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MSD FY12
Portfolio Management
Portfolio Details - Investments
February 03, 2012
Portfolio Security Number Deal No Product Type Callable Bond Settlement Date Face Value Total_Cost Market Value Coupon Rate Moodys Yield Rate Days to Maturity Maturity Date
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MSD OPS 4042F0B34 1571 S HSBCUSA Non-Callable Bond 04-JAN-2012 7,000,000.00 6,998,658.33 7,000,000.00 0.000 P-1 0.230 0 03-FEB-2012
MSD OPS 05253AB74 1544 S ANZ Non-Callable Bond 14-NOV-2011 5,000,000.00 4,997,048.61 4,999,861.11 0.000 P-1 0.250 4 07-FEB-2012
MSD OPS 9127953C3 1420 TBILLS Non-Callable Bond 10-FEB-2011 1,000,000.00 996,916.11 999,949.17 0.000 Aaa 0.305 6 09-FEB-2012
MSD OPS 64951WBD5 1545 NYLCPP Non-Callable Bond 14-NOV-2011 5,000,000.00 4,997,977.78 4,999,777.78 0.000 P-1 0.160 10 13-FEB-2012
2010BP 90262CBM8 1559 S UBSLLC Non-Callable Bond 19-DEC-2011 4,055,000.00 4,052,404.80 4,054,270.10 0.000 P-1 0.360 18 21-FEB-2012
UMB OPS 36959HBQ9 1548 GECC Non-Callable Bond 18-NOV-2011 4,000,000.00 3,998,148.89 3,999,603.33 0.000 P-1 0.170 21 24-FEB-2012
MSD OPS 3024A6C59 1553 S FCARII Non-Callable Bond 12-DEC-2011 8,000,000.00 7,995,146.67 7,998,208.89 0.000 P-1 0.260 31 05-MAR-2012
MSD OPS 9127953G4 1432 TBILLS Non-Callable Bond 10-MAR-2011 1,000,000.00 997,371.11 999,754.44 0.000 Aaa 0.260 34 08-MAR-2012
ESCROW 9033A0CD0 1568 S USBKMN Non-Callable Bond 03-JAN-2012 740,056.00 739,408.45 739,695.22 0.000 P-1 0.450 39 13-MAR-2012
2010BP 4042F0CK5 1579 S HSBCUSA Non-Callable Bond 19-JAN-2012 4,000,000.00 3,997,600.00 3,998,200.00 0.000 P-1 0.360 45 19-MAR-2012
MSD OPS 4250806001B 1312 CD Non-Callable Bond 19-JUL-2010 100,000.00 100,000.00 100,000.00 1.240 N/R 1.240 45 19-MAR-2012
MSD OPS 3137EABY4 1084 FHLMC Non-Callable Bond 03-FEB-2010 3,400,000.00 3,470,686.00 3,410,064.00 2.125 Aaa 1.138 49 23-MAR-2012
MSD OPS 10842152C 1448 CD Non-Callable Bond 26-MAR-2011 100,000.00 100,000.00 100,000.00 1.050 N/R 1.050 52 26-MAR-2012
MSD OPS 36959HDC8 1551 GECC Non-Callable Bond 09-DEC-2011 9,000,000.00 8,991,250.00 8,995,170.00 0.000 P-1 0.280 69 12-APR-2012
MSD OPS 89233GDJ2 1540 TOYMCC Non-Callable Bond 21-OCT-2011 10,000,000.00 9,972,500.00 9,988,541.67 0.000 P-1 0.550 75 18-APR-2012
2010BP 90262CDK0 1578 UBSLLC Non-Callable Bond 19-JAN-2012 3,535,000.00 3,530,219.40 3,531,007.41 0.000 P-1 0.535 76 19-APR-2012
2008A 9033A0DL1 1566 USBKMN Non-Callable Bond 03-JAN-2012 38,400.00 38,332.03 38,351.54 0.000 P-1 0.590 77 20-APR-2012
2010BR 9033A0DL1 1565 USBKMN Non-Callable Bond 03-JAN-2012 69,850.00 69,726.37 69,761.86 0.000 P-1 0.590 77 20-APR-2012
2006C 742651CW0 11 PEFCO Non-Callable Bond 17-OCT-2008 3,200,000.00 3,357,120.00 3,251,552.00 5.685 Aaa 4.192 102 15-MAY-2012
MSD OPS 4497W0EF1 1554 INGFDG Non-Callable Bond 13-DEC-2011 9,000,000.00 8,975,745.00 8,983,935.00 0.000 P-1 0.630 102 15-MAY-2012
2004A 742651CW0 6 PEFCO Non-Callable Bond 17-OCT-2008 5,800,000.00 6,084,780.00 5,893,438.00 5.685 Aaa 4.192 102 15-MAY-2012
MSD OPS 3133XTQH2 122 FHLB Non-Callable Bond 22-MAY-2009 2,300,000.00 2,300,000.00 2,312,144.00 1.800 Aaa 1.800 109 22-MAY-2012
2006C 9033A0EV8 1567 USBKMN Non-Callable Bond 03-JAN-2012 111,500.00 111,190.40 111,255.69 0.000 P-1 0.680 116 29-MAY-2012
MSD OPS 3133XTS49 140 FHLB Non-Callable Bond 22-JUL-2009 5,000,000.00 5,003,050.00 5,034,250.00 1.875 Aaa 1.858 138 20-JUN-2012
MSD OPS 4497W0G28 1572 INGFDG Non-Callable Bond 04-JAN-2012 5,000,000.00 4,981,250.00 4,984,375.00 0.000 P-1 0.750 150 02-JUL-2012
MSD OPS 30001783C 1501 CD Non-Callable Bond 21-JUL-2011 100,000.00 100,000.00 100,000.00 0.750 Aaa 0.750 169 21-JUL-2012
MSD OPS 3133XUE41 141 FHLB Non-Callable Bond 31-JUL-2009 5,000,000.00 4,960,250.00 5,045,250.00 1.750 Aaa 2.023 201 22-AUG-2012
MSD OPS 1520013052 1522 CD Non-Callable Bond 24-AUG-2011 100,000.00 100,000.00 100,000.00 1.980 Aaa 1.980 203 24-AUG-2012
MSD OPS 3137EACE7 129 FHLMC Non-Callable Bond 08-OCT-2009 3,500,000.00 3,560,340.00 3,544,380.00 2.125 Aaa -64.391 231 21-SEP-2012
MSD OPS 3133XUUJ0 1070 FHLB Non-Callable Bond 15-SEP-2009 2,065,000.00 2,054,509.80 2,084,989.20 1.625 Aaa 1.800 236 26-SEP-2012
MSD OPS 0067435885B 1535 CD Non-Callable Bond 14-OCT-2011 100,000.00 100,000.00 100,000.00 0.500 0.500 254 14-OCT-2012
MSD OPS 3133XVEM9 133 FHLB Non-Callable Bond 15-OCT-2009 4,250,000.00 4,237,887.50 4,299,980.00 1.625 Aaa 1.709 292 21-NOV-2012
MSD OPS 380049554-2 1511 CD Non-Callable Bond 16-AUG-2011 100,000.00 100,000.00 100,000.00 0.445 P-1 0.445 379 16-FEB-2013
MSD OPS 31398AE24 1072 FNMA Non-Callable Bond 15-JAN-2010 4,830,000.00 4,823,044.80 4,909,115.40 1.750 Aaa 1.793 385 22-FEB-2013
MSD OPS 912828MT4 1102 TNOTES Non-Callable Bond 26-MAR-2010 5,000,000.00 4,958,984.38 5,067,773.45 1.375 Aaa 1.659 406 15-MAR-2013
MSD OPS 3136F9DP5 149 FNMA Non-Callable Bond 27-MAR-2008 10,000,000.00 9,997,500.00 10,436,800.00 4.000 Aaa 4.006 418 27-MAR-2013
2004A 912828HW3 1 TII Non-Callable Bond 21-SEP-2009 1,000,000.00 1,017,538.12 1,097,359.61 0.625 Aaa 0.132 437 15-APR-2013
2004A 3136F9DU4 2 FNMA Non-Callable Bond 15-APR-2008 850,000.00 849,734.38 888,658.00 4.000 Aaa 4.007 437 15-APR-2013
2004A 742651DF6 5 PEFCO Non-Callable Bond 11-FEB-2009 1,440,000.00 1,483,848.00 1,482,408.00 3.550 Aaa 2.772 437 15-APR-2013
MSD OPS 3136F9EQ2 132 FNMA Non-Callable Bond 15-APR-2008 4,000,000.00 4,000,000.00 4,187,920.00 4.125 Aaa 4.125 437 15-APR-2013
2008A 742651DF6 14 PEFCO Non-Callable Bond 11-FEB-2009 1,900,000.00 1,957,275.50 1,955,955.00 3.550 Aaa 2.780 437 15-APR-2013
MSD OPS 3136F9DU4 143 FNMA Non-Callable Bond 15-APR-2008 5,000,000.00 4,998,437.50 5,227,400.00 4.000 Aaa 4.007 437 15-APR-2013
MSD OPS 3137EACJ6 1076 FHLMC Non-Callable Bond 04-MAR-2010 5,000,000.00 4,993,000.00 5,084,450.00 1.625 Aaa 1.673 437 15-APR-2013
MSD OPS 100409B 1563 CD Non-Callable Bond 18-DEC-2011 100,000.00 100,000.00 100,000.00 0.900 0.900 501 18-JUN-2013
MSD OPS 902992/3 1560 CD Non-Callable Bond 19-DEC-2011 100,000.00 100,000.00 100,000.00 0.900 0.900 502 19-JUN-2013
MSD OPS 911759GF9 127 HUD Non-Callable Bond 13-NOV-2008 3,000,000.00 3,118,800.00 3,190,080.00 4.830 Aaa 3.901 545 01-AUG-2013
MSD OPS 3133XWVL0 134 FHLB Callable Bond 23-FEB-2010 4,635,000.00 4,632,682.50 4,640,469.30 2.000 Aaa 2.015 567 23-AUG-2013
2006C 3136FJ4C2 13 FNMA Callable Bond 23-FEB-2010 100,000.00 99,950.00 100,118.00 2.000 Aaa 2.015 567 23-AUG-2013
2004A 3133XD6A4 4 FHLB Non-Callable Bond 14-AUG-2009 370,000.00 394,524.34 394,434.80 4.375 Aaa 2.818 588 13-SEP-2013
MSD OPS 000005389B 1371 CD Non-Callable Bond 23-NOV-2010 100,000.00 100,000.00 100,000.00 2.000 2.000 659 23-NOV-2013
MSD OPS 3137EACZ0 1573 FHLMC Non-Callable Bond 06-JAN-2012 10,000,000.00 10,002,400.00 10,011,900.00 0.375 Aaa 0.357 663 27-NOV-2013
MSD OPS 313373JX1 1453 FHLB Callable Bond 27-APR-2011 5,000,000.00 4,996,250.00 5,014,050.00 1.250 Aaa 1.276 693 27-DEC-2013
2010BR 31359MTP8 1397 FNMA Non-Callable Bond 07-JAN-2011 1,475,000.00 1,622,500.00 1,596,259.75 5.125 Aa2 1.677 699 02-JAN-2014
2006C 912828BW9 10 TII Non-Callable Bond 11-SEP-2009 1,000,000.00 1,206,500.00 1,310,671.23 2.000 Aaa -2.473 712 15-JAN-2014
MSD OPS 313372N59 1415 FHLB Callable Bond 14-FEB-2011 10,000,000.00 10,000,000.00 10,005,900.00 1.700 Aaa 1.700 923 14-AUG-2014
MSD OPS 31398A3G5 1317 FNMA Non-Callable Bond 08-SEP-2010 4,000,000.00 4,000,000.00 4,103,480.00 1.500 Aaa 1.500 948 08-SEP-2014
MSD OPS 3136FPNG8 1337 FNMA Non-Callable Bond 14-OCT-2010 10,000,000.00 10,000,000.00 10,261,100.00 1.500 Aaa 1.500 984 14-OCT-2014
UMB OPS 912828RV4 1555 TNOTES Non-Callable Bond 15-DEC-2011 1,000,000.00 997,286.22 998,984.38 0.250 Aaa 0.341 1046 15-DEC-2014
MSD OPS 313374BL3 1472 FHLB Callable Bond 27-JUN-2011 3,650,000.00 3,646,350.00 3,665,877.50 1.250 Aaa 1.276 1148 27-MAR-2015
2006C 313374BR0 1469 FHLB Callable Bond 27-JUN-2011 1,245,000.00 1,245,000.00 1,247,315.70 1.300 Aaa 1.300 1148 27-MAR-2015
2004A 313374BR0 1470 FHLB Callable Bond 27-JUN-2011 2,410,000.00 2,410,000.00 2,414,482.60 1.300 Aaa 1.300 1148 27-MAR-2015
MSD OPS 313374F54 1473 FHLB Callable Bond 30-JUN-2011 5,000,000.00 5,000,000.00 5,010,250.00 1.350 Aaa 1.350 1151 30-MAR-2015
2004A 3136FRC35 1488 FNMA Callable Bond 27-JUL-2011 3,000,000.00 3,000,000.00 3,021,090.00 1.600 Aaa 1.600 1270 27-JUL-2015
2004A 3136FRT52 1514 FNMA Callable Bond 26-AUG-2011 895,000.00 894,776.25 897,094.30 1.350 Aaa 1.355 1664 24-AUG-2016
2008A 3136FR2H5 1521 FNMA Callable Bond 21-SEP-2011 1,150,000.00 1,150,000.00 1,151,368.50 1.550 Aaa 1.550 1692 21-SEP-2016
MSD OPS 3136FR3T8 1528 FNMA Callable Bond 28-SEP-2011 3,000,000.00 3,000,000.00 3,001,680.00 1.400 Aaa 1.400 1699 28-SEP-2016
MSD OPS 3134G22U5 1531 FHLMC Callable Bond 09-NOV-2011 3,000,000.00 3,000,000.00 3,013,080.00 1.800 Aaa 1.800 1741 09-NOV-2016
MSD OPS 3136FTHD4 1536 FNMA Callable Bond 10-NOV-2011 5,000,000.00 4,998,750.00 5,021,600.00 1.650 Aaa 1.655 1742 10-NOV-2016
2004A 31331K4G2 1570 FFCB Callable Bond 22-DEC-2011 3,250,000.00 3,250,000.00 3,251,982.50 1.430 Aaa 1.430 1784 22-DEC-2016
2011BR 3134G3GJ3 1582 FHLMC Callable Bond 20-JAN-2012 2,000,000.00 2,000,000.00 2,007,600.00 1.375 AAA 1.375 1810 17-JAN-2017
MSD OPS 313376SF3 1576 FHLB Callable Bond 23-JAN-2012 10,000,000.00 10,000,000.00 9,974,090.00 1.340 Aaa 1.340 1816 23-JAN-2017
2010BR 3136FTA58 1581 FNMA Callable Bond 30-JAN-2012 1,345,000.00 1,345,000.00 1,341,945.51 1.300 AAA 1.300 1823 30-JAN-2017
MSD OPS 3136FTA58 1580 FNMA Callable Bond 30-JAN-2012 6,000,000.00 6,000,000.00 5,986,374.00 1.300 AAA 1.300 1823 30-JAN-2017
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