NTAC:Missing_x000D_ NORTHERN FUNDS - BOND INDEX FUND HOLDINGS AS OF Oct 31, 2014 Ab Svensk Exportkredit - Swedish Expt Cr 500,000.00 548,480.00 .02% Abb Fin Usa Inc 1.625% Due 05-08-2017 90,000.00 90,778.68 .00% Abb Fin Usa Inc 4.375% Due 05-08-2042 250,000.00 259,156.00 .01% Abbey Natl Treas Svcs Plc 3.05% Due 200,000.00 208,027.20 .01% Abbey Natl Treas Svcs Plc 4.0% Due 145,000.00 151,594.02 .01% Abbey Natl Treas Svcs Plc 4.00% Due 250,000.00 258,277.75 .01% Abbvie Inc 1.2% Due 11-06-2015 Beo 250,000.00 251,412.50 .01% Abbvie Inc 1.75% 11/06/17 265,000.00 265,746.51 .01% Abbvie Inc 4.40% 11/06/42 415,000.00 410,029.13 .02% Abbvie Inc Sr Nt 144a 2.9% 11/6/2022 1,000,000.00 972,760.00 .04% Ace Ina Hldg Inc 5.8% Due 300,000.00 339,366.00 .01% Ace Ina Holdings 4.15 03/13/43 100,000.00 99,988.30 .00% Ace Ina Holdings, 5.9%, 06/15/2019 355,000.00 410,455.26 .02% Ace Ina Holdings, Inc., 6.7%, 5/15/2036 50,000.00 67,076.65 .00% Actavis Inc 2.45% 125,000.00 121,068.00 .00% Aep Tex Cent Transition Fdg Iii Llc 100,000.00 100,101.80 .00% Aetna Inc 2.75% Due 400,000.00 385,143.20 .01% Aetna Inc Disc Coml Paper 3/A3 Yrs 3&4 250,000.00 268,822.75 .01% Aetna Inc New 1.5% Due 100,000.00 99,842.40 .00% Aetna Inc New 1.75% Due 05-01-2017 Reg 50,000.00 50,423.80 .00% Aetna Inc New 4.5% Due 05-15-2042 Reg 100,000.00 100,303.40 .00% Aetna Inc New 4.75% Due 50,000.00 52,334.55 .00% Aetna, Inc. 6.75%, 12/15/37 150,000.00 198,423.00 .01% Aflac Inc 6.45% Due 55,000.00 69,673.78 .00% Aflac Inc 6.9% Due 12-17-2039 Reg 80,000.00 106,207.20 .00% Aflac Inc 8.5% Due 05-15-2019/05-21-2009 500,000.00 631,622.00 .02% African Dev Bank 500,000.00 503,416.50 .02% African Dev Bank 500,000.00 514,241.00 .02% African Dev Bank 250,000.00 246,818.50 .01% African Dev Bk Global Nt 1.25% Due 40,000.00 40,479.16 .00% SECURITY SHARES/PAR MARKET VALUE % OF TOTAL NET ASSETS
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NTAC:Missing_x000D_
NORTHERN FUNDS - BOND INDEX FUNDHOLDINGS AS OF
Oct 31, 2014
Ab Svensk Exportkredit - Swedish Expt Cr 500,000.00 548,480.00 .02% Mar 1, 2017Abb Fin Usa Inc 1.625% Due 05-08-2017 90,000.00 90,778.68 .00% May 8, 2017Abb Fin Usa Inc 4.375% Due 05-08-2042 250,000.00 259,156.00 .01% May 8, 2042Abbey Natl Treas Svcs Plc 3.05% Due 200,000.00 208,027.20 .01% Aug 23, 2018Abbey Natl Treas Svcs Plc 4.0% Due 145,000.00 151,594.02 .01% Apr 27, 2016Abbey Natl Treas Svcs Plc 4.00% Due 250,000.00 258,277.75 .01% Mar 13, 2024Abbvie Inc 1.2% Due 11-06-2015 Beo 250,000.00 251,412.50 .01% Nov 6, 2015Abbvie Inc 1.75% 11/06/17 265,000.00 265,746.51 .01% Nov 6, 2017Abbvie Inc 4.40% 11/06/42 415,000.00 410,029.13 .02% Nov 6, 2042Abbvie Inc Sr Nt 144a 2.9% 11/6/2022 1,000,000.00 972,760.00 .04% Nov 6, 2022Ace Ina Hldg Inc 5.8% Due 300,000.00 339,366.00 .01% Mar 15, 2018Ace Ina Holdings 4.15 03/13/43 100,000.00 99,988.30 .00% Mar 13, 2043Ace Ina Holdings, 5.9%, 06/15/2019 355,000.00 410,455.26 .02% Jun 15, 2019Ace Ina Holdings, Inc., 6.7%, 5/15/2036 50,000.00 67,076.65 .00% May 15, 2036Actavis Inc 2.45% 125,000.00 121,068.00 .00% Jun 15, 2019Aep Tex Cent Transition Fdg Iii Llc 100,000.00 100,101.80 .00% Mar 1, 2026Aetna Inc 2.75% Due 400,000.00 385,143.20 .01% Nov 15, 2022Aetna Inc Disc Coml Paper 3/A3 Yrs 3&4 250,000.00 268,822.75 .01% Jun 1, 2021Aetna Inc New 1.5% Due 100,000.00 99,842.40 .00% Nov 15, 2017Aetna Inc New 1.75% Due 05-01-2017 Reg 50,000.00 50,423.80 .00% May 15, 2017Aetna Inc New 4.5% Due 05-15-2042 Reg 100,000.00 100,303.40 .00% May 15, 2042Aetna Inc New 4.75% Due 50,000.00 52,334.55 .00% Mar 15, 2044Aetna, Inc. 6.75%, 12/15/37 150,000.00 198,423.00 .01% Dec 15, 2037Aflac Inc 6.45% Due 55,000.00 69,673.78 .00% Aug 15, 2040Aflac Inc 6.9% Due 12-17-2039 Reg 80,000.00 106,207.20 .00% Dec 17, 2039Aflac Inc 8.5% Due 05-15-2019/05-21-2009 500,000.00 631,622.00 .02% May 15, 2019African Dev Bank 500,000.00 503,416.50 .02% Mar 15, 2017African Dev Bank 500,000.00 514,241.00 .02% Mar 15, 2016African Dev Bank 250,000.00 246,818.50 .01% Mar 15, 2018African Dev Bk Global Nt 1.25% Due 40,000.00 40,479.16 .00% Sep 2, 2016
SECURITY SHARES/PAR MARKET VALUE% OF TOTALNET ASSETS
MATURITYDATE
NTAC:Missing_x000D_
Agilent Technologies Inc 3.2% Due 225,000.00 217,946.70 .01% Oct 1, 2022Agilent Technologies Inc 3.875% Due 250,000.00 252,966.00 .01% Jul 15, 2023Agl Cap Corp 3.5% Due 09-15-2021 Reg 150,000.00 155,553.00 .01% Sep 15, 2021Agl Cap Corp 5.875% Due 03-15-2041 Reg 100,000.00 124,497.40 .00% Mar 15, 2041Agrium Inc 6.125% Due 01-15-2041 Reg 100,000.00 119,115.00 .00% Jan 15, 2041Agrium Inc Agrium Inc 7.125 5 23 36 100,000.00 130,035.50 .00% May 23, 2036Air Lease Corp 3.375% Due 65,000.00 65,812.50 .00% Jan 15, 2019Air Lease Corp 4.25% Due 350,000.00 350,875.00 .01% Sep 15, 2024Air Prods & Chems Inc 2.0% Due 145,000.00 148,037.75 .01% Aug 2, 2016Air Prods & Chems Inc 2.0% Due 250,000.00 249,255.00 .01% Oct 15, 2017Air Products 2.75 2/3/2023 250,000.00 243,853.25 .01% Feb 3, 2023Airgas Inc 1.65% Due 250,000.00 248,549.75 .01% Feb 15, 2018Airgas Inc 2.9% Due 150,000.00 146,526.00 .01% Nov 15, 2022Airgas Inc 3.65% Due 07-15-2024 Reg 70,000.00 70,612.01 .00% Jul 15, 2024Alabama Pwr Co 3.85% Due 12-01-2042 Reg 60,000.00 58,188.66 .00% Dec 1, 2042Alabama Pwr Co 4.1% Due 01-15-2042 Reg 75,000.00 75,853.43 .00% Jan 15, 2042Alabama Pwr Co 5.5% Due 03-15-2041 Reg 150,000.00 183,351.15 .01% Mar 15, 2041Alabama Pwr Co., 6.125%, 05/15/2038 50,000.00 65,066.85 .00% May 15, 2038Alberta Energy Co. Ltd., 7.375%, 11/1/2031 75,000.00 97,876.50 .00% Nov 1, 2031Alcan Inc 5.75% Due 100,000.00 115,035.50 .00% Jun 1, 2035Alcan, Inc., 6.125%, 12/15/2033 100,000.00 121,033.40 .00% Dec 15, 2033Alexandria Real Estate Equities Inc 4.6% 100,000.00 105,485.40 .00% Apr 1, 2022Alleghany Corp Del 4.95% Due 06-27-2022 55,000.00 60,190.63 .00% Jun 27, 2022Allegheny Technologies Inc 5.95% Due 125,000.00 131,316.75 .00% Jan 15, 2021Allergan Inc 0.0% Due 03-15-2018 Reg 100,000.00 96,316.40 .00% Mar 15, 2018Allied World Assurn Co., 7.5%, 08/01/2016 100,000.00 110,393.60 .00% Aug 1, 2016Allstate Corp 5.2% Due 01-15-2042 Reg 225,000.00 258,837.53 .01% Jan 15, 2042Allstate Corp., 6.125%, 05/15/2037 100,000.00 106,500.00 .00% May 15, 2037Allstate Corp., 6.5%, 05/15/57 225,000.00 249,046.88 .01% May 15, 2057Alltel Corp Alltel Corp 7.875% Due 100,000.00 144,053.40 .01% Jul 1, 2032Ally Auto Receivables Ser 2014-2 Cl A3 250,000.00 250,933.75 .01% Apr 15, 2019Ally Auto Receivables Tr 2013-2 Asset 50,000.00 50,194.60 .00% Nov 15, 2018Ally Auto Receivables Tr 2013-2 Asset 100,000.00 99,756.40 .00% Jan 15, 2018Ally Auto Receivables Tr Ser 2014-Sn2 C 100,000.00 100,004.40 .00% Sep 20, 2017Altera Corp 1.75% Due 05-15-2017 Reg 35,000.00 35,200.20 .00% May 15, 2017Altera Corp 2.5% Due 11-15-2018 Reg 30,000.00 30,300.33 .00% Nov 15, 2018
NTAC:Missing_x000D_
Altria Group Inc 2.85% Due 08-09-2022 100,000.00 96,905.20 .00% Aug 9, 2022Altria Group Inc 2.95% Due 05-02-2023 100,000.00 96,633.60 .00% May 2, 2023Altria Group Inc 4.25% Due 08-09-2042 135,000.00 126,411.57 .00% Aug 9, 2042Altria Group Inc 4.5% Due 05-02-2043 Reg 250,000.00 242,557.25 .01% May 2, 2043Altria Group Inc 4.75% Due 05-05-2021 725,000.00 798,525.88 .03% May 5, 2021Altria Group Inc 5.375% 01/31/2044 370,000.00 405,044.18 .02% Jan 31, 2044Altria Group, Inc, 9.25%, 08/06/2019 56,000.00 72,898.95 .00% Aug 6, 2019Altria Group, Inc., 10.2%, 02/06/2039 33,000.00 56,536.56 .00% Feb 6, 2039Altria Group, Inc., 9.7%, 11/10/2018 341,000.00 439,518.99 .02% Nov 10, 2018Altria Group, Inc., 9.95%, 11/10/2038 49,000.00 82,185.40 .00% Nov 10, 2038Amazon Com Inc 1.2% Due 11-29-2017 Reg 315,000.00 312,145.16 .01% Nov 29, 2017Amazon Com Inc 2.5% Due 150,000.00 140,342.10 .01% Nov 29, 2022Amb Property Lp 4.5% Due 08-15-2017 Reg 85,000.00 91,420.56 .00% Aug 15, 2017Amerada Hess Corp Nt 7.875% Due 620,000.00 838,898.44 .03% Oct 1, 2029Amerada Hess Corp., 7.125%, 03/15/33 75,000.00 98,185.50 .00% Mar 15, 2033Ameren Illinois, 2.7%, 09/01/22 250,000.00 247,903.25 .01% Sep 1, 2022America Movil Sab De Cv 2.375% Due 700,000.00 716,653.00 .03% Sep 8, 2016America Movil Sab De Cv 3.125% Due 295,000.00 289,952.55 .01% Jul 16, 2022America Movil Sab De Cv 6.125% Due 185,000.00 221,204.50 .01% Mar 30, 2040America Movil, 6.125%, 11/01/2037 315,000.00 374,356.40 .01% Nov 15, 2037American Electric Power 1.65 12/15/17 40,000.00 40,092.40 .00% Dec 15, 2017American Express .875% 75,000.00 75,244.13 .00% Nov 13, 2015American Express Co., 2.65% 12/2/22 632,000.00 616,236.66 .02% Dec 2, 2022American Express Co., 6.15%, 08/28/17 800,000.00 901,436.80 .03% Aug 28, 2017American Express Cr Account Master Tr 220,000.00 220,185.90 .01% Jan 15, 2020American Express Cr Corp Medium Term Nts 1,250,000.00 1,292,443.75 .05% Sep 19, 2016American Express Cr Corp Medium Term Nts 250,000.00 256,331.50 .01% Mar 24, 2017American Express Cr Corp Medium Term Nts 400,000.00 398,090.80 .01% Jun 5, 2017American Express Credit 145,000.00 145,881.75 .01% Jul 29, 2016American Express, 7.0%, 03/19/2018 300,000.00 349,647.00 .01% Mar 19, 2018American Honda Fin Corp Med Term Nts 75,000.00 75,639.75 .00% Oct 10, 2018American Honda Fin Corp Med Term Nts 250,000.00 251,257.00 .01% Aug 15, 2019American Intl Group Inc 4.125% Due 165,000.00 173,772.39 .01% Feb 15, 2024American Intl Group Inc 4.5% Due 150,000.00 152,328.15 .01% Jul 16, 2044American Intl Group Inc 4.875% 700,000.00 780,773.00 .03% Jun 1, 2022American Intl Group Inc 6.4% Due 300,000.00 358,245.00 .01% Dec 15, 2020
NTAC:Missing_x000D_
American Intl Group Inc Jr Sub Deb Flt 440,000.00 597,300.00 .02% May 15, 2058American Intl Group Inc Medium Term Nts 625,000.00 687,463.75 .03% May 18, 2017American Intl Group, 5.85%, 01/16/2018 280,000.00 315,549.92 .01% Jan 16, 2018American Intl Group, Inc., 6.25%, 05/01/2036 200,000.00 252,855.00 .01% May 1, 2036American Mun Pwr Ohio Inc Rev 6.449% Due 200,000.00 253,734.00 .01% Feb 15, 2044American Mun Pwr Ohio Inc Rev 8.084% Due 300,000.00 472,101.00 .02% Feb 15, 2050American Tower Corp 4.5% Due 01-15-2018 130,000.00 138,762.00 .01% Jan 15, 2018American Tower Corp New 4.7% Due 375,000.00 389,881.88 .01% Mar 15, 2022American Water Cap Corp 4.3% 12/01/42 75,000.00 76,457.40 .00% Dec 1, 2042American Wtr Cap Corp 3.4% Due 35,000.00 35,312.24 .00% Mar 1, 2025Americredit Automobile Receivables Tr 50,000.00 50,557.60 .00% Oct 8, 2020Americredit Automobile Receivables Tr 100,000.00 100,514.20 .00% Sep 8, 2020Americredit Automobile Receivables Tr 100,000.00 100,277.30 .00% Nov 8, 2019Americredit Automobile Receivables Tr 100,000.00 99,987.30 .00% Jun 10, 2019Americredit Automobile Receivables Tr 25,000.00 24,850.53 .00% May 8, 2019Americredit Automobile Receivables Tr 25,000.00 25,043.35 .00% May 8, 2018Americredit Automobile Receivables Tr 25,000.00 25,014.60 .00% Mar 8, 2019Ameriprise Financial Inc 4.0% 250,000.00 262,073.00 .01% Oct 15, 2023Ameriprise Finl Inc 3.7% Due 10-15-2024 500,000.00 507,050.50 .02% Oct 15, 2024Ameriprise Finl Inc 5.3% Due 03-15-2020 95,000.00 107,966.46 .00% Mar 15, 2020Ameriprise Finl Var Rt 7.3% 06/28/2019 75,000.00 91,034.55 .00% Jun 28, 2019Amerisourcebergen Corp 1.15% Due 175,000.00 174,247.85 .01% May 15, 2017Amgen Inc 0.0% 05-15-43 200,000.00 221,560.60 .01% May 15, 2043Amgen Inc 1.25% Due 05-22-2017 Reg 70,000.00 69,523.44 .00% May 22, 2017Amgen Inc 2.2% Due 05-22-2019 Reg 1,250,000.00 1,240,425.00 .05% May 22, 2019Amgen Inc 2.3% Due 06-15-2016 Reg 100,000.00 102,144.40 .00% Jun 15, 2016Amgen Inc 2.3% Due 11-15-2016 Reg 250,000.00 256,921.50 .01% Nov 15, 2016Amgen Inc 3.875% Due 11-15-2021 Reg 250,000.00 261,769.25 .01% Nov 15, 2021Amgen Inc 4.1% Due 06-15-2021 165,000.00 174,656.79 .01% Jun 15, 2021Amgen Inc 5.15% Due 11-15-20412 250,000.00 268,123.00 .01% Nov 15, 2041Amgen Inc 5.65% Due 07-01-2032 Reg 100,000.00 114,799.90 .00% Jun 15, 2042Amgen Inc 5.75% Due 03-15-2040 Reg 750,000.00 863,427.75 .03% Mar 15, 2040Amgen, Inc., 6.4%, 02/01/2039 100,000.00 123,587.10 .00% Feb 1, 2039Amphenol Corp 3.125% Due 09/15/21 100,000.00 100,693.20 .00% Sep 15, 2021Anadarko Fin, 7.5%, 05/01/2031 35,000.00 47,054.74 .00% May 1, 2031Anadarko Pete Co 6.2% Due 03-15-2040 Reg 15,000.00 17,984.21 .00% Mar 15, 2040
NTAC:Missing_x000D_
Anadarko Pete Corp 4.5% Due 750,000.00 736,622.25 .03% Jul 15, 2044Anadarko Pete Corp 7.95% Due 65,000.00 92,083.42 .00% Jun 15, 2039Anadarko Pete Corp., 0.0%, 06/15/2019 500,000.00 596,353.00 .02% Jun 15, 2019Anheuser Busch Cos Inc Anheuser Busch 100,000.00 118,429.70 .00% Apr 1, 2036Anheuser Busch Cos Inc., 5.5%, 01/15/2018 375,000.00 418,263.38 .02% Jan 15, 2018Anheuser Busch Cos Inc., 6.45%, 09/01/37 50,000.00 65,003.80 .00% Sep 1, 2037Anheuser Busch Inbev Fin Inc 4.625% Due 250,000.00 260,010.00 .01% Feb 1, 2044Anheuser Busch Inbev Wor Inc 500,000.00 501,140.00 .02% Jul 15, 2017Anheuser Busch Inbev Worldwide Inc 450,000.00 511,027.65 .02% Jan 15, 2020Anheuser Busch Inbev Worldwide Inc 2.5% 60,000.00 57,412.02 .00% Jul 15, 2022Anheuser Busch Inbev Worldwide Inc 3.75% 65,000.00 59,533.37 .00% Jul 15, 2042Anheuser Busch, 5.95%, 01/15/2033 100,000.00 121,805.90 .00% Jan 15, 2033Anheuser-Busch Inbev Fin 1.25% 01/17/18 360,000.00 355,258.08 .01% Jan 17, 2018Anheuser-Busch Inbev Fin 4.0% 01/17/43 150,000.00 142,669.65 .01% Jan 17, 2043Anheuser-Busch Inbev Fin Inc 2.15% Due 500,000.00 500,223.00 .02% Feb 1, 2019Anheuser-Busch Inbev Wor 2.875% Due 75,000.00 77,095.05 .00% Feb 15, 2016Anheuser-Busch Inbev Wor 8.2% Due 750,000.00 1,141,493.25 .04% Jan 15, 2039Aon Cap Trust 4.25% 450,000.00 417,881.70 .02% Dec 12, 2042Apache Corp 3.625% Due 200,000.00 209,204.60 .01% Feb 1, 2021Apache Corp 5.1% Due 09-01-2040 Reg 250,000.00 259,866.00 .01% Sep 1, 2040Apache Corp 5.25% Due 260,000.00 275,591.94 .01% Feb 1, 2042Apache Corp., 5.625%, 1/15/2017 250,000.00 272,865.00 .01% Jan 15, 2017Apache Corp., 6.0%, 1/15/2037 360,000.00 419,623.92 .02% Jan 15, 2037Appalachian Pwr Co 4.6% Due 03-30-2021 250,000.00 278,531.25 .01% Mar 30, 2021Appalachian Pwr Co., 7.0%, 04/01/2038 75,000.00 102,355.58 .00% Apr 1, 2038Apple Inc .45% Due 05-03-2016 Reg 360,000.00 359,811.36 .01% May 3, 2016Apple Inc 1.0% Due 05-03-2018 Reg 575,000.00 563,924.93 .02% May 3, 2018Apple Inc 2.4% Due 05-03-2023 Reg 500,000.00 482,399.00 .02% May 3, 2023Apple Inc 2.85% Due 05-06-2021 Reg 125,000.00 126,880.13 .00% May 6, 2021Apple Inc 3.85% Due 05-04/2043 Reg 230,000.00 219,625.39 .01% May 4, 2043Applied Matls Inc 5.85% Due 06-15-2041 100,000.00 119,754.00 .00% Jun 15, 2041Archer Daniels Midland Co 4.479% Due 150,000.00 164,860.65 .01% Mar 1, 2021Archer Daniels Midland Co 5.765% Due 130,000.00 161,480.67 .01% Mar 1, 2041Archer Daniels Midland Co., 4.016 4/16/43 56,000.00 54,113.02 .00% Apr 16, 2043Archer Daniels Midland Co., 5.45%, 03/15/2018 175,000.00 196,408.63 .01% Mar 15, 2018Archer Daniels, 5.375%, 09/15/2035 175,000.00 205,789.33 .01% Sep 15, 2035
NTAC:Missing_x000D_
Arizona Pub Svc Co 4.5% Due 04-01-2042 230,000.00 243,663.61 .01% Apr 1, 2042Arizona Pub Svc Co 4.7% Due 100,000.00 109,333.90 .00% Jan 15, 2044Arizona Pub Svc Co Nt 8.75% Due 250,000.00 317,522.50 .01% Mar 1, 2019Arrow Electrs Inc 3.0% Due 03-01-2018 85,000.00 87,721.45 .00% Mar 1, 2018Asian Dev Bank, 5.593%, 07/16/18 50,000.00 56,964.50 .00% Jul 16, 2018Asian Dev Bk 2.5% 500,000.00 514,311.00 .02% Mar 15, 2016Asian Dev. Bank 1.75% 1,500,000.00 1,509,705.00 .06% Mar 21, 2019Asian Development Bank 150,000.00 151,606.50 .01% Apr 12, 2019Asian Development Bank 250,000.00 243,892.50 .01% Mar 23, 2020Asian Development Bank .5% Due 6-20-2016 200,000.00 200,034.80 .01% Jun 20, 2016Asian Development Bank 1.125% Due 3-15-2017 355,000.00 357,585.82 .01% Mar 15, 2017Asian Development Bank 1.75% Due 09/11/18 150,000.00 151,859.55 .01% Sep 11, 2018Asian Development Bank, 5.5%, 06/27/2016 600,000.00 648,969.60 .02% Jun 27, 2016Aspen Ins Hldgs Ltd 4.65% Due 11-15-2023 270,000.00 281,109.42 .01% Nov 15, 2023Astrazeneca Plc 1.95% Due 09-18-2019 Reg 225,000.00 223,563.15 .01% Sep 18, 2019Astrazeneca Plc 4.0% Due 09-18-2042 Reg 250,000.00 239,821.50 .01% Sep 18, 2042Astrazeneca Plc., 5.9%, 09/15/2017 325,000.00 366,227.23 .01% Sep 15, 2017Astrazeneca Plc., 6.45%, 09/15/2037 450,000.00 592,227.00 .02% Sep 15, 2037At&T Inc .9% Due 02-12-2016 Reg 210,000.00 210,329.91 .01% Feb 12, 2016At&T Inc 2.3% Due 03-11-2019 Reg 1,500,000.00 1,507,189.50 .06% Mar 11, 2019At&T Inc 2.375% Due 11-27-2018 285,000.00 288,216.23 .01% Nov 27, 2018At&T Inc 2.625% Due 1,395,000.00 1,325,874.96 .05% Dec 1, 2022At&T Inc 2.95% Due 05-15-2016 Reg 500,000.00 515,708.50 .02% May 15, 2016At&T Inc 3.9% Due 03-11-2024/03-10-2014 1,000,000.00 1,026,810.00 .04% Mar 11, 2024At&T Inc 5.5 8/15/41 75,000.00 82,454.18 .00% Aug 15, 2041At&T Inc Bd 6.5% Due 09-01-2037 Beo 600,000.00 740,422.80 .03% Sep 1, 2037At&T Inc., 6.15%, 9/15/2034 125,000.00 147,145.13 .01% Sep 15, 2034At&T Wireless Svcs, Inc. Sr Nt, 8.75% 400,000.00 603,480.00 .02% Mar 1, 2031At&T, Inc., 6.3%, 01/15/2038 420,000.00 507,501.54 .02% Jan 15, 2038At&T, Inc., 6.4%, 05/13/2038 99,000.00 122,308.26 .00% May 15, 2038At&T, Inc., 6.55%, 02/15/2039 85,000.00 105,330.73 .00% Feb 15, 2039Atmos Energy Corp 4.125% Due 10-15-2044 75,000.00 75,121.20 .00% Oct 15, 2044Atmos Energy Corp 4.15% 01/15/43 250,000.00 252,256.00 .01% Jan 15, 2043Aust Nz Banking Grp Ny 2.25% 06/13/2019 500,000.00 500,788.00 .02% Jun 13, 2019Australia & New Zealand Bkg Group Ltd Ny 250,000.00 251,120.00 .01% Feb 12, 2016Autodesk Inc 1.95% Due 12-15-2017 Reg 75,000.00 75,398.55 .00% Dec 15, 2017
NTAC:Missing_x000D_
Autozone Inc 3.125% Due 135,000.00 131,427.50 .00% Jul 15, 2023Autozone Inc 3.7% 55,000.00 56,311.20 .00% Apr 15, 2022Autozone Inc 4.0% Due 250,000.00 265,909.50 .01% Nov 15, 2020Avalonbay Cmntys Inc Medium Term Nts 150,000.00 175,546.95 .01% Mar 15, 2020Avalonbay Cmntys Inc Tranche # Tr 00015 50,000.00 48,880.85 .00% Sep 15, 2022Avalonbay Communities Inc 3.625% Due 75,000.00 78,181.95 .00% Oct 1, 2020Axa Sa Us$ Sub Nt, 8.6%, 12/15/2030 75,000.00 100,968.75 .00% Dec 15, 2030Baidu Inc 200,000.00 196,136.00 .01% Nov 28, 2022Baidu Inc 3.25% 8/06/2018 210,000.00 215,918.01 .01% Aug 6, 2018Baker Hughes Inc 3.2% Due 08-15-2021 Beo 100,000.00 102,491.60 .00% Aug 15, 2021Baker Hughes Inc 5.125% Due 09-15-2040 210,000.00 236,501.16 .01% Sep 15, 2040Baltimore Gas & Elec Co 3.5% Due 275,000.00 288,098.53 .01% Nov 15, 2021Baltimore Gas & Elec Co 5.9% Due 50,000.00 54,700.75 .00% Oct 1, 2016Banc Of America Comml Mtg., 5.45%, 11/15/2049 426,326.61 459,948.01 .02% Jan 15, 2049Banc One Corp., 7.75%, 07/15/2025 54,000.00 70,757.71 .00% Jul 15, 2025Bank Amer Corp 1.7% Due 08-25-2017 Reg 1,000,000.00 1,000,171.00 .04% Aug 25, 2017Bank Amer Corp 2.65% Due 04-01-2019 Reg 350,000.00 353,176.95 .01% Apr 1, 2019Bank Amer Corp 3.625% Due 03-17-2016 Reg 185,000.00 191,534.57 .01% Mar 17, 2016Bank Amer Corp 3.875% Due 03-22-2017 Reg 150,000.00 158,105.55 .01% Mar 22, 2017Bank Amer Corp 4.0% Due 04-01-2024 Reg 165,000.00 170,489.55 .01% Apr 1, 2024Bank Amer Corp 4.1% Due 07-24-2023 Reg 100,000.00 104,395.10 .00% Jul 24, 2023Bank Amer Corp 4.25% Due 10-22-2026 Reg 100,000.00 99,258.30 .00% Oct 22, 2026Bank Amer Corp 4.875% Due 04-01-2044 Reg 95,000.00 101,737.69 .00% Apr 1, 2044Bank Amer Corp 5.0% Due 01-21-2044 Reg 100,000.00 109,274.70 .00% Jan 21, 2044Bank Amer Corp 5.70% Due 01-24-2022 Reg 1,000,000.00 1,151,272.00 .04% Jan 24, 2022Bank Amer Corp 5.875% Due 02-07-2042 Reg 250,000.00 305,439.75 .01% Feb 7, 2042Bank Amer Corp 6.5% Due 08-01-2016 Reg 1,000,000.00 1,090,453.00 .04% Aug 1, 2016Bank Amer Corp. 5.75%, 08/15/2016 100,000.00 107,709.80 .00% Aug 15, 2016Bank Amer Corp. 5.75%, 12/01/17 865,000.00 962,860.05 .04% Dec 1, 2017Bank Amer Corp., 6.0%, 09/01/2017 250,000.00 278,807.50 .01% Sep 1, 2017Bank Amer Fdg Corp., 5.65%, 05/01/2018 450,000.00 502,367.40 .02% May 1, 2018Bank Amer Fdg Corp., 7.625%, 06/01/2019 540,000.00 654,987.60 .02% Jun 1, 2019Bank Montreal Medium Term Senior Nts 500,000.00 515,128.50 .02% Jan 11, 2017Bank Montreal Medium Term Sr Nts Book 300,000.00 289,213.80 .01% Nov 6, 2022Bank Montreal Medium Term Sr Nts Book 150,000.00 151,474.20 .01% Jul 15, 2016Bank Montreal Medium Term Sr Nts Book 250,000.00 250,183.75 .01% Sep 11, 2017
NTAC:Missing_x000D_
Bank Montreal Que 2.375% Due 01-25-2019 35,000.00 35,374.26 .00% Jan 25, 2019Bank New York Inc Medium Term Sr Nts 150,000.00 148,623.45 .01% Mar 6, 2018Bank New York Inc Medium Term Sr Nts 500,000.00 494,549.00 .02% Jan 25, 2018Bank New York Inc Medium Term Sr Nts 955,000.00 992,458.92 .04% Sep 23, 2021Bank New York Inc Medium Term Sr Nts Boo 150,000.00 154,001.70 .01% Jul 28, 2016Bank New York Inc., 5.5%, 12/01/2017 100,000.00 111,762.00 .00% Dec 1, 2017Bank New York, Inc., 5.45%, 05/15/2019 75,000.00 85,585.50 .00% May 15, 2019Bank Nova Scotia 2.55% Due 01-12-2017 500,000.00 515,356.50 .02% Jan 12, 2017Bank Nova Scotia B C 0.0% Due 07-15-2016 250,000.00 252,328.25 .01% Jul 15, 2016Bank Nova Scotia B C 1.25% Due 150,000.00 149,987.40 .01% Apr 11, 2017Bank Nova Scotia B C 1.3% Due 07-21-2017 100,000.00 99,844.40 .00% Jul 21, 2017Bank Nova Scotia B C 2.05% Due 200,000.00 198,623.00 .01% Jun 5, 2019Bank Nova Scotia B C 2.125% Due 09/11/19 225,000.00 225,476.78 .01% Sep 11, 2019Bank Nova Scotia Bns 4.375 Due 250,000.00 275,510.25 .01% Jan 13, 2021Bank Of Amer Corp 400,000.00 442,824.40 .02% May 13, 2021Bank Of America Corp 1,440,000.00 1,635,336.00 .06% Jul 1, 2020Bank Of America Corp 2.6% Due 01-15-2019 300,000.00 302,870.70 .01% Jan 15, 2019Bank Of America Corp Mtn 4.2% Due 1,500,000.00 1,510,741.50 .06% Aug 26, 2024Bank Of America Corp. 2.0 1/11/18 1,155,000.00 1,157,877.11 .04% Jan 11, 2018Bank Of America Corp. 2.0 1/11/18 150,000.00 150,638.55 .01% Mar 15, 2016Bank Of America Corp., 5.17%, 06/15/2019 185,000.00 201,743.24 .01% Jun 15, 2019Bank Of America Corp., 5.625%, 10/14/2016 200,000.00 217,538.40 .01% Oct 14, 2016Bank Of America, 6.0%, 10/15/2036 250,000.00 303,507.00 .01% Oct 15, 2036Bank Of Montreal 1.45% Due 250,000.00 247,855.50 .01% Apr 9, 2018Bank Of Nova Scotia 250,000.00 249,554.75 .01% Dec 18, 2017Barclays Bank Plc Bnds 3.75% Due 1,165,000.00 1,179,925.98 .04% May 15, 2024Barclays Bk Plc 5.14% Due 10-14-2020 Reg 500,000.00 543,395.00 .02% Oct 14, 2020Bard C R Inc 0.0% Due 01-15-2018 Reg 160,000.00 159,087.04 .01% Jan 15, 2018Barrick Gold Corp 3.85% Due 04-01-2022 1,175,000.00 1,126,243.38 .04% Apr 1, 2022Barrick Gold Corp 4.1% Due 05-01-2023 295,000.00 285,133.14 .01% May 1, 2023Barrick Na Fin 6.8% 9/15/2018 175,000.00 201,073.78 .01% Sep 15, 2018Barrick North Amer Fin Llc Barrick Na 100,000.00 116,621.10 .00% Sep 15, 2038Baxter Intl Inc .95% Due 06-01-2016 Reg 110,000.00 110,196.57 .00% Jun 1, 2016Baxter Intl Inc 1.85% Due 01-15-2017 Reg 100,000.00 101,515.40 .00% Jan 15, 2017Baxter Intl Inc 2.4% Due 08-15-2022 Reg 200,000.00 190,921.60 .01% Aug 15, 2022Baxter Intl Inc 4.5% Due 125,000.00 131,138.63 .00% Jun 15, 2043
NTAC:Missing_x000D_
Baxter Intl, Inc., 5.375%, 06/01/2018 225,000.00 252,054.00 .01% Jun 1, 2018Baxter Intl, Inc., 6.25%, 12/01/2037 30,000.00 38,921.49 .00% Dec 1, 2037Baxter Intl, Inc., 6.25%, 12/01/2037 30,000.00 27,490.59 .00% Aug 15, 2042Bay Area Toll Auth Calif Toll Brdg Rev 150,000.00 217,560.00 .01% Apr 1, 2050Bay Area Toll Auth Calif Toll Brdg Rev 150,000.00 215,359.50 .01% Oct 1, 2050Bay Area Toll Auth Calif Toll Brdg Rev Build 425,000.00 585,654.25 .02% Apr 1, 2049Bb&T Brh Bkg & Tr Co Global Bk Sub Nt Pg 250,000.00 253,584.50 .01% Oct 30, 2026Bb&T Corp Sr Medium Term Nts Book Entry 80,000.00 79,262.24 .00% Jan 12, 2018Bb&T Corp Sr Medium Term Nts Book Entry 50,000.00 50,186.00 .00% Aug 15, 2017Bb&T Corp Sr Medium Term Nts Book Entry 100,000.00 100,678.70 .00% Feb 1, 2019Bb&T Corp Sr Medium Term Nts Book Entry 250,000.00 255,116.75 .01% Mar 22, 2017Bb&T Corp Sub Nt 2012, 4.75%, 10/01/2012 250,000.00 261,758.75 .01% Apr 29, 2016Bb&T Corp., 5.20%, 12/23/15 600,000.00 630,173.40 .02% Dec 23, 2015Bbt Corp 2.05% 6/19/2018 100,000.00 100,710.00 .00% Jun 19, 2018Beam Inc 1.75% Due 06-15-2018 Reg 250,000.00 247,886.50 .01% Jun 15, 2018Beam Inc 1.875% Due 05-15-2017 Reg 65,000.00 65,258.57 .00% May 15, 2017Bear Stearns Cos Inc., 5.55%, 01/22/2017 50,000.00 54,369.35 .00% Jan 22, 2017Bear Stearns Cos Inc., 6.4%, 10/02/17 150,000.00 169,629.75 .01% Oct 2, 2017Bear Stearns Cos, Inc. 7.25%, 02/01/2018 535,000.00 621,934.29 .02% Feb 1, 2018Becton Dickinson & Co 3.125% Due 150,000.00 149,813.10 .01% Nov 8, 2021Becton Dickinson & Co 3.25% Due 430,000.00 433,312.72 .02% Nov 12, 2020Becton Dickinson & Co 6.0% Due 290,000.00 348,823.60 .01% May 15, 2039Becton Dickinson 1.75% Due 11-08-2016 250,000.00 252,594.50 .01% Nov 8, 2016Berkshire Hathaway Fin Corp 0.0% Due 255,000.00 309,277.26 .01% Jan 15, 2040Berkshire Hathaway Fin Corp 1.3% Due 65,000.00 64,358.84 .00% May 15, 2018Berkshire Hathaway Fin Corp 4.3% Due 125,000.00 126,120.25 .00% May 15, 2043Berkshire Hathaway Fin Corp 4.4% Due 100,000.00 101,596.20 .00% May 15, 2042Berkshire Hathaway Fin Corp 4.5% Due 02/11/43 300,000.00 311,727.30 .01% Feb 11, 2043Berkshire Hathaway Fin Corp., 5.4%, 05/15/2018 300,000.00 337,920.00 .01% May 15, 2018Berkshire Hathaway Inc 40,000.00 40,072.84 .00% Feb 11, 2016Berkshire Hathaway Inc Del 1.9% Due 125,000.00 127,541.00 .00% Jan 31, 2017Bhp Billiton Fin Usa Ltd 1.625% Due 600,000.00 607,504.20 .02% Feb 24, 2017Bhp Billiton Fin Usa Ltd 1.875% 100,000.00 101,959.80 .00% Nov 21, 2016Bhp Billiton Fin Usa Ltd 2.05% 09/30/18 200,000.00 201,961.00 .01% Sep 30, 2018Bhp Billiton Fin Usa Ltd 4.125% Due 600,000.00 595,549.80 .02% Feb 24, 2042Bhp Billiton Fin Usa, Ltd, 6.5%, 04/01/2019 200,000.00 237,223.80 .01% Apr 1, 2019
NTAC:Missing_x000D_
Bhp Billiton Fin, 5.5%, 04/01/2014 250,000.00 257,307.75 .01% Nov 21, 2021Bhp Billiton Finance Ltd., 5.4%, 3/29/2017 100,000.00 110,047.30 .00% Mar 29, 2017Bhp Billiton Finance Usa Ltd., 5.25%, 12/15/2015 250,000.00 262,522.25 .01% Dec 15, 2015Biomed Rlty L P 3.85% Due 04-15-2016 Reg 100,000.00 103,965.90 .00% Apr 15, 2016Bk New York Inc 2.2% Due 05-15-2019 65,000.00 65,223.60 .00% May 15, 2019Blackrock Inc 250,000.00 258,019.00 .01% Jun 1, 2022Blackrock Inc .0005% Due 12-10-2019 Reg 130,000.00 147,467.45 .01% Dec 10, 2019Blackrock Inc 0.0% Due 05-15-2021 Reg 150,000.00 164,348.85 .01% May 24, 2021Blackrock Inc 3.5% Due 03-18-2024 Reg 250,000.00 254,097.25 .01% Mar 18, 2024Bnp Paribas / Bnp Paribas 1,000,000.00 1,118,550.00 .04% Jan 15, 2021Bnp Paribas / Bnp Paribas Us Medium Term 250,000.00 250,537.75 .01% Mar 3, 2023Bnp Paribas / Bnp Paribas Us Medium Term 110,000.00 111,006.61 .00% Mar 17, 2019Bnp Paribas / Bnp Paribas Us Medium Term 625,000.00 637,006.25 .02% Sep 14, 2017Boeing Capital Corp 2.125% Due 275,000.00 281,987.20 .01% Aug 15, 2016Boeing Co .95% Due 05-15-2018 Reg 200,000.00 195,365.20 .01% May 15, 2018Boeing Co 2.85% Due 110,000.00 108,492.12 .00% Oct 30, 2024Boeing Co 3.75 Due 11-20-2016 400,000.00 423,182.00 .02% Nov 20, 2016Boeing Co 6.625 Deb Due 02-15-2038 100,000.00 137,718.70 .01% Feb 15, 2038Boeing Co., 0.0%, 02/15/2040 75,000.00 95,679.23 .00% Feb 15, 2040Boeing Co., 6.125%, 2/15/2033 135,000.00 175,858.70 .01% Feb 15, 2033Boston Pptys Ltd Partnership 3.125% Due 135,000.00 131,082.44 .00% Sep 1, 2023Boston Pptys Ltd Partnership 3.85% Due 150,000.00 154,475.10 .01% Feb 1, 2023Boston Pptys Ltd Partnership 5.875% Due 500,000.00 576,798.50 .02% Oct 15, 2019Boston Scientific Corp 2.65% Due 80,000.00 80,834.16 .00% Oct 1, 2018Boston Scientific Corp 7.375% Due 100,000.00 137,023.50 .01% Jan 15, 2040Bottling Group Llc, 5.5%, 4/1/2016 675,000.00 720,526.73 .03% Apr 1, 2016Bp Cap Mkts P L C , 3.814% 02/10/2024 100,000.00 102,303.50 .00% Feb 10, 2024Bp Cap Mkts P L C 1.375% Due 05-10-2018 400,000.00 394,389.60 .01% May 10, 2018Bp Cap Mkts P L C 2.241% Due 09-26-2018 360,000.00 362,979.00 .01% Sep 26, 2018Bp Cap Mkts P L C 2.5% Due 11-06-2022 595,000.00 564,730.57 .02% Nov 6, 2022Bp Cap Mkts P L C 2.521% Due 01-15-2020 125,000.00 125,549.63 .00% Jan 15, 2020Bp Cap Mkts P L C 3.994% Due 09-26-2023 120,000.00 125,052.84 .00% Sep 26, 2023Bp Cap Mkts P L C 4.742% Due 03-11-2021 450,000.00 496,920.15 .02% Mar 11, 2021Bp Cap Mkts P L C Bonds, 4.75%, 03/10/2019 1,200,000.00 1,323,097.20 .05% Mar 10, 2019Bpce S A Medium Term Nts Book Entry 3/A2 250,000.00 250,975.50 .01% Jul 25, 2017Bpce S A Medium Term Nts Book Entry 3/A2 250,000.00 258,400.00 .01% Apr 15, 2024
NTAC:Missing_x000D_
Bpce Sa 2.5% Bnds 07-15-2019 500,000.00 500,365.00 .02% Jul 15, 2019Branch Banking & Trust 2.85% Due 650,000.00 652,163.20 .02% Apr 1, 2021Brandywine Oper Partnership L P, 5.70%, 05/01/17 150,000.00 163,474.80 .01% May 1, 2017Brazil Federative Rep 5.8% Due 635,000.00 687,387.50 .03% Jan 7, 2041Brazil Federative Rep Bd, 7.125%, 01/20/2037 250,000.00 315,625.00 .01% Jan 20, 2037Brazil Federative Rep Global, 11.0%, 08/17/2040 835,000.00 901,800.00 .03% Aug 17, 2040Brazil Federative Rep Global, 8.0%, 01/15/2018 155,555.58 172,122.25 .01% Jan 15, 2018Brazil Federative Rep Us$ Global Bd 500,000.00 787,500.00 .03% May 15, 2027Brazil Federative Rep, 8.875%, 04/15/2020 600,000.00 828,000.00 .03% Apr 15, 2024Brazil Federative Repub Bond, 8.875%, 10/14/2019 1,075,000.00 1,381,375.00 .05% Oct 14, 2019Brazil Federative, 6.0%, 01/17/2017 1,250,000.00 1,368,750.00 .05% Jan 17, 2017Brazil(Fed Rep Of) Global Bd 4.875% Due 1,000,000.00 1,077,500.00 .04% Jan 22, 2021Bre Pptys Inc 5.2% Due 200,000.00 223,827.00 .01% Mar 15, 2021Bristol Myers Squibb Co 1.75% Due 500,000.00 495,795.50 .02% Mar 1, 2019Bristol Myers Squibb Co 2.0% Due 600,000.00 558,433.20 .02% Aug 1, 2022Bristol Myers Squibb Co., 6.125%, 05/01/2038 5,000.00 6,349.14 .00% May 1, 2038Bristol-Myers Squibb Co, 5.875%, 11/15/2036 23,000.00 28,556.02 .00% Nov 15, 2036British Columbia Prov Cda Bd Ser Bcusg-8 300,000.00 290,883.00 .01% Oct 23, 2022British Columbia Prov Cda Usd Bd Ser 150,000.00 153,679.50 .01% Sep 22, 2021
British Columbia Prov Of 2.1% Due 05-18/2016 Reg 185,000.00 189,583.19 .01% May 18, 2016British Columbia Prov, 7.25%, 09/01/2036 175,000.00 265,243.48 .01% Sep 1, 2036British Telecommunications 1.25% Due 250,000.00 249,357.50 .01% Feb 14, 2017British Telecommunications Plc, 8.625%, 12/15/30 100,000.00 157,415.60 .01% Dec 15, 2030British Telecommunications, 5.95%, 01/15/2018 575,000.00 647,617.90 .02% Jan 15, 2018Broadcom Corp 2.5% Due 8/15/22 365,000.00 349,838.27 .01% Aug 15, 2022Brown Forman Corp 0.0% Due 01-15-2018 65,000.00 63,932.51 .00% Jan 15, 2018Brown Forman Corp 3.75% Due 50,000.00 47,365.50 .00% Jan 15, 2043Bscms, 5.742%, 09/11/2042 1,050,000.00 1,155,684.60 .04% Sep 11, 2042Buckeye Partners L P 5.6% Due 500,000.00 495,582.50 .02% Oct 15, 2044Buckeye Partners Lp, 6.05%, 01/15/2018 85,000.00 94,666.37 .00% Jan 15, 2018Bunge Ltd Fin Corp 0.0% Due 03-15-2016 140,000.00 145,798.10 .01% Mar 15, 2016Bunge Ltd Fin Corp 3.2% Due 06-15-2017 250,000.00 259,447.50 .01% Jun 15, 2017Bunge Ltd Fin Corp., 0.0%, 06/15/2019 60,000.00 74,230.20 .00% Jun 15, 2019Burlington North Santa Fe, 6.15%, 05/01/2037 165,000.00 205,679.27 .01% May 1, 2037Burlington Northern Santa Fe Llc 3.4% 100,000.00 100,405.30 .00% Sep 1, 2024
NTAC:Missing_x000D_
Burlington Northn Santa Fe 3.75% Due 355,000.00 366,120.73 .01% Apr 1, 2024Burlington Northn Santa Fe Corp 300,000.00 377,560.20 .01% Aug 15, 2036Burlington Northn Santa Fe Corp 5.75% 100,000.00 113,530.20 .00% Mar 15, 2018Burlington Northn Santa Fe Llc 3.05% Due 525,000.00 524,263.43 .02% Sep 1, 2022Burlington Northn Santa Fe Llc 3.45% Due 50,000.00 51,964.85 .00% Sep 15, 2021Burlington Northn Santa Fe Llc 4.1% Due 20,000.00 21,575.58 .00% Jun 1, 2021Burlington Northn Santa Fe Llc 4.4% Due 280,000.00 281,066.80 .01% Mar 15, 2042Burlington Northn Santa Fe Llc 4.95% Due 250,000.00 270,886.50 .01% Sep 15, 2041Burlington Res Fin Co 7.2% Due 200,000.00 277,041.00 .01% Aug 15, 2031Ca Inc 2.875% Due 08/15/18 80,000.00 81,472.56 .00% Aug 15, 2018Ca Inc 4.5% Due 250,000.00 260,422.75 .01% Aug 15, 2023Cabot Corp 2.55% Due 01-15-2018 Reg 300,000.00 302,489.70 .01% Jan 15, 2018Cabot Corp 5.0% Due 250,000.00 266,943.75 .01% Oct 1, 2016California Inst Technology 4.7% Due 110,000.00 109,528.10 .00% Nov 1, 2111California St 7.3% Due 10-01-2039 Reg 920,000.00 1,319,399.60 .05% Oct 1, 2039California St 7.6% Due 11-01-2040 400,000.00 605,420.00 .02% Nov 1, 2040California St 7.625% Due 03-01-2040 Beo 405,000.00 604,721.70 .02% Mar 1, 2040California St 7.7% Due 11-01-2030 135,000.00 168,176.25 .01% Nov 1, 2030California St Pub Wks Brd Lease Rev 50,000.00 72,214.50 .00% Oct 1, 2034California St Taxable-Var Purp 6.2% Due 200,000.00 232,356.00 .01% Mar 1, 2019California St., 7.55%, 04/01/2039 585,000.00 876,523.05 .03% Apr 1, 2039Camden Property Trust 2.95% Due 12-15-2022 Reg 150,000.00 145,247.70 .01% Dec 15, 2022Cameron Intl Corp 0.0% Due 06-01-2021 125,000.00 134,676.13 .01% Jun 1, 2021Campbell Soup Co 2.5% Due 08-02-2022 Reg 205,000.00 195,224.58 .01% Aug 2, 2022Campbell Soup Co 3.8% Due 08-02-2042 Reg 40,000.00 35,294.52 .00% Aug 2, 2042Canada Govt Global Nt 1.625% Due 165,000.00 165,384.45 .01% Feb 27, 2019Canadian Imperial 150,000.00 149,350.65 .01% Jan 23, 2018Canadian Imperial Bank Of Commerce/Canada 250,000.00 252,255.25 .01% Jul 18, 2016Canadian Nat Res Ltd 3.45% Due 275,000.00 281,385.23 .01% Nov 15, 2021Canadian Nat Res Ltd 6.25%, 03/15/38 150,000.00 181,526.70 .01% Mar 15, 2038Canadian Nat Res Ltd, 6.75%, 02/01/2039 50,000.00 63,616.40 .00% Feb 1, 2039Canadian Natl Rr Cnrcn, 2.85%, 12/15/2021 85,000.00 86,481.47 .00% Dec 15, 2021Canadian Natl Ry Co 3.5% Due 150,000.00 137,892.00 .01% Nov 15, 2042Canadian Natl Ry Co 5.55% Due 03-01-2019 500,000.00 574,281.50 .02% Mar 1, 2019Canadian Natl Ry Co Deb 6.375%, 11/15/37 35,000.00 47,172.37 .00% Nov 15, 2037Canadian Natl Ry Co Nts, 6.2%, 06/01/36 40,000.00 52,633.32 .00% Jun 1, 2036
NTAC:Missing_x000D_
Canadian Natl Ry Co., 6.9%, 07/15/2028 25,000.00 33,436.60 .00% Jul 15, 2028Canadian Pac Rr Cp, 5.95%, 5/15/2037 50,000.00 63,000.35 .00% May 15, 2037Canadian Pacific Rr Co., 6.5%, 05/15/2018 50,000.00 57,703.25 .00% May 15, 2018Capital Auto Receivables Asset Tr 2013-3 200,000.00 201,326.40 .01% Dec 20, 2017Capital Auto Receivables Asset Tr Ser 50,000.00 50,748.30 .00% Feb 20, 2019Capital Auto Receivables Asset Tr Ser 50,000.00 50,475.40 .00% Oct 22, 2018Capital Auto Receivables Asset Tr Ser 50,000.00 50,857.00 .00% May 20, 2019Capital One Bk Usa Natl Assn Glen Allen 300,000.00 298,269.00 .01% Jun 5, 2019Capital One Bk Usa Natl Assn Glen Allen 300,000.00 298,920.60 .01% Feb 13, 2019Capital One Finl Cof 2.15 250,000.00 246,508.00 .01% Mar 22, 2018Capital One Finl Corp 1.0% Due 100,000.00 100,254.00 .00% Nov 6, 2015Capital One Finl Corp 3.15% Due 195,000.00 201,940.44 .01% Jul 15, 2016Capital One Finl Corp 3.75% Due 1,000,000.00 1,012,668.00 .04% Apr 24, 2024Capital One Multi-Asset Execution Tr 200,000.00 224,327.20 .01% Jul 15, 2020Capital One Multi-Asset Execution Tr 200,000.00 200,779.40 .01% Jul 15, 2020Capital One Multi-Asset Execution Tr 100,000.00 99,973.00 .00% Nov 15, 2018Capital One Natl Assn Mclean Va 2.4% Due 250,000.00 248,485.50 .01% Sep 5, 2019Cardinal Health Inc 35,000.00 36,066.00 .00% Mar 15, 2043Cardinal Health Inc 1.7% Due 03-15-2018 25,000.00 24,893.20 .00% Mar 15, 2018Cardinal Health Inc 1.9% Due 06-15-2017 65,000.00 65,870.09 .00% Jun 15, 2017Cardinal Health Inc 3.2% Due 06-15-2022 150,000.00 150,501.60 .01% Jun 15, 2022Carefusion Corp 3.3% Due 130,000.00 126,209.72 .00% Mar 1, 2023Carefusion Corp 6.375% Due 08-01-2019 125,000.00 145,066.25 .01% Aug 1, 2019Carmax Auto Owner Tr 2014-1 Asset Backed 100,000.00 99,915.10 .00% Oct 15, 2018Carmax Auto Owner Tr 2014-3 Asset Backed 200,000.00 200,107.00 .01% Jun 17, 2019Carmax Auto Owner Tr Ser 2013-3 Cl A4 200,000.00 201,524.60 .01% Jan 15, 2019Carnival Corp 1.2% Due 02-05-2016 Reg 55,000.00 55,064.30 .00% Feb 5, 2016Carolina Power & Light 4.1% 03/15/43 200,000.00 202,330.20 .01% Mar 15, 2043Carolina Pwr & Lt Co 2.8% Due 05-15-2022 100,000.00 100,473.50 .00% May 15, 2022Carolina Pwr & Lt Co 3.0% Due 09-15-2021 150,000.00 152,881.50 .01% Sep 15, 2021Carolina Pwr & Lt Co 5.3% Due 01-15-2019 150,000.00 169,566.75 .01% Jan 15, 2019Caterpillar Finl Svcs Corp 150,000.00 153,426.90 .01% Aug 1, 2016Caterpillar Finl Svcs Corp 150,000.00 154,114.95 .01% Apr 1, 2016Caterpillar Finl Svcs Corp 1.75% Due 100,000.00 101,494.40 .00% Mar 24, 2017Caterpillar Finl Svcs Corp Medium Term 40,000.00 39,646.88 .00% Mar 1, 2018Caterpillar Finl Svcs Corp., 5.45%, 04/15/2018 300,000.00 337,387.20 .01% Apr 15, 2018
NTAC:Missing_x000D_
Caterpillar Finl Svcs Corp., 5.85%, 09/01/17 592,000.00 665,818.26 .02% Sep 1, 2017Caterpillar Inc 500,000.00 537,097.00 .02% May 27, 2021Caterpillar Inc 2.6% Due 06-26-2022 Reg 150,000.00 146,832.45 .01% Jun 26, 2022Caterpillar Inc 4.3% Due 05-15-2044 Reg 150,000.00 154,792.20 .01% May 15, 2044Caterpillar Inc 5.2% Due 05-27-2041 Reg 450,000.00 521,572.50 .02% May 27, 2041Caterpillar Inc., 5.7%, 08/15/16 50,000.00 54,426.35 .00% Aug 15, 2016Caterpillar, Inc., 3.803% 08/15/2042 102,000.00 96,506.28 .00% Aug 15, 2042Catholic Health Initiatives Taxable Bd 1.6% 85,000.00 84,991.42 .00% Nov 1, 2017Cbs Corp 4.625% Due 25,000.00 27,136.73 .00% May 15, 2018Cbs Corp New 0.0% Due 02-15-2021 Reg 500,000.00 536,924.50 .02% Feb 15, 2021Cbs Corp New 2.3% Due 08-15-2019 200,000.00 197,374.00 .01% Aug 15, 2019Cbs Corp New 3.375% Due 100,000.00 100,910.40 .00% Mar 1, 2022Cbs Corp New 4.9% Due 08-15-2044 Reg 250,000.00 249,577.25 .01% Aug 15, 2044Cbs Corp New 5.75% Due 04-15-2020 Beo 250,000.00 286,473.50 .01% Apr 15, 2020Cc Holdings Gs V Llc 100,000.00 101,313.80 .00% Dec 15, 2017Cccit_14-A4 A4 200,000.00 200,472.20 .01% Apr 24, 2019Cdn Nat Res Ltd., 5.7%, 5/15/2017 225,000.00 248,332.95 .01% May 15, 2017Celgene Corp 35,000.00 35,228.83 .00% Aug 15, 2018Celgene Corp 2.25% Due 05-15-2019 Reg 165,000.00 164,163.95 .01% May 15, 2019Celgene Corp 3.625% Due 1,000,000.00 1,010,648.00 .04% May 15, 2024Celgene Corp 5.25% Due 08-15-2043 Reg 85,000.00 93,608.80 .00% Aug 15, 2043Cenovus Energy Inc 3.0% Due 08-15-2022 55,000.00 53,616.42 .00% Aug 15, 2022Cenovus Energy Inc 6.75% Due 11-15-2039 590,000.00 745,375.91 .03% Nov 15, 2039Centerpoint Energy 3.579% Due 01-18-2012 200,000.00 209,725.00 .01% Aug 15, 2019Centerpoint Energy 4.345 Due 01-18-2012 100,000.00 109,321.10 .00% Aug 15, 2023Centerpoint Energy Houston Elec Llc 0.0% 105,000.00 101,005.38 .00% Aug 1, 2022Centerpoint Energy Houston Elec Llc 4.5% 50,000.00 54,294.00 .00% Apr 1, 2044Centerpoint Energy Res Corp., 6.625%, 11/01/2037 50,000.00 65,896.20 .00% Nov 1, 2037Centerpoint Energy, Inc., 6.5%, 05/01/2018 40,000.00 46,024.12 .00% May 1, 2018Centerpoint, 6.0%, 05/15/2018 85,000.00 96,498.21 .00% May 15, 2018Centerpoint.Energy 5.850% Snr Nt 15/01/41 50,000.00 61,468.70 .00% Jan 15, 2041Central Puget Sound Wash Regl Tran Auth 80,000.00 98,632.00 .00% Nov 1, 2039Cf Inds Inc 3.45% Due 06-01-2023 Reg 110,000.00 108,551.08 .00% Jun 1, 2023Cf Inds Inc 6.875% Due 05-01-2018 Reg 300,000.00 346,649.10 .01% May 1, 2018Cf Industries Inc 5.15% 03/15/2034 235,000.00 250,174.66 .01% Mar 15, 2034Cgcmt2014-Gc25 A4 3.635% 10/10/2047 250,000.00 256,600.50 .01% Oct 10, 2047
NTAC:Missing_x000D_
Chait_14-A1 A 300,000.00 300,861.60 .01% Jan 15, 2019Charles Schwab Corporation (The) 90,000.00 90,285.30 .00% Dec 4, 2015Chase Issuance Tr 0.0% Due 09-16-2024 150,000.00 143,972.85 .01% Sep 16, 2024Chase Issuance Tr Chaseseries 2012-4 Nt 250,000.00 245,052.50 .01% Aug 16, 2021Chase Issuance Tr Chaseseries Cl A 100,000.00 99,326.70 .00% Feb 18, 2020Chevron Corp 4.95% Due 300,000.00 337,986.60 .01% Mar 3, 2019Chevron Corp New Formerly Chevrontexaco 500,000.00 496,619.50 .02% Dec 5, 2017Chevron Corp New Formerly Chevrontexaco 120,000.00 120,612.12 .00% Jun 24, 2016Chevron Corp New Formerly Chevrontexaco 625,000.00 637,521.88 .02% Jun 24, 2023Chevron Corp New Formerly Chevrontexaco 200,000.00 201,859.00 .01% Jun 24, 2018Chicago Ill 7.781% Due 01-01-2035 Beo 100,000.00 116,547.00 .00% Jan 1, 2035Chicago Ill Brd Ed 6.319% Due 11-01-2029 160,000.00 165,536.00 .01% Nov 1, 2029Chicago Ill Tran Auth Sales & Transfer 300,000.00 372,390.00 .01% Dec 1, 2040Chicago Ill Tran Auth Sales Tax Rcpts 140,000.00 162,997.80 .01% Dec 1, 2040Chile Rep Nt 3.25% Due 09-14-2021 Reg 400,000.00 414,000.00 .02% Sep 14, 2021Chubb Corp., 5.75%, 05/15/2018 325,000.00 369,659.88 .01% May 15, 2018Chubb Corp., 6.0%, 05/11/2037 50,000.00 63,789.10 .00% May 11, 2037Chubb Corp., 6.5%, 05/15/2038 85,000.00 115,047.42 .00% May 15, 2038Cigna Corp 5.375 Due 02-15-2042 60,000.00 67,810.44 .00% Feb 15, 2042Cigna Corp 6.15% Due 11-15-2036 Beo 45,000.00 54,379.22 .00% Nov 15, 2036Cisco Sys Inc 1.1% Due 03-03-2017 Reg 400,000.00 400,720.80 .02% Mar 3, 2017Cisco Sys Inc 3.15% Due 03-14-2017 Reg 100,000.00 104,989.70 .00% Mar 14, 2017Cisco Sys Inc 4.45 Due 01-15-2020 225,000.00 248,567.40 .01% Jan 15, 2020Cisco Sys, Inc., 5.9%, 02/15/2039 690,000.00 845,119.59 .03% Feb 15, 2039Cisco Systems Inc 2.90% 03/04/2021 50,000.00 51,240.45 .00% Mar 4, 2021Cisco Systems Inc., 5.5%, 2/22/2016 850,000.00 904,014.95 .03% Feb 22, 2016Citibank Cr Card 1.11% Due 07-23-2018 300,000.00 301,510.20 .01% Jul 23, 2018Citibank Cr Card Issuance Tr 2.88% 300,000.00 307,369.50 .01% Jan 23, 2023Citibank Cr Card Issuance Tr 2006-A3 Nt 200,000.00 212,540.60 .01% Mar 15, 2018Citibank Cr Card Issuance Tr 2014-A5 Nt 150,000.00 151,229.55 .01% Jun 7, 2023Citibank Cr Card Issuance Tr 2014-A6 Nt 250,000.00 251,461.75 .01% Jul 15, 2021Citibank Cr Card Issuance Tr 6.15% Due 100,000.00 128,336.70 .00% Jun 15, 2039Citibank Cr Card Issuance Tr Nt Cl 250,000.00 252,141.00 .01% Sep 7, 2018Citigroup Commer. 3.024% 400,000.00 401,652.00 .02% Sep 10, 2045Citigroup Commercial Mortgage Trust 100,000.00 100,727.90 .00% Apr 10, 2046Citigroup Inc 125,000.00 147,220.38 .01% Aug 25, 2036
NTAC:Missing_x000D_
Citigroup Inc 0.0% Due 01-14-2022 Reg 735,000.00 797,397.83 .03% Jan 14, 2022Citigroup Inc 0.0% Due 03-01-2023 Reg 150,000.00 149,618.40 .01% Mar 1, 2023Citigroup Inc 0.0% Due 04-01-2016 Reg 150,000.00 150,678.00 .01% Apr 1, 2016Citigroup Inc 0.0% Due 04-01-2016 Reg 50,000.00 50,387.85 .00% Mar 15, 2018Citigroup Inc 1.25% Due 01-15-2016 Reg 250,000.00 251,065.50 .01% Jan 15, 2016Citigroup Inc 1.7% Due 05-01-2018 Reg 150,000.00 148,599.15 .01% May 1, 2018Citigroup Inc 2.5% Due 07-29-2019 Reg 250,000.00 250,900.50 .01% Jul 29, 2019Citigroup Inc 2.55% Due 04-08-2019 Reg 65,000.00 65,683.22 .00% Apr 8, 2019Citigroup Inc 3.5% Due 05-15-2023 Reg 190,000.00 186,016.27 .01% May 15, 2023Citigroup Inc 3.875% Due 10-25-2023 Reg 200,000.00 205,887.40 .01% Oct 25, 2023Citigroup Inc 3.953% Due 06-15-2016 Beo 1,000,000.00 1,045,177.00 .04% Jun 15, 2016Citigroup Inc 4.0% Due 08-01-2024 Reg 150,000.00 149,813.40 .01% Aug 5, 2024Citigroup Inc 4.05% Due 07-30-2022 Reg 90,000.00 92,587.32 .00% Jul 30, 2022Citigroup Inc 4.45% Due 01-10-2017 Reg 250,000.00 266,128.75 .01% Jan 10, 2017Citigroup Inc 5.3% Due 05-06-2044 Reg 50,000.00 53,140.00 .00% May 6, 2044Citigroup Inc 5.375% Due 08-09-2020 Reg 500,000.00 567,795.00 .02% Aug 9, 2020Citigroup Inc 5.875% Due 01-30-2042 Reg 30,000.00 36,868.56 .00% Jan 30, 2042Citigroup Inc., 5.5%, 02/15/2017 225,000.00 244,526.85 .01% Feb 15, 2017Citigroup Inc., 6.125%, 11/21/2017 1,075,000.00 1,208,606.38 .05% Nov 21, 2017Citigroup, Inc., 5.3%, 01-07-2016 800,000.00 841,245.60 .03% Jan 7, 2016Citigroup, Inc., 6.0%, 08/15/2017 100,000.00 111,576.70 .00% Aug 15, 2017Citigroup, Inc., 6.0%, 10/31/2033 350,000.00 400,026.55 .01% Oct 31, 2033Citigroup, Inc., 6.125%, 05/15/2018 350,000.00 397,547.85 .01% May 15, 2018Citigroup, Inc., 6.625%, 06/15/32 100,000.00 122,328.00 .00% Jun 15, 2032Citigroup, Inc., 8.125%, 07/15/2039 1,180,000.00 1,775,872.86 .07% Jul 15, 2039Citigroup, Inc., Flt 10/15/2049 1,000,000.00 1,065,230.00 .04% Oct 15, 2049Citigroup/Deutsche Bank 446,381.37 470,643.98 .02% Oct 15, 2048City Of New York 5.517% Due 10-01-2037 100,000.00 119,108.00 .00% Oct 1, 2037Clark Cnty Nev Arpt Rev 6.82% Due 200,000.00 282,508.00 .01% Jul 1, 2045Clark County Nev Arpt Rev 355,000.00 404,032.60 .02% Jul 1, 2042Cleveland Elec Illum Co., 5.7%, 04/01/2017 130,000.00 141,551.15 .01% Apr 1, 2017Clorox Co 3.05% Due 250,000.00 247,922.25 .01% Sep 15, 2022Clorox Co., 5.95%, 10/15/2017 25,000.00 28,120.43 .00% Oct 15, 2017Cme Group Inc 125,000.00 148,114.50 .01% Sep 15, 2043Cmo Banc Amer Coml Mtg Inc Ser 2004-6 Cl-Am 400,000.00 429,827.60 .02% Jul 10, 2046Cmo Banc Amer Coml Mtg Tr 2006 5 5.414% 250,000.00 264,496.50 .01% Sep 10, 2047
NTAC:Missing_x000D_
Cmo Banc Amer Coml Mtg, Inc., 6.15%, 12/10/2017 500,000.00 559,590.00 .02% Feb 10, 2051Cmo Bear Stearns Coml Mtg Secs Tr 499,926.63 539,120.38 .02% Jan 12, 2045Cmo Bear Stearns Coml Mtg Secs Tr 500,000.00 549,835.00 .02% Jun 11, 2040Cmo Bear Stearns Coml Mtg Secs Tr 250,000.00 276,040.25 .01% Sep 11, 2042Cmo Bear Stearns Coml Mtg Secs Tr 250,000.00 274,370.25 .01% Jun 11, 2050Cmo Bear Stearns Coml Mtg Secs Tr 239,284.22 255,488.55 .01% Oct 12, 2041Cmo Bear Stearns Coml Mtg Secs, 5.54% 629,432.30 667,577.79 .03% Sep 11, 2041Cmo Bear Stearns Coml Mtg Securit 500,000.00 535,407.00 .02% Dec 11, 2038Cmo Cd 2007-Cd5 Mtg, 5.886%, 11/15/44 463,232.71 508,902.82 .02% Nov 15, 2044Cmo Cfcre Coml Mtg Tr 2011-C2 Ctf Cl A-2 200,000.00 206,830.60 .01% Dec 15, 2047Cmo Citigroup Coml Mtg Tr 2006-C4 Cl A-3 529,794.41 558,167.55 .02% Mar 15, 2049Cmo Citigroup Coml Mtg Tr 2007-C6 Cl A-4 700,000.00 767,768.40 .03% Dec 10, 2049Cmo Citigroup Coml Mtg Tr 2013-Gc15 A4 100,000.00 109,275.40 .00% Sep 10, 2046Cmo Citigroup Coml Mtg Tr 2013-Gc15 As 100,000.00 109,174.50 .00% Sep 10, 2046Cmo Cobalt Cmbs Coml Mtg Tr 2006-C1 Mtg 225,837.56 239,555.16 .01% Aug 15, 2048Cmo Coml Mtg Tr 2007-Gg9 Mtg Pa 400,000.00 430,431.60 .02% Mar 10, 2039Cmo Comm 2006-C8 Mtg Tr Mtg Passthru Ctf 100,000.00 102,805.90 .00% Dec 10, 2044Cmo Comm 2006-C8 Mtg Tr Mtg Passthru Ctf 392,416.67 419,156.73 .02% Dec 10, 2046Cmo Comm 2012-Cr3 Cl A3 2.822% 175,000.00 173,268.20 .01% Oct 15, 2045Cmo Comm Mortgage Trust Mtg Passthru Ctf 100,000.00 98,245.90 .00% Dec 10, 2045Cmo Comm Ser 2014-Cr18 Cl A-5 3.828% Due 500,000.00 521,987.50 .02% Jul 15, 2047Cmo Commercial Mtg Ln Tr 2008-Ls1 Mtg 121,482.02 131,640.47 .00% Dec 10, 2049Cmo Credit Suisse Coml Mtg Tr Ser 432,113.93 458,665.17 .02% Sep 15, 2039Cmo Dbubs 2011-Lc3 Mtg Tr Mtg Pass Thru 175,000.00 181,747.48 .01% Aug 10, 2044Cmo Ge Coml Mtg Corp Ser 2007-C1 Tr Mtg 300,000.00 321,876.90 .01% Dec 10, 2049Cmo Gs Mtg Secs Tr 2013-Gc13 Cl A-5 Due 200,000.00 215,603.80 .01% Jul 10, 2046Cmo J P Morgan Chase Coml Mtg 200,000.00 208,061.00 .01% May 15, 2045Cmo J P Morgan Chase Coml Mtg Secs Tr 200,000.00 216,835.60 .01% Aug 15, 2046Cmo J P Morgan Chase Coml Mtg Secs Tr 700,000.00 761,191.90 .03% Feb 12, 2049Cmo J P Morgan Chase Coml Mtg Secs Tr 378,000.00 409,963.68 .02% Jun 15, 2049Cmo J P Morgan Chase Coml Mtg Secs Tr 215,000.00 235,043.59 .01% Feb 15, 2051Cmo J P Morgan Chase Coml Mtg Secs Tr 400,000.00 421,622.00 .02% Apr 15, 2045Cmo J P Morgan Chase Coml Mtg Secs Tr 724,226.61 778,391.52 .03% Jun 12, 2047Cmo J P Morgan Chase, 5.34%, 05/15/47 492,820.20 526,612.88 .02% May 15, 2047Cmo Lb-Ubs Coml Mtg Tr 2006-C3 Coml Mtg 185,000.00 194,937.28 .01% Mar 15, 2039
NTAC:Missing_x000D_
Cmo Lb-Ubs Coml Mtg Tr 2006-C4 Series 231,389.77 245,276.86 .01% Jun 15, 2038Cmo Lb-Ubs Coml Mtg Tr 2008-C1 Mtg 1,000,000.00 1,114,708.00 .04% Apr 15, 2041Cmo Merrill Lynch Mtg Tr 2007-C1 Ctf Cl 650,000.00 712,825.10 .03% Jun 12, 2050Cmo Ml-Cfc Coml Mtg, 5.485%, 03/12/51 150,000.00 162,414.30 .01% Mar 12, 2051Cmo Ml-Cfc Coml, 6.156%, 08/12/2049 500,000.00 548,158.50 .02% Aug 12, 2049Cmo Morgan Stanley Baml Trust 300,000.00 324,390.60 .01% Aug 15, 2046Cmo Morgan Stanley Bk Amer Merrill Ser 200,000.00 205,965.20 .01% Feb 15, 2047Cmo Morgan Stanley Bk Of Amer Merrill Ly 400,000.00 415,073.60 .02% Aug 15, 2047Cmo Morgan Stanley Cap I Tr 2006-Hq10 88,916.29 94,742.80 .00% Nov 12, 2041Cmo Morgan Stanley Cap I Tr 2006-Iq12 478,127.99 510,005.26 .02% Dec 15, 2043Cmo Morgan Stanley Cap I Tr 2006-Top23 500,000.00 531,805.50 .02% Aug 12, 2041Cmo Morgan Stanley Cap I Tr 2007-Top25 295,577.58 318,316.36 .01% Nov 12, 2049Cmo Morgan Stanley Cap I Tr 2008-Top29 230,000.00 258,977.47 .01% Jan 11, 2043Cmo Morgan Stanley Cap I Tr Ser 370,910.30 384,505.65 .01% Jul 15, 2049Cmo Ser 2007-T27 Cl A4 Due 06-13-2042 400,000.00 438,770.40 .02% Jun 11, 2042Cmo Ubs-Barclays Coml Mtg Tr 2012-C3 Cl 125,000.00 125,749.63 .00% Aug 10, 2049Cmo Wachovia Bk Coml Mtg Tr 2006-C24 125,000.00 131,668.25 .00% Mar 15, 2045Cmo Wachovia Bk Coml Mtg Tr Coml Mtg 250,000.00 267,623.25 .01% Apr 15, 2047Cmo Wachovia Bk Coml Mtg Tr Coml Mtg 200,000.00 216,681.60 .01% Jun 15, 2049Cmo Wachovia Bk Coml Mtg Tr Coml Mtg 195,257.59 208,510.50 .01% Nov 15, 2048Cmo Wachovia Bk Coml, 5.57%, 10/15/48 466,739.59 497,817.45 .02% Oct 15, 2048Cms Energy Corp 301,000.00 308,124.07 .01% Mar 31, 2043Cna Finl Corp 7.35% Due 250,000.00 302,887.50 .01% Nov 15, 2019Cnooc Finance 2013 Ltd 3% 05/09/23 250,000.00 237,147.25 .01% May 9, 2023Cnooc Finance 2013 Ltd 4.25% 05/09/43 100,000.00 95,689.40 .00% May 9, 2043Cnooc Nexen Fin 2014 Ulc 4.25% Due 300,000.00 309,943.50 .01% Apr 30, 2024Cnooc Nexen Finance 2014 Ulc 200,000.00 200,056.00 .01% Apr 30, 2017Coca Cola Co 1.15% Due 04-01-2018 Reg 250,000.00 247,456.00 .01% Apr 1, 2018Coca Cola Co 1.65% Due 03-14-2018 Reg 125,000.00 125,739.63 .00% Mar 14, 2018Coca Cola Co 1.8% Due 09-01-2016 Beo 65,000.00 66,345.44 .00% Sep 1, 2016Coca Cola Co 3.15% Due 11-01-2020 Reg 1,115,000.00 1,166,864.23 .04% Nov 15, 2020Coca Cola Co 3.2% Due 11-01-2023 100,000.00 101,408.10 .00% Nov 1, 2023Coca Cola Co 3.3% Due 09-01-2021 Reg 250,000.00 262,209.25 .01% Sep 1, 2021Coca Cola Co/The 2.45% Due 11-01-2020 500,000.00 505,332.00 .02% Nov 1, 2020Cocouncil Europe Dev Bk Global Nt 1.25 150,000.00 151,738.50 .01% Sep 22, 2016Colgate-Palmolive Co 1.95% 02-01-2023 250,000.00 234,988.50 .01% Feb 1, 2023
NTAC:Missing_x000D_
Colgate-Palmolive Co Medium Term Nts 165,000.00 161,208.80 .01% May 3, 2022Colgate-Palmolive Co Medium Term Nts 1,000,000.00 992,648.00 .04% Nov 15, 2021Colgate-Palmolive Co Tranche # Tr 00098 250,000.00 244,513.50 .01% May 1, 2018Colombia (Republic Of) 200,000.00 223,321.20 .01% Feb 26, 2044Colombia Rep Bd 7.375% Due 09-18-2037 350,000.00 471,625.00 .02% Sep 18, 2037Colombia Rep Global Bd 4.375% Due 1,000,000.00 1,066,500.00 .04% Jul 12, 2021Colombia Rep Nt 7.375% Due 01-27-2017 500,000.00 564,250.00 .02% Jan 27, 2017Colombia Rep Nt 7.375% Due 03-18-2019 250,000.00 299,750.00 .01% Mar 18, 2019Colombia(Rep Of) 6.125% 250,000.00 300,000.00 .01% Jan 18, 2041Comcast Corp New 3.125% Due 07-15-2022 430,000.00 437,811.38 .02% Jul 15, 2022Comcast Corp New 3.375% Due 65,000.00 65,533.13 .00% Feb 15, 2025Comcast Corp New 4.65% Due 07-15-2042 40,000.00 42,081.48 .00% Jul 15, 2042Comcast Corp New 4.75% Due 03-01-2044 500,000.00 537,229.00 .02% Mar 1, 2044Comcast Corp New 5.65% Due 50,000.00 59,927.20 .00% Jun 15, 2035Comcast Corp New 6.4% Due 03-01-2040 Reg 145,000.00 187,933.20 .01% Mar 1, 2040Comcast Corp New Comcast Corp New 7.050 140,000.00 191,131.50 .01% Mar 15, 2033Comcast Corp., 4.95%, 6/15/2016 250,000.00 266,592.75 .01% Jun 15, 2016Comcast Corp., 6.4%, 05/15/2038 600,000.00 769,515.00 .03% May 15, 2038Comcast Corp., 6.45%, 3/15/2037 590,000.00 758,943.55 .03% Mar 15, 2037Comcast Corp., 6.95%, 08/15/2037 450,000.00 610,753.95 .02% Aug 15, 2037Comm 2012-Ccre2 Mtg Tr Coml Mtg Passthru 100,000.00 101,566.20 .00% Aug 15, 2045Comm 2012-Ccre4 Mtg Tr Mtg Pass Thru Ctf 150,000.00 148,381.50 .01% Oct 15, 2045Comm 2013-Ccre10 Mtg Tr Mtg Pass Thru 100,000.00 108,205.00 .00% Aug 10, 2046Comm 2013-Cr9 200,000.00 217,689.20 .01% Jul 10, 2045Comm 2014-Ccre19 Mtg Tr Mtg Pass Thru 300,000.00 312,125.10 .01% Aug 10, 2047Comm 2014-Ccre20 Mtg Tr Mtg Pass Thru 500,000.00 512,016.10 .02% Nov 10, 2047Comm 2014-Ubs5 Mtg Tr Ser 2014-Ubs5 300,000.00 312,572.10 .01% Sep 10, 2047Comm Mortgage 2.941% Due 1/10/46 150,000.00 149,008.80 .01% Jan 10, 2046Commonwealth Bank Aust 250,000.00 255,212.25 .01% Sep 20, 2018Commonwealth Bk Australia Ny Brh Medium 250,000.00 251,173.75 .01% Mar 13, 2019Commonwealth Bk Australia Ny Brh Medium 300,000.00 300,084.60 .01% Mar 13, 2017Commonwealth Edison Co 0.0% Due 100,000.00 107,504.60 .00% Aug 15, 2043Commonwealth Edison Co 1.95% Due 100,000.00 101,883.40 .00% Sep 1, 2016Commonwealth Edison Co 3.8% Due 90,000.00 86,541.39 .00% Oct 1, 2042Commonwealth Edison Co. 6.45%, 01/15/2038 200,000.00 266,613.60 .01% Jan 15, 2038Commonwealth Edison Co., 5.8%, 03/15/2018 300,000.00 340,657.50 .01% Mar 15, 2018
NTAC:Missing_x000D_
Commonwealth Edison Co., 5.95%, 08/15/2016 125,000.00 136,128.88 .01% Aug 15, 2016Commonwealth Edison Co., 6.25%, 09/15/17 225,000.00 254,645.78 .01% Sep 15, 2017Con Edison Ny Ed 5.5% 10/01/39 85,000.00 101,671.73 .00% Dec 1, 2039
Con Edison Ny Ed4.45 06/15/2020 Us Domestic Electr 250,000.00 277,627.75 .01% Jun 15, 2020Con Edison Of Ny 5.85% 100,000.00 122,944.10 .00% Mar 15, 2036Conagra Foods Inc 1.3% Bds Due 130,000.00 130,432.25 .00% Jan 25, 2016Conagra Foods Inc 3.2% Bds Due 150,000.00 145,445.70 .01% Jan 25, 2023Conagra Foods Inc 3.25% Due 09-15-2022 55,000.00 53,949.56 .00% Sep 15, 2022Conagra Foods Inc 4.65% 01/25/43 292,000.00 288,566.08 .01% Jan 25, 2043Conagra Foods Inc 7.0% Due 04-15-2019 300,000.00 356,792.10 .01% Apr 15, 2019Conagra, Inc., 7.0%, 10/01/2028 200,000.00 255,826.80 .01% Oct 1, 2028Connecticut Light Pwr 4.30% 04/15/2044 15,000.00 15,561.09 .00% Apr 15, 2044Connecticut Lt & Pwr Co 0.0% Due 420,000.00 404,539.80 .02% Jan 15, 2023Connecticut St 5.632% Due 12-01-2029 Reg 165,000.00 191,890.05 .01% Dec 1, 2029Conocophillips 250,000.00 310,751.00 .01% Oct 15, 2032Conocophillips 5.9% Due 100,000.00 124,380.50 .00% May 15, 2038Conocophillips Co 2.4% Due 265,000.00 255,948.40 .01% Dec 15, 2022Conocophillips Gtd Nt 5.75% Due 885,000.00 1,018,094.27 .04% Feb 1, 2019Conocophillips Holding Co., 6.95%, 4/15/2029 365,000.00 493,117.92 .02% Apr 15, 2029Cons Edison Co N Y Inc 100,000.00 104,877.70 .00% Mar 15, 2044Consolidated Edison Co N Y Inc 5.7% Due 100,000.00 123,022.80 .00% Jun 15, 2040Consolidated Edison Co N Y Inc Deb Ser 100,000.00 136,278.40 .01% Apr 1, 2038Consolidated Edison Co N Y Inc Deb Ser A 150,000.00 174,185.55 .01% Mar 1, 2035Consolidated Edison Co., 6.2%, 06/15/2036 200,000.00 256,089.80 .01% Jun 15, 2036Constellation Energy Group Inc., 7.6%, 04/01/32 100,000.00 133,341.30 .00% Apr 1, 2032Consumers Energy Co 0.0% Due 05-15-2022 545,000.00 549,793.82 .02% May 15, 2022Consumers Energy Co., 5.5%, 08/15/2016 62,000.00 67,161.25 .00% Aug 15, 2016Consumers Energy Co., 6.125%, 03/15/2019 200,000.00 233,659.60 .01% Mar 15, 2019Continental Airlines 7.25% Due 11-10-2019 300,258.24 351,866.63 .01% Nov 10, 2019Continental Res Inc 5.0% Due 200,000.00 212,000.00 .01% Sep 15, 2022Corning Inc 4.25% Due 250,000.00 273,649.25 .01% Aug 15, 2020Corning Inc 5.75% Due 08-15-2040 Reg 170,000.00 201,909.51 .01% Aug 15, 2040Corp Andina Fom, 4.375 6/15/2022 613,000.00 658,745.13 .02% Jun 15, 2022Corporate Office Pptys L P 3.6% Due 90,000.00 86,662.98 .00% May 15, 2023Costco Companies 1.125 12/15/17 400,000.00 397,345.20 .01% Dec 15, 2017
NTAC:Missing_x000D_
Costco Wholesale Corp., 5.5% , 3/15/2017 250,000.00 276,255.00 .01% Mar 15, 2017Council Europe Dev Bk 2.625% Due 350,000.00 360,193.75 .01% Feb 16, 2016Council Europe Dev Bk Pool #999999 1.5% 200,000.00 202,828.00 .01% Jun 19, 2017Covidien Intl Fin S A 2.95% Due 100,000.00 97,100.80 .00% Jun 15, 2023Credit Suisse Ag Medium Term Sub Nts 250,000.00 247,292.50 .01% Oct 29, 2021Credit Suisse Ag Medium Term Sub Nts 500,000.00 559,986.50 .02% Jan 14, 2020Credit Suisse Ag Medium Term Sub Nts Boo 750,000.00 752,758.50 .03% Sep 9, 2024Credit Suisse Medium Term Sub Nts Book 1,000,000.00 1,129,575.00 .04% Aug 13, 2019Credit Suisse N Y Brh Formerly Credit 250,000.00 279,802.00 .01% Feb 15, 2018Crh Amer, Inc., 6.0%, 09/30/16 100,000.00 108,892.20 .00% Sep 30, 2016Csx Corp 50,000.00 51,991.10 .00% Nov 1, 2023Csx Corp 4.1% Due 03-15-2044 Reg 15,000.00 14,284.28 .00% Mar 15, 2044Csx Corp 4.25% Due 06-01-2021 Reg 100,000.00 108,961.40 .00% Jun 1, 2021Csx Corp 5.5% Due 04-15-2041/10-21-2010 50,000.00 58,627.40 .00% Apr 15, 2041Csx Corp 6.22% Due 04-30-2040 350,000.00 443,836.75 .02% Apr 30, 2040Csx Corp., 6%, 10/1/2036 100,000.00 122,979.90 .00% Oct 1, 2036Csx Corp., 6.15%, 05/01/2037 190,000.00 236,842.79 .01% May 1, 2037Cummins Inc 4.875% Due 10-01-2043 Reg 90,000.00 101,793.96 .00% Oct 1, 2043Cvs Caremark Corp 0.0% Due 05-15-2021 100,000.00 108,600.80 .00% May 15, 2021Cvs Caremark Corp 2.25% Due 08-12-2019 95,000.00 94,578.20 .00% Aug 12, 2019Cvs Caremark Corp 2.75% 12-01-22 350,000.00 340,086.95 .01% Dec 1, 2022Cvs Caremark Corp 4.75% Due 05-18-2020 250,000.00 280,746.00 .01% May 18, 2020Cvs Caremark Corp Sr Nt, 5.75%, 6/01/2017 211,000.00 234,200.93 .01% Jun 1, 2017Cvs Health Corp 3.375% Due 1,000,000.00 997,084.00 .04% Aug 12, 2024
Daimlerchrysler Na Holding Corp., 8.50%, 1/18/2031 175,000.00 264,388.95 .01% Jan 18, 2031Dallas Tex Area Rapid Tran Sales Tax Rev 180,000.00 212,259.60 .01% Dec 1, 2048Dallas Tex Indpt Sch Dist 0.0% Due 200,000.00 237,076.00 .01% Feb 15, 2035Danaher Corp 3.9% Due 250,000.00 269,997.25 .01% Jun 23, 2021Danaher Corp., 5.625%, 01/15/2018 200,000.00 225,376.20 .01% Jan 15, 2018Darden Restaurants Inc 3.35% Due 24,000.00 22,119.34 .00% Nov 1, 2022Dcp Midstream Oper Lp 3.875% Due 50,000.00 50,051.60 .00% Mar 15, 2023Dcp Midstream Oper Lp 5.6% Due 75,000.00 82,749.23 .00% Apr 1, 2044Dcp Midstream Operating 2.5% Bnds Due 50,000.00 50,975.80 .00% Dec 1, 2017Ddr Corp 0.0% Due 01-15-2021 Reg 150,000.00 150,955.50 .01% Jan 15, 2021Ddr Corp 4.625% Due 07-15-2022 Reg 100,000.00 106,104.50 .00% Jul 15, 2022
NTAC:Missing_x000D_
Deere & Co 2.6% Due 125,000.00 122,376.38 .00% Jun 8, 2022Deere & Co Nt 5.375% 16/10/2029 250,000.00 300,625.00 .01% Oct 16, 2029Deere & Co., 8.1%, 05/15/2030 100,000.00 147,967.20 .01% May 15, 2030Deere John Cap Corp 1.2% 250,000.00 250,010.75 .01% Oct 10, 2017Deere John Cap Corp Book Entry Tranche # 250,000.00 246,925.50 .01% Mar 12, 2018Deere John Cap Corp Medium Term Nts-Book 200,000.00 203,888.60 .01% Sep 15, 2016Deere John Cap Corp Medium Term Nts-Book 250,000.00 256,331.00 .01% Jun 7, 2016Deere John Cap Corp Medium Term Nts-Book 250,000.00 255,899.25 .01% Oct 15, 2021Deere John Cap Corp Medium Term Nts-Book 115,000.00 117,424.09 .00% Jan 13, 2017Deere John Cap Corp Medium Term Tranche 150,000.00 147,501.15 .01% Jan 27, 2023Deere John Cap Corp Tranche # Tr 00383 150,000.00 145,661.40 .01% Jan 15, 2020Deere John Cap Corp Tranche # Tr 00384 25,000.00 25,060.30 .00% Jan 22, 2016Deere John Cap Corp., 5.75%, 09/10/2018 200,000.00 228,522.40 .01% Sep 10, 2018Delhaize Group Sa 0.0% Due 04-10-2019 35,000.00 36,951.15 .00% Apr 10, 2019Delmarva Power & Light Company 4.0% Due 200,000.00 196,371.20 .01% Jun 1, 2042Delphi Corp 4.15% 03/15/2024 300,000.00 307,790.40 .01% Mar 15, 2024Denver Colo City & Cnty 5.65% Due 250,000.00 281,027.50 .01% Aug 1, 2030Denver Colo City & Cnty Sch Dist No 1 50,000.00 59,132.50 .00% Dec 1, 2033Detroit Edison Co 3.95% Due 06-15-2042 100,000.00 97,847.70 .00% Jun 15, 2042Detroit Edison Co Detroit Edison Co Srnt 200,000.00 271,828.20 .01% Jun 1, 2036Detroit Edison Co., 5.6%, 06/15/2018 125,000.00 141,532.13 .01% Jun 15, 2018Detroit Edison Co., 5.7%, 10/01/37 50,000.00 63,074.45 .00% Oct 1, 2037Deutsche Bk Ag Global Medium Term Nts 150,000.00 154,363.05 .01% Jan 11, 2016Deutsche Bk Ag London, 6.0%, 09/01/17 1,225,000.00 1,372,998.38 .05% Sep 1, 2017Deutsche Telekom Intl. Fin B V Gtd Nt 400,000.00 580,545.20 .02% Jun 15, 2030Deutsche Telekom Intl. Fin. Bv, 5.75%, 3/23/2016 525,000.00 559,278.83 .02% Mar 23, 2016Devon Energy Corp New 2.4% Due 80,000.00 82,313.52 .00% Jul 15, 2016Devon Energy Corp New 3.25% Due 235,000.00 233,756.85 .01% May 15, 2022Devon Energy Corp New 4.0% Due 200,000.00 210,501.60 .01% Jul 15, 2021Devon Energy Corp., 6.3%, 01/15/2019 600,000.00 693,891.60 .03% Jan 15, 2019Devon Energy Corp., 7.95%, 4/15/2032 100,000.00 141,989.70 .01% Apr 15, 2032Devon Financing Corp., 7.88%, 9/30/2031 410,000.00 571,305.89 .02% Sep 30, 2031Diageo Cap Plc 1.5% Due 05-11-2017 Reg 235,000.00 236,341.85 .01% May 11, 2017Diageo Cap Plc, 3.875%, 04/29/2043 175,000.00 164,481.63 .01% Apr 29, 2043Diageo Cap Plc, 5.75%, 10-23-2017 850,000.00 954,869.60 .04% Oct 23, 2017Diageo Capital Plc 1.125% 04/29/18 275,000.00 269,508.25 .01% Apr 29, 2018
NTAC:Missing_x000D_
Diageo Capital Plc, 5.5%, 9/30/2016 150,000.00 162,465.75 .01% Sep 30, 2016Digital Rlty Tr Lp 3.625% Due 250,000.00 243,197.75 .01% Oct 1, 2022Directv Hldgs Llc / Directv Fing Inc 1,020,000.00 1,064,198.64 .04% Apr 1, 2024Directv Hldgs Llc / Directv Fing Inc 55,000.00 54,746.01 .00% Jan 15, 2018Directv Hldgs Llc / Directv Fing Inc 555,000.00 601,151.58 .02% Feb 15, 2021Directv Hldgs/Fing 6 Due 08-15-2040 520,000.00 583,804.00 .02% Aug 15, 2040Discover Bank 3.20% 08/09/2021 250,000.00 249,883.75 .01% Aug 9, 2021Discover Card Execution Nt Tr 300,000.00 300,572.40 .01% Apr 15, 2019Discover Card Execution Nt Tr 1.22% Due 235,000.00 235,592.91 .01% Oct 15, 2019Discover Card Execution Nt Tr 1.5% Due 200,000.00 199,938.80 .01% Apr 15, 2020Discover Card Execution Nt Tr 2014-4 500,000.00 502,486.50 .02% Dec 15, 2021Discover Card Execution, 5.65%, 03/16/20 300,000.00 335,905.80 .01% Mar 16, 2020Discover Card Execution, 5.65%, 03/16/20 350,000.00 344,228.85 .01% Jan 18, 2022Discovery Communications Llc 0.0% Due 85,000.00 86,406.84 .00% May 15, 2042Discovery Communications Llc 3.25% Due 60,000.00 58,679.40 .00% Apr 1, 2023Discovery Communications Llc 4.375% Due 800,000.00 854,854.40 .03% Jun 15, 2021Discovery Communications Llc 6.35% Due 125,000.00 150,007.88 .01% Jun 1, 2040Disney Walt Co New Medium Term Nts Book 150,000.00 151,681.20 .01% Aug 16, 2016Disney Walt Co New Medium Term Nts Book 25,000.00 24,817.38 .00% Dec 1, 2017Disney Walt Co New Medium Term Nts Book 250,000.00 250,907.00 .01% Feb 15, 2017Disney Walt Co New Medium Term Nts Book 130,000.00 124,717.19 .00% Dec 1, 2042Disney Walt Co New Medium Term Nts Book 100,000.00 103,026.60 .00% Jun 1, 2044Disney Walt Co New Nt 3.75% Due 510,000.00 548,411.67 .02% Jun 1, 2021Disney Walt Co., 5.5%, 03/15/2019 400,000.00 458,619.20 .02% Mar 15, 2019Disney Walt Company 75,000.00 74,407.13 .00% Feb 15, 2022District Columbia Income Tax Rev 5.591% 30,000.00 36,111.00 .00% Dec 1, 2034Dominion Res Inc 4.05% 9/15/42 100,000.00 94,323.40 .00% Sep 15, 2042Dominion Res Inc Del Sr Nt 5.25% Due 250,000.00 283,785.00 .01% Aug 1, 2033Dominion Res Inc Va New 0.0% Due 200,000.00 203,089.00 .01% Aug 15, 2016Dominion Res Inc Va New 1.4% Due 150,000.00 149,482.80 .01% Sep 15, 2017Dominion Res Inc Va New Sr Nt 2011 Ser C 35,000.00 37,500.54 .00% Aug 1, 2041Dominion Res Inc., 6.0%, 11/30/2017 100,000.00 112,730.60 .00% Nov 30, 2017Dominion Res, Inc., 6.4%, 06/15/2018 20,000.00 22,991.24 .00% Jun 15, 2018Dominion Res, Inc., 7.0%, 06/15/2038 20,000.00 26,866.22 .00% Jun 15, 2038Dominion Resources, Inc., 5.95%, 6/15/2035 250,000.00 305,985.00 .01% Jun 15, 2035Domtar Corp 6.75% Due 02-15-2044 100,000.00 109,324.40 .00% Feb 15, 2044
NTAC:Missing_x000D_
Dover Corp 4.3% Due 03-01-2021 Reg 310,000.00 341,102.92 .01% Mar 1, 2021Dow Chem Co 3.0% Due 100,000.00 97,554.10 .00% Nov 15, 2022Dow Chem Co 4.125% Due 11-15-2021 Reg 200,000.00 211,823.60 .01% Nov 15, 2021Dow Chem Co 4.25% Due 150,000.00 145,180.35 .01% Oct 1, 2034Dow Chem Co 4.25% Due 250,000.00 268,846.75 .01% Nov 15, 2020Dow Chem Co 5.25% Due 11-15-2041 Reg 400,000.00 429,951.20 .02% Nov 15, 2041Dow Chem Co., 5.7%, 05/15/2018 29,000.00 32,376.12 .00% May 15, 2018Dow Chem Co., 7.375%, 11/01/2029 100,000.00 134,248.90 .01% Nov 1, 2029Dow Chem Co., 9.4%, 05/15/2039 300,000.00 478,766.10 .02% May 15, 2039Dr Pepper Snapple Group Inc 2.0% Due 90,000.00 88,343.01 .00% Jan 15, 2020Dr Pepper Snapple Group Inc 2.6% Due 80,000.00 81,186.16 .00% Jan 15, 2019Dr Pepper Snapple Group Inc 2.9% Due 135,000.00 138,451.82 .01% Jan 15, 2016Dte Energy Co. Sr Nt, 6.375%, 04/15/33 50,000.00 63,783.90 .00% Apr 15, 2033Du Pont E I De Nemours & Co 2.8% Due 200,000.00 195,716.40 .01% Feb 15, 2023Du Pont E I De Nemours & Co 4.625% Due 615,000.00 684,020.84 .03% Jan 15, 2020Du Pont E I De Nemours & Co Nt 4.15% 250,000.00 237,969.75 .01% Feb 15, 2043Du Pont Ei De Nemours 100,000.00 127,927.90 .00% Jan 15, 2028Duke Energy Carolinas 150,000.00 188,235.30 .01% Jun 1, 2037Duke Energy Carolinas Llc 0.0% Due 70,000.00 71,233.47 .00% Dec 15, 2016Duke Energy Carolinas Llc 3.9% Due 50,000.00 54,208.70 .00% Jun 15, 2021Duke Energy Carolinas, Llc, 5.1%, 04/15/2018 65,000.00 72,709.65 .00% Apr 15, 2018Duke Energy Carolinas, Llc, 6.0%, 01/15/2038 35,000.00 45,073.00 .00% Jan 15, 2038Duke Energy Carolinas, Llc, 6.05%, 04/15/2038 175,000.00 227,012.63 .01% Apr 15, 2038Duke Energy Carolinas, Llc., 5.25%, 01/15/2018 200,000.00 222,456.60 .01% Jan 15, 2018Duke Energy Corp New 1.625% Due 100,000.00 100,600.80 .00% Aug 15, 2017Duke Energy Corp New 3.75% Due 100,000.00 103,789.90 .00% Apr 15, 2024Duke Energy Corp., 6.45%, 10/15/32 106,000.00 138,534.05 .01% Oct 15, 2032Duke Energy Ind Inc 4.2% Due 03-15-2042 100,000.00 102,455.60 .00% Mar 15, 2042Duke Energy Ohio Inc 3.8% Due 09-01-2023 130,000.00 137,385.30 .01% Sep 1, 2023Duke Energy, 6.25%, 06/15/2018 100,000.00 114,903.00 .00% Jun 15, 2018Duke Energy, Inc., 6.45%, 04/01/2039 250,000.00 338,146.50 .01% Apr 1, 2039Duke Realty Lp 5.95% 500,000.00 548,877.50 .02% Feb 15, 2017Duke Rlty Ltd Partnership New 4.375% Due 100,000.00 105,304.10 .00% Jun 15, 2022E.I. Dupont De Nemours, 12/15/2016 400,000.00 435,638.40 .02% Dec 15, 2016East Bay Calif Mun Util Dist Wtr Sys Rev 300,000.00 389,448.00 .01% Jun 1, 2040Eastman Chem Co 2.4% Due 06-01-2017 Reg 560,000.00 570,198.72 .02% Jun 1, 2017
NTAC:Missing_x000D_
Eastman Chem Co 4.65% Due 10-15-2044 Reg 100,000.00 97,310.70 .00% Oct 15, 2044Eastman Chem Co 4.8% Due 09-01-2042 Reg 200,000.00 199,060.40 .01% Sep 1, 2042Eastman Chemical Co. 4.50% 200,000.00 195,469.60 .01% Oct 1, 2022Eaton Corp 1.5% Due 11/02/2017 215,000.00 214,602.90 .01% Nov 2, 2017Ebay Inc 2.2% 08/01/2019 100,000.00 98,958.70 .00% Aug 1, 2019Ebay Inc 4.0% Due 07-15-2042/07-24-2012 235,000.00 201,514.38 .01% Jul 15, 2042Ecolab Inc 1.45% Due 12-08-2017 Reg 100,000.00 99,633.60 .00% Dec 8, 2017Ecolab Inc 3.0% Due 12-08-2016 Reg 175,000.00 181,651.58 .01% Dec 8, 2016Ecolab Inc 4.35% Due 12-08-2021 Reg 250,000.00 273,416.50 .01% Dec 8, 2021Ecolab Inc 5.5% Due 12-08-2041 Reg 105,000.00 124,469.52 .00% Dec 8, 2041Ecopetrol S A 4.125% Due 01-16-2025 Reg 1,000,000.00 975,000.00 .04% Jan 16, 2025Ederal Natl Mtg Assn Gtd Mtg Pool 786,491.20 834,386.15 .03% Jan 1, 2026Ederal Natl Mtg Assn Gtd Mtg Pool 2,267,151.40 2,411,081.51 .09% Dec 1, 2040El Paso Nat Gas Co., 5.95%, 04/15/2017 350,000.00 386,438.50 .01% Apr 15, 2017El Paso Nat Gas Co., 8.375%, 06/15/2032 100,000.00 132,697.60 .00% Jun 15, 2032El Paso Pipeline Partners Oper Co L L C 155,000.00 137,584.05 .01% Nov 1, 2042Eli Lilly & Co., 5.2%, 3/15/2017 525,000.00 575,368.50 .02% Mar 15, 2017Eli Lilly &Co, 5.55%, 3/15/2037 250,000.00 302,085.00 .01% Mar 15, 2037Embarq Corp Nt, 7.995%, 06-01-2036 Reg 265,000.00 294,150.00 .01% Jun 1, 2036Emc Corp 300,000.00 293,970.00 .01% Jun 1, 2023Emc Corp 1.875% 06/01/18 375,000.00 372,766.50 .01% Jun 1, 2018Emerson Elec Co 85,000.00 82,768.75 .00% Feb 15, 2023Emerson Elec Co 6.125% Due 04-15-2039 50,000.00 65,071.30 .00% Apr 15, 2039Emerson Elec Co., 5.25%, 10/15/2018 325,000.00 367,193.13 .01% Oct 15, 2018Emerson Elec Co., 5.375%, 10/15/17 100,000.00 111,576.80 .00% Oct 15, 2017Emerson Elec Co., 6.0%, 08/15/2032 25,000.00 31,720.73 .00% Aug 15, 2032Enable Midstream Partners Lp 2.4% Due 250,000.00 246,732.50 .01% May 15, 2019Enable Midstream Partners Lp 3.9% Due 200,000.00 199,999.60 .01% May 15, 2024Enbridge Energy Partners L P 4.2% Due 250,000.00 266,713.25 .01% Sep 15, 2021Enbridge Energy Partners L P 5.2% Due 95,000.00 105,830.19 .00% Mar 15, 2020Enbridge Inc 4% 10/01/23 150,000.00 155,344.20 .01% Oct 1, 2023Enbridge Inc 4.5% Due 40,000.00 39,288.72 .00% Jun 10, 2044Encana Corp 0.0% Due 11-15-2021 Reg 330,000.00 344,434.53 .01% Nov 15, 2021Encana Corp Encana Corp 6.5% Due 100,000.00 123,148.70 .00% Aug 15, 2034Encana Corp. 5.9%, 12/01/17 510,000.00 572,323.02 .02% Dec 1, 2017Encana Corp., 6.625%, 08/15/37 330,000.00 413,355.03 .02% Aug 15, 2037
NTAC:Missing_x000D_
Endurance Specialty Holdings Ltd 7.00% 07/15/2034 100,000.00 122,567.70 .00% Jul 15, 2034Energy Texas Restoration Funding Llc 100,000.00 109,714.80 .00% Nov 1, 2023Energy Transfer Partners 100,000.00 116,912.90 .00% Oct 15, 2036Energy Transfer Partners L P 4.15% Due 150,000.00 156,349.50 .01% Oct 1, 2020Energy Transfer Partners L P 4.65% Due 225,000.00 240,138.00 .01% Jun 1, 2021Energy Transfer Partners L P 5.15% Due 150,000.00 149,534.85 .01% Feb 1, 2043Energy Transfer Partners L P, 7.5%, 07/01/2038 200,000.00 253,166.40 .01% Jul 1, 2038Energy Transfer Partners, 6.125%, 02/15/17 350,000.00 384,516.65 .01% Feb 15, 2017Entergy Corp New 0.0% Due 01-15-2017 Reg 125,000.00 132,975.75 .00% Jan 15, 2017Entergy La Llc 5.4% Due 11-01-2024 Reg 150,000.00 175,923.00 .01% Nov 1, 2024Entergy La, Llc, 6.5%, 09/01/2018 100,000.00 116,441.70 .00% Sep 1, 2018Entergy Tex, Inc., 7.125%, 02/01/2019 250,000.00 299,015.50 .01% Feb 1, 2019Enterprise Prods Oper Llc 0.0% Due 1,000,000.00 1,054,098.00 .04% Feb 15, 2022Enterprise Prods Oper Llc 0.0% Due 200,000.00 205,840.40 .01% Feb 1, 2016Enterprise Prods Oper Llc 2.55% Due 100,000.00 100,005.60 .00% Oct 15, 2019Enterprise Prods Oper Llc 3.9% Due 50,000.00 51,458.35 .00% Feb 15, 2024Enterprise Prods Oper Llc 4.45% Bds 40,000.00 38,865.88 .00% Feb 15, 2043Enterprise Prods Oper Llc 4.85% Due 315,000.00 321,689.66 .01% Aug 15, 2042Enterprise Prods Oper Llc 5.1% Due 50,000.00 52,931.70 .00% Feb 15, 2045Enterprise Prods Oper Llc 5.25% Due 300,000.00 337,910.40 .01% Jan 31, 2020Enterprise Prods Oper Lp, 6.875%, 03/01/2033 50,000.00 65,372.80 .00% Mar 1, 2033Enterprise Prods. O 3.35% 230,000.00 228,006.36 .01% Mar 15, 2023Enterprise Products Oper 6.3%, 09/15/17 335,000.00 381,141.56 .01% Sep 15, 2017Entertainment Pptys Tr 5.75% Due 100,000.00 109,981.70 .00% Aug 15, 2022Entertainment Pptys Tr Sr Nt 7.75% Due 50,000.00 60,397.45 .00% Jul 15, 2020Eog Res Inc 4.1% Due 02-01-2021 Reg 500,000.00 543,524.00 .02% Feb 1, 2021Eog Res, Inc, 5.625%, 06/01/2019 215,000.00 247,813.73 .01% Jun 1, 2019Eqt Corp 4.875% Due 11-15-2021 Reg 325,000.00 352,837.23 .01% Nov 15, 2021Equifax Inc 3.3% Due 12-15-2022 Reg 365,000.00 361,913.56 .01% Dec 15, 2022Equity One Inc 3.75% Due 11-15-2022 Reg 100,000.00 100,136.80 .00% Nov 15, 2022Ericsson Telefonaktiebolaget Lm Ericsson 150,000.00 156,872.25 .01% May 15, 2022Erp Oper Ltd Partnership 0.0% Due 335,000.00 371,234.27 .01% Jul 15, 2020Erp Oper Ltd Partnership 4.625% Due 185,000.00 203,037.69 .01% Dec 15, 2021Esc Lehman 50,000.00 .00 .00% Nov 29, 2049Essex Portfolio L P 3.25% Due 50,000.00 48,801.45 .00% May 1, 2023
NTAC:Missing_x000D_
Essex Portfolio L P 3.875% Due 200,000.00 203,038.00 .01% May 1, 2024Estee Lauder Cos Inc 2.35% Due 50,000.00 47,894.05 .00% Aug 15, 2022Estee Lauder Cos, Inc., 6.0%, 05/15/2037 100,000.00 122,224.10 .00% May 15, 2037Euro Bk Rec Dev 1.5 150,000.00 148,214.40 .01% Jun 15, 2018Euro Bk Rec Dev 1.5 250,000.00 245,284.50 .01% Mar 16, 2020European Bk For Recon & Dev 1.375% Due 300,000.00 298,060.20 .01% Sep 1, 2017European Bk For Recon & Dev 1.375% Due 150,000.00 152,266.65 .01% Oct 20, 2016European Bk Recon & Dev 1% 2/16/17 500,000.00 502,951.50 .02% Feb 16, 2017European Bk Recon & Dev 2.5% Due 03-15-2016 300,000.00 308,826.60 .01% Mar 15, 2016European Bk Recon Dev 1.75% 06/14/2019 200,000.00 200,602.20 .01% Jun 14, 2019European Inv Bank 2.125% 10/15/2021 200,000.00 199,650.00 .01% Oct 15, 2021European Investment Bank 250,000.00 265,788.75 .01% Jan 29, 2024European Investment Bank, 1.0% 3/15/18 2,000,000.00 1,983,156.00 .07% Mar 15, 2018European Investment Bank, 4.875%, 02/15/2036 200,000.00 247,171.40 .01% Feb 15, 2036European Investment Bank, 4.875%, 1/17/2017 800,000.00 871,628.80 .03% Jan 17, 2017European Investment Bank, 5.125%, 05/30/17 350,000.00 387,259.25 .01% May 30, 2017European Investment Bank, 5.125%, 05/30/17 2,000,000.00 1,993,732.00 .07% Dec 15, 2017European Invt Bank Bd 1.125% Due 1,000,000.00 1,008,757.00 .04% Dec 15, 2016European Invt Bk 2.25% Due 03-15-2016 400,000.00 409,985.20 .02% Mar 15, 2016European Invt Bk 2.5 1,500,000.00 1,539,435.00 .06% Apr 15, 2021European Invt Bk Glbl Bd 1.625% Due 12/18/18 400,000.00 401,791.20 .02% Dec 18, 2018European Invt Bk Glbl Bd 1.875% Due 03/15/19 250,000.00 252,862.50 .01% Mar 15, 2019European Invt Bk Glbl Bd 2.500% Due 04/15/24 1,000,000.00 995,930.00 .04% Oct 15, 2024European Invt Bk Global Bd 1.00% Due 250,000.00 250,433.50 .01% Aug 17, 2017European Invt Bk Global Bd 1.625% Due 250,000.00 254,582.50 .01% Jun 15, 2017European Invt Bk Global Bd 1.75% Due 1,000,000.00 1,022,650.00 .04% Mar 15, 2017European Invt Bk Global Bd 1.75% Due 1,650,000.00 1,630,468.95 .06% Jun 15, 2018European Invt Bk Pool #999999 .875% Due 400,000.00 400,460.00 .02% Apr 18, 2017Exelon Corp., 5.625%, 6/15/2035 75,000.00 85,049.63 .00% Jun 15, 2035Exelon Generation Co Llc 4.25% Due 250,000.00 260,897.00 .01% Jun 15, 2022Exelon Generation Co Llc 5.2% Due 225,000.00 251,679.60 .01% Oct 1, 2019Exp-Imp Bk Korea 4.00 Due 1/29/2021 1,000,000.00 1,062,284.00 .04% Jan 29, 2021Export Dev Canada 0.875 750,000.00 752,490.00 .03% Jan 30, 2017Export Dev Cda Pool #999999 .0015% Due 250,000.00 250,684.75 .01% Oct 3, 2018Export-Import Bk Korea 4% Due 01-11-2017 200,000.00 210,762.20 .01% Jan 11, 2017Express Hldg Inc 4.75% Due 11-15-2021 500,000.00 549,088.50 .02% Nov 15, 2021
NTAC:Missing_x000D_
Express Scripts Hldg 2.65% Due 02-15-2017 725,000.00 745,841.58 .03% Feb 15, 2017Express Scripts Holding 6.125% 100,000.00 123,803.50 .00% Nov 15, 2041Express Scripts Inc 3.125% Due 100,000.00 103,530.70 .00% May 15, 2016Express Scripts, Inc., 7.25%, 06/15/2019 440,000.00 532,821.08 .02% Jun 15, 2019Fannie Mae 2.375% Due 04-11-2016 Reg 3,000,000.00 3,083,097.00 .12% Apr 11, 2016Fannie Mae Pool, #821912, 4.929%, 6/1/2035 284,161.88 302,269.53 .01% Jun 1, 2035Fannie Mae Pool, #871135, 6.0%, 1/1/2037 102,902.29 117,534.38 .00% Jan 1, 2037Fannie Mae Pool, #885866, 6.0%, 6/1/2036 146,768.83 167,539.11 .01% Jun 1, 2036Fannie Mae Pool, #894453, 5.934%, 9/1/2036 146,237.36 159,364.65 .01% Sep 1, 2036Fannie Mae Pool, #906090, 5.50%, 1/1/2037 290,339.67 323,879.13 .01% Jan 1, 2037Fannie Mae Pool, #915499, 5.0%, 3/1/2037 231,800.31 256,624.73 .01% Mar 1, 2037Fannie Mae Us Gov 4.87% 12/15/2016 4,200,000.00 4,574,984.40 .17% Dec 15, 2016Fed Home Ln Mtg Corp 3,459,967.20 3,704,102.49 .14% Sep 1, 2026Federal Home Ln Bks .5% Due 11-20-2015 5,000,000.00 5,014,035.00 .19% Nov 20, 2015Federal Home Ln Bks Cons Bd Dtd 5,450,000.00 5,900,954.80 .22% Oct 19, 2016Federal Home Ln Bks Nt 3.500% Due 500,000.00 660,082.00 .02% Jul 15, 2036Federal Home Ln Mtg Corp 2,000,000.00 1,982,394.00 .07% Jan 12, 2018Federal Home Ln Mtg Corp 2,500,000.00 2,514,942.50 .09% Mar 8, 2017Federal Home Ln Mtg Corp .875% Due 1,000,000.00 988,034.00 .04% Mar 7, 2018Federal Home Ln Mtg Corp 1.25% Due 1,000,000.00 975,336.00 .04% Oct 2, 2019Federal Home Ln Mtg Corp Gold Pool 2,610,675.58 2,700,793.49 .10% Apr 1, 2042Federal Home Ln Mtg Corp Gold Pool# 1,809,858.35 1,928,787.76 .07% Aug 1, 2042Federal Home Ln Mtg Corp K90071 3.0% Due 1,808,834.37 1,852,973.55 .07% Feb 1, 2033Federal Home Ln Mtg Corp Multiclass 500,000.00 523,582.50 .02% Feb 25, 2023Federal Home Ln Mtg Corp Multiclass Fhms 225,000.00 236,530.35 .01% Feb 25, 2018Federal Home Ln Mtg Corp Multiclass Mtg 500,000.00 560,553.00 .02% Nov 17, 2017Federal Home Ln Mtg Corp Multiclass Mtg 287,144.13 302,566.64 .01% Mar 1, 2036Federal Home Ln Mtg Corp Multiclass Ser 200,000.00 213,966.20 .01% Nov 25, 2017Federal Home Ln Mtg Corp Pool #2b-1466 177,264.72 178,153.70 .01% Jul 1, 2043Federal Home Ln Mtg Corp Pool #848626 166,750.83 175,970.48 .01% Jun 1, 2041Federal Home Ln Mtg Corp Pool #848639 204,445.74 214,852.23 .01% Sep 1, 2041Federal Home Ln Mtg Corp Pool #A67116 31,873.36 37,730.82 .00% Oct 1, 2037Federal Home Ln Mtg Corp Pool #A74134 58,882.02 67,719.62 .00% Feb 1, 2038Federal Home Ln Mtg Corp Pool #A7-6409 91,517.15 101,833.24 .00% Dec 1, 2037Federal Home Ln Mtg Corp Pool #A7-8507 904,746.38 1,006,724.87 .04% Jun 1, 2038Federal Home Ln Mtg Corp Pool #A81856 8,984.92 9,407.05 .00% Sep 1, 2038
NTAC:Missing_x000D_
Federal Home Ln Mtg Corp Pool #A8-3008 886,924.59 990,916.50 .04% Nov 1, 2038Federal Home Ln Mtg Corp Pool #A8-4432 147,349.26 159,622.57 .01% Feb 1, 2039Federal Home Ln Mtg Corp Pool #A8-8476 3,015,250.82 3,301,476.52 .12% Sep 1, 2039Federal Home Ln Mtg Corp Pool #A8-8566 1,584,521.35 1,766,302.39 .07% Sep 1, 2039Federal Home Ln Mtg Corp Pool #A8-9346 1,885,802.58 2,043,263.32 .08% Oct 1, 2039Federal Home Ln Mtg Corp Pool #A9-0749 1,376,463.57 1,507,193.20 .06% Jan 1, 2040Federal Home Ln Mtg Corp Pool #A9-1541 468,665.97 522,528.81 .02% Mar 1, 2040Federal Home Ln Mtg Corp Pool #A9-1626 884,161.94 972,753.20 .04% Mar 1, 2040Federal Home Ln Mtg Corp Pool #A9-1942 654,015.87 716,132.34 .03% Apr 1, 2040Federal Home Ln Mtg Corp Pool #A94672 986,804.82 1,071,176.63 .04% Oct 1, 2040Federal Home Ln Mtg Corp Pool #A96296 1,012,360.11 1,080,483.85 .04% Jan 1, 2041Federal Home Ln Mtg Corp Pool #A96310 697,703.35 743,366.64 .03% Jan 1, 2041Federal Home Ln Mtg Corp Pool #C03457 616,785.41 668,769.93 .03% Feb 1, 2040Federal Home Ln Mtg Corp Pool #C09004 750,593.89 776,229.67 .03% Jul 1, 2042Federal Home Ln Mtg Corp Pool #C0-9042 996,073.03 1,029,214.37 .04% May 1, 2043Federal Home Ln Mtg Corp Pool #C9-1370 564,678.17 615,329.80 .02% May 1, 2031Federal Home Ln Mtg Corp Pool #C9-1388 531,332.59 557,328.04 .02% Feb 1, 2032Federal Home Ln Mtg Corp Pool #C91402 851,671.68 912,555.99 .03% Oct 1, 2031Federal Home Ln Mtg Corp Pool #C9-1408 547,848.18 574,620.42 .02% Nov 1, 2031Federal Home Ln Mtg Corp Pool #D9-8301 133,568.06 144,693.48 .01% Jul 1, 2029Federal Home Ln Mtg Corp Pool #E03033 1,216,885.65 1,263,893.94 .05% Feb 1, 2027Federal Home Ln Mtg Corp Pool #G0-2064 344,985.12 382,406.35 .01% Feb 1, 2036Federal Home Ln Mtg Corp Pool #G03737 1,229,366.88 1,393,253.78 .05% Nov 1, 2037Federal Home Ln Mtg Corp Pool #G03992 179,337.02 202,376.98 .01% Mar 1, 2038Federal Home Ln Mtg Corp Pool #G0-4611 523,962.59 592,118.07 .02% Jul 1, 2038Federal Home Ln Mtg Corp Pool #G04817 188,447.55 208,208.16 .01% Sep 1, 2038Federal Home Ln Mtg Corp Pool #G0-5082 425,982.16 472,167.15 .02% Mar 1, 2038Federal Home Ln Mtg Corp Pool #G0-5167 499,320.13 540,910.50 .02% Feb 1, 2039Federal Home Ln Mtg Corp Pool #G0-5457 2,441,207.05 2,672,526.07 .10% May 1, 2039Federal Home Ln Mtg Corp Pool #G0-5725 841,155.40 925,389.54 .03% Nov 1, 2039Federal Home Ln Mtg Corp Pool #G0-5870 999,056.36 1,093,939.74 .04% Apr 1, 2040Federal Home Ln Mtg Corp Pool #G0-5876 2,482,933.89 2,740,836.23 .10% Apr 1, 2040Federal Home Ln Mtg Corp Pool #G05971 2,531,347.19 2,831,334.61 .11% Aug 1, 2040Federal Home Ln Mtg Corp Pool #G0-6020 2,194,966.52 2,450,170.89 .09% Dec 1, 2039Federal Home Ln Mtg Corp Pool #G06947 574,628.05 648,452.24 .02% May 1, 2040Federal Home Ln Mtg Corp Pool #G07030 4,161,343.13 4,456,657.01 .17% Jun 1, 2042
NTAC:Missing_x000D_
Federal Home Ln Mtg Corp Pool #G0-7787 5,818,351.32 6,209,821.63 .23% Aug 1, 2044Federal Home Ln Mtg Corp Pool #G08341 2,432,164.96 2,687,201.78 .10% Apr 1, 2039Federal Home Ln Mtg Corp Pool #G0-8477 1,387,875.98 1,436,133.82 .05% Feb 1, 2042Federal Home Ln Mtg Corp Pool #G0-8537 3,537,358.36 3,546,470.60 .13% Jul 1, 2043Federal Home Ln Mtg Corp Pool #G0-8554 1,976,359.93 2,042,117.38 .08% Oct 1, 2043Federal Home Ln Mtg Corp Pool #G1-2868 199,082.35 215,030.84 .01% Nov 1, 2022Federal Home Ln Mtg Corp Pool #G14168 282,728.07 307,403.45 .01% Dec 1, 2024Federal Home Ln Mtg Corp Pool #G14554 443,296.23 472,716.91 .02% Jul 1, 2026Federal Home Ln Mtg Corp Pool #G1-4891 776,599.04 807,252.18 .03% Oct 1, 2028Federal Home Ln Mtg Corp Pool #G15089 1,304,879.96 1,330,280.75 .05% Nov 1, 2028Federal Home Ln Mtg Corp Pool #G15134 498,313.71 517,972.68 .02% May 1, 2029Federal Home Ln Mtg Corp Pool #G18438 682,429.58 695,734.23 .03% Jun 1, 2027Federal Home Ln Mtg Corp Pool #G1-8442 1,320,730.87 1,398,000.23 .05% Aug 1, 2027Federal Home Ln Mtg Corp Pool #J0-9305 161,912.63 172,439.54 .01% Feb 1, 2024Federal Home Ln Mtg Corp Pool #J0-9463 71,068.68 75,015.55 .00% Mar 1, 2024Federal Home Ln Mtg Corp Pool #J1-1136 116,147.84 123,859.48 .00% Nov 1, 2024Federal Home Ln Mtg Corp Pool #J12098 797,230.96 848,071.97 .03% Apr 1, 2025Federal Home Ln Mtg Corp Pool #J14808 1,320,096.34 1,400,414.96 .05% Mar 1, 2026Federal Home Ln Mtg Corp Pool #J17055 679,667.94 705,837.19 .03% Nov 1, 2026Federal Home Ln Mtg Corp Pool #J17232 662,352.75 687,853.33 .03% Nov 1, 2026Federal Home Ln Mtg Corp Pool #J2-0834 1,193,439.15 1,216,707.63 .05% Oct 1, 2027Federal Home Ln Mtg Corp Pool #J2-1601 4,501,662.66 4,583,903.54 .17% Dec 1, 2027Federal Home Ln Mtg Corp Pool #J22986 2,310,003.70 2,352,138.17 .09% Mar 1, 2028Federal Home Ln Mtg Corp Pool #Q1-0389 2,127,850.13 2,211,051.20 .08% Aug 1, 2042Federal Home Ln Mtg Corp Pool #Q2-1320 1,014,597.86 1,048,355.56 .04% Aug 1, 2043Federal Home Ln Mtg Corp Preassign 00049 1,000,000.00 1,089,747.00 .04% Mar 27, 2019Federal Home Ln Mtg Corp Preassign 00066 500,000.00 512,309.50 .02% Jul 25, 2023Federal Home Ln Mtg Corp Preassign 00066 4,000,000.00 4,128,088.00 .15% May 27, 2016Federal Home Ln Mtg Corp Preassign 00066 500,000.00 509,370.50 .02% Jan 25, 2022Federal Home Ln Mtg Corp Preassign 00066 500,000.00 489,645.50 .02% Aug 25, 2022Federal Home Ln Mtg Corp Preassign 00066 377,000.00 393,982.72 .01% Apr 25, 2023Federal Home Ln Mtg Corp Preassign 00066 245,000.00 269,502.21 .01% Mar 25, 2020Federal Home Ln Mtg Corp Preassign 00066 200,000.00 199,290.60 .01% Sep 25, 2022Federal Home Ln Mtg Corp Preassign 00069 5,675,000.00 5,820,450.25 .22% Aug 25, 2016Federal Home Ln Mtg Corp Preassign 00074 3,000,000.00 3,019,047.00 .11% Jan 13, 2022Federal Home Ln Mtg Corp Ser K014 Cl A2 500,000.00 543,070.00 .02% Apr 25, 2021
NTAC:Missing_x000D_
Federal Home Ln Mtg Corp Ser K020 Cl A2 250,000.00 246,832.75 .01% May 25, 2022Federal Home Ln Mtg Corp Ser K040 Cl A-2 300,000.00 308,578.65 .01% Sep 25, 2024Federal Home Ln Mtg Corp Tranche # Tr 3,000,000.00 2,996,508.00 .11% Sep 27, 2017Federal Home Ln Mtg Corp Tranche 00052 478,583.59 476,920.51 .02% Apr 25, 2022Federal Home Ln Mtg Corp Tranche 00813 280,000.00 282,055.76 .01% Aug 25, 2017Federal Home Ln Mtg Corp Tranche Ser 500,000.00 496,417.00 .02% Nov 25, 2019Federal Home Ln Mtg Corp., 4.0%, 01/01/21 52,404.90 55,595.36 .00% Jan 1, 2021Federal Home Ln Mtg Corp., 4.374%, 12/01/33 64,101.67 65,359.92 .00% Dec 1, 2033Federal Home Ln Mtg Corp., 4.5%, 01/01/20 6,447.75 6,836.98 .00% Jan 1, 2020Federal Home Ln Mtg Corp., 4.5%, 01/01/27 34,109.15 36,950.24 .00% Jan 1, 2027Federal Home Ln Mtg Corp., 4.5%, 03/01/20 20,210.80 21,438.91 .00% Mar 1, 2020Federal Home Ln Mtg Corp., 4.5%, 04/01/22 147,651.11 157,984.33 .01% Apr 1, 2022Federal Home Ln Mtg Corp., 4.5%, 05/01/2023 209,853.54 226,362.51 .01% May 1, 2023Federal Home Ln Mtg Corp., 4.5%, 07/01/2023 116,335.72 125,481.80 .00% Jul 1, 2023Federal Home Ln Mtg Corp., 4.5%, 08/01/22 19,107.25 20,364.26 .00% Aug 1, 2022Federal Home Ln Mtg Corp., 4.5%, 11/01/18 193,204.51 203,986.48 .01% Nov 1, 2018Federal Home Ln Mtg Corp., 4.5%, 12/01/2037 197,047.10 213,459.94 .01% Dec 1, 2037Federal Home Ln Mtg Corp., 4.875, 09/01/35 24,221.58 25,878.65 .00% Nov 1, 2035Federal Home Ln Mtg Corp., 5.0%, 01/01/2028 194,339.68 214,718.14 .01% Jan 1, 2028Federal Home Ln Mtg Corp., 5.0%, 01/01/2034 147,380.59 163,416.63 .01% Jan 1, 2034Federal Home Ln Mtg Corp., 5.0%, 02/01/2038 204,478.76 225,920.40 .01% Feb 1, 2038Federal Home Ln Mtg Corp., 5.0%, 02/01/27 9,843.96 10,876.20 .00% Feb 1, 2027Federal Home Ln Mtg Corp., 5.0%, 04/01/2029 246,324.12 272,838.20 .01% Apr 1, 2029Federal Home Ln Mtg Corp., 5.0%, 05/01/2037 135,329.47 149,520.12 .01% May 1, 2037Federal Home Ln Mtg Corp., 5.0%, 05/01/2038 339,745.20 375,370.88 .01% May 1, 2038Federal Home Ln Mtg Corp., 5.0%, 06/01/36 291,211.55 322,811.21 .01% Jun 1, 2036Federal Home Ln Mtg Corp., 5.0%, 07/01/2023 57,208.82 61,830.55 .00% Jul 1, 2023Federal Home Ln Mtg Corp., 5.0%, 08/01/2023 109,833.54 118,642.08 .00% Aug 1, 2023Federal Home Ln Mtg Corp., 5.0%, 09/01/2022 174,664.38 188,297.28 .01% Sep 1, 2022Federal Home Ln Mtg Corp., 5.0%, 09/01/21 104,871.57 112,134.97 .00% Sep 1, 2021Federal Home Ln Mtg Corp., 5.0%, 09/01/34 1,291,399.02 1,437,214.76 .05% Sep 1, 2034Federal Home Ln Mtg Corp., 5.0%, 11/01/26 32,563.43 35,978.03 .00% Nov 1, 2026Federal Home Ln Mtg Corp., 5.0%, 11/01/33 99,105.73 110,712.60 .00% Nov 1, 2033Federal Home Ln Mtg Corp., 5.0%, 11/01/34 135,863.67 151,679.83 .01% Nov 1, 2034Federal Home Ln Mtg Corp., 5.0%, 12/01/2023 64,405.17 67,997.50 .00% Dec 1, 2023Federal Home Ln Mtg Corp., 5.0%, 12/01/2035 760,761.17 843,347.88 .03% Dec 1, 2035
NTAC:Missing_x000D_
Federal Home Ln Mtg Corp., 5.221, 09/01/35 388,590.73 416,420.43 .02% Sep 1, 2035Federal Home Ln Mtg Corp., 5.426%, 04/01/2036 185,318.13 199,303.35 .01% Apr 1, 2036Federal Home Ln Mtg Corp., 5.5%, 01/01/35 283,222.43 317,118.21 .01% Jan 1, 2035Federal Home Ln Mtg Corp., 5.5%, 03/01/36 59,832.65 67,008.20 .00% Mar 1, 2036Federal Home Ln Mtg Corp., 5.5%, 04/01/2037 448,870.84 500,938.06 .02% Apr 1, 2037Federal Home Ln Mtg Corp., 5.5%, 04/01/37 129,360.18 144,302.83 .01% Apr 1, 2037Federal Home Ln Mtg Corp., 5.5%, 06/01/20 15,374.31 16,412.03 .00% Jun 1, 2020Federal Home Ln Mtg Corp., 5.5%, 06/01/2023 46,033.53 48,694.87 .00% Jun 1, 2023Federal Home Ln Mtg Corp., 5.5%, 09/01/2037 141,336.55 157,377.97 .01% Sep 1, 2037Federal Home Ln Mtg Corp., 5.5%, 10/01/2023 50,741.46 55,232.33 .00% Oct 1, 2023Federal Home Ln Mtg Corp., 5.5%, 10/01/2036 765,491.75 856,106.84 .03% Oct 1, 2036Federal Home Ln Mtg Corp., 5.5%, 11/01/2022 48,455.16 52,895.74 .00% Nov 1, 2022Federal Home Ln Mtg Corp., 5.5%, 11/01/2035 507,717.13 565,342.01 .02% Nov 1, 2035Federal Home Ln Mtg Corp., 5.5%, 11/01/21 71,108.70 77,455.51 .00% Nov 1, 2021Federal Home Ln Mtg Corp., 5.5%, 11/01/34 567,585.75 637,236.47 .02% Nov 1, 2034Federal Home Ln Mtg Corp., 5.5%, 12/01/35 84,209.48 93,767.09 .00% Dec 1, 2035Federal Home Ln Mtg Corp., 5.543, 05/01/37 55,858.57 58,788.24 .00% May 1, 2037Federal Home Ln Mtg Corp., 5.55, 08/01/36 121,125.93 135,637.79 .01% Aug 1, 2036Federal Home Ln Mtg Corp., 5.71%, 05/01/37 23,793.15 24,192.71 .00% May 1, 2037Federal Home Ln Mtg Corp., 5.792%, 04/01/37 43,896.12 47,158.79 .00% Apr 1, 2037Federal Home Ln Mtg Corp., 5.927, 04/01/37 107,679.82 115,894.82 .00% Apr 1, 2037Federal Home Ln Mtg Corp., 5.997%, 11/01/36 7,638.10 8,116.31 .00% Nov 1, 2036Federal Home Ln Mtg Corp., 6.0%, 03/01/2023 194,973.88 214,646.74 .01% Mar 1, 2023Federal Home Ln Mtg Corp., 6.0%, 04/01/37 43,248.03 49,065.67 .00% Apr 1, 2037Federal Home Ln Mtg Corp., 6.0%, 06/01/37 74,571.13 84,364.93 .00% Jun 1, 2037Federal Home Ln Mtg Corp., 6.0%, 09/01/2038 45,435.60 51,272.85 .00% Sep 1, 2038Federal Home Ln Mtg Corp., 6.0%, 09/01/37 162,065.86 183,706.03 .01% Sep 1, 2037Federal Home Ln Mtg Corp., 6.0%, 11/01/2022 16,920.68 18,172.13 .00% Nov 1, 2022Federal Home Ln Mtg Corp., 6.0%, 11/01/2022 21,843.40 24,392.00 .00% Nov 1, 2022Federal Home Ln Mtg Corp., 6.0%, 11/01/2036 625,305.12 710,324.11 .03% Nov 1, 2036Federal Home Ln Mtg Corp., 6.0%, 11/01/2037 184,945.92 208,713.14 .01% Nov 1, 2037Federal Home Ln Mtg Corp., 6.0%, 11/01/2037 70,884.23 79,990.94 .00% Nov 1, 2037Federal Home Ln Mtg Corp., 6.0%, 11/01/36 18,216.33 20,660.12 .00% Nov 1, 2036Federal Home Ln Mtg Corp., 6.027%, 04/01/37 23,830.22 25,027.12 .00% Apr 1, 2037Federal Home Ln Mtg Corp., 6.5%, 08/01/36 100,286.59 114,109.19 .00% Aug 1, 2036Federal Home Ln Mtg Corp., 6.5%, 09/01/2038 394,317.00 446,883.40 .02% Sep 1, 2038
NTAC:Missing_x000D_
Federal Home Ln Mtg Corp., 6.538%, 08/01/2036 14,969.75 16,051.49 .00% Aug 1, 2036Federal Home Ln Mtg Corp., 7.0%, 11/01/2037 74,758.20 82,985.27 .00% Nov 1, 2037Federal Home Ln Mtg, 5.0%, 2/16/2017 500,000.00 548,758.50 .02% Feb 16, 2017Federal Home Loan Mortgage Corp Pool 11,837,000.00 12,218,009.36 .46% Dec 31, 2049Federal National Mortgage Assoc Tranche 2,000,000.00 1,994,146.00 .07% May 20, 2016Federal Natl Mtg Assn Gtd Mtg Flt Rt 172,202.96 181,938.45 .01% Jun 1, 2041Federal Natl Mtg Assn Gtd Mtg Pool 503,604.69 546,868.87 .02% Jul 1, 2041Federal Natl Mtg Assn Gtd Mtg Pool 326,303.69 337,841.14 .01% Aug 1, 2042Federal Natl Mtg Assn Gtd Mtg Pool 2,339,427.00 2,486,682.23 .09% Jan 1, 2042Federal Natl Mtg Assn Gtd Mtg Pool 2,626,998.78 2,677,413.51 .10% Nov 1, 2027Federal Natl Mtg Assn Gtd Mtg Pool 111,307.47 117,039.92 .00% Nov 1, 2041Federal Natl Mtg Assn Gtd Mtg Pool 751,432.38 798,731.29 .03% Aug 1, 2041Federal Natl Mtg Assn Gtd Mtg Pool 2,427,893.94 2,519,080.78 .09% Jun 1, 2042Federal Natl Mtg Assn Gtd Mtg Pool 937,415.44 971,750.16 .04% Mar 1, 2042Federal Natl Mtg Assn Gtd Mtg Pool 324,513.94 361,341.73 .01% Feb 1, 2041Federal Natl Mtg Assn Gtd Mtg Pool 2,032,130.37 2,112,218.66 .08% Jan 1, 2042Federal Natl Mtg Assn Gtd Mtg Pool 1,335,724.82 1,389,479.73 .05% Jan 1, 2027Federal Natl Mtg Assn Gtd Mtg Pool 2,813,115.08 2,991,410.31 .11% Mar 1, 2042Federal Natl Mtg Assn Gtd Mtg Pool 1,289,006.06 1,370,142.55 .05% Sep 1, 2041Federal Natl Mtg Assn Gtd Mtg Pool 2,129,907.34 2,173,331.89 .08% Jun 1, 2028Federal Natl Mtg Assn Gtd Mtg Pool 5,209,076.64 5,414,387.19 .20% Dec 1, 2042Federal Natl Mtg Assn Gtd Mtg Pool 5,815,152.48 6,231,005.66 .23% Jun 1, 2044Federal Natl Mtg Assn Gtd Mtg Pool 1,813,347.71 1,886,050.26 .07% Nov 1, 2027Federal Natl Mtg Assn Gtd Mtg Pool 1,475,415.65 1,568,285.69 .06% Feb 1, 2042Federal Natl Mtg Assn Gtd Mtg Pool 438,545.34 470,651.24 .02% Apr 1, 2026Federal Natl Mtg Assn Gtd Mtg Pool 2,466,074.43 2,634,080.68 .10% Feb 1, 2044Federal Natl Mtg Assn Gtd Mtg Pool 165,802.77 168,914.39 .01% Aug 1, 2043Federal Natl Mtg Assn Gtd Mtg Pool 1,024,026.05 1,171,015.77 .04% Feb 1, 2039Federal Natl Mtg Assn Gtd Mtg Pool 253,929.84 284,538.04 .01% Jun 1, 2040Federal Natl Mtg Assn Gtd Mtg Pool 564,225.82 613,887.28 .02% Apr 1, 2041Federal Natl Mtg Assn Gtd Mtg Pool 574,679.08 597,732.33 .02% Dec 1, 2026Federal Natl Mtg Assn Gtd Mtg Pool 2,353,974.28 2,514,388.21 .09% Sep 1, 2041Federal Natl Mtg Assn Gtd Mtg Pool 1,524,512.55 1,555,603.46 .06% Mar 1, 2027Federal Natl Mtg Assn Gtd Mtg Pool 169,993.48 178,163.37 .01% Oct 1, 2041Federal Natl Mtg Assn Gtd Mtg Pool 240,591.33 251,620.04 .01% Nov 1, 2041Federal Natl Mtg Assn Gtd Mtg Pool 2,577,837.99 2,728,216.17 .10% Dec 1, 2026
NTAC:Missing_x000D_
Federal Natl Mtg Assn Gtd Mtg Pool 1,024,660.43 1,087,471.09 .04% Jun 1, 2026Federal Natl Mtg Assn Gtd Mtg Pool 4,157,645.32 4,523,946.35 .17% Mar 1, 2042Federal Natl Mtg Assn Gtd Mtg Pool 5,280,704.15 5,745,939.47 .22% Apr 1, 2042Federal Natl Mtg Assn Gtd Mtg Pool 849,024.69 900,728.60 .03% Feb 1, 2026Federal Natl Mtg Assn Gtd Mtg Pool 418,182.02 444,576.00 .02% Jan 1, 2041Federal Natl Mtg Assn Gtd Mtg Pool 236,536.62 249,656.12 .01% Feb 1, 2041Federal Natl Mtg Assn Gtd Mtg Pool 325,183.86 353,289.83 .01% Oct 1, 2041Federal Natl Mtg Assn Gtd Mtg Pool 609,674.61 652,260.38 .02% Mar 1, 2042Federal Natl Mtg Assn Gtd Mtg Pool 1,096,535.88 1,136,700.89 .04% Feb 1, 2042Federal Natl Mtg Assn Gtd Mtg Pool 233,937.70 247,583.29 .01% Oct 1, 2026Federal Natl Mtg Assn Gtd Mtg Pool 933,593.02 1,015,567.16 .04% Jun 1, 2041Federal Natl Mtg Assn Gtd Mtg Pool 134,986.53 141,125.85 .01% Sep 1, 2041Federal Natl Mtg Assn Pool #Al3396 2.5% 1,308,507.71 1,335,185.57 .05% Mar 1, 2028Federal Rlty Invt Tr 3.0% Due 25,000.00 24,692.83 .00% Aug 1, 2022Federated Dept Stores Inc Del Sr Deb 305,000.00 386,835.16 .01% Apr 1, 2029Fedex Corp 2.7% Due 04-15-2023 Reg 35,000.00 33,588.21 .00% Apr 15, 2023Fedex Corp 3.875% Due 08-01-2042 Reg 50,000.00 45,662.35 .00% Aug 1, 2042Fedex Corp 4.1% Due 04-15-2043 Reg 50,000.00 47,574.85 .00% Apr 15, 2043Fedex Corp Nt 4.0% Due 01-15-2024 Reg 100,000.00 105,103.90 .00% Jan 15, 2024Fedex Corp., 8.0%, 01/15/2019 290,000.00 355,868.57 .01% Jan 15, 2019Fglmc Pool Q08894 3.5% Due 06-01-42 1,256,867.94 1,303,296.64 .05% Jun 1, 2042Fhlmc #C9-1354 955,375.90 1,024,242.26 .04% Jan 1, 2031Fhlmc 5 Years Single Family Mortgage 1,057,000.00 1,071,533.75 .04% Dec 31, 2049Fhlmc Dtd 10/25/2000 6.75% Due 1,200,000.00 1,746,199.20 .07% Mar 15, 2031Fhlmc G07445 2.5% Due 07/01/43 937,263.51 903,241.78 .03% Jul 1, 2043Fhlmc Gold A57604 5.0 03-01-2037 475,667.34 525,545.82 .02% Mar 1, 2037Fhlmc Gold A6-4474, 5.5%, 09/01/2037 42,168.19 47,086.73 .00% Sep 1, 2037Fhlmc Gold A9-6995 Dtd 02-01-2011 4.00 1,786,573.95 1,897,434.44 .07% Feb 1, 2041Fhlmc Gold A97443 4.5 03-01-2041 827,988.89 900,355.95 .03% Mar 1, 2041Fhlmc Gold C0-3812 3.5% Due 04-01-2042 1,116,092.74 1,165,566.90 .04% Apr 1, 2042Fhlmc Gold C0-4268 3.0 10-01-2042 3,952,748.05 3,965,788.17 .15% Oct 1, 2042Fhlmc Gold C91485 3.5 08-01-2032 794,142.76 830,548.65 .03% Aug 1, 2032Fhlmc Gold E0-4072 2.5 08-01-2027 507,283.02 517,174.53 .02% Aug 1, 2027Fhlmc Gold G02789 6.0 04-01-2037 1,967,269.92 2,224,929.16 .08% Apr 1, 2037Fhlmc Gold G0-3176, 5.0%, 08/01/2037 108,375.64 119,739.91 .00% Aug 1, 2037Fhlmc Gold G0-3218, 6.0%, 09/01/2037 72,770.64 82,119.70 .00% Sep 1, 2037
NTAC:Missing_x000D_
Fhlmc Gold G0-4459, 5.5%, 06/01/2038 278,971.30 311,250.51 .01% Jun 1, 2038Fhlmc Gold G0-5733 5 11-01-2039 743,188.33 828,267.04 .03% Nov 1, 2039Fhlmc Gold G06767 5.0% 1,552,470.55 1,725,207.74 .06% Oct 1, 2041Fhlmc Gold G0-7098 3.5 07-01-2042 1,527,875.60 1,579,745.45 .06% Jul 1, 2042Fhlmc Gold G1-2571, 4.0%, 01/01/2022 141,387.77 150,447.90 .01% Jan 1, 2022Fhlmc Gold G1-3433 5.5 01-01-2024 155,437.42 170,874.38 .01% Jan 1, 2024Fhlmc Gold G14267 3.5 11-01-2026 4,389,000.00 4,544,673.44 .17% Dec 31, 2049Fhlmc Gold J02541, 4.0%, 09/01/2020 41,645.11 44,184.80 .00% Sep 1, 2020Fhlmc Gold J17932 3.0 03-01-2027 1,128,009.05 1,171,585.17 .04% Mar 1, 2027Fhlmc Gold J2-2069 2.5 01-01-2028 275,233.88 280,254.15 .01% Jan 1, 2028Fhlmc Gold K90641 3.5 06-01-2033 269,066.67 281,392.35 .01% Jun 1, 2033Fhlmc Gold K90791 3% 07-01-2033 722,250.07 740,229.04 .03% Jul 1, 2033Fhlmc Gold Pool #E0-4044 3.5 08-01-2027 1,915,964.30 2,028,025.22 .08% Aug 1, 2027Fhlmc Gold Pool #G07152 4.0% 06-01-2042 3,580,484.57 3,802,660.80 .14% Jun 1, 2042Fhlmc Gold Pool #Q18339 3.0% 05-01-2043 601,314.51 605,471.40 .02% May 1, 2043Fhlmc Gold Pool 3.00% 1,416,051.78 1,419,699.53 .05% Jun 1, 2043Fhlmc Gold Q02211 4.5 07-01-2041 945,654.91 1,032,375.25 .04% Jul 1, 2041Fhlmc Gold Q02605 4.5 08-01-2041 2,635,256.37 2,865,583.05 .11% Aug 1, 2041Fhlmc Gold Q03085 4 09-01-2041 551,848.66 586,091.97 .02% Sep 1, 2041Fhlmc Gold Q04649 3.5% 557,835.81 577,211.12 .02% Nov 1, 2041Fhlmc Gold Q09009 4% 3,278,328.83 3,493,764.21 .13% Jun 1, 2042Fhlmc Gold Q1-0438 3.5 08-01-2042 2,068,088.04 2,137,869.47 .08% Aug 1, 2042Fhlmc Gold Q19909 3.0 07-01-2043 1,217,437.95 1,220,574.07 .05% Jul 1, 2043Fhlmc Gold Q2-0550 3.0 08-01-2043 1,891,612.96 1,896,338.21 .07% Aug 1, 2043Fhlmc Gold Q24954 4.0 02-01-2044 1,451,183.65 1,548,823.64 .06% Feb 1, 2044Fhlmc Gold Q27353 4.0 07-01-2044 4,266,623.94 4,545,823.28 .17% Jul 1, 2044Fhlmc Gold Single Family 2.0% 15 Years 1,900,000.00 1,882,039.30 .07% Dec 31, 2049Fhlmc Gold Single Family 2.5% 15 Years 4,968,000.00 4,971,880.01 .19% Dec 31, 2049Fhlmc Gold Single Family 4.0% 30 Years 3,600,000.00 3,819,092.40 .14% Dec 31, 2049Fhlmc Gold V80003 3.0 04-01-2043 2,681,580.87 2,702,609.83 .10% Apr 1, 2043Fhlmc Gold V80058 3.0 05-01-2043 1,222,150.92 1,230,599.65 .05% May 1, 2043Fhlmc Gold, Tba Pool, 5.0%, 01/01/36 117,650.47 130,396.02 .00% Jan 1, 2036Fhlmc Multiclass 2.412% Due 08-25-2018 225,000.00 231,455.70 .01% Aug 25, 2018Fhlmc Multiclass 2.873% 25/12/2021 250,000.00 256,185.50 .01% Dec 25, 2021Fhlmc Multiclass 25 May 2018 2.699% Due 150,000.00 155,547.45 .01% May 25, 2018Fhlmc Multiclass Bd 3.531% Due 262,622.00 280,040.93 .01% Jun 25, 2020
NTAC:Missing_x000D_
Fhlmc Multiclass Fhms K005 A1 14.376 420,711.44 441,697.79 .02% Apr 25, 2019Fhlmc Multiclass K013 Cl A2 3.974% Due 340,000.00 371,081.78 .01% Jan 25, 2021Fhlmc Multiclass Ser K003 Cl A5 500,000.00 564,029.50 .02% Mar 25, 2019Fhlmc Multiclass Ser K008 Cl A1 2.746% 162,646.38 168,725.61 .01% Dec 25, 2019Fhlmc Multiclass Ser K019 Cl A1 1.459% 431,956.31 427,165.05 .02% Sep 25, 2021Fhlmc Multiclass Ser K703 Cl A1 1.873% 26,267.33 26,603.05 .00% Jan 25, 2018Fhlmc Multiclass Ser K705 Cl A2 2.303% 445,000.00 454,397.51 .02% Sep 25, 2018Fhlmc Multiclass Ser K708 Cl A2 2.13% 400,000.00 405,026.80 .02% Jan 25, 2019Fhlmc Multiclass Ser K710 Cl A2 1.883% 300,000.00 300,157.50 .01% May 25, 2019Fhlmc Multiclass Tranche 0.0% Due 300,000.00 312,548.70 .01% Apr 25, 2023Fhlmc Pool #V80004 3.0% Due 04-01-2043 749,939.93 755,124.26 .03% Apr 1, 2043Fhlmc Pool, 4.5%, 09/01/2018 204,479.79 215,604.10 .01% Sep 1, 2018Fhms K716 A2 3.13% 08/25/2047 250,000.00 260,200.50 .01% Aug 25, 2047Fidelity Natl Information Svcs Inc 2.0% 40,000.00 40,079.88 .00% Apr 15, 2018Fidelity Natl Information Svcs Inc 5.0% 200,000.00 209,983.60 .01% Mar 15, 2022Fifth Third Auto Tr 2014-1 Nts Cl A-3 200,000.00 199,889.40 .01% Apr 16, 2018Fifth Third Auto Tr 2014-2 Nt Cl A-3 200,000.00 200,067.60 .01% Nov 15, 2018Fifth Third Bancor, 5.45%, 01/15/17 75,000.00 81,383.48 .00% Jan 15, 2017Fifth Third Bancorp 3.5% Due 03-15-2022 200,000.00 205,175.20 .01% Mar 15, 2022Fifth Third Bancorp, 4.30% Due 01/16/24 220,000.00 228,918.36 .01% Jan 16, 2024Fifth Third Bancorp, 8.25%, 03/01/2038 275,000.00 410,295.33 .02% Mar 1, 2038Fifth Third Bank 0.9% 250,000.00 250,531.75 .01% Feb 26, 2016Fifth Third Bk Cincinnati Ohio Medium 250,000.00 248,220.00 .01% Oct 1, 2021Fiserv Inc 3.125% Due 06-15-2016 Reg 170,000.00 175,605.07 .01% Jun 15, 2016Fiserv Inc 3.5% Due 50,000.00 50,335.10 .00% Oct 1, 2022Fiserv Inc 4.625% Due 10-01-2020 Reg 250,000.00 272,415.25 .01% Oct 1, 2020Florida Hurricane Catastrophe Fd Fin 500,000.00 507,915.00 .02% Jul 1, 2018Florida Power & Light Co., 5.65%, 2/1/2037 350,000.00 435,080.10 .02% Feb 1, 2037Florida Pwr & Lt Co 4.05% Due 06-01-2042 100,000.00 101,829.80 .00% Jun 1, 2042Florida Pwr & Lt Co 4.125% Due 250,000.00 257,651.50 .01% Feb 1, 2042Florida Pwr & Lt Co 5.69% Due 03-01-2040 400,000.00 504,473.60 .02% Mar 1, 2040Florida Pwr & Lt Co. 5.55%, 11/01/2017 225,000.00 252,875.70 .01% Nov 1, 2017Florida Pwr & Lt Co., 5.95%, 02/01/2038 150,000.00 193,702.50 .01% Feb 1, 2038Florida Pwr Corp .65% Due 11-15-2015 Reg 100,000.00 100,168.70 .00% Nov 15, 2015Florida Pwr Corp 0.0% Due 08-15-2021 Reg 25,000.00 25,666.53 .00% Aug 15, 2021Florida Pwr Corp 1st Mtg Bd 5.65%, 06-15-2018 225,000.00 256,250.93 .01% Jun 15, 2018
NTAC:Missing_x000D_
Florida Pwr Corp., 5.8%, 09/15/17 50,000.00 56,345.30 .00% Sep 15, 2017Florida Pwr Corp., 6.35%, 09/15/2037 50,000.00 67,626.90 .00% Sep 15, 2037Florida Pwr Corp., 6.4%, 06/15/2038 285,000.00 386,163.89 .01% Jun 15, 2038Fms Wertmanagement Global Nt .625% Due 725,000.00 722,365.35 .03% Jan 30, 2017Fms Wertmanagemewnt 1.625% Due 11/20/2018 300,000.00 301,310.70 .01% Nov 20, 2018Fna 2012-M8 Asq3 1.80057% 12/25/2019 100,000.00 99,834.90 .00% Dec 25, 2019Fnma .375% 2,000,000.00 2,003,132.00 .08% Dec 21, 2015Fnma 0.5% Due 03-30-2016 Reg 2,000,000.00 2,003,640.00 .08% Mar 30, 2016Fnma 1.25% Due 01-30-2017 Reg 2,000,000.00 2,023,234.00 .08% Jan 30, 2017Fnma 1.625% Due 10-26-2015 Reg 1,000,000.00 1,013,833.00 .04% Oct 26, 2015Fnma 2.625% Due 09-06-2024 2,000,000.00 1,991,968.00 .07% Sep 6, 2024Fnma 3.645% Due Sr 2011-M2 Cl A2 Due 195,000.00 207,452.51 .01% Apr 25, 2021Fnma 7.125% Due 01-15-2030 1,500,000.00 2,236,378.50 .08% Jan 15, 2030Fnma Ad0969 5.5% Due 08-01-2037 928,803.81 1,041,187.21 .04% Aug 1, 2037Fnma Al5785 4.0% 3,187,368.16 3,387,997.05 .13% Sep 1, 2044Fnma Conv. Lng Term 30yr 4/01/2035 39,682.02 45,187.54 .00% Apr 1, 2035Fnma Dtd 1/18/2011 2.25% Due 03-15-2016 2,500,000.00 2,561,685.00 .10% Mar 15, 2016Fnma Fannie Mae, 5.0%, 05/11/2017 1,000,000.00 1,103,537.00 .04% May 11, 2017Fnma Flt Rt Pool #Ae0289 Due 283,183.57 304,854.48 .01% May 1, 2040Fnma Fltg Ser 2013-M9 Cl A2 150,000.00 146,002.05 .01% Jan 25, 2023Fnma Nt 5.625%, 07-15-2037 1,000,000.00 1,353,517.00 .05% Jul 15, 2037Fnma Pool #255376, 6.0%, 08/01/2019 50,938.23 54,305.65 .00% Aug 1, 2019Fnma Pool #255695 Fltg Rt, 4.5%, 3/1/2035 21,241.90 22,804.45 .00% Mar 1, 2035Fnma Pool #256792, 6.5%, 06/01/2022 78,487.13 86,330.11 .00% Jun 1, 2022Fnma Pool #256925, 6.0%, 10/01/2037 70,811.15 80,042.66 .00% Oct 1, 2037Fnma Pool #256959, 6.0%, 11/01/2037 320,927.29 362,947.58 .01% Nov 1, 2037Fnma Pool #256985, 7.0%, 11/01/2037 92,210.54 103,054.87 .00% Nov 1, 2037Fnma Pool #257042, 6.5%, 01/01/2038 566,542.02 642,985.53 .02% Jan 1, 2038Fnma Pool #257106, 4.5%, 01/01/2028 9,927.60 10,760.43 .00% Jan 1, 2028Fnma Pool #257237, 4.5%, 06/01/2028 93,379.44 101,213.04 .00% Jun 1, 2028Fnma Pool #257243 7.0% Due 06-01-2038 328,067.05 386,246.79 .01% Jun 1, 2038Fnma Pool #357630, 5.0%, 10/01/2019 44,966.52 48,010.39 .00% Oct 1, 2019Fnma Pool #707791, 5.0%, 06/01/2033 325,843.12 361,751.68 .01% Jun 1, 2033Fnma Pool #709239, 0%, 07/01/2018 267,890.15 282,786.99 .01% Jul 1, 2018Fnma Pool #725425, 5.5%, 04/01/2034 115,756.52 130,215.55 .00% Apr 1, 2034Fnma Pool #730811, 4.5%, 08/01/2033 213,579.68 231,684.19 .01% Aug 1, 2033
NTAC:Missing_x000D_
Fnma Pool #735222, 5.0%, 02/01/2035 69,329.30 76,917.67 .00% Feb 1, 2035Fnma Pool #735358, 5.5%, 02/01/2035 294,794.50 330,845.21 .01% Feb 1, 2035Fnma Pool #737853, 5.0%, 09/01/2033 552,121.05 613,031.04 .02% Sep 1, 2033Fnma Pool #745336 5.0% Due 03-01-2036 1,488,612.29 1,651,290.82 .06% Mar 1, 2036Fnma Pool #745418, 5.5% , 03/01/2036 111,299.79 124,478.58 .00% Apr 1, 2036Fnma Pool #745754, 5.0%, 09/01/2034 732,807.34 813,742.25 .03% Sep 1, 2034Fnma Pool #745826, 6.0%, 07/01/2036 405,084.01 459,759.41 .02% Jul 1, 2036Fnma Pool #746272, 4.0%, 10/01/2018 184,616.97 195,989.01 .01% Oct 1, 2018Fnma Pool #747383, 5.5%, 10/01/2033 228,395.51 257,018.49 .01% Oct 1, 2033Fnma Pool #755632, 5.0%, 04/01/2034 237,692.06 263,805.62 .01% Apr 1, 2034Fnma Pool #766083, 4.647%, 02-01-2034 2,743.70 2,778.17 .00% Feb 1, 2034Fnma Pool #772730, 5.0%, 04/01/2034 209,276.13 231,688.35 .01% Apr 1, 2034Fnma Pool #773287, 4.37%, 03-01-2035 164,702.99 176,403.82 .01% Mar 1, 2035Fnma Pool #790406, 6.0%, 09/01/2034 144,384.78 164,857.96 .01% Sep 1, 2034Fnma Pool #793666, 5.5%, 9/1/2034 164,932.62 185,195.42 .01% Sep 1, 2034Fnma Pool #796250, 5.5%, 11/01/2034 69,768.54 78,060.46 .00% Nov 1, 2034Fnma Pool #800471, 5.5%, 10/01/2034 625,040.44 701,550.39 .03% Oct 1, 2034Fnma Pool #807701, 4.5%, 12/01/2019 37,800.12 39,885.29 .00% Dec 1, 2019Fnma Pool #811944, 4.5%, 1/1/2020 49,682.40 52,664.24 .00% Jan 1, 2020Fnma Pool #817795, 6.0%, 08/01/2036 65,508.52 74,288.17 .00% Aug 1, 2036Fnma Pool #822455, 4.644%, 4/1/2035 75,318.53 80,645.13 .00% Apr 1, 2035Fnma Pool #826368, 5.103%, 07/01/2035 99,401.29 106,249.94 .00% Jul 1, 2035Fnma Pool #826585 5.0% Due 08-01-2035 352,934.91 391,333.88 .01% Aug 1, 2035Fnma Pool #827777 1.375% Due 11.15.16 2,000,000.00 2,030,172.00 .08% Nov 15, 2016Fnma Pool #828523 5.0% Due 07-01-2035 104,718.39 115,988.81 .00% Jul 1, 2035Fnma Pool #833067, 5.5%, 09/01/2035 407,511.41 454,586.31 .02% Sep 1, 2035Fnma Pool #833163 5.0% Due 09-01-2035 261,079.10 289,375.90 .01% Sep 1, 2035Fnma Pool #844909, 4.5%, 10/01/2020 12,821.50 13,560.95 .00% Oct 1, 2020Fnma Pool #845425 6.0% Due 02-01-2036 364,851.33 413,703.46 .02% Feb 1, 2036Fnma Pool #847921, 5.5%, 11/01/2020 193,534.56 210,791.07 .01% Nov 1, 2020Fnma Pool #863759, 4.0%, 12/01/2020 31,444.30 33,381.21 .00% Dec 1, 2020Fnma Pool #864435, 4.5%, 12/01/2020 88,029.82 93,290.22 .00% Dec 1, 2020Fnma Pool #868435 6.0% Due 04-01-2036 340,224.51 389,055.57 .01% Apr 1, 2036Fnma Pool #869710, 6.0%, 04/01/2036 180,032.22 204,254.84 .01% Apr 1, 2036Fnma Pool #880505, 6.0%, 08/01/2021 21,599.06 23,450.57 .00% Aug 1, 2021Fnma Pool #881818 6.5% Due 08-01-2036 284,318.66 322,681.78 .01% Aug 1, 2036
NTAC:Missing_x000D_
Fnma Pool #882055, 5.508%, 06/01/2036 90,413.68 94,447.40 .00% Jun 1, 2036Fnma Pool #885769, 6.0%, 06/01/2036 43,039.83 48,896.22 .00% Jun 1, 2036Fnma Pool #887111, 5.5%, 05/01/2020 49,322.47 52,155.50 .00% May 1, 2020Fnma Pool #888100, 5.5%, 09/01/2036 423,879.92 475,987.48 .02% Sep 1, 2036Fnma Pool #888152, 5.0%, 05/01/2021 106,462.73 114,216.41 .00% May 1, 2021Fnma Pool #888205, 6.5%, 02/01/2037 110,351.36 128,464.87 .00% Feb 1, 2037Fnma Pool #888318, 5.665%, 02/01/2037 67,531.22 72,375.17 .00% Feb 1, 2037Fnma Pool #888447, 4.0%, 05/01/2021 57,645.70 61,229.01 .00% May 1, 2021Fnma Pool #889224, 5.5%, 01/01/2037 538,074.62 603,616.41 .02% Jan 1, 2037Fnma Pool #889390, 6.0%, 03/01/2023 82,293.81 90,476.69 .00% Mar 1, 2023Fnma Pool #889401, 6.0%, 03/01/2038 264,196.25 299,082.84 .01% Mar 1, 2038Fnma Pool #889415, 6.0%, 05/01/2037 1,125,968.99 1,281,666.86 .05% May 1, 2037Fnma Pool #889579 6.0% Due 05-01-2038 596,076.81 674,279.11 .03% May 1, 2038Fnma Pool #889630, 6.5%, 03/01/2038 70,820.31 80,376.09 .00% Mar 1, 2038Fnma Pool #889970 5.0% Due 12-01-2036 406,372.59 450,722.88 .02% Dec 1, 2036Fnma Pool #890234 6.0% Due 10-01-2038 276,406.89 315,379.43 .01% Oct 1, 2038Fnma Pool #890329 4.0% Due 04-01-2026 4,716,757.43 5,077,329.95 .19% Apr 1, 2026Fnma Pool #890339 5.0% Due 09-01-2020 412,397.67 435,695.25 .02% Sep 1, 2020Fnma Pool #892536, 6.5%, 09/01/2036 59,390.16 67,403.67 .00% Sep 1, 2036Fnma Pool #892968, 6.5%, 08/01/2021 7,357.83 7,569.99 .00% Aug 1, 2021Fnma Pool #893366, 5.0%, 04/01/2035 186,191.93 206,727.04 .01% Apr 1, 2035Fnma Pool #898417, 6.0%, 10/01/2036 67,243.75 76,094.98 .00% Oct 1, 2036Fnma Pool #899079, 5.0%, 03/01/2037 133,059.07 147,308.90 .01% Mar 1, 2037Fnma Pool #902188, 5.904%, 11/01/2036 14,099.15 15,233.31 .00% Nov 1, 2036Fnma Pool #902414 5.5% Due 11-01-2036 259,764.10 289,971.81 .01% Nov 1, 2036Fnma Pool #905759, 5.898%, 12/01/2036 47,339.53 50,935.82 .00% Dec 1, 2036Fnma Pool #910147, 5.0%, 03/01/2022 134,767.24 144,781.79 .01% Mar 1, 2022Fnma Pool #912414, 4.5%, 01/01/2022 39,283.80 41,399.19 .00% Jan 1, 2022Fnma Pool #915870, 7.0%, 04/01/2037 27,618.00 33,630.13 .00% Apr 1, 2037Fnma Pool #918515, 5.0%, 06/01/2037 212,676.09 235,452.42 .01% Jun 1, 2037Fnma Pool #920457, 4.861%, 08/01/2036 11,544.89 12,333.06 .00% Aug 1, 2036Fnma Pool #923123, 5.0%, 04/01/2036 40,283.66 44,597.80 .00% Apr 1, 2036Fnma Pool #923166, 7.5%, 01/01/2037 60,536.11 74,073.13 .00% Jan 1, 2037Fnma Pool #928261, 4.5%, 03/04/2036 134,580.96 146,328.53 .01% Mar 1, 2036Fnma Pool #928584 6.5% Due 08-01-2037 514,683.78 614,096.50 .02% Aug 1, 2037Fnma Pool #928909, 6.0%, 12/01/2037 3,698.18 4,180.30 .00% Dec 1, 2037
NTAC:Missing_x000D_
Fnma Pool #928915, 6.0%, 11/01/2037 27,266.44 30,821.11 .00% Nov 1, 2037Fnma Pool #930606 4.0% Due 02-01-2039 1,208,868.19 1,284,960.40 .05% Feb 1, 2039Fnma Pool #931195 4.5% Due 05-01-2024 328,465.26 355,638.21 .01% May 1, 2024Fnma Pool #931665 4.5% Due 07-01-2024 1,044,397.65 1,130,954.19 .04% Jul 1, 2024Fnma Pool #932023 5.0% Due 01-01-2038 224,168.04 248,818.01 .01% Jan 1, 2038Fnma Pool #932741 4.5% Due 04-01-2040 768,073.63 844,533.82 .03% Apr 1, 2040Fnma Pool #934466 5.5% Due 09-01-2023 198,934.31 217,216.17 .01% Sep 1, 2023Fnma Pool #940623, 5.5%, 08/01/2037 98,045.55 109,371.58 .00% Aug 1, 2037Fnma Pool #943388, 6.0%, 06/01/2037 370,154.21 418,410.47 .02% Jun 1, 2037Fnma Pool #943617, 6.0%, 08/01/2037 297,407.63 339,587.47 .01% Aug 1, 2037Fnma Pool #945876, 5.5%, 08/01/2037 38,425.38 42,864.20 .00% Aug 1, 2037Fnma Pool #946527, 7.0%, 09/01/2037 63,893.84 70,437.91 .00% Sep 1, 2037Fnma Pool #947216, 6.0%, 10/01/2037 126,774.38 144,911.10 .01% Oct 1, 2037Fnma Pool #949391, 5.5%, 08/01/2022 19,361.02 21,123.59 .00% Aug 1, 2022Fnma Pool #953018, 6.5%, 10/01/2037 211,795.85 240,373.46 .01% Oct 1, 2037Fnma Pool #953910, 6.0%, 11/01/2037 165,835.49 187,455.13 .01% Nov 1, 2037Fnma Pool #955771, 6.5%, 10/01/2037 202,211.71 229,496.14 .01% Oct 1, 2037Fnma Pool #959604, 6.5%, 11/01/2037 21,770.44 24,707.93 .00% Nov 1, 2037Fnma Pool #959880, 5.5%, 11/01/2037 94,162.13 105,039.55 .00% Nov 1, 2037Fnma Pool #962687, 5.0%, 04/01/2038 340,677.72 377,162.26 .01% Apr 1, 2038Fnma Pool #963735, 4.5%, 06/01/2023 151,709.00 163,283.33 .01% Jun 1, 2023Fnma Pool #965389, 6.0%, 10/01/2023 104,149.72 109,593.83 .00% Oct 1, 2023Fnma Pool #966660, 6.0%, 12/01/2037 3,542.29 4,004.09 .00% Dec 1, 2037Fnma Pool #968037, 6.0%, 01/01/2038 223,770.12 252,942.58 .01% Jan 1, 2038Fnma Pool #969632 6.5% Due 01-01-2038 73,100.17 82,963.58 .00% Jan 1, 2038Fnma Pool #970013, 4.5%, 06/01/2038 189,103.46 204,967.35 .01% Jun 1, 2038Fnma Pool #971734, 4.5%, 04/01/2037 41,932.53 45,450.25 .00% Apr 1, 2037Fnma Pool #972452, 5.5%, 03/01/2038 439,316.21 490,065.14 .02% Mar 1, 2038Fnma Pool #975365, 5.0%, 06/01/2023 89,185.80 96,433.31 .00% Jun 1, 2023Fnma Pool #976963, 5.5%, 02/01/2038 3,586,237.20 4,008,595.53 .15% Feb 1, 2038Fnma Pool #981704, 5.0%, 06/01/2023 268,625.32 290,050.34 .01% Jun 1, 2023Fnma Pool #981823, 4.934%, 06/01/2038 55,272.64 55,520.92 .00% Jun 1, 2038Fnma Pool #981854, 5.5%, 07/01/2038 289,091.68 322,486.97 .01% Jul 1, 2038Fnma Pool #984075, 4.5%, 06/01/2023 93,982.66 101,278.25 .00% Jun 1, 2023Fnma Pool #986760, 5.5%, 07/01/2038 958,089.64 1,074,699.69 .04% Jul 1, 2038Fnma Pool #987114, 5.5%, 09/01/2023 29,273.23 30,957.41 .00% Sep 1, 2023
NTAC:Missing_x000D_
Fnma Pool #987115, 5.5%, 09/01/2023 63,567.87 67,233.45 .00% Sep 1, 2023Fnma Pool #992472, 6.0%, 10/01/2038 110,127.19 125,198.98 .00% Oct 1, 2038Fnma Pool #992491, 4.5%, 10/01/2023 71,915.49 77,499.22 .00% Oct 1, 2023Fnma Pool #993055, 5.5%, 12/01/2038 84,963.18 94,777.96 .00% Dec 1, 2038Fnma Pool #995018, 5.5%, 06/01/2038 198,451.85 221,376.61 .01% Jun 1, 2038Fnma Pool #995203 5.0% Due 07-01-2035 1,139,483.85 1,264,874.93 .05% Jul 1, 2035Fnma Pool #995266 5.0% Due 12-01-2023 904,779.10 985,379.54 .04% Dec 1, 2023Fnma Pool #995737 5.0% Due 02-01-2038 2,090,991.31 2,319,864.95 .09% Feb 1, 2038Fnma Pool #995879 6.0% Due 04-01-2039 278,569.69 315,134.75 .01% Apr 1, 2039Fnma Pool #999999, 2.12%, 11/01/2036 12,409.98 12,501.49 .00% Nov 1, 2036Fnma Pool #999999, 5.5%, 10/01/2021 92,523.49 98,454.52 .00% Oct 1, 2021Fnma Pool #Aa0451 6.0% Due 12-01-2023 .02 .02 .00% Dec 1, 2023Fnma Pool #Aa0649 5.0% Due 12-01-2038 666,384.02 743,003.52 .03% Dec 1, 2038Fnma Pool #Aa2939 4.5% Due 04-01-2039 1,040,436.05 1,143,375.75 .04% Apr 1, 2039Fnma Pool #Aa4482 4.0% Due 04-01-2039 1,031,128.03 1,101,022.01 .04% Apr 1, 2039Fnma Pool #Aa4562 4.5% Due 09-01-2039 974,115.94 1,072,160.71 .04% Sep 1, 2039Fnma Pool #Aa8978 4.5% Due 07-01-2039 242,439.75 266,570.26 .01% Jul 1, 2039Fnma Pool #Aa9357 4.5% Due 08-01-2039 1,204,868.16 1,309,424.21 .05% Aug 1, 2039Fnma Pool #Ab1048 4.5% Due 05-01-2040 1,431,581.24 1,563,448.48 .06% May 1, 2040Fnma Pool #Ab2067 3.5% Due 01-01-2041 1,929,198.63 1,934,463.41 .07% Mar 1, 2043Fnma Pool #Ab2067 3.5% Due 01-01-2041 676,021.62 680,275.15 .03% Mar 1, 2043Fnma Pool #Ab2067 3.5% Due 01-01-2041 1,332,308.97 1,336,256.60 .05% Jan 1, 2043Fnma Pool #Ab2067 3.5% Due 01-01-2041 647,187.23 649,104.85 .02% Feb 1, 2043Fnma Pool #Ab2067 3.5% Due 01-01-2041 1,613,508.80 1,673,966.97 .06% Jan 1, 2041Fnma Pool #Ab2092 4.0% Due 01-01-2041 700,004.26 746,812.84 .03% Jan 1, 2041Fnma Pool #Ab2272 4.5% Due 02-01-2041 1,205,535.93 1,327,191.38 .05% Feb 1, 2041Fnma Pool #Ab2693 4.5% Due 04-01-2041 684,425.00 743,822.82 .03% Apr 1, 2041Fnma Pool #Ab2768 4.5% Due 04-01-2041 1,027,134.90 1,125,426.57 .04% Apr 1, 2041Fnma Pool #Ab3246 5.0% Due 07-01-2041 646,703.98 720,098.41 .03% Jul 1, 2041Fnma Pool #Ab4057 4.0% Due 12-01-2041 3,151,600.12 3,349,977.59 .13% Dec 1, 2041Fnma Pool #Ab4293 3.5% Due 01-01-2042 1,968,518.97 2,040,503.77 .08% Jan 1, 2042Fnma Pool #Ab5049 4.0% Due 04-01-2042 3,703,301.38 3,936,405.69 .15% Apr 1, 2042Fnma Pool #Ab6016 3.5% Due 08-01-2042 1,489,596.98 1,544,159.43 .06% Aug 1, 2042Fnma Pool #Ab6293 3.5% Due 09-01-2027 2,767,782.80 2,929,908.45 .11% Sep 1, 2027Fnma Pool #Ab7076 3.0% Due 11-01-2042 3,987,797.80 3,997,141.21 .15% Nov 1, 2042Fnma Pool #Ab7733 3.0% Due 01-01-2043 3,338,117.26 3,345,551.25 .13% Jan 1, 2043
NTAC:Missing_x000D_
Fnma Pool #Ab8823 3.0% 03-01-2043 Beo 5,956,559.92 5,969,128.26 .22% Mar 1, 2043Fnma Pool #Ab9363 3.5% Due 05-01-2043 4,699,626.94 4,871,609.79 .18% May 1, 2043Fnma Pool #Ab9990 3.0% Due 07-01-2033 369,723.42 378,565.73 .01% Jul 1, 2033Fnma Pool #Ac2947 5.5% Due 09-01-2039 1,284,915.05 1,441,055.36 .05% Sep 1, 2039Fnma Pool #Ac2969 5.0% Due 09-01-2039 3,696,891.02 4,129,752.60 .15% Sep 1, 2039Fnma Pool #Ac3263 4.5% Due 09-01-2029 392,153.94 432,256.39 .02% Sep 1, 2029Fnma Pool #Ac3312 4.5% Due 10-01-2039 1,971,379.10 2,141,453.92 .08% Oct 1, 2039Fnma Pool #Ac4861 4.5% Due 11-01-2024 758,020.87 821,188.27 .03% Nov 1, 2024Fnma Pool #Ac5040 4.0% Due 10-01-2024 473,681.47 506,221.49 .02% Oct 1, 2024Fnma Pool #Ac6118 4.5% Due 11-01-2039 582,110.43 632,295.92 .02% Nov 1, 2039Fnma Pool #Ac6742 4.5% Due 01-01-2040 1,978,225.62 2,174,776.18 .08% Jan 1, 2040Fnma Pool #Ac8518 5.0% Due 12-01-2039 1,181,415.00 1,309,286.63 .05% Dec 1, 2039Fnma Pool #Ac9581 5.5% Due 01-01-2040 2,202,424.74 2,469,310.17 .09% Jan 1, 2040Fnma Pool #Ad0119 6.0% Due 07-01-2038 972,211.68 1,098,956.97 .04% Jul 1, 2038Fnma Pool #Ad0585 4.5% Due 12-01-2039 925,085.67 1,021,536.95 .04% Dec 1, 2039Fnma Pool #Ad0639 6.0% Due 12-01-2038 264,848.71 299,376.51 .01% Dec 1, 2038Fnma Pool #Ad5241 4.5% Due 07-01-2040 820,703.87 891,368.94 .03% Jul 1, 2040Fnma Pool #Ad5525 5.0% Due 06-01-2040 981,755.06 1,096,167.81 .04% Jun 1, 2040Fnma Pool #Ad5556 4.0% Due 06-01-2025 363,404.46 389,211.99 .01% Jun 1, 2025Fnma Pool #Ad7859 5.0% Due 06-01-2040 644,915.92 716,192.67 .03% Jun 1, 2040Fnma Pool #Ae0949 4.0% Due 02-01-2041 2,143,824.03 2,280,004.02 .09% Feb 1, 2041Fnma Pool #Ae0971 4.0% Due 05-01-2025 281,069.45 300,390.73 .01% May 1, 2025Fnma Pool #Ae0981 3.5% Due 03-01-2041 1,588,640.77 1,645,903.33 .06% Mar 1, 2041Fnma Pool #Ae1807 4.0% Due 10-01-2040 2,982,072.37 3,172,215.27 .12% Oct 1, 2040Fnma Pool #Ae3873 4.5% Due 10-01-2040 460,313.15 500,058.89 .02% Oct 1, 2040Fnma Pool #Ae5436 4.5% Due 10-01-2040 553,330.62 601,771.95 .02% Oct 1, 2040Fnma Pool #Ae5767 3.29% Due 05-01-2041 290,371.07 305,780.48 .01% May 1, 2041Fnma Pool #Ao0752 3.0% Due 04-01-2042 1,164,461.67 1,168,001.63 .04% Apr 1, 2042Fnma Pool #Ao0800 3.0% Due 04-01-2027 1,191,883.46 1,239,859.15 .05% Apr 1, 2027Fnma Pool #Ao2973 3.5% Due 05-01-2042 2,589,309.41 2,695,367.52 .10% May 1, 2042Fnma Pool #Ao4136 3.5% Due 06-01-2042 1,885,314.90 1,954,330.62 .07% Jun 1, 2042Fnma Pool #Ao7970 2.5% Due 06-01-2027 767,188.50 782,852.95 .03% Jun 1, 2027Fnma Pool #Ao8031 3.5% Due 07-01-2042 4,505,698.88 4,669,571.15 .18% Jul 1, 2042Fnma Pool #Ao8629 3.5% Due 07-01-2042 795,937.89 825,093.09 .03% Jul 1, 2042Fnma Pool #Ap6273 Due 10-01-2042 1,249,182.29 1,252,204.06 .05% Oct 1, 2042Fnma Pool #Aq6784 3.5% Due 12-01-2042 1,715,067.72 1,777,895.80 .07% Dec 1, 2042
NTAC:Missing_x000D_
Fnma Pool #Ar1706 2.5% 01-01-2028 6,336,061.93 6,457,486.22 .24% Jan 1, 2028Fnma Pool #Ar3792 3.0% 02-01-2043 1,194,589.63 1,197,147.25 .04% Feb 1, 2043Fnma Pool #As0018 3.0% Due 07-01-2043 4,335,220.82 4,343,696.18 .16% Jul 1, 2043Fnma Pool #As0275 3.0% Due 08-01-2033 466,847.96 478,013.56 .02% Aug 1, 2033Fnma Pool #At0666 3.5% Due 04-01-2043 853,618.51 885,647.98 .03% Apr 1, 2043Fnma Pool #At2720 3.0% Due 05-01-2043 2,025,626.65 2,033,980.33 .08% May 1, 2043Fnma Pool #At3164 3.0% Due 04-01-2043 3,245,010.42 3,253,113.21 .12% Apr 1, 2043Fnma Pool #At3180 3.0% 05-01-2043 Reg 3,792,076.18 3,800,957.22 .14% May 1, 2043Fnma Pool #At5026 3.0% Due 05-01-2043 3,612,613.72 3,620,095.44 .14% May 1, 2043Fnma Pool #Au1657 2.5% Due 07-01-2028 976,883.99 995,606.95 .04% Jul 1, 2028Fnma Pool #Au3164 3.0% Due 08-01-2033 369,453.13 378,861.25 .01% Aug 1, 2033Fnma Pool #Au4336 Adj Rt Due 08-01-2043 767,198.83 775,806.03 .03% Aug 1, 2043Fnma Pool #Au5918 3.0% Due 09-01-2043 2,868,660.39 2,874,047.73 .11% Sep 1, 2043Fnma Pool #Au5919 3.5% Due 09-01-2043 2,756,162.01 2,853,542.73 .11% Sep 1, 2043Fnma Pool #Av0691 4.0% Due 12-01-2043 4,796,165.80 5,122,803.88 .19% Dec 1, 2043Fnma Pool #Av2339 4.0% Due 12-01-2043 960,378.47 1,025,785.05 .04% Dec 1, 2043Fnma Pool #Aw8595 3.0% Due 08-01-2029 790,305.19 822,764.60 .03% Aug 1, 2029Fnma Pool #Ma0361 4.0% Due 02-01-2030 441,839.90 473,490.22 .02% Mar 1, 2030Fnma Pool #Ma0667 4.0% Due 03-01-2031 967,126.22 1,037,628.75 .04% Mar 1, 2031Fnma Pool #Ma0706 4.5% Due 12-31-2040 1,324,064.13 1,442,781.04 .05% Apr 1, 2031Fnma Pool #Ma0711 3.5% Due 04-01-2031 546,800.19 574,526.79 .02% Apr 1, 2031Fnma Pool #Ma0804 4.0% Due 07-01-2031 657,265.67 705,205.97 .03% Jul 1, 2031Fnma Pool #Ma0976 3.5% Due 02-01-2032 1,223,731.28 1,285,866.24 .05% Feb 1, 2032Fnma Pool #Ma1107 3.5% Due 07-01-2032 1,487,676.86 1,563,227.04 .06% Jul 1, 2032Fnma Pool #Ma1138 3.5% Due 08-01-2032 792,093.31 832,291.25 .03% Aug 1, 2032Fnma Pool #Ma1141 3.0% Due 08-01-2032 387,039.31 396,297.29 .01% Aug 1, 2032Fnma Pool #Ma1200 3.0% Due 10-01-2032 2,066,189.70 2,115,615.02 .08% Oct 1, 2032Fnma Pool #Ma1432 3.0% Due 05-01-2033 1,980,559.87 2,027,926.94 .08% May 1, 2033Fnma Pool #Ma1511 2.5% Due 07-01-2033 553,795.55 552,299.19 .02% Jul 1, 2033Fnma Pool Au1808 3.0% Due 08-01-2043 3,142,090.17 3,147,991.02 .12% Aug 1, 2043Fnma Pool Fnma Pool #Ar3054 3.0% Due 1,665,691.45 1,734,096.40 .06% Jan 1, 2028Fnma Preassign .5% Due 9/28/2016 3,700,000.00 3,750,301.50 .14% Sep 28, 2016Fnma Remic 2.94% Due 07-25-2021 Beo 750,000.00 769,215.75 .03% Jul 25, 2021Fnma Remic Ser 2014-M1 Cl Asq2 Var Rt 500,000.00 510,249.50 .02% Nov 25, 2018Fnma Remic Tr 2013-M6 Cl-1ac Var Rate 150,000.00 155,449.65 .01% Feb 25, 2043Fnma Semi Annual 5.375%, 06-12-2017 1,000,000.00 1,114,512.00 .04% Jun 12, 2017
NTAC:Missing_x000D_
Fnma Ser 2012-M9 Cl Asq1 2.482% Due 225,000.00 223,031.93 .01% Apr 25, 2022Fnma Ser 2014-M6 Cl A2 2.67851% Due 500,000.00 505,810.00 .02% May 25, 2021Fnma Series 2013-M11 Class A 1.5% 25 Jan 165,261.60 166,586.67 .01% Jan 25, 2018Fnma Single Family Mortgage 2.0% 15 3,000,000.00 2,971,347.00 .11% Dec 31, 2049Fnma Single Family Mortgage 2.5% 15 4,599,000.00 4,666,550.11 .17% Dec 31, 2049Fnma Single Family Mortgage 2.5% 30 1,900,000.00 1,834,094.70 .07% Dec 31, 2049Fnma Single Family Mortgage 3.0% 15 6,696,000.00 6,944,481.86 .26% Dec 31, 2049Fnma Single Family Mortgage 3.0% 30 5,300,000.00 5,300,826.80 .20% Dec 31, 2049Fnma Single Family Mortgage 3.5% 15 1,500,000.00 1,584,843.00 .06% Dec 31, 2049Fnma Single Family Mortgage 3.5% 30 13,227,000.00 13,677,538.07 .51% Dec 31, 2049Fnma Single Family Mortgage 4.0% 15 9,800,000.00 10,404,846.20 .39% Dec 31, 2049Fnma Single Family Mortgage 4.5% 30 5,500,000.00 5,960,625.00 .22% Dec 31, 2049Fnma Sr 2013-M14 Cl A2 Var Rt Due 200,000.00 207,819.80 .01% Oct 25, 2023Fnma Sr 2014-M4 Cl A2 3.34584% 545,000.00 566,171.07 .02% Mar 25, 2024Fnma Sr 2014-M4 Cl Asq2 1.27229% 56,000.00 56,420.28 .00% Jan 25, 2017Fnma Tranche 540 1.875% Due 09-18-2018 1,000,000.00 1,016,943.00 .04% Sep 18, 2018Fnma, #725185, 5.0%, 2/1/2019 61,024.97 65,261.14 .00% Feb 1, 2019Fnma, #826057, 5.0%, 7/1/2035 172,876.50 193,232.88 .01% Jul 1, 2035Fnma, #831676, 6.5%, 8/1/2036 43,519.04 50,573.82 .00% Aug 1, 2036Fnma, #832628, 5.5%, 9/1/2020 66,599.46 72,308.83 .00% Sep 1, 2020Fnma, #840577, 5.0%, 10/1/2020 42,819.36 45,741.52 .00% Oct 1, 2020Fnma, #846600, 5.158%, 1/1/2036 312,451.55 335,397.99 .01% Jan 1, 2036Fnma, #893363, 5.0%, 6/1/2036 115,544.70 127,949.93 .00% Jun 1, 2036Fnma, 4.743%, 12/01/2033 150,338.64 162,536.97 .01% Dec 1, 2033Fnma, 6.625% , 11/15/2030 200,000.00 288,364.00 .01% Nov 15, 2030Ford Cr Auto Owner Tr 2013-B 100,000.00 99,792.70 .00% Aug 15, 2018Ford Cr Auto Owner Tr 2013-B 100,000.00 99,571.70 .00% Oct 15, 2018Ford Cr Floorplan Master Owner Ser 100,000.00 100,046.50 .00% Aug 15, 2019Ford Cr Floorplan Master Owner Tr A 300,000.00 300,196.50 .01% Feb 15, 2019Ford Motor Cr Llc 4.25% Due 09-20-22 300,000.00 315,045.00 .01% Sep 20, 2022Ford Mtr Co 4.75% Due 01/15/2043 500,000.00 510,120.00 .02% Jan 15, 2043Ford Mtr Co Del Global Landmark 350,000.00 468,761.65 .02% Jul 16, 2031Ford Mtr Cr Co Llc 2.5% Due 01-15-2016 500,000.00 508,488.00 .02% Jan 15, 2016Ford Mtr Cr Co Llc 2.597% Due 11-04-2019 200,000.00 199,334.20 .01% Nov 4, 2019Ford Mtr Cr Co Llc 2.875% Due 10-01-2018 200,000.00 204,506.00 .01% Oct 1, 2018Ford Mtr Cr Co Llc 3.0% Due 06-12-2017 640,000.00 659,874.56 .02% Jun 12, 2017
NTAC:Missing_x000D_
Ford Mtr Cr Co Llc 4.25% Due 02-03-2017 1,000,000.00 1,058,664.00 .04% Feb 3, 2017Ford Mtr Cr Co Llc 5.875% Due 08-02-2021 500,000.00 577,880.50 .02% Aug 2, 2021Fortune Brands, Inc., 5.375%, 01/15/16 86,000.00 90,477.16 .00% Jan 15, 2016Fpl Group Capital Inc., 6.65%, 06/15/67 25,000.00 25,375.00 .00% Jun 15, 2067France Telecom Sa Nt 5.375% Due 600,000.00 677,661.00 .03% Jul 8, 2019France Telecom Sa Nt, 8.5%, 03/01/2031 610,000.00 903,815.04 .03% Mar 1, 2031Freddie Mac Gold Pool, #E90617, 5.5%, 12/1/2036 264,676.57 294,716.83 .01% Dec 1, 2036Freddie Mac Gold Pool, 4.5%, 8/1/2034 78,955.07 85,991.47 .00% Aug 1, 2034Freddie Mac Gold Pool, 4.50%, 9/1/2020 42,762.23 45,743.40 .00% Sep 1, 2020Freddie Mac Gold Pool, 5.0%, 7/1/2035 65,727.43 72,914.46 .00% Jul 1, 2035Freddie Mac Gold Pool, 5.00%, 5/1/2021 27,140.06 28,644.03 .00% May 1, 2021Freddie Mac Gold Pool, 5.50%, 3/1/2037 36,892.46 41,222.16 .00% Mar 1, 2037Freddie Mac Gold Pool, 6.0%, 7/1/2021 55,326.36 59,263.99 .00% Jul 1, 2021Freddie Mac Gold Pool, 6.0%, 8/1/2036 78,479.43 89,399.69 .00% Aug 1, 2036Freddie Mac Gold Pool, 6.00%, 1/1/2037 21,843.63 24,649.95 .00% Jan 1, 2037Freddie Mac Gold Pool, 6.5%, 1/1/2037 70,875.15 80,696.96 .00% Jan 1, 2037Freddie Mac Gold Pool, 7.00%, 3/1/2037 38,457.65 45,712.69 .00% Mar 1, 2037Freddie Mac Non Gold Pool, 5.661%, 4/1/2036 109,787.43 116,895.84 .00% Apr 1, 2036Freddie Mac, 3.0 1/1/43 2,012,176.99 2,018,452.97 .08% Jan 1, 2043Freddie Mac, 5.25%, 4/18/2016 500,000.00 535,186.00 .02% Apr 18, 2016Freeport-Mcmoran Copper & Gold Inc 645,000.00 659,865.96 .02% Mar 15, 2043
Freeport-Mcmoran Copper & Gold Inc 2.375% 3/15/18 245,000.00 246,310.51 .01% Mar 15, 2018Freeport-Mcmoran Copper & Gold Inc 3.55% 250,000.00 244,308.75 .01% Mar 1, 2022Fuel Tr 0.0% Due 04-15-2016 1,000,000.00 1,043,584.00 .04% Apr 15, 2016G2 Ad1755 Mtge 1,419,687.20 1,493,895.67 .06% Feb 20, 2043Gatx Corp 2.375% Due 07-30-2018 Reg 35,000.00 35,332.78 .00% Jul 30, 2018Gatx Corp 5.2% Due 03-15-2044/03-04-2014 35,000.00 37,570.82 .00% Mar 15, 2044Ge Cap Cr Card Master Nt Tr 1.35% Due 200,000.00 197,486.80 .01% Mar 15, 2021Ge Cap Cr Card Master Nt Tr 1.85% Ser 100,000.00 97,722.00 .00% Sep 15, 2022Gen Elec Cap Corp 4.625% Due 01-07-2021 1,400,000.00 1,560,662.60 .06% Jan 7, 2021Gen Elec Cap Corp., 5.875%, 01/14/2038 800,000.00 981,644.00 .04% Jan 14, 2038Gen Mls Inc Nt 0.875% 01-29-2016 25,000.00 25,036.63 .00% Jan 29, 2016General Dynamics Corp 1.0% Due 100,000.00 99,131.40 .00% Nov 15, 2017General Dynamics Corp 2.25% Due 150,000.00 153,972.30 .01% Jul 15, 2016General Dynamics Corp 3.6% Due 155,000.00 142,145.70 .01% Nov 15, 2042
NTAC:Missing_x000D_
General Dynamics Corp 3.875% Due 250,000.00 268,616.00 .01% Jul 15, 2021General Elec Cap Corp 200,000.00 206,782.20 .01% May 9, 2016General Elec Cap Corp 1.625% Due 250,000.00 250,134.25 .01% Apr 2, 2018General Elec Cap Corp 2.1% Due 125,000.00 125,550.25 .00% Dec 11, 2019General Elec Cap Corp 3.15% 750,000.00 758,839.50 .03% Sep 7, 2022General Elec Cap Corp 3.45 Due 1,350,000.00 1,376,927.10 .05% May 15, 2024General Elec Cap Corp Medium Term Nts 750,000.00 780,889.50 .03% Jan 9, 2017General Elec Cap Corp Medium Term Nts 250,000.00 256,703.25 .01% Apr 27, 2017General Elec Cap Corp Medium Term Nts 250,000.00 266,875.00 .01% Nov 15, 2067General Elec Cap Corp Medium Term Nts 115,000.00 126,238.49 .00% Sep 16, 2020General Elec Cap Corp Medium Term Nts 500,000.00 500,887.00 .02% Jan 9, 2023General Elec Cap Corp Tranche # Tr 00874 135,000.00 135,767.07 .01% Nov 20, 2017General Elec Cap Corp., 5.0%, 01/08/16 100,000.00 105,003.60 .00% Jan 8, 2016General Elec Cap Corp., 5.625%, 05/01/2018 2,575,000.00 2,912,345.60 .11% May 1, 2018General Elec Cap Corp., 5.625%, 09/15/17 1,175,000.00 1,313,610.05 .05% Sep 15, 2017General Elec Cap Corp., 6.15%, 08/07/2037 150,000.00 188,985.60 .01% Aug 7, 2037General Elec Cap Corp., 6.875%, 01/10/2039 550,000.00 753,316.30 .03% Jan 10, 2039General Elec Co 2.7% Due 10-09-2022 Reg 1,080,000.00 1,065,169.44 .04% Oct 9, 2022General Elec Co 4.5% Due 03-11-2044 Reg 650,000.00 692,908.45 .03% Mar 11, 2044General Elec Co., 5.25%, 12/06/17 750,000.00 834,656.25 .03% Dec 6, 2017General Electric Capital Corp., 6.75%, 3/15/2032 150,000.00 199,454.55 .01% Mar 15, 2032General Mls Inc 2.2% Due 10-21-2019 Reg 300,000.00 298,061.70 .01% Oct 21, 2019General Mls Inc 3.15% Due 12-15-2021 Reg 500,000.00 509,918.50 .02% Dec 15, 2021General Mls Inc 3.65% Due 02-15-2024 Reg 75,000.00 76,740.15 .00% Feb 15, 2024General Mls Inc 5.4% Due 06-15-2040 Reg 70,000.00 78,822.38 .00% Jun 15, 2040Genworth Finl Inc 7.0625 Due 09-24-2021 45,000.00 54,851.04 .00% Sep 24, 2021Genworth Finl Inc 7.2% Due 02-15-2021 600,000.00 708,168.60 .03% Feb 15, 2021George Washington Grwash 3.485 50,000.00 50,877.80 .00% Sep 15, 2022Georgia Pac Corp Deb 7.75% Due 500,000.00 700,459.50 .03% Nov 15, 2029Georgia Power Company 65,000.00 65,046.41 .00% Nov 15, 2015Georgia Power Company 75,000.00 74,392.65 .00% Jan 15, 2018Georgia Pwr Co 2.85% Due 05-15-2022 Reg 100,000.00 100,337.30 .00% May 15, 2022Georgia Pwr Co 4.25% Due 12-01-2019 Reg 500,000.00 550,230.50 .02% Dec 1, 2019Georgia Pwr Co 4.3% Due 03-15-2042 Reg 60,000.00 61,605.84 .00% Mar 15, 2042Georgia Pwr Co 4.3% Due 03-15-2043 Reg 100,000.00 102,813.10 .00% Mar 15, 2043Georgia Pwr Co 5.4% Due 06-01-2040 Reg 250,000.00 295,412.25 .01% Jun 1, 2040
NTAC:Missing_x000D_
Gilead Sciences Inc 0.0% Due 04-01-2021 200,000.00 220,547.60 .01% Apr 1, 2021Gilead Sciences Inc 2.05% Due 04-01-2019 100,000.00 99,795.70 .00% Apr 1, 2019Gilead Sciences Inc 3.05% Due 12-15-2016 100,000.00 104,130.00 .00% Dec 1, 2016Gilead Sciences Inc 5.65% Due 12-01-2041 330,000.00 398,925.78 .01% Dec 1, 2041Ginnie Mae I Pool, #641416, 5.5%, 4/15/2035 240,715.36 270,479.33 .01% Apr 15, 2035Ginnie Mae I Pool, #648538, 5.0%, 12/15/2035 215,771.36 238,220.21 .01% Dec 15, 2035Ginnie Mae Ii 5.5% Due 12-20-2041 62,419.17 70,864.61 .00% Dec 20, 2041Ginnie Mae Ii Pool, #654804, 6.0%, 5/20/2036 3,209,089.18 3,283,122.87 .12% Feb 20, 2043Ginnie Mae Ii Pool, #654804, 6.0%, 5/20/2036 190,145.55 214,198.20 .01% May 20, 2036Glaxosmithkline Cap Inc Bnds 4.2% Due 03/18/43 20,000.00 20,096.96 .00% Mar 18, 2043Glaxosmithkline Cap Plc 1.5% Due 250,000.00 252,167.00 .01% May 8, 2017Glaxosmithkline Cap, Inc., 5.375%, 04/15/2034 150,000.00 177,451.95 .01% Apr 15, 2034Glaxosmithkline Cap, Inc., 5.65%, 05/15/2018 800,000.00 906,324.00 .03% May 15, 2018Glaxosmithkline Cap, Inc., 6.375%, 05/15/2038 530,000.00 692,649.05 .03% May 15, 2038Glaxosmithkline Capital Inc 300,000.00 300,611.70 .01% Mar 18, 2016Gnma Gnma #0003910, 6.0%, 10/20/2036 93,533.40 106,852.28 .00% Oct 20, 2036Gnma I Single Family Mortgage 3.5% 30 3,500,000.00 3,655,106.00 .14% Dec 31, 2049Gnma Ii 30 Year Single Family 93,878.01 106,346.70 .00% Apr 20, 2038Gnma Ii 6.0% 30 Years Settles August 402,919.46 424,129.54 .02% Jul 20, 2040Gnma Ii Gtd Ctf Multi Issuer Pool # 1,567,286.79 1,642,400.58 .06% Jul 20, 2042Gnma Ii Jumbos 3.0% 30 Years Settles 7,425,000.00 7,564,218.75 .28% Dec 31, 2049Gnma Ii Jumbos 3.5% 30 Years Settles 18,100,000.00 18,936,057.10 .71% Dec 31, 2049Gnma Ii Jumbos 4.0% 30 Years Settles 4,514,000.00 4,826,364.29 .18% Dec 31, 2049Gnma Ii Pool 5.50% 420,834.24 471,570.02 .02% Feb 20, 2042Gnma Iisingle Family Mortgage 4.5% 30 13,300,000.00 14,516,750.50 .54% Dec 31, 2049Gnma Pool #003665, 5.5%, 01/20/2035 312,928.58 355,537.25 .01% Jan 20, 2035Gnma Pool #004026, 5.0%, 09/20/2037 89,757.61 98,904.99 .00% Sep 20, 2037Gnma Pool #004027, 5.5%, 09/20/2037 55,165.23 62,653.47 .00% Sep 20, 2037Gnma Pool #004170, 6.0%, 06/20/2038 221,618.14 250,098.73 .01% Jun 20, 2038Gnma Pool #004243, 5.0%, 09/20/2038 155,447.24 171,901.33 .01% Sep 20, 2038Gnma Pool #004244 5.5% Due 09-20-2038 150,733.11 169,714.03 .01% Sep 20, 2038Gnma Pool #004245, 6.0%, 09/20/2038 89,247.01 100,760.77 .00% Sep 20, 2038Gnma Pool #004269, 6.5%, 10/20/2038 107,172.04 121,308.14 .00% Oct 20, 2038Gnma Pool #004290 5.5% Due 11-20-2038 105,795.57 119,118.62 .00% Nov 20, 2038Gnma Pool #004425, 5.5%, 04/20/2039 305,047.64 346,640.58 .01% Apr 20, 2039Gnma Pool #004559 5.0% Due 10-20-2039 801,183.59 892,888.67 .03% Oct 20, 2039
NTAC:Missing_x000D_
Gnma Pool #004561 6.0% Due 10-20-2039 372,579.66 426,010.19 .02% Oct 20, 2039Gnma Pool #004617 4.5% Due 01-20-2040 220,739.18 241,675.19 .01% Jan 20, 2040Gnma Pool #004619 5.5% Due 01-20-2040 726,395.78 825,435.49 .03% Jan 20, 2040Gnma Pool #004747 5.0% Due 07-20-2040 594,844.54 663,014.32 .02% Jul 20, 2040Gnma Pool #004881 3.5% Due 12-20-2040 2,062,008.21 2,162,615.65 .08% Dec 20, 2040Gnma Pool #004882 4.0% Due 12-20-2040 5,007,577.16 5,373,150.32 .20% Dec 20, 2040Gnma Pool #004923 4.5% Due 01-20-2041 494,786.52 542,635.84 .02% Jan 20, 2041Gnma Pool #005050 4.0% Due 05-20-2026 457,380.76 488,161.11 .02% May 20, 2026Gnma Pool #005081 4.0% Due 06-20-2041 881,989.95 945,247.15 .04% Jun 20, 2041Gnma Pool #005082 4.5% Due 06-20-2041 925,535.66 1,013,487.46 .04% Jun 20, 2041Gnma Pool #005083 5.0% Due 06-20-2041 3,632,976.52 4,038,532.95 .15% Jun 20, 2041Gnma Pool #005114 4.0% Due 07-20-2041 3,505,618.36 3,756,669.71 .14% Jul 20, 2041Gnma Pool #005141 5.0% Due 08-20-2041 504,349.26 561,327.11 .02% Aug 20, 2041Gnma Pool #005175 4.5% Due 09-20-2041 474,178.09 518,839.98 .02% Sep 20, 2041Gnma Pool #005176 5.0% Due 09-20-2041 2,370,586.55 2,638,906.13 .10% Sep 20, 2041Gnma Pool #005202 3.5% Due 10-20-2041 1,192,112.28 1,249,172.73 .05% Oct 20, 2041Gnma Pool #005203 4.0% Due 10-20-2041 807,120.19 864,424.92 .03% Oct 20, 2041Gnma Pool #005232 3.5% Due 11-20-2041 673,301.72 705,476.79 .03% Nov 20, 2041Gnma Pool #005280 4.0% Due 01-20-2042 884,372.80 947,063.33 .04% Jan 20, 2042Gnma Pool #005304 3.5% Due 02-20-2042 834,435.46 874,425.78 .03% Feb 20, 2042Gnma Pool #005326 3.0% Due 03-20-2027 1,175,945.24 1,233,798.22 .05% Mar 20, 2027Gnma Pool #005331 3.5% Due 03-20-2042 1,361,328.93 1,426,570.62 .05% Mar 20, 2042Gnma Pool #082960 3.5% Due 10-20-2041 200,535.78 210,058.42 .01% Oct 20, 2041Gnma Pool #510835, 5.5%, 02/15/2035 68,729.96 77,241.00 .00% Feb 15, 2035Gnma Pool #597889, 5.5%, 06/15/2033 234,117.91 262,416.21 .01% Jun 15, 2033Gnma Pool #614169, 5.0%, 07/15/2033 111,280.60 123,948.12 .00% Jul 15, 2033Gnma Pool #616879 3.5% Due 02-15-2042 929,379.08 977,317.38 .04% Feb 15, 2042Gnma Pool #617739, 6.0%, 10/15/2037 34,357.76 38,751.64 .00% Oct 15, 2037Gnma Pool #634431, 6.0%, 09/15/2034 38,889.52 44,445.90 .00% Sep 15, 2034Gnma Pool #646341, 6.0%, 11/15/2036 85,059.96 98,269.35 .00% Nov 15, 2036Gnma Pool #651753, 5.5%, 03/15/2036 38,388.31 42,848.88 .00% Mar 15, 2036Gnma Pool #658560, 6.5%, 08/15/2036 160,379.68 184,365.26 .01% Aug 15, 2036Gnma Pool #670114, 6.5%, 07/15/2037 57,871.94 66,020.77 .00% Jul 15, 2037Gnma Pool #675211, 6.5%, 03/15/2038 48,348.24 55,014.40 .00% Mar 15, 2038Gnma Pool #675484, 5.5%, 06/15/2038 205,843.18 229,221.61 .01% Jun 15, 2038Gnma Pool #676360, 6.5%, 10/15/2037 31,705.17 37,421.58 .00% Oct 15, 2037
NTAC:Missing_x000D_
Gnma Pool #682899 6.0% Due 09-15-2040 506,196.08 571,316.18 .02% Sep 15, 2040Gnma Pool #687824, 5.5%, 08/15/2038 283,995.24 316,252.84 .01% Aug 15, 2038Gnma Pool #687900, 5.0%, 09/15/2038 243,825.84 269,081.81 .01% Sep 15, 2038Gnma Pool #687901, 5.0%, 09/15/2038 222,137.62 245,147.08 .01% Sep 15, 2038Gnma Pool #688461, 6.0%, 05/15/2038 253,873.57 286,340.45 .01% May 15, 2038Gnma Pool #692309 6.0% Due 01-15-2039 139,478.61 157,315.97 .01% Jan 15, 2039Gnma Pool #697645 5.5% Due 10-15-2038 111,802.89 124,502.13 .00% Oct 15, 2038Gnma Pool #698236 5.000% Due 06/15/2039 850,697.48 942,459.67 .04% Jun 15, 2039Gnma Pool #698336 4.5% Due 05-15-2039 1,030,098.58 1,124,567.89 .04% May 15, 2039Gnma Pool #699277, 6.0%, 09/15/2038 79,509.80 89,677.99 .00% Sep 15, 2038Gnma Pool #700918 5.5% Due 11-15-2038 411,988.58 458,785.54 .02% Nov 15, 2038Gnma Pool #700972, 5.5%, 11/15/2038 110,533.63 123,087.38 .00% Nov 15, 2038Gnma Pool #701196, 6.0%, 10/15/2038 125,997.67 142,111.01 .01% Oct 15, 2038Gnma Pool #703677 5.5% Due 06-15-2039 340,455.46 379,073.32 .01% Jun 15, 2039Gnma Pool #704185, 5.5%, 01/15/2039 109,878.66 122,407.24 .00% Jan 15, 2039Gnma Pool #717175 4.5% Due 06-15-2039 1,066,871.01 1,177,029.71 .04% Jun 15, 2039Gnma Pool #719262 5.0% Due 08-15-2040 396,142.24 440,337.85 .02% Aug 15, 2040Gnma Pool #720202 4.5% Due 07-15-2039 696,135.77 767,669.29 .03% Jul 15, 2039Gnma Pool #723231 4.0% Due 10-15-2039 533,551.91 571,191.33 .02% Oct 15, 2039Gnma Pool #723339 5% 09-15-2039 Beo 412,165.61 458,448.10 .02% Sep 15, 2039Gnma Pool #726085 4.0% Due 11-15-2024 364,070.17 387,869.07 .01% Nov 15, 2024Gnma Pool #728629 4.5% Due 01-15-2040 1,527,214.05 1,685,071.48 .06% Jan 15, 2040Gnma Pool #733663 4.5% Due 05-15-2040 2,960,746.47 3,239,539.24 .12% May 15, 2040Gnma Pool #737286 4.5% Due 05-15-2040 1,124,715.44 1,240,975.03 .05% May 15, 2040Gnma Pool #737416 3.5% Due 09-15-2025 290,893.27 309,945.62 .01% Sep 15, 2025Gnma Pool #737602 4.0% Due 11-20-2040 697,937.51 757,120.52 .03% Nov 20, 2040Gnma Pool #738134 3.5% Due 04-15-2026 518,042.16 552,566.04 .02% Apr 15, 2026Gnma Pool #738247 4.5% Due 04-15-2041 621,199.24 679,527.36 .03% Apr 15, 2041Gnma Pool #745215 4.0% Due 07-15-2025 304,733.86 324,654.01 .01% Jul 15, 2025Gnma Pool #747643 4.5% Due 08-15-2040 2,384,797.18 2,609,063.51 .10% Aug 15, 2040Gnma Pool #760874 3.5% Due 413,794.29 441,302.51 .02% Feb 15, 2026Gnma Pool #768800 Ser 2041 4.5% Due 337,165.88 368,866.55 .01% Jun 15, 2041Gnma Pool #773939 Ser 2041 4.0% Due 1,256,986.99 1,364,395.27 .05% Nov 15, 2041Gnma Pool #781939, 6.0%, 07/15/2034 498,681.90 578,075.05 .02% Jul 15, 2034Gnma Pool #782131, 5.5%, 12/15/2036 139,574.61 156,168.64 .01% Dec 15, 2036Gnma Pool #782150, 5.5%, 04/15/2037 155,851.21 174,319.11 .01% Apr 15, 2037
NTAC:Missing_x000D_
Gnma Pool #782259, 5.0%, 02/15/2036 265,993.06 294,784.95 .01% Feb 15, 2036Gnma Pool #782272, 5.5%, 02/15/2038 307,674.10 342,615.42 .01% Feb 15, 2038Gnma Pool #782433, 6.0%, 10/20/2038 329,774.54 376,779.94 .01% Oct 20, 2038Gnma Pool #782498, 6.0%, 12/15/2038 156,827.63 176,883.69 .01% Dec 15, 2038Gnma Pool #782565 5.0% Due 3,200,235.87 3,547,311.05 .13% Feb 15, 2039Gnma Pool #782584 5.0% Due 03-15-2039 288,084.72 318,002.61 .01% Mar 15, 2039Gnma Pool #782675 4.5% Due 06-15-2024 239,662.47 262,766.65 .01% Jun 15, 2024Gnma Pool #782696 5.0% Due 06-15-2039 741,520.50 828,543.12 .03% Jun 15, 2039Gnma Pool #782831 6.0% Due 12-15-2039 102,760.81 115,902.48 .00% Dec 15, 2039Gnma Pool #783176 4.0% Due 11-15-2040 1,556,557.09 1,667,427.54 .06% Nov 15, 2040Gnma Pool #783467 4.0% Due 10-15-2041 5,118,982.78 5,480,101.42 .21% Oct 15, 2041Gnma Pool #Aa6089 Ser 2043 3.0% Due 720,125.28 737,627.20 .03% Feb 15, 2043Gnma Pool #Ad8781 Ser 2043 3.0% Due 628,937.96 643,444.41 .02% Mar 15, 2043Gnma Pool #Ad9016 3.0% 04-15-2043 890,099.93 908,349.65 .03% Apr 15, 2043Gnma Pool #Ma0022 3.5% Due 04-20-2042 1,374,967.77 1,440,863.10 .05% Apr 20, 2042Gnma Pool #Ma0088 3.5% Due 05-20-2042 3,067,507.96 3,214,521.35 .12% May 20, 2042Gnma Pool #Ma0318 3.5% Due 08-20-2042 2,838,835.91 2,974,892.80 .11% Aug 20, 2042Gnma Pool #Ma1285 3.5% Due 09-20-2043 1,125,947.99 1,179,384.36 .04% Sep 20, 2043Gnma Pool #Ma1839 4.0% Due 04-20-2044 944,393.95 1,011,339.20 .04% Apr 20, 2044Gnma Pool #Ma1851 2.5% Due 4/20/44 286,317.47 292,911.36 .01% Apr 20, 2044Gnma Pool #Ma1920 4.0% Due 05-20-2044 1,066,752.23 1,142,371.10 .04% May 20, 2044Gnma Pool #Ma2224 4.0% Due 09-20-2044 5,488,333.79 5,877,385.31 .22% Sep 20, 2044Gnma Pool 3.0% 30 Years Settles 3,000,000.00 3,056,250.00 .11% Dec 31, 2049Gnma Pool Ab2891 Ser 2042 3.0% Due 539,270.52 550,327.18 .02% Sep 15, 2042Gnmaii Pool #003570m, 6.0%, 06/20/34 104,970.13 121,205.55 .00% Jun 20, 2034Gnmaii Pool #003852, 6.0%. 05/20/36 54,170.74 61,134.17 .00% May 20, 2036Gnmaii Pool #003879 Ser 2036 6.0% Due 177,315.58 200,131.84 .01% Jul 20, 2036Gnmaii Pool #003994m, 5.0%, 06/20/37 65,796.47 72,582.19 .00% Jun 20, 2037Gnmaii Pool #004018m, 6.5%, 08/20/37 202,460.32 230,302.06 .01% Aug 20, 2037Gnmaii Pool #004040, 6.5%, 10/20/2037 41,389.63 46,848.96 .00% Oct 20, 2037Gnmaii Pool #004098 , 5.5%, 03/20/2038 279,277.34 315,708.79 .01% Mar 20, 2038Gnmaii Pool #004194, 5.5%, 07/20/2038 554,694.59 623,221.56 .02% Jul 20, 2038Gnmaii Pool #004344, 6.0%, 01/20/2039 182,534.17 206,110.10 .01% Jan 20, 2039Gnmaii Pool #004345, 6.5%, 01/20/2039 120,258.13 136,120.30 .01% Jan 20, 2039Gnmaii Pool #004713 4.5 Due 06-20-2040 676,905.12 741,707.95 .03% Jun 20, 2040Gnmaii Pool #082737 Ser 2041 Adj Rate 493,172.69 515,789.10 .02% Feb 20, 2041
NTAC:Missing_x000D_
Gnmaii Pool #752757 Ser 2040 1,025,773.65 1,135,990.98 .04% Nov 20, 2040Gnmaii Pool #755677 Ser 2040 4.0% Due 664,183.69 715,805.37 .03% Dec 20, 2040Gnmaii Pool #766711 4.0% 2,585,902.87 2,838,196.48 .11% May 20, 2042Gnmaii Pool #Aa5970 3.0% Due 2,332,612.97 2,382,813.13 .09% Jan 20, 2043Gnmaii Pool #Aa6149 Ser 2043 3.0% Due 2,301,568.39 2,351,100.44 .09% Mar 20, 2043Gnmaii Pool #Aa6160 Ser 2043 3.5% Due 947,907.74 997,458.67 .04% Mar 20, 2043Gnmaii Pool #Aa6243 3.5% Due 371,024.18 390,419.10 .01% Apr 20, 2043Gnmaii Pool #Ab9443 3.5% Due 1,606,816.02 1,690,772.16 .06% Nov 20, 2042Gnmaii Pool #Ad8825 3.5% Due 900,193.06 947,248.85 .04% Mar 20, 2043Gnmaii Pool #Af5097 4.0% Due 2,826,579.35 3,055,009.36 .11% Aug 20, 2043Gnmaii Pool #Ma0321 Ser 2042 5.0% Due 920,377.35 1,020,634.98 .04% Aug 20, 2042Gnmaii Pool #Ma0391 Ser 2042 3.0% Due 5,354,348.16 5,466,179.08 .20% Sep 20, 2042Gnmaii Pool #Ma0392 Ser 2042 3.5% Due 1,183,634.66 1,240,362.72 .05% Sep 20, 2042Gnmaii Pool #Ma0933 Ser 2043 3.0% Due 2,236,493.30 2,282,374.96 .09% Apr 20, 2043Gnmaii Pool #Ma0934 Ser 2043 3.5% Due 869,410.46 910,916.98 .03% Apr 20, 2043Gnmaii Pool #Ma1011 Ser 2043 3.0% Due 2,156,666.80 2,200,744.76 .08% May 20, 2043Gnmaii Pool #Ma1064 Ser 2028 2.5% Due 1,318,191.33 1,349,950.51 .05% Jun 20, 2028Gnmaii Pool #Ma1089 3.0% Due 06-20-2043 2,297,097.79 2,343,689.82 .09% Jun 20, 2043Gnmaii Pool #Ma1242 Ser 2043 Adj Rts 605,782.19 622,134.07 .02% Aug 20, 2043Gnsfpool #778957 3.5% Due 03-15-2042 1,174,386.85 1,238,587.06 .05% Mar 15, 2042Goldcorp Inc New 2.125% Due 03-15-2018 200,000.00 199,910.00 .01% Mar 15, 2018Goldman Sachs Group Inc 2.55% Due 150,000.00 149,038.65 .01% Oct 23, 2019Goldman Sachs Group Inc 2.625% Due 1,180,000.00 1,188,778.02 .04% Jan 31, 2019Goldman Sachs Group Inc 3.625% Due 220,000.00 227,045.06 .01% Feb 7, 2016Goldman Sachs Group Inc 4.0% Due 250,000.00 255,465.75 .01% Mar 3, 2024Goldman Sachs Group Inc 5.25% Due 540,000.00 602,006.58 .02% Jul 27, 2021Goldman Sachs Group Inc 5.75% Due 750,000.00 864,024.00 .03% Jan 24, 2022Goldman Sachs Group Inc 6.25% Due 300,000.00 371,747.10 .01% Feb 1, 2041Goldman Sachs Group Inc Medium Term Nts 100,000.00 103,262.60 .00% Jul 8, 2044Goldman Sachs Group Inc Medium Term Nts 1,295,000.00 1,452,102.93 .05% Mar 15, 2020Goldman Sachs Group Inc Sr Nt 3.625% 1,000,000.00 1,002,790.00 .04% Jan 22, 2023Goldman Sachs Group Inc., 6.75%, 10/01/37 1,165,000.00 1,428,259.71 .05% Oct 1, 2037Goldman Sachs Group, Inc. 5.625%, 1/15/2017 300,000.00 325,429.80 .01% Jan 15, 2017Goldman Sachs Group, Inc., 5.75%,10/01/2016 250,000.00 271,287.75 .01% Oct 1, 2016Goldman Sachs Group, Inc., 5.95%, 01/15/27 150,000.00 171,445.80 .01% Jan 15, 2027Goldman Sachs Group, Inc., 5.95%, 01/18/2018 1,435,000.00 1,606,697.75 .06% Jan 18, 2018
NTAC:Missing_x000D_
Goldman Sachs Group, Inc., 6.15%, 04/01/2018 815,000.00 920,950.00 .03% Apr 1, 2018Goldman Sachs Group, Inc., 6.25%, 09/01/2017 1,300,000.00 1,457,173.90 .05% Sep 1, 2017Google Inc 3.625% Due 05-19-2021 Beo 250,000.00 267,116.75 .01% May 19, 2021Greenwich Capital Commercial Funding Corp 400,000.00 437,788.40 .02% Dec 10, 2049Grupo Televisa S.A. 1/15/2040 6.625% 570,000.00 683,931.60 .03% Jan 15, 2040Gs Mortgage Securities Trust 100,000.00 99,158.70 .00% Feb 10, 2046Gs Mtg Secs Tr 300,000.00 315,447.90 .01% Sep 10, 2047Gs Mtg Secs Tr 2011-Gc5 Mtg Pass Thru 150,000.00 158,722.65 .01% Aug 10, 2044Gs Mtg Secs Tr 2011-Gc5 Mtg Pass Thru 125,000.00 128,961.00 .00% Aug 10, 2044Gs Mtg Secs Tr 2012-Gc6 Coml Mtg 200,000.00 208,694.20 .01% Jan 10, 2045Gs Mtg Secs Tr 2012-Gcj9 Mtg Pass Thru 175,000.00 172,197.55 .01% Nov 10, 2045Gs Mtg Secs Tr 2013-Gcj12 Coml Mtg 100,000.00 100,163.10 .00% Jun 10, 2046Gs Mtg Secs Tr 2013-Gcj14 Coml Mtg Pass 150,000.00 162,449.85 .01% Aug 10, 2046Gs Mtg Secs Tr 2014-Gc18 Coml Mtg Pass 500,000.00 532,344.50 .02% Jan 10, 2047Gs Mtg Secs Tr 2014-Gc20 Mtg Pass Thru 100,000.00 105,922.00 .00% Apr 10, 2047Gte Corp 6.94% Deb Due 04-15-2028 150,000.00 185,241.15 .01% Apr 15, 2028Gte Corp 8.75% Due 11-01-2021 Reg 870,000.00 1,139,649.54 .04% Nov 1, 2021Halliburton Co 0.0% Due 11-15-2021 Reg 595,000.00 615,718.50 .02% Nov 15, 2021Halliburton Co Sr Nt 7.45% Due 840,000.00 1,207,571.40 .05% Sep 15, 2039Halliburton Co., 5.9%, 09/15/2018 350,000.00 401,752.40 .02% Sep 15, 2018Halliburton Co., 6.7%, 09/15/2038 50,000.00 66,472.75 .00% Sep 15, 2038Harris Corp Del 6.375% Due 06-15-2019 50,000.00 57,328.60 .00% Jun 15, 2019Hartford Finc'L Svcs Group Inc., 5.95%, 10/15/2036 285,000.00 341,771.72 .01% Oct 15, 2036Hartford Finl Svcs Group Inc 0.0% Due 250,000.00 283,446.75 .01% Mar 30, 2020Hartford Finl Svcs Grp 5.125% 15 Apr 145,000.00 162,034.31 .01% Apr 15, 2022Hasbro Inc 3.15% Due 35,000.00 35,307.62 .00% May 15, 2021Hasbro Inc 6.35% Due 03-15-2040 Reg 250,000.00 299,800.50 .01% Mar 15, 2040Hcp Inc 0.0% Due 02-01-2020 Reg 155,000.00 153,843.24 .01% Feb 1, 2020Hcp Inc 3.875% Due 08-15-2024/08-14-2014 100,000.00 99,955.60 .00% Aug 15, 2024Hcp Inc 5 3/8% Due 02/01/2021 745,000.00 832,887.65 .03% Feb 1, 2021Hcp Inc Sr Nt 3.15% Due 08-01-2022 100,000.00 97,708.60 .00% Aug 1, 2022Health Care Property Investors Inc., 6%, 1/30/2017 150,000.00 165,472.35 .01% Jan 30, 2017Health Care Reit Inc 2.25% Due 25,000.00 25,300.80 .00% Mar 15, 2018Health Care Reit Inc 3.625% Due 500,000.00 517,866.00 .02% Mar 15, 2016Health Care Reit Inc 4.125% Due 75,000.00 80,368.43 .00% Apr 1, 2019Health Care Reit Inc5.125% 03/15/43 150,000.00 158,697.45 .01% Mar 15, 2043
NTAC:Missing_x000D_
Healthcare Rlty Tr 5.75% Due 01-15-2021 200,000.00 223,674.20 .01% Jan 15, 2021Her Majesty In Rt Of Cda Bd Usd .875% 545,000.00 546,548.35 .02% Feb 14, 2017Hershey Co Formerly Hershey Foods Corp 250,000.00 253,768.00 .01% Nov 1, 2016Hewlett Packard Co 2.65% Due 06-01-2016 250,000.00 256,159.75 .01% Jun 1, 2016Hewlett Packard Co 4.375% Due 09-15-2021 540,000.00 569,593.08 .02% Sep 15, 2021Hewlett Packard Co 4.65% Due 12-09-2021 225,000.00 241,564.28 .01% Dec 9, 2021Hewlett-Pack Co Hpq 09/15/2041 275,000.00 306,612.35 .01% Sep 15, 2041Highwoods Rlty Ltd Partnership 0.0% Due 100,000.00 99,610.60 .00% Jan 15, 2023Historic Tw Inc 250,000.00 292,166.25 .01% Jun 15, 2018Home Depot Inc 2.25% 65,000.00 66,086.74 .00% Sep 10, 2018Home Depot Inc 2.7% Due 125,000.00 122,779.00 .00% Apr 1, 2023Home Depot Inc 4.4% Due 04-01-2021 Reg 250,000.00 278,969.50 .01% Apr 1, 2021Home Depot Inc 4.875% Due 600,000.00 675,863.40 .03% Feb 15, 2044Home Depot Inc 5.95% Due 04-01-2041 Reg 250,000.00 316,327.75 .01% Apr 1, 2041Home Depot, Inc., 5.4%, 03-01-2016 800,000.00 850,761.60 .03% Mar 1, 2016Home Depot, Inc., 5.875%, 12/16/2036 350,000.00 442,092.35 .02% Dec 16, 2036Honda Auto Receivables 2014-1 Owner Tr 200,000.00 199,793.60 .01% Nov 21, 2017Honda Auto Receivables 2014-3 Owner Trus 500,000.00 500,867.50 .02% Jun 15, 2018Honda Auto Receivables Ser 2014-3 Cl A4 200,000.00 199,577.40 .01% Oct 15, 2020Honeywell International Inc., 5.7%, 3/15/2037 125,000.00 154,711.00 .01% Mar 15, 2037Honeywell Int'L Inc., 5.3%, 03/15/17 200,000.00 219,709.20 .01% Mar 15, 2017Honeywell Intl, Inc. 5.3%, 03/01/2018 290,000.00 325,277.63 .01% Mar 1, 2018Hospitality Prop Trust, 6.7%, 01/15/2018 75,000.00 83,594.40 .00% Jan 15, 2018Hospitality Properties Tr 5 Bds Due 300,000.00 316,245.30 .01% Aug 15, 2022Houston Tex Ref-Taxable-Pension Oblig-A 295,000.00 366,416.55 .01% Mar 1, 2032Hrpt Pptys Tr Sr Nt, 6.25%, 06-15-2017 75,000.00 81,405.98 .00% Jun 15, 2017Hsbc Bank Usa Na Hsbc 300,000.00 330,351.90 .01% Aug 24, 2020Hsbc Bk Usa N A Global Medium Term Sub 350,000.00 482,647.90 .02% Jan 15, 2039Hsbc Finance Corp., 5.50%, 1/19/2016 650,000.00 686,164.05 .03% Jan 19, 2016Hsbc Hldgs Plc 4.0% Due 03-30-2022 Reg 500,000.00 531,596.00 .02% Mar 30, 2022Hsbc Hldgs Plc 4.875% Due 01-14-2022 Reg 500,000.00 559,193.00 .02% Jan 14, 2022Hsbc Holdings 6.50%, 9/15/2037 300,000.00 373,176.60 .01% Sep 15, 2037Hsbc Holdings Plc 5.1% Due 04-05-2021 1,100,000.00 1,241,429.20 .05% Apr 5, 2021Hsbc Holdings, 6.8%, 06/01/2038 150,000.00 193,310.70 .01% Jun 1, 2038Hsbc Uas Inc 2.625% Due 09/24/18 80,000.00 82,469.92 .00% Sep 24, 2018Hsbc Usa Inc 180,000.00 179,894.70 .01% Jan 16, 2018
NTAC:Missing_x000D_
Hsbc Usa Inc 3.5% Due 06-23-2024 Reg 1,000,000.00 1,013,478.00 .04% Jun 23, 2024Humana Inc 2.625% Due 10-01-2019 Reg 100,000.00 100,141.60 .00% Oct 1, 2019Humana Inc 3.15% Due 12-01-2022 Reg 85,000.00 83,598.44 .00% Dec 1, 2022Humana Inc 8.15% Due 280,000.00 399,387.52 .01% Jun 15, 2038Hunt J B Trans Svcs Inc 3.85% Due 95,000.00 98,665.77 .00% Mar 15, 2024Husky Energy Inc 3.95% Due 04-15-2022 100,000.00 103,589.50 .00% Apr 15, 2022Husky Energy Inc 6.2% Due 600,000.00 671,615.40 .03% Sep 15, 2017Husky Energy Inc 7.25% Due 12-15-2019 200,000.00 242,010.40 .01% Dec 15, 2019Hyatt Hotels Corp 3.375% 07/15/23 105,000.00 101,718.75 .00% Jul 15, 2023Hydro-Que 1.375 Due 06-19-2017 250,000.00 252,105.00 .01% Jun 19, 2017Hydro-Quebec 2.0% Due 06-30-2016 Reg 75,000.00 76,725.38 .00% Jun 30, 2016Hydro-Quebec Ser Hs, 9.40%, 02/01/2021 200,000.00 272,905.40 .01% Feb 1, 2021Hyundai Auto Receivables Tr 2013-C Auto 100,000.00 100,434.40 .00% Feb 15, 2018Hyundai Auto Receivables Trust 75,000.00 75,302.25 .00% Feb 15, 2019Hyundai Auto Receivables Trust 65,000.00 65,026.07 .00% Feb 15, 2019I/O Cmo Banc Amer Coml Mtg Tr 2006-2 200,000.00 210,201.40 .01% May 10, 2045I/O Cmo Morgan Stanley Cap I Tr 291,131.36 319,582.46 .01% Jun 11, 2049Icahn Enterprises L P / Icahn 315,000.00 323,662.50 .01% Feb 1, 2022Idex Corp 4.2% Due 12-15-2021 Reg 200,000.00 207,116.80 .01% Dec 15, 2021Illinois St 300,000.00 332,112.00 .01% Mar 1, 2018Illinois St 4.421% Due 01-01-2015 Beo 100,000.00 100,628.00 .00% Jan 1, 2015Illinois St 6.63% Due 02-01-2035 Beo 750,000.00 824,295.00 .03% Feb 1, 2035Illinois Tool Wks Inc 0.0% Due 130,000.00 130,113.49 .00% Mar 1, 2019Illinois Tool Wks Inc 3.5% Due 250,000.00 258,356.25 .01% Mar 1, 2024Illinois Tool Wks Inc 3.9% Due 200,000.00 193,374.60 .01% Sep 1, 2042Infinity Ppty & Cas Corp 5.0% Due 115,000.00 121,344.55 .00% Sep 19, 2022Ing U S Inc 2.9 Due 50,000.00 51,406.15 .00% Feb 15, 2018Ingersoll-Rand Global Hldg Co Ltd 4.25% 500,000.00 525,380.50 .02% Jun 15, 2023Ingersoll-Rand Luxembourg Fin S A 4.65% 35,000.00 34,772.85 .00% Nov 1, 2044Ingredion Inc 155,000.00 155,419.12 .01% Sep 25, 2017Intel Corp 1.35% Due 12-15-2017 Reg 750,000.00 748,099.50 .03% Dec 15, 2017Intel Corp 1.35% Due 12-15-2017 Reg 100,000.00 99,504.70 .00% Dec 15, 2017Intel Corp 1.35% Due 12-15-2017 Reg 250,000.00 247,356.25 .01% Dec 15, 2017Intel Corp 2.7% Due 12-15-2022 Reg 450,000.00 440,975.25 .02% Dec 15, 2022Intel Corp 4.0% Due 12-15-2032 Reg 150,000.00 151,046.85 .01% Dec 15, 2032Intel Corp 4.8% Due 10-01-2041 Reg 250,000.00 267,709.00 .01% Oct 1, 2041
NTAC:Missing_x000D_
Inter American Devel Bk 3.875 2-14-2020 500,000.00 550,112.00 .02% Feb 14, 2020Inter American Devel Bk, 3.875% 09/17/2019 600,000.00 659,484.60 .02% Sep 17, 2019Inter Amern Dev Bk 250,000.00 252,985.75 .01% Aug 24, 2018Interamer Dev Bk 4.25 400,000.00 441,948.00 .02% Sep 10, 2018
Inter-American Devel Bank 3.875% Due 10-28-2041 200,000.00 210,229.00 .01% Oct 28, 2041Inter-American Devel Bk .875% Due 03-15-2018 500,000.00 494,187.50 .02% Mar 15, 2018Inter-American Devel Bk .875% Due 11-15-2016 250,000.00 251,224.50 .01% Nov 15, 2016Inter-American Devel Bk 1.125% Due 03-15-2017 1,000,000.00 1,011,258.00 .04% Mar 15, 2017Inter-American Devel Bk 2.00% 02/21/2024 150,000.00 157,696.80 .01% Feb 21, 2024
International Bank For Reconstruction Development 210,000.00 209,949.18 .01% May 16, 2016International Bk For Recon & Dev 450,000.00 450,096.30 .02% Apr 15, 2016International Bk For Recon & Dev 1.875% 2,500,000.00 2,540,550.00 .10% Mar 15, 2019International Bk For Recon & Dev 5 Yr 500,000.00 503,703.00 .02% Sep 15, 2016International Bk For Recon & Dev Sr Nt 1,000,000.00 1,003,592.00 .04% Apr 17, 2017
International Bk For Recon & Dev, 4.75%, 02/15/35 25,000.00 30,445.95 .00% Feb 15, 2035
International Bk For Recon & Dev, 9.25%, 7/15/2017 100,000.00 121,186.30 .00% Jul 15, 2017International Business Corp., 5.7%, 09/14/17 595,000.00 668,509.28 .03% Sep 14, 2017International Business Machines, 6.5%, 1/15/2028 100,000.00 128,774.10 .00% Jan 15, 2028International Business Machs Corp 0.0% 470,000.00 433,102.65 .02% Aug 1, 2022International Business Machs Corp 1.25% 250,000.00 251,424.50 .01% Feb 6, 2017International Business Machs Corp 3.375% 800,000.00 809,357.60 .03% Aug 1, 2023International Business Machs Corp 7.625% 475,000.00 577,085.58 .02% Oct 15, 2018International Fin Corp .875% Due 500,000.00 491,299.50 .02% Jun 15, 2018International Fin Corp Global Bd 1.125% 500,000.00 503,347.50 .02% Nov 23, 2016International Fin Corp Medium Term Nts 375,000.00 374,805.38 .01% May 16, 2016International Fin Corp Pool #999999 250,000.00 250,144.50 .01% Sep 16, 2019International Finance Corp 1.00% Due 04-27-2017 890,000.00 892,540.95 .03% Apr 24, 2017International Paper Co 3.65% Due 250,000.00 247,196.25 .01% Jun 15, 2024International Paper Co 4.75% Due 125,000.00 135,551.13 .01% Feb 15, 2022International Paper Co 6.0% Due 250,000.00 288,106.50 .01% Nov 15, 2041International Paper Co 7.3% Due 45,000.00 58,980.42 .00% Nov 15, 2039International Paper Co 7.5% Due 350,000.00 437,877.65 .02% Aug 15, 2021International Paper Co., 7.95%, 06/15/2018 325,000.00 388,286.60 .01% Jun 15, 2018
NTAC:Missing_x000D_
Interpublic Group Cos Inc 2.25% Due 135,000.00 136,032.21 .01% Nov 15, 2017Interstate Power Light Co 4.7% 10/15/2043 50,000.00 55,779.90 .00% Oct 15, 2043Int'L Bank For Recon & Develop, 5%, 4/1/2016 450,000.00 478,787.40 .02% Apr 1, 2016Intl Bk Recon Develop 2.25% 06/24/2021 500,000.00 502,971.50 .02% Jun 24, 2021Intl Business 5.6% Due 11-30-2039 275,000.00 325,247.73 .01% Nov 30, 2039Int'L Business Machines Corp., 8.375%, 11/01/19 700,000.00 904,378.30 .03% Nov 1, 2019Int'L Rec & Dev 2.125% Due 03-16-2016 1,000,000.00 1,023,527.00 .04% Mar 15, 2016Intuit Inc. 100,000.00 109,984.10 .00% Mar 15, 2017Invesco Fin Plc 4.0% Due 01-30-2024 Reg 100,000.00 104,234.40 .00% Jan 30, 2024Isr St Bd 4.5% Due 01-30-2043 Reg 200,000.00 203,000.00 .01% Jan 30, 2043Israel St 4.0% Due 06-30-2022 Reg 250,000.00 271,375.00 .01% Jun 30, 2022Israel St Bd 5.125% Due 03-26-2019 Reg 250,000.00 284,375.00 .01% Mar 26, 2019Israel St Bd, 5.5%, 11/09/2016 225,000.00 245,475.00 .01% Nov 9, 2016Italy Gov'T International Bond, 5.375%, 6/15/2033 175,000.00 206,136.18 .01% Jun 15, 2033Italy Rep T-Bond, 5.25%, 09/20/16 1,000,000.00 1,074,481.00 .04% Sep 20, 2016J P Morgan Chase & Co Due 1.35% 150,000.00 150,222.60 .01% Feb 15, 2017J P Morgan Chase Coml Mtg Secs Tr 500,000.00 522,429.50 .02% Jul 15, 2047J P Morgan Chase Coml Mtg Secs Tr 150,000.00 150,955.80 .01% Dec 15, 2047J P Morgan Chase Coml Mtg Secs Tr 50,000.00 50,192.05 .00% Dec 15, 2047J P Morgan Chase Coml Mtg Secs Tr 100,000.00 106,535.80 .00% Jan 15, 2046J0morgan Chase & Co 5.625 % Due 150,000.00 171,226.20 .01% Aug 16, 2043Japan Bk Intl Cooperation 0.0% Due 500,000.00 503,525.00 .02% Nov 13, 2018Japan Bk Intl Cooperation Gtd Nt 1.125% 750,000.00 751,068.75 .03% Jul 19, 2017Japan Fin Corp Gtd Bd 2.5% Due 300,000.00 309,201.90 .01% May 18, 2016Jefferies Group Inc New 8.5% Due 50,000.00 62,020.00 .00% Jul 15, 2019Jeffries Group 315,000.00 333,801.09 .01% Jan 20, 2023John Deere Capital Corp 1.4% Due 250,000.00 252,072.75 .01% Mar 15, 2017Johns Hopkins Univ 4.083% Due 07-01-2053 100,000.00 101,415.00 .00% Jul 1, 2053Johnson & Johnson 3.55% Due 05-15-2021 250,000.00 270,734.75 .01% May 15, 2021Johnson & Johnson 4.85%Due 05-15-2041 400,000.00 467,550.80 .02% May 15, 2041Johnson & Johnson, 5.55%, 08/15/17 350,000.00 393,282.40 .01% Aug 15, 2017Johnson & Johnson, 5.95%, 08/15/2037 100,000.00 132,560.30 .00% Aug 15, 2037Johnson & Johnson, 6.95%, 9/1/2029 100,000.00 141,637.60 .01% Sep 1, 2029Johnson Ctls Inc 0.0% Due 12-01-2016 Reg 75,000.00 77,415.15 .00% Dec 1, 2016Johnson Ctls Inc 4.625% Due 07-02-2044 Reg 215,000.00 215,826.89 .01% Jul 2, 2044Johnson Ctls Inc 5.0% Due 03-30-2020 Beo 155,000.00 171,013.52 .01% Mar 30, 2020
NTAC:Missing_x000D_
Johnson Ctls Inc 5.7% Due 03-01-2041 Reg 250,000.00 289,161.25 .01% Mar 1, 2041Johnson Johnson 4.375% 12/05/2033 250,000.00 277,142.75 .01% Dec 5, 2033Jp Morgan Chase Co 2.20% 10/22/2019 500,000.00 493,990.50 .02% Oct 22, 2019Jpmbb Coml Mtg Secs Tr 2014-C19 Mtg Pass 200,000.00 212,187.00 .01% Apr 15, 2047Jpmbb Coml Mtg Secs Tr 2014-C24 2.9403% 250,000.00 257,510.00 .01% Nov 15, 2047Jpmbb Coml Mtg Secs Tr 2014-C24 Coml Mtg 200,000.00 205,867.20 .01% Nov 15, 2047Jpmcc 2012-Cbx A4 125,000.00 130,128.88 .00% Jun 15, 2045Jpmcc 2014-C22 A4 Due 9/15/47 500,000.00 521,072.50 .02% Sep 15, 2047Jpmorgan Chase & 5.6 Due 07-15-2041 405,000.00 479,404.17 .02% Jul 15, 2041Jpmorgan Chase & Co 1,250,000.00 1,241,866.25 .05% Sep 10, 2024Jpmorgan Chase & Co .00063% Due 500,000.00 580,250.50 .02% Apr 23, 2019Jpmorgan Chase & Co 0.0% Due 05-10-2021 250,000.00 273,897.75 .01% May 10, 2021Jpmorgan Chase & Co 2.0% Due 08-15-2017 125,000.00 126,476.50 .00% Aug 15, 2017Jpmorgan Chase & Co 2.35% Due 01-28-2019 1,750,000.00 1,762,033.00 .07% Jan 28, 2019Jpmorgan Chase & Co 3.15% Due 07-05-2016 935,000.00 967,106.97 .04% Jul 5, 2016Jpmorgan Chase & Co 3.25% Due 09-23-2022 210,000.00 210,286.44 .01% Sep 23, 2022Jpmorgan Chase & Co 3.625% Due 250,000.00 253,119.25 .01% May 13, 2024Jpmorgan Chase & Co 4.35% Due 08-15-2021 615,000.00 660,480.48 .02% Aug 15, 2021Jpmorgan Chase & Co 4.4% Due 07-22-2020 300,000.00 325,194.90 .01% Jul 22, 2020Jpmorgan Chase & Co 4.95% Due 03-25-2020 375,000.00 416,374.50 .02% Mar 25, 2020Jpmorgan Chase & Co 5.4% Due 01-06-2042 100,000.00 115,921.80 .00% Jan 6, 2042Jpmorgan Chase & Co, 6.0%, 01/15/2018 1,610,000.00 1,814,745.31 .07% Jan 15, 2018Jpmorgan Chase & Co., 1.625%, 05/15/18 200,000.00 197,736.00 .01% May 15, 2018Jpmorgan Chase & Co., 6.125%, 06/27/17 100,000.00 111,328.10 .00% Jun 27, 2017Jpmorgan Chase & Co., 6.125%, 06/27/17 1,000,000.00 999,722.00 .04% Jan 25, 2018Jpmorgan Chase & Co., 6.4%, 05/15/2038 554,000.00 711,476.16 .03% May 15, 2038Jpmorgan Chase Bank, 5.875%, 06/13/2016 200,000.00 215,437.40 .01% Jun 13, 2016Jpmorgan Chase Bank, 6.0%, 10/01/17 1,400,000.00 1,567,882.40 .06% Oct 1, 2017Jpn Bank For Int'L Coop 1.75% 05/29/2019 1,000,000.00 999,445.00 .04% May 29, 2019Jpn Fin Ord Muni Jfm 4% 01/13/2021 500,000.00 550,905.00 .02% Jan 13, 2021Juniper Networks Inc 0.0% Due 03-15-2021 100,000.00 106,221.00 .00% Mar 15, 2021Juniper Networks Inc 5.95% Due 100,000.00 110,681.70 .00% Mar 15, 2041Kansas City Power & Light Co 3.15% Due 500,000.00 504,953.50 .02% Mar 15, 2023Kansas City Pwr & Lt Co 5.3% Due 50,000.00 56,537.00 .00% Oct 1, 2041Kansas City Southn De Mexico S A De C V 100,000.00 96,519.90 .00% May 15, 2020Kellogg Co 1.75% Due 05-17-2017 Reg 75,000.00 75,653.93 .00% May 17, 2017
NTAC:Missing_x000D_
Kellogg Co 1.875% Due 11-17-2016 Beo 55,000.00 55,921.25 .00% Nov 17, 2016Kellogg Co 2.75% Due 03-01-2023 Reg 350,000.00 340,315.15 .01% Mar 1, 2023Kellogg Co 3.25% Due 05-21-2018 Reg 130,000.00 135,675.41 .01% May 21, 2018Kellogg Co., 7.45%, 4/1/2031 300,000.00 393,171.00 .01% Apr 1, 2031Kennametal Inc 2.65% Due 100,000.00 100,769.90 .00% Nov 1, 2019Kerr Mcgee Corp Crp Kmg 7.875% Due 70,000.00 96,222.98 .00% Sep 15, 2031Keybank Natl Cleveland, Oh, 5.45%, 03/03/16 100,000.00 106,025.20 .00% Mar 3, 2016Keycorp Medium Term Sr Nts Book Entry 250,000.00 250,682.50 .01% Dec 13, 2018Keycorp Medium Term Sr Nts Book Entry 25,000.00 28,068.45 .00% Mar 24, 2021Keyspan Corp., 5.803%, 04/01/2035 175,000.00 207,559.98 .01% Apr 1, 2035Kfw 1.25% Due 02-15-2017 500,000.00 505,489.00 .02% Feb 15, 2017Kfw 2.125 1/17/23 1,000,000.00 981,883.00 .04% Jan 17, 2023Kfw, 0.875% Due 12/15/17 2,000,000.00 1,985,512.00 .07% Dec 15, 2017Kfw, 4.375%, 3/15/2018 375,000.00 413,478.00 .02% Mar 15, 2018Kilroy Rlty L P 3.8% Due 200,000.00 201,639.80 .01% Jan 15, 2023Kimberly Clark Corp 0.0% Due 03-01-2022 50,000.00 49,008.80 .00% Mar 1, 2022Kimberly Clark Corp 3.7% Due 06-01-2043 100,000.00 94,096.90 .00% Jun 1, 2043Kimberly Clark Corp., 6.625%, 08/01/37 350,000.00 483,700.35 .02% Aug 1, 2037Kimberly Clark, 6.125%, 08/01/17 50,000.00 56,486.15 .00% Aug 1, 2017Kimco Rlty Corp 3.2% Due 240,000.00 242,037.60 .01% May 1, 2021Kinberly-Clark 6.25% 7/15/2018 150,000.00 174,160.65 .01% Jul 15, 2018Kinder Morgan 7.4% 3/15/31 400,000.00 478,826.80 .02% Mar 15, 2031Kinder Morgan Energy Partners L P 160,000.00 186,790.08 .01% Jan 15, 2038Kinder Morgan Energy Partners L P 3.5% 25,000.00 23,978.65 .00% Sep 1, 2023Kinder Morgan Energy Partners L P 4.15% 175,000.00 178,876.08 .01% Mar 1, 2022Kinder Morgan Energy Partners L P 5.0% 335,000.00 309,022.76 .01% Mar 1, 2043Kinder Morgan Energy Partners L P 5.4% 250,000.00 244,890.00 .01% Sep 1, 2044Kinder Morgan Energy Partners L P 5.625% 90,000.00 90,796.95 .00% Sep 1, 2041Kinder Morgan Energy Partners L P 6.375% 135,000.00 148,698.99 .01% Mar 1, 2041Kinder Morgan Energy Partners L P 6.55% 100,000.00 112,882.10 .00% Sep 15, 2040Kinder Morgan Energy Partners L P 6.85% 70,000.00 82,392.24 .00% Feb 15, 2020
Kinder Morgan Energy Partners, 5.95%, 02/15/2018 495,000.00 552,065.09 .02% Feb 15, 2018Kinder Morgan, 7.3%, 08/15/2033 100,000.00 121,492.90 .00% Aug 15, 2033Kohl'S Corp 4.0 Due 11-1-2021 85,000.00 88,833.25 .00% Nov 1, 2021Kohls Corp 4.75% Due 250,000.00 267,340.75 .01% Dec 15, 2023
NTAC:Missing_x000D_
Kohls Corp Kohls Coporation Cpn 6 Mat 100,000.00 110,510.70 .00% Jan 15, 2033Kohls Corp., 6.875%, 12/15/2037 150,000.00 185,763.90 .01% Dec 15, 2037Kohls Corporation 3.25% Due 02/01/2023 100,000.00 97,660.30 .00% Feb 1, 2023Koninklijke Philips Electrs N V 3.75% 250,000.00 260,699.75 .01% Mar 15, 2022Koninklijke Philips Electrs N V 5.0% Due 100,000.00 108,140.80 .00% Mar 15, 2042Koninklijke Philips Electrs, 6.875%, 03/11/2038 225,000.00 299,330.78 .01% Mar 11, 2038Korea Dev Bank 200,000.00 199,870.20 .01% Jan 22, 2016Korea Dev Bk 3.0% Due 09-14-2022 Reg 215,000.00 212,914.29 .01% Sep 14, 2022Korea Dev Bk Nt 3.0% Due 03-17-2019 Reg 200,000.00 205,709.20 .01% Mar 17, 2019Korea Dev Bk Nt 3.5% Due 08-22-2017 Reg 850,000.00 889,945.75 .03% Aug 22, 2017Korea Fin Corp 2.25% Due 08-07-2017 Reg 300,000.00 303,486.30 .01% Aug 7, 2017Korea Rep Nt 3.875% Due 09-11-2023 Reg 200,000.00 217,920.00 .01% Sep 11, 2023Korea Rep Nt, 7.125%, 04/16/2019 150,000.00 182,535.00 .01% Apr 16, 2019Korea Rep, 5.125%, 12/07/2016 125,000.00 135,500.00 .01% Dec 7, 2016Kraft Foods Group Inc 5.0% Due 205,000.00 218,719.01 .01% Jun 4, 2042Kraft Foods Inc 4.125% Due 02-09-2016 500,000.00 520,264.50 .02% Feb 9, 2016
Kreditanstalt Fuer Wiederaufbau, 4.875%, 1/17/2017 200,000.00 217,907.20 .01% Jan 17, 2017Kreditanstalt Fur Wiederaufbau Bd 0% Due 500,000.00 249,106.50 .01% Apr 18, 2036Kreditanstalt Fur Wiederaufbau Kfw 500,000.00 511,952.00 .02% Jun 1, 2016Kreditanstalt Fur Wiederaufbau Kfw 1,000,000.00 999,672.00 .04% Jul 15, 2016Kreditanstalt Fur Wiederaufbau Kfw 1,000,000.00 1,011,320.00 .04% Apr 1, 2019Kreditanstalt Fur Wiederaufbau Kfw 900,000.00 924,948.00 .03% Jan 25, 2022Kreditanstalt Fur Wiederaufbau Kfw .5% 800,000.00 801,360.00 .03% Apr 19, 2016Kreditanstalt Fur Wiederaufbau Kfw 0.0% 1,000,000.00 1,000,904.00 .04% Oct 15, 2019Kreditanstalt Fur Wiederaufbau Kfw 2.0% 250,000.00 244,494.25 .01% Oct 4, 2022Kreditanstalt Fur Wiederaufbau Kfw 2.75% 500,000.00 521,423.50 .02% Sep 8, 2020Kreditanstalt Fur Wiederaufbau Kfw 4.0% 1,500,000.00 1,660,878.00 .06% Jan 27, 2020Kreditanstalt Fur Wiederaufbau Kfw Sr Nt 1,000,000.00 1,042,720.00 .04% Oct 1, 2020Kroger Co 2.2% Due 01-15-2017 Reg 190,000.00 193,962.45 .01% Jan 15, 2017Kroger Co 2.95% Due 160,000.00 158,452.48 .01% Nov 1, 2021Kroger Co 3.4% Due 04-15-2022 Reg 400,000.00 404,855.20 .02% Apr 15, 2022Kroger Co., 6.15%, 01/15/2020 25,000.00 29,181.58 .00% Jan 15, 2020Kroger Co., 6.9%, 04/15/2038 100,000.00 130,193.80 .00% Apr 15, 2038Kroger Co., 7.5%, 04/01/2031 200,000.00 264,890.60 .01% Apr 1, 2031L-3 Communications Corp 3.95% Due 150,000.00 157,851.15 .01% Nov 15, 2016
NTAC:Missing_x000D_
L-3 Communications Corp 4.95% Due 40,000.00 43,879.40 .00% Feb 15, 2021L-3 Communications Corp 5.2% Due 250,000.00 276,746.75 .01% Oct 15, 2019Laboratory Corp Amer Hldgs 2.5% Due 385,000.00 388,819.59 .01% Nov 1, 2018Landwirtschaftliche Rentenbank 1 Due 500,000.00 495,297.50 .02% Apr 4, 2018Landwirtschaftliche Rentenbank 2.125% 250,000.00 256,612.25 .01% Jul 15, 2016Landwirtschaftliche Rentenbank Global Sr 200,000.00 203,392.40 .01% Sep 17, 2018Landwirtschaftliche Rentenbank Nt 1.375% 140,000.00 137,441.50 .01% Oct 23, 2019Landwirtschaftliche Rentenbank, 5.125%, 2/1/2017 900,000.00 986,951.70 .04% Feb 1, 2017Lb-Ubs Comml Mtg Trust, 5.347%, 11/15/2038 695,000.00 746,965.15 .03% Nov 15, 2038Legg Mason Inc 0.0% Due 07-10-2019 Reg 65,000.00 65,402.35 .00% Jul 15, 2019Liberty Ppty Ltd Partnership 4.125% Due 250,000.00 259,900.00 .01% Jun 15, 2022Liberty Ppty Ltd Partnership 4.4% Due 80,000.00 84,047.12 .00% Feb 15, 2024Liberty Ppty Ltd, 6.625%, 10/01/17 50,000.00 56,555.60 .00% Oct 1, 2017Life Technologies Corp 3.5% Due 250,000.00 257,414.25 .01% Jan 15, 2016Life Technologies Corp 6.0% Due 500,000.00 577,282.00 .02% Mar 1, 2020Lilly Eli & Co 1.95% Due 03-15-2019 Reg 35,000.00 35,133.11 .00% Mar 15, 2019Lincln Natl Crp Lnc 6.15 04/07/2036 150,000.00 182,143.80 .01% Apr 7, 2036Lincoln National Corp., 6.30%, 10/09/2037 100,000.00 125,402.50 .00% Oct 9, 2037Lincoln National Corp., 7.00%, 5/17/2066 500,000.00 512,500.00 .02% May 17, 2066Lincoln Natl Corp Ind 4.0% Due 100,000.00 103,533.00 .00% Sep 1, 2023Lincoln Natl Corp Ind 4.2% Due 165,000.00 175,350.95 .01% Mar 15, 2022Lloyds Bk Plc 2.35% Due 09-05-2019 Reg 750,000.00 749,355.00 .03% Sep 5, 2019Lockheed Martin Corp 11/15/2019 %4.25 500,000.00 547,568.50 .02% Nov 15, 2019Lockheed Martin Corp 2.125% Due 65,000.00 66,508.20 .00% Sep 15, 2016Lockheed Martin Corp 4.07% Due 12/15/2042 Reg 418,000.00 408,363.43 .02% Dec 15, 2042Lockheed Martin Corp 7.65% Company 100,000.00 110,141.40 .00% May 1, 2016Loews Corp 0.0% Due 05-15-2043 Reg 75,000.00 71,077.05 .00% May 15, 2043Loews Corp 2.625% Due 250,000.00 237,904.50 .01% May 15, 2023Lorillard Tob Co 2.3% Due 08-21-2017 Reg 100,000.00 101,127.50 .00% Aug 21, 2017Los Angeles Calif Cmnty College Dist 150,000.00 216,135.00 .01% Aug 1, 2049Los Angeles Calif Dept Arpts Arpt Rev 250,000.00 321,520.00 .01% May 15, 2039Los Angeles Calif Uni Sch Dist 5.75% Due 335,000.00 414,472.05 .02% Jul 1, 2034Los Angeles Calif Uni Sch Dist 6.758% 290,000.00 394,568.20 .01% Jul 1, 2034Lowes Co., 5.8%, 10/15/2036 100,000.00 120,678.30 .00% Oct 15, 2036Lowes Cos Inc 1.625% Due 04-15-2017 Reg 50,000.00 50,384.35 .00% Apr 15, 2017Lowes Cos Inc 3.12% Due 500,000.00 511,024.50 .02% Apr 15, 2022
NTAC:Missing_x000D_
Lowes Cos Inc 3.125% Due 150,000.00 149,807.10 .01% Sep 15, 2024Lowes Cos Inc 3.875% Due 09-15-2023 Reg 150,000.00 159,427.50 .01% Sep 15, 2023Lowes Cos Inc 4.625% Due 04-15-2020 Reg 100,000.00 111,308.20 .00% Apr 15, 2020Lowes Cos Inc 4.65% Due 04-15-2042 Reg 50,000.00 53,688.45 .00% Apr 15, 2042Lowes Cos Inc 5.125% Due 50,000.00 56,691.95 .00% Nov 15, 2041Lowes Cos Inc 5.8% Due 04-15-2040 Reg 350,000.00 430,074.40 .02% Apr 15, 2040Lubrizol Corp 6.5% Due 50,000.00 65,564.95 .00% Oct 1, 2034Lyb Intl Fin B V 4.0% Due 07-15-2023 Reg 185,000.00 191,876.08 .01% Jul 15, 2023Lyb Intl Fin B V 4.95% Due 03-15-2044 65,000.00 67,215.07 .00% Mar 15, 2044Lyb Intl Fin B V 5.25% Due 07-15-2043 500,000.00 544,677.00 .02% Jul 15, 2043Mack-Cali Realty Cli 4.5 200,000.00 202,213.20 .01% Apr 18, 2022Macys Retail Hldgs Inc 150,000.00 143,831.55 .01% Feb 15, 2023Macys Retail Hldgs Inc 0.0% Due 40,000.00 42,438.64 .00% Jan 15, 2042Macys Retail Hldgs Inc 3.875% Due 30,000.00 31,290.03 .00% Jan 15, 2022Macys Retail Holdings Inc 213,000.00 233,863.56 .01% Dec 1, 2016Magellan Midstream Hldgs L P 4.25% Due 200,000.00 216,727.20 .01% Feb 1, 2021Magellan Midstream Hldgs L P5.15 Due 50,000.00 54,249.75 .00% Oct 15, 2043Manitoba (Providence Of) 100,000.00 99,838.90 .00% May 30, 2019Manitoba Prov Cda 2.1% Due 09-06-2022 100,000.00 97,238.00 .00% Sep 6, 2022Manitoba Prov Cda Bd, 4.9%, 12/06/2016 200,000.00 217,268.00 .01% Dec 6, 2016Manitoba Prov Cda Global Deb 1.3% Due 165,000.00 166,519.82 .01% Apr 3, 2017Manitoba Prov Cda, 9.25%, 04/01/2020 150,000.00 198,558.60 .01% Apr 1, 2020Manufacturers & Traders Co., 6.625%, 12/04/2017 250,000.00 285,957.75 .01% Dec 4, 2017Marathon Oil Corp Nt, 6.8% 175,000.00 220,548.83 .01% Mar 15, 2032Marathon Oil Corp., 6.0%, 10/01/2017 485,000.00 545,298.60 .02% Oct 1, 2017Marathon Pete Corp 5.125% Due 03-01-2021 75,000.00 83,930.03 .00% Mar 1, 2021Marathon Petroleum 3.5% Snr Nt 01/03/16 Usd1 200,000.00 206,428.00 .01% Mar 1, 2016Marathon Petroleum 6.5% Snr Nt 01/03/41 Usd100 260,000.00 314,522.78 .01% Mar 1, 2041Marathon Petroleum Corp 3.625% Due 09-1 250,000.00 249,066.25 .01% Sep 15, 2024Marriott Intl 3% 03.01.19 250,000.00 256,681.50 .01% Mar 1, 2019Marriott Intl Inc New 3.125% Due 100,000.00 99,996.60 .00% Oct 15, 2021Marriott Intl Inc New 3.25% Due 200,000.00 194,929.00 .01% Sep 12, 2019Marriott Intl Inc New 3.25% Due 50,000.00 50,067.85 .00% Sep 15, 2022Marriott Intl Inc New 3.25% Due 205,000.00 205,278.60 .01% Jan 15, 2018Marriott Intl Inc New 3.375% Due 125,000.00 129,145.00 .00% Oct 15, 2020Marsh & Mclennan Cos Inc 3.5% Due 125,000.00 125,104.63 .00% Mar 10, 2025
NTAC:Missing_x000D_
Martin Marietta Matls, Inc. 6.6%, 04/15/2018 100,000.00 113,911.30 .00% Apr 15, 2018Massachusetts Inst Technology 4.678% Due 15,000.00 16,659.84 .00% Jul 1, 2114Massachusetts Inst Technology 5.6% Due 190,000.00 247,583.30 .01% Jul 1, 2111Massachusetts St 4.5% Due 08-01-2031 Beo 250,000.00 271,317.50 .01% Aug 1, 2031Massachusetts St Sch Bldg Auth Dedicated 100,000.00 121,498.00 .00% Aug 15, 2039Mattel Inc 0.0% Due 11-01-2016 Reg 85,000.00 87,291.86 .00% Nov 1, 2016Mattel Inc 2.35% Due 05-06-2019 Beo 150,000.00 149,056.35 .01% May 6, 2019Mattel Inc Nt 1.7% Due 35,000.00 34,816.25 .00% Mar 15, 2018Mattel Inc Nt 6.2% Due 50,000.00 59,910.95 .00% Oct 1, 2040Maxim Integrated Product 3.375 Due 3-15-23 50,000.00 48,804.05 .00% Mar 15, 2023May Dept Stores Co 6.9% Due 01-15-2032 250,000.00 318,120.75 .01% Jan 15, 2032Mcdonald'S Corp 3.625% Due 05-01-2043 500,000.00 454,781.00 .02% May 1, 2043Mcdonalds Corp Medium Term Nts Book 100,000.00 106,926.90 .00% May 20, 2021Mcdonalds Corp Medium Term Nts Book 100,000.00 112,019.40 .00% Mar 1, 2018Mcdonalds Corp Medium Term Nts Book Entr 100,000.00 92,373.80 .00% Feb 15, 2042Mcdonalds Corp., 5.8%, 10/15/2017 750,000.00 845,010.75 .03% Oct 15, 2017Mcdonalds Corp., 6.3%, 10/15/2037 75,000.00 96,862.65 .00% Oct 15, 2037Mcgraw-Hill Cos, Inc. 5.9%, 11/15/2017 75,000.00 82,478.10 .00% Nov 15, 2017Mckesson Corp 80,000.00 78,663.92 .00% Mar 15, 2018Mckesson Corp 2.7% 120,000.00 115,658.40 .00% Dec 15, 2022Mckesson Corp 3.796% 03/15/2024 160,000.00 162,667.20 .01% Mar 15, 2024Mckesson Corp 4.883% 03/15/2044 355,000.00 376,209.83 .01% Mar 15, 2044Mckesson Corp 6.0% Due 250,000.00 306,578.50 .01% Mar 1, 2041Mckesson Corp., 5.70%, 3/01/2017 275,000.00 302,106.48 .01% Mar 1, 2017Mead Johnson Nut Mjn 5.9 11/01/39 50,000.00 60,265.20 .00% Nov 1, 2039Medco Health Solutions, Inc., 7.125%, 03/15/2018 300,000.00 349,157.40 .01% Mar 15, 2018Medtronic Inc 0.0% Due 03-15-2021 Reg 500,000.00 538,346.00 .02% Mar 15, 2021Medtronic Inc 0.0% Due 03-15-2042 Reg 100,000.00 102,031.40 .00% Mar 15, 2042Medtronic Inc 2.75% Bnds Due 04-01-2023 80,000.00 77,421.76 .00% Apr 1, 2023Medtronic Inc 3.125% Due 03-15-2022 Reg 150,000.00 151,097.70 .01% Mar 15, 2022Medtronic Inc 5.55 Due 03 200,000.00 236,621.00 .01% Mar 15, 2040Medtronic, Inc., 6.5%, 03/15/2039 100,000.00 131,001.40 .00% Mar 15, 2039Memorial Slao-Kettering 4.125 07/01/52 100,000.00 99,136.10 .00% Jul 1, 2052Merck & Co Inc 300,000.00 297,073.20 .01% May 18, 2023Merck & Co Inc 3.6% 09-15-2042 Beo 25,000.00 23,446.63 .00% Sep 15, 2042Merck & Co Inc 4.15% 05/18/43 60,000.00 62,352.18 .00% May 18, 2043
NTAC:Missing_x000D_
Merck & Co, Inc., 5.85%, 06/30/2039 575,000.00 751,473.83 .03% Jun 30, 2039Merck & Co., Inc., 0.0%, 06/30/2019 725,000.00 815,706.93 .03% Jun 30, 2019Merrill Lynch & Co Inc., 6.4%, 08/28/17 200,000.00 225,313.40 .01% Aug 28, 2017Merrill Lynch & Co, Inc., 6.875%, 11/15/2018 275,000.00 321,300.65 .01% Nov 15, 2018Merrill Lynch & Co, Inc., 7.75%, 05/14/2038 275,000.00 380,327.48 .01% May 14, 2038Merrill Lynch & Co., Inc. 6.11%, 1/29/2037 150,000.00 175,517.70 .01% Jan 29, 2037Merrill Lynch & Co., Inc., 6.05%, 5/16/2016 600,000.00 642,333.60 .02% May 16, 2016Merrill Lynch & Co., Inc., 6.875%, 04/25/2018 505,000.00 584,169.86 .02% Apr 25, 2018Metlife Inc 150,000.00 195,661.50 .01% Jun 15, 2034Metlife Inc 4.368% 150,000.00 161,904.15 .01% Sep 15, 2023Metlife Inc 4.75% Due 02-08-2021 Reg 165,000.00 183,097.37 .01% Feb 8, 2021Metlife Inc Sr Component Deb Ser C 200,000.00 198,828.80 .01% Dec 15, 2022Metlife, Inc., 5.7%, 06/15/2035 700,000.00 847,592.90 .03% Jun 15, 2035Metlife, Inc., 6.4%, 12/15/2036 150,000.00 168,562.50 .01% Dec 15, 2036Metropolitan Govt Nashville & Davidson 100,000.00 131,181.00 .00% Jul 1, 2043Metropolitan Transn Auth N Y Dedicated 75,000.00 112,487.25 .00% Nov 15, 2039Metropolitan Transn Auth N Y Rev 6.687% 100,000.00 135,549.00 .01% Nov 15, 2040Metropolitan Transn Auth N Y Rev 6.814% 60,000.00 82,319.40 .00% Nov 15, 2040Metropolitan Wtr Dist Southn Calif 100,000.00 119,261.00 .00% Jul 1, 2040Mexican Utd Sts, 6.05%, 01/11/2040 820,000.00 990,150.00 .04% Jan 11, 2040Mexico Government Int'L Bond, 6.75%, 9/27/2034 750,000.00 968,625.00 .04% Sep 27, 2034Mfrs & Traders Tr Co Bk Nt Program 1.4% 250,000.00 250,364.75 .01% Jul 25, 2017Microsoft Corp 125,000.00 123,880.63 .00% Nov 15, 2017Microsoft Corp 0.0% Due 05-01-2018 Reg 100,000.00 98,512.70 .00% May 1, 2018Microsoft Corp 3.625% Due 320,000.00 338,017.60 .01% Dec 15, 2023Microsoft Corp 4.2% Due 06-01-2019 Reg 250,000.00 275,541.50 .01% Jun 1, 2019Microsoft Corp 4.5% Due 10-01-2040 700,000.00 745,511.20 .03% Oct 1, 2040Microsoft Corp 5.3% Due 02-08-2041 Reg 190,000.00 224,377.65 .01% Feb 8, 2041Microsoft Corp., 5.2%, 06/01/2039 200,000.00 230,449.40 .01% Jun 1, 2039Mid-America Apts L P 3.75% Due 100,000.00 99,837.50 .00% Jun 15, 2024Midamerican Energy Co., 5.3%, 03/15/2018 500,000.00 559,620.00 .02% Mar 15, 2018Midamerican Energy Holdings, 6.125%, 04/01/36 600,000.00 753,119.40 .03% Apr 1, 2036Midamerican Energy, 3.5%, 10/15/2024 100,000.00 102,580.30 .00% Oct 15, 2024Midamerican Energy, 4.4%, 10/15/2044 150,000.00 158,239.35 .01% Oct 15, 2044Midamerican Energy, 4.8%, 09/15/2043 100,000.00 111,586.50 .00% Sep 15, 2043Midamerican Energy, 6.5%, 09/15/2037 200,000.00 263,257.00 .01% Sep 15, 2037
NTAC:Missing_x000D_
Midamerican Funding Llc, 6.927%, 3/1/2029 50,000.00 65,321.55 .00% Mar 1, 2029Mississippi Pwr Co 4.25% Due 03-15-2042 355,000.00 345,983.71 .01% Mar 15, 2042Mississippi St Telecom 11/01/2034 100,000.00 115,489.00 .00% Nov 1, 2034Molson Coors Brewing Co 2.0% Due 60,000.00 60,916.74 .00% May 1, 2017Molson Coors Brewing Co 5.0% Due 100,000.00 103,807.40 .00% May 1, 2042Mondelez International Inc. 6.875%, 02/01/2038 100,000.00 130,707.30 .00% Feb 1, 2038Mondelez International Inc., 7.0%, 08/11/2037 100,000.00 130,415.30 .00% Aug 11, 2037Mondelez Intl 6.5%, 11/1/2031 150,000.00 190,743.90 .01% Nov 1, 2031Mondelez Intl 6.875%, 01/26/2039 100,000.00 129,854.20 .00% Jan 26, 2039Mondelez Intl Inc 2.25% Due 02-01-2019 250,000.00 249,508.00 .01% Feb 1, 2019Mondelez Intl Inc 6.5% Due 02-09-2040 Reg 500,000.00 636,553.50 .02% Feb 9, 2040Monsanto Co 256,000.00 310,644.22 .01% Apr 15, 2038Monsanto Co 2.75% Due 04-15-2016 Beo 50,000.00 51,378.90 .00% Apr 15, 2016Monsanto Co New 2.2% Due 07-15-2022 Reg 65,000.00 60,808.74 .00% Jul 15, 2022Monsanto Co New 4.2% Due 55,000.00 56,160.67 .00% Jul 15, 2034Monsanto Co., 5.125%, 04/15/2018 240,000.00 266,715.60 .01% Apr 15, 2018Monsanto Co., 5.5%, 8/15/2025 50,000.00 59,506.85 .00% Aug 15, 2025Moody'S Corporation 4.875% Bnds Due 250,000.00 272,264.00 .01% Feb 15, 2024Morgan Stanley 700,000.00 708,963.50 .03% Feb 25, 2023Morgan Stanley 0.0% Due 04-29-2016 Reg 150,000.00 155,907.90 .01% Apr 29, 2016Morgan Stanley 0.0% Due 07-24-2042 Reg 200,000.00 199,635.40 .01% May 15, 2046Morgan Stanley 0.0% Due 07-24-2042 Reg 175,000.00 173,478.55 .01% Feb 15, 2046Morgan Stanley 0.0% Due 07-24-2042 Reg 300,000.00 386,268.30 .01% Jul 24, 2042Morgan Stanley 1.75% Due 02-25-2016 135,000.00 136,212.17 .01% Feb 25, 2016Morgan Stanley 3.7% Due 10-23-2024 Beo 500,000.00 498,965.00 .02% Oct 23, 2024Morgan Stanley 3.875% Due 04-29-2024 Reg 1,410,000.00 1,428,458.31 .05% Apr 29, 2024Morgan Stanley 4.1% Due 05-22-2023 Reg 300,000.00 302,799.90 .01% May 22, 2023Morgan Stanley 4.875% Due 11-01-2022 Reg 450,000.00 479,233.35 .02% Nov 1, 2022Morgan Stanley 5.5% Due 07-28-2021 Reg 565,000.00 644,200.57 .02% Jul 28, 2021Morgan Stanley 5.625% 09-21-2019 Reg 475,000.00 538,067.65 .02% Sep 23, 2019Morgan Stanley Bk Amer Merrill Lynch Tr 100,000.00 104,597.10 .00% Feb 15, 2047Morgan Stanley Bk Amer Merrill Lynch Tr 200,000.00 213,148.20 .01% Feb 15, 2047Morgan Stanley Bk Amer Merrill Lynch Tr 500,000.00 521,078.00 .02% Oct 15, 2047Morgan Stanley Bk Amer Merrill Lynch Tr 200,000.00 198,349.80 .01% Nov 15, 2045Morgan Stanley Cap I Tr 2012-C4 Coml Mtg 150,000.00 153,403.05 .01% Mar 15, 2045Morgan Stanley For Equity Issues See 750,000.00 755,124.75 .03% Jan 24, 2019
NTAC:Missing_x000D_
Morgan Stanley, 5.45%, 01/09/2017 325,000.00 352,664.33 .01% Jan 9, 2017Morgan Stanley, 5.95%, 12/28/2017 175,000.00 196,670.95 .01% Dec 28, 2017Morgan Stanley, 6.25%, 08/02/2026 100,000.00 119,896.80 .00% Aug 9, 2026Morgan Stanley, 6.25%, 08/28/17 350,000.00 391,732.95 .01% Aug 28, 2017Morgan Stanley, 6.625%, 04/01/2018 1,435,000.00 1,643,298.86 .06% Apr 1, 2018Morgan Stanley, 7.3%, 05/13/2019 645,000.00 769,941.02 .03% May 13, 2019Mosaic Co New 4.875% Due 100,000.00 101,120.70 .00% Nov 15, 2041Mosaic Co New 5.45% Due 11-15-2033 Reg 30,000.00 33,492.39 .00% Nov 15, 2033Motorola Solutions Inc 0.0% Due 100,000.00 97,316.00 .00% Mar 1, 2023Motorola Solutions Inc 3.75% Due 325,000.00 323,522.55 .01% May 15, 2022Municipal Elec Auth Ga 6.637% Due 70,000.00 88,933.60 .00% Apr 1, 2057Municipal Elec Auth Ga 6.655% Due 100,000.00 125,650.00 .00% Apr 1, 2057Municipal Elec Auth Ga 7.055% Due 300,000.00 350,076.00 .01% Apr 1, 2057Murphy Oil Corp 4.0% Due 06-01-2022 Reg 100,000.00 98,457.20 .00% Jun 1, 2022Murphy Oil Corp 7.05% Due 05-01-2029 Beo 300,000.00 354,986.10 .01% May 1, 2029Mylan Inc 1.80% 6/24/16 95,000.00 96,190.73 .00% Jun 24, 2016Mylan Inc 5.4% Due 11-29-2043 Beo 85,000.00 91,694.43 .00% Nov 29, 2043Mylan Inc Formerly Mylan Labs Inc To 55,000.00 55,128.26 .00% Nov 29, 2016N 08-04-30 Connecticut St 5.85% 03-15-2032 Beo 300,000.00 367,239.00 .01% Mar 15, 2032N 09-08-26 Texas St 5.517% 04-01-2039 Be 200,000.00 252,934.00 .01% Apr 1, 2039Nabors Inds Inc 300,000.00 316,482.60 .01% Sep 15, 2021Nabors Industries Inc 2.35% 09/15/2016 35,000.00 35,530.60 .00% Sep 15, 2016Nabors Industries Inc 5.0% Due 250,000.00 272,351.50 .01% Sep 15, 2020National Australia Bk 1.3% 7/25/2016 250,000.00 252,239.25 .01% Jul 25, 2016National Australia Bk Limited Acting 250,000.00 258,912.25 .01% Mar 9, 2017National Australia Bk Limited Acting 250,000.00 250,825.25 .01% Jan 20, 2016National Bk Cda Medium Term Nts Book 250,000.00 248,733.00 .01% Nov 7, 2017National Fuel Gas Co N J 3.75% Due 250,000.00 250,168.75 .01% Mar 1, 2023National Fuel Gas Co N J 4.9% Due 150,000.00 161,988.60 .01% Dec 1, 2021National Retail Pptys Inc 3.3% Due 100,000.00 97,546.30 .00% Apr 15, 2023National Rural Utility Nruc 8 03/01/32 50,000.00 72,737.95 .00% Mar 1, 2032National Rural Utils Coop Fin Corp 0.0% 250,000.00 253,709.00 .01% Nov 1, 2015National Rural Utils Coop Fin Corp 2.15% 165,000.00 165,473.39 .01% Feb 1, 2019National Rural Utils Coop Fin Corp 3.05% 35,000.00 35,525.56 .00% Feb 15, 2022Natl Rural Utils Coll Tr 300,000.00 331,219.80 .01% Apr 10, 2017Nbcuniversal Media Llc 2.875% Due 965,000.00 994,641.91 .04% Apr 1, 2016
NTAC:Missing_x000D_
Nbcuniversal Media Llc 4.45% Due 10,000.00 10,193.02 .00% Jan 15, 2043Nbcuniversal Media Llc Sr Nt 2.875% 1,155,000.00 1,143,313.71 .04% Jan 15, 2023Netapp Inc 3.25% Due 150,000.00 147,890.40 .01% Dec 15, 2022Nevada Power Co 6.75% 1,000,000.00 1,375,660.00 .05% Jul 1, 2037Nevada Pwr Co 0.0% Due 05-15-2041 Reg 35,000.00 42,529.69 .00% May 15, 2041Nevada Pwr Co., 6.65%, 04/01/2036 100,000.00 134,703.30 .01% Apr 1, 2036New Jersey Economic Dev Auth St Pension 100,000.00 125,131.00 .00% Feb 15, 2029New Jersey St Tpk Auth Tpk Rev 7.102% 425,000.00 603,606.25 .02% Jan 1, 2041New Jersey St Tpk Auth Tpk Rev 7.414% 125,000.00 183,047.50 .01% Jan 1, 2040New Jersey St Transn Tr Fd Auth 6.104% 300,000.00 331,218.00 .01% Dec 15, 2028New Jersey St Transn Tr Fd Auth 6.561% 200,000.00 261,460.00 .01% Dec 15, 2040New York N Y 0.0% Due 12-01-2031 Reg 225,000.00 266,193.00 .01% Dec 1, 2031New York N Y 5.846% Due 06-01-2040 Beo 85,000.00 105,841.15 .00% Jun 1, 2040New York N Y City Mun Wtr Fin Auth Wtr & 200,000.00 249,018.00 .01% Jun 15, 2041New York N Y City Transitional Fin Auth 300,000.00 367,041.00 .01% Aug 1, 2036New York St Dorm Auth St Pers Income Tax 75,000.00 91,493.25 .00% Mar 15, 2039New York St Dorm Auth St Pers Income Tax 250,000.00 311,560.00 .01% Mar 15, 2040New York St Urban Dev Corp Rev 5.77% Due 100,000.00 121,199.00 .00% Mar 15, 2039Newell Rubbermaid Inc 4.7% Due 08-15-2020 Reg 200,000.00 215,735.80 .01% Aug 15, 2020Newmont Mng Corp 0.0% Due 03-15-2042 Reg 150,000.00 125,503.95 .00% Mar 15, 2042Newmont Mng Corp 3.5% Due 03-15-2022 Reg 585,000.00 543,792.60 .02% Mar 15, 2022Newmont Mng Corp Newmont Mining 5.875% 100,000.00 96,703.10 .00% Apr 1, 2035News Amer Inc 3.0% Due 09-15-2022 Beo 460,000.00 452,383.78 .02% Sep 15, 2022News Amer Inc 6.9% 15 Aug 2039 310,000.00 406,413.41 .02% Aug 15, 2039News Amer Inc 7.85% Due 03-01-2039 Reg 100,000.00 142,921.70 .01% Mar 1, 2039News Amer Inc Sr Nt 4.5% 2-15-2021 535,000.00 584,431.86 .02% Feb 15, 2021News America Inc. 6.15%, 03/01/2037 Due 70,000.00 85,476.02 .00% Mar 1, 2037Nexen Inc Nt 6.4% Due 05-15-2037 Reg 600,000.00 747,525.00 .03% May 15, 2037Nexen, Inc., 6.2%, 07/30/2019 60,000.00 69,829.74 .00% Jul 30, 2019Nexen, Inc., 7.875%, 03/15/32 75,000.00 104,029.58 .00% Mar 15, 2032Nike Inc 3.625% Due 75,000.00 72,090.00 .00% May 1, 2043Nippon Teleg & Tel Corp 1.4% Due 150,000.00 150,183.90 .01% Jul 18, 2017Nisource Fin Corp 0.0% Due 02-15-2043 100,000.00 109,124.50 .00% Feb 15, 2043Nisource Fin Corp 0.0% Due 12-01-2021 165,000.00 178,816.94 .01% Dec 1, 2021Nisource Fin Corp 4.8% Due 80,000.00 84,507.84 .00% Feb 15, 2044Nisource Fin Corp 5.95% Due 06-15-2041 100,000.00 119,525.20 .00% Jun 15, 2041
NTAC:Missing_x000D_
Nisource Fin Corp., 5.25%, 09/15/17 450,000.00 496,366.20 .02% Sep 15, 2017Nisource Finance Corp., 5.45%, 9/15/2020 200,000.00 228,184.40 .01% Sep 15, 2020Nissan Auto Lease Tr 2014-B Asset Backed 100,000.00 100,139.80 .00% Sep 15, 2017Nissan Auto Receivables 2013-A Owner Tr 100,000.00 99,912.20 .00% Jul 15, 2019Nissan Auto Receivables 2013-B Owner Tr 100,000.00 100,480.20 .00% Oct 15, 2019Nissan Auto Receivables 2013-C Owner Tr 200,000.00 199,484.60 .01% Jun 15, 2020Noble Energy Inc 4.15% Due 12-15-2021 250,000.00 266,631.75 .01% Dec 15, 2021Noble Hldg Intl Ltd 6.05%Due 03-01-2041 70,000.00 67,666.48 .00% Mar 1, 2041Nordic Invt Bk 250,000.00 250,183.25 .01% Apr 14, 2016Nordic Invt Bk, 1.875 06/14/2019 200,000.00 202,039.00 .01% Jun 14, 2019Nordic Invt Bk, 5.0%, 02/01/2017 100,000.00 109,293.40 .00% Feb 1, 2017Nordstrom Inc 4% 150,000.00 159,849.00 .01% Oct 15, 2021Nordstrom, Inc. 7.0%, 01/15/38 50,000.00 67,785.20 .00% Jan 15, 2038Nordstrom, Inc., 6.25%, 01/15/2018 325,000.00 369,923.13 .01% Jan 15, 2018Norfolk Southern Corp. 500,000.00 684,923.50 .03% Feb 15, 2031Norfolk Southn Corp 3.0% Due 03-15-2022 450,000.00 451,446.75 .02% Apr 1, 2022Norfolk Southn Corp., 3.25%, 12/1/2021 250,000.00 256,085.75 .01% Dec 1, 2021Norfolk Southn Corp., 5.9%, 06/15/2019 320,000.00 371,355.84 .01% Jun 15, 2019Norsk Hydro A S 7.15% Due 250,000.00 346,247.50 .01% Jan 15, 2029Norsk Hydro A S, 7.75%, 06/15/2023 100,000.00 134,812.70 .01% Jun 15, 2023North Tex Twy Auth Rev 6.718% Due 125,000.00 175,148.75 .01% Jan 1, 2049Northeast Ohio Regl Swr Dist Wastewtr 145,000.00 164,367.65 .01% Nov 15, 2040Northeast Utils 0.0% Due 05-01-2018 Reg. 90,000.00 88,658.19 .00% May 1, 2018Northern Sts Pwr Co Minn 0.0% Due 65,000.00 78,313.56 .00% Nov 1, 2039Northern Sts Pwr Co Minn 5.25% Due 125,000.00 139,960.75 .01% Mar 1, 2018Northern Sts Pwr Co Minn Northern St Pwr 100,000.00 132,127.70 .00% Jun 1, 2036Northrop Grumman Corp 0.0% Due 250,000.00 269,332.50 .01% Nov 15, 2040Northrop Grumman Corp 1.75% Due 125,000.00 124,468.00 .00% Jun 1, 2018Northrop Grumman Corp 4.75% 06/01/43 250,000.00 264,546.25 .01% Jun 1, 2043Northrop Grumman Corp 5.05% Due 170,000.00 189,425.39 .01% Aug 1, 2019Northwestern Univ 4.643% Due 12-01-2044 50,000.00 55,495.55 .00% Dec 1, 2044Nova Scotia Prov Cda Deb Dtd 07/30/1992 350,000.00 475,131.30 .02% Jul 30, 2022Novartis Cap Corp 2.4% Due 09-21-2022 40,000.00 39,069.64 .00% Sep 21, 2022Novartis Cap Corp 3.4% Due 05-06-2024 250,000.00 256,756.75 .01% May 6, 2024Novartis Cap Corp 4.4% Due 04-24-2020 185,000.00 205,475.43 .01% Apr 24, 2020Novartis Cap Corp 4.4% Due 05-06-2044 250,000.00 267,660.25 .01% May 6, 2044
NTAC:Missing_x000D_
Novartis Secs Invt Ltd, 5.125%, 02/10/2019 850,000.00 959,559.05 .04% Feb 10, 2019Nsc 3.95 10/1/42 Corp 150,000.00 142,788.90 .01% Oct 1, 2042Nstar Elec Co 2.375% Due 100,000.00 96,852.20 .00% Oct 15, 2022Nucor Corp 4.0% Due 08-01-2023 Reg 250,000.00 260,229.75 .01% Aug 1, 2023Nucor Corp 5.2% Due 08-01-2043 Reg 125,000.00 133,071.38 .00% Aug 1, 2043Nucor Corp 5.85% Due 200,000.00 227,082.40 .01% Jun 1, 2018Nucor Corp. 6.40%, 12/01/2037 150,000.00 183,005.85 .01% Dec 1, 2037Ny N Y City Mun Wtr Fin Auth Wtr & Swr 250,000.00 315,230.00 .01% Jun 15, 2042Occidental Pete Corp 1.5% Due 02-15-2018 50,000.00 49,769.10 .00% Feb 15, 2018Occidental Petroleum Corp 100,000.00 100,597.30 .00% Feb 15, 2022Occidental Petroleum Corp 4.1% Due 750,000.00 809,001.00 .03% Feb 1, 2021Oekb Oest. Kontrollbank 1.625% 03/12/2019 300,000.00 299,534.70 .01% Mar 12, 2019Oekb Oest. Kontrollbank 2.375% 10/01/2021 1,000,000.00 1,009,221.00 .04% Oct 1, 2021Oesterreichische Kontrollbank, 5.0%, 04/25/2017 100,000.00 110,014.00 .00% Apr 25, 2017Oglethorpe Pwr Corp 4.2% Due 12-01-2042 50,000.00 49,104.45 .00% Dec 1, 2042Oglethorpe Pwr Corp 4.55% Due 06-01-2044 260,000.00 263,368.30 .01% Jun 1, 2044Oglethorpe Pwr Corp Ga 5.375% Due 150,000.00 173,139.75 .01% Nov 1, 2040Ohio Pwr Co., 6.6%, 02/15/2033 100,000.00 130,094.20 .00% Feb 15, 2033Ohio St Univ Gen Rcpts 4.91% Due 190,000.00 218,524.70 .01% Jun 1, 2040Ohio St Univ Gen Rcpts Taxable-Ser A 200,000.00 207,956.00 .01% Jun 1, 2111Ohio St Wtr Dev Auth Wtr Pollutn Ctl Rev 90,000.00 99,675.00 .00% Dec 1, 2034Oklahoma Gas Electric Co 4.55% 03/15/2044 65,000.00 69,611.62 .00% Mar 15, 2044Omnicom Group Inc 3.625% Due 05-01-2022 496,000.00 508,276.99 .02% May 1, 2022Omnicom Group Inc 6.25% Due 07-15-2019 300,000.00 350,996.70 .01% Jul 15, 2019Oncor Elec Delivery Co Llc 4.1% Due 250,000.00 268,852.00 .01% Jun 1, 2022Oncor Elec Delivery Co., 7.25%, 1/15/2033 200,000.00 283,743.00 .01% Jan 15, 2033Oncor Elec Delivery Co., Llc, 7.5%, 09/01/2038 145,000.00 214,761.39 .01% Sep 1, 2038Oncor Electric D Txu, 6.8%, 09/01/2018 225,000.00 265,192.43 .01% Sep 1, 2018Oneok Partners L P 0.0% Due 02-01-2016 135,000.00 138,618.95 .01% Feb 1, 2016Oneok Partners L P 2.0% Due 10-01-2017 75,000.00 75,531.75 .00% Oct 1, 2017Oneok Partners L P 3.20% Due 09-15-2018 85,000.00 87,941.34 .00% Sep 15, 2018Oneok Partners L P 6.2% Due 09/15/43 100,000.00 115,840.50 .00% Sep 15, 2043Oneok Partners L P Gtd Sr Nt, 6.15%, 10/01/2016 200,000.00 217,976.20 .01% Oct 1, 2016Ont Prov Cda 5.450 20160427 350,000.00 375,209.10 .01% Apr 27, 2016Ontario Prov Cda 200,000.00 210,492.80 .01% Jan 19, 2016Ontario Prov Cda 4.4% Due 04-14-2020 Reg 500,000.00 557,760.00 .02% Apr 14, 2020
NTAC:Missing_x000D_
Ontario Prov Cda Bd 1.1% Due 10-25-2017 625,000.00 622,221.25 .02% Oct 25, 2017Ontario Prov Cda Bd 2.45% Due 06-29-2022 500,000.00 493,255.00 .02% Jun 29, 2022Ontario Prov Cda Bd Dtd 05/10/2011 2.3% 1,000,000.00 1,025,748.00 .04% May 10, 2016Ontario Prov Cda Nt, 4.95%, 11/28/2016 650,000.00 705,253.25 .03% Nov 28, 2016Ontario Prov Cda Usd Bd 1.65% Due 250,000.00 246,389.25 .01% Sep 27, 2019Ontario Province 4.0 10/07/2019 835,000.00 913,687.90 .03% Oct 7, 2019Oracle Corp 2.25% Due 10-08-2019 Reg 500,000.00 501,073.50 .02% Oct 8, 2019Oracle Corp 2.5% Due 535,000.00 516,582.09 .02% Oct 15, 2022Oracle Corp 2.8% Due 07-08-2021 Reg 50,000.00 50,174.25 .00% Jul 8, 2021Oracle Corp Nt 5.75% Due 04-15-2018 Beo 295,000.00 334,871.32 .01% Apr 15, 2018Oracle Corp., 5.0%, 07/01/2019 530,000.00 596,358.65 .02% Jul 8, 2019Oracle Corp., 6.125%, 07/01/2093 100,000.00 125,618.60 .00% Jul 8, 2039Oracle Corp., 6.5%, 04/15/2038 550,000.00 721,686.90 .03% Apr 15, 2038Oregon St Dept Transn Hwy User Tax Rev 200,000.00 248,294.00 .01% Nov 15, 2034Owens Corning New 4.2% Due 190,000.00 191,267.30 .01% Dec 15, 2022Paccar Finl Corp Medium Term Sr Nts Book 130,000.00 130,280.93 .00% Nov 16, 2015Paccar Finl Corp Medium Term Sr Nts Book 65,000.00 65,620.23 .00% Aug 16, 2016Paccar Finl Corp Medium Term Sr Nts Book 70,000.00 70,239.26 .00% Feb 8, 2016Paccar Finl Corp Medium Term Sr Nts Book 90,000.00 91,017.27 .00% Mar 15, 2017Paccar Finl Corp Medium Term Sr Nts Book 100,000.00 100,649.80 .00% Sep 15, 2019Pacific Gas & Elec Co 0.0% Due 50,000.00 46,325.50 .00% Aug 15, 2042Pacific Gas & Elec Co 2.45% 100,000.00 95,804.50 .00% Aug 15, 2022Pacific Gas & Elec Co 4.25% Due 150,000.00 164,065.95 .01% May 15, 2021Pacific Gas & Elec Co 4.6% Due 125,000.00 131,336.38 .00% Jun 15, 2043Pacific Gas & Elec Co 5.4% Due 160,000.00 187,167.20 .01% Jan 15, 2040Pacific Gas & Elec Co Pacific Gas Elec 100,000.00 121,537.20 .00% Mar 1, 2037Pacific Gas & Elec Co., 3.25%, 9/15/2021 45,000.00 46,000.22 .00% Sep 15, 2021Pacific Gas & Elec Co., 5.625%, 11/30/2017 660,000.00 740,306.82 .03% Nov 30, 2017Pacific Gas & Elec Co., 6.05%, 03/01/34 550,000.00 686,184.40 .03% Mar 1, 2034Pacificorp 1st Mtg Bd, 6.0%, 01/05/2039 60,000.00 77,544.54 .00% Jan 15, 2039Pacificorp 2.95% Due 02-01-2022 Reg 100,000.00 102,094.90 .00% Feb 1, 2022Pacificorp 5.25% Due 50,000.00 58,712.10 .00% Jun 15, 2035Pacificorp 6.1% Due 08-01-2036 Reg 200,000.00 260,235.60 .01% Aug 1, 2036Pacificorp, 6.25%, 10/15/37 275,000.00 362,348.25 .01% Oct 15, 2037Packaging Corp Amer 3.65% Due 09-15-2024 250,000.00 246,019.75 .01% Sep 15, 2024Packaging Corp Amer 4.5% Due 11-01-2023 100,000.00 106,161.20 .00% Nov 1, 2023
NTAC:Missing_x000D_
Panama Rep 4.0% Due 09-22-2024 Reg 575,000.00 587,937.50 .02% Sep 22, 2024Panama Rep Amortizing Global Bd 6.7% Due 550,000.00 691,625.00 .03% Jan 26, 2036Panhandle Eastn Pipe Line Co., 6.2%, 11/01/2017 100,000.00 112,941.00 .00% Nov 1, 2017Peco Energy Co 4.8% Due 10-15-2043 Beo 100,000.00 113,075.60 .00% Oct 15, 2043Peco Energy Co., 5.35%, 03/01/2018 25,000.00 27,995.10 .00% Mar 1, 2018Pemex Proj Fdg Master Tr Gtd Bd 6.625% 200,000.00 236,000.00 .01% Jun 15, 2035Pepsico Inc .7% Due 150,000.00 150,282.45 .01% Feb 26, 2016Pepsico Inc 2.25% Due 01-07-2019 Reg 500,000.00 507,273.50 .02% Jan 7, 2019Pepsico Inc 2.5% Due 05-10-2016 Reg 200,000.00 205,548.80 .01% May 10, 2016Pepsico Inc 2.75% Due 03-01-2022 Reg 385,000.00 381,706.33 .01% Mar 5, 2022Pepsico Inc 3.0% Due 08-25-2021 Reg 770,000.00 787,408.93 .03% Aug 25, 2021Pepsico Inc 3.6% Due 08-13-2042 Reg 50,000.00 44,913.85 .00% Aug 13, 2042Pepsico Inc 4.0% Due 03-01-2042 Reg 50,000.00 48,063.00 .00% Mar 5, 2042Pepsico Inc 4.25% Due 70,000.00 69,699.63 .00% Oct 22, 2044Pepsico Inc 4.5% Due 01-15-2020 Reg 300,000.00 333,864.00 .01% Jan 15, 2020Pepsico Inc Sr Nt 4.875% Due 11-01-2040 265,000.00 290,003.02 .01% Nov 1, 2040Pepsico, 6.0%, 06/01/2018 650,000.00 723,108.10 .03% Jun 1, 2018Peru Rep 5.625% Due 11-18-2050 Reg 350,000.00 395,303.30 .01% Nov 18, 2050Peru Rep Bd, 6.55%, 03/14/2037 500,000.00 638,750.00 .02% Mar 14, 2037Peru Rep Bd, 7.35%, 07/21/2025 250,000.00 330,625.00 .01% Jul 21, 2025Peru Rep Global Bd, 8.375%, 05/03/2016 350,000.00 387,625.00 .01% May 3, 2016Petrobras Global Fin 2.0 100,000.00 99,676.00 .00% May 20, 2016Petrobras Intl Fin Co 0.0% Due 3,190,000.00 3,266,113.40 .12% Jan 27, 2021Petrobras Intl Fin Co 5.75% Due 665,000.00 701,993.95 .03% Jan 20, 2020Petrobras Intl Fin Co 6.875% Due 565,000.00 592,475.95 .02% Jan 20, 2040Petrobras Intl Fin Co 7.875% Due 980,000.00 1,123,795.40 .04% Mar 15, 2019Petro-Cda Sr Nt, 5.95%, 05/15/2035 100,000.00 119,439.20 .00% May 15, 2035Petro-Cda Sr Nt, 6.05%, 05/15/2018 50,000.00 57,105.25 .00% May 15, 2018Petro-Cda Sr Nt, 6.8%, 05/15/2038 180,000.00 241,610.40 .01% May 15, 2038Petroleos Mexicanos 6.5% Due 06-02-2041 190,000.00 222,300.00 .01% Jun 2, 2041Petroleos Mexicanos Medium Term Nts Book 1,810,000.00 2,001,045.50 .07% Jan 21, 2021Petroleos Mexicanos Medium Term Nts Book 550,000.00 624,085.00 .02% Mar 5, 2020Petroleos Mexicanos Medium Term Nts Book 75,000.00 72,592.50 .00% Jan 30, 2023Petroleos Mexicanos Medium Term Nts Book 85,000.00 87,975.00 .00% Jul 18, 2018Petroleos Mexicanos Medium Term Nts Book 2,000,000.00 2,132,000.00 .08% Jan 24, 2022Pfizer Inc 0.0% Due 05-15-2024 Reg 150,000.00 152,076.90 .01% May 15, 2024
NTAC:Missing_x000D_
Pfizer, Inc., 6.2%, 03/15/2019 1,000,000.00 1,168,224.00 .04% Mar 15, 2019Pfizer, Inc., 7.2%, 03/15/2039 700,000.00 984,413.50 .04% Mar 15, 2039Pharmacia Corp., Deb, 6.6%, 12-01-2028 125,000.00 164,484.13 .01% Dec 1, 2028Philip Morris Inc 4.125 03/04/43 100,000.00 97,457.50 .00% Mar 4, 2043Philip Morris Intl 3.875% 21/08/2042 150,000.00 140,162.70 .01% Aug 21, 2042Philip Morris Intl Inc 0.0% Due 500,000.00 505,859.00 .02% Mar 20, 2017Philip Morris Intl Inc 0.0% Due 250,000.00 271,971.25 .01% May 17, 2021Philip Morris Intl Inc 0.0% Due 300,000.00 302,379.30 .01% Nov 15, 2021Philip Morris Intl Inc 0.0% Due 100,000.00 96,962.70 .00% Mar 6, 2023Philip Morris Intl Inc 2.5% Due 100,000.00 102,781.50 .00% May 16, 2016Philip Morris Intl Inc 4.5% Due 250,000.00 276,950.25 .01% Mar 26, 2020Philip Morris Intl Inc 4.875% Due 100,000.00 108,512.30 .00% Nov 15, 2043Philip Morris Intl, Inc., 5.65%, 05/16/2018 625,000.00 707,440.63 .03% May 16, 2018Philip Morris Intl, Inc., 6.375%, 05/16/2038 280,000.00 358,580.32 .01% May 16, 2038Philippines Rep Global Bd 5.0% Due 500,000.00 573,750.00 .02% Jan 13, 2037Philippines Rep Global Bd 5.5% Due 200,000.00 233,500.00 .01% Mar 30, 2026Philippines Rep Global Bd 6.375% Due 500,000.00 656,250.00 .02% Oct 23, 2034Philippines Rep Global Bd Dtd 03/16/2000 500,000.00 791,250.00 .03% Mar 16, 2025Philippines(Republic Of) Global Bd 7.75% 500,000.00 710,000.00 .03% Jan 14, 2031Phillips 66 2.95% Due 05-01-2017 Beo 150,000.00 155,766.75 .01% May 1, 2017Phillips Pete 6.65 100,000.00 117,043.50 .00% Jul 15, 2018Phoenix Ariz 5.269% Due 07-01-2034 Beo 100,000.00 118,162.00 .00% Jul 1, 2034Piedmont Oper Partnership Lp 0.0% Due 100,000.00 102,409.30 .00% Mar 15, 2024Pioneer Nat Res Co 3.95% Due 07-15-2022 85,000.00 85,682.38 .00% Jul 15, 2022Pioneer Nat Res Co 6.875% Due 100,000.00 114,643.20 .00% May 1, 2018Pioneer Nat Res Co 7.2% Due 01-15-2028 100,000.00 127,676.90 .00% Jan 15, 2028Pioneer Natural Resource 150,000.00 166,192.35 .01% Mar 15, 2017Pitney Bowes Inc 4.625% Due 150,000.00 153,132.15 .01% Mar 15, 2024Plains All Amer Pipeline 3.85% 10/15/2023 250,000.00 254,542.00 .01% Oct 15, 2023Plains All Amer Pipeline 4.30% 01/31/43 100,000.00 95,271.20 .00% Jan 31, 2043Plains All American Pipeline, 6.125%, 01/15/2017 200,000.00 220,639.80 .01% Jan 15, 2017Plains All Amern Pipeline L P / Paa Fin 150,000.00 160,862.55 .01% Jun 1, 2042Plains All Amern Pipeline L P / Paa Fin 290,000.00 324,340.93 .01% Feb 1, 2021Pnc Bank Na, 4.875%, 9/21/2017 100,000.00 109,222.40 .00% Sep 21, 2017Pnc Bk N A Pittsburgh Pa 2.95% Due 250,000.00 242,848.00 .01% Jan 30, 2023Pnc Bk N A Pittsburgh Pa Medium Term Sub 250,000.00 257,616.50 .01% Jul 25, 2023
NTAC:Missing_x000D_
Pnc Bk N A Pittsburgh Pa Tranche # Tr 750,000.00 720,415.50 .03% Nov 1, 2022Pnc Fdg Corp 2.7% Due 09-19-2016 Reg 60,000.00 61,809.00 .00% Sep 19, 2016Pnc Fdg Corp 3.3% Due 03-08-2022 Reg 150,000.00 152,471.40 .01% Mar 8, 2022Pnc Fdg Corp 4.375% Due 08-11-2020 Reg 500,000.00 547,826.50 .02% Aug 11, 2020Pnc Fdg Corp 6.7% Due 06-10-2019 Reg 600,000.00 715,437.00 .03% Jun 10, 2019Pnc Financial Services 100,000.00 98,057.70 .00% Nov 9, 2022Poland Rep 3.0% Due 03-17-2023 Reg 1,000,000.00 990,750.00 .04% Mar 17, 2023Poland Rep Global Bd 6.375% Due 400,000.00 474,580.00 .02% Jul 15, 2019Port Auth N Y & N J 4.926% Due 250,000.00 275,247.50 .01% Oct 1, 2051Port Auth N Y & N J 5.647% Due 350,000.00 423,374.00 .02% Nov 1, 2040Port Auth N Y & N J 5.647% Due 200,000.00 242,778.00 .01% Nov 1, 2040Potash Corp Sask Inc 5.625% Due 250,000.00 298,946.00 .01% Dec 1, 2040Potash Corp., 5.875%, 12/01/36 50,000.00 60,662.65 .00% Dec 1, 2036Potash Corp., Inc., 6.5%, 05/15/2019 635,000.00 747,898.56 .03% May 15, 2019Potomac Electric Power 3.60%, 03/15/2024 150,000.00 155,555.70 .01% Mar 15, 2024Ppg Inds Inc 0.0% Due 01-15-2016 Reg 50,000.00 50,678.90 .00% Jan 15, 2016Ppg Inds Inc 2.7% Due 08-15-2022 Reg 60,000.00 58,351.38 .00% Aug 15, 2022Ppg Inds, Inc., 6.65%, 03/15/2018 220,000.00 253,485.54 .01% Mar 15, 2018Ppg Inds, Inc., 7.7%, 03/15/2038 200,000.00 287,059.60 .01% Mar 15, 2038Ppl Cap Fdg Inc 3.5% Due 35,000.00 35,368.20 .00% Dec 1, 2022Ppl Cap Fdg Inc 4.2% Due 06-15-2022 Reg 50,000.00 52,902.15 .00% Jun 15, 2022Ppl Cap Fdg Inc 5.0% Due 03-15-2044 Reg 100,000.00 107,747.70 .00% Mar 15, 2044Ppl Elec Utils Corp 0.0% Due 06-15-2044 100,000.00 101,796.40 .00% Jun 15, 2044Ppl Elec Utils Corp 2.5% Due 50,000.00 49,055.70 .00% Sep 1, 2022Ppl Elec Utils Corp 3.0% Due 250,000.00 255,425.00 .01% Sep 15, 2021Ppl Elec Utils Corp 5.2% Due 07-15-2041 35,000.00 41,461.53 .00% Jul 15, 2041Ppl Elec Utils Corp., 6.25%, 05/15/2039 275,000.00 366,236.48 .01% May 15, 2039Praxair Inc 0.0% Due 02-15-2022 Reg 250,000.00 245,079.75 .01% Feb 15, 2022Praxair Inc 1.05% Due 11-07-2017 Reg 85,000.00 84,441.72 .00% Nov 7, 2017Praxair Inc 1.25% 11-07-2018 Reg 150,000.00 147,061.80 .01% Nov 7, 2018Praxair Inc 2.2% Due 150,000.00 143,137.95 .01% Aug 15, 2022Praxair Inc 3.55% Due 125,000.00 115,170.50 .00% Nov 7, 2042Praxair Inc 4.05% Due 03-01-2021 Reg 100,000.00 108,659.80 .00% Mar 15, 2021Praxair Inc 4.5% Due 08-15-2019 Beo 400,000.00 442,097.20 .02% Aug 15, 2019Precision Castparts Corp 1.25% Due 210,000.00 208,306.35 .01% Jan 15, 2018Precision Castparts Corp 3.9% Due 100,000.00 98,472.90 .00% Jan 15, 2043
NTAC:Missing_x000D_
Pride Intl Inc Del 6.875% Due 1,000,000.00 1,168,908.00 .04% Aug 15, 2020Primerica Inc 4.75% Due 07-16-2022 Reg 100,000.00 108,856.50 .00% Jul 15, 2022Principal Financial Group 1.85% Due 65,000.00 65,279.83 .00% Nov 15, 2017Principal Finl Group Inc 4.625% Due 40,000.00 41,366.84 .00% Sep 15, 2042Prinicpal Finl. Grp 6.05% 60,000.00 73,308.78 .00% Oct 15, 2036Private Expt Fdg Corp 1.45% Due 2,000,000.00 1,944,574.00 .07% Aug 15, 2019Procter & Gamble Co 0.0% Due 11-01-2019 100,000.00 99,439.90 .00% Nov 1, 2019Procter & Gamble Co 1.45% Due 08-15-2016 50,000.00 50,701.05 .00% Aug 15, 2016Procter & Gamble Co 2.3% Due 02-06-2022 215,000.00 212,795.61 .01% Feb 6, 2022Procter & Gamble Co 3.1% Due 08-15-2023 250,000.00 254,039.25 .01% Aug 15, 2023Procter & Gamble Co., 4.7%, 02/15/2019 200,000.00 223,784.20 .01% Feb 15, 2019Procter & Gamble Co., 4.85%, 12/15/2015 1,208,000.00 1,265,035.72 .05% Dec 15, 2015Procter & Gamble Co., 5.55%, 3/5/2037 50,000.00 62,391.05 .00% Mar 5, 2037Procter & Gamble Co., 5.8%, 08/15/34 100,000.00 128,927.00 .00% Aug 15, 2034Progress Energy Inc 3.15% Due 04-01-2022 1,160,000.00 1,169,157.04 .04% Apr 1, 2022Progress Energy Inc. 50,000.00 71,255.30 .00% Mar 1, 2031Progressive Corp Oh 3.75% Due 08-23-2021 330,000.00 350,963.58 .01% Aug 23, 2021Prologis L P 6.875% Due 37,000.00 43,638.13 .00% Mar 15, 2020Protective Life Corp 7.375% Due 300,000.00 365,456.10 .01% Oct 15, 2019Protective Life Corp 8.45% Due 425,000.00 629,414.38 .02% Oct 15, 2039Province Of Quebec 875,000.00 866,218.50 .03% Feb 13, 2023Province Of Quebec Canada, 7.5%, 09/15/2029 375,000.00 544,420.88 .02% Sep 15, 2029Provincee Of Ontario 1.2 2/14/18 250,000.00 248,305.50 .01% Feb 14, 2018Prudential Financial Inc 2.3% Bds Due 140,000.00 141,475.04 .01% Aug 15, 2018Prudential Financial Inc 3.5% Bds Due 150,000.00 150,604.35 .01% May 15, 2024Prudential Financial, Inc., 5.75%, 7/15/2033 50,000.00 59,028.80 .00% Jul 15, 2033Prudential Finl Fixed 2.35% Due 200,000.00 199,919.40 .01% Aug 15, 2019Prudential Finl Inc 5.625% Due 200,000.00 207,500.00 .01% Jun 15, 2043Prudential Finl Inc Dtd 06-21-2010 175,000.00 198,515.28 .01% Jun 21, 2020Prudential Finl Inc Jr Sub Nt Fixed/Fltg 50,000.00 59,812.50 .00% Jun 15, 2038Prudential Finl Inc Medium Term Nts Book 270,000.00 293,597.73 .01% Nov 15, 2020Prudential Finl, Inc. 6.625%, 12/01/2037 200,000.00 256,850.80 .01% Dec 1, 2037Pseg Power Llc 2.45% 11/15/2018 35,000.00 35,364.28 .00% Nov 15, 2018Pseg Power Llc, 5.50%, 12/1/2015 175,000.00 183,568.88 .01% Dec 1, 2015Pseg Pwr Llc 2.75% Due 09-15-2016 Reg 35,000.00 36,057.28 .00% Sep 15, 2016Pub Svc Elec Gas Co Secd 3.95% 50,000.00 49,581.55 .00% May 1, 2042
NTAC:Missing_x000D_
Pub Svc Elec Gas Tranche # 3.65% 09/01/42 30,000.00 28,461.21 .00% Sep 1, 2042Public Service Co Of Colorado 2.25% Due 100,000.00 96,142.20 .00% Sep 15, 2022Public Service Co Of Colorado 3.2% Due 1,000,000.00 1,047,667.00 .04% Nov 15, 2020Public Service Of Colorado 150,000.00 145,571.70 .01% Mar 15, 2023Public Svc Co Okla 4.4% Due 02-01-2021 50,000.00 55,060.10 .00% Feb 1, 2021Public Svc Co Okla Sr Nt Ser G 6.625% 125,000.00 164,125.75 .01% Nov 15, 2037Public Svc Elec Gas Co Secd Medium Term 250,000.00 303,973.75 .01% Nov 1, 2039Public Svc Elec Gas Co Secd Medium Term 165,000.00 168,691.71 .01% Sep 15, 2018Public Svc Elec Gas Co., 5.3%, 05/01/2018 575,000.00 645,067.78 .02% May 1, 2018Puget Sound Energy Inc 5.638% Sr Nt Due 80,000.00 99,740.72 .00% Apr 15, 2041Puget Sound Energy Inc 5.795% Due 250,000.00 315,932.50 .01% Mar 15, 2040Puget Sound Energy Inc., 5.483%, 06/01/35 25,000.00 29,966.03 .00% Jun 1, 2035Puget Sound Energy, Inc. 6.274%, 03/15/2037 75,000.00 99,372.53 .00% Mar 15, 2037Pvtpl Actavis Fdg Scs Nt 144a 4.85% Due 250,000.00 235,745.00 .01% Jun 15, 2044Pvtpl Amer Water Works, 6.593%, 10/15/2037 125,000.00 167,418.13 .01% Oct 15, 2037Pvtpl Amgen, Inc., Sr Nt 144, 6.375%, 06/01/2037 100,000.00 121,868.10 .00% Jun 1, 2037Pvtpl Amgen, Inc., Sr Nt 144a, 5.85%, 06/01/2017 305,000.00 338,854.09 .01% Jun 1, 2017Pvtpl At&T Inc 144a 5.35% Due 09-01-2040 500,000.00 533,836.50 .02% Sep 1, 2040Pvtpl Cardinal Health, Inc., 5.8%, 10/15/2016 100,000.00 108,975.50 .00% Oct 15, 2016Pvtpl Covidien Intl Fin, 6.0%, 10/15/2017 800,000.00 903,963.20 .03% Oct 15, 2017Pvtpl Covidien Intl, 6.55%, 10/15/2037 25,000.00 32,777.95 .00% Oct 15, 2037Pvtpl Delhaize Group Sa 5.7% Due 400,000.00 426,756.80 .02% Oct 1, 2040Pvtpl Enbridge Energy, 7.5%, 04/15/2038 50,000.00 65,390.00 .00% Apr 15, 2038Pvtpl Hospitality Pptys 500,000.00 542,034.00 .02% Mar 15, 2017Pvtpl Hsbc Fin Corp Sr Sub Nt 6.676% Due 500,000.00 589,241.50 .02% Jan 15, 2021Pvtpl Illinois Tool Wks Inc Nt 3.375% 250,000.00 261,922.50 .01% Sep 15, 2021Pvtpl Kraft Foods Group Inc Nt 144a 3.5% 1,130,000.00 1,156,487.20 .04% Jun 6, 2022Pvtpl Mead Johnson Nutrition Co Nt 144a 250,000.00 274,914.25 .01% Nov 1, 2019Pvtpl Nabors Industries Inc 5.1% 9/15/2023 130,000.00 139,108.58 .01% Sep 15, 2023Pvtpl Nbc Unvl Inc Sr Nt 144a 6.4% Due 115,000.00 148,029.15 .01% Apr 30, 2040Pvtpl News Amer Inc., 6.65%, 11/15/2037 550,000.00 710,910.20 .03% Nov 15, 2037Pvtpl News Amer, Inc., 6.4%, 12/15/35 55,000.00 70,106.74 .00% Dec 15, 2035Pvtpl News Amer, Inc., 6.9%, 03/01/2019 30,000.00 35,674.74 .00% Mar 1, 2019Pvtpl Pemex Proj Fdg Master, 5.75%, 03/01/18 190,000.00 210,007.00 .01% Mar 1, 2018Pvtpl Pennsylvania Elec Co., 6.05%, 09/01/2017 300,000.00 335,073.00 .01% Sep 1, 2017Pvtpl Plains All Amern Pipeline L P / 300,000.00 344,962.20 .01% May 1, 2018
NTAC:Missing_x000D_
Pvtpl Ppentair Fin S A Gtd Sr 1.35% 155,000.00 155,502.05 .01% Dec 1, 2015Pvtpl Tyco Electronics Group S, 7.125%, 10/01/37 50,000.00 66,463.10 .00% Oct 1, 2037Pvtpl Tyco Electronics, 6.55%, 10/01/2017 50,000.00 56,916.55 .00% Oct 1, 2017Pvtpl Unitedhealth Group Inc., 6.625%, 11/15/2037 430,000.00 571,362.50 .02% Nov 15, 2037Pvtpl Viacom Inc Sr Deb 1 600,000.00 754,461.60 .03% Apr 30, 2036Pvtpl Zoetis Inc Sr Nt 144a 3.25% Due 500,000.00 495,345.50 .02% Feb 1, 2023Quebec Prov Cda Bd 5.125% Due 11-14-2016 250,000.00 272,050.25 .01% Nov 14, 2016Quebec Prov Cda Deb Dtd 02/09/1994 100,000.00 132,145.00 .00% Feb 9, 2024Quebec Province, 2.75%, 08/25/2021 100,000.00 101,682.40 .00% Aug 25, 2021Quebec Province, 2.875% 10/16/2024 250,000.00 248,707.50 .01% Oct 16, 2024Quebec Province, 4.625%, 05/14/2018 350,000.00 388,405.15 .01% May 14, 2018Quebec Province, 7.5%, 07/15/2023 300,000.00 403,419.00 .02% Jul 15, 2023
Quest Diagnostic Inc Sr Nt 5.45 % Due 11-01-2015 R 250,000.00 260,855.75 .01% Nov 1, 2015Quest Diagnostics Inc 4.75% Due 340,000.00 369,103.32 .01% Jan 30, 2020Quest Diagnostics Inc 5.75% Due 185,000.00 203,892.94 .01% Jan 30, 2040Quest Diagnostics, Inc., 6.40%, 07/01/2017 100,000.00 112,757.40 .00% Jul 1, 2017Qvc Inc 4.45% 02/15/2025 415,000.00 404,289.27 .02% Feb 15, 2025Rabobank Nederland 250,000.00 254,125.75 .01% Nov 9, 2022Rabobank Nederland 4.5% Due 01-11-2021 1,000,000.00 1,103,643.00 .04% Jan 11, 2021Rabobank Nederland 5.75% 12/01/2043 250,000.00 290,910.25 .01% Dec 1, 2043Rabobank Nederland Nts 1.7% Due 125,000.00 125,331.88 .00% Mar 19, 2018Rabobank Nederland Utrec 3.875% 08 Feb 750,000.00 789,991.50 .03% Feb 8, 2022Raytheon Co 0.0% Due 12-15-2041 Reg 100,000.00 110,625.40 .00% Dec 15, 2041Raytheon Co 4.4% Due 02-15-2020 Reg 510,000.00 561,550.29 .02% Feb 15, 2020Raytheon Company 2.5% Due 150,000.00 145,160.70 .01% Dec 15, 2022Realty Income Corp 2.0% Due 250,000.00 251,128.50 .01% Jan 31, 2018Realty Income Corp 3.25% Due 265,000.00 260,257.03 .01% Oct 15, 2022Realty Income Corp 4.65% Due 185,000.00 198,329.25 .01% Aug 1, 2023Regency Ctrs L P Gtd Nt 5.875%, 06/15/17 25,000.00 27,651.88 .00% Jun 15, 2017Reinsurance Group Amer Inc 6.45% Due 500,000.00 587,059.50 .02% Nov 15, 2019Republic Of Chile 200,000.00 180,700.00 .01% Oct 30, 2042Republic Of Italy, 5.375%, 06/12/17 1,675,000.00 1,834,518.63 .07% Jun 12, 2017Republic Of Poland 4.0 1/22/2024 150,000.00 157,621.95 .01% Jan 22, 2024Republic Svcs Inc 3.55% Due 100,000.00 102,539.20 .00% Jun 1, 2022Republic Svcs Inc 3.8% Due 05-01-2015 165,000.00 175,423.22 .01% May 15, 2018
NTAC:Missing_x000D_
Republic Svcs Inc 5.0% Due 03-01-2020 400,000.00 445,697.60 .02% Mar 1, 2020Republic Svcs Inc 5.25% Due 11-15-2021 500,000.00 564,722.00 .02% Nov 15, 2021Republic Svcs Inc 5.5% Due 09-15-2019 220,000.00 250,474.18 .01% Sep 15, 2019Republica Orient Uruguay 400,000.00 349,200.00 .01% Nov 20, 2045Republica Oriental Del Uruguay Bd 7.625% 250,000.00 340,625.00 .01% Mar 21, 2036Reynolds American Inc 3.25% Bnds 01 Nov 175,000.00 170,899.58 .01% Nov 1, 2022Reynolds Amern Inc 4.75% Due 11-01-2042 205,000.00 197,907.21 .01% Nov 1, 2042Reynolds Amern Inc 6.15% Due 09-15-2043 65,000.00 75,791.95 .00% Sep 15, 2043Rio Tinto Fin Usa 4.125% 08/21/2042 300,000.00 281,315.40 .01% Aug 21, 2042Rio Tinto Fin Usa Ltd 2.25% Due 150,000.00 153,345.90 .01% Sep 20, 2016Rio Tinto Fin Usa Ltd 2.5% Due 155,000.00 158,871.75 .01% May 20, 2016Rio Tinto Fin Usa Ltd 3.75% Due 500,000.00 520,918.00 .02% Sep 20, 2021Rio Tinto Fin Usa Ltd 9.0% Due 575,000.00 742,151.35 .03% May 1, 2019Rio Tinto Fin Usa Plc 1.625% Due 85,000.00 85,374.09 .00% Aug 21, 2017Rio Tinto Fin Usa Plc 2.0% Due 150,000.00 152,104.50 .01% Mar 22, 2017Rio Tinto Fin Usa Plc 2.875% 08-21-2022 175,000.00 170,863.53 .01% Aug 21, 2022Rio Tinto Fin Usa Plc 4.75% Due 150,000.00 155,851.35 .01% Mar 22, 2042Rio Tinto Finance Usa Plc 1.375% 06/17/2016 180,000.00 181,353.42 .01% Jun 17, 2016Rio Tinto Financial, 6.5%, 07/15/2018 675,000.00 783,450.90 .03% Jul 15, 2018Rock-Tenn Co 3.5% Due 03-01-2020 Reg 150,000.00 153,298.95 .01% Mar 1, 2020Rockwell Automation Inc 6.25% Due 150,000.00 194,344.35 .01% Dec 1, 2037Rogers Comm 3/15/2023 80,000.00 76,951.52 .00% Mar 15, 2023Rogers Communications Inc 5.0% Due 75,000.00 78,186.30 .00% Mar 15, 2044Rogers Communications Inc 5.45% Due 100,000.00 110,762.10 .00% Oct 1, 2043Rogers Communications, Inc., 6.8%, 08/15/2018 700,000.00 818,340.60 .03% Aug 15, 2018Rohm & Haas Co., 6.0%, 09/15/17 72,000.00 80,516.45 .00% Sep 15, 2017Roper Inds Inc 2.05% Due 10-01-2018 120,000.00 119,379.72 .00% Oct 1, 2018Roper Inds Inc New 1.85% Due 11-15-2017 160,000.00 161,148.48 .01% Nov 15, 2017Rowan Cos Inc 5.0% Due 09-01-2017 Reg 200,000.00 215,359.20 .01% Sep 1, 2017Rowan Cos Inc 5.4% Due 75,000.00 69,975.68 .00% Dec 1, 2042Rowan Cos Inc 5.85% Due 135,000.00 135,727.92 .01% Jan 15, 2044Royal Bank Canada 1.125% 7/22/2016 275,000.00 276,704.45 .01% Jul 22, 2016Royal Bk Cda .625% Due 12-04-2015 Reg 240,000.00 240,309.12 .01% Dec 4, 2015Royal Bk Cda 1.2% Due 09-19-2017 Reg 400,000.00 398,387.20 .01% Sep 19, 2017Royal Bk Cda 2.0% Due 10-01-2018 Reg 320,000.00 323,764.16 .01% Oct 1, 2018Royal Bk Cda Global Medium Term Sr Bk 100,000.00 99,939.60 .00% Jun 16, 2017
NTAC:Missing_x000D_
Royal Bk Cda Global Medium Term Sr Bk 500,000.00 500,093.00 .02% Oct 13, 2017Royal Bk Cda Global Medium Term Sr Bk 200,000.00 206,331.80 .01% Apr 19, 2016Royal Bk Cda Global Medium Term Sr Bk 150,000.00 150,262.50 .01% Mar 8, 2016Royal Bk Cda Global Medium Term Sr Bk 350,000.00 355,293.05 .01% Jul 27, 2018Royal Bk Cda Global Medium Term Sr Bk 250,000.00 256,627.50 .01% Jul 20, 2016Royal Bk Cda Global Medium Term Sr Bk 100,000.00 100,975.50 .00% Sep 9, 2016Royal Bk Cda Global Medium Term Sr Bk 180,000.00 184,120.56 .01% Dec 15, 2015Royal Bk Cda Global Medium Term Sr Bk 275,000.00 279,360.95 .01% Sep 23, 2019Royal Bk Scotland Group Plc 6.4% Due 200,000.00 234,054.60 .01% Oct 21, 2019Royal Bk Scotland Plc 4.375% Due 175,000.00 182,675.68 .01% Mar 16, 2016Rutgers St Univ N J 5.665% Due 145,000.00 176,028.55 .01% May 1, 2040Ryder Sys Inc 3.6% Due 03-1-2016 85,000.00 88,108.79 .00% Mar 1, 2016Ryder Sys Inc Medium Term Nts Book Entry 135,000.00 135,750.33 .01% Jun 1, 2019Ryder Sys Inc Medium Term Nts Book Entry 45,000.00 47,317.68 .00% Jun 1, 2017Ryder System Inc 3/1/18 2.5% 100,000.00 102,100.00 .00% Mar 1, 2018Ryder System Inc Mtn 2.5% Due 03-01-2017 65,000.00 66,608.82 .00% Mar 1, 2017Sacramento Cnty Cal District 20,000.00 19,824.30 .00% Oct 1, 2017Saic Inc 5.95% Due 12-01-2040/06-01-2040 200,000.00 202,082.40 .01% Dec 1, 2040Salt River Proj Ariz Agric Impt & Pwr Dist 4.839 110,000.00 125,142.60 .00% Jan 1, 2041San Antonio Tex Elec & Gas Rev 5.985% 200,000.00 260,284.00 .01% Feb 1, 2039San Diego Cnty Calif Wtr Auth Fing Agy 100,000.00 132,000.00 .00% May 1, 2049San Diego Gas & Elec Co 0.0% Due 150,000.00 162,863.85 .01% Aug 15, 2040San Diego Gas & Elec Co 3.0% Due 65,000.00 66,496.50 .00% Aug 15, 2021San Diego Gas & Elec Co 3.6% Due 200,000.00 210,505.60 .01% Sep 1, 2023San Diego Gas & Elec Co 3.95% Due 100,000.00 100,268.70 .00% Nov 15, 2041San Diego Gas & Elec Co 4.3% Due 150,000.00 157,690.95 .01% Apr 1, 2042San Diego Gas & Elec Co., 6.125%, 09/15/2037 50,000.00 65,277.75 .00% Sep 15, 2037San Francisco Calif City & Cnty Pub 300,000.00 376,569.00 .01% Nov 1, 2040San Francisco Calif City & Cnty Pub 75,000.00 109,245.00 .00% Nov 1, 2050Sanofi S A 1.25% Due 04-10-2018 Reg 40,000.00 39,691.00 .00% Apr 10, 2018Sanofi-Aventis Formerly 500,000.00 541,786.00 .02% Mar 29, 2021Sanofi-Aventis Formerly 250,000.00 257,028.00 .01% Mar 29, 2016Santander Drive Auto Receivables Tr 100,000.00 100,308.50 .00% May 15, 2019Santander Drive Auto Receivables Tr 50,000.00 50,437.70 .00% Nov 16, 2020Santander Drive Auto Receivables Tr 50,000.00 50,337.55 .00% Nov 16, 2020Santander Drive Auto Receivables Tr 100,000.00 100,234.20 .00% Sep 17, 2018
NTAC:Missing_x000D_
Santander Drive Auto Receivables Tr 75,000.00 75,182.48 .00% Feb 18, 2020Santander Drive Auto Receivables Tr 100,000.00 100,571.00 .00% Nov 15, 2019Santander Drive Auto Receivables Tr 150,000.00 150,099.90 .01% May 15, 2019Santander Drive Auto Receivables Tr 100,000.00 99,994.20 .00% Aug 17, 2020Santander Drive Auto Receivables Tr 50,000.00 49,983.35 .00% Aug 17, 2020Santander Drive Auto Receivables Tr Ser 100,000.00 100,494.80 .00% Feb 15, 2019Santander Hldgs Usa Inc .000462% Due 30,000.00 31,556.13 .00% Apr 19, 2016Saskatchewan Prov Cda 8.50% Bd Due 200,000.00 278,744.40 .01% Jul 15, 2022Scana Corp New 0.0% Due 02-01-2022 Reg 135,000.00 140,524.47 .01% Feb 1, 2022Scana Corp New 4.75% Due 05-15-2021 Reg 75,000.00 81,339.30 .00% May 15, 2021Schering Plough Corp., 6.0%, 09/15/17 350,000.00 396,433.80 .01% Sep 15, 2017Schwab Charles Corp New 0.0% Due 35,000.00 35,387.52 .00% Jul 25, 2018Schwab Charles Corp New 4.45% Due 250,000.00 277,083.25 .01% Jul 22, 2020Scripps Networks Interactive Inc 2.7% 100,000.00 103,358.90 .00% Dec 15, 2016Seagate Hdd Cayman 4.75% Due 06-01-2023 432,000.00 445,836.96 .02% Jun 1, 2023Sempra Energy 2.3% Due 04-01-2017 Reg 80,000.00 82,021.52 .00% Apr 1, 2017Sempra Energy 2.875% Due 60,000.00 58,852.56 .00% Oct 1, 2022Sempra Energy 6.0% Due 10-15-2039 Beo 250,000.00 311,502.00 .01% Oct 15, 2039Sempra Energy, 6.15%, 06/15/2018 400,000.00 457,865.20 .02% Jun 15, 2018Senior Housing Propertie 3.25% 75,000.00 75,598.28 .00% May 1, 2019Senior Hsg Pptys Tr 6.75% Due 125,000.00 143,072.63 .01% Dec 15, 2021Shell International Fin 4.55% Due 250,000.00 268,427.00 .01% Aug 12, 2043Shell Intl Fin .625% S/A Due 12/04/15 200,000.00 200,236.20 .01% Dec 4, 2015Shell Intl Fin 2.25 01/06/23 560,000.00 533,291.36 .02% Jan 6, 2023Shell Intl Fin B V 0.0% Due 09-22-2019 925,000.00 1,020,332.35 .04% Sep 22, 2019Shell Intl Fin B V 1.125% Due 08-21-2017 65,000.00 64,984.73 .00% Aug 21, 2017Shell Intl Fin B V Gtd Nt, 6.375%, 12/15/2038 660,000.00 873,809.64 .03% Dec 15, 2038Sierra Pac Pwr Co Gen & Ref Mtg Nt Ser M 250,000.00 269,440.25 .01% May 15, 2016Sierra Pac Pwr Co Gen & Ref Mtg Nt Ser T 160,000.00 164,222.56 .01% Aug 15, 2023Simon Ppty Group L P 2.15% Due 225,000.00 230,312.48 .01% Sep 15, 2017Simon Ppty Group L P 2.75% Due 100,000.00 97,256.90 .00% Feb 1, 2023Societe Generale Medium Term Nts Book 250,000.00 254,052.75 .01% Oct 1, 2018Societe Generale Medium Term Nts Book 250,000.00 257,304.25 .01% Oct 12, 2017Sonoco Prods Co 4.375% Due 11-01-2021 Reg 25,000.00 26,574.08 .00% Nov 1, 2021Sonoco Prods Co 5.75% Due 11-01-2040 Reg 150,000.00 175,355.40 .01% Nov 1, 2040South Africa Rep 6.875% Due 05-27-2019 275,000.00 315,906.25 .01% May 27, 2019
NTAC:Missing_x000D_
South Africa Rep Nt 5.375% Due 500,000.00 517,500.00 .02% Jul 24, 2044South Carolina Elec & Gas Co 1st Mtg Bd 116,000.00 131,622.18 .00% Nov 1, 2018South Carolina Elec & Gas Co., 4.35%, 02/01/2042 115,000.00 118,716.92 .00% Feb 1, 2042South Carolina Elec & Gas Co., 6.05%, 01/15/2038 265,000.00 337,635.71 .01% Jan 15, 2038Southern Calif Edison Co 1st & Ref Mtg 50,000.00 64,833.85 .00% Mar 15, 2039Southern Calif Edison Co 3.9% Due 150,000.00 148,205.55 .01% Mar 15, 2043Southern Calif Edison Co 5.5% Due 150,000.00 183,984.75 .01% Mar 15, 2040Southern Calif Edison Co, 5.55%, 01/15/37 275,000.00 337,742.35 .01% Jan 15, 2037Southern Calif Edison Co., 5.95%, 02/01/2038 100,000.00 128,243.50 .00% Feb 1, 2038Southern Calif Edison Co., 6.0%, 01/15/2034 100,000.00 128,018.80 .00% Jan 15, 2034Southern Calif Edison, Co., 5.5%, 08/15/2018 100,000.00 113,521.00 .00% Aug 15, 2018Southern Calif Gas Co 3.75% Due 75,000.00 72,225.68 .00% Sep 15, 2042Southern California Edison Co 3.875% Due 150,000.00 162,996.30 .01% Jun 1, 2021Southern California Edison Co., 6.65%, 4/1/2029 300,000.00 390,266.40 .01% Apr 1, 2029Southern California Gas Co., 5.75%, 11/15/2035 150,000.00 190,560.75 .01% Nov 15, 2035Southern Co 1.95% Due 09-01-2016 Reg 200,000.00 203,438.60 .01% Sep 1, 2016Southern Co 2.45% Due 09-01-2018 Reg 35,000.00 35,807.28 .00% Sep 1, 2018Southern Copper Corp Del 6.75% Due 90,000.00 99,472.50 .00% Apr 16, 2040Southern Copper Corp., 7.5%, 07/27/2035 300,000.00 355,044.00 .01% Jul 27, 2035Southern Pwr Co 5.25% Due 07-15-2043 Reg 60,000.00 67,098.06 .00% Jul 15, 2043Southern Un Co., 8.25, 11/15/2029 25,000.00 32,422.25 .00% Nov 15, 2029Southwest Airlines 367,018.03 421,520.21 .02% Aug 1, 2022Southwestern Elec Pwr Co 3.55% Due 150,000.00 155,553.00 .01% Feb 15, 2022Southwestern Elec Pwr Co 6.2% Due 200,000.00 256,469.80 .01% Mar 15, 2040Southwestern Elec Pwr Co., 5.875%, 03/01/2018 400,000.00 449,999.60 .02% Mar 1, 2018Southwestern Energy Co 4.1% Due 100,000.00 101,650.10 .00% Mar 15, 2022Southwestern Pub Svc, 6.0%. 10/01/36 100,000.00 123,628.50 .00% Oct 1, 2036Spectra Energy 7.5 9/15/2038 50,000.00 64,303.65 .00% Sep 15, 2038Spectra Energy Cap Llc 3.3% Due 200,000.00 191,089.20 .01% Mar 15, 2023Spectra Energy Cap, Llc, 6.2%, 04/01/2018 350,000.00 395,462.20 .01% Apr 15, 2018Spectra Energy Partners 55,000.00 56,826.39 .00% Sep 25, 2018Spectra Energy Partners Lp 5.95% Due 100,000.00 120,180.40 .00% Sep 25, 2043St Jude Med Inc 2.5% Due 01-15-2016 Reg 150,000.00 153,087.15 .01% Jan 15, 2016St Jude Med Inc 3.25% Due 04-15-2023 Reg 140,000.00 139,384.56 .01% Apr 15, 2023St Jude Med Inc 4.75% Due 04-15-2043 Reg 150,000.00 155,672.10 .01% Apr 15, 2043St Paul Travelers Cos. Inc., 5.5%, 12/01/2015 150,000.00 157,851.00 .01% Dec 1, 2015
NTAC:Missing_x000D_
Stadral Natl Mtg Assn Gtd Mtg Pool 1,653,142.65 1,765,786.14 .07% Feb 1, 2041Stanford Leland Jr Univ Board Trustees 200,000.00 223,878.40 .01% May 1, 2019Stanley Black & Decker Inc 0.0% Due 265,000.00 274,822.49 .01% Dec 1, 2021Stanley Black & Decker Inc 2.9% Due 65,000.00 63,995.95 .00% Nov 1, 2022Staples Inc 2.75% Due 125,000.00 126,868.88 .00% Jan 12, 2018Starbucks Corp 3.85% 200,000.00 210,381.60 .01% Oct 1, 2023Starwood Hotels & Resorts Worldwide Inc 200,000.00 230,808.40 .01% May 15, 2018Starwood Hotels & Resorts Worldwide Inc 150,000.00 145,143.45 .01% Feb 15, 2023State Of Illinois, 5.1%, 6/1/2033 705,000.00 694,128.90 .03% Jun 1, 2033State Pub Sch Bldg Auth Pa Rev 5.0% Due 200,000.00 220,698.00 .01% Sep 15, 2027State Str Corp 3.1% Due 05-15-2023 Reg 225,000.00 217,847.70 .01% May 15, 2023State Str Corp 3.7% Due 11-20-2023 Reg 300,000.00 310,978.20 .01% Nov 20, 2023State Treas Rep Poland 0.0% Due 150,000.00 169,312.50 .01% Apr 21, 2021Statoil Asa 4.25% Due 11-23-2041 Beo 350,000.00 350,528.15 .01% Nov 23, 2041Statoil Asa Formerly Statoil Asa 200,000.00 197,407.00 .01% May 15, 2018Statoil Asa Formerly Statoil Asa 125,000.00 128,110.50 .00% Jan 23, 2022Statoil Asa Formerly Statoil Asa 100,000.00 101,854.10 .00% Nov 23, 2016Statoil Asa Formerly Statoil Asa 550,000.00 578,218.30 .02% Aug 17, 2017Statoilhydro Asa Formerly Statoil Asa 850,000.00 966,189.05 .04% Apr 15, 2019Stryker Corp 2.0% Due 09-30-2016 Reg 125,000.00 127,718.50 .00% Sep 30, 2016Stryker Corp 4.1% Due 50,000.00 48,284.15 .00% Apr 1, 2043Stryker Corp 4.375% Due 05-15-2044 Reg 200,000.00 202,956.00 .01% May 15, 2044Sumitomo Mitsui Banking 210,000.00 208,183.92 .01% Jan 18, 2023Sumitomo Mitsui Banking Corp 2.5% Bds 250,000.00 254,541.75 .01% Jul 19, 2018Sumitomo Mitsui Bkg Corp 2.25% Due 285,000.00 283,041.77 .01% Jul 11, 2019Sumitomo Mitsui Sumibk 1.8 07/17 250,000.00 253,084.50 .01% Jul 18, 2017Suncor Energy, 7.15%, 02/01/2032 200,000.00 269,578.60 .01% Feb 1, 2032Suncor Energy, Inc., 5.95%, 12/01/2034 50,000.00 60,784.20 .00% Dec 1, 2034Suncor Energy, Inc., 6.1%, 06-01-2018 480,000.00 550,579.68 .02% Jun 1, 2018Suncor Energy, Inc., 6.5%, 06/15/2038 285,000.00 372,306.62 .01% Jun 15, 2038Sunoco Logistics Partners Operations Lp 100,000.00 103,457.50 .00% Apr 1, 2044Sunoco Logistics Partners Operations Lp 35,000.00 35,935.97 .00% Apr 1, 2024Sunoco Logistics Partners Operations Lp 165,000.00 176,325.27 .01% Feb 15, 2022Suntrust Bank, 7.25%, 03/15/2018 125,000.00 144,553.13 .01% Mar 15, 2018Suntrust Banks Inc 25,000.00 25,158.08 .00% Nov 1, 2018Suntrust Bk Atlanta Ga Medium Term Sr Bk 350,000.00 335,850.20 .01% May 1, 2023
NTAC:Missing_x000D_
Suntrust Bks Inc 2.5% Due 200,000.00 201,512.60 .01% May 1, 2019Suntrust Bks Inc 3.6% Due 04-15-2016 Reg 100,000.00 103,931.50 .00% Apr 15, 2016Svenska Handelsbanken Ab 1.625% Due 900,000.00 898,270.20 .03% Mar 21, 2018Svenska Handelsbanken Ab 2.5% Due 250,000.00 255,804.75 .01% Jan 25, 2019Swedish Export Credit 250,000.00 254,680.00 .01% May 30, 2017Symantec Corp 2.75%Due 06-15-2017 Reg 410,000.00 416,694.48 .02% Jun 15, 2017Symantec Corp Symc 4.2 140,000.00 141,746.78 .01% Sep 15, 2020Synchrony Credit Ca 1.36% 150,000.00 149,597.10 .01% Aug 17, 2020Sysco Corp 2.6% Due 06-12-2022 Reg 95,000.00 93,067.04 .00% Jun 12, 2022Sysco Corp 4.5% Due 250,000.00 256,161.25 .01% Oct 2, 2044Sysco Corp Sr Nt 6.625% Due 03-17-2039 200,000.00 270,875.20 .01% Mar 17, 2039System Energy Res Inc .00041% Due 160,000.00 165,989.92 .01% Apr 1, 2023Talisman Energy Inc 7.25% Deb Due 400,000.00 482,718.40 .02% Oct 15, 2027Talisman Energy, Inc., 7.75%, 06/01/2019 560,000.00 663,407.92 .02% Jun 1, 2019Tampa Elec Co 2.6% Due 09-15-2022 Reg 220,000.00 215,311.36 .01% Sep 15, 2022Tampa Elec Co 4.1% Due 06-15-2042 Reg 50,000.00 50,159.30 .00% Jun 15, 2042Target Corp 2.9% Due 01-15-2022 Reg 515,000.00 517,154.76 .02% Jan 15, 2022Target Corp 3.875% Due 07-15-2020 Reg 195,000.00 209,910.29 .01% Jul 15, 2020Target Corp., 5.375%, 05/01/17 575,000.00 633,863.90 .02% May 1, 2017Target Corp., 6.5%, 10/15/2037 125,000.00 163,533.38 .01% Oct 15, 2037Target Corp., 7.0%, 01/15/2038 325,000.00 447,007.60 .02% Jan 15, 2038Teck Res Ltd 3.0% Due 03-01-2019 Reg 85,000.00 84,219.62 .00% Mar 1, 2019Teck Res Ltd 5.2% Due 125,000.00 114,284.50 .00% Mar 1, 2042Teck Resources Limited 5.4% Due 130,000.00 121,264.26 .00% Feb 1, 2043Teck Resources Limited 6.0% Due 195,000.00 191,209.01 .01% Aug 15, 2040Teck Resources Limited 6.25% Due 350,000.00 348,140.10 .01% Jul 15, 2041Teck Resources Limited Tckcn 3.85 8/17 35,000.00 36,746.64 .00% Aug 15, 2017Telefonica 5.462% Due 02-16-2021 370,000.00 415,246.93 .02% Feb 16, 2021Telefonica Emisiones S A U 4.57% Due 150,000.00 158,582.55 .01% Apr 27, 2023Telefonica Emisiones S A U 5.134% Due 910,000.00 1,007,000.54 .04% Apr 27, 2020Telefonica Emisiones Sau, 7.045%, 06/20/2036 110,000.00 141,232.85 .01% Jun 20, 2036Telefonica Europe B V U S Nt 8.25% Due 85,000.00 116,018.63 .00% Sep 15, 2030Telefonos De Mexico S A B De C V 305,000.00 347,077.80 .01% Nov 15, 2019Tennessee Valley Auth Global Pwr Bd 2009 1,650,000.00 2,037,667.50 .08% Sep 15, 2039Tennessee Valley Auth, 5.5%, 07/18/17 600,000.00 670,384.80 .03% Jul 18, 2017Teppco Partners Lp, 7.55%, 04/15/2038 200,000.00 276,168.00 .01% Apr 15, 2038
NTAC:Missing_x000D_
Teva Pharmaceut Fin Bv 2.4% Due 11-10-2016 200,000.00 205,506.80 .01% Nov 10, 2016Teva Pharmaceut Fin Bv 2.4% Due 11-10-2016 350,000.00 339,385.20 .01% Dec 18, 2022Teva Pharmaceut Fin Bv 3.65% Due 11-10-2021 35,000.00 35,739.45 .00% Nov 10, 2021Teva Pharmaceutical Fin Iv B V Sr Nt 465,000.00 474,824.06 .02% Nov 10, 2021Teva Pharmaceutical Fin Llc Gtd Sr Nt 45,000.00 54,870.66 .00% Feb 1, 2036Texas Instrs Inc 1.0% Due 05-01-2018 Reg 300,000.00 293,929.80 .01% May 1, 2018Texas Transn Commn St Hwy Fd Rev 5.178% 300,000.00 354,963.00 .01% Apr 1, 2030Textron, Inc. 5.6%, 12/01/17 125,000.00 138,486.38 .01% Dec 1, 2017The Allstate Corp., 5.55%, 5/9/2035 50,000.00 59,292.55 .00% May 9, 2035Thermo Fisher Scientific Inc 1.85% Due 115,000.00 115,077.40 .00% Jan 15, 2018Thermo Fisher Scientific Inc 2.25% Due 100,000.00 102,044.60 .00% Aug 15, 2016Thermo Fisher Scientific Inc 3.6% Due 250,000.00 258,679.25 .01% Aug 15, 2021Thermo Fisher Scientific Inc 4.15 Due 100,000.00 104,687.00 .00% Feb 1, 2024Thomson Corp Bd 5.5% Due 150,000.00 165,153.15 .01% Aug 15, 2035Thomson Reuters Corp Formerly Thomson 285,000.00 313,661.03 .01% Nov 23, 2043Time Warner Cable 200,000.00 251,662.40 .01% May 1, 2037Time Warner Cable Inc 5.0% Due 1,690,000.00 1,891,468.28 .07% Feb 1, 2020Time Warner Cable, Inc. Nt 6.75%, 07-01-2018 450,000.00 523,440.45 .02% Jul 1, 2018Time Warner Cable, Inc., 6.75%, 06/15/2039 130,000.00 168,382.37 .01% Jun 15, 2039Time Warner Cable, Inc., 7.3%, 07/01/2038 455,000.00 625,999.47 .02% Jul 1, 2038Time Warner Cable, Inc., 8.75%, 02/14/2019 300,000.00 376,823.70 .01% Feb 14, 2019
Time Warner Entertainment Co. Lp, 8.375%, 3/15/23 75,000.00 100,847.85 .00% Mar 15, 2023Time Warner Entmt Co L P Sr 8.375% Sub 215,000.00 319,524.83 .01% Jul 15, 2033Time Warner Inc New 2.1% Due 06-01-2019 75,000.00 73,906.95 .00% Jun 1, 2019Time Warner Inc New 3.4% Due 06-15-2022 50,000.00 50,467.55 .00% Jun 15, 2022Time Warner Inc New 4.875% Due 160,000.00 176,343.68 .01% Mar 15, 2020Time Warner Inc New 5.375% Due 500,000.00 537,617.00 .02% Oct 15, 2041Time Warner Inc New 6.2% Due 03-15-2040 55,000.00 65,129.57 .00% Mar 15, 2040Time Warner Inc New Nt 4.75% Due 350,000.00 384,989.85 .01% Mar 29, 2021Time Warner Inc Twx 6.1 07/15/40 200,000.00 236,797.40 .01% Jul 15, 2040Time Warner, Inc., 5.875%, 11/15/2016 400,000.00 437,728.00 .02% Nov 15, 2016Time Warner, Inc., 6.5%, 11/15/2036 850,000.00 1,046,402.70 .04% Nov 15, 2036Tjx Cos Inc 2.75% Due 06-15-2021 Beo 150,000.00 149,752.80 .01% Jun 15, 2021Tjx Cos Inc New 2.5% Due 205,000.00 197,188.27 .01% May 15, 2023Torchmark Corp 3.8% Due 09-15-2022 Reg 420,000.00 430,617.18 .02% Sep 15, 2022
NTAC:Missing_x000D_
Toronto Dominion Bk 565,000.00 582,651.17 .02% Oct 19, 2016Toronto Dominion Bk Sr 150,000.00 154,390.05 .01% Jul 14, 2016Toronto Dominion Bk Sr Medium Term Bk Nt 270,000.00 269,383.59 .01% Nov 5, 2019Toronto Dominion Bk Sr Medium Term Bk Nt 165,000.00 162,952.52 .01% Apr 30, 2018Toronto-Dominion Bank 2.625% Due 0910/18 200,000.00 204,913.40 .01% Sep 10, 2018Tosco Corp Nevada 8.125% Due 165,000.00 242,943.86 .01% Feb 15, 2030Total Cap 4.25% Due 200,000.00 218,847.60 .01% Dec 15, 2021Total Cap Intl 1.5% Due 02-17-2017 Beo 500,000.00 504,569.50 .02% Feb 17, 2017Total Cap Intl 1.55% Due 06-28-2017 Reg 125,000.00 125,831.38 .00% Jun 28, 2017Total Cap Intl 2.1% Due 06-19-2019 Reg 1,000,000.00 999,400.00 .04% Jun 19, 2019Total Capital Canada Intl 500,000.00 498,007.50 .02% Jan 15, 2018Total Capital Intl S 100,000.00 100,212.40 .00% Jan 25, 2016Total Capital Intl Sa 3.7% Due 01/15/24 125,000.00 129,536.88 .00% Jan 15, 2024Total Sys Svcs Inc 2.375% Due 06-01-2018 200,000.00 199,226.20 .01% Jun 1, 2018Toyota Auto Receivables 2014-B Owner 230,000.00 229,997.01 .01% Mar 15, 2018Toyota Mtr Cr Corp 2.0% Due 09-15-2016 165,000.00 168,602.78 .01% Sep 15, 2016Toyota Mtr Cr Corp Medium Term Nts 250,000.00 249,653.75 .01% Oct 5, 2017Toyota Mtr Cr Corp Medium Term Nts 750,000.00 766,926.00 .03% Jan 12, 2017Toyota Mtr Cr Corp Medium Term Nts Book 400,000.00 403,685.60 .02% Oct 24, 2018Toyota Mtr Cr Corp Medium Term Nts Book 100,000.00 100,116.30 .00% Jul 18, 2019Toyota Mtr Cr Corp Medium Term Nts Book 150,000.00 152,125.95 .01% May 22, 2017Toyota Mtr Cr Corp Medium Term Nts Book 500,000.00 498,857.50 .02% Jan 10, 2018Toyota Mtr Cr Corp Medium Term Nts Book 100,000.00 100,646.80 .00% Jan 17, 2019Toyota Mtr Cr Corp Medium Term Nts Book 300,000.00 307,966.50 .01% Jan 11, 2016Toyota Mtr Cred 4 1/2 06/20 300,000.00 332,436.60 .01% Jun 17, 2020Transatlantic Hldgs Inc 8.0% Due 70,000.00 98,152.39 .00% Nov 30, 2039Transcanada Pipelines Ltd 4.625% Due 100,000.00 105,032.10 .00% Mar 1, 2034Transcanada Pipelines Ltd 9.875% Due 175,000.00 242,749.33 .01% Jan 1, 2021Transcanada Pipelines Ltd Sr Nt 7.625% 715,000.00 1,000,813.39 .04% Jan 15, 2039Transcanada Pipelines Ltd, 5.85%, 03/15/36 275,000.00 323,064.78 .01% Mar 15, 2036Transcanada Pipelines Ltd, 6.2%, 10/15/37 30,000.00 36,321.57 .00% Oct 15, 2037Transcanada Pipelines, Ltd. 6.35%, 05/15/67 100,000.00 101,000.00 .00% May 15, 2067Transcanada Pipelines, Ltd., 6.5%, 08/15/2018 215,000.00 249,697.78 .01% Aug 15, 2018Transcontinental Gas Pipe Line Co Llc 130,000.00 144,825.20 .01% Aug 15, 2041Transocean Inc 3.8% Due 160,000.00 144,068.00 .01% Oct 15, 2022Transocean Inc 6.375% Due 12-15-2021 Reg 995,000.00 1,045,602.72 .04% Dec 15, 2021
NTAC:Missing_x000D_
Transocean Inc 6.375% Due 12-15-2021 Reg 100,000.00 102,417.70 .00% Oct 15, 2022Transocean, Inc. 6.8%, 03/15/2038 200,000.00 187,350.00 .01% Mar 15, 2038Travelers Cos Inc 4.6% Due 08-01-2043 75,000.00 80,295.98 .00% Aug 1, 2043Travelers Cos Inc 5.35% Due 11-01-2040 25,000.00 29,519.05 .00% Nov 1, 2040Travelers Cos, 5.8%, 05/15/2018 375,000.00 425,790.75 .02% May 15, 2018Travelers Cos, Inc., 6.25%, 06-15-2037 375,000.00 481,945.88 .02% Jun 15, 2037Trinity Acquisition Plc 6.125% Due 75,000.00 83,474.10 .00% Aug 15, 2043Trustees Of Dartmouth College 4.75% Due 170,000.00 190,239.52 .01% Jun 1, 2019Trustees Of Princeton Univ 4.95% Due 100,000.00 112,735.20 .00% Mar 1, 2019Turkey Rep 5.75% Due 300,000.00 331,290.00 .01% Mar 22, 2024Turkey Rep 6.625%Due 270,000.00 323,406.00 .01% Feb 17, 2045Turkey Rep Nt 6.0% Due 01-14-2041 1,500,000.00 1,662,300.00 .06% Jan 14, 2041Turkey Rep T-Bond 6.875% Due 03-17-2036 500,000.00 605,000.00 .02% Mar 17, 2036Turkey(Republic Of) 250,000.00 233,225.00 .01% Mar 23, 2023Turlock Corp Sr Nt 144a 2.75% Due 1,000,000.00 971,937.00 .04% Nov 2, 2022Tyco Electronics Group S A 0.0% Due 125,000.00 129,039.00 .00% Feb 3, 2022Tyson Foods Inc 2.65% Due 40,000.00 40,381.28 .00% Aug 15, 2019Tyson Foods Inc 4.5% Due 300,000.00 321,031.50 .01% Jun 15, 2022Tyson Foods Inc 4.875% 08/15/2034 100,000.00 104,785.80 .00% Aug 15, 2034U S Bancorp 4.125% Due 05-24-2021 Beo 200,000.00 217,010.20 .01% May 24, 2021U S Bancorp Medium Term Nts 1.95% 200,000.00 200,617.00 .01% Nov 15, 2018U S Bancorp Medium Term Nts- Book Entry 115,000.00 115,561.20 .00% Mar 15, 2022U S Bancorp Medium Term Nts- Book Entry 75,000.00 76,865.03 .00% Nov 15, 2016U S Bancorp Medium Term Sub Nts 2.95% 1,200,000.00 1,177,243.20 .04% Jul 15, 2022U.S. Treas Bond, 7.125%, 2/15/2023 2,000,000.00 2,755,782.00 .10% Feb 15, 2023U.S. Treas, 6%, 2/15/2026 11,750,000.00 15,864,333.00 .59% Feb 15, 2026U.S. Treasury Bonds, 4.375%, 02/15/2038 3,890,000.00 4,837,580.66 .18% Feb 15, 2038U.S. Treasury Bonds, 4.5%, 02/15/2036 475,000.00 601,839.73 .02% Feb 15, 2036U.S. Treasury Bonds, 4.5%, 05/15/2038 1,700,000.00 2,153,289.70 .08% May 15, 2038U.S. Treasury Bonds, 4.75%, 2/15/2037 6,240,000.00 8,174,400.00 .31% Feb 15, 2037U.S. Treasury Bonds, 5.0%, 05/15/37 2,235,000.00 3,026,679.47 .11% May 15, 2037U.S. Treasury Bonds, 5.375%, 2/15/2031 4,000,000.00 5,402,500.00 .20% Feb 15, 2031U.S. Treasury Bonds, 6.13%, 11/15/2027 9,000,000.00 12,537,423.00 .47% Nov 15, 2027U.S. Treasury Bonds, 6.25%, 5/15/2030 6,000,000.00 8,728,128.00 .33% May 15, 2030U.S. Treasury Bonds, 6.25%, 8/15/2023 11,550,000.00 15,278,478.60 .57% Aug 15, 2023U.S. Treasury Bonds, 7.625%, 02/15/2025 165,000.00 244,921.88 .01% Feb 15, 2025
NTAC:Missing_x000D_
U.S. Treasury Bonds, 8.00%, 11/15/2021 1,125,000.00 1,568,935.13 .06% Nov 15, 2021U.S. Treasury Bonds, 8.75%, 8/15/2020 450,000.00 622,476.45 .02% Aug 15, 2020U.S. Treasury Notes, 3.5%, 02/15/2018 6,250,000.00 6,732,425.00 .25% Feb 15, 2018U.S. Treasury Notes, 3.875%, 05/15/2018 3,300,000.00 3,606,797.70 .14% May 15, 2018U.S. Treasury Notes, 4.0%, 08/15/2018 10,290,000.00 11,331,059.88 .42% Aug 15, 2018U.S. Treasury Notes, 4.25%, 11/15/2017 2,950,000.00 3,237,625.00 .12% Nov 15, 2017U.S. Treasury Notes, 4.50%, 11/15/2015 2,000,000.00 2,089,218.00 .08% Nov 15, 2015U.S. Treasury Notes, 4.75%, 08/15/17 2,400,000.00 2,655,000.00 .10% Aug 15, 2017U.S. Treasury Notes, 4.875%, 08/31/2008 500,000.00 545,078.00 .02% Feb 15, 2017U.S. Treasury Notes, 5.125%, 05/15/2015 3,000,000.00 3,219,375.00 .12% May 15, 2016
U.S. West Communications, Inc., 6.875%, 09/15/2033 125,000.00 125,975.00 .00% Sep 15, 2033Ubs Ag Stamford Brh Medium Term Sr Dep 400,000.00 448,305.60 .02% Aug 4, 2020Ubs Ag Stamford Brh, 5.75%, 04/25/2018 125,000.00 141,057.50 .01% Apr 25, 2018Ubs Ag Stamford, 5.875%, 12/20/2017 372,000.00 419,023.03 .02% Dec 20, 2017Ubs Ag/Stamford Branch, 5.875%, 7/15/2016 450,000.00 485,369.10 .02% Jul 15, 2016Ubs Barclays Coml Mtg Tr 2013-C6 Cl A4 100,000.00 100,844.80 .00% Apr 10, 2046Ubs Citigroup Coml Mtg Tr 150,000.00 157,003.65 .01% Jan 10, 2045Ubs-Barclays Coml Mtg Tr 2012-C4 Mtg 100,000.00 98,502.70 .00% Dec 10, 2045Ubs-Barclays Coml Mtg Tr 2013-C5 Coml 100,000.00 100,372.40 .00% Mar 10, 2046Ubsscm 2012-C1 A3 175,000.00 180,161.80 .01% May 10, 2045Udr Inc Medium Term Nts Book Entry 165,000.00 178,021.14 .01% Jan 10, 2022Unilever Cap Corp 0.0% Due 02-10-2021 250,000.00 276,283.25 .01% Feb 10, 2021Unilever Capital Corp., 5.9%, 11/15/2032 125,000.00 166,045.63 .01% Nov 15, 2032Union Bk N A San Francisco Calif 2.625% 250,000.00 254,608.00 .01% Sep 26, 2018Union Elec Co 3.9% Due 50,000.00 49,076.60 .00% Sep 15, 2042Union Elec Co Ameren, 6.4%, 06/15/17 400,000.00 448,832.40 .02% Jun 15, 2017Union Pac Corp 0.0% Due 09-15-2041 Reg 100,000.00 109,889.50 .00% Sep 15, 2041Union Pac Corp 2.75 100,000.00 98,772.40 .00% Apr 15, 2023Union Pac Corp 3.646% 2/15/2024 524,000.00 548,482.85 .02% Feb 15, 2024Union Pac Corp 4.3% Due 200,000.00 205,657.80 .01% Jun 15, 2042Union Pacific Corp 250,000.00 253,144.00 .01% Feb 15, 2017Unionbancal Corp 3.5% Due 06-18-2022 Reg 150,000.00 153,733.65 .01% Jun 18, 2022United Mexican States # Tr 00021 500,000.00 573,750.00 .02% Mar 19, 2019United Mexican States 4.0 Due 10-02-2023 150,000.00 156,600.00 .01% Oct 2, 2023United Mexican Sts 5.55% 01-21-2045 500,000.00 567,500.00 .02% Jan 21, 2045
NTAC:Missing_x000D_
United Mexican Sts Medium Term Nts Book 1,360,000.00 1,519,800.00 .06% Jan 15, 2020United Mexican Sts Tranche # Tr 00026 1,000,000.00 1,015,500.00 .04% Mar 8, 2044United Mexican Sts, 5.625%, 01/15/2017 770,000.00 843,150.00 .03% Jan 15, 2017United Mexican Sts, 7.5%, 04/08/33 100,000.00 138,000.00 .01% Apr 8, 2033
United Parcel Of America, Inc., 8.375%, 04/01/2020 50,000.00 64,753.45 .00% Apr 1, 2020United Parcel Service, 6.2%, 01/15/2038 160,000.00 211,690.72 .01% Jan 15, 2038United Parcel Svc Inc 3.125% Due 155,000.00 161,248.36 .01% Jan 15, 2021United Parcel Svc Inc 3.625% Due 105,000.00 99,933.65 .00% Oct 1, 2042United Parcel Svc, Inc. 5.5%, 01/15/2018 775,000.00 867,747.35 .03% Jan 15, 2018United States Treas Bds 2,500,000.00 2,353,320.00 .09% Aug 15, 2042United States Treas Bds 7,000,000.00 8,755,467.00 .33% Nov 15, 2039United States Treas Bds % Deb 5,250,000.00 6,808,593.75 .26% Feb 15, 2040United States Treas Bds 3.375% 10,000,000.00 10,608,590.00 .40% May 15, 2044United States Treas Bds Bd 3.625% Due 4,000,000.00 4,557,500.00 .17% Aug 15, 2041United States Treas Bds Dtd 1,000,000.00 1,252,656.00 .05% May 15, 2040United States Treas Bds Dtd 00209 3.5% 6,000,000.00 6,544,686.00 .25% Feb 15, 2039United States Treas Bds Dtd 00210 4.25% 9,250,000.00 11,332,693.00 .42% May 15, 2039United States Treas Bds Dtd 00218 3.875% 5,000,000.00 5,803,515.00 .22% Aug 15, 2040United States Treas Bds Dtd 02/15/2012 2,000,000.00 2,032,812.00 .08% Feb 15, 2042United States Treas Nts .25% Due 25,000,000.00 25,019,525.00 .94% Dec 15, 2015United States Treas Nts .25% Due 10,000,000.00 10,008,590.00 .38% Jul 15, 2015United States Treas Nts .375% 50,000,000.00 50,105,450.00 1.88% Nov 15, 2015United States Treas Nts .375% Due 25,000,000.00 25,035,150.00 .94% Mar 15, 2016United States Treas Nts .625% 09-30-2017 7,000,000.00 6,938,204.00 .26% Sep 30, 2017United States Treas Nts .625% Due 10,000,000.00 10,039,840.00 .38% Jul 15, 2016United States Treas Nts .75% Due 15,000,000.00 15,033,990.00 .56% Jun 15, 2017United States Treas Nts .75% Due 20,000,000.00 20,109,380.00 .75% Jan 31, 2017United States Treas Nts .75% Due 10,000,000.00 9,906,250.00 .37% Dec 31, 2017United States Treas Nts .875% Due 10,000,000.00 10,014,840.00 .38% Jul 15, 2017United States Treas Nts .875% Due 25,000,000.00 25,238,275.00 .95% Sep 30, 2016United States Treas Nts .875% Due 30,000,000.00 30,199,230.00 1.13% Nov 30, 2016United States Treas Nts .875% Due 10,000,000.00 9,932,030.00 .37% Jan 31, 2018United States Treas Nts 1.0% Due 10,000,000.00 10,100,000.00 .38% Aug 31, 2016United States Treas Nts 1.0% Due 12,000,000.00 12,085,308.00 .45% Mar 31, 2017United States Treas Nts 1.0% Due 30,000,000.00 30,091,410.00 1.13% Sep 15, 2017
NTAC:Missing_x000D_
United States Treas Nts 1.25% 4,000,000.00 3,981,564.00 .15% Feb 28, 2019United States Treas Nts 1.25% Due 2,600,000.00 2,611,172.20 .10% Jun 30, 2018United States Treas Nts 1.375% Due 15,000,000.00 14,666,010.00 .55% May 31, 2020United States Treas Nts 1.5% Due 5,000,000.00 5,094,140.00 .19% Jul 31, 2016United States Treas Nts 1.5% Due 10,000,000.00 10,029,690.00 .38% Dec 31, 2018United States Treas Nts 1.625% Due 10,000,000.00 10,032,030.00 .38% Jun 30, 2019United States Treas Nts 1.625% Due 10,000,000.00 10,044,530.00 .38% Apr 30, 2019United States Treas Nts 1.75% Due 60,000,000.00 60,398,460.00 2.26% Sep 30, 2019United States Treas Nts 2.125% Due 1,740,000.00 1,751,555.34 .07% Jun 30, 2021United States Treas Nts 2.125% Due 5,000,000.00 5,110,940.00 .19% Dec 31, 2015United States Treas Nts 2.25% Due 5,000,000.00 5,124,220.00 .19% Feb 29, 2016United States Treas Nts 2.5% Due 10,000,000.00 10,160,940.00 .38% May 15, 2024United States Treas Nts 2.50% Due 36,000,000.00 36,227,808.00 1.36% Aug 15, 2021United States Treas Nts 2.625% 3,000,000.00 3,123,516.00 .12% Nov 15, 2020United States Treas Nts 2.75% Due 5,000,000.00 5,199,610.00 .19% Nov 15, 2023United States Treas Nts 3.50% Due 5,000,000.00 5,460,155.00 .20% May 15, 2020United States Treas Nts Dtd 00278 3.625% 5,000,000.00 5,488,280.00 .21% Feb 15, 2020United States Treas Nts Dtd 00289 3.125% 7,000,000.00 7,412,342.00 .28% Apr 30, 2017United States Treas Nts Dtd 00302 1.625% 10,000,000.00 10,119,530.00 .38% Jul 31, 2015United States Treas Nts Dtd 00306 2.625% 3,000,000.00 3,128,673.00 .12% Aug 15, 2020United States Treas Nts Dtd 00334 3.625% 12,000,000.00 13,200,000.00 .49% Feb 15, 2021United States Treas Nts Dtd 00372 1.0% 5,000,000.00 5,047,655.00 .19% Oct 31, 2016United States Treas Nts Dtd 00407 .625% 15,000,000.00 14,936,715.00 .56% May 31, 2017United States Treas Nts Dtd 00457 1.125% 4,000,000.00 3,864,376.00 .14% Apr 30, 2020United States Treas Nts Dtd 00471 1.375% 10,000,000.00 10,035,160.00 .38% Jul 31, 2018United States Treas Nts Dtd 08/31/2011 6,500,000.00 6,546,208.50 .25% Aug 31, 2018United States Treas Nts Dtd 08/31/2012 5,000,000.00 4,961,330.00 .19% Aug 31, 2017United States Treas Nts Dtd 1.5% Due 5,000,000.00 5,005,080.00 .19% Feb 28, 2019United States Treas Nts Dtd 11/16/2009 16,000,000.00 17,335,008.00 .65% Nov 15, 2019United States Treas Nts Dtd 2.75% Due 10,000,000.00 10,385,940.00 .39% Feb 15, 2024United States Treas Nts Dtd 604 2.375% 25,000,000.00 25,097,650.00 .94% Aug 15, 2024United States Treas Nts Zero Cpn .875% 2,000,000.00 1,935,156.00 .07% Jul 31, 2019United States Treas Nts Zero Cpn 1.5% 19,000,000.00 18,309,768.00 .69% Aug 15, 2022United States Treas Nts, 2.75%, 02/15/2019 18,000,000.00 18,950,616.00 .71% Feb 15, 2019United States Treas Nts, 3.375%, 06/30/2016 10,000,000.00 10,474,220.00 .39% Jun 30, 2016United States Treas Nts, 3.625%, 08/15/2019 18,000,000.00 19,684,692.00 .74% Aug 15, 2019
NTAC:Missing_x000D_
United States Treas Nts, 3.75%M 11/15/2018 2,300,000.00 2,514,187.50 .09% Nov 15, 2018United States Treas Nts, 4.625% , 11/15/2016 2,600,000.00 2,814,297.20 .11% Nov 15, 2016United States Treas Sec 4.5% Due 8,000,000.00 10,164,376.00 .38% Aug 15, 2039United Technologies Corp 1.8% Due 500,000.00 508,807.00 .02% Jun 1, 2017United Technologies Corp 4.5% Due 450,000.00 501,150.60 .02% Apr 15, 2020United Technologies Corp 4.5% Due 700,000.00 747,118.40 .03% Jun 1, 2042United Technologies Corp Deb 7.5% Due 100,000.00 144,435.30 .01% Sep 15, 2029United Technologies Corp. 5.375%, 12/15/2017 390,000.00 437,491.47 .02% Dec 15, 2017United Technologies Corp., 6.05%, 06/01/2036 100,000.00 127,230.80 .00% Jun 1, 2036United Technologies Corp., 6.125%, 07/15/2038 175,000.00 226,944.73 .01% Jul 15, 2038Unitedhealth Group Inc 210,000.00 206,650.71 .01% Mar 15, 2019Unitedhealth Group Inc 0.0% Due 125,000.00 127,506.13 .00% Nov 15, 2016Unitedhealth Group Inc 1.4% Due 85,000.00 85,457.13 .00% Oct 15, 2017Unitedhealth Group Inc 2.875% Due 800,000.00 800,251.20 .03% Mar 15, 2022Unitedhealth Group Inc 4.7% Due 300,000.00 335,711.40 .01% Feb 15, 2021Unitedhealth Group Inc United Health 250,000.00 306,012.00 .01% Mar 15, 2036Unitedhealth Group, Inc. Sr Nt 6.875%, 2-15-2038 225,000.00 308,418.98 .01% Feb 15, 2038University Calif Revs 5.946% Due 150,000.00 188,853.00 .01% May 15, 2045University Calif Revs 6.27% Due 200,000.00 224,218.00 .01% May 15, 2031University Pa Trustees 0.0% Due 100,000.00 104,487.20 .00% Sep 1, 2112University Tex Univ Revs 5.134% Due 190,000.00 225,913.80 .01% Aug 15, 2042University Tex Univ Revs Taxable-Fing 100,000.00 114,644.00 .00% Aug 15, 2046Us Bank Na/Cincinnati Oh 350,000.00 350,630.35 .01% Sep 11, 2017Us Treasury N/B .75 5,000,000.00 4,936,720.00 .19% Feb 28, 2018Us Tsy. N/B 4.50% 1,850,000.00 2,023,437.50 .08% May 15, 2017Utah St 3.539% Due 07-01-2025 Beo 95,000.00 99,251.25 .00% Jul 1, 2025Utd States Treas 1.625% Due 07-31-2019 10,000,000.00 10,024,220.00 .38% Jul 31, 2019V F Corp 3.5% Due 09-01-2021 Reg 150,000.00 158,666.25 .01% Sep 1, 2021V F Corp., 6.45%, 11/01/2037 30,000.00 39,515.01 .00% Nov 1, 2037Va Elec & Pwr Co Sr Nt 2008 Ser B 8.875 300,000.00 497,853.30 .02% Nov 15, 2038Vale Overseas Ltd 4.375% Due 01-11-2022 155,000.00 157,428.85 .01% Jan 11, 2022Vale Overseas Ltd 4.625% Due 1,830,000.00 1,930,778.10 .07% Sep 15, 2020Valero Energy Corp New 10.5% Due 325,000.00 534,615.25 .02% Mar 15, 2039Valero Energy Corp New Nt 9.375% Due 100,000.00 127,573.50 .00% Mar 15, 2019Valero Energy Corp., 7.5%, 4/15/2032 765,000.00 985,801.19 .04% Apr 15, 2032Vanderbilt Univ 5.25% Due 04-01-2019 Reg 100,000.00 113,735.20 .00% Apr 1, 2019
NTAC:Missing_x000D_
Ventas Rlty Ltd Partnership / Ventas Cap 200,000.00 213,581.80 .01% Apr 30, 2019Ventas Rlty Ltd Partnership / Ventas Cap 50,000.00 54,375.35 .00% Jun 1, 2021Ventas Rlty Ltd Partnership / Ventas Cap 340,000.00 355,744.72 .01% Mar 1, 2022Ventas Rlty Ltd Partnership 5.7% Due 100,000.00 116,273.20 .00% Sep 30, 2043Verizon Communications 590,000.00 743,757.54 .03% Sep 15, 2043Verizon Communications 6.0% Due 180,000.00 210,765.24 .01% Apr 1, 2041Verizon Communications Inc 0.0% Due 100,000.00 103,317.70 .00% Apr 1, 2016Verizon Communications Inc 3.0% Due 210,000.00 208,390.35 .01% Nov 1, 2021Verizon Communications Inc 3.5% Due 50,000.00 50,964.25 .00% Nov 1, 2021Verizon Communications Inc 4.15% Due 1,000,000.00 1,040,121.00 .04% Mar 15, 2024Verizon Communications Inc 4.4% Due 300,000.00 292,958.10 .01% Nov 1, 2034Verizon Communications Inc 4.5% Due 1,000,000.00 1,085,719.00 .04% Sep 15, 2020Verizon Communications Inc 4.6% Due 225,000.00 244,126.13 .01% Apr 1, 2021Verizon Communications Inc 5.05% Due 110,000.00 116,432.36 .00% Mar 15, 2034Verizon Communications Inc 5.15% Due 740,000.00 828,717.12 .03% Sep 15, 2023Verizon Communications Inc 6.25% Due 740,000.00 894,279.64 .03% Apr 1, 2037Verizon Communications Inc 6.4% Due 1,000,000.00 1,218,064.00 .05% Sep 15, 2033Verizon Communications Inc Nt 2.45% Due 40,000.00 37,521.92 .00% Nov 1, 2022Verizon Communications Inc, 6.4%, 02/15/2038 1,365,000.00 1,668,943.19 .06% Feb 15, 2038Verizon Communications, Inc., 6.35%, 04/01/2019 305,000.00 355,717.84 .01% Apr 1, 2019Verizon Communications, Inc., 7.35%, 04/01/2039 815,000.00 1,098,780.56 .04% Apr 1, 2039Verizon Communications, Inc., 8.95%, 03/01/2039 650,000.00 1,034,126.60 .04% Mar 1, 2039Verizon Global Fdg Corp Verizon Glbl Fdg 140,000.00 200,740.40 .01% Jun 15, 2032Verizon Global Funding Corp., 7.75%, 12/1/2030 500,000.00 683,742.00 .03% Dec 1, 2030Verizon, Inc., 7.375%, 04/01/2032 150,000.00 188,841.60 .01% Apr 1, 2032Vf Corporation 6.0% Due 10-15-2033 Sec 100,000.00 122,900.40 .00% Oct 15, 2033Viacom Inc 2.2% 04/01/2019 80,000.00 79,239.52 .00% Apr 1, 2019Viacom Inc 2.5 % Due 45,000.00 45,692.64 .00% Sep 1, 2018Viacom Inc New 0.0% Due 02-27-2042 Reg 300,000.00 285,300.60 .01% Feb 27, 2042Viacom Inc New 2.5% Due 12-15-2016 Reg 65,000.00 66,652.56 .00% Dec 15, 2016Viacom Inc New 5.625% Due 310,000.00 352,572.92 .01% Sep 15, 2019Viacom Inc New 6.125% Due 125,000.00 140,792.50 .01% Oct 5, 2017Virginia Elec & Pwr Co 0.0% Due 95,000.00 96,916.53 .00% Jan 15, 2022Virginia Elec & Pwr Co 0.0% Due 150,000.00 163,709.25 .01% Aug 15, 2043Virginia Elec & Pwr Co 4.45% Due 75,000.00 79,242.90 .00% Feb 15, 2044Virginia Elec & Pwr Co Sr Nt 2008 Ser A 425,000.00 478,258.88 .02% Apr 30, 2018
NTAC:Missing_x000D_
Virginia Electric And Power Co., 6.00%, 1/15/2036 50,000.00 63,691.85 .00% Jan 15, 2036Vodafone Airtouch Plc Formerly Vodafone 200,000.00 271,547.40 .01% Feb 15, 2030Vodafone Group Plc 1.625 Due 03-20-2017 250,000.00 251,229.75 .01% Mar 20, 2017Vodafone Group Plc New 1.25% Due 300,000.00 296,930.40 .01% Sep 26, 2017Vodafone Group Plc New 2.95 500,000.00 478,607.50 .02% Feb 19, 2023Vodafone Group Plc, 5.625%, 02/27/2017 325,000.00 355,539.60 .01% Feb 27, 2017Vodafone Group Plc, 6.15%, 02/27/2037 635,000.00 742,840.15 .03% Feb 27, 2037Volkswagen Auto Ln Enhanced Tr 2014-2 200,000.00 199,471.12 .01% Apr 22, 2019Vornado Rlty L P 0.0% Due 01-15-2022 Reg 160,000.00 175,353.76 .01% Jan 15, 2022Wa St 5.14 08-01-2040 Beo Taxable 100,000.00 119,181.00 .00% Aug 1, 2040Wachovia Bank Commercial Mortgage Trust 500,000.00 524,688.50 .02% Jan 15, 2045Wachovia Bk Natl Assn Medium Term Sub Bk 250,000.00 308,792.00 .01% Feb 1, 2037Wachovia Bk Natl, 6.6%, 01/15/2038 300,000.00 408,200.70 .02% Jan 15, 2038Wachovia Corp., 5.625%, 10/15/2016 550,000.00 597,630.55 .02% Oct 15, 2016Wachovia Corp., 5.75%, 02/01/2018 600,000.00 677,083.20 .03% Feb 1, 2018Wachovia Corp., 5.75%, 06/15/17 350,000.00 389,150.30 .01% Jun 15, 2017Walgreen Co., 5.25%, 01/15/2019 525,000.00 586,602.45 .02% Jan 15, 2019Wal-Mart Stores 3.3 Due 04-22-2024 625,000.00 638,491.88 .02% Apr 22, 2024Wal-Mart Stores 3.625 Due 07-08-2020 200,000.00 213,924.00 .01% Jul 8, 2020Wal-Mart Stores 4.875 Due 07-08-2040 90,000.00 101,462.40 .00% Jul 8, 2040Wal-Mart Stores Inc .00056% Due 155,000.00 191,228.46 .01% Apr 1, 2040Wal-Mart Stores Inc 1.125% Due 350,000.00 345,546.95 .01% Apr 11, 2018Wal-Mart Stores Inc 4.0% Due 04-11-2043 170,000.00 169,983.34 .01% Apr 11, 2043Wal-Mart Stores Inc 4.25% Due 4-15-2021 600,000.00 659,884.20 .02% Apr 15, 2021Wal-Mart Stores Inc 4.3% Due 250,000.00 260,577.75 .01% Apr 22, 2044Wal-Mart Stores Inc 4.72% Due 10-02-2043 100,000.00 111,016.70 .00% Oct 2, 2043Wal-Mart Stores Inc 5.0% Due 10-25-2040 350,000.00 403,088.35 .02% Oct 25, 2040Wal-Mart Stores Inc 5.625% Due 775,000.00 963,171.55 .04% Apr 15, 2041Wal-Mart Stores Inc Nt 6.5% Due 750,000.00 1,010,648.25 .04% Aug 15, 2037Wal-Mart Stores, Inc. 5.875%, 04/05/2027 250,000.00 317,780.75 .01% Apr 5, 2027Wal-Mart Stores, Inc., 5.25%, 09/01/35 175,000.00 206,789.10 .01% Sep 1, 2035Wal-Mart Stores, Inc., 6.2%, 04/15/2038 275,000.00 360,933.65 .01% Apr 15, 2038Washington Real Estate Invt Tr 4.95% Due 215,000.00 233,985.15 .01% Oct 1, 2020Washington St Convention Ctr Pub Facs 100,000.00 121,773.00 .00% Jul 1, 2040Waste Management 2.6% Due 09-01-2016 35,000.00 36,046.85 .00% Sep 1, 2016Waste Mgmt Inc Del 2.9% Due 09-15-2022 110,000.00 108,247.15 .00% Sep 15, 2022
NTAC:Missing_x000D_
Waste Mgmt Inc Del 6.125% Due 11-30-2039 400,000.00 502,684.00 .02% Nov 30, 2039Waste Mgmt Inc., 6.1%, 03/15/2018 250,000.00 283,731.00 .01% Mar 15, 2018Waste Mgt. 7.75% 170,000.00 246,209.64 .01% May 15, 2032Watson Pharmaceuticals Inc 3.25% Due 500,000.00 480,370.50 .02% Oct 1, 2022Watson Pharmaceuticals Inc 4.625% Due 60,000.00 54,655.26 .00% Oct 1, 2042Weatherford Intl Inc New 6.35% Due 100,000.00 111,353.10 .00% Jun 15, 2017Weatherford Intl Ltd Gtd Sr Nt 6.0% Due 725,000.00 816,782.83 .03% Mar 15, 2018Weatherford Intl Ltd, 6.5%, 08/01/2036 125,000.00 140,036.13 .01% Aug 1, 2036Weatherford Intl, Inc., 5.5%, 2/15/2016 50,000.00 52,795.65 .00% Feb 15, 2016Wellpoint Inc 2.3% Due 07-15-2018 Reg 165,000.00 166,349.04 .01% Jul 15, 2018Wellpoint Inc 2.375% Due 02-15-2017 Reg 200,000.00 204,974.40 .01% Feb 15, 2017Wellpoint Inc 3.3% Due 01-15-2023 Reg 430,000.00 425,266.56 .02% Jan 15, 2023Wellpoint Inc 3.7% Due 08-15-2021 Reg 320,000.00 333,768.96 .01% Aug 15, 2021Wellpoint Inc Nt 5.95% Due 50,000.00 59,595.65 .00% Dec 15, 2034Wellpoint Inc., 5.875%, 06/15/17 350,000.00 389,265.45 .01% Jun 15, 2017Wells Fargo & Co 250,000.00 258,276.75 .01% Dec 15, 2016Wells Fargo & Co 3.3% 09-09-2024 Reg 1,500,000.00 1,496,215.50 .06% Sep 9, 2024Wells Fargo & Co 3.5% Due 03-08-2022 Reg 1,000,000.00 1,034,040.00 .04% Mar 8, 2022Wells Fargo & Co New Medium Term Sr 125,000.00 124,589.63 .00% Nov 4, 2044Wells Fargo & Co New Medium Term Sr Nts 250,000.00 255,397.00 .01% May 8, 2017Wells Fargo & Co New Medium Term Sr Nts 500,000.00 552,277.50 .02% Apr 1, 2021Wells Fargo & Co New Medium Term Sr Nts 100,000.00 101,734.00 .00% Jan 22, 2021Wells Fargo & Co New Medium Term Sr Nts 1,000,000.00 1,000,038.00 .04% Sep 8, 2017Wells Fargo & Co New Medium Term Sr Nts 135,000.00 135,599.94 .01% Jan 15, 2019Wells Fargo & Co New Medium Term Sr Nts 200,000.00 208,600.40 .01% Aug 15, 2023Wells Fargo & Co Tranche # Sr 00129 125,000.00 124,817.63 .00% Feb 13, 2023Wells Fargo & Co., 5.125%, 9/15/2016 475,000.00 509,887.33 .02% Sep 15, 2016Wells Fargo & Co., 5.375%, 02/07/35 425,000.00 494,520.65 .02% Feb 7, 2035Wells Fargo & Co., 5.625%, 12/11/2017 445,000.00 499,334.06 .02% Dec 11, 2017
Wells Fargo Cap X Gtd Cap Secs, 5.95%, 12/15/2036 100,000.00 102,000.00 .00% Dec 15, 2036Wells Fargo Coml Mtg Tr 2012-Lc5 Coml 150,000.00 149,644.50 .01% Oct 15, 2045Westar Energy Inc 4.125% Due 03-01-2042 215,000.00 219,415.89 .01% Mar 1, 2042Westar Energy Inc 4.125% Due 04-01-2043 60,000.00 60,194.34 .00% Apr 1, 2043Westar Energy Inc 4.625% Due 09-01-2043 150,000.00 164,300.55 .01% Sep 1, 2043Western Mass Elec Co 3.5% Due 09-15-2021 85,000.00 89,676.28 .00% Sep 15, 2021
NTAC:Missing_x000D_
Western Union Co., 6.2%, 06/21/40 70,000.00 72,710.75 .00% Jun 21, 2040Western Union Co., 6.2%, 11/17/36 50,000.00 52,401.85 .00% Nov 17, 2036Western Union Comp. Nt, 5.93%, 10/01/2016 355,000.00 385,865.12 .01% Oct 1, 2016Westlake Chem Corp 3.6% Due 65,000.00 64,997.86 .00% Jul 15, 2022Westpac Banking Corp 11/19/2019 %4.875 250,000.00 281,112.50 .01% Nov 19, 2019Westpac Bkg Corp .95% Due 01-12-2016 Reg 500,000.00 503,638.50 .02% Jan 12, 2016Westpac Bkg Corp 2.0% Due 08-14-2017 Reg 300,000.00 305,592.30 .01% Aug 14, 2017Westpac Bkg Corp 2.25% Due 01-17-2019 250,000.00 253,122.50 .01% Jan 17, 2019Westpac Bkg Corp 2.25% Due 7-30-2018 Reg 250,000.00 253,952.75 .01% Jul 30, 2018Westpac Bkg Corp 3.0% Due 12-09-2015 Reg 200,000.00 205,238.20 .01% Dec 9, 2015Westvaco Corp Del Westvaco Corp 7.95 100,000.00 129,157.60 .00% Feb 15, 2031Weyerhaeuser Co 0.0% Due 09-15-2023 Reg 185,000.00 196,814.84 .01% Sep 15, 2023Wfnmt_13-B A 200,000.00 200,220.40 .01% Mar 16, 2020Wfrbs Coml Mtg Tr 2012-C6 Coml Mtg 100,000.00 99,039.00 .00% Dec 15, 2045Wfrbs Coml Mtg Tr 2012-C6 Coml Mtg 175,000.00 181,933.33 .01% Apr 15, 2045Wfrbs Coml Mtg Tr 2013-C12 Cl A-4 3.138% 100,000.00 100,851.10 .00% Mar 15, 2048Wfrbs Coml Mtg Tr 2013-C12 Coml Mtg 50,000.00 50,991.70 .00% Mar 15, 2048Wfrbs Coml Mtg Tr 2014-C22 Mtg Pass Thru 500,000.00 519,237.50 .02% Sep 15, 2057Wfrbs Coml Mtg Tr 2014-Lc14 Coml Mtg 100,000.00 106,257.70 .00% Mar 15, 2047Whirlpool Corp 4.7 % 100,000.00 108,612.90 .00% Jun 1, 2022Whirlpool Corp 4.85% Due 06-15-2021 100,000.00 110,381.40 .00% Jun 15, 2021Whirlpool Corp Medium Term Nts Book 100,000.00 101,249.60 .00% Mar 1, 2023Williams Cos Inc Deb Ser A 7.5% Due 200,000.00 228,965.80 .01% Jan 15, 2031Williams Cos, Inc. 8.75%, 03/15/2032 192,000.00 244,534.85 .01% Mar 15, 2032Williams Partners L P / Williams 100,000.00 111,894.80 .00% Feb 1, 2017Williams Partners L P 0.0% Due 310,000.00 322,622.27 .01% Nov 15, 2021Williams Partners L P 0.0% Due 460,000.00 448,277.36 .02% Aug 15, 2022Williams Partners L P 5.8% Due 200,000.00 222,373.40 .01% Nov 15, 2043Williams Partners L P 6.3% Due 130,000.00 150,037.55 .01% Apr 15, 2040Willis Group Hldgs Pub Ltd Co 5.75% Due 450,000.00 504,277.20 .02% Mar 15, 2021Wisc Elec Power, 5.7%, 12/01/2036 150,000.00 189,873.15 .01% Dec 1, 2036Wisconsin Power Light Co 4.10% 10/15/2044 100,000.00 100,247.90 .00% Oct 15, 2044Wisconsin Pub Svc Corp 4.752% Due 100,000.00 111,929.30 .00% Nov 1, 2044Wisconsin Pwr & Lt Co 0.0% Due 300,000.00 290,108.10 .01% Nov 15, 2022Wmx Technologies Inc., 7.1%, 08/01/26 125,000.00 164,601.38 .01% Aug 1, 2026World Omni Auto Receivables Tr 200,000.00 199,773.60 .01% Apr 15, 2019
NTAC:Missing_x000D_
World Omni Auto Receivables Tr 2014-A 100,000.00 99,948.40 .00% Jun 15, 2020World Omni Auto Receivables Tr 2014-B 100,000.00 99,669.50 .00% Jan 15, 2020Wpp Fin 2010 3.625% Due 09-07-2022 Reg 100,000.00 101,672.10 .00% Sep 7, 2022Wrfbs 2013-C14 A5 06/15/46 150,000.00 152,576.25 .01% Jun 15, 2046Wrfbs 2013-C16 A2 3.223% Due 07/15/46 100,000.00 104,693.30 .00% Sep 15, 2046Wrfbs 2013-C16 A5 4.415% 07/15/46 250,000.00 273,887.25 .01% Sep 15, 2046Wrfbs 2014-C24 A5 3.607% Due 11/15/47 500,000.00 514,981.00 .02% Nov 15, 2047Wyeth Nt, 5.95%, 04/01/2037 225,000.00 276,545.03 .01% Apr 1, 2037Wyeth, 5.5%, 2/15/2016 425,000.00 451,744.83 .02% Feb 15, 2016Wyndham Worldwide 2.5% Bnds Due 20,000.00 20,116.88 .00% Mar 1, 2018Wyndham Worldwide Corp 2.95% Due 185,000.00 189,509.75 .01% Mar 1, 2017Wyndham Worldwide Corp 4.25% Due 100,000.00 100,912.40 .00% Mar 1, 2022Xcel Energy Inc 4.7% Due 05-15-2020 Reg 100,000.00 111,627.80 .00% May 15, 2020Xcel Energy Inc., 6.5%, 07/01/36 100,000.00 132,485.10 .00% Jul 1, 2036Xerox Corp 3.8% Due 05-15-2024 Reg 130,000.00 127,401.04 .00% May 15, 2024Xerox Corp 5.625% Due 12-15-2019 Reg 120,000.00 136,211.40 .01% Dec 15, 2019Xerox Corp 6.75% Due 12-15-2039 Reg 60,000.00 73,238.46 .00% Dec 15, 2039Xerox Corp Bds 6.35% Due 05-15-2018 Beo 700,000.00 799,397.90 .03% May 15, 2018Xerox Corp., Ser Nt, 6.75%, 2/01/2017 500,000.00 557,468.00 .02% Feb 1, 2017Xl Cap Ltd 6.25% Due 50,000.00 59,743.55 .00% May 15, 2027Xl Group Plc Formerly Xl Cap Ltd To 200,000.00 229,844.00 .01% Oct 1, 2021Xlit Ltd 5.25% Due 12-15-2043 Beo 250,000.00 273,340.75 .01% Dec 15, 2043Yum Brands Inc 0.0% Due 11-01-2021 Reg 35,000.00 36,052.59 .00% Nov 1, 2021Yum Brands, Inc., 6.25%, 4/15/2016 150,000.00 160,905.15 .01% Apr 15, 2016Yum Brands, Inc., 6.875%, 11/15/2037 142,000.00 179,527.90 .01% Nov 15, 2037Zimmer Hldgs Inc 0.0% Due 11-30-2021 Reg 250,000.00 255,436.75 .01% Nov 30, 2021Zimmer Hldgs Inc 5.75% Due 11-15-2039 100,000.00 116,008.70 .00% Nov 30, 2039Zoetis Inc 1.875% 02/01/2018 40,000.00 39,756.64 .00% Feb 1, 2018Zoetis Inc 4.7% 02/01/2043 40,000.00 41,158.48 .00% Feb 1, 204312-01-17 Energy Transfer 6.5% Due 02-01-2042 650,000.00 751,457.20 .03% Feb 1, 20423.95% Due 09-30-2021/10-05-2011 Beo 200,000.00 209,599.80 .01% Sep 30, 20213m Co 1.0% Due 06-26-2017 Reg 150,000.00 149,752.35 .01% Jun 26, 20173m Co., 5.7%, 3/15/2037 350,000.00 446,247.20 .02% Mar 15, 20374.4% Due 05-30-2021 Reg 500,000.00 512,897.00 .02% May 30, 20215.625% Due 08-15-2019 Reg 250,000.00 283,898.25 .01% Aug 15, 20195th 3rd Auto Ser 2013-1 Cl A4 1.54 Due 200,000.00 201,616.60 .01% Feb 18, 2020
NTAC:Missing_x000D_
6.25% Due 02-01-2020 Beo 200,000.00 235,625.20 .01% Feb 1, 2020
TOTAL 2,481,401,227.07
This information is unaudited, and the portfolios holdings are subject to change at any time. This list is not intended as a recommendation or offer to buy, hold or sell any of the securities listed.Northern Funds are distributed by Northern Funds Distributor, LLC, not affiliated with Northern Trust.
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