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MSD FY13
Portfolio Management
Portfolio Details - Investments
May 24, 2013
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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2012AP 3133XQU34 1715 FHLB Non-Callable Bond 21-SEP-2012 13,690,000.00 14,014,863.70 13,727,551.67 3.625 Aaa 0.176 5 29-MAY-2013
MSD OPS 3024A6T36 1755 FCARII Non-Callable Bond 14-DEC-2012 9,840,000.00 9,824,108.40 9,839,070.67 0.000 P-1 0.340 10 03-JUN-2013
2012AP 0556N0TC9 1772 BNPPFI Non-Callable Bond 22-JAN-2013 7,600,000.00 7,589,284.00 7,598,556.00 0.000 P-1 0.360 19 12-JUN-2013
UMB OPS 0556N0TC9 1775 BNPPFI Non-Callable Bond 25-JAN-2013 3,500,000.00 3,495,304.17 3,499,353.47 0.000 P-1 0.350 19 12-JUN-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 25 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 26 19-JUN-2013
MSD OPS 313385HB5 1760 FHLB Non-Callable Bond 21-DEC-2012 25,000,000.00 24,982,750.00 24,997,508.33 0.000 Aaa 0.138 26 19-JUN-2013
UMB OPS 912828RA0 1667 TNOTES Non-Callable Bond 28-JUN-2012 3,000,000.00 3,003,984.38 3,001,640.64 0.375 AAA 0.243 37 30-JUN-2013
2012AP 912828JD3 1710 TNOTES Non-Callable Bond 21-SEP-2012 12,181,000.00 12,481,718.44 12,249,042.34 3.375 Aaa 0.183 37 30-JUN-2013
MSD OPS 40427RUA7 1782 HSBCUSA Non-Callable Bond 06-FEB-2013 15,000,000.00 14,982,675.00 14,994,712.50 0.000 P-1 0.270 47 10-JUL-2013
MSD OPS 4497W0UF3 1783 INGFDG Non-Callable Bond 06-FEB-2013 7,000,000.00 6,988,251.67 6,996,157.78 0.000 P-1 0.380 52 15-JUL-2013
MSD OPS 36959HUJ4 1785 GECC Non-Callable Bond 15-FEB-2013 4,000,000.00 3,996,600.00 3,998,777.78 0.000 P-1 0.200 55 18-JUL-2013
MSD OPS 4662J0UQ3 1787 JPMCC Non-Callable Bond 22-FEB-2013 3,300,000.00 3,296,516.67 3,298,602.08 0.000 P-1 0.250 61 24-JUL-2013
UMB OPS 9127957A3 1819 TBILLS Non-Callable Bond 23-APR-2013 1,100,000.00 1,099,886.33 1,099,924.22 0.000 AAA 0.040 62 25-JUL-2013
2012AP 912828JG6 1708 TNOTES Non-Callable Bond 21-SEP-2012 16,873,000.00 17,333,712.00 17,014,706.88 3.375 Aaa 0.191 68 31-JUL-2013
MSD OPS 911759GF9 127 HUD Non-Callable Bond 13-NOV-2008 3,000,000.00 3,118,800.00 3,033,699.00 4.830 Aaa 3.901 69 01-AUG-2013
MSD OPS 59157TV26 1821 METSHR Non-Callable Bond 03-MAY-2013 7,000,000.00 6,997,168.89 6,997,822.22 0.000 P-1 0.160 70 02-AUG-2013
2011BP 3133784T5 1590 FHLB Non-Callable Bond 09-FEB-2012 5,000,000.00 5,000,000.00 5,001,525.00 0.250 N/R 0.250 77 09-AUG-2013
UMB OPS 0556N0VD4 1793 BNPPFI Non-Callable Bond 12-MAR-2013 4,000,000.00 3,994,524.44 3,997,120.00 0.000 P-1 0.320 81 13-AUG-2013
2012AP 912828RD4 1709 TNOTES Non-Callable Bond 21-SEP-2012 16,160,000.00 16,149,268.76 16,163,156.21 0.125 Aaa 0.196 99 31-AUG-2013
MSD OPS 912828RD4 1592 TNOTES Non-Callable Bond 13-FEB-2012 10,000,000.00 9,981,640.63 10,001,953.10 0.125 Aaa 0.244 99 31-AUG-2013
MSD OPS 83365RW43 1807 SGNA Non-Callable Bond 03-APR-2013 5,000,000.00 4,991,872.22 4,994,563.89 0.000 P-1 0.380 103 04-SEP-2013
MSD OPS 90262CW94 1808 UBSLLC Non-Callable Bond 08-APR-2013 10,000,000.00 9,988,450.00 9,991,900.00 0.000 P-1 0.270 108 09-SEP-2013
2004A 3133XD6A4 4 FHLB Non-Callable Bond 14-AUG-2009 370,000.00 394,524.34 375,801.23 4.375 Aaa 2.818 112 13-SEP-2013
2012AP 313380S40 1703 FHLB Non-Callable Bond 21-SEP-2012 13,850,000.00 13,846,814.50 13,854,861.35 0.190 Aaa 0.213 118 19-SEP-2013
UMB OPS 912796BC2 1818 TBILLS Non-Callable Bond 23-APR-2013 2,600,000.00 2,599,155.00 2,599,322.92 0.000 AAA 0.075 125 26-SEP-2013
MSD OPS 912828RK8 1763 TNOTES Non-Callable Bond 09-JAN-2013 6,000,000.00 5,999,765.63 6,001,406.28 0.125 Aaa 0.130 129 30-SEP-2013
MSD OPS 89233GXB7 1809 TOYMCC Non-Callable Bond 15-APR-2013 15,000,000.00 14,983,591.67 14,987,166.67 0.000 P-1 0.220 140 11-OCT-2013
2012AP 3134G23H3 1713 FHLMC Non-Callable Bond 21-SEP-2012 6,100,000.00 6,117,677.80 6,110,949.50 0.500 Aaa 0.228 144 15-OCT-2013
UMB OPS 36959HXU6 1820 GECC Non-Callable Bond 01-MAY-2013 9,200,000.00 9,190,800.00 9,191,975.56 0.000 P-1 0.200 157 28-OCT-2013
2012AP 3137EACL1 1701 FHLMC Non-Callable Bond 21-SEP-2012 710,000.00 715,097.80 712,648.30 0.875 Aaa 0.223 157 28-OCT-2013
2012AP 3137EACX5 1702 FHLMC Non-Callable Bond 21-SEP-2012 5,000,000.00 5,008,150.00 5,006,250.00 0.375 Aaa 0.228 159 30-OCT-2013
MSD OPS 000005389B 1371 CD Non-Callable Bond 23-NOV-2010 100,000.00 100,000.00 100,000.00 2.000 2.000 183 23-NOV-2013
MSD OPS 3137EACZ0 1573 FHLMC Non-Callable Bond 06-JAN-2012 10,000,000.00 10,002,400.00 10,014,690.00 0.375 Aaa 0.357 187 27-NOV-2013
2012AP 3133762C8 1711 FHLB Non-Callable Bond 21-SEP-2012 9,940,000.00 9,955,904.00 9,954,293.72 0.375 Aaa 0.239 187 27-NOV-2013
2012AP 912828PL8 1761 TNOTES Non-Callable Bond 31-DEC-2012 6,715,000.00 6,751,544.24 6,742,017.40 0.750 AAA 0.180 205 15-DEC-2013
2012AP 313371UC8 1714 FHLB Non-Callable Bond 21-SEP-2012 3,400,000.00 3,427,064.00 3,416,401.60 0.875 Aaa 0.245 217 27-DEC-2013
2010BR 31359MTP8 1397 FNMA Non-Callable Bond 07-JAN-2011 1,475,000.00 1,622,500.00 1,523,421.30 5.125 Aaa 1.677 223 02-JAN-2014
2012AP 912828PQ7 1786 TNOTES Non-Callable Bond 20-FEB-2013 2,920,000.00 2,941,671.88 2,938,250.00 1.000 AAA 0.175 236 15-JAN-2014
2006C 912828BW9 10 TII Non-Callable Bond 11-SEP-2009 1,000,000.00 1,206,500.00 1,281,851.62 2.000 Aaa -2.473 236 15-JAN-2014
2012AP 313376UF0 1733 FHLB Non-Callable Bond 16-OCT-2012 8,600,000.00 8,614,276.00 8,615,222.00 0.375 AAA 0.246 250 29-JAN-2014
MSD OPS 912828SB7 1741 TNOTES Non-Callable Bond 08-NOV-2012 10,000,000.00 10,003,668.00 10,010,546.90 0.250 Aaa 0.220 252 31-JAN-2014
2012AP 912796AR0 1788 TBILLS Non-Callable Bond 28-FEB-2013 7,000,000.00 6,990,162.57 6,992,600.42 0.000 Aaa 0.148 258 06-FEB-2014
2012AP 912828PZ7 1801 TNOTES Non-Callable Bond 19-MAR-2013 9,300,000.00 9,399,175.78 9,391,546.88 1.250 Aaa 0.171 295 15-MAR-2014
MSD OPS 912828QC7 1824 TNOTES Non-Callable Bond 13-MAY-2013 10,000,000.00 10,103,515.63 10,103,515.63 1.250 AAA 0.128 326 15-APR-2014
2012AP 31315LVP0 1815 FAMCA Non-Callable Bond 19-APR-2013 3,905,000.00 3,899,126.23 3,899,695.71 0.000 AAA 0.150 326 15-APR-2014
2012AP 912828SR2 1800 TNOTES Non-Callable Bond 18-MAR-2013 5,125,000.00 5,129,204.10 5,131,005.89 0.250 Aaa 0.177 341 30-APR-2014
MSD OPS 912828QM5-1 1828 TNOTES Non-Callable Bond 13-MAY-2013 10,000,000.00 10,086,718.75 10,091,015.63 1.000 Aaa 0.137 356 15-MAY-2014
2012AP 912828QM5-1 1826 TNOTES Non-Callable Bond 15-APR-2013 8,180,000.00 8,254,450.78 8,254,450.78 1.000 Aaa 0.158 356 15-MAY-2014
MSD OPS 31398A3G5 1317 FNMA Non-Callable Bond 08-SEP-2010 4,000,000.00 4,000,000.00 4,069,444.00 1.500 Aaa 1.500 472 08-SEP-2014
MSD OPS 912828RG7 1732 TNOTES Non-Callable Bond 16-OCT-2012 10,000,000.00 9,997,656.25 10,010,937.50 0.250 AAA 0.262 479 15-SEP-2014
MSD OPS 3136FPNG8 1337 FNMA Non-Callable Bond 14-OCT-2010 10,000,000.00 10,000,000.00 10,170,880.00 1.500 Aaa 1.500 508 14-OCT-2014
UMB OPS 912828RV4 1555 TNOTES Non-Callable Bond 15-DEC-2011 1,000,000.00 997,286.22 1,000,937.50 0.250 Aaa 0.341 570 15-DEC-2014
MSD OPS 912828RV4 1717 TNOTES Non-Callable Bond 25-SEP-2012 5,000,000.00 4,995,117.19 5,004,687.50 0.250 Aaa 0.294 570 15-DEC-2014
2004A 912828RV4 1812 TNOTES Non-Callable Bond 16-APR-2013 3,425,000.00 3,427,006.84 3,428,210.94 0.250 Aaa 0.215 570 15-DEC-2014
2008A 912828RV4 1811 TNOTES Non-Callable Bond 16-APR-2013 965,000.00 965,565.43 965,904.69 0.250 Aaa 0.215 570 15-DEC-2014
MSD OPS 3135G0LG6 1789 FNMA Callable Bond 28-FEB-2013 3,500,000.00 3,504,165.00 3,501,113.00 0.650 Aaa 0.597 735 29-MAY-2015
MSD OPS 3133EAUK2 1664 FFCB Callable Bond 25-JUN-2012 5,000,000.00 4,995,300.00 5,000,870.00 0.560 Aaa 0.592 755 18-JUN-2015
MSD OPS 3133EAZJ0 1671 FFCB Callable Bond 24-JUL-2012 10,000,000.00 9,997,500.00 10,001,190.00 0.480 Aaa 0.488 790 23-JUL-2015
MSD OPS 3135G0QB2 1774 FNMA Callable Bond 25-JAN-2013 2,000,000.00 2,000,000.00 2,001,996.00 0.500 Aaa 0.500 881 22-OCT-2015
MSD OPS 313381PY5 1773 FHLB Callable Bond 23-JAN-2013 11,000,000.00 10,993,400.00 10,997,324.80 0.400 Aaa 0.420 882 23-OCT-2015
2012AR 912828PJ3 1753 TNOTES Non-Callable Bond 11-DEC-2012 180,000.00 185,533.59 185,090.63 1.375 Aaa 0.334 920 30-NOV-2015
2004A 912828PJ3 1795 TNOTES Non-Callable Bond 13-MAR-2013 13,000.00 13,352.93 13,367.66 1.375 Aaa 0.370 920 30-NOV-2015
2012AR 912828PJ3 1765 TNOTES Non-Callable Bond 16-JAN-2013 89,000.00 91,600.47 91,517.03 1.375 Aaa 0.351 920 30-NOV-2015
2012AR 912828PJ3 1797 TNOTES Non-Callable Bond 13-MAR-2013 13,000.00 13,352.93 13,367.66 1.375 Aaa 0.370 920 30-NOV-2015
2004A 912828PJ3 1802 TNOTES Non-Callable Bond 21-MAR-2013 24,000.00 24,664.69 24,678.75 1.375 Aaa 0.342 920 30-NOV-2015
2008A 912828PJ3 1752 TNOTES Non-Callable Bond 11-DEC-2012 15,000.00 15,461.13 15,424.22 1.375 Aaa 0.334 920 30-NOV-2015
2010BR 912828PJ3 1762 TNOTES Non-Callable Bond 02-JAN-2013 39,000.00 40,128.87 40,102.97 1.375 Aaa 0.374 920 30-NOV-2015
2004A 912828PJ3 1750 TNOTES Non-Callable Bond 11-DEC-2012 95,000.00 97,920.51 97,686.72 1.375 Aaa 0.334 920 30-NOV-2015
2006C 912828PJ3 1796 TNOTES Non-Callable Bond 13-MAR-2013 21,000.00 21,570.12 21,593.91 1.375 Aaa 0.370 920 30-NOV-2015
2010BR 912828PJ3 1794 TNOTES Non-Callable Bond 13-MAR-2013 9,000.00 9,244.34 9,254.53 1.375 Aaa 0.370 920 30-NOV-2015
2006C 912828PJ3 1751 TNOTES Non-Callable Bond 11-DEC-2012 135,000.00 139,150.20 138,817.97 1.375 Aaa 0.334 920 30-NOV-2015
2010BR 912828PJ3 1749 TNOTES Non-Callable Bond 11-DEC-2012 65,000.00 66,998.24 66,838.28 1.375 Aaa 0.334 920 30-NOV-2015
MSD OPS 3134G33R9 1770 FHLMC Callable Bond 18-JAN-2013 5,000,000.00 4,999,250.00 4,998,310.00 0.450 Aaa 0.455 966 15-JAN-2016
2008A 912828PS3 1813 TNOTES Non-Callable Bond 16-APR-2013 924,000.00 967,276.41 967,312.50 2.000 Aaa 0.314 982 31-JAN-2016
2010BR 912828PS3 1776 TNOTES Non-Callable Bond 30-JAN-2013 599,000.00 626,844.14 627,078.13 2.000 Aaa 0.440 982 31-JAN-2016
MSD OPS 3135G0US0 1791 FNMA Callable Bond 04-MAR-2013 12,000,000.00 12,015,204.66 12,019,248.00 0.550 Aaa 0.507 1008 26-FEB-2016
2004A 3133EAVG0 1662 FFCB Callable Bond 25-JUN-2012 4,185,000.00 4,181,233.50 4,187,389.64 0.800 Aaa 0.823 1032 21-MAR-2016
MSD OPS 3135G0VR1 1817 FNMA Callable Bond 19-APR-2013 6,429,000.00 6,438,000.60 6,433,153.13 0.500 Aaa 0.452 1039 28-MAR-2016
2006C 3135G0LD3 1642 FNMA Callable Bond 23-MAY-2012 3,290,000.00 3,285,887.50 3,307,479.77 0.875 Aaa 0.907 1095 23-MAY-2016
2004A 3135G0LD3 1641 FNMA Callable Bond 23-MAY-2012 6,010,000.00 6,002,487.50 6,041,931.13 0.875 Aaa 0.907 1095 23-MAY-2016
2004A 3136G0JW2 1677 FNMA Callable Bond 06-AUG-2012 3,105,000.00 3,116,302.20 3,106,698.44 1.000 Aaa 0.903 1109 06-JUN-2016
2006C 3136FTZ51 1598 FNMA Callable Bond 06-MAR-2012 110,000.00 110,000.00 110,460.02 1.000 Aaa 1.000 1109 06-JUN-2016
2011BR 3135G0CM3 1766 FNMA Non-Callable Bond 17-JAN-2013 980,000.00 1,004,157.00 1,006,087.60 1.250 Aaa 0.575 1223 28-SEP-2016
2012AR 31359M2D4 1721 FNMA Non-Callable Bond 25-SEP-2012 3,000,000.00 3,525,210.00 3,470,085.00 4.875 Aaa 0.663 1301 15-DEC-2016
MSD OPS 4000006997 1605 CD Non-Callable Bond 19-MAR-2012 100,000.00 100,000.00 100,000.00 1.440 AAA 1.440 1395 19-MAR-2017
2008A 3135G0JA2 1736 FNMA Non-Callable Bond 17-OCT-2012 625,000.00 634,856.25 638,067.50 1.125 Aaa 0.770 1434 27-APR-2017
2012AR 3135G0JA2 1719 FNMA Non-Callable Bond 25-SEP-2012 2,400,000.00 2,441,064.00 2,450,179.20 1.125 Aaa 0.745 1434 27-APR-2017
2011BR 3134G3UX6 1637 FHLMC Non-Callable Bond 22-MAY-2012 1,037,000.00 1,036,740.75 1,037,505.02 1.150 Aaa 1.155 1459 22-MAY-2017
2012AR 3137EADH9 1720 FHLMC Non-Callable Bond 25-SEP-2012 3,000,000.00 3,029,700.00 3,045,363.00 1.000 Aaa 0.788 1497 29-JUN-2017
2011BR 3137EADH9 1767 FHLMC Non-Callable Bond 17-JAN-2013 1,000,000.00 1,010,080.00 1,015,121.00 1.000 Aaa 0.769 1497 29-JUN-2017
2008A 313380EC7 1737 FHLB Non-Callable Bond 17-OCT-2012 625,000.00 621,562.50 626,252.50 0.750 Aaa 0.862 1568 08-SEP-2017
2010BR 313380EC7 1777 FHLB Non-Callable Bond 30-JAN-2013 725,000.00 718,250.25 726,452.90 0.750 Aaa 0.946 1568 08-SEP-2017
2012AR 313380EC7 1722 FHLB Non-Callable Bond 25-SEP-2012 3,000,000.00 2,985,720.00 3,006,012.00 0.750 Aaa 0.846 1568 08-SEP-2017
2006C 313380EC7 1728 FHLB Non-Callable Bond 28-SEP-2012 1,265,000.00 1,261,913.40 1,267,535.06 0.750 Aaa 0.798 1568 08-SEP-2017
2004A 313380EC7 1726 FHLB Non-Callable Bond 28-SEP-2012 2,485,000.00 2,478,936.60 2,489,979.94 0.750 Aaa 0.798 1568 08-SEP-2017
MSD OPS 3134G3M31 1798 FHLMC Callable Bond 15-MAR-2013 12,000,000.00 12,024,000.00 12,028,716.00 1.000 Aaa 0.955 1587 27-SEP-2017
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