Spreadsheet: b30d4e46-12bd-4609-858d-1e39fa2429fb
Sheet: Fixed Maturities by CUSIP

Universal American
Fixed Maturity Holdings |  |  |  |  |  | 2011-12-31 00:00:00
 |  |  |  | Stated |  | Par | Book | Market | Unr |  | Credit Rating
CUSIP | Description | GAAP Categories | Coupon | Mat |  | Value | Value | Value | G/(L) |  | Moody | S&P | Fitch
00184AAF2 | TIME WARNER INC | Corporate debt securities | 6.875 | 2012-05-01 00:00:00 |  |  |  |  |  |  | Baa2 | BBB | BBB |  | 1000000 | 1003925.08 | 1019993 | 16067.92000000004
00206RAM4 | AT&T INC | Corporate debt securities | 5.6 | 2018-05-15 00:00:00 |  |  |  |  |  |  | A2 | A- | A |  | 1498000 | 1646379.53 | 1748447.34 | 102067.8100000001
00206RAR3 | AT&T INC | Corporate debt securities | 5.8 | 2019-02-15 00:00:00 |  |  |  |  |  |  | A2 | A- | A |  | 1600000 | 1839761.15 | 1893910.77 | 54149.62
00206RAY8 | AT&T INC | Corporate debt securities | 2.4 | 2016-08-15 00:00:00 |  |  |  |  |  |  | A2 | A- | A |  | 3000000 | 2990874.18 | 3060782.31 | 69908.12999999989
00209TAB1 | COMCAST CABLE COMM HLDGS | Corporate debt securities | 9.455 | 2022-11-15 00:00:00 |  |  |  |  |  |  | Baa1 | BBB+ | BBB+ |  | 246000 | 291265.7 | 350571.47 | 59305.76999999996
002824AT7 | ABBOTT LABORATORIES | Corporate debt securities | 5.875 | 2016-05-15 00:00:00 |  |  |  |  |  |  | A1 | AA | A+ |  | 1250000 | 1245014.39 | 1469590.19 | 224575.8
010392DZ8 | ALABAMA POWER CO | Corporate debt securities | 5.5 | 2017-10-15 00:00:00 |  |  |  |  |  |  | A2 | A | A+ |  | 6500000 | 6530756.97 | 7625195.439999999 | 1094438.47
013817AV3 | ALCOA INC | Corporate debt securities | 5.4 | 2021-04-15 00:00:00 |  |  |  |  |  |  | Baa3 | BBB- | BBB- |  | 3750000 | 3832339.59 | 3770201.25 | -62138.34000000008
01728AX27 | ALLEGHENY CNTY PA HOSP DEV | Other political subdivisions | 5 | 2018-05-15 00:00:00 |  |  |  |  |  |  | Aa3 | A+ | AA- |  | 5000000 | 5665875.27 | 5838750 | 172874.7299999997
020002AV3 | ALLSTATE CORP | Corporate debt securities | 6.125 | 2037-05-15 00:00:00 |  |  |  |  |  |  | Baa1 | BBB | BBB- |  | 1000000 | 987688.82 | 900000 | -87688.81999999995
02209SAK9 | ALTRIA GROUP INC | Corporate debt securities | 4.125 | 2015-09-11 00:00:00 |  |  |  |  |  |  | Baa1 | BBB | BBB+ |  | 2000000 | 2077191.9 | 2166233.98 | 89042.08000000007
02209SAL7 | ALTRIA GROUP INC | Corporate debt securities | 4.75 | 2021-05-05 00:00:00 |  |  |  |  |  |  | Baa1 | BBB | BBB+ |  | 3600000 | 3585497.58 | 3948759.62 | 363262.0399999999
025816AQ2 | AMERICAN EXPRESS CO  HYB | Corporate debt securities | 4.875 | 2013-07-15 00:00:00 |  |  |  |  |  |  | A3 | BBB+ | A+ |  | 5000000 | 4907267.93 | 5220887.75 | 313619.82
025816AY5 | AMERICAN EXPRESS CO  HYB | Corporate debt securities | 7 | 2018-03-19 00:00:00 |  |  |  |  |  |  | A3 | BBB+ | A+ |  | 905000 | 1053421.37 | 1079206.22 | 25784.84999999986
0258M0DA4 | AMER EXPRESS CREDIT CO | Corporate debt securities | 2.75 | 2015-09-15 00:00:00 |  |  |  |  |  |  | A2 | BBB+ | A+ |  | 2925000 | 2912127.67 | 2946595.84 | 34468.16999999992
02666QG64 | AMERICAN HONDA FINANCE | Corporate debt securities | 2.5 | 2015-09-21 00:00:00 |  |  |  |  |  |  | A1 | A+ | NR |  | 2500000 | 2498242.12 | 2543770 | 45527.88000000003
02666QJ61 | AMERICAN HONDA FINANCE | Corporate debt securities | 2.6 | 2016-09-20 00:00:00 |  |  |  |  |  |  | A1 | A+ | NR |  | 5000000 | 4999763.220000001 | 5022435 | 22671.77999999991
026874AX5 | AMERICAN INTL GROUP | Corporate debt securities | 5.05 | 2015-10-01 00:00:00 |  |  |  |  |  |  | Baa1 | A- | BBB |  | 4900000 | 4862986.439999999 | 4723127.550000001 | -139858.8899999999
03076CAC0 | AMERIPRISE FINANCIAL INC HYB | Corporate debt securities | 7.518 | 2066-06-01 00:00:00 |  |  |  |  |  |  | Baa2 | BBB+ | BBB |  | 5000000 | 5198553.82 | 5000000 | -198553.8200000003
031162BM1 | AMGEN INC | Corporate debt securities | 3.875 | 2021-11-15 00:00:00 |  |  |  |  |  |  | Baa1 | A+ | BBB |  | 3500000 | 3490310.78 | 3528867.16 | 38556.3799999996
03523TBH0 | ANHEUSER-BUSCH INBEV WOR | Corporate debt securities | 6.875 | 2019-11-15 00:00:00 |  |  |  |  |  |  | Baa1 | A- | A- |  | 2990000 | 3710455.69 | 3767313.09 | 56857.39999999991
04780MMD8 | ATLANTA GA ARPT | Other political subdivisions | 5 | 2015-01-01 00:00:00 |  |  |  |  |  |  | A1 | NR | A+ |  | 2500000 | 2653498.74 | 2773100 | 119601.26
048312AC6 | ATLANTIC CITY ELECTRIC TRANSIT | Other Asset-backed securities | 4.91 | 2017-07-20 00:00:00 |  |  |  |  |  |  | Aaa | AAA | AAA |  | 4319356.3 | 4326049.93 | 4614208.96 | 288159.0300000003
059438AH4 | BANK ONE CORP | Corporate debt securities | 7.625 | 2026-10-15 00:00:00 |  |  |  |  |  |  | A1 | A- | A+ |  | 2000000 | 2424727.48 | 2366619.42 | -58108.06000000006
05950EAE8 | BANC OF AMERICA COMM MORTGAGE | Commercial-backed securities | 5.731247 | 2045-05-10 00:00:00 |  |  |  |  |  |  | NR | AAA | AAA |  | 7750000 | 8336666.98 | 8690264.569999998 | 353597.5899999999
05955FAA8 | BANC OF AMERICA LARGE LOAN | Commercial-backed securities | 5.613703 | 2050-06-24 00:00:00 |  |  |  |  |  |  | NR | NR | AAA |  | 3500000 | 3768830.72 | 3832220 | 63389.2799999998
05955TAC4 | BANC OF AMERICA LARGE LOAN | Commercial-backed securities | 5.742066 | 2049-12-24 00:00:00 |  |  |  |  |  |  | NR | NR | AAA |  | 3750000 | 4065394.689999999 | 4126177.5 | 60782.81000000006
06406HBE8 | BANK OF NEW YORK MELLON | Corporate debt securities | 4.95 | 2012-11-01 00:00:00 |  |  |  |  |  |  | Aa2 | A+ | AA- |  | 2500000 | 2512413.65 | 2592117.5 | 79703.8500000001
06739GAE9 | BARCLAYS BANK PLC | Foreign debt securities | 6.05 | 2017-12-04 00:00:00 |  |  |  |  |  |  | Baa1 | BBB+ | A- |  | 10000000 | 10254590.04 | 9042580 | -1212010.04
071268CF1 | BATON ROUGE LA PUB IMPT SALES | Other political subdivisions | 3 | 2016-08-01 00:00:00 |  |  |  |  |  |  | Aa2 | AA+ | AA+ |  | 735000 | 770966.79 | 796254.9 | 25288.10999999999
071268CG9 | BATON ROUGE LA PUB IMPT SALES | Other political subdivisions | 3.5 | 2017-08-01 00:00:00 |  |  |  |  |  |  | Aa2 | AA+ | AA+ |  | 220000 | 234940.48 | 245128.4 | 10187.91999999998
07324SCD2 | BAYVIEW COMMERCIAL ASSET | Commercial-backed securities | 0.7336 | 2035-11-25 00:00:00 |  |  |  |  |  |  | A2 | NR | B |  | 2084020.45 | 1879786.44 | 1253123.58 | -626662.8599999999
07385TAJ5 | BEAR STEARNS COS LLC | Corporate debt securities | 5.7 | 2014-11-15 00:00:00 |  |  |  |  |  |  | Aa3 | A | AA- |  | 3000000 | 3259461.810000001 | 3254664.94 | -4796.870000000112
073902PR3 | BEAR STEARNS COS LLC | Corporate debt securities | 6.4 | 2017-10-02 00:00:00 |  |  |  |  |  |  | Aa3 | A | AA- |  | 1100000 | 1247190.67 | 1220116.62 | -27074.04999999981
075887BA6 | BECTON DICKINSON | Corporate debt securities | 3.125 | 2021-11-08 00:00:00 |  |  |  |  |  |  | A2 | A+ | NR |  | 5000000 | 4989879.560000001 | 5172435 | 182555.4399999997
081437AH8 | BEMIS COMPANY INC | Corporate debt securities | 4.5 | 2021-10-15 00:00:00 |  |  |  |  |  |  | Baa1 | BBB | NR |  | 6000000 | 6008666.66 | 6356166 | 347499.3400000001
083023MM0 | BENTON CNTY WASH SCH DIST | Other political subdivisions | 4 | 2020-12-01 00:00:00 |  |  |  |  |  |  | Aa1 | NR | NR |  | 2000000 | 2246840.44 | 2337360 | 90519.55999999994
084664BD2 | BERKSHIRE HATHAWAY FIN | Corporate debt securities | 4.6 | 2013-05-15 00:00:00 |  |  |  |  |  |  | Aa2 | AA+ | A+ |  | 2175000 | 2196498.04 | 2286123.27 | 89625.2300000001
084664BE0 | BERKSHIRE HATHAWAY FIN | Corporate debt securities | 5.4 | 2018-05-15 00:00:00 |  |  |  |  |  |  | Aa2 | AA+ | A+ |  | 7000000 | 7558113.110000001 | 8155703.36 | 597590.2499999995
097023AT2 | BOEING CO | Corporate debt securities | 5.125 | 2013-02-15 00:00:00 |  |  |  |  |  |  | A2 | A | A |  | 1750000 | 1745544.14 | 1835454.69 | 89910.54999999993
10112RAT1 | BOSTON PROPERTIES LP | Corporate debt securities | 3.7 | 2018-11-15 00:00:00 |  |  |  |  |  |  | Baa2 | A- | BBB |  | 3000000 | 3008478.66 | 3063246 | 54767.33999999985
10138MAH8 | BOTTLING GROUP LLC | Corporate debt securities | 6.95 | 2014-03-15 00:00:00 |  |  |  |  |  |  | Aa3 | A | A |  | 1000000 | 1003297.23 | 1125657.04 | 122359.8100000001
105340AL7 | BRANDYWINE OPER PARTNERS | Corporate debt securities | 4.95 | 2018-04-15 00:00:00 |  |  |  |  |  |  | Baa3 | BBB- | BB+ |  | 2675000 | 2659469.43 | 2640385.5 | -19083.92999999996
10620NCG1 | BRAZO HIGHER EDUCATION | Other Asset-backed securities | 1.30611 | 2030-02-25 00:00:00 |  |  |  |  |  |  | NR | AAA | AAA |  | 3300000 | 3259999.98 | 3205750.68 | -54249.30000000005
10620NCK2 | BRAZO HIGHER EDUCATION | Other Asset-backed securities | 1.26833 | 2029-07-25 00:00:00 |  |  |  |  |  |  | NR | AAA | AAA |  | 2600000 | 2575491.37 | 2528036.16 | -47455.21000000008
120568AM2 | BUNGE LTD FINANCE CORP | Corporate debt securities | 5.35 | 2014-04-15 00:00:00 |  |  |  |  |  |  | Baa2 | BBB- | BBB |  | 1975000 | 2099066.9 | 2082025.25 | -17041.64999999999
125509BR9 | CIGNA CORP | Corporate debt securities | 2.75 | 2016-11-15 00:00:00 |  |  |  |  |  |  | Baa2 | BBB | BBB |  | 4000000 | 3996920.220000001 | 4010920.399999999 | 14000.17999999959
12617AAE7 | AEP TEXAS CENTRAL TRANSITION | Other Asset-backed securities | 6.25 | 2017-01-15 00:00:00 |  |  |  |  |  |  | Aaa | AAA | AAA |  | 5730000 | 5905198.93 | 6624507.26 | 719308.3299999998
12645CAA7 | CREDIT SUISSE MORTGAGE CAPITAL | Commercial-backed securities | 5.786668 | 2049-12-18 00:00:00 |  |  |  |  |  |  | Aaa | NR | NR |  | 3000000 | 3283941.44 | 3304560 | 20618.56000000006
126650BW9 | CVS CAREMARK CORP | Corporate debt securities | 4.125 | 2021-05-15 00:00:00 |  |  |  |  |  |  | Baa2 | BBB+ | BBB+ |  | 5000000 | 4890437 | 5382870.85 | 492433.8499999995
126673WF5 | COUNTRYWIDE ASSET BACK CERT | Other Asset-backed securities | 5.505 | 2035-07-25 00:00:00 |  |  |  |  |  |  | C | CCC | NR |  | 441912.11 | 154300.86 | 148479.77 | -5821.089999999997
12669ERB4 | COUNTRYWIDE HOME LOANS | Residential Mortgage-backed securities | 5.06291 | 2033-08-25 00:00:00 |  |  |  |  |  |  | NR | [NAME] | NR |  | 724181.39 | 591110.92 | 577891.32 | -13219.60000000009
12800UAE0 | [NAME] | Foreign debt securities | 2.65 | 2015-09-16 00:00:00 |  |  |  |  |  |  | Aa1 | AA- | AA- |  | 4625000 | 4619977.5 | 4758671.75 | 138694.2500000001
14041NCH2 | CAPITAL ONE MULTI-ASSET | Other Asset-backed securities | 4.7 | 2015-06-15 00:00:00 |  |  |  |  |  |  | Aaa | AAA | AAA |  | 3500000 | 3491865.18 | 3583172.25 | 91307.06999999983
15200DAC1 | CENTERPOINT ENERGY TRANSITION | Other Asset-backed securities | 5.09 | 2015-08-01 00:00:00 |  |  |  |  |  |  | Aaa | AAA | AAA |  | 2500000 | 2497852.48 | 2647322.85 | 149470.3700000001
15200MAA5 | CENTERPOINT ENERGY TRANSITION | Other Asset-backed securities | 4.192 | 2020-02-01 00:00:00 |  |  |  |  |  |  | Aaa | AAA | AAA |  | 3395363.96 | 3417696.83 | 3654222.43 | 236525.5999999999
155674HU1 | CENTRAL UT WTR CONSERVANCY | Other political subdivisions | 2.5 | 2017-04-01 00:00:00 |  |  |  |  |  |  | NR | AA+ | AAA |  | 550000 | 574821.5 | 590298.5 | 15477
167485BT7 | CHICAGO ILL | Other political subdivisions | 5 | 2015-01-01 00:00:00 |  |  |  |  |  |  | Aa3 | AA- | AA- |  | 1460000 | 1602578.92 | 1598933.6 | -3645.319999999832
172921CE6 | CITICORP MORTG SEC INC | Residential Mortgage-backed securities | 1.95203 | 2018-08-25 00:00:00 |  |  |  |  |  |  | NR | BB | NR |  | 63010.8 | 62798.19 | 58842.89 | -3955.300000000003
172967EY3 | CITIGROUP INC | Corporate debt securities | 6.375 | 2014-08-12 00:00:00 |  |  |  |  |  |  | A3 | A- | A |  | 2125000 | 2281970.38 | 2221469.05 | -60501.32999999996
172967FA4 | CITIGROUP INC | Corporate debt securities | 6.01 | 2015-01-15 00:00:00 |  |  |  |  |  |  | A3 | A- | A |  | 800000 | 845396.78 | 831907.96 | -13488.82000000007
172967FT3 | CITIGROUP INC | Corporate debt securities | 4.5 | 2022-01-14 00:00:00 |  |  |  |  |  |  | A3 | A- | NR |  | 1000000 | 990173.72 | 955098.28 | -35075.43999999994
17305EEE1 | CITIBANK CREDIT CARD ISSUANCE | Other Asset-backed securities | 5.35 | 2020-02-07 00:00:00 |  |  |  |  |  |  | Aaa | AAA | AAA |  | 9000000 | 10356438.83 | 10672023.67 | 315584.8400000005
181059MG8 | CLARK CNTY NEV SCH DIST | Other political subdivisions | 5 | 2014-06-15 00:00:00 |  |  |  |  |  |  | Aa2 | AA | AA- |  | 1700000 | 1862788.82 | 1872448 | 9659.179999999935
181059PB6 | CLARK CNTY NEV SCH DIST | Other political subdivisions | 5 | 2017-06-15 00:00:00 |  |  |  |  |  |  | Aa2 | AA | AA- |  | 2000000 | 2291920.9 | 2352460 | 60539.10000000009
189054AF6 | CLOROX COMPANY | Corporate debt securities | 5 | 2015-01-15 00:00:00 |  |  |  |  |  |  | Baa1 | BBB+ | BBB+ |  | 500000 | 499456.74 | 541861.73 | 42404.98999999999
191219AN4 | COCA-COLA ENTERPRISES | Corporate debt securities | 8.5 | 2012-02-01 00:00:00 |  |  |  |  |  |  | NR | A+ | A+ |  | 3000000 | 3006444.71 | 3017607 | 11162.28999999998
191219AY0 | COCA-COLA ENTERPRISES | Corporate debt securities | 6.95 | 2026-11-15 00:00:00 |  |  |  |  |  |  | NR | A+ | A+ |  | 1000000 | 1177744.48 | 1349276 | 171531.52
20029PAN9 | COMCAST CABLE | Corporate debt securities | 7.125 | 2013-06-15 00:00:00 |  |  |  |  |  |  | Baa1 | BBB+ | BBB+ |  | 1750000 | 1784505.27 | 1893929.2 | 109423.9299999999
20030NAB7 | COMCAST CORP | Corporate debt securities | 6.5 | 2015-01-15 00:00:00 |  |  |  |  |  |  | Baa1 | BBB+ | BBB+ |  | 2600000 | 2915312.85 | 2923656.48 | 8343.630000000121
20047AAD2 | COMMERCIAL MORTGAGE PASS-THRU | Commercial-backed securities | 4.715 | 2039-03-10 00:00:00 |  |  |  |  |  |  | NR | AAA | AAA |  | 3748384.55 | 3844677.48 | 3931013.04 | 86335.5599999997
202795FM7 | COMMONWEALTH EDISON | Corporate debt securities | 7.5 | 2013-07-01 00:00:00 |  |  |  |  |  |  | Baa1 | A- | BBB+ |  | 3000000 | 3036045.64 | 3264486 | 228440.3599999999
2027A0EM7 | COMMONWEALTH BANK AUST | Foreign debt securities | 3.5 | 2015-03-19 00:00:00 |  |  |  |  |  |  | Aa2 | AA- | AA |  | 5000000 | 5114173.62 | 5105300 | -8873.620000000112
205363AF1 | COMPUTER SCIENCES CORP | Corporate debt securities | 5 | 2013-02-15 00:00:00 |  |  |  |  |  |  | Baa1 | BBB+ | BBB+ |  | 4000000 | 3984589.55 | 3989147.65 | 4558.10000000021
20772GUA4 | CONNECTICUT ST | Other political subdivisions | 5 | 2017-12-15 00:00:00 |  |  |  |  |  |  | Aa2 | AA | AA |  | 1250000 | 1479830.85 | 1485300 | 5469.150000000023
20774UU60 | CONNECTICUT ST HEALTH & EDL | Other political subdivisions | 5 | 2049-07-01 00:00:00 |  |  |  |  |  |  | Aaa | AAA | NR |  | 4000000 | 4653724.64 | 4504600 | -149124.6399999997
21217#9C7 | CONTINENTAL WINGATE | Residential Mortgage-backed securities | 9.375 | 2026-07-01 00:00:00 |  |  |  |  |  |  | NR | NR | NR |  | 1641297.41 | 1640747.5 | 1906859.34 | 266111.84
216871AC7 | COOPER US INC | Corporate debt securities | 6.1 | 2017-07-01 00:00:00 |  |  |  |  |  |  | A3 | A | A |  | 1000000 | 999679.66 | 1173292.01 | 173612.35
22303QAG5 | COVIDIEN INTL FINANCE SA | Foreign debt securities | 6 | 2017-10-15 00:00:00 |  |  |  |  |  |  | Baa1 | A | A |  | 500000 | 499793.12 | 600033.99 | 100240.87
22303QAL4 | COVIDIEN INTL FINANCE SA | Foreign debt securities | 4.2 | 2020-06-15 00:00:00 |  |  |  |  |  |  | Baa1 | A | A |  | 2810000 | 2792215.86 | 3076935.65 | 284719.7900000003
22541HCC4 | CREDIT SUISSE NEW YORK | Foreign debt securities | 6 | 2018-02-15 00:00:00 |  |  |  |  |  |  | Aa2 | BBB+ | A- |  | 3000000 | 3176768.85 | 2928842.94 | -247925.9100000001
22541LAC7 | CREDIT SUISSE USA INC | Corporate debt securities | 6.5 | 2012-01-15 00:00:00 |  |  |  |  |  |  | Aa1 | A+ | A |  | 5000000 | 5000938.84 | 5009080 | 8141.159999999858
22546QAD9 | CREDIT SUISSE NEW YORK | Foreign debt securities | 5.4 | 2020-01-14 00:00:00 |  |  |  |  |  |  | Aa2 | BBB+ | A- |  | 1375000 | 1393867.82 | 1283584.93 | -110282.8900000001
23311RAD8 | DCP MIDSTREAM LLC | Corporate debt securities | 5.35 | 2020-03-15 00:00:00 |  |  |  |  |  |  | Baa2 | BBB | BBB |  | 3875000 | 4183799.76 | 4146974.65 | -36825.10999999999
233835AW7 | DAIMLER FINANCE NA LLC | Corporate debt securities | 6.5 | 2013-11-15 00:00:00 |  |  |  |  |  |  | A3 | BBB+ | A- |  | 1600000 | 1650227.82 | 1739448.48 | 89220.66000000015
240523WS5 | DE KALB CNTY GA WTR & SWR | Other political subdivisions | 5 | 2017-10-01 00:00:00 |  |  |  |  |  |  | Aa3 | A+ | NR |  | 750000 | 872494.65 | 886882.5 | 14387.84999999998
244199BB0 | DEERE & COMPANY | Corporate debt securities | 6.95 | 2014-04-25 00:00:00 |  |  |  |  |  |  | A2 | A | NR |  | 3000000 | 3102157.49 | 3414269.04 | 312111.55
24702RAJ0 | DELL INC | Corporate debt securities | 5.875 | 2019-06-15 00:00:00 |  |  |  |  |  |  | A2 | A- | A |  | 2725000 | 2969256.11 | 3190541.08 | 221284.97
247361ZH4 | DELTA AIR LINES 2010-2A | Corporate debt securities | 4.95 | 2019-11-23 00:00:00 |  |  |  |  |  |  | Baa2 | A- | NR |  | 1248715.23 | 1248715.23 | 1273689.54 | 24974.30999999994
249030AB3 | DENTSPLY INTERNATIONAL | Corporate debt securities | 2.75 | 2016-08-15 00:00:00 |  |  |  |  |  |  | Baa2 | BBB+ | NR |  | 300000 | 299598.96 | 302082.2 | 2483.239999999991
25156PAF0 | DEUTSCHE TELKOM INT FIN | Foreign debt securities | 5.25 | 2013-07-22 00:00:00 |  |  |  |  |  |  | Baa1 | BBB+ | BBB+ |  | 2000000 | 1998294.53 | 2102483.22 | 104188.6900000002
25243YAM1 | DIAGEO CAPITAL PLC | Foreign debt securities | 5.75 | 2017-10-23 00:00:00 |  |  |  |  |  |  | A3 | A- | A- |  | 500000 | 564542.84 | 593629.53 | 29086.69000000006
25459HAW5 | DIRECTV HOLDINGS | Corporate debt securities | 4.6 | 2021-02-15 00:00:00 |  |  |  |  |  |  | Baa2 | BBB | BBB- |  | 4000000 | 4115916.09 | 4158910.21 | 42994.12000000023
257469AF3 | DOMINION RESOURCES INC | Corporate debt securities | 5.7 | 2012-09-17 00:00:00 |  |  |  |  |  |  | Baa2 | A- | BBB+ |  | 2750000 | 2761450.41 | 2842204.75 | 80754.34000000008
25746UAJ8 | DOMINION RESOURCES INC HYB | Corporate debt securities | 6.25 | 2012-06-30 00:00:00 |  |  |  |  |  |  | Baa2 | A- | BBB+ |  | 1000000 | 1003110 | 1026283 | 23173
25746UAZ2 | DOMINION RESOURCES INC HYB | Corporate debt securities | 2.87925 | 2066-09-30 00:00:00 |  |  |  |  |  |  | Baa3 | BBB | BBB- |  | 5390000 | 5269693.71 | 4529594.3 | -740099.4099999999
260543CC5 | DOW CHEMICAL CO | Corporate debt securities | 4.25 | 2020-11-15 00:00:00 |  |  |  |  |  |  | Baa3 | BBB | BBB |  | 5000000 | 5035758.7 | 5197115.7 | 161357
260543CD3 | DOW CHEMICAL CO | Corporate debt securities | 2.5 | 2016-02-15 00:00:00 |  |  |  |  |  |  | Baa3 | BBB | BBB |  | 2000000 | 1993312.68 | 2012527.78 | 19215.10000000009
261561AB0 | DRESDNER BANK NEW YORK | Foreign debt securities | 7.25 | 2015-09-15 00:00:00 |  |  |  |  |  |  | Baa3 | BBB | A |  | 2000000 | 2033665 | 1600000 | -433665
264399DW3 | DUKE ENERGY CAROLINAS | Corporate debt securities | 6.25 | 2012-01-15 00:00:00 |  |  |  |  |  |  | A3 | A- | NR |  | 6000000 | 6001335.750000001 | 6009546 | 8210.249999999884
26441YAS6 | DUKE REALTY LP | Corporate debt securities | 7.375 | 2015-02-15 00:00:00 |  |  |  |  |  |  | Baa2 | BBB- | BBB- |  | 500000 | 556776.1 | 551753 | -5023.099999999977
26441YAU1 | DUKE REALTY LP | Corporate debt securities | 6.75 | 2020-03-15 00:00:00 |  |  |  |  |  |  | Baa2 | BBB- | BBB- |  | 1500000 | 1655051.64 | 1650810 | -4241.639999999898
26442CAJ3 | DUKE ENERGY CAROLINAS | Corporate debt securities | 4.3 | 2020-06-15 00:00:00 |  |  |  |  |  |  | A1 | A | NR |  | 2000000 | 2055844.89 | 2252624 | 196779.1100000001
268317AA2 | ELECTRICITE DE FRANCE | Foreign debt securities | 5.5 | 2014-01-26 00:00:00 |  |  |  |  |  |  | Aa3 | AA- | A+ |  | 500000 | 539629.75 | 533983 | -5646.75
26882PBB7 | ERAC USA FINANCE COMPANY | Corporate debt securities | 6.375 | 2017-10-15 00:00:00 |  |  |  |  |  |  | Baa1 | BBB+ | NR |  | 8450000 | 9583053.76 | 9764422.85 | 181369.0899999998
278865AL4 | ECOLAB INC | Corporate debt securities | 4.35 | 2021-12-08 00:00:00 |  |  |  |  |  |  | Baa1 | BBB+ | NR |  | 1025000 | 1024347.39 | 1099914.64 | 75567.25
291011AP9 | EMERSON ELECTRIC CO | Corporate debt securities | 5.625 | 2013-11-15 00:00:00 |  |  |  |  |  |  | A2 | A | NR |  | 625000 | 632428.02 | 682805.54 | 50377.52000000002
292505AF1 | ENCACA CORP | Foreign debt securities | 5.9 | 2017-12-01 00:00:00 |  |  |  |  |  |  | Baa2 | BBB+ | NR |  | 1000000 | 1158780.49 | 1136414.26 | -22366.22999999998
29379VAA1 | ENTERPRISE PRODUCTS | Corporate debt securities | 6.3 | 2017-09-15 00:00:00 |  |  |  |  |  |  | Baa3 | BBB- | BBB- |  | 3866000 | 4484865.14 | 4510744.42 | 25879.28000000003
29379VAB9 | ENTERPRISE PRODUCTS | Corporate debt securities | 5.65 | 2013-04-01 00:00:00 |  |  |  |  |  |  | Baa3 | BBB- | BBB- |  | 703000 | 735384.69 | 737025.2 | 1640.510000000009
29379VAP8 | ENTERPRISE PRODUCTS | Corporate debt securities | 5.2 | 2020-09-01 00:00:00 |  |  |  |  |  |  | Baa3 | BBB- | BBB- |  | 3875000 | 4189709.989999999 | 4276450 | 86740.0099999999
29452PAB2 | AXA EQUITABLE LIFE | Corporate debt securities | 7.7 | 2015-12-01 00:00:00 |  |  |  |  |  |  | A2 | A | A |  | 1000000 | 1058426.5 | 1110131 | 51704.5
294751EL2 | EQUITY ONE ABS INC | Other Asset-backed securities | 5.56 | 2034-07-25 00:00:00 |  |  |  |  |  |  | Caa3 | B- | CC |  | 312659.6 | 125711.23 | 125593.55 | -117.679999999993
30162AAD0 | EXELIS INC | Corporate debt securities | 4.25 | 2016-10-01 00:00:00 |  |  |  |  |  |  | Baa3 | BBB | BBB+ |  | 3500000 | 3539838.33 | 3508814.89 | -31023.43999999994
302182AF7 | EXPRESS SCRIPTS INC | Corporate debt securities | 3.125 | 2016-05-15 00:00:00 |  |  |  |  |  |  | Baa3 | BBB+ | BBB |  | 2000000 | 1992947.8 | 2010996.4 | 18048.60000000021
302445AC5 | FLIR SYSTEMS INC | Corporate debt securities | 3.75 | 2016-09-01 00:00:00 |  |  |  |  |  |  | Baa3 | BBB- | NR |  | 4000000 | 3999991.92 | 4026508 | 26516.08000000007
302570AW6 | FPL GROUP CAPITAL HYB | Corporate debt securities | 6.349999904632568 | 2066-10-01 00:00:00 |  |  |  |  |  |  | Baa2 | BBB | BBB |  | 2225000 | 2191965.23 | 2213875 | 21909.77000000002
302570AX4 | FPL GROUP CAPITAL HYB | Corporate debt securities | 6.65 | 2067-06-15 00:00:00 |  |  |  |  |  |  | Baa2 | BBB | BBB |  | 6000000 | 6008740.86 | 6030000 | 21259.13999999966
31283GUL9 | FGLMC | Residential Mortgage-backed securities | 6 | 2026-08-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 3110.45 | 3044.22 | 3459.07 | 414.8500000000004
31283H4Z5 | FGLMC | Residential Mortgage-backed securities | 5.5 | 2034-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2155237.37 | 2307253.52 | 2347833.02 | 40579.49999999989
3128GV6M7 | FGCI | Residential Mortgage-backed securities | 5.5 | 2017-10-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 403741.39 | 407260.08 | 435742.62 | 28482.53999999999
3128GW6C7 | FGCI | Residential Mortgage-backed securities | 5.5 | 2017-11-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 320873.14 | 327782.82 | 346306.09 | 18523.27000000002
3128GWQ43 | FGCI | Residential Mortgage-backed securities | 5 | 2017-11-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 134078.36 | 134536 | 143501.18 | 8965.179999999993
3128L0DF6 | FGLMC | Residential Mortgage-backed securities | 6 | 2037-11-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 962950 | 966134.93 | 1058674.76 | 92539.82999999996
3128M7S80 | FGLMC | Residential Mortgage-backed securities | 4 | 2039-10-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 5234023.140000001 | 5248527.33 | 5491816.99 | 243289.6599999998
3128M8VG6 | FGLMC | Residential Mortgage-backed securities | 4 | 2041-06-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 4992640.409999999 | 5231987.140000001 | 5283422.75 | 51435.60999999993
3128QSMK9 | FHLMC | Residential Mortgage-backed securities | 5.716 | 2037-08-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1438050.36 | 1429652.2 | 1521103.52 | 91451.32000000007
3128QSXB7 | FHLMC | Residential Mortgage-backed securities | 2.565 | 2036-08-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 368627.24 | 366556.68 | 385046.64 | 18489.96000000002
3128X3L76 | FREDDIE MAC | Government sponsored agencies | 5 | 2014-11-13 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 3000000 | 2996442.01 | 3372029.79 | 375587.7800000003
312905Z70 | FREDDIE MAC | Residential Mortgage-backed securities | 8.5 | 2021-06-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 6121.51 | 6121.51 | 7137.84 | 1016.33
312910UP5 | FREDDIE MAC | Residential Mortgage-backed securities | 8.25 | 2022-06-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 52148.92 | 52802.43 | 60707.5 | 7905.07
31292GXH4 | FGLMC | Residential Mortgage-backed securities | 6 | 2028-11-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 44247.33 | 44047.75 | 49285.11 | 5237.360000000001
31292K7B7 | FGLMC | Residential Mortgage-backed securities | 5 | 2040-10-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2589581.42 | 2744183.41 | 2801977.41 | 57793.99999999977
[NAME] | FGLMC | Residential Mortgage-backed securities | 4 | 2039-07-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 987852.8 | 1034231.64 | 1045387.52 | 11155.88000000006
312935F38 | FGLMC | Residential Mortgage-backed securities | 5 | 2039-08-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 594366.11 | 601739.64 | 640205.87 | 38466.22999999998
312941TK3 | FGLMC | Residential Mortgage-backed securities | 4 | 2040-08-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1255590.13 | 1314500.92 | 1328718.46 | 14217.53999999995
312942ER2 | FGLMC | Residential Mortgage-backed securities | 5 | 2040-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 831903.1799999999 | 882019.81 | 900135.41 | 18115.60000000003
312942F83 | FGLMC | Residential Mortgage-backed securities | 4 | 2040-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1632068.48 | 1708712.05 | 1727123.73 | 18411.68000000002
312943EE9 | FGLMC | Residential Mortgage-backed securities | 5 | 2040-10-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2103159.15 | 2229632.26 | 2275659.06 | 46026.80000000005
312943LY7 | FGLMC | Residential Mortgage-backed securities | 4 | 2040-11-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 415836.4999999999 | 435360.09 | 440055.73 | 4695.640000000007
312945DN5 | FGLMC | Residential Mortgage-backed securities | 3.5 | 2041-01-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 3260371.52 | 3122610.5 | 3351559.54 | 228949.0400000002
31294KL86 | FGCI | Residential Mortgage-backed securities | 5.5 | 2017-11-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 211538.16 | 213367.52 | 228305.04 | 14937.52000000002
31296SR32 | FGLMC | Residential Mortgage-backed securities | 5.5 | 2034-01-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1058442.45 | 1063351.41 | 1153026.65 | 89675.23999999993
31297C7L8 | FGLMC | Residential Mortgage-backed securities | 6 | 2034-08-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 261524.74 | 262566.89 | 290762.04 | 28195.14999999997
31297NLT1 | FGLMC | Residential Mortgage-backed securities | 5 | 2035-01-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1627454.85 | 1624799.51 | 1753133.62 | 128334.1099999999
3132GDC67 | FGLMC | Residential Mortgage-backed securities | 4 | 2041-04-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 3112870.46 | 3102956.239999999 | 3271774.68 | 168818.4400000001
31331FAE1 | FEDEX CORP | Corporate debt securities | 7.15 | 2012-09-28 00:00:00 |  |  |  |  |  |  | Baa1 | BBB | NR |  | 1080.47 | 1080.1 | 1119.59 | 39.49000000000001
31331FAX9 | FEDEX CORP | Corporate debt securities | 6.72 | 2023-07-15 00:00:00 |  |  |  |  |  |  | A2 | A- | NR |  | 1258237.9 | 1258220.59 | 1437825.56 | 179604.9700000001
313398M89 | FREDDIE MAC | Residential Mortgage-backed securities | 6.5 | 2031-07-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 3053836.51 | 2892393.63 | 3458658.57 | 566264.94
3133X7FK5 | FEDERAL HOME LOAN BANK | Government sponsored agencies | 5.25 | 2014-06-18 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 100000 | 99521.59 | 111521 | 11999.41
31340YMP1 | FREDDIE MAC | Residential Mortgage-backed securities | 9.5 | 2020-05-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 9032.02 | 9032.02 | 10515.59 | 1483.57
31358FCQ0 | FANNIE MAE | Residential Mortgage-backed securities | 8.95 | 2020-10-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 4540.82 | 4667.3 | 5249.36 | 582.0599999999995
31358PHV2 | FANNIE MAE | Residential Mortgage-backed securities | 7.5 | 2022-07-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 40071.24 | 40183.59 | 45697.47 | 5513.880000000005
31359MRK1 | FANNIE MAE | Government sponsored agencies | 4.625 | 2013-05-01 00:00:00 |  |  |  |  |  |  | Aa2 | A | AA- |  | 1000000 | 990378.85 | 1051929.93 | 61551.07999999996
31359MW41 | FANNIE MAE | Government sponsored agencies | 5.25 | 2016-09-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 500000 | 525930.27 | 595080.03 | 69149.76000000001
313602GQ1 | FANNIE MAE | Residential Mortgage-backed securities | 9.25 | 2018-10-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1263.71 | 1283.63 | 1431.31 | 147.6799999999998
313615S49 | FNCL | Residential Mortgage-backed securities | 6 | 2023-10-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 34539.89 | 34263.83 | 38127.53 | 3863.699999999997
31364HCB1 | FANNIEMAE STRIP | Residential Mortgage-backed securities | 9 | 2017-02-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 4217.01 | 587.9 | 686.58 | 98.68000000000006
31364HDD6 | FANNIEMAE STRIP | Residential Mortgage-backed securities | 9.5 | 2018-01-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 489.24 | 58.35 | 96.01 | 37.66
31364HDT1 | FANNIEMAE STRIP | Residential Mortgage-backed securities | 9 | 2017-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 3416.12 | 390.67 | 589.29 | 198.6199999999999
3136F35P7 | FANNIE MAE | Government sponsored agencies | 5.24 | 2018-08-07 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 3000000 | 2937588.62 | 3214689 | 277100.3799999999
31371CP94 | FNCL | Residential Mortgage-backed securities | 6 | 2023-11-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 33582.2 | 33368.57 | 37070.37 | 3701.800000000003
31371KF97 | FNCL | Residential Mortgage-backed securities | 6.5 | 2031-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 181277.03 | 182801.36 | 205189.47 | 22388.11000000002
31371KT68 | FNCL | Residential Mortgage-backed securities | 5.5 | 2017-10-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 120687.52 | 121795.55 | 131062.37 | 9266.819999999992
31371KTA9 | FNCL | Residential Mortgage-backed securities | 5.5 | 2032-08-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 173344.86 | 173104.83 | 189654.04 | 16549.21000000001
31371KTC5 | FNCL | Residential Mortgage-backed securities | 6 | 2032-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 126407.88 | 126992.28 | 140767.09 | 13774.81
31371KXR7 | FNCL | Residential Mortgage-backed securities | 6 | 2022-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 220113.6 | 222049.27 | 243401.73 | 21352.46000000001
31371LCE7 | FNCL | Residential Mortgage-backed securities | 5.5 | 2033-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 680374.63 | 679112.97 | 744735.6499999999 | 65622.68
31374TYD5 | FNCL | Residential Mortgage-backed securities | 6 | 2029-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 49202.28 | 47836.68 | 54824.75 | 6988.07
31378GJF1 | FNCL | Residential Mortgage-backed securities | 6.5 | 2028-01-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 51310.95 | 49598.93 | 57528.81 | 7929.879999999997
3137A6B27 | FHLMC MULTIFAMILY STRUCTURED | Residential Mortgage-backed securities | 4.333 | 2020-10-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2475000 | 2497149.82 | 2775393.48 | 278243.6599999999
3137A7JU5 | FHLMC MULTIFAMILY STRUCTURED | Residential Mortgage-backed securities | 3.882 | 2017-11-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 4500000 | 4538625.739999999 | 4916233.35 | 377607.6099999999
3137AEV77 | FREDDIE MAC | Residential Mortgage-backed securities | 2.699 | 2018-05-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2000000 | 2018988.19 | 2067408.8 | 48420.6100000001
3137EACA5 | FREDDIE MAC | Government sponsored agencies | 3.75 | 2019-03-27 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2500000 | 2405490.9 | 2855800.05 | 450309.1500000001
31380X5S7 | FNCL | Residential Mortgage-backed securities | 6.5 | 2028-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 323229.66 | 335901.51 | 367502.22 | 31600.70999999996
31381N7G2 | FNMA | Residential Mortgage-backed securities | 3.27 | 2020-10-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1000000 | 954151.36 | 1046686.12 | 92534.76000000001
31381PQ50 | FNCL | Residential Mortgage-backed securities | 3.07 | 2017-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 984136.84 | 967911.2 | 1029378.43 | 61467.2300000001
31381RDH4 | FNMA | Residential Mortgage-backed securities | 4.01 | 2021-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 597965.4299999999 | 641958.02 | 652091.03 | 10133.00999999995
31381RFM1 | FNMA | Residential Mortgage-backed securities | 3.83 | 2021-07-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 400000 | 423176.23 | 431718.23 | 8542
31381RLL6 | FNMA | Residential Mortgage-backed securities | 3.84 | 2021-07-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 500000 | 529804.53 | 540125.65 | 10321.12000000005
31384BYK6 | FNCL | Residential Mortgage-backed securities | 7 | 2029-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 10390.07 | 10194.71 | 12041.84 | 1847.130000000001
31384VY89 | FNCL | Residential Mortgage-backed securities | 8.5 | 2030-08-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 6972.79 | 6999.39 | 8497.71 | 1498.319999999999
31385JEG9 | FNCL | Residential Mortgage-backed securities | 6 | 2032-05-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 475764.75 | 475493.8099999999 | 529808.89 | 54315.07999999999
31386A2Q8 | FNCL | Residential Mortgage-backed securities | 7 | 2030-10-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2285.4 | 2259.03 | 2649.03 | 390
31388XBU7 | FNCL | Residential Mortgage-backed securities | 6.5 | 2032-01-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 53257.63 | 53230.32 | 60291.21000000001 | 7060.890000000003
31389FLB6 | FNCL | Residential Mortgage-backed securities | 6.5 | 2032-05-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 83758.36 | 84218.74 | 94820.07 | 10601.33
3138A16N6 | FNCL | Residential Mortgage-backed securities | 4 | 2040-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1169724.18 | 1158522.56 | 1234698.73 | 76176.17000000003
3138A1KB6 | FNCL | Residential Mortgage-backed securities | 4 | 2040-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2080296.59 | 2060387.13 | 2195850.61 | 135463.4800000001
3138A1ND9 | FNCL | Residential Mortgage-backed securities | 4 | 2040-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 860993.13 | 852749.17 | 908818.62 | 56069.45000000001
3138A1RM5 | FNCL | Residential Mortgage-backed securities | 4 | 2040-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1546123.8 | 1531324.11 | 1632006.17 | 100682.0600000001
3138A2DN6 | FNCL | Residential Mortgage-backed securities | 4 | 2040-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1320799.42 | 1308111.41 | 1394165.73 | 86054.32
3138A2GJ2 | FNCL | Residential Mortgage-backed securities | 4.5 | 2040-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 11688092.34 | 11993282.46 | 12444464.7 | 451182.2399999997
3138A2PX1 | FNCL | Residential Mortgage-backed securities | 4 | 2040-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2231779 | 2210404.83 | 2355747.41 | 145342.5799999999
3138A2U72 | FNCL | Residential Mortgage-backed securities | 4 | 2040-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 109193.28 | 108145.68 | 115258.63 | 7112.950000000004
3138A2VE6 | FNCL | Residential Mortgage-backed securities | 4 | 2040-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 800838.33 | 825451.71 | 841584.98 | 16133.27000000002
3138A3AE7 | FNCL | Residential Mortgage-backed securities | 4 | 2040-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2291763.23 | 2269830.31 | 2419063.58 | 149233.27
3138A3ZE0 | FNCL | Residential Mortgage-backed securities | 4 | 2041-01-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 809680.7399999999 | 801932.15 | 854655.9999999999 | 52723.84999999995
3138A7HY7 | FNCL | Residential Mortgage-backed securities | 3.5 | 2041-02-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 969827.88 | 931427.2999999999 | 999945.5800000001 | 68518.27999999997
3138AAYW5 | FNCL | Residential Mortgage-backed securities | 4 | 2041-03-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 3080571.9 | 3074532.54 | 3240915.24 | 166382.6999999999
3138ANCX9 | FNCL | Residential Mortgage-backed securities | 4 | 2041-08-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 13224654.03 | 13849316.84 | 13959242.57 | 109925.7299999999
3138AW3K7 | FNCL | Residential Mortgage-backed securities | 4 | 2041-11-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 5690737.58 | 5934651.61 | 5999726.98 | 65075.36999999982
3138AXAC5 | FNCL | Residential Mortgage-backed securities | 4 | 2041-11-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 10811050.77 | 11344602.52 | 11373764.45 | 29161.92999999877
3138EGEV2 | FNMA | Residential Mortgage-backed securities | 4 | 2041-04-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2813204.21 | 2792696.31 | 2980018.49 | 187322.1800000002
31390AC65 | FNCL | Residential Mortgage-backed securities | 6.5 | 2032-04-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 268101.2 | 271145.56 | 303508.51 | 32362.95000000001
31391BMQ7 | FNCL | Residential Mortgage-backed securities | 6 | 2032-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 308674.13 | 310039.84 | 343737.73 | 33697.89000000001
31391JQV5 | FNCL | Residential Mortgage-backed securities | 6 | 2032-11-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 159760.9 | 160606.26 | 177908.82 | 17302.56
31391UF67 | FNCL | Residential Mortgage-backed securities | 5.5 | 2033-01-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 246128.1 | 246175.98 | 269410.94 | 23234.95999999999
313920XA3 | FANNIE MAE | Residential Mortgage-backed securities | 6.5 | 2031-09-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 137013.52 | 131963.37 | 153570.15 | 21606.78
31393ACA3 | FANNIE MAE | Residential Mortgage-backed securities | 5 | 2022-12-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 920228.72 | 911469.76 | 943853.84 | 32384.07999999996
31393G6B5 | FREDDIE MAC | Residential Mortgage-backed securities | 5.5 | 2031-09-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 39321.84 | 39187.57 | 39319.87 | 132.3000000000029
31393QYC0 | FREDDIE MAC | Residential Mortgage-backed securities | 4.5 | 2018-05-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 968799.9 | 947976.03 | 1020646.68 | 72670.65000000002
31393R5J5 | FREDDIE MAC | Residential Mortgage-backed securities | 4.5 | 2030-10-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 101946.87 | 100769.4 | 101820.16 | 1050.760000000009
31393RJE1 | FREDDIE MAC | Residential Mortgage-backed securities | 4.5 | 2031-09-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2439170.85 | 2395753.67 | 2513509.7 | 117756.0300000003
31393RKS8 | FREDDIE MAC | Residential Mortgage-backed securities | 4.5 | 2018-06-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 4442017 | 4332777.58 | 4851622.49 | 518844.9100000001
31393UN41 | FANNIE MAE | Residential Mortgage-backed securities | 4 | 2017-07-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1500000 | 1483198.33 | 1522329.75 | 39131.41999999993
31393Y6L4 | FANNIE MAE | Residential Mortgage-backed securities | 5 | 2024-07-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1308149.15 | 1287698.36 | 1407845.81 | 120147.45
31394A5M4 | FANNIE MAE | Residential Mortgage-backed securities | 4.5 | 2032-01-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2000000 | 1936914.98 | 2063395.4 | 126480.4199999999
31394AF76 | FANNIE MAE | Residential Mortgage-backed securities | 4.5 | 2018-08-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 50231.61 | 49886.23 | 50326.32 | 440.0899999999965
31394BNT7 | FANNIE MAE | Residential Mortgage-backed securities | 4.75 | 2030-11-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2000000 | 1990481.66 | 2031458.2 | 40976.53999999992
31394BYU2 | FANNIE MAE | Residential Mortgage-backed securities | 4.5 | 2031-07-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2000000 | 1934452.14 | 2058118 | 123665.8600000001
31394CKN1 | FANNIE MAE | Residential Mortgage-backed securities | 5 | 2030-08-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1000000 | 998459.33 | 1023304.3 | 24844.97000000009
31394J6N2 | FREDDIE MAC | Residential Mortgage-backed securities | 5 | 2022-02-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1500000 | 1494453.92 | 1535444.25 | 40990.33000000007
31394JYA9 | FREDDIE MAC | Residential Mortgage-backed securities | 4.5 | 2023-10-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 989002.97 | 949152.34 | 1052458.09 | 103305.7500000001
31394KBC7 | FREDDIE MAC | Residential Mortgage-backed securities | 4 | 2018-10-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 952047.35 | 928125.94 | 994363.19 | 66237.25
31395AHV0 | FREDDIE MAC | Residential Mortgage-backed securities | 5.5 | 2031-12-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 8880.81 | 8864.88 | 8867.77 | 2.890000000001237
31395AZP3 | FREDDIE MAC | Residential Mortgage-backed securities | 4.5 | 2018-05-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 645133.06 | 639148.01 | 658333.19 | 19185.17999999993
31396CU81 | FREDDIE MAC | Residential Mortgage-backed securities | 5 | 2024-10-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 348180.87 | 343078.82 | 360577.57 | 17498.75
31396EW51 | FREDDIE MAC | Residential Mortgage-backed securities | 5.5 | 2033-03-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1797516.12 | 1790950.32 | 1834991.28 | 44040.95999999996
31396HHG7 | FREDDIE MAC | Residential Mortgage-backed securities | 5 | 2030-02-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1500000 | 1486171.73 | 1531052.1 | 44880.37
31396N6Y7 | FREDDIE MAC REFERENCE REMIC | Residential Mortgage-backed securities | 5.5 | 2032-06-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1215348.56 | 1209083.9 | 1233831.34 | 24747.44000000006
31396P2K6 | FANNIE MAE BENCHMARK REMIC | Residential Mortgage-backed securities | 6 | 2037-03-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 686442.57 | 686502.5 | 705709.91 | 19207.41000000003
31396P6D8 | FANNIE MAE BENCHMARK REMIC | Residential Mortgage-backed securities | 5.45 | 2020-12-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 945270.76 | 944295.49 | 990974.32 | 46678.82999999996
31396PA92 | FANNIE MAE BENCHMARK REMIC | Residential Mortgage-backed securities | 5.5 | 2035-11-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 4000000 | 3973710.22 | 4338173.2 | 364462.98
31396UNL0 | FREDDIE MAC | Residential Mortgage-backed securities | 5 | 2032-11-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 474399.76 | 470574.82 | 486256.1 | 15681.27999999997
31397AHW6 | FREDDIE MAC | Residential Mortgage-backed securities | 5.5 | 2033-08-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 76981.96 | 76697.54 | 78013.79 | 1316.25
31397HH76 | FREDDIE MAC | Residential Mortgage-backed securities | 5.5 | 2033-07-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2335000 | 2310166.74 | 2424925.29 | 114758.5499999998
31397J2N3 | FREDDIE MAC | Residential Mortgage-backed securities | 5.5 | 2032-07-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 3000000 | 2975733.71 | 3091654.2 | 115920.4900000002
31397L7E3 | FANNIE MAE | Residential Mortgage-backed securities | 5.5 | 2028-06-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 483386.82 | 483691.31 | 497356.89 | 13665.58000000002
31397TSN3 | FREDDIE MAC REFERENCE REMIC | Residential Mortgage-backed securities | 5.125 | 2018-06-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 549531.1 | 548508.24 | 560218.1 | 11709.85999999999
31398AXJ6 | FANNIE MAE | Government sponsored agencies | 2.5 | 2014-05-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1200000 | 1180726.26 | 1255847.99 | 75121.72999999995
31398AYY2 | FANNIE MAE | Government sponsored agencies | 3 | 2014-09-16 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 6000000 | 6049399.62 | 6390960.36 | 341560.7400000002
31400CEY6 | FNCL | Residential Mortgage-backed securities | 5.5 | 2033-02-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 227009.4 | 227351.04 | 248483.68 | 21132.63999999998
31400RZW4 | FNCI | Residential Mortgage-backed securities | 5 | 2018-03-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1301556.44 | 1305604 | 1405368.25 | 99764.24999999994
31402HJF9 | FNCL | Residential Mortgage-backed securities | 5 | 2033-07-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2458008.7 | 2443814.26 | 2655745.3 | 211931.04
31402TJW6 | FNCL | Residential Mortgage-backed securities | 5.5 | 2033-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1364524.56 | 1358209.11 | 1493603.71 | 135394.6
31402TK20 | FNCL | Residential Mortgage-backed securities | 5.5 | 2033-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 564826.56 | 568181.48 | 618257.13 | 50075.64999999997
31403NWE3 | FNCL | Residential Mortgage-backed securities | 5.5 | 2033-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1724467.41 | 1731842.22 | 1887595.87 | 155753.6500000001
31404PQM6 | FNCL | Residential Mortgage-backed securities | 5 | 2034-04-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2865283.5 | 2843941.4 | 3095925.21 | 251983.8099999999
31405ELL7 | FNCL | Residential Mortgage-backed securities | 6 | 2034-06-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 173266.77 | 173843.41 | 192934.57 | 19091.16
31405QUE6 | FNCL | Residential Mortgage-backed securities | 5.5 | 2034-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1447537.8 | 1449229.56 | 1584125.06 | 134895.5
31406Y4L1 | FNCL | Residential Mortgage-backed securities | 5.5 | 2035-05-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1100955.84 | 1101829.75 | 1198966.67 | 97136.91999999993
31410KNG5 | FNCL | Residential Mortgage-backed securities | 6 | 2038-07-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 4371415.689999999 | 4796784.239999999 | 4815315.870000001 | 18531.63000000027
31410XQL3 | FNCL | Residential Mortgage-backed securities | 6 | 2036-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1635671.64 | 1631523.23 | 1805628.23 | 174105
31412X2Q6 | FNCL | Residential Mortgage-backed securities | 6 | 2037-07-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 4328918.4 | 4314493.27 | 4776014.72 | 461521.4500000002
31414HVF1 | FNMA | Residential Mortgage-backed securities | 5.635 | 2037-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 495821.88 | 495779.5 | 534080.74 | 38301.23999999999
31416BS82 | FNCL | Residential Mortgage-backed securities | 4.5 | 2038-08-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 4393266.16 | 4464312.84 | 4678078.6 | 213765.7599999998
31416NG89 | FNCL | Residential Mortgage-backed securities | 4 | 2040-08-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 275776.43 | 283007.04 | 289807.93 | 6800.890000000014
31416NHE5 | FNCL | Residential Mortgage-backed securities | 5 | 2040-08-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 320796.32 | 330545.56 | 348519.6 | 17974.03999999998
31416W7J5 | FNCL | Residential Mortgage-backed securities | 3.5 | 2040-11-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2466932.439999999 | 2367738.2 | 2539310.82 | 171572.6200000002
31416WQ70 | FNCL | Residential Mortgage-backed securities | 4 | 2040-08-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 239640.65 | 247470.73 | 251833.56 | 4362.829999999987
31416WTT9 | FNCL | Residential Mortgage-backed securities | 4 | 2040-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 287787.55 | 285028.64 | 303773.26 | 18744.62
31416XLX6 | FNCI | Residential Mortgage-backed securities | 3.5 | 2025-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 346950.23 | 349279.41 | 362937.97 | 13658.56
31417MS61 | FNCL | Residential Mortgage-backed securities | 5 | 2039-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2310713.07 | 2373445.6 | 2501106.78 | 127661.1800000001
31417MVL4 | FNCL | Residential Mortgage-backed securities | 5 | 2039-10-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 807250.35 | 819310.86 | 873764.62 | 54453.76000000001
31417QCS1 | FNCL | Residential Mortgage-backed securities | 4 | 2039-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 289286.61 | 298665.29 | 304005.51 | 5340.22000000003
31417QT46 | FNCL | Residential Mortgage-backed securities | 4 | 2039-10-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 325618.98 | 336168.45 | 342186.47 | 6018.01999999996
31417TL55 | FNCL | Residential Mortgage-backed securities | 4.5 | 2039-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 985802.3300000001 | 1033914.1 | 1066360.82 | 32446.71999999997
31417TPK8 | FNCL | Residential Mortgage-backed securities | 4 | 2039-11-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 249200.77 | 257284.92 | 261880.1 | 4595.179999999993
31417VLV3 | FNCL | Residential Mortgage-backed securities | 4 | 2040-01-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 325644.44 | 336256.64 | 342059.3 | 5802.659999999974
31417VNC3 | FNCL | Residential Mortgage-backed securities | 4 | 2040-01-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 305657.16 | 315575.16 | 321208.99 | 5633.830000000016
31417WSM4 | FNCL | Residential Mortgage-backed securities | 4.5 | 2040-01-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1670736.22 | 1755089.01 | 1807266.61 | 52177.59999999998
31417YTB3 | FNCL | Residential Mortgage-backed securities | 5 | 2040-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1819457.2 | 1918173.36 | 1976695.04 | 58521.67999999993
31418MK76 | FNCL | Residential Mortgage-backed securities | 5.5 | 2039-01-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 5321939.180000001 | 5697493.52 | 5793611.739999999 | 96118.21999999986
31418NXX3 | FNCL | Residential Mortgage-backed securities | 4.5 | 2040-02-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1638531.12 | 1713133.39 | 1744565.5 | 31432.10999999999
31418PCP8 | FNCL | Residential Mortgage-backed securities | 5 | 2040-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 88380.12 | 93942.76 | 96017.94 | 2075.180000000008
31418QEE9 | FNCL | Residential Mortgage-backed securities | 4.5 | 2040-02-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1604339.71 | 1676708.66 | 1708161.46 | 31452.80000000005
31418TK30 | FNCL | Residential Mortgage-backed securities | 4 | 2040-06-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 266117.94 | 274743.72 | 279658.02 | 4914.300000000047
31418UWB6 | FNCL | Residential Mortgage-backed securities | 4.5 | 2040-06-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1352436.2 | 1418844.02 | 1462955.54 | 44111.5199999999
31418V4T6 | FNCL | Residential Mortgage-backed securities | 4 | 2040-08-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 279862.6 | 288539.89 | 294102.01 | 5562.119999999995
31418V4V1 | FNCL | Residential Mortgage-backed securities | 4.5 | 2040-08-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1732608.65 | 1811294.32 | 1844731.07 | 33436.74999999994
31418W6Y1 | FNCL | Residential Mortgage-backed securities | 5 | 2040-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 165131.62 | 175440.18 | 179402.32 | 3962.140000000014
31418W7J3 | FNCL | Residential Mortgage-backed securities | 5 | 2040-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 106025.82 | 112599.02 | 115188.6 | 2589.580000000002
31418WCS7 | FNCL | Residential Mortgage-backed securities | 4 | 2040-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 228044.82 | 235125.97 | 239647.74 | 4521.76999999999
31418WE48 | FNCL | Residential Mortgage-backed securities | 4 | 2040-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 65650.24 | 67682.57 | 68990.52 | 1307.949999999997
31418WPP9 | FNCL | Residential Mortgage-backed securities | 4.5 | 2040-08-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 7625275.24 | 7972295.78 | 8118730.23 | 146434.4500000002
31418X6T0 | FNCL | Residential Mortgage-backed securities | 4 | 2040-10-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 323485.25 | 332011.81 | 339944.18 | 7932.369999999995
31418XML9 | FNCL | Residential Mortgage-backed securities | 4 | 2040-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 262266.22 | 270387.52 | 275610.32 | 5222.799999999988
31418XNF1 | FNCL | Residential Mortgage-backed securities | 5 | 2040-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1540134.65 | 1581114.32 | 1673233.38 | 92119.06000000006
31418YCP9 | FNCL | Residential Mortgage-backed securities | 4 | 2040-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 339573.45 | 350595.54 | 356850.94 | 6255.400000000023
31419ADT1 | FNCL | Residential Mortgage-backed securities | 4 | 2040-07-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 248312.39 | 255989.95 | 260829.15 | 4839.199999999983
31419BTC9 | FNCL | Residential Mortgage-backed securities | 4 | 2040-08-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 293216.08 | 302737.15 | 308134.91 | 5397.759999999951
31419CBX0 | FNCL | Residential Mortgage-backed securities | 4 | 2040-08-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 343134.19 | 352233.08 | 360592.85 | 8359.76999999996
31419DTQ4 | FNCL | Residential Mortgage-backed securities | 5 | 2040-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 216729.04 | 229906.3 | 235458.8 | 5552.5
31419DV99 | FNCL | Residential Mortgage-backed securities | 4 | 2040-10-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 736872.1599999999 | 729803.34 | 777803.12 | 47999.78
31419E3Y3 | FNCL | Residential Mortgage-backed securities | 4 | 2040-11-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 681429.67 | 702409.97 | 716100.8 | 13690.83000000007
31419ENB1 | FNCL | Residential Mortgage-backed securities | 5 | 2040-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 465207.6 | 493153.48 | 505410.92 | 12257.44
31419EU80 | FNCL | Residential Mortgage-backed securities | 5 | 2040-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 84130.96 | 89436.92 | 91401.58 | 1964.660000000003
31419EXR5 | FNCL | Residential Mortgage-backed securities | 3.5 | 2040-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1868014.42 | 1792900.78 | 1922820.88 | 129920.1000000001
31419FRR9 | FNCL | Residential Mortgage-backed securities | 4 | 2040-11-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 571400.52 | 588941.02 | 600473.37 | 11532.34999999998
31419FS23 | FNCL | Residential Mortgage-backed securities | 4 | 2040-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 522878.61 | 538953.81 | 549482.66 | 10528.84999999998
31419FWK8 | FNCL | Residential Mortgage-backed securities | 4 | 2040-10-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 379671.76 | 391350.09 | 398989.46 | 7639.369999999995
31419FYD2 | FNCL | Residential Mortgage-backed securities | 4 | 2040-09-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 865852.81 | 888653 | 909907.39 | 21254.39000000001
31419GGF5 | FNCL | Residential Mortgage-backed securities | 4 | 2040-11-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 529463.61 | 524397.01 | 558873.6799999999 | 34476.66999999999
31419GP57 | FNCL | Residential Mortgage-backed securities | 4.5 | 2040-10-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1048481.94 | 1100839.46 | 1134162.53 | 33323.06999999995
31419GWY6 | FNCL | Residential Mortgage-backed securities | 4.5 | 2040-10-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1383124.62 | 1446085.68 | 1472630.86 | 26545.18000000017
31419HYC0 | FNCL | Residential Mortgage-backed securities | 4 | 2040-10-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 321825.35 | 331797.35 | 338199.82 | 6402.47000000003
31419JA65 | FNCL | Residential Mortgage-backed securities | 4 | 2040-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1347226.23 | 1334324.95 | 1422060.47 | 87735.52
31419K3D5 | FNCL | Residential Mortgage-backed securities | 4 | 2040-12-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2105920.48 | 2085763.75 | 2222897.83 | 137134.0799999998
31419K5J0 | FNCL | Residential Mortgage-backed securities | 4 | 2040-11-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 507611.95 | 502735.83 | 535808.22 | 33072.39000000001
31419KP66 | FNCL | Residential Mortgage-backed securities | 4 | 2040-11-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1063754.05 | 1053574.62 | 1122842.28 | 69267.66000000006
31419KP74 | FNCL | Residential Mortgage-backed securities | 4 | 2040-11-01 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1245036.79 | 1233116.83 | 1314194.73 | 81077.89999999998
316773CK4 | FIFTH THIRD BANK | Corporate debt securities | 3.625 | 2016-01-25 00:00:00 |  |  |  |  |  |  | Baa1 | BBB | A- |  | 4800000 | 4795317.55 | 4860773.43 | 65455.88000000006
337358BD6 | WACHOVIA CORP | Corporate debt securities | 6.55 | 2035-10-15 00:00:00 |  |  |  |  |  |  | A3 | A | A+ |  | 1000000 | 1101481.83 | 1051195 | -50286.83000000007
337738AL2 | FISERV INC | Corporate debt securities | 4.75 | 2021-06-15 00:00:00 |  |  |  |  |  |  | Baa2 | BBB- | NR |  | 1900000 | 1893841.08 | 1984586.12 | 90745.04000000004
34529HAC7 | FORD CREDIT AUTO OWNER TRUST | Other Asset-backed securities | 1.51 | 2014-01-15 00:00:00 |  |  |  |  |  |  | Aaa | AAA | NR |  | 2080765.16 | 2087393.78 | 2086127.09 | -1266.690000000061
349515LL8 | FORT WORTH TEX WTR & SWR | Other political subdivisions | 5 | 2017-02-15 00:00:00 |  |  |  |  |  |  | Aa1 | AA | AA+ |  | 1150000 | 1333559.27 | 1374721.5 | 41162.22999999998
36200KKH9 | GNSF | Residential Mortgage-backed securities | 5.5 | 2033-01-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1198186.57 | 1205249.73 | 1351961.69 | 146711.9600000001
36200QWN0 | GNSF | Residential Mortgage-backed securities | 6.5 | 2032-01-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 85205.08 | 85980.33 | 97403.39 | 11423.06
36203KBC7 | GNSF | Residential Mortgage-backed securities | 7 | 2023-07-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 93052.33 | 91744.68 | 110096.06 | 18351.38
36204AE27 | GNSF | Residential Mortgage-backed securities | 7 | 2023-08-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 119472.01 | 117845.51 | 141354.85 | 23509.34000000001
3620AQ7C1 | GNSF | Residential Mortgage-backed securities | 5 | 2040-04-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 5141235.21 | 5470559.95 | 5700215.87 | 229655.9199999997
3620ARAE1 | GNSF | Residential Mortgage-backed securities | 5 | 2040-04-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 350964.54 | 373301.32 | 389123.15 | 15821.83000000002
3620C4SF8 | GNSF | Residential Mortgage-backed securities | 4 | 2040-09-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 3082698.27 | 3200836.21 | 3312596.69 | 111760.48
36210A3B1 | GNSF | Residential Mortgage-backed securities | 7 | 2029-02-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 32089.2 | 32458.29 | 37773.13 | 5314.839999999997
36210ETT6 | GNSF | Residential Mortgage-backed securities | 6.5 | 2029-02-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 30090.42 | 29188.99 | 34678.07 | 5489.079999999998
36213E5N2 | GNSF | Residential Mortgage-backed securities | 6.5 | 2032-07-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 145289.08 | 148705.88 | 167227.77 | 18521.88999999998
36224FFQ8 | GNSF | Residential Mortgage-backed securities | 7 | 2023-05-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 24562.27 | 24242.54 | 29061.16 | 4818.619999999999
36230MEP8 | GNMA | Residential Mortgage-backed securities | 3.95 | 2025-07-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 466319.71 | 466869.71 | 499313.7 | 32443.98999999996
36241LL38 | GNSF | Residential Mortgage-backed securities | 4 | 2040-08-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 7352151.23 | 7624727.41 | 7900452.690000001 | 275725.2800000006
36242DCA9 | GSR MORTGAGE LOAN TRUST | Residential Mortgage-backed securities | 3.09896 | 2034-08-25 00:00:00 |  |  |  |  |  |  | NR | NR | CC |  | 633168.6 | 134680.85 | 134884.22 | 203.3699999999953
36828QQE9 | GE CAPITAL COMMERCIAL MORTGAGE | Commercial-backed securities | 5.308558 | 2045-11-10 00:00:00 |  |  |  |  |  |  | Aaa | AAA | NR |  | 8400000 | 9052685.84 | 9235199.24 | 182513.3999999997
368710AG4 | GENENTECH INC | Corporate debt securities | 4.75 | 2015-07-15 00:00:00 |  |  |  |  |  |  | NR | AA- | NR |  | 3000000 | 2986502.49 | 3335969.46 | 349466.97
36962G3M4 | GENERAL ELEC CAP | Corporate debt securities | 6.375 | 2067-11-15 00:00:00 |  |  |  |  |  |  | Aa3 | A+ | NR |  | 8500000 | 8447583.75 | 8245000 | -202583.7499999998
36962GXS8 | GENERAL ELEC CAP | Corporate debt securities | 5.875 | 2012-02-15 00:00:00 |  |  |  |  |  |  | Aa2 | AA+ | NR |  | 2000000 | 1999142.78 | 2012128 | 12985.21999999997
37251EAE7 | GENWORTH LIFE INST FUND | Corporate debt securities | 5.875 | 2013-05-03 00:00:00 |  |  |  |  |  |  | A2 | A | NR |  | 2000000 | 2083524.72 | 2032634 | -50890.71999999997
377372AA5 | GLAXOSMITHKLINE CAP INC | Corporate debt securities | 4.375 | 2014-04-15 00:00:00 |  |  |  |  |  |  | A1 | A+ | A+ |  | 1000000 | 997956.18 | 1078260.04 | 80303.85999999999
381427AA1 | GOLDMAN SACHS CAPITAL II HYB | Corporate debt securities | 5.793 | 2043-06-01 00:00:00 |  |  |  |  |  |  | Baa2 | BB+ | BBB+ |  | 5000000 | 4275000 | 3062500 | -1212500
38144LAB6 | GOLDMAN SACHS GROUP INC | Corporate debt securities | 6.25 | 2017-09-01 00:00:00 |  |  |  |  |  |  | A1 | A- | A |  | 1500000 | 1630615.04 | 1558478.63 | -72136.40999999992
39101#AA0 | WALGREEN CO | Residential Mortgage-backed securities | 7.49 | 2017-08-15 00:00:00 |  |  |  |  |  |  | A2 | NR | NR |  | 302909.66 | 302909.66 | 371518.7 | 68609.04000000001
39102#AA9 | WALGREEN CO | Residential Mortgage-backed securities | 7.49 | 2017-05-15 00:00:00 |  |  |  |  |  |  | A2 | NR | NR |  | 265288.53 | 265288.53 | 296698.6899999999 | 31410.15999999997
393505HJ4 | GREEN TREE FINANCIAL CORP | Other Asset-backed securities | 7.65 | 2026-09-15 00:00:00 |  |  |  |  |  |  | Aa3 | AA+ | AA |  | 453267.68 | 453062.06 | 457606.77 | 4544.710000000021
40414LAC3 | HCP INC | Corporate debt securities | 3.75 | 2016-02-01 00:00:00 |  |  |  |  |  |  | Baa2 | BBB | BBB+ |  | 2000000 | 1999632.34 | 2046422.41 | 46790.07000000007
40414LAD1 | HCP INC | Corporate debt securities | 5.375 | 2021-02-01 00:00:00 |  |  |  |  |  |  | Baa2 | BBB | BBB+ |  | 1500000 | 1516795.1 | 1577080.43 | 60285.32999999996
40429CCS9 | HSBC FINANCE CORP | Corporate debt securities | 5 | 2015-06-30 00:00:00 |  |  |  |  |  |  | A3 | A | AA- |  | 1000000 | 967831.68 | 1006707.15 | 38875.46999999997
41283LAA3 | HARLEY-DAVIDSON FINL SER | Corporate debt securities | 3.875 | 2016-03-15 00:00:00 |  |  |  |  |  |  | Baa1 | BBB | BBB+ |  | 4000000 | 4004163.44 | 4143648 | 139484.5600000001
419791E79 | HAWAII ST | Other political subdivisions | 5 | 2017-12-01 00:00:00 |  |  |  |  |  |  | Aa2 | AA | AA |  | 2000000 | 2363795.64 | 2429680 | 65884.35999999999
41981CGW4 | HAWAII ST HWY | Other political subdivisions | 5 | 2015-07-01 00:00:00 |  |  |  |  |  |  | Aa2 | AA+ | AA |  | 645000 | 726868.11 | 739111.95 | 12243.83999999997
42225BAA4 | HEALTHCARE REALTY TRUST | Corporate debt securities | 6.5 | 2017-01-17 00:00:00 |  |  |  |  |  |  | Baa3 | BBB- | BBB- |  | 1500000 | 1633890.51 | 1615351.5 | -18539.01000000013
42307TAF5 | HJ HEINZ FINANCE | Corporate debt securities | 6 | 2012-03-15 00:00:00 |  |  |  |  |  |  | Baa2 | BBB+ | BBB |  | 285000 | 287613.8 | 287660.76 | 46.96000000002095
428236AQ6 | HEWLETT-PACKARD CO | Corporate debt securities | 4.5 | 2013-03-01 00:00:00 |  |  |  |  |  |  | A2 | BBB+ | A |  | 1000000 | 1010926.72 | 1029876.56 | 18949.84000000008
428236BP7 | HEWLETT-PACKARD CO | Corporate debt securities | 3 | 2016-09-15 00:00:00 |  |  |  |  |  |  | A2 | BBB+ | A |  | 9000000 | 8981578.93 | 9003944.8 | 22365.86999999918
428236BQ5 | HEWLETT-PACKARD CO | Corporate debt securities | 4.375 | 2021-09-15 00:00:00 |  |  |  |  |  |  | A2 | BBB+ | A |  | 1900000 | 1896578.66 | 1960825.47 | 64246.80999999982
438670QL8 | HONOLULU HAWAII CITY & CNTY | Other political subdivisions | 5.25 | 2015-07-01 00:00:00 |  |  |  |  |  |  | Aa1 | AA- | AA+ |  | 1750000 | 1989622.53 | 2019115 | 29492.47000000009
441812KA1 | HSBC FINANCE CORP | Corporate debt securities | 6.375 | 2012-11-27 00:00:00 |  |  |  |  |  |  | A3 | A | AA- |  | 1000000 | 1007199.04 | 1028540 | 21340.95999999996
441812KD5 | HSBC FINANCE CORP | Corporate debt securities | 4.75 | 2013-07-15 00:00:00 |  |  |  |  |  |  | A3 | A | AA- |  | 4000000 | 3755657.36 | 4083468.32 | 327810.9600000002
442435YD9 | HOUSTON TEX UTIL SYS | Other political subdivisions | 4 | 2016-11-15 00:00:00 |  |  |  |  |  |  | Aa2 | AA | AA- |  | 1450000 | 1605324.46 | 1652594 | 47269.54000000004
458140AH3 | INTEL CORP | Corporate debt securities | 1.95 | 2016-10-01 00:00:00 |  |  |  |  |  |  | A1 | A+ | NR |  | 2000000 | 1997104.71 | 2032848.36 | 35743.65000000014
459200GN5 | INTL BUSINESS MACHINES CORP | Corporate debt securities | 6.5 | 2013-10-15 00:00:00 |  |  |  |  |  |  | Aa3 | A+ | A+ |  | 1000000 | 992311.47 | 1100145.19 | 107833.72
46115LAA6 | INTESA SANPAOLO NY | Foreign debt securities | 2.375 | 2012-12-21 00:00:00 |  |  |  |  |  |  | A2 | A | A |  | 1600000 | 1600096.57 | 1488368 | -111728.57
463655GW4 | IRVINE RANCH CALIF WTR DIST | Other political subdivisions | 2.605 | 2014-03-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | NR |  | 3200000 | 3269752.72 | 3325600 | 55847.27999999991
46513EAX0 | STATE OF ISRAEL | Foreign debt securities | 5.7 | 2012-12-01 00:00:00 |  |  |  |  |  |  | NR | NR | A+ |  | 25000 | 25000 | 25000 | 0
46513ECB6 | STATE OF ISRAEL | Foreign debt securities | 0 | 2013-11-01 00:00:00 |  |  |  |  |  |  | NR | NR | A+ |  | 48000 | 43100.38 | 46503.55 | 3403.170000000006
46513EMV1 | STATE OF ISRAEL | Foreign debt securities | 0.784 | 2015-12-01 00:00:00 |  |  |  |  |  |  | NR | NR | A+ |  | 25000 | 25000 | 25000 | 0
46513F7W3 | STATE OF ISRAEL | Foreign debt securities | 2.11 | 2012-12-01 00:00:00 |  |  |  |  |  |  | NR | NR | A+ |  | 25000 | 25000 | 25140.43 | 140.4300000000003
46513FFK0 | STATE OF ISRAEL | Foreign debt securities | 4.17 | 2012-11-01 00:00:00 |  |  |  |  |  |  | NR | NR | A+ |  | 25000 | 25000 | 25548.28 | 548.2799999999988
46625HAX8 | JPMORGAN CHASE & CO | Corporate debt securities | 5.25 | 2015-05-01 00:00:00 |  |  |  |  |  |  | A1 | A- | AA- |  | 250000 | 249720.62 | 260922.16 | 11201.54000000001
46625HHA1 | JPMORGAN CHASE & CO HYB | Corporate debt securities | 7.9 | 2049-04-29 00:00:00 |  |  |  |  |  |  | Baa1 | BBB | A |  | 5000000 | 5337500 | 5323450 | -14050
46625YEY5 | JP MORGAN CHASE COMM MORT | Commercial-backed securities | 4.878 | 2042-01-15 00:00:00 |  |  |  |  |  |  | Aaa | NR | AAA |  | 3750000 | 3877795.96 | 3999722.96 | 121927
46629TAF7 | JP MORGAN MORTGAGE ACQ CORP | Other Asset-backed securities | 0.5136 | 2036-07-25 00:00:00 |  |  |  |  |  |  | Ca | B- | CC |  | 7000000 | 7000000 | 2087783.6 | -4912216.4
46635GAA8 | JP MORGAN CHASE COMM MORT | Commercial-backed securities | 2.7493 | 2043-11-15 00:00:00 |  |  |  |  |  |  | NR | AAA | AAA |  | 3674301.35 | 3703273.64 | 3720138.27 | 16864.62999999989
469487CT7 | JACKSONVILLE FLA SPL | Other political subdivisions | 5 | 2016-10-01 00:00:00 |  |  |  |  |  |  | Aa2 | AA- | AA |  | 2000000 | 2270546.72 | 2339140 | 68593.2799999998
48203RAF1 | JUNIPER NETWORKS INC | Corporate debt securities | 4.6 | 2021-03-15 00:00:00 |  |  |  |  |  |  | Baa2 | BBB | NR |  | 1300000 | 1298456.57 | 1377631.73 | 79175.15999999986
49151EUW1 | KENTUCKY ST PPTY & BLDGS | Other political subdivisions | 5.25 | 2017-10-01 00:00:00 |  |  |  |  |  |  | Aa3 | AA- | AA- |  | 2350000 | 2711748.85 | 2812715 | 100966.1500000001
49228RAC7 | KERN RIVER FUNDING CORP | Corporate debt securities | 6.676 | 2016-07-31 00:00:00 |  |  |  |  |  |  | A3 | A- | A- |  | 1009151.64 | 1009151.64 | 1140977.12 | 131825.48
494550AK2 | KINDER MORGAN ENER PART | Corporate debt securities | 7.125 | 2012-03-15 00:00:00 |  |  |  |  |  |  | Baa2 | BBB | BBB |  | 3000000 | 3006944.73 | 3034284 | 27339.2699999999
494550AY2 | KINDER MORGAN ENER PART | Corporate debt securities | 5.95 | 2018-02-15 00:00:00 |  |  |  |  |  |  | Baa2 | BBB | BBB |  | 1000000 | 1114881.88 | 1132525.56 | 17643.68000000017
4995122N0 | KNOX CNTY TENN | Other political subdivisions | 4 | 2017-04-01 00:00:00 |  |  |  |  |  |  | Aa1 | AA+ | NR |  | 975000 | 1081973 | 1119885 | 37912
50075NAH7 | KRAFT FOODS INC | Corporate debt securities | 6.25 | 2012-06-01 00:00:00 |  |  |  |  |  |  | Baa2 | BBB- | BBB- |  | 1000000 | 1003081.81 | 1022149 | 19067.18999999994
50075NAS3 | KRAFT FOODS INC | Corporate debt securities | 6.5 | 2017-08-11 00:00:00 |  |  |  |  |  |  | Baa2 | BBB- | BBB- |  | 5000000 | 5846630.899999999 | 5928855 | 82224.10000000033
50075NAV6 | KRAFT FOODS INC | Corporate debt securities | 6.125 | 2018-08-23 00:00:00 |  |  |  |  |  |  | Baa2 | BBB- | BBB- |  | 1500000 | 1684728.83 | 1772625 | 87896.16999999993
50179MAE1 | LB-UBS COMMERCIAL MORTGAGE | Commercial-backed securities | 5.372 | 2039-09-15 00:00:00 |  |  |  |  |  |  | Aaa | AAA | NR |  | 7900000 | 8412698.78 | 8755972.739999998 | 343273.9599999998
50180CAD2 | LB-UBS COMMERCIAL MORTGAGE | Commercial-backed securities | 5.347 | 2038-11-15 00:00:00 |  |  |  |  |  |  | NR | AAA | AAA |  | 1500000 | 1569164.02 | 1606117.98 | 36953.95999999996
50188FAD7 | LG&E & KU ENERGY LLC | Corporate debt securities | 3.75 | 2020-11-15 00:00:00 |  |  |  |  |  |  | Baa2 | BBB- | BBB+ |  | 1900000 | 1780087.69 | 1926520.2 | 146432.51
50540RAJ1 | LAB CORP OF AMER HLDGS | Corporate debt securities | 4.625 | 2020-11-15 00:00:00 |  |  |  |  |  |  | Baa2 | BBB+ | NR |  | 5000000 | 4967698.560000001 | 5279595.2 | 311896.6400000001
518439AA2 | ESTEE LAUDER CO INC | Corporate debt securities | 6 | 2012-01-15 00:00:00 |  |  |  |  |  |  | A2 | A | NR |  | 2229000 | 2228635.56 | 2232031.44 | 3395.879999999888
52108HKJ2 | LB-UBS COMMERCIAL MORTGAGE | Commercial-backed securities | 5.683 | 2035-07-15 00:00:00 |  |  |  |  |  |  | B1 | [NAME] | NR |  | 780000 | 724670.55 | 711497.28 | -13173.27000000002
52108MAF0 | LB-UBS COMMERCIAL MORTGAGE | Commercial-backed securities | 5.197 | 2030-11-15 00:00:00 |  |  |  |  |  |  | NR | AAA | AAA |  | 4000000 | 4308819.880000001 | 4392209.17 | 83389.29000000004
521840U30 | LEANDER TEX INDPT SCH DIST | Other political subdivisions | 0 | 2014-08-15 00:00:00 |  |  |  |  |  |  | NR | AAA | AAA |  | 1100000 | 1066880.24 | 1072412 | 5531.759999999951
534187BB4 | LINCOLN NATIONAL CORP | Corporate debt securities | 4.85 | 2021-06-24 00:00:00 |  |  |  |  |  |  | Baa2 | A- | BBB+ |  | 1875000 | 1874809.29 | 1885795.65 | 10986.3600000001
539473AG3 | LLOYDS TSB BANK PLC | Foreign debt securities | 4.875 | 2016-01-21 00:00:00 |  |  |  |  |  |  | A1 | A | A |  | 4000000 | 3997380.24 | 3904512.64 | -92867.60000000015
539830AT6 | LOCKHEED MARTIN CORP | Corporate debt securities | 4.25 | 2019-11-15 00:00:00 |  |  |  |  |  |  | Baa1 | A- | A- |  | 7500000 | 7602035.829999999 | 7950842.85 | 348807.02
5447123R1 | LOS ANGELES CNTY CA MET TRANSP | Other political subdivisions | 5 | 2017-07-01 00:00:00 |  |  |  |  |  |  | Aa2 | AAA | NR |  | 2445000 | 2925079.11 | 2952997.65 | 27918.53999999992
55616XAE7 | [NAME] | Corporate debt securities | 8.125 | 2015-07-15 00:00:00 |  |  |  |  |  |  | Ba1 | BBB- | BBB- |  | 3000000 | 3525122.69 | 3479025 | -46097.69000000018
56585AAD4 | MARATHON PETROLEUM CORP | Corporate debt securities | 5.125 | 2021-03-01 00:00:00 |  |  |  |  |  |  | Baa2 | BBB | NR |  | 1525000 | 1551608.66 | 1598931.52 | 47322.86000000003
56585AAE2 | MARATHON PETROLEUM CORP | Corporate debt securities | 3.5 | 2016-03-01 00:00:00 |  |  |  |  |  |  | Baa2 | BBB | NR |  | 3500000 | 3531326.189999999 | 3508055.99 | -23270.19999999978
575579WZ6 | MASSACHUSETTS BAY TRANS AUTH | Other political subdivisions | 5 | 2018-07-01 00:00:00 |  |  |  |  |  |  | Aa1 | AAA | NR |  | 1500000 | 1722721.38 | 1845630 | 122908.6200000001
5760496Y1 | MASSACHUSETTS ST WTR RES AUTH | Other political subdivisions | 4 | 2016-08-01 00:00:00 |  |  |  |  |  |  | Aa1 | AA+ | AA+ |  | 1170000 | 1262385.61 | 1329084.9 | 66699.29000000004
585515AE9 | MELLON FUNDING CORP | Corporate debt securities | 5.5 | 2018-11-15 00:00:00 |  |  |  |  |  |  | Aa3 | A | A+ |  | 1000000 | 997965.24 | 1129413.99 | 131448.75
58551TAA5 | MELLON CAPITAL IV HYB | Corporate debt securities | 6.244 | 2049-06-29 00:00:00 |  |  |  |  |  |  | A3 | BBB | A |  | 5235000 | 4803112.5 | 4135650 | -667462.5
586158ML8 | MEMPHIS TENN ELEC SYS | Other political subdivisions | 5 | 2014-12-01 00:00:00 |  |  |  |  |  |  | Aa2 | AA+ | AA+ |  | 1400000 | 1555855.07 | 1574090 | 18234.92999999993
590188JN9 | MERRILL LYNCH & CO | Corporate debt securities | 6.875 | 2018-11-15 00:00:00 |  |  |  |  |  |  | Baa1 | A- | A |  | 3000000 | 3182127.44 | 2888934.4 | -293193.04
59022HEX6 | MERRILL LYNCH MORTGAGE | Commercial-backed securities | 4.855 | 2041-10-12 00:00:00 |  |  |  |  |  |  | NR | AAA | AAA |  | 3750000 | 3921653.64 | 3997240.74 | 75587.10000000021
59156RAX6 | METLIFE INC | Corporate debt securities | 4.75 | 2021-02-08 00:00:00 |  |  |  |  |  |  | A3 | A- | A- |  | 6500000 | 6514777.76 | 6984861.26 | 470083.5
592112FM3 | MET GOVT NASHVILLE & DAVIDSON | Other political subdivisions | 4 | 2015-07-01 00:00:00 |  |  |  |  |  |  | Aa1 | AA | NR |  | 1250000 | 1364180.01 | 1390650 | 26469.98999999999
59217GAD1 | MET LIFE GLOB FUNDING I | Corporate debt securities | 3.125 | 2016-01-11 00:00:00 |  |  |  |  |  |  | Aa3 | AA- | NR |  | 6500000 | 6492453.760000001 | 6669975 | 177521.2399999998
592646FM0 | METRO WASHINGTON DC ARPT AUTH | Other political subdivisions | 5.375 | 2015-10-01 00:00:00 |  |  |  |  |  |  | Aa3 | AA- | AA- |  | 500000 | 511430.54 | 516625 | 5194.460000000021
595620AH8 | MIDAMERICAN ENERGY CO | Corporate debt securities | 5.3 | 2018-03-15 00:00:00 |  |  |  |  |  |  | A2 | A- | A |  | 4000000 | 4455983.3 | 4634051.8 | 178068.4999999998
602248GV2 | MILWAUKEE CNTY WIS ARPT | Other political subdivisions | 5 | 2015-12-01 00:00:00 |  |  |  |  |  |  | A1 | NR | A+ |  | 1000000 | 1079535.34 | 1096920 | 17384.65999999992
60687UAE7 | MERRILL LYNCH/COUNTRYWIDE COMM | Commercial-backed securities | 5.906342 | 2046-06-12 00:00:00 |  |  |  |  |  |  | Aaa | AAA | NR |  | 2970000 | 3247365.55 | 3314257.78 | 66892.22999999986
6095587U9 | MONMOUTH CNTY NJ | Other political subdivisions | 3 | 2018-03-01 00:00:00 |  |  |  |  |  |  | Aaa | AAA | AAA |  | 1275000 | 1329714.25 | 1420796.25 | 91082
6174467P8 | MORGAN STANLEY | Corporate debt securities | 5.5 | 2020-07-24 00:00:00 |  |  |  |  |  |  | A2 | A- | A |  | 1750000 | 1757463.11 | 1596237.88 | -161225.23
61747YCE3 | MORGAN STANLEY | Corporate debt securities | 6 | 2015-04-28 00:00:00 |  |  |  |  |  |  | A2 | A- | A |  | 2200000 | 2341953.15 | 2190676.8 | -151276.35
61747YCF0 | MORGAN STANLEY | Corporate debt securities | 6 | 2014-05-13 00:00:00 |  |  |  |  |  |  | A2 | A- | A |  | 1825000 | 1938960.48 | 1838346.52 | -100613.9599999999
61759LAA6 | MORGAN STANLEY REREMIC TRUST | Commercial-backed securities | 5.790077 | 2045-08-15 00:00:00 |  |  |  |  |  |  | Aaa | NR | AAA |  | 2400000 | 2557262.36 | 2690736 | 133473.64
620076AZ2 | MOTOROLA SOLUTIONS INC | Corporate debt securities | 6 | 2017-11-15 00:00:00 |  |  |  |  |  |  | Baa2 | BBB | BBB |  | 1950000 | 2094355.27 | 2169523.63 | 75168.35999999987
62888VAB4 | NCUA GUARANTEED NOTES | Residential Mortgage-backed securities | 1.84 | 2020-10-07 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 299622.71 | 299603.49 | 301682.62 | 2079.130000000005
62888XAC8 | NCUA GUARANTEED NOTES | Residential Mortgage-backed securities | 2.65 | 2020-10-29 00:00:00 |  |  |  |  |  |  | NR | AA+ | AAA |  | 1064406.38 | 1062631.65 | 1110308.9 | 47677.25
629491AA9 | NYSE EURONEXT | Corporate debt securities | 4.8 | 2013-06-28 00:00:00 |  |  |  |  |  |  | A3 | A+ | NR |  | 1760000 | 1755001.48 | 1846784.12 | 91782.64000000013
635405AM5 | NATIONAL CITY CORP | Corporate debt securities | 6.875 | 2019-05-15 00:00:00 |  |  |  |  |  |  | Baa1 | BBB+ | A |  | 4000000 | 4643991.78 | 4464303.6 | -179688.1800000006
637432CU7 | NATIONAL RURAL UTIL COOP | Corporate debt securities | 7.25 | 2012-03-01 00:00:00 |  |  |  |  |  |  | A2 | A | NR |  | 667000 | 666662.5 | 674013.51 | 7351.010000000009
637432HT5 | NATIONAL RURAL UTIL COOP | Corporate debt securities | 5.45 | 2017-04-10 00:00:00 |  |  |  |  |  |  | A1 | A+ | WD |  | 2500000 | 2495958.63 | 2837194.45 | 341235.8200000002
638612AK7 | NATIONWIDE FINANCIAL SER | Corporate debt securities | 5.375 | 2021-03-25 00:00:00 |  |  |  |  |  |  | Baa1 | BBB+ | BBB |  | 2000000 | 1989087.08 | 1964492 | -24595.07999999978
63946BAC4 | NBC UNIVERSAL MEDIA LLC | Corporate debt securities | 2.875 | 2016-04-01 00:00:00 |  |  |  |  |  |  | Baa2 | BBB+ | BBB |  | 1500000 | 1513305.04 | 1535351.84 | 22046.80000000005
64032JAB2 | NELNET STUDENT LOAN TRUST | Other Asset-backed securities | 1.11833 | 2018-07-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1990424.04 | 1993499.09 | 1990792.87 | -2706.219999999972
646136E56 | NEW JERSEY ST TRANSPRTN TRUST | Other political subdivisions | 5 | 2017-06-15 00:00:00 |  |  |  |  |  |  | A1 | A+ | A+ |  | 1750000 | 1967966.57 | 2029615 | 61648.43000000005
646139D85 | NEW JERSEY ST TPK AUTH | Other political subdivisions | 4.252 | 2016-01-01 00:00:00 |  |  |  |  |  |  | A3 | A+ | A |  | 1500000 | 1455498.53 | 1556040 | 100541.47
64952WAW3 | NEW YORK LIFE GLOBAL FDG | Corporate debt securities | 3 | 2015-05-04 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2305000 | 2341409.4 | 2414061.08 | 72651.68000000005
64966CE80 | NEW YORK N Y | Other political subdivisions | 5 | 2014-08-01 00:00:00 |  |  |  |  |  |  | Aa2 | AA | AA |  | 1150000 | 1262982.56 | 1274717.5 | 11734.93999999994
6499022M4 | NEW YORK ST DORM AUTH ST PERS | Other political subdivisions | 5 | 2016-02-15 00:00:00 |  |  |  |  |  |  | NR | AAA | AA |  | 3000000 | 3369423.86 | 3481740 | 112316.1400000001
649902NP4 | NEW YORK ST DORM AUTH ST PERS | Other political subdivisions | 4.811 | 2014-12-15 00:00:00 |  |  |  |  |  |  | NR | AAA | AA |  | 2000000 | 2000000 | 2210640 | 210640
649902PF4 | NEW YORK ST DORM AUTH ST PERS | Other political subdivisions | 5 | 2014-12-15 00:00:00 |  |  |  |  |  |  | NR | AAA | AA |  | 1850000 | 2062670.15 | 2086744.5 | 24074.34999999998
649903J69 | NEW YORK ST DORM AUTH | Other political subdivisions | 5 | 2016-01-15 00:00:00 |  |  |  |  |  |  | Aa3 | AA- | AA- |  | 4000000 | 4471594.32 | 4483160 | 11565.6799999997
64990HFB1 | NEW YORK ST DORM AUTH LEASE | Other political subdivisions | 5 | 2015-07-01 00:00:00 |  |  |  |  |  |  | NR | AA- | AA- |  | 1300000 | 1448402.89 | 1471158 | 22755.10999999997
655664AP5 | NORDSTROM INC | Corporate debt securities | 4 | 2021-10-15 00:00:00 |  |  |  |  |  |  | Baa1 | A- | A- |  | 6000000 | 6037123.939999999 | 6234619.439999999 | 197495.5000000003
655867LC1 | NORFOLK VA | Other political subdivisions | 4 | 2015-10-01 00:00:00 |  |  |  |  |  |  | NR | AA | AA+ |  | 2275000 | 2499940.01 | 2543131.5 | 43191.48999999987
663226KP2 | NORTH WALES PA WTR AUTH WTR | Other political subdivisions | 3 | 2015-11-01 00:00:00 |  |  |  |  |  |  | NR | AA | NR |  | 500000 | 525533.84 | 539560 | 14026.16000000003
66704JAT5 | NORTHSTAR EDUCATION FINANCE | Other Asset-backed securities | 0.61472 | 2019-04-29 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 3000000 | 2986241.22 | 2967333.6 | -18907.62000000011
670346AF2 | NUCOR CORP | Corporate debt securities | 5 | 2012-12-01 00:00:00 |  |  |  |  |  |  | A2 | A | NR |  | 3000000 | 2936751.79 | 3116335.38 | 179583.5899999999
670346AK1 | NUCOR CORP | Corporate debt securities | 5.85 | 2018-06-01 00:00:00 |  |  |  |  |  |  | A2 | A | NR |  | 1500000 | 1717503.94 | 1784057.7 | 66553.76000000001
678514AK6 | OKLAHOMA CAP IMP AUTH ST HWY | Other political subdivisions | 4 | 2016-07-01 00:00:00 |  |  |  |  |  |  | NR | AA | AA |  | 700000 | 770718.37 | 789600 | 18881.63
688018AZ3 | OSCEOLA CNTY FLA | Other political subdivisions | 4 | 2015-10-01 00:00:00 |  |  |  |  |  |  | Aa3 | AA- | NR |  | 815000 | 887444.12 | 892816.2 | 5372.080000000016
688018BA7 | OSCEOLA CNTY FLA | Other political subdivisions | 4 | 2016-10-01 00:00:00 |  |  |  |  |  |  | Aa3 | AA- | NR |  | 930000 | 1019599.46 | 1032867.3 | 13267.83999999997
693401AH4 | PG&E ENERGY RECOVERY FUNDING | Other Asset-backed securities | 5.12 | 2014-12-25 00:00:00 |  |  |  |  |  |  | Aaa | AAA | AAA |  | 2320000 | 2321302.25 | 2387679.5 | 66377.25
693475AK1 | PNC FINANCIAL SERVICES | Corporate debt securities | 6.75 | 2049-07-29 00:00:00 |  |  |  |  |  |  | Baa3 | BBB | A- |  | 1279000 | 1247025 | 1250772.47 | 3747.469999999972
69349LAC2 | PNC BANK NA | Corporate debt securities | 4.875 | 2017-09-21 00:00:00 |  |  |  |  |  |  | A3 | A- | A |  | 5000000 | 5203324.28 | 5263470.86 | 60146.57999999978
69361YAF0 | PSE&G TRANSITION FUNDING | Other Asset-backed securities | 6.61 | 2015-06-15 00:00:00 |  |  |  |  |  |  | Aaa | AAA | AAA |  | 3361284.64 | 3398244.06 | 3522015.55 | 123771.4900000002
69361YAG8 | PSE&G TRANSITION FUNDING | Other Asset-backed securities | 6.75 | 2016-06-15 00:00:00 |  |  |  |  |  |  | Aaa | AAA | AAA |  | 1000000 | 1031145.21 | 1121360.24 | 90215.03000000003
70069FGB7 | PARK PLACE SECURITIES INC | Other Asset-backed securities | 0.7936 | 2035-03-25 00:00:00 |  |  |  |  |  |  | Aa2 | AA | BB |  | 4000000 | 4000000 | 3016308 | -983692
717081DB6 | PFIZER INC | Corporate debt securities | 6.2 | 2019-03-15 00:00:00 |  |  |  |  |  |  | A1 | AA | A+ |  | 20000 | 23064.51 | 24741.36 | 1676.850000000002
717817HX1 | PHILADELPHIA PA ARPT | Other political subdivisions | 5 | 2014-06-15 00:00:00 |  |  |  |  |  |  | A2 | A+ | A |  | 685000 | 728906.86 | 733662.4 | 4755.540000000037
717893VM0 | PHILADELPHIA PA WTR & WASTEWTR | Other political subdivisions | 3 | 2016-06-15 00:00:00 |  |  |  |  |  |  | Aa3 | AA- | A+ |  | 2195000 | 2264404.7 | 2329334 | 64929.29999999981
721876QZ6 | PIMA CNTY AZ SWR | Other political subdivisions | 5 | 2017-07-01 00:00:00 |  |  |  |  |  |  | NR | A+ | AA- |  | 1000000 | 1150427.92 | 1174960 | 24532.08000000007
72447XAA5 | PITNEY BOWES INC | Corporate debt securities | 4.75 | 2016-01-15 00:00:00 |  |  |  |  |  |  | A2 | BBB+ | BBB+ |  | 1500000 | 1460332.27 | 1542151.5 | 81819.22999999998
72650RAF9 | PLAINS ALL AMER PIPELINE | Corporate debt securities | 5.875 | 2016-08-15 00:00:00 |  |  |  |  |  |  | Baa3 | BBB- | NR |  | 3975000 | 4337245.84 | 4525426.199999999 | 188180.3600000003
74153WBQ1 | PRICOA GLOBAL FUNDING | Corporate debt securities | 0.70375 | 2012-06-26 00:00:00 |  |  |  |  |  |  | A2 | AA- | A+ |  | 8000000 | 7762812.319999999 | 7972880 | 210067.6799999997
74251VAD4 | PRINCIPAL FINANCIAL GROUP | Corporate debt securities | 8.875 | 2019-05-15 00:00:00 |  |  |  |  |  |  | A3 | BBB | A- |  | 4000000 | 4887845.600000001 | 4939012.449999999 | 51166.85000000009
743315AN3 | PROGRESSIVE CORP | Corporate debt securities | 3.75 | 2021-08-23 00:00:00 |  |  |  |  |  |  | A1 | A+ | A |  | 700000 | 705979.98 | 724431.96 | 18451.97999999998
74834LAR1 | QUEST  DIAGNOSTIC | Corporate debt securities | 3.2 | 2016-04-01 00:00:00 |  |  |  |  |  |  | Baa2 | BBB+ | BBB+ |  | 5000000 | 5111293 | 5177065 | 65772.00000000023
74930AAA5 | RBSCF TRUST | Commercial-backed securities | 6.007453 | 2049-12-16 00:00:00 |  |  |  |  |  |  | Aaa | NR | NR |  | 2000000 | 2142370.21 | 2242152 | 99781.79000000004
74930AAU1 | RBSCF TRUST | Commercial-backed securities | 5.305 | 2049-01-16 00:00:00 |  |  |  |  |  |  | Aaa | NR | NR |  | 875337.44 | 876162.52 | 874794.73 | -1367.790000000037
749770AQ6 | RABOBANK NEDERLAND | Foreign debt securities | 11 | 2019-06-29 00:00:00 |  |  |  |  |  |  | A2 | A | A+ |  | 6700000 | 8678625 | 7839000 | -839625
755111BT7 | RAYTHEON COMPANY | Corporate debt securities | 3.125 | 2020-10-15 00:00:00 |  |  |  |  |  |  | A3 | A- | A- |  | 5000000 | 4700154.5 | 5038930 | 338775.4999999999
75933*AA2 | FHA REILLY | Residential Mortgage-backed securities | 7.43 | 2023-07-01 00:00:00 |  |  |  |  |  |  | NR | NR | NR |  | 42041.51 | 41526.82 | 44837.27 | 3310.449999999997
76110WRW8 | RESIDENTIAL ASSET SECURITIES | Other Asset-backed securities | 5.01 | 2033-06-25 00:00:00 |  |  |  |  |  |  | Ca | CCC | NR |  | 261425.04 | 114830.65 | 50821.97 | -64008.67999999999
76112BC40 | RESIDENTIAL ASSET MORTGAGE | Other Asset-backed securities | 0.7036 | 2035-09-25 00:00:00 |  |  |  |  |  |  | Baa1 | AA+ | NR |  | 7000000 | 7001078 | 5690806.8 | -1310271.2
76112BK25 | RESIDENTIAL ASSET MORTGAGE | Other Asset-backed securities | 0.7036 | 2035-11-25 00:00:00 |  |  |  |  |  |  | B2 | AA+ | NR |  | 3000000 | 3000000 | 2120817 | -879183
78010JCV2 | ROYAL BK OF SCOTLAND PLC | Foreign debt securities | 4.875 | 2014-08-25 00:00:00 |  |  |  |  |  |  | A2 | A | A |  | 1250000 | 1290026.12 | 1223098.76 | -66927.36000000007
78010XAD3 | ROYAL BK OF SCOTLAND PLC | Foreign debt securities | 3.4 | 2013-08-23 00:00:00 |  |  |  |  |  |  | A2 | A | A |  | 8500000 | 8497421.6 | 8242417.02 | -255004.5799999996
78355HJR1 | RYDER SYSTEM INC | Corporate debt securities | 3.5 | 2017-06-01 00:00:00 |  |  |  |  |  |  | Baa1 | BBB+ | A- |  | 1900000 | 1896936.32 | 1948152.88 | 51216.55999999982
78387GAP8 | AT&T INC | Corporate debt securities | 5.1 | 2014-09-15 00:00:00 |  |  |  |  |  |  | A2 | A- | A |  | 2375000 | 2569750.11 | 2616677.53 | 46927.41999999993
78390XAA9 | SAIC INC | Corporate debt securities | 4.45 | 2020-12-01 00:00:00 |  |  |  |  |  |  | A3 | A- | NR |  | 4500000 | 4491318.64 | 4791712.5 | 300393.8600000002
78442GHZ2 | SLM STUDENT LOAN TRUST | Other Asset-backed securities | 0 | 2016-12-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 3000000 | 3000000 | 2999062.52 | -937.4799999999814
78443BAE6 | SLM STUDENT LOAN TRUST | Other Asset-backed securities | 0.48833 | 2023-07-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 4200000 | 4169276.080000001 | 4132625.280000001 | -36650.79999999999
78572MAD7 | SABMILLER PLC | Foreign debt securities | 6.5 | 2016-07-01 00:00:00 |  |  |  |  |  |  | Baa1 | BBB+ | BBB+ |  | 1500000 | 1769970.7 | 1752895.5 | -17075.19999999995
791526BK1 | ST LOUIS CNTY MO SPL OBLIG | Other political subdivisions | 5 | 2018-12-01 00:00:00 |  |  |  |  |  |  | Aa1 | AA+ | NR |  | 2750000 | 3272577.04 | 3325245 | 52667.95999999996
792860AJ7 | TRAVELERS COS INC | Corporate debt securities | 6.25 | 2016-06-20 00:00:00 |  |  |  |  |  |  | A2 | A | A |  | 1580000 | 1801372.23 | 1840750.39 | 39378.15999999992
796237TW5 | SAN ANTONIO TEX | Other political subdivisions | 5 | 2018-02-01 00:00:00 |  |  |  |  |  |  | Aaa | AAA | AAA |  | 5480000 | 6192493.91 | 6725330 | 532836.0899999996
80330QBZ7 | SARASOTA CNTY FLA SCH BRD | Other political subdivisions | 3 | 2016-07-01 00:00:00 |  |  |  |  |  |  | Aa2 | AA- | AA |  | 710000 | 729879.3500000001 | 747480.9 | 17601.54999999999
806854AA3 | SCHLUMBERGER INVESTMENT | Foreign debt securities | 1.95 | 2016-09-14 00:00:00 |  |  |  |  |  |  | A1 | A+ | NR |  | 600000 | 599009.68 | 607060.2 | 8050.519999999902
80685PAC2 | SCHLUMBERGER NORGE AS | Foreign debt securities | 1.95 | 2016-09-14 00:00:00 |  |  |  |  |  |  | A1 | A+ | NR |  | 825000 | 823638.31 | 834707.78 | 11069.46999999997
808510AA9 | SCHWAB CAPITAL TRUST | Corporate debt securities | 7.5 | 2037-11-15 00:00:00 |  |  |  |  |  |  | Baa1 | BBB+ | BBB+ |  | 5000000 | 5163332.24 | 5001650 | -161682.24
828807BM8 | SIMON PROPERTY GROUP LP | Corporate debt securities | 5.1 | 2015-06-15 00:00:00 |  |  |  |  |  |  | A3 | A- | A- |  | 1225000 | 1344036.7 | 1338752.14 | -5284.560000000085
828807BP1 | SIMON PROPERTY GROUP LP | Corporate debt securities | 5.75 | 2015-12-01 00:00:00 |  |  |  |  |  |  | A3 | A- | A- |  | 7675000 | 8430503.25 | 8572800.23 | 142296.9800000008
83164H5C0 | SBA | Other Asset-backed securities | 3.125 | 2030-02-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 20846.05 | 0.01 | 22924.71 | 22924.7
83164H5E6 | SBA | Other Asset-backed securities | 2.375 | 2029-03-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 27638.62 | 0.01 | 28507.74 | 28507.73
8316665E8 | SBA | Other Asset-backed securities | 0.01 | 2013-02-15 00:00:00 |  |  |  |  |  |  | NR | NR | NR |  | 11614.9 | 0.01 | 0.01 | 0
837004BY5 | SOUTH CAROLINA ELEC & GAS | Corporate debt securities | 5.25 | 2018-11-01 00:00:00 |  |  |  |  |  |  | A3 | A | A |  | 6000000 | 6016956.89 | 6959365.99 | 942409.1000000006
842039AJ8 | SOUTHEASTERN PA TRANSN AUTH | Other political subdivisions | 3 | 2016-03-01 00:00:00 |  |  |  |  |  |  | A1 | AA- | AA |  | 1350000 | 1402027.44 | 1423791 | 21763.56000000006
842434CD2 | SOUTHERN CALIF GAS CO | Corporate debt securities | 5.45 | 2018-04-15 00:00:00 |  |  |  |  |  |  | Aa3 | A+ | AA- |  | 2500000 | 2502818.51 | 2907083.14 | 404264.6299999999
84603MXU5 | SOVEREIGN BANK | Corporate debt securities | 8.75 | 2018-05-30 00:00:00 |  |  |  |  |  |  | A3 | A | A |  | 5825000 | 6566601.310000001 | 6336563.800000001 | -230037.5099999998
854403AB8 | STANFORD UNIVERSITY | Corporate debt securities | 4.25 | 2016-05-01 00:00:00 |  |  |  |  |  |  | Aaa | AAA | NR |  | 2500000 | 2671068.42 | 2799707.03 | 128638.6099999999
85748BAB9 | STATE STREET CAPITAL TRU HYB | Corporate debt securities | 5.33711 | 2049-12-29 00:00:00 |  |  |  |  |  |  | Baa1 | BBB+ | A- |  | 3000000 | 3045000 | 2951190 | -93810
8575355E4 | STATE UNIV IOWA UNIV | Other political subdivisions | 3 | 2016-07-01 00:00:00 |  |  |  |  |  |  | Aa2 | AA- | NR |  | 575000 | 606798.99 | 619712 | 12913.01000000001
8575355F1 | STATE UNIV IOWA UNIV | Other political subdivisions | 3 | 2017-07-01 00:00:00 |  |  |  |  |  |  | Aa2 | AA- | NR |  | 525000 | 550832.82 | 569047.5 | 18214.68000000005
86386MAY0 | STUDENT LOAN CONSOLIDATION CEN | Other Asset-backed securities | 1.5136 | 2027-10-25 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | NR |  | 372404.55 | 372404.55 | 362307.76 | -10096.78999999998
867914BD4 | SUNTRUST BANKS INC | Corporate debt securities | 3.6 | 2016-04-15 00:00:00 |  |  |  |  |  |  | Baa1 | BBB | BBB+ |  | 1175000 | 1174627.14 | 1189447.17 | 14820.02999999997
867914BE2 | SUNTRUST BANKS INC | Corporate debt securities | 3.5 | 2017-01-20 00:00:00 |  |  |  |  |  |  | Baa1 | BBB | BBB+ |  | 1050000 | 1048707.39 | 1045702.5 | -3004.889999999956
882756S67 | TEXAS ST PUB FIN AUTH | Other political subdivisions | 5 | 2018-07-01 00:00:00 |  |  |  |  |  |  | Aa1 | AAA | AA+ |  | 3050000 | 3302932.69 | 3435764 | 132831.3100000001
883203BR1 | TEXTRON INC | Corporate debt securities | 4.625 | 2016-09-21 00:00:00 |  |  |  |  |  |  | Baa3 | BBB- | BB+ |  | 4000000 | 4019601.73 | 4103888 | 84286.27000000002
883556AZ5 | THERMO FISHER SCIENTIFIC | Corporate debt securities | 3.6 | 2021-08-15 00:00:00 |  |  |  |  |  |  | A3 | A | A- |  | 1600000 | 1597039.12 | 1683289.68 | 86250.55999999982
887315BJ7 | TIME WARNER COS INC | Corporate debt securities | 7.25 | 2017-10-15 00:00:00 |  |  |  |  |  |  | Baa2 | BBB | BBB |  | 3000000 | 3574936.74 | 3612690.12 | 37753.37999999989
887315BM0 | TIME WARNER COS INC | Corporate debt securities | 6.95 | 2028-01-15 00:00:00 |  |  |  |  |  |  | Baa2 | BBB | BBB |  | 3000000 | 3133898.32 | 3634479.7 | 500581.3799999999
88731EAD2 | TIME WARNER ENT | Corporate debt securities | 8.875 | 2012-10-01 00:00:00 |  |  |  |  |  |  | Baa2 | BBB | BBB |  | 1000000 | 1008104.79 | 1053836 | 45731.21000000005
89233P4S2 | TOYOTA MOTOR CREDIT CORP | Corporate debt securities | 4.25 | 2021-01-11 00:00:00 |  |  |  |  |  |  | Aa3 | AA- | A |  | 4000000 | 4372651.04 | 4368467.72 | -4183.320000000298
89352HAC3 | TRANS-CANADA PIPELINES HYB | Foreign debt securities | 6.35 | 2067-05-15 00:00:00 |  |  |  |  |  |  | Baa1 | BBB | NR |  | 5000000 | 4988108.970000001 | 4975000 | -13108.97000000009
893830AX7 | TRANSOCEAN INC | Foreign debt securities | 4.95 | 2015-11-15 00:00:00 |  |  |  |  |  |  | Baa3 | BBB- | BBB- |  | 2375000 | 2486629.18 | 2419685.63 | -66943.5499999999
89417EAC3 | TRAVELERS COS INC | Corporate debt securities | 5.75 | 2017-12-15 00:00:00 |  |  |  |  |  |  | A2 | A | A |  | 2226000 | 2494937.47 | 2591926.93 | 96989.45999999964
899518BJ2 | TULSA CNTY OKLA INDL AUTH CAP | Other political subdivisions | 5 | 2012-05-15 00:00:00 |  |  |  |  |  |  | Aa3 | AA- | WD |  | 500000 | 502265.05 | 508925 | 6659.950000000012
90261XBY7 | UBS AG STAMFORD CT | Foreign debt securities | 5.875 | 2016-07-15 00:00:00 |  |  |  |  |  |  | A1 | BBB | A- |  | 2500000 | 2660336.78 | 2478943.45 | -181393.3299999999
90261XEM0 | UBS AG STAMFORD CT | Foreign debt securities | 5.875 | 2017-12-20 00:00:00 |  |  |  |  |  |  | Aa3 | A | A |  | 2000000 | 2175367.89 | 2079977.12 | -95390.77000000002
90261XFY3 | UBS AG STAMFORD CT | Foreign debt securities | 3.875 | 2015-01-15 00:00:00 |  |  |  |  |  |  | Aa3 | A | A |  | 2400000 | 2479250.99 | 2382021.25 | -97229.73999999996
90520EAC5 | UNION BANK NA | Corporate debt securities | 3 | 2016-06-06 00:00:00 |  |  |  |  |  |  | A2 | A+ | A |  | 2500000 | 2494035.67 | 2516576 | 22540.33000000005
906548CA8 | UNION ELECTRIC CO | Corporate debt securities | 5.1 | 2018-08-01 00:00:00 |  |  |  |  |  |  | A3 | BBB+ | A |  | 1500000 | 1505226.55 | 1699374.6 | 194148.05
912810DV7 | U.S. TREASURY | U.S. Treasury securities and obligations of U.S. Governemnt | 9.25 | 2016-02-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 500000 | 654793.19 | 675114.98 | 20321.79000000004
912828GS3 | U.S. TREASURY | U.S. Treasury securities and obligations of U.S. Governemnt | 4.5 | 2017-05-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 900000 | 900545.42 | 1067615.94 | 167070.5199999999
912828HM5 | U.S. TREASURY | U.S. Treasury securities and obligations of U.S. Governemnt | 3.625 | 2012-12-31 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 525000 | 533434.28 | 543060.01 | 9625.729999999981
912828KB5 | U.S. TREASURY | U.S. Treasury securities and obligations of U.S. Governemnt | 1.125 | 2012-01-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 425000 | 424973.79 | 425114.75 | 140.960000000021
912828KK5 | U.S. TREASURY | U.S. Treasury securities and obligations of U.S. Governemnt | 1.375 | 2012-04-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 3600000 | 3599662.2 | 3613356.07 | 13693.87
912828KX7 | U.S. TREASURY | U.S. Treasury securities and obligations of U.S. Governemnt | 1.875 | 2012-06-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 220000 | 221154.08 | 221786.4 | 632.320000000007
912828MN7 | U.S. TREASURY | U.S. Treasury securities and obligations of U.S. Governemnt | 1.375 | 2013-02-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2525000 | 2524152.94 | 2558532.08 | 34379.14000000013
912828NQ9 | U.S. TREASURY | U.S. Treasury securities and obligations of U.S. Governemnt | 0.625 | 2012-07-31 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 14305000 | 14309898.29 | 14349344.07 | 39445.7799999998
912828PC8 | U.S. TREASURY | U.S. Treasury securities and obligations of U.S. Governemnt | 2.625 | 2020-11-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2700000 | 2550730.55 | 2906928.03 | 356197.48
912828PD6 | U.S. TREASURY | U.S. Treasury securities and obligations of U.S. Governemnt | 0.375 | 2012-10-31 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 6100000 | 6095543.47 | 6111895 | 16351.53000000026
912828PR5 | U.S. TREASURY | U.S. Treasury securities and obligations of U.S. Governemnt | 0.625 | 2013-01-31 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1100000 | 1099215.54 | 1105356.91 | 6141.369999999879
912828PX2 | U.S. TREASURY | U.S. Treasury securities and obligations of U.S. Governemnt | 3.625 | 2021-02-15 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 2200000 | 2222405.72 | 2554046.04 | 331640.3199999999
912828QE3 | U.S. TREASURY | U.S. Treasury securities and obligations of U.S. Governemnt | 0.625 | 2013-04-30 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1000000 | 999216.63 | 1005849.99 | 6633.359999999986
912828RM4 | U.S. TREASURY | U.S. Treasury securities and obligations of U.S. Governemnt | 1 | 2016-10-31 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 4900000 | 4919131.329999999 | 4947334.149999999 | 28202.82000000007
912828RN2 | U.S. TREASURY | U.S. Treasury securities and obligations of U.S. Governemnt | 0.25 | 2013-10-31 00:00:00 |  |  |  |  |  |  | Aaa | AA+ | AAA |  | 1000000 | 1000000 | 1000250.02 | 250.0200000000186
91324PAE2 | UNITEDHEALTH GROUP INC | Corporate debt securities | 4.875 | 2013-04-01 00:00:00 |  |  |  |  |  |  | A3 | A- | A- |  | 1975000 | 1953438.61 | 2064833.92 | 111395.3100000001
91324PAH5 | UNITEDHEALTH GROUP INC | Corporate debt securities | 4.75 | 2014-02-10 00:00:00 |  |  |  |  |  |  | A3 | A- | A- |  | 2000000 | 1966399.48 | 2142988 | 176588.52
914023HT6 | UNIVERSITY AKRON OHIO GEN RCPT | Other political subdivisions | 4 | 2016-01-01 00:00:00 |  |  |  |  |  |  | Aa3 | AA- | AA- |  | 2150000 | 2313564.51 | 2378373 | 64808.48999999999
92276MAW5 | [NAME] | Corporate debt securities | 4.75 | 2021-06-01 00:00:00 |  |  |  |  |  |  | Baa2 | BBB | BBB+ |  | 1900000 | 1884358.92 | 1847409.8 | -36949.11999999988
92344SAK6 | CELLCO PART/VERI WIRELESS | Corporate debt securities | 8.5 | 2018-11-15 00:00:00 |  |  |  |  |  |  | A2 | A- | A |  | 3215000 | 4246278.81 | 4359554.91 | 113276.1000000003
92553PAB8 | VIACOM INC | Corporate debt securities | 6.125 | 2017-10-05 00:00:00 |  |  |  |  |  |  | Baa1 | BBB+ | BBB+ |  | 5000000 | 5774329.859999999 | 5867164.25 | 92834.39000000036
92857WAF7 | VODAFONE GROUP PLC | Foreign debt securities | 5 | 2013-12-16 00:00:00 |  |  |  |  |  |  | A3 | A- | A- |  | 2125000 | 2117586.53 | 2278821.91 | 161235.3799999999
92903PAA7 | VORNADO DP LLC | Commercial-backed securities | 2.9696 | 2028-09-13 00:00:00 |  |  |  |  |  |  | NR | AAA | AAA |  | 3582805.74 | 3582677.83 | 3679262.04 | 96584.21000000008
929766B85 | [NAME] COMMERCIAL MTG TR | Commercial-backed securities | 4.782 | 2042-03-15 00:00:00 |  |  |  |  |  |  | Aaa | AAA | AAA |  | 990080.5499999999 | 988437.21 | 989253.8400000001 | 816.6300000000629
92976VAE8 | WACHOVIA BANK COMMERCIAL | Commercial-backed securities | 5.73676 | 2043-05-15 00:00:00 |  |  |  |  |  |  | Aaa | NR | AAA |  | 4000000 | 4361970.779999999 | 4450444.96 | 88474.18000000017
92978AAA0 | [NAME] | Corporate debt securities | 5.56975 | 2049-12-15 00:00:00 |  |  |  |  |  |  | Baa3 | BBB+ | A |  | 6000000 | 5182500 | 5025000 | -157500
93974CUE8 | WASHINGTON ST | Other political subdivisions | 5 | 2016-07-01 00:00:00 |  |  |  |  |  |  | Aa1 | AA+ | AA+ |  | 1500000 | 1718410.51 | 1767150 | 48739.48999999999
94874RAU0 | WEINGARTEN REALTY INVEST | Corporate debt securities | 6.88 | 2027-06-25 00:00:00 |  |  |  |  |  |  | Baa2 | BBB | NR |  | 1000000 | 1099770.91 | 1113086 | 13315.09000000008
949746CR0 | WELLS FARGO & COMPANY HYB | Corporate debt securities | 5 | 2014-11-15 00:00:00 |  |  |  |  |  |  | A3 | A | A+ |  | 2200000 | 2201976.94 | 2344415.61 | 142438.6699999998
949746PM7 | WELLS FARGO & COMPANY HYB | Corporate debt securities | 7.98 | 2049-03-29 00:00:00 |  |  |  |  |  |  | Baa3 | BBB+ | A |  | 3000000 | 3168750 | 3213750 | 45000
9698715D0 | WILLIAMSON CNTY TENN | Other political subdivisions | 4 | 2017-03-01 00:00:00 |  |  |  |  |  |  | Aaa | NR | NR |  | 1000000 | 1096111.27 | 1153440 | 57328.72999999998
971673DU9 | WILMINGTON N C CTFS PARTN | Other political subdivisions | 5 | 2014-06-01 00:00:00 |  |  |  |  |  |  | Aa2 | AA | AA |  | 400000 | 437098.42 | 440324 | 3225.580000000016
983024AE0 | [NAME] | Corporate debt securities | 5.5 | 2014-02-01 00:00:00 |  |  |  |  |  |  | A1 | AA | A+ |  | 985000 | 1065867.43 | 1078047.83 | 12180.40000000014
98419MAC4 | XYLEM INC | Corporate debt securities | 3.55 | 2016-09-20 00:00:00 |  |  |  |  |  |  | Baa2 | BBB | BBB |  | 4550000 | 4597307.82 | 4651283.27 | 53975.45000000024
9LN01M4U1 | GENERAL ELEC CAP CORP | Corporate debt securities | 0.63315 | 2013-12-20 00:00:00 |  |  |  |  |  |  | NR | AA+ | NR |  | 4700000 | 4546551.58 | 4635234 | 88682.42000000016
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