UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549-1004
FORM 11-K
(Mark One)
/ X / Annual Report Pursuant to Section 15(d) of the Securities Exchange Act of 1934
For the fiscal year ended December 31, 2012 Commission file number 001-09553
OR
/ / Transition Report Pursuant to Section 15(d) of the Securities Exchange Act of 1934
CBS 401(k) PLAN
(Full title of the plan)
CBS CORPORATION
(Name of issuer of the securities held pursuant to the plan)
51 West 52nd Street
New York, New York 10019
(Address of principal executive office)
CBS 401(k) PLAN
FINANCIAL STATEMENTS, SUPPLEMENTAL SCHEDULES AND EXHIBITS
DECEMBER 31, 2012 AND 2011
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Pages |
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1 | |
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Financial Statements: |
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Statements of Net Assets Available for Benefits at December 31, 2012 and 2011 |
2 |
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Statement of Changes in Net Assets Available for Benefits for the Year ended December 31, 2012 |
3 |
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4 17 | |
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Schedules |
Supplemental Schedules: |
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Schedule H, line 4a Schedule of Delinquent Participant Contributions |
S 1 |
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Schedule H, line 4i Schedule of Assets (Held at End of Year) |
S 2 S 28 |
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All other schedules required by the Department of Labors Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974 are omitted as not applicable or not required. |
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S 29 | |
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Exhibit: |
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23.1 Consent of Independent Registered Public Accounting Firm |
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Report of Independent Registered Public Accounting Firm
To the Participants and Administrator of the
CBS 401(k) Plan
In our opinion, the accompanying statements of net assets available for benefits and the related statement of changes in net assets available for benefits present fairly, in all material respects, the net assets available for benefits of the CBS 401(k) Plan (the Plan) at December 31, 2012 and December 31, 2011, and the changes in net assets available for benefits for the year ended December 31, 2012 in conformity with accounting principles generally accepted in the United States of America. These financial statements are the responsibility of the Plans management. Our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.
Our audits were conducted for the purpose of forming an opinion on the basic financial statements taken as a whole. The supplemental Schedule of Delinquent Participant Contributions and the Schedule of Assets (Held at End of Year) are presented for the purpose of additional analysis and are not a required part of the basic financial statements but are supplementary information required by the Department of Labors Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. These supplemental schedules are the responsibility of the Plans management. The supplemental schedules have been subjected to the auditing procedures applied in the audits of the basic financial statements and, in our opinion, are fairly stated in all material respects in relation to the basic financial statements taken as a whole.
/s/ PRICEWATERHOUSECOOPERS LLP
New York, New York
June 21, 2013
CBS 401(k) PLAN
STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
(In thousands)
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At December 31, |
| ||||
|
|
2012 |
|
2011 |
| ||
Assets |
|
|
|
|
| ||
Investments, at fair value |
|
$ |
3,955,948 |
|
$ |
3,634,922 |
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|
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|
|
| ||
Receivables: |
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|
|
|
| ||
Notes receivable from participants |
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32,235 |
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28,836 |
| ||
Employee contributions |
|
3,067 |
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2,144 |
| ||
Employer contributions |
|
3,701 |
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3,335 |
| ||
Interest and dividends |
|
4,975 |
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5,683 |
| ||
Due from broker for securities sold |
|
201 |
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|
| ||
Total assets |
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4,000,127 |
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3,674,920 |
| ||
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|
|
|
| ||
Liabilities |
|
|
|
|
| ||
Accrued expenses |
|
1,225 |
|
1,149 |
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Due to broker for securities purchased |
|
293 |
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7 |
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Net assets reflecting investments at fair value |
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3,998,609 |
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3,673,764 |
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Adjustment from fair value to contract value for fully benefit-responsive investment contracts |
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(123,251 |
) |
(118,628 |
) | ||
Net assets available for benefits |
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$ |
3,875,358 |
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$ |
3,555,136 |
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The accompanying notes are an integral part of these financial statements.
CBS 401(k) PLAN
STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS
(In thousands)
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Year Ended |
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December 31, 2012 |
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Additions to net assets attributed to: |
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|
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Investment income: |
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|
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Net appreciation in fair value of investments |
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$ |
366,386 |
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Interest |
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58,861 |
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Dividends |
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11,344 |
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|
|
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Interest income on notes receivable from participants |
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1,336 |
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|
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Contributions: |
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|
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Employee |
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112,420 |
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Employer |
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40,457 |
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Rollover |
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11,678 |
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Total additions |
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602,482 |
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|
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Deductions from net assets attributed to: |
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|
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Benefits paid to participants |
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(277,791 |
) | ||
Plan expenses |
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(4,469 |
) | ||
Total deductions |
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(282,260 |
) | ||
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Net increase |
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320,222 |
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Net assets available for benefits, beginning of year |
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3,555,136 |
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Net assets available for benefits, end of year |
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$ |
3,875,358 |
| |
The accompanying notes are an integral part of these financial statements.
CBS 401(k) PLAN
(Tabular dollars in thousands)
NOTE 1 PLAN DESCRIPTION
The following is a brief description of the CBS 401(k) Plan (the Plan) and is provided for general information only. Participants should refer to the Plan document for more complete information regarding the Plan.
The Plan, sponsored by CBS Corporation (the Company or CBS Corp.), is a defined contribution plan offered on a voluntary basis to eligible employees of the Company and its subsidiaries.
Eligible full-time newly hired employees may enroll in the Plan immediately or are automatically enrolled following the later of sixty days after hire or rehire and attainment of age 21, unless they elect not to participate. Part-time employees are automatically enrolled in the Plan on the first day of the month following the attainment of age 21 and completion of one thousand hours of service within a consecutive twelve-month period, unless they already voluntarily enrolled upon meeting the age and service requirements or have elected not to participate. The Plan is subject to the provisions of the Internal Revenue Code of 1986, as amended (the Code), and the Employee Retirement Income Security Act of 1974, as amended (ERISA), and is overseen by a retirement committee designated as the Administrator of the Plan as defined under ERISA (the Plan Administrator) by the Companys Board of Directors (the Board).
The Bank of New York Mellon (the Trustee) is the trustee and custodian and Mercer is the recordkeeper of the Plan. Certain Plan investments are shares of funds managed by the Trustee or companies affiliated with the Trustee, or shares of a company affiliated with CBS Corp., and therefore qualify as a party-in-interest transaction. The fair value of these investments was $263 million at December 31, 2012 and $234 million at December 31, 2011 and these investments appreciated by $5 million for the year ended December 31, 2012. In addition, certain Plan investments are shares of CBS Corp. common stock and therefore qualify as a party-in-interest transaction. The fair value of these investments was $515 million at December 31, 2012 and $373 million at December 31, 2011. For the year ended December 31, 2012, these investments appreciated by $149 million and earned dividends of $6 million. During the year ended December 31, 2012, the Plan purchased $8 million of CBS Corp. common stock and sold $13 million of CBS Corp. common stock.
Participant Accounts
Each Plan participants account is credited with the participants contributions, the employer matching contributions, if applicable, the participants share of the investment income (loss) and any realized or unrealized gains or losses of the Plans assets, net of certain Plan expenses.
Participants have the option of investing their contributions or existing account balances among various investment options. These investment options include common collective funds, registered investment companies (mutual funds), separately managed accounts, which primarily invest in common stocks, a fixed
CBS 401(k) PLAN
NOTES TO FINANCIAL STATEMENTS (Continued)
(Tabular dollars in thousands)
income fund, consisting of guaranteed investment contracts and synthetic guaranteed investment contracts, and CBS Corp. Class B Common Stock.
Within the Plan, the CBS Corp. Common Stock Funds are part of an Employee Stock Ownership Plan (ESOP). As a result, the Plan offers an ESOP dividend election under which Plan participants can elect to reinvest any ESOP dividends paid on vested shares back into the ESOP account in CBS Corp. Class B Common Stock or to receive the dividends as a cash payout. If a participant does not make an election, the dividends are reinvested in the ESOP account.
Participants may also elect to open a self-directed brokerage account (SDA). Participants may not contribute directly to the SDA, but may transfer balances to the SDA from other investment funds except the fixed income fund. A participant may transfer up to 25% of his or her account balance (net of loans) to the SDA. The initial transfer to the SDA may not be less than $2,500 and there is no minimum for subsequent individual transfers.
Contributions
The Plan permits participants to contribute up to 50% of eligible annual compensation on a traditional before-tax, Roth 401(k) after-tax or combination basis or 15% on a traditional after-tax basis, subject to the Code limitations set forth below. Roth 401(k) contributions and the related earnings can be withdrawn tax-free if certain requirements are met. The level of employer matching contributions is entirely at the discretion of the Board and is determined annually for all participants in the Plan. For 2012, the Board set the employers matching contribution at 70% of the first 5% of eligible compensation contributed on a before-tax or Roth 401(k) basis.
Employer matching contributions are initially invested entirely in CBS Corp. Class B Common Stock. Participants are permitted to immediately transfer their Company matching contributions out of CBS Corp. Class B Common Stock and into any other investment option.
Upon date of hire and, effective with the 60th day following the date upon which an employee becomes eligible to participate in the Plan, newly hired employees are deemed to have authorized the Company to make before-tax contributions to the Plan in an amount equal to 5% of the employees eligible compensation. However, a deemed authorization does not take effect if, during the 60-day period the employee elects not to participate in the Plan or to participate at a different contribution rate.
The Code limits the amount of annual participant contributions that can be made on a before-tax or Roth 401(k) basis to $17,000 for 2012. Total compensation considered under the Plan, based on Code limits, may not exceed $250,000 for 2012. The Code also limits annual aggregate participant and employer contributions to the lesser of $50,000 or 100% of compensation in 2012. All contributions made to the Plan on an annual basis may be further limited due to certain non-discrimination requirements prescribed by the Code.
CBS 401(k) PLAN
NOTES TO FINANCIAL STATEMENTS (Continued)
(Tabular dollars in thousands)
All participants who have attained age 50 before the close of the Plan year (calendar year) are eligible to make catch-up contributions. These contributions are not treated as matchable contributions. Catch-up contributions can be made if the eligible participants make the maximum $17,000 contribution permitted under the Plan for a plan year. The limit for catch-up contributions is $5,500 in 2012.
Vesting
Participants in the Plan are immediately vested in their own contributions and earnings thereon. Employer matching contributions vest at 20% per year of service, becoming fully vested after five years of service. If participants terminate employment prior to being vested in their employer matching contributions, the non-vested portion of their account is forfeited and may be used to reduce future employer matching contributions and to pay administrative expenses. Forfeitures are recorded at the time vested benefits are distributed. During 2012, the Company utilized forfeitures of approximately $5,333,000 to reduce matching contributions and approximately $485,000 to pay administrative expenses. As of December 31, 2012 and 2011, the Company had forfeitures of approximately $2,040,000 and $1,811,000, respectively, available to be used as noted above.
Notes Receivable from Participants
Eligible participants may request a loan for up to the lesser of 50% of the participants vested account balance or $50,000, reduced by the highest outstanding balance of any Plan loan made to the participant during the twelve-month period ending on the day before the loan is made. The minimum loan available to a participant is $500. The interest rate on participant loans is one percentage point above the annual prime commercial rate (as published in The Wall Street Journal) on the first day of the calendar month in which the loan is approved. Principal and interest is payable through payroll deductions. Only one loan may be outstanding at any time. Participants may elect repayment periods from 12 to 60 months commencing as soon as administratively possible following the distribution of the loan proceeds to the participant. The Plan allows participants to elect a repayment term of up to 300 months for loans used for the acquisition of a principal residence. Repayments of loan principal and interest are allocated in accordance with the participants current investment elections.
The loans outstanding carry interest rates ranging from 4.25% to 11.50% as of December 31, 2012.
Distributions and Withdrawals
Earnings on employee contributions (other than after-tax contributions) and employer contributions are not subject to income tax until they are distributed or withdrawn from the Plan.
Participants in the Plan, or their beneficiaries, may receive their vested account balances in a lump sum or in installments over a period of up to 20 years in the event of retirement, termination of employment, disability or death. For vested account balances invested in CBS Corp. Class B Common Stock, participants may
CBS 401(k) PLAN
NOTES TO FINANCIAL STATEMENTS (Continued)
(Tabular dollars in thousands)
elect to receive distributions in cash or whole shares. In the event of termination of employment, participants may also elect a partial lump sum distribution of their account balance. In general, participants must receive a required minimum distribution upon attainment of age 70 1/2 unless they are still employed.
Participants in the Plan may withdraw part or all of their after-tax and rollover contributions and the vested portion of employer matching contributions. Upon attainment of age 59 1/2, participants may also withdraw all or part of their before-tax or Roth 401(k) contributions and earnings thereon. The Plan limits participants to two of the above withdrawal elections in each Plan year.
A participant may obtain a financial hardship withdrawal of the vested portion of employer matching contributions and employee before-tax or Roth 401(k) contributions provided that the requirements for hardship are met and only to the extent required to relieve such financial hardship. There is no restriction on the number of hardship withdrawals permitted.
When a participant terminates employment with the Company, the full value of employee contributions and earnings thereon plus the value of all vested employer matching contributions and earnings thereon are eligible for distribution and can be rolled over to a tax qualified retirement plan or an Individual Retirement Account (IRA) or remain in the Plan rather than being distributed. If the vested account balance is $1,000 or less and the participant does not make an election to rollover the vested account balance, it will be automatically paid in a single lump sum cash payment, and taxes will be withheld from the distribution.
Plan Expenses
The fees for investment of Plan assets are charged to the Plans investment funds. Certain administrative expenses such as fees for accounting and employee communications may be paid by the Plan using forfeitures or may be paid by the Company. Recordkeeping and trustee fees are paid from participant accounts. For 2012, $366,354 was paid to the Trustee, a party-in-interest, and its affiliates for services provided during the year.
NOTE 2 - SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES
Basis of Accounting
The financial statements are prepared in conformity with accounting principles generally accepted in the United States of America (GAAP).
In accordance with Financial Accounting Standards Board (FASB) guidance, contract value was determined to be the relevant measurement attribute for the portion of net assets available for benefits attributable to fully benefit-responsive investment contracts because contract value is the amount participants would receive if they were to initiate permitted transactions under the terms of the Plan. As a result, the Statements of Net Assets Available for Benefits present the investments at fair value with a separate adjustment from fair value to contract value for the portion of net assets attributable to each fully
CBS 401(k) PLAN
NOTES TO FINANCIAL STATEMENTS (Continued)
(Tabular dollars in thousands)
benefit-responsive investment contract. The Statement of Changes in Net Assets Available for Benefits is prepared on a contract value basis with respect to the fully benefit-responsive investment contracts.
Investment Valuation
Short-term money market investments are carried at amortized cost which approximates fair value due to the short-term maturity of these investments. Investments in common stock are reported at fair value based on quoted market prices on national security exchanges. Investments in registered investment companies are reported at fair value based on quoted market prices in active markets. The fair value of investments in separately managed accounts is determined by the Trustee based upon the fair value of the underlying securities. The fair values of investments in common collective funds are determined using the Net Asset Value (NAV) provided by the administrator of the fund. The NAV is determined by each funds trustee based upon the fair value of the underlying assets owned by the fund, less liabilities, divided by the number of outstanding units. The common collective funds have daily redemptions and one day trading terms. The common collective funds have no unfunded commitments at December 31, 2012. The fair value of fixed income, asset-backed and mortgage-backed securities is determined by independent pricing sources based on quoted market prices, when available, or using valuation models which incorporate certain other observable inputs including recent trading activity for comparable securities and broker quoted prices. Cash and cash equivalents are valued at cost plus accrued interest, which approximates market value.
Futures are marked-to-market and settled daily. The daily receipt or payment is recognized as unrealized appreciation (depreciation) until the contract is closed at which time the total fair value of the futures contract is recognized as a realized gain (loss).
The Plan invests in fully benefit-responsive traditional and synthetic guaranteed investment contracts through a fixed income fund. The contract value of guaranteed investment contracts and synthetic guaranteed investment contracts represents the aggregate amount of deposits thereto, plus interest at the contract rate, less withdrawals. The fair value of the fixed rate traditional guaranteed investment contracts is determined by discounting the related cash flows, based on the contract duration, using a yield curve interpolated from swap rates and adjusted for liquidity and credit quality. The fair value of synthetic guaranteed investment contracts is determined based on quoted market prices for the underlying assets. The fair value of the wrapper contracts for synthetic guaranteed investment contracts is determined using the replacement cost methodology that incorporates various inputs including the difference between the market rate for wrap fees and the actual wrap fees currently charged.
CBS 401(k) PLAN
NOTES TO FINANCIAL STATEMENTS (Continued)
(Tabular dollars in thousands)
Security Transactions and Income Recognition
Purchases and sales of securities are recorded on the trade date. The average cost basis is used to determine gains or losses on security dispositions. Interest income is accrued as earned and dividend income is recorded on the ex-dividend date.
Net appreciation or depreciation in the fair value of investments, included in the Statement of Changes in Net Assets Available for Benefits, consists of the realized gains and losses and the unrealized appreciation and depreciation on those investments presented at fair value.
Notes Receivable from Participants
Notes receivable from participants are measured at their unpaid principal balance plus any accrued but unpaid interest. Delinquent participant loans are reclassified as distributions based upon the terms of the Plan document.
Payment of Benefits
Benefit payments are recorded when paid.
Use of Estimates
The preparation of financial statements in conformity with GAAP requires the Plan to make estimates and assumptions, such as those regarding fair value of investments, that affect the reported amounts of assets and liabilities, disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of changes in net assets available for benefits during the reporting period. Actual results could differ from those estimates.
Adoption of New Accounting Standards
Fair Value Measurements
In 2012, the Plan adopted FASBs guidance which improves the comparability of fair value measurements presented in financial statements prepared in accordance with GAAP and International Financial Reporting Standards (IFRS). This guidance clarifies the FASBs intent about the application of existing fair value measurement requirements and changes certain principles and requirements for measuring fair value or for disclosing information about fair value measurements. The adoption of this guidance did not have a material effect on the Plans financial statements.
CBS 401(k) PLAN
NOTES TO FINANCIAL STATEMENTS (Continued)
(Tabular dollars in thousands)
Recent Pronouncements
Improving Disclosure about Offsetting Assets and Liabilities
In January 2013, the FASB issued guidance that clarifies the scope of the guidance that was issued in December 2011 relating to transactions subject to disclosures about offsetting assets and liabilities. The guidance applies to derivatives, repurchase agreements and reserve purchase agreements and securities borrowing and securities lending transactions that are offset either in accordance with specific criteria contained in the FASB clarification or subject to master netting arrangements or similar agreements. This guidance is effective for reporting periods beginning January 1, 2013, and will be applied retrospectively to all comparative periods presented. The adoption of this guidance is not expected to have a material effect on the Plans financial statements.
NOTE 3 RISKS AND UNCERTAINTIES
The Plan provides for various investment options. Investment securities are exposed to various risks such as interest rate, market and credit risk. Market values of investments could decline for several reasons including changes in prevailing market and interest rates, increases in defaults, and credit rating downgrades. Due to the level of risk associated with certain investment securities and the level of uncertainty related to changes in the value of such securities, it is at least reasonably possible that changes in investment values in the near term could materially affect participants account balances and the amounts reported in the Statements of Net Assets Available for Benefits and the related Statement of Changes in Net Assets Available for Benefits.
NOTE 4 INVESTMENTS
Individual investments representing 5% or more of the Plans net assets available for benefits are identified below:
|
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At December 31, |
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|
|
|
2012 |
|
|
2011 |
|
BlackRock S&P 500 Index Fund |
|
$ |
549,959 |
|
$ |
495,088 |
|
CBS Corporation Class B Common Stock |
|
$ |
513,925 |
|
$ |
372,754 |
|
|
|
|
|
|
| ||
Synthetic guaranteed investment contracts, at contract value: |
|
|
|
|
| ||
Monumental Life Insurance Company MDA00930TR |
|
$ |
568,477 |
|
$ |
547,366 |
|
Prudential Insurance Company of America GA-62413 |
|
$ |
411,105 |
|
$ |
397,724 |
|
Natixis Financial Products, Inc. No. 1222-01 |
|
$ |
305,895 |
|
$ |
352,951 |
|
State Street Bank and Trust Company No. 108002 * |
|
$ |
178,833 |
|
$ |
191,541 |
|
* 2012 investment balance does not represent 5% or more of the Plans net assets.
CBS 401(k) PLAN
NOTES TO FINANCIAL STATEMENTS (Continued)
(Tabular dollars in thousands)
During the year ended December 31, 2012 the Plans investments (including gains and losses on investments sold and held during the year) appreciated as follows:
Common collective funds |
|
$ |
144,073 |
|
Separately managed accounts (common stock) |
|
39,386 |
| |
Common stock |
|
152,651 |
| |
Mutual funds |
|
30,183 |
| |
Other |
|
93 |
| |
Net appreciation in fair value of investments |
|
$ |
366,386 |
|
Investment Contracts
The Plan invests in guaranteed investment contracts and synthetic guaranteed investment contracts. As described in Note 2, the guaranteed investment contracts are fully benefit-responsive and therefore, contract value is the relevant measurement attribute for that portion of the net assets available for benefits attributable to these contracts. In a guaranteed investment contract, the issuer is contractually obligated to repay the principal and a specified rate of interest to the fund. There are no reserves against contract value for credit risk of the contract issuer or otherwise.
A synthetic guaranteed investment contract provides for the repayment of principal plus a specified rate of interest through benefit-responsive wrapper contracts. A wrapper contract is issued by a third party insurance company, financial institution or bank, and is held in combination with fixed income securities to form a synthetic guaranteed investment contract. The interest crediting rate on synthetic guaranteed investment contracts reflects the yield of the associated fixed income investments, plus the amortization of realized and unrealized gains and losses on those investments, typically over the duration of the investments. Interest crediting rates are reset on a monthly or quarterly basis, and the wrapper contracts provide that adjustments to the interest crediting rate cannot result in a future interest crediting rate that is less than zero. Certain factors can influence the future interest crediting rates including, the level of market interest rates, the amount and timing of participant contributions and withdrawals, and the returns generated by the fixed income investments that are associated with the synthetic guaranteed investment contract.
In certain circumstances, the amounts withdrawn from the investment contracts will be paid at fair value rather than contract value due to employer initiated events. These events include, but are not limited to: Plan termination, a material adverse change to the provisions of the Plan, an employer election to withdraw from the contract to switch to a different investment provider, an employers bankruptcy, full or partial termination of the Plan, layoffs, plant closings, corporate spin-offs, mergers, divestitures or other workforce restructurings, or if the terms of a successor plan do not meet the contract issuers underwriting criteria for issuance of a replacement contract with identical terms. The Company does not expect any employer initiated events that may cause premature liquidation of a contract at market value.
CBS 401(k) PLAN
NOTES TO FINANCIAL STATEMENTS (Continued)
(Tabular dollars in thousands)
The contract issuer is permitted to terminate the fully benefit-responsive investment contracts with the Plan and settle at an amount different from contract value in certain events, including loss of the Plans qualified status, an un-cured material breach of responsibility, or material adverse changes to the provisions of the Plan.
At December 31, 2012 and 2011, guaranteed investment contracts at contract value of $15 million and $20 million, respectively, had fair values in aggregate of $15 million and $21 million, respectively. At December 31, 2012 and 2011, synthetic guaranteed investment contracts at contract value of $1.60 billion and $1.64 billion, respectively, had fair values in the aggregate of $1.72 billion and $1.76 billion, respectively. The fair value of wrapper contracts was $.7 million and $.6 million at December 31, 2012 and 2011, respectively.
The average yields for investment contracts in the fixed income fund were as follows:
|
|
At December 31, |
| ||
|
|
2012 |
|
2011 |
|
Based on actual earnings |
|
1.1% |
|
1.6% |
|
Based on interest rate credited to participants |
|
3.1% |
|
3.5% |
|
NOTE 5 - FAIR VALUE MEASUREMENTS
The following tables set forth the Plans financial assets measured at fair value on a recurring basis at December 31, 2012 and 2011. See Note 2 for the valuation methodology used to measure the fair value of these investments. There have been no changes to the methodologies used to measure the fair value of each asset from December 31, 2011 to 2012. These assets have been categorized according to the three-level fair value hierarchy established by the FASB, which prioritizes the inputs used in measuring fair value. Level 1 is based on quoted prices for the asset in active markets. Level 2 is based on inputs that are observable other than quoted market prices in Level 1, such as quoted prices for the asset in inactive markets or quoted prices for similar assets. Level 3 is based on unobservable inputs reflecting the Plans own assumptions about the assumptions that market participants would use in pricing the asset. The assets fair value measurement level within the fair value hierarchy is based on the lowest level of any input that is significant to the fair value measurement. Valuation techniques maximize the use of relevant observable inputs and minimize the use of unobservable inputs.
CBS 401(k) PLAN
NOTES TO FINANCIAL STATEMENTS (Continued)
(Tabular dollars in thousands)
At December 31, 2012 |
|
Level 1 |
|
Level 2 |
|
Level 3 |
|
Total |
| ||||
Fixed income fund: |
|
|
|
|
|
|
|
|
| ||||
Money market funds (a) |
|
$ |
|
|
$ |
45,337 |
|
$ |
|
|
$ |
45,337 |
|
Guaranteed investment contracts |
|
|
|
|
|
15,261 |
|
15,261 |
| ||||
Assets held under synthetic guaranteed investment contracts: |
|
|
|
|
|
|
|
|
| ||||
Cash and cash equivalents, including net (payables) receivables |
|
(80,167 |
) |
2,796 |
|
|
|
(77,371 |
) | ||||
Money market funds (a) |
|
|
|
64,944 |
|
|
|
64,944 |
| ||||
Common collective funds (b) |
|
|
|
45,157 |
|
|
|
45,157 |
| ||||
U.S. Treasury securities |
|
620,185 |
|
|
|
|
|
620,185 |
| ||||
Government related securities |
|
|
|
125,233 |
|
|
|
125,233 |
| ||||
Corporate bonds |
|
|
|
428,314 |
|
|
|
428,314 |
| ||||
Mortgage-backed and asset-backed securities |
|
|
|
514,147 |
|
|
|
514,147 |
| ||||
Futures (c) |
|
570 |
|
|
|
|
|
570 |
| ||||
Wrapper value |
|
|
|
|
|
709 |
|
709 |
| ||||
Common collective funds: |
|
|
|
|
|
|
|
|
| ||||
S&P 500 index fund (d) |
|
|
|
549,959 |
|
|
|
549,959 |
| ||||
Target date retirement funds (e) |
|
|
|
318,902 |
|
|
|
318,902 |
| ||||
Emerging markets equity fund |
|
|
|
84,817 |
|
|
|
84,817 |
| ||||
Mid cap equity index fund |
|
|
|
91,647 |
|
|
|
91,647 |
| ||||
Bond index fund |
|
|
|
139,003 |
|
|
|
139,003 |
| ||||
International equity fund |
|
|
|
91,549 |
|
|
|
91,549 |
| ||||
Separately managed accounts: |
|
|
|
|
|
|
|
|
| ||||
Wellington Growth Portfolio (f) |
|
130,413 |
|
1,144 |
|
|
|
131,557 |
| ||||
Dodge & Cox Value Equity Fund (f) |
|
107,402 |
|
2,878 |
|
|
|
110,280 |
| ||||
Common stock: |
|
|
|
|
|
|
|
|
| ||||
CBS Corp. Common Stock |
|
514,672 |
|
|
|
|
|
514,672 |
| ||||
Other Common Stock |
|
19,945 |
|
|
|
|
|
19,945 |
| ||||
Registered investment companies (g) |
|
111,978 |
|
|
|
|
|
111,978 |
| ||||
Money market funds (a) |
|
|
|
9,148 |
|
|
|
9,148 |
| ||||
Other |
|
5 |
|
|
|
|
|
5 |
| ||||
Total |
|
$ |
1,425,003 |
|
$ |
2,514,975 |
|
$ |
15,970 |
|
$ |
3,955,948 |
|
(a) Primarily invested in U.S. government securities and U.S. government agency securities.
(b) Primarily invested in mortgage-backed and U.S. government fixed income securities.
(c) See Note 6 for asset and liability positions of derivative financial instruments.
(d) Primarily invested in large capitalization equities.
(e) Primarily invested in a mix of equities and bonds based on target retirement year.
(f) Primarily invested in large capitalization equities. Assets categorized as Level 2 reflect investments in mutual funds traded in inactive markets.
(g) Primarily invested in small capitalization equities.
CBS 401(k) PLAN
NOTES TO FINANCIAL STATEMENTS (Continued)
(Tabular dollars in thousands)
At December 31, 2011 |
|
Level 1 |
|
Level 2 |
|
Level 3 |
|
Total |
| ||||
Fixed income fund: |
|
|
|
|
|
|
|
|
| ||||
Money market funds (a) |
|
$ |
|
|
$ |
39,223 |
|
$ |
|
|
$ |
39,223 |
|
Guaranteed investment contracts |
|
|
|
|
|
21,017 |
|
21,017 |
| ||||
Assets held under synthetic guaranteed investment contracts: |
|
|
|
|
|
|
|
|
| ||||
Cash and cash equivalents, including net (payables) receivables |
|
(32,999 |
) |
4,060 |
|
|
|
(28,939 |
) | ||||
Money market funds (a) |
|
|
|
57,055 |
|
|
|
57,055 |
| ||||
Common collective funds (b) |
|
|
|
51,823 |
|
|
|
51,823 |
| ||||
U.S. Treasury securities |
|
614,461 |
|
|
|
|
|
614,461 |
| ||||
Government related securities |
|
|
|
140,883 |
|
|
|
140,883 |
| ||||
Corporate bonds |
|
|
|
412,778 |
|
|
|
412,778 |
| ||||
Mortgage-backed and asset-backed securities |
|
|
|
507,027 |
|
|
|
507,027 |
| ||||
Futures (c) |
|
1,322 |
|
|
|
|
|
1,322 |
| ||||
Wrapper value |
|
|
|
|
|
567 |
|
567 |
| ||||
Common collective funds: |
|
|
|
|
|
|
|
|
| ||||
S&P 500 index fund (d) |
|
|
|
495,088 |
|
|
|
495,088 |
| ||||
Target date retirement funds (e) |
|
|
|
257,134 |
|
|
|
257,134 |
| ||||
Emerging markets equity fund |
|
|
|
78,688 |
|
|
|
78,688 |
| ||||
Mid cap equity index fund |
|
|
|
79,663 |
|
|
|
79,663 |
| ||||
Bond index fund |
|
|
|
123,927 |
|
|
|
123,927 |
| ||||
International equity fund |
|
|
|
78,765 |
|
|
|
78,765 |
| ||||
Separately managed accounts: |
|
|
|
|
|
|
|
|
| ||||
Wellington Growth Portfolio (f) |
|
112,472 |
|
1,299 |
|
|
|
113,771 |
| ||||
Dodge & Cox Value Equity Fund (f) |
|
89,950 |
|
2,951 |
|
|
|
92,901 |
| ||||
Common stock: |
|
|
|
|
|
|
|
|
| ||||
CBS Corp. Common Stock |
|
373,407 |
|
|
|
|
|
373,407 |
| ||||
Other Common Stock |
|
16,733 |
|
|
|
|
|
16,733 |
| ||||
Registered investment companies (g) |
|
97,138 |
|
|
|
|
|
97,138 |
| ||||
Money market funds (a) |
|
|
|
9,817 |
|
|
|
9,817 |
| ||||
Other |
|
673 |
|
|
|
|
|
673 |
| ||||
Total |
|
$ |
1,273,157 |
|
$ |
2,340,181 |
|
$ |
21,584 |
|
$ |
3,634,922 |
|
(a) Primarily invested in U.S. government securities and U.S. government agency securities.
(b) Primarily invested in mortgage-backed and U.S. government fixed income securities.
(c) See Note 6 for asset and liability positions of derivative financial instruments.
(d) Primarily invested in large capitalization equities.
(e) Primarily invested in a mix of equities and bonds based on target retirement year.
(f) Primarily invested in large capitalization equities. Assets categorized as Level 2 reflect investments in mutual funds traded in inactive markets.
(g) Primarily invested in small capitalization equities.
CBS 401(k) PLAN
NOTES TO FINANCIAL STATEMENTS (Continued)
(Tabular dollars in thousands)
The table below sets forth a summary of changes in the fair value of the Plans Level 3 assets at December 31, 2012.
|
|
Guaranteed |
|
Wrapper |
| ||
At January 1, 2012 |
|
$ |
21,017 |
|
$ |
567 |
|
Actual return on investments: |
|
|
|
|
| ||
Related to investments held at end of year |
|
507 |
|
142 |
| ||
Purchases, sales, issuances and settlements: |
|
|
|
|
| ||
Settlements |
|
(6,263 |
) |
|
| ||
At December 31, 2012 |
|
$ |
15,261 |
|
$ |
709 |
|
NOTE 6 - FINANCIAL INSTRUMENTS
As part of their investment strategy, the managers of the fixed income fund, which invests in synthetic guaranteed investment contracts, may use derivative financial instruments for various purposes including, managing exposure to sector risk or movements in interest rates, extending the duration of the life of the investment portfolio and as a substitute for cash securities. The derivative instruments typically used are interest rate futures, options and swaps. There is exposure to credit loss in the event of nonperformance by counterparties to option and swap transactions. The Plans investment managers continually monitor the Plans positions with, and credit quality of, the financial institutions which are counterparties to its derivative instruments. Nonperformance by any of the counterparties is not anticipated.
The notional amount of outstanding futures contracts was $28 million at December 31, 2012 and $68 million at December 31, 2011.
The fair value of derivative financial instruments recorded on the Statements of Net Assets Available for Benefits at December 31, 2012 and 2011 was as follows:
|
|
At December 31, |
|
Statement of Net Assets |
| ||||
|
|
2012 |
|
2011 |
|
Available for Benefits Account |
| ||
|
|
|
|
|
|
|
| ||
Asset position: |
|
|
|
|
|
|
| ||
Interest rate futures |
|
$ |
704 |
|
$ |
1,695 |
|
Investments, at fair value |
|
|
|
|
|
|
|
|
| ||
Liability position: |
|
|
|
|
|
|
| ||
Interest rate futures |
|
$ |
(134 |
) |
$ |
(373 |
) |
Investments, at fair value |
|
CBS 401(k) PLAN
NOTES TO FINANCIAL STATEMENTS (Continued)
(Tabular dollars in thousands)
Net gains recognized on derivative financial instruments were as follows:
|
|
Year Ended |
| ||
|
|
|
| ||
Interest rate futures |
|
$ |
1,295 |
|
|
The gains and losses recognized on derivative instruments are reflected in the fair value of the synthetic guaranteed investment contracts, which is used in determining the interest earned on these contracts.
NOTE 7 - INCOME TAX STATUS
The Internal Revenue Service (IRS) issued a favorable determination letter dated April 18, 2013, indicating that the Plan satisfied the requirements of Section 401(a) of the Code and that the trust thereunder is exempt from federal income taxes under the provisions of Section 501(a) of the Code. The Plan Administrator believes that the Plan is designed and is currently being operated in compliance with the applicable provisions of the Code. In addition, the Plan Administrator has concluded that as of December 31, 2012, there are no uncertain tax positions taken or expected to be taken that require recognition of an asset or liability or disclosure in the financial statements. The Plan is subject to routine audits by taxing jurisdictions; however, there are currently no audits in progress. The Plan Administrator believes it is no longer subject to income tax examinations for years prior to 2009.
NOTE 8 - TERMINATION PRIORITIES
Although the Company anticipates that the Plan will continue indefinitely, it reserves the right, by action of its Board, or delegates thereof, to amend or terminate the Plan provided that such action does not retroactively reduce earned participant benefits. In the event of termination of the Plan, participants become fully vested. Upon termination, the Plan provides that the net assets of the Plan would be distributed to participants based on their respective account balances.
CBS 401(k) PLAN
NOTES TO FINANCIAL STATEMENTS (Continued)
(Tabular dollars in thousands)
NOTE 9 - RECONCILIATION OF FINANCIAL STATEMENTS TO FORM 5500
The following is a reconciliation of net assets available for benefits per the financial statements to the Form 5500:
|
|
|
At December 31, |
| ||||
|
|
|
2012 |
|
2011 |
| ||
Net assets available for benefits per the financial statements |
|
|
$ |
3,875,358 |
|
$ |
3,555,136 |
|
Amounts allocated to withdrawing participants |
|
|
(410 |
) |
(315 |
) | ||
Adjustment from contract value to fair value for fully benefit-responsive investment contracts |
|
|
123,251 |
|
118,628 |
| ||
Net assets available for benefits per the Form 5500 |
|
|
$ |
3,998,199 |
|
$ |
3,673,449 |
|
The following is a reconciliation of the net increase in net assets available for benefits as reflected in the financial statements to the Form 5500:
|
|
Year Ended |
| ||
Net increase in net assets available for benefits per the financial statements |
|
$ |
320,222 |
| |
Less: Amounts allocated to withdrawing participants at December 31, 2012 |
|
(410 |
) | ||
Add: Amounts allocated to withdrawing participants at December 31, 2011 |
|
315 |
| ||
Add: Adjustment from contract value to fair value for fully benefit-responsive investment contracts at December 31, 2012 |
|
123,251 |
| ||
Less: Adjustment from contract value to fair value for fully benefit-responsive investment contracts at December 31, 2011 |
|
(118,628 |
) | ||
Net increase in net assets available for benefits per the Form 5500 |
|
$ |
324,750 |
| |
Amounts allocated to withdrawing participants are recorded on the Form 5500 for benefit claims that have been processed and approved for payment prior to December 31, 2012, but were not paid as of that date.
CBS 401 (k) PLAN
SCHEDULE OF DELINQUENT PARTICIPANT CONTRIBUTIONS
For the year ended December 31, 2012
(Dollars in thousands)
Participant |
|
Total That Constitute Nonexempt Prohibited Transactions |
|
Total Fully Corrected Under Voluntary | |||||||||
Check Here |
|
|
|
|
|
|
|
Fiduciary Correction | |||||
If Late Participant Loan |
|
Contributions |
|
Contributions Corrected |
|
Contributions Pending |
|
Program (VFCP) and | |||||
|
|
|
|
|
|
|
|
| |||||
$ |
3 |
|
$ |
- |
|
$ |
203 |
|
$ |
- |
|
$ |
- |
CBS 401 (k) PLAN
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
December 31, 2012
(Dollars in thousands)
|
|
|
|
Identity of issuer, borrower, lessor or similar party |
|
Maturity and Interest Rates |
|
Cost (5) |
|
Current Value |
|
Wrapper | |||
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
Self Directed Accounts |
|
|
|
|
|
$ |
28,946 |
|
$ |
- | |
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
Corporate Common Stock |
|
|
|
|
|
|
|
| |||
* |
|
|
|
CBS Corporation Class A Common Stock |
|
|
|
|
|
747 |
|
- | |||
* |
|
|
|
CBS Corporation Class B Common Stock |
|
|
|
|
|
513,925 |
|
- | |||
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
Total Corporate Common Stock |
|
|
|
|
|
514,672 |
|
- | |||
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
Mutual Funds |
|
|
|
|
|
|
|
| |||
|
|
|
|
DFA U.S. Small Cap Fund |
|
|
|
|
|
107,308 |
|
- | |||
* |
|
|
|
Dreyfus Government Cash Management Fund |
|
|
|
|
|
50,159 |
|
- | |||
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
Total Mutual Funds |
|
|
|
|
|
157,467 |
|
- | |||
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
Common Collective Funds |
|
|
|
|
|
|
|
| |||
|
|
|
|
BlackRock S&P 500 Index Fund |
|
|
|
|
|
549,959 |
|
- | |||
* |
|
|
|
BNY Mellon Aggregate Bond Index Fund |
|
|
|
|
|
139,003 |
|
- | |||
|
|
|
|
BlackRock LifePath 2020 Fund |
|
|
|
|
|
95,148 |
|
- | |||
|
|
|
|
BlackRock Mid Cap Equity Index Fund |
|
|
|
|
|
91,647 |
|
- | |||
|
|
|
|
Capital Guardian International Equity Fund |
|
|
|
|
|
91,549 |
|
- | |||
|
|
|
|
Capital Guardian Emerging Markets Equity Fund |
|
|
|
|
|
84,817 |
|
- | |||
|
|
|
|
BlackRock LifePath 2040 Fund |
|
|
|
|
|
68,761 |
|
- | |||
|
|
|
|
BlackRock LifePath Retirement Fund |
|
|
|
|
|
42,347 |
|
- | |||
|
|
|
|
BlackRock LifePath 2035 Fund |
|
|
|
|
|
23,251 |
|
- | |||
|
|
|
|
BlackRock LifePath 2030 Fund |
|
|
|
|
|
21,525 |
|
- | |||
|
|
|
|
BlackRock LifePath 2025 Fund |
|
|
|
|
|
19,500 |
|
- | |||
|
|
|
|
BlackRock LifePath 2050 Fund |
|
|
|
|
|
16,665 |
|
- | |||
|
|
|
|
BlackRock LifePath 2015 Fund |
|
|
|
|
|
16,546 |
|
- | |||
|
|
|
|
BlackRock LifePath 2045 Fund |
|
|
|
|
|
15,159 |
|
- | |||
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
Total Common Collective Funds |
|
|
|
|
|
1,275,877 |
|
- | |||
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
Separately Managed Accounts (1) |
|
|
|
|
|
|
|
| |||
|
|
(2) |
|
Wellington Growth Portfolio |
|
|
|
|
|
131,557 |
|
- | |||
|
|
(2) |
|
Dodge & Cox Value Equity Fund |
|
|
|
|
|
110,280 |
|
- | |||
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
Total Separately Managed Accounts |
|
|
|
|
|
241,837 |
|
- | |||
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
Guaranteed Investment Contracts |
|
|
|
|
|
|
|
| |||
|
|
|
|
Prudential Insurance Company of America |
|
|
|
|
|
|
|
| |||
|
|
|
|
G-10112-215 |
|
12/10/2013 and 5.09% |
|
|
|
6,512 |
|
- | |||
|
|
|
|
Jackson National Life Insurance Company |
|
|
|
|
|
|
|
| |||
|
|
|
|
G-1378-4 |
|
12/2/2013 and 5.32% |
|
|
|
8,749 |
|
- | |||
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
Total Guaranteed Investment Contracts |
|
|
|
|
|
15,261 |
|
- | |||
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
Synthetic Guaranteed Investment Contracts (3) |
|
|
|
|
|
|
|
| |||
|
|
(4) |
|
Monumental Life Insurance Company |
|
|
|
|
|
|
|
| |||
|
|
|
|
MDA00930TR |
|
evergreen and variable % |
|
|
|
617,113 |
|
- | |||
|
|
(4) |
|
Prudential Insurance Company of America |
|
|
|
|
|
|
|
| |||
|
|
|
|
GA-62413 |
|
evergreen and variable % |
|
|
|
432,849 |
|
- | |||
|
|
(4) |
|
Natixis Financial Products, Inc. |
|
|
|
|
|
|
|
| |||
|
|
|
|
No. 1222-01 |
|
evergreen and variable % |
|
|
|
337,853 |
|
- | |||
|
|
(4) |
|
State Street Bank and Trust Company |
|
|
|
|
|
|
|
| |||
|
|
|
|
No. 108002 |
|
evergreen and variable % |
|
|
|
190,400 |
|
- | |||
|
|
(4) |
|
Natixis Financial Products, Inc. |
|
|
|
|
|
|
|
| |||
|
|
|
|
No. 1222-02 |
|
evergreen and variable % |
|
|
|
143,673 |
|
- | |||
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
Total Synthetic Guaranteed Investment Contracts |
|
|
|
|
|
1,721,888 |
|
- | |||
|
|
|
|
|
|
|
|
|
|
|
|
| |||
* |
|
|
|
Notes receivable from participants |
|
Maturity dates through 2037 and interest rates ranging from 4.25% to 11.50% |
|
|
|
32,235 |
|
- | |||
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
Wrapper value |
|
|
|
|
|
- |
|
709 | |||
|
|
|
|
|
|
|
|
|
|
|
|
| |||
|
|
|
|
Total investments, at fair value and notes receivable from participants |
|
|
|
|
|
$ |
3,988,183 |
|
$ |
709 | |
|
|
|
|
| |||||||||||
|
|
|
|
| |||||||||||
|
|
|
|
* |
Identified as a party-in-interest to the Plan. | ||||||||||
|
|
|
|
|
| ||||||||||
|
|
|
|
(1) |
Includes $4 million of investments identified as a party-in-interest to the Plan. | ||||||||||
|
|
|
|
(2) |
Refer to Attachment A for listing of assets relating to these accounts. | ||||||||||
|
|
|
|
(3) |
Includes $65 million of investments identified as a party-in-interest to the Plan. | ||||||||||
|
|
|
|
(4) |
Refer to Attachment B for listing of assets relating to these contracts. | ||||||||||
|
|
|
|
(5) |
There are no non-participant directed investments. | ||||||||||
Attachment A
(In thousands)
|
Identity of Issuer |
|
Description |
|
Cost |
|
Current Value |
| |
|
|
|
|
|
|
|
|
| |
|
ABERCROMBIE & FITCH CO |
|
COMMON STOCK |
|
|
|
$ |
1,747 |
|
|
ACME PACKET INC |
|
COMMON STOCK |
|
|
|
1,373 |
| |
|
AGILENT TECHNOLOGIES INC |
|
COMMON STOCK |
|
|
|
1,189 |
| |
|
ALLIANCE DATA SYSTEMS CORP |
|
COMMON STOCK |
|
|
|
1,815 |
| |
|
ALTERA CORP |
|
COMMON STOCK |
|
|
|
2,226 |
| |
|
AMAZON.COM INC |
|
COMMON STOCK |
|
|
|
2,960 |
| |
|
AMERICAN EXPRESS CO |
|
COMMON STOCK |
|
|
|
1,323 |
| |
|
AMERICAN TOWER CORP |
|
COMMON STOCK |
|
|
|
410 |
| |
|
AMETEK INC |
|
COMMON STOCK |
|
|
|
1,641 |
| |
|
ANADARKO PETROLEUM CORP |
|
COMMON STOCK |
|
|
|
1,833 |
| |
|
APPLE INC |
|
COMMON STOCK |
|
|
|
7,918 |
| |
|
AUTOZONE INC |
|
COMMON STOCK |
|
|
|
1,669 |
| |
|
BIOGEN IDEC INC |
|
COMMON STOCK |
|
|
|
1,794 |
| |
|
BMC SOFTWARE INC |
|
COMMON STOCK |
|
|
|
1,213 |
| |
|
BROADCOM CORP |
|
COMMON STOCK |
|
|
|
1,158 |
| |
|
CAMERON INTERNATIONAL CORP |
|
COMMON STOCK |
|
|
|
833 |
| |
|
CITRIX SYSTEMS INC |
|
COMMON STOCK |
|
|
|
1,222 |
| |
|
COBALT INTERNATIONAL ENERGY IN |
|
COMMON STOCK |
|
|
|
935 |
| |
|
COGNIZANT TECHNOLOGY SOLUTIONS |
|
COMMON STOCK |
|
|
|
1,842 |
| |
|
COMCAST CORP |
|
COMMON STOCK |
|
|
|
2,035 |
| |
|
COVIDIEN PLC |
|
COMMON STOCK |
|
|
|
1,586 |
| |
|
CUMMINS INC |
|
COMMON STOCK |
|
|
|
800 |
| |
|
CVS CAREMARK CORP |
|
COMMON STOCK |
|
|
|
1,541 |
| |
|
DOLLAR GENERAL CORP |
|
COMMON STOCK |
|
|
|
1,135 |
| |
* |
DREYFUS GOVT CASH MGMT FUND |
|
MUTUAL FUND |
|
|
|
1,144 |
| |
|
DR HORTON INC |
|
COMMON STOCK |
|
|
|
1,287 |
| |
|
DUNKIN BRANDS GROUP INC |
|
COMMON STOCK |
|
|
|
1,969 |
| |
|
EATON CORP PLC |
|
COMMON STOCK |
|
|
|
1,394 |
| |
|
EBAY INC |
|
COMMON STOCK |
|
|
|
3,908 |
| |
|
EDWARDS LIFESCIENCES CORP |
|
COMMON STOCK |
|
|
|
1,984 |
| |
|
EMC CORP/MA |
|
COMMON STOCK |
|
|
|
1,424 |
| |
|
ENSCO PLC |
|
COMMON STOCK |
|
|
|
373 |
| |
|
FACEBOOK INC |
|
COMMON STOCK |
|
|
|
1,999 |
| |
|
FAMILY DOLLAR STORES INC |
|
COMMON STOCK |
|
|
|
1,757 |
| |
|
GILEAD SCIENCES INC |
|
COMMON STOCK |
|
|
|
2,821 |
| |
|
GOOGLE INC |
|
COMMON STOCK |
|
|
|
3,965 |
| |
|
GREEN MOUNTAIN COFFEE ROASTERS |
|
COMMON STOCK |
|
|
|
3,887 |
| |
|
HARLEY-DAVIDSON INC |
|
COMMON STOCK |
|
|
|
1,600 |
| |
|
HOLOGIC INC |
|
COMMON STOCK |
|
|
|
1,924 |
| |
|
IHS INC |
|
COMMON STOCK |
|
|
|
1,270 |
| |
|
JB HUNT TRANSPORT SERVICES INC |
|
COMMON STOCK |
|
|
|
1,319 |
| |
|
JOHNSON & JOHNSON |
|
COMMON STOCK |
|
|
|
1,338 |
| |
|
JPMORGAN CHASE & CO |
|
COMMON STOCK |
|
|
|
1,351 |
| |
|
JUNIPER NETWORKS INC |
|
COMMON STOCK |
|
|
|
1,581 |
| |
|
KANSAS CITY SOUTHERN |
|
COMMON STOCK |
|
|
|
1,051 |
| |
|
LENNAR CORP |
|
COMMON STOCK |
|
|
|
874 |
| |
|
LINKEDIN CORP |
|
COMMON STOCK |
|
|
|
679 |
| |
|
LORILLARD INC |
|
COMMON STOCK |
|
|
|
1,242 |
| |
|
LOWES COS INC |
|
COMMON STOCK |
|
|
|
3,216 |
| |
|
MASTERCARD INC |
|
COMMON STOCK |
|
|
|
2,203 |
| |
|
MERCK & CO INC |
|
COMMON STOCK |
|
|
|
1,185 |
| |
|
MICHAEL KORS HOLDINGS LTD |
|
COMMON STOCK |
|
|
|
556 |
| |
|
MONSANTO CO |
|
COMMON STOCK |
|
|
|
2,574 |
| |
|
NATIONAL OILWELL VARCO INC |
|
COMMON STOCK |
|
|
|
917 |
| |
|
NETAPP INC |
|
COMMON STOCK |
|
|
|
1,152 |
| |
|
NEWS CORP |
|
COMMON STOCK |
|
|
|
2,580 |
| |
|
NORFOLK SOUTHERN CORP |
|
COMMON STOCK |
|
|
|
1,506 |
| |
|
ORACLE CORP |
|
COMMON STOCK |
|
|
|
4,463 |
| |
|
PEPSICO INC |
|
COMMON STOCK |
|
|
|
2,527 |
| |
|
PRICELINE.COM INC |
|
COMMON STOCK |
|
|
|
1,842 |
| |
|
PVH CORP |
|
COMMON STOCK |
|
|
|
1,358 |
| |
|
QUALCOMM INC |
|
COMMON STOCK |
|
|
|
1,749 |
| |
|
RALPH LAUREN CORP |
|
COMMON STOCK |
|
|
|
338 |
| |
|
REGENERON PHARMACEUTICALS INC |
|
COMMON STOCK |
|
|
|
784 |
| |
|
ROCKWELL AUTOMATION INC |
|
COMMON STOCK |
|
|
|
179 |
| |
|
SAFRAN SA |
|
COMMON STOCK |
|
|
|
700 |
| |
|
SALESFORCE.COM INC |
|
COMMON STOCK |
|
|
|
1,538 |
| |
|
SCHLUMBERGER LTD |
|
COMMON STOCK |
|
|
|
875 |
| |
|
SERVICENOW INC |
|
COMMON STOCK |
|
|
|
836 |
| |
|
SIRIUS XM RADIO INC |
|
COMMON STOCK |
|
|
|
1,958 |
| |
|
SPLUNK INC |
|
COMMON STOCK |
|
|
|
1,002 |
| |
|
STARWOOD HOTELS & RESORTS WORL |
|
COMMON STOCK |
|
|
|
1,490 |
| |
|
TIBCO SOFTWARE INC |
|
COMMON STOCK |
|
|
|
415 |
| |
|
TIME WARNER INC |
|
COMMON STOCK |
|
|
|
1,763 |
| |
|
UNITEDHEALTH GROUP INC |
|
COMMON STOCK |
|
|
|
1,129 |
| |
|
VISA INC |
|
COMMON STOCK |
|
|
|
1,908 |
| |
|
VMWARE INC |
|
COMMON STOCK |
|
|
|
288 |
| |
|
WAL-MART STORES INC |
|
COMMON STOCK |
|
|
|
760 |
| |
|
WALT DISNEY CO/THE |
|
COMMON STOCK |
|
|
|
2,243 |
| |
|
YUM! BRANDS INC |
|
COMMON STOCK |
|
|
|
1,184 |
| |
|
WELLINGTON GROWTH PORTFOLIO |
|
|
|
|
|
$ |
131,557 |
|
Attachment A
(In thousands)
|
Identity of Issuer |
|
Description |
|
Cost |
|
Current Value |
| |
|
|
|
|
|
|
|
|
| |
|
AMDOCS LTD COM |
|
COMMON STOCK |
|
|
|
$ |
408 |
|
|
TE CONNECTIVITY LTD USD0.97 |
|
COMMON STOCK |
|
|
|
1,392 |
| |
|
TYCO INTERNATIONAL LTD SHS |
|
COMMON STOCK |
|
|
|
632 |
| |
|
ADT CORP/THE |
|
COMMON STOCK |
|
|
|
502 |
| |
|
AOL INC |
|
COMMON STOCK |
|
|
|
445 |
| |
|
ADOBE SYSTEMS INC |
|
COMMON STOCK |
|
|
|
1,326 |
| |
|
AEGON NV |
|
COMMON STOCK |
|
|
|
901 |
| |
|
BB&T CORP |
|
COMMON STOCK |
|
|
|
955 |
| |
|
BMC SOFTWARE INC |
|
COMMON STOCK |
|
|
|
833 |
| |
|
BAKER HUGHES INC |
|
COMMON STOCK |
|
|
|
1,717 |
| |
|
BANK OF AMERICA CORP |
|
COMMON STOCK |
|
|
|
2,146 |
| |
* |
BANK OF NEW YORK MELLON CORP/T |
|
COMMON STOCK |
|
|
|
2,372 |
| |
|
BOSTON SCIENTIFIC CORP |
|
COMMON STOCK |
|
|
|
802 |
| |
|
CIGNA CORPORATION COM |
|
COMMON STOCK |
|
|
|
401 |
| |
|
CADENCE DESIGN SYSTEMS INC |
|
COMMON STOCK |
|
|
|
405 |
| |
|
CAPITAL ONE FINANCIAL CORP |
|
COMMON STOCK |
|
|
|
4,055 |
| |
|
CARMAX INC |
|
COMMON STOCK |
|
|
|
604 |
| |
|
CELANESE CORP |
|
COMMON STOCK |
|
|
|
1,176 |
| |
|
CHEVRON CORP |
|
COMMON STOCK |
|
|
|
1,067 |
| |
|
COMCAST CORP |
|
COMMON STOCK |
|
|
|
4,381 |
| |
|
COMPUTER SCIENCES CORP |
|
COMMON STOCK |
|
|
|
1,013 |
| |
|
COMPUWARE CORP |
|
COMMON STOCK |
|
|
|
400 |
| |
|
CORNING INC |
|
COMMON STOCK |
|
|
|
671 |
| |
|
CREDIT SUISSE GROUP AG |
|
COMMON STOCK |
|
|
|
79 |
| |
|
DELL INC |
|
COMMON STOCK |
|
|
|
405 |
| |
* |
DREYFUS GOVT CASH MGMT FUND |
|
MUTUAL FUND |
|
|
|
2,878 |
| |
|
DISH NETWORK CORP |
|
COMMON STOCK |
|
|
|
819 |
| |
|
DOMTAR CORP |
|
COMMON STOCK |
|
|
|
192 |
| |
|
DOW CHEMICAL CO/THE |
|
COMMON STOCK |
|
|
|
1,564 |
| |
|
EBAY INC |
|
COMMON STOCK |
|
|
|
1,531 |
| |
|
FEDEX CORP |
|
COMMON STOCK |
|
|
|
2,504 |
| |
|
GENERAL ELECTRIC CO |
|
COMMON STOCK |
|
|
|
3,831 |
| |
|
GENWORTH FINANCIAL INC |
|
COMMON STOCK |
|
|
|
338 |
| |
|
GLAXOSMITHKLINE PLC |
|
COMMON STOCK |
|
|
|
2,826 |
| |
|
GOLDMAN SACHS GROUP INC/THE |
|
COMMON STOCK |
|
|
|
2,424 |
| |
|
GOOGLE INC |
|
COMMON STOCK |
|
|
|
1,064 |
| |
|
HSBC HOLDINGS PLC |
|
COMMON STOCK |
|
|
|
637 |
| |
|
HEWLETT-PACKARD CO |
|
COMMON STOCK |
|
|
|
2,361 |
| |
|
JPMORGAN CHASE & CO |
|
COMMON STOCK |
|
|
|
945 |
| |
|
KONINKLIJKE PHILIPS ELECTRONIC |
|
COMMON STOCK |
|
|
|
796 |
| |
|
LEGG MASON INC |
|
COMMON STOCK |
|
|
|
93 |
| |
|
LIBERTY GLOBAL INC |
|
COMMON STOCK |
|
|
|
252 |
| |
|
LIBERTY GLOBAL INC |
|
COMMON STOCK |
|
|
|
441 |
| |
|
LIBERTY INTERACTIVE CORP |
|
COMMON STOCK |
|
|
|
1,169 |
| |
|
MAXIM INTEGRATED PRODUCTS INC |
|
COMMON STOCK |
|
|
|
906 |
| |
|
MCGRAW-HILL COS INC/THE |
|
COMMON STOCK |
|
|
|
765 |
| |
|
MEDTRONIC INC |
|
COMMON STOCK |
|
|
|
775 |
| |
|
MERCK & CO INC |
|
COMMON STOCK |
|
|
|
3,635 |
| |
|
METLIFE INC |
|
COMMON STOCK |
|
|
|
824 |
| |
|
MICROSOFT CORP |
|
COMMON STOCK |
|
|
|
2,807 |
| |
|
MOLEX INC |
|
COMMON STOCK |
|
|
|
66 |
| |
|
MOLEX INC |
|
COMMON STOCK |
|
|
|
562 |
| |
|
NVR INC |
|
COMMON STOCK |
|
|
|
230 |
| |
|
NETAPP INC |
|
COMMON STOCK |
|
|
|
1,258 |
| |
|
NEWS CORP |
|
COMMON STOCK |
|
|
|
2,569 |
| |
|
NOKIA OYJ |
|
COMMON STOCK |
|
|
|
119 |
| |
|
NOVARTIS AG |
|
COMMON STOCK |
|
|
|
3,165 |
| |
|
OCCIDENTAL PETROLEUM CORP |
|
COMMON STOCK |
|
|
|
2,160 |
| |
|
PANASONIC CORP |
|
COMMON STOCK |
|
|
|
578 |
| |
|
JC PENNEY CO INC |
|
COMMON STOCK |
|
|
|
542 |
| |
|
PFIZER INC |
|
COMMON STOCK |
|
|
|
2,922 |
| |
|
PITNEY BOWES INC |
|
COMMON STOCK |
|
|
|
23 |
| |
|
SANOFI |
|
COMMON STOCK |
|
|
|
3,459 |
| |
|
SCHLUMBERGER LTD |
|
COMMON STOCK |
|
|
|
2,217 |
| |
|
CHARLES SCHWAB CORP/THE |
|
COMMON STOCK |
|
|
|
2,201 |
| |
|
SONY CORP |
|
COMMON STOCK |
|
|
|
234 |
| |
|
SPRINT NEXTEL CORP |
|
COMMON STOCK |
|
|
|
2,977 |
| |
|
SUNTRUST BANKS INC |
|
COMMON STOCK |
|
|
|
992 |
| |
|
SYMANTEC CORP |
|
COMMON STOCK |
|
|
|
1,627 |
| |
|
SYNOPSYS INC |
|
COMMON STOCK |
|
|
|
955 |
| |
|
TIME WARNER INC |
|
COMMON STOCK |
|
|
|
3,323 |
| |
|
TIME WARNER CABLE INC |
|
COMMON STOCK |
|
|
|
2,506 |
| |
|
UNILEVER PLC |
|
COMMON STOCK |
|
|
|
871 |
| |
|
VODAFONE GROUP PLC |
|
COMMON STOCK |
|
|
|
1,081 |
| |
|
VULCAN MATERIALS CO |
|
COMMON STOCK |
|
|
|
1,182 |
| |
|
WAL-MART STORES INC |
|
COMMON STOCK |
|
|
|
1,638 |
| |
|
WELLS FARGO & CO |
|
COMMON STOCK |
|
|
|
4,164 |
| |
|
XEROX CORP |
|
COMMON STOCK |
|
|
|
1,194 |
| |
|
DODGE & COX VALUE EQUITY FUND |
|
|
|
|
|
$ |
110,280 |
|
* Identified as a party-in-interest to the Plan.
Attachment B
(In thousands)
|
|
|
|
|
|
|
|
| |
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
| |
|
|
|
|
|
|
|
|
| |
|
90DAY EURODOLLAR FUTURE (CME) |
|
EXP DEC 15 |
|
OTHER INVESTMENTS |
|
$ |
423 |
|
|
ABBEY NATIONAL TREASURY S 144A |
|
3.875% 11/10/2014 DD 11/10/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,022 |
| |
|
ABBEY NATIONAL TREASURY SERVIC |
|
2.875% 04/25/2014 DD 04/27/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
408 |
| |
|
ABBVIE INC 144A |
|
2.900% 11/06/2022 DD 11/08/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
326 |
| |
|
ABBVIE INC 144A |
|
1.750% 11/06/2017 DD 11/08/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
672 |
| |
|
ABBVIE INC 144A |
|
1.750% 11/06/2017 DD 11/08/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,299 |
| |
|
ABBVIE INC 144A |
|
1.200% 11/06/2015 DD 11/08/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,611 |
| |
|
ABN AMRO BANK NV 144A |
|
3.000% 01/31/2014 DD 02/01/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,019 |
| |
|
ACCESS GROUP INC 1 A |
|
VAR RT 10/27/2025 DD 08/05/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
810 |
| |
|
ACE INA HOLDINGS INC |
|
5.800% 03/15/2018 DD 02/14/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
131 |
| |
|
ACHMEA HYPOTHEEKBANK NV 144A |
|
3.200% 11/03/2014 DD 11/03/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
447 |
| |
|
ACTAVIS INC |
|
1.875% 10/01/2017 DD 10/02/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
765 |
| |
|
ADT CORP/THE 144A |
|
2.250% 07/15/2017 DD 07/05/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
491 |
| |
|
AETNA INC |
|
1.500% 11/15/2017 DD 11/07/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
361 |
| |
|
AETNA INC |
|
2.750% 11/15/2022 DD 11/07/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
660 |
| |
|
AETNA INC |
|
6.000% 06/15/2016 DD 06/09/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,295 |
| |
|
AIMCO CLO SERIES 2 AA A1B 144A |
|
VAR RT 10/20/2019 DD 09/08/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,054 |
| |
|
ALCOA INC |
|
6.000% 07/15/2013 DD 07/15/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
47 |
| |
|
ALCOA INC |
|
5.550% 02/01/2017 DD 01/25/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
50 |
| |
|
ALLEGHANY CORP |
|
5.625% 09/15/2020 DD 09/20/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
777 |
| |
|
ALLIED WORLD ASSURANCE CO LTD |
|
7.500% 08/01/2016 DD 07/26/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
594 |
| |
|
ALLY AUTO RECEIVABLES TRU 1 A3 |
|
0.930% 02/16/2016 DD 01/18/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,006 |
| |
|
ALTRIA GROUP INC |
|
2.850% 08/09/2022 DD 08/09/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
198 |
| |
|
ALTRIA GROUP INC |
|
2.850% 08/09/2022 DD 08/09/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
322 |
| |
|
ALTRIA GROUP INC |
|
7.750% 02/06/2014 DD 02/06/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
583 |
| |
|
AMAZON.COM INC |
|
1.200% 11/29/2017 DD 11/29/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
497 |
| |
|
AMERICA MOVIL SAB DE CV |
|
2.375% 09/08/2016 DD 09/08/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
988 |
| |
|
AMERICAN EXPRESS BANK FSB |
|
5.500% 04/16/2013 DD 04/16/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,536 |
| |
|
AMERICAN EXPRESS CO |
|
4.875% 07/15/2013 DD 07/24/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
215 |
| |
|
AMERICAN EXPRESS CO |
|
6.150% 08/28/2017 DD 08/28/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
321 |
| |
|
AMERICAN EXPRESS CO |
|
7.000% 03/19/2018 DD 03/19/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,011 |
| |
|
AMERICAN EXPRESS CRED 4 C 144A |
|
VAR RT 05/15/2020 DD 11/08/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,100 |
| |
|
AMERICAN EXPRESS CREDIT CORP |
|
7.300% 08/20/2013 DD 08/20/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
82 |
| |
|
AMERICAN EXPRESS CREDIT CORP |
|
2.750% 09/15/2015 DD 09/13/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
110 |
| |
|
AMERICAN EXPRESS CREDIT CORP |
|
5.875% 05/02/2013 DD 06/02/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
161 |
| |
|
AMERICAN EXPRESS CREDIT CORP |
|
2.750% 09/15/2015 DD 09/13/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
210 |
| |
|
AMERICAN EXPRESS CREDIT CORP |
|
5.875% 05/02/2013 DD 06/02/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
815 |
| |
|
AMERICAN EXPRESS CREDIT CORP |
|
2.800% 09/19/2016 DD 09/19/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,042 |
| |
|
AMERICAN EXPRESS CREDIT CORP |
|
2.800% 09/19/2016 DD 09/19/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,270 |
| |
|
AMERICAN HONDA FINANCE CO 144A |
|
1.850% 09/19/2014 DD 09/20/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
636 |
| |
|
AMERICAN INTERNATIONAL GROUP I |
|
5.600% 10/18/2016 DD 10/18/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
120 |
| |
|
AMERICAN INTERNATIONAL GROUP I |
|
6.400% 12/15/2020 DD 12/03/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
248 |
| |
|
AMERICAN INTERNATIONAL GROUP I |
|
5.450% 05/18/2017 DD 05/18/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
258 |
| |
|
AMERICAN INTERNATIONAL GROUP I |
|
5.450% 05/18/2017 DD 05/18/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
258 |
| |
|
AMERICAN INTERNATIONAL GROUP I |
|
3.000% 03/20/2015 DD 03/22/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
260 |
| |
|
AMERICAN INTERNATIONAL GROUP I |
|
4.875% 06/01/2022 DD 05/24/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
274 |
| |
|
AMERICAN INTERNATIONAL GROUP I |
|
8.250% 08/15/2018 DD 02/15/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
296 |
| |
|
AMERICAN INTERNATIONAL GROUP I |
|
5.850% 01/16/2018 DD 12/12/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
430 |
| |
|
AMERICAN INTERNATIONAL GROUP I |
|
4.250% 09/15/2014 DD 09/13/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
527 |
| |
|
AMERICAN INTERNATIONAL GROUP I |
|
3.800% 03/22/2017 DD 03/22/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
552 |
| |
|
AMERICAN INTERNATIONAL GROUP I |
|
4.875% 09/15/2016 DD 09/13/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
554 |
| |
|
AMERICAN INTERNATIONAL GROUP I |
|
5.050% 10/01/2015 DD 04/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
662 |
| |
|
AMERICAN INTERNATIONAL GROUP I |
|
8.250% 08/15/2018 DD 02/15/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,628 |
| |
|
AMERICAN INTERNATIONAL GROUP I |
|
5.450% 05/18/2017 DD 05/18/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
3,675 |
| |
|
AMERICREDIT AUTOMOBILE RE 2 A2 |
|
0.900% 09/08/2014 DD 04/13/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
104 |
| |
|
AMERICREDIT AUTOMOBILE RE 2 A2 |
|
0.760% 10/08/2015 DD 04/19/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,086 |
| |
|
AMERICREDIT AUTOMOBILE RE 2 A3 |
|
1.050% 10/11/2016 DD 04/19/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,300 |
| |
|
AMERICREDIT AUTOMOBILE RE 3 A2 |
|
0.710% 12/08/2015 DD 06/27/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,272 |
| |
|
AMGEN INC |
|
4.850% 11/18/2014 DD 11/18/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
132 |
| |
|
AMGEN INC |
|
2.500% 11/15/2016 DD 11/10/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,471 |
| |
|
ANADARKO PETROLEUM CORP |
|
5.750% 06/15/2014 DD 06/12/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
133 |
| |
|
ANADARKO PETROLEUM CORP |
|
7.625% 03/15/2014 DD 03/05/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
161 |
| |
|
ANADARKO PETROLEUM CORP |
|
5.950% 09/15/2016 DD 09/19/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
528 |
| |
|
ANADARKO PETROLEUM CORP |
|
6.375% 09/15/2017 DD 08/12/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
711 |
| |
|
ANADARKO PETROLEUM CORP |
|
8.700% 03/15/2019 DD 03/05/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
742 |
| |
|
ANADARKO PETROLEUM CORP |
|
5.950% 09/15/2016 DD 09/19/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,151 |
| |
|
ANHEUSER-BUSCH INBEV WORLDWIDE |
|
2.500% 07/15/2022 DD 07/16/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
191 |
| |
|
ANHEUSER-BUSCH INBEV WORLDWIDE |
|
1.375% 07/15/2017 DD 07/16/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
515 |
| |
|
ANHEUSER-BUSCH INBEV WORLDWIDE |
|
1.375% 07/15/2017 DD 07/16/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
733 |
| |
|
ANHEUSER-BUSCH INBEV WORLDWIDE |
|
1.375% 07/15/2017 DD 07/16/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,566 |
| |
|
APIDOS CDO VIII 8A A1 144A |
|
VAR RT 10/17/2021 DD 10/13/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,003 |
| |
|
APPALACHIAN POWER CO |
|
3.400% 05/24/2015 DD 05/24/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
951 |
| |
|
APPALACHIAN POWER CO |
|
VAR RT 08/16/2013 DD 08/16/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,700 |
| |
|
ARES ENHANCED LOAN 2A A2 144A |
|
VAR RT 01/26/2020 DD 01/19/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
654 |
| |
|
ARIZONA PUBLIC SERVICE CO |
|
4.650% 05/15/2015 DD 05/12/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
114 |
| |
|
ARIZONA PUBLIC SERVICE CO |
|
8.750% 03/01/2019 DD 02/26/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
824 |
| |
|
ARROW ELECTRONICS INC |
|
6.875% 07/01/2013 DD 06/27/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
216 |
| |
|
ASSET BACKED FUNDING C WF1 A2C |
|
VAR RT 12/25/2034 DD 04/28/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
448 |
| |
|
AT&T INC |
|
5.600% 05/15/2018 DD 05/13/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
77 |
| |
|
AT&T INC |
|
5.625% 06/15/2016 DD 08/18/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
122 |
| |
|
AT&T INC |
|
5.500% 02/01/2018 DD 02/01/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
198 |
| |
|
AT&T INC |
|
3.875% 08/15/2021 DD 08/18/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
390 |
| |
|
AT&T INC |
|
1.400% 12/01/2017 DD 12/11/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
515 |
| |
|
AT&T INC |
|
1.700% 06/01/2017 DD 06/14/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
786 |
| |
|
AT&T INC |
|
5.625% 06/15/2016 DD 08/18/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
947 |
| |
|
AT&T INC |
|
2.950% 05/15/2016 DD 04/29/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
953 |
| |
|
AT&T INC |
|
2.625% 12/01/2022 DD 12/11/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,653 |
| |
|
AUSTRALIA & NEW ZEALAND BANKIN |
|
1.875% 10/06/2017 DD 09/11/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,122 |
| |
|
AUTOZONE INC |
|
5.500% 11/15/2015 DD 11/06/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,012 |
| |
|
AXIS CAPITAL HOLDINGS LTD |
|
5.750% 12/01/2014 DD 11/15/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
57 |
| |
|
BA CREDIT CARD TRUST C5 C5 |
|
VAR RT 03/15/2016 DD 08/15/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,035 |
| |
|
BANC OF AMERICA COMMERCIA 2 A4 |
|
VAR RT 05/10/2045 DD 06/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,375 |
| |
|
BANC OF AMERICA COMMERCIA 3 A3 |
|
VAR RT 06/10/2049 DD 07/01/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,658 |
| |
|
BANC OF AMERICA COMMERCIA 5 A4 |
|
5.414% 09/10/2047 DD 10/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,137 |
| |
|
BANC OF AMERICA MERRILL L 1 A3 |
|
4.877% 11/10/2042 DD 04/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
262 |
| |
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
BANC OF AMERICA MERRILL L 6 A4 |
|
VAR RT 09/10/2047 DD 12/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,785 |
|
|
BANC OF AMERICA MERRILL L 6 A5 |
|
4.811% 12/10/2042 DD 12/01/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
213 |
|
|
BANK OF AMERICA CORP |
|
4.750% 08/01/2015 DD 07/26/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
189 |
|
|
BANK OF AMERICA CORP |
|
3.750% 07/12/2016 DD 07/12/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
192 |
|
|
BANK OF AMERICA CORP |
|
4.500% 04/01/2015 DD 03/11/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
213 |
|
|
BANK OF AMERICA CORP |
|
5.750% 08/15/2016 DD 08/14/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
230 |
|
|
BANK OF AMERICA CORP |
|
5.750% 12/01/2017 DD 12/04/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
239 |
|
|
BANK OF AMERICA CORP |
|
5.875% 01/05/2021 DD 12/21/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
240 |
|
|
BANK OF AMERICA CORP |
|
5.750% 12/01/2017 DD 12/04/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
321 |
|
|
BANK OF AMERICA CORP |
|
6.000% 09/01/2017 DD 08/23/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
369 |
|
|
BANK OF AMERICA CORP |
|
3.750% 07/12/2016 DD 07/12/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
438 |
|
|
BANK OF AMERICA CORP |
|
6.000% 09/01/2017 DD 08/23/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
527 |
|
|
BANK OF AMERICA CORP |
|
5.650% 05/01/2018 DD 05/02/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
611 |
|
|
BANK OF AMERICA CORP |
|
5.700% 01/24/2022 DD 01/24/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
627 |
|
|
BANK OF AMERICA CORP |
|
3.875% 03/22/2017 DD 03/22/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
792 |
|
|
BANK OF AMERICA CORP |
|
7.375% 05/15/2014 DD 05/13/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,067 |
|
|
BANK OF AMERICA CORP |
|
4.900% 05/01/2013 DD 05/02/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,075 |
|
|
BANK OF AMERICA CORP |
|
5.700% 01/24/2022 DD 01/24/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,082 |
|
|
BANK OF AMERICA CORP |
|
6.500% 08/01/2016 DD 07/28/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,992 |
|
|
BANK OF AMERICA CORP |
|
4.500% 04/01/2015 DD 03/11/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
3,091 |
|
|
BANK OF AMERICA CORP |
|
5.650% 05/01/2018 DD 05/02/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
6,399 |
|
|
BANK OF AMERICA NA |
|
5.300% 03/15/2017 DD 03/13/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
281 |
|
|
BANK OF MONTREAL |
|
2.500% 01/11/2017 DD 01/11/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
681 |
|
* |
BANK OF NEW YORK MELLON CORP/T |
|
1.200% 02/20/2015 DD 02/21/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
794 |
|
* |
BANK OF NEW YORK MELLON CORP/T |
|
2.950% 06/18/2015 DD 06/18/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,345 |
|
|
BANK OF NOVA SCOTIA |
|
2.250% 01/22/2013 DD 01/22/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
36 |
|
|
BANK OF NOVA SCOTIA |
|
0.750% 10/09/2015 DD 10/09/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
865 |
|
|
BANK OF NOVA SCOTIA |
|
2.550% 01/12/2017 DD 01/12/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,636 |
|
|
BANK ONE ISSUANCE TRUST C3 C3 |
|
4.770% 02/16/2016 DD 06/18/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,392 |
|
|
BARCLAYS BANK PLC |
|
2.750% 02/23/2015 DD 02/23/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
435 |
|
|
BARCLAYS BANK PLC |
|
5.200% 07/10/2014 DD 07/10/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
798 |
|
|
BARCLAYS BANK PLC |
|
5.200% 07/10/2014 DD 07/10/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,234 |
|
|
BARCLAYS BANK PLC |
|
2.375% 01/13/2014 DD 01/13/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
3,051 |
|
|
BARCLAYS BANK PLC 144A |
|
2.250% 05/10/2017 DD 05/10/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,109 |
|
|
BARRICK GOLD CORP |
|
2.900% 05/30/2016 DD 06/01/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
735 |
|
|
BAT INTERNATIONAL FINANCE 144A |
|
3.250% 06/07/2022 DD 06/07/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
442 |
|
|
BAT INTERNATIONAL FINANCE 144A |
|
1.400% 06/05/2015 DD 06/07/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
517 |
|
|
BATTALION CLO II LT 2A A1 144A |
|
VAR RT 11/15/2019 DD 08/16/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
249 |
|
|
BAXTER INTERNATIONAL INC |
|
5.900% 09/01/2016 DD 08/08/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
208 |
|
|
BAXTER INTERNATIONAL INC |
|
1.850% 01/15/2017 DD 12/19/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
247 |
|
|
BB&T CORP |
|
1.600% 08/15/2017 DD 08/14/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
481 |
|
|
BEAR STEARNS ARM TRUST 1 21A1 |
|
VAR RT 04/25/2034 DD 02/01/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
29 |
|
|
BEAR STEARNS COMMERCI PWR9 A4A |
|
4.871% 09/11/2042 DD 09/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
275 |
|
|
BEAR STEARNS COMMERCIA PW10 A4 |
|
VAR RT 12/11/2040 DD 12/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
279 |
|
|
BEAR STEARNS COMMERCIA PW12 A4 |
|
VAR RT 09/11/2038 DD 06/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
86 |
|
|
BEAR STEARNS COMMERCIA PW17 A3 |
|
5.736% 06/11/2050 DD 09/01/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
796 |
|
|
BEAR STEARNS COMMERCIA PWR4 A3 |
|
VAR RT 06/11/2041 DD 06/01/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
246 |
|
|
BEAR STEARNS COS LLC/THE |
|
5.550% 01/22/2017 DD 11/22/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
158 |
|
|
BEAR STEARNS COS LLC/THE |
|
4.650% 07/02/2018 DD 06/25/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
163 |
|
|
BEAR STEARNS COS LLC/THE |
|
7.250% 02/01/2018 DD 02/01/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
345 |
|
|
BEAR STEARNS COS LLC/THE |
|
7.250% 02/01/2018 DD 02/01/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
475 |
|
|
BECTON DICKINSON AND CO |
|
1.750% 11/08/2016 DD 11/08/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
597 |
|
|
BELLSOUTH CORP |
|
5.200% 09/15/2014 DD 09/13/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
188 |
|
|
BERKSHIRE HATHAWAY FINANCE COR |
|
4.850% 01/15/2015 DD 01/11/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
124 |
|
|
BERKSHIRE HATHAWAY FINANCE COR |
|
5.400% 05/15/2018 DD 11/15/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
168 |
|
|
BERKSHIRE HATHAWAY FINANCE COR |
|
1.600% 05/15/2017 DD 05/15/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
561 |
|
|
BERKSHIRE HATHAWAY FINANCE COR |
|
1.600% 05/15/2017 DD 05/15/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
596 |
|
|
BERKSHIRE HATHAWAY INC |
|
2.125% 02/11/2013 DD 02/11/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
140 |
|
|
BERKSHIRE HATHAWAY INC |
|
2.200% 08/15/2016 DD 08/15/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
193 |
|
|
BHP BILLITON FINANCE USA LTD |
|
1.125% 11/21/2014 DD 11/21/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,088 |
|
|
BHP BILLITON FINANCE USA LTD |
|
1.875% 11/21/2016 DD 11/21/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,371 |
|
|
BLACK & DECKER CORP/THE |
|
5.750% 11/15/2016 DD 11/16/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
866 |
|
|
BMW VEHICLE LEASE TRUST 2 1 A2 |
|
0.590% 06/20/2014 DD 04/26/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,143 |
|
|
BNP PARIBAS SA |
|
2.375% 09/14/2017 DD 09/14/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
274 |
|
|
BNP PARIBAS SA |
|
VAR RT 12/20/2014 DD 12/20/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
498 |
|
|
BOTTLING GROUP LLC |
|
5.000% 11/15/2013 DD 11/17/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
128 |
|
|
BP CAPITAL MARKETS PLC |
|
3.245% 05/06/2022 DD 05/07/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
369 |
|
|
BP CAPITAL MARKETS PLC |
|
3.200% 03/11/2016 DD 03/11/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
453 |
|
|
BP CAPITAL MARKETS PLC |
|
2.248% 11/01/2016 DD 11/01/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
479 |
|
|
BP CAPITAL MARKETS PLC |
|
3.245% 05/06/2022 DD 05/07/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
764 |
|
|
BP CAPITAL MARKETS PLC |
|
4.500% 10/01/2020 DD 10/01/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
922 |
|
|
BP CAPITAL MARKETS PLC |
|
3.875% 03/10/2015 DD 03/10/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,598 |
|
|
BPCE SA 144A |
|
2.375% 10/04/2013 DD 10/06/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,514 |
|
|
BPCE SA 144A |
|
VAR RT 02/07/2014 DD 02/07/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,517 |
|
|
BRAZILIAN GOVERNMENT INTERNATI |
|
4.875% 01/22/2021 DD 04/22/10 |
|
OTHER INVESTMENTS |
|
121 |
|
|
BRAZILIAN GOVERNMENT INTERNATI |
|
10.250% 06/17/2013 DD 06/17/03 |
|
OTHER INVESTMENTS |
|
146 |
|
|
BRAZILIAN GOVERNMENT INTERNATI |
|
8.875% 10/14/2019 DD 10/14/04 |
|
OTHER INVESTMENTS |
|
253 |
|
|
BRAZILIAN GOVERNMENT INTERNATI |
|
6.000% 01/17/2017 DD 11/14/06 |
|
OTHER INVESTMENTS |
|
354 |
|
|
BRAZOS HIGHER EDUCATION 3 A14 |
|
VAR RT 09/25/2023 DD 11/22/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
129 |
|
|
BRAZOS TX HGR EDU AUTH |
|
VAR RT 06/27/2022 DD 10/27/04 |
|
OTHER INVESTMENTS |
|
542 |
|
|
BRFKREDIT A/S 144A |
|
2.050% 04/15/2013 DD 04/15/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,964 |
|
|
BRFKREDIT A/S 144A |
|
2.050% 04/15/2013 DD 04/15/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,813 |
|
|
BRITISH TELECOMMUNICATIONS PLC |
|
5.950% 01/15/2018 DD 12/12/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
436 |
|
|
BURLINGTON NORTHERN SANTA FE L |
|
5.650% 05/01/2017 DD 04/13/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
153 |
|
|
CALIFORNIA ST |
|
7.300% 10/01/2039 DD 10/15/09 |
|
OTHER INVESTMENTS |
|
70 |
|
|
CALIFORNIA ST |
|
7.625% 03/01/2040 DD 04/01/10 |
|
OTHER INVESTMENTS |
|
87 |
|
|
CALIFORNIA ST |
|
5.000% 06/01/2037 DD 06/01/07 |
|
OTHER INVESTMENTS |
|
108 |
|
|
CALIFORNIA ST |
|
7.500% 04/01/2034 DD 04/28/09 |
|
OTHER INVESTMENTS |
|
559 |
|
|
CALIFORNIA ST |
|
7.550% 04/01/2039 DD 04/28/09 |
|
OTHER INVESTMENTS |
|
1,305 |
|
|
CAMDEN PROPERTY TRUST |
|
5.700% 05/15/2017 DD 05/04/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
403 |
|
|
CAMERON INTERNATIONAL CORP |
|
1.600% 04/30/2015 DD 05/17/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
359 |
|
|
CANADIAN NATIONAL RAILWAY CO |
|
5.550% 05/15/2018 DD 05/01/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
74 |
|
|
CANADIAN NATIONAL RAILWAY CO |
|
1.450% 12/15/2016 DD 11/15/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
534 |
|
|
CANADIAN NATURAL RESOURCES LTD |
|
1.450% 11/14/2014 DD 11/16/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,268 |
|
|
CAPITAL ONE FINANCIAL CORP |
|
6.150% 09/01/2016 DD 08/29/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
120 |
|
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
CAPITAL ONE FINANCIAL CORP |
|
6.750% 09/15/2017 DD 09/04/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
263 |
|
|
CAPITAL ONE FINANCIAL CORP |
|
2.150% 03/23/2015 DD 03/23/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
306 |
|
|
CAPITAL ONE FINANCIAL CORP |
|
3.150% 07/15/2016 DD 07/19/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
658 |
|
|
CAPITAL ONE FINANCIAL CORP |
|
3.150% 07/15/2016 DD 07/19/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
722 |
|
|
CARDINAL HEALTH INC |
|
4.000% 06/15/2015 DD 06/17/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
95 |
|
|
CARDINAL HEALTH INC |
|
1.900% 06/15/2017 DD 05/21/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
438 |
|
|
CAREFUSION CORP |
|
5.125% 08/01/2014 DD 02/01/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,063 |
|
|
CARGILL INC 144A |
|
1.900% 03/01/2017 DD 03/01/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
545 |
|
|
CARMAX AUTO OWNER TRUST 3 A2 |
|
0.430% 09/15/2015 DD 10/11/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,241 |
|
|
CARNIVAL CORP |
|
1.875% 12/15/2017 DD 12/06/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
461 |
|
|
CAROLINA POWER & LIGHT CO |
|
5.125% 09/15/2013 DD 09/11/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
55 |
|
|
CATERPILLAR FINANCIAL SERVICES |
|
5.450% 04/15/2018 DD 03/27/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
125 |
|
|
CATERPILLAR FINANCIAL SERVICES |
|
4.625% 06/01/2015 DD 06/14/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
211 |
|
|
CATERPILLAR FINANCIAL SERVICES |
|
2.050% 08/01/2016 DD 07/29/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,118 |
|
|
CATERPILLAR INC |
|
0.950% 06/26/2015 DD 06/26/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
681 |
|
|
CD 2005-CD1 COMMERCIAL CD1 A4 |
|
VAR RT 07/15/2044 DD 11/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
155 |
|
|
CD 2005-CD1 COMMERCIAL CD1 ASB |
|
VAR RT 07/15/2044 DD 11/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
140 |
|
|
CD 2006-CD2 MORTGA CD2 A4 144A |
|
VAR RT 01/15/2046 DD 03/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,240 |
|
|
CD 2006-CD3 MORTGAGE TR CD3 A5 |
|
5.617% 10/15/2048 DD 10/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,299 |
|
|
CDP FINANCIAL INC 144A |
|
4.400% 11/25/2019 DD 11/25/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,129 |
|
|
CELGENE CORP |
|
1.900% 08/15/2017 DD 08/09/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
224 |
|
|
CELLCO PARTNERSHIP / VERIZON W |
|
7.375% 11/15/2013 DD 05/15/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
256 |
|
|
CENT CDO XI LTD 11A A1 144A |
|
VAR RT 04/25/2019 DD 03/08/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
444 |
|
|
CENTERPOINT ENERGY INC |
|
6.500% 05/01/2018 DD 05/06/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
173 |
|
|
CENTERPOINT ENERGY RESOURCES C |
|
6.150% 05/01/2016 DD 05/18/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
130 |
|
|
CF INDUSTRIES INC |
|
6.875% 05/01/2018 DD 04/23/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
458 |
|
|
CHASE CREDIT CARD MASTER T 4 C |
|
VAR RT 01/15/2016 DD 09/19/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,762 |
|
|
CHICAGO IL OHARE INTERNATIONA |
|
5.000% 01/01/2033 DD 12/22/05 |
|
OTHER INVESTMENTS |
|
539 |
|
|
CHICAGO IL TRANSIT AUTH SALES |
|
6.899% 12/01/2040 DD 08/06/08 |
|
OTHER INVESTMENTS |
|
1,829 |
|
|
CHICAGO IL TRANSIT AUTH SALES |
|
6.899% 12/01/2040 DD 08/06/08 |
|
OTHER INVESTMENTS |
|
1,829 |
|
|
CIE DE FINANCEMENT FONCIE 144A |
|
2.125% 04/22/2013 DD 04/22/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,472 |
|
|
CIE DE FINANCEMENT FONCIE 144A |
|
2.125% 04/22/2013 DD 04/22/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
3,315 |
|
|
CIGNA CORP |
|
2.750% 11/15/2016 DD 11/10/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
936 |
|
|
CISCO SYSTEMS INC |
|
5.500% 02/22/2016 DD 02/22/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
152 |
|
|
CITIBANK CREDIT CARD ISS A3 A3 |
|
5.300% 03/15/2018 DD 03/16/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
115 |
|
|
CITIBANK CREDIT CARD ISS A8 A8 |
|
5.650% 09/20/2019 DD 09/20/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,180 |
|
|
CITIBANK CREDIT CARD ISS C2 C2 |
|
VAR RT 03/24/2017 DD 03/30/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
992 |
|
|
CITIBANK CREDIT CARD ISS C4 C4 |
|
5.000% 06/10/2015 DD 06/13/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
240 |
|
|
CITIGROUP COMMERCIAL MOR C3 A4 |
|
4.860% 05/15/2043 DD 06/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,155 |
|
|
CITIGROUP COMMERCIAL MOR C6 A4 |
|
VAR RT 12/10/2049 DD 07/01/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
224 |
|
|
CITIGROUP INC |
|
5.300% 01/07/2016 DD 12/08/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
68 |
|
|
CITIGROUP INC |
|
4.875% 05/07/2015 DD 05/07/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
196 |
|
|
CITIGROUP INC |
|
6.000% 08/15/2017 DD 08/15/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
231 |
|
|
CITIGROUP INC |
|
6.125% 05/15/2018 DD 05/12/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
252 |
|
|
CITIGROUP INC |
|
6.125% 11/21/2017 DD 11/21/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
300 |
|
|
CITIGROUP INC |
|
5.850% 07/02/2013 DD 06/28/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
308 |
|
|
CITIGROUP INC |
|
6.125% 11/21/2017 DD 11/21/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
351 |
|
|
CITIGROUP INC |
|
5.000% 09/15/2014 DD 09/16/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
379 |
|
|
CITIGROUP INC |
|
3.953% 06/15/2016 DD 06/15/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
388 |
|
|
CITIGROUP INC |
|
VAR RT 08/13/2013 DD 08/13/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
606 |
|
|
CITIGROUP INC |
|
4.750% 05/19/2015 DD 05/19/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
701 |
|
|
CITIGROUP INC |
|
5.000% 09/15/2014 DD 09/16/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
710 |
|
|
CITIGROUP INC |
|
4.500% 01/14/2022 DD 11/01/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
725 |
|
|
CITIGROUP INC |
|
2.250% 08/07/2015 DD 08/07/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
845 |
|
|
CITIGROUP INC |
|
4.750% 05/19/2015 DD 05/19/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
857 |
|
|
CITIGROUP INC |
|
4.587% 12/15/2015 DD 12/15/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
923 |
|
|
CITIGROUP INC |
|
6.125% 11/21/2017 DD 11/21/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,071 |
|
|
CITIGROUP INC |
|
6.010% 01/15/2015 DD 12/15/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,185 |
|
|
CLEVELAND ELECTRIC ILLUMINATIN |
|
5.700% 04/01/2017 DD 03/27/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
228 |
|
|
CLOROX CO/THE |
|
5.000% 03/01/2013 DD 03/03/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
107 |
|
|
COBALT CMBS COMMERCIAL M C1 A4 |
|
5.223% 08/15/2048 DD 12/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
142 |
|
|
COCA-COLA REFRESHMENTS USA INC |
|
5.000% 08/15/2013 DD 08/01/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
47 |
|
|
COLLEGE LOAN CORP TRUST 1 A4 |
|
VAR RT 04/25/2024 DD 05/20/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
660 |
|
|
COMCAST CABLE COMMUNICATIONS H |
|
8.375% 03/15/2013 DD 11/18/02 |
|
CORPORATE DEBT INSTRUMENTS |
|
196 |
|
|
COMCAST CABLE HOLDINGS LLC |
|
7.875% 08/01/2013 DD 08/03/93 |
|
CORPORATE DEBT INSTRUMENTS |
|
26 |
|
|
COMCAST CORP |
|
5.850% 11/15/2015 DD 11/14/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
599 |
|
|
COMM 2006-C7 MORTGAGE TR C7 A4 |
|
VAR RT 06/10/2046 DD 06/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,136 |
|
|
COMMERCIAL MORTGAGE PASS C1 A2 |
|
VAR RT 02/15/2041 DD 04/01/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
218 |
|
|
COMMIT TO PUR FHLMC GOLD SFM |
|
4.000% 01/01/2043 DD 01/01/13 |
|
U. S. GOVERNMENT SECURITIES |
|
(12,810 |
) |
|
COMMIT TO PUR FHLMC GOLD SFM |
|
5.500% 01/01/2043 DD 01/01/13 |
|
U. S. GOVERNMENT SECURITIES |
|
(1,619 |
) |
|
COMMIT TO PUR FHLMC GOLD SFM |
|
3.500% 01/01/2028 DD 01/01/13 |
|
U. S. GOVERNMENT SECURITIES |
|
5,256 |
|
|
COMMIT TO PUR FHLMC GOLD SFM |
|
3.000% 01/01/2028 DD 01/01/13 |
|
U. S. GOVERNMENT SECURITIES |
|
6,825 |
|
|
COMMIT TO PUR FNMA SF MTG |
|
5.000% 02/01/2043 DD 02/01/13 |
|
U. S. GOVERNMENT SECURITIES |
|
(2,167 |
) |
|
COMMIT TO PUR FNMA SF MTG |
|
4.500% 01/01/2028 DD 01/01/13 |
|
U. S. GOVERNMENT SECURITIES |
|
(1,076 |
) |
|
COMMIT TO PUR FNMA SF MTG |
|
4.000% 01/01/2043 DD 01/01/13 |
|
U. S. GOVERNMENT SECURITIES |
|
1,072 |
|
|
COMMIT TO PUR FNMA SF MTG |
|
6.000% 02/01/2043 DD 02/01/13 |
|
U. S. GOVERNMENT SECURITIES |
|
1,093 |
|
|
COMMIT TO PUR FNMA SF MTG |
|
4.000% 01/01/2028 DD 01/01/13 |
|
U. S. GOVERNMENT SECURITIES |
|
3,212 |
|
|
COMMIT TO PUR FNMA SF MTG |
|
3.000% 01/01/2028 DD 01/01/13 |
|
U. S. GOVERNMENT SECURITIES |
|
5,277 |
|
|
COMMIT TO PUR FNMA SF MTG |
|
3.500% 01/01/2028 DD 01/01/13 |
|
U. S. GOVERNMENT SECURITIES |
|
5,304 |
|
|
COMMIT TO PUR FNMA SF MTG |
|
2.500% 01/01/2028 DD 01/01/13 |
|
U. S. GOVERNMENT SECURITIES |
|
9,411 |
|
|
COMMIT TO PUR FNMA SF MTG |
|
3.000% 01/01/2043 DD 01/01/13 |
|
U. S. GOVERNMENT SECURITIES |
|
10,478 |
|
|
COMMIT TO PUR GNMA SF MTG |
|
3.000% 01/15/2043 DD 01/01/13 |
|
U. S. GOVERNMENT SECURITIES |
|
2,126 |
|
|
COMMIT TO PUR GNMA SF MTG |
|
3.000% 02/15/2043 DD 02/01/13 |
|
U. S. GOVERNMENT SECURITIES |
|
5,304 |
|
|
COMMIT TO PUR GNMA SF MTG |
|
3.500% 02/15/2043 DD 02/01/13 |
|
U. S. GOVERNMENT SECURITIES |
|
9,763 |
|
|
COMMONWEALTH EDISON CO |
|
5.800% 03/15/2018 DD 03/27/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
333 |
|
|
COMMONWEALTH EDISON CO |
|
1.950% 09/01/2016 DD 09/07/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
475 |
|
|
CONAGRA FOODS INC |
|
2.100% 03/15/2018 DD 09/13/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
165 |
|
|
CONOCOPHILLIPS |
|
5.200% 05/15/2018 DD 05/08/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
33 |
|
|
CONOCOPHILLIPS AUSTRALIA FUNDI |
|
5.500% 04/15/2013 DD 04/11/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
89 |
|
|
CONSOLIDATED EDISON CO OF NEW |
|
5.850% 04/01/2018 DD 04/04/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
32 |
|
|
CONSTELLATION ENERGY GROUP INC |
|
5.150% 12/01/2020 DD 12/14/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
429 |
|
|
COOPERATIEVE CENTRALE RAIFFEIS |
|
4.500% 01/11/2021 DD 01/11/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
225 |
|
|
COOPERATIEVE CENTRALE RAIFFEIS |
|
2.125% 10/13/2015 DD 10/13/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,342 |
|
|
CORP ANDINA DE FOMENTO |
|
8.125% 06/04/2019 DD 06/04/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
95 |
|
|
COSTCO WHOLESALE CORP |
|
5.500% 03/15/2017 DD 02/20/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
248 |
|
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
COUNCIL OF EUROPE DEVELOPMENT |
|
2.750% 02/10/2015 DD 02/10/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
675 |
|
|
COUNTRYWIDE ASSET-BACKED 6 2A5 |
|
VAR RT 11/25/2034 DD 06/30/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
271 |
|
|
COUNTRYWIDE HOME LOAN HYB6 A2 |
|
VAR RT 11/20/2034 DD 09/01/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
30 |
|
|
COVENTRY HEALTH CARE INC |
|
6.300% 08/15/2014 DD 08/27/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,039 |
|
|
COVIDIEN INTERNATIONAL FINANCE |
|
6.000% 10/15/2017 DD 04/15/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
31 |
|
|
COVIDIEN INTERNATIONAL FINANCE |
|
1.875% 06/15/2013 DD 06/28/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
810 |
|
|
COX COMMUNICATIONS INC |
|
5.500% 10/01/2015 DD 09/22/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
20 |
|
|
COX COMMUNICATIONS INC 144A |
|
3.250% 12/15/2022 DD 11/29/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
567 |
|
|
CREDIT SUISSE AG/GUERNSEY 144A |
|
2.600% 05/27/2016 DD 05/27/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,615 |
|
|
CREDIT SUISSE FIRST BO CPN1 A2 |
|
4.597% 03/15/2035 DD 03/01/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
35 |
|
|
CREDIT SUISSE FIRST BO CPN1 A2 |
|
4.597% 03/15/2035 DD 03/01/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
63 |
|
|
CREDIT SUISSE FIRST BOST C5 A4 |
|
VAR RT 08/15/2038 DD 11/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,198 |
|
|
CREDIT SUISSE FIRST BOST C6 AM |
|
VAR RT 12/15/2040 DD 12/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
132 |
|
|
CREDIT SUISSE USA INC |
|
5.500% 08/15/2013 DD 08/15/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
171 |
|
|
CREDIT SUISSE USA INC |
|
4.875% 01/15/2015 DD 12/15/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
278 |
|
|
CREDIT SUISSE/NEW YORK NY |
|
5.500% 05/01/2014 DD 05/04/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
681 |
|
|
CREDIT SUISSE/NEW YORK NY |
|
3.500% 03/23/2015 DD 03/23/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
738 |
|
|
CREDIT SUISSE/NEW YORK NY |
|
5.500% 05/01/2014 DD 05/04/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,117 |
|
|
CREDIT SUISSE/NEW YORK NY |
|
5.000% 05/15/2013 DD 05/06/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,576 |
|
|
CRH AMERICA INC |
|
5.300% 10/15/2013 DD 09/29/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
181 |
|
|
CVS CAREMARK CORP |
|
5.750% 06/01/2017 DD 05/25/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
45 |
|
|
DAIMLER FINANCE NORTH AME 144A |
|
1.875% 09/15/2014 DD 09/14/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
280 |
|
|
DAIMLER FINANCE NORTH AME 144A |
|
2.300% 01/09/2015 DD 01/11/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
522 |
|
|
DAIMLER FINANCE NORTH AME 144A |
|
3.000% 03/28/2016 DD 03/28/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
853 |
|
|
DAIMLER FINANCE NORTH AME 144A |
|
1.300% 07/31/2015 DD 08/01/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,207 |
|
|
DAIMLER FINANCE NORTH AME 144A |
|
1.875% 09/15/2014 DD 09/14/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,494 |
|
|
DAIMLER FINANCE NORTH AMERICA |
|
6.500% 11/15/2013 DD 11/06/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
367 |
|
|
DAIMLER FINANCE NORTH AMERICA |
|
6.500% 11/15/2013 DD 11/06/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,100 |
|
|
DAYTON POWER & LIGHT CO/THE |
|
5.125% 10/01/2013 DD 04/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
91 |
|
|
DBUBS MORTGAGE LC1A A1 144A |
|
3.742% 11/10/2046 DD 02/01/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,604 |
|
|
DELHAIZE GROUP SA |
|
6.500% 06/15/2017 DD 06/27/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
795 |
|
|
DELTA AIR LINES 2010-2 CLASS A |
|
4.950% 05/23/2019 DD 11/22/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
284 |
|
|
DEUTSCHE BANK AG/LONDON |
|
4.875% 05/20/2013 DD 05/20/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
107 |
|
|
DEUTSCHE BANK AG/LONDON |
|
2.375% 01/11/2013 DD 01/11/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
158 |
|
|
DEUTSCHE BANK FINANCIAL LLC |
|
5.375% 03/02/2015 DD 02/21/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
185 |
|
|
DEUTSCHE TELEKOM INTERNATIONAL |
|
5.875% 08/20/2013 DD 08/18/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
620 |
|
|
DEVON ENERGY CORP |
|
2.400% 07/15/2016 DD 07/12/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
932 |
|
|
DIAGEO CAPITAL PLC |
|
1.500% 05/11/2017 DD 05/11/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
609 |
|
|
DIAGEO FINANCE BV |
|
5.300% 10/28/2015 DD 10/28/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
123 |
|
|
DIRECTV HOLDINGS LLC / DIRECTV |
|
2.400% 03/15/2017 DD 03/08/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
410 |
|
|
DIRECTV HOLDINGS LLC / DIRECTV |
|
3.125% 02/15/2016 DD 08/17/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
419 |
|
|
DIRECTV HOLDINGS LLC / DIRECTV |
|
3.500% 03/01/2016 DD 03/10/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
795 |
|
|
DIRECTV HOLDINGS LLC / DIRECTV |
|
2.400% 03/15/2017 DD 03/08/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
820 |
|
|
DIRECTV HOLDINGS LLC / DIRECTV |
|
4.750% 10/01/2014 DD 04/01/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
940 |
|
|
DIRECTV HOLDINGS LLC / DIRECTV |
|
3.550% 03/15/2015 DD 03/11/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,063 |
|
|
DIRECTV HOLDINGS LLC / DIRECTV |
|
3.125% 02/15/2016 DD 08/17/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,178 |
|
|
DIRECTV HOLDINGS LLC / DIRECTV |
|
3.500% 03/01/2016 DD 03/10/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,218 |
|
|
DNB BANK ASA 144A |
|
3.200% 04/03/2017 DD 04/03/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
905 |
|
|
DNB BOLIGKREDITT AS 144A |
|
2.100% 10/14/2015 DD 10/14/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
726 |
|
|
DOMINION RESOURCES INC/VA |
|
6.400% 06/15/2018 DD 06/17/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
40 |
|
|
DOMINION RESOURCES INC/VA |
|
5.000% 03/15/2013 DD 03/06/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
136 |
|
|
DOMINION RESOURCES INC/VA |
|
5.150% 07/15/2015 DD 07/14/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
193 |
|
|
DOMINION RESOURCES INC/VA |
|
6.400% 06/15/2018 DD 06/17/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
684 |
|
|
DOVER CORP |
|
5.450% 03/15/2018 DD 03/14/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
192 |
|
|
DOW CHEMICAL CO/THE |
|
7.600% 05/15/2014 DD 05/13/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
262 |
|
|
DOW CHEMICAL CO/THE |
|
5.900% 02/15/2015 DD 08/07/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
717 |
|
* |
DREYFUS GOVT CAS MGMT INST 289 |
|
VAR RT 12/31/2075 DD 06/03/97 |
|
REGISTERED INVESTMENT COMPANIES |
|
570 |
|
* |
DREYFUS GOVT CAS MGMT INST 289 |
|
VAR RT 12/31/2075 DD 06/03/97 |
|
REGISTERED INVESTMENT COMPANIES |
|
1,448 |
|
* |
DREYFUS GOVT CAS MGMT INST 289 |
|
VAR RT 12/31/2075 DD 06/03/97 |
|
REGISTERED INVESTMENT COMPANIES |
|
4,312 |
|
* |
DREYFUS GOVT CAS MGMT INST 289 |
|
VAR RT 12/31/2075 DD 06/03/97 |
|
REGISTERED INVESTMENT COMPANIES |
|
4,610 |
|
* |
DREYFUS GOVT CAS MGMT INST 289 |
|
VAR RT 12/31/2075 DD 06/03/97 |
|
REGISTERED INVESTMENT COMPANIES |
|
54,004 |
|
|
DUKE ENERGY CAROLINAS LLC |
|
5.100% 04/15/2018 DD 04/14/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
318 |
|
|
DUKE ENERGY CAROLINAS LLC |
|
5.250% 01/15/2018 DD 01/10/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
328 |
|
|
DUKE ENERGY CORP |
|
3.350% 04/01/2015 DD 03/25/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
731 |
|
|
DUKE ENERGY CORP |
|
2.150% 11/15/2016 DD 11/17/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,034 |
|
|
DUKE REALTY LP |
|
5.950% 02/15/2017 DD 08/24/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
120 |
|
|
DUKE REALTY LP |
|
4.375% 06/15/2022 DD 06/11/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
577 |
|
|
EATON CORP 144A |
|
2.750% 11/02/2022 DD 11/20/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
608 |
|
|
ECOLAB INC |
|
1.450% 12/08/2017 DD 12/13/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
408 |
|
|
ECOLAB INC |
|
3.000% 12/08/2016 DD 12/08/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,237 |
|
|
EDUCATION FUNDING CAPITAL 1 A2 |
|
VAR RT 12/15/2022 DD 05/12/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
220 |
|
|
ELI LILLY & CO |
|
5.200% 03/15/2017 DD 03/14/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
103 |
|
|
EMERSON ELECTRIC CO |
|
5.000% 12/15/2014 DD 12/11/02 |
|
CORPORATE DEBT INSTRUMENTS |
|
114 |
|
|
EMERSON ELECTRIC CO |
|
5.375% 10/15/2017 DD 05/18/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
184 |
|
|
ENCANA HOLDINGS FINANCE CORP |
|
5.800% 05/01/2014 DD 05/13/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
186 |
|
|
ENERGY TRANSFER PARTNERS LP |
|
5.950% 02/01/2015 DD 01/18/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
575 |
|
|
ENERGY TRANSFER PARTNERS LP |
|
5.200% 02/01/2022 DD 01/17/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
941 |
|
|
ENTERGY ARKANSAS INC |
|
5.400% 08/01/2013 DD 07/17/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,130 |
|
|
ENTERGY LOUISIANA LLC |
|
1.875% 12/15/2014 DD 01/12/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
158 |
|
|
ENTERPRISE FLEET FIN 1 A2 144A |
|
1.140% 11/20/2017 DD 05/03/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,212 |
|
|
ENTERPRISE PRODUCTS OPERATING |
|
5.600% 10/15/2014 DD 10/04/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
171 |
|
|
ENTERPRISE PRODUCTS OPERATING |
|
3.200% 02/01/2016 DD 01/13/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
660 |
|
|
ENTERPRISE PRODUCTS OPERATING |
|
6.300% 09/15/2017 DD 09/04/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
756 |
|
|
ENTERPRISE PRODUCTS OPERATING |
|
3.200% 02/01/2016 DD 01/13/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
951 |
|
|
ERAC USA FINANCE LLC 144A |
|
1.400% 04/15/2016 DD 10/15/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
166 |
|
|
ERAC USA FINANCE LLC 144A |
|
2.750% 03/15/2017 DD 03/15/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
386 |
|
|
ERP OPERATING LP |
|
5.200% 04/01/2013 DD 03/19/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
124 |
|
|
ERP OPERATING LP |
|
5.375% 08/01/2016 DD 01/19/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
180 |
|
|
EXELON CORP |
|
4.900% 06/15/2015 DD 06/09/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
66 |
|
|
EXPORT-IMPORT BANK OF KOREA |
|
5.125% 03/16/2015 DD 03/16/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
109 |
|
|
EXPORT-IMPORT BANK OF KOREA |
|
5.875% 01/14/2015 DD 07/14/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
109 |
|
|
EXPRESS SCRIPTS HOLDING C 144A |
|
3.500% 11/15/2016 DD 11/21/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,335 |
|
|
EXPRESS SCRIPTS HOLDING CO |
|
6.250% 06/15/2014 DD 06/09/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,077 |
|
|
FEDERAL FARM CR BK CONS BD |
|
5.050% 11/06/2017 DD 08/06/08 |
|
U. S. GOVERNMENT SECURITIES |
|
600 |
|
|
FEDERAL FARM CR BK CONS BD |
|
1.375% 06/25/2013 DD 05/25/10 |
|
U. S. GOVERNMENT SECURITIES |
|
6,642 |
|
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
FEDERAL HOME LN BK CONS BD |
|
5.375% 05/18/2016 DD 05/03/06 |
|
U. S. GOVERNMENT SECURITIES |
|
361 |
|
|
FEDERAL HOME LN BK CONS BD |
|
5.000% 12/21/2015 DD 11/04/05 |
|
U. S. GOVERNMENT SECURITIES |
|
397 |
|
|
FEDERAL HOME LN BK CONS BD |
|
5.250% 06/18/2014 DD 05/27/04 |
|
U. S. GOVERNMENT SECURITIES |
|
494 |
|
|
FEDERAL HOME LN BK CONS BD |
|
3.625% 10/18/2013 DD 09/15/08 |
|
U. S. GOVERNMENT SECURITIES |
|
555 |
|
|
FEDERAL HOME LN BK CONS BD |
|
5.500% 08/13/2014 DD 06/22/07 |
|
U. S. GOVERNMENT SECURITIES |
|
1,520 |
|
|
FEDERAL HOME LN BK CONS BD |
|
5.250% 06/18/2014 DD 05/27/04 |
|
U. S. GOVERNMENT SECURITIES |
|
2,577 |
|
|
FEDERAL HOME LN BK CONS BD |
|
3.625% 05/29/2013 DD 04/18/08 |
|
U. S. GOVERNMENT SECURITIES |
|
3,144 |
|
|
FEDERAL HOME LN BK CONS BD |
|
5.000% 03/14/2014 DD 02/08/07 |
|
U. S. GOVERNMENT SECURITIES |
|
7,393 |
|
|
FEDERAL HOME LN MTG CORP |
|
2.500% 04/23/2014 DD 04/24/09 |
|
U. S. GOVERNMENT SECURITIES |
|
577 |
|
|
FEDERAL HOME LN MTG CORP |
|
4.500% 01/15/2014 DD 01/16/04 |
|
U. S. GOVERNMENT SECURITIES |
|
589 |
|
|
FEDERAL HOME LN MTG CORP |
|
1.375% 02/25/2014 DD 01/06/11 |
|
U. S. GOVERNMENT SECURITIES |
|
622 |
|
|
FEDERAL HOME LN MTG CORP |
|
1.000% 09/27/2017 DD 09/27/12 |
|
U. S. GOVERNMENT SECURITIES |
|
909 |
|
|
FEDERAL HOME LN MTG CORP |
|
0.420% 06/19/2015 DD 12/19/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,211 |
|
|
FEDERAL HOME LN MTG CORP |
|
1.250% 08/01/2019 DD 07/30/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,302 |
|
|
FEDERAL HOME LN MTG CORP |
|
0.600% 05/22/2015 DD 05/22/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,352 |
|
|
FEDERAL HOME LN MTG CORP |
|
1.000% 08/20/2014 DD 07/26/11 |
|
U. S. GOVERNMENT SECURITIES |
|
1,619 |
|
|
FEDERAL HOME LN MTG CORP |
|
0.500% 11/27/2015 DD 11/27/12 |
|
U. S. GOVERNMENT SECURITIES |
|
2,058 |
|
|
FEDERAL HOME LN MTG CORP |
|
2.375% 01/13/2022 DD 01/13/12 |
|
U. S. GOVERNMENT SECURITIES |
|
4,179 |
|
|
FEDERAL HOME LN MTG CORP |
|
4.125% 09/27/2013 DD 08/20/08 |
|
U. S. GOVERNMENT SECURITIES |
|
7,101 |
|
|
FEDERAL HOME LN MTG CORP |
|
2.500% 04/23/2014 DD 04/24/09 |
|
U. S. GOVERNMENT SECURITIES |
|
13,392 |
|
|
FEDERAL HOME LN MTG CORP DISC |
|
MAT 05/21/2013 |
|
U. S. GOVERNMENT SECURITIES |
|
5,396 |
|
|
FEDERAL HOME LN MTG CORP DISC |
|
MAT 04/03/2013 |
|
U. S. GOVERNMENT SECURITIES |
|
7,596 |
|
|
FEDERAL NATL MTG ASSN |
|
4.625% 10/15/2014 DD 09/17/04 |
|
U. S. GOVERNMENT SECURITIES |
|
405 |
|
|
FEDERAL NATL MTG ASSN |
|
5.000% 04/15/2015 DD 03/30/05 |
|
U. S. GOVERNMENT SECURITIES |
|
405 |
|
|
FEDERAL NATL MTG ASSN |
|
4.375% 10/15/2015 DD 09/12/05 |
|
U. S. GOVERNMENT SECURITIES |
|
529 |
|
|
FEDERAL NATL MTG ASSN |
|
0.875% 08/28/2017 DD 07/20/12 |
|
U. S. GOVERNMENT SECURITIES |
|
602 |
|
|
FEDERAL NATL MTG ASSN |
|
0.875% 10/26/2017 DD 09/24/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,205 |
|
|
FEDERAL NATL MTG ASSN |
|
2.700% 03/28/2022 DD 03/28/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,603 |
|
|
FEDERAL NATL MTG ASSN |
|
0.875% 10/26/2017 DD 09/24/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,607 |
|
|
FEDERAL NATL MTG ASSN |
|
1.700% 08/28/2019 DD 08/28/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,648 |
|
|
FEDERAL NATL MTG ASSN |
|
1.250% 09/27/2018 DD 09/27/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,684 |
|
|
FEDERAL NATL MTG ASSN |
|
1.000% 09/23/2013 DD 08/06/10 |
|
U. S. GOVERNMENT SECURITIES |
|
1,700 |
|
|
FEDERAL NATL MTG ASSN |
|
0.600% 07/24/2015 DD 07/24/12 |
|
U. S. GOVERNMENT SECURITIES |
|
2,161 |
|
|
FEDERAL NATL MTG ASSN |
|
1.000% 09/23/2013 DD 08/06/10 |
|
U. S. GOVERNMENT SECURITIES |
|
3,118 |
|
|
FEDERAL NATL MTG ASSN |
|
1.125% 06/27/2014 DD 05/16/11 |
|
U. S. GOVERNMENT SECURITIES |
|
3,141 |
|
|
FEDERAL NATL MTG ASSN |
|
2.625% 11/20/2014 DD 10/26/09 |
|
U. S. GOVERNMENT SECURITIES |
|
3,343 |
|
|
FEDERAL NATL MTG ASSN |
|
3.000% 09/16/2014 DD 08/14/09 |
|
U. S. GOVERNMENT SECURITIES |
|
5,447 |
|
|
FEDERAL NATL MTG ASSN |
|
0.625% 10/30/2014 DD 09/27/11 |
|
U. S. GOVERNMENT SECURITIES |
|
6,641 |
|
|
FEDERAL NATL MTG ASSN |
|
4.625% 10/15/2014 DD 09/17/04 |
|
U. S. GOVERNMENT SECURITIES |
|
7,542 |
|
|
FHA GMAC PROJ #56 221-D4 |
|
7.430% 11/01/2022 DD 09/01/82 |
|
U. S. GOVERNMENT SECURITIES |
|
83 |
|
|
FHA INSD PROJ 16TH REILLY MTG |
|
7.000% 04/10/2027 DD 07/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
FHA PROJ 221 CL D4 REILLY |
|
7.430% 05/01/2022 |
|
U. S. GOVERNMENT SECURITIES |
|
18 |
|
|
FHLMC POOL #08-8658 |
|
5.500% 03/01/2017 DD 03/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
42 |
|
|
FHLMC POOL #1B-8062 |
|
VAR RT 03/01/2041 DD 02/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
98 |
|
|
FHLMC POOL #1G-1616 |
|
VAR RT 03/01/2037 DD 03/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
161 |
|
|
FHLMC POOL #1H-2605 |
|
VAR RT 04/01/2036 DD 04/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
127 |
|
|
FHLMC POOL #1J-1018 |
|
VAR RT 04/01/2038 DD 03/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
430 |
|
|
FHLMC POOL #2B-0646 |
|
VAR RT 07/01/2042 DD 07/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
201 |
|
|
FHLMC POOL #57-8229 |
|
7.000% 03/01/2032 DD 04/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FHLMC POOL #78-1285 |
|
VAR RT 02/01/2034 DD 02/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
137 |
|
|
FHLMC POOL #84-5355 |
|
VAR RT 05/01/2023 DD 05/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
19 |
|
|
FHLMC POOL #84-7611 |
|
VAR RT 08/01/2035 DD 09/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
265 |
|
|
FHLMC POOL #A1-0444 |
|
5.000% 06/01/2033 DD 06/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
47 |
|
|
FHLMC POOL #A1-1745 |
|
4.500% 08/01/2033 DD 08/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
48 |
|
|
FHLMC POOL #A1-1978 |
|
5.500% 08/01/2033 DD 07/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
118 |
|
|
FHLMC POOL #A1-3973 |
|
5.500% 10/01/2033 DD 09/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
12 |
|
|
FHLMC POOL #A1-4481 |
|
4.500% 10/01/2033 DD 10/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
181 |
|
|
FHLMC POOL #A1-4613 |
|
5.000% 10/01/2033 DD 10/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
209 |
|
|
FHLMC POOL #A1-5024 |
|
6.000% 10/01/2033 DD 10/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FHLMC POOL #A1-6006 |
|
6.000% 10/01/2033 DD 11/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
71 |
|
|
FHLMC POOL #A1-6199 |
|
7.000% 04/01/2031 DD 11/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
50 |
|
|
FHLMC POOL #A1-7988 |
|
5.500% 01/01/2034 DD 01/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
7 |
|
|
FHLMC POOL #A1-8589 |
|
6.500% 01/01/2034 DD 02/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
35 |
|
|
FHLMC POOL #A2-0151 |
|
4.500% 03/01/2034 DD 03/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
45 |
|
|
FHLMC POOL #A2-2224 |
|
5.000% 05/01/2034 DD 05/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
269 |
|
|
FHLMC POOL #A2-3249 |
|
5.000% 06/01/2034 DD 06/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
FHLMC POOL #A2-3276 |
|
5.000% 03/01/2034 DD 05/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
55 |
|
|
FHLMC POOL #A2-3561 |
|
5.000% 06/01/2034 DD 06/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
19 |
|
|
FHLMC POOL #A2-3564 |
|
5.000% 06/01/2034 DD 06/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FHLMC POOL #A2-3982 |
|
5.500% 06/01/2034 DD 06/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #A2-4720 |
|
5.500% 07/01/2034 DD 07/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
45 |
|
|
FHLMC POOL #A2-5473 |
|
6.000% 08/01/2034 DD 08/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
15 |
|
|
FHLMC POOL #A2-6073 |
|
6.000% 08/01/2034 DD 08/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
19 |
|
|
FHLMC POOL #A2-6271 |
|
5.500% 09/01/2034 DD 09/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
147 |
|
|
FHLMC POOL #A2-6522 |
|
5.500% 09/01/2034 DD 09/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
24 |
|
|
FHLMC POOL #A2-6804 |
|
5.500% 09/01/2034 DD 09/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
133 |
|
|
FHLMC POOL #A2-7916 |
|
5.500% 10/01/2034 DD 10/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
62 |
|
|
FHLMC POOL #A3-3885 |
|
6.000% 03/01/2035 DD 03/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
68 |
|
|
FHLMC POOL #A3-5885 |
|
6.000% 06/01/2035 DD 07/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
30 |
|
|
FHLMC POOL #A4-1947 |
|
5.500% 01/01/2036 DD 01/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
87 |
|
|
FHLMC POOL #A4-2669 |
|
6.000% 02/01/2036 DD 02/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
95 |
|
|
FHLMC POOL #A4-6755 |
|
6.000% 08/01/2035 DD 08/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FHLMC POOL #A4-7273 |
|
5.500% 10/01/2035 DD 10/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
21 |
|
|
FHLMC POOL #A4-9344 |
|
6.000% 06/01/2036 DD 05/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
70 |
|
|
FHLMC POOL #A5-0618 |
|
6.000% 07/01/2036 DD 07/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
81 |
|
|
FHLMC POOL #A5-1418 |
|
6.000% 08/01/2036 DD 08/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
106 |
|
|
FHLMC POOL #A5-4665 |
|
6.000% 05/01/2036 DD 06/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
63 |
|
|
FHLMC POOL #A6-1466 |
|
6.000% 03/01/2037 DD 03/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
65 |
|
|
FHLMC POOL #A6-3982 |
|
6.000% 08/01/2037 DD 08/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
76 |
|
|
FHLMC POOL #A6-5456 |
|
6.000% 09/01/2037 DD 09/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FHLMC POOL #A6-5457 |
|
6.000% 09/01/2037 DD 09/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
32 |
|
|
FHLMC POOL #A6-5579 |
|
6.000% 09/01/2037 DD 09/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
49 |
|
|
FHLMC POOL #A6-5580 |
|
6.000% 09/01/2037 DD 09/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
18 |
|
|
FHLMC POOL #A6-5581 |
|
6.000% 09/01/2037 DD 09/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
35 |
|
|
FHLMC POOL #A6-5582 |
|
6.000% 09/01/2037 DD 09/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
17 |
|
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
FHLMC POOL #A6-5583 |
|
6.000% 09/01/2037 DD 09/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
23 |
|
|
FHLMC POOL #A6-5954 |
|
6.000% 09/01/2037 DD 09/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
21 |
|
|
FHLMC POOL #A6-5958 |
|
6.000% 09/01/2037 DD 09/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
18 |
|
|
FHLMC POOL #A6-5968 |
|
6.000% 09/01/2037 DD 09/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
15 |
|
|
FHLMC POOL #A6-5969 |
|
6.000% 09/01/2037 DD 09/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
14 |
|
|
FHLMC POOL #A6-5991 |
|
6.000% 10/01/2037 DD 09/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
20 |
|
|
FHLMC POOL #A6-6890 |
|
6.000% 10/01/2037 DD 10/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
32 |
|
|
FHLMC POOL #A6-7877 |
|
6.000% 04/01/2037 DD 06/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
12 |
|
|
FHLMC POOL #A7-2610 |
|
6.000% 02/01/2038 DD 02/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
36 |
|
|
FHLMC POOL #A7-2617 |
|
6.000% 02/01/2038 DD 02/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
40 |
|
|
FHLMC POOL #A7-3274 |
|
6.000% 02/01/2038 DD 02/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
17 |
|
|
FHLMC POOL #A7-4388 |
|
6.000% 03/01/2038 DD 03/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
68 |
|
|
FHLMC POOL #A7-5427 |
|
6.000% 03/01/2038 DD 03/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
21 |
|
|
FHLMC POOL #A7-9211 |
|
6.000% 07/01/2038 DD 06/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
52 |
|
|
FHLMC POOL #A8-0687 |
|
6.000% 08/01/2038 DD 08/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
25 |
|
|
FHLMC POOL #A8-2134 |
|
6.000% 10/01/2038 DD 09/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
215 |
|
|
FHLMC POOL #A8-2377 |
|
6.000% 10/01/2038 DD 10/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
22 |
|
|
FHLMC POOL #A8-2395 |
|
6.000% 10/01/2038 DD 10/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
41 |
|
|
FHLMC POOL #A8-2706 |
|
6.000% 10/01/2038 DD 10/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
38 |
|
|
FHLMC POOL #A8-2776 |
|
6.000% 01/01/2039 DD 01/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FHLMC POOL #A8-3321 |
|
5.500% 11/01/2038 DD 12/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
208 |
|
|
FHLMC POOL #A8-3928 |
|
6.000% 01/01/2039 DD 12/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
12 |
|
|
FHLMC POOL #A8-3935 |
|
6.000% 01/01/2039 DD 12/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
24 |
|
|
FHLMC POOL #A8-4083 |
|
6.000% 01/01/2039 DD 01/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
14 |
|
|
FHLMC POOL #A8-4100 |
|
6.000% 01/01/2039 DD 01/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FHLMC POOL #A8-4146 |
|
6.000% 01/01/2039 DD 01/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
7 |
|
|
FHLMC POOL #A8-8593 |
|
4.500% 09/01/2039 DD 09/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
61 |
|
|
FHLMC POOL #A8-9327 |
|
4.500% 10/01/2039 DD 10/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
81 |
|
|
FHLMC POOL #A9-3101 |
|
5.000% 07/01/2040 DD 07/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
1,648 |
|
|
FHLMC POOL #A9-3443 |
|
5.000% 08/01/2040 DD 08/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
2,501 |
|
|
FHLMC POOL #A9-5796 |
|
4.000% 12/01/2040 DD 12/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
7,222 |
|
|
FHLMC POOL #A9-6385 |
|
4.000% 01/01/2041 DD 01/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
5,556 |
|
|
FHLMC POOL #A9-6584 |
|
4.000% 02/01/2041 DD 01/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
4,676 |
|
|
FHLMC POOL #A9-7113 |
|
4.000% 02/01/2041 DD 02/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
2,493 |
|
|
FHLMC POOL #B1-0184 |
|
5.500% 10/01/2018 DD 10/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
14 |
|
|
FHLMC POOL #B1-0643 |
|
5.000% 11/01/2018 DD 11/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
30 |
|
|
FHLMC POOL #B1-1066 |
|
5.000% 11/01/2018 DD 11/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
22 |
|
|
FHLMC POOL #B1-3238 |
|
5.000% 04/01/2019 DD 04/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
140 |
|
|
FHLMC POOL #B1-3628 |
|
4.000% 04/01/2019 DD 04/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
23 |
|
|
FHLMC POOL #B1-3801 |
|
4.500% 04/01/2019 DD 04/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
75 |
|
|
FHLMC POOL #B1-4755 |
|
4.000% 05/01/2019 DD 05/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
111 |
|
|
FHLMC POOL #B1-5090 |
|
4.500% 06/01/2019 DD 06/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
48 |
|
|
FHLMC POOL #B1-7813 |
|
4.500% 02/01/2020 DD 02/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
12 |
|
|
FHLMC POOL #C0-0353 |
|
8.500% 06/01/2024 DD 06/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #C0-0503 |
|
6.500% 03/01/2027 DD 03/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
13 |
|
|
FHLMC POOL #C0-0509 |
|
7.500% 04/01/2027 DD 04/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #C0-0550 |
|
7.500% 09/01/2027 DD 09/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #C0-0551 |
|
8.000% 09/01/2027 DD 09/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FHLMC POOL #C0-0604 |
|
6.000% 04/01/2028 DD 04/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FHLMC POOL #C0-0636 |
|
7.500% 07/01/2028 DD 07/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FHLMC POOL #C0-0647 |
|
6.500% 09/01/2028 DD 09/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
17 |
|
|
FHLMC POOL #C0-0680 |
|
6.000% 11/01/2028 DD 11/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
29 |
|
|
FHLMC POOL #C0-0690 |
|
6.000% 12/01/2028 DD 12/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
10 |
|
|
FHLMC POOL #C0-0712 |
|
6.500% 02/01/2029 DD 02/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FHLMC POOL #C0-0738 |
|
5.500% 02/01/2029 DD 02/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
FHLMC POOL #C0-0760 |
|
6.500% 05/01/2029 DD 05/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
7 |
|
|
FHLMC POOL #C0-0778 |
|
7.000% 06/01/2029 DD 06/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FHLMC POOL #C0-0835 |
|
6.500% 07/01/2029 DD 07/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FHLMC POOL #C0-0860 |
|
7.000% 09/01/2029 DD 09/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FHLMC POOL #C0-0872 |
|
6.000% 09/01/2029 DD 09/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
7 |
|
|
FHLMC POOL #C0-0874 |
|
7.000% 10/01/2029 DD 10/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
11 |
|
|
FHLMC POOL #C0-0879 |
|
8.000% 10/01/2029 DD 10/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #C0-0933 |
|
7.500% 03/01/2030 DD 03/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FHLMC POOL #C0-0986 |
|
7.000% 05/01/2030 DD 05/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #C0-0987 |
|
7.500% 05/01/2030 DD 05/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FHLMC POOL #C0-1009 |
|
7.500% 06/01/2030 DD 06/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #C0-1026 |
|
8.500% 07/01/2030 DD 07/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #C0-1033 |
|
7.500% 08/01/2030 DD 08/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #C0-1079 |
|
7.500% 10/01/2030 DD 10/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #C0-1131 |
|
6.500% 01/01/2031 DD 01/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FHLMC POOL #C0-1166 |
|
6.000% 04/01/2031 DD 04/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
FHLMC POOL #C0-1172 |
|
6.500% 05/01/2031 DD 05/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
21 |
|
|
FHLMC POOL #C0-1211 |
|
7.000% 08/01/2031 DD 08/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
20 |
|
|
FHLMC POOL #C0-1244 |
|
6.500% 10/01/2031 DD 10/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #C0-1283 |
|
5.500% 11/01/2031 DD 11/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
FHLMC POOL #C0-1286 |
|
6.000% 01/01/2032 DD 01/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
141 |
|
|
FHLMC POOL #C0-1291 |
|
7.000% 12/01/2031 DD 12/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
27 |
|
|
FHLMC POOL #C0-1292 |
|
6.000% 02/01/2032 DD 02/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
41 |
|
|
FHLMC POOL #C0-1297 |
|
6.500% 02/01/2032 DD 02/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
14 |
|
|
FHLMC POOL #C0-1316 |
|
6.000% 03/01/2032 DD 03/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
12 |
|
|
FHLMC POOL #C0-1333 |
|
5.500% 02/01/2032 DD 02/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
29 |
|
|
FHLMC POOL #C0-1385 |
|
6.500% 08/01/2032 DD 08/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
24 |
|
|
FHLMC POOL #C0-1410 |
|
6.000% 10/01/2032 DD 10/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
27 |
|
|
FHLMC POOL #C0-1428 |
|
5.500% 11/01/2032 DD 11/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
40 |
|
|
FHLMC POOL #C0-1435 |
|
6.000% 12/01/2032 DD 12/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
26 |
|
|
FHLMC POOL #C0-1443 |
|
5.500% 01/01/2033 DD 01/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
263 |
|
|
FHLMC POOL #C0-1444 |
|
6.000% 01/01/2033 DD 01/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
FHLMC POOL #C0-1501 |
|
5.500% 03/01/2033 DD 03/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
78 |
|
|
FHLMC POOL #C0-1511 |
|
6.000% 03/01/2033 DD 03/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
24 |
|
|
FHLMC POOL #C0-1582 |
|
5.500% 07/01/2033 DD 07/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
226 |
|
|
FHLMC POOL #C0-1598 |
|
5.000% 08/01/2033 DD 08/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
338 |
|
|
FHLMC POOL #C0-1623 |
|
5.500% 09/01/2033 DD 09/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
63 |
|
|
FHLMC POOL #C0-1676 |
|
6.000% 11/01/2033 DD 11/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
70 |
|
|
FHLMC POOL #C0-1701 |
|
6.500% 09/01/2033 DD 09/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #C0-1839 |
|
5.000% 05/01/2034 DD 05/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
130 |
|
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
FHLMC POOL #C0-2964 |
|
6.000% 07/01/2037 DD 07/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #C0-3404 |
|
4.500% 09/01/2039 DD 09/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
1,523 |
|
|
FHLMC POOL #C0-3412 |
|
4.500% 10/01/2039 DD 10/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
214 |
|
|
FHLMC POOL #C0-4247 |
|
3.000% 11/01/2042 DD 11/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
6,181 |
|
|
FHLMC POOL #C1-0246 |
|
6.000% 05/01/2028 DD 05/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #C1-9923 |
|
6.000% 01/01/2029 DD 01/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
48 |
|
|
FHLMC POOL #C2-1388 |
|
9.500% 01/01/2029 DD 01/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
FHLMC POOL #C2-1994 |
|
6.000% 02/01/2029 DD 02/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
10 |
|
|
FHLMC POOL #C2-3191 |
|
6.000% 03/01/2029 DD 03/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #C2-3768 |
|
7.000% 03/01/2029 DD 03/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #C2-3776 |
|
6.000% 03/01/2029 DD 03/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
FHLMC POOL #C2-4018 |
|
6.000% 01/01/2029 DD 03/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
FHLMC POOL #C2-7046 |
|
6.000% 05/01/2029 DD 05/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
FHLMC POOL #C2-8088 |
|
7.000% 06/01/2029 DD 06/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #C2-8267 |
|
7.000% 05/01/2029 DD 06/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #C2-8631 |
|
7.000% 07/01/2029 DD 07/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FHLMC POOL #C3-7311 |
|
7.500% 03/01/2030 DD 03/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
7 |
|
|
FHLMC POOL #C3-7515 |
|
7.500% 04/01/2030 DD 04/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #C3-8567 |
|
8.000% 05/01/2030 DD 05/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FHLMC POOL #C3-8898 |
|
6.500% 03/01/2029 DD 05/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
26 |
|
|
FHLMC POOL #C4-1711 |
|
7.500% 08/01/2030 DD 08/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FHLMC POOL #C4-1887 |
|
7.500% 09/01/2030 DD 09/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FHLMC POOL #C4-5817 |
|
7.500% 12/01/2030 DD 12/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
25 |
|
|
FHLMC POOL #C4-6037 |
|
7.000% 12/01/2030 DD 12/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FHLMC POOL #C4-6068 |
|
7.000% 12/01/2030 DD 12/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FHLMC POOL #C5-1333 |
|
7.000% 05/01/2031 DD 05/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #C5-3589 |
|
6.500% 06/01/2031 DD 06/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
FHLMC POOL #C5-3683 |
|
6.000% 06/01/2031 DD 06/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
FHLMC POOL #C5-6966 |
|
6.500% 08/01/2031 DD 08/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
14 |
|
|
FHLMC POOL #C5-8215 |
|
6.500% 09/01/2031 DD 09/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
21 |
|
|
FHLMC POOL #C6-1792 |
|
7.000% 12/01/2031 DD 12/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FHLMC POOL #C6-2033 |
|
6.500% 11/01/2031 DD 12/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
14 |
|
|
FHLMC POOL #C6-2923 |
|
6.500% 01/01/2032 DD 01/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #C6-3581 |
|
6.000% 02/01/2032 DD 01/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
41 |
|
|
FHLMC POOL #C6-8269 |
|
7.000% 06/01/2032 DD 06/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
99 |
|
|
FHLMC POOL #C6-9013 |
|
7.000% 07/01/2032 DD 07/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
127 |
|
|
FHLMC POOL #C6-9598 |
|
6.500% 08/01/2032 DD 07/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
41 |
|
|
FHLMC POOL #C7-0220 |
|
6.500% 08/01/2032 DD 08/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
FHLMC POOL #C7-0698 |
|
6.000% 09/01/2032 DD 09/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
34 |
|
|
FHLMC POOL #C7-2911 |
|
6.000% 11/01/2032 DD 11/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
146 |
|
|
FHLMC POOL #C7-4865 |
|
6.500% 10/01/2032 DD 12/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
11 |
|
|
FHLMC POOL #C7-5331 |
|
6.500% 08/01/2032 DD 12/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
17 |
|
|
FHLMC POOL #C7-6773 |
|
5.500% 03/01/2033 DD 02/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
133 |
|
|
FHLMC POOL #C7-7450 |
|
5.000% 03/01/2033 DD 03/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
67 |
|
|
FHLMC POOL #C7-8238 |
|
5.500% 04/01/2033 DD 04/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
39 |
|
|
FHLMC POOL #C7-9885 |
|
5.500% 06/01/2033 DD 05/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
168 |
|
|
FHLMC POOL #C8-0090 |
|
6.000% 01/01/2024 DD 01/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #C8-0112 |
|
7.000% 02/01/2024 DD 02/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #C8-0137 |
|
6.500% 04/01/2024 DD 04/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FHLMC POOL #C8-0239 |
|
8.500% 11/01/2024 DD 11/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #C8-0252 |
|
8.500% 01/01/2025 DD 01/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FHLMC POOL #C8-0373 |
|
7.500% 01/01/2026 DD 01/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FHLMC POOL #C8-0391 |
|
7.000% 03/01/2026 DD 03/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #C9-0234 |
|
6.000% 10/01/2018 DD 10/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FHLMC POOL #C9-0325 |
|
6.500% 02/01/2020 DD 02/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FHLMC POOL #C9-0482 |
|
6.500% 09/01/2021 DD 09/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
34 |
|
|
FHLMC POOL #C9-0654 |
|
5.500% 04/01/2023 DD 04/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
123 |
|
|
FHLMC POOL #C9-0675 |
|
5.000% 05/01/2023 DD 05/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
26 |
|
|
FHLMC POOL #C9-0779 |
|
5.000% 01/01/2024 DD 01/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
129 |
|
|
FHLMC POOL #C9-0800 |
|
4.500% 12/01/2023 DD 12/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
139 |
|
|
FHLMC POOL #C9-0836 |
|
5.000% 06/01/2024 DD 06/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
106 |
|
|
FHLMC POOL #C9-0892 |
|
5.000% 04/01/2025 DD 04/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
74 |
|
|
FHLMC POOL #C9-1026 |
|
5.500% 04/01/2027 DD 04/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
51 |
|
|
FHLMC POOL #C9-1238 |
|
5.000% 01/01/2029 DD 01/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
FHLMC POOL #CO-O495 |
|
7.000% 01/01/2027 DD 01/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
7 |
|
|
FHLMC POOL #D5-0469 |
|
6.500% 03/01/2024 DD 03/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
FHLMC POOL #D5-0651 |
|
6.000% 03/01/2024 DD 03/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #D5-1042 |
|
7.000% 04/01/2024 DD 04/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FHLMC POOL #D5-1943 |
|
7.000% 04/01/2024 DD 04/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #D5-2395 |
|
7.000% 05/01/2024 DD 04/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #D5-2991 |
|
7.500% 05/01/2024 DD 05/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #D5-3833 |
|
7.000% 06/01/2024 DD 06/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FHLMC POOL #D6-2099 |
|
8.500% 03/01/2025 DD 07/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #D6-6218 |
|
6.500% 12/01/2025 DD 12/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FHLMC POOL #D7-1261 |
|
7.500% 05/01/2026 DD 05/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FHLMC POOL #D7-1458 |
|
7.000% 05/01/2026 DD 05/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FHLMC POOL #D7-5206 |
|
9.000% 10/01/2026 DD 10/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #D7-5724 |
|
7.500% 04/01/2024 DD 10/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FHLMC POOL #D7-7650 |
|
7.500% 01/01/2027 DD 01/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #D7-9625 |
|
7.500% 04/01/2027 DD 04/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #D7-9666 |
|
7.500% 04/01/2027 DD 04/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #D8-1285 |
|
7.000% 07/01/2027 DD 07/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #D8-6140 |
|
6.500% 10/01/2027 DD 02/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FHLMC POOL #D9-5464 |
|
6.000% 06/01/2022 DD 06/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
81 |
|
|
FHLMC POOL #D9-5720 |
|
5.500% 11/01/2022 DD 12/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
40 |
|
|
FHLMC POOL #E0-0552 |
|
6.500% 06/01/2013 DD 06/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #E0-0617 |
|
5.500% 01/01/2014 DD 01/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #E0-0627 |
|
5.500% 02/01/2014 DD 02/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #E0-0676 |
|
5.500% 06/01/2014 DD 06/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FHLMC POOL #E0-0720 |
|
6.000% 07/01/2014 DD 07/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #E0-0846 |
|
7.500% 05/01/2015 DD 05/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #E0-0863 |
|
8.000% 07/01/2015 DD 07/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #E0-0894 |
|
8.500% 06/01/2015 DD 06/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FHLMC POOL #E0-0912 |
|
8.500% 08/01/2015 DD 08/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #E0-0935 |
|
8.500% 10/01/2015 DD 10/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
15 |
|
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
FHLMC POOL #E0-0975 |
|
6.000% 05/01/2016 DD 05/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
10 |
|
|
FHLMC POOL #E0-1139 |
|
6.000% 04/01/2017 DD 04/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FHLMC POOL #E0-1157 |
|
6.000% 06/01/2017 DD 06/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
19 |
|
|
FHLMC POOL #E0-1307 |
|
5.000% 02/01/2018 DD 02/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #E0-1377 |
|
4.500% 05/01/2018 DD 05/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
236 |
|
|
FHLMC POOL #E0-1386 |
|
5.000% 06/01/2018 DD 06/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
30 |
|
|
FHLMC POOL #E0-1590 |
|
5.000% 02/01/2019 DD 02/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
56 |
|
|
FHLMC POOL #E0-1641 |
|
4.500% 05/01/2019 DD 05/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
152 |
|
|
FHLMC POOL #E0-2866 |
|
4.000% 04/01/2026 DD 04/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
401 |
|
|
FHLMC POOL #E0-2920 |
|
3.500% 06/01/2026 DD 06/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
1,251 |
|
|
FHLMC POOL #E0-4116 |
|
2.500% 11/01/2027 DD 11/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
4,473 |
|
|
FHLMC POOL #E7-5219 |
|
6.000% 03/01/2014 DD 02/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #E7-5945 |
|
5.500% 04/01/2014 DD 04/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #E7-6435 |
|
6.500% 04/01/2014 DD 04/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #E7-6730 |
|
6.000% 05/01/2014 DD 05/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FHLMC POOL #E7-7099 |
|
6.000% 05/01/2014 DD 05/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FHLMC POOL #E7-7576 |
|
6.500% 06/01/2014 DD 06/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #E7-8829 |
|
6.000% 10/01/2014 DD 10/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FHLMC POOL #E8-1255 |
|
8.500% 08/01/2015 DD 08/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
20 |
|
|
FHLMC POOL #E8-2712 |
|
6.000% 03/01/2016 DD 03/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FHLMC POOL #E8-3736 |
|
6.000% 05/01/2016 DD 05/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
15 |
|
|
FHLMC POOL #E8-4024 |
|
6.000% 06/01/2016 DD 06/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
18 |
|
|
FHLMC POOL #E8-4440 |
|
5.500% 07/01/2016 DD 07/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
23 |
|
|
FHLMC POOL #E8-4720 |
|
6.500% 07/01/2016 DD 07/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FHLMC POOL #E8-7932 |
|
6.000% 02/01/2017 DD 02/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FHLMC POOL #E8-8194 |
|
6.000% 02/01/2017 DD 02/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
14 |
|
|
FHLMC POOL #E8-8215 |
|
6.000% 03/01/2017 DD 02/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #E8-8346 |
|
6.000% 03/01/2017 DD 03/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FHLMC POOL #E9-0288 |
|
6.000% 06/01/2017 DD 06/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
FHLMC POOL #E9-2902 |
|
5.000% 12/01/2017 DD 12/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
57 |
|
|
FHLMC POOL #E9-3331 |
|
5.000% 01/01/2018 DD 12/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
149 |
|
|
FHLMC POOL #E9-3956 |
|
5.000% 01/01/2018 DD 01/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
50 |
|
|
FHLMC POOL #E9-9010 |
|
4.500% 09/01/2018 DD 08/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
142 |
|
|
FHLMC POOL #E9-9739 |
|
5.000% 08/01/2018 DD 09/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
10 |
|
|
FHLMC POOL #E9-9763 |
|
4.500% 09/01/2018 DD 09/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FHLMC POOL #E9-9764 |
|
4.500% 09/01/2018 DD 09/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FHLMC POOL #G0-0326 |
|
9.000% 03/01/2024 DD 04/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #G0-0367 |
|
10.000% 04/01/2025 DD 06/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #G0-0410 |
|
6.000% 10/01/2025 DD 10/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FHLMC POOL #G0-0438 |
|
7.000% 12/01/2025 DD 02/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #G0-0454 |
|
6.500% 02/01/2026 DD 03/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
14 |
|
|
FHLMC POOL #G0-0699 |
|
7.000% 04/01/2027 DD 04/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #G0-0708 |
|
8.000% 05/01/2027 DD 04/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
FHLMC POOL #G0-0729 |
|
8.000% 06/01/2027 DD 05/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #G0-0739 |
|
7.500% 06/01/2027 DD 06/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #G0-0752 |
|
7.500% 08/01/2027 DD 07/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FHLMC POOL #G0-0825 |
|
7.000% 12/01/2027 DD 11/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FHLMC POOL #G0-0848 |
|
7.000% 12/01/2026 DD 12/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FHLMC POOL #G0-1074 |
|
7.500% 10/01/2029 DD 10/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
12 |
|
|
FHLMC POOL #G0-1155 |
|
6.500% 08/01/2030 DD 12/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
31 |
|
|
FHLMC POOL #G0-1216 |
|
6.000% 03/01/2031 DD 03/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
36 |
|
|
FHLMC POOL #G0-1311 |
|
7.000% 09/01/2031 DD 09/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FHLMC POOL #G0-1563 |
|
5.500% 06/01/2033 DD 05/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
75 |
|
|
FHLMC POOL #G0-1644 |
|
5.500% 02/01/2034 DD 01/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
4,270 |
|
|
FHLMC POOL #G0-1737 |
|
5.000% 12/01/2034 DD 11/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
1,975 |
|
|
FHLMC POOL #G0-1766 |
|
6.500% 10/01/2032 DD 01/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
73 |
|
|
FHLMC POOL #G0-1840 |
|
5.000% 07/01/2035 DD 06/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
599 |
|
|
FHLMC POOL #G0-1981 |
|
5.000% 12/01/2035 DD 12/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
52 |
|
|
FHLMC POOL #G0-2109 |
|
6.000% 03/01/2036 DD 02/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
121 |
|
|
FHLMC POOL #G0-3143 |
|
6.000% 07/01/2037 DD 07/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #G0-3697 |
|
6.000% 01/01/2038 DD 12/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
114 |
|
|
FHLMC POOL #G0-4594 |
|
5.500% 01/01/2036 DD 08/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
12 |
|
|
FHLMC POOL #G0-4778 |
|
6.000% 07/01/2038 DD 10/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
287 |
|
|
FHLMC POOL #G0-5124 |
|
6.000% 12/01/2038 DD 12/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
139 |
|
|
FHLMC POOL #G0-5572 |
|
5.000% 02/01/2039 DD 07/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
5,818 |
|
|
FHLMC POOL #G0-7028 |
|
4.000% 06/01/2042 DD 06/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
2,488 |
|
|
FHLMC POOL #G0-8006 |
|
6.000% 08/01/2034 DD 08/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
37 |
|
|
FHLMC POOL #G0-8016 |
|
6.000% 10/01/2034 DD 10/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
95 |
|
|
FHLMC POOL #G0-8081 |
|
6.000% 09/01/2035 DD 09/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
76 |
|
|
FHLMC POOL #G0-8106 |
|
6.000% 01/01/2036 DD 01/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
131 |
|
|
FHLMC POOL #G0-8129 |
|
6.000% 05/01/2036 DD 05/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
59 |
|
|
FHLMC POOL #G0-8372 |
|
4.500% 11/01/2039 DD 11/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
2,944 |
|
|
FHLMC POOL #G0-8443 |
|
4.500% 04/01/2041 DD 04/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
5,275 |
|
|
FHLMC POOL #G1-0855 |
|
6.000% 12/01/2013 DD 11/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FHLMC POOL #G1-0875 |
|
5.500% 01/01/2014 DD 12/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #G1-0916 |
|
6.500% 06/01/2014 DD 05/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #G1-0952 |
|
6.500% 09/01/2014 DD 08/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FHLMC POOL #G1-1409 |
|
6.000% 05/01/2017 DD 06/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
FHLMC POOL #G1-1467 |
|
4.000% 09/01/2018 DD 10/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
129 |
|
|
FHLMC POOL #G1-2205 |
|
4.500% 06/01/2021 DD 06/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
67 |
|
|
FHLMC POOL #G1-2709 |
|
5.000% 07/01/2022 DD 06/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FHLMC POOL #G1-3171 |
|
4.500% 06/01/2023 DD 05/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
213 |
|
|
FHLMC POOL #G1-3321 |
|
4.000% 04/01/2023 DD 10/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
27 |
|
|
FHLMC POOL #G1-4239 |
|
4.000% 09/01/2026 DD 09/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
979 |
|
|
FHLMC POOL #G1-8090 |
|
5.500% 12/01/2020 DD 12/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
39 |
|
|
FHLMC POOL #G1-8114 |
|
5.500% 05/01/2021 DD 05/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
10 |
|
|
FHLMC POOL #G1-8123 |
|
5.500% 06/01/2021 DD 06/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
38 |
|
|
FHLMC POOL #J0-0740 |
|
5.500% 12/01/2020 DD 12/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
FHLMC POOL #J0-0990 |
|
4.500% 01/01/2021 DD 01/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
66 |
|
|
FHLMC POOL #J0-1088 |
|
5.000% 01/01/2021 DD 01/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
53 |
|
|
FHLMC POOL #J0-1878 |
|
5.500% 05/01/2021 DD 05/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
36 |
|
|
FHLMC POOL #J0-2041 |
|
5.500% 06/01/2020 DD 06/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
12 |
|
|
FHLMC POOL #J0-2608 |
|
4.000% 10/01/2020 DD 10/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
56 |
|
|
FHLMC POOL #J0-2698 |
|
5.500% 11/01/2020 DD 11/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
23 |
|
|
FHLMC POOL #J0-3081 |
|
6.000% 07/01/2021 DD 07/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
FHLMC POOL #J0-5315 |
|
5.000% 08/01/2022 DD 08/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
32 |
|
|
FHLMC POOL #J0-7260 |
|
4.500% 03/01/2023 DD 03/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
180 |
|
|
FHLMC POOL #J0-9311 |
|
4.500% 02/01/2024 DD 02/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
224 |
|
|
FHLMC POOL #J1-0391 |
|
4.500% 07/01/2024 DD 07/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
26 |
|
|
FHLMC POOL #J1-0877 |
|
4.500% 10/01/2024 DD 09/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
FHLMC POOL #J1-1216 |
|
4.500% 11/01/2024 DD 11/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
28 |
|
|
FHLMC POOL #J1-1236 |
|
4.500% 11/01/2024 DD 11/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
91 |
|
|
FHLMC POOL #J1-1244 |
|
4.500% 11/01/2024 DD 11/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
11 |
|
|
FHLMC POOL #J1-1246 |
|
4.500% 12/01/2024 DD 11/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
33 |
|
|
FHLMC POOL #J1-1251 |
|
4.500% 11/01/2024 DD 11/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
38 |
|
|
FHLMC POOL #J1-3542 |
|
3.500% 11/01/2025 DD 11/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
491 |
|
|
FHLMC POOL #J1-4011 |
|
3.500% 01/01/2026 DD 12/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
2,986 |
|
|
FHLMC POOL #J1-5170 |
|
3.500% 05/01/2026 DD 04/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
350 |
|
|
FHLMC POOL #J1-5383 |
|
4.000% 05/01/2026 DD 05/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
4,123 |
|
|
FHLMC POOL #J1-5501 |
|
4.000% 05/01/2026 DD 05/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
471 |
|
|
FHLMC POOL #P6-0084 |
|
6.000% 03/01/2016 DD 01/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
35 |
|
|
FHLMC POOL #Q0-0093 |
|
4.000% 04/01/2041 DD 04/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
2,004 |
|
|
FHLMC POOL #Q0-0361 |
|
4.500% 04/01/2041 DD 04/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
2,592 |
|
|
FHLMC POOL #Q0-0632 |
|
5.000% 05/01/2041 DD 04/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
2,263 |
|
|
FHLMC POOL #Q0-0876 |
|
4.500% 05/01/2041 DD 05/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
2,446 |
|
|
FHLMC POOL #Q0-9011 |
|
4.000% 06/01/2042 DD 06/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,792 |
|
|
FHLMC POOL #Q0-9810 |
|
3.500% 08/01/2042 DD 07/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
740 |
|
|
FHLMC POOL #Q1-3495 |
|
3.000% 12/01/2042 DD 11/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
6,166 |
|
|
FHLMC POOL #Q1-4038 |
|
3.500% 12/01/2042 DD 12/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
2,026 |
|
|
FHLMC MULTICLASS CTFS K020 X1 |
|
1.479% 05/25/2040 DD 09/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,064 |
|
|
FHLMC MULTICLASS MTG 2395 FT |
|
VAR RT 12/15/2031 DD 12/15/01 |
|
U. S. GOVERNMENT SECURITIES |
|
31 |
|
|
FHLMC MULTICLASS MTG 3530 DB |
|
4.000% 05/15/2024 DD 05/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
4,883 |
|
|
FHLMC MULTICLASS MTG 3817 MA |
|
4.500% 10/15/2037 DD 03/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
2,841 |
|
|
FHLMC MULTICLASS MTG 3820 DA |
|
4.000% 11/15/2035 DD 03/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
2,779 |
|
|
FHLMC MULTICLASS MTG KP01 A2 |
|
1.720% 01/25/2019 DD 10/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,744 |
|
|
FIFTH THIRD BANCORP |
|
3.625% 01/25/2016 DD 01/25/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
588 |
|
|
FIFTH THIRD BANCORP |
|
6.250% 05/01/2013 DD 04/30/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
739 |
|
|
FIFTH THIRD BANCORP |
|
3.625% 01/25/2016 DD 01/25/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,068 |
|
|
FINANCING CORP STRIP |
|
0.000% 03/07/2019 DD 03/14/89 |
|
U. S. GOVERNMENT SECURITIES |
|
1,833 |
|
|
FIRST HORIZON MORTGAGE AR6 2A1 |
|
VAR RT 12/25/2034 DD 10/01/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
19 |
|
|
FIRSTENERGY SOLUTIONS CORP |
|
4.800% 02/15/2015 DD 08/07/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,052 |
|
|
FLORIDA POWER CORP |
|
5.800% 09/15/2017 DD 09/18/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
93 |
|
|
FMS WERTMANAGEMENT |
|
VAR RT 06/21/2013 |
|
OTHER INVESTMENTS |
|
1,400 |
|
|
FMS WERTMANAGEMENT AOER |
|
1.000% 11/21/2017 DD 11/21/12 |
|
OTHER INVESTMENTS |
|
1,045 |
|
|
FNMA POOL #0050553 |
|
8.000% 04/01/2022 DD 04/01/92 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0050947 |
|
7.000% 12/01/2023 DD 12/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FNMA POOL #0050965 |
|
6.500% 01/01/2024 DD 01/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
FNMA POOL #0050992 |
|
6.500% 03/01/2024 DD 03/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0190210 |
|
7.500% 02/01/2023 DD 02/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0190273 |
|
7.000% 08/01/2026 DD 07/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FNMA POOL #0190298 |
|
8.500% 12/01/2025 DD 02/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FNMA POOL #0190404 |
|
4.500% 05/01/2040 DD 04/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
1,397 |
|
|
FNMA POOL #0218396 |
|
7.500% 06/01/2023 DD 06/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0221715 |
|
6.500% 07/01/2023 DD 07/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0223563 |
|
7.000% 07/01/2023 DD 07/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0227027 |
|
7.000% 09/01/2023 DD 09/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0229351 |
|
7.000% 09/01/2023 DD 09/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0236355 |
|
7.000% 09/01/2023 DD 09/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0240488 |
|
6.500% 12/01/2023 DD 12/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0244757 |
|
6.000% 11/01/2023 DD 12/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0250060 |
|
7.500% 06/01/2024 DD 06/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0250281 |
|
10.000% 03/01/2025 DD 03/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0250359 |
|
7.000% 10/01/2025 DD 09/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0250360 |
|
8.000% 10/01/2025 DD 09/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FNMA POOL #0250460 |
|
7.000% 02/01/2026 DD 01/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0250610 |
|
7.500% 07/01/2026 DD 06/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0250641 |
|
7.500% 08/01/2026 DD 07/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0250693 |
|
7.500% 08/01/2016 DD 08/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0250776 |
|
9.500% 09/01/2026 DD 08/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0250916 |
|
7.500% 04/01/2017 DD 03/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0250969 |
|
6.500% 04/01/2027 DD 04/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
FNMA POOL #0251142 |
|
9.000% 06/01/2027 DD 06/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0251191 |
|
7.500% 09/01/2027 DD 08/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0251298 |
|
7.500% 11/01/2027 DD 10/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0251334 |
|
6.500% 11/01/2027 DD 10/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0252164 |
|
5.500% 12/01/2013 DD 11/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0252259 |
|
5.500% 02/01/2014 DD 01/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0252339 |
|
6.000% 03/01/2029 DD 02/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
22 |
|
|
FNMA POOL #0252342 |
|
6.500% 04/01/2029 DD 03/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
22 |
|
|
FNMA POOL #0252439 |
|
6.500% 05/01/2029 DD 04/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FNMA POOL #0252498 |
|
7.000% 06/01/2029 DD 05/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
15 |
|
|
FNMA POOL #0252566 |
|
6.000% 07/01/2014 DD 06/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0252570 |
|
6.500% 07/01/2029 DD 06/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FNMA POOL #0252573 |
|
6.000% 06/01/2019 DD 05/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
14 |
|
|
FNMA POOL #0252640 |
|
6.500% 08/01/2014 DD 07/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0252646 |
|
7.000% 08/01/2029 DD 07/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0252712 |
|
7.500% 08/01/2029 DD 07/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0252715 |
|
6.500% 09/01/2029 DD 08/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
20 |
|
|
FNMA POOL #0252717 |
|
7.500% 09/01/2029 DD 08/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0253187 |
|
6.500% 02/01/2020 DD 03/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0253346 |
|
7.500% 06/01/2030 DD 05/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
11 |
|
|
FNMA POOL #0253347 |
|
8.000% 06/01/2030 DD 05/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FNMA POOL #0253642 |
|
7.000% 02/01/2031 DD 01/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0253683 |
|
7.500% 01/01/2031 DD 01/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
45 |
|
|
FNMA POOL #0254140 |
|
5.500% 01/01/2017 DD 12/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
33 |
|
|
FNMA POOL #0254196 |
|
6.000% 02/01/2017 DD 01/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0254197 |
|
5.500% 02/01/2032 DD 01/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
62 |
|
|
FNMA POOL #0254198 |
|
6.000% 02/01/2032 DD 01/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
110 |
|
|
FNMA POOL #0254471 |
|
6.000% 09/01/2022 DD 08/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
14 |
|
|
FNMA POOL #0254591 |
|
5.500% 01/01/2018 DD 12/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
17 |
|
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
FNMA POOL #0254665 |
|
6.000% 02/01/2018 DD 01/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
11 |
|
|
FNMA POOL #0254684 |
|
5.000% 03/01/2018 DD 02/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
271 |
|
|
FNMA POOL #0254797 |
|
5.000% 06/01/2023 DD 05/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
14 |
|
|
FNMA POOL #0254799 |
|
5.000% 07/01/2023 DD 06/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
49 |
|
|
FNMA POOL #0254803 |
|
5.000% 07/01/2018 DD 06/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
223 |
|
|
FNMA POOL #0254987 |
|
5.000% 12/01/2018 DD 11/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
20 |
|
|
FNMA POOL #0255077 |
|
5.000% 01/01/2019 DD 12/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
52 |
|
|
FNMA POOL #0255079 |
|
5.000% 02/01/2019 DD 01/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
208 |
|
|
FNMA POOL #0255114 |
|
5.000% 03/01/2024 DD 02/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
72 |
|
|
FNMA POOL #0255190 |
|
5.500% 05/01/2034 DD 04/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
101 |
|
|
FNMA POOL #0255275 |
|
4.500% 07/01/2019 DD 06/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
123 |
|
|
FNMA POOL #0255313 |
|
5.500% 08/01/2034 DD 07/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
79 |
|
|
FNMA POOL #0255316 |
|
5.000% 07/01/2019 DD 06/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
46 |
|
|
FNMA POOL #0256125 |
|
5.000% 01/01/2026 DD 01/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
79 |
|
|
FNMA POOL #0256277 |
|
5.500% 06/01/2021 DD 05/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
52 |
|
|
FNMA POOL #0256360 |
|
7.000% 08/01/2036 DD 07/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
73 |
|
|
FNMA POOL #0256517 |
|
6.000% 12/01/2026 DD 11/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
85 |
|
|
FNMA POOL #0256532 |
|
5.000% 12/01/2016 DD 11/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
13 |
|
|
FNMA POOL #0256588 |
|
5.000% 12/01/2016 DD 12/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
FNMA POOL #0256605 |
|
5.000% 02/01/2017 DD 01/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
FNMA POOL #0256681 |
|
5.000% 04/01/2017 DD 03/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
40 |
|
|
FNMA POOL #0256718 |
|
5.000% 05/01/2017 DD 04/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
14 |
|
|
FNMA POOL #0256755 |
|
5.000% 06/01/2017 DD 05/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
51 |
|
|
FNMA POOL #0256811 |
|
7.000% 07/01/2037 DD 06/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
64 |
|
|
FNMA POOL #0256959 |
|
6.000% 11/01/2037 DD 10/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
1,342 |
|
|
FNMA POOL #0257564 |
|
4.500% 01/01/2024 DD 12/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
56 |
|
|
FNMA POOL #0269546 |
|
7.000% 01/01/2024 DD 01/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0276471 |
|
7.000% 03/01/2024 DD 04/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
13 |
|
|
FNMA POOL #0280299 |
|
7.500% 04/01/2024 DD 04/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0283359 |
|
6.000% 05/01/2024 DD 05/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0291181 |
|
9.500% 07/01/2024 DD 08/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0299164 |
|
8.500% 11/01/2024 DD 12/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0299357 |
|
9.000% 12/01/2024 DD 12/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0303020 |
|
7.000% 10/01/2024 DD 10/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0303156 |
|
7.000% 12/01/2023 DD 01/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
19 |
|
|
FNMA POOL #0303223 |
|
7.000% 11/01/2024 DD 03/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
FNMA POOL #0303551 |
|
8.000% 10/01/2025 DD 09/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0303712 |
|
7.000% 02/01/2026 DD 01/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FNMA POOL #0303780 |
|
7.000% 03/01/2026 DD 02/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0303890 |
|
7.000% 05/01/2026 DD 04/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FNMA POOL #0305160 |
|
9.500% 02/01/2025 DD 01/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0305811 |
|
6.000% 07/01/2024 DD 02/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
FNMA POOL #0310108 |
|
5.000% 08/01/2035 DD 12/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
145 |
|
|
FNMA POOL #0313345 |
|
7.000% 02/01/2027 DD 01/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0318091 |
|
7.500% 08/01/2025 DD 07/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
FNMA POOL #0320080 |
|
7.000% 08/01/2025 DD 08/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0323159 |
|
7.500% 04/01/2028 DD 05/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0323788 |
|
6.500% 06/01/2014 DD 05/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0323833 |
|
6.000% 07/01/2014 DD 06/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0323866 |
|
6.500% 08/01/2029 DD 07/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
11 |
|
|
FNMA POOL #0328940 |
|
8.000% 12/01/2025 DD 12/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0333494 |
|
6.500% 12/01/2025 DD 12/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0333561 |
|
6.500% 02/01/2026 DD 02/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0337265 |
|
6.000% 02/01/2026 DD 02/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0338410 |
|
6.000% 05/01/2026 DD 05/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0340901 |
|
6.000% 03/01/2014 DD 03/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
45 |
|
|
FNMA POOL #0343472 |
|
7.000% 04/01/2026 DD 04/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
FNMA POOL #0346369 |
|
7.000% 05/01/2026 DD 05/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
12 |
|
|
FNMA POOL #0353309 |
|
7.500% 12/01/2025 DD 07/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FNMA POOL #0356660 |
|
6.500% 05/01/2026 DD 09/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
50 |
|
|
FNMA POOL #0356661 |
|
7.000% 05/01/2026 DD 09/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0357850 |
|
5.500% 07/01/2035 DD 07/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
15 |
|
|
FNMA POOL #0357912 |
|
5.000% 07/01/2035 DD 08/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
67 |
|
|
FNMA POOL #0357922 |
|
5.000% 08/01/2020 DD 08/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
100 |
|
|
FNMA POOL #0363513 |
|
9.500% 09/01/2019 DD 04/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0363567 |
|
7.000% 06/01/2026 DD 10/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0369145 |
|
6.500% 05/01/2026 DD 12/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
20 |
|
|
FNMA POOL #0369162 |
|
7.000% 02/01/2026 DD 12/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0370299 |
|
7.500% 01/01/2027 DD 01/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0390569 |
|
7.500% 08/01/2027 DD 08/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0391099 |
|
7.000% 12/01/2026 DD 05/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
10 |
|
|
FNMA POOL #0393168 |
|
7.000% 07/01/2027 DD 07/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0393187 |
|
8.000% 08/01/2027 DD 08/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FNMA POOL #0394764 |
|
6.500% 06/01/2025 DD 07/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FNMA POOL #0395784 |
|
7.500% 11/01/2027 DD 11/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0395815 |
|
7.000% 11/01/2027 DD 11/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0397061 |
|
8.000% 09/01/2027 DD 09/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0397073 |
|
7.000% 09/01/2027 DD 09/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
FNMA POOL #0397170 |
|
6.500% 12/01/2027 DD 12/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
FNMA POOL #0397332 |
|
7.500% 09/01/2027 DD 09/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0400552 |
|
6.500% 11/01/2026 DD 09/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
15 |
|
|
FNMA POOL #0409335 |
|
6.000% 11/01/2028 DD 11/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
17 |
|
|
FNMA POOL #0412143 |
|
6.500% 01/01/2028 DD 01/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
40 |
|
|
FNMA POOL #0412145 |
|
7.500% 01/01/2028 DD 01/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0418124 |
|
6.000% 04/01/2028 DD 04/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
FNMA POOL #0420615 |
|
7.000% 12/01/2027 DD 03/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
7 |
|
|
FNMA POOL #0420713 |
|
6.500% 05/01/2028 DD 05/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
12 |
|
|
FNMA POOL #0427573 |
|
6.500% 05/01/2028 DD 05/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
28 |
|
|
FNMA POOL #0431083 |
|
7.000% 07/01/2028 DD 07/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
FNMA POOL #0434952 |
|
7.000% 07/01/2028 DD 07/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
FNMA POOL #0439840 |
|
6.500% 08/01/2028 DD 08/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FNMA POOL #0442622 |
|
6.500% 11/01/2028 DD 10/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FNMA POOL #0443225 |
|
5.500% 10/01/2028 DD 10/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
FNMA POOL #0445251 |
|
5.500% 12/01/2013 DD 12/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0447350 |
|
6.500% 11/01/2028 DD 11/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
FNMA POOL #0447358 |
|
6.500% 11/01/2028 DD 11/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0449262 |
|
5.500% 01/01/2014 DD 01/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0450658 |
|
6.000% 12/01/2028 DD 12/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
FNMA POOL #0450815 |
|
6.500% 11/01/2028 DD 11/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0450960 |
|
6.500% 11/01/2028 DD 11/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FNMA POOL #0452026 |
|
6.500% 11/01/2028 DD 11/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0452975 |
|
6.000% 12/01/2028 DD 12/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0453672 |
|
6.500% 01/01/2029 DD 12/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
13 |
|
|
FNMA POOL #0454410 |
|
6.500% 12/01/2028 DD 12/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FNMA POOL #0459285 |
|
6.500% 02/01/2029 DD 01/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FNMA POOL #0480954 |
|
6.500% 03/01/2029 DD 03/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
17 |
|
|
FNMA POOL #0481884 |
|
6.500% 02/01/2029 DD 02/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0484959 |
|
7.000% 06/01/2029 DD 06/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0487969 |
|
6.500% 04/01/2029 DD 03/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FNMA POOL #0489431 |
|
6.000% 03/01/2029 DD 03/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FNMA POOL #0489464 |
|
6.000% 03/01/2014 DD 03/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0490605 |
|
6.000% 03/01/2029 DD 04/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FNMA POOL #0490782 |
|
6.500% 03/01/2029 DD 03/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
49 |
|
|
FNMA POOL #0492912 |
|
6.000% 02/01/2014 DD 03/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0493740 |
|
6.000% 04/01/2014 DD 04/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0493785 |
|
5.500% 06/01/2014 DD 06/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0494927 |
|
6.500% 06/01/2029 DD 05/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
13 |
|
|
FNMA POOL #0496807 |
|
6.500% 06/01/2029 DD 06/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
12 |
|
|
FNMA POOL #0497147 |
|
6.000% 05/01/2029 DD 05/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0500482 |
|
6.500% 06/01/2029 DD 06/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
48 |
|
|
FNMA POOL #0501861 |
|
7.000% 09/01/2029 DD 09/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
FNMA POOL #0506146 |
|
7.000% 08/01/2029 DD 08/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
7 |
|
|
FNMA POOL #0509437 |
|
7.000% 10/01/2029 DD 10/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0511936 |
|
7.500% 09/01/2029 DD 09/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0515271 |
|
7.500% 11/01/2029 DD 11/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0516293 |
|
7.000% 10/01/2029 DD 09/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0517791 |
|
7.500% 10/01/2029 DD 10/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0518567 |
|
7.500% 10/01/2029 DD 10/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FNMA POOL #0519466 |
|
7.500% 11/01/2029 DD 11/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0523823 |
|
7.500% 11/01/2029 DD 11/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
FNMA POOL #0524248 |
|
6.500% 07/01/2019 DD 12/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
FNMA POOL #0525285 |
|
8.000% 12/01/2029 DD 11/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0527245 |
|
6.500% 11/01/2029 DD 12/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FNMA POOL #0528785 |
|
7.000% 01/01/2030 DD 01/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0535332 |
|
8.500% 04/01/2030 DD 05/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0535675 |
|
7.000% 01/01/2016 DD 12/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FNMA POOL #0535716 |
|
6.500% 06/01/2015 DD 01/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FNMA POOL #0535912 |
|
6.500% 05/01/2031 DD 04/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0539263 |
|
7.500% 05/01/2030 DD 05/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FNMA POOL #0543562 |
|
7.500% 06/01/2030 DD 06/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0544558 |
|
6.000% 05/01/2014 DD 08/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0545903 |
|
5.500% 09/01/2017 DD 08/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
46 |
|
|
FNMA POOL #0545993 |
|
6.000% 11/01/2032 DD 10/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
269 |
|
|
FNMA POOL #0545994 |
|
7.000% 10/01/2032 DD 10/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
13 |
|
|
FNMA POOL #0545998 |
|
6.000% 11/01/2032 DD 10/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
187 |
|
|
FNMA POOL #0547472 |
|
7.500% 07/01/2030 DD 07/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FNMA POOL #0553064 |
|
9.000% 09/01/2030 DD 09/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
18 |
|
|
FNMA POOL #0553553 |
|
7.000% 09/01/2030 DD 09/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FNMA POOL #0555417 |
|
6.000% 05/01/2033 DD 04/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
64 |
|
|
FNMA POOL #0556266 |
|
6.000% 01/01/2016 DD 01/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FNMA POOL #0564574 |
|
7.000% 03/01/2031 DD 03/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0566690 |
|
6.000% 04/01/2030 DD 01/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
20 |
|
|
FNMA POOL #0568054 |
|
5.500% 04/01/2016 DD 04/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
10 |
|
|
FNMA POOL #0571917 |
|
7.000% 04/01/2031 DD 04/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0572254 |
|
6.500% 03/01/2031 DD 03/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
20 |
|
|
FNMA POOL #0572791 |
|
5.500% 03/01/2016 DD 03/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
FNMA POOL #0572981 |
|
6.500% 05/01/2031 DD 05/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
38 |
|
|
FNMA POOL #0576116 |
|
6.500% 05/01/2016 DD 05/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FNMA POOL #0580515 |
|
5.500% 04/01/2016 DD 04/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
7 |
|
|
FNMA POOL #0580793 |
|
6.000% 04/01/2016 DD 04/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0580961 |
|
6.000% 05/01/2031 DD 05/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
69 |
|
|
FNMA POOL #0581433 |
|
7.000% 06/01/2016 DD 05/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0582491 |
|
6.000% 05/01/2016 DD 05/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
12 |
|
|
FNMA POOL #0582978 |
|
6.500% 06/01/2031 DD 06/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
19 |
|
|
FNMA POOL #0583058 |
|
6.000% 05/01/2016 DD 05/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
FNMA POOL #0584927 |
|
6.500% 05/01/2031 DD 06/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
FNMA POOL #0594951 |
|
6.500% 08/01/2031 DD 07/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0602105 |
|
6.500% 09/01/2031 DD 09/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
14 |
|
|
FNMA POOL #0613026 |
|
6.500% 05/01/2031 DD 10/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
23 |
|
|
FNMA POOL #0614921 |
|
6.000% 12/01/2016 DD 12/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
12 |
|
|
FNMA POOL #0617275 |
|
5.500% 01/01/2032 DD 12/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
186 |
|
|
FNMA POOL #0619060 |
|
6.500% 03/01/2017 DD 03/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0623127 |
|
5.500% 01/01/2032 DD 01/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
33 |
|
|
FNMA POOL #0623881 |
|
5.500% 02/01/2017 DD 02/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FNMA POOL #0624340 |
|
7.000% 02/01/2032 DD 02/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
7 |
|
|
FNMA POOL #0627117 |
|
6.500% 02/01/2032 DD 02/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
38 |
|
|
FNMA POOL #0629470 |
|
6.500% 02/01/2017 DD 02/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0631323 |
|
5.500% 02/01/2017 DD 02/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
47 |
|
|
FNMA POOL #0631501 |
|
5.500% 02/01/2017 DD 02/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
35 |
|
|
FNMA POOL #0632248 |
|
7.000% 04/01/2032 DD 04/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
30 |
|
|
FNMA POOL #0633869 |
|
6.000% 03/01/2032 DD 03/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
47 |
|
|
FNMA POOL #0635811 |
|
8.000% 04/01/2032 DD 03/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FNMA POOL #0651897 |
|
7.000% 08/01/2032 DD 07/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
34 |
|
|
FNMA POOL #0653066 |
|
6.500% 07/01/2032 DD 07/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
29 |
|
|
FNMA POOL #0655681 |
|
6.500% 08/01/2032 DD 07/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
34 |
|
|
FNMA POOL #0656033 |
|
6.500% 09/01/2032 DD 08/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
57 |
|
|
FNMA POOL #0667110 |
|
6.500% 05/01/2032 DD 09/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
79 |
|
|
FNMA POOL #0668036 |
|
5.000% 10/01/2017 DD 10/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
49 |
|
|
FNMA POOL #0672785 |
|
6.000% 09/01/2032 DD 10/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
98 |
|
|
FNMA POOL #0674550 |
|
6.000% 12/01/2032 DD 12/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
49 |
|
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
FNMA POOL #0685505 |
|
5.000% 05/01/2018 DD 05/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FNMA POOL #0689609 |
|
4.500% 05/01/2018 DD 05/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
66 |
|
|
FNMA POOL #0689741 |
|
5.500% 02/01/2033 DD 02/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
156 |
|
|
FNMA POOL #0695539 |
|
5.500% 04/01/2033 DD 04/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
64 |
|
|
FNMA POOL #0695926 |
|
5.000% 05/01/2018 DD 05/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
18 |
|
|
FNMA POOL #0696188 |
|
5.500% 04/01/2023 DD 04/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
169 |
|
|
FNMA POOL #0703328 |
|
5.500% 04/01/2033 DD 04/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
216 |
|
|
FNMA POOL #0705709 |
|
5.000% 05/01/2018 DD 05/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FNMA POOL #0709307 |
|
5.500% 07/01/2033 DD 06/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
49 |
|
|
FNMA POOL #0713125 |
|
4.500% 06/01/2018 DD 06/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
55 |
|
|
FNMA POOL #0723406 |
|
4.500% 09/01/2018 DD 09/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
255 |
|
|
FNMA POOL #0725027 |
|
5.000% 11/01/2033 DD 12/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
396 |
|
|
FNMA POOL #0725027 |
|
5.000% 11/01/2033 DD 12/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
2,605 |
|
|
FNMA POOL #0725231 |
|
5.000% 02/01/2034 DD 02/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
57 |
|
|
FNMA POOL #0725232 |
|
5.000% 03/01/2034 DD 02/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
38 |
|
|
FNMA POOL #0725690 |
|
6.000% 08/01/2034 DD 07/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
130 |
|
|
FNMA POOL #0727181 |
|
5.000% 08/01/2033 DD 08/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
11 |
|
|
FNMA POOL #0727279 |
|
4.500% 09/01/2033 DD 09/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
128 |
|
|
FNMA POOL #0730332 |
|
4.000% 09/01/2018 DD 09/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
164 |
|
|
FNMA POOL #0731678 |
|
5.500% 01/01/2019 DD 01/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FNMA POOL #0735676 |
|
5.000% 07/01/2035 DD 06/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
5,764 |
|
|
FNMA POOL #0739436 |
|
5.500% 10/01/2033 DD 09/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
188 |
|
|
FNMA POOL #0739563 |
|
4.500% 09/01/2033 DD 09/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
311 |
|
|
FNMA POOL #0743133 |
|
5.000% 10/01/2018 DD 09/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
15 |
|
|
FNMA POOL #0745140 |
|
5.000% 11/01/2035 DD 12/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
50 |
|
|
FNMA POOL #0745148 |
|
5.000% 01/01/2036 DD 12/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
188 |
|
|
FNMA POOL #0745418 |
|
5.500% 04/01/2036 DD 03/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
1,996 |
|
|
FNMA POOL #0745580 |
|
5.000% 06/01/2036 DD 05/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
1,911 |
|
|
FNMA POOL #0746555 |
|
4.000% 10/01/2018 DD 10/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
58 |
|
|
FNMA POOL #0750478 |
|
6.000% 12/01/2033 DD 12/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0753939 |
|
4.500% 12/01/2018 DD 11/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
85 |
|
|
FNMA POOL #0754270 |
|
5.500% 12/01/2018 DD 12/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
21 |
|
|
FNMA POOL #0761353 |
|
5.000% 01/01/2019 DD 01/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
10 |
|
|
FNMA POOL #0761517 |
|
4.000% 05/01/2019 DD 05/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
47 |
|
|
FNMA POOL #0765251 |
|
4.000% 03/01/2019 DD 03/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
64 |
|
|
FNMA POOL #0766312 |
|
5.500% 03/01/2019 DD 02/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
29 |
|
|
FNMA POOL #0766335 |
|
5.500% 03/01/2019 DD 02/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
13 |
|
|
FNMA POOL #0769305 |
|
5.000% 02/01/2019 DD 02/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FNMA POOL #0771195 |
|
6.000% 04/01/2034 DD 04/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
91 |
|
|
FNMA POOL #0773185 |
|
5.000% 06/01/2019 DD 06/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FNMA POOL #0773293 |
|
4.500% 04/01/2020 DD 04/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
43 |
|
|
FNMA POOL #0775254 |
|
6.000% 05/01/2034 DD 04/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
35 |
|
|
FNMA POOL #0775776 |
|
5.500% 05/01/2034 DD 05/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
12 |
|
|
FNMA POOL #0776746 |
|
5.500% 05/01/2034 DD 05/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
136 |
|
|
FNMA POOL #0776974 |
|
5.500% 04/01/2034 DD 04/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0777357 |
|
4.500% 05/01/2019 DD 05/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
55 |
|
|
FNMA POOL #0779716 |
|
VAR RT 06/01/2034 DD 06/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
83 |
|
|
FNMA POOL #0780204 |
|
5.000% 05/01/2019 DD 05/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FNMA POOL #0781629 |
|
5.500% 12/01/2034 DD 12/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
81 |
|
|
FNMA POOL #0787098 |
|
4.500% 06/01/2034 DD 06/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
18 |
|
|
FNMA POOL #0797638 |
|
5.000% 08/01/2035 DD 08/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
13 |
|
|
FNMA POOL #0807671 |
|
4.500% 12/01/2034 DD 12/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
20 |
|
|
FNMA POOL #0811034 |
|
5.000% 10/01/2019 DD 12/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
71 |
|
|
FNMA POOL #0814887 |
|
5.000% 04/01/2035 DD 04/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
124 |
|
|
FNMA POOL #0815505 |
|
4.500% 03/01/2020 DD 03/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
67 |
|
|
FNMA POOL #0815971 |
|
5.000% 03/01/2035 DD 03/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
654 |
|
|
FNMA POOL #0822815 |
|
5.500% 04/01/2035 DD 04/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
14 |
|
|
FNMA POOL #0828547 |
|
5.000% 08/01/2035 DD 08/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
FNMA POOL #0829202 |
|
5.000% 07/01/2035 DD 07/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
7 |
|
|
FNMA POOL #0829220 |
|
5.500% 08/01/2035 DD 08/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0833958 |
|
5.000% 07/01/2035 DD 08/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
12 |
|
|
FNMA POOL #0836865 |
|
5.000% 11/01/2035 DD 10/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
42 |
|
|
FNMA POOL #0843378 |
|
5.000% 01/01/2021 DD 01/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
45 |
|
|
FNMA POOL #0844915 |
|
4.500% 11/01/2020 DD 11/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
47 |
|
|
FNMA POOL #0845155 |
|
5.500% 01/01/2021 DD 01/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
70 |
|
|
FNMA POOL #0850884 |
|
5.000% 12/01/2035 DD 12/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
7 |
|
|
FNMA POOL #0850955 |
|
7.000% 01/01/2036 DD 01/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
44 |
|
|
FNMA POOL #0865854 |
|
6.000% 03/01/2036 DD 02/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
FNMA POOL #0870539 |
|
VAR RT 03/01/2036 DD 03/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
644 |
|
|
FNMA POOL #0878566 |
|
6.000% 03/01/2036 DD 03/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0882481 |
|
6.500% 04/01/2036 DD 04/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
10 |
|
|
FNMA POOL #0883017 |
|
VAR RT 06/01/2036 DD 06/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
321 |
|
|
FNMA POOL #0883075 |
|
6.000% 06/01/2036 DD 06/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
FNMA POOL #0888022 |
|
5.000% 02/01/2036 DD 11/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
81 |
|
|
FNMA POOL #0888343 |
|
5.000% 11/01/2035 DD 04/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
67 |
|
|
FNMA POOL #0888406 |
|
5.000% 08/01/2036 DD 04/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
42 |
|
|
FNMA POOL #0888415 |
|
5.000% 12/01/2036 DD 05/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
10 |
|
|
FNMA POOL #0888610 |
|
5.000% 10/01/2036 DD 07/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
66 |
|
|
FNMA POOL #0888967 |
|
6.000% 12/01/2037 DD 12/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
134 |
|
|
FNMA POOL #0889117 |
|
5.000% 10/01/2035 DD 01/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
1,371 |
|
|
FNMA POOL #0889425 |
|
6.000% 03/01/2038 DD 04/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
61 |
|
|
FNMA POOL #0889479 |
|
5.000% 07/01/2037 DD 04/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
157 |
|
|
FNMA POOL #0889506 |
|
6.000% 03/01/2037 DD 05/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
1,281 |
|
|
FNMA POOL #0889579 |
|
6.000% 05/01/2038 DD 05/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
1,472 |
|
|
FNMA POOL #0889692 |
|
5.500% 05/01/2038 DD 06/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
1,256 |
|
|
FNMA POOL #0889839 |
|
5.500% 12/01/2035 DD 08/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
FNMA POOL #0889842 |
|
5.000% 12/01/2036 DD 08/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
409 |
|
|
FNMA POOL #0889970 |
|
5.000% 12/01/2036 DD 10/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
34 |
|
|
FNMA POOL #0889989 |
|
5.500% 04/01/2038 DD 10/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
52 |
|
|
FNMA POOL #0890153 |
|
5.000% 05/01/2038 DD 07/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
15 |
|
|
FNMA POOL #0890154 |
|
5.000% 03/01/2038 DD 09/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
86 |
|
|
FNMA POOL #0891474 |
|
6.000% 04/01/2036 DD 04/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
27 |
|
|
FNMA POOL #0896869 |
|
5.500% 04/01/2022 DD 04/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
68 |
|
|
FNMA POOL #0899119 |
|
5.500% 04/01/2037 DD 04/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0909567 |
|
VAR RT 02/01/2037 DD 01/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
158 |
|
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
FNMA POOL #0911582 |
|
5.500% 04/01/2037 DD 04/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
34 |
|
|
FNMA POOL #0918298 |
|
5.500% 05/01/2037 DD 05/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
60 |
|
|
FNMA POOL #0925992 |
|
6.000% 10/01/2038 DD 10/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
23 |
|
|
FNMA POOL #0928062 |
|
5.500% 02/01/2037 DD 02/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0930627 |
|
4.000% 02/01/2024 DD 02/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
106 |
|
|
FNMA POOL #0931740 |
|
4.000% 08/01/2024 DD 08/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
101 |
|
|
FNMA POOL #0931830 |
|
5.500% 08/01/2039 DD 08/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
229 |
|
|
FNMA POOL #0932367 |
|
4.500% 01/01/2040 DD 12/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
124 |
|
|
FNMA POOL #0932561 |
|
4.500% 02/01/2025 DD 01/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
77 |
|
|
FNMA POOL #0934138 |
|
6.000% 10/01/2038 DD 10/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
17 |
|
|
FNMA POOL #0934624 |
|
6.000% 11/01/2038 DD 10/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
FNMA POOL #0935764 |
|
4.500% 11/01/2024 DD 11/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
123 |
|
|
FNMA POOL #0936566 |
|
5.500% 05/01/2037 DD 05/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
31 |
|
|
FNMA POOL #0938488 |
|
5.500% 05/01/2037 DD 05/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0950789 |
|
6.000% 10/01/2037 DD 10/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
15 |
|
|
FNMA POOL #0955214 |
|
6.500% 12/01/2037 DD 12/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
71 |
|
|
FNMA POOL #0960638 |
|
6.000% 01/01/2038 DD 12/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
82 |
|
|
FNMA POOL #0962122 |
|
5.500% 03/01/2038 DD 02/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
FNMA POOL #0963359 |
|
6.000% 05/01/2038 DD 05/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
72 |
|
|
FNMA POOL #0963450 |
|
6.000% 06/01/2038 DD 05/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
60 |
|
|
FNMA POOL #0963607 |
|
5.500% 06/01/2038 DD 05/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0964398 |
|
6.000% 07/01/2038 DD 07/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
151 |
|
|
FNMA POOL #0964930 |
|
5.500% 08/01/2038 DD 08/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0966608 |
|
5.500% 02/01/2038 DD 02/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0967071 |
|
6.000% 12/01/2037 DD 12/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
130 |
|
|
FNMA POOL #0968371 |
|
5.500% 09/01/2038 DD 09/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0968465 |
|
VAR RT 08/01/2038 DD 07/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
517 |
|
|
FNMA POOL #0970131 |
|
5.500% 03/01/2038 DD 02/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0970593 |
|
6.000% 10/01/2038 DD 10/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
37 |
|
|
FNMA POOL #0970704 |
|
6.000% 11/01/2038 DD 10/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
52 |
|
|
FNMA POOL #0970721 |
|
6.000% 11/01/2038 DD 10/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
17 |
|
|
FNMA POOL #0973159 |
|
5.500% 03/01/2038 DD 02/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FNMA POOL #0981313 |
|
5.500% 06/01/2038 DD 06/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0981354 |
|
4.500% 04/01/2023 DD 04/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
140 |
|
|
FNMA POOL #0983367 |
|
6.000% 08/01/2038 DD 08/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
60 |
|
|
FNMA POOL #0984623 |
|
6.000% 06/01/2038 DD 05/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
24 |
|
|
FNMA POOL #0985108 |
|
5.500% 07/01/2038 DD 07/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
FNMA POOL #0987032 |
|
5.500% 08/01/2038 DD 08/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0987081 |
|
6.000% 08/01/2038 DD 08/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
20 |
|
|
FNMA POOL #0991052 |
|
6.000% 10/01/2038 DD 10/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
27 |
|
|
FNMA POOL #0991909 |
|
6.000% 11/01/2038 DD 11/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
27 |
|
|
FNMA POOL #0993004 |
|
5.000% 01/01/2024 DD 12/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
41 |
|
|
FNMA POOL #0993050 |
|
5.500% 12/01/2038 DD 12/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
FNMA POOL #0995002 |
|
5.000% 07/01/2037 DD 10/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
285 |
|
|
FNMA POOL #0995203 |
|
5.000% 07/01/2035 DD 12/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
2,622 |
|
|
FNMA POOL #0995429 |
|
5.500% 09/01/2023 DD 01/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
76 |
|
|
FNMA POOL #0995430 |
|
5.500% 09/01/2023 DD 01/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
64 |
|
|
FNMA POOL #0995432 |
|
5.500% 10/01/2023 DD 01/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
41 |
|
|
FNMA POOL #0995926 |
|
5.000% 06/01/2039 DD 06/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
597 |
|
|
FNMA POOL #0AA0606 |
|
5.500% 02/01/2039 DD 02/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
15 |
|
|
FNMA POOL #0AA1321 |
|
6.000% 05/01/2033 DD 12/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FNMA POOL #0AA6923 |
|
4.500% 07/01/2024 DD 07/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
32 |
|
|
FNMA POOL #0AA7740 |
|
4.000% 05/01/2024 DD 05/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
FNMA POOL #0AB1249 |
|
4.500% 07/01/2040 DD 06/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
1,864 |
|
|
FNMA POOL #0AB2054 |
|
3.500% 01/01/2026 DD 12/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
992 |
|
|
FNMA POOL #0AB2801 |
|
3.500% 04/01/2026 DD 03/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
3,539 |
|
|
FNMA POOL #0AB4483 |
|
3.000% 02/01/2027 DD 01/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,936 |
|
|
FNMA POOL #0AB5050 |
|
4.000% 04/01/2042 DD 03/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,924 |
|
|
FNMA POOL #0AB5097 |
|
3.000% 05/01/2027 DD 04/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
3,314 |
|
|
FNMA POOL #0AB5192 |
|
4.000% 05/01/2042 DD 04/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
6,543 |
|
|
FNMA POOL #0AB6019 |
|
3.500% 08/01/2042 DD 07/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,849 |
|
|
FNMA POOL #0AB7099 |
|
3.000% 11/01/2042 DD 11/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
942 |
|
|
FNMA POOL #0AC0559 |
|
4.000% 10/01/2024 DD 10/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
571 |
|
|
FNMA POOL #0AC3658 |
|
4.500% 10/01/2039 DD 09/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
83 |
|
|
FNMA POOL #0AC4914 |
|
4.500% 12/01/2024 DD 11/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
57 |
|
|
FNMA POOL #0AC6109 |
|
4.500% 11/01/2024 DD 10/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
59 |
|
|
FNMA POOL #0AC6135 |
|
4.500% 11/01/2039 DD 10/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
85 |
|
|
FNMA POOL #0AC6259 |
|
4.500% 12/01/2024 DD 11/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
123 |
|
|
FNMA POOL #0AC6600 |
|
4.500% 11/01/2024 DD 11/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
72 |
|
|
FNMA POOL #0AC6609 |
|
4.500% 11/01/2039 DD 11/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
84 |
|
|
FNMA POOL #0AC6788 |
|
4.000% 12/01/2024 DD 12/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
408 |
|
|
FNMA POOL #0AC6939 |
|
4.000% 12/01/2024 DD 11/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
694 |
|
|
FNMA POOL #0AC7275 |
|
4.500% 11/01/2024 DD 11/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
60 |
|
|
FNMA POOL #0AC7276 |
|
4.500% 11/01/2024 DD 11/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
33 |
|
|
FNMA POOL #0AC7294 |
|
5.000% 12/01/2039 DD 11/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
5,125 |
|
|
FNMA POOL #0AC7642 |
|
4.500% 11/01/2024 DD 11/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
91 |
|
|
FNMA POOL #0AC9032 |
|
5.000% 07/01/2040 DD 07/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
20 |
|
|
FNMA POOL #0AD0311 |
|
5.000% 05/01/2038 DD 10/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
56 |
|
|
FNMA POOL #0AD0331 |
|
5.000% 10/01/2035 DD 10/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
1,280 |
|
|
FNMA POOL #0AD0336 |
|
5.000% 02/01/2024 DD 10/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
1,708 |
|
|
FNMA POOL #0AD0585 |
|
4.500% 12/01/2039 DD 12/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
602 |
|
|
FNMA POOL #0AD1612 |
|
4.500% 02/01/2025 DD 02/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
1,112 |
|
|
FNMA POOL #0AD3859 |
|
4.000% 03/01/2025 DD 03/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
25 |
|
|
FNMA POOL #0AD3942 |
|
4.000% 05/01/2025 DD 04/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
314 |
|
|
FNMA POOL #0AD5137 |
|
3.500% 03/01/2026 DD 04/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
420 |
|
|
FNMA POOL #0AD5139 |
|
4.000% 03/01/2026 DD 04/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
205 |
|
|
FNMA POOL #0AD5163 |
|
5.000% 07/01/2040 DD 08/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
27 |
|
|
FNMA POOL #0AD6896 |
|
5.000% 06/01/2040 DD 06/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
61 |
|
|
FNMA POOL #0AD7849 |
|
5.000% 06/01/2040 DD 06/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
1,545 |
|
|
FNMA POOL #0AD8427 |
|
4.000% 09/01/2025 DD 09/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
262 |
|
|
FNMA POOL #0AD8636 |
|
5.500% 07/01/2040 DD 08/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
133 |
|
|
FNMA POOL #0AD9201 |
|
5.000% 07/01/2040 DD 07/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
89 |
|
|
FNMA POOL #0AD9993 |
|
3.500% 09/01/2025 DD 09/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
369 |
|
|
FNMA POOL #0AE0028 |
|
6.000% 10/01/2039 DD 05/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
1,193 |
|
|
FNMA POOL #0AE0096 |
|
5.500% 07/01/2025 DD 06/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
1,150 |
|
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
FNMA POOL #0AE0349 |
|
6.000% 04/01/2040 DD 08/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
2,203 |
|
|
FNMA POOL #0AE0676 |
|
3.500% 01/01/2026 DD 12/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
697 |
|
|
FNMA POOL #0AE0678 |
|
5.000% 10/01/2034 DD 12/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
1,132 |
|
|
FNMA POOL #0AE0949 |
|
4.000% 02/01/2041 DD 02/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
3,687 |
|
|
FNMA POOL #0AE1740 |
|
5.000% 09/01/2040 DD 08/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
1,574 |
|
|
FNMA POOL #0AH0449 |
|
3.500% 12/01/2025 DD 12/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
737 |
|
|
FNMA POOL #0AH2565 |
|
4.500% 01/01/2041 DD 12/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
211 |
|
|
FNMA POOL #0AH3551 |
|
3.500% 03/01/2026 DD 02/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
724 |
|
|
FNMA POOL #0AH3620 |
|
3.500% 01/01/2026 DD 01/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
83 |
|
|
FNMA POOL #0AH4088 |
|
3.500% 02/01/2026 DD 02/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
65 |
|
|
FNMA POOL #0AH4090 |
|
3.500% 02/01/2026 DD 02/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
71 |
|
|
FNMA POOL #0AH4519 |
|
3.500% 02/01/2026 DD 01/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
739 |
|
|
FNMA POOL #0AH5646 |
|
3.500% 02/01/2041 DD 02/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
795 |
|
|
FNMA POOL #0AH6958 |
|
VAR RT 02/01/2041 DD 02/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
142 |
|
|
FNMA POOL #0AH7252 |
|
3.500% 02/01/2026 DD 03/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
766 |
|
|
FNMA POOL #0AI1051 |
|
4.000% 06/01/2026 DD 05/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
2,240 |
|
|
FNMA POOL #0AI2019 |
|
3.500% 04/01/2026 DD 04/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
19 |
|
|
FNMA POOL #0AI2710 |
|
5.000% 05/01/2041 DD 05/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
1,678 |
|
|
FNMA POOL #0AI5958 |
|
4.000% 06/01/2026 DD 06/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
1,337 |
|
|
FNMA POOL #0AI8144 |
|
4.500% 08/01/2041 DD 08/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
925 |
|
|
FNMA POOL #0AJ1441 |
|
3.500% 09/01/2026 DD 09/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
275 |
|
|
FNMA POOL #0AJ1975 |
|
4.000% 10/01/2041 DD 09/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
3,839 |
|
|
FNMA POOL #0AJ2593 |
|
4.000% 04/01/2042 DD 04/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
5,586 |
|
|
FNMA POOL #0AJ5311 |
|
4.500% 11/01/2041 DD 11/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
2,175 |
|
|
FNMA POOL #0AK1140 |
|
3.000% 02/01/2027 DD 02/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
3,049 |
|
|
FNMA POOL #0AK1608 |
|
3.000% 01/01/2027 DD 01/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,004 |
|
|
FNMA POOL #0AK4805 |
|
3.000% 03/01/2027 DD 03/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
809 |
|
|
FNMA POOL #0AL0160 |
|
4.500% 05/01/2041 DD 04/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
5,351 |
|
|
FNMA POOL #0AL0533 |
|
VAR RT 07/01/2041 DD 07/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
1,476 |
|
|
FNMA POOL #0AL1495 |
|
4.000% 09/01/2026 DD 02/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,838 |
|
|
FNMA POOL #0AL1895 |
|
3.500% 06/01/2042 DD 06/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,059 |
|
|
FNMA POOL #0AL2293 |
|
4.374% 06/01/2021 DD 08/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,159 |
|
|
FNMA POOL #0AL2302 |
|
4.500% 08/01/2041 DD 08/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
4,534 |
|
|
FNMA POOL #0AL2389 |
|
3.500% 09/01/2042 DD 08/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,054 |
|
|
FNMA POOL #0AO3758 |
|
3.500% 05/01/2042 DD 05/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,186 |
|
|
FNMA POOL #0AO4136 |
|
3.500% 06/01/2042 DD 06/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
403 |
|
|
FNMA POOL #0AO6482 |
|
VAR RT 07/01/2042 DD 07/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
76 |
|
|
FNMA POOL #0AO7729 |
|
3.500% 06/01/2042 DD 06/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
3,245 |
|
|
FNMA POOL #0AP0006 |
|
VAR RT 07/01/2042 DD 07/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
195 |
|
|
FNMA POOL #0AP5450 |
|
3.000% 10/01/2042 DD 09/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
2,400 |
|
|
FNMA POOL #0AP5921 |
|
3.500% 09/01/2042 DD 09/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,608 |
|
|
FNMA POOL #0AP9736 |
|
3.500% 10/01/2042 DD 10/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,490 |
|
|
FNMA POOL #0AQ4372 |
|
2.500% 11/01/2027 DD 10/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,044 |
|
|
FNMA POOL #0AQ9026 |
|
2.500% 12/01/2027 DD 12/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,050 |
|
|
FNMA POOL #0FN0013 |
|
3.462% 01/01/2018 DD 03/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
2,470 |
|
|
FNMA POOL #0FN0014 |
|
3.104% 01/01/2018 DD 03/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
2,222 |
|
|
FNMA POOL #0MA0058 |
|
5.500% 04/01/2029 DD 03/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
19 |
|
|
FNMA POOL #0MA0243 |
|
5.000% 11/01/2029 DD 10/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
2,785 |
|
|
FNMA POOL #0MA0500 |
|
5.000% 08/01/2040 DD 07/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
383 |
|
|
FNMA POOL #0MA0504 |
|
3.500% 08/01/2020 DD 07/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
24 |
|
|
FNMA POOL #0MA0669 |
|
3.500% 03/01/2026 DD 02/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
471 |
|
|
FNMA POOL #0MA1278 |
|
2.500% 12/01/2022 DD 11/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
6,243 |
|
|
FNMA GTD REMIC P/T |
|
VAR RT 02/25/2018 DD 05/01/88 |
|
U. S. GOVERNMENT SECURITIES |
|
55 |
|
|
FNMA GTD REMIC P/T 2002-34 FE |
|
VAR RT 05/18/2032 DD 04/18/02 |
|
U. S. GOVERNMENT SECURITIES |
|
22 |
|
|
FNMA GTD REMIC P/T 93-19 N |
|
5.000% 02/25/2023 DD 02/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
65 |
|
|
FNMA GTD REMIC P/T 99-W4 A9 |
|
6.250% 02/25/2029 DD 03/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1,350 |
|
|
FORD CREDIT AUTO LEASE TR A A2 |
|
0.630% 04/15/2014 DD 03/05/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,379 |
|
|
FORD CREDIT FLOORPLAN MAST 1 A |
|
VAR RT 01/15/2016 DD 02/15/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,806 |
|
|
FORD CREDIT FLOORPLAN MAST 5 A |
|
1.490% 09/15/2019 DD 09/19/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,709 |
|
|
FORD MOTOR CREDIT CO LLC |
|
8.000% 12/15/2016 DD 12/18/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
211 |
|
|
FORD MOTOR CREDIT CO LLC |
|
5.875% 08/02/2021 DD 08/01/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
233 |
|
|
FORD MOTOR CREDIT CO LLC |
|
5.000% 05/15/2018 DD 05/03/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
303 |
|
|
FORD MOTOR CREDIT CO LLC |
|
6.625% 08/15/2017 DD 08/04/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
514 |
|
|
FORD MOTOR CREDIT CO LLC |
|
8.125% 01/15/2020 DD 12/14/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
698 |
|
|
FORD MOTOR CREDIT CO LLC |
|
3.000% 06/12/2017 DD 06/12/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
827 |
|
|
FORD MOTOR CREDIT CO LLC |
|
2.750% 05/15/2015 DD 05/15/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
924 |
|
|
FOUR CORNERS CLO 20 1A A3 144A |
|
VAR RT 03/26/2017 DD 02/24/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
178 |
|
|
FRANCE TELECOM SA |
|
4.375% 07/08/2014 DD 07/07/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
276 |
|
|
FREEPORT-MCMORAN COPPER & GOLD |
|
2.150% 03/01/2017 DD 02/13/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
467 |
|
|
FREEPORT-MCMORAN COPPER & GOLD |
|
2.150% 03/01/2017 DD 02/13/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
492 |
|
|
GE CAPITAL COMMERCIAL MO C1 A5 |
|
VAR RT 06/10/2048 DD 02/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
129 |
|
|
GE CAPITAL COMMERCIAL MO C2 A4 |
|
VAR RT 05/10/2043 DD 05/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
174 |
|
|
GE DEALER FLOORPLAN MASTER 1 A |
|
VAR RT 07/20/2016 DD 08/10/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,005 |
|
|
GE DEALER FLOORPLAN MASTER 1 A |
|
VAR RT 02/20/2017 DD 02/22/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,306 |
|
|
GE DEALER FLOORPLAN MASTER 3 A |
|
VAR RT 06/20/2017 DD 07/31/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,336 |
|
|
GE EQUIPMENT SMALL 1A A3 144A |
|
1.040% 09/21/2015 DD 05/30/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,004 |
|
|
GENERAL ELEC CAP CORP |
|
VAR RT 12/17/2013 DD 10/31/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,107 |
|
|
GENERAL ELECTRIC CAPITAL CORP |
|
4.750% 09/15/2014 DD 09/17/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
80 |
|
|
GENERAL ELECTRIC CAPITAL CORP |
|
6.000% 08/07/2019 DD 08/07/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
175 |
|
|
GENERAL ELECTRIC CAPITAL CORP |
|
5.625% 05/01/2018 DD 04/21/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
283 |
|
|
GENERAL ELECTRIC CAPITAL CORP |
|
5.625% 09/15/2017 DD 09/24/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
501 |
|
|
GENERAL ELECTRIC CAPITAL CORP |
|
2.375% 06/30/2015 DD 06/23/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,157 |
|
|
GENERAL ELECTRIC CAPITAL CORP |
|
2.300% 04/27/2017 DD 04/27/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,270 |
|
|
GENERAL ELECTRIC CAPITAL CORP |
|
3.350% 10/17/2016 DD 10/17/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,476 |
|
|
GENERAL ELECTRIC CAPITAL CORP |
|
4.800% 05/01/2013 DD 04/21/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,029 |
|
|
GENERAL ELECTRIC CO |
|
5.250% 12/06/2017 DD 12/06/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
99 |
|
|
GENERAL ELECTRIC CO |
|
5.000% 02/01/2013 DD 01/28/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
159 |
|
|
GENERAL ELECTRIC CO |
|
2.700% 10/09/2022 DD 10/09/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
683 |
|
|
GENERAL MILLS INC |
|
5.700% 02/15/2017 DD 01/24/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
49 |
|
|
GEORGIA POWER CO |
|
5.700% 06/01/2017 DD 06/12/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
73 |
|
|
GILEAD SCIENCES INC |
|
3.050% 12/01/2016 DD 12/13/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
321 |
|
|
GILEAD SCIENCES INC |
|
2.400% 12/01/2014 DD 12/13/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
423 |
|
|
GILEAD SCIENCES INC |
|
2.400% 12/01/2014 DD 12/13/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,005 |
|
|
GLAXOSMITHKLINE CAPITAL INC |
|
4.375% 04/15/2014 DD 04/06/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
184 |
|
|
GMAC COMMERCIAL MORTGAGE C1 A2 |
|
4.079% 05/10/2036 DD 05/01/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
108 |
|
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
GNMA POOL #0186982 |
|
8.000% 10/15/2029 DD 10/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
GNMA POOL #0210733 |
|
9.000% 08/15/2017 DD 08/01/87 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0277064 |
|
9.500% 10/15/2019 DD 10/01/89 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0281063 |
|
9.000% 04/15/2020 DD 04/01/90 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0290372 |
|
9.000% 09/15/2020 DD 09/01/90 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0296554 |
|
10.000% 01/15/2021 DD 01/01/91 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
GNMA POOL #0310121 |
|
7.000% 11/15/2022 DD 11/01/92 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
GNMA POOL #0313107 |
|
7.000% 11/15/2022 DD 11/01/92 |
|
U. S. GOVERNMENT SECURITIES |
|
13 |
|
|
GNMA POOL #0319297 |
|
9.500% 02/15/2022 DD 02/01/92 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0330499 |
|
8.000% 08/15/2022 DD 08/01/92 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0336628 |
|
7.500% 11/15/2022 DD 11/01/92 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0336960 |
|
7.500% 05/15/2023 DD 05/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
GNMA POOL #0345116 |
|
7.000% 12/15/2023 DD 12/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0345502 |
|
7.000% 08/15/2023 DD 09/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0345714 |
|
6.500% 05/15/2024 DD 05/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
7 |
|
|
GNMA POOL #0346017 |
|
7.000% 01/15/2024 DD 02/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
GNMA POOL #0346167 |
|
8.500% 05/15/2023 DD 05/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0346787 |
|
7.000% 09/15/2023 DD 10/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0347728 |
|
8.500% 01/15/2023 DD 01/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0348020 |
|
8.000% 03/15/2023 DD 03/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0348154 |
|
7.000% 07/15/2023 DD 07/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0353003 |
|
7.000% 05/15/2024 DD 06/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
GNMA POOL #0353919 |
|
7.500% 10/15/2027 DD 10/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
GNMA POOL #0355741 |
|
7.500% 07/15/2023 DD 07/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
GNMA POOL #0359470 |
|
7.000% 01/15/2024 DD 01/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0359919 |
|
6.500% 11/15/2023 DD 11/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0362138 |
|
6.500% 11/15/2023 DD 11/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
GNMA POOL #0362248 |
|
6.500% 03/15/2024 DD 04/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0366759 |
|
6.500% 04/15/2024 DD 04/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
GNMA POOL #0367228 |
|
7.500% 08/15/2023 DD 08/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0368893 |
|
6.500% 01/15/2024 DD 01/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0369505 |
|
8.500% 08/15/2024 DD 08/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
GNMA POOL #0370842 |
|
6.500% 10/15/2023 DD 10/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
GNMA POOL #0370855 |
|
7.000% 10/15/2023 DD 10/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0370889 |
|
7.500% 11/15/2023 DD 11/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
GNMA POOL #0372842 |
|
7.500% 12/15/2023 DD 12/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
GNMA POOL #0374864 |
|
6.000% 01/15/2024 DD 01/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
GNMA POOL #0374869 |
|
7.000% 01/15/2024 DD 01/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0375076 |
|
8.500% 03/15/2025 DD 03/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
GNMA POOL #0376367 |
|
6.500% 01/15/2024 DD 01/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0376441 |
|
8.000% 03/15/2024 DD 03/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0376785 |
|
6.500% 12/15/2023 DD 01/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
GNMA POOL #0377324 |
|
9.000% 10/15/2024 DD 10/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
GNMA POOL #0380630 |
|
8.500% 10/15/2024 DD 10/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0381423 |
|
7.000% 01/15/2024 DD 01/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
GNMA POOL #0382117 |
|
7.500% 02/15/2024 DD 03/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
GNMA POOL #0384381 |
|
8.500% 09/15/2024 DD 09/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0385611 |
|
6.500% 04/15/2024 DD 04/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
GNMA POOL #0387167 |
|
7.000% 10/15/2025 DD 10/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
GNMA POOL #0393235 |
|
8.500% 01/15/2027 DD 01/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0395235 |
|
7.000% 04/15/2024 DD 04/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
GNMA POOL #0397027 |
|
7.000% 05/15/2024 DD 05/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0404112 |
|
9.500% 06/15/2025 DD 06/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0405054 |
|
7.000% 09/15/2025 DD 09/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0405481 |
|
8.500% 08/15/2025 DD 08/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0407118 |
|
9.500% 12/15/2024 DD 12/01/94 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
GNMA POOL #0407162 |
|
9.000% 03/15/2025 DD 03/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
7 |
|
|
GNMA POOL #0409954 |
|
7.500% 10/15/2025 DD 10/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
GNMA POOL #0409990 |
|
7.000% 09/15/2025 DD 10/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
13 |
|
|
GNMA POOL #0410041 |
|
8.000% 06/15/2025 DD 06/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0410082 |
|
7.500% 08/15/2025 DD 08/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0411017 |
|
6.500% 10/15/2038 DD 10/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
157 |
|
|
GNMA POOL #0411355 |
|
6.500% 12/15/2025 DD 12/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0411704 |
|
7.000% 10/15/2025 DD 10/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
GNMA POOL #0413640 |
|
6.500% 04/15/2026 DD 04/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
GNMA POOL #0414737 |
|
8.000% 11/15/2025 DD 11/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
GNMA POOL #0416354 |
|
9.000% 07/15/2025 DD 07/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0417223 |
|
7.500% 01/15/2026 DD 01/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
GNMA POOL #0420660 |
|
7.500% 01/15/2026 DD 01/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0421739 |
|
7.500% 06/15/2026 DD 06/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
GNMA POOL #0422506 |
|
6.500% 03/15/2026 DD 03/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
GNMA POOL #0422529 |
|
6.000% 04/15/2026 DD 04/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
GNMA POOL #0422963 |
|
6.500% 03/15/2029 DD 03/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
13 |
|
|
GNMA POOL #0422972 |
|
6.500% 07/15/2029 DD 07/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
15 |
|
|
GNMA POOL #0423865 |
|
8.000% 06/15/2026 DD 06/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0423986 |
|
8.000% 08/15/2026 DD 08/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
GNMA POOL #0423999 |
|
8.000% 09/15/2026 DD 09/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0425424 |
|
8.000% 05/15/2026 DD 05/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0430269 |
|
7.500% 10/15/2027 DD 10/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0430901 |
|
8.000% 07/15/2026 DD 07/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0431022 |
|
8.000% 08/15/2026 DD 08/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0431199 |
|
8.500% 09/15/2026 DD 09/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
GNMA POOL #0433382 |
|
7.500% 01/15/2027 DD 01/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
GNMA POOL #0433848 |
|
6.500% 06/15/2028 DD 06/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0433856 |
|
6.500% 06/15/2028 DD 06/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0434088 |
|
7.500% 03/15/2015 DD 03/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0435011 |
|
8.000% 01/15/2031 DD 01/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0436407 |
|
8.000% 07/15/2026 DD 07/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0438277 |
|
8.000% 09/15/2026 DD 09/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
GNMA POOL #0440355 |
|
7.500% 03/15/2027 DD 03/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0443123 |
|
8.500% 07/15/2027 DD 07/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0447624 |
|
7.500% 06/15/2027 DD 06/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0450898 |
|
7.000% 06/15/2028 DD 06/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
GNMA POOL #0454571 |
|
7.000% 06/15/2028 DD 06/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
GNMA POOL #0455136 |
|
7.000% 06/15/2028 DD 06/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
GNMA POOL #0456806 |
|
7.000% 04/15/2028 DD 04/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0457113 |
|
6.000% 12/15/2028 DD 12/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
49 |
|
|
GNMA POOL #0457405 |
|
7.000% 12/15/2027 DD 12/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
GNMA POOL #0457511 |
|
9.000% 10/15/2027 DD 10/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0457923 |
|
7.000% 12/15/2028 DD 12/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0458978 |
|
6.000% 01/15/2029 DD 01/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
GNMA POOL #0460857 |
|
7.000% 06/15/2028 DD 06/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0461148 |
|
7.000% 12/15/2027 DD 12/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0462384 |
|
7.000% 11/15/2027 DD 11/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0462421 |
|
7.000% 12/15/2027 DD 12/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
GNMA POOL #0462671 |
|
8.000% 04/15/2028 DD 04/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0464264 |
|
6.500% 10/15/2028 DD 10/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
12 |
|
|
GNMA POOL #0464758 |
|
7.000% 08/15/2028 DD 08/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
GNMA POOL #0464819 |
|
6.500% 09/15/2028 DD 09/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
GNMA POOL #0464894 |
|
7.000% 09/15/2028 DD 09/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
GNMA POOL #0465376 |
|
6.500% 01/15/2029 DD 01/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
GNMA POOL #0467650 |
|
7.000% 02/15/2028 DD 02/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0469611 |
|
6.000% 10/15/2028 DD 10/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
GNMA POOL #0470326 |
|
7.000% 05/15/2029 DD 05/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0472075 |
|
6.500% 07/15/2029 DD 07/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0472619 |
|
7.000% 05/15/2028 DD 05/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0472749 |
|
7.000% 04/15/2028 DD 04/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0472761 |
|
7.500% 05/15/2028 DD 06/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0473123 |
|
7.000% 07/15/2028 DD 07/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
10 |
|
|
GNMA POOL #0473330 |
|
6.500% 06/15/2028 DD 06/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0474731 |
|
7.000% 07/15/2029 DD 07/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
GNMA POOL #0476888 |
|
7.000% 10/15/2028 DD 10/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
7 |
|
|
GNMA POOL #0476956 |
|
7.000% 12/15/2028 DD 12/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0477481 |
|
6.500% 10/15/2028 DD 10/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
GNMA POOL #0479744 |
|
7.500% 11/15/2030 DD 11/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0479902 |
|
7.500% 01/15/2031 DD 01/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
GNMA POOL #0479909 |
|
8.000% 01/15/2031 DD 01/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0480353 |
|
7.000% 06/15/2028 DD 06/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
GNMA POOL #0481579 |
|
6.500% 10/15/2028 DD 10/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
12 |
|
|
GNMA POOL #0483847 |
|
6.000% 12/15/2028 DD 12/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
45 |
|
|
GNMA POOL #0487035 |
|
6.500% 03/15/2029 DD 03/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0487120 |
|
6.500% 04/15/2029 DD 04/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0487227 |
|
6.000% 10/15/2028 DD 10/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
GNMA POOL #0487711 |
|
4.500% 03/15/2039 DD 03/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
41 |
|
|
GNMA POOL #0487824 |
|
4.500% 04/15/2039 DD 04/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
53 |
|
|
GNMA POOL #0490408 |
|
6.000% 04/15/2029 DD 04/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
30 |
|
|
GNMA POOL #0492743 |
|
6.500% 06/15/2029 DD 06/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0492880 |
|
7.000% 11/15/2028 DD 11/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
GNMA POOL #0493513 |
|
6.500% 01/15/2030 DD 08/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
GNMA POOL #0496193 |
|
6.500% 03/15/2029 DD 03/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0498380 |
|
6.500% 02/15/2029 DD 02/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
GNMA POOL #0498396 |
|
6.000% 02/15/2029 DD 02/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
28 |
|
|
GNMA POOL #0499440 |
|
6.500% 04/15/2029 DD 04/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
GNMA POOL #0499937 |
|
7.000% 02/15/2029 DD 07/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0500265 |
|
7.500% 11/15/2029 DD 11/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0502177 |
|
6.000% 04/15/2029 DD 04/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
15 |
|
|
GNMA POOL #0502976 |
|
6.000% 04/15/2029 DD 04/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
25 |
|
|
GNMA POOL #0504395 |
|
6.500% 06/15/2029 DD 06/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
GNMA POOL #0505647 |
|
7.000% 05/15/2029 DD 05/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0506440 |
|
6.500% 04/15/2029 DD 04/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0506809 |
|
6.500% 08/15/2029 DD 08/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
GNMA POOL #0506815 |
|
7.500% 10/15/2029 DD 10/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0507619 |
|
6.500% 06/15/2029 DD 06/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0509537 |
|
6.500% 06/15/2029 DD 06/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0509567 |
|
6.500% 06/15/2029 DD 06/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
GNMA POOL #0510559 |
|
7.000% 10/15/2029 DD 10/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0510560 |
|
6.500% 08/15/2029 DD 10/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
GNMA POOL #0512766 |
|
6.500% 06/15/2029 DD 06/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
GNMA POOL #0513004 |
|
6.500% 07/15/2029 DD 07/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
GNMA POOL #0520046 |
|
7.000% 06/15/2031 DD 06/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
GNMA POOL #0520202 |
|
5.500% 04/15/2034 DD 04/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
96 |
|
|
GNMA POOL #0520398 |
|
7.500% 01/15/2030 DD 01/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0528554 |
|
7.500% 06/15/2030 DD 12/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
GNMA POOL #0531211 |
|
8.000% 06/15/2030 DD 06/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
GNMA POOL #0532947 |
|
8.000% 06/15/2030 DD 06/01/00 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
GNMA POOL #0538312 |
|
6.000% 02/15/2032 DD 02/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
58 |
|
|
GNMA POOL #0539811 |
|
6.000% 06/15/2031 DD 06/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
GNMA POOL #0550727 |
|
5.000% 11/15/2035 DD 11/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
93 |
|
|
GNMA POOL #0550764 |
|
5.500% 12/15/2035 DD 12/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
66 |
|
|
GNMA POOL #0551755 |
|
6.000% 04/15/2017 DD 04/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
20 |
|
|
GNMA POOL #0553057 |
|
5.500% 02/15/2033 DD 02/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
52 |
|
|
GNMA POOL #0561391 |
|
6.500% 09/15/2031 DD 09/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
13 |
|
|
GNMA POOL #0562477 |
|
5.500% 02/15/2034 DD 02/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
262 |
|
|
GNMA POOL #0563281 |
|
6.500% 09/15/2031 DD 09/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0564990 |
|
6.500% 09/15/2031 DD 09/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
GNMA POOL #0567175 |
|
6.500% 09/15/2031 DD 09/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
19 |
|
|
GNMA POOL #0569899 |
|
6.500% 06/15/2032 DD 06/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
GNMA POOL #0575495 |
|
6.000% 02/15/2032 DD 03/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
77 |
|
|
GNMA POOL #0579085 |
|
6.000% 12/15/2031 DD 12/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
42 |
|
|
GNMA POOL #0579131 |
|
5.500% 01/15/2032 DD 01/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
45 |
|
|
GNMA POOL #0579229 |
|
6.500% 01/15/2032 DD 01/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
15 |
|
|
GNMA POOL #0582195 |
|
6.500% 01/15/2032 DD 02/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
12 |
|
|
GNMA POOL #0582408 |
|
6.000% 10/15/2032 DD 01/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
63 |
|
|
GNMA POOL #0585111 |
|
5.500% 02/15/2033 DD 02/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
52 |
|
|
GNMA POOL #0586556 |
|
6.000% 04/15/2032 DD 04/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
58 |
|
|
GNMA POOL #0590155 |
|
6.000% 10/15/2032 DD 10/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
83 |
|
|
GNMA POOL #0593270 |
|
5.500% 11/15/2032 DD 11/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
59 |
|
|
GNMA POOL #0594411 |
|
6.500% 09/15/2032 DD 09/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
29 |
|
|
GNMA POOL #0597998 |
|
6.000% 12/15/2032 DD 12/01/02 |
|
U. S. GOVERNMENT SECURITIES |
|
41 |
|
|
GNMA POOL #0598126 |
|
5.500% 03/15/2033 DD 03/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
79 |
|
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
GNMA POOL #0598260 |
|
5.000% 06/15/2018 DD 06/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
75 |
|
|
GNMA POOL #0599357 |
|
5.500% 01/15/2033 DD 01/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
80 |
|
|
GNMA POOL #0602794 |
|
5.500% 03/15/2033 DD 03/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
150 |
|
|
GNMA POOL #0604791 |
|
5.500% 11/15/2033 DD 11/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
107 |
|
|
GNMA POOL #0605384 |
|
5.000% 04/15/2034 DD 04/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
73 |
|
|
GNMA POOL #0605620 |
|
6.500% 07/15/2034 DD 07/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
22 |
|
|
GNMA POOL #0607048 |
|
5.500% 01/15/2034 DD 01/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
176 |
|
|
GNMA POOL #0610410 |
|
5.000% 08/15/2033 DD 08/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
130 |
|
|
GNMA POOL #0610415 |
|
4.500% 08/15/2018 DD 08/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
75 |
|
|
GNMA POOL #0610850 |
|
5.500% 04/15/2033 DD 04/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
46 |
|
|
GNMA POOL #0613820 |
|
5.000% 07/15/2033 DD 07/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
108 |
|
|
GNMA POOL #0614191 |
|
5.000% 09/15/2033 DD 09/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
103 |
|
|
GNMA POOL #0615583 |
|
5.000% 09/15/2033 DD 09/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
196 |
|
|
GNMA POOL #0615787 |
|
5.500% 09/15/2033 DD 09/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
144 |
|
|
GNMA POOL #0615869 |
|
4.500% 08/15/2033 DD 08/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
41 |
|
|
GNMA POOL #0616011 |
|
5.000% 10/15/2033 DD 10/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
175 |
|
|
GNMA POOL #0616787 |
|
5.000% 12/15/2034 DD 12/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
85 |
|
|
GNMA POOL #0616892 |
|
5.000% 11/15/2035 DD 11/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
315 |
|
|
GNMA POOL #0618127 |
|
4.500% 06/15/2040 DD 06/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
58 |
|
|
GNMA POOL #0618362 |
|
6.500% 09/15/2037 DD 09/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
264 |
|
|
GNMA POOL #0620427 |
|
4.500% 08/15/2033 DD 08/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
92 |
|
|
GNMA POOL #0620925 |
|
4.500% 08/15/2033 DD 08/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
22 |
|
|
GNMA POOL #0622122 |
|
5.000% 10/15/2033 DD 10/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
122 |
|
|
GNMA POOL #0623781 |
|
6.000% 09/15/2037 DD 09/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
42 |
|
|
GNMA POOL #0630924 |
|
5.500% 07/15/2035 DD 07/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
44 |
|
|
GNMA POOL #0631235 |
|
5.500% 05/15/2035 DD 05/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
60 |
|
|
GNMA POOL #0633365 |
|
5.500% 01/15/2036 DD 01/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
109 |
|
|
GNMA POOL #0633570 |
|
5.500% 08/15/2019 DD 08/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
67 |
|
|
GNMA POOL #0636860 |
|
6.000% 11/15/2034 DD 11/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
29 |
|
|
GNMA POOL #0638234 |
|
5.500% 12/15/2034 DD 12/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
86 |
|
|
GNMA POOL #0640956 |
|
6.000% 05/15/2035 DD 05/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
21 |
|
|
GNMA POOL #0642032 |
|
6.000% 07/15/2036 DD 07/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
42 |
|
|
GNMA POOL #0643349 |
|
5.000% 09/15/2035 DD 09/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
101 |
|
|
GNMA POOL #0644750 |
|
5.000% 05/15/2035 DD 05/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
71 |
|
|
GNMA POOL #0649478 |
|
6.000% 10/15/2035 DD 10/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
119 |
|
|
GNMA POOL #0649484 |
|
5.000% 10/15/2035 DD 10/01/05 |
|
U. S. GOVERNMENT SECURITIES |
|
93 |
|
|
GNMA POOL #0651228 |
|
6.000% 01/15/2036 DD 01/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
34 |
|
|
GNMA POOL #0651719 |
|
5.500% 02/15/2036 DD 02/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
3 |
|
|
GNMA POOL #0657096 |
|
6.000% 10/15/2036 DD 10/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
12 |
|
|
GNMA POOL #0657156 |
|
6.000% 06/15/2037 DD 06/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
51 |
|
|
GNMA POOL #0658029 |
|
6.000% 07/15/2036 DD 07/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
59 |
|
|
GNMA POOL #0658452 |
|
6.500% 12/15/2036 DD 12/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
92 |
|
|
GNMA POOL #0658538 |
|
5.500% 07/15/2036 DD 07/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
44 |
|
|
GNMA POOL #0659695 |
|
6.000% 10/15/2036 DD 10/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
54 |
|
|
GNMA POOL #0661526 |
|
6.000% 11/15/2036 DD 11/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
54 |
|
|
GNMA POOL #0667451 |
|
6.000% 04/15/2037 DD 04/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
72 |
|
|
GNMA POOL #0669020 |
|
6.000% 05/15/2037 DD 05/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
134 |
|
|
GNMA POOL #0674088 |
|
6.500% 05/15/2038 DD 05/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
254 |
|
|
GNMA POOL #0675926 |
|
5.000% 04/15/2038 DD 04/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
37 |
|
|
GNMA POOL #0679474 |
|
6.500% 11/15/2037 DD 11/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
305 |
|
|
GNMA POOL #0681518 |
|
5.000% 07/15/2038 DD 07/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
135 |
|
|
GNMA POOL #0687838 |
|
6.000% 08/15/2038 DD 08/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
108 |
|
|
GNMA POOL #0687844 |
|
6.500% 08/15/2038 DD 08/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
327 |
|
|
GNMA POOL #0688101 |
|
6.500% 11/15/2038 DD 11/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
213 |
|
|
GNMA POOL #0699098 |
|
6.500% 09/15/2038 DD 09/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
13 |
|
|
GNMA POOL #0700818 |
|
6.500% 10/15/2038 DD 10/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
262 |
|
|
GNMA POOL #0700899 |
|
6.000% 11/15/2038 DD 11/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
GNMA POOL #0701052 |
|
6.500% 10/15/2038 DD 10/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
86 |
|
|
GNMA POOL #0701582 |
|
5.500% 01/15/2039 DD 01/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
113 |
|
|
GNMA POOL #0705066 |
|
4.500% 07/15/2040 DD 07/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
44 |
|
|
GNMA POOL #0719380 |
|
4.500% 05/15/2040 DD 05/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
46 |
|
|
GNMA POOL #0720057 |
|
4.500% 06/15/2039 DD 06/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
GNMA POOL #0720091 |
|
4.500% 06/15/2039 DD 06/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
79 |
|
|
GNMA POOL #0720103 |
|
4.500% 06/15/2039 DD 06/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
803 |
|
|
GNMA POOL #0720164 |
|
4.500% 07/15/2039 DD 07/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
69 |
|
|
GNMA POOL #0721143 |
|
4.500% 05/15/2040 DD 05/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
24 |
|
|
GNMA POOL #0721237 |
|
4.500% 04/15/2040 DD 04/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
74 |
|
|
GNMA POOL #0723804 |
|
4.500% 05/15/2040 DD 05/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
29 |
|
|
GNMA POOL #0727806 |
|
4.500% 06/15/2040 DD 06/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
26 |
|
|
GNMA POOL #0733326 |
|
5.000% 09/15/2040 DD 09/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
105 |
|
|
GNMA POOL #0736054 |
|
4.500% 06/15/2040 DD 06/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
23 |
|
|
GNMA POOL #0737191 |
|
5.000% 04/15/2040 DD 04/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
971 |
|
|
GNMA POOL #0737205 |
|
5.000% 04/15/2040 DD 04/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
370 |
|
|
GNMA POOL #0745832 |
|
4.500% 09/15/2040 DD 09/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
2,059 |
|
|
GNMA POOL #0753726 |
|
4.500% 09/15/2040 DD 12/01/10 |
|
U. S. GOVERNMENT SECURITIES |
|
173 |
|
|
GNMA POOL #0762045 |
|
4.500% 03/15/2041 DD 03/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
408 |
|
|
GNMA POOL #0763238 |
|
5.000% 05/15/2041 DD 05/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
366 |
|
|
GNMA POOL #0763330 |
|
5.000% 05/15/2041 DD 05/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
229 |
|
|
GNMA POOL #0764454 |
|
5.000% 05/15/2041 DD 05/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
30 |
|
|
GNMA POOL #0780115 |
|
8.500% 04/15/2025 DD 04/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
GNMA POOL #0780151 |
|
9.000% 12/15/2021 DD 05/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0780157 |
|
9.500% 08/15/2022 DD 06/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0780204 |
|
7.000% 07/15/2025 DD 07/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
8 |
|
|
GNMA POOL #0780219 |
|
7.500% 08/15/2025 DD 08/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0780284 |
|
9.000% 12/15/2021 DD 11/01/95 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA POOL #0780373 |
|
7.000% 12/15/2023 DD 05/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
10 |
|
|
GNMA POOL #0780411 |
|
6.500% 10/15/2024 DD 08/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
6 |
|
|
GNMA POOL #0780560 |
|
6.500% 05/15/2024 DD 05/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
14 |
|
|
GNMA POOL #0780580 |
|
7.500% 06/15/2027 DD 06/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
GNMA POOL #0780651 |
|
7.000% 10/15/2027 DD 10/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
18 |
|
|
GNMA POOL #0780750 |
|
8.000% 12/15/2027 DD 03/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
GNMA POOL #0780770 |
|
6.000% 04/15/2028 DD 04/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
12 |
|
|
GNMA POOL #0780787 |
|
8.500% 12/15/2022 DD 05/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
4 |
|
|
GNMA POOL #0780801 |
|
8.000% 12/15/2023 DD 05/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
7 |
|
|
GNMA POOL #0780912 |
|
6.500% 11/15/2028 DD 11/01/98 |
|
U. S. GOVERNMENT SECURITIES |
|
22 |
|
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
GNMA POOL #0781018 |
|
7.500% 09/15/2028 DD 04/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
1 |
|
|
GNMA POOL #0781076 |
|
7.000% 08/15/2029 DD 08/01/99 |
|
U. S. GOVERNMENT SECURITIES |
|
21 |
|
|
GNMA POOL #0781231 |
|
7.000% 12/15/2030 DD 01/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
24 |
|
|
GNMA POOL #0781285 |
|
6.500% 05/15/2031 DD 05/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
29 |
|
|
GNMA POOL #0781594 |
|
6.500% 01/15/2033 DD 04/01/03 |
|
U. S. GOVERNMENT SECURITIES |
|
17 |
|
|
GNMA POOL #0782025 |
|
6.500% 12/15/2035 DD 01/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
64 |
|
|
GNMA POOL #0782246 |
|
6.000% 12/15/2037 DD 12/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
137 |
|
|
GNMA GTD REMIC P/T 04-103 CD |
|
VAR RT 12/16/2031 DD 12/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
348 |
|
|
GNMA GTD REMIC P/T 04-108 AB |
|
VAR RT 12/16/2032 DD 12/01/04 |
|
U. S. GOVERNMENT SECURITIES |
|
250 |
|
|
GNMA GTD REMIC P/T 06-009 B |
|
VAR RT 03/16/2037 DD 03/01/06 |
|
U. S. GOVERNMENT SECURITIES |
|
688 |
|
|
GNMA GTD REMIC P/T 07-13 B |
|
5.190% 05/16/2039 DD 03/01/07 |
|
U. S. GOVERNMENT SECURITIES |
|
180 |
|
|
GNMA GTD REMIC P/T 20020-31 FW |
|
VAR RT 06/16/2031 DD 05/16/02 |
|
U. S. GOVERNMENT SECURITIES |
|
54 |
|
|
GNMA GTD REMIC P/T 2002-21 FV |
|
FLTG RT 03/16/2032 DD 03/16/02 |
|
U. S. GOVERNMENT SECURITIES |
|
95 |
|
|
GNMA II POOL #0003056 |
|
8.000% 03/20/2031 DD 03/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
16 |
|
|
GNMA II POOL #0003123 |
|
8.000% 08/20/2031 DD 08/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
9 |
|
|
GNMA II POOL #0003136 |
|
8.000% 09/20/2031 DD 09/01/01 |
|
U. S. GOVERNMENT SECURITIES |
|
2 |
|
|
GNMA II POOL #0004245 |
|
6.000% 09/20/2038 DD 09/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
27 |
|
|
GNMA II POOL #0004269 |
|
6.500% 10/20/2038 DD 10/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
15 |
|
|
GNMA II POOL #0004289 |
|
5.000% 11/20/2038 DD 11/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
17 |
|
|
GNMA II POOL #0004290 |
|
5.500% 11/20/2038 DD 11/01/08 |
|
U. S. GOVERNMENT SECURITIES |
|
32 |
|
|
GNMA II POOL #0004559 |
|
VAR RT 10/20/2039 DD 10/01/09 |
|
U. S. GOVERNMENT SECURITIES |
|
3,036 |
|
|
GNMA II POOL #0004946 |
|
4.500% 02/20/2041 DD 02/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
3,044 |
|
|
GNMA II POOL #0005018 |
|
5.000% 04/20/2041 DD 04/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
187 |
|
|
GNMA II POOL #0005055 |
|
4.500% 05/20/2041 DD 05/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
2,389 |
|
|
GNMA II POOL #0005056 |
|
5.000% 05/20/2041 DD 05/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
35 |
|
|
GNMA II POOL #0005083 |
|
5.000% 06/20/2041 DD 06/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
513 |
|
|
GNMA II POOL #0005116 |
|
5.000% 07/20/2041 DD 07/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
270 |
|
|
GNMA II POOL #0005326 |
|
3.000% 03/20/2027 DD 03/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,980 |
|
|
GNMA II POOL #0008324 |
|
VAR RT 11/20/2023 DD 11/01/93 |
|
U. S. GOVERNMENT SECURITIES |
|
10 |
|
|
GNMA II POOL #0008814 |
|
VAR RT 02/20/2026 DD 02/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
5 |
|
|
GNMA II POOL #0008847 |
|
VAR RT 04/20/2026 DD 04/01/96 |
|
U. S. GOVERNMENT SECURITIES |
|
17 |
|
|
GNMA II POOL #0783229 |
|
5.500% 12/20/2040 DD 01/01/11 |
|
U. S. GOVERNMENT SECURITIES |
|
510 |
|
|
GNMA II POOL #0MA0220 |
|
3.500% 07/20/2042 DD 07/01/12 |
|
U. S. GOVERNMENT SECURITIES |
|
2,548 |
|
|
GOLDMAN SACHS GROUP INC/THE |
|
5.250% 10/15/2013 DD 10/14/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
91 |
|
|
GOLDMAN SACHS GROUP INC/THE |
|
5.250% 07/27/2021 DD 07/27/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
114 |
|
|
GOLDMAN SACHS GROUP INC/THE |
|
6.150% 04/01/2018 DD 04/01/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
117 |
|
|
GOLDMAN SACHS GROUP INC/THE |
|
4.750% 07/15/2013 DD 07/15/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
134 |
|
|
GOLDMAN SACHS GROUP INC/THE |
|
6.150% 04/01/2018 DD 04/01/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
226 |
|
|
GOLDMAN SACHS GROUP INC/THE |
|
5.625% 01/15/2017 DD 01/10/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
250 |
|
|
GOLDMAN SACHS GROUP INC/THE |
|
6.250% 09/01/2017 DD 08/30/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
342 |
|
|
GOLDMAN SACHS GROUP INC/THE |
|
5.350% 01/15/2016 DD 01/17/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
514 |
|
|
GOLDMAN SACHS GROUP INC/THE |
|
5.950% 01/18/2018 DD 01/18/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
582 |
|
|
GOLDMAN SACHS GROUP INC/THE |
|
3.625% 02/07/2016 DD 02/07/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
730 |
|
|
GOLDMAN SACHS GROUP INC/THE |
|
3.300% 05/03/2015 DD 05/03/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
938 |
|
|
GOLDMAN SACHS GROUP INC/THE |
|
3.700% 08/01/2015 DD 07/28/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
997 |
|
|
GOLDMAN SACHS GROUP INC/THE |
|
5.750% 01/24/2022 DD 01/24/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,082 |
|
|
GOLDMAN SACHS GROUP INC/THE |
|
3.625% 02/07/2016 DD 02/07/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,377 |
|
|
GOLDMAN SACHS GROUP INC/THE |
|
6.250% 09/01/2017 DD 08/30/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,241 |
|
|
GREENWICH CAPITAL COMME GG3 A3 |
|
4.569% 08/10/2042 DD 02/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
130 |
|
|
GREENWICH CAPITAL COMME GG5 A5 |
|
VAR RT 04/10/2037 DD 11/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
55 |
|
|
GREENWICH CAPITAL COMME GG9 A2 |
|
5.381% 03/10/2039 DD 03/01/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,005 |
|
|
GS MORTGAGE SECURITIES GCJ9 A2 |
|
1.762% 11/10/2017 DD 11/01/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
903 |
|
|
GS MORTGAGE SECURITIES GG6 A4 |
|
VAR RT 04/10/2038 DD 03/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,252 |
|
|
GS MORTGAGE SECURITIES GG8 A4 |
|
5.560% 11/10/2039 DD 10/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,307 |
|
|
GULF STREAM - SEXT 1A A1A 144A |
|
VAR RT 08/21/2020 DD 08/16/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
295 |
|
|
HARLEY-DAVIDSON FINANCIAL 144A |
|
2.700% 03/15/2017 DD 01/31/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
191 |
|
|
HCP INC |
|
6.000% 01/30/2017 DD 01/22/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
241 |
|
|
HCP INC |
|
2.625% 02/01/2020 DD 11/19/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
473 |
|
|
HCP INC |
|
6.000% 01/30/2017 DD 01/22/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
517 |
|
|
HEINEKEN NV 144A |
|
1.400% 10/01/2017 DD 10/10/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
827 |
|
|
HEWLETT-PACKARD CO |
|
5.400% 03/01/2017 DD 02/27/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
135 |
|
|
HEWLETT-PACKARD CO |
|
4.300% 06/01/2021 DD 05/31/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
195 |
|
|
HEWLETT-PACKARD CO |
|
4.500% 03/01/2013 DD 03/03/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
255 |
|
|
HEWLETT-PACKARD CO |
|
2.600% 09/15/2017 DD 03/12/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
672 |
|
|
HEWLETT-PACKARD CO |
|
2.600% 09/15/2017 DD 03/12/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
877 |
|
|
HEWLETT-PACKARD CO |
|
2.600% 09/15/2017 DD 03/12/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
901 |
|
|
HOME DEPOT INC/THE |
|
5.400% 03/01/2016 DD 03/24/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
181 |
|
|
HONDA AUTO RECEIVABLES OW 1 A4 |
|
1.980% 05/23/2016 DD 02/24/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
56 |
|
|
HSBC BANK PLC 144A |
|
3.500% 06/28/2015 DD 06/28/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
424 |
|
|
HSBC BANK PLC 144A |
|
3.100% 05/24/2016 DD 05/24/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
449 |
|
|
HSBC BANK USA NA/NEW YORK NY |
|
4.625% 04/01/2014 DD 03/22/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
418 |
|
|
HSBC FINANCE CORP |
|
5.500% 01/19/2016 DD 01/19/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
223 |
|
|
HSBC FINANCE CORP |
|
5.250% 04/15/2015 DD 04/20/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,822 |
|
|
HSBC HOME EQUITY LOAN TRU 1 A2 |
|
VAR RT 01/20/2036 DD 07/12/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
779 |
|
|
HSBC USA INC |
|
2.375% 02/13/2015 DD 02/13/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,646 |
|
|
HYUNDAI CAPITAL SERVICES 144A |
|
4.375% 07/27/2016 DD 01/27/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
968 |
|
|
IBERDROLA FINANCE IRELAND 144A |
|
3.800% 09/11/2014 DD 09/11/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
811 |
|
|
INCITEC PIVOT LTD 144A |
|
4.000% 12/07/2015 DD 12/07/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
631 |
|
|
ING BANK NV 144A |
|
2.000% 09/25/2015 DD 09/25/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
403 |
|
|
ING BANK NV 144A |
|
4.000% 03/15/2016 DD 03/15/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
639 |
|
|
ING BANK NV 144A |
|
2.000% 09/25/2015 DD 09/25/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
655 |
|
|
ING BANK NV 144A |
|
4.000% 03/15/2016 DD 03/15/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,064 |
|
|
INGREDION INC |
|
1.800% 09/25/2017 DD 09/20/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
695 |
|
|
INTEL CORP |
|
1.350% 12/15/2017 DD 12/11/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
745 |
|
|
INTEL CORP |
|
1.950% 10/01/2016 DD 09/19/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
826 |
|
|
INTER-AMERICAN DEVELOPMENT BAN |
|
1.125% 03/15/2017 DD 01/11/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,831 |
|
|
INTERNATIONAL BUSINESS MACHINE |
|
0.550% 02/06/2015 DD 02/06/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
715 |
|
|
INTERNATIONAL BUSINESS MACHINE |
|
2.000% 01/05/2016 DD 12/09/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
852 |
|
|
INTERNATIONAL BUSINESS MACHINE |
|
0.750% 05/11/2015 DD 05/11/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
916 |
|
|
INTERNATIONAL PAPER CO |
|
5.250% 04/01/2016 DD 03/18/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
29 |
|
|
INTERNATIONAL PAPER CO |
|
5.300% 04/01/2015 DD 03/19/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
210 |
|
|
INTERPUBLIC GROUP OF COS INC/T |
|
10.000% 07/15/2017 DD 06/15/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
606 |
|
|
INTESA SANPAOLO SPA 144A |
|
VAR RT 02/24/2014 DD 02/24/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,897 |
|
|
JOHN DEERE CAPITAL CORP |
|
5.750% 09/10/2018 DD 09/08/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
117 |
|
|
JP MORGAN CHASE COMMER CB14 A4 |
|
VAR RT 12/12/2044 DD 03/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,248 |
|
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
JP MORGAN CHASE COMMER LD12 A3 |
|
VAR RT 02/15/2051 DD 08/01/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,149 |
|
|
JP MORGAN CHASE COMMER LDP2 A4 |
|
4.738% 07/15/2042 DD 06/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,176 |
|
|
JP MORGAN CHASE COMMER LDP2 AM |
|
4.780% 07/15/2042 DD 06/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
540 |
|
|
JP MORGAN CHASE COMMER LDP9 A3 |
|
5.336% 05/15/2047 DD 12/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
160 |
|
|
JP MORGAN CHASE COMMERCI C2 A3 |
|
VAR RT 05/15/2041 DD 05/01/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
273 |
|
|
JP MORGAN CHASE COMMERCI C8 A3 |
|
2.829% 10/15/2045 DD 10/01/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
513 |
|
|
JP MORGAN MORTGAGE TRUS A1 5A2 |
|
VAR RT 07/25/2035 DD 01/01/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
322 |
|
|
JPMORGAN CHASE & CO |
|
4.750% 05/01/2013 DD 04/28/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
160 |
|
|
JPMORGAN CHASE & CO |
|
6.000% 01/15/2018 DD 12/20/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
260 |
|
|
JPMORGAN CHASE & CO |
|
5.250% 05/01/2015 DD 04/24/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
381 |
|
|
JPMORGAN CHASE & CO |
|
3.250% 09/23/2022 DD 09/24/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
386 |
|
|
JPMORGAN CHASE & CO |
|
2.000% 08/15/2017 DD 08/20/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
598 |
|
|
JPMORGAN CHASE & CO |
|
6.300% 04/23/2019 DD 04/23/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
617 |
|
|
JPMORGAN CHASE & CO |
|
3.400% 06/24/2015 DD 06/24/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
728 |
|
|
JPMORGAN CHASE & CO |
|
4.400% 07/22/2020 DD 07/22/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,072 |
|
|
JPMORGAN CHASE & CO |
|
4.750% 05/01/2013 DD 04/28/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,172 |
|
|
JPMORGAN CHASE & CO |
|
3.150% 07/05/2016 DD 06/29/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,404 |
|
|
JPMORGAN CHASE & CO |
|
1.875% 03/20/2015 DD 03/21/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,698 |
|
|
JPMORGAN CHASE & CO |
|
3.450% 03/01/2016 DD 02/24/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
3,186 |
|
|
KEYBANK NA/CLEVELAND OH |
|
5.450% 03/03/2016 DD 03/03/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
279 |
|
|
KEYCORP |
|
3.750% 08/13/2015 DD 08/13/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
428 |
|
|
KEYCORP |
|
6.500% 05/14/2013 DD 05/14/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,021 |
|
|
KILROY REALTY LP |
|
5.000% 11/03/2015 DD 11/03/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
245 |
|
|
KILROY REALTY LP |
|
6.625% 06/01/2020 DD 05/24/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
271 |
|
|
KINDER MORGAN ENERGY PARTNERS |
|
5.950% 02/15/2018 DD 02/12/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
162 |
|
|
KINDER MORGAN ENERGY PARTNERS |
|
3.950% 09/01/2022 DD 03/14/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
465 |
|
|
KING CNTY WA |
|
4.750% 01/01/2034 DD 02/12/08 |
|
OTHER INVESTMENTS |
|
448 |
|
|
KOREA DEVELOPMENT BANK/THE |
|
8.000% 01/23/2014 DD 01/23/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
107 |
|
|
KOREA DEVELOPMENT BANK/THE |
|
3.250% 03/09/2016 DD 09/09/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
209 |
|
|
KRAFT FOODS GROUP INC 144A |
|
6.125% 08/23/2018 DD 07/18/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
132 |
|
|
KRAFT FOODS GROUP INC 144A |
|
2.250% 06/05/2017 DD 06/04/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
445 |
|
|
KRAFT FOODS GROUP INC 144A |
|
6.125% 08/23/2018 DD 07/18/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
459 |
|
|
LABORATORY CORP OF AMERICA HOL |
|
2.200% 08/23/2017 DD 08/23/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
344 |
|
|
LABORATORY CORP OF AMERICA HOL |
|
2.200% 08/23/2017 DD 08/23/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
405 |
|
|
LANDESBANK BADEN-WUERTTEMBERG/ |
|
5.050% 12/30/2015 DD 02/12/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
111 |
|
|
LANDWIRTSCHAFTLICHE RENTENBANK |
|
4.125% 07/15/2013 DD 06/05/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,245 |
|
|
LAS VEGAS VLY NV WTR DIST |
|
5.000% 02/01/2034 DD 02/19/08 |
|
OTHER INVESTMENTS |
|
445 |
|
|
LB-UBS COMMERCIAL MORTGA C1 A4 |
|
5.156% 02/15/2031 DD 01/11/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
3,015 |
|
|
LB-UBS COMMERCIAL MORTGA C3 A5 |
|
4.739% 07/15/2030 DD 06/11/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,165 |
|
|
LB-UBS COMMERCIAL MORTGA C4 A3 |
|
VAR RT 06/15/2029 DD 05/11/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
174 |
|
|
LB-UBS COMMERCIAL MORTGA C6 A4 |
|
5.372% 09/15/2039 DD 09/11/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
345 |
|
|
LB-UBS COMMERCIAL MORTGA C7 A3 |
|
VAR RT 09/15/2027 DD 09/11/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
344 |
|
|
LB-UBS COMMERCIAL MORTGA C7 A4 |
|
VAR RT 11/15/2030 DD 10/11/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,105 |
|
|
LCM III LP 3A A 144A |
|
VAR RT 06/01/2017 DD 04/21/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
609 |
|
|
LCM VIII LP 8A A 144A |
|
VAR RT 01/14/2021 DD 11/23/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
674 |
|
|
LIBERTY PROPERTY LP |
|
5.650% 08/15/2014 DD 08/10/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
518 |
|
|
LIFE TECHNOLOGIES CORP |
|
4.400% 03/01/2015 DD 02/19/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
533 |
|
|
LIGHTPOINT CLO LTD 3A A1A 144A |
|
VAR RT 09/15/2017 DD 07/20/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
426 |
|
|
LINCOLN NATIONAL CORP |
|
4.300% 06/15/2015 DD 06/18/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
484 |
|
|
LLOYDS TSB BANK PLC |
|
4.875% 01/21/2016 DD 01/21/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
662 |
|
|
LLOYDS TSB BANK PLC |
|
4.200% 03/28/2017 DD 03/28/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
843 |
|
|
LORILLARD TOBACCO CO |
|
3.500% 08/04/2016 DD 08/04/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
201 |
|
|
LORILLARD TOBACCO CO |
|
2.300% 08/21/2017 DD 08/21/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
273 |
|
|
LOWES COS INC |
|
5.400% 10/15/2016 DD 10/10/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
122 |
|
|
LOWES COS INC |
|
1.625% 04/15/2017 DD 04/23/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
455 |
|
|
LUBRIZOL CORP |
|
5.500% 10/01/2014 DD 09/28/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
114 |
|
|
M&I MARSHALL & ILSLEY BANK |
|
4.850% 06/16/2015 DD 06/16/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
269 |
|
|
MACK-CALI REALTY LP |
|
2.500% 12/15/2017 DD 11/20/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
227 |
|
|
MACQUARIE BANK LTD 144A |
|
3.450% 07/27/2015 DD 07/27/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
489 |
|
|
MACYS RETAIL HOLDINGS INC |
|
5.900% 12/01/2016 DD 11/29/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
200 |
|
|
MAGELLAN MIDSTREAM PARTNERS LP |
|
5.650% 10/15/2016 DD 10/15/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
239 |
|
|
MAGELLAN MIDSTREAM PARTNERS LP |
|
6.450% 06/01/2014 DD 05/25/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
773 |
|
|
MANULIFE FINANCIAL CORP |
|
3.400% 09/17/2015 DD 09/17/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
946 |
|
|
MANULIFE FINANCIAL CORP |
|
3.400% 09/17/2015 DD 09/17/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
999 |
|
|
MARRIOTT INTERNATIONAL INC/DE |
|
5.625% 02/15/2013 DD 10/19/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
28 |
|
|
MARRIOTT INTERNATIONAL INC/DE |
|
5.810% 11/10/2015 DD 11/10/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
127 |
|
|
MARSH & MCLENNAN COS INC |
|
5.750% 09/15/2015 DD 09/16/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
29 |
|
|
MASTR ADJUSTABLE RATE MOR 3 B2 |
|
VAR RT 10/25/2032 DD 08/01/02 |
|
CORPORATE DEBT INSTRUMENTS |
|
44 |
|
|
MBNA CREDIT CARD MASTER B1 B1 |
|
4.450% 08/15/2016 DD 04/01/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,367 |
|
|
MBNA CREDIT CARD MASTER C2 C2 |
|
VAR RT 11/15/2016 DD 07/01/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,008 |
|
|
MCDONALDS CORP |
|
5.350% 03/01/2018 DD 02/29/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
104 |
|
|
MCKESSON CORP |
|
5.700% 03/01/2017 DD 03/05/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
124 |
|
|
MCKESSON CORP |
|
4.750% 03/01/2021 DD 02/28/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
348 |
|
|
MERCEDES-BENZ AUTO LEASE A A2 |
|
0.660% 04/15/2014 DD 03/22/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
946 |
|
|
MERCK SHARP & DOHME CORP |
|
4.750% 03/01/2015 DD 02/17/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
229 |
|
|
MERRILL LYNCH & CO INC |
|
6.400% 08/28/2017 DD 08/28/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
81 |
|
|
MERRILL LYNCH & CO INC |
|
6.050% 05/16/2016 DD 05/16/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
110 |
|
|
MERRILL LYNCH & CO INC |
|
5.450% 02/05/2013 DD 02/05/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
124 |
|
|
MERRILL LYNCH & CO INC |
|
6.400% 08/28/2017 DD 08/28/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
235 |
|
|
MERRILL LYNCH & CO INC |
|
6.875% 04/25/2018 DD 04/25/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
301 |
|
|
MERRILL LYNCH & CO INC |
|
6.050% 05/16/2016 DD 05/16/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,018 |
|
|
MERRILL LYNCH MORTGAGE CIP1 A2 |
|
4.960% 07/12/2038 DD 08/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
604 |
|
|
MERRILL LYNCH MORTGAGE CIP1 A4 |
|
VAR RT 07/12/2038 DD 08/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,206 |
|
|
MERRILL LYNCH MORTGAGE KEY1 A4 |
|
VAR RT 11/12/2035 DD 11/01/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
154 |
|
|
MERRILL LYNCH MORTGAGE LC1 A4 |
|
VAR RT 01/12/2044 DD 12/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
167 |
|
|
MERRILL LYNCH MORTGAGE T C1 A2 |
|
VAR RT 05/12/2039 DD 05/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
16 |
|
|
MERRILL LYNCH MORTGAGE T C1 AM |
|
VAR RT 05/12/2039 DD 05/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
196 |
|
|
MERRILL LYNCH MORTGAGE T C2 A4 |
|
VAR RT 08/12/2043 DD 08/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,316 |
|
|
MERRILL LYNCH/COUNTRYWIDE 1 A4 |
|
VAR RT 02/12/2039 DD 03/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,192 |
|
|
MERRILL LYNCH/COUNTRYWIDE 2 A4 |
|
VAR RT 06/12/2046 DD 06/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,304 |
|
|
MERRILL LYNCH/COUNTRYWIDE 3 A4 |
|
VAR RT 07/12/2046 DD 09/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,150 |
|
|
MERRILL LYNCH/COUNTRYWIDE 4 A3 |
|
VAR RT 12/12/2049 DD 12/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
228 |
|
|
METLIFE INC |
|
5.500% 06/15/2014 DD 06/03/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
165 |
|
|
METLIFE INC |
|
4.750% 02/08/2021 DD 08/06/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
987 |
|
|
METROPOLITAN EDISON CO |
|
4.875% 04/01/2014 DD 10/01/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
110 |
|
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
METROPOLITAN LIFE GLOBAL 144A |
|
3.875% 04/11/2022 DD 04/10/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
326 |
|
|
METROPOLITAN LIFE GLOBAL 144A |
|
5.125% 06/10/2014 DD 06/10/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
478 |
|
|
METROPOLITAN LIFE GLOBAL 144A |
|
2.000% 01/09/2015 DD 01/09/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
616 |
|
|
MEXICO GOVERNMENT INTERNATIONA |
|
6.375% 01/16/2013 DD 01/16/03 |
|
OTHER INVESTMENTS |
|
166 |
|
|
MEXICO GOVERNMENT INTERNATIONA |
|
5.625% 01/15/2017 DD 03/10/06 |
|
OTHER INVESTMENTS |
|
188 |
|
|
MEXICO GOVERNMENT INTERNATIONA |
|
5.950% 03/19/2019 DD 12/23/08 |
|
OTHER INVESTMENTS |
|
224 |
|
|
MEXICO GOVERNMENT INTERNATIONA |
|
5.125% 01/15/2020 DD 01/15/10 |
|
OTHER INVESTMENTS |
|
304 |
|
|
MIDAMERICAN ENERGY HOLDINGS CO |
|
5.750% 04/01/2018 DD 03/28/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,174 |
|
|
MMAF EQUIPMENT FINA AA A4 144A |
|
1.350% 10/10/2018 DD 06/20/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,080 |
|
|
MONDELEZ INTERNATIONAL INC |
|
6.125% 02/01/2018 DD 12/12/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
46 |
|
|
MONDELEZ INTERNATIONAL INC |
|
5.250% 10/01/2013 DD 09/25/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
177 |
|
|
MONDELEZ INTERNATIONAL INC |
|
5.375% 02/10/2020 DD 02/08/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
181 |
|
|
MONDELEZ INTERNATIONAL INC |
|
6.500% 08/11/2017 DD 08/13/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
745 |
|
|
MONDELEZ INTERNATIONAL INC |
|
4.125% 02/09/2016 DD 02/08/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
926 |
|
|
MONUMENT PARK CDO L 1A A1 144A |
|
VAR RT 01/20/2016 DD 01/29/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
240 |
|
|
MORGAN STANLEY |
|
VAR RT 01/09/2014 DD 01/09/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
298 |
|
|
MORGAN STANLEY |
|
4.750% 04/01/2014 DD 03/30/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
309 |
|
|
MORGAN STANLEY |
|
5.375% 10/15/2015 DD 10/21/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
326 |
|
|
MORGAN STANLEY |
|
6.625% 04/01/2018 DD 04/01/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
471 |
|
|
MORGAN STANLEY |
|
5.500% 07/28/2021 DD 07/28/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
488 |
|
|
MORGAN STANLEY |
|
5.500% 07/28/2021 DD 07/28/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
511 |
|
|
MORGAN STANLEY |
|
6.250% 08/28/2017 DD 08/28/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
801 |
|
|
MORGAN STANLEY |
|
5.375% 10/15/2015 DD 10/21/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,060 |
|
|
MORGAN STANLEY |
|
6.000% 04/28/2015 DD 04/28/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,089 |
|
|
MORGAN STANLEY |
|
4.750% 03/22/2017 DD 03/22/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,091 |
|
|
MORGAN STANLEY |
|
6.625% 04/01/2018 DD 04/01/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,385 |
|
|
MORGAN STANLEY |
|
6.000% 04/28/2015 DD 04/28/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,525 |
|
|
MORGAN STANLEY |
|
VAR RT 04/29/2013 DD 04/29/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
3,107 |
|
|
MORGAN STANLEY ABS CAP NC1 A2C |
|
VAR RT 01/25/2035 DD 02/25/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,138 |
|
|
MORGAN STANLEY ABS CAPI HE3 A4 |
|
VAR RT 03/25/2034 DD 05/27/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,096 |
|
|
MORGAN STANLEY CAPITAL HQ7 A4 |
|
VAR RT 11/14/2042 DD 11/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
249 |
|
|
MORGAN STANLEY CAPITAL HQ8 A4 |
|
VAR RT 03/12/2044 DD 03/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,906 |
|
|
MORGAN STANLEY CAPITAL HQ9 A4 |
|
VAR RT 07/12/2044 DD 08/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,552 |
|
|
MORGAN STANLEY CAPITAL T25 A3 |
|
VAR RT 11/12/2049 DD 01/01/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
116 |
|
|
MOUNTAIN CAPITAL C 3A A2L 144A |
|
VAR RT 02/15/2016 DD 05/26/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
97 |
|
|
MURRAY STREET INVESTMENT TRUST |
|
STEP 03/09/2017 DD 12/01/2011 |
|
CORPORATE DEBT INSTRUMENTS |
|
541 |
|
|
NABORS INDUSTRIES INC |
|
6.150% 02/15/2018 DD 08/15/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
61 |
|
|
NATIONAL AUSTRALIA BANK LTD/NE |
|
1.600% 08/07/2015 DD 08/07/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
914 |
|
|
NATIONAL BANK OF CANADA |
|
1.500% 06/26/2015 DD 06/26/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
646 |
|
|
NATIONAL RURAL UTILITIES COOPE |
|
4.750% 03/01/2014 DD 02/25/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
115 |
|
|
NATIONWIDE HEALTH PROPERTIES I |
|
6.000% 05/20/2015 DD 05/18/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
33 |
|
|
NBCUNIVERSAL MEDIA LLC |
|
3.650% 04/30/2015 DD 04/30/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
243 |
|
|
NBCUNIVERSAL MEDIA LLC |
|
2.875% 01/15/2023 DD 10/05/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
377 |
|
|
NBCUNIVERSAL MEDIA LLC |
|
2.875% 04/01/2016 DD 04/01/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
664 |
|
|
NBCUNIVERSAL MEDIA LLC |
|
4.375% 04/01/2021 DD 04/01/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
843 |
|
|
NCUA GUARANTEED NOTES T C1 APT |
|
2.650% 10/29/2020 DD 11/10/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,175 |
|
|
NETWORK RAIL INFRASTRUCT FIN |
|
3.500% 17-JUN-2013 USD1000 |
|
CORPORATE DEBT INSTRUMENTS |
|
3,044 |
|
|
NEVADA POWER CO |
|
6.500% 08/01/2018 DD 07/30/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
63 |
|
|
NEVADA POWER CO |
|
6.500% 05/15/2018 DD 05/12/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
127 |
|
|
NEW YORK LIFE GLOBAL FUND 144A |
|
1.650% 05/15/2017 DD 02/14/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
805 |
|
|
NEW YORK LIFE GLOBAL FUND 144A |
|
3.000% 05/04/2015 DD 05/04/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,576 |
|
|
NEWELL RUBBERMAID INC |
|
2.050% 12/01/2017 DD 12/04/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
471 |
|
|
NEWMARKET CORP 144A |
|
4.100% 12/15/2022 DD 12/20/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
509 |
|
|
NEWS AMERICA INC |
|
5.300% 12/15/2014 DD 12/03/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
114 |
|
|
NEXTERA ENERGY CAPITAL HOLDING |
|
1.611% 06/01/2014 DD 05/21/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
581 |
|
|
NISOURCE FINANCE CORP |
|
5.400% 07/15/2014 DD 07/21/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
131 |
|
|
NISOURCE FINANCE CORP |
|
6.150% 03/01/2013 DD 02/19/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
131 |
|
|
NOBLE HOLDING INTERNATIONAL LT |
|
2.500% 03/15/2017 DD 02/10/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
170 |
|
|
NORDEA BANK AB 144A |
|
4.250% 09/21/2022 DD 09/21/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
695 |
|
|
NORDEA BANK AB 144A |
|
2.250% 03/20/2015 DD 03/20/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
804 |
|
|
NORDEA BANK AB 144A |
|
3.125% 03/20/2017 DD 03/20/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,603 |
|
|
NORTHERN TRUST CORP |
|
5.500% 08/15/2013 DD 08/13/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
56 |
|
|
NORTHSTAR EDUCATION FINAN 1 A1 |
|
VAR RT 10/28/2026 DD 10/25/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
94 |
|
|
NOVARTIS CAPITAL CORP |
|
4.400% 04/24/2020 DD 03/16/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
875 |
|
|
NYSE EURONEXT |
|
2.000% 10/05/2017 DD 10/05/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,042 |
|
|
OCCIDENTAL PETROLEUM CORP |
|
1.750% 02/15/2017 DD 08/18/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
651 |
|
|
OCP CLO LTD 2A A2 144A |
|
VAR RT 11/22/2023 DD 11/15/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
100 |
|
|
OCP CLO LTD 2A B 144A |
|
VAR RT 11/22/2023 DD 11/15/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
99 |
|
|
ONEOK PARTNERS LP |
|
6.150% 10/01/2016 DD 09/25/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
62 |
|
|
ONEOK PARTNERS LP |
|
2.000% 10/01/2017 DD 09/13/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
227 |
|
|
ORACLE CORP |
|
5.250% 01/15/2016 DD 01/13/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
192 |
|
|
ORACLE CORP |
|
5.750% 04/15/2018 DD 04/09/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
214 |
|
|
ORACLE CORP |
|
2.500% 10/15/2022 DD 10/25/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
388 |
|
|
OVERSEAS PRIVATE INVT CORP |
|
0.000% 07/07/2015 DD 07/19/10 |
|
U. S. GOVERNMENT SECURITIES |
|
1,114 |
|
|
OVERSEAS PRIVATE INVT CORP |
|
0.000% 05/02/2014 DD 05/02/11 |
|
U. S. GOVERNMENT SECURITIES |
|
3,123 |
|
|
PACIFIC GAS & ELECTRIC CO |
|
4.800% 03/01/2014 DD 03/23/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
159 |
|
|
PECO ENERGY CO |
|
2.375% 09/15/2022 DD 09/17/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
388 |
|
|
PEMEX PROJECT FUNDING MASTER T |
|
5.750% 03/01/2018 DD 09/01/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
128 |
|
|
PENSKE TRUCK LEASING CO L 144A |
|
2.500% 07/11/2014 DD 07/13/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
131 |
|
|
PENSKE TRUCK LEASING CO L 144A |
|
3.125% 05/11/2015 DD 05/11/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
327 |
|
|
PENSKE TRUCK LEASING CO L 144A |
|
2.500% 03/15/2016 DD 09/27/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
607 |
|
|
PENSKE TRUCK LEASING CO L 144A |
|
3.125% 05/11/2015 DD 05/11/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
689 |
|
|
PENTAIR FINANCE SA 144A |
|
1.875% 09/15/2017 DD 09/24/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
125 |
|
|
PEPSICO INC |
|
5.000% 06/01/2018 DD 05/28/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
111 |
|
|
PEPSICO INC |
|
0.800% 08/25/2014 DD 08/29/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
432 |
|
|
PERMANENT MASTER I 2A 1A3 144A |
|
VAR RT 07/15/2042 DD 11/01/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,263 |
|
|
PERNOD-RICARD SA 144A |
|
2.950% 01/15/2017 DD 01/12/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
394 |
|
|
PERNOD-RICARD SA 144A |
|
4.450% 01/15/2022 DD 10/25/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
968 |
|
|
PERUVIAN GOVERNMENT INTERNATIO |
|
8.375% 05/03/2016 DD 05/03/04 |
|
OTHER INVESTMENTS |
|
65 |
|
|
PERUVIAN GOVERNMENT INTERNATIO |
|
9.875% 02/06/2015 DD 02/06/03 |
|
OTHER INVESTMENTS |
|
206 |
|
|
PETROBRAS INTERNATIONAL FINANC |
|
5.875% 03/01/2018 DD 11/01/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
114 |
|
|
PETROBRAS INTERNATIONAL FINANC |
|
5.750% 01/20/2020 DD 10/30/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
219 |
|
|
PETROBRAS INTERNATIONAL FINANC |
|
2.875% 02/06/2015 DD 02/06/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
534 |
|
|
PETROLEOS MEXICANOS |
|
4.875% 03/15/2015 DD 09/15/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
75 |
|
|
PETROLEOS MEXICANOS |
|
6.000% 03/05/2020 DD 09/05/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
227 |
|
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
PHILIP MORRIS INTERNATIONAL IN |
|
1.125% 08/21/2017 DD 08/21/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
299 |
|
|
PHILIP MORRIS INTERNATIONAL IN |
|
1.125% 08/21/2017 DD 08/21/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
409 |
|
|
PHILIP MORRIS INTERNATIONAL IN |
|
2.500% 05/16/2016 DD 05/16/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,062 |
|
|
PHILLIPS 66 |
|
2.950% 05/01/2017 DD 11/01/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
212 |
|
|
PLAINS ALL AMERICAN PIPELINE L |
|
6.125% 01/15/2017 DD 07/15/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
62 |
|
|
PLAINS ALL AMERICAN PIPELINE L |
|
3.950% 09/15/2015 DD 07/14/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
442 |
|
|
PNC BANK NA |
|
6.000% 12/07/2017 DD 12/07/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
632 |
|
|
PNC FUNDING CORP |
|
5.400% 06/10/2014 DD 06/09/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,227 |
|
|
PNC FUNDING CORP |
|
3.000% 05/19/2014 DD 05/19/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,240 |
|
|
POLAND GOVERNMENT INTERNATIONA |
|
6.375% 07/15/2019 DD 07/15/09 |
|
OTHER INVESTMENTS |
|
131 |
|
|
POLAND GOVERNMENT INTERNATIONA |
|
5.250% 01/15/2014 DD 10/29/03 |
|
OTHER INVESTMENTS |
|
166 |
|
|
PPL ENERGY SUPPLY LLC |
|
6.300% 07/15/2013 DD 07/20/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
81 |
|
|
PPL ENERGY SUPPLY LLC |
|
6.200% 05/15/2016 DD 05/18/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
181 |
|
|
PPL ENERGY SUPPLY LLC |
|
6.300% 07/15/2013 DD 07/20/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
762 |
|
|
PRAXAIR INC |
|
5.250% 11/15/2014 DD 11/13/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
35 |
|
|
PRECISION CASTPARTS CORP |
|
1.250% 01/15/2018 DD 12/20/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
431 |
|
|
PRINCIPAL FINANCIAL GROUP INC |
|
1.850% 11/15/2017 DD 11/16/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
161 |
|
|
PRINCIPAL LIFE INCOME FUNDING |
|
5.300% 04/24/2013 DD 04/24/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
71 |
|
|
PRINCIPAL LIFE INCOME FUNDING |
|
5.100% 04/15/2014 DD 04/16/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
74 |
|
|
PROGRESS ENERGY INC |
|
7.050% 03/15/2019 DD 03/19/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
660 |
|
|
PROVINCE OF ALBERTA |
|
1.000% 06/21/2017 DD 06/21/12 |
|
OTHER INVESTMENTS |
|
677 |
|
|
PROVINCE OF MANITOBA CANADA |
|
2.125% 04/22/2013 DD 01/21/10 |
|
OTHER INVESTMENTS |
|
106 |
|
|
PROVINCE OF ONTARIO CANADA |
|
4.750% 01/19/2016 DD 01/18/06 |
|
OTHER INVESTMENTS |
|
337 |
|
|
PROVINCE OF QUEBEC CANADA |
|
5.000% 03/01/2016 DD 03/01/06 |
|
OTHER INVESTMENTS |
|
288 |
|
|
PRUDENTIAL FINANCIAL INC |
|
4.500% 11/15/2020 DD 11/18/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
223 |
|
|
PRUDENTIAL FINANCIAL INC |
|
3.000% 05/12/2016 DD 05/12/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
290 |
|
|
PSEG POWER LLC |
|
2.750% 09/15/2016 DD 09/19/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
187 |
|
|
PYRAMID INTERMEDIATE MANAGED |
|
MATURING FUND |
|
COMMON/COLLECTIVE TRUST |
|
19,694 |
|
|
PYRAMID SHORT MANAGED MATURING |
|
FUND |
|
COMMON/COLLECTIVE TRUST |
|
25,464 |
|
|
QUEST DIAGNOSTICS INC |
|
3.200% 04/01/2016 DD 03/24/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
591 |
|
|
QVC INC 144A |
|
5.125% 07/02/2022 DD 07/02/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
571 |
|
|
QWEST CORP |
|
6.500% 06/01/2017 DD 12/01/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
184 |
|
|
REALTY INCOME CORP |
|
2.000% 01/31/2018 DD 10/10/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
619 |
|
|
REILLY MTG ASSOC 91ST FHA PROJ |
|
7.430% 07/01/2023 DD 07/01/83 |
|
U. S. GOVERNMENT SECURITIES |
|
25 |
|
|
REILLY MTG GRP FHA POOL #64 |
|
7.430% 01/25/2024 DD 03/01/84 |
|
CORPORATE DEBT INSTRUMENTS |
|
90 |
|
|
REINSURANCE GROUP OF AMERICA I |
|
5.625% 03/15/2017 DD 03/09/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,158 |
|
|
RENSSELAER POLYTECHNIC INSTITU |
|
5.600% 09/01/2020 DD 04/20/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
924 |
|
|
REPUBLIC OF FINLAND 144A |
|
1.125% 05/02/2017 DD 05/02/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,284 |
|
|
REPUBLIC OF KOREA |
|
7.125% 04/16/2019 DD 04/16/09 |
|
OTHER INVESTMENTS |
|
130 |
|
|
REPUBLIC OF KOREA |
|
4.875% 09/22/2014 DD 09/22/04 |
|
OTHER INVESTMENTS |
|
244 |
|
|
REYNOLDS AMERICAN INC |
|
6.750% 06/15/2017 DD 06/21/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
128 |
|
|
REYNOLDS AMERICAN INC |
|
1.050% 10/30/2015 DD 10/31/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
160 |
|
|
RIO TINTO ALCAN INC |
|
5.000% 06/01/2015 DD 05/31/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
115 |
|
|
RIO TINTO FINANCE USA LTD |
|
2.250% 09/20/2016 DD 09/19/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
207 |
|
|
RIO TINTO FINANCE USA LTD |
|
1.875% 11/02/2015 DD 11/02/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
216 |
|
|
RIO TINTO FINANCE USA LTD |
|
8.950% 05/01/2014 DD 04/17/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
697 |
|
|
ROPER INDUSTRIES INC |
|
1.850% 11/15/2017 DD 11/21/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
515 |
|
|
ROYAL BANK OF CANADA |
|
1.450% 10/30/2014 DD 10/31/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
524 |
|
|
ROYAL BANK OF CANADA |
|
1.200% 09/19/2017 DD 09/19/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,113 |
|
|
ROYAL BANK OF CANADA |
|
0.625% 12/04/2015 DD 12/06/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,369 |
|
|
ROYAL BANK OF CANADA 144A |
|
3.125% 04/14/2015 DD 04/14/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
3,702 |
|
|
ROYAL BANK OF SCOTLAND GROUP P |
|
2.550% 09/18/2015 DD 09/18/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
174 |
|
|
ROYAL BANK OF SCOTLAND GROUP P |
|
2.550% 09/18/2015 DD 09/18/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
665 |
|
|
ROYAL BANK OF SCOTLAND PL 144A |
|
4.875% 08/25/2014 DD 08/25/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
527 |
|
|
ROYAL BANK OF SCOTLAND PLC/THE |
|
3.950% 09/21/2015 DD 09/20/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
223 |
|
|
ROYAL BANK OF SCOTLAND PLC/THE |
|
4.875% 03/16/2015 DD 03/16/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
644 |
|
|
RUBY PIPELINE LLC 144A |
|
6.000% 04/01/2022 DD 02/15/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
515 |
|
|
SABMILLER HOLDINGS INC 144A |
|
3.750% 01/15/2022 DD 01/17/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
497 |
|
|
SABMILLER HOLDINGS INC 144A |
|
2.450% 01/15/2017 DD 01/17/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,115 |
|
|
SALOMON BROTHERS MORTGAGE 20 A |
|
VAR RT 12/25/2024 DD 12/01/94 |
|
CORPORATE DEBT INSTRUMENTS |
|
10 |
|
|
SANTANDER DRIVE AUTO RECE 2 A2 |
|
0.910% 05/15/2015 DD 03/21/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
924 |
|
|
SANTANDER DRIVE AUTO RECE 2 A3 |
|
1.220% 12/15/2015 DD 03/21/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,154 |
|
|
SANTANDER DRIVE AUTO RECE 3 A3 |
|
1.080% 04/15/2016 DD 05/16/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,238 |
|
|
SANTANDER DRIVE AUTO RECE 4 A3 |
|
1.640% 09/15/2015 DD 10/13/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,597 |
|
|
SANTANDER DRIVE AUTO RECE 6 A2 |
|
0.470% 09/15/2015 DD 10/10/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,335 |
|
|
SANTANDER HOLDINGS USA INC/PA |
|
3.000% 09/24/2015 DD 09/24/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
377 |
|
|
SANTANDER HOLDINGS USA INC/PA |
|
3.000% 09/24/2015 DD 09/24/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
458 |
|
|
SANTANDER HOLDINGS USA INC/PA |
|
3.000% 09/24/2015 DD 09/24/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
677 |
|
|
SBA GTD PARTN CTFS 1997-20D 1 |
|
7.500% 04/01/2017 |
|
U. S. GOVERNMENT SECURITIES |
|
145 |
|
|
SBA GTD PARTN CTFS 1997-20F 1 |
|
7.200% 06/01/2017 DD 06/01/97 |
|
U. S. GOVERNMENT SECURITIES |
|
31 |
|
|
SBA GTD PARTN CTFS 1999-20J 1 |
|
1999-20 7.200% 10/01/2019 |
|
U. S. GOVERNMENT SECURITIES |
|
337 |
|
|
SCHLUMBERGER INVESTMENT S 144A |
|
2.400% 08/01/2022 DD 07/31/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
288 |
|
|
SCHLUMBERGER INVESTMENT S 144A |
|
3.300% 09/14/2021 DD 09/14/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
399 |
|
|
SCHLUMBERGER INVESTMENT S 144A |
|
1.250% 08/01/2017 DD 07/31/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
623 |
|
|
SCHLUMBERGER NORGE AS 144A |
|
1.950% 09/14/2016 DD 09/14/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
575 |
|
|
SCHLUMBERGER NORGE AS 144A |
|
1.250% 08/01/2017 DD 07/31/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
622 |
|
|
SEMPRA ENERGY |
|
6.000% 02/01/2013 DD 01/31/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
16 |
|
|
SEMPRA ENERGY |
|
6.500% 06/01/2016 DD 05/15/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
103 |
|
|
SEMPRA ENERGY |
|
2.300% 04/01/2017 DD 03/23/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
685 |
|
|
SHELL INTERNATIONAL FINANCE BV |
|
5.200% 03/22/2017 DD 03/22/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
90 |
|
|
SIERRA PACIFIC POWER CO |
|
5.450% 09/01/2013 DD 09/02/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
991 |
|
|
SIMON PROPERTY GROUP LP |
|
5.250% 12/01/2016 DD 12/12/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
23 |
|
|
SIMON PROPERTY GROUP LP |
|
2.800% 01/30/2017 DD 11/16/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
158 |
|
|
SIMON PROPERTY GROUP LP |
|
6.125% 05/30/2018 DD 05/19/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
177 |
|
|
SIMON PROPERTY GROUP LP |
|
6.100% 05/01/2016 DD 05/15/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
284 |
|
|
SIMON PROPERTY GROUP LP |
|
4.125% 12/01/2021 DD 11/16/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
361 |
|
|
SIMON PROPERTY GROUP LP |
|
5.650% 02/01/2020 DD 01/25/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
660 |
|
|
SIMON PROPERTY GROUP LP 144A |
|
1.500% 02/01/2018 DD 12/17/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
746 |
|
|
SLM CORP |
|
5.375% 01/15/2013 DD 12/06/02 |
|
CORPORATE DEBT INSTRUMENTS |
|
140 |
|
|
SLM CORP |
|
6.000% 01/25/2017 DD 01/27/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
325 |
|
|
SLM CORP |
|
5.000% 04/15/2015 DD 04/15/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
332 |
|
|
SLM CORP |
|
8.450% 06/15/2018 DD 06/18/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
702 |
|
|
SLM STUDENT LOAN TRU B A3 144A |
|
VAR RT 06/16/2042 DD 06/30/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
754 |
|
|
SLM STUDENT LOAN TRU E A1 144A |
|
VAR RT 10/16/2023 DD 10/18/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,086 |
|
|
SLM STUDENT LOAN TRUST 1 A |
|
VAR RT 03/25/2025 DD 04/15/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,916 |
|
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
SLM STUDENT LOAN TRUST 2 A |
|
VAR RT 01/25/2029 DD 03/15/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,129 |
|
|
SLM STUDENT LOAN TRUST B A2 |
|
VAR RT 06/15/2021 DD 05/26/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
896 |
|
|
SMALL BUS ADMIN CTF S-95 20B |
|
8.150% 02/01/2015 DD 02/15/95 |
|
U. S. GOVERNMENT SECURITIES |
|
66 |
|
|
SOUTH AFRICA GOVERNMENT INTERN |
|
6.500% 06/02/2014 DD 06/02/04 |
|
OTHER INVESTMENTS |
|
264 |
|
|
SOUTHERN CALIFORNIA EDISON CO |
|
5.500% 08/15/2018 DD 08/18/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
128 |
|
|
SOUTHERN CO/THE |
|
1.950% 09/01/2016 DD 08/23/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,005 |
|
|
SOUTHERN POWER CO |
|
4.875% 07/15/2015 DD 01/15/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
153 |
|
|
SOUTHTRUST CORP |
|
5.800% 06/15/2014 DD 05/24/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
224 |
|
|
SPECTRA ENERGY CAPITAL LLC |
|
6.200% 04/15/2018 DD 04/10/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
129 |
|
|
SPECTRA ENERGY CAPITAL LLC |
|
5.668% 08/15/2014 DD 08/19/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
644 |
|
|
STANDARD CHARTERED PLC 144A |
|
5.500% 11/18/2014 DD 05/18/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
404 |
|
|
STANFIELD AZURE CL 1A A1L 144A |
|
VAR RT 05/27/2020 DD 03/28/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
972 |
|
|
STATE OF QATAR |
|
4.000% 01/20/2015 DD 11/24/09 |
|
OTHER INVESTMENTS |
|
1,579 |
|
|
STATOIL ASA |
|
1.800% 11/23/2016 DD 11/23/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,267 |
|
|
STRUCTURED ADJUSTABLE R 16 3A1 |
|
VAR RT 11/25/2034 DD 10/01/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
137 |
|
|
STRUCTURED ADJUSTABLE RA 6 3A2 |
|
VAR RT 06/25/2034 DD 05/01/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
464 |
|
|
STRUCTURED ADJUSTABLE RAT 5 1A |
|
VAR RT 05/25/2034 DD 04/01/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
62 |
|
|
STRYKER CORP |
|
2.000% 09/30/2016 DD 09/16/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
609 |
|
|
SUNCOR ENERGY INC |
|
6.100% 06/01/2018 DD 06/06/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
300 |
|
|
SUNTRUST BANKS INC |
|
3.500% 01/20/2017 DD 11/01/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,128 |
|
|
SVB FINANCIAL GROUP |
|
5.375% 09/15/2020 DD 09/20/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
701 |
|
|
TAKEDA PHARMACEUTICAL CO 144A |
|
1.625% 03/17/2017 DD 07/17/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
507 |
|
|
TCI COMMUNICATIONS INC |
|
8.750% 08/01/2015 DD 08/01/95 |
|
CORPORATE DEBT INSTRUMENTS |
|
167 |
|
|
TELECOM ITALIA CAPITAL SA |
|
5.250% 11/15/2013 DD 05/15/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
62 |
|
|
TELECOM ITALIA CAPITAL SA |
|
5.250% 10/01/2015 DD 09/28/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
279 |
|
|
TELEFONICA EMISIONES SAU |
|
5.855% 02/04/2013 DD 07/02/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
46 |
|
|
TELEFONICA EMISIONES SAU |
|
2.582% 04/26/2013 DD 04/26/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
75 |
|
|
TELEFONICA EMISIONES SAU |
|
5.855% 02/04/2013 DD 07/02/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
853 |
|
|
TEMASEK FINANCIAL I LTD 144A |
|
2.375% 01/23/2023 DD 07/23/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,029 |
|
|
TENNESSEE VALLEY AUTH BD |
|
6.000% 03/15/2013 DD 03/15/98 |
|
U. S. GOVERNMENT SECURITIES |
|
354 |
|
|
TESCO PLC 144A |
|
2.000% 12/05/2014 DD 12/05/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
582 |
|
|
TEVA PHARMACEUTICAL FINANCE CO |
|
2.400% 11/10/2016 DD 11/10/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,886 |
|
|
THERMO FISHER SCIENTIFIC INC |
|
3.600% 08/15/2021 DD 08/16/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
877 |
|
|
THERMO FISHER SCIENTIFIC INC |
|
2.250% 08/15/2016 DD 08/16/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,398 |
|
|
TIME WARNER CABLE INC |
|
6.750% 07/01/2018 DD 06/19/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
32 |
|
|
TIME WARNER CABLE INC |
|
6.200% 07/01/2013 DD 06/19/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
64 |
|
|
TIME WARNER CABLE INC |
|
5.850% 05/01/2017 DD 04/09/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
321 |
|
|
TIME WARNER INC |
|
5.875% 11/15/2016 DD 11/13/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
307 |
|
|
TOBACCO SETTLEMENT AUTH IA TOB |
|
6.500% 06/01/2023 DD 11/30/05 |
|
OTHER INVESTMENTS |
|
707 |
|
|
TORONTO-DOMINION BANK/THE |
|
2.500% 07/14/2016 DD 07/14/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,026 |
|
|
TORONTO-DOMINION BANK/THE 144A |
|
1.500% 03/13/2017 DD 03/13/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
614 |
|
|
TOTAL CAPITAL INTERNATIONAL SA |
|
2.700% 01/25/2023 DD 09/25/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,095 |
|
|
TOYOTA MOTOR CREDIT CORP |
|
1.250% 10/05/2017 DD 10/05/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
750 |
|
|
TRANSATLANTIC HOLDINGS INC |
|
5.750% 12/14/2015 DD 12/14/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
359 |
|
|
TRANSOCEAN INC |
|
4.950% 11/15/2015 DD 09/21/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
274 |
|
|
TRANSOCEAN INC |
|
6.375% 12/15/2021 DD 12/05/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
608 |
|
|
TRANSOCEAN INC |
|
6.500% 11/15/2020 DD 09/21/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,453 |
|
|
TRIMARAN CLO VI DE 2A A1L 144A |
|
VAR RT 11/01/2018 DD 08/16/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
924 |
|
|
TYCO ELECTRONICS GROUP SA |
|
1.600% 02/03/2015 DD 02/03/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
254 |
|
|
U S TREASURY BILL |
|
VAR RT 11/14/2013 DD 11/15/12 |
|
U. S. GOVERNMENT SECURITIES |
|
499 |
|
|
U S TREASURY BOND |
|
2.750% 11/15/2042 DD 11/15/12 |
|
U. S. GOVERNMENT SECURITIES |
|
303 |
|
|
U S TREASURY BOND |
|
2.750% 11/15/2042 DD 11/15/12 |
|
U. S. GOVERNMENT SECURITIES |
|
2,216 |
|
|
U S TREASURY BOND |
|
2.750% 08/15/2042 DD 08/15/12 |
|
U. S. GOVERNMENT SECURITIES |
|
3,192 |
|
|
U S TREASURY BOND |
|
6.250% 08/15/2023 DD 08/15/93 |
|
U. S. GOVERNMENT SECURITIES |
|
4,015 |
|
|
U S TREASURY BOND |
|
2.750% 11/15/2042 DD 11/15/12 |
|
U. S. GOVERNMENT SECURITIES |
|
4,210 |
|
|
U S TREASURY NOTE |
|
1.125% 12/31/2019 DD 12/31/12 |
|
U. S. GOVERNMENT SECURITIES |
|
10 |
|
|
U S TREASURY NOTE |
|
0.750% 06/30/2017 DD 06/30/12 |
|
U. S. GOVERNMENT SECURITIES |
|
262 |
|
|
U S TREASURY NOTE |
|
0.125% 08/31/2013 DD 08/31/11 |
|
U. S. GOVERNMENT SECURITIES |
|
290 |
|
|
U S TREASURY NOTE |
|
0.125% 12/31/2013 DD 12/31/11 |
|
U. S. GOVERNMENT SECURITIES |
|
310 |
|
|
U S TREASURY NOTE |
|
2.000% 02/15/2022 DD 02/15/12 |
|
U. S. GOVERNMENT SECURITIES |
|
310 |
|
|
U S TREASURY NOTE |
|
2.625% 11/15/2020 DD 11/15/10 |
|
U. S. GOVERNMENT SECURITIES |
|
324 |
|
|
U S TREASURY NOTE |
|
0.375% 06/15/2015 DD 06/15/12 |
|
U. S. GOVERNMENT SECURITIES |
|
411 |
|
|
U S TREASURY NOTE |
|
0.625% 11/30/2017 DD 11/30/12 |
|
U. S. GOVERNMENT SECURITIES |
|
538 |
|
|
U S TREASURY NOTE |
|
1.875% 08/31/2017 DD 08/31/10 |
|
U. S. GOVERNMENT SECURITIES |
|
634 |
|
|
U S TREASURY NOTE |
|
1.000% 09/30/2016 DD 09/30/11 |
|
U. S. GOVERNMENT SECURITIES |
|
662 |
|
|
U S TREASURY NOTE |
|
2.250% 01/31/2015 DD 01/31/10 |
|
U. S. GOVERNMENT SECURITIES |
|
729 |
|
|
U S TREASURY NOTE |
|
0.500% 10/15/2013 DD 10/15/10 |
|
U. S. GOVERNMENT SECURITIES |
|
837 |
|
|
U S TREASURY NOTE |
|
1.750% 03/31/2014 DD 03/31/09 |
|
U. S. GOVERNMENT SECURITIES |
|
897 |
|
|
U S TREASURY NOTE |
|
0.125% 12/31/2013 DD 12/31/11 |
|
U. S. GOVERNMENT SECURITIES |
|
1,089 |
|
|
U S TREASURY NOTE |
|
4.500% 11/15/2015 DD 11/15/05 |
|
U. S. GOVERNMENT SECURITIES |
|
1,157 |
|
|
U S TREASURY NOTE |
|
1.625% 08/15/2022 DD 08/15/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,192 |
|
|
U S TREASURY NOTE |
|
0.625% 05/31/2017 DD 05/31/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,302 |
|
|
U S TREASURY NOTE |
|
2.375% 10/31/2014 DD 10/31/09 |
|
U. S. GOVERNMENT SECURITIES |
|
1,339 |
|
|
U S TREASURY NOTE |
|
1.000% 10/31/2016 DD 10/31/11 |
|
U. S. GOVERNMENT SECURITIES |
|
1,427 |
|
|
U S TREASURY NOTE |
|
0.750% 08/15/2013 DD 08/15/10 |
|
U. S. GOVERNMENT SECURITIES |
|
1,576 |
|
|
U S TREASURY NOTE |
|
0.250% 09/30/2014 DD 09/30/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,775 |
|
|
U S TREASURY NOTE |
|
0.500% 10/15/2014 DD 10/15/11 |
|
U. S. GOVERNMENT SECURITIES |
|
1,909 |
|
|
U S TREASURY NOTE |
|
2.625% 07/31/2014 DD 07/31/09 |
|
U. S. GOVERNMENT SECURITIES |
|
1,920 |
|
|
U S TREASURY NOTE |
|
2.125% 05/31/2015 DD 05/31/10 |
|
U. S. GOVERNMENT SECURITIES |
|
2,003 |
|
|
U S TREASURY NOTE |
|
0.125% 09/30/2013 DD 09/30/11 |
|
U. S. GOVERNMENT SECURITIES |
|
2,459 |
|
|
U S TREASURY NOTE |
|
1.250% 10/31/2015 DD 10/31/10 |
|
U. S. GOVERNMENT SECURITIES |
|
3,538 |
|
|
U S TREASURY NOTE |
|
4.750% 05/15/2014 DD 05/15/04 |
|
U. S. GOVERNMENT SECURITIES |
|
3,689 |
|
|
U S TREASURY NOTE |
|
0.250% 12/15/2015 DD 12/15/12 |
|
U. S. GOVERNMENT SECURITIES |
|
3,704 |
|
|
U S TREASURY NOTE |
|
1.500% 06/30/2016 DD 06/30/11 |
|
U. S. GOVERNMENT SECURITIES |
|
4,146 |
|
|
U S TREASURY NOTE |
|
1.125% 12/31/2019 DD 12/31/12 |
|
U. S. GOVERNMENT SECURITIES |
|
4,587 |
|
|
U S TREASURY NOTE |
|
1.250% 10/31/2015 DD 10/31/10 |
|
U. S. GOVERNMENT SECURITIES |
|
4,922 |
|
|
U S TREASURY NOTE |
|
2.500% 03/31/2015 DD 03/31/10 |
|
U. S. GOVERNMENT SECURITIES |
|
5,196 |
|
|
U S TREASURY NOTE |
|
0.750% 06/15/2014 DD 06/15/11 |
|
U. S. GOVERNMENT SECURITIES |
|
5,220 |
|
|
U S TREASURY NOTE |
|
0.750% 09/15/2013 DD 09/15/10 |
|
U. S. GOVERNMENT SECURITIES |
|
5,864 |
|
|
U S TREASURY NOTE |
|
0.250% 10/15/2015 DD 10/15/12 |
|
U. S. GOVERNMENT SECURITIES |
|
5,986 |
|
|
U S TREASURY NOTE |
|
0.875% 04/30/2017 DD 04/30/12 |
|
U. S. GOVERNMENT SECURITIES |
|
6,074 |
|
|
U S TREASURY NOTE |
|
0.125% 12/31/2013 DD 12/31/11 |
|
U. S. GOVERNMENT SECURITIES |
|
6,151 |
|
|
U S TREASURY NOTE |
|
0.625% 09/30/2017 DD 09/30/12 |
|
U. S. GOVERNMENT SECURITIES |
|
6,388 |
|
|
U S TREASURY NOTE |
|
1.000% 11/30/2019 DD 11/30/12 |
|
U. S. GOVERNMENT SECURITIES |
|
6,774 |
|
|
U S TREASURY NOTE |
|
2.125% 02/29/2016 DD 02/28/11 |
|
U. S. GOVERNMENT SECURITIES |
|
6,959 |
|
Attachment B
(In thousands)
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
|
|
|
|
|
|
|
|
|
|
|
U S TREASURY NOTE |
|
0.250% 09/30/2014 DD 09/30/12 |
|
U. S. GOVERNMENT SECURITIES |
|
7,502 |
|
|
U S TREASURY NOTE |
|
0.250% 09/15/2015 DD 09/15/12 |
|
U. S. GOVERNMENT SECURITIES |
|
8,082 |
|
|
U S TREASURY NOTE |
|
0.625% 09/30/2017 DD 09/30/12 |
|
U. S. GOVERNMENT SECURITIES |
|
8,485 |
|
|
U S TREASURY NOTE |
|
3.500% 02/15/2018 DD 02/15/08 |
|
U. S. GOVERNMENT SECURITIES |
|
9,121 |
|
|
U S TREASURY NOTE |
|
1.000% 03/31/2017 DD 03/31/12 |
|
U. S. GOVERNMENT SECURITIES |
|
9,670 |
|
|
U S TREASURY NOTE |
|
0.750% 12/31/2017 DD 12/31/12 |
|
U. S. GOVERNMENT SECURITIES |
|
9,911 |
|
|
U S TREASURY NOTE |
|
2.250% 03/31/2016 DD 03/31/11 |
|
U. S. GOVERNMENT SECURITIES |
|
9,960 |
|
|
U S TREASURY NOTE |
|
0.625% 11/30/2017 DD 11/30/12 |
|
U. S. GOVERNMENT SECURITIES |
|
9,966 |
|
|
U S TREASURY NOTE |
|
1.750% 01/31/2014 DD 01/31/09 |
|
U. S. GOVERNMENT SECURITIES |
|
10,167 |
|
|
U S TREASURY NOTE |
|
1.750% 05/15/2022 DD 05/15/12 |
|
U. S. GOVERNMENT SECURITIES |
|
10,288 |
|
|
U S TREASURY NOTE |
|
0.250% 10/31/2013 DD 10/31/11 |
|
U. S. GOVERNMENT SECURITIES |
|
10,552 |
|
|
U S TREASURY NOTE |
|
0.250% 02/15/2015 DD 02/15/12 |
|
U. S. GOVERNMENT SECURITIES |
|
11,095 |
|
|
U S TREASURY NOTE |
|
0.125% 09/30/2013 DD 09/30/11 |
|
U. S. GOVERNMENT SECURITIES |
|
11,097 |
|
|
U S TREASURY NOTE |
|
0.250% 08/31/2014 DD 08/31/12 |
|
U. S. GOVERNMENT SECURITIES |
|
11,833 |
|
|
U S TREASURY NOTE |
|
0.375% 11/15/2015 DD 11/15/12 |
|
U. S. GOVERNMENT SECURITIES |
|
11,851 |
|
|
U S TREASURY NOTE |
|
0.750% 12/31/2017 DD 12/31/12 |
|
U. S. GOVERNMENT SECURITIES |
|
12,621 |
|
|
U S TREASURY NOTE |
|
2.625% 12/31/2014 DD 12/31/09 |
|
U. S. GOVERNMENT SECURITIES |
|
12,739 |
|
|
U S TREASURY NOTE |
|
0.375% 11/15/2015 DD 11/15/12 |
|
U. S. GOVERNMENT SECURITIES |
|
14,013 |
|
|
U S TREASURY NOTE |
|
0.875% 01/31/2017 DD 01/31/12 |
|
U. S. GOVERNMENT SECURITIES |
|
15,199 |
|
|
U S TREASURY NOTE |
|
1.000% 08/31/2016 DD 08/31/11 |
|
U. S. GOVERNMENT SECURITIES |
|
15,305 |
|
|
U S TREASURY NOTE |
|
0.250% 06/30/2014 DD 06/30/12 |
|
U. S. GOVERNMENT SECURITIES |
|
16,211 |
|
|
U S TREASURY NOTE |
|
1.500% 07/31/2016 DD 07/31/11 |
|
U. S. GOVERNMENT SECURITIES |
|
18,425 |
|
|
U S TREASURY NOTE |
|
0.625% 11/30/2017 DD 11/30/12 |
|
U. S. GOVERNMENT SECURITIES |
|
18,587 |
|
|
U S TREASURY NOTE |
|
2.125% 08/15/2021 DD 08/15/11 |
|
U. S. GOVERNMENT SECURITIES |
|
20,079 |
|
|
U S TREASURY NOTE |
|
2.875% 03/31/2018 DD 03/31/11 |
|
U. S. GOVERNMENT SECURITIES |
|
24,389 |
|
|
U S TREASURY NOTE |
|
0.250% 11/30/2014 DD 11/30/12 |
|
U. S. GOVERNMENT SECURITIES |
|
24,936 |
|
|
U S TREASURY NOTE |
|
0.250% 08/31/2014 DD 08/31/12 |
|
U. S. GOVERNMENT SECURITIES |
|
28,808 |
|
|
U S TREASURY NOTE |
|
0.250% 02/15/2015 DD 02/15/12 |
|
U. S. GOVERNMENT SECURITIES |
|
32,385 |
|
|
U S TREASURY NOTE |
|
0.250% 11/30/2013 DD 11/30/11 |
|
U. S. GOVERNMENT SECURITIES |
|
57,334 |
|
|
U S TREASURY NT CPN STRIP |
|
0.000% 08/15/2022 DD 08/17/92 |
|
U. S. GOVERNMENT SECURITIES |
|
446 |
|
|
U S TREASURY NT CPN STRIP |
|
0.000% 05/15/2022 DD 11/16/92 |
|
U. S. GOVERNMENT SECURITIES |
|
1,349 |
|
|
U S TREASURY NT CPN STRIP |
|
0.000% 05/15/2019 DD 05/15/90 |
|
U. S. GOVERNMENT SECURITIES |
|
1,869 |
|
|
U S TREASURY NT CPN STRIP |
|
0.000% 05/15/2022 DD 11/16/92 |
|
U. S. GOVERNMENT SECURITIES |
|
2,036 |
|
|
U S TREASURY NT PRIN STRIP |
|
0.000% 02/15/2015 DD 02/15/85 |
|
U. S. GOVERNMENT SECURITIES |
|
889 |
|
|
U S TREASURY NT PRIN STRIP |
|
0.000% 11/15/2015 DD 11/15/85 |
|
U. S. GOVERNMENT SECURITIES |
|
2,488 |
|
|
U S TREASURY NTS |
|
1.625% 11/15/2022 DD 11/15/12 |
|
U. S. GOVERNMENT SECURITIES |
|
3,388 |
|
|
UBS AG/STAMFORD CT |
|
5.750% 04/25/2018 DD 04/25/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
683 |
|
|
UBS AG/STAMFORD CT |
|
2.750% 01/08/2013 DD 01/08/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
875 |
|
|
UBS AG/STAMFORD CT |
|
2.250% 01/28/2014 DD 01/28/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,014 |
|
|
UBS AG/STAMFORD CT |
|
VAR RT 01/28/2014 DD 01/28/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,610 |
|
|
UDR INC |
|
4.250% 06/01/2018 DD 05/23/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
327 |
|
|
UNION BANK NA |
|
2.125% 06/16/2017 DD 06/18/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
591 |
|
|
UNION BANK NA |
|
3.000% 06/06/2016 DD 06/06/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
794 |
|
|
UNION ELECTRIC CO |
|
6.400% 06/15/2017 DD 06/15/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
110 |
|
|
UNION PACIFIC CORP |
|
4.875% 01/15/2015 DD 11/23/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
81 |
|
|
UNITED TECHNOLOGIES CORP |
|
4.875% 05/01/2015 DD 04/29/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
231 |
|
|
UNITED TECHNOLOGIES CORP |
|
3.100% 06/01/2022 DD 06/01/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
911 |
|
|
UNITEDHEALTH GROUP INC |
|
4.875% 03/15/2015 DD 03/07/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
66 |
|
|
UNITEDHEALTH GROUP INC |
|
2.750% 02/15/2023 DD 10/22/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
232 |
|
|
UNITEDHEALTH GROUP INC |
|
3.375% 11/15/2021 DD 11/10/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
405 |
|
|
UNITEDHEALTH GROUP INC |
|
1.875% 11/15/2016 DD 11/10/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
705 |
|
|
UNITEDHEALTH GROUP INC |
|
2.750% 02/15/2023 DD 10/22/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
832 |
|
|
US 10YR TREAS NTS FUTURE (CBT) |
|
EXP MAR 13 |
|
OTHER INVESTMENTS |
|
(56 |
) |
|
US 10YR TREAS NTS FUTURE (CBT) |
|
EXP MAR 13 |
|
OTHER INVESTMENTS |
|
(19 |
) |
|
US 10YR TREAS NTS FUTURE (CBT) |
|
EXP MAR 13 |
|
OTHER INVESTMENTS |
|
(1 |
) |
|
US 2YR TREAS NTS FUT (CBT) |
|
EXP MAR 13 |
|
OTHER INVESTMENTS |
|
(3 |
) |
|
US 2YR TREAS NTS FUT (CBT) |
|
EXP MAR 13 |
|
OTHER INVESTMENTS |
|
4 |
|
|
US 5YR TREAS NTS FUTURE (CBT) |
|
EXP MAR 13 |
|
OTHER INVESTMENTS |
|
(9 |
) |
|
US 5YR TREAS NTS FUTURE (CBT) |
|
EXP MAR 13 |
|
OTHER INVESTMENTS |
|
(6 |
) |
|
US 5YR TREAS NTS FUTURE (CBT) |
|
EXP MAR 13 |
|
OTHER INVESTMENTS |
|
10 |
|
|
US BANCORP |
|
4.200% 05/15/2014 DD 05/14/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
154 |
|
|
US BANCORP |
|
2.950% 07/15/2022 DD 07/23/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
808 |
|
|
US BANCORP |
|
2.200% 11/15/2016 DD 11/03/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,480 |
|
|
US EDUCATION LOAN TR 1 A2 144A |
|
VAR RT 03/01/2025 DD 03/14/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
158 |
|
|
US TREAS BD FUTURE (CBT) |
|
EXP MAR 13 |
|
OTHER INVESTMENTS |
|
(35 |
) |
|
US TREAS BD FUTURE (CBT) |
|
EXP MAR 13 |
|
OTHER INVESTMENTS |
|
45 |
|
|
US TREAS-CPI |
|
0.125% 07/15/2022 DD 07/15/12 |
|
U. S. GOVERNMENT SECURITIES |
|
1,310 |
|
|
US TREAS-CPI |
|
0.750% 02/15/2042 DD 02/15/12 |
|
U. S. GOVERNMENT SECURITIES |
|
2,323 |
|
|
US TREAS-CPI |
|
0.125% 04/15/2017 DD 04/15/12 |
|
U. S. GOVERNMENT SECURITIES |
|
2,836 |
|
|
US TREAS-CPI |
|
0.125% 01/15/2022 DD 01/15/12 |
|
U. S. GOVERNMENT SECURITIES |
|
12,652 |
|
|
US TREAS-CPI INFLAT |
|
2.375% 01/15/2025 DD 07/15/04 |
|
U. S. GOVERNMENT SECURITIES |
|
1,655 |
|
|
US TREAS-CPI INFLAT |
|
1.125% 01/15/2021 DD 01/15/11 |
|
U. S. GOVERNMENT SECURITIES |
|
7,079 |
|
|
US TREAS-CPI INFLATION INDEX |
|
1.625% 01/15/2015 DD 01/15/05 |
|
U. S. GOVERNMENT SECURITIES |
|
257 |
|
|
US ULTRA BOND (CBT) |
|
EXP MAR 13 |
|
OTHER INVESTMENTS |
|
(6 |
) |
|
US ULTRA BOND (CBT) |
|
EXP MAR 13 |
|
OTHER INVESTMENTS |
|
221 |
|
|
VALE CANADA LTD |
|
5.700% 10/15/2015 DD 09/26/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
105 |
|
|
VALERO ENERGY CORP |
|
4.750% 06/15/2013 DD 06/04/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
54 |
|
|
VALERO ENERGY CORP |
|
4.500% 02/01/2015 DD 02/08/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
610 |
|
|
VERIZON COMMUNICATIONS INC |
|
4.900% 09/15/2015 DD 09/13/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
160 |
|
|
VERIZON COMMUNICATIONS INC |
|
2.450% 11/01/2022 DD 11/07/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
350 |
|
|
VERIZON COMMUNICATIONS INC |
|
2.000% 11/01/2016 DD 11/03/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
440 |
|
|
VERIZON COMMUNICATIONS INC |
|
5.250% 04/15/2013 DD 04/04/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
507 |
|
|
VERIZON COMMUNICATIONS INC |
|
3.000% 04/01/2016 DD 03/28/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,171 |
|
|
VESEY STREET INVESTMENT TRUST |
|
STEP 09/01/2016 DD 06/01/2012 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,403 |
|
|
VF CORP |
|
VAR RT 08/23/2013 DD 08/24/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,387 |
|
* |
VIACOM INC |
|
6.250% 04/30/2016 DD 04/12/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
42 |
|
* |
VIACOM INC |
|
2.500% 12/15/2016 DD 12/12/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,001 |
|
|
VIRGIN MEDIA SECURED FINANCE P |
|
6.500% 01/15/2018 DD 06/15/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
178 |
|
|
VODAFONE GROUP PLC |
|
4.150% 06/10/2014 DD 06/10/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
37 |
|
|
VODAFONE GROUP PLC |
|
5.750% 03/15/2016 DD 03/16/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
141 |
|
|
VODAFONE GROUP PLC |
|
5.625% 02/27/2017 DD 02/27/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
164 |
|
|
VODAFONE GROUP PLC |
|
1.250% 09/26/2017 DD 09/26/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
299 |
|
|
VODAFONE GROUP PLC |
|
1.250% 09/26/2017 DD 09/26/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
668 |
|
|
VODAFONE GROUP PLC |
|
2.875% 03/16/2016 DD 03/16/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,321 |
|
|
VOLKSWAGEN INTERNATIONAL 144A |
|
VAR RT 03/21/2014 DD 03/22/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,035 |
|
Attachment B
(In thousands)
|
|
|
|
|
|
|
|
| |
|
Identity of Issuer |
|
Maturity and Interest Rates |
|
Description |
|
Current Value |
| |
|
|
|
|
|
|
|
|
| |
|
WACHOVIA BANK COMMERCI C17 APB |
|
5.037% 03/15/2042 DD 03/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
171 |
| |
|
WACHOVIA BANK COMMERCIA C19 A5 |
|
4.661% 05/15/2044 DD 06/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
10 |
| |
|
WACHOVIA BANK COMMERCIA C20 A7 |
|
VAR RT 07/15/2042 DD 08/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
132 |
| |
|
WACHOVIA BANK COMMERCIA C23 A4 |
|
VAR RT 01/15/2045 DD 03/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,188 |
| |
|
WACHOVIA BANK COMMERCIA C27 A3 |
|
VAR RT 07/15/2045 DD 08/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,276 |
| |
|
WACHOVIA BANK COMMERCIA C29 A4 |
|
5.308% 11/15/2048 DD 12/01/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,300 |
| |
|
WACHOVIA BANK COMMERCIA C30 A3 |
|
5.246% 12/15/2043 DD 03/01/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
758 |
| |
|
WACHOVIA BANK COMMERCIA C33 A3 |
|
VAR RT 02/15/2051 DD 08/01/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
865 |
| |
|
WACHOVIA BANK COMMERCIA C33 A3 |
|
VAR RT 02/15/2051 DD 08/01/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,811 |
| |
|
WACHOVIA BANK COMMERCIAL C21 B |
|
VAR RT 10/15/2044 DD 10/01/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
124 |
| |
|
WACHOVIA BANK NA |
|
4.875% 02/01/2015 DD 01/31/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,069 |
| |
|
WACHOVIA CORP |
|
5.500% 05/01/2013 DD 04/25/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
169 |
| |
|
WACHOVIA CORP |
|
5.750% 06/15/2017 DD 06/08/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
309 |
| |
|
WACHOVIA CORP |
|
5.750% 02/01/2018 DD 01/31/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
791 |
| |
|
WACHOVIA CORP |
|
5.500% 05/01/2013 DD 04/25/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
3,253 |
| |
|
WALGREEN CO |
|
1.800% 09/15/2017 DD 09/13/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
769 |
| |
|
WAL-MART STORES INC |
|
4.500% 07/01/2015 DD 06/09/05 |
|
CORPORATE DEBT INSTRUMENTS |
|
221 |
| |
|
WALT DISNEY CO/THE |
|
1.350% 08/16/2016 DD 08/22/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,003 |
| |
|
WAMU MORTGAGE PASS THRO AR3 A2 |
|
VAR RT 06/25/2034 DD 04/01/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
66 |
| |
|
WASTE MANAGEMENT INC |
|
5.000% 03/15/2014 DD 03/05/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
30 |
| |
|
WASTE MANAGEMENT INC |
|
6.375% 03/11/2015 DD 02/26/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
119 |
| |
|
WASTE MANAGEMENT INC |
|
2.600% 09/01/2016 DD 08/29/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
178 |
| |
|
WATSON PHARMACEUTICALS INC |
|
3.250% 10/01/2022 DD 10/02/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
383 |
| |
|
WEA FINANCE LLC / WT FINA 144A |
|
3.375% 10/03/2022 DD 10/03/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
385 |
| |
|
WEA FINANCE LLC / WT FINA 144A |
|
7.500% 06/02/2014 DD 06/02/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
408 |
| |
|
WEATHERFORD INTERNATIONAL LTD/ |
|
5.500% 02/15/2016 DD 02/17/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
135 |
| |
|
WELLPOINT INC |
|
3.300% 01/15/2023 DD 09/10/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
431 |
| |
|
WELLPOINT INC |
|
1.875% 01/15/2018 DD 09/10/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
542 |
| |
|
WELLPOINT INC |
|
1.875% 01/15/2018 DD 09/10/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
805 |
| |
|
WELLS FARGO & CO |
|
5.625% 12/11/2017 DD 12/10/07 |
|
CORPORATE DEBT INSTRUMENTS |
|
48 |
| |
|
WELLS FARGO & CO |
|
4.375% 01/31/2013 DD 01/31/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
130 |
| |
|
WELLS FARGO & CO |
|
1.500% 01/16/2018 DD 12/26/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
346 |
| |
|
WELLS FARGO & CO |
|
3.500% 03/08/2022 DD 03/08/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
400 |
| |
|
WELLS FARGO & CO |
|
5.000% 11/15/2014 DD 11/06/02 |
|
CORPORATE DEBT INSTRUMENTS |
|
644 |
| |
|
WELLS FARGO & CO |
|
1.250% 02/13/2015 DD 02/15/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
686 |
| |
|
WELLS FARGO & CO |
|
4.375% 01/31/2013 DD 01/31/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,304 |
| |
|
WELLS FARGO BANK NA |
|
5.750% 05/16/2016 DD 05/15/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
284 |
| |
|
WELLS FARGO COMMERCIAL LC5 A3 |
|
2.918% 10/15/2045 DD 09/01/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
2,280 |
| |
|
WESTERN GAS PARTNERS LP |
|
4.000% 07/01/2022 DD 06/28/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
421 |
| |
|
WESTERN UNION CO/THE |
|
5.930% 10/01/2016 DD 09/29/06 |
|
CORPORATE DEBT INSTRUMENTS |
|
97 |
| |
|
WESTPAC BANKING CORP |
|
3.000% 08/04/2015 DD 08/03/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
951 |
| |
|
WESTPAC BANKING CORP 144A |
|
1.375% 07/17/2015 DD 07/17/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,497 |
| |
|
WFRBS COMMERCIAL MO C3 A2 144A |
|
3.240% 03/15/2044 DD 06/01/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
856 |
| |
|
WILLIAMS PARTNERS LP |
|
3.800% 02/15/2015 DD 02/09/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
809 |
| |
|
WILLIAMS PARTNERS LP |
|
3.800% 02/15/2015 DD 02/09/10 |
|
CORPORATE DEBT INSTRUMENTS |
|
973 |
| |
|
WORLD FINANCIAL NETWORK CR A A |
|
3.140% 01/17/2023 DD 04/12/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
877 |
| |
|
WORLD FINANCIAL NETWORK CR D A |
|
2.150% 04/17/2023 DD 10/05/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
726 |
| |
|
XEROX CORP |
|
5.650% 05/15/2013 DD 04/28/08 |
|
CORPORATE DEBT INSTRUMENTS |
|
16 |
| |
|
XEROX CORP |
|
4.250% 02/15/2015 DD 12/04/09 |
|
CORPORATE DEBT INSTRUMENTS |
|
1,315 |
| |
|
XL GROUP PLC |
|
5.250% 09/15/2014 DD 08/23/04 |
|
CORPORATE DEBT INSTRUMENTS |
|
149 |
| |
|
XSTRATA CANADA CORP |
|
5.375% 06/01/2015 DD 05/28/03 |
|
CORPORATE DEBT INSTRUMENTS |
|
76 |
| |
|
XSTRATA FINANCE CANADA LT 144A |
|
2.450% 10/25/2017 DD 10/25/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
515 |
| |
|
XSTRATA FINANCE CANADA LT 144A |
|
2.850% 11/10/2014 DD 11/10/11 |
|
CORPORATE DEBT INSTRUMENTS |
|
955 |
| |
|
XYLEM INC/NY |
|
3.550% 09/20/2016 DD 03/20/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
306 |
| |
|
XYLEM INC/NY |
|
3.550% 09/20/2016 DD 03/20/12 |
|
CORPORATE DEBT INSTRUMENTS |
|
980 |
| |
|
NET PAYABLES |
|
|
|
|
|
(77,372 |
) | |
|
WRAPPER VALUE |
|
|
|
|
|
709 |
| |
|
SYNTHETIC GUARANTEED INVESTMENT CONTRACTS, AT FAIR VALUE |
|
|
|
$ |
1,721,888 |
| ||
|
|
|
|
|
|
|
|
| |
* |
Identified as a party-in-interest to the Plan. |
|
|
|
|
| |||
Pursuant to the requirements of the Securities Exchange Act of 1934, the persons who administer the Plan have duly caused this annual report to be signed on its behalf by the undersigned, hereunto duly authorized.
|
|
CBS 401(k) PLAN |
|
|
|
Date: June 21, 2013 |
By: |
/s/ STEPHEN D. MIRANTE |
|
|
|
|
|
Stephen D. Mirante |
|
|
|
|
|
Member of the Retirement Committee |