Document


UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
 


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, 2017

OR
o
Transition Report Pursuant to Section 15(d) of the Securities Exchange Act of 1934
Commission file number 001-09553



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, 2017 AND 2016

INDEX

 
 
 
Page
Report of Independent Registered Public Accounting Firm
 
1
 
 
 
 
Financial Statements:
 
 
 
Statements of Net Assets Available for Benefits at December 31, 2017 and 2016
 
 
 
 
 
 
Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2017
 
 
 
 
 
 
Notes to Financial Statements
 
 
 
 
 
 
 
 
Schedules
Supplemental Schedules:
 
 
 
Schedule H, line 4a - Schedule of Delinquent Participant Contributions
 
S - 1
 
 
 
 
 
Schedule H, line 4i - Schedule of Assets (Held at End of Year)
 
S - 2
 
 
 
 
All other schedules required by the Department of Labor's Rules and Regulations for Reporting and
 
 
 
Disclosure under the Employee Retirement Income Security Act of 1974 are omitted as not
 
 
 
applicable or not required.
 
 
 
 
 
 
Signature
 
 
 
 
 
 
Exhibit:
 
 
 
23.1 Consent of Independent Registered Public Accounting Firm
 
 



Report of Independent Registered Public Accounting Firm

To the Administrator and Plan Participants of the CBS 401(k) Plan

Opinion on the Financial Statements

We have audited the accompanying statements of net assets available for benefits of the CBS 401(k) Plan (the “Plan”) as of December 31, 2017 and December 31, 2016 and the related statement of changes in net assets available for benefits for the year ended December 31, 2017, including the related notes (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2017 and December 31, 2016, and the changes in net assets available for benefits for the year ended December 31, 2017 in conformity with accounting principles generally accepted in the United States of America.

Basis for Opinion

These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on the Plan’s financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.

Supplemental Information

The supplemental Schedule of Delinquent Participant Contributions for the year ended December 31, 2017 and Schedule of Assets (Held at End of Year) as of December 31, 2017 have been subjected to audit procedures performed in conjunction with the audit of the Plan’s financial statements. The supplemental schedules are the responsibility of the Plan’s management. Our audit procedures included determining whether the supplemental schedules reconcile to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental schedules. In forming our opinion on the supplemental schedules, we evaluated whether the supplemental schedules, including their form and content, are presented in conformity with the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, the supplemental schedules are fairly stated, in all material respects, in relation to the financial statements as a whole.

/s/ PRICEWATERHOUSECOOPERS LLP
PricewaterhouseCoopers LLP
New York, New York
June 29, 2018

We have served as the Plan's auditor since at least 1996. We have not determined the specific year we began serving as auditor of the Plan.



CBS 401(k) PLAN

STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS
(In thousands)
 
At December 31,
 
2017
 
2016
Assets
 
 
 
Investments, at fair value
$
2,934,530

 
$
3,092,439

Synthetic guaranteed investment contracts, at contract value
1,133,811

 
1,210,310

Receivables:
 
 
 
Notes receivable from participants
27,458

 
34,384

Employee contributions
1,115

 
1,047

Employer contributions
3,732

 
2,670

Interest and dividends
3,749

 
3,132

Due from broker for securities sold (Note 1)
159

 
50,381

Total assets
4,104,554

 
4,394,363

Liabilities
 
 
 
Accrued expenses
1,370

 
1,540

Due to broker for securities purchased
15

 
28

Total liabilities
1,385

 
1,568

Net assets available for benefits
$
4,103,169

 
$
4,392,795

The accompanying notes are an integral part of these financial statements.

2

CBS 401(k) PLAN

STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS
(In thousands)
 
Year Ended
 
December 31, 2017
Additions to net assets attributed to:
 
Investment income:
 
Net appreciation in fair value of investments
$
370,536

Interest
30,426

Dividends
18,133

Interest income on notes receivable from participants
1,212

Contributions:
 
Employee
100,762

Employer
33,583

Rollover
18,737

Total additions
573,389

Deductions from net assets attributed to:
 
Benefits paid to participants
(318,965
)
Plan expenses
(4,926
)
Total deductions
(323,891
)
Net increase
249,498

Transfer to the CBS Radio 401(k) Plan (Note 1)
(539,124
)
Net assets available for benefits, beginning of year
4,392,795

Net assets available for benefits, end of year
$
4,103,169

The accompanying notes are an integral part of these financial statements.


3
CBS 401(k) PLAN
NOTES TO FINANCIAL STATEMENTS
(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, as amended, 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 each of its subsidiaries that is included for participation.

Eligible full-time newly hired employees may enroll in the Plan immediately or are automatically enrolled following 60 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 1,000 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 Company’s Board of Directors (the “Board”).

Exempt Party-in-Interest Transactions
Through October 1, 2017, The Bank of New York Mellon (the “Prior Trustee”) was the trustee and custodian and Mercer HR Services, LLC was the recordkeeper of the Plan. On October 2, 2017, Fidelity Management Trust Company (the “Trustee”) became the trustee and custodian and Fidelity Workplace Services LLC became the recordkeeper of the Plan. Certain Plan investments are shares of funds and bonds managed by the Trustee, the Prior Trustee or companies affiliated with the Prior Trustee, or shares and bonds of a company affiliated with CBS Corp., and therefore qualify as party-in-interest transactions. The fair value of these investments was $218 million at December 31, 2017 and $356 million at December 31, 2016, and these investments appreciated by $6 million for the year ended December 31, 2017. In addition, certain Plan investments are shares of CBS Corp. Class A Common Stock and Class B Common Stock (together, “CBS Corp. Common Stock”) and therefore qualify as party-in-interest transactions. The fair value of these investments was $341 million at December 31, 2017 and $508 million at December 31, 2016. For the year ended December 31, 2017, these investments depreciated by $28 million and earned dividends of $5 million. During the year ended December 31, 2017, the Plan purchased $9 million and sold $49 million of CBS Corp. Common Stock.

Plan Transfers
Effective January 1, 2017, in connection with the Company’s disposition of CBS Radio Inc. (“CBS Radio”), the Company’s radio business, the Company established the CBS Radio 401(k) Plan. The assets attributable to CBS Radio participants in the CBS 401(k) Plan were transferred to the CBS Radio 401(k) Plan. At December 31, 2016, “Due from broker for securities sold” reflected a higher volume of security trades that were initiated, but not yet settled on December 31, 2016, to enable the Plan to transfer the accounts of CBS Radio employees from the Plan to the CBS Radio 401(k) Plan in January 2017. These participants’ accounts were invested into funds in the CBS Radio 401(k) Plan that are similar in nature to the CBS 401(k) Plan’s funds.


4

CBS 401(k) PLAN
NOTES TO FINANCIAL STATEMENTS (Continued)
(Tabular dollars in thousands)

Participant Accounts
Each Plan participant’s account is credited with the participant’s contributions, the employer matching contributions, if applicable, and the participant’s share of the interest, dividends, and any realized or unrealized gains or losses of the Plan’s 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 income fund and the CBS Corp. Class B Common Stock fund.

Within the Plan, the CBS Corp. Class A Common Stock fund and CBS Corp. Class B Common Stock fund 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, for the CBS Corp. Class B Common Stock fund only, to receive the dividends as a cash payout. If a participant does not make an election, the dividends are reinvested in the ESOP account in the CBS Corp. Class B Common Stock fund.

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 and up to 15% of eligible annual compensation on a traditional after-tax basis, subject to the Code limitations set forth below. Total combined contributions may not exceed 50% of eligible annual compensation. 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 2017, the Board set the employer’s matching contribution at 70% of the first 5% of eligible compensation contributed on a before-tax or Roth 401(k) basis.

Participants may elect to invest their matching contributions in any investment option, including the CBS Corp. Class B Common Stock fund. If no option is elected by the participant, the matching contribution is invested in the Plan’s Qualified Default Investment Alternative (“QDIA”), a common collective fund that is primarily invested in a mix of equities and bonds appropriate for the participant’s target retirement year, which is assumed to be at age 65.

Upon date of hire and, effective on 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 employee’s 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 $18,000 for 2017. Total compensation considered under the Plan, based on Code limits, could not exceed $270,000 for 2017. The Code also limits annual aggregate participant and employer contributions to the lesser of $54,000 or 100% of compensation in 2017. All contributions made to the Plan on an annual basis may be further limited due to certain nondiscrimination requirements prescribed by the Code.


5

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 participant makes the maximum $18,000 contribution permitted for the plan year. The limit for catch-up contributions is $6,000 in 2017.

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 a participant’s employment terminates 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 or as of the close of the fifth consecutive year of break in service if no distribution was elected. During 2017, the Company utilized forfeitures of $5,760,000 to reduce matching contributions and approximately $779,000 to pay administrative expenses. As of December 31, 2017 and 2016, the Company had forfeitures of approximately $1,467,000 and $4,499,000, 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 participant’s 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 participant’s current investment elections. Loans outstanding at December 31, 2017 carry interest rates ranging from 4.25% to 10%.

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, in installments over a period of up to 20 years, or in partial distributions of the account balance in the event of retirement, termination of employment, disability or death. For vested account balances invested in the CBS Corp. Class A Common Stock fund and CBS Corp. Class B Common Stock fund, participants may elect to receive distributions in cash or whole shares. 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

6

CBS 401(k) PLAN
NOTES TO FINANCIAL STATEMENTS (Continued)
(Tabular dollars in thousands)

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 Plan’s investment funds. Certain administrative expenses such as fees for accounting, investment consulting 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 2017, approximately $246,000 was paid to the Trustee, a party-in-interest, and its affiliates and approximately $234,000 was paid to the Prior 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”). Certain amounts reported for the prior year have been reclassified to conform to the current year’s presentation.

In accordance with Financial Accounting Standards Board (“FASB”) guidance, investments are reported at fair value, except for fully benefit-responsive investment contracts which are reported at contract value. Contract value was determined to be the relevant measurement 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. 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 per share (“NAV”) provided by the administrator of the fund. The NAV is determined by each fund’s 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, 2017. 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 fair value.


7

CBS 401(k) PLAN
NOTES TO FINANCIAL STATEMENTS (Continued)
(Tabular dollars in thousands)

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 investment portfolio and as a substitute for cash securities. The derivative instruments typically used are interest rate futures and swaps. Interest rate swaps are recorded at fair value and marked-to-market through the duration of the contract term with an offsetting increase to unrealized appreciation (depreciation). 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 synthetic guaranteed investment contracts through the fixed income fund. The contract value of these contracts represents the aggregate amount of deposits thereto, plus interest at the contract rate, less withdrawals.

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.

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 the 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.

Recent Pronouncements
Employee Benefit Plan Master Trust Reporting
In February 2017, the FASB issued guidance on the reporting requirements for employee benefit plans that hold an interest in a master trust. Under this guidance, an employee benefit plan that has an interest in a master trust will be required to present that interest and any change in the value of that interest in separate line items on the statement of net assets available for benefits and on the statement of changes in net assets available for benefits, respectively. Employee benefit plans will also have to disclose the other assets and liabilities of the master trust, as well as the dollar amount of its interest in these balances, and the dollar amount of its interest in the investments of the master trust by general type. This guidance, which is effective for annual reporting periods beginning after December 15,

8

CBS 401(k) PLAN
NOTES TO FINANCIAL STATEMENTS (Continued)
(Tabular dollars in thousands)

2018, with early adoption permitted, is not expected to have an impact on the Plan’s financial statements as the Plan does not have an interest in a master trust.
NOTE 3 - RISKS AND UNCERTAINTIES
The Plan provides for various investment options. Investment securities are exposed to various risks such as market, interest rate and credit risk. Market values of investments could decline for several reasons including changes in prevailing markets 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 AT CONTRACT VALUE
The Plan invests in synthetic guaranteed investment contracts, which provide for the repayment of principal plus 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.

Certain employer initiated events may limit the ability of the Plan to transact at contract value with the issuer. These events include, but are not limited to, full or partial termination of the Plan, 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 employer’s bankruptcy, 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 issuer’s underwriting criteria for issuance of a replacement contract with identical terms. No events are probable of occurring that may limit the ability of the Plan to transact at contract value.

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 Plan’s qualified status, an uncured material breach of responsibility, or material adverse changes to the provisions of the Plan.

At December 31, 2017 and 2016, the contract value of the Plan’s synthetic guaranteed investment contracts was $1.13 billion and $1.21 billion, respectively.

NOTE 5 - FAIR VALUE MEASUREMENTS
The following tables set forth the Plan’s financial assets measured at fair value on a recurring basis at December 31, 2017 and 2016. 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, 2016 to December 31, 2017. 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

9

CBS 401(k) PLAN
NOTES TO FINANCIAL STATEMENTS (Continued)
(Tabular dollars in thousands)

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 Plan’s own assumptions about the assumptions that market participants would use in pricing the asset. The asset’s 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.
At December 31, 2017
Level 1
 
Level 2
 
Level 3
 
Total
Self-directed accounts (a)
$
33,309

 
$
4,562

 
$
—

 
$
37,871

Separately managed accounts:
 
 
 
 
 
 


Wellington Growth Portfolio (b)
185,141

 
1,435

 
—

 
186,576

Dodge & Cox Value Equity Fund (b)
161,574

 
3,455

 
—

 
165,029

CBS Corp. Common Stock funds (c)
340,749

 
2,560

 
—

 
343,309

Registered investment companies (d)
237,492

 
—

 
—

 
237,492

Money market funds (e)
—

 
18,553

 
—

 
18,553

Total assets in fair value hierarchy
$
958,265

 
$
30,565

 
$
—

 
$
988,830

Common collective funds measured at net asset value
 
 
 
 
 
 
1,945,700

Investments, at fair value


 


 


 
$
2,934,530

At December 31, 2016
Level 1
 
Level 2
 
Level 3
 
Total
Self-directed accounts (a)
$
29,964

 
$
4,154

 
$
—

 
$
34,118

Separately managed accounts:
 
 
 
 
 
 


Wellington Growth Portfolio (b)
139,453

 
678

 
—

 
140,131

Dodge & Cox Value Equity Fund (b)
141,760

 
9,202

 
—

 
150,962

CBS Corp. Common Stock funds (c)
507,948

 
4,439

 
—

 
512,387

Registered investment companies (d)
219,542

 
—

 
—

 
219,542

Money market funds (e)
—

 
94,586

 
—

 
94,586

Total assets in fair value hierarchy
$
1,038,667

 
$
113,059

 
$
—

 
$
1,151,726

Common collective funds measured at net asset value
 
 
 
 
 
 
1,940,713

Investments, at fair value


 


 


 
$
3,092,439

(a)
Primarily invested in common stock and registered investment companies. Assets categorized as Level 2 reflect investments in money market funds.
(b)
Primarily invested in large capitalization equities. Assets categorized as Level 2 reflect investments in money market funds.
(c)
Assets categorized as Level 2 reflect investments in money market funds.
(d)
Primarily invested in small capitalization equities.
(e)
Primarily invested in U.S. government securities and U.S. government agency securities.

NOTE 6 - INCOME TAX STATUS
The Internal Revenue Service (“IRS”) issued a favorable determination letter dated January 13, 2015, indicating that the Plan document 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, 2017, 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. The Plan Administrator believes it is no longer subject to income tax examinations for years prior to 2013.


10

CBS 401(k) PLAN
NOTES TO FINANCIAL STATEMENTS (Continued)
(Tabular dollars in thousands)

NOTE 7 - TERMINATION PRIORITIES
Although the Company anticipates that the Plan will continue indefinitely, it reserves the right, by action of its Board, 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.

NOTE 8 - 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,
 
2017
 
2016
Net assets available for benefits per the financial statements
$
4,103,169

 
$
4,392,795

Amounts allocated to withdrawing participants
—

 
(414
)
Participant loans deemed distributed
(1,423
)
 
—

Adjustment from contract value to fair value for fully
benefit-responsive investment contracts
15,901

 
24,974

Net assets available for benefits per the Form 5500
$
4,117,647

 
$
4,417,355

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
December 31, 2017
Net increase in net assets available for benefits per the financial statements
$
249,498

Add: Amounts allocated to withdrawing participants at December 31, 2016
414

Less: Participant loans deemed distributed at December 31, 2017
(1,423
)
Add: Adjustment from contract value to fair value for fully benefit-responsive
investment contracts at December 31, 2017
15,901

Less: Adjustment from contract value to fair value for fully benefit-responsive
investment contracts at December 31, 2016
(24,974
)
Net increase in net assets available for benefits per the Form 5500
$
239,416

Amounts allocated to withdrawing participants are recorded on the Form 5500 for benefit claims that have been processed and approved for payment prior to the end of the year, but were not paid as of that date.


11


SCHEDULE H, line 4a

CBS 401(k) PLAN
SCHEDULE OF DELINQUENT PARTICIPANT CONTRIBUTIONS
For the year ended December 31, 2017
(Dollars in thousands)


Participant
Contributions
Transferred late to Plan
 
Total That Constitute Nonexempt Prohibited Transactions
 
Total Fully Corrected
Under Voluntary
Check Here
If Late Participant Loan
 
 
 
 
 
 
 
Fiduciary Correction
Program (VFCP) and
Repayments Are
Included x
 
Contributions
Not Corrected
 
Contributions Corrected
Outside VFCP
 
Contributions Pending
Correction in VFCP
 
Prohibited Transaction
Exemption 2002-51
 
 
 
 
 
 
 
 
 
$
—

 
$
—

 
$
103

 
$
—

 
$
—



S - 1


SCHEDULE H, line 4i

CBS 401(k) PLAN
SCHEDULE OF ASSETS (HELD AT END OF YEAR)
December 31, 2017
(Dollars in thousands)
 
Identity of issue, borrower, lessor or similar party
 
Maturity and Interest Rates
 
Cost (5)
 
Current Value
 
Self-Directed Accounts (1)
 
 
 
 
 
$
37,871

 
 
 
 
 
 
 
 
 
Corporate Common Stock Funds
 
 
 
 
 
 
*
CBS Corporation Class A Common Stock
 
 
 
 
 
748

*
CBS Corporation Class B Common Stock
 
 
 
 
 
340,001

*
Fidelity Institutional Money Market Government Portfolio
 
 
 
 
 
2,560

 
Total Corporate Common Stock Funds
 
 
 
 
 
343,309

 
 
 
 
 
 
 
 
 
Mutual Funds
 
 
 
 
 
 
 
DFA U.S. Small Cap Fund
 
 
 
 
 
126,248

 
Vanguard Total International Stock Index Fund
 
 
 
 
 
111,244

*
Fidelity Institutional Money Market Government Portfolio
 
 
 
 
 
18,553

 
Total Mutual Funds
 
 
 
 
 
256,045

 
 
 
 
 
 
 
 
 
Common Collective Funds
 
 
 
 
 
 
 
BlackRock S&P 500 Index Fund
 
 
 
 
 
750,959

*
BNY Mellon Aggregate Bond Index Fund
 
 
 
 
 
190,689

 
BlackRock Extended Equity Market Fund
 
 
 
 
 
148,987

 
BlackRock LifePath 2040 Fund
 
 
 
 
 
140,961

 
BlackRock LifePath 2050 Fund
 
 
 
 
 
131,593

 
BlackRock LifePath 2020 Fund
 
 
 
 
 
113,321

 
BlackRock LifePath 2045 Fund
 
 
 
 
 
97,619

 
Invesco International Growth Fund
 
 
 
 
 
88,201

 
BlackRock LifePath Retirement Fund
 
 
 
 
 
65,065

 
BlackRock LifePath 2030 Fund
 
 
 
 
 
63,078

 
BlackRock LifePath 2035 Fund
 
 
 
 
 
57,822

 
BlackRock LifePath 2025 Fund
 
 
 
 
 
56,284

 
BlackRock LifePath 2055 Fund
 
 
 
 
 
40,534

 
BlackRock LifePath 2060 Fund
 
 
 
 
 
587

 
Total Common Collective Funds
 
 
 
 
 
1,945,700

 
 
 
 
 
 
 
 
 
Separately Managed Accounts
 
 
 
 
 
 
(2) 
Wellington Growth Portfolio
 
 
 
 
 
186,576

(2) 
Dodge & Cox Value Equity Fund
 
 
 
 
 
165,029

 
Total Separately Managed Accounts
 
 
 
 
 
351,605

 
 
 
 
 
 
 
 
 
Synthetic Guaranteed Investment Contracts (3)
 
 
 
 
 
 
 
Transamerica Premier Life Insurance Company
MDA01263TR
 
evergreen and variable %
 
 
 
415,394

 
Prudential Insurance Company of America
GA-62413
 
evergreen and variable %
 
 
 
284,245

 
The Bank of Tokyo-Mitsubishi UFJ, Ltd.
GS-CBSEG14-2
 
evergreen and variable %
 
 
 
260,050

 
State Street Bank and Trust Company
No. 108002
 
evergreen and variable %
 
 
 
107,602

 
The Bank of Tokyo-Mitsubishi UFJ, Ltd.
GS-CBSMM14-1
 
evergreen and variable %
 
 
 
82,421

 
Total Synthetic Guaranteed Investment Contracts
 
 
 
 
 
1,149,712

 
 
 
 
 
 
 
 
*
Notes receivable from participants (4)
 
Maturity dates through 2042 and interest rates ranging from
4.25% to 10.00%
 
 
 
26,035

 
 
 
 
 
 
 
 
 
Total investments, at fair value and notes receivable from participants
 
 
 
 
 
$
4,110,277

 
 
 
 
 
 
 
 
*
Identified as a party-in-interest to the Plan.
 
 
 
 
 
 
(1)
Includes $6 million of investments identified as party-in-interest transactions to the Plan.
 
 
 
 
(2)
Refer to Attachment A for listing of assets relating to these accounts.
 
 
 
 
(3)
Refer to Attachment B for listing of assets relating to these contracts.
 
 
 
 
(4)
Does not include participant loans deemed distributed.
 
 
 
 
(5)
There are no non-participant directed investments.
 
 
 
 

S - 2


Attachment A
(In thousands)
 
Identity of Issuer
Description
Cost
Current Value
 
CASH AND CASH EQUIVALENTS
CASH ON HAND
 
$
384

 
ADOBE SYSTEMS INC
COMMON STOCK
 
3,254

 
ALIBABA GROUP HLD LTD SPON ADR
COMMON STOCK
 
2,361

 
ALLIANCE DATA SYSTEMS CORP
COMMON STOCK
 
2,843

 
ALPHABET INC CL C
COMMON STOCK
 
11,618

 
AMAZON.COM INC
COMMON STOCK
 
5,661

 
AMERICAN TOWER CORP
COMMON STOCK
 
3,217

 
AMETEK INC NEW
COMMON STOCK
 
2,857

 
APPLE INC
COMMON STOCK
 
7,976

 
AUTODESK INC
COMMON STOCK
 
2,615

 
AUTOZONE INC
COMMON STOCK
 
871

 
BANK OF AMERICA CORPORATION
COMMON STOCK
 
1,347

 
BLUE BUFFALO PET PRODUCTS INC
COMMON STOCK
 
1,179

 
BRISTOL-MYERS SQUIBB CO
COMMON STOCK
 
3,866

 
CDW CORPORATION
COMMON STOCK
 
2,532

 
CELGENE CORP
COMMON STOCK
 
1,797

 
CONSTELLATION BRANDS INC CL A
COMMON STOCK
 
2,866

 
DEXCOM INC
COMMON STOCK
 
1,477

 
EBAY INC
COMMON STOCK
 
3,901

 
EDWARDS LIFESCIENCES CORP
COMMON STOCK
 
2,872

 
EQUIFAX INC
COMMON STOCK
 
2,785

 
ESTEE LAUDER COS INC CL A
COMMON STOCK
 
2,777

 
FACEBOOK INC A
COMMON STOCK
 
8,593

 
FASTENAL CO
COMMON STOCK
 
2,927

 
FLEETCOR TECHNOLOGIES INC
COMMON STOCK
 
4,535

 
FORTUNE BRANDS HOME & SEC INC
COMMON STOCK
 
1,431

 
GARTNER INC
COMMON STOCK
 
921

 
GLOBAL PAYMENTS INC
COMMON STOCK
 
2,522

 
HILTON INC
COMMON STOCK
 
1,936

 
HOME DEPOT INC
COMMON STOCK
 
5,486

 
HUNT J B TRANSPORT SERVICES IN
COMMON STOCK
 
1,515

 
IHS MARKIT LTD
COMMON STOCK
 
2,805

 
INTERCONTINENTAL EXCHANGE INC
COMMON STOCK
 
2,332

 
LAS VEGAS SANDS CORP
COMMON STOCK
 
1,466

 
LOCKHEED MARTIN CORP
COMMON STOCK
 
2,315

 
MARKEL CORP
COMMON STOCK
 
2,381

 
MARKETAXESS HLDGS INC
COMMON STOCK
 
2,492

 
MARSH & MCLENNAN COS INC
COMMON STOCK
 
2,199

 
MASTERCARD INC CL A
COMMON STOCK
 
5,839

 
MICROCHIP TECHNOLOGY
COMMON STOCK
 
2,239

 
MICROSOFT CORP
COMMON STOCK
 
7,947

 
MONSTER BEVERAGE CORP
COMMON STOCK
 
3,754

 
MSCI INC
COMMON STOCK
 
1,738

 
NETFLIX INC
COMMON STOCK
 
1,971

 
NIKE INC CL B
COMMON STOCK
 
709

 
NORTHROP GRUMMAN CORP
COMMON STOCK
 
1,786

 
NVIDIA CORP
COMMON STOCK
 
2,379

 
O'REILLY AUTOMOTIVE INC
COMMON STOCK
 
3,394

 
PAYPAL HLDGS INC
COMMON STOCK
 
3,700

 
PEPSICO INC
COMMON STOCK
 
1,179

 
ROSS STORES INC
COMMON STOCK
 
1,954

 
SALESFORCE.COM INC
COMMON STOCK
 
2,635

 
SERVICENOW INC
COMMON STOCK
 
3,595

 
SHERWIN WILLIAMS CO
COMMON STOCK
 
1,548

 
SNAP-ON INCORPORATED
COMMON STOCK
 
1,007

 
STATE STREET GOVERNMENT SHORT TERM INVESTMENT FUND
MUTUAL FUND
 
1,435

 
TD AMERITRADE HOLDING CORP
COMMON STOCK
 
1,224

 
THE BOOKING HOLDINGS INC
COMMON STOCK
 
2,183

 
THERMO FISHER SCIENTIFIC INC
COMMON STOCK
 
1,840

 
TRANSUNION
COMMON STOCK
 
3,195

 
UNITEDHEALTH GROUP INC
COMMON STOCK
 
2,754

 
VERISK ANALYTICS INC
COMMON STOCK
 
1,722

 
VISA INC CL A
COMMON STOCK
 
4,623

 
WORKDAY INC CL A
COMMON STOCK
 
2,027

 
ZILLOW GROUP INC CL C
COMMON STOCK
 
1,286

 
NET RECEIVABLES
 
 
1

 
 
WELLINGTON GROWTH PORTFOLIO
$
186,576



S - 3


Attachment A
(In thousands)
 
Identity of Issuer
 
Description
 
Cost
 
Current Value
 
AEGON NV (NY REGD) NY REG SH
 
COMMON STOCK
 
 
 
$
1,008

 
ALNYLAM PHARMACEUTICALS INC
 
COMMON STOCK
 
 
 
1,461

 
ALPHABET INC CL A
 
COMMON STOCK
 
 
 
632

 
ALPHABET INC CL C
 
COMMON STOCK
 
 
 
4,198

 
AMERICAN EXPRESS CO
 
COMMON STOCK
 
 
 
3,873

 
ANADARKO PETROLEUM CORP
 
COMMON STOCK
 
 
 
3,272

 
APACHE CORP
 
COMMON STOCK
 
 
 
1,731

 
ASTRAZENECA PLC SPONS ADR
 
COMMON STOCK
 
 
 
2,863

 
BAKER HUGHES A GE CO
 
COMMON STOCK
 
 
 
1,584

 
BANK OF AMERICA CORPORATION
 
COMMON STOCK
 
 
 
6,102

 
BANK OF NEW YORK MELLON CORP
 
COMMON STOCK
 
 
 
3,420

 
BB&T CORP
 
COMMON STOCK
 
 
 
1,616

 
BRIGHTHOUSE FINANCIAL INC
 
COMMON STOCK
 
 
 
328

 
BRISTOL-MYERS SQUIBB CO
 
COMMON STOCK
 
 
 
2,390

 
CAPITAL ONE FINANCIAL CORP
 
COMMON STOCK
 
 
 
6,174

 
CELANESE CORP SER A
 
COMMON STOCK
 
 
 
1,820

 
CHARTER COMMUNICATIONS INC A
 
COMMON STOCK
 
 
 
4,630

 
CIGNA CORP
 
COMMON STOCK
 
 
 
3,087

 
CISCO SYSTEMS INC
 
COMMON STOCK
 
 
 
3,447

 
COMCAST CORP CL A
 
COMMON STOCK
 
 
 
5,126

 
CONCHO RESOURCES INC
 
COMMON STOCK
 
 
 
1,277

 
CORNING INC
 
COMMON STOCK
 
 
 
880

 
DANAHER CORP
 
COMMON STOCK
 
 
 
835

 
DELL TECHNOLOGIES INC CL V
 
COMMON STOCK
 
 
 
1,545

 
DISH NETWORK CORP A
 
COMMON STOCK
 
 
 
1,098

 
EXPRESS SCRIPTS HLDG CO
 
COMMON STOCK
 
 
 
3,583

 
FEDEX CORP
 
COMMON STOCK
 
 
 
3,768

 
GILEAD SCIENCES INC
 
COMMON STOCK
 
 
 
1,547

 
GLAXOSMITHKLINE PLC SPONS ADR
 
COMMON STOCK
 
 
 
2,554

 
GOLDMAN SACHS GROUP INC
 
COMMON STOCK
 
 
 
4,204

 
HARLEY-DAVIDSON INC
 
COMMON STOCK
 
 
 
657

 
HEWLETT PACKARD ENTERPRISE CO
 
COMMON STOCK
 
 
 
3,343

 
HP INC
 
COMMON STOCK
 
 
 
2,559

 
JOHNSON CONTROLS INTERNATL PLC
 
COMMON STOCK
 
 
 
2,407

 
JPMORGAN CHASE & CO
 
COMMON STOCK
 
 
 
4,074

 
JUNIPER NETWORKS INC
 
COMMON STOCK
 
 
 
1,154

 
LIBERTY INTERACTIVE CORP CL A
 
COMMON STOCK
 
 
 
1,136

 
LILLY (ELI) & CO
 
COMMON STOCK
 
 
 
2,238

 
MATTEL INC
 
COMMON STOCK
 
 
 
731

 
MAXIM INTEGRATED PRODUCTS INC
 
COMMON STOCK
 
 
 
1,542

 
MEDTRONIC PLC
 
COMMON STOCK
 
 
 
1,954

 
MERCK & CO INC NEW
 
COMMON STOCK
 
 
 
1,350

 
METLIFE INC
 
COMMON STOCK
 
 
 
3,109

 
MICRO FOCUS INTL PLC SPND ADR
 
COMMON STOCK
 
 
 
1,074

 
MICROSOFT CORP
 
COMMON STOCK
 
 
 
4,705

 
NATIONAL OILWELL VARCO INC
 
COMMON STOCK
 
 
 
1,585

 
NETAPP INC
 
COMMON STOCK
 
 
 
996

 
NEWS CORP NEW CL A
 
COMMON STOCK
 
 
 
334

 
NOVARTIS AG SPON ADR
 
COMMON STOCK
 
 
 
4,265

 
OCCIDENTAL PETROLEUM CORP
 
COMMON STOCK
 
 
 
376

 
SANOFI SPON ADR
 
COMMON STOCK
 
 
 
4,128

 
SCHLUMBERGER LTD
 
COMMON STOCK
 
 
 
2,797

 
SCHWAB CHARLES CORP
 
COMMON STOCK
 
 
 
6,560

 
SPRINT CORP
 
COMMON STOCK
 
 
 
1,414

 
STATE STREET GOVERNMENT SHORT TERM INVESTMENT FUND
 
MUTUAL FUND
 
 
 
3,455

 
SYNOPSYS INC
 
COMMON STOCK
 
 
 
725

 
TARGET CORP
 
COMMON STOCK
 
 
 
1,605

 
TE CONNECTIVITY LTD
 
COMMON STOCK
 
 
 
2,233

 
THE BOOKING HOLDINGS INC
 
COMMON STOCK
 
 
 
1,912

 
TIME WARNER INC
 
COMMON STOCK
 
 
 
2,714

 
TWENTY FIRST CENTURY FOX CL B
 
COMMON STOCK
 
 
 
734

 
TWENTY FIRST CENTURY FOX INC-A
 
COMMON STOCK
 
 
 
3,384

 
UNION PACIFIC CORP
 
COMMON STOCK
 
 
 
2,649

 
UNITEDHEALTH GROUP INC
 
COMMON STOCK
 
 
 
3,086

 
WALMART INC
 
COMMON STOCK
 
 
 
751

 
WEATHERFORD INTERNATIONA PLC
 
COMMON STOCK
 
 
 
271

 
WELLS FARGO & CO
 
COMMON STOCK
 
 
 
6,068

 
ZAYO GROUP HOLDINGS INC
 
COMMON STOCK
 
 
 
1,122

 
NET PAYABLES
 
 
 
 
 
(221
)
 
 
DODGE & COX VALUE EQUITY FUND
 
$
165,029



S - 4

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
ABBEY NATIONAL PLC
11/3/2020
2.1250%
BOND
$
1,190

 
ABBOTT LABS GLB
11/30/2021
2.9000%
BOND
91

 
ABBOTT LABS GLB
11/30/2021
2.9000%
BOND
835

 
ABBOTT LABS GLB
9/15/2018
2.0000%
BOND
100

 
ABBVIE INC
5/14/2021
2.3000%
BOND
397

 
ABBVIE INC
5/14/2020
2.5000%
BOND
1,550

 
ABBVIE INC
5/14/2023
2.8500%
BOND
798

 
ACCSS
6/22/2022
2.4819%
ASSET BACKED SECURITIES
157

 
ACTAVIS FUNDING SCS
3/15/2022
3.4500%
BOND
127

 
ACTAVIS FUNDING SCS
3/15/2022
3.4500%
BOND
3,017

 
ACTAVIS FUNDING SCS
3/15/2025
3.8000%
BOND
209

 
ACTAVIS FUNDING SCS
6/15/2024
3.8500%
BOND
410

 
ACTAVIS FUNDING SCS
3/12/2020
3.0000%
BOND
2,245

 
AEP TEXAS INC
10/1/2022
2.4000%
BOND
59

 
AESOP
9/20/2019
1.9200%
ASSET BACKED SECURITIES
1,098

 
AESOP
2/20/2021
2.5000%
ASSET BACKED SECURITIES
1,100

 
AETNA INC(OLD)
11/15/2022
2.7500%
BOND
15

 
AETNA INC(OLD)
11/15/2024
3.5000%
BOND
46

 
AIR LEASE CORP
4/1/2027
3.6250%
BOND
15

 
ALABAMA ECONOMIC SETTLEMENT AUTH BP SETT
9/15/2025
3.1630%
MUNICIPAL BOND
167

 
ALIBABA GROUP HOLDING LTD
12/6/2027
3.4000%
BOND
240

 
ALM XII LTD / ALM XII LLC
4/16/2027
3.3977%
ASSET BACKED SECURITIES
401

 
ALTRIA GROUP INC
1/31/2024
4.0000%
BOND
68

 
AMAZON.COM INC
2/22/2023
2.4000%
BOND
717

 
AMAZON.COM INC
8/22/2027
3.1500%
BOND
200

 
AMAZON.COM INC
8/22/2027
3.1500%
BOND
15

 
AMAZON.COM INC
12/5/2024
3.8000%
BOND
11

 
AMERICAN
7/15/2024
4.9500%
ASSET BACKED SECURITIES
520

 
AMERICAN EXPRESS CO
5/22/2018
1.5500%
BOND
724

 
AMERICAN EXPRESS CR ACC MST TR
11/15/2022
1.7700%
ASSET BACKED SECURITIES
1,041

 
AMERICAN EXPRESS CR ACC MST TR
11/15/2022
1.7700%
ASSET BACKED SECURITIES
793

 
AMERICAN EXPRESS CR ACC MST TR
12/15/2021
1.6400%
ASSET BACKED SECURITIES
1,293

 
AMERICAN EXPRESS CR ACC MST TR
12/15/2021
1.6400%
ASSET BACKED SECURITIES
2,189

 
AMERICAN EXPRESS CR ACC MST TR
5/15/2023
2.0400%
ASSET BACKED SECURITIES
398

 
AMERICAN EXPRESS CR ACC MST TR
5/15/2023
2.0400%
ASSET BACKED SECURITIES
1,618

 
AMERICAN EXPRESS CR CORP MTN
3/3/2022
2.7000%
BOND
502

 
AMERICAN EXPRESS CREDIT CORP
5/5/2021
2.2500%
BOND
1,389

 
AMERICAN INTERNATIONAL GRP INC
7/16/2019
2.3000%
BOND
1,319

 
AMERICAN INTL GROUP INC MTN
1/16/2018
5.8500%
BOND
365

 
AMERICAN TOWER CORP
2/15/2021
3.3000%
BOND
916

 
AMGEN INC
8/19/2021
1.8500%
BOND
419

 
AMGEN INC
5/11/2022
2.6500%
BOND
349

 
AMOT
1/15/2021
1.8300%
ASSET BACKED SECURITIES
3,143

 
AMOT
6/15/2022
2.0400%
ASSET BACKED SECURITIES
1,141

 
ANADARKO PETROLEUM CORP
3/15/2026
5.5500%
BOND
123

 
ANALOG DEVICES INC
12/5/2026
3.5000%
BOND
41

 
ANCHORAGE CAP CLO 3 LTD / ANCHORAGE CAP
4/28/2026
2.8080%
ASSET BACKED SECURITIES
800

 
ANCHORAGE CAP CLO 8 LTD / ANCHORAGE CAP
7/28/2028
4.0088%
ASSET BACKED SECURITIES
752

 
ANDEAVOR LOGISTICS LP / ANDEAVOR LOGISTI
12/1/2027
4.2500%
BOND
15

 
ANDEAVOR LOGISTICS LP / ANDEAVOR LOGISTI
12/1/2022
3.5000%
BOND
25

 
ANDEAVOR LOGISTICS LP / ANDEAVOR LOGISTI
12/1/2022
3.5000%
BOND
185

 
ANDEAVOR LOGISTICS LP / ANDEAVOR LOGISTI
10/15/2022
6.2500%
BOND
108

 
ANHUESER-BUSCH INBEV FIN INC
2/1/2021
2.6500%
BOND
804

 
ANHUESER-BUSCH INBEV FIN INC
2/1/2021
2.6500%
BOND
1,130

 
ANHUESER-BUSCH INBEV FIN INC
2/1/2021
2.6500%
BOND
266

 
ANHUESER-BUSCH INBEV FIN INC
2/1/2023
3.3000%
BOND
1,202

 
ANTHEM INC
11/21/2020
2.5000%
BOND
25

 
ANTHEM INC
12/1/2022
2.9500%
BOND
60

 
ANTHEM INC
12/1/2027
3.6500%
BOND
112

 
ANTHEM INC
1/15/2018
1.8750%
BOND
535

 
AON PLC
12/15/2025
3.8750%
BOND
92

 
APACHE CORP
1/15/2023
2.6250%
BOND
270

 
APACHE CORP
4/15/2022
3.2500%
BOND
655

 
APPLE COMPUTER INC
2/23/2021
2.2500%
BOND
1,148

 
APPLE COMPUTER INC
8/4/2026
2.4500%
BOND
105

 
APPLE COMPUTER INC
2/23/2026
3.2500%
BOND
20

 
APPLIED MATERIALS INC
10/1/2025
3.9000%
BOND
21

 
ARBOR RLTY COML REAL ESTATE NTS 2017-FL1
4/15/2027
3.3733%
ASSET BACKED SECURITIES
859

 
ARES XXXIX CLO LTD / ARES XXXIX CLO LLC
7/18/2028
3.2641%
ASSET BACKED SECURITIES
754

 
ARIZONA PUBLIC SERVICE
9/15/2027
2.9500%
BOND
99

 
ARIZONA PUBLIC SERVICE
1/15/2020
2.2000%
BOND
349

 
ARROW ELECTRONIC INC
3/1/2018
3.0000%
BOND
250

 
AT&T INC
6/30/2020
2.4500%
BOND
1,368

 
AT&T INC
2/15/2022
3.0000%
BOND
200


S - 5

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
AT&T INC
3/1/2022
3.2000%
BOND
455

 
AT&T INC
2/17/2023
3.6000%
BOND
716

 
AT&T INC
3/15/2022
3.8000%
BOND
966

 
AT&T INC
8/14/2027
3.9000%
BOND
20

 
AT&T INC
2/17/2026
4.1250%
BOND
153

 
AT&T INC
2/1/2018
5.5000%
BOND
167

 
AT&T INC
5/15/2018
5.6000%
BOND
65

 
AT&T INC
10/1/2019
5.8750%
BOND
238

 
AT&T INC
2/14/2023
3.2450%
BOND
1,109

 
ATLAS SR LN FD III LTD / ATLAS SR LN FD
11/17/2027
3.1506%
ASSET BACKED SECURITIES
500

 
AUTODESK INC
6/15/2027
3.5000%
BOND
15

 
AUTOMATIC DATA PROCESSING INC
9/15/2020
2.2500%
BOND
802

 
AUTOMATIC DATA PROCESSING INC
9/15/2025
3.3750%
BOND
129

 
AVIATION
9/17/2018
2.8750%
BOND
271

 
AVNET INC
4/15/2026
4.6250%
BOND
10

 
BAE SYSTEMS
12/15/2020
2.8500%
BOND
50

 
BAE SYSTEMS
12/15/2025
3.8500%
BOND
21

 
BAKER HUGHES INC
12/15/2022
2.7730%
BOND
375

 
BAKER HUGHES INC
12/15/2027
3.3370%
BOND
275

 
BANK AMER NA CHARLOTTE NC MTN
6/5/2018
1.7500%
BOND
640

 
BANK NEW YORK MELLON CORP MTN
5/4/2026
2.8000%
BOND
29

 
BANK NEW YORK MELLON CORP MTN
2/7/2028
3.4420%
BOND
144

 
BANK NEW YORK MELLON CORP MTN
5/3/2021
2.0500%
BOND
54

 
BANK OF AMERICA CORPORATION
5/1/2018
5.6500%
BOND
744

 
BANK OF AMERICA CORPORATION
5/12/2018
1.9500%
BOND
130

 
BANK OF AMERICA CORPORATION
4/21/2020
2.2500%
BOND
568

 
BANK OF AMERICA CORPORATION
4/21/2020
2.2500%
BOND
771

 
BANK OF AMERICA CORPORATION
1/11/2023
3.3000%
BOND
204

 
BANK OF AMERICA CORPORATION
4/1/2024
4.0000%
BOND
287

 
BANK OF AMERICA CORPORATION
4/1/2024
4.0000%
BOND
497

 
BANK OF AMERICA CORPORATION
1/15/2019
2.6000%
BOND
83

 
BANK OF AMERICA CORPORATION
1/15/2019
2.6000%
BOND
290

 
BANK OF AMERICA CORPORATION
10/1/2021
2.3280%
BOND
688

 
BANK OF AMERICA CORPORATION
10/21/2022
2.5030%
BOND
742

 
BANK OF AMERICA CORPORATION
1/20/2023
3.1240%
BOND
1,344

 
BANK OF AMERICA CORPORATION
10/21/2027
3.2480%
BOND
347

 
BANK OF AMERICA CORPORATION
8/1/2025
3.8750%
BOND
37

 
BANK OF AMERICA CORPORATION
1/11/2018
2.0000%
BOND
169

 
BANK OF AMERICA CORPORATION
1/11/2018
2.0000%
BOND
1,300

 
BANK OF AMERICA CORPORATION
7/21/2021
2.3690%
BOND
524

 
BANK OF AMERICA CORPORATION
12/20/2023
3.0040%
BOND
492

 
BANK OF AMERICA CORPORATION
12/20/2023
3.0040%
BOND
1,728

 
BANK OF AMERICA CORPORATION
12/20/2028
3.4190%
BOND
242

 
BANK OF AMERICA CORPORATION
12/20/2028
3.4190%
BOND
217

 
BANK OF NEW YORK MTN
2/24/2025
3.0000%
BOND
65

 
BANK OF NEW YORK MTN
5/15/2024
3.4000%
BOND
223

 
BANK OF NEW YORK MTN
2/1/2021
4.1500%
BOND
1,365

 
BANK OF NEW YORK MTN
8/17/2020
2.6000%
BOND
192

 
BANK OF NOVA SCOTIA
4/26/2021
1.8750%
BOND
98

 
BANK OF TOKYO-MITSUBISHI NEW Y ORK BRANC
1/25/2018
1.7000%
CERTIFICATE OF DEPOSIT
1,380

 
BANK TOKYO-MITSUBISHI UFJ LTD
9/14/2018
2.1500%
BOND
450

 
BANQUE FED
7/20/2022
2.7000%
BOND
646

 
BARCLAYS PLC
1/12/2021
3.2500%
BOND
1,050

 
BARCLAYS PLC
3/16/2025
3.6500%
BOND
1,996

 
BAT CAPITAL CORP
8/15/2022
2.7640%
BOND
2,461

 
BAT CAPITAL CORP
8/15/2022
2.7640%
BOND
1,233

 
BAT CAPITAL CORP
8/15/2024
3.2220%
BOND
1,075

 
BAT CAPITAL CORP
8/15/2027
3.5570%
BOND
851

 
BAT CAPITAL CORP
8/15/2027
3.5570%
BOND
70

 
BAT CAPITAL CORP
8/15/2022
3.2225%
BOND
2,935

 
BATTALION CLO IV LTD / BATTALION CLO IV
10/22/2025
2.8847%
ASSET BACKED SECURITIES
301

 
BATTALION CLO VII LTD / BATTALION CLO VI
10/17/2026
3.5428%
ASSET BACKED SECURITIES
301

 
BAYER US
10/8/2019
2.3750%
BOND
1,041

 
BAYVIEW OPPORTUNITY MASTER FUND IIIB TRU
11/25/2027
3.8999%
ASSET BACKED SECURITIES
168

 
BAYVIEW OPPORTUNITY MASTER FUND IVB TRUS
10/25/2028
4.0269%
ASSET BACKED SECURITIES
326

 
BB&T CORPORATION
2/1/2021
2.1500%
BOND
1,040

 
BBCMS MTG TR 2017-C1
2/15/2050
3.6740%
ASSET BACKED SECURITIES
182

 
BEAR STEARNS COS INC
7/2/2018
4.6500%
BOND
146

 
BEAR STEARNS COS INC
2/1/2018
7.2500%
BOND
380

 
BECTON DICKINSON & CO
6/6/2022
2.8940%
BOND
497

 
BECTON DICKINSON & CO
6/6/2024
3.3630%
BOND
401

 
BELLEMEADE RE 2017-1 LTD
10/25/2027
3.6683%
ASSET BACKED SECURITIES
192

 
BENEFIT STR PARTNERS CLO XII LTD / LLC
10/15/2030
3.5977%
ASSET BACKED SECURITIES
500

 
BERKSHIRE HATHAWAY INC DEL
3/15/2023
2.7500%
BOND
30


S - 6

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
BERKSHIRE HATHAWAY INC DEL
3/15/2026
3.1250%
BOND
25

 
BGC PARTNERS INC
5/27/2021
5.1250%
BOND
1,163

 
BHP BL
10/19/2075
6.2500%
BOND
125

 
BLACK HILLS CORP
1/15/2027
3.1500%
BOND
10

 
BLACK HILLS CORP
1/11/2019
2.5000%
BOND
321

 
BMW US
9/15/2021
1.8500%
BOND
634

 
BNP PARIBAS
1/15/2021
5.0000%
BOND
269

 
BNP PARIBAS
1/10/2024
3.8000%
BOND
207

 
BNP PARIBAS MTN BE
5/21/2020
2.3750%
BOND
275

 
BNP PARIBAS SR NON PFD 144A MED TERM NT
5/23/2022
2.9500%
BOND
275

 
BNP PARIBAS SR NON PFD 144A MED TERM NT
5/23/2022
2.9500%
BOND
531

 
BOSTON SCIENTIFIC CORP
5/15/2025
3.8500%
BOND
617

 
BOSTON SCIENTIFIC CORP
10/1/2023
4.1250%
BOND
314

 
BPCE SA
7/15/2019
2.5000%
BOND
552

 
BPCE SA
1/27/2020
2.2500%
BOND
399

 
BPCE SR MTN
10/23/2027
3.5000%
BOND
246

 
BRAZOS
3/27/2023
1.8346%
ASSET BACKED SECURITIES
1,986

 
BRITISH SKY BROADCASTING GROUP
9/16/2019
2.6250%
BOND
200

 
BRITISH TELECOMMUNICATION PLC
1/15/2018
5.9500%
BOND
366

 
BROADCOM CORP / BROADCOM CAYMAN FIN LTD
1/15/2024
3.6250%
BOND
224

 
BROADCOM CORP / BROADCOM CAYMAN FIN LTD
1/15/2024
3.6250%
BOND
79

 
BROADCOM CORP / BROADCOM CAYMAN FIN LTD
1/15/2023
2.6500%
BOND
217

 
BROADCOM CORP / BROADCOM CAYMAN FIN LTD
1/15/2025
3.1250%
BOND
67

 
BROADCOM CORP / BROADCOM CAYMAN FIN LTD
1/15/2022
3.0000%
BOND
1,462

 
BROADCOM CORP / BROADCOM CAYMAN FIN LTD
1/15/2022
3.0000%
BOND
347

 
BROADCOM CORP / BROADCOM CAYMAN FIN LTD
1/15/2022
3.0000%
BOND
297

 
BROADCOM CORP / BROADCOM CAYMAN FIN LTD
1/15/2022
3.0000%
BOND
1,061

 
BSMC
4/17/2025
2.8813%
ASSET BACKED SECURITIES
463

 
BURLINGTON SANTA FE
4/1/2025
3.0000%
BOND
82

 
CABMT
7/17/2023
2.2500%
MR
1,103

 
CALIFORNIA ST
10/1/2039
7.3000%
MUNICIPAL BOND
75

 
CALIFORNIA ST
3/1/2040
7.6250%
MUNICIPAL BOND
94

 
CALIFORNIA ST
4/1/2022
2.3670%
MUNICIPAL BOND
817

 
CANADIAN NATL RESOURCES LTD
6/1/2027
3.8500%
BOND
153

 
CAPITAL ONE BK
11/21/2018
2.1500%
BOND
350

 
CAPITAL ONE BK
2/13/2019
2.2500%
BOND
250

 
CAPITAL ONE NATL ASN MCLEAN VA
7/23/2021
2.9500%
BOND
679

 
CAPITAL ONE NATL ASN MCLEAN VA
2/5/2018
1.6500%
BOND
370

 
CAPITAL ONE NATL ASN MCLEAN VA
3/22/2018
1.5000%
BOND
799

 
CARDS II TRUST
7/15/2021
2.6187%
ASSET BACKED SECURITIES
903

 
CARLYLE US CLO 2017-4 LTD / CARLYLE US C
1/15/2030
3.5277%
ASSET BACKED SECURITIES
250

 
CAS
9/25/2028
4.1097%
ASSET BACKED SECURITIES
173

 
CAS
1/25/2029
3.4097%
ASSET BACKED SECURITIES
296

 
CATAMARAN CLO 2014-1 LTD / CATAMARAN CLO
4/22/2030
3.6216%
ASSET BACKED SECURITIES
250

 
CATAMARAN CLO 2014-2 LTD / CATAMARAN CLO
10/18/2026
3.1341%
ASSET BACKED SECURITIES
250

 
CATERPILLAR FINL SVCS INC MTN
3/5/2020
2.0000%
BOND
1,244

 
CAVALRY CLO IV LTD / CAVALRY CLO IV LLC
10/15/2026
3.1977%
ASSET BACKED SECURITIES
500

 
CC HOLDINGS
4/15/2023
3.8490%
BOND
213

 
CD 2017-CD5 MTG TR
8/15/2050
3.4310%
ASSET BACKED SECURITIES
318

 
CDP FINL INC.
7/24/2024
3.1500%
BOND
752

 
CDP FINL INC.
11/25/2019
4.4000%
BOND
1,283

 
CELGENE CORP
8/15/2021
2.2500%
BOND
1,152

 
CENOVUS ENERGY
10/15/2019
5.7000%
BOND
500

 
CENTERPOINT ENERGY
9/1/2022
2.5000%
BOND
354

 
CGCMT
5/10/2047
2.9040%
ASSET BACKED SECURITIES
2,255

 
CGGS COML MTG TR 2016-RND
2/10/2033
2.7570%
ASSET BACKED SECURITIES
721

 
CGRBS
3/13/2035
3.3690%
ASSET BACKED SECURITIES
705

 
CHARTER COMM OPER LLC/CAP CORP
3/15/2028
4.2000%
BOND
134

 
CHARTER COMM OPER LLC/CAP CORP
7/23/2022
4.4640%
BOND
1,998

 
CHARTER COMM OPER LLC/CAP CORP
7/23/2025
4.9080%
BOND
127

 
CHASE ISSUANCE TR
4/15/2021
2.4433%
ASSET BACKED SECURITIES
1,506

 
CHASE ISSUANCE TR
6/15/2021
1.3700%
ASSET BACKED SECURITIES
1,287

 
CHASE ISSUANCE TR
7/15/2021
1.2700%
ASSET BACKED SECURITIES
904

 
CHEVRONTEXACO CORP
3/3/2024
2.8950%
BOND
50

 
CHICAGO IL
12/1/2040
6.8990%
MUNICIPAL BOND
2,034

 
CHICAGO IL
12/1/2040
6.8990%
MUNICIPAL BOND
2,034

 
CHUBB INA HOLDINGS INC
3/13/2023
2.7000%
BOND
109

 
CIGNA CORP
4/15/2025
3.2500%
BOND
125

 
CIM TR 2017-2
12/25/2057
3.9070%
ASSET BACKED SECURITIES
528

 
CIM TR 2017-3
1/25/2057
3.9070%
ASSET BACKED SECURITIES
826

 
CIMAREX ENERGY
6/1/2024
4.3750%
BOND
48

 
CIMAREX ENERGY
5/15/2027
3.9000%
BOND
164

 
CISCO SYSTEMS INC
9/20/2019
1.4000%
BOND
1,657

 
CISCO SYSTEMS INC
9/20/2019
1.4000%
BOND
693


S - 7

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
CITIBANK CR CARD ISSUANCE TR
12/7/2023
2.4127%
ASSET BACKED SECURITIES
505

 
CITIBANK CR CARD ISSUANCE TR
5/14/2029
2.8273%
ASSET BACKED SECURITIES
384

 
CITIBANK CR CARD ISSUANCE TR
8/8/2024
2.2927%
ASSET BACKED SECURITIES
713

 
CITIBANK CR CARD ISSUANCE TR
1/23/2023
2.8800%
ASSET BACKED SECURITIES
830

 
CITIBANK CR CARD ISSUANCE TR
4/7/2022
1.9200%
ASSET BACKED SECURITIES
1,640

 
CITIBANK CR CARD ISSUANCE TR
4/22/2026
2.5183%
ASSET BACKED SECURITIES
1,972

 
CITIBANK CR CARD ISSUANCE TR
4/22/2026
2.5183%
ASSET BACKED SECURITIES
910

 
CITIBANK NA
10/20/2020
2.1250%
BOND
990

 
CITIBANK NA
9/18/2019
1.8500%
BOND
288

 
CITIGROUP COML MTG TR 2016-GC36
2/10/2049
2.2920%
ASSET BACKED SECURITIES
1,789

 
CITIGROUP COMMERCIAL MORTGAGE TRUST
4/15/2049
3.1270%
ASSET BACKED SECURITIES
1,196

 
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016
8/10/2049
2.7100%
ASSET BACKED SECURITIES
990

 
CITIGROUP COMMERCIAL MORTGAGE TRUST 2016
12/10/2049
3.6540%
ASSET BACKED SECURITIES
1,034

 
CITIGROUP INC
9/26/2018
2.5000%
BOND
1,284

 
CITIGROUP INC
10/26/2020
2.6500%
BOND
141

 
CITIGROUP INC
7/24/2023
2.8760%
BOND
119

 
CITIGROUP INC
2/5/2018
1.8000%
BOND
640

 
CITIGROUP INC
12/7/2018
2.0500%
BOND
121

 
CITIGROUP INC
2/18/2020
2.4000%
BOND
120

 
CITIGROUP INC
3/30/2021
2.7000%
BOND
1,504

 
CITIGROUP INC
4/25/2022
2.7500%
BOND
1,247

 
CITIGROUP INC
4/25/2022
2.7500%
BOND
240

 
CITIGROUP INC
4/25/2022
2.7500%
BOND
589

 
CITIZENS BANK NA
5/13/2021
2.5500%
BOND
697

 
CITIZENS FINANCIAL GROUP
7/28/2021
2.3750%
BOND
99

 
CMS ENERGY CORP
5/15/2026
3.0000%
BOND
20

 
CNOOC FINANCE
5/9/2018
1.7500%
BOND
214

 
COACH INC
7/15/2027
4.1250%
BOND
30

 
COLD STORAGE TR 2017-ICE3
4/15/2036
3.0733%
ASSET BACKED SECURITIES
1,604

 
COMCAST CORP NEW
1/15/2022
1.6250%
BOND
48

 
COMCAST CORP NEW
2/15/2028
3.1500%
BOND
161

 
COMCAST CORP NEW
2/15/2018
5.8750%
BOND
301

 
COMCAST CORP NEW
3/1/2020
5.1500%
BOND
191

 
COMET
2/15/2022
2.5233%
ASSET BACKED SECURITIES
1,708

 
COMET
6/17/2024
1.6600%
ASSET BACKED SECURITIES
1,413

 
COMET
6/17/2024
1.6600%
ASSET BACKED SECURITIES
1,170

 
COMM
2/10/2048
2.7930%
ASSET BACKED SECURITIES
1,762

 
COMM
2/10/2035
3.1780%
ASSET BACKED SECURITIES
448

 
COMM
10/10/2046
3.7650%
ASSET BACKED SECURITIES
577

 
COMM
5/10/2047
3.9770%
ASSET BACKED SECURITIES
259

 
COMM
7/15/2047
3.8280%
ASSET BACKED SECURITIES
173

 
COMM
6/10/2047
2.8440%
ASSET BACKED SECURITIES
2,015

 
CONCHO RESOURCES INC
10/1/2027
3.7500%
BOND
213

 
CONOCOPHILLIIPS
11/15/2024
3.3500%
BOND
57

 
CONSOLIDATED EDISON CO OF NY
4/1/2018
5.8500%
BOND
26

 
CONSTELLATION BRANDS INC
11/7/2022
2.6500%
BOND
495

 
CORE
2/10/2034
3.0770%
ASSET BACKED SECURITIES
594

 
CORP ANDINA DE FOMENTO
5/10/2019
2.0000%
BOND
289

 
CORP ANDINA DE FOMENTO
9/27/2021
2.1250%
BOND
411

 
CORP ANDINA DE FOMENTO
6/4/2019
8.1250%
BOND
80

 
CORP ANDINA DE FOMENTO
1/6/2023
2.7500%
BOND
114

 
COX COMMUNICATIONS INC
8/15/2024
3.1500%
BOND
93

 
CREDIT AGRICOLE S A LONDON BRH SR NON-PF
10/4/2024
3.2500%
BOND
248

 
CREDIT AGRICOLE S A LONDON BRH SR NON-PF
1/10/2022
3.3750%
BOND
254

 
CREDIT SUISSE
5/28/2019
2.3000%
BOND
1,977

 
CREDIT SUISSE GROUP FUNDING GUERNSEY LTD
4/16/2021
3.4500%
BOND
256

 
CROWN CASTLE INTL CORP
4/15/2022
4.8750%
BOND
751

 
CSAIL 2016-C6 COML MTG TR
1/15/2049
2.6619%
ASSET BACKED SECURITIES
901

 
CSAIL 2016-C6 COML MTG TR
1/15/2049
2.8233%
ASSET BACKED SECURITIES
686

 
CSAIL 2016-C7 COML MTG TR
11/15/2049
2.6082%
ASSET BACKED SECURITIES
1,184

 
CSMC TR 2015-GLPB
11/15/2034
3.6393%
ASSET BACKED SECURITIES
728

 
CSX CORP
6/1/2027
3.2500%
BOND
100

 
CVS CORP
12/5/2018
2.2500%
BOND
300

 
CVS CORP
6/1/2026
2.8750%
BOND
407

 
CVS CORP
7/20/2018
1.9000%
BOND
325

 
CVS CORP
7/20/2020
2.8000%
BOND
3,384

 
CVS CORP
7/20/2025
3.8750%
BOND
129

 
CWABS INC
11/25/2034
2.6771%
ASSET BACKED SECURITIES
119

 
DAIMLER FIN NORTH AMER LLC
3/2/2020
2.2500%
BOND
498

 
DAIMLER FIN NORTH AMER LLC
1/6/2022
2.8500%
BOND
1,406

 
DAIMLER FIN NORTH AMER LLC
8/3/2020
2.7000%
BOND
326

 
DANAHER CORP
9/15/2020
2.4000%
BOND
803

 
DANONE
11/2/2021
2.0770%
BOND
196

 
DANSKE BANK
3/2/2022
2.7000%
BOND
526


S - 8

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
DCENT
10/17/2022
1.9000%
ASSET BACKED SECURITIES
646

 
DCENT
10/16/2023
1.8500%
ASSET BACKED SECURITIES
1,134

 
DCENT
7/15/2024
2.3900%
ASSET BACKED SECURITIES
1,050

 
DCP MIDSTREAM OP
4/1/2019
2.7000%
BOND
492

 
DDR CORP
1/15/2021
3.5000%
BOND
193

 
DEERE JOHN CAPITAL CORP MTN
1/6/2022
2.6500%
BOND
45

 
DEERE JOHN CAPITAL CORP MTN
9/16/2019
2.3000%
BOND
1,201

 
DELPHI AUTOMOTIVE SYS CORP
3/15/2024
4.1500%
BOND
22

 
DELTA AIRLINES INC
5/23/2019
4.9500%
ASSET BACKED SECURITIES
113

 
DELTA AIRLINES INC
3/13/2020
2.8750%
BOND
337

 
DEUTSCHE BANK AG
7/13/2020
2.7000%
BOND
895

 
DEUTSCHE BANK AG
10/14/2021
4.2500%
BOND
520

 
DEUTSCHE BK AG GLOBAL MTN BE
5/10/2019
4.2625%
BOND
509

 
DEUTSCHE BK AG GLOBAL MTN BE
5/10/2019
2.8500%
BOND
301

 
DEUTSCHE BK AG GLOBAL MTN BE
2/13/2018
1.8750%
BOND
60

 
DEUTSCHE BK AG GLOBAL MTN BE
5/12/2021
3.3750%
BOND
525

 
DEVON ENERGY CORP NEW
5/15/2022
3.2500%
BOND
661

 
DEVON ENERGY CORP NEW
7/15/2021
4.0000%
BOND
234

 
DEXIA CRDT
9/15/2021
1.8750%
BOND
244

 
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN
6/1/2019
3.4800%
BOND
531

 
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN
6/1/2019
3.4800%
BOND
283

 
DIAMOND 1 FINANCE CORP / DIAMOND 2 FINAN
6/15/2023
5.4500%
BOND
108

 
DIGITAL REALTY
2/1/2023
2.7500%
BOND
495

 
DISCOVER BANK
6/4/2020
3.1000%
BOND
253

 
DISCOVER BANK
2/21/2018
2.0000%
BOND
2,515

 
DISCOVER FIN SV
3/4/2025
3.7500%
BOND
30

 
DISCOVERY COMMUNICATIONS LLC
9/20/2019
2.2000%
BOND
40

 
DISCOVERY COMMUNICATIONS LLC
9/20/2019
2.2000%
BOND
537

 
DISCOVERY COMMUNICATIONS LLC
3/20/2023
2.9500%
BOND
168

 
DISCOVERY COMMUNICATIONS LLC
3/11/2026
4.9000%
BOND
21

 
DISCOVERY COMMUNICATIONS LLC
3/15/2025
3.4500%
BOND
48

 
DOMINION RESOURCES INC VA NEW
9/30/2018
1.5000%
BOND
334

 
DOMINION RESOURCES INC VA NEW
6/15/2018
6.4000%
BOND
33

 
DR HORTON INC
12/1/2020
2.5500%
BOND
175

 
DR HORTON INC
12/1/2020
2.5500%
BOND
125

 
DTE ENERGY CO
12/1/2019
2.4000%
BOND
155

 
DUKE ENERGY
12/1/2026
2.9500%
BOND
5

 
DUKE ENERGY
1/15/2018
5.2500%
BOND
275

 
DUKE ENERGY CORP NEW
8/15/2022
2.4000%
BOND
255

 
DUKE ENERGY CORP NEW
4/15/2024
3.7500%
BOND
287

 
DUPONT (EI) DE NEMOURS & CO
5/1/2020
2.8881%
BOND
679

 
DUPONT (EI) DE NEMOURS & CO
5/1/2020
2.2000%
BOND
55

 
DUPONT (EI) DE NEMOURS & CO
5/1/2020
2.2000%
BOND
270

 
DXC TECHNOLOGY CO
3/27/2020
2.8750%
BOND
20

 
EASTMAN CHEMICAL CO
3/15/2025
3.8000%
BOND
17

 
ECOLAB INC
1/12/2020
2.2500%
BOND
135

 
EDISON INTERNATIONAL
9/15/2022
2.4000%
BOND
367

 
EDSOUTH INDENT NO 6 LLC
5/25/2039
2.5771%
ASSET BACKED SECURITIES
578

 
ELECTRONIC ARTS
3/1/2021
3.7000%
BOND
438

 
ELEVATION CLO 2017-6 LTD / ELEVATION CLO
7/15/2029
3.6277%
ASSET BACKED SECURITIES
251

 
EMERA US FINANCE LP
6/15/2021
2.7000%
BOND
748

 
EMERA US FINANCE LP
6/15/2019
2.1500%
BOND
45

 
ENABLE MID LP
5/15/2019
2.4000%
BOND
273

 
ENBRIDGE INC
7/15/2022
2.9000%
BOND
224

 
ENEL FINANCE INTL NV
4/6/2023
2.7500%
BOND
759

 
ENEL FINANCE INTL NV
5/25/2022
2.8750%
BOND
199

 
ENERGY TRANSFER PARTNERS MLP
6/15/2018
2.5000%
BOND
386

 
ENERGY TRANSFER PARTNERS MLP
6/1/2021
4.6500%
BOND
105

 
ENLINK MIDSTRM
4/1/2019
2.7000%
BOND
50

 
ENLINK MIDSTRM
4/1/2019
2.7000%
BOND
320

 
ENTERGY CORP NEW
9/1/2026
2.9500%
BOND
195

 
ENTERGY CORP NEW
9/1/2026
2.9500%
BOND
44

 
ENTERGY TEX INC
12/1/2027
3.4500%
BOND
71

 
ENTERPRISE PRODS OPER LLC
10/15/2019
2.5500%
BOND
903

 
ENTERPRISE PRODS OPER LLC
10/15/2019
2.5500%
BOND
341

 
ENTERPRISE PRODS OPER LLC
2/15/2025
3.7500%
BOND
82

 
ENTERPRISE PRODS OPER LLC
4/15/2021
2.8500%
BOND
176

 
ENTERPRISE PRODS OPER LLC
3/15/2023
3.3500%
BOND
97

 
EOG RESOURCES INC
1/15/2026
4.1500%
BOND
137

 
EOG RESOURCES INC
6/1/2020
4.4000%
BOND
1,252

 
EQUIFAX INC
6/1/2021
2.3000%
BOND
20

 
EQUIFAX INC
6/1/2021
2.3000%
BOND
361

 
ERAC USA
11/1/2018
2.8000%
BOND
146

 
ERAC USA
12/1/2021
2.6000%
BOND
494


S - 9

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
EUROPEAN INVESTMENT BANK
8/15/2019
1.1250%
BOND
1,873

 
EVERGREEN CREDIT CARD TRUST SERIES 2016-
4/15/2020
2.6169%
ASSET BACKED SECURITIES
1,553

 
EVERGREEN CREDIT CARD TRUST SERIES 2016-
4/15/2020
2.6169%
ASSET BACKED SECURITIES
1,152

 
EXELON CORP
4/15/2021
2.4500%
BOND
5

 
EXELON CORP
6/15/2020
2.8500%
BOND
66

 
EXELON CORP
6/1/2022
3.4970%
BOND
153

 
EXPRESS SCRIPTS HLD
11/30/2020
2.6000%
BOND
869

 
FANNIE MAE
9/24/2026
1.8750%
GOVERNMENT OBLIGATIONS
1,225

 
FANNIE MAE
11/15/2030
6.6250%
GOVERNMENT OBLIGATIONS
1,687

 
FANNIE MAE
5/25/2040
2.7097%
ASSET BACKED SECURITIES
1,062

 
FED HOME LOAN MTG CORP - GOLD
11/1/2039
4.5000%
MORTGAGE BACKED SECURITIES
227

 
FED HOME LOAN MTG CORP - GOLD
2/1/2039
5.0000%
MORTGAGE BACKED SECURITIES
1,156

 
FED HOME LOAN MTG CORP - GOLD
3/1/2038
5.0000%
MORTGAGE BACKED SECURITIES
6

 
FED HOME LOAN MTG CORP - GOLD
5/1/2035
5.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
7/1/2035
5.0000%
MORTGAGE BACKED SECURITIES
132

 
FED HOME LOAN MTG CORP - GOLD
9/1/2035
5.0000%
MORTGAGE BACKED SECURITIES
4

 
FED HOME LOAN MTG CORP - GOLD
9/1/2035
5.0000%
MORTGAGE BACKED SECURITIES
3

 
FED HOME LOAN MTG CORP - GOLD
10/1/2035
5.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
12/1/2034
5.0000%
MORTGAGE BACKED SECURITIES
457

 
FED HOME LOAN MTG CORP - GOLD
2/1/2034
5.5000%
MORTGAGE BACKED SECURITIES
233

 
FED HOME LOAN MTG CORP - GOLD
1/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
3

 
FED HOME LOAN MTG CORP - GOLD
1/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
6

 
FED HOME LOAN MTG CORP - GOLD
1/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
17

 
FED HOME LOAN MTG CORP - GOLD
1/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
2/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
6

 
FED HOME LOAN MTG CORP - GOLD
2/1/2039
6.0000%
MORTGAGE BACKED SECURITIES
3

 
FED HOME LOAN MTG CORP - GOLD
3/1/2039
6.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
4/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
4/1/2040
6.0000%
MORTGAGE BACKED SECURITIES
3

 
FED HOME LOAN MTG CORP - GOLD
5/1/2040
6.0000%
MORTGAGE BACKED SECURITIES
6

 
FED HOME LOAN MTG CORP - GOLD
6/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
6/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
6

 
FED HOME LOAN MTG CORP - GOLD
8/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
4

 
FED HOME LOAN MTG CORP - GOLD
8/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
8/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
9/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
9/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
9/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
9/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
9/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
9/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
8

 
FED HOME LOAN MTG CORP - GOLD
9/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
4

 
FED HOME LOAN MTG CORP - GOLD
9/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
15

 
FED HOME LOAN MTG CORP - GOLD
11/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
11/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
11/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
13

 
FED HOME LOAN MTG CORP - GOLD
11/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
5

 
FED HOME LOAN MTG CORP - GOLD
12/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
14

 
FED HOME LOAN MTG CORP - GOLD
12/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
3

 
FED HOME LOAN MTG CORP - GOLD
12/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
6

 
FED HOME LOAN MTG CORP - GOLD
12/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
4

 
FED HOME LOAN MTG CORP - GOLD
6/1/2032
7.0000%
MORTGAGE BACKED SECURITIES
35

 
FED HOME LOAN MTG CORP - GOLD
3/1/2030
7.5000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
5/1/2030
7.5000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
6/1/2027
7.5000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
7/1/2028
7.5000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
8/1/2030
7.5000%
MORTGAGE BACKED SECURITIES
4

 
FED HOME LOAN MTG CORP - GOLD
9/1/2027
7.5000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
10/1/2030
7.5000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
10/1/2029
8.0000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
7/1/2030
8.5000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
11/1/2024
8.5000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
8/1/2033
5.0000%
MORTGAGE BACKED SECURITIES
8

 
FED HOME LOAN MTG CORP - GOLD
1/1/2029
2.5000%
MORTGAGE BACKED SECURITIES
793

 
FED HOME LOAN MTG CORP - GOLD
3/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
1,454

 
FED HOME LOAN MTG CORP - GOLD
6/1/2029
2.5000%
MORTGAGE BACKED SECURITIES
528

 
FED HOME LOAN MTG CORP - GOLD
6/1/2031
2.5000%
MORTGAGE BACKED SECURITIES
1,252

 
FED HOME LOAN MTG CORP - GOLD
9/1/2029
2.5000%
MORTGAGE BACKED SECURITIES
678

 
FED HOME LOAN MTG CORP - GOLD
11/1/2027
2.5000%
MORTGAGE BACKED SECURITIES
244

 
FED HOME LOAN MTG CORP - GOLD
11/1/2029
2.5000%
MORTGAGE BACKED SECURITIES
1,365

 
FED HOME LOAN MTG CORP - GOLD
12/1/2027
2.5000%
MORTGAGE BACKED SECURITIES
1,571

 
FED HOME LOAN MTG CORP - GOLD
12/1/2027
2.5000%
MORTGAGE BACKED SECURITIES
501

 
FED HOME LOAN MTG CORP - GOLD
12/1/2027
2.5000%
MORTGAGE BACKED SECURITIES
672

 
FED HOME LOAN MTG CORP - GOLD
1/1/2032
2.5000%
MORTGAGE BACKED SECURITIES
1,359


S - 10

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
FED HOME LOAN MTG CORP - GOLD
8/1/2031
2.5000%
MORTGAGE BACKED SECURITIES
443

 
FED HOME LOAN MTG CORP - GOLD
1/1/2029
3.0000%
MORTGAGE BACKED SECURITIES
1,072

 
FED HOME LOAN MTG CORP - GOLD
4/1/2029
3.0000%
MORTGAGE BACKED SECURITIES
615

 
FED HOME LOAN MTG CORP - GOLD
4/1/2029
3.0000%
MORTGAGE BACKED SECURITIES
1,858

 
FED HOME LOAN MTG CORP - GOLD
5/1/2028
3.0000%
MORTGAGE BACKED SECURITIES
433

 
FED HOME LOAN MTG CORP - GOLD
5/1/2028
3.0000%
MORTGAGE BACKED SECURITIES
609

 
FED HOME LOAN MTG CORP - GOLD
7/1/2028
3.0000%
MORTGAGE BACKED SECURITIES
992

 
FED HOME LOAN MTG CORP - GOLD
8/1/2028
3.0000%
MORTGAGE BACKED SECURITIES
1,935

 
FED HOME LOAN MTG CORP - GOLD
11/1/2026
3.0000%
MORTGAGE BACKED SECURITIES
290

 
FED HOME LOAN MTG CORP - GOLD
1/1/2026
3.5000%
MORTGAGE BACKED SECURITIES
522

 
FED HOME LOAN MTG CORP - GOLD
5/1/2026
3.5000%
MORTGAGE BACKED SECURITIES
179

 
FED HOME LOAN MTG CORP - GOLD
11/1/2025
3.5000%
MORTGAGE BACKED SECURITIES
119

 
FED HOME LOAN MTG CORP - GOLD
11/1/2028
3.5000%
MORTGAGE BACKED SECURITIES
541

 
FED HOME LOAN MTG CORP - GOLD
4/1/2026
4.0000%
MORTGAGE BACKED SECURITIES
91

 
FED HOME LOAN MTG CORP - GOLD
5/1/2026
4.0000%
MORTGAGE BACKED SECURITIES
427

 
FED HOME LOAN MTG CORP - GOLD
5/1/2026
4.0000%
MORTGAGE BACKED SECURITIES
99

 
FED HOME LOAN MTG CORP - GOLD
7/1/2024
4.5000%
MORTGAGE BACKED SECURITIES
6

 
FED HOME LOAN MTG CORP - GOLD
10/1/2024
4.5000%
MORTGAGE BACKED SECURITIES
4

 
FED HOME LOAN MTG CORP - GOLD
11/1/2024
4.5000%
MORTGAGE BACKED SECURITIES
8

 
FED HOME LOAN MTG CORP - GOLD
11/1/2024
4.5000%
MORTGAGE BACKED SECURITIES
19

 
FED HOME LOAN MTG CORP - GOLD
11/1/2024
4.5000%
MORTGAGE BACKED SECURITIES
3

 
FED HOME LOAN MTG CORP - GOLD
11/1/2024
4.5000%
MORTGAGE BACKED SECURITIES
8

 
FED HOME LOAN MTG CORP - GOLD
12/1/2024
4.5000%
MORTGAGE BACKED SECURITIES
8

 
FED HOME LOAN MTG CORP - GOLD
6/1/2026
5.0000%
MORTGAGE BACKED SECURITIES
221

 
FED HOME LOAN MTG CORP - GOLD
7/1/2021
6.0000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
1/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
49

 
FED HOME LOAN MTG CORP - GOLD
1/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
906

 
FED HOME LOAN MTG CORP - GOLD
2/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
1,839

 
FED HOME LOAN MTG CORP - GOLD
7/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
207

 
FED HOME LOAN MTG CORP - GOLD
7/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
2,126

 
FED HOME LOAN MTG CORP - GOLD
2/1/2046
3.5000%
MORTGAGE BACKED SECURITIES
2,712

 
FED HOME LOAN MTG CORP - GOLD
2/1/2048
3.5000%
MORTGAGE BACKED SECURITIES
12,717

 
FED HOME LOAN MTG CORP - GOLD
3/1/2046
3.5000%
MORTGAGE BACKED SECURITIES
6,662

 
FED HOME LOAN MTG CORP - GOLD
4/1/2047
3.5000%
MORTGAGE BACKED SECURITIES
812

 
FED HOME LOAN MTG CORP - GOLD
5/1/2046
3.5000%
MORTGAGE BACKED SECURITIES
6,263

 
FED HOME LOAN MTG CORP - GOLD
7/1/2042
3.5000%
MORTGAGE BACKED SECURITIES
296

 
FED HOME LOAN MTG CORP - GOLD
7/1/2047
3.5000%
MORTGAGE BACKED SECURITIES
606

 
FED HOME LOAN MTG CORP - GOLD
8/1/2042
3.5000%
MORTGAGE BACKED SECURITIES
323

 
FED HOME LOAN MTG CORP - GOLD
8/1/2046
3.5000%
MORTGAGE BACKED SECURITIES
2,142

 
FED HOME LOAN MTG CORP - GOLD
10/1/2047
3.5000%
MORTGAGE BACKED SECURITIES
4,919

 
FED HOME LOAN MTG CORP - GOLD
6/1/2042
4.0000%
MORTGAGE BACKED SECURITIES
879

 
FED HOME LOAN MTG CORP - GOLD
6/1/2042
4.0000%
MORTGAGE BACKED SECURITIES
54

 
FED HOME LOAN MTG CORP - GOLD
7/1/2044
4.0000%
MORTGAGE BACKED SECURITIES
1,006

 
FED HOME LOAN MTG CORP - GOLD
5/1/2041
4.5000%
MORTGAGE BACKED SECURITIES
155

 
FED HOME LOAN MTG CORP - GOLD
9/1/2039
4.5000%
MORTGAGE BACKED SECURITIES
23

 
FED HOME LOAN MTG CORP - GOLD
9/1/2039
4.5000%
MORTGAGE BACKED SECURITIES
651

 
FED HOME LOAN MTG CORP - GOLD
10/1/2039
4.5000%
MORTGAGE BACKED SECURITIES
35

 
FED HOME LOAN MTG CORP - GOLD
10/1/2039
4.5000%
MORTGAGE BACKED SECURITIES
88

 
FED HOME LOAN MTG CORP - GOLD
2/1/2036
5.0000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
2/1/2038
5.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
3/1/2035
5.0000%
MORTGAGE BACKED SECURITIES
208

 
FED HOME LOAN MTG CORP - GOLD
5/1/2036
5.0000%
MORTGAGE BACKED SECURITIES
6

 
FED HOME LOAN MTG CORP - GOLD
5/1/2041
5.0000%
MORTGAGE BACKED SECURITIES
352

 
FED HOME LOAN MTG CORP - GOLD
6/1/2035
5.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
7/1/2036
5.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
7/1/2040
5.0000%
MORTGAGE BACKED SECURITIES
37

 
FED HOME LOAN MTG CORP - GOLD
8/1/2035
5.0000%
MORTGAGE BACKED SECURITIES
10

 
FED HOME LOAN MTG CORP - GOLD
8/1/2040
5.0000%
MORTGAGE BACKED SECURITIES
1,174

 
FED HOME LOAN MTG CORP - GOLD
9/1/2033
5.0000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
9/1/2035
5.0000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
11/1/2034
5.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
11/1/2035
5.0000%
MORTGAGE BACKED SECURITIES
4

 
FED HOME LOAN MTG CORP - GOLD
11/1/2035
5.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
11/1/2035
5.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
12/1/2034
5.0000%
MORTGAGE BACKED SECURITIES
48

 
FED HOME LOAN MTG CORP - GOLD
12/1/2034
5.0000%
MORTGAGE BACKED SECURITIES
66

 
FED HOME LOAN MTG CORP - GOLD
12/1/2035
5.0000%
MORTGAGE BACKED SECURITIES
13

 
FED HOME LOAN MTG CORP - GOLD
1/1/2036
5.5000%
MORTGAGE BACKED SECURITIES
19

 
FED HOME LOAN MTG CORP - GOLD
3/1/2033
5.5000%
MORTGAGE BACKED SECURITIES
412

 
FED HOME LOAN MTG CORP - GOLD
6/1/2034
5.5000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
8/1/2040
5.5000%
MORTGAGE BACKED SECURITIES
305

 
FED HOME LOAN MTG CORP - GOLD
1/1/2039
6.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
1/1/2039
6.0000%
MORTGAGE BACKED SECURITIES
5

 
FED HOME LOAN MTG CORP - GOLD
1/1/2039
6.0000%
MORTGAGE BACKED SECURITIES
6


S - 11

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
FED HOME LOAN MTG CORP - GOLD
1/1/2039
6.0000%
MORTGAGE BACKED SECURITIES
5

 
FED HOME LOAN MTG CORP - GOLD
1/1/2039
6.0000%
MORTGAGE BACKED SECURITIES
3

 
FED HOME LOAN MTG CORP - GOLD
1/1/2039
6.0000%
MORTGAGE BACKED SECURITIES
3

 
FED HOME LOAN MTG CORP - GOLD
1/1/2039
6.0000%
MORTGAGE BACKED SECURITIES
23

 
FED HOME LOAN MTG CORP - GOLD
2/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
12

 
FED HOME LOAN MTG CORP - GOLD
2/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
14

 
FED HOME LOAN MTG CORP - GOLD
2/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
9

 
FED HOME LOAN MTG CORP - GOLD
2/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
3/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
11

 
FED HOME LOAN MTG CORP - GOLD
4/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
5

 
FED HOME LOAN MTG CORP - GOLD
4/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
4/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
4/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
4/1/2040
6.0000%
MORTGAGE BACKED SECURITIES
6

 
FED HOME LOAN MTG CORP - GOLD
5/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
5/1/2040
6.0000%
MORTGAGE BACKED SECURITIES
3

 
FED HOME LOAN MTG CORP - GOLD
5/1/2040
6.0000%
MORTGAGE BACKED SECURITIES
5

 
FED HOME LOAN MTG CORP - GOLD
5/1/2040
6.0000%
MORTGAGE BACKED SECURITIES
6

 
FED HOME LOAN MTG CORP - GOLD
7/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
7/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
17

 
FED HOME LOAN MTG CORP - GOLD
7/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
5

 
FED HOME LOAN MTG CORP - GOLD
7/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
94

 
FED HOME LOAN MTG CORP - GOLD
8/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
9

 
FED HOME LOAN MTG CORP - GOLD
8/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
3

 
FED HOME LOAN MTG CORP - GOLD
9/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
3

 
FED HOME LOAN MTG CORP - GOLD
9/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
7

 
FED HOME LOAN MTG CORP - GOLD
9/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
6

 
FED HOME LOAN MTG CORP - GOLD
9/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
11

 
FED HOME LOAN MTG CORP - GOLD
9/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
3

 
FED HOME LOAN MTG CORP - GOLD
9/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
6

 
FED HOME LOAN MTG CORP - GOLD
9/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
5

 
FED HOME LOAN MTG CORP - GOLD
9/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
5

 
FED HOME LOAN MTG CORP - GOLD
9/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
5

 
FED HOME LOAN MTG CORP - GOLD
9/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
5

 
FED HOME LOAN MTG CORP - GOLD
9/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
10/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
10/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
5

 
FED HOME LOAN MTG CORP - GOLD
10/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
10/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
8

 
FED HOME LOAN MTG CORP - GOLD
10/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
17

 
FED HOME LOAN MTG CORP - GOLD
10/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
10/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
9

 
FED HOME LOAN MTG CORP - GOLD
10/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
5

 
FED HOME LOAN MTG CORP - GOLD
11/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
11/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
3

 
FED HOME LOAN MTG CORP - GOLD
12/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
12/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
12/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
37

 
FED HOME LOAN MTG CORP - GOLD
8/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
3

 
FED HOME LOAN MTG CORP - GOLD
9/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
2/1/2039
7.0000%
MORTGAGE BACKED SECURITIES
327

 
FED HOME LOAN MTG CORP - GOLD
4/1/2031
7.0000%
MORTGAGE BACKED SECURITIES
17

 
FED HOME LOAN MTG CORP - GOLD
7/1/2032
7.0000%
MORTGAGE BACKED SECURITIES
25

 
FED HOME LOAN MTG CORP - GOLD
1/1/2026
7.5000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
1/1/2027
7.5000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
3/1/2030
7.5000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
4/1/2024
7.5000%
MORTGAGE BACKED SECURITIES
2

 
FED HOME LOAN MTG CORP - GOLD
4/1/2027
7.5000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
4/1/2027
7.5000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
5/1/2026
7.5000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
8/1/2027
7.5000%
MORTGAGE BACKED SECURITIES
3

 
FED HOME LOAN MTG CORP - GOLD
8/1/2030
7.5000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
9/1/2030
7.5000%
MORTGAGE BACKED SECURITIES
6

 
FED HOME LOAN MTG CORP - GOLD
10/1/2029
7.5000%
MORTGAGE BACKED SECURITIES
4

 
FED HOME LOAN MTG CORP - GOLD
12/1/2030
7.5000%
MORTGAGE BACKED SECURITIES
13

 
FED HOME LOAN MTG CORP - GOLD
5/1/2027
8.0000%
MORTGAGE BACKED SECURITIES
3

 
FED HOME LOAN MTG CORP - GOLD
5/1/2030
8.0000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
9/1/2027
8.0000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
1/1/2025
8.5000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
3/1/2025
8.5000%
MORTGAGE BACKED SECURITIES
1

 
FED HOME LOAN MTG CORP - GOLD
1/1/2029
9.5000%
MORTGAGE BACKED SECURITIES
2

 
FEDERAL HOME LN MTG CORP MULTI
10/25/2022
0.8626%
MORTGAGE BACKED SECURITIES
136

 
FEDERAL HOME LN MTG MLT CTF GT
5/25/2022
1.4191%
MORTGAGE BACKED SECURITIES
472

 
FEDERAL HOME LN MTG MLT CTF GT
2/25/2023
2.5531%
MORTGAGE BACKED SECURITIES
1,540


S - 12

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
FEDERAL HOME LN MTG MLT CTF GT
12/25/2018
1.5095%
MORTGAGE BACKED SECURITIES
82

 
FEDERAL HOME LN MTG MLT CTF GT
1/25/2024
1.0025%
MORTGAGE BACKED SECURITIES
1,049

 
FEDERAL HOME LN MTG MLT CTF GT
7/25/2024
0.7488%
MORTGAGE BACKED SECURITIES
601

 
FEDERAL HOME LN MTG MLT CTF GT
6/25/2021
3.1300%
MORTGAGE BACKED SECURITIES
2,663

 
FEDERAL HOME LN MTG MLT CTF GT
8/25/2026
2.6530%
MORTGAGE BACKED SECURITIES
54

 
FEDERAL HOME LN MTG MLT CTF GT
10/25/2022
1.9810%
MORTGAGE BACKED SECURITIES
1,566

 
FEDERAL HOME LN MTG MLT CTF GT
5/25/2021
1.4180%
MORTGAGE BACKED SECURITIES
1,267

 
FEDERAL HOME LN MTG MLT CTF GT
1/25/2023
2.2720%
MORTGAGE BACKED SECURITIES
691

 
FEDERAL HOME LN MTG MLT CTF GT
1/25/2027
3.4300%
MORTGAGE BACKED SECURITIES
332

 
FEDERAL HOME LN MTG MLT CTF GT
6/25/2027
3.1170%
MORTGAGE BACKED SECURITIES
301

 
FEDERAL HOME LN MTG MLT CTF GT
7/25/2027
3.1940%
MORTGAGE BACKED SECURITIES
159

 
FEDERAL HOME LN MTG MLT CTF GT
2/25/2027
2.9520%
MORTGAGE BACKED SECURITIES
707

 
FEDERAL HOME LN MTG MLT CTF GT
9/25/2020
2.5660%
MORTGAGE BACKED SECURITIES
1,007

 
FEDERAL HOME LN MTG MLT CTF GT
10/25/2020
3.0340%
MORTGAGE BACKED SECURITIES
916

 
FEDERAL HOME LN MTG MLT CTF GT
9/25/2021
2.9910%
MORTGAGE BACKED SECURITIES
3,055

 
FEDERAL HOME LN MTG MLT CTF GT
1/25/2019
1.7200%
MORTGAGE BACKED SECURITIES
795

 
FEDERAL HOME LN MTG MLT CTF GT
7/15/2041
2.3869%
ASSET BACKED SECURITIES
599

 
FEDERAL HOME LN MTG MLT CTF GT
4/15/2041
2.6233%
ASSET BACKED SECURITIES
689

 
FEDERAL HOME LN MTG MLT CTF GT
4/15/2041
2.6233%
ASSET BACKED SECURITIES
689

 
FEDERAL HOME LN MTG MLT CTF GT
5/15/2024
4.0000%
ASSET BACKED SECURITIES
1,645

 
FEDERAL HOME LN MTG MLT CTF GT
6/15/2045
3.0000%
ASSET BACKED SECURITIES
909

 
FEDERAL HOME LN MTG MLT CTF GT
11/15/2044
3.0000%
ASSET BACKED SECURITIES
981

 
FEDERAL HOME LN MTG MLT CTF GT
5/15/2045
2.5000%
ASSET BACKED SECURITIES
658

 
FEDERAL HOME LN MTG MLT CTF GT
12/15/2031
2.5233%
ASSET BACKED SECURITIES
10

 
FEDERAL HOME LN MTG MLT CTF GT
11/15/2035
4.0000%
ASSET BACKED SECURITIES
617

 
FEDERAL HOME LOAN BANKS
6/8/2018
1.2500%
GOVERNMENT OBLIGATIONS
1,558

 
FEDERAL HOME LOAN BANKS
9/28/2020
1.3750%
GOVERNMENT OBLIGATIONS
2,926

 
FEDERAL HOME LOAN BANKS
6/14/2019
1.6250%
GOVERNMENT OBLIGATIONS
1,285

 
FEDERAL HOME LOAN BANKS
6/13/2025
2.8750%
GOVERNMENT OBLIGATIONS
1,435

 
FEDERAL HOME LOAN BANKS
9/11/2026
3.0000%
GOVERNMENT OBLIGATIONS
1,072

 
FEDERAL HOME LOAN MTG CORP MTN
4/13/2020
1.8000%
GOVERNMENT OBLIGATIONS
5,858

 
FEDERAL NAT MTG ASN GTD REM PA
5/25/2025
2.3310%
MORTGAGE BACKED SECURITIES
1,490

 
FEDERAL NAT MTG ASN GTD REM PA
1/25/2025
2.0970%
MORTGAGE BACKED SECURITIES
487

 
FEDERAL NAT MTG ASN GTD REM PA
7/25/2026
1.8860%
MORTGAGE BACKED SECURITIES
745

 
FEDERAL NAT MTG ASN GTD REM PA
4/25/2026
2.4690%
MORTGAGE BACKED SECURITIES
244

 
FEDERAL NAT MTG ASN GTD REM PA
5/25/2026
1.9460%
MORTGAGE BACKED SECURITIES
916

 
FEDERAL NAT MTG ASN GTD REM PA
6/25/2026
2.2920%
MORTGAGE BACKED SECURITIES
257

 
FEDERAL NAT MTG ASN GTD REM PA
12/25/2026
2.4856%
MORTGAGE BACKED SECURITIES
873

 
FEDERAL NAT MTG ASN GTD REM PA
5/25/2027
3.0610%
MORTGAGE BACKED SECURITIES
192

 
FEDERAL NAT MTG ASN GTD REM PA
5/18/2032
2.4851%
ASSET BACKED SECURITIES
9

 
FEDERAL NAT MTG ASN GTD REM PA
12/25/2045
2.2597%
ASSET BACKED SECURITIES
414

 
FEDERAL NAT MTG ASN GTD REM PA
6/25/2041
5.0000%
ASSET BACKED SECURITIES
450

 
FEDERAL NAT MTG ASN GTD REM PA
10/25/2041
5.0000%
ASSET BACKED SECURITIES
599

 
FEDERAL NAT MTG ASN GTD REM PA
10/25/2042
7.0000%
ASSET BACKED SECURITIES
98

 
FEDERAL NAT MTG ASN GTD REM PA
12/25/2041
2.5000%
ASSET BACKED SECURITIES
281

 
FEDERAL NAT MTG ASN GTD REM PA
3/25/2046
2.5000%
ASSET BACKED SECURITIES
1,512

 
FEDERAL NAT MTG ASN GTD REM PA
6/25/2045
3.0000%
ASSET BACKED SECURITIES
2,002

 
FEDERAL NAT MTG ASN GTD REM PA
2/25/2029
6.2500%
ASSET BACKED SECURITIES
474

 
FEDERAL NATL MTG ASSN GTD REMIC PASS THR
7/25/2024
3.0550%
ASSET BACKED SECURITIES
889

 
FEDERAL NATL MTG ASSN GTD REMIC PASS THR
9/25/2026
1.9310%
MORTGAGE BACKED SECURITIES
741

 
FEDERAL NATL MTG ASSN GTD REMIC PASS THR
10/25/2026
2.4172%
ASSET BACKED SECURITIES
266

 
FEDERAL NATL MTG ASSN GTD REMIC PASS THR
11/25/2046
2.3069%
ASSET BACKED SECURITIES
561

 
FEDERAL REALTY INVESTMENT TR
1/15/2021
2.5500%
BOND
200

 
FEDEX CORP
3/15/2027
3.3000%
BOND
141

 
FHLMC
6/13/2018
4.8750%
GOVERNMENT OBLIGATIONS
11,160

 
FIDELITY NATL INC
10/15/2018
2.8500%
BOND
438

 
FIDELITY NATL INC
10/15/2020
3.6250%
BOND
333

 
FIDELITY NATL INC
4/15/2023
3.5000%
BOND
14

 
FIDELITY NATL INC
10/15/2025
5.0000%
BOND
15

 
FIFTH THIRD BANCORP
6/15/2022
2.6000%
BOND
770

 
FIFTH THIRD BK 2.15% 08/20/18
8/20/2018
2.1500%
BOND
207

 
FLIR SYSTEMS INC
6/15/2021
3.1250%
BOND
227

 
FMS WERTMANAGEMENT
11/20/2018
1.6250%
BOND
1,148

 
FNMA GTD MTG PASS THRU CTF
9/1/2040
4.5000%
MORTGAGE BACKED SECURITIES
684

 
FNMA GTD MTG PASS THRU CTF
6/1/2040
5.0000%
MORTGAGE BACKED SECURITIES
30

 
FNMA GTD MTG PASS THRU CTF
7/1/2035
5.0000%
MORTGAGE BACKED SECURITIES
419

 
FNMA GTD MTG PASS THRU CTF
7/1/2040
5.0000%
MORTGAGE BACKED SECURITIES
22

 
FNMA GTD MTG PASS THRU CTF
8/1/2040
5.0000%
MORTGAGE BACKED SECURITIES
127

 
FNMA GTD MTG PASS THRU CTF
11/1/2033
5.0000%
MORTGAGE BACKED SECURITIES
636

 
FNMA GTD MTG PASS THRU CTF
2/1/2038
5.5000%
MORTGAGE BACKED SECURITIES
4

 
FNMA GTD MTG PASS THRU CTF
4/1/2035
5.5000%
MORTGAGE BACKED SECURITIES
5

 
FNMA GTD MTG PASS THRU CTF
4/1/2037
5.5000%
MORTGAGE BACKED SECURITIES
9

 
FNMA GTD MTG PASS THRU CTF
7/1/2035
5.5000%
MORTGAGE BACKED SECURITIES
4

 
FNMA GTD MTG PASS THRU CTF
8/1/2037
5.5000%
MORTGAGE BACKED SECURITIES
244


S - 13

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
FNMA GTD MTG PASS THRU CTF
12/1/2034
5.5000%
MORTGAGE BACKED SECURITIES
17

 
FNMA GTD MTG PASS THRU CTF
3/1/2034
6.0000%
MORTGAGE BACKED SECURITIES
904

 
FNMA GTD MTG PASS THRU CTF
10/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
4

 
FNMA GTD MTG PASS THRU CTF
12/1/2037
6.0000%
MORTGAGE BACKED SECURITIES
41

 
FNMA GTD MTG PASS THRU CTF
1/1/2028
7.5000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
6/1/2030
7.5000%
MORTGAGE BACKED SECURITIES
3

 
FNMA GTD MTG PASS THRU CTF
6/1/2030
7.5000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
9/1/2027
7.5000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
9/1/2029
7.5000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
10/1/2029
7.5000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
11/1/2027
7.5000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
11/1/2029
7.5000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
6/1/2030
8.0000%
MORTGAGE BACKED SECURITIES
2

 
FNMA GTD MTG PASS THRU CTF
4/1/2030
8.5000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
12/1/2025
8.5000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
7/1/2027
3.0000%
MORTGAGE BACKED SECURITIES
1,252

 
FNMA GTD MTG PASS THRU CTF
3/1/2026
3.5000%
MORTGAGE BACKED SECURITIES
151

 
FNMA GTD MTG PASS THRU CTF
2/1/2024
4.0000%
MORTGAGE BACKED SECURITIES
18

 
FNMA GTD MTG PASS THRU CTF
3/1/2026
4.0000%
MORTGAGE BACKED SECURITIES
50

 
FNMA GTD MTG PASS THRU CTF
5/1/2024
4.0000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
6/1/2024
4.0000%
MORTGAGE BACKED SECURITIES
369

 
FNMA GTD MTG PASS THRU CTF
8/1/2024
4.0000%
MORTGAGE BACKED SECURITIES
19

 
FNMA GTD MTG PASS THRU CTF
10/1/2024
4.0000%
MORTGAGE BACKED SECURITIES
100

 
FNMA GTD MTG PASS THRU CTF
12/1/2024
4.0000%
MORTGAGE BACKED SECURITIES
86

 
FNMA GTD MTG PASS THRU CTF
12/1/2024
4.0000%
MORTGAGE BACKED SECURITIES
135

 
FNMA GTD MTG PASS THRU CTF
1/1/2021
5.5000%
MORTGAGE BACKED SECURITIES
8

 
FNMA GTD MTG PASS THRU CTF
9/1/2023
5.5000%
MORTGAGE BACKED SECURITIES
12

 
FNMA GTD MTG PASS THRU CTF
8/1/2031
2.0000%
MORTGAGE BACKED SECURITIES
2,763

 
FNMA GTD MTG PASS THRU CTF
1/1/2029
2.5000%
MORTGAGE BACKED SECURITIES
273

 
FNMA GTD MTG PASS THRU CTF
1/1/2029
2.5000%
MORTGAGE BACKED SECURITIES
70

 
FNMA GTD MTG PASS THRU CTF
1/1/2030
2.5000%
MORTGAGE BACKED SECURITIES
1,401

 
FNMA GTD MTG PASS THRU CTF
2/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
460

 
FNMA GTD MTG PASS THRU CTF
2/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
387

 
FNMA GTD MTG PASS THRU CTF
2/1/2031
2.5000%
MORTGAGE BACKED SECURITIES
1,545

 
FNMA GTD MTG PASS THRU CTF
3/1/2032
2.5000%
MORTGAGE BACKED SECURITIES
3,707

 
FNMA GTD MTG PASS THRU CTF
4/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
81

 
FNMA GTD MTG PASS THRU CTF
4/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
708

 
FNMA GTD MTG PASS THRU CTF
4/1/2032
2.5000%
MORTGAGE BACKED SECURITIES
657

 
FNMA GTD MTG PASS THRU CTF
5/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
36

 
FNMA GTD MTG PASS THRU CTF
6/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
930

 
FNMA GTD MTG PASS THRU CTF
6/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
1,129

 
FNMA GTD MTG PASS THRU CTF
6/1/2032
2.5000%
MORTGAGE BACKED SECURITIES
1,341

 
FNMA GTD MTG PASS THRU CTF
7/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
1,825

 
FNMA GTD MTG PASS THRU CTF
7/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
300

 
FNMA GTD MTG PASS THRU CTF
7/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
460

 
FNMA GTD MTG PASS THRU CTF
7/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
57

 
FNMA GTD MTG PASS THRU CTF
7/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
240

 
FNMA GTD MTG PASS THRU CTF
7/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
31

 
FNMA GTD MTG PASS THRU CTF
7/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
287

 
FNMA GTD MTG PASS THRU CTF
7/1/2030
2.5000%
MORTGAGE BACKED SECURITIES
3,192

 
FNMA GTD MTG PASS THRU CTF
7/1/2030
2.5000%
MORTGAGE BACKED SECURITIES
1,067

 
FNMA GTD MTG PASS THRU CTF
8/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
136

 
FNMA GTD MTG PASS THRU CTF
8/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
25

 
FNMA GTD MTG PASS THRU CTF
8/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
21

 
FNMA GTD MTG PASS THRU CTF
8/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
910

 
FNMA GTD MTG PASS THRU CTF
9/1/2027
2.5000%
MORTGAGE BACKED SECURITIES
590

 
FNMA GTD MTG PASS THRU CTF
9/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
775

 
FNMA GTD MTG PASS THRU CTF
9/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
378

 
FNMA GTD MTG PASS THRU CTF
9/1/2029
2.5000%
MORTGAGE BACKED SECURITIES
1,176

 
FNMA GTD MTG PASS THRU CTF
10/1/2027
2.5000%
MORTGAGE BACKED SECURITIES
131

 
FNMA GTD MTG PASS THRU CTF
10/1/2027
2.5000%
MORTGAGE BACKED SECURITIES
598

 
FNMA GTD MTG PASS THRU CTF
10/1/2029
2.5000%
MORTGAGE BACKED SECURITIES
2,382

 
FNMA GTD MTG PASS THRU CTF
11/1/2027
2.5000%
MORTGAGE BACKED SECURITIES
474

 
FNMA GTD MTG PASS THRU CTF
11/1/2028
2.5000%
MORTGAGE BACKED SECURITIES
229

 
FNMA GTD MTG PASS THRU CTF
12/1/2027
2.5000%
MORTGAGE BACKED SECURITIES
878

 
FNMA GTD MTG PASS THRU CTF
12/1/2027
2.5000%
MORTGAGE BACKED SECURITIES
195

 
FNMA GTD MTG PASS THRU CTF
12/1/2027
2.5000%
MORTGAGE BACKED SECURITIES
510

 
FNMA GTD MTG PASS THRU CTF
12/1/2031
2.5000%
MORTGAGE BACKED SECURITIES
435

 
FNMA GTD MTG PASS THRU CTF
1/1/2027
3.0000%
MORTGAGE BACKED SECURITIES
404

 
FNMA GTD MTG PASS THRU CTF
2/1/2027
3.0000%
MORTGAGE BACKED SECURITIES
1,146

 
FNMA GTD MTG PASS THRU CTF
3/1/2032
3.0000%
MORTGAGE BACKED SECURITIES
447

 
FNMA GTD MTG PASS THRU CTF
3/1/2032
3.0000%
MORTGAGE BACKED SECURITIES
1,101

 
FNMA GTD MTG PASS THRU CTF
5/1/2029
3.0000%
MORTGAGE BACKED SECURITIES
1,276

 
FNMA GTD MTG PASS THRU CTF
5/1/2029
3.0000%
MORTGAGE BACKED SECURITIES
1,822


S - 14

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
FNMA GTD MTG PASS THRU CTF
6/1/2027
3.0000%
MORTGAGE BACKED SECURITIES
413

 
FNMA GTD MTG PASS THRU CTF
6/1/2030
3.0000%
MORTGAGE BACKED SECURITIES
5,262

 
FNMA GTD MTG PASS THRU CTF
6/1/2030
3.0000%
MORTGAGE BACKED SECURITIES
1,719

 
FNMA GTD MTG PASS THRU CTF
6/1/2030
3.0000%
MORTGAGE BACKED SECURITIES
1,218

 
FNMA GTD MTG PASS THRU CTF
9/1/2030
3.0000%
MORTGAGE BACKED SECURITIES
1,525

 
FNMA GTD MTG PASS THRU CTF
10/1/2027
3.0000%
MORTGAGE BACKED SECURITIES
2,152

 
FNMA GTD MTG PASS THRU CTF
10/1/2029
3.0000%
MORTGAGE BACKED SECURITIES
2,482

 
FNMA GTD MTG PASS THRU CTF
11/1/2028
3.0000%
MORTGAGE BACKED SECURITIES
1,168

 
FNMA GTD MTG PASS THRU CTF
11/1/2028
3.0000%
MORTGAGE BACKED SECURITIES
1,907

 
FNMA GTD MTG PASS THRU CTF
11/1/2028
3.0000%
MORTGAGE BACKED SECURITIES
825

 
FNMA GTD MTG PASS THRU CTF
12/1/2031
3.0000%
MORTGAGE BACKED SECURITIES
2,264

 
FNMA GTD MTG PASS THRU CTF
1/1/2029
3.5000%
MORTGAGE BACKED SECURITIES
938

 
FNMA GTD MTG PASS THRU CTF
3/1/2026
3.5000%
MORTGAGE BACKED SECURITIES
130

 
FNMA GTD MTG PASS THRU CTF
3/1/2027
3.5000%
MORTGAGE BACKED SECURITIES
786

 
FNMA GTD MTG PASS THRU CTF
7/1/2026
3.5000%
MORTGAGE BACKED SECURITIES
1,667

 
FNMA GTD MTG PASS THRU CTF
8/1/2026
3.5000%
MORTGAGE BACKED SECURITIES
602

 
FNMA GTD MTG PASS THRU CTF
11/1/2026
3.5000%
MORTGAGE BACKED SECURITIES
846

 
FNMA GTD MTG PASS THRU CTF
9/1/2030
3.5000%
MORTGAGE BACKED SECURITIES
958

 
FNMA GTD MTG PASS THRU CTF
3/1/2025
4.0000%
MORTGAGE BACKED SECURITIES
8

 
FNMA GTD MTG PASS THRU CTF
5/1/2025
4.0000%
MORTGAGE BACKED SECURITIES
31

 
FNMA GTD MTG PASS THRU CTF
6/1/2026
4.0000%
MORTGAGE BACKED SECURITIES
354

 
FNMA GTD MTG PASS THRU CTF
9/1/2025
4.0000%
MORTGAGE BACKED SECURITIES
63

 
FNMA GTD MTG PASS THRU CTF
9/1/2026
4.0000%
MORTGAGE BACKED SECURITIES
436

 
FNMA GTD MTG PASS THRU CTF
7/1/2024
4.5000%
MORTGAGE BACKED SECURITIES
4

 
FNMA GTD MTG PASS THRU CTF
7/1/2025
4.5000%
MORTGAGE BACKED SECURITIES
812

 
FNMA GTD MTG PASS THRU CTF
11/1/2024
4.5000%
MORTGAGE BACKED SECURITIES
32

 
FNMA GTD MTG PASS THRU CTF
11/1/2024
4.5000%
MORTGAGE BACKED SECURITIES
16

 
FNMA GTD MTG PASS THRU CTF
11/1/2024
4.5000%
MORTGAGE BACKED SECURITIES
21

 
FNMA GTD MTG PASS THRU CTF
11/1/2024
4.5000%
MORTGAGE BACKED SECURITIES
17

 
FNMA GTD MTG PASS THRU CTF
11/1/2024
4.5000%
MORTGAGE BACKED SECURITIES
13

 
FNMA GTD MTG PASS THRU CTF
11/1/2024
4.5000%
MORTGAGE BACKED SECURITIES
19

 
FNMA GTD MTG PASS THRU CTF
12/1/2024
4.5000%
MORTGAGE BACKED SECURITIES
16

 
FNMA GTD MTG PASS THRU CTF
12/1/2024
4.5000%
MORTGAGE BACKED SECURITIES
35

 
FNMA GTD MTG PASS THRU CTF
2/1/2024
5.0000%
MORTGAGE BACKED SECURITIES
286

 
FNMA GTD MTG PASS THRU CTF
10/1/2018
5.0000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
10/1/2019
5.0000%
MORTGAGE BACKED SECURITIES
3

 
FNMA GTD MTG PASS THRU CTF
12/1/2018
5.0000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
3/1/2019
5.5000%
MORTGAGE BACKED SECURITIES
2

 
FNMA GTD MTG PASS THRU CTF
9/1/2023
5.5000%
MORTGAGE BACKED SECURITIES
10

 
FNMA GTD MTG PASS THRU CTF
10/1/2023
5.5000%
MORTGAGE BACKED SECURITIES
8

 
FNMA GTD MTG PASS THRU CTF
7/1/2025
5.5000%
MORTGAGE BACKED SECURITIES
271

 
FNMA GTD MTG PASS THRU CTF
7/1/2019
6.5000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
6/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
17

 
FNMA GTD MTG PASS THRU CTF
1/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
269

 
FNMA GTD MTG PASS THRU CTF
1/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
129

 
FNMA GTD MTG PASS THRU CTF
1/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
15

 
FNMA GTD MTG PASS THRU CTF
1/1/2047
3.0000%
MORTGAGE BACKED SECURITIES
3,621

 
FNMA GTD MTG PASS THRU CTF
2/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
37

 
FNMA GTD MTG PASS THRU CTF
2/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
114

 
FNMA GTD MTG PASS THRU CTF
2/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
318

 
FNMA GTD MTG PASS THRU CTF
2/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
39

 
FNMA GTD MTG PASS THRU CTF
2/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
26

 
FNMA GTD MTG PASS THRU CTF
2/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
23

 
FNMA GTD MTG PASS THRU CTF
2/1/2048
3.0000%
MORTGAGE BACKED SECURITIES
2,997

 
FNMA GTD MTG PASS THRU CTF
3/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
18

 
FNMA GTD MTG PASS THRU CTF
3/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
247

 
FNMA GTD MTG PASS THRU CTF
3/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
112

 
FNMA GTD MTG PASS THRU CTF
3/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
22

 
FNMA GTD MTG PASS THRU CTF
3/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
15

 
FNMA GTD MTG PASS THRU CTF
3/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
26

 
FNMA GTD MTG PASS THRU CTF
3/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
17

 
FNMA GTD MTG PASS THRU CTF
4/1/2047
3.0000%
MORTGAGE BACKED SECURITIES
2,101

 
FNMA GTD MTG PASS THRU CTF
4/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
19

 
FNMA GTD MTG PASS THRU CTF
4/1/2045
3.0000%
MORTGAGE BACKED SECURITIES
610

 
FNMA GTD MTG PASS THRU CTF
5/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
31

 
FNMA GTD MTG PASS THRU CTF
5/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
16

 
FNMA GTD MTG PASS THRU CTF
5/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
93

 
FNMA GTD MTG PASS THRU CTF
5/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
39

 
FNMA GTD MTG PASS THRU CTF
6/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
1,916

 
FNMA GTD MTG PASS THRU CTF
6/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
23

 
FNMA GTD MTG PASS THRU CTF
7/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
5,859

 
FNMA GTD MTG PASS THRU CTF
7/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
23

 
FNMA GTD MTG PASS THRU CTF
7/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
582

 
FNMA GTD MTG PASS THRU CTF
7/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
26


S - 15

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
FNMA GTD MTG PASS THRU CTF
7/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
28

 
FNMA GTD MTG PASS THRU CTF
7/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
57

 
FNMA GTD MTG PASS THRU CTF
9/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
19

 
FNMA GTD MTG PASS THRU CTF
9/1/2046
3.0000%
MORTGAGE BACKED SECURITIES
26

 
FNMA GTD MTG PASS THRU CTF
9/1/2046
3.0000%
MORTGAGE BACKED SECURITIES
143

 
FNMA GTD MTG PASS THRU CTF
10/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
62

 
FNMA GTD MTG PASS THRU CTF
10/1/2046
3.0000%
MORTGAGE BACKED SECURITIES
263

 
FNMA GTD MTG PASS THRU CTF
10/1/2046
3.0000%
MORTGAGE BACKED SECURITIES
115

 
FNMA GTD MTG PASS THRU CTF
10/1/2046
3.0000%
MORTGAGE BACKED SECURITIES
46

 
FNMA GTD MTG PASS THRU CTF
10/1/2046
3.0000%
MORTGAGE BACKED SECURITIES
86

 
FNMA GTD MTG PASS THRU CTF
11/1/2042
3.0000%
MORTGAGE BACKED SECURITIES
517

 
FNMA GTD MTG PASS THRU CTF
11/1/2046
3.0000%
MORTGAGE BACKED SECURITIES
71

 
FNMA GTD MTG PASS THRU CTF
11/1/2046
3.0000%
MORTGAGE BACKED SECURITIES
270

 
FNMA GTD MTG PASS THRU CTF
11/1/2046
3.0000%
MORTGAGE BACKED SECURITIES
214

 
FNMA GTD MTG PASS THRU CTF
12/1/2046
3.0000%
MORTGAGE BACKED SECURITIES
724

 
FNMA GTD MTG PASS THRU CTF
12/1/2046
3.0000%
MORTGAGE BACKED SECURITIES
657

 
FNMA GTD MTG PASS THRU CTF
12/1/2046
3.0000%
MORTGAGE BACKED SECURITIES
706

 
FNMA GTD MTG PASS THRU CTF
5/1/2043
3.0000%
MORTGAGE BACKED SECURITIES
1,685

 
FNMA GTD MTG PASS THRU CTF
1/1/2045
3.5000%
MORTGAGE BACKED SECURITIES
226

 
FNMA GTD MTG PASS THRU CTF
1/1/2046
3.5000%
MORTGAGE BACKED SECURITIES
536

 
FNMA GTD MTG PASS THRU CTF
1/1/2047
3.5000%
MORTGAGE BACKED SECURITIES
6,831

 
FNMA GTD MTG PASS THRU CTF
2/1/2043
3.5000%
MORTGAGE BACKED SECURITIES
10

 
FNMA GTD MTG PASS THRU CTF
2/1/2043
3.5000%
MORTGAGE BACKED SECURITIES
104

 
FNMA GTD MTG PASS THRU CTF
2/1/2045
3.5000%
MORTGAGE BACKED SECURITIES
749

 
FNMA GTD MTG PASS THRU CTF
2/1/2045
3.5000%
MORTGAGE BACKED SECURITIES
30

 
FNMA GTD MTG PASS THRU CTF
2/1/2045
3.5000%
MORTGAGE BACKED SECURITIES
197

 
FNMA GTD MTG PASS THRU CTF
2/1/2045
3.5000%
MORTGAGE BACKED SECURITIES
313

 
FNMA GTD MTG PASS THRU CTF
2/1/2045
3.5000%
MORTGAGE BACKED SECURITIES
30

 
FNMA GTD MTG PASS THRU CTF
2/1/2045
3.5000%
MORTGAGE BACKED SECURITIES
90

 
FNMA GTD MTG PASS THRU CTF
2/1/2046
3.5000%
MORTGAGE BACKED SECURITIES
5,900

 
FNMA GTD MTG PASS THRU CTF
4/1/2043
3.5000%
MORTGAGE BACKED SECURITIES
43

 
FNMA GTD MTG PASS THRU CTF
5/1/2043
3.5000%
MORTGAGE BACKED SECURITIES
15

 
FNMA GTD MTG PASS THRU CTF
5/1/2045
3.5000%
MORTGAGE BACKED SECURITIES
133

 
FNMA GTD MTG PASS THRU CTF
5/1/2045
3.5000%
MORTGAGE BACKED SECURITIES
17

 
FNMA GTD MTG PASS THRU CTF
5/1/2047
3.5000%
MORTGAGE BACKED SECURITIES
301

 
FNMA GTD MTG PASS THRU CTF
5/1/2047
3.5000%
MORTGAGE BACKED SECURITIES
981

 
FNMA GTD MTG PASS THRU CTF
6/1/2043
3.5000%
MORTGAGE BACKED SECURITIES
108

 
FNMA GTD MTG PASS THRU CTF
6/1/2045
3.5000%
MORTGAGE BACKED SECURITIES
877

 
FNMA GTD MTG PASS THRU CTF
6/1/2045
3.5000%
MORTGAGE BACKED SECURITIES
29

 
FNMA GTD MTG PASS THRU CTF
6/1/2047
3.5000%
MORTGAGE BACKED SECURITIES
965

 
FNMA GTD MTG PASS THRU CTF
8/1/2043
3.5000%
MORTGAGE BACKED SECURITIES
88

 
FNMA GTD MTG PASS THRU CTF
8/1/2044
3.5000%
MORTGAGE BACKED SECURITIES
13

 
FNMA GTD MTG PASS THRU CTF
8/1/2045
3.5000%
MORTGAGE BACKED SECURITIES
22

 
FNMA GTD MTG PASS THRU CTF
9/1/2045
3.5000%
MORTGAGE BACKED SECURITIES
38

 
FNMA GTD MTG PASS THRU CTF
10/1/2044
3.5000%
MORTGAGE BACKED SECURITIES
406

 
FNMA GTD MTG PASS THRU CTF
10/1/2045
3.5000%
MORTGAGE BACKED SECURITIES
574

 
FNMA GTD MTG PASS THRU CTF
10/1/2045
3.5000%
MORTGAGE BACKED SECURITIES
48

 
FNMA GTD MTG PASS THRU CTF
11/1/2045
3.5000%
MORTGAGE BACKED SECURITIES
4,979

 
FNMA GTD MTG PASS THRU CTF
11/1/2045
3.5000%
MORTGAGE BACKED SECURITIES
77

 
FNMA GTD MTG PASS THRU CTF
11/1/2045
3.5000%
MORTGAGE BACKED SECURITIES
26

 
FNMA GTD MTG PASS THRU CTF
12/1/2046
3.5000%
MORTGAGE BACKED SECURITIES
587

 
FNMA GTD MTG PASS THRU CTF
1/1/2042
4.0000%
MORTGAGE BACKED SECURITIES
67

 
FNMA GTD MTG PASS THRU CTF
1/1/2045
4.0000%
MORTGAGE BACKED SECURITIES
2,449

 
FNMA GTD MTG PASS THRU CTF
2/1/2044
4.0000%
MORTGAGE BACKED SECURITIES
588

 
FNMA GTD MTG PASS THRU CTF
3/1/2048
4.0000%
MORTGAGE BACKED SECURITIES
8,345

 
FNMA GTD MTG PASS THRU CTF
4/1/2055
4.0000%
MORTGAGE BACKED SECURITIES
1,201

 
FNMA GTD MTG PASS THRU CTF
5/1/2044
4.0000%
MORTGAGE BACKED SECURITIES
900

 
FNMA GTD MTG PASS THRU CTF
5/1/2047
4.0000%
MORTGAGE BACKED SECURITIES
675

 
FNMA GTD MTG PASS THRU CTF
6/1/2055
4.0000%
MORTGAGE BACKED SECURITIES
1,247

 
FNMA GTD MTG PASS THRU CTF
7/1/2044
4.0000%
MORTGAGE BACKED SECURITIES
950

 
FNMA GTD MTG PASS THRU CTF
7/1/2047
4.0000%
MORTGAGE BACKED SECURITIES
499

 
FNMA GTD MTG PASS THRU CTF
9/1/2055
4.0000%
MORTGAGE BACKED SECURITIES
1,733

 
FNMA GTD MTG PASS THRU CTF
10/1/2040
4.0000%
MORTGAGE BACKED SECURITIES
324

 
FNMA GTD MTG PASS THRU CTF
10/1/2043
4.0000%
MORTGAGE BACKED SECURITIES
1,670

 
FNMA GTD MTG PASS THRU CTF
11/1/2043
4.0000%
MORTGAGE BACKED SECURITIES
219

 
FNMA GTD MTG PASS THRU CTF
12/1/2044
4.0000%
MORTGAGE BACKED SECURITIES
78

 
FNMA GTD MTG PASS THRU CTF
12/1/2044
4.0000%
MORTGAGE BACKED SECURITIES
166

 
FNMA GTD MTG PASS THRU CTF
6/1/2042
4.0000%
MORTGAGE BACKED SECURITIES
547

 
FNMA GTD MTG PASS THRU CTF
6/1/2021
4.3800%
MORTGAGE BACKED SECURITIES
927

 
FNMA GTD MTG PASS THRU CTF
2/1/2041
4.5000%
MORTGAGE BACKED SECURITIES
1,455

 
FNMA GTD MTG PASS THRU CTF
2/1/2048
4.5000%
MORTGAGE BACKED SECURITIES
2,976

 
FNMA GTD MTG PASS THRU CTF
9/1/2041
4.5000%
MORTGAGE BACKED SECURITIES
188

 
FNMA GTD MTG PASS THRU CTF
10/1/2039
4.5000%
MORTGAGE BACKED SECURITIES
37

 
FNMA GTD MTG PASS THRU CTF
11/1/2039
4.5000%
MORTGAGE BACKED SECURITIES
34


S - 16

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
FNMA GTD MTG PASS THRU CTF
11/1/2039
4.5000%
MORTGAGE BACKED SECURITIES
41

 
FNMA GTD MTG PASS THRU CTF
12/1/2039
4.5000%
MORTGAGE BACKED SECURITIES
222

 
FNMA GTD MTG PASS THRU CTF
4/1/2035
5.0000%
MORTGAGE BACKED SECURITIES
45

 
FNMA GTD MTG PASS THRU CTF
5/1/2038
5.0000%
MORTGAGE BACKED SECURITIES
127

 
FNMA GTD MTG PASS THRU CTF
7/1/2040
5.0000%
MORTGAGE BACKED SECURITIES
3

 
FNMA GTD MTG PASS THRU CTF
7/1/2040
5.0000%
MORTGAGE BACKED SECURITIES
9

 
FNMA GTD MTG PASS THRU CTF
8/1/2033
5.0000%
MORTGAGE BACKED SECURITIES
1,326

 
FNMA GTD MTG PASS THRU CTF
8/1/2033
5.0000%
MORTGAGE BACKED SECURITIES
3

 
FNMA GTD MTG PASS THRU CTF
2/1/2039
5.5000%
MORTGAGE BACKED SECURITIES
4

 
FNMA GTD MTG PASS THRU CTF
3/1/2038
5.5000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
3/1/2038
5.5000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
4/1/2033
5.5000%
MORTGAGE BACKED SECURITIES
42

 
FNMA GTD MTG PASS THRU CTF
4/1/2034
5.5000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
4/1/2038
5.5000%
MORTGAGE BACKED SECURITIES
12

 
FNMA GTD MTG PASS THRU CTF
5/1/2034
5.5000%
MORTGAGE BACKED SECURITIES
5

 
FNMA GTD MTG PASS THRU CTF
6/1/2038
5.5000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
7/1/2035
5.5000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
7/1/2038
5.5000%
MORTGAGE BACKED SECURITIES
69

 
FNMA GTD MTG PASS THRU CTF
8/1/2039
5.5000%
MORTGAGE BACKED SECURITIES
63

 
FNMA GTD MTG PASS THRU CTF
12/1/2033
5.5000%
MORTGAGE BACKED SECURITIES
10

 
FNMA GTD MTG PASS THRU CTF
12/1/2035
5.5000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
3/1/2036
6.0000%
MORTGAGE BACKED SECURITIES
5

 
FNMA GTD MTG PASS THRU CTF
4/1/2036
6.0000%
MORTGAGE BACKED SECURITIES
6

 
FNMA GTD MTG PASS THRU CTF
5/1/2033
6.0000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
5/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
22

 
FNMA GTD MTG PASS THRU CTF
6/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
20

 
FNMA GTD MTG PASS THRU CTF
6/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
10

 
FNMA GTD MTG PASS THRU CTF
7/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
61

 
FNMA GTD MTG PASS THRU CTF
8/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
16

 
FNMA GTD MTG PASS THRU CTF
8/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
8

 
FNMA GTD MTG PASS THRU CTF
10/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
2

 
FNMA GTD MTG PASS THRU CTF
10/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
11

 
FNMA GTD MTG PASS THRU CTF
10/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
9

 
FNMA GTD MTG PASS THRU CTF
10/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
6

 
FNMA GTD MTG PASS THRU CTF
11/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
5

 
FNMA GTD MTG PASS THRU CTF
11/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
18

 
FNMA GTD MTG PASS THRU CTF
11/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
5

 
FNMA GTD MTG PASS THRU CTF
11/1/2038
6.0000%
MORTGAGE BACKED SECURITIES
4

 
FNMA GTD MTG PASS THRU CTF
3/1/2039
7.0000%
MORTGAGE BACKED SECURITIES
185

 
FNMA GTD MTG PASS THRU CTF
1/1/2027
7.5000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
1/1/2031
7.5000%
MORTGAGE BACKED SECURITIES
24

 
FNMA GTD MTG PASS THRU CTF
6/1/2024
7.5000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
8/1/2026
7.5000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
12/1/2025
7.5000%
MORTGAGE BACKED SECURITIES
2

 
FNMA GTD MTG PASS THRU CTF
8/1/2025
7.5000%
MORTGAGE BACKED SECURITIES
4

 
FNMA GTD MTG PASS THRU CTF
4/1/2032
8.0000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
8/1/2027
8.0000%
MORTGAGE BACKED SECURITIES
3

 
FNMA GTD MTG PASS THRU CTF
10/1/2025
8.0000%
MORTGAGE BACKED SECURITIES
2

 
FNMA GTD MTG PASS THRU CTF
12/1/2025
8.0000%
MORTGAGE BACKED SECURITIES
1

 
FNMA GTD MTG PASS THRU CTF
6/1/2027
9.0000%
MORTGAGE BACKED SECURITIES
2

 
FNMA GTD MTG PASS THRU CTF
9/1/2030
9.0000%
MORTGAGE BACKED SECURITIES
2

 
FNMA GTD MTG PASS THRU CTF
2/1/2025
9.5000%
MORTGAGE BACKED SECURITIES
2

 
FNMA GTD MTG PASS THRU CTF
5/1/2038
3.6180%
MORTGAGE BACKED SECURITIES
674

 
FNMA GTD MTG PASS THRU CTF
5/1/2042
2.4320%
MORTGAGE BACKED SECURITIES
346

 
FNMA GTD MTG PASS THRU CTF
10/1/2042
2.4330%
MORTGAGE BACKED SECURITIES
1,634

 
FNMA GTD MTG PASS THRU CTF
2/1/2042
2.6990%
MORTGAGE BACKED SECURITIES
132

 
FNMA GTD MTG PASS THRU CTF
2/1/2044
2.6780%
MORTGAGE BACKED SECURITIES
169

 
FNMA GTD MTG PASS THRU CTF
4/1/2044
2.6910%
MORTGAGE BACKED SECURITIES
381

 
FNMA GTD MTG PASS THRU CTF
9/1/2042
2.8530%
MORTGAGE BACKED SECURITIES
2,228

 
FNMA GTD MTG PASS THRU CTF
3/1/2036
3.5220%
MORTGAGE BACKED SECURITIES
397

 
FNMA GTD MTG PASS THRU CTF
2/25/2023
5.0000%
ASSET BACKED SECURITIES
16

 
FORD CR AUTO OWNER TR 2017-REV2
3/15/2029
2.3600%
ASSET BACKED SECURITIES
1,387

 
FORD CREDIT AUTO OWNER TRUST 2016-REV2
12/15/2027
2.0300%
ASSET BACKED SECURITIES
690

 
FORD CREDIT AUTO OWNER TRUST 2016-REV2
12/15/2027
2.0300%
ASSET BACKED SECURITIES
1,478

 
FORD MOTOR CO
12/8/2026
4.3460%
BOND
52

 
FORD MOTOR CREDIT CO
1/9/2018
2.1450%
BOND
325

 
FORD MOTOR CREDIT CO
6/12/2020
2.4250%
BOND
1,267

 
FORD MOTOR CREDIT CO
1/9/2022
3.2190%
BOND
503

 
FORD MOTOR CREDIT CO
3/18/2021
3.3360%
BOND
1,016

 
FORD MOTOR CREDIT CO
1/8/2026
4.3890%
BOND
210

 
FORD MOTOR CREDIT CO
1/16/2018
2.3750%
BOND
650

 
FORD MOTOR CREDIT CO
3/27/2020
2.4590%
BOND
523

 
FORD MOTOR CREDIT CO
8/2/2021
5.8750%
BOND
220

 
FORD MOTOR CREDIT CO
3/27/2020
2.4590%
BOND
359


S - 17

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
FORDF
11/15/2021
1.9500%
ASSET BACKED SECURITIES
1,393

 
FORDF
11/15/2021
1.9500%
ASSET BACKED SECURITIES
1,642

 
FORTIVE CORP
6/15/2021
2.3500%
BOND
273

 
FREDDIE MAC
5/1/2023
4.0740%
MORTGAGE BACKED SECURITIES
8

 
FREDDIE MAC
6/1/2042
2.5010%
MORTGAGE BACKED SECURITIES
593

 
FREDDIE MAC
11/1/2044
2.5520%
MORTGAGE BACKED SECURITIES
296

 
FREDDIE MAC
5/1/2045
2.5870%
MORTGAGE BACKED SECURITIES
1,529

 
FREDDIE MAC
12/1/2041
2.8090%
MORTGAGE BACKED SECURITIES
190

 
FTST
12/13/2028
5.4010%
ASSET BACKED SECURITIES
2,077

 
GAHR
12/15/2034
3.4690%
ASSET BACKED SECURITIES
164

 
GCOE
11/25/2026
2.4400%
ASSET BACKED SECURITIES
891

 
GCOE
5/25/2026
2.4900%
ASSET BACKED SECURITIES
1,890

 
GE CAP INTL FDG CO MEDIUM TERM NTS BOOK
11/15/2025
3.3730%
BOND
264

 
GENERAL ELEC CAP CORP MTN B/E
4/2/2018
1.6250%
BOND
1,199

 
GENERAL MOTORS
10/1/2027
4.2000%
BOND
31

 
GENERAL MTRS FINL CO INC
1/17/2027
4.3500%
BOND
42

 
GENERAL MTRS FINL CO INC
6/30/2022
3.1500%
BOND
290

 
GENERAL MTRS FINL CO INC
11/24/2020
3.7000%
BOND
1,837

 
GEORGIA PAC
11/1/2020
5.4000%
BOND
24

 
GEORGIA POWER CO
3/30/2027
3.2500%
BOND
20

 
GEORGIA POWER CO
3/30/2020
2.0000%
BOND
89

 
GILEAD SCIENCES INC
4/1/2024
3.7000%
BOND
68

 
GILEAD SCIENCES INC
4/1/2019
2.0500%
BOND
700

 
GLENCORE
10/27/2022
3.0000%
BOND
198

 
GNMA II
1/1/2048
3.5000%
MORTGAGE BACKED SECURITIES
(2,379
)
 
GNMA II
8/20/2031
8.0000%
MORTGAGE BACKED SECURITIES
2

 
GNMA II
2/20/2026
3.3750%
MORTGAGE BACKED SECURITIES
2

 
GNMA II
11/20/2023
3.1250%
MORTGAGE BACKED SECURITIES
4

 
GNMA II
3/20/2031
8.0000%
MORTGAGE BACKED SECURITIES
5

 
GNMA II
5/20/2041
5.0000%
MORTGAGE BACKED SECURITIES
8

 
GNMA II
4/20/2026
2.6250%
MORTGAGE BACKED SECURITIES
8

 
GNMA II
5/20/2041
4.5000%
MORTGAGE BACKED SECURITIES
30

 
GNMA II
4/20/2041
5.0000%
MORTGAGE BACKED SECURITIES
44

 
GNMA II
7/20/2041
5.0000%
MORTGAGE BACKED SECURITIES
65

 
GNMA II
6/20/2041
5.0000%
MORTGAGE BACKED SECURITIES
122

 
GNMA II
10/20/2044
4.0000%
MORTGAGE BACKED SECURITIES
164

 
GNMA II
3/20/2044
4.0000%
MORTGAGE BACKED SECURITIES
234

 
GNMA II
10/20/2039
5.0000%
MORTGAGE BACKED SECURITIES
299

 
GNMA II
10/20/2043
4.0000%
MORTGAGE BACKED SECURITIES
402

 
GNMA II
1/20/2046
4.0000%
MORTGAGE BACKED SECURITIES
489

 
GNMA II
2/20/2041
4.5000%
MORTGAGE BACKED SECURITIES
795

 
GNMA II
10/20/2043
4.0000%
MORTGAGE BACKED SECURITIES
1,341

 
GNMA II
1/20/2044
4.0000%
MORTGAGE BACKED SECURITIES
1,354

 
GNMA II
6/20/2045
4.0000%
MORTGAGE BACKED SECURITIES
1,499

 
GNMA II
1/20/2046
4.0000%
MORTGAGE BACKED SECURITIES
1,544

 
GNMA II
9/20/2045
4.0000%
MORTGAGE BACKED SECURITIES
1,611

 
GNMA II
6/20/2043
3.5000%
MORTGAGE BACKED SECURITIES
1,743

 
GNMA II
2/1/2048
3.5000%
MORTGAGE BACKED SECURITIES
2,376

 
GNMA II
1/1/2047
3.5000%
MORTGAGE BACKED SECURITIES
2,379

 
GNMA II
3/20/2047
3.5000%
MORTGAGE BACKED SECURITIES
2,508

 
GNMA II
7/20/2045
4.0000%
MORTGAGE BACKED SECURITIES
2,562

 
GOLDEN CR CARD TR
4/15/2022
1.9800%
ASSET BACKED SECURITIES
348

 
GOLDEN CR CARD TR
9/15/2021
1.6000%
ASSET BACKED SECURITIES
594

 
GOLDEN CR CARD TR
9/15/2021
1.6000%
ASSET BACKED SECURITIES
1,187

 
GOLDMAN SACHS GROUP INC
7/19/2018
2.9000%
BOND
25

 
GOLDMAN SACHS GROUP INC
1/31/2019
2.6250%
BOND
64

 
GOLDMAN SACHS GROUP INC
10/31/2022
3.1388%
BOND
290

 
GOLDMAN SACHS GROUP INC
4/23/2020
3.5216%
BOND
305

 
GOLDMAN SACHS GROUP INC
7/24/2023
2.9050%
BOND
417

 
GOLDMAN SACHS GROUP INC
10/23/2019
2.5500%
BOND
453

 
GOLDMAN SACHS GROUP INC
1/22/2018
2.3750%
BOND
455

 
GOLDMAN SACHS GROUP INC
4/30/2018
2.9669%
BOND
491

 
GOLDMAN SACHS GROUP INC
1/22/2018
2.3750%
BOND
660

 
GOLDMAN SACHS GROUP INC
7/27/2021
5.2500%
BOND
759

 
GOLDMAN SACHS GROUP INC
10/31/2022
2.8760%
BOND
798

 
GOLDMAN SACHS GROUP INC
6/5/2023
2.9080%
BOND
844

 
GOLDMAN SACHS GROUP INC
4/1/2018
6.1500%
BOND
947

 
GOLDMAN SACHS GROUP INC
7/19/2018
2.9000%
BOND
1,125

 
GOLDMAN SACHS GROUP INC
4/25/2021
2.6250%
BOND
1,149

 
GOLDMAN SACHS GROUP INC
1/24/2022
5.7500%
BOND
1,220

 
GOLDMAN SACHS GROUP INC
11/15/2021
3.5125%
BOND
1,427

 
GOVERNMENT NAT MTG AS REMIC PT
6/16/2031
2.4851%
ASSET BACKED SECURITIES
21

 
GOVERNMENT NAT MTG AS REMIC PT
3/16/2032
2.4851%
ASSET BACKED SECURITIES
38

 
GOVERNMENT NAT MTG AS REMIC PT
7/20/2041
2.4838%
ASSET BACKED SECURITIES
212


S - 18

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
GOVERNMENT NATL MORTGAGE ASSOC
8/15/2023
7.5000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
11/15/2022
7.5000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
7/15/2026
8.0000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
10/15/2024
8.5000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
10/15/2027
9.0000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
12/15/2021
9.0000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
11/15/2029
7.5000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
5/15/2028
7.5000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
3/15/2023
8.0000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
7/15/2025
9.0000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
1/15/2026
7.5000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
6/15/2025
8.0000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
8/15/2025
7.5000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
1/15/2031
8.0000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
4/15/2028
8.0000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
9/15/2026
8.0000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
8/15/2025
7.5000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
11/15/2023
7.5000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
8/15/2026
8.0000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
1/15/2027
7.5000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
5/15/2023
8.5000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
10/15/2029
7.5000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
6/15/2018
5.0000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
3/15/2024
8.0000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
8/15/2026
8.0000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
8/15/2022
8.0000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
12/15/2022
8.5000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
10/15/2027
7.5000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
9/15/2024
8.5000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
6/15/2030
8.0000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
5/15/2023
7.5000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
1/15/2021
10.0000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
10/15/2024
9.0000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
4/15/2025
8.5000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
7/15/2027
8.5000%
MORTGAGE BACKED SECURITIES
1

 
GOVERNMENT NATL MORTGAGE ASSOC
10/15/2029
8.0000%
MORTGAGE BACKED SECURITIES
2

 
GOVERNMENT NATL MORTGAGE ASSOC
8/15/2024
8.5000%
MORTGAGE BACKED SECURITIES
2

 
GOVERNMENT NATL MORTGAGE ASSOC
2/15/2024
7.5000%
MORTGAGE BACKED SECURITIES
2

 
GOVERNMENT NATL MORTGAGE ASSOC
12/15/2024
9.5000%
MORTGAGE BACKED SECURITIES
2

 
GOVERNMENT NATL MORTGAGE ASSOC
12/15/2023
8.0000%
MORTGAGE BACKED SECURITIES
2

 
GOVERNMENT NATL MORTGAGE ASSOC
7/15/2023
7.5000%
MORTGAGE BACKED SECURITIES
2

 
GOVERNMENT NATL MORTGAGE ASSOC
12/15/2027
8.0000%
MORTGAGE BACKED SECURITIES
2

 
GOVERNMENT NATL MORTGAGE ASSOC
9/15/2026
8.5000%
MORTGAGE BACKED SECURITIES
2

 
GOVERNMENT NATL MORTGAGE ASSOC
1/15/2026
7.5000%
MORTGAGE BACKED SECURITIES
2

 
GOVERNMENT NATL MORTGAGE ASSOC
10/15/2027
7.5000%
MORTGAGE BACKED SECURITIES
2

 
GOVERNMENT NATL MORTGAGE ASSOC
11/15/2025
8.0000%
MORTGAGE BACKED SECURITIES
2

 
GOVERNMENT NATL MORTGAGE ASSOC
6/15/2039
4.5000%
MORTGAGE BACKED SECURITIES
3

 
GOVERNMENT NATL MORTGAGE ASSOC
3/15/2025
9.0000%
MORTGAGE BACKED SECURITIES
3

 
GOVERNMENT NATL MORTGAGE ASSOC
6/15/2027
7.5000%
MORTGAGE BACKED SECURITIES
3

 
GOVERNMENT NATL MORTGAGE ASSOC
6/15/2026
7.5000%
MORTGAGE BACKED SECURITIES
3

 
GOVERNMENT NATL MORTGAGE ASSOC
6/15/2030
8.0000%
MORTGAGE BACKED SECURITIES
3

 
GOVERNMENT NATL MORTGAGE ASSOC
5/15/2041
5.0000%
MORTGAGE BACKED SECURITIES
4

 
GOVERNMENT NATL MORTGAGE ASSOC
6/15/2040
4.5000%
MORTGAGE BACKED SECURITIES
4

 
GOVERNMENT NATL MORTGAGE ASSOC
9/15/2026
8.0000%
MORTGAGE BACKED SECURITIES
4

 
GOVERNMENT NATL MORTGAGE ASSOC
6/15/2031
7.0000%
MORTGAGE BACKED SECURITIES
5

 
GOVERNMENT NATL MORTGAGE ASSOC
3/15/2025
8.5000%
MORTGAGE BACKED SECURITIES
5

 
GOVERNMENT NATL MORTGAGE ASSOC
10/15/2025
7.5000%
MORTGAGE BACKED SECURITIES
5

 
GOVERNMENT NATL MORTGAGE ASSOC
6/15/2040
4.5000%
MORTGAGE BACKED SECURITIES
6

 
GOVERNMENT NATL MORTGAGE ASSOC
8/15/2033
4.5000%
MORTGAGE BACKED SECURITIES
6

 
GOVERNMENT NATL MORTGAGE ASSOC
2/15/2029
6.0000%
MORTGAGE BACKED SECURITIES
7

 
GOVERNMENT NATL MORTGAGE ASSOC
6/15/2030
7.5000%
MORTGAGE BACKED SECURITIES
8

 
GOVERNMENT NATL MORTGAGE ASSOC
3/15/2039
4.5000%
MORTGAGE BACKED SECURITIES
10

 
GOVERNMENT NATL MORTGAGE ASSOC
4/15/2039
4.5000%
MORTGAGE BACKED SECURITIES
10

 
GOVERNMENT NATL MORTGAGE ASSOC
5/15/2040
4.5000%
MORTGAGE BACKED SECURITIES
10

 
GOVERNMENT NATL MORTGAGE ASSOC
7/15/2040
4.5000%
MORTGAGE BACKED SECURITIES
10

 
GOVERNMENT NATL MORTGAGE ASSOC
5/15/2040
4.5000%
MORTGAGE BACKED SECURITIES
11

 
GOVERNMENT NATL MORTGAGE ASSOC
7/15/2039
4.5000%
MORTGAGE BACKED SECURITIES
11

 
GOVERNMENT NATL MORTGAGE ASSOC
6/15/2039
4.5000%
MORTGAGE BACKED SECURITIES
11

 
GOVERNMENT NATL MORTGAGE ASSOC
4/15/2040
4.5000%
MORTGAGE BACKED SECURITIES
12

 
GOVERNMENT NATL MORTGAGE ASSOC
5/15/2040
4.5000%
MORTGAGE BACKED SECURITIES
12

 
GOVERNMENT NATL MORTGAGE ASSOC
9/15/2040
5.0000%
MORTGAGE BACKED SECURITIES
17

 
GOVERNMENT NATL MORTGAGE ASSOC
6/15/2040
4.5000%
MORTGAGE BACKED SECURITIES
17

 
GOVERNMENT NATL MORTGAGE ASSOC
1/15/2045
3.0000%
MORTGAGE BACKED SECURITIES
19

 
GOVERNMENT NATL MORTGAGE ASSOC
9/15/2043
3.0000%
MORTGAGE BACKED SECURITIES
19


S - 19

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
GOVERNMENT NATL MORTGAGE ASSOC
11/15/2033
5.5000%
MORTGAGE BACKED SECURITIES
29

 
GOVERNMENT NATL MORTGAGE ASSOC
1/15/2039
5.5000%
MORTGAGE BACKED SECURITIES
42

 
GOVERNMENT NATL MORTGAGE ASSOC
11/15/2038
6.5000%
MORTGAGE BACKED SECURITIES
48

 
GOVERNMENT NATL MORTGAGE ASSOC
10/15/2038
6.5000%
MORTGAGE BACKED SECURITIES
53

 
GOVERNMENT NATL MORTGAGE ASSOC
5/15/2041
5.0000%
MORTGAGE BACKED SECURITIES
54

 
GOVERNMENT NATL MORTGAGE ASSOC
9/15/2040
4.5000%
MORTGAGE BACKED SECURITIES
55

 
GOVERNMENT NATL MORTGAGE ASSOC
5/15/2038
6.5000%
MORTGAGE BACKED SECURITIES
56

 
GOVERNMENT NATL MORTGAGE ASSOC
8/15/2038
6.5000%
MORTGAGE BACKED SECURITIES
67

 
GOVERNMENT NATL MORTGAGE ASSOC
10/15/2038
6.5000%
MORTGAGE BACKED SECURITIES
73

 
GOVERNMENT NATL MORTGAGE ASSOC
9/15/2037
6.5000%
MORTGAGE BACKED SECURITIES
105

 
GOVERNMENT NATL MORTGAGE ASSOC
4/15/2040
5.0000%
MORTGAGE BACKED SECURITIES
113

 
GOVERNMENT NATL MORTGAGE ASSOC
12/20/2040
5.5000%
MORTGAGE BACKED SECURITIES
130

 
GOVERNMENT NATL MORTGAGE ASSOC
1/15/2043
3.0000%
MORTGAGE BACKED SECURITIES
184

 
GOVERNMENT NATL MORTGAGE ASSOC
4/15/2040
5.0000%
MORTGAGE BACKED SECURITIES
262

 
GOVERNMENT NATL MORTGAGE ASSOC
6/15/2039
4.5000%
MORTGAGE BACKED SECURITIES
270

 
GOVERNMENT NATL MORTGAGE ASSOC
9/15/2040
4.5000%
MORTGAGE BACKED SECURITIES
597

 
GOVERNMENT NATL MORTGAGE ASSOC
3/15/2045
3.0000%
MORTGAGE BACKED SECURITIES
891

 
GOVERNMENT NATL MORTGAGE ASSOC
7/15/2045
3.0000%
MORTGAGE BACKED SECURITIES
1,367

 
GOVERNMENT NATL MORTGAGE ASSOC
1/15/2045
3.0000%
MORTGAGE BACKED SECURITIES
1,570

 
GOVERNMENT NATL MORTGAGE ASSOC
1/15/2045
3.0000%
MORTGAGE BACKED SECURITIES
2,098

 
GSMS
6/10/2046
2.8600%
ASSET BACKED SECURITIES
266

 
GSMS
11/10/2045
2.7730%
ASSET BACKED SECURITIES
885

 
GSMS
1/10/2045
3.4820%
ASSET BACKED SECURITIES
974

 
GSMS
6/10/2047
2.9030%
ASSET BACKED SECURITIES
1,511

 
GSMS
4/10/2047
3.6800%
ASSET BACKED SECURITIES
2,180

 
HARLEY DAVID 3ML+50 05/20 144A
2/26/2020
2.1500%
BOND
372

 
HARRIS CORP
4/27/2020
2.7000%
BOND
40

 
HARRIS CORP
4/27/2018
1.9990%
BOND
260

 
HARTFORD FINL SVCS GROUP INC
4/15/2022
5.1250%
BOND
27

 
HCP INC
2/1/2019
3.7500%
BOND
506

 
HEF
2/25/2030
2.0836%
ASSET BACKED SECURITIES
22

 
HEF
2/25/2030
2.0836%
ASSET BACKED SECURITIES
22

 
HEINZ (H.J.) CO
6/1/2026
3.0000%
BOND
53

 
HEINZ (H.J.) CO
7/2/2020
2.8000%
BOND
1,453

 
HEINZ (H.J.) CO
8/10/2022
3.1725%
BOND
2,622

 
HERTZ
3/25/2020
2.3200%
ASSET BACKED SECURITIES
399

 
HEWLETT PACKARD ENTERPRISE CO
10/5/2018
2.8500%
BOND
206

 
HEWLETT PACKARD ENTERPRISE CO
10/5/2018
2.8500%
BOND
241

 
HEWLETT PACKARD ENTERPRISE CO
10/4/2019
2.1000%
BOND
492

 
HOME DEPOT INC
4/1/2021
2.0000%
BOND
693

 
HONEYWELL INTL INC
11/1/2021
1.8500%
BOND
540

 
HSBC HOLDINGS PLC
3/13/2023
3.2620%
BOND
329

 
HSBC HOLDINGS PLC
3/8/2026
4.3000%
BOND
2,338

 
HSBC USA INC NEW
3/5/2018
1.7000%
BOND
480

 
HSBC USA INC NEW
11/13/2019
2.3750%
BOND
596

 
HSBC USA INC NEW
3/5/2020
2.3500%
BOND
710

 
HSBC USA INC NEW
9/24/2018
2.6250%
BOND
803

 
HUMANA INC
3/15/2027
3.9500%
BOND
31

 
HUMANA INC
12/15/2022
2.9000%
BOND
474

 
HUNGARY REPUBLIC OF
3/29/2021
6.3750%
FOREIGN BOND
111

 
HUNTINGTON
12/1/2027
3.4830%
BOND
175

 
HUNTINGTON BANCSHARES INC
8/2/2018
2.6000%
BOND
612

 
HUSKY ENERGY INC
6/15/2019
6.1500%
BOND
341

 
HYUNDAI
4/3/2020
2.5500%
BOND
40

 
HYUNDAI
10/30/2018
2.4000%
BOND
110

 
HYUNDAI
9/27/2019
1.7500%
BOND
137

 
HYUNDAI
10/30/2020
3.0000%
BOND
266

 
HYUNDAI CAP AMER
8/9/2018
2.8750%
BOND
351

 
ICG US CLO 2017-2 LTD / ICG US CLO 2017-
10/23/2029
2.5972%
ASSET BACKED SECURITIES
503

 
IMPERIAL TOBACCO FINANCE
2/11/2023
3.5000%
BOND
1,119

 
ING BANK N.V.
11/21/2023
4.1250%
BOND
555

 
ING BK N V COVERED BK BD PROGRAM BOOK EN
12/5/2022
2.6250%
BOND
1,501

 
ING BK NV
3/16/2020
2.4500%
BOND
950

 
ING GROEP NV
3/29/2022
3.1500%
BOND
405

 
INGSLL-RAND
1/15/2019
2.8750%
BOND
80

 
INTEL CORP
7/29/2020
2.4500%
BOND
1,137

 
INTER AMERICAN DEV BANK
2/27/2018
1.0000%
BOND
699

 
INTERCONTINENTAL EXCHANGE INC
12/1/2025
3.7500%
BOND
53

 
INTERCONTINENTAL EXCHANGE INC
9/15/2022
2.3500%
BOND
4,367

 
INTERNATIONAL BK RECON & DEVEL
9/4/2020
1.6250%
BOND
2,794

 
INTERNATIONAL BK RECON & DEVEL
9/4/2020
1.6250%
BOND
3,722

 
INTESA SANPAOLO SPA
7/14/2022
3.1250%
BOND
199

 
INVISTA FIN
10/15/2019
4.2500%
BOND
253

 
ITC HLDGS CORP
11/15/2022
2.7000%
BOND
55


S - 20

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
ITC HLDGS CORP
11/15/2022
2.7000%
BOND
349

 
J P MORGAN CHASE COML MTG SECS TR 2013-I
1/15/2033
3.3469%
ASSET BACKED SECURITIES
772

 
J P MORGAN CHASE COML MTG SECS TR 2016-A
10/15/2034
3.5733%
ASSET BACKED SECURITIES
1,302

 
J P MORGAN CHASE COML MTG SECS TR 2016-W
10/15/2033
3.5233%
ASSET BACKED SECURITIES
1,203

 
JAPAN BANK INTL COOPERATION
7/21/2021
1.5000%
BOND
193

 
JAPAN BANK INTL COOPERATION
6/1/2020
2.1250%
BOND
199

 
JAPAN BANK INTL COOPERATION
11/16/2020
2.1250%
BOND
793

 
JAPAN FIN ORGANIZATION FR MUN
9/8/2020
2.0000%
BOND
395

 
JAPAN FIN ORGANIZATION FR MUN
4/20/2022
2.6250%
BOND
398

 
JOHNSON & JOHNSON
3/3/2027
2.9500%
BOND
15

 
JP MORGAN CHASE & CO
12/1/2027
3.6250%
BOND
55

 
JP MORGAN CHASE & CO
4/25/2023
2.7760%
BOND
92

 
JP MORGAN CHASE & CO
7/15/2025
3.9000%
BOND
115

 
JP MORGAN CHASE & CO
6/23/2020
2.7500%
BOND
126

 
JP MORGAN CHASE & CO
10/24/2023
3.5892%
BOND
128

 
JP MORGAN CHASE & CO
1/25/2018
1.8000%
BOND
129

 
JP MORGAN CHASE & CO
5/18/2023
2.7000%
BOND
139

 
JP MORGAN CHASE & CO
1/15/2018
6.0000%
BOND
217

 
JP MORGAN CHASE & CO
4/25/2023
2.7760%
BOND
230

 
JP MORGAN CHASE & CO
1/15/2023
2.9720%
BOND
238

 
JP MORGAN CHASE & CO
2/1/2028
3.7820%
BOND
363

 
JP MORGAN CHASE & CO
1/15/2018
6.0000%
BOND
431

 
JP MORGAN CHASE & CO
1/25/2018
2.2674%
BOND
475

 
JP MORGAN CHASE & CO
2/1/2028
3.7820%
BOND
492

 
JP MORGAN CHASE & CO
10/22/2019
2.2000%
BOND
509

 
JP MORGAN CHASE & CO
6/7/2021
2.4000%
BOND
995

 
JP MORGAN CHASE & CO
3/1/2021
2.5500%
BOND
1,080

 
JP MORGAN CHASE & CO
1/24/2022
4.5000%
BOND
1,177

 
JP MORGAN CHASE & CO
4/23/2019
6.3000%
BOND
1,253

 
JP MORGAN CHASE & CO
6/1/2021
2.9803%
BOND
1,936

 
JP MORGAN CHASE & CO
3/9/2021
2.8771%
BOND
3,709

 
JP MORGAN CHASE&CO MED TER NTS
3/1/2018
1.7000%
BOND
430

 
JP MORGAN CHASE&CO MED TER NTS
8/15/2021
2.2950%
BOND
2,329

 
JPM T
12/15/2046
3.0700%
ASSET BACKED SECURITIES
1,314

 
JPMBB
2/15/2047
2.8785%
ASSET BACKED SECURITIES
969

 
JPMBB
1/15/2047
3.0032%
ASSET BACKED SECURITIES
1,167

 
JPMBB
10/15/2048
2.7733%
ASSET BACKED SECURITIES
2,014

 
JPMBB
11/15/2047
3.5033%
ASSET BACKED SECURITIES
2,032

 
JPMCC
4/15/2046
2.6942%
ASSET BACKED SECURITIES
705

 
JPMCC 2015-JP1 A2
1/15/2049
3.9140%
ASSET BACKED SECURITIES
185

 
JPMDB COML MTG SECS TR 2017-C7
10/15/2050
3.0477%
ASSET BACKED SECURITIES
1,393

 
JUNIPER NETWORKS INC
6/15/2025
4.3500%
BOND
15

 
KEYBANK NATL ASSN CLEVELAND OH MTN BE
2/1/2018
1.6500%
BOND
590

 
KEYCORP MEDIUM TERM NOTES
9/15/2020
2.9000%
BOND
101

 
KILROY RLTY
10/1/2025
4.3750%
BOND
131

 
KILROY RLTY
6/1/2020
6.6250%
BOND
245

 
KIMBERLY-CLARK CORP
3/1/2020
1.8500%
BOND
248

 
KINDER MORGAN ENERGY PRTNRS LP
2/1/2024
4.1500%
BOND
78

 
KINDER MORGAN ENERGY PRTNRS LP
9/1/2023
3.5000%
BOND
95

 
KINDER MORGAN ENERGY PRTNRS LP
2/1/2019
2.6500%
BOND
100

 
KINDER MORGAN ENERGY PRTNRS LP
2/15/2018
5.9500%
BOND
136

 
KINDER MORGAN INC DEL
12/1/2019
3.0500%
BOND
50

 
KKR CLO 11 LTD
1/15/2031
3.5277%
ASSET BACKED SECURITIES
500

 
KKR CLO 20 LTD / KKR CLO 20 LLC
1/16/2031
3.0751%
ASSET BACKED SECURITIES
1,000

 
KLA TENCOR CORP
11/1/2024
4.6500%
BOND
2

 
KOREA REPUBLIC OF
4/16/2019
7.1250%
FOREIGN BOND
106

 
KRAFT FOODS
8/23/2018
6.1250%
BOND
18

 
KRAFT FOODS
2/10/2020
5.3750%
BOND
74

 
KREDITANSTALT FUR WIEDERAUFB
2/6/2019
1.5000%
BOND
470

 
KREDITANSTALT FUR WIEDERAUFB
2/6/2019
1.5000%
BOND
627

 
KREDITANSTALT FUR WIEDERAUFB
4/20/2020
1.5000%
BOND
809

 
KREDITANSTALT FUR WIEDERAUFB
8/6/2018
1.1250%
BOND
1,334

 
KREDITANSTALT FUR WIEDERAUFB
9/9/2019
1.5000%
BOND
2,974

 
KREDITANSTALT FUR WIEDERAUFB
12/15/2020
1.8750%
BOND
3,659

 
KUWAIT, SHEIKDOM OF
3/20/2022
2.7500%
FOREIGN BOND
438

 
KVK CLO 2014-2 LTD / KVK CLO 2014-2 LLC
7/15/2026
3.5277%
ASSET BACKED SECURITIES
352

 
LAM RESEARCH CORP
6/15/2021
2.8000%
BOND
19

 
LAM RESEARCH CORP
3/15/2025
3.8000%
BOND
94

 
LCCM 2017-LC26 MTG TR
7/12/2050
3.1280%
ASSET BACKED SECURITIES
1,477

 
LEAR CORP
9/15/2027
3.8000%
BOND
55

 
LIGHT TOWER RENTALS INC
7/15/2049
3.0190%
ASSET BACKED SECURITIES
1,203

 
LINCOLN NATIONAL CORP IND
2/15/2020
6.2500%
BOND
754

 
LLOYDS TSB GROUP PLC
11/7/2023
2.9070%
BOND
198

 
LLOYDS TSB GROUP PLC
7/6/2021
3.1000%
BOND
909


S - 21

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
LOCKHEED MARTIN CORP
9/15/2021
3.3500%
BOND
72

 
LOCKHEED MARTIN CORP
1/15/2026
3.5500%
BOND
73

 
LOEWS CORP
5/15/2023
2.6250%
BOND
386

 
LSTAR SECS INVT LTD 2017-3 / LSTAR SECS
4/1/2022
3.8869%
ASSET BACKED SECURITIES
464

 
LSTAR SECS INVT LTD 2017-4 / LSTAR SECS
5/1/2022
3.8869%
ASSET BACKED SECURITIES
1,314

 
LSTAR SECS INVT LTD 2017-5 / LSTAR SECS
5/1/2022
3.9825%
ASSET BACKED SECURITIES
1,170

 
LSTAR SECS INVT LTD 2017-6 / LLC
9/1/2022
3.7325%
ASSET BACKED SECURITIES
347

 
LSTAR SECS INVT LTD 2017-8 / LSTAR SECS
11/1/2022
3.6325%
ASSET BACKED SECURITIES
493

 
LYB INTL FIN
7/15/2023
4.0000%
BOND
105

 
LYONDELLBASELL INDS NV
11/15/2021
6.0000%
BOND
222

 
LYONDELLBASELL INDS NV
4/15/2019
5.0000%
BOND
719

 
MAGNE
1/18/2027
3.4751%
ASSET BACKED SECURITIES
300

 
MANU&TRD NT PRG
1/30/2019
2.3000%
BOND
901

 
MANU&TRD NT PRG
3/7/2018
1.4500%
BOND
1,224

 
MARM
10/25/2032
4.0381%
ASSET BACKED SECURITIES
30

 
MARSH & MCLENNAN COS INC
1/30/2022
2.7500%
BOND
10

 
MARSH & MCLENNAN COS INC
3/10/2025
3.5000%
BOND
72

 
MARSH & MCLENNAN COS INC
3/14/2026
3.7500%
BOND
76

 
MCDONALDS CORP
12/9/2020
2.7500%
BOND
25

 
MEAD JOHNSON
11/15/2020
3.0000%
BOND
178

 
MEDTRONIC INC
3/15/2022
3.1500%
BOND
410

 
MERCK & CO INC NEW
2/10/2020
1.8500%
BOND
1,342

 
MERRILL LYNCH & CO INC MTN BE
4/25/2018
6.8750%
BOND
60

 
MICHAEL KORS USA INC
11/1/2024
4.0000%
BOND
20

 
MICROSOFT
2/6/2027
3.3000%
BOND
124

 
MICROSOFT
8/8/2026
2.4000%
BOND
174

 
MICROSOFT
2/6/2020
1.8500%
BOND
424

 
MILL CITY MTG LN TR 2017-3
1/25/2061
2.7500%
ASSET BACKED SECURITIES
860

 
MITSUBISHI UFJ FIN GRP INC
2/22/2022
2.9980%
BOND
55

 
MITSUBISHI UFJ FIN GRP INC
7/25/2022
2.6650%
BOND
129

 
MITSUBISHI UFJ FIN GRP INC
3/1/2021
2.9500%
BOND
656

 
MITSUBISHI UFJ FIN GRP INC
3/1/2021
2.9500%
BOND
948

 
MIZUHO BANK LTD
3/21/2018
1.8500%
BOND
375

 
MIZUHO FINL GROUP INC
9/11/2022
2.6010%
BOND
197

 
MIZUHO FINL GROUP INC
2/28/2022
2.9530%
BOND
205

 
MIZUHO FINL GROUP INC
4/12/2021
2.6320%
BOND
249

 
MIZUHO FINL GROUP INC
9/11/2022
2.6010%
BOND
492

 
MIZUHO FINL GROUP INC
9/13/2021
2.2730%
BOND
1,472

 
MOLSON COORS BREWING CO
3/15/2020
2.2500%
BOND
30

 
MOLSON COORS BREWING CO
3/15/2019
1.9000%
BOND
45

 
MONSANTO CO NEW
7/15/2024
3.3750%
BOND
29

 
MOODYS CORP
12/15/2021
2.7500%
BOND
601

 
MORGAN STAN DEAN WITTER & CO
7/23/2025
4.0000%
BOND
26

 
MORGAN STAN DEAN WITTER & CO
2/25/2023
3.7500%
BOND
62

 
MORGAN STAN DEAN WITTER & CO
12/7/2018
2.2000%
BOND
120

 
MORGAN STAN DEAN WITTER & CO
11/17/2021
2.6250%
BOND
129

 
MORGAN STAN DEAN WITTER & CO
4/25/2018
2.1250%
BOND
132

 
MORGAN STAN DEAN WITTER & CO
1/24/2019
2.5000%
BOND
140

 
MORGAN STAN DEAN WITTER & CO
10/24/2023
3.7592%
BOND
231

 
MORGAN STAN DEAN WITTER & CO
4/1/2018
6.6250%
BOND
445

 
MORGAN STAN DEAN WITTER & CO
1/5/2018
1.8750%
BOND
534

 
MORGAN STAN DEAN WITTER & CO
1/27/2020
2.6500%
BOND
578

 
MORGAN STAN DEAN WITTER & CO
10/23/2024
3.7000%
BOND
620

 
MORGAN STAN DEAN WITTER & CO
1/27/2020
3.5056%
BOND
710

 
MORGAN STAN DEAN WITTER & CO
4/29/2024
3.8750%
BOND
731

 
MORGAN STAN DEAN WITTER & CO
1/27/2020
2.6500%
BOND
753

 
MORGAN STAN DEAN WITTER & CO
6/16/2020
2.8000%
BOND
817

 
MORGAN STAN DEAN WITTER & CO
5/19/2022
2.7500%
BOND
996

 
MORGAN STAN DEAN WITTER & CO
1/20/2022
3.5387%
BOND
1,017

 
MORGAN STAN DEAN WITTER & CO
1/26/2020
5.5000%
BOND
1,033

 
MORGAN STAN DEAN WITTER & CO
1/20/2022
3.5387%
BOND
1,118

 
MORGAN STAN DEAN WITTER & CO
7/28/2021
5.5000%
BOND
1,422

 
MORGAN STAN DEAN WITTER & CO
4/1/2018
6.6250%
BOND
2,775

 
MORGAN STANLEY BK AMER MERRILL LYNCH TR
5/15/2050
3.2950%
ASSET BACKED SECURITIES
1,507

 
MOTEL 6 TR 2017-MTL6
8/15/2034
2.9933%
ASSET BACKED SECURITIES
1,392

 
MOTOROLA INC
9/1/2024
4.0000%
BOND
21

 
MOTOROLA INC
9/1/2021
3.5000%
BOND
51

 
MOUNT V
10/12/2030
2.9591%
ASSET BACKED SECURITIES
500

 
MPLX LP
3/1/2027
4.1250%
BOND
143

 
MSAC
1/25/2035
2.7197%
ASSET BACKED SECURITIES
1,226

 
MSAC
3/25/2034
2.6971%
ASSET BACKED SECURITIES
1,253

 
MSBAM
5/15/2048
3.7320%
ASSET BACKED SECURITIES
398

 
MSBAM
2/15/2048
3.2490%
ASSET BACKED SECURITIES
487

 
MSBAM
2/15/2046
2.6550%
ASSET BACKED SECURITIES
887


S - 22

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
MSC
8/11/2033
3.4690%
ASSET BACKED SECURITIES
773

 
MYLAN LABORATORIES INC
1/15/2023
3.1250%
BOND
10

 
MYLAN NV
6/15/2026
3.9500%
BOND
176

 
MYLAN NV
6/15/2021
3.1500%
BOND
377

 
MYLAN NV
6/15/2021
3.1500%
BOND
518

 
NABORS INDUSTRIES INC
2/15/2018
6.1500%
BOND
650

 
NATIONAL AUSTRALIA BK LTD/NY
5/22/2020
2.1250%
BOND
248

 
NATIONAL RURAL UTL COOP FIN
2/7/2024
2.9500%
BOND
705

 
NAVIENT
3/27/2023
2.2071%
ASSET BACKED SECURITIES
396

 
NAVIENT
8/27/2029
2.3797%
ASSET BACKED SECURITIES
1,048

 
NAVIENT STUDENT LN TR 2016-7
3/25/2066
3.0471%
ASSET BACKED SECURITIES
859

 
NAVIENT STUDENT LN TR 2017-4
9/27/2066
2.4597%
ASSET BACKED SECURITIES
501

 
NAVIENT STUDENT LOAN TRUST 2016-5
6/25/2065
3.2097%
ASSET BACKED SECURITIES
1,881

 
NAVIENT STUDENT LOAN TRUST 2017-5
7/26/2066
2.7597%
ASSET BACKED SECURITIES
1,997

 
NBC UNVL INC
4/30/2020
5.1500%
BOND
21

 
NBCUNIVERSAL ENTERPRISE INC
4/1/2021
2.7080%
BOND
130

 
NBCUNIVERSAL ENTERPRISE INC
4/15/2018
1.6620%
BOND
330

 
NELNET
6/22/2026
1.7879%
ASSET BACKED SECURITIES
73

 
NELNET
6/22/2026
1.7879%
ASSET BACKED SECURITIES
78

 
NELNET STUDENT LOAN TRUST 2013-5
1/25/2037
2.5271%
ASSET BACKED SECURITIES
364

 
NEUBERGER BERMAN CLO XVI-S LTD
1/15/2028
3.1977%
ASSET BACKED SECURITIES
1,000

 
NEWELL RUBBERMAID INC
4/1/2021
3.1500%
BOND
440

 
NEXTERA ENGY
5/1/2027
3.5500%
BOND
61

 
NEXTERA ENGY
4/1/2019
2.3000%
BOND
834

 
NGN
10/7/2020
2.3471%
ASSET BACKED SECURITIES
470

 
NGN
11/5/2020
2.4945%
ASSET BACKED SECURITIES
1,068

 
NISOURCE FIN CORP
5/15/2027
3.4900%
BOND
122

 
NISOURCE FIN CORP
11/17/2022
2.6500%
BOND
198

 
NMOTR
6/15/2021
1.5400%
ASSET BACKED SECURITIES
496

 
NOMURA HOLDINGS INC
3/19/2019
2.7500%
BOND
60

 
NOMURA HOLDINGS INC
3/19/2019
2.7500%
BOND
363

 
NORDIC INVT BK
4/28/2030
2.4590%
MUNICIPAL BOND
1,360

 
NORDIC INVT BK
11/20/2020
1.6250%
BOND
2,760

 
NORFOLK SOUTHERN CORP
6/15/2026
2.9000%
BOND
11

 
NORTHEAST UTILITIES
10/1/2024
2.9000%
BOND
64

 
NORTHERN STATES POWER CO (MN)
8/15/2020
2.2000%
BOND
425

 
NORTHROP GRUMMAN CORP
1/15/2025
2.9300%
BOND
35

 
NORTHROP GRUMMAN CORP
1/15/2028
3.2500%
BOND
65

 
NORTHROP GRUMMAN CORP
8/1/2023
3.2500%
BOND
71

 
NORTHROP GRUMMAN CORP
10/15/2020
2.0800%
BOND
89

 
NORTHROP GRUMMAN CORP
10/15/2022
2.5500%
BOND
99

 
NORTHROP GRUMMAN CORP
1/15/2025
2.9300%
BOND
373

 
NORTHROP GRUMMAN CORP
10/15/2022
2.5500%
BOND
794

 
NORTHROP GRUMMAN CORP
10/15/2022
2.5500%
BOND
1,291

 
NOVARTIS CAP CORP
5/17/2027
3.1000%
BOND
31

 
NSLT
8/23/2027
2.0298%
ASSET BACKED SECURITIES
580

 
NSLT
8/23/2027
2.0298%
ASSET BACKED SECURITIES
1,217

 
NSTAR ELEC
5/15/2027
3.2000%
BOND
56

 
OMFIT
7/18/2025
2.5700%
ASSET BACKED SECURITIES
623

 
ONEMAIN DIRECT AUTO RECEIVABLES TRUST 20
1/15/2021
2.0400%
ASSET BACKED SECURITIES
45

 
ONEMAIN FINL ISSUANCE TR 2017-1
9/14/2032
2.8573%
ASSET BACKED SECURITIES
704

 
ONEOK PARTNERS
9/15/2018
3.2000%
BOND
513

 
ORACLE CORP
11/15/2027
3.2500%
BOND
178

 
ORACLE CORP
2/15/2023
2.6250%
BOND
1,002

 
ORIX CORP
7/18/2022
2.9000%
BOND
209

 
ORIX CORP
7/18/2022
2.9000%
BOND
448

 
OVERSEAS PRIVATE INVT CORP
6/15/2034
3.7900%
ASSET BACKED SECURITIES
871

 
OZLM XI LTD
10/30/2030
3.6088%
ASSET BACKED SECURITIES
251

 
OZLM XV LTD / OZLM XV LLC
1/20/2029
3.8487%
ASSET BACKED SECURITIES
503

 
OZLMF
10/22/2030
3.6116%
ASSET BACKED SECURITIES
1,006

 
PACIFIC GAS & ELECTRIC CO
10/15/2018
8.2500%
BOND
131

 
PALMER SQUARE CLO 2015-1 LTD / PALMER SQ
5/21/2029
3.1921%
ASSET BACKED SECURITIES
755

 
PARK AVENUE INSTITUTIONAL ADVISERS CLO L
11/14/2029
2.6329%
ASSET BACKED SECURITIES
250

 
PENSKE TRUCK LEASING
11/15/2026
3.4000%
BOND
54

 
PEPSICO INC
10/15/2027
3.0000%
BOND
80

 
PETROLEOS MEXICANOS
1/24/2022
4.8750%
BOND
121

 
PETROLEOS MEXICANOS
3/5/2020
6.0000%
BOND
202

 
PETROLEOS MEXICANOS
7/23/2020
3.5000%
BOND
375

 
PHILIP MORRIS INTL INC
8/17/2022
2.3750%
BOND
2,956

 
PHILLIPS 66
4/15/2020
3.0977%
BOND
350

 
PHILLIPS 66
2/15/2020
2.6460%
BOND
375

 
PIONEER NATURAL RESOURCES CO
7/15/2022
3.9500%
BOND
61

 
PIONEER NATURAL RESOURCES CO
1/15/2026
4.4500%
BOND
105

 
PIONEER NATURAL RESOURCES CO
7/15/2022
3.9500%
BOND
318


S - 23

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
PITNEY-BOWES INC
9/15/2020
3.6250%
BOND
145

 
PITNEY-BOWES INC
4/1/2023
4.7000%
BOND
174

 
PLAINS AA PIPELINE
10/15/2023
3.8500%
BOND
274

 
PLAINS AA PIPELINE
6/1/2022
3.6500%
BOND
276

 
PNC BANK NA
7/2/2019
2.2500%
BOND
1,426

 
PNC BK PITT MTN
11/5/2020
2.4500%
BOND
1,427

 
PRINCIPAL FINL GROUP INC
11/15/2026
3.1000%
BOND
15

 
PRINCIPAL FINL GROUP INC
5/15/2023
3.1250%
BOND
30

 
PRIVATE EXPORT FUNDING CORP
7/15/2018
1.8750%
BOND
120

 
PROGRESS ENERGY INC
3/15/2019
7.0500%
BOND
554

 
PROGRESS RESIDENTIAL 2016-SFR1 TR
9/17/2033
3.4388%
ASSET BACKED SECURITIES
686

 
PUBLIC STORAGE INC
9/15/2022
2.3700%
BOND
271

 
PUBLIC SVC ELEC
3/15/2021
1.9000%
BOND
246

 
PUBLIC SVC ELEC
6/1/2019
1.8000%
BOND
343

 
PUBLIC SVC ENTERPRISE GROUP IN
11/15/2022
2.6500%
BOND
585

 
QUALCOMM INC
5/20/2025
3.4500%
BOND
16

 
QUALCOMM INC
5/20/2020
2.1000%
BOND
299

 
QUALCOMM INC
5/20/2020
2.2500%
BOND
943

 
RBSCF
1/13/2032
3.8336%
ASSET BACKED SECURITIES
833

 
REALTY INCOME CORP
10/15/2022
3.2500%
BOND
483

 
REALTY INCOME CORP
1/31/2018
2.0000%
BOND
620

 
RECKITT BENCKISER TREAS SVCS PLC
6/24/2022
2.3750%
BOND
833

 
REFCORP PRINCIPAL STRIP
7/15/2020
0.0000%
GOVERNMENT OBLIGATIONS
304

 
REFCORP PRINCIPAL STRIP
1/15/2021
0.0000%
GOVERNMENT OBLIGATIONS
407

 
REFCORP PRINCIPAL STRIP
7/15/2020
0.0000%
GOVERNMENT OBLIGATIONS
3,036

 
REGATTA IV FDG LTD / REGATTA IV FDG LLC
7/25/2026
2.7652%
ASSET BACKED SECURITIES
503

 
REGIONS FINL CORP NEW
8/14/2022
2.7500%
BOND
827

 
REL STD LF
4/24/2019
2.5000%
BOND
451

 
RELIANCE STD
1/15/2020
2.5000%
BOND
475

 
RENSSELAER POLY
9/1/2020
5.6000%
BOND
856

 
REPUBLIC SERVICES INC
11/15/2027
3.3750%
BOND
20

 
REPUBLIC SERVICES INC
7/1/2026
2.9000%
BOND
24

 
REYNOLDS AMERICAN INC
9/15/2023
4.8500%
BOND
54

 
REYNOLDS AMERICAN INC
6/12/2022
4.0000%
BOND
63

 
REYNOLDS AMERICAN INC
6/12/2018
2.3000%
BOND
1,201

 
ROCK-TENN COMPANY
3/1/2022
4.9000%
BOND
24

 
ROCKWELL COLLINS INC
3/15/2022
2.8000%
BOND
80

 
ROCKWELL INTL CORP NEW
3/1/2020
2.0500%
BOND
273

 
ROYAL BANK OF CANADA
10/26/2020
2.1500%
BOND
278

 
ROYAL BANK OF CANADA
9/23/2019
2.2000%
BOND
889

 
ROYAL BANK OF CANADA GL MTN BE
3/15/2019
2.1500%
BOND
560

 
ROYAL BANK OF SCOTLAND GRP PLC
5/15/2023
3.4980%
BOND
200

 
ROYAL BANK OF SCOTLAND GRP PLC
9/12/2023
3.8750%
BOND
333

 
RPM INC (OHIO)
3/15/2027
3.7500%
BOND
20

 
SABINE PASS LIQUEFACTION LLC
2/1/2021
5.6250%
BOND
107

 
SABINE PASS LIQUEFACTION LLC
3/15/2022
6.2500%
BOND
156

 
SABINE PASS LIQUEFACTION LLC
3/15/2022
6.2500%
BOND
167

 
SABINE PASS LIQUEFACTION LLC
3/1/2025
5.6250%
BOND
176

 
SABINE PASS LIQUEFACTION LLC
3/1/2025
5.6250%
BOND
303

 
SABINE PASS LIQUEFACTION LLC
3/15/2022
6.2500%
BOND
951

 
SANTANDER HLDGS USA INC
4/17/2020
2.6500%
BOND
1,249

 
SANTANDER UK GROUP HOLDINGS PLC
10/16/2020
2.8750%
BOND
221

 
SANTANDER UK GROUP HOLDINGS PLC
8/5/2021
2.8750%
BOND
269

 
SANTANDER UK GROUP HOLDINGS PLC
1/10/2023
3.5710%
BOND
639

 
SAUDI ARABIA KINGDOM OF
10/26/2021
2.3750%
FOREIGN BOND
322

 
SCHLUMBERGER FINANCE CANADA LTD
11/20/2022
2.6500%
BOND
348

 
SCHOL
10/28/2043
3.2588%
ASSET BACKED SECURITIES
547

 
SCHOLAR FUNDING TRUST 2010-A
10/28/2041
3.1088%
ASSET BACKED SECURITIES
310

 
SCRIPPS NETWORK
6/15/2020
2.8000%
BOND
220

 
SCSLC
12/1/2022
2.4740%
MUNICIPAL BOND
67

 
SCSLC
5/1/2030
2.6570%
ASSET BACKED SECURITIES
845

 
SHELL INTL FIN B V
5/11/2020
2.1250%
BOND
798

 
SHERWIN WILLIAMS CO
6/1/2024
3.1250%
BOND
50

 
SHERWIN WILLIAMS CO
6/1/2027
3.4500%
BOND
132

 
SHERWIN WILLIAMS CO
6/1/2022
2.7500%
BOND
324

 
SHIRE ACQ INV IRELAND DA
9/23/2019
1.9000%
BOND
144

 
SHIRE ACQ INV IRELAND DA
9/23/2021
2.4000%
BOND
1,870

 
SL GREEN OPER
10/15/2022
3.2500%
BOND
398

 
SLCLT
9/15/2026
2.4406%
ASSET BACKED SECURITIES
934

 
SLCLT
11/25/2042
3.2050%
ASSET BACKED SECURITIES
1,283

 
SLFT
11/15/2024
3.1600%
ASSET BACKED SECURITIES
1,290

 
SLM STUDENT LN TR
1/25/2023
2.5895%
ASSET BACKED SECURITIES
61

 
SLM STUDENT LN TR
1/25/2023
2.5895%
ASSET BACKED SECURITIES
67

 
SLM STUDENT LN TR
10/25/2040
3.1095%
ASSET BACKED SECURITIES
149


S - 24

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
SLM STUDENT LN TR
7/27/2026
2.4695%
ASSET BACKED SECURITIES
171

 
SLM STUDENT LN TR
4/25/2023
2.5695%
ASSET BACKED SECURITIES
379

 
SLM STUDENT LN TR
7/25/2023
2.5295%
ASSET BACKED SECURITIES
669

 
SLM STUDENT LN TR
10/25/2028
2.4995%
ASSET BACKED SECURITIES
1,788

 
SLMA
6/15/2023
2.5406%
ASSET BACKED SECURITIES
1,045

 
SLMA
1/27/2025
2.4595%
ASSET BACKED SECURITIES
428

 
SMALL BUS ADMIN GTD DEV PARTN
10/1/2019
7.2000%
ASSET BACKED SECURITIES
42

 
SMUCKER (J.M.) CO
3/15/2020
2.5000%
BOND
155

 
SOUND PT CLO XII LTD / SOUND PT CLO XII
10/20/2028
4.0187%
ASSET BACKED SECURITIES
753

 
SOUTHWEST AIRLINES CO
11/16/2022
2.7500%
BOND
170

 
SOUTHWEST AIRLINES CO
11/5/2020
2.6500%
BOND
502

 
SPECTRA ENERGY PARTNERS LP
10/15/2026
3.3750%
BOND
109

 
SPRINGCASTLE AMER FDG LLC / CR FDG LLC /
4/25/2029
3.0500%
ASSET BACKED SECURITIES
611

 
STACR
10/25/2027
2.8597%
ASSET BACKED SECURITIES
342

 
STACR
4/25/2029
3.2597%
ASSET BACKED SECURITIES
507

 
STACR
7/25/2029
3.1597%
ASSET BACKED SECURITIES
758

 
SSBK GOVERNMENT STIF FUND
NONE
1.2454%
MUTUAL FUND
17,533

 
STARBUCKS CORP
2/4/2021
2.1000%
BOND
124

 
STATE GRID
5/7/2019
2.7500%
BOND
442

 
STATE STREET CORP
5/19/2026
2.6500%
BOND
29

 
STATE STREET CORP
5/19/2021
1.9500%
BOND
44

 
STATE STREET CORP
8/18/2020
2.5500%
BOND
136

 
STRUCTURED ASSET SECS CORP
6/25/2034
3.6798%
ASSET BACKED SECURITIES
181

 
STRYKER CORP
3/15/2021
2.6250%
BOND
25

 
SUMITOMO MITSUI FINL GRP
10/18/2022
2.7780%
BOND
189

 
SUMITOMO MITSUI FINL GRP
7/12/2022
2.7840%
BOND
398

 
SUMITOMO MITSUI FINL GRP
7/12/2022
2.7840%
BOND
1,044

 
SUMITOMO TRUST & BANKING LTD
9/19/2019
1.9500%
BOND
253

 
SUNOCO LOGISTICS PRTNR OPER LP
4/1/2024
4.2500%
BOND
46

 
SUNTRUST BANK
8/1/2022
2.4500%
BOND
468

 
SUNTRUST BANKS INC
1/27/2022
2.7000%
BOND
555

 
SVENSKA HANDELSBANKEN
1/25/2019
2.5000%
BOND
401

 
SVENSKA HANDELSBANKEN
1/25/2019
2.5000%
BOND
933

 
SWEDBANK AB
3/14/2022
3.0356%
BOND
303

 
SYNCHRONY FINANCIAL
1/15/2019
2.6000%
BOND
120

 
SYNCHRONY FINANCIAL
2/3/2020
2.7000%
BOND
216

 
SYNCHRONY FINANCIAL
1/15/2019
2.6000%
BOND
952

 
SYNCT
4/15/2021
1.6000%
ASSET BACKED SECURITIES
1,149

 
SYNGENTA FIN NV
3/28/2022
3.1250%
BOND
107

 
SYNOVUS FINANICAL CORP
11/1/2022
3.1250%
BOND
59

 
TELEFONICA EMISIONES SAU
2/16/2021
5.4620%
BOND
189

 
TELOS CLO 2013-3 LTD / LLC
7/17/2026
3.6528%
ASSET BACKED SECURITIES
754

 
TENNESSEE VALLEY AUTHORITY
10/15/2018
1.7500%
GOVERNMENT OBLIGATIONS
465

 
TESORO PETROLEUM CO
4/1/2028
3.8000%
BOND
50

 
TEVA PHARMACEUTICAL FIN NETH III B V
7/21/2023
2.8000%
BOND
109

 
TEVA PHARMACEUTICAL FIN NETH III B V
7/21/2021
2.2000%
BOND
110

 
TEVA PHARMACEUTICAL FIN NETH III B V
7/19/2019
1.7000%
BOND
136

 
TEVA PHARMACEUTICAL FIN NETH III B V
7/20/2018
1.4000%
BOND
149

 
TEVA PHARMACEUTICAL FIN NETH III B V
7/21/2021
2.2000%
BOND
151

 
TEVA PHARMACEUTICAL FIN NETH III B V
7/21/2021
2.2000%
BOND
1,178

 
TEXAS A & M UNIVERSITY REVS
5/15/2021
2.2290%
MUNICIPAL BOND
897

 
THERMO ELECTRON CORP
8/15/2021
3.6000%
BOND
150

 
THERMO ELECTRON CORP
4/15/2023
3.0000%
BOND
277

 
THERMO ELECTRON CORP
1/15/2023
3.1500%
BOND
304

 
THERMO ELECTRON CORP
4/15/2023
3.0000%
BOND
704

 
TIME WARNER CABLE INC
7/1/2018
6.7500%
BOND
27

 
TIME WARNER CABLE INC
9/1/2021
4.0000%
BOND
129

 
TOBACCO STLMT ATH IOWA TOB SET
6/1/2023
6.5000%
MUNICIPAL BOND
386

 
TOKYO, METROPOLIS OF
6/8/2022
2.5000%
BOND
396

 
TOWD PT MTG TR 2017 5
2/25/2057
2.4971%
ASSET BACKED SECURITIES
1,432

 
TOWD PT MTG TR 2017-4
6/25/2057
2.7500%
ASSET BACKED SECURITIES
1,926

 
TOYOTA MOTOR
9/8/2022
2.8009%
BOND
1,803

 
TRILLIUM CREDIT CARD TRUST II
5/26/2021
2.6883%
ASSET BACKED SECURITIES
551

 
TRILLIUM CREDIT CARD TRUST II
5/26/2021
2.6883%
ASSET BACKED SECURITIES
1,654

 
TRINITAS CLO V LTD / LLC
10/25/2028
4.0595%
ASSET BACKED SECURITIES
753

 
TRINITY ACQUISITION PLC
8/15/2023
4.6250%
BOND
32

 
TYCO ELECTRONICS
8/1/2024
3.4500%
BOND
21

 
TYSON FOODS INC
8/15/2019
2.6500%
BOND
397

 
U.S. TREASURY C0UPON STRIPS
5/15/2035
0.0000%
TREASURY NOTES
314

 
U.S. TREASURY C0UPON STRIPS
5/15/2022
0.0000%
TREASURY NOTES
2,182

 
U.S. TREASURY C0UPON STRIPS
11/15/2022
0.0000%
TREASURY NOTES
3,006

 
UBS AG LONDON B
6/8/2020
2.2000%
BOND
229

 
UBS AG LONDON B
12/1/2020
2.4500%
BOND
324

 
UBS COML MTG TR 2017-C7
12/15/2050
3.5860%
ASSET BACKED SECURITIES
930


S - 25

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
UBS GROUP FDG SWITZ AG
8/15/2023
2.8590%
BOND
237

 
UBS GROUP FDG SWITZ AG
5/23/2023
3.4910%
BOND
589

 
UBS GROUP FDG SWITZ AG
8/15/2023
3.2925%
BOND
1,506

 
UBS GROUP FUNDING
4/15/2021
3.0000%
BOND
277

 
UBS GROUP FUNDING
9/24/2020
2.9500%
BOND
505

 
UBS GROUP FUNDING
2/1/2022
2.6500%
BOND
865

 
UDR INC
9/1/2026
2.9500%
BOND
961

 
UNASSIGNED LIVE C 213
5/17/2021
1.9600%
ASSET BACKED SECURITIES
698

 
UNASSIGNED LIVE C 213
5/15/2020
1.6500%
ASSET BACKED SECURITIES
999

 
UNASSIGNED LIVE C 213
5/15/2020
1.6500%
ASSET BACKED SECURITIES
1,099

 
UNASSIGNED LIVE C 475
10/18/2019
2.6651%
BOND
270

 
UNASSIGNED LIVE C 475
1/18/2018
1.5000%
BOND
1,190

 
UNION BANK OF CALIFORNIA
9/26/2018
2.6250%
FOREIGN BOND
261

 
UNITED MEXICAN STS MTN BE
3/15/2022
3.6250%
FOREIGN BOND
91

 
UNITED STATES TREASURY BOND
2/15/2041
4.7500%
TREASURY BOND
47

 
UNITED STATES TREASURY BOND
11/15/2044
3.0000%
TREASURY BOND
79

 
UNITED STATES TREASURY BOND
2/15/2046
1.0000%
TREASURY BOND
100

 
UNITED STATES TREASURY BOND
5/15/2047
3.0000%
TREASURY BOND
137

 
UNITED STATES TREASURY BOND
11/15/2047
2.7500%
TREASURY BOND
150

 
UNITED STATES TREASURY BOND
8/15/2045
2.8750%
TREASURY BOND
154

 
UNITED STATES TREASURY BOND
2/15/2047
0.8750%
TREASURY BOND
160

 
UNITED STATES TREASURY BOND
8/15/2047
2.7500%
TREASURY BOND
485

 
UNITED STATES TREASURY BOND
8/15/2043
3.6250%
TREASURY BOND
495

 
UNITED STATES TREASURY BOND
5/15/2043
2.8750%
TREASURY BOND
1,335

 
UNITED STATES TREASURY BOND
11/15/2046
2.8750%
TREASURY BOND
1,844

 
UNITED STATES TREASURY BOND
5/15/2045
3.0000%
TREASURY BOND
3,042

 
UNITED TECHNOLOGIES CORP
5/4/2020
1.9000%
BOND
64

 
UNITEDHEALTH GROUP INC
3/15/2026
3.1000%
BOND
70

 
UNITEDHEALTH GROUP INC
7/15/2022
3.3500%
BOND
103

 
UNITEDHEALTH GROUP INC
7/16/2018
1.9000%
BOND
195

 
UNITEDHEALTH GROUP INC
7/15/2020
2.7000%
BOND
379

 
UNITEDHEALTH GROUP INC
10/15/2022
2.3750%
BOND
470

 
UNITEDHEALTH GROUP INC
7/15/2020
2.7000%
BOND
582

 
UNITEDHEALTH GROUP INC
11/15/2021
3.3750%
BOND
825

 
UNUMPROVIDENT CORP
5/15/2021
3.0000%
BOND
705

 
US BANCORP
7/15/2022
2.9500%
BOND
177

 
US BANCORP MTN BK ENTRY
4/27/2027
3.1500%
BOND
135

 
UST BILLS
1/11/2018
0.0000%
TREASURY BILLS
600

 
UST BILLS
2/22/2018
0.0000%
TREASURY BILLS
699

 
UST BILLS
1/4/2018
0.0000%
TREASURY BILLS
1,500

 
UST BILLS
2/15/2018
0.0000%
TREASURY BILLS
6,690

 
UST BILLS
3/1/2018
0.0000%
TREASURY BILLS
9,481

 
UST NOTES
9/30/2022
1.8750%
TREASURY NOTES
34

 
UST NOTES
9/15/2018
1.0000%
TREASURY NOTES
55

 
UST NOTES
8/15/2018
1.0000%
TREASURY NOTES
149

 
UST NOTES
4/30/2023
1.6250%
TREASURY NOTES
388

 
UST NOTES
4/15/2022
0.1250%
TREASURY NOTES
398

 
UST NOTES
6/30/2024
2.0000%
TREASURY NOTES
603

 
UST NOTES
8/15/2024
2.3750%
TREASURY NOTES
677

 
UST NOTES
9/30/2021
1.1250%
TREASURY NOTES
762

 
UST NOTES
9/15/2020
1.3750%
TREASURY NOTES
798

 
UST NOTES
11/30/2024
2.1250%
TREASURY NOTES
868

 
UST NOTES
12/31/2020
1.7500%
TREASURY NOTES
904

 
UST NOTES
7/31/2022
1.8750%
TREASURY NOTES
942

 
UST NOTES
10/31/2022
2.0000%
TREASURY NOTES
952

 
UST NOTES
4/15/2020
0.1250%
TREASURY NOTES
1,052

 
UST NOTES
9/30/2020
2.0000%
TREASURY NOTES
1,146

 
UST NOTES
4/30/2021
2.2500%
TREASURY NOTES
1,147

 
UST NOTES
1/15/2020
1.3750%
TREASURY NOTES
1,257

 
UST NOTES
9/30/2019
1.3750%
TREASURY NOTES
1,373

 
UST NOTES
1/15/2020
1.3750%
TREASURY NOTES
1,375

 
UST NOTES
11/30/2022
2.0000%
TREASURY NOTES
1,412

 
UST NOTES
8/15/2020
1.5000%
TREASURY NOTES
1,454

 
UST NOTES
5/31/2024
2.0000%
TREASURY NOTES
1,555

 
UST NOTES
5/31/2021
1.3750%
TREASURY NOTES
1,564

 
UST NOTES
7/31/2022
1.8750%
TREASURY NOTES
1,687

 
UST NOTES
9/30/2022
1.8750%
TREASURY NOTES
1,872

 
UST NOTES
9/30/2024
2.1250%
TREASURY NOTES
1,898

 
UST NOTES
6/30/2024
2.0000%
TREASURY NOTES
2,045

 
UST NOTES
3/15/2020
1.6250%
TREASURY NOTES
2,107

 
UST NOTES
8/31/2020
2.1250%
TREASURY NOTES
2,109

 
UST NOTES
4/30/2022
1.8750%
TREASURY NOTES
2,167

 
UST NOTES
11/30/2024
2.1250%
TREASURY NOTES
2,215

 
UST NOTES
7/31/2024
2.1250%
TREASURY NOTES
2,322


S - 26

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
UST NOTES
6/30/2021
1.1250%
TREASURY NOTES
2,750

 
UST NOTES
8/15/2027
2.2500%
TREASURY NOTES
2,922

 
UST NOTES
11/30/2021
1.7500%
TREASURY NOTES
2,958

 
UST NOTES
5/31/2021
1.3750%
TREASURY NOTES
3,069

 
UST NOTES
1/31/2021
1.3750%
TREASURY NOTES
3,139

 
UST NOTES
12/15/2020
1.8750%
TREASURY NOTES
3,210

 
UST NOTES
12/31/2019
1.8750%
TREASURY NOTES
3,284

 
UST NOTES
7/31/2024
2.1250%
TREASURY NOTES
3,299

 
UST NOTES
4/30/2022
1.8750%
TREASURY NOTES
3,349

 
UST NOTES
11/15/2026
2.0000%
TREASURY NOTES
3,386

 
UST NOTES
9/30/2021
1.1250%
TREASURY NOTES
3,435

 
UST NOTES
10/15/2020
1.6250%
TREASURY NOTES
3,825

 
UST NOTES
11/15/2026
2.0000%
TREASURY NOTES
4,151

 
UST NOTES
7/31/2022
1.8750%
TREASURY NOTES
4,439

 
UST NOTES
4/30/2021
1.3750%
TREASURY NOTES
5,156

 
UST NOTES
8/15/2027
2.2500%
TREASURY NOTES
5,224

 
UST NOTES
4/30/2022
1.8750%
TREASURY NOTES
5,434

 
UST NOTES
9/15/2019
0.8750%
TREASURY NOTES
5,440

 
UST NOTES
3/31/2022
1.8750%
TREASURY NOTES
5,734

 
UST NOTES
1/15/2025
0.2500%
TREASURY NOTES
5,889

 
UST NOTES
1/31/2022
1.8750%
TREASURY NOTES
6,175

 
UST NOTES
4/30/2021
1.3750%
TREASURY NOTES
6,750

 
UST NOTES
7/31/2021
1.1250%
TREASURY NOTES
7,073

 
UST NOTES
12/31/2021
2.0000%
TREASURY NOTES
7,262

 
UST NOTES
12/31/2023
2.2500%
TREASURY NOTES
7,385

 
UST NOTES
12/15/2020
1.8750%
TREASURY NOTES
7,742

 
UST NOTES
7/31/2024
2.1250%
TREASURY NOTES
8,348

 
UST NOTES
9/30/2019
1.7500%
TREASURY NOTES
9,877

 
UST NOTES
9/30/2022
1.8750%
TREASURY NOTES
10,672

 
UST NOTES
7/31/2021
1.1250%
TREASURY NOTES
11,401

 
UST NOTES
5/15/2025
2.1250%
TREASURY NOTES
11,730

 
UST NOTES
11/15/2020
1.7500%
TREASURY NOTES
14,904

 
UST NOTES
6/30/2021
1.1250%
TREASURY NOTES
17,169

 
UST NOTES
11/30/2021
1.7500%
TREASURY NOTES
21,396

 
UST NOTES
10/31/2019
1.5000%
TREASURY NOTES
23,211

 
USTN
7/15/2026
0.1250%
TREASURY NOTES
1,007

 
UTAH ST BRD REGENTS STUDENT LN
5/1/2029
3.2080%
ASSET BACKED SECURITIES
274

 
UTAH ST BRD REGENTS STUDENT LN
5/1/2035
3.2080%
ASSET BACKED SECURITIES
346

 
UTAH ST BRD REGENTS STUDENT LN
5/1/2035
3.2080%
ASSET BACKED SECURITIES
445

 
VALERO ENERGY CORP NEW
3/15/2019
9.3750%
BOND
812

 
VALIDUS HOLDINGS
5/25/2018
1.1250%
BOND
854

 
VERIZON COMMUNICATIONS INC
8/15/2026
2.6250%
BOND
52

 
VERIZON COMMUNICATIONS INC
3/15/2022
2.9460%
BOND
52

 
VERIZON COMMUNICATIONS INC
3/15/2021
3.4500%
BOND
127

 
VERIZON COMMUNICATIONS INC
3/16/2027
4.1250%
BOND
198

 
VERIZON COMMUNICATIONS INC
8/15/2021
1.7500%
BOND
219

 
VERIZON COMMUNICATIONS INC
11/1/2021
3.0000%
BOND
227

 
VERIZON COMMUNICATIONS INC
5/22/2020
2.8794%
BOND
292

 
VERIZON COMMUNICATIONS INC
11/1/2021
3.0000%
BOND
688

 
VERIZON COMMUNICATIONS INC
2/15/2025
3.3760%
BOND
699

 
VERIZON COMMUNICATIONS INC
9/15/2023
5.1500%
BOND
834

 
VERIZON COMMUNICATIONS INC
3/15/2022
2.9460%
BOND
972

 
VIACOM INC
9/1/2023
4.2500%
BOND
51

 
VIRGINIA ELECTRIC AND POWER CO
5/15/2025
3.1000%
BOND
176

 
VISA INC
12/14/2020
2.2000%
BOND
1,149

 
WALGREENS BOOTS ALLIANCE INC
11/18/2024
3.8000%
BOND
23

 
WBCMT
10/15/2044
5.2874%
ASSET BACKED SECURITIES
105

 
WEA FIN LLC/WESTFIELD UK & EUR FIN PLC
10/5/2020
3.2500%
BOND
916

 
WELLS FARGO & CO
1/24/2023
3.0690%
BOND
30

 
WELLS FARGO & CO
4/22/2026
3.0000%
BOND
108

 
WELLS FARGO & CO
7/26/2021
2.1000%
BOND
305

 
WELLS FARGO & CO
2/11/2022
3.2858%
BOND
709

 
WELLS FARGO & CO
3/4/2021
2.5000%
BOND
1,141

 
WELLS FARGO CO NEW MTN SR NTS
12/7/2020
2.5500%
BOND
100

 
WELLS FARGO CO NEW MTN SR NTS
7/22/2020
2.6000%
BOND
116

 
WELLS FARGO CO NEW MTN SR NTS
2/13/2023
3.4500%
BOND
204

 
WELLS FARGO CO NEW MTN SR NTS
7/22/2022
2.6250%
BOND
443

 
WELLS FARGO CO NEW MTN SR NTS
4/23/2018
2.3745%
BOND
626

 
WELLS FARGO CO NEW MTN SR NTS
2/19/2025
3.0000%
BOND
1,487

 
WELLS FARGO CO NEW MTN SR NTS
7/22/2022
2.6250%
BOND
2,039

 
WELLS FARGO COML MTG TR 2017-RB1
3/15/2050
2.7490%
ASSET BACKED SECURITIES
1,401

 
WESTERN GAS
6/1/2025
3.9500%
BOND
125

 
WFCM
5/15/2048
3.5400%
ASSET BACKED SECURITIES
403

 
WFRBS
6/15/2046
3.0730%
ASSET BACKED SECURITIES
198


S - 27

Attachment B
(In thousands)

 
Identity of Issuer
Maturity Dates
Interest Rates
Description
Current Value
 
WFRBS
3/15/2045
3.0370%
ASSET BACKED SECURITIES
817

 
WFRBS
3/15/2044
3.0233%
ASSET BACKED SECURITIES
844

 
WFRBS
8/15/2047
3.6780%
ASSET BACKED SECURITIES
890

 
WFRBS
3/15/2047
2.8233%
ASSET BACKED SECURITIES
1,052

 
WILLIS NORTH AMER
5/15/2024
3.6000%
BOND
51

 
WILLIS NORTH AMER
3/15/2022
3.6000%
BOND
716

 
WISCONSIN ENERGY CORP
6/15/2020
2.4500%
BOND
160

 
WISCONSIN PWR & LT CO
10/15/2027
3.0500%
BOND
60

 
WORLD FINL NETWORK CC MASTR TR
6/15/2022
1.4400%
ASSET BACKED SECURITIES
917

 
WORLD FINL NETWORK CC MASTR TR
2/15/2022
2.2566%
ASSET BACKED SECURITIES
1,156

 
WSLT
1/26/2026
1.8752%
ASSET BACKED SECURITIES
77

 
WSLT
1/26/2026
1.8752%
ASSET BACKED SECURITIES
77

 
XEROX CORP
3/15/2023
3.6250%
BOND
49

 
XEROX CORP
9/1/2020
2.7500%
BOND
455

 
YORK CLO 2 LTD / YORK CLO 2 LLC
1/22/2031
3.5116%
ASSET BACKED SECURITIES
500

 
ZAIS CLO 7 LTD
4/15/2030
3.6377%
ASSET BACKED SECURITIES
251

 
ZIMMER HOLDINGS INC
4/1/2025
3.5500%
BOND
100

 
ZIMMER HOLDINGS INC
4/1/2022
3.1500%
BOND
1,002

 
NET PAYABLES
 
 
 
(50,545
)
 
TOTAL SYNTHETIC GUARANTEED INVESTMENT CONTRACTS, AT FAIR VALUE
 
1,149,712

 
ADJUSTMENT FROM FAIR VALUE TO CONTRACT VALUE
 
 
(15,901
)
 
TOTAL SYNTHETIC GUARANTEED INVESTMENT CONTRACTS, AT CONTRACT VALUE
 
$
1,133,811



S - 28



SIGNATURE

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 29, 2018
By:
/s/ Stephen D. Mirante
 
 
Stephen D. Mirante
 
 
Member of the Retirement Committee


S - 29