.08
388,056.37
1,190,343.64
533,637.45
69,416.31
531,950.14
319,356.36
427,854.97
3,076,516.57
809,123.91
86,747.36
2,967,617.17
4,407,199.42
92,381.83
50,163.90
145,968.15
6,659.30
194,212.69
70,376.28
211,814.55
318,549.86
221,301.10
105,188.87
108,627.13
12,945.77
15,618.93
1,731.70
21,718.49
33,747.41
129,484.93
169,348.37
178,171.49
250,977.70
310,678.25
2,195,660.18
235,875.96
181,713.79
44,618.98
2,194,032.53
184,099.80
7,244.68
75,477.25
2,583.86
173.61
186.51
429.65
47.60
852.66
996.90
2,339.71
34.55
128.43
114.61
50.94
92.29
61.62
63.93
226.45
41.66
364.59
165.59
180.00
1,425.36
1,352.91
3,380.90
1,049.44
3,217.59
1,075.68
1,256.05
1,365.25
233.89
6,401.45
340.08
12,004.82
7,375.99
1,095.10
3,376.39
1,827.34
191.43
1,821.56
1,093.58
1,465.11
8,484.31
4,132.68
242.82
8,310.02
12,341.19
258.59
207.04
632.48
31.59
841.71
312.49
865.15
1,377.11
961.48
458.82
549.83
62.08
88.55
10.48
102.75
206.83
574.96
732.00
858.30
862.66
1,067.70
8,243.60
885.16
681.91
167.44
7,542.67
797.83
40.30
361.93
Par Value
Cost
% of MV
516,771.6800
29,762.3080
31,973.9760
114,573.8200
8,160.4220
146,169.9460
184,043.5400
467,941.2000
5,922.9420
22,015.9340
21,159.0900
8,732.1340
15,821.0380
16,431.5400
17,049.2400
38,820.7240
7,140.9140
97,223.0600
28,386.1090
30,856.8920
310,987.0920
463,854.1300
772,778.0580
279,851.9840
858,024.1200
286,848.6880
334,947.8200
364,066.9950
62,370.6160
2,560,581.8800
90,688.2060
4,115,938.8800
2,528,912.3600
375,463.3340
1,157,617.7900
487,291.1850
65,634.4500
485,750.4200
291,620.3500
390,695.8840
2,908,905.4400
708,458.9750
83,253.2200
2,849,149.5300
4,231,263.4800
88,660.7400
45,172.7600
126,496.5400
5,831.2100
168,341.9100
62,498.9200
188,759.4700
275,421.5900
192,295.2800
91,763.0200
94,255.9300
11,460.4900
15,180.5200
1,677.4000
18,968.6100
33,092.5100
114,991.4100
146,400.1500
158,454.9400
230,041.6100
284,720.2960
1,978,464.3660
212,437.7110
163,657.4620
40,185.3300
2,011,379.1880
159,565.0700
6,908.6400
66,817.6800
520,225.46
34,306.96
36,859.20
106,030.48
9,411.09
168,571.95
186,899.07
473,218.62
6,827.66
25,378.69
21,487.61
10,067.07
18,239.72
15,206.27
15,777.01
44,765.54
8,234.72
89,957.96
32,736.57
35,586.00
337,741.41
504,720.15
770,768.18
295,121.15
904,873.81
302,522.73
358,315.51
389,495.74
66,726.96
2,645,584.57
98,815.13
4,393,148.27
2,699,831.78
402,862.68
1,154,427.82
531,235.54
68,889.29
529,556.69
317,761.18
425,840.10
3,053,239.81
811,781.20
85,085.96
2,928,373.93
4,331,843.56
90,778.48
44,877.04
128,013.73
5,975.31
170,378.76
63,256.16
187,524.26
278,754.04
194,625.18
92,874.85
97,850.79
11,743.10
15,751.63
1,756.32
19,420.14
34,654.85
116,380.76
148,171.57
174,834.25
249,777.61
309,174.15
2,189,039.26
227,905.07
173,375.50
42,884.69
2,120,173.03
161,464.32
7,177.30
67,658.34
0.0027%
0.0001%
0.0002%
0.0006%
0.0000%
0.0008%
0.0010%
0.0024%
0.0000%
0.0001%
0.0001%
0.0000%
0.0001%
0.0001%
0.0001%
0.0002%
0.0000%
0.0005%
0.0001%
0.0002%
0.0016%
0.0022%
0.0037%
0.0014%
0.0043%
0.0015%
0.0017%
0.0018%
0.0003%
0.0124%
0.0005%
0.0198%
0.0121%
0.0018%
0.0055%
0.0025%
0.0003%
0.0025%
0.0015%
0.0020%
0.0143%
0.0038%
0.0004%
0.0138%
0.0205%
0.0004%
0.0002%
0.0007%
0.0000%
0.0009%
0.0003%
0.0010%
0.0015%
0.0010%
0.0005%
0.0005%
0.0001%
0.0001%
0.0000%
0.0001%
0.0002%
0.0006%
0.0008%
0.0008%
0.0012%
0.0014%
0.0102%
0.0011%
0.0008%
0.0002%
0.0102%
0.0009%
0.0000%
0.0004%
Stated
Security ID
36207K3C2
36208CHG5
36208LYX9
36208XTX9
36208YJC4
36209ACP3
36209BN20
36209DD68
36209WHE5
36210AMT1
36210AN94
36210BDE2
36211JJ57
36211SFC6
36212CCY5
36212N5R4
36212SK21
36212TBV5
36213BVR0
36213C6N5
36213DZU5
36213E4H6
36213E6G6
36213FM34
36213VJX7
36213XE83
36225AY53
36225BPZ5
36225BRX8
36225BSG4
36225BTD0
36225BUB2
36225BUE6
36225B2X5
36241LL79
36290STY7
36290YHG6
36291RRW4
36291YZG5
36292FDQ7
36296XE59
3128FDFM8
3128GS2V8
3128LXNQ9
3128MD3A9
3128MD4S9
3128M4W90
3128M5PM6
3128M8Z72
3128M96G2
3128NC3B8
31283HRL1
31283HZ65
31287QNC1
31292K4U8
31294KPY5
312946BH8
31296UYN5
312962VL4
3129634V0
312964CY3
312964MZ9
31297AAX2
312978P45
31298ATG8
31298CB32
31298HM47
31298SVX9
31307G2P3
3132GFUJ4
3132GFUL9
3132GFX44
3132GSPE3
3132GSSF7
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

GNMA POOL #0434695

GNMA POOL #0446731
GNMA POOL #0454426
GNMA POOL #0464166
GNMA POOL #0464759
GNMA POOL #0465478
GNMA POOL #0466709
GNMA POOL #0468225
GNMA POOL #0483629
GNMA POOL #0486470
GNMA POOL #0486516
GNMA POOL #0487101
GNMA POOL #0514284
GNMA POOL #0521363
GNMA POOL #0529387
GNMA POOL #0539156
GNMA POOL #0542213
GNMA POOL #0542852
GNMA POOL #0549724
GNMA POOL #0550877
GNMA POOL #0551655
GNMA POOL #0552624
GNMA POOL #0552671
GNMA POOL #0553078
GNMA POOL #0565578
GNMA POOL #0567259
GNMA POOL #0780732
GNMA POOL #0781340
GNMA POOL #0781402
GNMA POOL #0781419
GNMA POOL #0781448
GNMA POOL #0781478
GNMA POOL #0781481
GNMA POOL #0781690
GNMA POOL #0616267
GNMA POOL #0621331
GNMA POOL #0636001
GNMA POOL #0642543
GNMA POOL #0647311
GNMA POOL #0704056
FHLMC POOL #D7-1972
FHLMC POOL #E8-9788
FHLMC POOL #G0-2199
FHLMC POOL #G1-5093
FHLMC POOL #G1-5133
FHLMC POOL #G0-3072
FHLMC POOL #G0-3728
FHLMC POOL #G0-6766
FHLMC POOL #G0-7771
FHLMC POOL #1G-0794
FHLMC POOL #G0-1391
FHLMC POOL #G0-1665
FHLMC POOL #C6-4887
FHLMC POOL #C0-3535
FHLMC POOL #E0-1339
FHLMC POOL #A9-7240
FHLMC POOL #A1-9717
FHLMC POOL #B1-0619
FHLMC POOL #B1-1736
FHLMC POOL #B1-1887
FHLMC POOL #B1-2176
FHLMC POOL #A2-2722
FHLMC POOL #B3-1343
FHLMC POOL #C4-2351
FHLMC POOL #C4-3658
FHLMC POOL #C4-8479
FHLMC POOL #C5-6030
FHLMC POOL #J2-7982
FHLMC POOL #Q0-2385
FHLMC POOL #Q0-2387
FHLMC POOL #Q0-2499
FHLMC POOL #Q0-7321
FHLMC POOL #Q0-7418
Coupon
7.50
6.50
6.00
6.50
7.00
7.00
6.50
6.50
6.50
6.50
6.50
6.00
7.00
6.00
7.00
5.50
7.50
6.50
7.00
7.00
7.00
7.50
7.50
7.50
7.00
7.00
7.00
6.50
7.50
7.50
7.00
7.50
7.50
6.00
5.00
6.00
6.00
6.00
6.00
6.00
6.50
7.50
6.00
5.00
3.00
3.00
5.00
5.50
5.00
4.00
2.35
7.00
5.50
6.00
4.50
6.00
4.50
5.00
6.00
6.00
6.00
6.00
5.50
6.00
7.50
6.00
6.00
6.00
3.00
4.50
4.50
4.50
3.50
3.50
Maturity
2/15/2030
9/15/2028
12/15/2033
9/15/2028
8/15/2028
6/15/2028
9/15/2028
9/15/2028
9/15/2028
8/15/2028
9/15/2028
3/15/2035
7/15/2029
6/15/2035
4/15/2031
6/15/2034
12/15/2030
6/15/2031
6/15/2031
9/15/2031
9/15/2031
6/15/2032
7/15/2032
1/15/2033
9/15/2031
10/15/2031
3/15/2028
10/15/2031
2/15/2032
3/15/2032
5/15/2032
3/15/2032
1/15/2032
12/15/2033
7/20/2040
2/15/2034
9/15/2034
12/15/2034
7/15/2035
8/15/2035
11/15/2038
6/1/2026
5/1/2017
6/1/2036
4/1/2029
4/1/2029
11/1/2036
12/1/2035
9/1/2041
7/1/2044
4/1/2036
4/1/2032
3/1/2034
3/1/2032
8/1/2040
1/1/2018
3/1/2041
3/1/2034
11/1/2018
12/1/2018
1/1/2019
2/1/2019
11/1/2034
2/1/2032
9/1/2030
1/1/2030
3/1/2031
3/1/2031
4/1/2029
7/1/2041
8/1/2041
8/1/2041
3/1/2042
4/1/2042
Income
Market Value
Receivable
330.82
4,107.85
139,990.47
14,807.02
5,890.03
2,697.07
17,118.28
10,431.74
5,300.68
5,314.82
13,363.38
895,793.36
497.20
2,261,669.34
150,183.52
455,208.99
5,000.52
42,494.90
50,872.06
50,954.23
12,454.70
10,984.52
16,309.44
61,751.34
32,342.73
27,518.20
182,405.96
10,713.54
278,000.64
98,308.19
1,303,573.46
284,832.97
376,393.95
187,889.21
45,834.83
121,884.85
23,699.54
1,184,599.22
234,997.19
413,832.51
175,596.91
4,878.21
59,191.42
457,375.07
5,182,674.45
2,537,079.02
291,869.05
535,207.79
5,045,346.35
901,225.92
506,777.84
3,859.60
149,631.69
23,792.13
1,155,968.62
8,367.25
1,974,416.66
4,809.27
61,720.11
21,289.98
34,862.26
8,616.55
8,502.29
38,326.67
1,534.72
49,047.76
72,124.66
7,354.04
4,725,175.27
1,145,831.40
1,302,572.37
441,545.86
602,283.87
1,263,136.87
1.85
19.55
604.94
70.40
30.50
15.50
81.45
49.73
25.39
25.49
62.54
3,920.56
2.69
9,787.30
768.62
1,879.43
27.13
196.40
261.65
256.64
63.65
66.84
91.70
350.82
174.81
156.96
909.21
50.06
1,443.10
500.37
6,399.42
1,475.26
1,950.87
811.91
172.09
528.25
102.63
5,122.99
1,043.54
1,828.09
842.02
28.99
284.60
1,725.11
6,232.29
3,050.90
1,100.98
2,201.18
19,016.25
2,827.11
933.24
19.53
610.08
105.88
4,012.54
39.80
6,853.71
18.14
294.00
100.89
166.21
41.35
35.16
170.55
8.79
216.58
319.02
32.44
11,364.28
3,934.14
4,471.65
1,515.80
1,704.49
3,572.85
Par Value
Cost
% of MV
296.3800
3,609.4900
120,988.0800
12,996.8200
5,228.0100
2,656.3500
15,037.6700
9,180.9300
4,687.8000
4,705.0500
11,546.2300
784,112.2500
461.0500
1,957,460.4200
131,764.2000
410,057.5500
4,340.5400
36,259.0700
44,853.6000
43,995.4700
10,911.8700
10,694.0700
14,671.6400
56,131.9700
29,967.2300
26,907.1400
155,863.9000
9,242.5000
230,895.6200
80,059.4400
1,097,043.9600
236,040.9500
312,139.9400
162,382.2100
41,300.8210
105,650.5800
20,525.1200
1,024,598.0000
208,708.2900
365,618.4100
155,450.5260
4,637.6100
56,919.7500
414,026.5000
4,985,833.7310
2,440,719.4160
264,235.3220
480,257.2990
4,563,900.4880
848,132.8100
474,768.9200
3,347.6700
133,108.8800
21,176.6100
1,070,011.9900
7,959.3300
1,827,655.8930
4,352.9900
58,799.5400
20,177.2100
33,242.3600
8,269.4800
7,671.3990
34,109.9900
1,406.9700
43,315.0200
63,803.4200
6,487.5600
4,545,710.6170
1,049,104.0100
1,192,438.7300
404,212.7660
584,395.5220
1,224,978.7810
309.57
3,606.20
122,443.53
12,986.37
5,146.85
2,614.98
15,026.28
9,174.21
4,683.70
4,575.73
11,225.49
794,980.20
476.90
1,997,026.52
136,665.69
407,373.71
4,539.38
37,108.49
46,528.30
45,647.34
11,321.06
11,199.65
15,366.63
58,728.94
31,092.23
27,919.16
157,344.03
9,363.98
241,384.88
83,702.34
1,150,094.23
246,781.68
326,398.31
164,335.69
44,000.30
106,925.35
20,935.46
1,045,159.40
212,931.86
373,026.03
165,000.18
4,583.08
57,096.09
394,564.34
5,171,244.42
2,531,483.67
283,611.62
493,903.12
4,867,475.30
898,750.31
468,008.98
3,432.10
140,920.38
21,441.83
1,112,283.04
8,038.45
1,856,582.44
4,208.72
59,484.29
20,413.35
33,640.03
8,369.74
8,258.25
34,537.19
1,397.43
43,832.86
64,586.55
6,567.22
4,707,071.59
1,107,944.33
1,259,337.43
426,890.06
624,784.34
1,255,778.84
0.0000%
0.0000%
0.0007%
0.0001%
0.0000%
0.0000%
0.0001%
0.0000%
0.0000%
0.0000%
0.0001%
0.0042%
0.0000%
0.0105%
0.0007%
0.0021%
0.0000%
0.0002%
0.0002%
0.0002%
0.0001%
0.0001%
0.0001%
0.0003%
0.0002%
0.0001%
0.0008%
0.0000%
0.0013%
0.0005%
0.0061%
0.0013%
0.0017%
0.0009%
0.0002%
0.0006%
0.0001%
0.0055%
0.0011%
0.0019%
0.0008%
0.0000%
0.0003%
0.0021%
0.0241%
0.0118%
0.0014%
0.0025%
0.0234%
0.0042%
0.0024%
0.0000%
0.0007%
0.0001%
0.0054%
0.0000%
0.0092%
0.0000%
0.0003%
0.0001%
0.0002%
0.0000%
0.0000%
0.0002%
0.0000%
0.0002%
0.0003%
0.0000%
0.0219%
0.0053%
0.0060%
0.0021%
0.0028%
0.0059%
Stated
Security ID
3132GTD53
3132GTEF0
3132GTR33
3132GUKV5
3132J65C4
3132J72F8
3132KEJM8
3132L5FG3
3132M3T64
31365DMZ5
31370UT83
31371UBM0
31374GNS2
31374MME1
31374TK99
3138ADGA7
3138AK6U8
3138ALH75
3138ANWB5
3138ASNS7
3138ASSC7
3138ASSD5
3138AWNQ2
3138A53N0
3138A94H4
3138EGB45
3138EGSY1
3138EGUT9
3138EG5D2
3138EHTX0
3138EJE38
3138EJKC1
3138EJPK8
3138EJSM1
3138EJT81
3138ELX73
3138ENCM9
3138E0RS0
3138LQ6U3
3138LUVH5
3138MA6W3
3138MEDC1
3138MFSZ1
3138MFUL9
3138MF2H9
3138MGZE8
3138MJHA0
3138MJHF9
3138MJTX7
3138MLKZ6
3138MMAE2
3138MQTX1
3138MRLK5
3138MSC80
3138M5SK6
3138M8ND1
3138M95B3
3138NWHG7
3138NXJH1
3138NYGK5
3138WCDS9
3138WMBN0
3138WMXY2
3138WSYV4
3138WTT89
3138W1TG2
3138W22F1
3138W75X8
3138XPM91
3138XQDM0
3138XRDS5
3138XTAS4
31382W4S8
31383QYH1
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
POOL #Q0-7924
POOL #Q0-7934
POOL #Q0-8306
POOL #Q0-9008
POOL #Q1-5842
POOL #Q1-6673
POOL #V6-0268
POOL #V8-0167
POOL #Q2-3573
POOL #0124676
POOL #0241875
POOL #0262044
POOL #0313701
POOL #0318157
POOL #0323520
POOL #0AI0192
POOL #0AI6282
POOL #0AI6553
POOL #0AI8741
POOL #0AJ1300
POOL #0AJ1414
POOL #0AJ1415
POOL #0AJ4898
POOL #0AH4404
POOL #0AH8023
POOL #0AL0058
POOL #0AL0534
POOL #0AL0593
POOL #0AL0843
POOL #0AL1465
POOL #0AL1953
POOL #0AL2090
POOL #0AL2225
POOL #0AL2323
POOL #0AL2374
POOL #0AL4301
POOL #0AL5475
POOL #0AJ7696
POOL #0AO0882
POOL #0AO4215
POOL #0AP7184
POOL #0AP9998
POOL #0AQ0535
POOL #0AQ0586
POOL #0AQ0775
POOL #0AQ1640
POOL #0AQ2924
POOL #0AQ2929
POOL #0AQ3265
POOL #0AQ4811
POOL #0AQ5404
POOL #0AQ8665
POOL #0AQ9329
POOL #0AQ9994
POOL #0AP2321
POOL #0AP4887
POOL #0AP6241
POOL #0AR0230
POOL #0AR1163
POOL #0AR2001
POOL #0AS2812
POOL #0AT0044
POOL #0AT0694
POOL #0AT5223
POOL #0AT5974
POOL #0AR4150
POOL #0AR5273
POOL #0AR9861
POOL #0AW0383
POOL #0AW1007
POOL #0AW1912
POOL #0AW3616
POOL #0495033
POOL #0510212
Coupon
3.50
3.50
3.50
4.00
3.00
3.00
3.00
3.00
3.50
7.00
7.00
6.00
7.00
7.00
2.28
4.50
4.50
4.50
4.50
2.93
4.50
4.50
4.00
4.00
4.50
5.00
3.98
3.30
3.50
3.50
4.50
4.00
5.50
5.50
4.00
4.50
4.00
4.50
3.50
3.50
3.50
3.50
3.00
3.00
3.50
3.50
3.50
3.50
3.00
3.50
3.00
3.50
3.50
3.00
3.00
3.50
3.50
3.50
3.50
3.00
3.00
3.00
3.00
3.00
3.00
3.00
3.00
3.50
4.00
4.00
4.00
4.00
7.00
7.00
Income
Maturity
Market Value
Receivable
5/1/2042
5/1/2042
5/1/2042
6/1/2042
2/1/2043
3/1/2043
9/1/2028
7/1/2043
12/1/2043
2/1/2023
10/1/2023
12/1/2023
9/1/2027
7/1/2025
3/1/2025
4/1/2026
7/1/2041
7/1/2041
9/1/2041
10/1/2041
9/1/2041
9/1/2041
1/1/2042
1/1/2041
4/1/2041
1/1/2018
4/1/2040
7/1/2041
10/1/2026
2/1/2027
1/1/2027
8/1/2026
12/1/2038
1/1/2038
12/1/2041
4/1/2042
6/1/2044
12/1/2041
4/1/2042
7/1/2042
10/1/2042
10/1/2042
11/1/2042
10/1/2042
11/1/2042
10/1/2042
1/1/2043
1/1/2043
11/1/2042
11/1/2042
12/1/2042
12/1/2042
1/1/2043
2/1/2043
10/1/2042
9/1/2042
10/1/2042
1/1/2043
12/1/2042
2/1/2043
6/1/2044
4/1/2043
3/1/2043
5/1/2043
5/1/2043
2/1/2043
2/1/2043
4/1/2043
3/1/2044
5/1/2044
5/1/2044
6/1/2044
6/1/2029
9/1/2029
448,007.18
377,960.65
990,436.52
3,286,541.98
2,079,804.21
2,031,939.25
2,233,731.54
7,702,600.54
1,124,402.67
28,186.16
6,212.57
3,228.33
5,816.71
7,395.56
110,730.55
4,549.22
353,247.49
151,053.55
341,881.92
265,574.23
621,038.82
687,846.09
1,108,930.01
1,592,537.77
470,801.25
668,552.11
862,738.37
71,921.23
1,402,662.37
809,298.29
609,723.82
2,165,474.34
1,708,169.43
1,084,921.17
2,201,212.40
640,203.81
1,685,727.94
757,179.12
125,966.76
83,317.38
401,781.93
280,443.09
951,461.75
63,665.88
65,576.66
193,562.71
469,102.49
67,001.04
215,932.97
288,670.69
350,476.12
32,487.32
1,555,988.09
75,960.15
49,450.76
224,380.73
124,271.20
58,335.72
36,177.02
396,662.29
199,284.90
36,644.43
65,181.24
25,664.93
1,481,941.59
112,606.47
71,917.39
24,172.15
595,748.22
4,851,000.44
541,718.77
2,296,622.75
37,082.69
22,771.54
1,269.12
1,069.64
2,805.72
10,309.07
5,209.51
5,099.02
2,686.19
19,245.72
3,178.50
150.14
33.65
14.33
30.31
40.76
196.06
16.13
1,224.91
523.25
1,184.34
619.03
2,153.39
2,382.51
3,480.80
5,002.93
1,632.07
2,635.41
2,683.32
189.02
3,867.19
2,231.64
2,141.18
6,749.62
6,976.70
4,404.31
6,876.45
2,218.92
5,277.68
2,625.04
355.78
235.32
1,136.74
793.44
2,378.06
159.03
185.39
547.64
1,327.20
189.42
539.36
816.72
875.43
91.85
4,402.61
189.85
123.60
634.83
351.33
164.92
102.28
991.41
498.09
91.53
162.81
64.11
3,697.05
281.27
179.64
68.34
1,865.15
15,187.38
1,696.00
7,190.20
200.91
123.04
Par Value
Cost
% of MV
435,127.4090
366,734.8920
961,962.4360
3,092,721.1460
2,083,805.1150
2,039,608.1800
2,148,955.2540
7,698,289.4970
1,089,769.7820
25,739.1400
5,768.7200
2,866.7000
5,196.0900
6,987.3600
103,235.6400
4,301.3350
326,642.4650
139,533.6490
315,823.3390
253,960.6140
574,238.3920
635,335.6030
1,044,239.3850
1,500,879.0850
435,217.8390
632,498.2200
809,042.2350
68,734.6920
1,325,893.1530
765,134.7120
570,982.6520
2,024,886.4690
1,522,188.4430
960,940.6090
2,062,933.9380
591,712.9380
1,583,304.0000
700,009.3600
121,980.4410
80,680.7360
389,738.9990
272,037.1400
951,223.9480
63,610.5380
63,563.6040
187,760.8940
455,041.7020
64,944.2580
215,745.2730
280,018.1340
350,171.4710
31,490.0270
1,509,466.3340
75,941.1690
49,438.4020
217,655.1880
120,455.1790
56,544.9410
35,066.4640
396,563.1510
199,235.0900
36,612.5760
65,124.5770
25,642.6170
1,478,821.2800
112,508.5900
71,854.8770
23,429.8900
559,545.6220
4,556,213.4280
508,799.4420
2,157,060.9100
34,442.0200
21,093.1600
463,654.77
392,090.95
1,025,029.53
3,332,377.84
2,022,670.60
2,005,355.69
2,228,869.53
7,586,954.68
1,117,524.75
25,649.32
5,839.63
2,832.19
5,378.59
7,081.11
104,343.24
4,522.35
352,959.28
150,775.56
341,367.91
261,642.47
620,684.21
686,723.11
1,122,476.28
1,606,826.31
470,279.81
667,236.22
849,981.15
71,277.88
1,388,163.50
802,781.98
610,158.85
2,154,614.50
1,681,612.10
1,055,624.08
2,173,885.82
639,579.79
1,679,644.63
754,609.00
130,705.07
86,454.57
398,891.11
278,425.29
936,434.03
62,661.10
66,952.98
192,170.02
465,727.97
68,408.21
212,525.00
286,593.85
344,944.60
33,169.39
1,544,914.90
74,779.72
48,682.31
222,766.19
128,825.24
59,560.88
36,936.56
391,488.32
196,187.73
36,066.02
64,152.43
25,259.83
1,553,007.35
110,829.15
70,782.27
24,680.08
592,074.74
4,821,094.55
538,379.12
2,288,901.11
35,712.83
21,875.66
0.0021%
0.0018%
0.0046%
0.0153%
0.0097%
0.0094%
0.0104%
0.0358%
0.0052%
0.0001%
0.0000%
0.0000%
0.0000%
0.0000%
0.0005%
0.0000%
0.0016%
0.0007%
0.0016%
0.0012%
0.0029%
0.0032%
0.0051%
0.0074%
0.0022%
0.0031%
0.0040%
0.0003%
0.0065%
0.0038%
0.0028%
0.0101%
0.0079%
0.0050%
0.0102%
0.0030%
0.0078%
0.0035%
0.0006%
0.0004%
0.0019%
0.0013%
0.0044%
0.0003%
0.0003%
0.0009%
0.0022%
0.0003%
0.0010%
0.0013%
0.0016%
0.0002%
0.0072%
0.0004%
0.0002%
0.0010%
0.0006%
0.0003%
0.0002%
0.0018%
0.0009%
0.0002%
0.0003%
0.0001%
0.0069%
0.0005%
0.0003%
0.0001%
0.0028%
0.0225%
0.0025%
0.0107%
0.0002%
0.0001%
Stated
Security ID
31383VLC5
31384JCX5
31384MQ62
31384RBN0
31384VZ21
31384WA83
31384WJZ4
31384XHJ0
31384X2U1
31385AV95
31385EDJ5
31385HUU4
31385WWD7
31386B4Z4
31387N3R6
31388JZD0
31388LYN4
31388PCR0
31389NBG9
31389R3L8
31389VGH4
31389VMP9
31390C5R3
31390LE85
31390QRZ0
31391NTK7
31391S5Y2
31402CTT9
31402C4H2
31402DGM6
31402RJV2
31410GRM7
31410K6G4
31416BRY6
31416BTG3
31416WP55
31416WP63
31416YVF2
31416YYV4
31416Y3P1
31417CDF9
31417DU50
31417DU68
31417ECJ8
31417EJB8
31417EJC6
31417EJJ1
31417EKK6
31417EMR9
31417ETX9
31417EWJ6
31417FSB5
31417FU30
31417FY44
31417F4K1
31417GAS5
31417GBB1
31417GH58
31417GLV6
31417GLW4
31417GLX2
31417GL95
31417LC52
31417VDP5
31418AGW2
31418STH2
31418TD46
31418THN0
31418WPL8
36179MAX8
36179MK74
36179MQP8
36179MSX9
36179NF78
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

FNMA POOL #0514323

FNMA POOL #0524886
FNMA POOL #0527977
FNMA POOL #0531145
FNMA POOL #0535461
FNMA POOL #0535631
FNMA POOL #0535880
FNMA POOL #0536733
FNMA POOL #0537287
FNMA POOL #0538940
FNMA POOL #0542005
FNMA POOL #0545195
FNMA POOL #0555144
FNMA POOL #0558940
FNMA POOL #0589508
FNMA POOL #0606540
FNMA POOL #0608317
FNMA POOL #0610380
FNMA POOL #0630139
FNMA POOL #0633603
FNMA POOL #0636600
FNMA POOL #0636766
FNMA POOL #0642656
FNMA POOL #0649159
FNMA POOL #0653104
FNMA POOL #0672054
FNMA POOL #0675963
FNMA POOL #0725162
FNMA POOL #0725424
FNMA POOL #0725704
FNMA POOL #0735676
FNMA POOL #0888892
FNMA POOL #0890171
FNMA POOL #0995203
FNMA POOL #0995251
FNMA POOL #0AB1343
FNMA POOL #0AB1344
FNMA POOL #0AB3313
FNMA POOL #0AB3423
FNMA POOL #0AB3505
FNMA POOL #0AB5501
FNMA POOL #0AB6903
FNMA POOL #0AB6904
FNMA POOL #0AB7272
FNMA POOL #0AB7457
FNMA POOL #0AB7458
FNMA POOL #0AB7464
FNMA POOL #0AB7497
FNMA POOL #0AB7567
FNMA POOL #0AB7765
FNMA POOL #0AB7848
FNMA POOL #0AB8613
FNMA POOL #0AB8701
FNMA POOL #0AB8830
FNMA POOL #0AB8925
FNMA POOL #0AB9016
FNMA POOL #0AB9033
FNMA POOL #0AB9251
FNMA POOL #0AB9339
FNMA POOL #0AB9340
FNMA POOL #0AB9341
FNMA POOL #0AB9351
FNMA POOL #0AC1891
FNMA POOL #0AC8209
FNMA POOL #0MA1112
FNMA POOL #0AD5051
FNMA POOL #0AD5522
FNMA POOL #0AD5636
FNMA POOL #0AD8526
Coupon
7.00
7.00
7.50
7.00
7.00
7.00
7.00
7.00
7.00
7.00
7.00
7.00
7.00
7.00
7.00
7.00
7.00
7.00
7.00
7.00
7.00
7.00
7.00
7.00
7.00
7.00
7.00
6.00
5.50
6.00
5.00
7.50
5.00
5.00
6.00
4.50
4.50
4.50
4.50
4.00
3.50
3.00
3.00
3.00
3.00
3.00
3.50
3.00
3.00
3.00
3.00
3.00
3.00
3.00
3.00
3.00
3.00
3.00
3.00
3.00
3.00
3.00
4.50
4.50
4.00
4.50
4.50
4.50
4.50
3.50
3.50
3.50
3.50
3.50
Maturity
9/1/2029
2/1/2015
1/1/2030
5/1/2030
7/1/2015
12/1/2015
2/1/2031
6/1/2030
5/1/2030
6/1/2030
6/1/2030
9/1/2031
10/1/2032
12/1/2030
8/1/2031
9/1/2031
9/1/2031
10/1/2031
2/1/2032
3/1/2032
4/1/2032
5/1/2032
7/1/2032
7/1/2032
7/1/2032
12/1/2032
2/1/2032
2/1/2034
4/1/2034
8/1/2034
7/1/2035
11/1/2037
2/1/2024
7/1/2035
11/1/2038
8/1/2040
8/1/2040
7/1/2041
8/1/2041
9/1/2041
7/1/2042
11/1/2042
11/1/2042
12/1/2042
1/1/2043
1/1/2043
1/1/2043
1/1/2043
1/1/2043
2/1/2043
2/1/2043
3/1/2043
3/1/2043
3/1/2043
4/1/2043
4/1/2043
4/1/2043
5/1/2043
5/1/2043
5/1/2043
5/1/2043
5/1/2043
9/1/2024
12/1/2024
7/1/2042
4/1/2040
6/1/2040
4/1/2025
8/1/2040
4/20/2042
8/20/2042
10/20/2042
11/20/2042
6/20/2043
Income
Market Value
Receivable
6,657.13
1,978.90
941.85
14,146.00
1,049.14
5,987.97
14,606.43
76,638.56
6,232.94
3,627.25
3,339.19
1,467.61
26,510.78
3,818.25
1,179.64
2,024.34
1,469.59
24,916.01
33,604.64
7,727.01
38,864.50
3,537.29
22,820.40
3,059.19
455.42
2,784.24
3,588.01
709,262.77
1,204,035.45
327,346.79
2,063,422.18
55,593.59
118,037.94
875,087.83
290,677.91
156,941.05
255,847.37
1,448,728.72
1,492,135.25
4,179,411.07
735,747.09
892,560.91
364,812.36
182,538.68
1,066,573.49
123,512.84
473,504.78
121,711.43
199,163.66
332,004.17
1,349,485.71
161,530.50
73,016.05
27,283.57
411,532.90
66,693.53
23,854.95
67,657.27
1,268,760.78
505,814.82
390,004.12
187,762.51
248,391.72
399,735.25
209,518.36
1,395,923.31
790,192.70
273,122.97
189,072.05
2,093,274.21
1,533,004.34
762,956.62
759,911.07
6,643,378.22
34.64
11.50
5.66
79.85
6.04
34.08
75.97
412.02
36.24
20.45
18.12
7.40
133.49
21.48
5.98
11.12
7.57
133.88
172.26
43.11
207.00
19.25
126.89
15.48
2.55
15.14
18.38
3,123.71
4,912.75
1,442.25
7,780.77
306.98
455.18
3,298.95
1,285.00
538.06
878.17
5,018.92
5,172.17
13,086.63
2,080.32
2,229.46
911.24
456.23
2,664.12
308.70
1,339.76
304.20
497.78
829.29
3,379.87
404.65
182.38
68.15
1,028.58
166.59
59.59
169.00
3,169.14
1,264.22
974.77
469.29
874.01
1,402.62
657.75
4,789.83
2,712.16
959.16
648.95
5,860.98
4,292.27
2,136.21
2,127.68
18,603.01
Par Value
Cost
% of MV
5,938.0300
1,971.1900
905.5400
13,688.9300
1,035.4500
5,842.5500
13,023.2000
70,631.3600
6,212.3200
3,505.3000
3,105.7600
1,269.3500
22,883.3200
3,682.5800
1,024.9100
1,906.7500
1,296.9900
22,951.3700
29,530.6000
7,389.6000
35,486.2100
3,299.5300
21,752.1500
2,653.1300
436.5900
2,594.8200
3,150.3300
624,741.4900
1,071,873.4560
288,449.3900
1,867,384.1900
49,116.5900
109,242.8000
791,748.3980
257,000.5610
143,482.3980
234,178.8020
1,338,379.3460
1,379,244.1190
3,925,988.5070
713,251.1470
891,785.0530
364,495.2540
182,493.0560
1,065,646.3820
123,481.9690
459,347.6890
121,681.0080
199,113.8770
331,715.5790
1,351,946.2520
161,859.0690
72,952.5770
27,259.8580
411,430.0400
66,635.5610
23,834.2190
67,598.4590
1,267,657.9150
505,688.3990
389,906.6420
187,715.5860
233,069.7200
374,031.7850
197,323.7510
1,277,288.7300
723,242.1680
255,776.2270
173,052.5760
2,009,478.9400
1,471,637.0770
732,414.9180
729,491.2870
6,378,173.7600
6,158.33
1,976.72
888.04
13,964.85
1,041.08
5,888.51
13,411.58
72,060.01
6,337.96
3,576.20
3,170.02
1,295.65
23,780.38
3,821.80
1,064.40
1,964.26
1,346.99
23,834.50
30,674.30
7,676.27
36,864.56
3,428.13
22,601.11
2,756.93
453.69
2,697.42
3,273.60
634,933.09
1,174,135.12
290,167.61
2,019,211.27
51,110.44
113,481.80
850,868.89
282,927.38
150,334.02
245,158.79
1,446,833.74
1,450,954.66
4,155,359.25
756,891.07
927,569.26
359,944.64
180,157.71
1,050,238.83
121,593.44
470,135.08
119,820.01
196,565.82
326,763.97
1,332,957.44
168,234.85
71,863.58
26,852.95
406,164.91
65,640.83
23,478.43
70,784.60
1,308,507.91
529,216.47
384,916.91
196,449.41
244,671.56
392,754.97
212,066.10
1,307,848.98
793,583.81
268,670.88
181,166.59
2,097,153.49
1,518,682.83
794,434.80
792,911.86
6,482,176.62
0.0000%
0.0000%
0.0000%
0.0001%
0.0000%
0.0000%
0.0001%
0.0004%
0.0000%
0.0000%
0.0000%
0.0000%
0.0001%
0.0000%
0.0000%
0.0000%
0.0000%
0.0001%
0.0002%
0.0000%
0.0002%
0.0000%
0.0001%
0.0000%
0.0000%
0.0000%
0.0000%
0.0033%
0.0056%
0.0015%
0.0096%
0.0003%
0.0005%
0.0041%
0.0013%
0.0007%
0.0012%
0.0067%
0.0069%
0.0194%
0.0034%
0.0041%
0.0017%
0.0008%
0.0050%
0.0006%
0.0022%
0.0006%
0.0009%
0.0015%
0.0063%
0.0008%
0.0003%
0.0001%
0.0019%
0.0003%
0.0001%
0.0003%
0.0059%
0.0023%
0.0018%
0.0009%
0.0012%
0.0019%
0.0010%
0.0065%
0.0037%
0.0013%
0.0009%
0.0097%
0.0071%
0.0035%
0.0035%
0.0308%
Stated
Security ID
36179QDZ1
36179QL66
3620AATA6
3620ALWD2
3620AYP75
36200RBH4
36200RSM5
36200SCC2
36200XW96
36201CXH2
36201C4S0
36201E7L8
36201FMR5
36201FR58
36201UA61
36202EQM4
36202ETA7
36202EZH5
36202FB62
36202FCR5
36202FFA9
36202FGH3
36202FG26
36202FLT1
36202FNA0
36202FQB5
36203Q6N6
36207LJ33
36210CJY0
36210XY84
36211C2U5
36212M6V6
36212S7K6
36213DS25
36213EEG7
36213JGL3
36213VNM6
36213WEC6
36213XJ47
36213XJ54
36213XK94
36224S4N9
36225BPM4
36225BUV8
36225BWH7
36225BXM5
36230MEP8
36241KWK0
36295HQY9
36295NC54
36295QGJ3
36295QN97
36295RKM9
36295UCH2
36296E5V4
36296HAV1
36296QBZ1
36296Y4R0
3128JQL63
3128KKGC7
3128MCLX1
3128MJAX8
3128MJE22
3128MJQ45
3128MJUV0
3128MMAS2
3128M5W63
3128P7TC7
3128P7TE3
3128P7TP8
31283H4Z5
31292GUE4
31292KYV3
31292KZ67
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME


GNMA POOL #0724245
GNMA POOL #0733344
GNMA POOL #0743946
GNMA POOL #0569840
GNMA POOL #0570324
GNMA POOL #0570767
GNMA POOL #0575872
GNMA POOL #0579480
GNMA POOL #0579633
GNMA POOL #0581499
GNMA POOL #0581868
GNMA POOL #0582008
GNMA POOL #0593229
GNMA POOL #0356477
GNMA POOL #0435082
GNMA POOL #0488179
GNMA POOL #0505735
GNMA POOL #0509387
GNMA POOL #0538284
GNMA POOL #0542798
GNMA POOL #0551437
GNMA POOL #0551935
GNMA POOL #0555603
GNMA POOL #0565696
GNMA POOL #0566331
GNMA POOL #0567383
GNMA POOL #0567384
GNMA POOL #0567420
GNMA POOL #0337529
GNMA POOL #0781328
GNMA POOL #0781496
GNMA POOL #0781548
GNMA POOL #0781584
GNMA POOL #0752842
GNMA POOL #0782450
GNMA POOL #0671071
GNMA POOL #0675192
GNMA POOL #0677101
GNMA POOL #0677316
GNMA POOL #0678100
GNMA POOL #0680572
GNMA POOL #0689460
GNMA POOL #0691320
GNMA POOL #0697656
GNMA POOL #0705632
FHLMC POOL #1B-4948
FHLMC POOL #A5-6495
FHLMC POOL #G1-3742
FHLMC POOL #G0-8021
FHLMC POOL #G0-8152
FHLMC POOL #G0-8474
FHLMC POOL #G0-8595
FHLMC POOL #G1-8016
FHLMC POOL #G0-3969
FHLMC POOL #C9-1447
FHLMC POOL #C9-1449
FHLMC POOL #C9-1458
FHLMC POOL #G0-1740
FHLMC POOL #C0-0581
FHLMC POOL #C0-3424
FHLMC POOL #C0-3465
Coupon
4.00
4.00
5.50
5.50
5.50
7.00
6.00
6.00
6.00
6.00
6.00
7.00
6.00
7.00
7.00
6.00
6.00
6.00
6.00
6.00
6.50
6.50
6.00
6.50
5.50
5.50
6.50
7.00
6.50
7.00
7.00
6.00
6.00
7.00
6.00
6.00
6.00
6.00
6.00
6.00
6.00
6.50
7.00
6.50
7.00
7.00
3.95
5.50
6.50
5.50
5.50
5.50
5.50
6.50
6.00
6.50
6.50
5.50
3.77
5.50
5.50
5.50
6.50
4.00
4.00
5.00
6.00
3.50
4.00
3.50
5.50
7.00
6.00
5.00
Maturity
5/20/2044
8/20/2044
8/15/2039
4/15/2040
8/15/2040
6/15/2032
2/15/2032
2/15/2032
12/15/2031
2/15/2032
2/15/2032
1/15/2033
1/15/2032
6/15/2032
9/15/2032
12/20/2037
5/20/2038
1/20/2039
10/20/2039
11/20/2039
3/20/2040
5/20/2040
6/20/2040
10/20/2040
12/20/2040
2/20/2041
11/15/2023
4/15/2031
12/15/2028
7/15/2029
7/15/2029
12/15/2031
5/15/2031
6/15/2031
12/15/2031
11/15/2031
5/15/2032
1/15/2032
12/15/2031
12/15/2031
1/15/2032
11/15/2023
9/15/2031
9/15/2032
11/15/2032
5/15/2032
7/15/2025
11/15/2038
10/15/2037
3/15/2038
7/15/2038
9/15/2038
1/15/2039
7/15/2040
7/15/2038
8/15/2038
10/15/2038
12/15/2038
7/1/2040
1/1/2037
7/1/2024
11/1/2034
9/1/2036
1/1/2042
7/1/2044
10/1/2019
2/1/2038
5/1/2032
5/1/2032
5/1/2032
12/1/2034
2/1/2028
10/1/2039
4/1/2040
Income
Market Value
Receivable
3,154,938.13
8,000,009.76
31,893.60
109,113.98
54,131.68
27,045.67
5,113.46
2,144.17
769.09
1,989.36
1,159.41
21,015.45
4,906.41
29,179.87
3,588.93
197,741.93
193,955.95
657,964.19
877,579.99
164,199.07
208,865.54
763,067.19
1,327,163.31
132,153.53
997,230.78
503,771.95
63,803.35
3,396.59
15,115.90
2,227.62
12,313.70
1,265.74
6,049.19
4,433.99
2,714.02
1,963.34
3,676.75
4,351.66
1,198.31
28,039.00
2,638.33
7,698.83
34,194.54
10,932.70
20,002.25
16,185.47
1,128,761.00
95,143.96
160,471.17
84,726.09
35,428.45
64,266.90
453,846.68
284,832.41
141,976.46
27,088.01
71,220.30
99,229.40
1,798,747.36
512,209.28
185,612.11
273,453.24
893,366.40
500,869.56
2,006,448.43
39,276.33
1,452,191.66
2,479,861.17
2,455,922.77
340,096.65
194,890.96
40,533.45
755,020.78
524,468.19
5,584.29
14,160.13
131.67
447.39
223.66
136.89
22.70
9.52
3.41
8.72
5.15
116.24
21.79
148.52
18.27
877.93
861.66
2,922.16
3,848.70
720.21
969.38
3,562.80
5,826.62
636.62
4,032.57
2,035.24
304.26
18.16
71.96
12.90
63.13
5.48
26.13
24.94
12.05
8.72
16.33
18.80
5.32
122.95
11.58
36.84
169.42
50.85
98.60
80.43
3,561.03
392.92
740.40
349.90
146.37
265.41
1,873.49
1,321.50
630.78
128.68
338.23
409.79
5,402.29
2,118.97
778.79
1,115.45
4,287.41
1,576.70
6,316.14
153.25
6,459.47
6,905.01
7,635.65
946.98
794.13
204.84
3,355.80
1,983.83
Par Value
Cost
% of MV
2,956,387.1700
7,496,542.0000
28,727.2820
97,612.3220
48,798.0500
23,467.5700
4,540.6600
1,904.0500
682.9700
1,744.8800
1,029.5700
19,926.2800
4,357.1100
25,460.5900
3,131.4600
175,586.4370
172,331.7610
584,431.0740
769,739.4890
144,041.8560
178,962.6720
657,748.5040
1,165,323.2200
117,529.3530
879,834.4630
444,051.4690
56,171.8400
3,112.3100
13,284.6200
2,212.0300
10,823.0400
1,096.5400
5,226.4400
4,274.7600
2,410.1100
1,743.5500
3,265.1200
3,759.7900
1,064.3000
24,590.8700
2,316.3200
6,800.6700
29,043.4000
9,387.1900
16,902.5000
13,787.3100
1,081,831.1600
85,727.6320
136,688.7040
76,341.5060
31,934.4950
57,906.9800
408,760.4040
243,969.8910
126,156.4410
23,756.8300
62,442.7240
89,408.7420
1,716,493.0100
462,320.3000
169,916.8900
243,370.2400
791,521.3500
473,009.3100
1,894,842.2200
36,781.1000
1,291,893.5100
2,367,431.8300
2,290,694.9400
324,677.7100
173,264.1300
35,116.0900
671,159.4100
476,118.3700
3,149,476.21
7,988,749.48
31,951.33
108,594.59
54,294.80
24,484.18
4,525.13
1,945.76
697.82
1,738.85
1,052.11
20,800.87
4,343.16
26,472.86
3,267.48
197,132.72
193,516.49
656,470.90
864,894.33
161,853.71
197,310.11
725,225.14
1,309,726.11
129,605.43
977,241.42
493,240.51
55,779.22
3,243.48
13,774.69
2,294.65
11,264.74
1,120.20
5,209.09
4,441.56
2,462.11
1,781.46
3,336.77
3,747.51
1,087.70
24,507.83
2,366.52
6,753.11
30,181.86
9,762.20
17,642.19
14,385.41
1,081,291.38
95,320.22
155,269.82
84,859.84
35,502.90
64,382.11
454,530.21
277,134.56
141,657.14
26,808.72
70,931.05
99,416.68
1,785,368.80
502,165.47
179,126.05
246,158.01
880,458.98
494,272.52
2,004,360.10
37,030.77
1,407,554.94
2,495,051.21
2,448,118.06
344,817.85
175,062.78
35,345.67
724,852.18
494,310.17
0.0146%
0.0371%
0.0001%
0.0005%
0.0003%
0.0001%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0001%
0.0000%
0.0001%
0.0000%
0.0009%
0.0009%
0.0031%
0.0041%
0.0008%
0.0010%
0.0035%
0.0062%
0.0006%
0.0046%
0.0023%
0.0003%
0.0000%
0.0001%
0.0000%
0.0001%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0000%
0.0001%
0.0000%
0.0000%
0.0002%
0.0001%
0.0001%
0.0001%
0.0052%
0.0004%
0.0007%
0.0004%
0.0002%
0.0003%
0.0021%
0.0013%
0.0007%
0.0001%
0.0003%
0.0005%
0.0084%
0.0024%
0.0009%
0.0013%
0.0041%
0.0023%
0.0093%
0.0002%
0.0067%
0.0115%
0.0114%
0.0016%
0.0009%
0.0002%
0.0035%
0.0024%
Stated
Security ID
31292K2L0
312930CC2
3129315J3
31294MAG6
312941J99
312941MT1
312942BL8
312944TB7
31297PDN8
31307AJM5
31335HF32
31371MGB7
31374TCY3
3138AALD1
3138AAYW5
3138ABUJ6
3138AEE90
3138AEZF3
3138ANXH1
3138AWRQ8
3138A2SJ9
3138ECGU1
3138EGCB8
3138EH7L0
3138E4XP1
3138E5XB9
3138MJRW1
3138M5XM6
31389FSL7
31402C4D1
31402DJS0
31405MFW2
31405Q2N7
31408GZH3
31410F6D2
31410GZ55
31410KPS7
31410LBD3
31411G2D3
31414AWK4
31414JGD9
31416CFA9
31416WLL4
31416YLG1
31417GMS2
31417L5F8
31417SGH7
31417YUG0
31417Y6Q5
31418AF78
31418AJT6
31418BD45
31418SPM5
31418WVL1
31419ANM5
31419BYH2
3620AQY49
3620A9PT2
36202CKJ1
36202CK77
36202CMA8
36202CW82
36202CXL2
36202CZ55
36202C4P5
36202C5T6
36202C5V1
36202DC90
36202DGS4
36202DJA0
36202DKX8
36202DMA6
36202DM57
36202EUU1
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

FHLMC POOL #C0-3479

FHLMC POOL #A8-3667
FHLMC POOL #A8-5349
FHLMC POOL #E0-2707
FHLMC POOL #A9-2988
FHLMC POOL #A9-3070
FHLMC POOL #A9-3643
FHLMC POOL #A9-5946
FHLMC POOL #A3-3709
FHLMC POOL #J2-2068
FHLMC POOL #C9-0186
FNMA POOL #0255894
FNMA POOL #0323287
FNMA POOL #0AH8423
FNMA POOL #0AH8824
FNMA POOL #0AH9584
FNMA POOL #0AI1059
FNMA POOL #0AI1641
FNMA POOL #0AI8779
FNMA POOL #0AJ4994
FNMA POOL #0AH1420
FNMA POOL #0AK7410
FNMA POOL #0AL0065
FNMA POOL #0AL1798
FNMA POOL #0AK0685
FNMA POOL #0AK1573
FNMA POOL #0AQ3200
FNMA POOL #0AP2483
FNMA POOL #0624323
FNMA POOL #0725420
FNMA POOL #0725773
FNMA POOL #0793181
FNMA POOL #0796481
FNMA POOL #0851344
FNMA POOL #0888368
FNMA POOL #0889164
FNMA POOL #0889733
FNMA POOL #0890236
FNMA POOL #0908072
FNMA POOL #0960650
FNMA POOL #0967396
FNMA POOL #0995761
FNMA POOL #0AB1230
FNMA POOL #0AB3026
FNMA POOL #0AB9368
FNMA POOL #0AC2645
FNMA POOL #0AC5599
FNMA POOL #0MA0582
FNMA POOL #0MA0878
FNMA POOL #0MA1089
FNMA POOL #0MA1173
FNMA POOL #0MA1922
FNMA POOL #0AD4927
FNMA POOL #0AD8718
FNMA POOL #0AE0395
FNMA POOL #0AE1611
GNMA POOL #0737031
GNMA POOL #0723234
Coupon
5.00
5.50
4.50
4.50
5.00
5.00
4.00
4.00
5.50
2.50
7.00
5.00
6.50
4.50
4.00
3.00
4.50
4.50
4.00
4.50
4.00
3.00
4.50
6.50
4.00
3.50
3.50
3.50
7.00
6.50
5.50
6.00
7.00
6.50
7.00
6.00
6.00
4.50
6.50
5.50
5.50
6.50
5.00
4.00
3.50
4.50
5.00
3.50
4.00
4.00
4.00
4.00
5.00
5.00
4.50
4.50
4.50
4.50
7.00
7.50
7.00
7.00
7.00
7.00
6.50
6.50
7.50
7.00
8.00
7.50
7.00
6.50
6.50
6.00
Maturity
6/1/2040
12/1/2038
3/1/2039
5/1/2025
7/1/2040
7/1/2040
9/1/2040
1/1/2041
3/1/2035
1/1/2028
9/1/2017
10/1/2025
9/1/2018
4/1/2041
3/1/2041
11/1/2026
6/1/2041
6/1/2041
11/1/2041
11/1/2041
1/1/2041
3/1/2027
4/1/2041
10/1/2039
1/1/2042
1/1/2032
11/1/2042
8/1/2032
2/1/2032
3/1/2034
9/1/2034
7/1/2019
8/1/2034
2/1/2036
3/1/2037
2/1/2038
7/1/2038
8/1/2040
1/1/2037
1/1/2038
12/1/2017
11/1/2038
7/1/2040
5/1/2041
5/1/2043
10/1/2039
1/1/2025
11/1/2030
10/1/2031
6/1/2032
9/1/2042
6/1/2034
6/1/2040
6/1/2040
10/1/2040
10/1/2040
2/15/2040
10/15/2039
10/20/2025
11/20/2025
1/20/2026
8/20/2027
9/20/2027
3/20/2028
8/20/2028
10/20/2028
10/20/2028
8/20/2029
4/20/2030
8/20/2030
12/20/2030
3/20/2031
5/20/2031
7/20/2038
Income
Market Value
Receivable
1,395,611.95
1,545,371.93
966,289.15
2,130,516.26
326,485.31
400,467.83
1,050,770.30
638,623.16
20,493.57
1,813,315.49
120,540.66
201,264.82
166,403.12
1,138,336.30
310,749.99
362,552.64
2,957,863.68
1,132,637.73
868,659.17
1,232,202.62
3,004,595.53
2,874,522.41
214,487.90
1,134,349.79
3,713,143.00
401,361.77
4,994,038.27
1,403,475.28
32,137.03
49,225.33
58,753.95
29,534.94
147,031.99
320,318.32
770,467.13
1,133,008.62
1,305,454.48
2,897,889.85
170,670.51
334,653.50
126,235.06
3,967,805.20
671,067.53
1,587,036.63
6,249,242.43
4,419,207.96
582,594.66
4,537,772.18
3,599,230.20
2,596,470.58
4,293,566.36
6,968,367.62
521,128.35
711,397.22
468,025.83
2,201,448.57
695,265.65
3,958,292.86
123,859.34
84,730.65
100,181.98
112,943.84
50,736.14
224,152.50
199,416.43
185,996.34
30,378.42
230,526.54
83,614.90
47,704.98
130,936.84
166,087.78
296,645.16
1,225,582.75
5,277.25
6,393.08
3,327.01
7,452.83
1,234.16
1,513.40
3,307.74
2,010.34
83.93
3,723.23
668.33
760.82
799.41
3,949.38
976.22
872.24
10,245.22
3,924.01
2,727.93
4,275.08
9,438.89
6,915.30
743.20
5,449.48
11,571.32
1,114.76
14,130.44
3,900.14
161.04
229.98
239.49
139.73
726.92
1,538.83
3,976.18
5,006.22
5,723.17
10,050.11
782.01
1,380.53
545.61
18,891.32
2,487.96
4,985.65
17,682.00
15,339.78
2,251.33
12,634.16
11,161.44
8,052.57
13,478.89
21,729.84
1,962.38
2,684.05
1,622.67
7,632.61
2,389.69
13,642.76
621.78
443.04
501.84
560.39
253.49
1,116.85
936.15
872.87
164.63
1,135.70
458.01
247.56
642.27
774.30
1,394.44
5,464.96
Par Value
Cost
% of MV
1,266,538.9600
1,394,853.3100
887,203.8000
1,987,421.8800
296,198.9700
363,216.3600
992,322.5000
603,100.5400
18,311.0700
1,787,151.5900
114,571.4900
182,597.8400
147,583.3000
1,053,166.7100
292,864.7400
348,896.8200
2,732,059.0000
1,046,403.6100
818,378.0200
1,140,020.5600
2,831,665.7100
2,766,118.2400
198,187.0200
1,006,057.3600
3,471,395.0500
382,201.9800
4,844,723.8800
1,337,190.7400
27,606.5200
42,457.9600
52,252.2100
27,946.2000
124,615.0000
284,091.0300
681,630.2600
1,001,244.8000
1,144,633.4800
2,680,030.2000
144,371.7500
301,207.4300
119,041.3900
3,487,628.5100
597,109.5400
1,495,694.5600
6,062,399.2800
4,090,609.3100
540,320.0200
4,331,712.6100
3,348,432.6000
2,415,770.9200
4,043,667.7000
6,518,951.1280
470,970.0400
644,171.4800
432,712.1900
2,035,362.9500
637,250.3800
3,638,069.9400
106,590.6000
70,886.5100
86,029.3000
96,066.0000
43,454.8500
191,460.6000
172,827.0000
161,144.6200
26,340.2000
194,691.6000
68,701.8000
39,609.9000
110,104.0500
142,947.4500
257,435.2000
1,092,991.9000
1,324,121.12
1,513,257.78
938,611.55
2,077,804.99
312,200.55
383,463.30
1,019,606.18
626,592.01
18,417.00
1,778,368.31
114,460.70
179,320.49
147,716.83
1,124,511.49
289,990.04
369,365.15
2,924,792.37
1,087,684.67
852,637.09
1,227,528.08
3,034,005.97
2,856,691.93
209,751.55
1,114,121.20
3,683,475.58
408,864.16
5,172,504.97
1,423,655.74
29,068.82
44,331.81
52,771.95
28,693.85
131,988.07
289,420.89
768,179.09
1,100,357.37
1,276,766.96
2,820,486.22
154,762.03
329,048.28
122,988.52
3,915,853.88
657,350.37
1,577,034.13
6,181,884.36
4,390,067.63
564,346.39
4,498,056.77
3,547,701.97
2,586,717.69
4,394,745.28
6,926,115.90
497,059.85
676,763.83
445,900.83
2,208,544.02
667,164.65
3,841,920.77
105,711.23
71,322.28
86,607.50
95,955.88
42,950.39
189,423.44
172,513.53
160,142.28
25,954.49
190,063.00
68,357.66
39,483.76
110,154.15
142,817.81
256,144.89
1,092,676.76
0.0065%
0.0072%
0.0045%
0.0099%
0.0015%
0.0019%
0.0049%
0.0030%
0.0001%
0.0084%
0.0006%
0.0009%
0.0008%
0.0053%
0.0014%
0.0017%
0.0137%
0.0053%
0.0040%
0.0057%
0.0140%
0.0133%
0.0010%
0.0053%
0.0172%
0.0019%
0.0232%
0.0065%
0.0001%
0.0002%
0.0003%
0.0001%
0.0007%
0.0015%
0.0036%
0.0053%
0.0061%
0.0135%
0.0008%
0.0016%
0.0006%
0.0184%
0.0031%
0.0074%
0.0290%
0.0205%
0.0027%
0.0211%
0.0167%
0.0121%
0.0199%
0.0324%
0.0024%
0.0033%
0.0022%
0.0102%
0.0032%
0.0184%
0.0006%
0.0004%
0.0005%
0.0005%
0.0002%
0.0010%
0.0009%
0.0009%
0.0001%
0.0011%
0.0004%
0.0002%
0.0006%
0.0008%
0.0014%
0.0057%
Stated
Security ID
36202FKN5
36202FX92
36241LMH6
36296TVE0
3128HDMJ5
3128JMCS4
3128LXEK2
3128LXKH2
3128LXQD5
3128MCRT4
3128MJC99
3128MJDS6
3128M4UA9
3128M5RA0
3128M6LZ9
3128M6SC3
3128M7AJ5
3128M9NE8
3128M9XL1
3128M9XS6
3128NGEV3
3128PPQ71
3128PQRE3
3128PSDB0
3128PVLQ1
31283HZC2
31283H4Z5
31292H7J7
312936NA1
3129366F9
31294L7H0
31294MAD3
31294MFU0
31300MHZ9
3132LMRK4
3132LM4H6
31337APJ9
31368HMT7
31368HNQ2
31371J5C4
31371KWH0
31371LF20
31371MLB1
31371NP25
31371NYW9
31371PCT5
31374CNW2
31375JWZ9
31376J5B1
3138ANNQ2
3138ATLJ7
3138AVWX9
3138AWD34
3138A5B50
3138A74R6
3138EGCU6
3138EHGN6
3138EHPD8
3138EJ5Q7
3138EKRF4
3138EKUR4
3138EK5E1
3138EMET4
3138EMUP4
3138EM2F7
3138MDFH0
3138MJSM2
3138MJZ85
3138M1EJ3
3138M1V62
3138WAPR2
3138WNJA8
3138WPGY4
3138WQA36
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME


GNMA POOL #0783060
GNMA POOL #0700913
FHLMC POOL #84-6661
FHLMC POOL #1B-1980
FHLMC POOL #G0-1938
FHLMC POOL #G0-2096
FHLMC POOL #G0-2252
FHLMC POOL #G1-3898
FHLMC POOL #G0-8095
FHLMC POOL #G0-8112
FHLMC POOL #G0-2977
FHLMC POOL #G0-3781
FHLMC POOL #G0-4544
FHLMC POOL #G0-4715
FHLMC POOL #G0-5109
FHLMC POOL #G0-7289
FHLMC POOL #G0-7583
FHLMC POOL #G0-7589
FHLMC POOL #1H-1348
FHLMC POOL #J1-0478
FHLMC POOL #J1-1385
FHLMC POOL #J1-2798
FHLMC POOL #J1-5735
FHLMC POOL #G0-1639
FHLMC POOL #G0-1740
FHLMC POOL #C0-1797
FHLMC POOL #A8-9385
FHLMC POOL #A8-9870
FHLMC POOL #E0-2696
FHLMC POOL #E0-2704
FHLMC POOL #E0-2879
FHLMC POOL #84-9248
FHLMC POOL #K9-1490
FHLMC POOL #K9-1824
FHLMC POOL #41-0425
FNMA POOL #0190370
FNMA POOL #0190399
FNMA POOL #0253843
FNMA POOL #0254548
FNMA POOL #0254985
FNMA POOL #0256022
FNMA POOL #0257041
FNMA POOL #0257325
FNMA POOL #0257582
FNMA POOL #0310105
FNMA POOL #0336464
FNMA POOL #0357342
FNMA POOL #0AI8498
FNMA POOL #0AJ2128
FNMA POOL #0AJ4261
FNMA POOL #0AJ4621
FNMA POOL #0AH3659
FNMA POOL #0AH6231
FNMA POOL #0AL0082
FNMA POOL #0AL1104
FNMA POOL #0AL1319
FNMA POOL #0AL2654
FNMA POOL #0AL3185
FNMA POOL #0AL3291
FNMA POOL #0AL3544
FNMA POOL #0AL4645
FNMA POOL #0AL5089
FNMA POOL #0AL5273
FNMA POOL #0AP9167
FNMA POOL #0AQ3223
FNMA POOL #0AQ3466
FNMA POOL #0AO9136
FNMA POOL #0AO9636
FNMA POOL #0AS1331
FNMA POOL #0AT1156
FNMA POOL #0AT2014
FNMA POOL #0AT2725
Coupon
4.50
4.50
4.00
5.00
2.30
2.38
5.50
6.00
5.50
5.50
5.50
6.00
6.00
6.00
6.00
6.00
5.50
3.00
6.50
5.50
2.27
4.50
4.00
4.00
4.50
7.00
5.50
5.50
4.50
4.50
4.00
4.50
4.00
2.51
3.50
3.00
2.25
6.00
5.50
7.50
5.50
5.00
5.50
5.50
5.50
4.50
5.50
9.00
5.50
4.50
2.55
3.50
4.50
4.00
4.50
5.50
5.50
4.50
3.00
6.00
5.50
2.42
4.00
3.28
3.20
3.00
3.00
3.00
3.00
2.50
4.50
3.29
3.00
3.00
Maturity
9/20/2040
10/20/2041
8/15/2040
11/15/2038
2/1/2029
4/1/2034
9/1/2035
3/1/2036
7/1/2036
7/1/2024
11/1/2035
2/1/2036
2/1/2036
1/1/2038
8/1/2038
6/1/2038
11/1/2036
11/1/2042
4/1/2039
6/1/2041
10/1/2036
8/1/2024
12/1/2024
8/1/2025
6/1/2026
11/1/2033
12/1/2034
3/1/2034
10/1/2039
11/1/2039
5/1/2025
7/1/2025
4/1/2026
1/1/2044
1/1/2034
6/1/2034
9/1/2026
6/1/2036
11/1/2039
6/1/2031
12/1/2032
11/1/2023
12/1/2035
1/1/2038
8/1/2028
2/1/2024
11/1/2034
2/1/2025
2/1/2033
7/1/2036
6/1/2043
10/1/2026
10/1/2041
2/1/2031
3/1/2041
10/1/2039
2/1/2038
10/1/2041
11/1/2027
2/1/2039
7/1/2040
5/1/2043
5/1/2027
3/1/2044
4/1/2044
9/1/2027
11/1/2027
11/1/2027
7/1/2042
7/1/2027
12/1/2043
9/1/2043
4/1/2043
5/1/2043
Income
Market Value
Receivable
1,283,127.82
1,161,472.73
293,271.30
0.98
2,131.61
22,446.20
300,167.18
228,131.18
1,442,223.34
503,582.13
145,883.44
130,537.71
322,583.39
89,959.29
1,108,907.44
238,436.34
217,720.74
435,981.13
382,695.63
1,179,770.63
320,944.84
463,910.70
215,385.20
288,249.26
206,790.95
2,086.03
58,221.44
58,480.75
236,332.82
481,638.03
83,685.20
91,625.26
307,587.50
1,436,060.19
762,461.40
157,704.02
63.19
51,336.03
426,005.18
20,253.49
28,887.98
32,889.52
141,815.63
1,187,941.91
1,019,469.67
11,723.46
313,827.44
25,926.73
415,491.93
148,190.93
160,663.92
389,784.38
535,599.72
369,271.57
608,955.82
1,396,008.53
157,773.65
3,666,538.61
6,286,778.84
338,892.34
413,303.33
459,564.11
1,019,250.32
672,173.15
749,137.56
212,828.88
681,115.55
861,336.34
412,286.71
83,853.53
78,769.19
587,189.03
1,548,209.16
1,249,075.31
4,409.66
3,994.50
914.63
4.04
42.80
1,229.69
1,005.17
5,942.92
2,101.56
598.83
575.07
1,416.57
400.11
4,892.17
1,059.43
888.68
1,088.67
1,840.01
1,626.87
570.07
1,622.31
675.36
900.76
726.35
10.43
237.24
79.69
820.48
1,672.00
261.35
321.12
960.99
3,020.95
2,130.63
128.44
0.11
226.80
586.20
107.25
117.93
124.33
581.80
4,903.97
4,188.50
40.93
1,280.83
173.90
1,694.58
514.39
338.76
1,074.49
1,855.25
1,145.43
2,109.74
5,762.90
643.73
12,704.80
15,124.23
1,495.55
1,703.70
927.20
3,176.01
1,766.38
1,930.40
512.01
1,638.56
2,072.19
1,031.74
172.13
272.99
1,557.78
3,878.40
3,129.67
Par Value
Cost
% of MV
1,175,908.4800
1,065,199.9600
274,387.9200
0.8900
2,099.7980
21,041.8620
268,296.2700
201,033.8300
1,296,636.9400
458,523.0700
130,654.3700
115,014.2400
283,313.3300
80,022.8500
978,433.3500
211,885.0300
193,893.2000
435,467.2800
339,693.7900
1,064,861.4300
301,079.6100
432,615.3100
202,608.7000
270,227.7700
193,693.4000
1,788.2800
51,760.6700
52,163.7200
218,794.2700
445,866.1900
78,404.6500
85,631.0800
288,297.5100
1,404,446.1100
730,501.9400
154,132.7600
60.4300
45,359.8700
383,695.1200
17,160.3400
25,731.0400
29,839.0700
126,938.4400
1,069,957.6800
913,855.4000
10,914.1700
279,454.5300
23,186.7500
369,727.1100
137,171.9100
159,666.0100
368,395.3500
494,734.6400
343,629.9100
562,597.7600
1,257,359.5000
140,450.4900
3,387,947.6700
6,049,691.4300
299,110.6300
371,715.7700
459,771.0100
952,801.9100
646,432.2200
724,126.2400
204,802.6600
655,422.9700
828,877.5000
412,695.2800
82,624.0800
72,797.6000
567,842.6300
1,551,358.4200
1,251,866.9700
1,236,543.37
1,157,168.41
300,815.01
0.96
2,124.63
21,217.82
291,850.63
225,022.01
1,438,657.28
485,900.37
142,127.94
128,648.40
317,118.15
89,616.27
1,082,338.80
237,291.40
208,424.30
445,544.31
382,823.16
1,186,322.19
305,369.72
463,691.23
214,217.77
285,779.82
208,770.07
1,824.58
57,600.58
58,455.97
234,803.08
477,818.80
83,788.01
91,847.76
304,954.61
1,429,470.78
759,822.54
156,444.75
61.29
51,167.45
427,100.63
17,691.65
28,694.76
32,264.22
138,571.92
1,179,629.37
956,138.59
11,624.13
306,477.09
23,838.67
405,862.35
147,700.75
157,824.67
389,191.02
531,766.33
364,243.26
606,256.20
1,383,555.40
155,122.86
3,663,522.95
6,262,846.57
335,771.99
410,047.76
452,795.01
1,016,190.83
668,913.38
745,937.03
214,904.60
693,255.01
874,623.51
402,097.09
81,578.57
78,145.37
584,390.48
1,496,209.58
1,225,536.52
0.0060%
0.0054%
0.0014%
0.0000%
0.0000%
0.0001%
0.0014%
0.0011%
0.0067%
0.0023%
0.0007%
0.0006%
0.0015%
0.0004%
0.0051%
0.0011%
0.0010%
0.0020%
0.0018%
0.0055%
0.0015%
0.0022%
0.0010%
0.0013%
0.0010%
0.0000%
0.0003%
0.0003%
0.0011%
0.0022%
0.0004%
0.0004%
0.0014%
0.0067%
0.0035%
0.0007%
0.0000%
0.0002%
0.0020%
0.0001%
0.0001%
0.0002%
0.0007%
0.0055%
0.0047%
0.0001%
0.0015%
0.0001%
0.0019%
0.0007%
0.0007%
0.0018%
0.0025%
0.0017%
0.0028%
0.0065%
0.0007%
0.0170%
0.0292%
0.0016%
0.0019%
0.0021%
0.0047%
0.0031%
0.0035%
0.0010%
0.0032%
0.0040%
0.0019%
0.0004%
0.0004%
0.0027%
0.0072%
0.0058%
Stated
Security ID
3138WQHC9
3138WQHP0
3138WZLP5
3138W0WZ8
3138W4SY8
3138W9KP4
3138W9QS2
3138XVDQ0
3138X3EZ1
31384WB66
31385XLY1
31387CUX7
31400QP98
31400SCG2
31401YUX1
31402DP79
31402G4Q3
31402QZ53
31402RDD8
31403DDX4
31404XXZ2
31405E2W4
31406WGH1
31407PF78
31408DCA0
31409JVZ0
31410FU52
31410FYE9
31410FY66
31410GJA2
31410GPA5
31410KBX1
31410KG73
31410KJY1
31410KLN2
31410KNN0
31410KVW1
31410LHG0
31410QH20
31410V6S4
31411JJA5
31411YHH9
31412NFD3
31412Q2V0
31412WKR6
31412XPK4
31413D7J0
31413FK50
31413GAQ3
31413KR60
31414AQZ8
31414AU67
31414BX62
31414SEE9
31415P3Y2
31416BLD8
31416BL71
31416BMP0
31416BN53
31416CEJ1
31416CKY1
31416NDA7
31416PUT2
31416VDP6
31416YTL2
31417DCC5
31417DKB8
31417ENM9
31417ESX0
31417F7F9
31417GSE7
31417SAP5
31417YVJ3
31418AAE8
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
POOL #0AT2926
POOL #0AT2937
POOL #0AU0333
POOL #0AR3363
POOL #0AR6834
POOL #0AS0301
POOL #0AS0464
POOL #0AW5510
POOL #0AU3751
POOL #0535661
POOL #0555743
POOL #0580298
POOL #0694448
POOL #0695871
POOL #0722498
POOL #0725946
POOL #0729031
POOL #0735264
POOL #0735500
POOL #0745418
POOL #0781996
POOL #0787489
POOL #0822000
POOL #0836390
POOL #0847965
POOL #0872832
POOL #0888104
POOL #0888209
POOL #0888233
POOL #0888657
POOL #0888817
POOL #0889354
POOL #0889522
POOL #0889579
POOL #0889633
POOL #0889697
POOL #0889929
POOL #0890431
POOL #0894049
POOL #0899181
POOL #0909357
POOL #0918332
POOL #0929964
POOL #0932388
POOL #0936904
POOL #0937926
POOL #0942897
POOL #0944116
POOL #0944715
POOL #0947909
POOL #0960472
POOL #0960605
POOL #0961601
POOL #0974533
POOL #0985615
POOL #0995024
POOL #0995050
POOL #0995066
POOL #0995112
POOL #0995737
POOL #0995911
POOL #0AA4596
POOL #0AA5993
POOL #0AB0109
POOL #0AB3254
POOL #0AB6366
POOL #0AB6589
POOL #0AB7595
POOL #0AB7733
POOL #0AB8993
POOL #0AB9516
POOL #0AC5413
POOL #0MA0616
POOL #0MA0904
Coupon
2.50
3.00
2.50
2.50
3.00
3.00
3.50
4.50
4.00
7.50
5.00
2.47
5.50
4.50
2.39
5.50
5.00
6.50
5.50
5.50
7.50
7.50
5.00
5.00
2.34
6.50
5.00
5.50
5.00
5.50
5.50
2.12
6.00
6.00
5.50
6.00
5.50
4.00
6.50
5.50
6.00
6.00
6.00
4.50
6.50
2.16
6.00
6.00
6.00
6.00
5.50
5.00
5.50
5.50
5.50
5.50
6.00
5.50
5.50
5.00
6.00
4.00
4.00
5.00
3.50
2.50
3.00
3.00
3.00
2.50
2.50
4.50
4.00
4.50
Income
Maturity
Market Value
Receivable
5/1/2028
5/1/2043
6/1/2028
2/1/2028
2/1/2043
8/1/2043
9/1/2033
5/1/2044
8/1/2043
1/1/2031
9/1/2033
5/1/2031
4/1/2033
4/1/2018
8/1/2033
11/1/2034
7/1/2018
8/1/2017
5/1/2035
4/1/2036
7/1/2031
6/1/2034
7/1/2035
10/1/2035
11/1/2035
6/1/2036
5/1/2021
5/1/2036
11/1/2035
2/1/2035
8/1/2037
3/1/2038
6/1/2037
5/1/2038
8/1/2037
7/1/2038
8/1/2037
12/1/2026
10/1/2036
2/1/2037
2/1/2037
5/1/2037
9/1/2038
1/1/2040
8/1/2037
6/1/2037
8/1/2022
7/1/2037
7/1/2037
11/1/2037
1/1/2023
8/1/2037
2/1/2038
4/1/2038
4/1/2034
8/1/2037
9/1/2037
8/1/2037
7/1/2036
2/1/2038
1/1/2038
4/1/2024
5/1/2024
2/1/2035
7/1/2026
10/1/2027
10/1/2042
1/1/2043
1/1/2043
4/1/2028
5/1/2028
10/1/2024
1/1/2031
11/1/2041
181,876.78
397,355.39
255,843.99
1,366,466.29
261,723.71
3,874,917.06
326,747.49
329,793.01
209,097.74
20,530.53
260,449.48
24,261.63
924,651.19
109,783.91
636,474.17
105,950.30
281,526.41
26,034.42
244,405.78
106,556.45
5,039.71
2,982.25
220,330.61
280,509.12
171,564.79
372,332.25
588,288.81
71,853.32
157,443.13
395,182.93
120,388.59
286,056.42
30,643.88
2,256,315.94
145,930.63
21,492.05
371,089.43
483,381.25
287,543.79
752,264.77
1,556,845.65
168,292.20
153,083.24
5,450,854.52
180,254.36
252,644.18
182,016.03
1,191,080.20
31,963.83
10,150.01
376,386.46
386,611.21
746,939.42
690,823.82
145,355.40
76,190.06
62,100.26
42,374.24
43,312.76
141,018.75
851,429.52
254,626.72
187,034.40
1,439,053.79
438,797.54
494,165.22
6,265,256.51
1,617,233.94
1,503,914.77
1,986,493.33
950,222.13
115,498.83
91,689.33
456,207.44
372.56
996.23
524.09
2,802.52
655.23
9,717.03
907.99
1,142.67
655.80
108.45
981.88
49.54
3,771.89
389.53
1,191.38
431.88
1,110.23
135.27
998.28
438.29
27.73
15.96
830.62
1,057.69
312.43
1,785.44
2,294.32
294.62
593.66
1,602.24
491.59
473.75
45.15
9,999.98
597.67
95.37
1,513.97
1,506.44
1,376.42
3,101.31
6,912.25
248.28
226.47
18,607.83
863.12
426.06
838.42
5,271.57
47.22
15.00
1,576.30
1,457.61
1,027.58
950.18
593.30
311.47
274.59
172.68
176.85
531.81
3,761.73
793.93
583.03
5,425.27
1,209.00
1,014.42
15,678.66
4,049.60
3,765.06
4,069.19
1,946.46
405.71
284.36
1,580.44
Par Value
Cost
% of MV
178,829.5200
398,491.0900
251,564.8700
1,345,211.9400
262,090.6400
3,886,810.7000
311,309.6400
304,712.1500
196,740.4700
17,352.4300
235,651.8400
24,115.7300
822,958.2400
103,873.5100
597,431.9900
94,227.4600
266,455.6800
24,972.5900
217,807.1700
95,626.3600
4,436.5600
2,552.8600
199,349.1200
253,845.2200
159,944.8000
329,620.0800
550,636.3000
64,281.5900
142,478.6000
349,580.1900
107,256.1500
268,285.2100
27,090.6700
1,999,996.4000
130,401.1600
19,074.7100
330,321.1900
451,931.3500
254,108.2300
676,649.2200
1,382,449.6300
148,970.7000
135,880.7400
4,962,088.7800
159,345.1000
236,482.9400
167,684.0700
1,054,314.5200
28,330.2000
9,002.3100
343,920.3800
349,826.9100
672,597.2500
621,937.9700
129,447.5900
67,957.6700
54,918.5600
37,675.7000
38,584.6000
127,634.9500
752,345.6000
238,180.3700
174,908.0300
1,302,063.6700
414,515.2400
486,919.8500
6,271,465.2600
1,619,841.8900
1,506,023.2000
1,953,210.6200
934,301.6300
108,188.5300
85,306.6800
421,450.4200
186,664.36
386,119.24
261,188.09
1,390,426.37
253,888.25
3,803,845.78
321,006.02
327,193.58
205,853.42
18,167.42
257,704.80
24,362.58
901,949.64
102,170.52
590,614.68
103,993.54
268,138.23
25,321.28
237,749.23
104,474.09
4,661.46
2,615.61
218,171.94
277,637.56
161,525.79
341,949.89
553,565.32
70,176.64
155,936.86
382,261.72
117,323.59
271,470.75
30,510.87
2,248,666.06
142,061.97
21,479.93
361,356.96
480,871.50
263,642.15
745,962.41
1,531,322.72
168,243.78
153,205.53
4,987,001.86
164,866.01
237,244.38
170,496.20
1,187,505.51
31,862.62
10,144.48
346,176.52
387,038.46
748,684.81
692,294.70
141,532.66
74,336.42
60,852.85
41,212.06
43,038.96
139,699.34
790,992.12
252,488.75
185,396.87
1,404,568.31
438,786.26
490,412.83
6,034,134.35
1,570,315.09
1,474,350.77
2,034,512.99
970,024.13
116,764.47
91,135.89
452,618.07
0.0008%
0.0018%
0.0012%
0.0063%
0.0012%
0.0180%
0.0015%
0.0015%
0.0010%
0.0001%
0.0012%
0.0001%
0.0043%
0.0005%
0.0030%
0.0005%
0.0013%
0.0001%
0.0011%
0.0005%
0.0000%
0.0000%
0.0010%
0.0013%
0.0008%
0.0017%
0.0027%
0.0003%
0.0007%
0.0018%
0.0006%
0.0013%
0.0001%
0.0105%
0.0007%
0.0001%
0.0017%
0.0022%
0.0013%
0.0035%
0.0072%
0.0008%
0.0007%
0.0253%
0.0008%
0.0012%
0.0008%
0.0055%
0.0001%
0.0000%
0.0017%
0.0018%
0.0035%
0.0032%
0.0007%
0.0004%
0.0003%
0.0002%
0.0002%
0.0007%
0.0040%
0.0012%
0.0009%
0.0067%
0.0020%
0.0023%
0.0291%
0.0075%
0.0070%
0.0092%
0.0044%
0.0005%
0.0004%
0.0021%
Stated
Security ID
31418AVV7
31418BGT7
31418NYJ3
31418TEE3
31418X4J4
31419AGX9
31419AG35
31419ANX1
31419ATJ6
31419AVJ3
31419BBR5
31419E6B0
31419JSV1
31419JTU2
3620C0X60
36225BQ92
3128LBJC3
3128MMAF0
3128M6QT8
3128NHML4
31283KUL0
31290LA23
312941ZT7
31335PGA7
31337ATE6
31371GRM4
31371HVA3
31371KN49
31371NNB7
3138AAA76
3138AKMA4
3138AMCF0
3138A6WE6
3138WAGN1
3138WSX52
3138WXSJ7
3138WZDU3
3138XHJS1
3138X1Q82
31381ME27
31381MWR2
31400REW7
31400WSV3
31400YFT8
31402CWJ7
31402DEK2
31402QTT8
31402RGW3
31402VRY8
31403KWD1
31403YGE7
31407FB33
31407H4E3
31408XSQ4
31410DNC0
31410ECX4
31410KXN9
31410NJ41
31410SNP8
31411AKM6
31413XWA7
31414T7B1
31417AKQ1
31417AXN4
31418MBY7
36179ME48
36179MSZ4
36179MVU1
36179M2S8
36202FHY5
36202FSE7
36208LN86
36290XLU2
3128DUTL9
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

FNMA POOL #0MA1527

FNMA POOL #0MA2009
FNMA POOL #0AD1612
FNMA POOL #0AD5532
FNMA POOL #0AD9824
FNMA POOL #0AE0213
FNMA POOL #0AE0217
FNMA POOL #0AE0405
FNMA POOL #0AE0552
FNMA POOL #0AE0616
FNMA POOL #0AE0947
FNMA POOL #0AE4465
FNMA POOL #0AE7731
FNMA POOL #0AE7762
GNMA POOL #0745101
GNMA POOL #0781380
FHLMC POOL #A7-7459
FHLMC POOL #G1-8005
FHLMC POOL #G0-4666
FHLMC POOL #1J-1263
FHLMC POOL #G1-1487
FHLMC POOL #55-5425
FHLMC POOL #A9-3454
FHLMC POOL #G8-0193
FHLMC POOL #41-0549
FNMA POOL #0251692
FNMA POOL #0252709
FNMA POOL #0254311
FNMA POOL #0256986
FNMA POOL #0AH8129
FNMA POOL #0AI5752
FNMA POOL #0AI7269
FNMA POOL #0AH5144
FNMA POOL #0AS1104
FNMA POOL #0AT5199
FNMA POOL #0AT9520
FNMA POOL #0AU0114
FNMA POOL #0AV5672
FNMA POOL #0AU2278
FNMA POOL #0464653
FNMA POOL #0465156
FNMA POOL #0695049
FNMA POOL #0699932
FNMA POOL #0701378
FNMA POOL #0725249
FNMA POOL #0725638
FNMA POOL #0735062
FNMA POOL #0735613
FNMA POOL #0739503
FNMA POOL #0751344
FNMA POOL #0761697
FNMA POOL #0829058
FNMA POOL #0831621
FNMA POOL #0863727
FNMA POOL #0886087
FNMA POOL #0886686
FNMA POOL #0889985
FNMA POOL #0892283
FNMA POOL #0895998
FNMA POOL #0902200
FNMA POOL #0958841
FNMA POOL #0976190
FNMA POOL #0AB3902
FNMA POOL #0AB4284
FNMA POOL #0AD0054
GNMA POOL #0454115
GNMA POOL #0620539
FHLMC POOL #D9-1455
Coupon
3.00
3.00
4.50
4.00
4.50
5.50
4.50
6.00
5.00
6.00
6.00
4.50
4.50
4.00
5.00
7.50
7.50
5.00
5.50
1.95
8.00
9.00
5.00
9.50
2.63
6.50
7.00
6.50
7.00
4.00
3.50
3.50
4.00
4.00
3.00
3.00
3.00
3.00
3.00
4.49
4.46
5.50
5.50
5.00
5.00
5.00
5.50
6.00
5.50
5.50
2.28
4.50
7.00
2.40
6.50
2.25
5.50
2.48
6.50
6.50
4.49
7.50
3.00
3.50
5.00
4.00
4.50
4.50
4.50
5.00
4.50
7.00
4.50
7.00
Income
Maturity
Market Value
Receivable
8/1/2033
8/1/2034
2/1/2025
6/1/2025
7/1/2025
12/1/2029
8/1/2040
8/1/2037
9/1/2025
3/1/2040
10/1/2038
3/1/2041
11/1/2040
11/1/2025
6/15/2040
12/15/2031
5/1/2038
8/1/2019
8/1/2038
1/1/2036
3/1/2016
4/1/2017
8/1/2040
9/17/2022
3/1/2027
4/1/2018
8/1/2019
5/1/2032
11/1/2037
4/1/2026
7/1/2026
8/1/2026
2/1/2026
11/1/2043
5/1/2043
6/1/2043
6/1/2043
1/1/2029
9/1/2043
3/1/2020
5/1/2020
3/1/2033
4/1/2033
5/1/2018
3/1/2034
12/1/2018
8/1/2033
2/1/2035
9/1/2033
3/1/2034
1/1/2034
8/1/2020
7/1/2036
1/1/2036
7/1/2036
8/1/2036
11/1/2023
9/1/2036
7/1/2036
11/1/2036
5/1/2019
5/1/2038
11/1/2026
1/1/2027
2/1/2024
6/20/2042
11/20/2042
12/20/2042
2/20/2043
7/20/2040
4/20/2041
1/15/2028
8/15/2033
11/1/2016
228,062.72
194,923.09
45,047.45
1,030,459.85
46,759.86
45,925.19
763,573.18
127,095.13
2,654,420.66
242,853.48
84,456.71
305,287.74
441,763.76
3,558,638.40
126,373.71
5,572.66
43,085.84
666,843.63
2,782,894.65
846,299.07
7,222.49
10,620.48
620,172.20
56,194.26
18,113.27
40,229.91
103,763.81
115,360.96
277,093.25
1,863,836.81
1,556,064.80
216,105.72
2,117,070.67
15,564,181.12
2,795,762.40
19,179,070.99
1,203,676.82
2,588,648.84
1,100,912.61
1,600,438.79
2,040,132.68
362,257.43
608,340.33
286,121.77
722,669.63
389,180.39
519,400.33
906,762.40
656,485.04
46,479.82
504,480.81
641,797.72
485,053.07
2,657,548.45
952,397.39
1,431,639.76
185,631.20
859,945.81
428,341.80
294,239.48
1,193,583.60
22,476.31
2,489,440.02
2,055,130.91
531,623.50
2,247,266.03
3,217,933.72
664,206.11
294,788.99
1,193,890.20
1,685,161.42
104,140.98
172,759.34
8,385.54
554.23
476.13
158.13
3,211.84
164.23
188.79
2,649.14
559.71
10,108.10
1,078.25
374.06
1,057.44
1,531.34
11,086.00
477.94
29.29
260.44
2,602.34
11,506.69
1,317.31
46.98
78.00
2,340.82
401.74
39.69
193.27
552.53
539.91
1,498.95
5,808.90
4,291.26
595.73
6,668.15
48,894.61
7,006.50
48,064.96
3,014.04
6,235.18
2,760.73
5,571.54
7,055.85
1,478.24
2,485.38
1,128.35
2,724.48
1,534.40
2,123.95
4,078.71
2,678.90
191.87
946.02
2,262.42
2,408.91
4,919.38
4,359.47
2,498.71
771.58
1,655.94
1,965.89
1,407.86
4,182.85
137.68
5,989.18
5,667.03
2,037.27
7,019.46
11,091.94
2,284.76
1,013.46
4,482.46
5,793.53
540.47
592.04
48.75
Par Value
Cost
% of MV
221,691.3100
190,451.2900
42,167.0200
963,550.8800
43,795.3500
41,189.6200
706,436.5900
111,942.5800
2,425,945.1500
215,649.3200
74,811.9500
281,984.5400
408,356.1400
3,325,799.2000
114,705.8300
4,686.0200
41,671.1100
624,560.8600
2,510,550.1700
810,654.5910
7,046.6100
9,999.8860
561,795.9800
50,746.6100
18,044.5200
35,680.0000
94,719.9500
99,675.9500
256,962.7900
1,742,669.0300
1,471,289.1200
204,249.0600
2,000,444.7400
14,668,382.9700
2,802,600.7500
19,225,982.3900
1,205,617.8600
2,494,073.5700
1,104,291.7400
1,441,018.8700
1,837,196.0100
322,525.5100
542,265.3000
270,805.0400
653,875.4000
368,256.0800
463,406.8800
815,741.9200
584,487.8300
41,863.5300
498,562.8700
603,312.4200
412,955.2200
2,461,741.5300
804,824.7300
1,332,055.3100
168,345.4900
802,233.1600
362,933.8600
259,912.8000
1,081,850.1200
22,028.6900
2,395,673.3600
1,942,981.9900
488,943.6100
2,105,837.9500
2,957,849.9700
609,268.3800
270,255.2200
1,075,789.9800
1,544,942.4400
92,652.1200
157,876.3400
8,356.8780
218,016.50
193,234.63
45,434.03
1,027,769.18
47,244.97
44,963.32
760,881.82
124,313.84
2,542,601.07
241,285.00
83,461.37
302,727.97
440,647.39
3,443,213.89
126,577.89
4,866.99
44,125.04
631,057.71
2,708,492.46
819,340.28
7,133.77
10,560.32
594,775.86
53,879.77
18,249.24
35,669.32
94,093.46
101,142.74
267,139.94
1,846,468.90
1,554,228.85
215,770.59
2,119,497.59
15,364,872.07
2,871,041.46
19,719,444.77
1,250,552.34
2,565,654.43
1,067,924.84
1,453,176.76
1,876,293.20
320,052.79
538,102.26
271,588.91
650,656.35
370,179.42
469,855.81
829,892.33
579,723.87
40,794.26
501,970.94
636,987.93
421,445.47
2,472,204.73
810,221.72
1,342,531.04
180,308.19
808,038.66
369,461.97
264,535.66
1,102,889.93
23,301.14
2,514,183.74
2,040,134.44
507,344.12
2,302,913.38
3,202,413.64
659,650.01
292,608.03
1,143,258.55
1,672,397.90
93,384.76
151,647.10
8,342.66
0.0011%
0.0009%
0.0002%
0.0048%
0.0002%
0.0002%
0.0035%
0.0006%
0.0123%
0.0011%
0.0004%
0.0014%
0.0021%
0.0165%
0.0006%
0.0000%
0.0002%
0.0031%
0.0129%
0.0039%
0.0000%
0.0000%
0.0029%
0.0003%
0.0001%
0.0002%
0.0005%
0.0005%
0.0013%
0.0087%
0.0072%
0.0010%
0.0098%
0.0723%
0.0130%
0.0891%
0.0056%
0.0120%
0.0051%
0.0074%
0.0095%
0.0017%
0.0028%
0.0013%
0.0034%
0.0018%
0.0024%
0.0042%
0.0030%
0.0002%
0.0023%
0.0030%
0.0023%
0.0123%
0.0044%
0.0066%
0.0009%
0.0040%
0.0020%
0.0014%
0.0055%
0.0001%
0.0116%
0.0095%
0.0025%
0.0104%
0.0149%
0.0031%
0.0014%
0.0055%
0.0078%
0.0005%
0.0008%
0.0000%
Stated
Security ID
3128MC4Y8
3128MJMS6
3128MJTV2
3128MMAJ2
3128M1GF0
3128M4AH6
3128M5GA2
3128M6RH3
3128M6VG0
3128M7T97
3128M7WA0
3128M8HG2
3128M8U28
3128M9HC9
3128NCVB7
31283HZ65
31283H6G5
31292LAN5
312944FQ9
312944PQ8
3129673W0
31297GGN5
31307EX58
3132HLHS5
3132KEJ48
3132KETW5
3132M4F34
3132M4NF8
31371K2S9
31371LJR1
31371LJS9
31371LPP8
3138A1FK2
3138A1ME8
3138A4DE2
3138A53N0
3138A7MK1
3138A94P6
3138EH5Y4
3138E8ZM7
3138MLXD1
3138M7E76
3138WAQ91
3138WQAX0
3138W2K20
3138W5AQ1
3138W7GM0
3138X0Y69
3138X1RS7
3138X2WX8
3138X7JE4
31388WRJ7
31402CU67
31402CVZ2
31402DP95
31402JV53
31402J5R4
31402QSK8
31402RRX9
31402UST0
31403AVW2
31403A4P7
31403C6L0
31403FUC6
31404AKY9
31404SXJ9
31405AU68
31405RG67
31405U4Z9
31407F6B1
31408DRT3
31408GY84
31408JBR1
31410C6C1
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FHLMC
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
FNMA
POOL #G1-4239
POOL #G0-8368
POOL #G0-8563
POOL #G1-8008
POOL #G1-2098
POOL #G0-2408
POOL #G0-3493
POOL #G0-4688
POOL #G0-4815
POOL #G0-5676
POOL #G0-5741
POOL #G0-6231
POOL #G0-6601
POOL #G0-7127
POOL #1G-0610
POOL #G0-1665
POOL #G0-1771
POOL #C0-3613
POOL #A9-5575
POOL #A9-5831
POOL #B1-5313
POOL #A2-8305
POOL #J2-6100
POOL #Q1-0241
POOL #V6-0283
POOL #V6-0565
POOL #Q2-4086
POOL #Q2-4290
POOL #0254685
POOL #0255072
POOL #0255073
POOL #0255230
POOL #0AH0169
POOL #0AH0356
POOL #0AH2800
POOL #0AH4404
POOL #0AH5761
POOL #0AH8029
POOL #0AL1762
POOL #0AK4347
POOL #0AQ5175
POOL #0AP3757
POOL #0AS1379
POOL #0AT2721
POOL #0AR4812
POOL #0AR7214
POOL #0AR9203
POOL #0AU1632
POOL #0AU2296
POOL #0AU3361
POOL #0AU7460
POOL #0617089
POOL #0725205
POOL #0725232
POOL #0725948
POOL #0730636
POOL #0730856
POOL #0735022
POOL #0735902
POOL #0738630
POOL #0743229
POOL #0743430
POOL #0745275
POOL #0747679
POOL #0762711
POOL #0777481
POOL #0783705
POOL #0796821
POOL #0800140
POOL #0829866
POOL #0848398
POOL #0851335
POOL #0852448
POOL #0885667
Coupon
4.00
4.50
4.00
4.50
4.50
5.50
6.00
5.50
5.00
4.00
4.50
4.00
4.50
3.50
2.35
5.50
5.50
4.00
4.00
4.50
4.00
5.00
3.00
3.50
3.00
3.00
4.00
3.50
5.00
5.00
5.50
5.00
4.50
3.50
4.00
4.00
3.50
4.50
3.00
3.00
3.00
2.50
4.00
3.00
2.50
3.00
3.50
3.00
2.50
3.00
3.00
6.00
5.00
5.00
5.50
5.00
5.00
5.50
5.50
5.50
5.00
5.50
5.00
6.00
5.50
5.50
5.00
5.50
4.50
5.00
6.00
6.00
6.00
6.50
Income
Maturity
Market Value
Receivable
9/1/2026
10/1/2039
1/1/2044
9/1/2019
7/1/2019
12/1/2036
10/1/2037
9/1/2038
9/1/2038
11/1/2039
12/1/2039
12/1/2040
12/1/2040
9/1/2042
12/1/2035
3/1/2034
2/1/2035
11/1/2040
12/1/2040
12/1/2040
7/1/2019
11/1/2034
10/1/2028
8/1/2042
9/1/2028
6/1/2029
1/1/2044
1/1/2044
4/1/2018
2/1/2034
2/1/2034
6/1/2034
7/1/2040
2/1/2026
1/1/2041
1/1/2041
2/1/2026
4/1/2041
5/1/2027
6/1/2027
12/1/2042
8/1/2027
12/1/2043
5/1/2043
7/1/2028
6/1/2043
3/1/2043
7/1/2043
8/1/2028
8/1/2043
9/1/2043
12/1/2031
3/1/2034
3/1/2034
10/1/2034
8/1/2033
8/1/2033
12/1/2034
8/1/2035
11/1/2033
10/1/2018
10/1/2033
2/1/2036
11/1/2033
2/1/2034
6/1/2034
6/1/2034
9/1/2034
12/1/2034
7/1/2035
12/1/2035
2/1/2036
12/1/2035
10/1/2036
191,796.11
399,620.57
1,004,883.32
186,066.73
150,303.32
208,085.06
173,766.13
92,991.34
93,579.44
549,298.57
218,388.53
1,020,214.61
1,190,210.60
449,362.41
35,878.77
126,886.32
113,639.72
1,032,394.50
1,060,699.49
3,171,975.59
68,254.55
124,956.29
1,109,002.86
878,590.98
1,038,959.43
1,020,506.13
493,818.96
499,747.71
67,921.53
145,617.23
42,167.23
88,261.91
247,298.43
20,495.23
37,969.53
2,050,867.78
314,944.65
1,114,873.11
779,059.05
323,609.05
934,190.81
75,157.37
421,342.05
647,956.63
490,228.55
956,063.67
1,417,210.81
964,010.72
788,837.67
3,552,830.98
500,288.52
453,054.48
104,315.00
6.12
87,946.03
63,295.68
45,309.98
43,523.76
172,380.02
64,397.56
155,304.82
255,119.78
503,568.29
308,257.62
96,621.29
39,241.31
139,566.13
31,135.07
94,270.75
45,196.89
44,518.10
174,166.38
64,470.33
51,531.84
599.22
1,387.16
3,163.29
661.29
534.28
859.02
772.65
384.70
354.39
1,729.15
758.01
3,211.55
4,086.59
1,271.73
65.99
517.34
464.29
3,249.90
1,111.11
11,008.61
214.95
471.49
2,672.04
2,485.14
2,504.43
2,458.74
1,554.50
1,417.01
267.86
549.02
171.93
332.69
858.41
56.50
119.28
6,442.77
868.40
1,287.74
1,874.20
778.51
2,338.28
154.32
1,323.64
1,622.50
1,004.20
2,396.01
4,002.68
2,416.92
1,615.86
8,909.34
1,254.82
1,984.92
393.25
0.02
359.09
238.61
170.84
177.42
705.52
262.88
611.50
1,043.25
1,898.60
1,357.15
398.64
160.45
526.29
127.13
326.40
170.66
197.17
772.93
284.81
239.78
Par Value
Cost
% of MV
179,766.1550
369,909.4460
948,987.9270
176,343.1700
142,474.3500
187,423.4980
154,530.2110
83,934.0180
85,054.4360
518,744.5180
202,134.8650
963,466.4400
1,089,756.8190
436,020.1900
33,622.6900
112,875.1300
101,299.4200
974,968.8310
999,999.5220
2,935,628.1700
64,483.5500
113,157.3700
1,068,815.3990
852,049.6370
1,001,773.5910
983,497.1300
466,350.8910
485,833.4400
64,285.5400
131,764.8000
37,511.3200
79,845.4100
228,910.0840
19,370.9430
35,784.1870
1,932,829.8590
297,735.5400
1,030,191.3760
749,679.1270
311,405.0800
935,313.1850
74,073.6690
397,091.6620
649,001.5240
482,015.0170
958,402.1750
1,372,348.7300
966,766.0010
775,613.4590
3,563,736.0130
501,929.8330
396,984.4000
94,380.5100
5.5380
78,346.2600
57,266.6500
41,002.2800
38,710.1500
153,932.7200
57,355.9700
146,759.0400
227,618.8700
455,664.3040
271,430.0000
86,975.6900
35,006.2500
126,308.7600
27,737.7500
87,038.7000
40,958.1300
39,434.9400
154,586.4600
56,961.6500
44,267.9200
187,864.46
382,510.13
975,300.76
173,865.96
138,457.41
199,206.62
168,767.68
89,020.83
89,776.63
525,417.77
211,976.82
1,014,470.85
1,148,774.91
468,866.63
33,535.31
119,098.22
106,812.63
1,027,111.26
1,054,843.25
3,159,168.14
62,598.25
109,261.70
1,104,291.32
909,445.76
1,034,960.82
1,018,934.77
479,245.49
484,258.50
63,580.79
127,420.18
37,051.14
77,203.88
236,178.95
19,429.60
35,606.87
2,018,318.53
298,674.84
1,110,836.05
782,272.09
322,474.94
893,790.19
74,006.94
417,538.38
615,572.33
481,579.45
912,287.11
1,467,068.09
938,059.34
772,287.25
3,380,141.59
477,774.59
399,982.69
91,265.90
5.31
77,378.84
55,388.24
39,657.40
38,231.38
152,017.48
56,654.14
145,779.92
224,093.84
492,809.31
273,001.99
85,908.67
34,575.40
122,130.09
27,395.54
79,959.21
39,562.22
39,717.63
155,136.09
57,369.95
45,116.91
0.0009%
0.0019%
0.0047%
0.0009%
0.0007%
0.0010%
0.0008%
0.0004%
0.0004%
0.0026%
0.0010%
0.0047%
0.0055%
0.0021%
0.0002%
0.0006%
0.0005%
0.0048%
0.0049%
0.0147%
0.0003%
0.0006%
0.0051%
0.0041%
0.0048%
0.0047%
0.0023%
0.0023%
0.0003%
0.0007%
0.0002%
0.0004%
0.0011%
0.0001%
0.0002%
0.0095%
0.0015%
0.0052%
0.0036%
0.0015%
0.0043%
0.0003%
0.0020%
0.0030%
0.0023%
0.0044%
0.0066%
0.0045%
0.0037%
0.0165%
0.0023%
0.0021%
0.0005%
0.0000%
0.0004%
0.0003%
0.0002%
0.0002%
0.0008%
0.0003%
0.0007%
0.0012%
0.0023%
0.0014%
0.0004%
0.0002%
0.0006%
0.0001%
0.0004%
0.0002%
0.0002%
0.0008%
0.0003%
0.0002%
Stated
Security ID
31410KJY1
31410Q4J7
31410TWE1
31410YQJ6
31411BQD8
31411XRM9
31413BER8
31415PZX9
31416CKG0
31416H5Y7
31416NJB9
31416YDF2
31416YLG1
31417BF77
31417BXH5
31417C4P7
31417ESE2
31417MH71
31417SBL3
31418AYP7
31418WJU5
31419BCD5
31419BVT9
31419HCY6
36179BAJ3
36179MK74
36179MNH9
36179MQQ6
36179NVM7
36179NX52
36179QGD7
36181AJL7
36181H7E1
36202FAV8
36202FHX7
36202FLN4
36202FMC7
36202FP67
36202FQ74
36202FSE7
36202FTL0
36202FV94
36213HH85
36290XNQ9
36291NZ53
3128E6XL6
3128P7RY1
312945ZD3
3132GKY91
3132GLRM8
3132GMC67
3132H1AK3
3132LM2B1
3132LM2D7
3132LM2K1
3132M54R0
3138A5FH0
3138EJYV4
3138EJYW2
3138EJYZ5
3138EJY28
3138LRHG0
3138LRHH8
3138LXHF9
3138L6VG0
31402CPL0
31402C4H2
31402RFV6
31402RSN0
31416XEN6
31417EEQ0
31417YW78
31418MEX6
31418MEY4
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

FNMA POOL #0889579

FNMA POOL #0894625
FNMA POOL #0897145
FNMA POOL #0901457
FNMA POOL #0903252
FNMA POOL #0917692
FNMA POOL #0940344
FNMA POOL #0985558
FNMA POOL #0995895
FNMA POOL #0AA0862
FNMA POOL #0AA4757
FNMA POOL #0AB2801
FNMA POOL #0AB3026
FNMA POOL #0AB4689
FNMA POOL #0AB5179
FNMA POOL #0AB6229
FNMA POOL #0AB7716
FNMA POOL #0AC2953
FNMA POOL #0AC5442
FNMA POOL #0MA1617
FNMA POOL #0AD8374
FNMA POOL #0AE0967
FNMA POOL #0AE1525
FNMA POOL #0AE6386
GNMA POOL #0AC1809
GNMA POOL #0AE6567
GNMA POOL #0AF2693
GNMA POOL #0554755
GNMA POOL #0620599
GNMA POOL #0633564
FHLMC POOL #D9-9683
FHLMC POOL #C9-1403
FHLMC POOL #A9-7040
FHLMC POOL #Q0-4636
FHLMC POOL #Q0-5292
FHLMC POOL #Q0-5793
FHLMC POOL #U8-9009
FHLMC POOL #K9-1770
FHLMC POOL #K9-1772
FHLMC POOL #K9-1778
FHLMC POOL #Q2-5632
FNMA POOL #0AH3767
FNMA POOL #0AL2523
FNMA POOL #0AL2524
FNMA POOL #0AL2527
FNMA POOL #0AL2528
FNMA POOL #0AO1130
FNMA POOL #0AO1131
FNMA POOL #0AO6529
FNMA POOL #0AM6014
FNMA POOL #0725027
FNMA POOL #0725424
FNMA POOL #0735580
FNMA POOL #0735925
FNMA POOL #0AB1940
FNMA POOL #0AB7342
FNMA POOL #0MA0669
FNMA POOL #0AD0149
FNMA POOL #0AD0150
Coupon
6.00
6.50
6.50
6.50
6.50
6.00
1.92
5.50
5.00
5.00
4.00
3.50
4.00
3.50
3.50
3.50
2.50
4.50
4.50
3.00
5.00
3.50
4.00
4.00
3.00
3.50
3.50
4.00
3.00
3.50
4.00
3.00
3.00
5.00
4.50
4.00
5.00
4.00
4.50
4.50
4.50
4.50
5.50
5.50
6.00
3.00
3.50
4.00
4.00
4.00
4.00
3.50
4.00
4.00
4.00
4.00
3.12
3.50
3.50
3.50
3.50
3.50
3.50
3.50
2.92
5.00
5.50
5.00
5.00
3.50
3.00
3.50
5.34
5.18
Maturity
5/1/2038
11/1/2036
9/1/2036
10/1/2036
10/1/2036
5/1/2022
7/1/2037
6/1/2038
7/1/2039
1/1/2039
12/1/2040
4/1/2026
5/1/2041
3/1/2042
5/1/2042
9/1/2042
1/1/2028
9/1/2039
11/1/2039
9/1/2028
7/1/2040
6/1/2039
9/1/2040
1/1/2041
1/15/2043
8/20/2042
9/20/2042
10/20/2042
12/20/2043
1/20/2044
6/20/2044
6/15/2043
7/15/2043
8/20/2039
7/20/2040
10/20/2040
11/20/2040
2/20/2041
3/20/2041
4/20/2041
5/20/2041
8/20/2041
2/15/2035
9/15/2033
8/15/2034
11/1/2032
3/1/2032
2/1/2041
11/1/2041
12/1/2041
1/1/2042
9/1/2032
5/1/2034
5/1/2034
5/1/2034
4/1/2044
2/1/2041
9/1/2032
5/1/2032
8/1/2032
6/1/2032
5/1/2032
5/1/2032
6/1/2032
5/1/2021
11/1/2033
4/1/2034
6/1/2035
10/1/2035
12/1/2025
12/1/2032
3/1/2026
6/1/2018
5/1/2019
Income
Market Value
207,422.01
56,511.86
14,538.34
46,460.58
84,900.95
199,397.70
113,079.77
112,573.55
253,567.96
1,983.33
176,479.09
262,190.85
67,202.27
775,110.41
1,437,002.90
1,275,221.18
927,603.03
365,033.72
84,961.94
162,037.78
235,826.36
295,958.43
33,056.76
1,018,224.42
236,341.89
839,748.39
846,411.05
1,613,468.78
482,212.84
505,011.91
2,133,977.97
109,484.15
637,305.42
530,466.64
946,182.48
342,283.05
252,151.43
342,486.04
852,256.07
40,892.11
351,926.14
960,882.50
431,447.27
242,802.73
63,174.82
484,578.43
1,107,685.31
1,866,287.92
428,986.36
819,949.51
428,911.93
1,349,961.44
593,434.81
480,058.86
848,674.06
1,059,034.44
881,776.55
2,381,527.27
379,748.63
1,898,180.98
1,096,316.37
102,772.16
157,225.55
962,851.67
1,029,099.94
258,843.86
739,143.42
905,214.65
270,447.67
2,876,265.68
961,471.68
1,046,892.58
500,567.30
2,298,673.23
Receivable
919.29
265.56
69.52
214.38
394.34
927.34
170.30
464.69
958.54
7.50
554.41
723.06
211.11
2,193.15
4,065.95
3,608.19
1,900.13
1,267.09
294.92
390.29
890.25
837.40
103.85
3,198.73
581.53
2,351.22
2,369.88
5,039.76
1,186.28
1,414.15
6,665.60
269.39
1,568.11
1,992.39
3,251.69
1,067.94
946.23
1,068.92
2,929.90
140.59
1,209.97
3,304.09
1,764.30
997.85
274.64
1,177.27
3,084.28
5,874.93
1,348.80
2,580.31
1,349.72
3,787.92
1,850.96
1,494.09
2,647.06
3,314.41
2,151.77
6,673.12
1,055.12
5,306.18
3,044.92
285.43
436.66
2,675.73
2,510.44
975.65
3,015.88
3,413.24
1,019.79
7,899.35
2,335.14
2,885.96
2,049.39
9,089.27
Par Value
Cost
% of MV
183,858.6780
49,026.9200
12,835.2300
39,577.6300
72,800.7400
185,468.9800
106,602.6000
101,387.4720
230,049.9560
1,799.3770
166,321.8130
247,906.4810
63,334.4340
751,935.7460
1,394,038.6280
1,237,093.9410
912,061.4980
337,890.9450
78,644.4350
156,117.7940
213,659.2200
287,109.7100
31,154.1720
959,620.3980
232,610.8090
806,132.6550
812,528.6100
1,511,927.7130
474,511.5190
484,851.7700
1,999,679.4970
107,755.7470
627,244.4190
478,173.5750
867,118.6070
320,381.7570
227,095.9350
320,676.8080
781,305.7030
37,489.5620
322,657.8440
881,090.9100
384,938.9500
217,713.4300
54,927.9400
470,907.9700
1,057,466.2400
1,762,477.9700
404,639.2200
774,092.2800
404,916.5700
1,298,714.1800
555,286.6200
448,225.8600
794,118.1400
994,323.8400
827,073.8800
2,287,928.1300
361,754.9400
1,819,261.4200
1,043,971.6300
97,861.4700
149,712.9500
917,394.7600
998,408.8500
234,156.7200
658,010.7000
819,176.5400
244,749.0200
2,708,348.1000
934,057.1000
989,473.4400
445,598.2900
2,038,879.2400
198,501.78
49,976.43
13,083.51
40,336.68
74,207.24
187,563.97
107,091.10
108,551.56
242,390.67
1,902.67
165,522.17
260,442.30
66,413.27
801,493.89
1,377,132.26
1,314,237.76
903,990.13
354,895.54
82,033.65
161,693.73
226,004.76
267,383.08
31,004.57
1,002,808.65
228,350.63
875,934.16
882,501.32
1,629,158.29
459,646.75
491,814.24
2,127,087.84
105,781.61
615,752.19
524,618.18
948,778.60
349,092.60
245,627.41
347,242.30
844,705.98
38,422.56
330,689.94
927,650.67
376,775.89
217,430.52
54,958.49
495,851.37
1,102,573.78
1,747,056.29
424,397.00
821,989.25
428,515.62
1,412,361.39
590,989.82
477,185.44
845,177.45
1,038,446.95
848,429.19
2,488,479.31
390,751.86
1,983,279.22
1,127,652.49
102,769.82
157,034.84
974,731.93
1,019,157.03
249,889.13
709,880.45
865,511.19
260,753.31
2,757,648.51
987,765.38
993,493.21
481,385.39
2,158,280.42
0.0010%
0.0003%
0.0001%
0.0002%
0.0004%
0.0009%
0.0005%
0.0005%
0.0012%
0.0000%
0.0008%
0.0012%
0.0003%
0.0036%
0.0067%
0.0059%
0.0043%
0.0017%
0.0004%
0.0008%
0.0011%
0.0014%
0.0002%
0.0047%
0.0011%
0.0039%
0.0039%
0.0075%
0.0022%
0.0023%
0.0099%
0.0005%
0.0030%
0.0025%
0.0044%
0.0016%
0.0012%
0.0016%
0.0040%
0.0002%
0.0016%
0.0045%
0.0020%
0.0011%
0.0003%
0.0023%
0.0051%
0.0087%
0.0020%
0.0038%
0.0020%
0.0063%
0.0028%
0.0022%
0.0039%
0.0049%
0.0041%
0.0111%
0.0018%
0.0088%
0.0051%
0.0005%
0.0007%
0.0045%
0.0048%
0.0012%
0.0034%
0.0042%
0.0013%
0.0134%
0.0045%
0.0049%
0.0023%
0.0107%
Stated
Security ID
3620AJUL1
3620AJUS6
3620AUSQ8
3620A7VT9
36230KRE3
36230SDR2
36297EZU2
3128MCGL3
3128MMKS1
3128M7AZ9
3128M7XB7
3128M8NA8
3128PTQZ1
3128P7S20
3128UHJA4
312940RE1
3132GDKP6
3138ATE97
3138A2VM8
3138A8E77
3138EGSD7
3138ELBR3
3138E2FK6
3138E2MD4
3138LRBF8
3138W9CH1
3138XYQU1
3138X0MN5
3138X0ZA9
3138X0ZX9
3138X0ZZ4
3138X2RR7
31416WRH7
31417GZV1
31418AX60
31419AN52
36176XP29
36179NBB3
36179NF60
36180HVL9
3620AF3U9
3620AKYB6
3620ARUP4
36202E7H6
36202FFU5
36202FX92
36209R2Q5
36296Q3D9
3128P76D0
3132LM2K1
31326HKQ6
31326HNV2
3138L6F52
3138L6MB1
3138L6VD7
3138L6VG0
3138L6VJ4
3138L6V70
3138WBMH5
3138XQH79
3138XUVM1
3138XUVR0
3138XYUK8
3138XYUM4
31381U3U9
31418BD37
31300MDD2
31300MGN7
3138EMU90
3128M9QB1
3128M9XT4
3128M9XV9
3132GTNL7
3132JPBC5
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME


FHLMC POOL #G1-3603
FHLMC POOL #G1-8304
FHLMC POOL #G0-5124
FHLMC POOL #G0-5774
FHLMC POOL #G0-6385
FHLMC POOL #J1-4072
FHLMC POOL #C9-1437
FHLMC POOL #1B-8906
FHLMC POOL #A9-2285
FHLMC POOL #Q0-0302
FNMA POOL #0AJ1959
FNMA POOL #0AH1519
FNMA POOL #0AH6457
FNMA POOL #0AL0515
FNMA POOL #0AL3647
FNMA POOL #0AJ9169
FNMA POOL #0AJ9355
FNMA POOL #0AO0937
FNMA POOL #0AS0071
FNMA POOL #0AW8566
FNMA POOL #0AU1264
FNMA POOL #0AU1636
FNMA POOL #0AU1657
FNMA POOL #0AU1659
FNMA POOL #0AU3195
FNMA POOL #0AB1387
FNMA POOL #0AB9755
FNMA POOL #0MA1600
FNMA POOL #0AE0411
GNMA POOL #0779241
GNMA II POOL #0AD6019
GNMA POOL #0729011
GNMA POOL #0732506
GNMA POOL #0737790
GNMA POOL #0479683
GNMA POOL #0698396
FHLMC POOL #C9-1768
FHLMC POOL #K9-1778
FHLMC POOL #2B-3003
FHLMC POOL #2B-3104
FNMA POOL #0AM5587
FNMA POOL #0AM5753
FNMA POOL #0AM6011
FNMA POOL #0AM6014
FNMA POOL #0AM6016
FNMA POOL #0AM6037
FNMA POOL #0AS2159
FNMA POOL #0AW1153
FNMA POOL #0AW5119
FNMA POOL #0AW5123
FNMA POOL #0AW8685
FNMA POOL #0AW8587
FNMA POOL #0471611
FNMA POOL #0MA1921
FHLMC POOL #84-9100
FHLMC POOL #84-9205
FNMA POOL #0AL5107
FHLMC POOL #G0-7350
FHLMC POOL #G0-7590
FHLMC POOL #G0-7592
FHLMC POOL #Q0-8195
FHLMC POOL #Q2-1835
Coupon
4.75
4.80
4.82
4.81
4.74
4.30
4.50
5.50
5.00
6.00
5.00
5.50
4.00
3.50
3.16
4.50
4.50
4.50
3.50
4.00
6.00
4.00
4.00
3.00
3.00
3.00
4.00
3.00
3.50
2.50
2.50
3.00
4.50
3.50
3.50
4.50
3.50
3.50
3.00
3.50
4.50
6.00
4.00
5.00
5.00
4.50
4.00
4.50
3.50
4.00
2.60
2.89
3.22
3.16
2.94
2.92
3.08
3.03
4.00
4.00
2.86
2.95
2.86
2.80
3.14
3.50
2.35
2.38
2.34
3.50
3.50
3.50
4.00
4.00
Maturity
11/20/2060
12/20/2060
9/20/2060
11/20/2060
12/20/2060
12/20/2060
9/20/2060
2/1/2024
3/1/2024
12/1/2038
1/1/2040
8/1/2040
1/1/2026
4/1/2032
10/1/2041
5/1/2040
4/1/2041
10/1/2041
12/1/2025
3/1/2041
7/1/2040
12/1/2042
1/1/2042
1/1/2027
4/1/2027
8/1/2033
8/1/2044
7/1/2043
7/1/2043
7/1/2028
7/1/2028
8/1/2043
8/1/2040
6/1/2043
10/1/2043
9/1/2040
5/15/2042
4/20/2043
6/20/2043
4/20/2043
2/15/2040
5/15/2040
12/15/2040
7/20/2039
4/20/2040
10/20/2041
10/15/2041
7/15/2039
6/1/2034
5/1/2034
8/1/2044
8/1/2044
6/1/2022
12/1/2021
8/1/2021
5/1/2021
11/1/2022
9/1/2022
4/1/2044
3/1/2034
4/1/2044
5/1/2044
7/1/2044
7/1/2044
6/1/2022
6/1/2034
5/1/2038
11/1/2036
12/1/2040
4/1/2043
12/1/2043
12/1/2043
5/1/2042
9/1/2043
Income
Market Value
Receivable
1,193,194.37
508,019.44
950,674.05
1,064,895.38
545,880.17
2,051,763.99
1,042,784.99
108,217.91
351,644.13
560,380.18
790,126.89
1,448,854.46
372,636.17
809,062.70
266,150.14
210,189.49
595,499.62
1,198,213.35
268,254.11
2,944,782.72
1,268,644.79
1,354,682.71
756,191.04
485,956.33
1,514,307.73
1,022,441.18
1,061,070.00
2,225,658.95
966,670.04
1,151,089.67
1,111,623.32
2,934,965.20
149,105.05
1,984,739.42
1,684,072.53
1,766,923.90
882,749.65
807,348.14
1,584,830.74
1,217,645.42
441,853.71
336,719.75
576,244.77
586,433.44
857,202.41
490,459.48
1,634,256.25
903,507.24
2,272,126.79
2,860,699.06
5,148,850.00
8,251,600.00
3,931,726.29
2,599,198.83
2,331,170.97
2,069,519.98
2,840,167.49
2,560,560.03
7,385,388.46
5,717,598.26
4,933,940.98
7,472,065.69
3,092,655.60
5,630,958.31
4,256,825.56
7,468,869.46
5,887,871.17
5,897,962.90
2,570,106.52
2,536,244.75
2,465,668.68
3,312,717.81
3,467,721.00
5,133,894.79
4,397.59
1,881.00
3,525.36
3,963.98
2,007.03
6,896.28
3,593.13
454.04
1,346.08
2,451.21
2,956.83
5,993.79
1,168.90
2,252.78
677.74
721.63
2,066.90
4,134.55
739.52
9,250.98
5,536.69
4,255.15
2,374.98
1,169.09
3,643.00
2,484.72
1,111.11
5,581.23
2,735.16
2,357.90
2,277.06
7,359.93
517.44
5,615.75
4,765.02
6,082.72
2,470.22
2,260.76
3,898.80
3,405.21
1,518.90
1,496.00
1,787.84
2,201.96
3,219.00
1,686.77
5,087.00
3,114.05
6,349.26
8,922.68
10,833.33
19,266.67
10,462.89
6,780.73
5,722.85
5,048.50
7,323.52
6,506.55
23,095.07
17,798.69
11,378.98
17,711.35
7,142.98
12,737.11
11,039.06
20,829.78
11,017.34
11,064.78
4,721.63
7,169.53
6,970.90
9,349.54
10,864.91
16,142.80
Par Value
Cost
% of MV
1,110,268.4200
470,641.1200
878,228.9400
988,935.2600
507,894.7200
1,923,648.9700
958,169.0800
99,064.3600
323,059.8000
490,241.3500
709,639.5700
1,307,736.6000
350,670.1900
772,382.2700
254,268.1900
192,435.4000
551,174.1900
1,102,545.4800
253,550.7000
2,775,295.4300
1,107,338.7500
1,276,545.3700
712,493.8000
467,634.4100
1,457,200.0600
993,886.8100
1,000,000.0000
2,232,490.3700
937,768.0300
1,131,792.6100
1,092,987.8800
2,943,973.7600
137,984.8500
1,925,398.6300
1,633,721.2400
1,622,057.9100
846,932.8600
775,118.7000
1,559,519.7300
1,167,501.2400
405,039.6600
299,200.0600
536,350.9800
528,470.7700
772,560.6600
449,806.0100
1,526,101.4400
830,414.1800
2,176,887.9400
2,676,802.7100
5,000,000.0000
8,000,000.0000
3,773,430.8700
2,491,897.7100
2,260,507.5100
2,007,800.2000
2,761,277.7800
2,493,728.1200
6,928,521.7400
5,339,607.4500
4,782,758.0000
7,207,062.0200
2,994,960.0000
5,464,615.4200
4,082,659.3100
7,141,639.5400
5,506,697.5600
5,505,528.8100
2,417,217.5100
2,458,125.5200
2,390,024.4100
3,205,556.0700
3,259,473.2500
4,842,840.1000
1,181,061.57
503,822.00
925,055.21
1,056,503.81
533,173.03
2,008,377.19
1,017,248.58
107,175.28
343,957.75
566,688.35
756,098.81
1,455,061.30
361,847.80
817,518.33
265,789.73
203,560.57
585,019.74
1,184,202.74
255,769.28
2,916,662.05
1,294,894.24
1,343,165.09
753,907.50
486,632.05
1,531,881.56
981,463.22
1,057,812.50
2,230,746.22
948,904.03
1,132,853.67
1,112,456.73
2,825,984.81
144,064.82
1,989,177.46
1,687,327.72
1,798,963.59
911,213.74
795,465.56
1,632,317.61
1,197,509.67
450,037.03
332,112.08
580,264.72
588,171.46
847,402.46
489,374.88
1,701,765.69
900,220.87
2,264,620.94
2,847,084.51
5,123,129.51
8,205,749.21
3,814,023.32
2,537,610.02
2,306,119.17
2,048,263.32
2,830,727.93
2,556,337.49
7,213,620.65
5,648,196.90
4,906,761.15
7,381,653.62
3,067,112.31
5,609,451.02
4,141,944.08
7,333,686.31
5,853,605.23
5,846,819.39
2,568,492.89
2,462,316.85
2,429,554.67
3,261,547.48
3,382,122.52
5,022,972.68
0.0055%
0.0024%
0.0044%
0.0049%
0.0025%
0.0095%
0.0048%
0.0005%
0.0016%
0.0026%
0.0037%
0.0067%
0.0017%
0.0038%
0.0012%
0.0010%
0.0028%
0.0056%
0.0012%
0.0137%
0.0059%
0.0063%
0.0035%
0.0023%
0.0070%
0.0047%
0.0049%
0.0103%
0.0045%
0.0053%
0.0052%
0.0136%
0.0007%
0.0092%
0.0078%
0.0082%
0.0041%
0.0037%
0.0074%
0.0057%
0.0021%
0.0016%
0.0027%
0.0027%
0.0040%
0.0023%
0.0076%
0.0042%
0.0106%
0.0133%
0.0239%
0.0383%
0.0183%
0.0121%
0.0108%
0.0096%
0.0132%
0.0119%
0.0343%
0.0265%
0.0229%
0.0347%
0.0144%
0.0261%
0.0198%
0.0347%
0.0273%
0.0274%
0.0119%
0.0118%
0.0114%
0.0154%
0.0161%
0.0238%
Stated
Security ID
3132J85B2
3132L5J53
3138AGYQ5
3138ELC50
3138NJAB4
3138NJAD0
31417C3K9
31417FPT9
31418AWG9
31418AZS0
36179MQN3
31416CGK6
054105LM1
19648CAD3
19648CAE1
249218BC1
55844REF7
915489WB0
780486HD1
02765UCR3
645918T52
646136R29
6459186P3
592125AM0
13063A5E0
13063A5G5
13063A7D0
13063BBU5
13063BFR8
13063BJC7
13063A5G5
13063BJC7
75913THW7
13063A5E0
13063BJC7
167593AN2
452151LD3
452151LF8
4521518V8
452152BM2
452152FA4
452152FK2
452152GS4
452152HR5
452152HS3
452152HT1
452152HU8
452152UK5
452152UL3
452152HU8
4521518V8
452151LE1
452152HU8
6581964B3
626207YS7
04057PJQ2
04057PJL3
04057PJP4
04057PJL3
67760HJY8
709223A27
709223A27
646139W35
646139X83
491189FC5
167486MM8
167486PG8
167486SD2
067203EQ8
041042WQ1
701060GJ8
4424354U4
701060GE9
701060GL3
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME

MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
FHLMC POOL #Q1-7641

FHLMC POOL #V8-0284
FNMA POOL #0AI3418
FNMA POOL #0AL3691
FNMA POOL #0FN0001
FNMA POOL #0FN0003
FNMA POOL #0AB6201
FNMA POOL #0AB8533
FNMA POOL #0MA1546
FNMA POOL #0MA1652
FNMA POOL #0995802
AVON LAKE OH CITY SCH DIST
COLORADO ST HSG&FIN AUTH COLOR
COLORADO ST HSG&FIN AUTH COLOR
DENVER CO PUBLIC SCHS COPS
MADISON WI
UPPER ARLINGTON OH
ROYAL OAK MI HOSP FIN AUTH
AMERICAN MUNI PWR-OHIO INC OH
NEW JERSEY ST ECON DEV AUTH RE
NEW JERSEY ST TRANSPRTN TRUSTF
NEW JERSEY ST ECON DEV AUTH RE
MET GOVT NASHVILLE & DAVIDSON
CALIFORNIA ST
CALIFORNIA ST
CALIFORNIA ST
CALIFORNIA ST
CALIFORNIA ST
CALIFORNIA ST
CALIFORNIA ST
CALIFORNIA ST
REGL TRANSPRTN DIST CO COPS
CALIFORNIA ST
CALIFORNIA ST
CHICAGO IL O'HARE INTERNATIONA
ILLINOIS ST
ILLINOIS ST
ILLINOIS ST
ILLINOIS ST
ILLINOIS ST
ILLINOIS ST
ILLINOIS ST
ILLINOIS ST
ILLINOIS ST
ILLINOIS ST
ILLINOIS ST
ILLINOIS ST
ILLINOIS ST
ILLINOIS ST
ILLINOIS ST
ILLINOIS ST
ILLINOIS ST
NORTH CAROLINA ST ESTRN MUNI P
MUNI ELEC AUTH OF GEORGIA
ARIZONA ST SCH FACS BRD COPS
OHIO ST TURNPIKE COMMISSION
PENNSYLVANIA ST TURNPIKE COMMI
PENNSYLVANIA ST TURNPIKE COMMI
NEW JERSEY ST TURNPIKE AUTH
NEW JERSEY ST TURNPIKE AUTH
KENTUCKY ST ASSET/LIABILITY CO
CHICAGO IL
CHICAGO IL
CHICAGO IL
BARBERTON OH CITY SCH DIST
ARKANSAS ST
PARKER CNTY TX
HOUSTON TX UTILITY SYS REVENUE
PARKER CNTY TX
PARKER CNTY TX
Coupon
3.00
3.50
4.50
4.00
3.76
4.30
3.00
3.00
3.50
3.50
3.00
5.50
3.65
1.16
1.60
4.24
3.00
0.30
5.00
6.05
1.65
5.00
1.80
6.73
7.50
7.55
7.30
7.35
7.63
7.60
7.55
7.60
5.00
7.50
7.60
6.40
4.35
5.10
4.42
6.63
6.73
5.55
7.35
4.96
5.37
5.67
5.88
2.69
3.14
5.88
4.42
4.95
5.88
2.44
7.06
2.38
1.47
0.95
1.47
5.00
5.51
5.51
7.41
7.10
3.17
7.78
5.43
6.31
4.00
1.62
2.38
1.65
0.64
2.99
Maturity
4/1/2043
8/1/2043
5/1/2041
1/1/2043
12/1/2020
1/1/2021
9/1/2042
3/1/2043
8/1/2043
10/1/2033
10/20/2042
12/1/2035
12/1/2024
5/15/2015
5/15/2016
12/15/2037
10/1/2018
4/15/2015
9/1/2039
2/15/2043
3/1/2018
6/15/2044
6/15/2017
7/1/2043
4/1/2034
4/1/2039
10/1/2039
11/1/2039
3/1/2040
11/1/2040
4/1/2039
11/1/2040
6/1/2044
4/1/2034
11/1/2040
1/1/2040
6/1/2018
6/1/2033
1/1/2015
2/1/2035
4/1/2035
4/1/2019
7/1/2035
3/1/2016
3/1/2017
3/1/2018
3/1/2019
12/1/2017
12/1/2018
3/1/2019
1/1/2015
6/1/2023
3/1/2019
1/1/2017
4/1/2057
9/1/2019
9/1/2017
9/1/2016
9/1/2017
2/15/2048
12/1/2045
12/1/2045
1/1/2040
1/1/2041
4/1/2018
1/1/2035
1/1/2042
1/1/2044
11/1/2022
7/1/2018
2/15/2020
5/15/2018
2/15/2016
2/15/2022
Income
Market Value
Receivable
3,694,253.83
2,448,634.97
3,450,193.91
5,667,670.77
2,838,523.84
2,381,842.34
3,896,757.40
4,949,016.67
2,507,486.81
2,892,257.42
2,441,478.37
5,011,543.16
1,365,558.15
1,055,565.00
2,170,035.35
1,985,280.00
345,470.40
1,200,000.00
545,825.00
909,849.60
1,485,285.00
3,039,050.25
3,764,124.65
143,784.30
1,381,259.25
1,767,037.05
2,002,696.15
241,861.95
508,151.45
3,353,079.15
1,516,770.00
767,295.00
807,872.80
1,191,244.75
214,842.60
143,878.90
115,479.10
2,745,506.75
359,643.40
645,859.00
1,354,263.35
32,848.50
595,460.70
89,740.45
38,000.20
537,389.70
1,448,418.65
282,102.80
298,631.45
3,182,047.15
314,054.80
1,290,257.10
1,711,259.10
5,585,250.00
573,430.00
225,535.50
1,458,366.50
3,148,293.20
2,514,425.00
752,034.10
2,644,645.20
145,576.80
170,672.65
1,186,515.00
5,635,760.07
413,640.60
259,696.25
2,611,864.70
302,559.90
1,697,627.25
325,136.50
606,282.00
1,062,348.15
695,375.10
9,253.40
6,921.87
11,873.64
17,688.53
8,520.39
7,943.98
9,721.38
12,361.79
7,112.43
8,052.30
6,005.62
20,442.11
3,519.21
3,592.52
10,058.22
17,910.67
4,125.00
660.00
7,500.00
1,936.96
12,360.00
29,819.44
21,615.24
1,234.02
29,531.25
36,648.96
42,127.08
4,042.50
12,771.88
55,353.33
31,458.33
12,666.67
6,166.67
25,468.75
3,546.67
1,172.42
1,196.25
35,253.75
2,615.76
3,204.50
33,765.10
693.38
6,247.50
2,108.43
938.88
13,737.63
38,053.58
1,883.00
2,315.75
83,600.33
2,284.18
15,035.63
44,959.05
22,366.67
14,697.92
1,070.10
4,274.60
5,928.93
7,370.00
1,522.22
30,034.95
1,653.30
1,421.02
9,765.25
71,814.54
4,409.23
2,489.67
25,940.02
3,866.67
4,658.52
343.34
4,232.43
304.35
916.63
Par Value
Cost
% of MV
3,701,360.4400
2,373,214.2200
3,166,303.1700
5,306,559.4000
2,629,455.8100
2,144,412.9400
3,888,552.5500
4,944,714.7700
2,438,549.0300
2,760,788.6600
2,402,249.6300
4,460,096.7900
1,335,000.0000
1,050,000.0000
2,135,000.0000
2,000,000.0000
330,000.0000
1,200,000.0000
500,000.0000
720,000.0000
1,500,000.0000
2,825,000.0000
3,755,000.0000
110,000.0000
945,000.0000
1,165,000.0000
1,385,000.0000
165,000.0000
335,000.0000
2,185,000.0000
1,000,000.0000
500,000.0000
740,000.0000
815,000.0000
140,000.0000
110,000.0000
110,000.0000
2,765,000.0000
355,000.0000
580,000.0000
1,205,000.0000
30,000.0000
510,000.0000
85,000.0000
35,000.0000
485,000.0000
1,295,000.0000
280,000.0000
295,000.0000
2,845,000.0000
310,000.0000
1,215,000.0000
1,530,000.0000
5,500,000.0000
500,000.0000
225,000.0000
1,450,000.0000
3,137,000.0000
2,500,000.0000
685,000.0000
2,180,000.0000
120,000.0000
115,000.0000
825,000.0000
5,445,652.3500
340,000.0000
275,000.0000
2,465,000.0000
290,000.0000
1,695,000.0000
325,000.0000
600,000.0000
1,065,000.0000
690,000.0000
3,574,041.09
2,395,288.50
3,392,915.44
5,617,482.59
2,831,192.69
2,317,236.51
3,775,689.88
4,820,248.61
2,438,925.90
2,852,937.47
2,362,365.46
4,933,506.96
1,335,000.00
1,050,000.00
2,152,198.87
2,000,000.00
329,300.40
1,200,000.00
536,532.02
701,337.60
1,500,000.00
2,737,696.35
3,755,000.00
110,000.00
1,108,611.40
1,558,033.36
1,815,031.59
210,819.31
423,648.16
3,020,868.37
1,368,498.53
659,246.80
780,133.35
1,023,895.57
182,844.68
110,000.00
116,976.61
2,742,657.10
355,009.55
646,222.92
1,362,687.76
32,499.08
599,931.47
89,339.62
37,889.78
527,801.07
1,429,536.88
280,000.00
295,000.00
2,845,000.00
312,067.21
1,249,767.90
1,699,689.42
5,500,000.00
529,779.76
225,000.00
1,450,000.00
3,137,000.00
2,500,000.00
734,126.49
2,419,903.58
120,000.00
136,765.63
1,065,081.13
5,658,865.41
396,665.92
228,684.91
2,476,261.40
321,122.80
1,695,000.00
325,000.00
600,000.00
1,065,000.00
690,000.00
0.0172%
0.0114%
0.0160%
0.0263%
0.0132%
0.0111%
0.0181%
0.0230%
0.0116%
0.0134%
0.0113%
0.0233%
0.0063%
0.0049%
0.0101%
0.0092%
0.0016%
0.0056%
0.0025%
0.0042%
0.0069%
0.0141%
0.0175%
0.0007%
0.0064%
0.0082%
0.0093%
0.0011%
0.0024%
0.0156%
0.0070%
0.0036%
0.0038%
0.0055%
0.0010%
0.0007%
0.0005%
0.0127%
0.0017%
0.0030%
0.0063%
0.0002%
0.0028%
0.0004%
0.0002%
0.0025%
0.0067%
0.0013%
0.0014%
0.0148%
0.0015%
0.0060%
0.0079%
0.0259%
0.0027%
0.0010%
0.0068%
0.0146%
0.0117%
0.0035%
0.0123%
0.0007%
0.0008%
0.0055%
0.0262%
0.0019%
0.0012%
0.0121%
0.0014%
0.0079%
0.0015%
0.0028%
0.0049%
0.0032%
Stated
Security ID
4424354Z3
4424354W0
59334PEL7
645913AY0
777543VK2
645913AX2
914460FM7
986525PG2
494836HT9
567137ZM9
677632MV0
677632PA3
592112LH7
658207QX6
91412GUX1
64966HYC8
64966HYD6
64966H4F4
64966KL76
64966H4M9
64966JAS5
91412GEZ4
64966K2P7
91412GQB4
115117JM6
602245ZA3
6055806G9
70914PWL2
207758KJ1
70914PME9
072024ND0
977100AB2
45528SHE9
243312DA0
985743LS0
84247PHT1
847175JP2
847175JQ0
837151JT7
59259YBY4
59259YBZ1
59259YGF0
29270CYM1
29270CYM1
29270CYN9
914437RA8
735524MQ0
83412PDX7
92778LBK5
73358WRP1
544495UG7
213633GA2
580807AN5
442331WQ3
662826FD3
495278K28
65224PAV9
697634A45
358776DH2
45528S5R3
60636WPJ8
93974CPM6
57582PUT5
68608KNB0
93974CRF9
57582P2S8
677521LK0
68607DNL5
759136QP2
76541VKH9
880541QU4
89439YAM1
89439YAN9
13066KW62
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS

MIAMI-DADE CNTY FL TRANSIT SAL
NEW JERSEY ST ECON DEV AUTH LE
ROSEMONT IL
NEW JERSEY ST ECON DEV AUTH LE
UNIV OF MINNESOTA MN
YORK CNTY SC SCH DIST #4 FORT
KING CNTY WA SCH DIST #1 SEATT
MARICOPA CNTY AZ ELEM SCH DIST
OHIO ST UNIV
OHIO ST UNIV
MET GOVT NASHVILLE & DAVIDSONC
NORTH CAROLINA ST HSG FIN AGYH
UNIV OF CALIFORNIA CA REVENUES
NEW YORK NY
NEW YORK NY
NEW YORK NY
NEW YORK NY
NEW YORK NY
NEW YORK NY
NEW YORK NY
BROWARD CNTY FL WTR & SWR UTIL
MILWAUKEE CNTY WI
MISSISSIPPI ST
PENNSYLVANIA ST
CONNECTICUT ST SPL TAX OBLIG R
PENNSYLVANIA ST
BAY AREA CA TOLL AUTH TOLL BRI
WISCONSIN ST GEN FUND ANNUAL A
INDIANAPOLIS IN LOCAL PUBLIC I
DECATUR MI PUBLIC SCHS VAN BUR
YELLOWSTONE CNTY MT SCH DIST #
STHRN CA PUBLIC PWR AUTH REVEN
SPARTANBURG SC SANTN SWR DIST
SPARTANBURG SC SANTN SWR DIST
SOUTH CAROLINA ST PUBLIC SVC A
MET TRANSPRTN AUTH NY REVENUE
ENERGY N W WA ELEC REVENUE
UNIV OF MASSACHUSETTS MA BLDGA
PORT VANCOUVER WA
SOLANO CNTY CA CMNTY CLG DIST
VIRGINIA ST CMWLTH UNIV HLTH S
PORT AUTH OF NEW YORK & NEW JE
LOS ANGELES CA DEPARTMENT OF W
COOK CNTY IL CMNTY CONSOL SCH
MCHENRY & LAKE CNTYS IL CMNTY
HOUSTON TX
NORTH TEXAS HIGHER EDUCATI 1 A
KING CNTY WA SCH DIST #415 KEN
NEWPORT NEWS VA ECON DEV AUTH
PALOS VERDES PENINSULA CA UNIF
FRISCO TX
INDIANAPOLIS IN LOCAL PUBLIC I
MISSOURI ST HIGHWAYS & TRANSIT
WASHINGTON ST
MASSACHUSETTS ST
OREGON ST
WASHINGTON ST
MASSACHUSETTS ST
OHIO ST
OREGON ST DEPT OF TRANSPRTN HI
REGL TRANSPRTN DIST CO SALES T
RICHMOND VA
TENNESSEE ST
TRAVIS CNTY TX HLTHCARE DIST
TRAVIS CNTY TX HLTHCARE DIST
CALIFORNIA ST DEPT OF WTR RESO
Coupon
3.43
2.56
5.00
0.00
1.73
0.00
2.60
5.60
2.55
6.00
4.91
4.80
1.21
2.87
2.85
4.77
4.87
3.48
1.78
5.05
6.65
0.66
2.60
2.00
1.60
3.86
3.58
5.00
4.13
4.65
6.26
5.20
4.87
6.45
5.40
1.73
3.63
3.78
5.00
6.67
6.65
6.81
2.20
2.20
2.65
2.11
2.51
2.29
3.86
4.96
5.72
4.84
3.00
1.80
1.34
5.13
5.50
2.77
2.65
5.97
4.72
5.48
4.91
5.28
5.09
1.88
2.27
5.83
5.84
2.75
3.73
3.95
4.05
2.24
Maturity
5/15/2023
5/15/2020
7/1/2042
2/15/2020
12/1/2017
2/15/2019
8/1/2016
3/1/2027
6/1/2017
7/1/2023
6/1/2040
6/1/2039
7/1/2017
7/1/2032
5/15/2020
3/1/2020
3/1/2021
10/1/2018
8/1/2017
10/1/2024
12/1/2031
7/1/2041
8/1/2020
5/15/2020
10/1/2017
12/1/2030
11/1/2019
7/1/2024
11/1/2020
2/15/2026
4/1/2049
5/1/2018
7/15/2016
5/1/2027
6/15/2027
7/1/2018
3/1/2022
3/1/2023
12/1/2049
11/15/2039
11/15/2039
11/15/2040
7/1/2019
7/1/2019
7/1/2020
11/1/2019
12/1/2020
8/1/2019
1/1/2024
8/1/2046
7/1/2039
12/1/2021
12/30/2015
3/1/2018
4/1/2040
12/1/2026
7/1/2024
9/1/2020
2/15/2022
1/15/2030
5/1/2022
8/1/2039
5/1/2029
8/1/2016
8/1/2033
5/1/2019
5/1/2016
11/15/2034
11/1/2050
7/15/2022
8/1/2024
3/1/2023
3/1/2024
12/1/2020
Income
Market Value
Receivable
2,612,625.00
2,039,220.00
458,832.30
1,567,782.50
3,039,630.00
2,763,297.20
308,718.00
288,855.30
519,665.00
577,795.00
116,674.00
124,233.35
2,765,125.00
2,175,832.80
4,140,600.00
1,736,186.40
2,862,771.20
1,061,650.00
1,306,806.45
1,714,965.00
1,479,125.00
2,511,050.00
1,991,512.40
1,953,364.35
1,812,168.00
412,025.40
2,588,484.60
918,242.30
3,213,090.00
1,120,940.00
264,436.30
848,140.80
1,013,820.00
268,967.50
1,071,640.00
4,995,900.00
1,069,409.10
1,105,983.45
355,485.00
260,780.70
799,689.15
126,497.70
713,530.50
2,631,460.00
1,475,326.35
5,056,550.00
1,835,000.00
5,058,600.00
2,559,525.00
2,586,006.75
296,896.65
1,106,746.60
619,470.00
1,027,170.00
2,319,024.63
264,382.50
287,058.75
804,792.00
2,803,186.05
238,619.55
1,113,190.00
4,501,090.00
431,062.50
271,435.00
380,558.75
2,011,060.00
1,540,005.00
323,442.00
212,035.35
2,392,890.00
241,931.25
1,171,038.90
1,298,355.50
3,017,761.48
36,660.56
21,927.89
3,458.33
12,975.00
648.75
7,420.00
3,187.50
5,000.00
1,227.50
1,380.00
5,532.08
10,332.00
44,712.67
37,237.20
62,387.20
14,500.00
1,906.08
31,543.75
20,768.75
1,412.22
4,268.33
11,718.96
12,000.00
3,958.55
28,767.37
10,968.06
41,260.00
2,066.67
4,958.21
13,520.00
6,222.78
5,375.00
11,400.00
14,400.00
19,340.40
20,895.55
2,347.22
3,730.38
11,451.18
1,805.71
2,581.48
9,520.33
6,433.53
25,764.44
11,532.98
9,541.67
16,075.00
9,238.00
2,238.77
12,102.50
6,800.00
9,015.00
5,278.04
3,204.38
2,520.83
10,472.00
1,025.03
1,486.53
15,733.33
16,557.19
6,137.50
1,100.00
1,378.54
9,713.33
11,350.00
4,380.36
3,019.40
8,166.82
699.00
21,922.50
25,008.75
16,777.50
Par Value
Cost
% of MV
2,500,000.0000
2,000,000.0000
415,000.0000
1,850,000.0000
3,000,000.0000
3,110,000.0000
300,000.0000
265,000.0000
500,000.0000
500,000.0000
100,000.0000
115,000.0000
2,750,000.0000
2,160,000.0000
4,000,000.0000
1,560,000.0000
2,560,000.0000
1,000,000.0000
1,285,000.0000
1,500,000.0000
1,250,000.0000
2,500,000.0000
1,970,000.0000
1,995,000.0000
1,800,000.0000
410,000.0000
2,410,000.0000
745,000.0000
3,000,000.0000
1,000,000.0000
190,000.0000
780,000.0000
1,000,000.0000
250,000.0000
1,000,000.0000
5,000,000.0000
1,065,000.0000
1,105,000.0000
325,000.0000
190,000.0000
585,000.0000
90,000.0000
705,000.0000
2,600,000.0000
1,455,000.0000
5,000,000.0000
1,835,000.0000
5,000,000.0000
2,500,000.0000
2,235,000.0000
235,000.0000
1,000,000.0000
600,000.0000
1,000,000.0000
2,295,632.1400
250,000.0000
275,000.0000
800,000.0000
2,785,000.0000
195,000.0000
1,000,000.0000
3,625,000.0000
375,000.0000
250,000.0000
325,000.0000
2,000,000.0000
1,500,000.0000
255,000.0000
155,000.0000
2,325,000.0000
225,000.0000
1,110,000.0000
1,235,000.0000
3,000,000.0000
2,510,767.41
2,000,000.00
447,351.96
1,517,189.80
3,000,000.00
2,764,274.79
300,000.00
295,080.15
518,896.36
569,851.58
100,000.00
113,900.77
2,750,000.00
2,160,000.00
4,000,000.00
1,560,000.00
2,866,450.53
1,062,676.22
1,283,972.00
1,691,520.84
1,418,199.00
2,500,000.00
1,943,355.18
1,957,417.64
1,800,000.00
410,000.00
2,580,638.91
897,767.99
3,242,735.36
1,067,420.06
189,449.73
847,864.10
1,027,885.12
265,000.00
1,039,315.33
5,000,000.00
1,065,000.00
1,105,000.00
345,823.06
237,325.11
724,994.16
113,971.61
712,838.81
2,615,941.37
1,459,121.55
5,000,000.00
1,835,000.00
5,000,000.00
2,500,000.00
2,235,000.00
266,574.21
1,106,746.60
618,270.83
1,000,000.00
2,330,106.28
251,842.50
300,366.00
800,000.00
2,782,220.61
214,281.60
1,055,693.32
3,625,000.00
412,088.25
260,976.61
370,864.00
2,000,000.00
1,539,924.30
255,000.00
155,000.00
2,325,000.00
225,000.00
1,110,000.00
1,235,000.00
3,017,761.48
0.0121%
0.0095%
0.0021%
0.0073%
0.0141%
0.0128%
0.0014%
0.0013%
0.0024%
0.0027%
0.0005%
0.0006%
0.0128%
0.0101%
0.0192%
0.0081%
0.0133%
0.0049%
0.0061%
0.0080%
0.0069%
0.0117%
0.0092%
0.0091%
0.0084%
0.0019%
0.0120%
0.0043%
0.0149%
0.0052%
0.0012%
0.0039%
0.0047%
0.0012%
0.0050%
0.0232%
0.0050%
0.0051%
0.0017%
0.0012%
0.0037%
0.0006%
0.0033%
0.0122%
0.0069%
0.0235%
0.0085%
0.0235%
0.0119%
0.0120%
0.0014%
0.0051%
0.0029%
0.0048%
0.0108%
0.0012%
0.0013%
0.0037%
0.0130%
0.0011%
0.0052%
0.0209%
0.0020%
0.0013%
0.0018%
0.0093%
0.0072%
0.0015%
0.0010%
0.0111%
0.0011%
0.0054%
0.0060%
0.0140%
Stated
Security ID
79560TBY7
25477GCX1
59266TCJ8
49474E3L5
649902P49
650035J58
64971WFG0
64971WAE0
5447122J0
39167JBH7
452227FJ5
452227FJ5
834666GW3
837545JR4
67766WQG0
88283LHT6
100853PB0
771588RB8
89453PBN8
914455JZ4
041826E53
262615FP7
591852QH4
678519QS1
727199WD9
914455NW6
914455PC8
914455PD6
8827223B5
5741925F3
64985HHR1
235308QJ5
3038204D3
373384NZ5
5741925C0
67919PLP6
882722KE0
915217RY1
917542QW5
927734VK6
46246KH62
373384L46
67919PLN1
882723PQ6
917542QW5
696497TQ9
592643CC2
791451HN0
817409YB5
689900TQ1
99ZALKKT0
99ZALKKU7
99ZALKSR6
99ZALKST2
99ZALKKV5
99ZALKSU9
99ZALKSV7
996192829
996192829
996192829
996192829
996192829
996192829
996192829
996192829
996192829
996192829
996192829
996192829
996192829
996192829
996192829
996192829
996192829
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
MUNICIPAL BONDS
REPURCHASE AGREEMENTS
STIF
STIF
STIF
STIF
STIF
STIF
STIF
STIF
STIF
STIF
STIF
STIF
STIF
STIF
STIF
STIF
STIF
SALT LAKE CITY UT SALES & EXCI

DIST OF COLUMBIA INCOME TAX SE
MET WTR DIST OF STHRN CA
KING CNTY WA
NEW YORK ST DORM AUTH ST PERSO
NEW YORK ST URBAN DEV CORP REV
NEW YORK CITY NY TRANSITIONALF
NEW YORK CITY NY TRANSITIONAL
LOS ANGELES CNTY CA MET TRANSP
GTR CLEVELAND OH REGL TRANSITO
ILLINOIS ST SALES TAX REVENUE
ILLINOIS ST SALES TAX REVENUE
SOMERSET CNTY NJ IMPT AUTH GTD
SOUTH DAKOTA ST CONSERVANCY DI
OHIO ST WTR DEV AUTH WTR POLL
TEXAS ST TRANSPRTN COMMISSION
BOSTON MA
ROCHESTER MN
TRAVIS CNTY TX
UNIV OF MICHIGAN MI
ARLINGTON TX INDEP SCH DIST
DU PAGE COOK & WILL CNTYS IL C
MET COUNCIL MINNEAPOLIS-SAINT
OKLAHOMA CITY OK
PLANO TX INDEP SCH DIST
UNIV OF MICHIGAN MI
UNIV OF MICHIGAN MI
UNIV OF MICHIGAN MI
TEXAS ST
MARYLAND ST
NEW YORK ST ENVRNMNTL FACS COR
DALLAS TX INDEP SCH DIST
FAIRFAX CNTY VA
GEORGIA ST
MARYLAND ST
OKLAHOMA ST WTR RESOURCE BRD R
TEXAS ST
UNIV OF VIRGINIA VA UNIV REVEN
UTAH ST
VIRGINIA BEACH VA
IOWA ST FIN AUTH REVENUE
GEORGIA ST
OKLAHOMA ST WTR RESOURCE BRD R
TEXAS ST
UTAH ST
PALM BEACH CNTY FL
MET WASHINGTON DC ARPTS AUTH D
SAINT LOUIS CNTY MO SCH DIST #
SEQUOIA CA UNION HIGH SCH DIST
OUTAGAMIE CNTY WI
MERRILL LYNCH TRI-PARTY REP
DEUTSCHE TRI-PARTY REP
SCOTIABANK TRI-PARTY REP
SCOTIABANK TRI-PARTY REP
B OF A GLOBAL CAPITAL STIF
Coupon
1.80
4.89
6.54
3.98
4.65
1.65
2.42
3.00
4.93
2.94
2.30
2.30
3.64
2.63
4.88
5.03
4.40
2.00
3.85
5.51
0.61
3.75
5.20
2.00
3.13
0.60
3.22
3.42
1.91
4.60
2.93
4.25
4.20
4.50
4.30
3.57
5.37
6.20
3.19
4.15
2.80
3.60
3.45
2.84
3.19
5.83
5.00
3.74
5.38
1.70
0.04
0.04
0.04
0.03
0.05
0.04
0.04
0.05
0.05
0.05
0.05
0.05
0.05
0.05
0.05
0.05
0.05
0.05
0.05
0.05
0.05
0.05
0.05
0.05
Maturity
10/1/2018
12/1/2022
7/1/2039
12/1/2018
2/15/2022
3/15/2018
8/1/2020
11/1/2022
6/1/2024
12/1/2020
6/15/2019
6/15/2019
2/15/2021
8/1/2022
12/1/2034
4/1/2026
4/1/2026
2/1/2015
3/1/2019
4/1/2030
2/15/2016
1/1/2015
2/1/2031
3/1/2016
2/15/2017
4/1/2016
4/1/2022
4/1/2023
8/1/2019
3/1/2025
6/15/2023
2/15/2019
10/1/2019
11/1/2025
3/1/2022
4/1/2025
4/1/2029
9/1/2039
7/1/2019
3/15/2020
8/1/2017
2/1/2024
4/1/2024
10/1/2022
7/1/2019
6/1/2016
10/1/2053
2/15/2017
7/1/2021
9/1/2014
9/3/2014
9/4/2014
9/2/2014
9/2/2014
9/4/2014
9/2/2014
9/2/2014
12/31/2049
12/31/2049
12/31/2049
12/31/2049
12/31/2049
12/31/2049
12/31/2049
12/31/2049
12/31/2049
12/31/2049
12/31/2049
12/31/2049
12/31/2049
12/31/2049
12/31/2049
12/31/2049
12/31/2049
Income
Market Value
1,322,919.00
597,113.90
1,238,504.00
233,726.50
360,665.50
1,523,010.00
1,515,915.00
2,989,500.00
3,343,920.00
548,056.80
191,349.00
463,266.00
4,824,415.40
3,431,820.00
73,875.75
64,918.15
271,775.00
276,823.25
328,150.50
367,191.00
949,810.00
1,365,997.50
1,082,050.00
809,560.40
527,525.00
431,135.20
879,203.30
852,891.40
2,278,399.00
1,142,140.00
1,227,445.50
249,651.00
270,307.50
308,841.50
275,197.50
388,346.25
295,717.50
174,391.25
372,260.00
326,868.00
1,129,448.75
1,341,822.70
1,774,145.25
1,773,338.40
744,520.00
2,723,875.00
891,446.00
323,123.10
218,260.00
225,020.25
150,000,000.00
100,000,000.00
100,000,000.00
15,142,000.00
200,000,000.00
200,000,000.00
100,000,000.00
69,103,911.96
37,633,260.46
32,692,220.76
54,014,508.53
75,950,990.27
16,403,001.97
136,316,455.26
17,039,632.78
4,535.01
7,853,482.40
102,608,632.20
70,092,326.88
28,399,917.75
5,608,717.84
453,923.49
37,404,841.82
3,919,274.76
Receivable
2,860.00
6,483.23
11,550.47
2,139.25
672.24
11,412.50
3,025.00
30,000.00
36,975.00
5,947.43
921.75
2,231.61
7,587.38
7,679.58
792.84
1,152.25
4,583.33
458.33
5,967.50
6,891.25
257.98
8,437.50
4,333.33
7,900.00
694.44
1,319.20
14,295.57
14,570.19
3,605.52
23,000.00
7,687.88
425.00
4,375.00
4,127.75
5,375.00
5,988.86
5,590.63
3,875.00
1,860.25
5,740.83
2,511.02
3,855.00
26,623.03
7,157.25
3,720.50
36,425.00
11,687.50
506.98
1,794.00
1,912.50
666.67
444.44
333.33
37.86
1,111.11
666.67
333.33
5,002.43
3,916.83
1,899.89
4,466.24
6,015.71
986.61
9,000.71
644.58
0.34
892.17
7,966.42
5,075.79
2,410.38
268.54
138.30
2,557.34
325.24
Par Value
Cost
% of MV
1,300,000.0000
530,000.0000
1,060,000.0000
215,000.0000
325,000.0000
1,500,000.0000
1,500,000.0000
3,000,000.0000
3,000,000.0000
540,000.0000
190,000.0000
460,000.0000
4,690,000.0000
3,500,000.0000
65,000.0000
55,000.0000
250,000.0000
275,000.0000
310,000.0000
300,000.0000
950,000.0000
1,350,000.0000
1,000,000.0000
790,000.0000
500,000.0000
430,000.0000
865,000.0000
830,000.0000
2,270,000.0000
1,000,000.0000
1,245,000.0000
225,000.0000
250,000.0000
275,000.0000
250,000.0000
375,000.0000
250,000.0000
125,000.0000
350,000.0000
300,000.0000
1,075,000.0000
1,285,000.0000
1,725,000.0000
1,710,000.0000
700,000.0000
2,500,000.0000
850,000.0000
305,000.0000
200,000.0000
225,000.0000
150,000,000.0000
100,000,000.0000
100,000,000.0000
15,142,000.0000
200,000,000.0000
200,000,000.0000
100,000,000.0000
69,103,911.9600
37,633,260.4600
32,692,220.7600
54,014,508.5300
75,950,990.2700
16,403,001.9700
136,316,455.2600
17,039,632.7800
4,535.0100
7,853,482.4000
102,608,632.2000
70,092,326.8800
28,399,917.7500
5,608,717.8400
453,923.4900
37,404,841.8200
3,919,274.7600
1,300,000.00
596,524.34
1,078,975.73
215,000.00
345,098.00
1,499,623.66
1,500,000.00
2,961,343.65
3,513,987.34
540,000.00
193,942.50
453,780.02
4,690,000.00
3,500,000.00
65,000.00
55,000.00
274,747.50
277,252.25
310,000.00
320,313.00
950,420.48
1,365,583.93
1,051,655.21
807,036.17
526,719.89
430,000.00
865,000.00
830,000.00
2,270,000.00
1,154,639.88
1,245,000.00
227,812.50
251,547.50
320,408.00
275,117.50
375,000.00
304,000.00
138,511.25
350,000.00
312,924.00
1,135,888.00
1,340,934.56
1,725,000.00
1,710,000.00
732,351.32
2,721,844.42
877,455.04
305,000.00
200,000.00
225,000.00
150,000,000.00
100,000,000.00
100,000,000.00
15,142,000.00
200,000,000.00
200,000,000.00
100,000,000.00
69,103,911.96
37,633,260.46
32,692,220.76
54,014,508.53
75,950,990.27
16,403,001.97
136,316,455.26
17,039,632.78
4,535.01
7,853,482.40
102,608,632.20
70,092,326.88
28,399,917.75
5,608,717.84
453,923.49
37,404,841.82
3,919,274.76
0.0061%
0.0028%
0.0058%
0.0011%
0.0017%
0.0071%
0.0070%
0.0139%
0.0155%
0.0025%
0.0009%
0.0022%
0.0224%
0.0159%
0.0003%
0.0003%
0.0013%
0.0013%
0.0015%
0.0017%
0.0044%
0.0063%
0.0050%
0.0038%
0.0024%
0.0020%
0.0041%
0.0040%
0.0106%
0.0053%
0.0057%
0.0012%
0.0013%
0.0014%
0.0013%
0.0018%
0.0014%
0.0008%
0.0017%
0.0015%
0.0052%
0.0062%
0.0082%
0.0082%
0.0035%
0.0126%
0.0041%
0.0015%
0.0010%
0.0010%
0.6965%
0.4643%
0.4643%
0.0703%
0.9287%
0.9287%
0.4643%
0.3209%
0.1747%
0.1518%
0.2508%
0.3527%
0.0762%
0.6330%
0.0791%
0.0000%
0.0365%
0.4765%
0.3255%
0.1319%
0.0260%
0.0021%
0.1737%
0.0182%
Stated
Security ID
996192829
996192829
996192829
912796CF4
912796CL1
912796DG1
912796DG1
912796CF4
912796CL1
912796DB2
912796DF3
912796DP1
912796DS5
912796DU0
912796DV8
912796DY2
912796EC9
912796EJ4
912796EL9
912796EM7
912810PZ5
912810RB6
912810RD2
912810RE0
912810RF7
912828A34
912828A67
912828A91
912828B66
912828C32
912828EA4
912828MF4
912828SA9
912828TL4
912828UC2
912828VN7
912828WB2
912828WF3
912828WJ5
912828WU0
912828WY2
912810RE0
912810RG5
912810RH3
912828A75
912828C57
912828C73
912828D23
912828D49
912828PF1
912828SS0
912828UJ7
912828UR9
912828VN7
912828VQ0
912828WH9
912828WS5
912828WW6
912828WY2
912810RB6
912810RG5
912828SC5
912828TG5
912828TS9
912828UE8
912828UJ7
912828UK4
912828UZ1
912828VB3
912828VS6
912828WE6
912828WJ5
912803AT0
912803AX1
Accounting Type
Description

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
STIF
STIF
STIF
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES

U S TREASURY BILL
U S TREASURY BILL
U S TREASURY BILL
U S TREASURY BILL
U S TREASURY BILL
U S TREASURY BILL
U S TREASURY BILL
U S TREASURY BILL
U S TREASURY BILL
U S TREASURY BILL
U S TREASURY BILL
U S TREASURY BILL
U S TREASURY BILL
U S TREASURY BILL
U S TREASURY BILL
U S TREASURY BILL
U S TREASURY BILL
US TREAS-CPI INFLAT
U S TREASURY BOND
U S TREASURY BONDS
U S TREASURY BONDS
US TREAS-CPI
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
US TREAS-CPI INFLAT
US TREAS-CPI INFLAT
US TREAS-CPI INFLAT
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTES
U S TREAS NT
U S TREASURY NOTE
U S TREASURY NOTE
US TREAS-CPI INFLATION INDEXED
U S TREASURY NOTES
U S TREASURY BONDS
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTES
UNITED STATES TREASURY NOTE
U S TREASURY NOTES
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTES
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NT PRIN STRIP
Coupon
0.05
0.05
0.05
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
2.50
2.88
3.75
3.63
1.38
1.25
0.25
0.75
2.75
0.75
1.88
1.38
0.13
0.25
0.25
0.25
0.25
0.63
2.50
0.13
2.25
3.63
3.38
3.13
1.50
2.25
0.88
1.63
0.88
1.88
0.88
0.88
0.75
0.25
1.38
0.88
1.63
1.63
2.25
2.88
3.38
0.88
0.50
0.63
0.75
0.88
0.25
0.63
1.75
2.50
2.75
2.50
0.00
0.00
Maturity
12/31/2049
12/31/2049
12/31/2049
10/16/2014
11/13/2014
2/5/2015
2/5/2015
10/16/2014
11/13/2014
12/11/2014
1/8/2015
3/5/2015
9/4/2014
4/2/2015
9/11/2014
4/30/2015
5/28/2015
6/25/2015
12/26/2014
1/2/2015
1/15/2029
5/15/2043
11/15/2043
2/15/2044
2/15/2044
11/30/2018
12/31/2015
1/15/2017
2/15/2024
3/15/2017
7/15/2015
1/15/2020
1/15/2022
8/31/2014
12/15/2015
7/31/2015
10/31/2015
11/15/2016
5/15/2024
7/15/2024
7/31/2021
2/15/2044
5/15/2044
8/15/2044
12/31/2018
3/31/2021
4/15/2017
4/30/2019
8/15/2017
10/31/2017
4/30/2017
1/31/2018
2/28/2018
7/31/2015
7/31/2018
5/15/2017
6/30/2019
7/31/2019
7/31/2021
5/15/2043
5/15/2044
1/31/2017
7/31/2017
9/30/2017
12/31/2017
1/31/2018
1/31/2015
4/30/2018
5/15/2023
8/15/2023
11/15/2023
5/15/2024
5/15/2020
8/15/2021
Income
Market Value
13,643,827.03
686,858.22
594,592.90
9,665,231.18
8,988,883.13
8,989,707.50
19,981,408.33
24,697,105.44
49,998,250.00
49,997,200.00
49,996,450.00
49,987,850.00
199,999,800.00
49,986,750.00
49,999,700.00
49,984,150.00
49,982,300.00
49,979,450.00
49,995,600.00
49,996,600.00
992,305.95
1,535,744.00
2,036,808.00
8,412,288.00
2,449,975.17
16,748,238.00
32,612,714.00
19,225,536.00
3,319,008.00
700,000.00
1,258,693.39
2,865,794.14
5,483,268.52
3,700,000.00
16,905,915.00
19,026,030.00
3,002,700.00
3,000,930.00
811,440.00
1,690,199.24
3,143,338.00
24,592,659.84
10,152,000.00
2,651,381.90
46,899,784.47
32,950,328.42
20,685,201.60
21,506,856.75
65,966,930.80
6,156,506.15
2,628,281.25
1,165,594.87
34,295,799.20
55,996,610.40
47,816,284.50
25,025,500.00
5,334,583.80
48,493,879.20
4,775,845.80
17,464,288.80
15,825,487.50
6,922,993.70
8,589,858.00
4,387,297.20
13,894,125.00
4,812,906.60
625,487.50
293,085.00
8,478,830.90
9,644,645.70
6,831,882.40
4,939,641.00
4,503,600.00
4,627,804.20
Receivable
1,245.29
298.99
31.47
1,271.31
949.22
891.25
2,533.83
13,625.00
19,993.21
12,726.90
1,364.06
53,678.28
14,028.69
18,782.61
4,065.22
2,425.27
2,996.61
4,743.91
892.75
4,625.00
9,004.10
4,130.43
2,540.98
5,553.67
5,923.91
278.21
6,065.22
37,206.09
95,967.39
3,796.71
121,065.86
306,983.85
68,588.52
117,532.54
26,706.28
37,939.20
7,739.47
895.54
130,650.00
12,156.52
57,140.22
64,792.80
14,827.68
68,518.48
9,215.22
154,941.80
149,599.17
5,246.20
3,782.61
11,676.23
18,065.42
3,697.83
135.87
631.79
45,769.63
10,931.05
53,596.60
36,061.82
-
Par Value
Cost
% of MV
13,643,827.0300
686,858.2200
594,592.9000
9,680,000.0000
9,000,000.0000
9,000,000.0000
20,000,000.0000
24,700,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
200,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
777,042.0000
1,600,000.0000
1,800,000.0000
7,600,000.0000
2,147,481.0000
16,900,000.0000
32,600,000.0000
19,200,000.0000
3,200,000.0000
700,000.0000
1,225,280.0000
2,645,088.0000
5,475,548.0000
3,700,000.0000
16,900,000.0000
19,000,000.0000
3,000,000.0000
3,000,000.0000
800,000.0000
1,706,324.0000
3,100,000.0000
22,218,000.0000
9,600,000.0000
2,630,000.0000
46,889,000.0000
32,426,000.0000
20,640,000.0000
21,465,000.0000
66,070,000.0000
6,005,000.0000
2,625,000.0000
1,177,000.0000
34,840,000.0000
55,920,000.0000
47,790,000.0000
25,000,000.0000
5,330,000.0000
48,490,000.0000
4,710,000.0000
18,195,000.0000
14,965,000.0000
6,895,000.0000
8,700,000.0000
4,440,000.0000
14,070,000.0000
4,860,000.0000
625,000.0000
300,000.0000
8,830,000.0000
9,465,000.0000
6,580,000.0000
4,870,000.0000
5,000,000.0000
5,340,000.0000
13,643,827.03
686,858.22
594,592.90
9,665,231.18
8,988,883.13
8,989,707.50
19,981,408.33
24,697,105.44
49,995,437.50
49,982,113.73
49,991,041.46
49,971,093.75
199,999,635.43
49,974,706.50
49,999,722.14
49,969,037.94
49,982,253.44
49,958,750.07
49,991,541.85
49,993,166.87
965,165.54
1,401,099.56
1,827,605.43
7,565,825.85
2,285,606.27
16,815,467.74
32,554,830.34
19,201,853.83
3,227,519.94
696,917.61
1,261,812.90
2,881,316.58
5,470,243.82
3,700,000.00
16,873,367.12
18,977,275.64
2,998,641.25
3,004,453.11
797,754.31
1,685,748.23
3,124,645.24
22,409,010.26
9,677,778.56
2,618,908.38
46,525,159.72
32,353,088.67
20,655,072.38
21,472,551.43
65,869,793.50
6,188,136.15
2,629,026.63
1,182,195.34
34,121,274.61
55,936,406.60
47,732,088.07
24,987,457.41
5,303,658.19
48,165,973.89
4,758,831.25
15,839,716.98
15,032,148.49
6,910,598.65
8,564,818.49
4,411,876.66
14,009,292.60
4,866,770.78
625,201.67
290,840.40
8,203,808.85
9,295,933.87
6,508,921.61
4,914,220.58
3,639,920.31
4,005,018.49
0.0634%
0.0032%
0.0028%
0.0449%
0.0417%
0.0417%
0.0928%
0.1147%
0.2322%
0.2322%
0.2322%
0.2321%
0.9287%
0.2321%
0.2322%
0.2321%
0.2321%
0.2321%
0.2321%
0.2322%
0.0046%
0.0071%
0.0095%
0.0391%
0.0114%
0.0778%
0.1514%
0.0893%
0.0154%
0.0033%
0.0058%
0.0133%
0.0255%
0.0172%
0.0785%
0.0883%
0.0139%
0.0139%
0.0038%
0.0078%
0.0146%
0.1142%
0.0471%
0.0123%
0.2178%
0.1530%
0.0960%
0.0999%
0.3063%
0.0286%
0.0122%
0.0054%
0.1592%
0.2600%
0.2220%
0.1162%
0.0248%
0.2252%
0.0222%
0.0811%
0.0735%
0.0321%
0.0399%
0.0204%
0.0645%
0.0223%
0.0029%
0.0014%
0.0394%
0.0448%
0.0317%
0.0229%
0.0209%
0.0215%
Stated
Security ID
912803BA0
912810FM5
912810FP8
912810QY7
912810QZ4
912810RA8
912810RB6
912810RE0
912810RG5
912828B41
912828C65
912828D23
912828D56
912828LJ7
912828PK0
912828UM0
912828UX6
912828UZ1
912828VG2
912828VK3
912828WJ5
912828WL0
912828WS5
912828WW6
912810QC5
912810QY7
912810QZ4
912810RG5
912828A83
912828D56
912828PC8
912828QY9
912828RE2
912828RH5
912828RP7
912828RR3
912828VB3
912828VJ6
912828VV9
912828WE6
912828WG1
912810FA1
912810FT0
912810PU6
912810PW2
912810QQ4
912810RE0
912828JR2
912828MP2
912828PS3
912828RT9
912828SC5
912828UN8
912828UU2
912828VN7
912828WS5
912803CH4
912810QF8
912810RA8
912810RD2
912810RE0
912810RG5
912828A91
912828B90
912828D56
912828TW0
912828VM9
912828WE6
912828WS5
912810PU6
912810QA9
912810QD3
912810QT8
912810QX9
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES

U S TREASURY BOND
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY BOND
US TREAS-CPI INFLAT
U S TREASURY BOND
U S TREASURY BONDS
U S TREASURY BOND
U S TREASURY NOTE
U S TREASURY NTS
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
US TREAS-CPI INFLAT
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY BONDS
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTES
U S TREASURY NOTE
US TREAS-CPI INFLAT
US TREAS-CPI INFLAT
U S TREASURY BONDS
U S TREASURY BONDS
U S TREASURY BOND
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
US TREAS-CPI
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY BOND
Coupon
0.00
6.25
5.38
2.75
3.13
0.63
2.88
3.63
3.38
0.38
1.63
1.63
2.38
3.63
2.25
0.38
0.13
0.63
0.50
1.38
2.50
1.50
1.63
1.63
4.50
2.75
3.13
3.38
2.38
2.38
2.63
2.25
1.50
1.38
1.75
2.00
1.75
1.88
2.13
2.75
2.25
6.38
4.50
5.00
4.38
4.38
3.63
3.75
3.63
2.00
1.38
0.88
2.00
0.75
0.25
1.63
0.00
2.13
0.63
3.75
3.63
3.38
0.75
2.00
2.38
0.75
0.38
2.75
1.63
5.00
3.50
4.38
3.13
2.75
Income
Maturity
Market Value
Receivable
11/15/2022
5/15/2030
2/15/2031
11/15/2042
2/15/2043
2/15/2043
5/15/2043
2/15/2044
5/15/2044
1/31/2016
3/31/2019
4/30/2019
8/15/2024
8/15/2019
11/30/2017
2/15/2016
4/15/2018
4/30/2018
6/15/2016
6/30/2018
5/15/2024
5/31/2019
6/30/2019
7/31/2019
8/15/2039
11/15/2042
2/15/2043
5/15/2044
12/31/2020
8/15/2024
11/15/2020
7/31/2018
8/31/2018
9/30/2018
10/31/2018
11/15/2021
5/15/2023
6/30/2020
8/31/2020
11/15/2023
4/30/2021
8/15/2027
2/15/2036
5/15/2037
2/15/2038
5/15/2041
2/15/2044
11/15/2018
2/15/2020
1/31/2016
11/30/2018
1/31/2017
2/15/2023
3/31/2018
7/31/2015
6/30/2019
5/15/2030
2/15/2040
2/15/2043
11/15/2043
2/15/2044
5/15/2044
1/15/2017
2/28/2021
8/15/2024
10/31/2017
7/15/2023
11/15/2023
6/30/2019
5/15/2037
2/15/2039
11/15/2039
11/15/2041
8/15/2042
8,333,000.00
1,465,185.00
10,800,722.37
4,134,375.00
4,189,936.38
8,591,760.60
6,209,204.96
1,973,567.04
693,720.00
37,209,440.00
445,283.16
8,192,945.15
5,079,475.56
2,276,338.68
6,036,925.44
231,270.27
6,059,794.91
7,649,518.50
34,125,326.40
5,256,768.52
7,072,713.90
26,986,373.85
3,042,614.40
2,263,181.04
1,724,656.80
4,453,125.00
3,502,548.60
2,115,000.00
11,281,930.00
19,050,540.00
8,851,305.00
2,068,120.00
6,025,800.00
4,992,200.00
1,822,500.00
3,210,390.75
1,824,437.00
4,511,250.00
2,028,120.00
26,787,624.00
4,062,520.00
1,024,653.60
2,742,196.50
889,765.80
2,963,982.40
1,341,844.20
1,505,356.80
1,548,873.15
6,623,593.20
1,516,023.20
11,166,454.80
10,753,482.60
3,798,560.65
10,158,994.95
6,809,316.00
1,506,294.30
140,978.20
3,116,926.33
4,407,035.53
452,624.00
7,571,059.20
3,627,225.00
5,507,315.00
40,062.40
60,159.60
188,174.10
4,168,371.90
6,198,531.60
450,387.00
3,100,699.00
1,359,962.50
2,243,250.00
2,030,000.00
704,062.50
18,641.81
19,881.51
35,921.13
5,992.44
2,625.88
55,087.58
2,985.80
6,557.77
12,114.13
3,035.82
44,773.52
5,558.15
3,481.48
33,297.05
40.02
2,818.40
16,489.81
36,314.75
12,355.83
51,634.31
103,317.66
8,457.07
3,197.72
2,827.17
38,690.56
5,009.34
19,993.21
44,969.26
20,845.79
66,088.65
3,913.04
45,000.00
28,927.60
10,672.13
19,104.62
9,848.51
14,444.63
21,250.00
210,150.82
30,326.09
2,120.38
4,521.40
9,774.46
4,830.33
13,865.66
2,277.45
15,716.88
10,097.79
2,573.91
39,148.62
8,148.91
3,570.92
32,614.55
1,478.26
4,186.80
2,338.21
1,346.91
4,442.93
11,454.21
34,281.93
5,380.43
400.00
65.83
480.16
2,003.81
48,627.92
1,251.87
34,062.50
2,021.06
23,325.41
18,512.23
952.79
Par Value
Cost
% of MV
10,000,000.0000
1,007,000.0000
8,007,000.0000
4,410,000.0000
4,151,000.0000
9,094,793.6400
6,469,000.0000
1,783,000.0000
656,000.0000
37,150,000.0000
444,000.0000
8,177,000.0000
5,066,000.0000
2,079,000.0000
5,824,000.0000
231,000.0000
5,936,901.0600
7,830,000.0000
34,080,000.0000
5,249,000.0000
6,973,000.0000
27,107,000.0000
3,040,000.0000
2,263,000.0000
1,360,000.0000
4,750,000.0000
3,470,000.0000
2,000,000.0000
11,000,000.0000
19,000,000.0000
8,500,000.0000
2,000,000.0000
6,000,000.0000
5,000,000.0000
1,800,000.0000
3,225,000.0000
1,900,000.0000
4,500,000.0000
2,000,000.0000
25,800,000.0000
4,000,000.0000
720,000.0000
2,175,000.0000
660,000.0000
2,390,000.0000
1,070,000.0000
1,360,000.0000
1,415,000.0000
6,030,000.0000
1,480,000.0000
11,205,000.0000
10,710,000.0000
3,865,000.0000
10,335,000.0000
6,800,000.0000
1,505,000.0000
220,000.0000
2,381,896.8000
4,665,060.0000
400,000.0000
6,840,000.0000
3,430,000.0000
5,500,000.0000
40,000.0000
60,000.0000
190,000.0000
4,096,680.0000
5,970,000.0000
450,000.0000
2,300,000.0000
1,250,000.0000
1,800,000.0000
2,000,000.0000
750,000.0000
6,588,547.53
1,134,022.87
8,326,128.83
3,645,102.05
3,693,104.47
7,152,020.68
5,483,857.63
1,879,544.75
674,438.68
37,165,793.96
442,127.09
8,174,670.70
5,048,257.88
2,070,044.15
5,765,819.18
230,814.43
6,032,823.49
7,632,579.50
34,041,470.48
5,259,723.99
6,980,771.43
26,886,845.26
3,033,972.98
2,263,677.03
1,357,052.50
4,324,161.42
3,302,608.48
2,119,745.07
11,142,919.17
19,055,676.05
9,043,169.37
2,058,159.31
6,027,141.09
4,995,031.71
1,823,462.36
3,259,321.36
1,793,345.44
4,502,079.93
2,015,227.27
25,904,434.07
4,045,589.08
1,022,024.31
2,602,263.25
801,788.33
2,664,345.60
1,185,367.80
1,367,591.06
1,548,056.55
6,602,721.11
1,510,554.64
11,183,793.18
10,740,961.02
3,750,145.64
10,224,798.33
6,791,796.94
1,505,284.45
125,020.90
2,446,887.53
3,822,387.33
418,324.78
7,012,231.74
3,455,556.82
5,494,340.20
39,276.53
59,897.00
188,376.41
4,032,453.46
5,984,850.83
448,665.80
2,806,396.53
1,248,510.48
2,192,537.53
1,826,026.44
650,064.43
0.0387%
0.0068%
0.0502%
0.0192%
0.0195%
0.0399%
0.0288%
0.0092%
0.0032%
0.1728%
0.0021%
0.0380%
0.0236%
0.0106%
0.0280%
0.0011%
0.0281%
0.0355%
0.1585%
0.0244%
0.0328%
0.1253%
0.0141%
0.0105%
0.0080%
0.0207%
0.0163%
0.0098%
0.0524%
0.0885%
0.0411%
0.0096%
0.0280%
0.0232%
0.0085%
0.0149%
0.0085%
0.0209%
0.0094%
0.1244%
0.0189%
0.0048%
0.0127%
0.0041%
0.0138%
0.0062%
0.0070%
0.0072%
0.0308%
0.0070%
0.0519%
0.0499%
0.0176%
0.0472%
0.0316%
0.0070%
0.0007%
0.0145%
0.0205%
0.0021%
0.0352%
0.0168%
0.0256%
0.0002%
0.0003%
0.0009%
0.0194%
0.0288%
0.0021%
0.0144%
0.0063%
0.0104%
0.0094%
0.0033%
Stated
Security ID
912810RB6
912810RD2
912810RF7
912828SH4
912828WL0
912828WN6
912828WR7
912828WS5
912828WW6
912810QZ4
912828B66
912828QP8
912828WT3
912810RG5
912810RH3
912828D31
912828D56
912828TY6
912810FA1
912810FT0
912810PX0
912810QL5
912810RG5
912828D56
912828MA5
912828PX2
912828RF9
912828SK7
912828TK6
912828TX8
912828UC2
912828UJ7
912828VQ0
912828WD8
912828WW6
912810RG5
912810RH3
912828A34
912828A75
912828B33
912828B58
912828C24
912828C57
912828D56
912828D64
912828HR4
912828QB9
912828QQ6
912828QR4
912828TH3
912828VK3
912828WG1
912828WJ5
912828WN6
912828WS5
912828WW6
912810FT0
912810QL5
912810QQ4
912810QZ4
912810RE0
912810RG5
912828B41
912810FP8
912810QY7
912828NW6
912828SV3
912828VA5
912828VB3
912828VK3
912828WJ5
912828B25
912828MA5
912828NW6
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
U S TREASURY BOND
U S TREASURY BONDS
US TREAS-CPI
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY BOND
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTES
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY BONDS
U S TREASURY BOND
U S TREASURY NOTE
U S TREASURY BOND
U S TREASURY BOND
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
US TREAS-CPI
U S TREASURY NOTE
U S TREASURY NOTE
Coupon
2.88
3.75
1.38
1.38
1.50
2.00
2.13
1.63
1.63
3.13
2.75
1.75
0.88
3.38
3.13
0.09
2.38
1.63
6.38
4.50
4.50
4.25
3.38
2.38
2.75
3.63
1.00
0.38
0.25
0.38
0.25
0.88
1.38
1.25
1.63
3.38
3.13
1.25
1.50
1.50
2.13
1.50
2.25
2.38
0.50
3.50
2.88
2.38
1.50
0.88
1.38
2.25
2.50
2.00
1.63
1.63
4.50
4.25
4.38
3.13
3.63
3.38
0.38
5.38
2.75
1.88
1.75
1.13
1.75
1.38
2.50
0.63
2.75
1.88
Income
Maturity
Market Value
Receivable
5/15/2043
11/15/2043
2/15/2044
2/28/2019
5/31/2019
5/31/2021
6/30/2021
6/30/2019
7/31/2019
2/15/2043
2/15/2024
5/31/2016
7/15/2017
5/15/2044
8/15/2044
4/30/2016
8/15/2024
11/15/2022
8/15/2027
2/15/2036
5/15/2038
11/15/2040
5/15/2044
8/15/2024
11/30/2016
2/15/2021
8/31/2016
3/15/2015
8/15/2015
11/15/2015
12/15/2015
1/31/2018
7/31/2018
10/31/2018
7/31/2019
5/15/2044
8/15/2044
11/30/2018
12/31/2018
1/31/2019
1/31/2021
2/28/2019
3/31/2021
8/15/2024
8/31/2016
2/15/2018
3/31/2018
5/31/2018
6/30/2016
7/31/2019
6/30/2018
4/30/2021
5/15/2024
5/31/2021
6/30/2019
7/31/2019
2/15/2036
11/15/2040
5/15/2041
2/15/2043
2/15/2044
5/15/2044
1/31/2016
2/15/2031
11/15/2042
8/31/2017
5/15/2022
4/30/2020
5/15/2023
6/30/2018
5/15/2024
1/15/2024
11/30/2016
8/31/2017
863,856.00
452,624.00
3,541,005.20
3,276,273.00
2,389,320.00
2,147,312.50
1,006,170.00
265,227.90
1,350,108.00
14,857,064.22
18,801,143.13
5,262,569.20
3,640,283.12
10,812,937.50
15,726,828.00
84,768,894.00
52,990,581.00
20,139,277.60
9,172,072.85
5,805,891.90
3,764,574.40
3,382,616.55
3,087,900.00
17,060,259.90
21,498,810.70
18,619,596.05
22,862,618.45
11,243,409.00
19,706,174.40
9,726,253.95
24,513,576.75
32,660,423.80
6,068,335.75
21,320,443.90
19,361,548.80
333,112.50
30,243.90
1,892,848.20
4,431,018.90
7,669,627.50
3,858,200.00
7,243,682.20
1,900,237.90
220,585.20
580,092.80
7,649,332.35
2,744,212.50
4,250,409.80
208,899.10
3,600,764.10
190,281.20
2,798,060.65
172,431.00
154,806.25
930,799.80
2,710,216.80
4,714,056.42
920,857.50
595,678.50
1,049,755.20
923,137.92
581,625.00
1,051,680.00
2,387,570.70
4,945,312.50
1,026,560.00
1,653,777.00
5,412,790.60
2,899,894.60
6,008,880.00
1,668,523.50
5,285,031.36
12,566,280.00
3,387,648.00
7,664.06
4,442.93
1,971.51
22,687.50
9,147.54
10,926.23
3,637.91
737.21
1,907.61
21,248.56
23,028.19
22,873.93
4,158.91
102,215.27
22,520.38
7,456.68
58,030.67
101,269.29
18,980.35
9,572.89
39,719.84
34,680.81
29,190.08
18,667.95
143,457.58
28,275.49
113,225.00
19,445.48
2,272.83
10,779.67
13,055.94
25,093.48
7,251.63
90,514.95
27,647.08
3,148.93
43.31
6,066.60
11,438.11
10,010.87
7,058.70
54,412.50
17,703.69
247.18
16.02
11,471.54
31,391.70
24,682.48
526.43
2,841.85
447.25
20,887.09
1,258.83
787.70
2,587.19
3,829.35
7,772.65
9,441.24
6,155.32
1,501.36
1,396.61
5,498.13
342.39
4,394.94
42,966.88
103.59
8,811.82
21,573.25
15,653.94
14,123.64
12,181.05
4,163.40
83,852.46
30,937.50
Par Value
Cost
% of MV
900,000.0000
400,000.0000
3,103,803.4500
3,300,000.0000
2,400,000.0000
2,150,000.0000
1,000,000.0000
265,000.0000
1,350,000.0000
14,719,000.0000
18,127,000.0000
5,144,000.0000
3,644,000.0000
10,225,000.0000
15,600,000.0000
84,735,000.0000
52,850,000.0000
21,040,000.0000
6,445,000.0000
4,605,000.0000
2,980,000.0000
2,755,000.0000
2,920,000.0000
17,015,000.0000
20,530,000.0000
16,885,000.0000
22,645,000.0000
11,225,000.0000
19,680,000.0000
9,705,000.0000
24,505,000.0000
32,980,000.0000
6,065,000.0000
21,490,000.0000
19,360,000.0000
315,000.0000
30,000.0000
1,910,000.0000
4,430,000.0000
7,675,000.0000
3,820,000.0000
7,255,000.0000
1,870,000.0000
220,000.0000
580,000.0000
7,095,000.0000
2,595,000.0000
4,090,000.0000
205,000.0000
3,735,000.0000
190,000.0000
2,755,000.0000
170,000.0000
155,000.0000
930,000.0000
2,710,000.0000
3,739,000.0000
750,000.0000
475,000.0000
1,040,000.0000
834,000.0000
550,000.0000
1,050,000.0000
1,770,000.0000
5,275,000.0000
1,000,000.0000
1,700,000.0000
5,620,000.0000
3,020,000.0000
6,000,000.0000
1,645,000.0000
5,107,100.0000
12,000,000.0000
3,300,000.0000
796,908.67
428,783.23
3,094,994.36
3,245,266.17
2,376,960.75
2,122,252.28
1,000,540.86
264,493.91
1,350,577.04
13,917,590.86
18,641,485.07
5,267,153.44
3,626,121.54
10,373,388.68
15,464,630.00
84,741,893.70
52,741,165.52
20,782,973.78
9,087,339.47
5,912,084.00
3,474,542.57
2,731,458.27
3,005,266.38
16,954,016.54
21,276,750.89
18,746,859.02
22,804,792.55
11,227,020.61
19,665,129.94
9,710,787.20
24,480,287.40
32,861,815.29
6,049,106.82
21,275,166.27
19,364,320.17
325,550.56
29,775.09
1,885,596.32
4,398,133.92
7,662,361.17
3,859,942.30
7,253,662.97
1,889,284.15
219,269.04
579,637.50
7,637,088.95
2,739,537.74
4,241,919.72
208,886.36
3,561,866.53
189,985.63
2,786,882.38
171,084.13
152,763.14
928,905.40
2,708,382.98
4,373,816.80
717,454.17
499,531.20
1,092,004.16
843,578.26
555,523.68
1,051,439.06
2,296,195.31
4,715,712.90
1,025,273.44
1,637,976.56
5,479,241.21
2,870,034.38
5,958,906.25
1,632,341.21
5,101,683.91
12,493,439.44
3,413,221.24
0.0040%
0.0021%
0.0164%
0.0152%
0.0111%
0.0100%
0.0047%
0.0012%
0.0063%
0.0690%
0.0873%
0.0244%
0.0169%
0.0502%
0.0730%
0.3936%
0.2461%
0.0935%
0.0426%
0.0270%
0.0175%
0.0157%
0.0143%
0.0792%
0.0998%
0.0865%
0.1062%
0.0522%
0.0915%
0.0452%
0.1138%
0.1517%
0.0282%
0.0990%
0.0899%
0.0015%
0.0001%
0.0088%
0.0206%
0.0356%
0.0179%
0.0336%
0.0088%
0.0010%
0.0027%
0.0355%
0.0127%
0.0197%
0.0010%
0.0167%
0.0009%
0.0130%
0.0008%
0.0007%
0.0043%
0.0126%
0.0219%
0.0043%
0.0028%
0.0049%
0.0043%
0.0027%
0.0049%
0.0111%
0.0230%
0.0048%
0.0077%
0.0251%
0.0135%
0.0279%
0.0077%
0.0245%
0.0584%
0.0157%
Stated
Security ID
912828PE4
912828PF1
912828RF9
912828RJ1
912828RM4
912828RX0
912828SC5
912828TM2
912828UA6
912828UE8
912828VM9
912828C24
912828NG1
912828NK2
912828PA2
912828PF1
912828RF9
912828RJ1
912828RX0
912828SM3
912828TM2
912828TW0
912828UA6
912828UE8
912828VB3
912828VQ0
912828WJ5
912828WL0
912828DH0
912828MA5
912828MY3
912828NR7
912828PA2
912828PF1
912828PK0
912828QY9
912828RJ1
912828RM4
912828TG5
912828TM2
912828UE8
912828UJ7
912828UR9
912828WJ5
912828WL0
912828WT3
912828WU0
912828WW6
912828WX4
912828B66
912828MA5
912828NK2
912828NR7
912828NW6
912828QP8
912828RJ1
912828RM4
912828RX0
912828SC5
912828TG5
912828TM2
912828A67
912828B82
912828C81
912828TZ3
912828UD0
912828UP3
912828UY4
912828VD9
912828VN7
912828VY3
912828WM8
912828WQ9
912828WX4
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
US TREAS-CPI
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
US TREAS-CPI INFLAT
U S TREASURY NOTE
US TREAS-CPI INFLAT
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTES
US TREAS-CPI INFLATION INDEXED
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTES
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
Coupon
1.25
1.88
1.00
1.00
1.00
0.88
0.88
0.63
0.63
0.75
0.38
1.50
2.75
2.50
1.88
1.88
1.00
1.00
0.88
1.00
0.63
0.75
0.63
0.75
1.75
1.38
2.50
1.50
1.63
2.75
0.50
2.38
1.88
1.88
2.25
2.25
1.00
1.00
0.50
0.63
0.75
0.88
0.75
2.50
1.50
0.88
0.13
1.63
0.50
2.75
2.75
2.50
2.38
1.88
1.75
1.00
1.00
0.88
0.88
0.50
0.63
0.25
0.25
0.38
0.25
0.13
0.25
0.13
0.25
0.25
0.25
0.38
0.50
0.50
Maturity
10/31/2015
10/31/2017
8/31/2016
9/30/2016
10/31/2016
12/31/2016
1/31/2017
8/31/2017
11/30/2017
12/31/2017
7/15/2023
2/28/2019
5/31/2017
6/30/2017
9/30/2017
10/31/2017
8/31/2016
9/30/2016
12/31/2016
3/31/2017
8/31/2017
10/31/2017
11/30/2017
12/31/2017
5/15/2023
7/31/2018
5/15/2024
5/31/2019
1/15/2015
11/30/2016
4/15/2015
7/31/2017
9/30/2017
10/31/2017
11/30/2017
7/31/2018
9/30/2016
10/31/2016
7/31/2017
8/31/2017
12/31/2017
1/31/2018
2/28/2018
5/15/2024
5/31/2019
7/15/2017
7/15/2024
7/31/2019
7/31/2016
2/15/2024
11/30/2016
6/30/2017
7/31/2017
8/31/2017
5/31/2016
9/30/2016
10/31/2016
12/31/2016
1/31/2017
7/31/2017
8/31/2017
12/31/2015
2/29/2016
4/30/2016
11/30/2014
12/31/2014
2/28/2015
4/30/2015
5/31/2015
7/31/2015
9/30/2015
5/31/2016
6/30/2016
7/31/2016
Income
Market Value
10,123,800.00
7,356,025.25
8,531,204.50
8,576,330.00
3,781,650.00
3,314,949.00
3,012,180.00
7,422,075.00
4,160,653.25
2,789,687.50
5,210,159.63
6,325,117.40
6,043,365.00
5,691,435.00
16,389,391.50
7,356,025.25
8,360,580.41
5,005,549.78
3,314,949.00
5,529,205.00
4,587,831.96
3,961,560.00
4,160,653.25
12,664,687.50
15,518,277.03
25,241,875.40
3,969,970.20
5,948,411.25
1,140,791.38
12,566,280.00
1,137,873.82
4,294,207.50
16,389,391.50
7,356,025.25
12,464,634.00
6,152,657.00
5,549,390.00
3,781,650.00
9,503,147.50
7,422,075.00
12,664,687.50
7,130,232.00
7,727,383.00
2,687,895.00
16,869,594.75
2,922,016.50
2,281,811.61
4,170,333.60
4,292,359.50
5,911,983.00
12,566,280.00
10,912,935.00
4,294,207.50
1,334,528.00
4,295,786.95
8,576,330.00
6,201,906.00
3,314,949.00
3,012,180.00
9,305,679.50
7,422,075.00
100,039,100.00
99,929,700.00
50,005,850.00
50,025,400.00
100,019,500.00
50,044,900.00
100,035,200.00
50,062,500.00
100,136,700.00
50,058,600.00
49,976,550.00
50,060,550.00
50,027,350.00
Receivable
42,119.57
45,331.18
42,250.00
35,765.03
12,635.87
4,943.27
2,282.61
23,437.50
6,709.78
3,627.21
2,504.62
47,512.50
40,179.30
23,325.41
126,032.27
45,331.18
41,405.00
20,874.15
4,943.27
23,142.08
14,487.50
10,108.70
6,709.78
16,466.88
83,769.31
30,163.91
28,982.74
23,018.44
2,407.44
83,852.46
2,150.97
8,519.02
126,032.27
45,331.18
68,749.49
11,641.30
23,142.08
12,635.87
4,184.78
23,437.50
16,466.88
5,478.26
29,437.50
19,622.96
64,585.45
3,338.32
385.37
6,260.67
1,865.22
7,241.17
83,852.46
44,724.86
8,519.02
12,187.50
18,671.78
35,765.03
20,722.83
4,943.27
2,282.61
4,097.83
23,437.50
43,032.79
125,000.00
63,179.35
31,762.30
21,399.46
62,500.00
42,119.57
31,762.30
21,739.13
52,595.63
47,643.44
42,798.91
21,739.13
Par Value
Cost
% of MV
10,000,000.0000
7,175,000.0000
8,450,000.0000
8,500,000.0000
3,750,000.0000
3,300,000.0000
3,000,000.0000
7,500,000.0000
4,225,000.0000
2,825,000.0000
5,120,550.0000
6,335,000.0000
5,750,000.0000
5,450,000.0000
15,975,000.0000
7,175,000.0000
8,281,000.0000
4,961,000.0000
3,300,000.0000
5,500,000.0000
4,636,000.0000
4,000,000.0000
4,225,000.0000
12,825,000.0000
16,161,000.0000
25,228,000.0000
3,914,000.0000
5,975,000.0000
1,135,816.5000
12,000,000.0000
1,132,742.5000
4,125,000.0000
15,975,000.0000
7,175,000.0000
12,025,000.0000
5,950,000.0000
5,500,000.0000
3,750,000.0000
9,625,000.0000
7,500,000.0000
12,825,000.0000
7,200,000.0000
7,850,000.0000
2,650,000.0000
16,945,000.0000
2,925,000.0000
2,303,580.4500
4,170,000.0000
4,290,000.0000
5,700,000.0000
12,000,000.0000
10,450,000.0000
4,125,000.0000
1,300,000.0000
4,199,000.0000
8,500,000.0000
6,150,000.0000
3,300,000.0000
3,000,000.0000
9,425,000.0000
7,500,000.0000
100,000,000.0000
100,000,000.0000
50,000,000.0000
50,000,000.0000
100,000,000.0000
50,000,000.0000
100,000,000.0000
50,000,000.0000
100,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
50,000,000.0000
10,115,132.42
7,448,939.34
8,471,853.69
8,594,554.57
3,792,725.18
3,307,149.88
3,006,380.23
7,504,826.62
4,217,381.57
2,822,270.60
5,031,557.54
6,274,423.57
6,065,070.84
5,710,338.84
16,527,785.61
7,448,939.34
8,302,416.53
5,016,186.32
3,307,149.89
5,566,731.88
4,638,983.50
4,004,248.73
4,217,381.58
12,812,609.03
15,327,153.92
25,317,179.10
3,898,995.12
5,947,479.00
1,140,987.28
12,493,439.45
1,138,144.77
4,316,979.02
16,527,785.61
7,448,939.34
12,641,261.10
6,228,708.65
5,561,182.19
3,792,725.17
9,547,720.46
7,504,826.64
12,812,609.03
7,209,704.02
7,831,321.21
2,641,067.67
16,922,536.75
2,914,035.12
2,285,726.10
4,171,303.13
4,286,938.32
5,869,857.34
12,493,439.45
10,949,181.92
4,316,979.02
1,344,602.12
4,299,529.03
8,594,554.58
6,213,271.44
3,307,149.89
3,006,380.23
9,349,326.62
7,504,826.64
99,817,516.00
99,854,804.29
49,961,020.08
49,999,013.82
99,951,565.31
50,000,000.00
99,945,582.54
49,990,070.23
99,926,185.34
49,960,936.85
50,000,000.00
50,035,766.58
49,940,216.16
0.0470%
0.0342%
0.0396%
0.0398%
0.0176%
0.0154%
0.0140%
0.0345%
0.0193%
0.0130%
0.0242%
0.0294%
0.0281%
0.0264%
0.0761%
0.0342%
0.0388%
0.0232%
0.0154%
0.0257%
0.0213%
0.0184%
0.0193%
0.0588%
0.0721%
0.1172%
0.0184%
0.0276%
0.0053%
0.0584%
0.0053%
0.0199%
0.0761%
0.0342%
0.0579%
0.0286%
0.0258%
0.0176%
0.0441%
0.0345%
0.0588%
0.0331%
0.0359%
0.0125%
0.0783%
0.0136%
0.0106%
0.0194%
0.0199%
0.0275%
0.0584%
0.0507%
0.0199%
0.0062%
0.0199%
0.0398%
0.0288%
0.0154%
0.0140%
0.0432%
0.0345%
0.4645%
0.4640%
0.2322%
0.2323%
0.4644%
0.2324%
0.4645%
0.2325%
0.4650%
0.2324%
0.2321%
0.2325%
0.2323%
Stated
Security ID
912828C40
912828KR0
912828KT6
912828MH0
912828MR8
912828MZ0
912828NF3
912828NL0
912828NP1
912828NV8
912828NZ9
912828PE4
912828PJ3
912828PM6
912828PS3
912828QF0
912828QJ2
912828QP8
912828QR4
912828QX1
912828RF9
912828RJ1
912828RM4
912828RU6
912828RX0
912828SC5
912828SJ0
912828SM3
912828SS0
912828SU5
912828SY7
912828TB6
912828TG5
912828TM2
912828TT7
912828UC2
912828UM0
912828US7
Accounting Type
Description
USD FIXED INCOME

USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
USD FIXED INCOME
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
TREASURIES
U S TREASURY NTS
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
U S TREASURY NOTE
Total Gross Assets
Coupon
0.38
2.63
2.38
2.25
2.38
2.50
2.13
1.88
1.75
1.25
1.25
1.25
1.38
2.13
2.00
2.00
2.13
1.75
1.50
1.50
1.00
1.00
1.00
0.88
0.88
0.88
0.88
1.00
0.88
0.25
0.63
0.75
0.50
0.63
0.25
0.25
0.38
0.38
Maturity
3/31/2016
4/30/2016
3/31/2016
1/31/2015
2/28/2015
4/30/2015
5/31/2015
6/30/2015
7/31/2015
8/31/2015
9/30/2015
10/31/2015
11/30/2015
12/31/2015
1/31/2016
4/30/2016
2/29/2016
5/31/2016
6/30/2016
7/31/2016
8/31/2016
9/30/2016
10/31/2016
11/30/2016
12/31/2016
1/31/2017
2/28/2017
3/31/2017
4/30/2017
5/15/2015
5/31/2017
6/30/2017
7/31/2017
8/31/2017
10/15/2015
12/15/2015
2/15/2016
3/15/2016
Income
Market Value
30,017,580.00
10,369,140.00
14,959,925.50
17,656,537.50
7,483,827.20
10,159,770.00
19,896,293.20
27,855,326.70
40,292,403.40
30,337,500.00
34,909,687.50
37,458,171.00
53,059,971.30
24,802,168.60
49,680,296.00
12,834,475.00
19,513,589.00
25,576,175.00
78,159,064.10
63,905,031.30
59,970,774.60
73,454,035.20
72,002,473.20
30,259,891.20
104,069,411.60
74,601,806.60
74,237,022.00
55,292,160.00
49,261,500.00
5,807,023.80
64,578,540.00
59,746,860.00
24,584,865.60
12,469,073.40
5,004,690.00
18,206,406.40
12,014,064.00
16,313,366.00
21,536,007,068.14
BNYM Cash Collateral
(2,121,903,259.00)
Total Market Value
19,414,103,809.14
Receivable
47,336.07
88,451.09
144,900.96
34,239.13
87,875.00
84,239.13
105,831.97
88,112.26
60,413.04
187,500.00
181,454.92
155,842.39
182,728.48
88,037.36
84,347.83
84,239.13
201,875.00
111,168.03
196,960.60
81,782.61
297,000.00
306,316.94
240,586.96
66,923.16
155,188.86
56,532.61
323,750.00
231,420.77
145,059.78
4,294.84
103,227.46
77,038.04
10,826.09
39,375.00
4,747.27
9,696.72
2,078.80
28,237.09
Par Value
Cost
% of MV
30,000,000.0000
10,000,000.0000
14,500,000.0000
17,500,000.0000
7,400,000.0000
10,000,000.0000
19,600,000.0000
27,450,000.0000
39,700,000.0000
30,000,000.0000
34,500,000.0000
37,000,000.0000
52,300,000.0000
24,200,000.0000
48,500,000.0000
12,500,000.0000
19,000,000.0000
25,000,000.0000
76,700,000.0000
62,700,000.0000
59,400,000.0000
72,800,000.0000
71,400,000.0000
30,100,000.0000
103,600,000.0000
74,300,000.0000
74,000,000.0000
55,000,000.0000
49,200,000.0000
5,800,000.0000
65,000,000.0000
60,000,000.0000
24,900,000.0000
12,600,000.0000
5,000,000.0000
18,200,000.0000
12,000,000.0000
16,300,000.0000
29,963,311.57
10,368,535.82
15,012,859.53
17,634,549.58
7,468,459.94
10,134,963.05
19,843,419.90
27,781,769.88
40,182,211.96
30,260,979.57
34,830,837.47
37,385,797.94
52,953,340.78
24,758,116.40
49,569,331.13
12,836,507.95
19,550,146.11
25,527,678.04
78,109,674.62
63,800,080.11
59,761,185.74
73,301,178.82
71,971,380.89
30,235,507.30
103,942,017.87
74,623,228.12
74,256,871.00
55,294,241.93
49,188,197.19
5,797,661.00
64,552,274.15
59,824,804.17
24,532,733.26
12,464,145.05
4,996,014.33
18,171,548.29
12,006,229.17
16,307,630.15
0.1394%
0.0481%
0.0695%
0.0820%
0.0348%
0.0472%
0.0924%
0.1293%
0.1871%
0.1409%
0.1621%
0.1739%
0.2464%
0.1152%
0.2307%
0.0596%
0.0906%
0.1188%
0.3629%
0.2967%
0.2785%
0.3411%
0.3343%
0.1405%
0.4832%
0.3464%
0.3447%
0.2567%
0.2287%
0.0270%
0.2999%
0.2774%
0.1142%
0.0579%
0.0232%
0.0845%
0.0558%
0.0757%

FL Cafr - August 2014 Holdings - The States Invest Into Fannie, Freddie, Ginnie, Banks, Mbss

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FL Cafr - August 2014 Holdings - The States Invest Into Fannie, Freddie, Ginnie, Banks, Mbss

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https://www.fltreasury.org/investment_accounting/pdf/Florida%20Combined%20Holdings.

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