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State of Florida Department of Financial Services

Invitation to Negotiate

DFS (TR) ITN 11/12- 16

For Global Custody, Investment Consulting and Securities Lending

SECTION 1: Introductory Section SECTION 2: Technical Specifications/Statement of Work SECTION 3: Special Conditions

3.1 Response Contents 3.2 Submission Instructions 3.3 Evaluation Process 3.4 Additional Contract Terms and Supplemental Special Conditions

ATTACHMENT A – Questionnaire ATTACHMENT B – Identical Tie Response Certification ATTACHMENT C – Deliverables/Minimum Work Requirements ATTACHMENT D – Securities Lending Earnings Sheet ATTACHMENT E – 2010 Trades and Electronic Funds Transfer Data ATTACHMENT F – Client References ATTACHMENT G – Contract (separate file) ATTACHMENT H – Section 17.57, Florida Statutes ATTACHMENT I – Comprehensive Investment Policy ATTACHMENT J – Summary of Custody Assets ATTACHMENT K – Summary of Securities Lending Assets ATTACHMENT L – PUR Form 1001, General Instructions to Respondents ATTACHMENT M – PUR Form 1000, General Conditions ATTACHMENT N – List of External Managers Respondents are cautioned to read carefully and respond precisely and fully to all information contained on PUR Forms 1001, General Instructions to Respondents, and PUR 1000, General Conditions which, except as modified by this Invitation to Negotiate (ITN), (which constitutes Special Conditions to PUR 1000 and PUR 1001) are incorporated and are attached as the cover sheets to this ITN as well as any requirements specified in the Response itself. Forms PUR 1000 and PUR 1001 are attached or are available online at: http://dms.myflorida.com/business_operations/state_purchasing/documents_forms_references_resources/purchasing_forms Respondents are further reminded that conditions and specifications that are considered mandatory requirements are expressed with the word “shall” or “must” in the description of the requirement. ITN Responses which fail to demonstrate both willingness and ability to comply with such a condition or specification will be considered non-responsive and will be disqualified.

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SECTION 1. INTRODUCTORY SECTION

1.1 Purpose

Pursuant to section 287.057, Florida Statutes, the State of Florida Department of Financial Services (“Department”) seeks Responses to this Invitation to Negotiate (ITN) from qualified vendors (“Respondent”) interested in undertaking global custody, investment consulting and securities lending services on behalf of the Investment Programs of the Department.

The successful Respondent will need to demonstrate exceptional credentials and expertise necessary to provide global master custody, investment consulting and securities lending as well as related services. To be considered, each Respondent’s proposal must meet the standards and requirements set forth in Section 2.

The issuance of this ITN is merely the beginning of the negotiation process. Alternate means of accomplishing the requirements specified herein, with reasonable assurance of satisfactory results, will be considered and may be accepted, at the Department’s sole discretion, without further addendum to the ITN. The Department may, in its sole discretion, enter into one or more contracts that include terms (including terms relating to pricing and services) that are materially different from the requirements of this ITN or the terms of any response submitted under this ITN. As a result, the Department may consider any and all responses (including modifications to any response), any information obtained from oral interviews or on-site reviews (if any), the negotiation process between the Department and one or more of the Respondents or information from any other source or alternative in determining whether to enter into one or more contracts and the terms and provisions of such contract. Any contract that shall serve as the agreement between the parties will be developed through the negotiation process. The Department may enter into negotiations with the Respondent(s) in order to achieve the most effective plan. The Department reserves the right to negotiate concurrently or separately with competing Respondents any time after the finalists are selected. The Department reserves the right to accept portions of a competing Respondent’s response and use such portions to form an overall program in the best interest of the Department. Furthermore, the Department shall have the right to use any or all ideas or adaptations of the ideas presented in any response received pursuant to this ITN. Selection or rejection of a response will not affect this right. The Department reserves the right to reject any and all responses or portions thereof. The Department reserves the right to withdraw this ITN or a portion of this ITN without selecting a vendor. The right of the Department to set aside submitted proposals and re-negotiate with its existing vendors is retained without exception.

1.2 Contact Person–Purchasing Agent Refer ALL inquiries to the Purchasing Agent/Procurement Officer. The Purchasing Agent is the sole point of contact from the date of release of this ITN until selection of a successful Respondent. All procedural questions and requests for clarification of this solicitation shall be submitted in writing to: Department of Financial Services Attn: Fran Spivey, Purchasing Services 200 E. Gaines Street, Larson Building Tallahassee, FL 32399-0317 Fax: 850.487.2389 Email: fran.spivey@myfloridacfo.com

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Between the release of the solicitation and the end of the 72-hour period following the agency posting of the notice of intended award, excluding Saturdays, Sundays, and state holidays, Respondents to this solicitation or persons acting on their behalf shall not contact any employee or officer of the executive or legislative branch concerning any aspect of this solicitation, except in writing to the Purchasing Agent as provided in the solicitation documents. Violation of this provision may be grounds for rejecting a Response. The Department will not talk to any vendors or their agents regarding a pending solicitation. Please note that questions will NOT be answered via telephone. Responses to questions posed to the Purchasing Agent in writing will be posted on the Vendor Bid System (“VBS”) website, at http://myflorida.com/apps/vbs/vbs_www.main_menu (modifies PUR 1001 ¶5).

1.3 Purchasing Instructions and General Conditions PUR Form 1001, General Instructions to Respondents (Attachment L), and PUR Form 1000, General Conditions (Attachment M), except as modified by these Special Conditions, are incorporated and are attached or available online at http://dms.myflorida.com/business_operations/state_purchasing/documents_forms_references_resources/purchasing_forms.

1.4 Timetable The following schedule will be strictly adhered to in all actions relative to this solicitation, unless modified by the Department: Date/Time Action May 9, 2012 Release of solicitation May 29, 2012 Last day for written inquiries June 8, 2012 Written responses to inquiries posted June 22, 2012 Response submissions due at 3:00PM August 3, 2012 Estimated posting of 3 entities moving to Negotiation October 31, 2012 Estimated posting of Intent to Award The Department reserves the right to make adjustments to this schedule and will notify participants in the solicitation. Adjustments to the schedule will be announced to all Respondents who have expressed interest by participating in the events listed in the table above. The Department reserves the right to issue addenda to the ITN. Notice of any addenda will be posted on the Vendor Bid System. Such notice, if required, will contain the appropriate details for identifying and/or reviewing the formal changes to the ITN. Each Respondent is responsible for monitoring the site for new or changing information concerning this ITN. See “Vendor Bid System” at http://myflorida.com/apps/vbs/vbs_www.main_menu.

1.5 Respondent’s Conference There will not be a Respondent’s conference.

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1.6 Definitions Solicitation Definitions: 1.6.1 "Business days" include Monday through Friday, inclusive, except for holidays declared and observed by the state government of Florida. “Day” means business day (defined as the Department’s normal working hours) unless otherwise described. 1.6.2 "Business hours" means 7AM to 5 PM on all business days. 1.6.3 "Calendar days" means all days, including weekends and holidays, except that if the last day counted falls on a weekend or holiday, the due date shall be the next business day thereafter. 1.6.4 "Contract,” unless indicated otherwise, refers to the contract that will be awarded to successful Respondents under this ITN. 1.6.5 "Contractor,” unless indicated otherwise, refers to a business entity to which a contract has been awarded by the Department in accordance with a Response submitted by that entity in response to this ITN. This may also be referred to as “Provider”. 1.6.6 “Department” means the Department of Financial Services, or Chief Financial Officer. Terms may be used interchangeably. This may also be referred to as Buyer or “DFS”. 1.6.7 “Desirable Conditions” designated by the use of the words "should" or "may" in this solicitation indicate desirable attributes or conditions, but are permissive in nature. Deviation from, or omission of, such a desirable feature, will not in itself cause rejection of a Response. 1.6.8 "ITN" refers to this Invitation to Negotiate and includes attachments to this Invitation to Negotiate unless stated otherwise. 1.6.9 “Mandatory Requirements,” means that the Department has established certain requirements with respect to Responses to be submitted by Respondents. The use of “shall” or “will” (except to indicate simple futurity) or “must” in this solicitation indicates compliance is mandatory. Failure to meet mandatory requirements will cause rejection of the Invitation to Negotiate Response or termination of the contract. 1.6.10 “Minor Irregularity,” used in the context of this solicitation and contract, indicates a variation from the Response terms and conditions that does not affect the price of the Invitation to Negotiate, does not give the Respondent an advantage or benefit not enjoyed by other Respondents, or does not adversely impact the interests of the Department. 1.6.11 “Respondent" means the entity that submits materials to the Department in accordance with these Instructions. This may also be referred to as Vendor or Proposer. The solicitation response may be referred to as Proposal, Bid, Reply, or Response. 1.6.12 “Vendor Bid System" and “VBS” refer to the State of Florida internet-based vendor information system at http://myflorida.com/apps/vbs/vbs_www.main_menu Technical Definitions:

1.6.13 “Contract Manager” means person overseeing the relationship with the Respondent and ensuring that the

terms of the Contract are upheld. 1.6.14 “DTC” means Depository Trust Corporation 1.6.15 “External Investment Program” means a program where Investment Management Firms who are outside the Department manage an investment portfolio for the Department. 1.6.16 “FRB” means Federal Reserve Bank 1.6.17 “Internal Investment Program” means a program where investments are managed by Department’s staff. 1.6.18 “Portfolio” means the total holdings of securities. 1.6.19 “Short Term Investment Fund (STIF)” means a fund that holds securities purchased by sweeping cash from the External Investment Program daily. 1.6.20 “Repurchase Agreement (repo)” means an agreement between two parties whereby one party sells the other party a security at a specified price with a commitment to buy the security back at a later date for another specified price.

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1.7 Solicitation Terms and Conditions. The provisions of this solicitation, including the ITN and all its attachments, shall be read as a whole. In case of conflict between provisions, provisions shall have the order of precedence listed below, where the top listed item has the highest precedence: • The Contract as amended by any written amendments • Minimum Deliverables • Statement of Work or Scope of Work • Remaining ITN Sections • Other attachments to the ITN • General Instruction to Respondents (PUR 1001) • General Contract Conditions (PUR 1000) • Any purchase order under the Contract • Respondent’s Response If there are any perceived inconsistencies among any of the provisions of the ITN and its attachments, Respondent shall bring these inconsistencies to the attention of the Department prior to the submission of the Response. To report inconsistencies, Respondent must submit a formal question prior to the submission of a Response. The Contract, Attachment G, after completion of negotiations and execution by the parties, will take precedence over the ITN document. In submitting its Response, a Respondent agrees that any inconsistent or contrary terms or conditions in its response, whether submitted intentionally or inadvertently, shall have no force or effect unless expressly negotiated into the final Contract, and that the Department shall not be held to have acquiesced to such terms or conditions. Failure to comply with terms and conditions of the ITN, including those specifying information that must be submitted with a Response, shall be grounds for rejecting a Response. [Modifies PUR 1001 ¶4]

1.8 Background

1.8.1 Overview The Department invests all general revenue funds, all the trust funds and funds of each Florida agency, and of the judicial branch, except for state retirement funds and other funds invested by the Florida State Board of Administration. The Department also may invest funds of organizations authorized to invest in the Treasury Special Purpose Investment Account (SPIA). In general, these funds are temporarily available for investment and will eventually be used to pay for state programs and services. The Department can invest in fixed income securities authorized under Section 17.57, Florida Statutes (Attachment H). Currently, the Department is responsible for managing total investments in excess of $16 billion (Treasury Investment Pool). The Treasury Investment Pool is apportioned into two programs, the Internal Investment Program and the External Investment Program.

The Internal Investment Program consists of three portfolios: Liquidity, Bridge and Intermediate. The Liquidity portfolio invests funds to meet the State’s disbursement/ liquidity needs; whereas, the Bridge and Intermediate portfolios should provide more return over time.

The External Manager Investment Program was established to enhance the returns earned on funds managed by the Department through strategies that focus on intermediate to longer term fixed income securities rather than

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money market instruments. The program also allows interest rate futures and covered options. All futures clear through Citigroup Global Markets, Inc. Convertible debt is authorized by statute, but not by current policy.

There are a total of fifteen (15) external investment managers currently investing on behalf of the Department in the External Manager Investment Program which includes the Short Term Investment Fund (STIF). Attachment N provides a list of the current external investment managers employed by the Department. Cash balances are swept daily into an account for investment in an externally managed STIF, as directed by the Department. This STIF account is currently managed by BofA Global Capital Management.

Portfolio Title

Market Value with accrued interest as of

December 31, 2011

Portfolio

Benchmark

Internally Managed Liquidity $7,855,435,980 Bank of America Merrill Lynch 0-3 Month T-Bill Index

Internally Managed Bridge $ 1,363,230,128 Bank of America Merrill Lynch 1-3 Year Government/Corporate, A or Better

Internally Managed Intermediate $1,072,125,212 Bank of America Merrill Lynch 3-5 Year Government/Corporate, A or Better

External Investment Program

(included the External STIF value)

$7,109,581,949.92 Barclays Capital U.S. Aggregate Bond Index

All securities held in custody account will be available for lending. The Department currently utilizes up to twenty (20) separate accounts which are detailed below. The account structure could change depending on the Department needs:

• Twenty (20) custody accounts

o Internally Managed

One custody account holds fixed income securities and will be the primary account for all funding activity for all electronic fund transfers as well as investments. This account is not a zero balance account and will maintain a daily balance.

This account will need to receive and originate electronic fund transfers (i.e., federal wires, CHIPS) and receive Automatic Clearing House (ACH) transfers. If the custody account cannot handle these types of transactions, then a demand account will have to be established. The demand account will need to automatically sweep to this custody account. The demand account will be a zero balanced account.

One custody account holds Repurchase Agreement (repo) collateral. All repo transactions will be funded by the primary custody account and all maturity proceeds will be transferred into the primary account.

Two (2) custody accounts hold fixed income securities. These custody accounts take the end of the day cash balance and transfer positive balances into the External STIF account or fund any negative balances from the External STIF account. These are zero balance accounts.

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o Externally Managed

Fourteen (14) custody accounts hold fixed income securities for the active investment managers. These custody accounts will take the cash balance as of 10:45 a.m. Eastern Time and transfer positive balances into the STIF or fund any negative balances from the STIF.

One custody account will hold fixed income securities and will be known as the External STIF. All excess cash from the above 14 custody accounts as well as the 2 of the internal custody accounts will sweep into this fund.

One custody account that may hold fixed income securities and will be the primary account for funds activity between the internal and external custody accounts. This account may hold investments on occasion as well. All excess cash from this account will sweep into the STIF.

For more details on permissible investments, please refer to the Comprehensive Investment Policy (Attachment I) and Section 17.57, Florida Statutes, Attachment H. The following attachments are provided to clarify the current program:

• Attachment E – 2010 Trades and Electronic Funds Transfer Data • Attachment J – Summary of Custody Assets • Attachment K – Summary of Securities Lending Assets

1.8.2 Current System Functionality

The Department’s current system to obtain information is through the Respondent’s web-based system by receiving scheduled information through an e-mail, retrieving the information by logging into the web-based system, or a Respondent’s employee sending the information/report. The Department estimates there will be twenty (20) users on the web-based system.

1.8.3 Objectives The Department is soliciting replies from companies offering custody, investment consulting and securities lending services for the Division of Treasury Investment program. The Department can invest in fixed income securities authorized under Section 17.57, Florida Statutes (Attachment H). The contract services will begin February 1, 2013 and run through January 31, 2018. Any renewal is subject to Section 2.1 of the Contract (Attachment G) and shall be contingent upon very high performance evaluations by the Department. SECTION 2: TECHNICAL SPECIFICATIONS AND SCOPE OF WORK 2.1 Scope The Scope of Work is as follows: • Comprehensive Safekeeping Services in US and Non-US Markets (Euroclear only);

• Accurate and Timely Trade Settlement and Income Collection in US and Non-US Markets;

• Compliance Reporting for Custody and Securities Lending Accounts against the Department’s

Comprehensive Investment Policy (Attachment I);

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• Comprehensive Cash Reporting system and ability to handle automatic cash movements;

• Electronic funds transfers available through a web-base system which includes Automatic Clearing House (ACH) debit block;

• Support for both Externally Managed and Internally Managed Operations and Portfolios;

• Provide Mutual Fund accounting and operations functions for one custody account;

• Accommodate and Support for External Portfolio Management in reconciling accounts that are managed

outside the Department on a monthly basis;

• Comprehensive and interactive accounting reporting system;

• Daily Best Available (same day valuation with a soft-close) Accounting and Valuation Services;

• Audited Monthly Fund Accounting with Custodian-managed Tolerance-based Reconciliation Process; • Support for GASB Reporting Requirements on a Standard and Customized Basis;

• Custodial program for Securities Lending and reinvestment of cash collateral in accordance with investment

guidelines. Audited Monthly Fund Accounting through the custodian accounting system; • Certain Investment Performance Measurement and Analytics Services including rate-of-return

measurement, portfolio characteristics, risk metrics and attribution services for various Portfolios, Composites and Benchmarks and Attribution Aggregates;

• Investment consultant to review risk within the Department’s investments, review investment policies, keep

Department abreast of current events as well as participate in semi-annual External Investment Manager meetings;

• Accommodate and Support all levels of this account with minimal points of contact for the Department as well as acting as a whole entity instead of having contacts at each business unit;

• Comprehensive Disaster Preparedness systems and plan;

• Corporate Actions Processing Support in US and Non-US Markets; • Class Action and Bankruptcy Proof of Claim Filing Services and reporting; • Comprehensive Technology/Systems Support and Development of Interfaces/Transmissions as necessary;

• Comprehensive continual training program;

• All fees for services will be paid from a percentage of securities lending earnings only. Detailed Deliverables/Minimum Work Requirements are attached as Attachment C.

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2.2 Modifications The Scope of Work (Section 2.1) and Detailed Deliverable/Minimum Work Requirements (Attachment C) represents what the Department believes to be in the best interest of the State. The Department reserves the right to change, add, or delete any requirement from the Scope of Work (Section 2.1) and Detailed Deliverable/Minimum Work Requirements (Attachment C) if the Department deems it to be in the best interest of the State. In addition, the Department reserves the right to withdraw and/or cancel this solicitation at any time, at no cost to the State, prior to a duly authorized and executed Contract. SECTION 3: SPECIAL CONDITIONS

3.1 Response Contents and Format Respondents are encouraged to minimize redundancy and provide concise responses. Provide a straightforward description of services to be provided and capabilities to satisfy the requirements of this ITN. Follow the outline below. The number, order, and labeling of the tabs should be as specified in this section. Each tab should be labeled as indicated; for example, Tab A shall be labeled "Cover Letter." Detailed instructions for each section of the response are as follows: 3.1.1 Tab A - Cover Letter and Executive Summary– Technical Proposal

The cover letter shall be on the letterhead of the entity submitting the Response. The letter shall be addressed to the Department's Purchasing Agent, must be dated, and signed by an individual who has the authority to bind the Respondent. Tab A-1 Respondent's Statement of Agreement

Provide a Letter of Certification, signed by the Proposer, as follows: 1. Include a statement that the firm has operated a Global Custodian business for a minimum of five (5)

consecutive years. If the Respondent is the local resident manager/representative for a nationwide company, this fact should be indicated in the certification. The local business address from which the firm operates, business telephone/cell phone number(s), and the name of a local contact person must also be included in the Response.

2. Include Respondent’s certification as to the accuracy of the Response; and 3. Include a statement that Respondent agrees to not seek indemnification from the Department for any

costs or services. 4. Include a statement that Respondent understands that all fees will be paid as a percentage of Securities

Lending earnings. 5. Include a statement that Respondent accepts and will comply with all of the Terms and Conditions

detailed in PUR 1001 (Attachment L) of the ITN document. 6. Include a statement that Respondent accepts and will comply with all of the Terms and Conditions

detailed in PUR 1000 (Attachment M) of the ITN document. 7. If the Respondent’s Response is for goods or services of $1 million or more, the Respondent shall certify

that the Proposer, as a company as defined in s. 287.135, F.S., is not on the Scrutinized Companies with Activities in Sudan List or the Scrutinized Companies with Activities in the Iran Petroleum Energy Sector List. (See http://www.state.gov/s/ct )

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Tab A-2 Executive Summary

The Respondent shall provide an Executive Summary to be written in non-technical language to summarize the Respondent’s overall capabilities and approaches for accomplishing the Scope of Work (Section 2.1) specified herein. The Respondent is encouraged to limit the summary to no more than three pages. Tab A-3 Minimum Requirements Affirmation Statement

The Department has provided a listing of Deliverables/Minimum Work Requirements Attachment C. Vendors must provide these services either directly or through an acceptable third party provider. Vendors must separately address each of the minimum requirements listed in this section and provide evidence of the Vendor’s capability to meet each requirement listed. The Minimum Requirements Affirmation Statement at the end of Attachment C must be signed.

An individual authorized to bind the Vendor to these service requirements must sign and date the affirmation of service requirements. A signed copy of this exhibit with attachments must accompany submitted responses. Non-receipt of Attachment C will cause the Proposal to be non-responsive. 3.1.2 Tab B - Qualifications Requirements – Technical Proposal Section B The mandatory minimum qualifications are:

Tab B-1 Respondents must be able to affirmatively respond to each of the following statements in order to be considered for the award:

1. The Respondent must accept and enter into a written services contract as supplied by the Department. Notwithstanding that final contract language will be negotiated in the contract negotiation phase, the Respondent must accept and agree that the final contract will include or will not include (as applicable) the following items and provisions:

a. Standard of Care – Consistent with Section 112.656, Florida Statutes, the Respondent must agree and acknowledge that (i) it is a fiduciary of the Florida Treasury Investment Pool and (ii) it shall discharge its duties as master custodian for the Florida Treasury Investment Pool solely in the interests of the participants and beneficiaries for the exclusive purpose of providing benefits to the participants and beneficiaries and defraying reasonable expenses of administering each such plan.

b. Confidentiality – The Respondent must agree to keep confidential and not disclose to any person, organization or entity other than the Department (including the Respondent’s affiliates or divisions [other than the division providing a contracted service]) any information or records concerning the Department or its investments, business or other activities unless otherwise required by applicable law, requested by a regulatory authority (with advance notice to the Department) or authorized in a prior writing or request by the Department. The Respondent must also acknowledge and agree that the Department is subject to the Florida Public Records Laws and, therefore, the Department’s agreement (if any) to keep confidential and not to disclose the Respondent’s information will be provided only to the extent permitted by the laws of the State of Florida.

c. Indemnification – The Respondent must agree to indemnify and to hold the Department harmless from any and all losses, claims and damages (including reasonable attorneys’ fees) arising out of the negligence, willful misconduct, breach of duty, breach of contract or violation or non-compliance

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with any law, rule, regulation or other legal requirements of the Respondent or its agents, nominees, appointees or sub-custodians.

d. Exculpation and Limitation of Liability and Remedies – The final contract for custodial services, securities lending and consulting will not exculpate or limit the liability of the Respondent or otherwise limit the remedies of the Department against the Respondent.

e. Governing Law and Jurisdiction – The Respondent must agree that the final contract will be governed by, construed under and interpreted in accordance with the laws of the State of Florida without regard to conflict of laws and principles. The Respondent must agree and consent to the exclusive jurisdiction of the Florida state courts located in Leon County, Florida with respect to all legal proceedings that may be instituted by the Respondent or the Department under the contract.

2. The Respondent’s key professionals and the organization must disclose any current or potential conflicts

of interest with the staff of the Department or the members of its Investment Committee.

3. Respondents must agree by written affirmation that it met all of the following requirements as of March 31, 2012:  

a. Must be a U.S. domiciled company and a member of the Federal Reserve; b. Must have at least five (5) U.S. based institutional clients, each with U.S. marketable security assets

having a market value in excess of U.S. $20 billion; c. Must have an accounting system that provides the Department access to both U.S. and international

securities accounts within a uniform framework of accounting treatment, reporting, and performance measurement;

d. Must be members of, and have the ability to clear transactions or cash through, all major book entry or electronic securities depositories such as the DTC system and the Federal Reserve System.

3.1.3 Tab C - Technical Response – Technical Proposal Section C Tab C-1 Complete Attachment A – Questionnaire in its entirety. Tab C-2 Complete Attachment B – Identical Tie Response Certification (optional). Whenever identical solicitations responses are received, preference shall be given to the response certified in accordance with Rule 60A-1.011, Florida Administrative Code and Florida Statutes. It is optional to include an attached Identical Tie Response Form attached as Attachment B, if applicable to the Vendor. Tab C-3 Complete Attachment D- Securities Lending Earnings Proposal Sheet. This sheet calls for “Clawback Clause” earnings amount, projections of earnings that would be received by the Department from securities lending activity. The Vendor must use 12-month historical information to compute the assumptions, spreads and utilization rates. All securities lending costs, expenses, fees or charges other than rebates, whether direct, indirect or passed-through, including securities transfers and cash collateral investment management costs will be paid for by Respondent. Information will be verified using current and historical market conditions and references. Projected gross earnings will then be split according to the Vendor’s proposed revenue percentage split to determine the Department’s net earnings. Attachment D must be filled out completely.

Tab C-4 Complete Attachment F – Client References. The Department reserves the right to contact these references as a part of the overall proposal evaluation process and to reject any proposal based on information received. Client reference can be used multiple times if the client uses the respective service.

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1. Each Vendor must provide references of at least three (3) clients for whom they perform or performed global custody services. This list must consist of one long-term client (5 or more years), one new client (less than 2 years) and one former client (within the past 2 years) or the Department if they were a former client and include the name, address, and telephone number, project term and breakdown of assets by security and market value.

2. Each Vendor must provide references of at least three (3) clients for whom they perform or performed securities lending services. This list must consist of one long-term client (5 or more years), one new client (less than 2 years) and one former client (within the past 2 years) or the Department if they were a former client and include the name, address, and telephone number, project term and breakdown of assets by security and market value. If possible, the funds should be of similar size and portfolio composition as the Department’s funds.

3. Each Vendor must provide references of at least three (3) clients for whom they perform or performed accounting and reporting for securities lending. This list must consist of one long-term client (5 or more years), one new client (less than 2 years) and one former client (within the past 2 years) or the Department if they were a former client and include the name, address, and telephone number, project term and breakdown of assets by security and market value.

4. Each Vendor must provide references of at least three (3) clients for whom they perform or performed investment consulting including risk management and performance analytics. This list must consist of one long-term client (5 or more years), one new client (less than 2 years) and one former client (within the past 2 years) or the Department if they were a former client and include the name, address, and telephone number, project term and breakdown of assets by security and market value. If a subcontractor is to be used for investment consulting, the reference should be submitted for such firm.

3.1.4 Tab D – Additional Contract Terms Respondent must identify any additional Contract terms that it believes will be necessary to reach an agreement. Respondent must also identify provisions in Attachment G, Contract, which Respondent will be unable or unwilling to accept.

3.2 SUBMISSION INSTRUCTIONS 3.2.1 Submittal of Response

Responses shall be prepared simply and economically. The Department is not liable for any cost incurred by a Respondent in responding to this solicitation. The Respondent is required to examine carefully the contents of the solicitation and be thoroughly informed regarding all of its requirements. The objective of this solicitation is to elicit firm contractual offers subject to negotiation. For a proposal to be responsive the Respondent must be committed to enter into a contract based on this ITN and the Respondent's proposal. If a proposal contains language which withdraws or negates commitments to requirements of the ITN, or qualifies the proposal such that it is not a firm offer to contract under terms consistent with the requirements of this ITN, the submission shall be subject to being deemed nonresponsive and rejected. Respondents are cautioned to carefully proofread responses to ensure the removal of boilerplate disclaimers which have the effect of negating commitments made elsewhere in the proposal. 3.2.2 Format and Copies The Sealed Response must be received in the Purchasing Office at 200 East Gaines Street, Larson Bldg. Purchasing Services, Tallahassee, FL 32399-0317 by the deadline listed in the Timeline in Section 1.4. All

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Responses received by the deadline will be opened in the Purchasing Office at that time. Mark the Response package clearly on the outside with: RESPONSE NUMBER ___, DATE AND TIME OF RESPONSE OPENING, number of binders (as described below). Provide 1 (one) original and 8 (eight) copies of the Response. (This submission requirement replaces the submission instructions in PUR 1001 ¶ 3.)

1. The "original" Proposal will contain the originals of any documents required to be signed as part of the Proposal submission (e.g., the original signed cover letter). The original Proposal as submitted should bear the following printed information on both its outside front cover and on its spine:

• [Proposers exact legal name, in which name of the contract would be awarded] • Proposal regarding ITN # ____ • ORIGINAL, Binder __ of __

2. Include with the copies of the Proposal, photocopies of signed documents. Bind each copy in a 3-ring binder(s) just as the original, with a complete and exact duplicate of the original. For each copy, all sections may be contained in one binder clearly labeled at each section and tab. Each copy of the Proposal should bear the following printed information on both its outside front cover, and on its spine:

• [Proposer’s name in which the contract would be awarded] • Proposal regarding ITN # ____ • Copy # ___, Binder __ of __

3. Also, Respondent shall submit a redacted version of the Response as required by ITN Sec. 3.4.1 which states that if Respondent considers any portion of the documents, data or records submitted in reply to this solicitation to be confidential, trade secret or otherwise not subject to disclosure pursuant to Chapter 119, Florida Statutes, the Florida Constitution or other authority, Respondent must also simultaneously provide the Department with a separate redacted copy of its Response. This redacted copy shall contain the Department’s solicitation name, number, and the name of the Respondent on the cover, and shall be clearly titled “Redacted Copy.”

3.2.3 Communications 1. Notice required by statute.

Respondents to this solicitation or persons acting on their behalf may not contact any employee or officer of the executive or legislative branch, between the release of the solicitation and the end of the 72-hour period following the agency posting of the notice of intended award, excluding Saturdays, Sundays, and state holidays, concerning any aspect of this solicitation, except in writing to the procurement officer or as provided in the solicitation documents. Violation of this provision may be grounds for rejecting a Response.

2. Communications. No negotiations, decisions, or actions shall be initiated or executed by the Respondent as a result of any discussion with any Department employee. Only communications which are in writing from the Department may be considered as duly authorized communications on behalf of the Department. During selection, the Respondent, its agents and employees will not engage in any written or verbal communication with any Department employee whether or not such individual is assisting in the selection of the Respondent, regarding the merits of the Respondent or whether the Department should retain or select the Respondent. The Respondent will not engage in any lobbying efforts or other attempts to influence the Department or the evaluation team in an effort to be selected. The selection period shall begin according to the Timetable in Section 1.4.

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3.2.4 Clarifications/Revisions.

Before award, the Department reserves the right to seek clarifications or request any information deemed necessary for proper evaluation of submissions from all Respondents deemed eligible for Contract award. Failure to provide the additional requested information may result in rejection of the Response. 3.3 EVALUATION PROCESS

Responses shall be opened on the date and at the location indicated on the Timeline. Respondents may attend, but they are not required to do so. The Department may choose not to announce prices or release other materials pursuant to s. 119.07(1) (b), Florida Statutes. Prices will not be read at the ITN Opening. 3.3.1 Evaluation Team

An evaluation team consisting of at least three members, appointed in writing by the Department, will evaluate the Responses. Each member will evaluate the technical Response independently of the others. 3.3.2 Determination of Conformance

Responses must satisfy certain mandatory minimum requirements in order to proceed into the detailed evaluation phase. All Responses will be reviewed for compliance with these mandatory minimum requirements. Responses that meet these requirements will be accepted into a detailed evaluation phase. WARNING: Responses that fail to meet these mandatory minimum requirements will be rejected and considered no further in the evaluation process. 3.3.3 Evaluation of Responses

Each team member will evaluate the Responses independent of the others and establish a competitive range of Responses reasonably susceptible of award, based on the evaluation criteria. In determining whether to select or reject a Response, the Department will consider and evaluate all information submitted in response to this ITN, including information presented during oral presentation, if required; and to this extent, each requirement for solicited information is an evaluation criterion. Responses that do not contain all the required information may be considered non-responsive and may be rejected. In its assessment of Responses, the Department will analyze the information submitted in relation to the information requirements and evaluation criteria of this ITN, the applicable provisions of the Florida Statutes and the Florida Administrative Code, will compare each Response to the other Responses submitted, and establish a competitive range of Responses that are reasonably susceptible of award. The Department may then select one or more Responses within the Competitive Range with which to commence negotiations, or may reject all Responses. 3.3.4 Response Evaluation Criteria

The criteria that will be used for determining the acceptability of the reply and guiding the selection of the vendors with which the Department will negotiate are specified below.

Maximum Points Criteria Evaluators Focus

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Background, Qualifications and References 39 Organization Stability of organization 36 Personnel Suitable coverage for Department

and stability of personnel 18 Accounts and Assets Stability of account base 15 Clients Stability of client base 18 Internal Controls and Risk Management Assessment of internal risk at the

organization level 36 References Quality of service provided to

current and former customers as reflected in references

Services 27 Administrative and Client Relations Appropriate client service platform

for Department and staff growth as well as organization support

36 Cash Movement Operations Effectiveness and ease of cash movement

27 Investment Manager Liaison Effective client service capabilities for servicing the Investment Managers

15 Compliance Appropriate level of compliance oversight to cover the programs policies as well as ease of working with the services and reports

54 Securities Processing and Global Custody Stability of systems, does the systems support the program and effectiveness and ease of working with the systems

24 Cash Management Adequate system that provides a robust and actual forecasting system

216 Accounting and Reporting Stability of accounting accuracy as well as ease and effectiveness of the reporting

9 Class Actions and Bankruptcy Litigation Support Effective and ease of services 72 Investment Consulting including Risk Management

Services, Portfolio Measurement and Analytics Service provide additional knowledge base to the program as well as effective and each of services

93 Securities Lending Competitive and stable program as well as effectiveness and ease of auditing and obtaining reports

Automation and Communication 18 Hardware and Software Stability and ease of the system 12 Security Meets the security needs of the

Department

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Transition and Conversion 72 Transition and Conversion Ease and effective transition and

training with a commitment from the Vendor

Securities Lending 65 Securities Lending Earnings Proposal. The higher earnings

payable result in the awarding of higher points. Historical earnings and proposed earning split (Attachment D) will be used to estimate the annual earnings paid to the Department. The criteria for earnings from securities lending shall be based on the following formula: (Vendor’s proposed earnings payable to the Department divided by the highest proposed earnings payable to the Department) x 65 = Vendor's Total Earnings from securities lending points.

Competitiveness of the price of services

30 Securities Lending Clawback Clause. The higher the new earnings after clawback result in the awarding of higher points. Historical earnings and proposed earning split (Attachment D) will be used to estimate the annual earnings paid to the Department. The criteria for earnings from securities lending and the Clawback earnings amount shall be based on the following formula: (Vendor’s proposed gross earnings payable to the Department minus the clawback clause amount divided by the highest proposed net earnings after clawback) x 30 = Vendor's Clawback Clause points.

Competitiveness of the price of services

932 Maximum Possible Points 3.3.5 Evaluation.

1. The Department shall evaluate Responses against all Evaluation Criteria set forth in the Invitation to

Negotiate in order to establish Competitive Range of Responses/Replies reasonably susceptible of award.  

2. Selected Respondent(s) will be invited to provide more detailed clarifications of their Responses, to provide interactive presentations of the Responses, or to enter into negotiations with the Department. Based on the clarifications, presentations and negotiations, the Department will either (i) award the contract to the Respondent who provides the best value for the Department and the State based on the selection criteria, or (ii) reject all Responses.

3. Negotiation will be entered into with the three (3) Respondents with the highest averaged points among evaluators.  

4. Oral Presentations: The Department may request oral presentations from any or all of the Respondents. The Purchasing Office will coordinate and conduct the presentations.  

3.3.6 Reservations

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The Department reserves the right to reject any or all Responses or to waive minor discrepancies if it is in the Department’s best interest to do so. The Department may, by written notice, revise and amend the solicitation before the due date for the Responses. The Department reserves the right to negotiate concurrently or separately with competing Respondents. The Department reserves the right to accept portions of a competing Respondent’s reply and merge such portions into one project, including contracting with the entities offering such portions. In determining Respondent’s responsibility as a vendor, the Department shall consider all information or evidence which is gathered or comes to the attention of the Department which demonstrates the Respondent’s capability to fully satisfy the requirements of the solicitation and the contract. 3.3.7 Scrutinized Companies Certification As provided in section 287.135, Florida Statutes, the Department may at its option terminate the Contract immediately in the event the Bank as a company as defined in such statute, is found to have submitted a false certification as provided under s. 287.135 (5), F.S., or been placed on the Scrutinized Companies with Activities in Sudan List or the Scrutinized Companies with Activities in the Iran Petroleum Energy Sector List.

3.3.8 Negotiation Stage

1. The Department may select one or more Vendors within the Competitive Range with which to commence negotiations.

2. Using the evaluation criteria specified above, in accordance with Section 287.057, F.S., in order to establish a competitive range of replies reasonably susceptible of award, the Department will evaluate and rank the replies and, at the Department’s sole discretion, proceed to negotiate with Respondent(s) as follows: a. The focus of the negotiations will be on achieving the solution that provides the best value to the

State based upon the selection criteria and satisfies the applicable statutes. The Department reserves the right to utilize subject matter experts, subject matter advisors and other advisors to assist the negotiation team with reviewing the Responses according to the selection criteria. The negotiation process will also include negotiation of the terms and conditions of the contract in accordance with Sections 287.0571 and 287.058, F.S., as applicable to the services being procured pursuant to this ITN.

b. In submitting a reply a Respondent agrees to be bound to the terms of the General and Special Contract Conditions. Proposed solutions and Cost Proposal should assume those terms apply, but the Department reserves the right to negotiate different terms and related price adjustments if the Department determines that it provides the best value to the State.

c. The Department may enter into negotiations with the Respondent(s) in order to achieve the most effective plan. The Department reserves the right to negotiate concurrently or separately with competing Respondents any time after the finalists are selected. The Department reserves the right to accept portions of a competing Respondent’s response and use such portions to form an overall program in the best interest of the Department. Furthermore, the Department shall have the right to use any or all ideas or adaptations of the ideas presented in any response received pursuant to this ITN. Selection or rejection of a response will not affect this right. The Department reserves the right to reject any and all responses or portions thereof. The Department reserves the right to withdraw this ITN or a portion of this ITN without selecting a vendor. The right of the Department to set aside submitted proposals and re-negotiate with its existing vendors is retained without exception.

d. The Department reserves the right to conduct on-site due diligence visits.

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e. The Department may issue a written request for best and final offer (BAFO) to one or more of the Respondents with which the negotiation team has conducted negotiations. At a minimum, based upon the negotiation process, the best and final offers must contain:

• A revised Statement of Work; • A revised Deliverables/Minimum Work Requirements; • A summary of Insurance that will be provided as well as policies, at the Departments request; • All negotiated terms and conditions to be included in final contract; and • A final cost offer. The Respondent’s BAFO Response will be returned to the negotiation team for review. Thereafter the negotiation team will determine which offer constitutes the best value to the State based upon the selection criteria as described above. The Negotiation Team’s decision and recommendation for award will be based the BAFO Response that the Negotiation Team has determined best meets the primary goals and the needs of the Department, and provides the best value. The Director of Treasury will make the final determination for award.

3.3.9 Contract Award

1. After negotiations are conducted, the Department shall award the contract to the responsible and responsive Respondent that the Department determines will provide the best value to the state, based on the Selection Criteria. The Department may enter into a contract with the Respondent(s) who offers the best value for the State.  

2. The Department will coordinate a contract for signature, substantially in the form attached as Attachment G, between the Department and the successful Respondent(s), that incorporates this ITN and the awarded Respondent’s best and final offer (BAFO) Response as soon as possible after the posting of the notice of award on the Vendor Bid System (VBS) website, http://myflorida.com/apps/vbs/vbs_www.main_menu.

3. The Department is not bound to enter into a contract with the winning Respondent unless the Department is able to negotiate the conditions and price that it considers fair, competitive, and reasonable. 

4. The Contract, after completion of negotiations and execution by the parties, will include the ITN document. The contract that results from this solicitation will be posted on the Internet according to the state’s Transparency Act.

3.3.10 Nonexclusive Contract

This procurement will not result in an exclusive license to provide the services or products described in this ITN or the resulting contract. The Department may, in compliance with applicable law, contract with other vendors to provide the same or similar services.

3.4 ADDITIONAL CONTRACT TERMS AND SUPPLEMENTAL SPECIAL CONDITIONS

The requirements of this ITN including the attached contract form shall be considered special conditions or special instructions for purposes of superseding the provisions of PUR 1000 (Attachment M) and PUR 1001 (Attachment L) in compliance with Rule 40A-1.002(7), F.A.C.

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3.4.1 Public Records  

 1. Sealed bids, proposals, or replies filed in response to this competitive solicitation are temporarily exempt

from public record requests. Pursuant to s. 119.071(1)(b), Florida Statutes, these Responses are exempt only until the agency provides notice of an intended decision or until 30 days after opening the bids, proposals, or final replies, whichever is earlier. Notwithstanding any contractual provisions to the contrary, the Department is obligated to make available for inspection or copying any non-exempt public record pursuant to the requirements of chapter 119, Florida Statutes, the Public Records Act, and Article I, s. 24 of the State Constitution. As such, upon receipt of a request to inspect or copy a Response to this competitive solicitation, the Department will make Responses to this competitive solicitation that are no longer exempt pursuant to s. 119.071(1)(b), Florida Statutes, available for inspection or copying upon receipt of a public record request as required by chapter 119, Florida Statutes, the Public Records Act, and Article I, s. 24 of the State Constitution.  

2. Confidential Trade Secret Information: The Department does not solicit or desire a Respondent’s trade secrets to be included as part of a Response to this procurement. Pursuant to section 812.081, Florida Statutes, a person who claims that information is a trade secret must take measures to protect such information and to prevent it from becoming generally available. As such, if Respondent includes in its Response information that Respondent considers to be a trade secret that meets the definition provided in section 812.081, Florida Statutes, Respondent shall file a notice of trade secret with the Department that puts the Department on notice that Respondent has included trade secret information in its Response. Furthermore, if a Respondent reserves the right to assert that a portion of its response is a trade secret, Respondent shall either:  

(a) provide the Department with an additional copy of its Response that has been redacted to conceal only that information that Respondent claims to be a confidential trade secret meeting the definition of a trade secret as provided in section 812.081, Florida Statutes, and is clearly identified as having had trade secret information redacted; or (b) segregate such confidential trade secret information and place it in a sealed, separate envelope that is labeled “CONFIDENTIAL TRADE SECRETS.”

3. If a public record request is made for a Response to this competitive solicitation, the Department will notify the Respondent of such request if Respondent has provided the Department with a notice of trade secret, . If the Department receives a public records request related to the Response, the Respondent shall be solely responsible for taking whatever action it deems appropriate to legally protect its claim of exemption from the public records law. Any prospective vendor acknowledges that the protection afforded by section 815.045, Florida Statutes, is incomplete, and it is hereby agreed that no right or remedy for damages arises from any disclosure. (Modifies PUR 1000 ¶33 and PUR 1001 ¶19). Respondent shall retain such records for the longer of three years after the expiration of the Contract or the period required by the General Records Schedules maintained by the Florida Department of State (available at: http://dlis.dos.state.fl.us/recordsmgmt/gen_records_schedules.cfm).  

3.4.2 Duty of Continuing Disclosure of Legal Proceedings

Provide a statement fully describing any investigatory or regulatory action that has been undertaken and/or filed against your company or any of your affiliated subcontractors (that will be associated with performing any of

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the duties or responsibilities contemplated by this ITN) in the last three years. Additionally, describe any litigation that has been filed against your company where the damages are $15 billion or above. If an action has been filed, please identify the court, administrative tribunal, or agency before which the action was instituted, the applicable case or file number, and the status or disposition for such reported action. If no litigation or regulatory action has been taken against your company or subcontractors, provide a statement to that effect. This statement is due to the Department annually. A regulatory investigation, dispute, action, or other litigation shall be a basis for rejection of a Response if the Department determines that such a circumstance poses any risk that the Respondent may be compromised in its ability to perform the services sought in the ITN, or would tend to undermine the public trust, or would cause a lack of confidence in the propriety of the Respondent, or would otherwise result in a perceived detriment to the State.

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ATTACHMENT A

ANSWERS SHOULD BE BRIEF AND ADDRESS EACH QUESTION ASKED

Please provide responses that reflect how the Respondent will be consistent with best practice. The responses will be used to determine whether the Department‘s detailed statement of needs and minimum requirements have been met. SECTION 1: ORGANIZATIONAL BACKGROUND A. Organization

1. Provide a brief Respondent history including the following:

a. Year of organization b. Year that custody services were initiated c. Development of major business lines d. Nature of Respondent’s ownership (Structure of ownership?) e. Nature of relationships with affiliated companies or joint ventures.

2. Provide a copy of the Respondent’s most recent audited annual reports.

3. What were the Respondent’s long-term and short-term credit ratings at 12/31/11, 12/31/10, and

12/31/09? Please provide the Respondent’s rating from all financial institution services that review the Respondent’s financial standing at each of the above dates. (Fitch, Moody’s, others.)

4. What percentage of the Respondent’s total revenue is derived from global custody related services?

5. Briefly describe the organizational structure of the Respondent and the global custody department.

Provide an organization chart.

6. What is the total of all assets held in custody? How many institutional custody clients does the organization service? What is the breakdown of total assets held in custody by asset class (fixed income, equity, other)

7. Provide a summary of the key distinguishing features of your organization’s commitment to the

master trust/custody business.

8. Identify and describe any litigation or investigation by a regulatory authority or contingent liabilities the company, its officers, or its principles have been involved in within the last three years relative to global custody services.

9. Is Respondent a bank domiciled in the U.S.? If so, is the Respondent a member of the Federal Reserve?

B. Personnel

1. Describe the approach to account administration, i.e., account team, client account executives, support by administrative units, etc.

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2. Provide an organizational chart of the people the Department would deal with on a daily basis.  

3. For each proposed client team member, provide the following details: a. Name b. Office Location c. Years with your Organization d. Years Industry Experience e. Number of Other Clients (e.g., a dedicated resource with no other clients = “0”)

4. Fully discuss staff back up policies.

5. Indicate the percentage of management personnel turnover in the master global custody,

investment consulting, and performance analytic departments over the last five (5) years.

6. Describe how you maintain personnel in key sensitive staff positions, including: a. Recruitment/replacement; b. Training; and c. Retention (including Incentive Programs).

C. Accounts and Assets

1. Identify the number of accounts maintained by the Respondent. Report aggregate value of their total assets in your global custody in U.S. $ million as of December 31, 2011 and the preceding four years:

Institutional Trust/Custody

Year Accounts Value 2011 2010 2009 2008 2007

2. Provide the number of master global custody accounts gained and lost in the past three (3) years.

Report the corresponding aggregate value of the total assets (in U.S. dollars). Provide a brief explanation for each account lost.

D. Clients

1. Please provide a listing of all public fund clients currently under contract with your institution for global custody services. Please identify the name (if possible), type of business, total assets (U.S. $ Millions) at December 31, 2011, relationship start year, whether clients utilize your securities lending program, performance analytics and risk management services.

2. Please provide the following information on each of the five (5) largest client relationships

included in number 1 above. a. Total asset value in U.S. dollars b. The type of account (i.e., corporate, public, endowment)

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c. Domestic, international or global custody d. Year hired as custodian.

E. Internal Controls and Risk Management

1. Describe the system of controls that assures accuracy of the processing and reporting of the master global custody department.

2. Identify the internal and external entities that audit, regulate, and/or review the global custody

services. Briefly discuss the frequency and scope of audits/attestation engagements performed during the last three (3) fiscal years.

3. Provide copies of any opinions or disclaimers issued by the independent auditors within the last

three (3) fiscal years as they pertain to the global custody services and security lending program.

4. What level of management review is applied to reports resulting from audits and reviews? What level is required to implement changes to correct deficiencies noted? Provide a recent example of this process.

5. Provide copies of the latest opinions or disclaimers issued by an independent auditor and

performed in accordance with the Statement on Standards for Attestation Engagements (SSAE) No. 16, Reporting on Controls at a Service Organization. Additionally, please provide any Gap/Bridge letters provided by the independent auditors.

6. Do you have an internal audit staff that regularly evaluates all controls, systems and risks

associated with master global custody services? Please identify and briefly explain.

SECTION 2: SERVICES A. Administrative and Client Relations

1. Describe in detail the client relations process:

a. Formal and informal oral and written communications b. Inquiry and problem resolution processes c. Information on available services d. Training in the use of services and systems access

2. How does the client relationship team assure that master global custody services are provided to

a client in accordance with proper standards of care, regulatory requirements, and the executed Contract?

3. What forums are employed for client evaluations and how are comments provided by clients

acted upon by senior management?

4. Describe any training programs, educational seminars, publications or other services you provide for keeping clients abreast of economics, ethics, financial accounting and fixed income markets.

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5. How do you monitor legislative and/or regulatory changes affecting master global custody administration? How are these changes communicated to clients?

6. How do you measure the performance of your professional staff? Describe your firm’s approach

to improve performance when a staff member receives an unsatisfactory evaluation from your clients.

B. Cash Movement Operations

1. Please describe how Respondent will give the Department knowledge of all electronic fund

movements. Will this be real time or will it be on delayed basis?

2. Will the wires be initiated from a custody or demand account? Will this account have an ACH debit block?

3. Describe the wire transfer procedures: a. Initiating a wire transfer

i. Repetitive ii. Non-Repetitive

b. Verifying a wire transfer c. Maximum limit on outgoing wires d. Recalling wires

4. Describe the process of setting up a repetitive wire template. Can these repetitive wire templates be grouped?

5. Do you have the ability to cover day-light overdrafts? How will you guarantee the wires are released within 30 minutes from the time the wire is submitted?

6. Is the system to wire funds within the same system for custody reporting and trade entry?  

7. Describe the process of posting manager fees and interest.

8. Is the Respondent able to move money to the Department’s futures clearing broker to cover initial margin or margin calls for all futures activity upon proper instruction from the Investment Manager and/or the futures broker? Please describe your process.

C. Investment Manager Liaison

1. Provide the total number of investment managers with whom you presently work on behalf of master

global custody clients. List the top ten (10) managers according to fixed income assets under management that are custodied at the Respondent.

2. Describe the process and procedures for interfacing with the investment managers serving your

global custody clients, including the following: a. Dedicated staff positions and responsibilities b. Mode and means of trade instruction, communication and validation c. Cash management support including daily sweep capabilities d. Mode, timing and content of reports provided to investment managers

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e. Inquiry and problem resolution processes f. Reconciliation and audit processes (please detail process and provide information on acceptable

tolerance levels allowed); g. Ability to reflect daily transactions and holdings for external assets under global custody, in

reporting both ad-hoc and established report formats. 3. How do you monitor investment manager satisfaction with your services?

D. Compliance

1. Describe the compliance monitoring system. Provide a detailed description of the system. Does

the system integrate statutory and guideline compliance into the automated trading process and actively monitor transactions and portfolio composition?

2. Is compliance monitoring performed for all asset classes? Is it performed daily? Is it on a post-trade, pre-settlement basis? Is it available on-line?

3. Describe the process of rating securities in the Portfolio for each class of security. Is rating

information obtained from S&P, Moody’s and Fitch? How frequently are ratings updates monitored and reported?

 

4. Does the compliance program include Securities Lending? If not, how will you provide compliance of Securities Lending?

 

5. Please list any limitations that the compliance system will have when comparing to the Comprehensive Investment Policy.

E. Securities Processing and Global Custody

1. Through what clearing agents does the Respondent have capability to clear trades?

2. Describe the procedures for processing trade instructions. Include cut-off times or deadlines. 3. Describe the process for setting up securities in the web-based system. 4. Describe the procedures for setting up brokers on the trade system. Can the system maintain a

Preferred/Master Broker list?

5. Describe how you will protect State of Florida assets during purchase and sale transactions. Include in the discussion the following:

a. Operational procedures for settling purchases and sales, identify any distinctions for: 1. Different asset classes including Tri-Party Repurchase Agreements 2. Physical and book entry securities

b. Procedures and capabilities for settling and accounting for same day cash trades c. System for registration and global custody of assets, including depository used, level of

interface and procedures for depository-ineligible securities

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d. Policies and procedures for assuring that each client’s assets are properly held in safekeeping and positions are accurately maintained in the accounting records. Include information on segregation of assets and distinction between physical and book entry position.

e. Whether assets held by Respondent and its sub-custodians are segregated in such a manner that they are not subject to the claims of creditor’s against the organization and the sub-custodians’ organization.

6. Are there any restrictions as to the type of securities held in safekeeping? 7. Describe the process of computing and posting purchase fail float and the procedures for

minimizing sale fail float. Define any distinctions by security classification or other characteristics.

8. Discuss the procedures for tracking failed trades, reporting failed trades to clients and investment

managers, and resolving failed trades, including aging statistics. Is there a standard report of failed transactions outstanding?

9. What were the trade volumes (number and market value size) and fail rates, for domestic fixed

income securities, for each of the last three (3) years? 10. Describe the program for fail float interest on sales proceeds from settlement date and purchase

cost during fail period. 11. Describe the procedure for ensuring that all interest earnings, amortizations, etc. are collected,

paid and recorded accurately. Describe your procedures for when there are discrepancies in earnings between the Department’s records and the Respondent.

12. Provide information regarding your procedures for establishing entitlements/accruals for dividends and interest for all asset types.

13. Provide information regarding the timing and procedures for posting income receipts to client

accounts. What are your sources of information? How is it received?

F. Cash Management

1. Describe the custodian’s standard policies on cash crediting and debiting, including cut-off

deadlines. 2. If the Respondent erroneously debits an account overnight, at what rate will the Respondent

reimburse the account (e.g. STIF, Active Cash, Extended Maturity, etc.)?

3. Describe your cash forecast system and how it integrates with internal sweep. a. What information/reports are available to customers from this system? b. How far into the future (number of days) is information available? c. How do you measure and report your cash forecast results? d. What is the accuracy/confidence a client should have in relying upon your forecasts?

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e. For clients, such as the Department, that would rely upon your cash forecast system to make internal sweep purchases of forecasted cash, what level of assurance can be provided that such estimates are accurate?

f. If such estimates are relied upon and unintended custodial sweep investments (i.e., unanticipated receipts/erroneous outflows) or overdrafts occur, what compensation mechanisms to the Department or to your firm apply? Provide full details.

G. Accounting and Reporting

1. Provide and describe in detail (include any system limitations):

a. System flowchart of the portfolio accounting system, including reconciliations and all other accounting and administrative control procedures;

b. The system input/output sources, levels of entry/exit, all data fields captured with accompanying record layout and record descriptions, and security provisions;

c. All accounting control system reports (on-line and other daily, weekly, monthly, quarterly, annual, etc.) and when available (please indicate standard or custom reports);

d. System processing cycles (cut-off times, dates); e. All reconciliation, vouching, verification, and exception reports and processes; f. All significant accounting policies for recording and classifying transactions which are

consistent and inconsistent with the Governmental Accounting Standards Board’s pronouncements;

g. How the accounting system interfaces with the securities movement and control system. 2. Does the system accommodate and report trade date, contractual settlement date, cash basis

accounting, or a combination of these? Are any other methodologies available (i.e. tax lot, etc.)? Please explain.

3. What is the lag time between trade execution, availability of web-based transactions data to the

client, and the posting of the transaction to the accounting systems? 4. Provide the following information concerning pricing:

a. The source of the pricing for U.S. Treasury and Government securities, corporate securities, mortgage-backed securities, asset-backed securities, domestic equities, international equities and municipal securities.

b. How are securities priced when pricing is not available from the pricing services? (i.e., some of the more esoteric CMO structures or other thinly-traded assets)

c. How are valuation differences resolved between the investment manager and the master custodian?

d. Can the client or a manager specify alternate pricing sources? e. What procedures are in effect, if any, to flag and investigate unusual or significant price

changes?

5. How much fund history is available via web-based access? 6. Is the web-based data available in real time and/or how many hours per day is it available and

how frequently is it updated? 7. Provide the following information concerning mortgage-backed securities:

a. Describe the accounting procedures and cash management policies with respect to pass-through investments such as Ginnie Mae, Freddie Mac, and Fannie Mae.

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b. What is the source for paydown information and how is it accounted for? c. How are these securities amortized?

8. How do you account for the following: a. Income

i. Fixed Income coupons ii. Securities Lending Income

iii. Repurchase Agreements iv. Options v. Futures

b. Securities Transactions i. Fixed Income coupons

ii. Repurchase Agreements iii. Options iv. Interest Rate Futures

c. Corporate actions

9. Can reports be run in the following grouping: a. Comingled portfolio level? b. Internal and External level? c. Investment manager/Individual Portfolio level? d. Asset class level? e. Security level?

10. Is your accounting section familiar with Government Accounting Standards Board requirements for government agencies? What experience does the Respondent have in this area? What other government agencies have they provided custodial services for?

11. Provide a GASB 40 report for Interest Rate Risk and Credit Quality. List all the fields that are available on this report. How many days after month-end would the report be available?

12. Provide a report for derivatives meeting GASB 53 requirements. List all the fields that are available on this report. How many days after month-end would the report be available?

13. Does the Respondent provide a menu driven report writer? If so, discuss its capabilities with

respect to the following: a. Accounting, performance and analysis; b. Types of variables available, for example: price, yield, shares, market value, maturity,

duration, sector/industry, bond ratings, etc. c. Portfolio aggregation capability; can individual accounts be combined to form composite

accounts?

14. Does the report writer have the ability to perform mathematical and statistical functions, i.e., averages, percent-of-portfolio, standard deviation, etc.? If so, please list the functions available.

15. How do you set priorities and assign resources for client customization? 16. What role does Respondent’s administration play in setting the priorities? 17. Describe the process of requesting and implementing customized data feeds and formats.

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18. How many professional accounting staff members are devoted exclusively to the daily, monthly, and annual accounting activities associated with each client?

a. What are the qualifications of your client service accountants? b. List the titles, experience, certifications, and education of each client service accountant

that would service this account.

19. Provide the name of, and describe in detail, all accounting systems used to support the Department needs, including systems for global custody and securities lending. Include the following, where applicable:

a. Compliance with GAAP; b. Master files structure, maintenance and control; c. The double-entry features linking securities and cash that would ensure no “one-legged”

entries or “netting”; d. Reversal procedures and controls; e. “Up-front edits” for input accuracy; f. Proofs of correct receipt of income and capital changes; g. Exceptions monitoring and internal control reports;

20. Define the cash-based and accrual-based accounting procedures for your multi-currency

accounting system, and your securities lending system covering the areas below. Can you provide summary report in total for a fund if some of the portfolios use a different accounting basis? Please describe:

a. Accounting assumption of each basis; b. Full impact on report of each basis.

21. How will you reflect unsettled trades or trades in process?

22. How will failed trades be reflected in your reports? 23. How do you accommodate a client request for both cash-based and accrual-based accounting

information? 24. Describe your processes for computing and reporting realized and unrealized gain and losses.

Are multiple methods available? i.e., LIFO, FIFO, Tax Lot, etc.? Can a single portfolio use different methods for different security types?

25. What levels of authorization are required for the following? Also, describe the process and

control features for each: a. Processing reversals; b. Effective date posting; c. File maintenance; d. Internal changes to accounting records in open and closed periods; e. Client requested changes to accounting records (and who at the client level can request

such changes);

26. How are periods closed? Can closed periods be re-opened? Can performance figures be updated?

27. Describe your quality control procedures for validating accounting accuracy for various reports

provided to clients on a daily, monthly and annual basis.

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28. Do your web-based systems report the same data fields as your audited accounting systems once audited values are available? Are they derived from the same system? Are securities lending reports generated from the same system?

29. Summarize your institution’s support structure and services offered for accounting and valuation,

emphasizing differentiation relative to your peers and competitors. 30. The Department maintains prime brokerage relationships for certain accounts whereby futures

are held away from the custodian. The custodian also provides record-keeping for futures positions held at the prime broker. Is your firm capable of supporting this structure with a shadow accounting relationship to reflect prime brokerage held assets?

31. Describe your ability to support daily accounting and reporting for money market investment

funds covering daily NAV calculation, yield calculation, and amortized cost accounting. Is this support ability available for a separately managed sweep account as well?

 

32. Describe the process for calculating a daily and monthly yield for the sweep account, apportioning interest income and assessing monthly management fees to each sweep participant.

H. Class Actions and Bankruptcy Litigation Support

1. Summarize your institution’s support structure and services offered for class actions and bankruptcy

litigation support, emphasizing differentiation relative to your peers and competitors.  

2. Describe the services your firm provides for securities and bankruptcy litigation; can your firm file a proof of claim for such actions? Please detail your firm’s procedure for ensuring timely delivery of class action and bankruptcy proof of claims to allow clients adequate time to process these claims. Please describe your firm’s recordkeeping and reporting of claims filings as well as documentation to support plan of allocation determinations.

 

3. Will your firm assist with the filing of proofs of claim for securities that were held in custody elsewhere during the class action period? Are you able to receive and back-load data in order to facilitate this activity?

I. Investment Consulting including Risk Management Services, Portfolio Measurement and Analytics

1. Describe the full range of investment consulting services that the Respondent will provide under this Contract. Please be specific.

2. Provide the following information on investment consulting services:

a. Indicate whether these services are internal or will be provided through an outside Vendor.

b. Professional biographies of investment consulting staff to be assigned to the Department’s account.

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3. Describe the quantitative analysis used to assess risk in a fixed income portfolio (i.e. Monte Carlo, Parametric Modeling, Stress Testing, etc).

4. Describe the process used to determine and assess credit risk. 5. Describe the process used to determine and assess operational, legal and liquidity risk of a credit. 6. Describe the process used to determine and assess sector risk.

7. Describe the process used to determine and assess interest rate risk. 8. Describe the performance measurement system. Specifically, describe how information is

loaded into the system (i.e., electronically, manually, etc.) and what audit checks are used to conform the Respondent’s records to performance data. Indicate whether the system is internal or if you use an outside vendor’s service. If you use outside vendors, please list details (i.e. contact information, terms, etc.).

9. Are returns available at:

f. Comingled portfolio level? g. Investment manager/Individual portfolio level? h. Asset class level? i. Security level?

10. Enclose a list of available fundamental and risk characteristics for fixed income portfolios.

Provide sample reports. 11. Can Respondent provide peer universe comparisons? What is the source of performance data for

the universe comparison? Provide a sample universe comparison report. 12. Describe the performance attribution service(s) offered. Is performance attribution based on an

internal system, or subscribed to an outside Respondent’s service? List services with whom Respondent subscribes. Enclose a sample performance attribution report.

13. Do clients have direct access to software, (i.e., Barra, Wilshire, BondEdge, and Yieldbook) and

are clients able to do what-if analysis? 14. What types of customized reporting capabilities are provided? Can these reports be downloaded

to a PC and imported into spreadsheet software such as Excel or pdf? 15. Is information available “live” (i.e. via a web-based system) or is information sent at the end of

each reporting period? What types of information can be accessed via the on-line system? Please indicate how soon after the reporting period clients can access final information (i.e. rates of return, market values, holdings, etc.).

16. Describe other consulting and/or risk management services provided by Respondent that would

be of value to the Department. 17. Describe the resource(s) available to support Department’s staff analyzing the data.  

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18. Describe your process for reconciliation with mutual funds, commingled trust funds and sweep account performance reporting.

 

19. How do you construct customized benchmarks for multiple manager products like balanced funds? Do you provide performance for target date funds?

 

20. Can you provide attribution analysis for multiple manager products over prior periods of performance? How are the periods linked?

J. Securities Lending

1. Describe the securities lending program. How long has Respondent been engaged in securities lending?

2. Is the Respondent capable of offering customized securities lending program solely for the

Department, or will cash and securities be commingled with other clients?

3. Identify and provide brief biographies of the individuals who are involved in providing securities lending services. What is the turnover in personnel for the past five (5) years?

4. How many clients currently participate in the securities lending program? How many new clients have been added in the past three (3) years?

5. How many security-lending clients have terminated services in the past three (3) years? Please give specific reasons for termination.

6. Briefly describe the allocation system used in determining which clients’ securities are lent. 7. Provide a list of brokers to whom fixed income securities are presently lent.

a. Identify the five (5) largest in terms of loans outstanding. b. Discuss the process and how often the creditworthiness of borrowers is reviewed. c. Discuss who is responsible for reviewing the creditworthiness of borrowers. (Include bios) d. Describe any broker defaults and their impact on securities lending clients.

8. What was the average daily volume of outstanding securities loans for the last 12 months for

each of the last three years ending December 31, 2009, December 31, 2010 and December 31, 2011, for the following security types/classes? (Specify in U.S. $ millions. Repeat table below for each year.)

For the 12 months ending December 31, 2011

Outstanding Assets

(U.S. $ million)

Average Rebate

Rate/Fees (bps)

Average Daily Spreads

Net of Rebate (bps)

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U.S. Corporate Debt

U.S. Treasuries

U.S. Agencies

Mortgage Backed Securities and Asset Backed Securities

Total

For the 12 months ending December 31, 2010

Outstanding Assets

(U.S. $ million)

Average Rebate

Rate/Fees (bps)

Average Daily Spreads

Net of Rebate (bps)

U.S. Corporate Debt

U.S. Treasuries

U.S. Agencies

Mortgage Backed Securities and Asset Backed Securities

Total

For the 12 months ending December 31, 2009

Outstanding Assets

(U.S. $ million)

Average Rebate

Rate/Fees (bps)

Average Daily Spreads

Net of Rebate (bps)

U.S. Corporate Debt

U.S. Treasuries

U.S. Agencies

Mortgage Backed Securities and Asset Backed Securities

Total

9. How are the securities lending activities coordinated with the client’s investment managers?

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10. Describe the process for accounting for lent securities and for collateral. Please give a list of all available fields and provide sample reports for the domestic fixed income lending program. Are these reports available through the web-based system?

11. Provide an example of the cash collateral investment portfolio of a current client with

characteristics similar to the Department’s account, specifically indicating the diversification of issues and issuers, issuer ratings and maturities.

12. In the last five (5) years, state whether any client had a period (for a month/quarter) of negative

return on cash collateral investments. What were the factors behind this? What are the procedures for suspending securities lending during “negative revenue” periods?

13. Describe the mark-to-market procedures. 14. Describe your process for managing the liquidity and asset liability mismatch. What is your

targeted average mismatch in a portfolio similar to the Department’s portfolio?

15. If the mark-to-market falls below the accepted level, how soon is additional collateral provided?

16. State who manages the cash collateral. Indicate if it's the Respondent’s short-term money management arm or a stand-alone unit of the securities lending area. Identify and provide brief biographies of the individuals. What is the turnover in personnel in this area for the past five (5) years?

17. The Department requires full borrower/broker indemnification and full repurchase agreement indemnification within the securities lending program. Is Respondent able to comply with the requirement? Please describe the full indemnification policy. Are additional types of indemnification provided beyond broker default (e.g. dividends, interest, corporate actions, etc.)?

18. If there was a default and the indemnification was initiated, when would the Department receive the funds?

19. Does the above borrower default cover the following: a. Borrower bankruptcy, insolvency, and all aspects of a Chapter 11 filing?

b. Failure to recall securities?

20. Has Respondent ever had a loss associated with a cash collateral investment? If so, fully describe the event and the impact on the securities lending clients and on the Respondent. What are the Respondents responsibilities regarding defaulted investments?

21. Describe the process of credit analysis and provide credit research reports from your organization. Also, include how this analysis will be communicated to the Department.

22. What happens if a manager has a failed trade due to non-return of lent securities?

23. Do you provide risk management reports on the cash collateral portfolio? If so, please provide copy of the available reports.

24. Do you provide compliance monitoring for Securities Lending? If so, please supply a sample report and list any limitations that the compliance system would have compared to our Comprehensive Investment Policy.

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25. Does the Respondent produce security lending reports in accordance with GASB 28 reporting requirements? If so please provide the report(s). List all the fields that are available on this report. How days after month-end would the report be available?

SECTION 3: AUTOMATION AND COMMUNICATION A. Hardware and Software

1. Provide a brief list of major systems supporting master global custody and securities lending. For each, identify the source of the original system, the development date, the extent of internal development and any scheduled plans for update.

2. What was the percentage of downtime and number of occurrences during the last two (2) years? What were the primary causes and how were the problems corrected?

3. Describe the ability to provide support during the operational hours of 7:30 a.m. to 5:30 p.m. Eastern Time on normal business days.

4. What has been the total investment in systems development for master global custody in the last five (5) years? Specify the enhancements made and the dollars and percentage of Respondent revenues committed.

5. Describe your technology support organization. Include in your description responsibilities, reporting lines and staffing.

6. Describe the major systems supporting global custody services, which include accounting, settlement, safekeeping, reporting, performance, and securities lending. What is your current capacity?

B. Security 1. What are the security procedures to protect customer information, especially with respect to

unauthorized access to data? Please describe in detail the security measures.

2. Has there ever been an instance of unauthorized access? If so, describe the event and steps taken to ensure that it does not happen again.

3. Briefly describe the Respondent’s backup capabilities for disaster recovery. Are the Department’s files to be mirrored or replicated on a second system? When was the last full-scale disaster recovery test conducted? What were the results? Has the disaster recovery plan ever been utilized? If so, what were the results?

4. Describe the process for file back-up and off-site storage, including frequency and location, for data and software. (Hot site, Cold site)

SECTION 4: TRANSITION AND CONVERSION 1. What group conducts the planning and implementation of new custody accounts?

2. Describe the transition planning process. Provide a sample of documentation and a calendar for normal transition. What would you estimate to be a reasonable transition period for the Department’s portfolio?

3. What dedicated resources (personnel, equipment, training, consultants, etc.), procedures and controls will you provide or recommend in the transition/conversion period to ensure that the process is completed successfully in a timely and accurate manner? Please identify the members of the transition team to be assigned to the Department. Is the transition team different from the

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client servicing team? If the team is different at what point is the permanent client service team brought in?

4. Describe the Department’s responsibilities and the resources required from the Department during the transition process.

5. How does Respondent ensure sufficient control during the transition period to assure that the process is successfully completed in both an accurate and timely manner?

6. What additional planning and training is needed to coordinate with the Department’s external investment managers, current master custodian, and securities lending agents and with the depositories, agents and sub-custodians?

7. Give a detailed description of the last comparable conversion and include the details of the specific problems that occurred and resolutions implemented.

8. Has the transition team leader worked on a conversion over $20 billion during the past two years?

9. How does Respondent handle the performance measurement files in the transition/conversion process?

10. When is a transition deemed completed? Who signs off on a completed transition?

11. What planning and training would you need to conduct?

a. With Department’s staff;

b. With relevant affiliated entities;

c. With our external investment managers;

d. With our internal investment managers;

e. With our current custodians;

f. With your depositories, agents and sub-custodians; and

12. Provide a detailed description of your last comparable conversion judging similarity by relative plan size and complexity. Include details of specific problems that occurred and the solutions implemented, timeline, etc.

13. What lead-time is required for a typical large institutional client transition and how might our transition be different?

14. Are you currently involved in, or planning any major system changes, acquisitions, or conversations? Please explain your plans and include the potential impact to this Contract.

15. How would you prepare your accounting and performance measurement databases and systems for processing our investments? Discuss the following:

a. What information would you load into your system in advance?

b. How could you receive the data and in what format?

c. For what period would you conduct parallel processing in order to develop history, test procedures, and establish entitlements/accruals?

d. How far in advance would you begin processing trades to prepare for live processing of settlements by the conversion date?

e. What is your policy for treatment of accruals earned before the conversion date?

SECTION 5: OTHER

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The requirements of the Minimum Requirements (Attachment C) are considered a minimum. If the Respondent is offering a substitution, equivalent or variation of the specification, the Respondent shall submit supportive documentation to show it meets or exceeds the minimum specification. Although the Department has provided a detailed statement of needs and mandatory requirements for Respondent to meet in order to be selected for the Contract for the program, it is not intended to limit Respondent’s innovations or creativity in preparing a Proposal to accomplish these goals. Innovative ideas, new concepts and arrangements other than those presented here will be considered.

Provide information on any other services Respondent may provide that would be available to the Department within the same cost.

SECTION 6: CONTACT INFORMATION Provide the name, title and telephone number of the individual in the organization responding to this questionnaire.

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ATTACHMENT B

Identical Tie Response Certification Preference shall be given to the vendor, in the event of identical tie Responses, who (check the applicable block) certifies one or more of the following: _____A. The response is from a certified minority-owned firm or company; _____B . A Florida-based business having at least one of the following characteristics:

1) Fifty-one percent of the company is owned by Floridians; or 2) Employs a workforce for this project or contract that is at least 51% Floridians; or 3) More than 51% of business assets of the company, excluding bank accounts, are located in Florida.

_____C. The response is from a Florida-domiciled entity _____D. The commodities are manufactured, grown, or produced within this state; _____E. Foreign manufacturer with a factory in the State employing over 200 employees working in the State. _____F. Businesses with drug-free workplace programs. Whenever two (2) or more solicitation Responses which are equal with respect to price, quality and service are received by the State or by any political subdivision for the procurement of commodities or contractual services, a solicitation Response received from a business that certifies that it has implemented a drug-free workplace program shall be given preference in the award process. Established procedures for processing tie solicitation Responses will be followed if none of the tied vendors have a drug-free workplace program. In order to have a drug-free workplace program, a business shall: 1) Publish a statement notifying employees that the unlawful manufacture, distribution, dispensing, possession or use of a controlled substance is prohibited in the workplace and specifying the actions that will be taken against employees for violations of such prohibition. 2) Inform employees about the dangers of drug abuse in the workplace, the business’s policy of maintaining a drug-free workplace, any available drug counseling, rehabilitation and employee assistance programs and the penalties that may be imposed upon employees for drug abuse violations. 3) Give each employee engaged in providing the commodities or contractual services that are under solicitation a copy of the statement specified in subsection (1). 4) In the statement specified in subsection (1), notify the employees, as a condition of working on the commodities or contractual services that are under contract, the employee will abide by the terms of the statement and will notify the employer of any conviction of, or plea of guilty or nolo contendere to, any violation of Chapter 893 or of any controlled substance law of the United States or any State, for a violation occurring in the workplace no later than five (5) days after such conviction. 5) Impose a sanction on, or require the satisfactory participation in a drug abuse assistance or rehabilitation program if such is available in the employee’s community by any employee who is so convicted. 6) Make a good faith effort to continue to maintain a drug-free workplace through implementation of this section. I certify that this firm complies fully with the above-selected requirements. (If item E above is selected, subsections “1” through “6” have been met.) Respondent’s Name: ______________________ Authorized Signature: ______________________

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ATTACHMENT C

Deliverables/Minimum Work Requirements 1) Trade and Settlement

a) The Respondent must have the capability for security transactions to be entered on a web-based system and

cleared through the DTC, Federal Reserve, and other clearing agents. b) The Respondent must be able to settle all trades on a delivery versus payment basis unless otherwise directed

by the Department. c) The Respondent will have to settle tri-party Repurchase Agreements with Bank of New York Mellon

brokerage.

2) Compliance on Custody Accounts

a) The Respondent will review all pending purchases on a post-trade, pre-settlement basis to determine compliance with the Comprehensive Investment Policy. The Respondent will report potential compliance violations to the Department within one (1) day after trade is successfully sent to the Respondent.

  

3) Cash and Cash Movement

a) The Respondent will provide reports which include closing balances, transaction summary, prior day cash flow, real-time cash flow and 5 day cash flow projection.

b) The Respondent will provide a web-based system for the Department to complete the following electronic funds transfer duties:

i. The Department must be able to direct a single (non-repetitive) fund transfer (in U.S. currencies) through the Respondent’s web-based system.

ii. The Department must be able to establish templates for repetitive outgoing wires through the Respondent’s web-based system. The duties of creating a template and approving a template must be separate.

iii. The Respondent must be able to originate wire transfers of funds to other financial institution(s) within 30 minutes of being transmitted by the Department.

c) The Respondent will have to move money to Citigroup Global Markets Inc., to cover initial margin or margin calls for all futures activity upon proper instruction from the Investment Manager and/or the futures broker.

d) The Respondent will maintain an ACH debit block on all accounts where ACH debit can access the account(s).

e) The Respondent will cover Department overnight overdrafts, which may occasionally occur. Overdrafts will be compensated by use of one of the following two methods:

i. The Department will leave a compensating balance to cover the overdraft on the day(s) following the overdraft.

ii. The Respondent will be reimbursed based on the Fed Effective Rate. Charges and payments associated for overdraft charges less than $30 per account will not apply.

iii. No other fees will be charged. f) The Respondent will sweep excess cash into one custody account, the Short Term Investment Fund

(STIF) and will sweep cash from the STIF custody account to each individual custody account to cover overdrafts.

4) Account Reconciliation

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a) The Respondent will reconcile par amounts, descriptions, CUSIPs, costs and market values with

accrued interest with the External Managers on a monthly basis by the 10th calendar day of the following month conducted by the accounting group.

b) The Respondent will have to reconcile with Citigroup Global Markets Inc., and/or such other futures broker, if any, designated by the Department on all futures activities and be listed on the month-end reports due the 5th calendar day of the month.

c) The Respondent will have to account for “Not in Bank Assets” (i.e., mutual funds, etc) as if held in custody on a month-end basis. “Not in Bank Assets” must be listed in month-end inventory by the 5th calendar day of the month.  

5) Short-Term Investment Fund (STIF) Custody Account

b) With regard to the STIF account, in addition to all other requirements previously detailed, the Respondent will calculate a monthly yield for this account.

c) The Respondent will apportion interest income, no later than the 5th business of each month, to each STIF participant based upon the monthly yield and their average daily balance.

d) The Respondent will calculate the monthly management fee due and assess each STIF participant account their portion of the fee based upon their average daily balance.

e) The Respondent will communicate funding needs to the STIF manager.  

6) Accounting & Auditing

a) The Respondent must provide trade-date and settlement-date accounting for all Securities held at the Respondent.

b) The Respondent will book all investments at original cost, straight-line amortized cost on a monthly basis, and will report updated market values on a daily unaudited basis.

c) The Respondent must use a comprehensive pricing system to reconcile the accuracy of the prices received from various external sources at least weekly and at month end.

d) Respondent’s Accounting services will be provided for all investments in the portfolio including the following: i. All income and security transactions (cash and non-cash); fixed-income securities, securities lending

income, and repurchase agreements; ii. Capital changes, including mergers, acquisitions, and

iii. Options, futures, and any other derivative instruments. e) The Respondent will provide or make available a Statement on Standards for Attestation

Engagements Statement (SSAE) 16, on a yearly basis, no later than August 30th. The SSAE 16 will cover State’s fiscal year which ends June 30th. For any time during the fiscal year not covered in the SSAE16 the Respondent will provide a Bridge/Gap Letter from their independent auditors.

7) Accounting Reports

a) The accounting reports are required for individual accounts, internal accounts grouping, external accounts grouping, commingled of all accounts including securities lending.

b) The Respondent will provide the Department with systems and capabilities to have daily web-based access to the following:

i. Transaction activity on cash, Securities, broker, and on a monthly basis asset class ii. Current inventory with cost/book value, accrued income and market value

iii. Pending transactions iv. Monthly maturities v. Include “Not in Bank Assets” (i.e., mutual funds, Israel Bonds) at month-end only.

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vi. Ratings (S&P, Moody and Fitch Rating) vii. Interest rate Futures and options

c) The Respondent will provide customized reports or access capabilities. The inventory data base shall at a minimum include the data fields below:

i. As of Date (Report pricing date) ii. S&P Rating

iii. Moody’s Rating iv. Fitch Rating v. Account ID Number

vi. Account Name vii. Asset Type (i.e. FNMA, FHLB, T-Note, MBS et al)

viii. CUSIP or ISIN ix. Name of the issue x. Coupon or Nominal Interest Rate (i.e., 4.75%)

xi. Stated Maturity xii. Market Value

xiii. Par Value xiv. Asset Classification (i.e. Government, Financial, Industrial, Utility ) xv. Asset Description (i.e. DEERE JOHN CAP CORP MEDIUM TERM NOTE)

xvi. Pay down/factor xvii. Original Cost

xviii. Amortized Cost xix. Accrued Income xx. Audit Indicator (i.e.: A or U)

xxi. Currency Code xxii. Yields for Discount Notes and Commercial Paper

d) The Respondent will provide an option to download reports in Excel. e) The Respondent must provide the Department with access to the below monthly preliminary

information by the 5th calendar day of each month and audited information by the 12th calendar day of each month by electronic means.

i. Beginning and ending period amortized cost and market valuations for each portfolio ii. Interest earnings

iii. Securities lending and/or other income iv. Realized capital gains/losses v. Manager fees, custody fees, overdraft fees, etc.

vi. Portfolio contributions and withdrawals vii. Portfolio summary sheet, by manager and total portfolio, that reflects totals by asset type (i.e.

treasuries, agencies, corporates, MBS, ABS, CMBS, etc.) of par held, cost and market values. viii. Transaction activity report reflecting purchases and sales, gains and losses, broker name, cost

and market prices. ix. Income earned and accrual report that reflects accrued income per month, per security. x. Compliance report showing S&P, Moody’s and Fitch ratings (Fitch or rating acquired from

another source when S & P did not rate) for each security in the portfolio. xi. S&P, Moody’s and Fitch monthly rating review reports.

f) The Department’s fiscal year end is June 30th. The Respondent must be able to provide GASB 40 reporting in the following format by no later than July 31st or the next business day of each year. i. Credit Quality Rating report must use GASB 40 fair value reporting and be broken down by

each S&P rating and following security type: 1) Commercial paper 2) Federal Agencies (not U.S. guaranteed obligations) 3) Domestic Bonds and Notes

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4) International Bonds and Notes 5) Bankers’ Acceptance 6) Repurchase Agreements 7) U.S. Guaranteed Obligations 8) Mutual Funds 9) Futures contracts 10) Options contracts 11) Certificates of Deposit

ii. Investment reports must use GASB 40 fair value reporting and be broken down by effective weighted duration by the following investment type: 1) Commercial paper 2) Certificates of Deposit 3) Repurchase Agreement 4) U.S. guaranteed obligations

(a) U.S. Treasury bonds and notes (b) U.S. Treasury strips (c) U.S. Treasury bills (d) GNMA and other agencies directly backed by the U.S. government

5) Federal agencies (a) Discount notes (b) Unsecured bonds and notes (c) ABS (d) MBS/CMO/CMBS

6) Domestic bonds & Notes (a) Corporate (b) Municipal/Provincial (c) Private placements (d) Non-Government Backed CMO/CMBS

7) International bonds and notes (a) Corporate (b) Government (c) Non-Government CMO/CMBS

8) Bankers’ acceptances 9) Mutual funds 10) Private label ABS 11) Private label MBS/CMO/CMBS 12) Futures contracts 13) Options contracts

iii. Derivative investment reports must use GASB 53 reporting requirements. The reports must provide the fair value, notional value, realized gains and losses, and the change in unrealized gains and losses in the following classifications: 1) Futures 2) Options 3) Mortgage TBA’s

g) The Respondent must provide counterparty reports for all repurchase agreement and derivative transactions. The counterparty is the actual broker not the clearing broker of the transaction.

8) Securities Lending

a) Respondent must comply with the Securities Lending Guidelines within the Comprehensive Investment Policy. Respondent must monitor compliance of investments purchased within the

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Cash Collateral account to the Department’s Comprehensive Investment Policy. b) If a trade is non-compliant with the Securities Lending Investment Guidelines, it can be sold out of

the account. However, the Department will be made whole if: i. the sale results in a realized principle loss; and/or

ii. the transaction has not earned a comparable rate to an overnight repo transaction. c) Respondent must provide indemnification against all broker/dealer loss on securities on loan and

repurchase agreement transaction will be returned. d) Respondent must mark-to-market collateralization levels for all securities loans and provide a daily

report which will be supplied to the Department by 12:00 noon Eastern Time. e) Respondent must accept sell instructions from any custody account on the day of settlement up to

9:00 a.m. Eastern Time. f) Respondent must support an on-going system of evaluating the credit-worthiness of Borrowers and

the ratings of Moody’s, S&P and Fitch with respect to investments. g) The Respondent must provide the following monthly final audited information to the Department

by the 15th calendar day of the following month by electronic means. h) The specific names of the reports listed below do not have to match the Respondent’s

nomenclature, but each of the individual fields listed below must be provided in one or more reports. i. Outstanding Loan Detail report reflecting details of each loan, cash or non-cash collateral,

including security on loan description, CUSIP, ratings of Authorized Investments (at least S&P and Moody’s)borrower, rebate rate, trade date and contract amount.

ii. Collateral Held by Borrower report, by broker, showing total market value on loan, cash (non-cash) collateral (market) value and collateral held as a percentage of market value on loan for each borrower.

iii. Non-cash Collateral report listing all approved Securities held as collateral on non-cash loans for each broker. Includes security description, CUSIP, par amount, date received and market value.

iv. The Respondent must provide an Excel file with the following information in reference to the Cash Collateral portfolios. The file must be in the order of the fields listed in the following: 1) As of Date 2) S&P Rating 3) Moody’s Rating 4) Fitch Rating 5) Account ID 6) Security ID 7) Asset Type 8) Issuer Name 9) Coupon 10) Stated Maturity 11) Market Value 12) Par Value

i) The credit rating of long-term obligations is determined at the time of issuance. Obligations issued with maturities greater than one year will be considered long-term for the life of the obligation and its corresponding long-term credit rating will be the criterion used when determining credit quality. When reporting the rating, the Respondent must use this ratings methodology.

j) The Department’s fiscal year end is June 30th. The Respondent must be able to provide GASB 28 reporting for the following reports for security lending by no later than July 31st, or next business day. i. Outstanding Loan Detail report reflecting details of each loan, cash or non-cash collateral,

including security on loan description, CUSIP, ratings of Authorized Investments (at least S&P and Moody’s)borrower, rebate rate, trade date and contract amount.

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ii. Collateral Held by Borrower report, by broker, showing total market value on loan, cash (non-cash) collateral (market) value and collateral held as a percentage of market value on loan for each borrower.

iii. Non-cash Collateral report listing all approved Securities held as collateral on non-cash loans for each broker. Includes security description, CUSIP, par amount, date received and market value.

9) Investment Performance and Risk Analytics

a) The performance reports and risk analytics reports are required for individual accounts, internal

accounts grouping, external accounts grouping, commingled including securities lending and individual security level.

b) All the following reports will be finalized and available through the web-based system by the 12th calendar day of the month: i. Performance reports will further be provided in the following terms: gross, net of management

fees, and net of all fees consistent with CFA Institute Global Investment Performance Standards (GIPS) calculation guidelines

ii. Performance analytics should include duration, convexity, sectors by percentage of market value, sectors by maturing ranges, and sectors by effective duration contribution by time frame.

iii. Attribution analysis will be provided with the following information: effective duration contribution/yield curve contribution, security attribution and sector attribution, where previously agreed upon and available in the marketplace.

iv. Fixed income characteristics report including effective and modified duration, convexity and weighted average maturity.

v. Fixed income portfolio analytics report. This report must, at a minimum, include Standard Deviation, R2, Beta, Tracking Volatility, Sharpe Ratio, Treynor Ratio, Jensen’s Alpha, and Information Ratio.

c) The Respondent will collect monthly rate of return and market values from the External Managers. If monthly return differences greater than 20 bps are not explained by the accounting market value reconciliation, the Respondent will investigate the matter with the investment manager. Explanations of unresolved differences will be provided to the Department. The Respondent will send final monthly rates of return for each portfolio and their corresponding benchmarks to the Department and the managers by the 12th of the following month.

d) The Respondent will maintain 10-year historical performance information on the web-based system.

e) Issuer concentration allocation on a comingled account level is to be done at least on a monthly basis.  

10) Investment Consulting a) The Respondent will act as an Investment Consultant or provide an Investment Consultant that

meets all the requirements of this section. b) The Respondent will provide the following reports and deliver by electronic means:

i) Quarterly Investment Performance Reports will be 45 calendar days after quarter-end. Respondent will prepare quarterly reports for the composite including securities lending and individual portfolios that contain: a. Summary of Investment Performance:

(a) Analysis of current market environment which includes, at a minimum, a summarization of recent events and the impact to Department’s fixed income holdings and indices/benchmarks.

45

(b) Analysis of asset allocation, which includes, at a minimum, a breakdown of the Department’s asset allocation compared to the Respondent’s current recommended fixed income asset allocation for the corresponding benchmark for each individual portfolio and blended benchmark for the composite.

(c) Risk analysis for the composite portfolio, which includes, at a minimum, valuation of market risk, credit risk, and interest rate risk.

b. Portfolio Return Analysis/Analysis of Portfolio Performance: (a) Achievement of the objective of each portfolio as detailed in the investment guidelines,

which will be provided by the Department. (b) Deviation from indices/benchmarks of each portfolio as detailed in the investment

guidelines, which will be provided by the Department. (c) Written commentary on factors affecting performance relating to achieving benchmark

objectives. ii) Review of the Investment Program’s Investment Guidelines and Procedures. Respondent will

prepare a report upon Department’s request including: a. Review of Department’s investment guidelines and investment procedures as a comparison

to current market standards. b. Analysis of future risks on Department’s investment guidelines and procedures. c. Recommendations for change to the Department’s investment program and investing

procedures based on the review and analysis of risks, above. c) The Respondents will provide the Department access to the eVestment Alliance Global Database

manager universe and will assist the Department in the search and due diligence for new investment managers.

d) Respondent will participate in the semi annual Performance Reviews for the External Investment Program.

e) Respondent will participate by conference call to supply its expertise to the Department on the financial markets and the financial industry at the Departments request.

f) Respondent shall provide written research reports and memoranda that are produced by Respondent that are related to fixed income investments, economic or general financial market conditions.

g) Respondent shall provide an annual recommendation for asset allocation with justification at the composite level. At Department’s request, Respondent shall provide this recommendation an additional three (3) times per year. i) The recommendation shall consider risk within the context of performance and specifically

identify investment classes. ii) The recommendation shall be based on consideration of past and present market conditions,

and not be a generic asset allocation based on risk tolerance and liquidity needs. iii) The Respondent shall explicitly identify assumptions and projections relied upon for the

recommendations. All recommendations shall have an empirical justification articulated in a written report submitted by the Respondent.

h) Respondent shall provide Fixed Income Portfolio Scenario Analysis which will consist of the following items: i) Five (5) different financial/economic market scenarios with justification for each scenario. ii) Probability weighting for each scenario. iii) Project return for individual accounts, internal accounts grouping, external accounts grouping,

and commingled for each scenario. The returns should use a 2 year horizon. i) Provide the Department to estimate Tracking Error (or Active Risk) using “what-if” analysis.

11) Account Management

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a) The Respondent will work as a whole organization instead of the Department having to communicate with each unit (i.e., securities lending, broker-dealer, treasury management, etc) individually.

b) The Respondent will provide a maximum of 5 contacts for all services under this ITN. The Respondent will provide a back-ups for each contact.

c) Any fee increase or changes caused by mandatory regulatory or Respondent changes must be negotiated prior to the change and can only be 2% over the cost to the Respondent.

12) Disaster Preparedness

a) The Respondent will provide wire origination capabilities either by the web-based system, phone, fax or any other means that is mutually agreed upon.

b) The Respondent will provide trading capabilities either by the web-based system, phone, fax or any other means that is mutually agreed.

c) The Respondent will provide the order of succession for assigned officer and key staff that the Department regularly works with in the course of business.

d) The Respondent will provide a process for notifying the Department when the Respondent’s ability to do business has been compromised within one (1) hour.

e) The Respondent must have an established secure back-up system for wire transfer, securities transactions and report delivery if the web-based system is unavailable. This back-up must be functioning within 6 hours of the occurrence.

13) Corporate Actions

a) Respondent will notify the Department’s or External Manager’s staff within 24 hours of receiving

notification of all corporate actions. b) Respondent will provide completed documentation as requested to file all legal actions for

signature at least three (3) weeks prior, provided the Respondent has been provided the information and it meets market convention, or as the corporate notice is provided to the Respondent, for action on the due date.

14) Technology/Systems Support

a) The Respondent will supply a secure web-based system during the hours of 7:00 a.m. to 6:00 p.m.

Eastern Time. The Respondent will provide the necessary information and/or reports to allow the Department to continue its standard operations during times the web-based system is unavailable.

b) The Respondent will ensure records will be safeguarded against potential loss or destruction by fire, theft, vandalism, storm, earthquake, or any other hazard, by retaining backup data in a secure location.

c) The Respondent will encrypt all e-mail communication that contain account numbers, wire information and trade information with the Department by using a security protocol called Transport Layer Security or some other similar security which is compliant with the Department’s Information Technology Security Policy.

d) Respondent will provide technical expertise and assistance to the Department personnel including, but not limited to:

i. Providing direct access to designated individuals to assist with technical questions; and, ii. Providing an account administrator(s) or alternate account administrator available by

telephone between the hours of 7:30 a.m. and 5:30 p.m. Eastern Time on normal business days.

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15) Training

a) The Respondent will provide at least 10 hours of a web-based continuing education training program (i.e., Intuition) over a calendar year. This will be provided for a maximum of 8 Department employees. The topics will cover economics, ethics, financial accounting and fixed income.

b) The Respondent will provide on-site training for all web-based systems that the Department will use prior to transition. On-site training will also be provided for any new releases/upgrades to the web-based systems or new web-based systems that are replacing an existing one.

I certify that this Response is made without prior understanding, agreement, or connection with any corporation, firm, or person submitting a Response for the same materials, supplies or equipment, or services and is in all respects fair and without collusion or fraud. I agree to abide by all conditions of this Response and certify that I am authorized to sign this Response for the Respondent and that the Respondent is in compliance with all requirements of the ITN, including but not limited to, certification requirements. RESPONDENT NAME: _____________________________________ (Company) RESPONDENT ADDRESS : _________________________________ (City/State/Zip) ______________________________________ RESPONDENT PHONE: ____________________________________ RESPONDENT E-MAIL CONTACT: _________________________ AUTHORIZED REPRESENTATIVE: (Printed) _______________________________________ AUTHORIZED SIGNATURE: ___________________________ DATE: ______________________________________________

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ATTACHMENT D

SECURITIES LENDING EARNING PROPOSAL

SECURITIES LENDING SPLIT

The Respondent will absorb all costs, fees and charges relating to lending, or any other costs with the exception of rebates. The Respondent shall compute on an accrual basis, earnings generated from securities lending.

Percent of Earning paid to The Department from securities lending activities ___________________%

Percent of Earning retained by Respondent from securities lending activities ___________________%

Must equal 100%

The Department is interested in establishing a “Clawback Clause” whereas if Securities Lending Gross Earnings reaches an established level, then the Department will receive 100% of the remaining gross earnings. Please indicate the Gross Earnings level that must be reached for the Department to keep 100% of the remaining gross earnings.– $_________________________ annually

SECURITIES LENDING EARNING ANNUAL FORECAST The Respondent should use Summary of Net Assets (Attachment J) and Security Lending Investment Guidelines within the Comprehensive Investment Policy (Attachment I) to forecast annual earnings for the Department. Assumptions (as indicated in the questionnaire) and the below data will be verified with securities lending references (Attachment F) and market conditions to determine the accuracy of the information provided. Calendar year 2011 averages that your company earned must be used to fill out the chart. If information is not accurate, the Respondent will not be considered for said ITN. The below chart uses the following methodology: Par amount x utilization rate = average par amount on loan; rebate rate – reinvestment rate = gross spread; average par amount on loan x gross spread = gross earnings.

Par Amount (12/31/2011)

Utilization

Rate

Average Par on Loan

Rebate Rate

Reinvestment

Rate

Gross Spread

Gross

Earnings Treasuries

Agencies

Corporates

MBS ABS

Other

Totals

Signature Name, Title (Please type)

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ATTACHMENT E

2010 TRADES AND ELECTRONIC FUNDS TRANSFER DATA

Services

2010 transaction estimated history

per Unit Wire Transfer Received

3,004

Wire Transfer Delivered

3,773

Book entry for security purchased and sales FRB

25,575

DTC

6,141

Repo

794

EUROClear

10

Other transactions Maturities

1,657

Futures

1,346

Options

20

Paydowns/Payups

20,920

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ATTACHMENT F

CLIENT REFERENCES

The Vendor must list verifiable clients of the Vendor’s firm. The clients shall be listed on this form. Any information not submitted on this form shall not be considered. The clients listed shall be for services similar in nature to that described in this solicitation. Confidential clients shall not be included. Information on each client must be provided on this page: Investment Clearing and Safekeeping References Each Vendor must provide references of at least three (3) clients for whom they perform Global custody services. This list must consist of one long-term client (5 or more years), one new client (less than 2 years) and one former client (within the past 2 years) or the Department if they were a former client and include the name, address, and telephone number, project term and breakdown of assets by security type and market value.

1. Long-Term current client of 5 or more years _________________________________________________________________________ Name of Organization ________________________________________________________________________ Address _________________________________________________________________________ City State Zip Code _________________________________________________________________________ Contract Person, Title, Phone Number Extension _________________________________________________________________________ Project Term _________________________________________________________________________ Breakdown of asset by security and market value _________________________________________________________________________ Breakdown of asset by security and market value (continued) _________________________________________________________________________ Breakdown of asset by security and market value (continued) 2. Short-term current client of 2 years or less _________________________________________________________________________ Name of Organization _________________________________________________________________________ Address _________________________________________________________________________ City State Zip Code _________________________________________________________________________ Contact Person, Title, Phone Number Extension _________________________________________________________________________ Project Term _________________________________________________________________________ Breakdown of asset by security and market value _________________________________________________________________________ Breakdown of asset by security and market value (continued) _________________________________________________________________________ Breakdown of asset by security and market value (continued)

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3. Former client that left within the past 2 years or Department _________________________________________________________________________ Name of Organization _________________________________________________________________________ Address _________________________________________________________________________ City State Zip Code _________________________________________________________________________ Contact Person, Title, Phone Number Extension _________________________________________________________________________ Project Term _________________________________________________________________________ Breakdown of asset by security and market value _________________________________________________________________________ Breakdown of asset by security and market value (continued) _________________________________________________________________________ Breakdown of asset by security and market value (continued) Securities Lending References Each Vendor must provide references of at least three (3) clients for whom they perform securities lending services. This list must consist of one long-term client (5 or more years), one new client (less than 2 years) and one former client (within the past 2 years) or the Department if they were a former client and include the name, address, and telephone number, project term and breakdown of asset by security and market value. If possible, the funds should be of similar size and portfolio composition as the Department’s funds.

1. Long-Term current client of 5 or more years ________________________________________________________________________ Name of Organization ________________________________________________________________________ Address _________________________________________________________________________ City State Zip Code _________________________________________________________________________ Contract Person, Title, Phone Number Extension _________________________________________________________________________ Project Term _________________________________________________________________________ Breakdown of asset by security and market value _________________________________________________________________________ Breakdown of asset by security and market value (continued) _________________________________________________________________________ Breakdown of asset by security and market value (continued) 2. Short-term current client of 2 years or less _________________________________________________________________________ Name of Organization _________________________________________________________________________ Address _________________________________________________________________________ City State Zip Code _________________________________________________________________________ Contact Person, Title, Phone Number Extension

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_________________________________________________________________________ Project Term _________________________________________________________________________ Breakdown of asset by security and market value _________________________________________________________________________ Breakdown of asset by security and market value (continued) _________________________________________________________________________ Breakdown of asset by security and market value (continued) 3. Former client that left within the past 2 years or Department _________________________________________________________________________ Name of Organization _________________________________________________________________________ Address _________________________________________________________________________ City State Zip Code _________________________________________________________________________ Contact Person, Title, Phone Number Extension _________________________________________________________________________ Project Term _________________________________________________________________________ Breakdown of asset by security and market value _________________________________________________________________________ Breakdown of asset by security and market value (continued) _________________________________________________________________________ Breakdown of asset by security and market value (continued)

Accounting and Reporting References

Each Vendor must provide references of at least three (3) clients for whom they provide reporting services. This list must consist of one long-term client (5 or more years), one new client (less than 2 years) and one former client (within the past 2 years) or the Department if they were a former client and include the name, address, and telephone number, project term and breakdown of assets by security type and market value.

1. Long-Term current client of 5 or more years _________________________________________________________________________ Name of Organization ________________________________________________________________________ Address _________________________________________________________________________ City State Zip Code _________________________________________________________________________ Contract Person, Title, Phone Number Extension _________________________________________________________________________ Project Term _________________________________________________________________________ Breakdown of asset by security and market value _________________________________________________________________________ Breakdown of asset by security and market value (continued) _________________________________________________________________________ Breakdown of asset by security and market value (continued)

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2. Short-term current client of 2 years or less _________________________________________________________________________ Name of Organization _________________________________________________________________________ Address _________________________________________________________________________ City State Zip Code _________________________________________________________________________ Contact Person, Title, Phone Number Extension _________________________________________________________________________ Project Term _________________________________________________________________________ Breakdown of asset by security and market value _________________________________________________________________________ Breakdown of asset by security and market value (continued) _________________________________________________________________________ Breakdown of asset by security and market value (continued) 3. Former client that left within the past 2 years or Department _________________________________________________________________________ Name of Organization _________________________________________________________________________ Address _________________________________________________________________________ City State Zip Code _________________________________________________________________________ Contact Person, Title, Phone Number Extension _________________________________________________________________________ Project Term _________________________________________________________________________ Breakdown of asset by security and market value _________________________________________________________________________ Breakdown of asset by security and market value (continued) _________________________________________________________________________ Breakdown of asset by security and market value (continued) Performance Analytics and Investment Consulting including Risk Management Services Each Vendor must provide references of at least three (3) clients for whom they provide Performance analytics and Investment Consulting with Risk management Services. This list must consist of one long-term client (5 or more years), one new client (less than 2 years) and one former client (within the past 2 years) or the Department if they were a former client and include the name, address, and telephone number, project term and breakdown of asset by security and market value.

1. Long-Term current client of 5 or more years _________________________________________________________________________ Name of Organization ________________________________________________________________________ Address _________________________________________________________________________ City State Zip Code _________________________________________________________________________

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Contract Person, Title, Phone Number Extension _________________________________________________________________________ Project Term _________________________________________________________________________ Breakdown of asset by security and market value _________________________________________________________________________ Breakdown of asset by security and market value (continued) _________________________________________________________________________ Breakdown of asset by security and market value (continued) 2. Short-term current client of 2 years or less _________________________________________________________________________ Name of Organization _________________________________________________________________________ Address _________________________________________________________________________ City State Zip Code _________________________________________________________________________ Contact Person, Title, Phone Number Extension _________________________________________________________________________ Project Term _________________________________________________________________________ Breakdown of asset by security and market value _________________________________________________________________________ Breakdown of asset by security and market value (continued) _________________________________________________________________________ Breakdown of asset by security and market value (continued) 3. Former client that left within the past 2 years or Department _________________________________________________________________________ Name of Organization _________________________________________________________________________ Address _________________________________________________________________________ City State Zip Code _________________________________________________________________________ Contact Person, Title, Phone Number Extension _________________________________________________________________________ Project Term _________________________________________________________________________ Breakdown of asset by security and market value _________________________________________________________________________ Breakdown of asset by security and market value (continued) _________________________________________________________________________ Breakdown of asset by security and market value (continued)

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ATTACHMENT G

CONTRACT Attached in a separate file

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ATTACHMENT H

SECTION 17.57, FLORIDA STATUTES

17.57 Deposits and investments of state money.— (1) The Chief Financial Officer, or other parties with the permission of the Chief Financial Officer, shall deposit the money of the state or any money in the State Treasury in such qualified public depositories of the state as will offer satisfactory collateral security for such deposits, pursuant to chapter 280. It is the duty of the Chief Financial Officer, consistent with the cash requirements of the state, to keep such money fully invested or deposited as provided herein in order that the state may realize maximum earnings and benefits. (2) The Chief Financial Officer shall make funds available to meet the disbursement needs of the state. Funds which are not needed for this purpose shall be placed in qualified public depositories that will pay rates established by the Chief Financial Officer at levels not less than the prevailing rate for United States Treasury securities with a corresponding maturity. In the event money is available for interest-bearing time deposits or savings accounts as provided herein and qualified public depositories are unwilling to accept such money and pay thereon the rates established above, then such money which qualified public depositories are unwilling to accept shall be invested in: (a) Direct United States Treasury obligations. (b) Obligations of the Federal Farm Credit Banks. (c) Obligations of the Federal Home Loan Bank and its district banks. (d) Obligations of the Federal Home Loan Mortgage Corporation, including participation certificates. (e) Obligations guaranteed by the Government National Mortgage Association. (f) Obligations of the Federal National Mortgage Association. (g) Commercial paper of prime quality of the highest letter and numerical rating as provided for by at least one nationally recognized rating service. (h) Time drafts or bills of exchange drawn on and accepted by a commercial bank, otherwise known as “bankers acceptances,” which are accepted by a member bank of the Federal Reserve System having total deposits of not less than $400 million or which are accepted by a commercial bank which is not a member of the Federal Reserve System with deposits of not less than $400 million and which is licensed by a state government or the Federal Government, and whose senior debt issues are rated in one of the two highest rating categories by a nationally recognized rating service and which are held in custody by a domestic bank which is a member of the Federal Reserve System. (i) Corporate obligations or corporate master notes of any corporation within the United States, if the long-term obligations of such corporation are rated by at least two nationally recognized rating services in any one of the four highest classifications. However, if such obligations are rated by only one nationally recognized rating service, then the obligations shall be rated in any one of the two highest classifications. (j) Obligations of the Student Loan Marketing Association. (k) Obligations of the Resolution Funding Corporation. (l) Mortgage-backed securities of the highest credit quality.

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(m) Asset-backed securities rated by at least two nationally recognized rating services in any one of the three highest classifications. However, if such obligations are rated by only one nationally recognized rating service, the obligations must be rated in any one of the two highest classifications. (n) Any obligations not previously listed which are guaranteed as to principal and interest by the full faith and credit of the United States Government or are obligations of United States agencies or instrumentalities which are rated in the highest category by a nationally recognized rating service. (o) Commingled no-load investment funds or no-load mutual funds in which all securities held by the funds are authorized in this subsection. (p) Money market mutual funds as defined and regulated by the Securities and Exchange Commission. (q) Obligations of state and local governments rated in any of the four highest classifications by at least two nationally recognized rating services. However, if such obligations are rated by only one nationally recognized rating service, then the obligations shall be rated in any one of the two highest classifications. (r) Covered put and call options on investment instruments authorized in this subsection for the purpose of hedging transactions by investment managers to mitigate risk or to facilitate portfolio management. (s) Negotiable certificates of deposit issued by financial institutions whose long-term debt is rated in one of the three highest categories by at least two nationally recognized rating services, the investment in which shall not be prohibited by any provision of chapter 280. (t) Foreign bonds denominated in United States dollars and registered with the Securities and Exchange Commission for sale in the United States, if the long-term obligations of such issuers are rated by at least two nationally recognized rating services in any one of the four highest classifications. However, if such obligations are rated by only one nationally recognized rating service, the obligations shall be rated in any one of the two highest classifications. (u) Convertible debt obligations of any corporation domiciled within the United States, if the convertible debt issue is rated by at least two nationally recognized rating services in any one of the four highest classifications. However, if such obligations are rated by only one nationally recognized rating service, then the obligations shall be rated in any one of the two highest classifications. (v) Securities not otherwise described in this subsection. However, not more than 3 percent of the funds under the control of the Chief Financial Officer shall be invested in securities described in this paragraph. (w) Derivatives of investment instruments authorized in paragraphs (a)-(v). (x) Futures and options on futures, provided the instruments for such purpose are traded on a securities exchange or board of trade regulated by the Securities and Exchange Commission or the Commodity Futures Trading Commission.

These investments may be in varying maturities and may be in book-entry form. Investments made pursuant to this subsection may be under repurchase agreement or reverse repurchase agreement. The Chief Financial Officer may hire registered investment advisers and other consultants to assist in investment management and to pay fees directly from investment earnings. Investment securities, proprietary investment services related to contracts, performance evaluation services, investment-related equipment or software used directly to assist investment trading or investment accounting operations including bond calculators, telerates, Bloombergs, special program calculators, intercom systems, and software used in accounting, communications, and trading, and advisory and consulting contracts made under this section are exempt from the provisions of chapter 287.

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(3) In the event the financial institutions in the state do not make sufficient loan funds available for a residential conservation program pursuant to any plan approved by the Florida Public Service Commission under the Florida Energy Efficiency and Conservation Act, the board may authorize the investment of state funds, except retirement trust funds, in such a loan program at rates not less than prevailing United States Treasury bill rates. However, prior to investment of such funds, the Florida Public Service Commission shall develop a plan which must be approved by the Legislature before implementation. (4) All earnings on any investments made pursuant to this section are hereby appropriated to the General Revenue Fund, except that earnings attributable to moneys made available pursuant to s. 17.61(3)(a) and (b) shall be credited pro rata to the funds from which such moneys were made available. (5) The fact that a municipal officer or a state officer, including an officer of any municipal or state agency, board, bureau, commission, institution, or department, is a stockholder or an officer or director of a bank or savings and loan association will not bar such bank or savings and loan association from being a depository of funds coming under the jurisdiction of any such municipal officer or state officer if it shall appear in the records of the municipal or state office that the governing body of such municipality or state agency has investigated and determined that such municipal or state officer is not favoring such banks or savings and loan associations over other qualified banks or savings and loan associations. (6) The Chief Financial Officer is designated the cash management officer for the state and is charged with the coordination and supervision of procedures providing for the efficient handling of financial assets under the control of the State Treasury and each of the various state agencies, and of the judicial branch, as defined in s. 216.011. This responsibility shall include the supervision and approval of all banking relationships. Pursuant to this responsibility, the Chief Financial Officer may obtain information from financial institutions regarding depository accounts maintained by any agency or institution of the State of Florida. (7) In addition to the deposits authorized under this section and notwithstanding any other provisions of law, funds that are not needed to meet the disbursement needs of the state may be deposited by the Chief Financial Officer in accordance with the following conditions: (a) The funds are initially deposited in a qualified public depository, as defined in s. 280.02, selected by the Chief Financial Officer. (b) The selected depository arranges for depositing the funds in financial deposit instruments insured by the Federal Deposit Insurance Corporation in one or more federally insured banks or savings and loan associations, wherever located, for the account of the state. (c) The full amount of the principal and accrued interest of each financial deposit instrument is insured by the Federal Deposit Insurance Corporation. (d) The selected depository acts as custodian for the state with respect to each financial deposit instrument issued for its account. History.—s. 1, ch. 4586, 1897; GS 132; s. 1, ch. 7929, 1919; RGS 143; CGL 173; s. 1, ch. 17712, 1937; s. 1, ch. 23976, 1947; s. 1, ch. 57-354; s. 1, ch. 63-114; ss. 28, 35, ch. 69-106; s. 1, ch. 71-104; s. 1, ch. 77-155; s. 1, ch. 78-110; s. 7, ch. 80-65; s. 1, ch. 80-103; s. 55, ch. 80-257; s. 1, ch. 81-285; s. 1, ch. 81-295; s. 2, ch. 83-122; s. 1, ch. 85-138; s. 1, ch. 87-331; s. 8, ch. 88-374; s. 1, ch. 89-287; s. 1, ch. 90-357; s. 8, ch. 91-244; s. 1, ch. 92-87; s. 5, ch. 92-142; s. 1, ch. 93-75; s.

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1, ch. 94-166; s. 1, ch. 96-177; s. 1, ch. 98-409; ss. 64, 65, ch. 2002-402; ss. 55, 56, ch. 2003-261; s. 3, ch. 2003-400; s. 3, ch. 2004-390; s. 1, ch. 2005-126; s. 3, ch. 2006-122; ss. 1, 2, ch. 2009-70; s. 1, ch. 2009-140. Note.—Former s. 18.10.

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ATTACHMENT I

COMPREHENSIVE INVESTMENT POLICY

Table of Contents

Section 1 Introduction

Article I General Overview ........................................................................................5

Article II Governing Authority ....................................................................................6

Section 2 Operational Structure

Article III Treasury Organization Structure ..................................................................9

Article IV Investment Work Group ..............................................................................9

Article V Treasury Investment Committee ................................................................10

Section 3 Operational Policies

Article VI Investment Goals .......................................................................................13

Article VII Portfolio Allocation ...................................................................................13

Article VIII Risk Management ......................................................................................14

Article IX Investment Pool Rating ............................................................................. 15

Article X Ethics..........................................................................................................16

Article XI Standard of Care ........................................................................................16

Article XII Internal Controls ........................................................................................17

Article XIII Continuing Education ...............................................................................17

Article XIV Compliance ................................................................................................17

Article XV Custodial Risk ............................................................................................17

Article XVI Downgraded Securities ..............................................................................18

Article XVII Section 17.57(2)(v), Florida Statutes Investments .....................................18

Article XVIII Broker-Dealer Requirements .....................................................................19

Article XIX Securities Lending Agents .........................................................................19

Article XX Placement Agents.......................................................................................19

Article XXI External Manager Selection .......................................................................20

Article XXII External Investment Manager Program Review ........................................22

Article XXIII Derivatives Policy ......................................................................................23

Article XXIV Security Pricing ..........................................................................................24

Article XXV Special Purpose Investment Account…………………………………….24

Article XXVI Prohibited Securities and the Protecting Florida’s Investments Act……..24

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Section 4 Investment Policies Article XXVII Investment Policy for Internal Liquidity Portfolio ....................................26

Article XXVIII Investment Policy for Internal Bridge Portfolio ........................................30

Article XXIX Investment Policy for Internal Intermediate Portfolio ...............................34

Article XXX Investment Policy for External Investment Manager Program ..................38

Article XXXI Investment Policy for Securities Lending ..................................................42

Article XXXII Investment Policy for Short Term Investment Account ............................46

Article XXXIII Investment Policy for Certificates of Deposit Program .............................48

Section 5 Approval

Article XXXIV Director of the Division of Treasury Approval ..........................................50

Section 6 Appendices

Appendix A Section 17.57, Florida Statutes ..................................................................52

Appendix B Section 17.575, Florida Statutes ...............................................................56

Appendix C Section 17.61, Florida Statutes .................................................................57

Appendix D DFS Administrative Policies and Procedures Number 5-05 .....................60

Appendix E DFS Administrative Policies and Procedures Number 1-02 .....................67

Page numbers will not match due to insert into ITN.

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Section 1

INTRODUCTION

63

Article I General Overview

The Chief Financial Officer (“CFO”) has a statutory duty to fully invest or deposit State funds in order that the State may realize maximum earnings and benefits. The Florida Division of Treasury (“Treasury”) manages monies belonging to State Agencies and other entities created by Florida State Constitution or Law (Special Purpose Investment Accounts (“SPIA”)). The Treasury’s principal investment management objectives, in descending order of priority, are as follows:

• Provide Liquidity • Preserve Principal • Provide Incremental Income

This Comprehensive Investment Policy (“CIP”) sets forth the general principles that govern the investments and investment personnel of the Treasury. The investments are allocated among seven Treasury investment portfolios/programs: 1. Internal Liquidity Portfolio 2. Internal Bridge Portfolio 3. Internal Intermediate Portfolio 4. External Investment Manager Program 5. Short-Term Investment Account 6. Securities Lending Program 7. Certificates of Deposit Program Collectively, these Treasury investment portfolios/programs are referred to as the “Investment Pool”. The Treasury will present updates to the CIP to the Treasury Investment Committee (“Committee”) for review annually or as needed. The Director of the Division of Treasury has final approval authority for the CIP.

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Article II Governing Authority

Investment Authority

Section 17.58(1), Florida Statutes, requires that all monies collected by State Agencies, boards, bureaus, commissions, institutions, and departments shall, except as otherwise provided by law, be deposited in the Treasury.

Section, 17.61(1), Florida Statutes, provides that the CFO shall invest all general revenue, trust funds and agency funds of each State Agency and the judicial branch. Funds for investment and reinvestment shall be considered investment funds and not funds on deposit, and such funds shall be exempt from the provision of Chapter 280, Florida Statutes.

Section 17.57(1), Florida Statutes, provides that it is the duty of the CFO, consistent with the cash requirements of the state, to keep such money fully invested or deposited as provided within this Statute in order that the State may realize maximum earnings and benefits. The CFO shall make funds available to meet the disbursement needs of the State.

Allowable Investments

Section 17.57(2), Florida Statutes, establishes the allowable investments for funds within the Treasury.

Securities Lending Program Section 17.61(1), Florida Statutes, provides that securities or investments purchased or held under the provisions of section 17.57(2) may be loaned to security dealers and banks, provided that the loan is collateralized by cash or US government securities having a market value of at least 100 percent of the market value of the securities loaned.

Advisors Section 17.57(2), Florida Statutes, provides that the CFO may hire registered investment advisors and other consultants to assist in investment management.

Special Purpose Investment Account (SPIA)

Section 17.61(1), Florida Statutes, provides that the CFO may invest, upon request, funds of any board, association, or entity created by the State Constitution or by Law by the procedure and in the authorized securities prescribed in Section 17.57(2), Florida Statutes.

Investment Fees Section 17.61(4)(b), Florida Statutes, provides that the CFO shall make an annual assessment of 0.12 percent against the average daily balance of SPIA and Trust Funds and 0.20 percent against the average daily balance of those funds requiring investment in a separate account.

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Treasury Investment Committee Section 17.575, Florida Statutes, creates a Committee consisting of at least five members who shall administer the Treasury Investment Program consistent with policy approved by the CFO for deposits and investments of public funds.

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Section 2

OPERATIONAL STRUCTURE

67

Article III Treasury Organization Structure

The CFO has a statutory duty to fully invest or deposit State funds in order that the State may realize maximum earnings and benefits. This responsibility is performed within Treasury’s Bureau of Funds Management’s Internal Investment Section and External Investment Section. Routine investment and operational decisions are made by the Investment Work Group. The Investment Work Group consists of the Director of the Division of Treasury, the Chief of the Bureau of Funds Management, the Financial Administrator for Internal Investments and the Financial Administrator for External Investments. The Investment Work Group reports quarterly to the Committee. Significant investment and operational decisions are approved by the CFO based on recommendations by the Investment Work Group and comments by the Committee.

Article IV Investment Work Group

Section 17.57(1), Florida Statutes, provides that it is the duty of the CFO, consistent with the cash requirements of the State, to keep the State money fully invested in order that the State may realize maximum earnings and benefits. Responsibility for the operation of the Investment Pool has been delegated to the Investment Work Group, who shall act in accordance with established written procedures and internal controls for the operation of the Investment Pool consistent with this CIP. The Investment Work Group should meet weekly to discuss and act upon daily operational and investment items. Examples of items the Investment Work Group discusses/reviews:

• Compliance issues • Investment strategies • External manager activity and/or concerns • Portfolio performance and characteristics • Treasury operational issues • Investment items as defined in Article XVII • Investment policies • Security lending activity • Monthly economic data • Headline risk items

 

Matters related to the roles of the Committee (see Article V) are developed by the Investment Work Group and presented first to the Committee for comment and then to the CFO for approval. In relation to matters of an urgent nature, the Investment Work Group may present the information directly to the CFO for approval. Such decisions will be presented to the Committee at the next regularly scheduled meeting.

Article V

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Treasury Investment Committee

Purpose: The Treasury Investment Committee (Committee) is established pursuant to Section 17.575, Florida Statutes. The Committee shall assist the Investment Work Group and the CFO by providing guidance on high level investment related matters, including policy and strategy matters and review of performance relative to objectives. Membership: The Committee shall consist of at least five members who must possess special knowledge, experience, and familiarity in finance, investments, or accounting. The members of the Committee shall be appointed by and serve at the pleasure of the CFO. Members shall serve terms of two years. Members are permitted to serve more than one term. The Committee shall annually elect a chair and vice chair from among its membership. Members of the Committee shall serve without compensation but shall be entitled to receive reimbursement for per diem and travel expenses as provided in Section 112.061, Florida Statutes. Responsibilities:

• Understand the Treasury’s purpose and investment goals. Review and provide guidance to the Investment Work Group and CFO on the investment policies, general investment strategies and performance of the Treasury Investment Pool. Roles

• Provide policy guidance to the Investment Work Group. • Review and recommend for approval policies developed and/or updated by the Investment Work Group

governing the Treasury’s investment portfolios. • Review changes to investment benchmarks or other measurement devices employed by the Treasury to

monitor the performance of its investment portfolios. • Evaluate investment performance of the investment portfolios based on a comparison of actual returns

with established return objectives. • Review investment strategy changes proposed by the Investment Work Group. • Perform such other responsibilities regarding the Treasury’s investment activities, policies or other

matters as may be assigned to the Committee. Attendance at Committee Meetings: The Investment Work Group shall set the schedule of meetings. The Committee should meet at least four times per year. However, special meetings may be called. Special meetings should be requested through the Committee Chair. Notices of meetings shall be posted in compliance with appropriate laws. In recognition of the importance of the work of the Committee, regular attendance at the Committee meetings is expected from all members. Attendance may be in person or by means of a conference call or other communications equipment by means of which all persons participating in the meeting can hear each other. A majority of the members of the Committee present at a meeting shall constitute a quorum for the transaction of business. The action of the Committee shall be determined by the vote or other affirmative expression by the majority of its members in attendance where a quorum is present. Agendas and Other Meeting Materials: An agenda shall be prepared for each regular and special meeting of the Committee. The agenda shall set forth those items upon which the Committee anticipates taking action or discussing. Each agenda item shall have attached backup material necessary for discussion or action by the Committee. A copy of the agenda and backup material shall be furnished to each Committee member prior to commencement of the meeting. Minutes

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outlining decisions shall be maintained and held by the Treasury. The Treasury shall record all acts and determinations of the Committee, and all such records shall be preserved in the custody of the Treasury. Such record and documents shall be open at all times for inspection. Appearance before the Committee: All persons who are scheduled to make appearances before the Committee shall be scheduled through the Treasury Division Director, who may establish the time limits for such appearances. Appearances before the Committee may be in person or through a representative. Ethics:

• Committee members must always exercise care and caution to place the interests of the Treasury before their own.

• No Committee member may influence the investment decision making process of the Treasury for personal

gain or private advantage or in a manner detrimental to the interests of the Treasury. • Committee members must avoid actions or activities that bring into question that person’s independence of

judgment with respect to the execution of professional responsibilities.

• Committee members shall not own, be directly affiliated with or compensated by a current vendor or a vendor seeking to do business with the Treasury.

Committee members must follow appropriate State of Florida laws: Committee members are required to follow all Florida laws related to Committee member conduct.

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Section 3

OPERATIONAL POLICIES

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Article VI Investment Goals

The Treasury’s principal investment goals, in descending order of priority, are as follows: Liquidity

The Treasury must be in a position to meet all cash outflow needs of the State and SPIA. While it is essential to invest all available funds, it is equally essential for the Treasury to maintain sufficient liquidity to provide for expected disbursement demands plus a level of other unforeseen outflows. Preservation of Principal

The investment of funds by the Treasury must be performed with the emphasis on preservation of principal over return on investment. All investments are subject to risk. The primary types of risks are credit risk, interest rate risk, sector risk, manager risk and derivatives risk. Investment decisions should be made with a focus on minimizing these risks in line with each portfolio’s objective. A risk/return analysis should be conducted at the portfolio and Investment Pool level as needed based on the current economic conditions and the State’s needs. Incremental Income

The Treasury will invest excess funds to provide incremental income while considering liquidity needs and monitoring risks as provided above. Some methods employed by the Treasury to provide incremental income are:

• Appropriate allocation among the Investment Portfolios • Active Investment Management • Securities Lending Program

The Investment Pool is managed so as to avoid any instance of negative monthly income.

Article VII Portfolio Allocation

The target allocation of Treasury funds will be implemented based on the following principles: Certificates of Deposit - Funds will be placed in certificates of deposit at Qualified Public Depositories. The program strives to maintain $1 billion in certificates of deposit.

Internal Liquidity Portfolio - The Treasury is required to fund warrants and electronic payment orders issued by the State. The Internal Liquidity Portfolio is maintained to provide these funds as well as to manage cash flow for the SPIA program. The Internal Liquidity Portfolio maintains a market value floor of $2 billion. The Internal Liquidity Portfolio will maintain a target balance of at least the total of non-agency SPIA accounts plus a margin of safety. The margin of safety will be a range between the highest quarterly net disbursements and highest weekly disbursements over a five year period. The Investment Work Group will review and determine the targeted amount by analyzing financial markets, national economic conditions and state economic conditions as well as budget estimates.

Internal Bridge Portfolio - The Internal Bridge Portfolio is maintained to provide backup liquidity for

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unexpectedly large disbursements which cannot be covered by the Liquidity Portfolio or when the Liquidity Portfolio’s market value approaches $2 billion, while also providing higher returns than investments in the Internal Liquidity Portfolio. After the Internal Liquidity Portfolio and External Investment Manager Program are funded, the remaining funds will be divided among this portfolio and the Internal Intermediate Portfolio. The Investment Work Group will review and determine the targeted amount by analyzing financial markets, national economic conditions and state economic conditions as well as budget estimates. Internal Intermediate Portfolio - The Internal Intermediate Portfolio is the second level of backup liquidity and should provide higher returns over time than the Liquidity and Bridge Portfolios. After the Internal Liquidity Portfolio and External Investment Manager Program are funded, the remaining funds will be divided among this portfolio and the Internal Bridge Portfolio. The Investment Work Group will review and determine the targeted amount by analyzing financial markets, national economic conditions and state economic conditions as well as budget estimates.

External Investment Manager Program - The External Investment Manager Program is designed to provide higher returns than the Internal Portfolios with some price volatility and limited liquidity requirement. The portfolio will maintain a market value range between 50 – 80% of trust fund balances over a five year period. The Investment Work Group will review and determine the targeted amount by analyzing financial markets, national economic conditions and state economic conditions as well as budget estimates. Allocations will be reviewed on a semi-annual basis using June 30th and December 31st numbers, or more frequently as needed.

Article VIII

Risk Management The primary approach to managing risk is to monitor principal quantitative and qualitative risk factors relative to benchmarks while continuing to pursue active returns. The below risk measures will be used to evaluate the risk in the Investment Pool in relation to the current/forecasted economic and market outlook. The following subsections identify the key risk areas with risk management parameters. Active Risk Active risk, commonly referred to as tracking error, is the risk associated with the differences in returns between the policy benchmark and the actual results of the portfolio. Active risk is measured as the standard deviation of the difference between the monthly returns of an active manager’s actual portfolio and their respective benchmark(s). The active risk of the Investment Pool will be measured using the most recent trailing five years (60 months). If the upper bound of a targeted active risk range is pierced, further evaluation of the risk in the program and/or Investment Pool will be initiated. The budgeted amount of active risk for the entire Investment Pool will be up to 100 basis points with each portfolio range as follows:

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Portfolios Benchmark Target Range

Internal Liquidity Bank of America Merrill Lynch 0-3 month T-Bill

0 – 35 bps

Internal Bridge Bank of America Merrill Lynch 1-3 year Government/Corporate, A or better

0 – 75 bps

Internal Intermediate Bank of America Merrill Lynch 3-5 year Government/Corporate, A or better

0 – 150 bps

External Investment Manager Program

Barclays Capital U.S. Aggregate Bond Index

0 – 200 bps

Interest Rate Risk

Interest rate risk will be managed by limiting the effective duration of fixed income portfolios which is detailed in the Portfolios’ Investment Policies. Credit Risk

Issuer concentration is limited by the Portfolios’ Investment Policies. Sector Risk Each portfolio is expected to be broadly diversified and may have deviations from the benchmark sector weightings. Sector exposures will be monitored by the Investment Work Group to identify the scale of under- and over- allocations and for performance attribution analysis. The active risk constraints in conjunction with the use of broad-based asset class benchmarks will have the effect of limiting sector concentration. Manager Risk

The allocation to a single active External Manager in the External Investment Manager Program is limited to 20% of the External Manager’s assets under management. External Managers must immediately notify the Financial Administrator for External Investments if this limitation is exceeded. Derivatives Risk Derivatives usage and limitations as well as risk management requirements are specified in the External Investment Manager Program Policy as well as Article XXIII.

Article IX Investment Pool Rating

The Investment Pool must be rated by at least one nationally recognized rating service. The Investment Pool should be managed in a manner that maintains a rating of A+ or better using the S&P rating matrix.

Article X

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Ethics All Treasury investment employees, which include staff within Internal Investments, External Investments, and members of the Investment Work Group, will be controlled by this policy.

• Treasury investment employees must abide by Administrative Policy and Procedure Number 5-05, Department of Financial Service’s Code of Ethics.

• The interests of the funds managed by the Treasury should be of paramount importance to each Treasury

investment employee. Treasury investment employees must always exercise care and caution to place the interests of the Treasury before their own.

• No Treasury investment employee may influence the investment decision making process of the Treasury

for personal gain or private advantage or in a manner detrimental to the interests of the Treasury. • Treasury investment employees must avoid actions or activities that bring into question that person’s

independence of judgment with respect to the execution of professional responsibilities. • All personal investment transactions must be accomplished in such a manner as to avoid even the mere

appearance of impropriety or a conflict of interest on the part of Treasury investment employees. This includes, but is not limited to, refraining from undertaking personal investment transactions with the same individuals with whom business is conducted on behalf of the Treasury.

Article XI

Standard of Care

The Investment Pool’s investments are subject to the “prudent person” standard of care. Investment decisions shall be made with judgment and care, under circumstances then prevailing, which persons of prudence, discretion and intelligence exercise in the management of their own affairs, not for speculation, but for investment, considering the probable safety of their capital as well as the probable income to be derived. In addition to considering the probable safety of capital and income of an investment, economic benefits an issuer can provide the State may also be considered in investment decisions.

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Article XII

Internal Controls The Investment Work Group shall follow the requirements of Administrative Policy and Procedure Number 1-02. Internal controls will be established to maintain an adequate internal control structure designed to reasonably protect the Investment Pool’s assets from loss, theft or misuse.

Article XIII Continuing Education

All Treasury investment employees, which include staff within Internal Investments, External Investments and members of the Investment Work Group will complete at least 10 hours of continuing education annually. Continuing education will be in the form of an actual training event such as attending conferences in person, through webinars or conference calls. The education should be focused on economics, ethics, financial accounting and/or fixed income topics. The hours must be kept by the employee and submitted to the Compliance Officer no later than January 15th of each year.

Article XIV Compliance

General investment compliance for the Investment Pool will be conducted by an independent Compliance Officer who reports directly to the Treasury Director. Securities Lending compliance will be conducted by the Internal Investment section. Compliance procedures will be maintained by the Compliance Officer for the Investment Pool and by the Internal Investment Section for Security Lending.

Article XV Custodial Risk

The Treasury shall utilize a third party custodial agent for book entry transactions, all of which shall be held in an account in the name of the Florida Department of Financial Services. The custodial agent shall be an organization authorized to do work in the United States who has an account with the Federal Reserve. The custodial agent will also provide their most recent report on internal controls upon request. If securities are not held by the custodial agent, the security must be held in an account in the name of the Florida Department of Financial Services. Certificates of Deposit shall be held in the CFO’s name and covered under FDIC insurance as well as Chapter 280, Florida Statutes, Public Deposit Program.

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Article XVI Downgraded Securities

Any security held in the Investment Pool that is downgraded below Investment Policy restrictions must adhere to the following:

• The Portfolio Manager must notify the Investment Work Group in writing (email, fax or letter) within two (2) days of the downgrade that triggers a compliance exception.

• Treasury will alert the Portfolio Manager of the requirement to liquidate the security within 90 days of

the compliance exception, or to request inclusion of the security as defined in Article XVII.

A security whose credit rating is downgraded, but not to the extent that a compliance exception is generated, is not subject to this Article.

Article XVII Section 17.57(2)(v), Florida Statutes Investments

Section 17.57(2)(v), Florida Statutes, allows 3% of funds under the control of the CFO to be invested in securities not specifically provided for within Section 17.57(2), Florida Statutes. The Treasury considers these securities as “Basket Clause” securities. Prior approval must be obtained from the Investment Work Group to purchase any security not specifically permitted in Section 17.57(2), Florida Statutes. Any such security that is purchased without prior approval must be sold immediately. Securities that are in compliance with the requirements of Section 17.57(2), Florida Statutes, at the time of purchase but fall out of compliance due to an event such as a rating downgrade will be placed in the Basket Clause upon the date the security is no longer in compliance. These securities can stay in the Basket Clause for up to 90 days with no approval requirements. If a Portfolio Manager believes that it is in the best interest of the Investment Pool to hold a Basket Clause security for greater than 90 days, that Portfolio Manager can present a recommendation to hold the security along with justification in writing to the Investment Work Group. The Investment Work Group will review each request and vote to approve or deny the request. If the Investment Work Group approves the request, the Portfolio Manager will be allowed to hold the security longer than the 90 day limit. Approved securities will be reviewed July and January of each year. As part of the review, the Portfolio Manager will submit updated recommendations which will go through the Investment Work Group review and approval process. A report of outstanding Basket Clause securities will be presented to the Committee at each quarterly meeting. If determined in the best interest of the Investment Pool by the Investment Work Group and/or the CFO, any security in the Basket Clause can be required to be sold immediately.

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Article XVIII Broker-Dealer Requirements

The Internal Investment section will transact all trades through an approved broker-dealer except for trading mutual funds, Israel Bonds and some commercial paper. The broker-dealer must be designated as a primary dealer by the Federal Reserve Bank of New York or be one of the top 20 underwriters of investment grade U.S. corporate bonds (by dollar volume). Broker-dealers must be incorporated in the United States and willing to do business with the Treasury. A review process will be completed annually and a list will be submitted to the Investment Work Group for approval. Broker-dealers that have not complied with these requirements may still be kept on the approved broker- dealer list if past service is considered indispensable or if the broker-dealer can act as a repurchase agreement counterparty.

Article XIX Securities Lending Agents

Treasury’s policies and guidelines governing securities lending shall be implemented through the custodian or third party lending institution other than the custodian or a combination of the securities lending providers. The provider will be governed by a contract combined with the custody contract or a separate contract, distinct from a custody relationship, detailing the type of securities lending relationship and program. The provider must exercise investment discretion within the overall objectives of: preserving principal; providing a liquidity level consistent with market conditions along with the lending and trading activities of the Funds’ assets; and maintaining full compliance with stated objectives and statutory provisions. The provider shall exercise prudence and expertise in managing the cash collateral reinvestment function and comply with Article XXXII, the Investment Policy for Securities Lending.

Article XX Placement Agents

As a general policy, the Treasury does not deal directly with Placement Agents in the process of selecting and hiring External Managers and broker-dealers. A Placement Agent is defined as any person or entity hired, engaged or retained by, or serving for the benefit of or acting on behalf of an External Manager, broker-dealer or on behalf of another Placement Agent, who acts or has acted for compensation, directly or indirectly, as a finder, solicitor, marketer, broker, lobbyist, or other intermediary to raise money or investment from, or to obtain access to the Florida Treasury, whether compensated, directly or indirectly, on a flat fee, contingent fee or any other basis. Treasury identifies and reviews External Manager candidates independently and utilizes a standard fee schedule for External Managers with fees paid directly to the investment manager. Treasury only transacts with broker-dealers that meet the requirements described in Article XVIII. Treasury will not directly pay management fees of any kind to any Placement Agent.

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All External Managers and broker-dealers must completely and accurately disclose all Placement Agent relationships, including the compensation paid to such Placement Agents. All External Managers and broker-dealers must provide the following information to the Treasury prior to conducting business with the Treasury and annually thereafter:

• A statement whether the External Manager or broker-dealer, or any of its principals, employees, agents or affiliates has compensated or agreed to compensate, directly or indirectly, any person or entity to act as a Placement Agent in connection with any investment by the Treasury, and if so, the name of the Placement Agent.

• A statement disclosing whether any Placement Agent has compensated or agreed to compensate, directly

or indirectly, any third party (including a sub-contractor) to solicit an investment by the Treasury or who is paid based upon an investment commitment by the Treasury (Third Party Placement Agent).

• A description of any and all compensation of any kind provided or agreed to be provided to a Placement

Agent, including the nature, timing and value thereof. Compensation to Placement Agents shall include compensation to Third Party Placement Agents who are retained in order to solicit an investment from the Treasury or who are paid based upon investment commitments secured by such third parties.

• A description of the services to be performed by the Placement Agent, including whether the nature of

the services are either ministerial or influential, and a statement as to whether the Placement Agent is utilized by the External Manager with all prospective clients or only with a subset of the External Manager’s prospective clients.

• A statement confirming that the Placement Agent and any Third Party Placement Agent, if applicable, is

registered with the SEC or the Financial Industry Regulatory Association or a similar regulatory body (which must be disclosed) in a country other than the United States.

Article XXI External Manager Selection

Treasury will prudently select external fixed income investment managers (“Managers”) based on their respective expertise relative to the investment mandate the Treasury seeks to fulfill or the investment service the Treasury seeks to receive.

New Managers are added for a variety of reasons including, but not limited to:

Need for increased investment capacity

Enhanced diversification of Managers

Addition of new strategies or styles

Termination of existing external Managers

Managers interested in providing their services to the Treasury are required to complete the Investment Manager Questionnaire (“Questionnaire”) located on the Treasury’s web site at http://www.fltreasury.org.

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Managers must satisfy the following criteria to be considered in the selection process:

• Must be a bank, insurance company, or investment adviser as defined by the Investment Advisers Act of 1940.

• Must be registered and in good standing with the Securities and Exchange Commission.

• Must have a minimum of five years with the desired investment style, demonstrate continuity of key personnel, have institutional fund experience, and accept Treasury’s standard fee schedule or a lower fee schedule.

• Must have a clearly defined investment philosophy and decision-making process.

• Must demonstrate generally favorable consistent historical performance in relation to the External

Investment Manager Program benchmark, calculated per the CFA Institute Global Investment Performance Standards (GIPS).  

• Must have Assets Under Management greater than 5 times the proposed allocation. Selection Based on Specific Need The Investment Work Group will consider Managers that are included in databases maintained by its Custodial Bank, Investment Consultant and/or other industry recognized databases that have an expertise in the area of need. The Investment Work Group will perform the steps necessary to ensure that subjectivity and bias are minimized in the Manager selection process and that appropriate due diligence is conducted on selected Managers. Each selected Manager will be presented to the Committee for comment and to the CFO for approval. Once approved, the selected Manager will enter into a Treasury’s standard Investment Manager Agreement. Annual Review At least annually, the Investment Work Group will review the completed Questionnaires and any other available data on potential Managers to determine if adding new Managers to the External Investment Manager Program would be appropriate.

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Article XXII External Investment Manager Program Review

Treasury will utilize quantitative and qualitative measures in the decision making process. Manager Reviews Managers will be evaluated semi-annually as a means of monitoring their contributions toward achieving the External Investment Manager Program’s objectives. Manager performance reviews are normally conducted during January and July, covering the previous 6-month period. The reviews may be held via conference call, at Treasury’s office, or at the Manager’s location. Each manager review consists of many factors for consideration, including but not limited to the following:

• An overview of the organization, including any material changes or updates to its structure, ownership, investment process or philosophy, assets under management and/or the stability of the firm’s business.

• Any loss of key personnel and/or clients.

• A review of the portfolio, its risk metrics and performance over the prior 6 and 12 month periods and the

performance relative to the program composite and peers.

• Operational factors including compliance and controls.

• A market review including the firm’s short-term economic forecast.

Investment Work Group Evaluation Manager evaluations by the Investment Work Group will include, but not be limited to, comparison to:

• The total return of the Barclays Capital U.S. Aggregate Bond Index for the prior 3 and 5 year periods. • The net return of the External Investment Manager Program Composite for the prior 3 and 5 year

periods.  

• The risk measures of the External Investment Manager Program Composite for the prior 3 and 5 year periods as provided in the Investment Policy for External Investment Manager Program and Article VIII.

• A broad universe of fixed income managers. • Any indices or metrics that the Investment Work Group deems appropriate from time to time.

Further consideration will be given to the following items that may require action by the Investment Work Group:

• Treasury’s liquidity needs.

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• Any changes in the Manager’s investment process or strategy and developments in capital markets that

impact strategy.

• A change at the Manager resulting in deterioration in the efficacy of the investment process and any ongoing performance problems.

• Any change or modification in the Treasury’s investment philosophy or strategy such that the Manager

no longer fits within the program and its objectives.

• Any other conditions, developments or contingencies that require special attention.  

• A change in the Manager’s capital structure. Underperforming Firms In evaluating the Managers, utilizing the criteria listed above, the Investment Work Group may deem one or more firms as underperforming. Underperforming Managers face one of three possible consequences:

• Imposition of a probationary or “on watch” period during which the manager will be required to exceed the index and to compare favorably versus the other firms in the program

• A reduction in assets, either a percentage of assets or a specific dollar amount

• Termination from the program

Outperforming Managers Those firms that exceed the Barclays Capital U.S. Aggregate Bond Index and the External Investment Manager Program’s composite on a net-of-fees basis for both 3 and 5 year periods and whose risk measures compare favorably to their program peers and the index may receive additional assets, subject to funds availability. Recommendations The Investment Work Group determines the best course of action for each Manager in the Program. A formal recommendation will be presented to the Committee for comment.

Article XXIII Derivatives Policy

The Investment Pool is allowed to invest in the following types of derivatives: Options, Interest Rate Futures and Mortgage TBAs (also known as Dollar Rolls). If used appropriately, derivative contracts can be an important component of a portfolio by reducing risk, providing a cheaper, more efficient manner in which to obtain market exposure or to expand the opportunity set in which qualified managers seek to add value. Derivatives are further restricted in the External Investment Manager Program’s Investment Policy.

Article XXIV

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Security Pricing

Investment securities pricing is provided by the custodian through the Custodian Contract.

Article XXV Special Purpose Investment Account

State agencies and other entities wishing to invest in SPIA, must enter into an agreement with the Department titled the “Special Purpose Investment Account (SPIA) Agreement”. Treasury may limit the amount of funds that may be invested in SPIA, and may also limit the number of SPIA participants. Generally, Treasury will limit non-agency SPIA participation to 30% of the overall Investment Pool balance. Exceptions to this limitation may be permitted and will be considered on a case by case basis by the Investment Work Group. Procedures for SPIA are maintained by the Division of Treasury, Bureau of Funds Management.

Article XXVI Prohibited Securities and the Protecting Florida’s Investments Act

The Protecting Florida’s Investments Act (PFIA) requires the Florida State Board of Administration (SBA) to assemble and publish a list of “Scrutinized Companies” that have prohibited business operations in Sudan or Iran. The SBA and its investment managers are prohibited from acquiring those companies’ securities. While not required by PFIA, Treasury will also refrain from acquiring securities from the companies on the SBA’s list of “Scrutinized Companies.”

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Section 4

INVESTMENT POLICIES

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Article XXVII Investment Policy for Internal Liquidity Portfolio

OBJECTIVES

A sufficient level of liquidity will be maintained in short-term investment instruments to meet the highest expected disbursement needs plus an extra amount to meet unusual and unexpected disbursements.

PERMITTED SECURITIES

Investment Vehicles and Restrictions

1. Repurchase Agreements and Reverse Repurchase Agreements • Counterparties must maintain an S&P short-term rating of A2 or better for overnight

transactions and A1 or better for transactions longer than overnight but less than a year. • Counterparties must be a broker approved by the Investment Work Group. • Collateral will be marked-to-market daily and will allow shortages up to $5,000 for any

collateral above $1,000,000 market value. • Acceptable collateral as follows:

Maturities

Treasury, Non- Subordinated Agency

Obligations and Securities backed by the full faith and

credit of the U.S. Government

Mortgage-Backed Agency Obligations

Other Permitted Securities under Section 17.57, Florida Statutes

7 days or less

101% (market value including accrued interest)

None None

8 to 30 days

102% (market value including accrued interest)

105% (market value including accrued

interest)

105% (market value including accrued

interest) Over 30

days 105% (market value

including accrued interest) 108% (market value including accrued

interest)

108% (market value including accrued

interest)

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2. Commercial Paper • Acceptable Commercial Paper as follows:

Par amount per issuer (maximum) Ratings – must be

rated by at least 2 Maturity

$30 million • A1 from S&P • P1 from Moody’s • F1 from Fitch

15 days or less

$50 million • A1+ from S&P • P1 from Moody’s • F1+ from Fitch

45 days or less

$100 million Must be on a list approved by the Investment Work Group. The total $100 million investment cannot have a maturity past 45 days.

• Issued by any entity domiciled in the United States. • Issuer restriction will not be combined with Internal Bridge or Internal Intermediate

Portfolios. • A security without its own rating or with an estimated rating will be considered to be rated

pari passu with that issuer’s rated bonds, provided that the un-rated security and the rated securities occupy similar positions in the company’s capital structure (i.e., are similar in terms of seniority).

• Securities that are collateralized with any portion of Sub-Prime Mortgages or Alt-A Mortgages are not permitted.

• Collateralized Debt Obligations, Collateralized Bond Obligations, Collateralized Loan Obligations or Asset-Backed Commercial Paper Obligations are not permitted.

3. No-Load Commingled or Money Market Mutual Funds Regulated by the SEC

• $200 million par amount per fund.

4. U.S. Treasury Obligations • No limits.

5. U.S. Government Agencies • U.S. Government Agencies include Federal Farm Credit Banks, Federal Home Loan Bank,

Federal Home Loan Mortgage Corporation, Federal National Mortgage Association, Federal Agricultural Mortgage Corporation, Student Loan Marketing Association and any Agency obligation fully backed and guaranteed by the United States.

• Subordinated U.S. Government Agencies are not allowed. • No limits.

6. Corporate Obligations • Rated by at least two nationally recognized rating services (S&P, Moody’s, and Fitch) in any

one of the four highest classifications (BBB-/Baa3/BBB- or greater) or any one of the two highest classifications if rated by only one nationally recognized rating service (AA-/Aa3/AA- or greater).

• A security without its own rating or with an estimated rating will be considered to be rated pari passu with that issuer’s rated bonds, provided that the un-rated security and the rated

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securities occupy similar positions in the company’s capital structure (i.e., are similar in terms of seniority).

• No more than $25 million par amount per issuer. • Collateralized Debt Obligations, Collateralized Bond Obligations, Collateralized Loan

Obligations, Structured Investment Vehicles and Special Purpose Entity Obligations are not permitted.

7. Bankers Acceptances

• Issued by a commercial bank with deposits of not less than $400 million domiciled in the United States.

• Senior debt must be rated in one of the two highest ratings by a nationally recognized rating service.

• Bank must be a member of the Federal Reserve System.

8. Mortgage-Backed Securities, Asset-Backed Securities, Municipal Securities, and Foreign Securities • No more than $10 million par amount per issuer except for the Florida Department of

Environmental Protection Everglades Restoration Revenue bonds and State of Israel. • Mortgage-backed and Asset-backed securities must be rated AAA by two of the nationally

recognized rating services. • Municipal and Foreign securities must be rated by at least two nationally recognized rating

services in any one of the four highest classifications (BBB-/Baa3/BBB- or greater) or any one of the two highest classifications if rated by only one nationally recognized rating service (AA-/Aa3/AA- or greater.)

• A security without its own rating or with an estimated rating will be considered to be rated pari passu with that issuer’s rated bonds, provided that the un-rated security and the rated securities occupy similar positions in the company’s capital structure (i.e., are similar in terms of seniority).

• Foreign securities must be registered with the SEC and be U.S. dollar dominated. • Mortgage-Backed and Asset-Backed securities of any one tranche shall not comprise more

than 2% of the account’s market value. • Securities that are collateralized with any portion of Sub-Prime Mortgages or Alt-A

Mortgages obligations are not permitted. • Collateralized Debt Obligations, Collateralized Bond Obligations, Collateralized Loan

Obligations, Structured Investment Vehicles or Special Purpose Entity Obligations are not permitted.

OTHER RESTRICTIONS

Since the Florida Division of Treasury is not considered a Qualified Institutional Buyer, securities issued under SEC Rule 144a shall not be purchased. All securities must be registered with the SEC except for U.S. Treasury Securities, U.S. Agency Securities, Municipal Bonds, Commercial Paper, Bankers Acceptance obligations and Certificates of Deposit.

RATING LIMITS

Portfolio should hold no more than 5% of the portfolio’s market value in securities rated within the BBB range by S&P.

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MAXIMUM MATURITIES

There is a two-year maximum maturity per individual security except for bonds issued by Florida Department of Environmental Protection Everglades Restoration Revenue, State of Israel or investments benchmarked to a specific outflow.

EVALUATION

The investment performance of the Internal Liquidity Portfolio will be evaluated annually by comparison with the Merrill Lynch 0-3 months U.S. Treasury Bills on a rolling 3 and 5 year total return basis.

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Article XXVIII Investment Policy for Internal Bridge Portfolio

OBJECTIVES:

The Internal Bridge Portfolio will be the first buffer between the Internal Liquidity Portfolio and the External Investment Manager Program. Funds invested in the Internal Bridge Portfolio will be the first to be converted to cash in the event that the Treasury’s Internal Liquidity Portfolio drops below levels deemed necessary to meet the State’s disbursement needs. This portfolio’s objective is to maximize total return while preserving principal.

PERMITTED SECURITIES

Investment Vehicles and Restrictions

1. Direct United States Treasury Obligations • No limits.

2. U.S. Government Agencies • U.S. Government Agencies include Federal Farm Credit Banks, Federal Home Loan Bank,

Federal Home Loan Mortgage Corporation, Federal National Mortgage Association, Federal Agricultural Mortgage Corporation, and any Agency obligation fully backed and guaranteed by the United States.

• Subordinated U.S. Government Agencies are not allowed. • No limits.

3. Corporate Obligations (U.S. domiciled) • Rated by at least two nationally recognized rating services (S&P, Moody’s, and Fitch) in any

one of the four highest classifications (BBB-/Baa3/BBB- or greater) or any one of the two highest classifications if rated by only one nationally recognized rating service (AA-/Aa3/AA- or greater).

• A security without its own rating or with an estimated rating will be considered to be rated pari passu with that issuer’s rated bonds, provided that the un-rated security and the rated securities occupy similar positions in the company’s capital structure (i.e., are similar in terms of seniority).

• Portfolio should hold not more than 2% of the portfolio’s market value in any one corporate issuer. The corporate issuer restriction will not include issuers of Commercial Paper.

• Collateralized Debt Obligations, Collateralized Bond Obligations, Collateralized Loan Obligations, Structured Investment Vehicles and Special Purpose Entity Obligations are not permitted.

4. Commercial Paper

• No more than $25 million par amount per issuer. • Issues must be rated in any 2 of the following 3 categories for maturities 30 day or less:

o A1 or A1+ from S&P o P1 from Moody’s o F1 or F1+ from Fitch

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• Issued by any entity domiciled in the United States. • Issuer restriction will not be combined with Internal Liquidity and Internal Intermediate

Portfolios. • A security without its own rating or with an estimated rating will be considered to be rated

pari passu with that issuer’s rated bonds, provided that the un-rated security and the rated securities occupy similar positions in the company’s capital structure (i.e., are similar in terms of seniority).

• Securities that are collateralized with any portion of Sub-Prime Mortgages or Alt-A Mortgages are not permitted.

• Collateralized Debt Obligations, Collateralized Bond Obligations, Collateralized Loan Obligations or Asset-Backed Commercial Paper Obligations are not permitted.

5. No-Load Commingled or Money Market Mutual Funds regulated by the SEC

• No limits.

6. Repurchase Agreements and Reverse Repurchase Agreements • Counterparties must maintain an S&P short-term rating of A2 or better for overnight

transactions and A1 or better for transactions longer than overnight but less than a year. • Counterparties must be a Broker approved by the Investment Work Group. • Collateral will be marked to market daily and will allow shortages up to $5,000 for any

collateral above $1,000,000 market value. • Acceptable collateral as follows:

Maturities

Treasury, Non-

Subordinated Agency Obligations and

Securities backed by the full faith and credit of the U.S. Government

Mortgage-Backed Agency Obligations

Other Permitted Securities under Sections 17.57, Florida Statutes

7 days or less

101% (market value including accrued

interest)

None None

8 to 30 days

102% (market value including accrued

interest)

105% (market value including accrued

interest)

105% (market value including accrued

interest) Over 30

days 105% (market value including accrued

interest)

108% (market value including accrued

interest)

108% (market value including accrued

interest) 7. Mortgage-Backed Securities, Asset-Backed Securities, Municipal Securities, and Foreign

Securities • Municipal and Foreign securities must be rated by at least two nationally recognized rating

services in any one of the four highest classifications (BBB-/Baa3/BBB- or greater) or any one of the two highest classifications if rated only by one nationally recognized rating service (AA-/Aa3/AA- or greater).

• Portfolio should not hold more than 2% of the portfolio’s market value in any one Municipal Securities or Foreign Securities issuer. Commercial Paper holdings will not be incorporated in this restriction.

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• Mortgage-Backed and Asset-Backed securities must be rated AAA by two of the nationally recognized rating services.

• Mortgage-Backed and Asset-Backed securities of any one tranche shall not comprise more than 2% of the account’s market value.

• A security without its own rating or with an estimated rating will be considered to be rated pari passu with that issuer’s rated bonds, provided that the un-rated security and the rated securities occupy similar positions in the company’s capital structure (i.e., are similar in terms of seniority).

• Foreign securities must be registered with the SEC and be U.S. dollar denominated. • Securities that are collateralized with any portion of Sub-Prime Mortgages or Alt-A

Mortgages are not permitted. • Collateralized Debt Obligations, Collateralized Bond Obligations, Collateralized Loan

Obligations, Structured Investment Vehicles or Special Purpose Entity Obligations are not permitted.

SECTOR ALLOCATION

Allocation is determined by the sector’s market value divided by the total market value of the portfolio.

Target Ranges Sectors Minimum Maximum

Cash and cash equivalents 0% 100% U.S. Treasury Obligations 0% 100% U.S. Government Agency Obligations 0% 60% Corporate Obligations 0% 30% Other Eligible Investments 0% 10%

OTHER RESTRICTIONS

Since the Florida Division of Treasury is not considered a Qualified Institutional Buyer, securities issued under SEC Rule 144a shall not be purchased. All securities must be registered with the SEC except for U.S. Treasury Securities, U.S. Agency Securities, Municipal Bonds, Commercial Paper, Bankers Acceptance obligations and Certificates of Deposit.

RATING LIMITS

Portfolio should hold no more than 5% of the portfolio’s market value in securities rated within the BBB range by S&P.

MAXIMUM DURATION

The portfolio’s effective duration will not exceed three (3) years.

EVALUATION

The investment performance of the Internal Bridge Portfolio will be evaluated by comparison with the Merrill Lynch 1-3 Year Government/Corporate with A or better rating on a rolling 3 and 5 year total return basis.

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Article XXIX

Investment Policy for Internal Intermediate Portfolio

OBJECTIVE:

The Internal Intermediate Portfolio is structured to meet the primary objective of enhancing long-term principal value by maximizing the total rate of return earned on investments in permissible securities, given the parameters and risk tolerance provided below.

PERMITTED SECURITIES

Investment Vehicles and Restrictions

1. Direct United States Treasury Obligations

• No limits.

2. U.S. Government Agencies • U.S. Government Agencies include Federal Farm Credit Banks, Federal Home Loan Bank,

Federal Home Loan Mortgage Corporation, Federal National Mortgage Association, Federal Agricultural Mortgage Corporation and any Agency obligation fully backed and guaranteed by the United States.

• Subordinated U.S. Government Agencies are not allowed. • No limits.

3. Corporate Obligations (long-term maturities) • Rated by at least two nationally recognized rating services (S&P, Moody’s, or Fitch) in any

one of the four highest classifications (BBB-/Baa3/BBB- or greater) or any one of the two highest classifications if rated by only one nationally recognized rating service (AA-/Aa3/AA- or greater).

• A security without its own rating or with an estimated rating will be considered to be rated pari passu with that issuer’s rated bonds, provided that the un-rated security and the rated securities occupy similar positions in the company’s capital structure (i.e., are similar in terms of seniority).

• Portfolio should hold no more than 2% of the portfolio’s market value in any one corporate issuer. Commercial Paper holdings will not be incorporated in this restriction.

• Collateralized Debt Obligations, Collateralized Bond Obligations, Collateralized Loan Obligations, Structured Investment Vehicles or Special Purpose Entity Obligations are not permitted.

4. Foreign Obligations (long-term maturities)

• Dollar denominated and registered with the SEC. • Rated by at least two nationally recognized rating services in any one of the four highest

classifications (BBB-/Baa3/BBB- or greater) or any one of the two highest classifications if rated by only one nationally recognized rating service (AA-/Aa3/AA- or greater).

• A security without its own rating or with an estimated rating will be considered to be rated pari passu with that issuer’s rated bonds, provided that the un-rated security and the rated

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securities occupy similar positions in the company’s capital structure (i.e., are similar in terms of seniority).

• Portfolio should hold no more than 2% of the portfolio’s market value in any one issuer in long-term maturities. Commercial Paper holdings will not be incorporated in this restriction.

5. Municipal Obligations

• Rated by at least two nationally recognized rating services in any one of the four highest classifications (BBB-/Baa3/BBB- or greater) or any one of the two highest classifications if rated by only one nationally recognized rating service (AA-/Aa3/AA- or greater).

• Portfolio should hold no more than 2% of the portfolio’s market value in any one municipal issuer.

6. Commercial Paper

• No more than $20 million par amount per issuer. • Issues must be rated in any 2 of the following 3 categories for maturities 30 days or less :

o A1 or A1+ from S&P o P1 from Moody’s o F1 or F1+ from Fitch

• Issued by any entity domiciled in the United States. • Issuer restriction will not be combined with Internal Liquidity or Internal Bridge Portfolios. • A security without its own rating or with an estimated rating will be considered to be rated

pari passu with that issuer’s rated bonds, provided that the un-rated security and the rated securities occupy similar positions in the company’s capital structure (i.e., are similar in terms of seniority).

• Securities that are collateralized with any portion of Sub-Prime Mortgages or Alt-A Mortgages are not permitted.

• Collateralized Debt Obligations, Collateralized Bond Obligations, Collateralized Loan Obligations or Asset-Backed Commercial Paper Obligations are not permitted.

7. Repurchase Agreements and Reverse Repurchase Agreements

• Counterparties must maintain an S&P short-term rating of A2 or better for overnight transactions and A1 or better for transactions longer than overnight but less than a year.

• Counterparties must be a Broker approved by the Investment Work Group. • Collateral will be marked to market daily and will allow shortages up to $5,000 for any

collateral above $1,000,000 market value.

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• Acceptable collateral as follows:

Maturities

Treasury, Non-

Subordinated Agency Obligations and Securities backed by the full faith and

credit of the U.S. Government

Mortgage Backed Agency Obligations

Other Permitted Securities under Section 17.57, Florida Statutes

7 days or less

101% (market value including accrued interest)

None None

8 to 30 days

102% (market value including accrued interest)

105% (market value including accrued

interest)

105% (market value including accrued

interest) Over 30

days 105% (market value

including accrued interest) 108% (market value including accrued

interest)

108% (market value including accrued

interest) 8. No-Load Commingled or Money Market Mutual Funds regulated by the SEC

• No limits 9. Mortgage-Backed Securities and Asset-Backed Securities

• Mortgage-Backed and Asset-Backed securities of any one tranche shall not comprise more than 2% of the account’s market value.

• Mortgage-Backed and Asset-Backed securities must be rated AAA by two of the nationally recognized rating services.

• A security without its own rating or with an estimated rating will be considered to be rated pari passu with that issuer’s rated bonds, provided that the un-rated security and the rated securities occupy similar positions in the company’s capital structure (i.e., are similar in terms of seniority).

• Securities that are collateralized with any portion of Sub-Prime Mortgages or Alt-A Mortgages are not permitted.

• Collateralized Debt Obligations, Collateralized Bond Obligations, Collateralized Loan Obligations, Structured Investment Vehicles or Special Purpose Entity Obligations are not permitted.

SECTOR ALLOCATION

Allocation is determined by the sector’s market value divided by the total market value of the portfolio.

Target Ranges Sectors Minimum Maximum

Cash and Cash Equivalents 0% 100% U.S. Treasury Obligation 0% 100% U.S. Government Agency Obligations 0% 60% Corporate Obligations 0% 50% Asset-Backed Obligations 0% 10% Municipal Obligations 0% 25% Other Eligible Investments 0% 20%

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OTHER RESTRICTIONS

Since the Florida Division of Treasury is not considered a Qualified Institutional Buyer, securities issued under SEC Rule 144a shall not be purchased. All securities must be registered with the SEC except for U.S. Treasury Securities, U.S. Agency Securities, Municipal Bonds, Commercial Paper, Bankers Acceptance obligations and Certificates of Deposit.

RATING LIMITS

Portfolio should hold no more than 5% of the portfolio’s market value in securities rated within the BBB range by S&P.

MAXIMUM DURATION

The portfolio’s effective duration will not exceed five (5) years.

1.9 EVALUATION

The investment performance of the Internal Intermediate Portfolio will be evaluated by comparison with the Merrill Lynch 3-5 Year Government/Corporate with A or better rating on a rolling 3 and 5 year total return basis.

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Article XXX

Investment Policy for External Investment Manager Program

OBJECTIVE

The Externally Managed Investment Program will provide long-term value while limiting risk appropriately and providing a backup source of liquidity. On occasion, managers may be instructed to minimize realized losses and/or raise cash to meet Treasury’s liquidity needs.

PERMITTED SECURITIES

Investment Vehicles and Restrictions

1. U.S. Government and Agency Bonds • No limits.

2. Municipal Securities • Rated by at least two nationally recognized rating services (S&P, Moody’s and Fitch) in any of

the four highest classifications (BBB-/Baa3/BBB- or greater) or any one of the two highest classifications if rated by only one nationally recognized rating service (AA-/Aa3/AA- or greater).

• A security without its own rating or with an estimated rating will be considered to be rated pari passu with that issuer’s rated bonds, provided that the un‐rated security and the rated securities occupy similar positions in the company’s capital structure (i.e., are similar in terms of seniority). 

• The securities of any one municipal bond issuer shall not comprise more than 2.5% of the account’s market value.

3. Corporate Obligations (US Domiciled)

• Long-term obligations must be rated by at least two nationally recognized rating services (S&P, Moody’s and Fitch) in any of the four highest classifications (BBB-/Baa3/BBB- or greater) or any one of the two highest classifications if rated by only one nationally recognized rating service (AA-/Aa3/AA- or greater).

• Commercial paper denominated in U.S. dollars and other short-term obligations shall be rated at least A1, P1 or F1 by at least two nationally recognized rating services (S&P, Moody’s and Fitch).

• A security without its own rating or with an estimated rating will be considered to be rated pari passu with that issuer’s rated bonds, provided that the un‐rated security and the rated securities occupy similar positions in the company’s capital structure (i.e., are similar in terms of seniority). 

• The securities of any one corporate entity shall not comprise more than 2.5% of the account’s market value.

• Equipment Trust Certificates and Enhanced Equipment Trust Certificates are permitted investments.

• Collateralized Debt Obligations, Collateralized Bond Obligations and Collateralized Loan Obligations are not permitted.

• Convertible securities are not permitted. • Preferred Stock and Trust Preferred Securities are not permitted. • Structured Investment Vehicles and Special Purpose Entities are not permitted.

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• Securities with maturities which are extendable by the issuer are not permitted. • Payment-In-Kind (“PIK”) securities are not permitted.

4. Foreign Obligations (Non-US Domiciled) • US Dollar denominated and registered with the SEC. • Must be rated by at least two nationally recognized rating services (S&P, Moody’s and Fitch) in

any of the four highest classifications (BBB-/Baa3/BBB- or greater) or any one of the two highest classifications if rated by only one nationally recognized rating service (AA-/Aa3/AA- or greater).

• Commercial paper issued by foreign domiciled corporations is not permitted. • A security without its own rating or with an estimated rating will be considered to be rated pari passu 

with that issuer’s rated bonds, provided that the un‐rated security and the rated securities occupy similar positions in the company’s capital structure (i.e., are similar in terms of seniority). 

• The securities of any one corporate issuer shall not comprise more than 2.5% of the account’s market value.

 

5. Asset-Backed Securities • Must be rated in the highest rating classification (AAA/Aaa) by at least two nationally

recognized rating services. • Collateralized Debt Obligations, Collateralized Bond Obligations and Collateralized Loan

Obligations are not permitted. • ABS containing any Sub-prime or Alt-A components are not permitted. • The securities of any one tranche shall not comprise more than 2.5% of the account’s market

value.  

6. Mortgage-Backed Securities • Mortgage-Backed Securities shall include, but not be limited to, adjustable rate mortgage

securities, fixed rate mortgage securities, and mortgage products such as Collateralized Mortgage Obligations (CMOs), Real Estate Mortgage Investment Conduit (REMICs) and stripped mortgage securities.

• Must be rated in the highest rating classification (AAA/Aaa) by at least one nationally recognized rating service.

• Sub-prime Mortgage-Backed Securities are not permitted. • Alt-A Mortgage-Backed Securities are not permitted. • The securities of any one tranche shall not comprise more than 2.5% of the account’s market value. • No more than 2% of an account’s market value shall be invested in interest-only strips (IOs).

7. Mortgage-Backed To-Be-Announced (TBA) Securities

• Mortgage TBAs / TBA Dollar Rolls are limited to 20% of the account’s market value.  Leverage, defined as increasing investment risk by creating liabilities that cannot be funded by cash or cash equivalent assets held in the account, may not exceed 10% of the account’s market value. 

• Managers must monitor and limit their TBA counterparty exposure.  No more than 5% of the account’s market value can be in TBAs with any one counterparty on a net basis. 

8. Options

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• Managers may purchase put and call options on any security that is permitted in the portfolio except for interest rate futures. 

• Swaps and other derivative contracts are not permitted. 1. Options may be written if they are fully covered. Call options are considered covered if the

manager owns the underlying security. Put options are considered covered if cash equivalent assets in an amount equal to the exercise cost are maintained in a segregated account.

2. The aggregate value of each Manager’s option positions shall not exceed 5% of the account’s market value. The aggregate value of securities underlying written options shall not exceed 35% of the account’s market value.

 

9. Interest Rate Futures • The only type of futures permitted is interest rate futures. • The instruments for such purpose must be traded on a securities exchange or board of trade

regulated by the Securities and Exchange Commission or the Commodity Futures Trading Commission.

• Managers may take long or short positions in interest rate futures provided the contribution to duration of all interest rate futures positions (on a net basis) shall not exceed one (1) year.

1.9.1.1 OTHER RESTRICTIONS

Since the Florida Division of Treasury is not considered a Qualified Institutional Buyer, securities issued under SEC Rule 144a shall not be purchased. All securities must be registered with the SEC except for U.S. Treasury Securities, U.S. Agency Securities, Municipal Bonds, Commercial Paper, Bankers Acceptance obligations and Certificates of Deposit.

RATING LIMITS

Each External Manager account should hold no more than 10% of the market value in securities rated within the BBB range by S&P.

MAXIMUM DURATION

The account’s effective duration must be less than six (6) years. REQUESTS FOR CONSENT, NO OPT-OUT PROVISIONS

Managers are not permitted, under any circumstances, to include an Opt-Out clause, wherein consent is deemed to be granted if no response is provided within a designated time frame, when requesting Treasury’s consent to any change. Managers requesting Treasury’s consent to any modification or change to the Investment Manager Agreement (i.e. Consent to Assignment), operational activities or any related matter (i.e. cross trading, etc.) must obtain written approval before consent is deemed granted.

MONTHLY COMPLIANCE CERTIFICATION

Managers will be required to provide to Treasury a signed monthly certification that all assets held in their account are either in compliance with applicable Florida Statutes and this Investment Policy, or

98

have been approved for Basket Clause status, or are in the process of review for Basket Clause consideration with the Investment Work Group.

EVALUATION

The investment performance of the External Investment Manager Program will be evaluated by comparison with the Barclays Capital U.S. Aggregate Bond Index on a rolling 3 and 5 year total return basis and against the other managers in the program.

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Article XXXI

Investment Policy for Securities Lending

OBJECTIVES

The Securities Lending program is structured to provide additional income with the objective of preserving principal given the parameters and risk tolerance provided below. A sufficient level of liquidity will be maintained to facilitate the security movements of all assets in the participating portfolios.

PERMITTED SECURITIES

Investment Vehicles and Restrictions

1. Liquidity requirement • No less than 20% of the Investment Pool will be invested in overnight securities.   

2. Repurchase Agreements and Reverse Repurchase Agreements

• Repurchase agreements may not exceed a 60 days final maturity at the time of purchase. • Counterparties must maintain an S&P short-term rating of A2 or better for overnight

transactions and A1 or better for transactions longer than overnight but less than a year. • No more than 20% of the portfolio’s market value, at the time of purchase, may be invested

in any one counterparty (subsidiaries and holding company of the same organization will count as one counterparty).

• Acceptable collateral is as follows:

Maturities

Treasury, Non- Subordinated Agency Obligations and Securities backed by the

full faith and credit of the U.S. Government

7 days or less 102% (market value including accrued interest)

8 to 30 days 103% (market value including accrued interest)

Over 30 days 105% (market value including accrued interest)

3. Commercial Paper

• Issuers must be rated in any 2 of the following 3 categories: o A1 or A1+ from S&P o P1 from Moody’s o F1 or F1+ from Fitch

• Issued by any entity domiciled in the United States.

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• A security without its own rating or with an estimated rating will be considered to be rated pari passu with that issuer’s rated bonds, provided that the un-rated security and the rated securities occupy similar positions in the company’s capital structure (i.e., are similar in terms of seniority).

• Securities that are collateralized with any portion of Sub-Prime Mortgages or Alt-A Mortgages are not permitted.

• Collateralized Debt Obligations, Collateralized Bond Obligations, Collateralized Loan Obligations or Asset-Backed Commercial Paper Obligations are not permitted.

• Structured Investment Vehicles and Special Purpose Entities are not permitted. • Commercial Paper will be combined with all other holdings of the same issuer within the

portfolio in order to calculate concentration levels. The portfolio can hold up to 1.5% of market value in any one issuer at the time of purchase.

4. Money Market Mutual Funds Regulated by the SEC Rule 2a-7

• Fund can only hold U.S. Treasury Obligations, U.S. Government Agency Obligations and repurchase agreements which are collateralized with U.S. Treasury and U.S. Government Agency obligations. There is a $200 million per fund limit.

• Must be rated AAA by at least one nationally recognized rating service (S&P, Moody’s, and Fitch).

5. U.S. Treasury Obligations

• Maturity cannot exceed two (2) years at the time of purchase. • No other limits.

6. U.S. Government Agencies • U.S. Government Agencies include Federal Farm Credit Banks, Federal Home Loan Bank,

Federal Home Loan Mortgage Corporation, Federal National Mortgage Association, Federal Agricultural Mortgage Corporation, and any Agency obligation fully backed and guaranteed by the United States.

• Subordinated U.S. Government Agency debt is not permitted. • Maturity cannot exceed two (2) years at the time of purchase. • No other limits.

7. Corporate Obligations (US domiciled) • Must be rated by at least two nationally recognized rating services (S&P, Moody’s, and

Fitch) in any one of the three highest classifications (A-/A3/A- or greater) or any one of the two highest classifications if rated by only one nationally recognized rating service (AA-/Aa3/AA- or greater).

• A security without its own rating or with an estimated rating will be considered to be rated pari passu with that issuer’s rated bonds, provided that the un-rated security and the rated securities occupy similar positions in the company’s capital structure (i.e., are similar in terms of seniority).

• Corporate debt will be combined with all other holdings of the same issuer within the portfolio in order to calculate concentration levels. The portfolio can hold up to 1.5% of market value in any one issuer at the time of purchase.

• The final maturity cannot exceed two (2) years at the time of purchase. • Securities with maturities which are extendable are not permitted. • Collateralized Debt Obligations, Collateralized Bond Obligations and Collateralized Loan

Obligations are not permitted.

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• Structured Investment Vehicles and Special Purpose Entities are not permitted. • Subordinated debt is not permitted.

8. Foreign Securities (domiciled outside the United States) • Must be rated by a least two nationally recognized rating services in any one of the three

highest classifications (A-/A3/A- or greater) or any one of the two highest classifications if rated by only one nationally recognized rating service (AA-/Aa3/AA- or greater.)

• A security without its own rating or with an estimated rating will be considered to be rated pari passu with that issuer’s rated bonds, provided that the un-rated security and the rated securities occupy similar positions in the company’s capital structure (i.e., are similar in terms of seniority).

• The security must be registered with the SEC and be U.S. dollar dominated. • The final maturity cannot exceed two (2) years at the time of purchase. • Securities with maturities which are extendable are not permitted. • Securities that are collateralized with any portion of Sub-Prime Mortgages or Alt-A

Mortgages are not permitted. • Collateralized Debt Obligations, Collateralized Bond Obligations, and Collateralized Loan

Obligations are not permitted. • Structured Investment Vehicles and Special Purpose Entities are not permitted. • Foreign debt will be combined with all other holdings of the same issuer within the portfolio

in order to calculate concentration levels. The portfolio can hold up to 1.5% of market value in any one issuer at the time of purchase.

• Subordinated debt is not permitted.

9. Certificates of Deposit • Yankee Certificates of Deposit, meaning negotiable interest-bearing deposits of U.S. branches

of foreign banks. o Issuer or the Parent of issuer must be registered with the SEC. o Issuer or the Parent of issuer must be rated by at least two nationally recognized rating

services in any one of the two highest classifications (AA-/AA3/AA- or greater). • Euro-dollar Certificates of Deposit, meaning negotiable interest-bearing U.S. dollar

denominated deposits in foreign branches of U.S. banks and in foreign banks located offshore. o Issuer or the Parent of issuer must be registered with the SEC o Issuer or the Parent of issuer must be rated by at least two nationally recognized rating

services in any one of the two highest classifications (AA-/AA3/AA- or greater). • US Bank Certificates of Deposit, meaning negotiable interest-bearing U.S. dollar

denominated deposits of U.S. banks. o Issuer must be rated by at least two nationally recognized rating services in any one of the

two highest classifications (AA-/AA3/AA- or greater). • No more than 1.5% of the portfolio’s total market value may be invested in any one issuer of

these instruments at the time of purchase. • The final maturity cannot exceed two (2) years at the time of purchase. • Time Deposits are not permitted.

10. Mortgage- Backed Securities and Asset-Backed Securities are not permitted.

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OTHER RESTRICTIONS

Since the Florida Division of Treasury is not considered a Qualified Institutional Buyer, securities issued under SEC Rule 144a shall not be purchased. All securities must be registered with the SEC except for U.S. Treasury Securities, U.S. Agency Securities, Municipal Bonds, Commercial Paper, Bankers Acceptance obligations and Certificates of Deposit.

SECTOR LIMITS

At the time of purchase, portfolio should hold no more than 50% of the portfolio’s market value in securities within the financial sector as defined by Global Industry Classification (GICS).

PORTFOLIO WEIGHTED AVERAGE DAYS TO MATURITY

The portfolio’s maximum weighted average days to maturity may not exceed 120 days. This will be measured to the final maturity. If a security has an embedded put option, the days to maturity will be calculated to next put date. The reset date of a floating rate coupon instrument will not be considered as the final maturity unless there is a put option on the same date.

CREDIT RATING FOR LONG-TERM OBLIGATIONS

The credit rating of long-term obligations is determined at the time of issuance. Obligations issued with maturities greater than one year will be considered long-term for the life of the obligation and its corresponding long-term credit rating will be the criterion used when determining credit quality.

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Article XXXII

Investment Policy for Short-Term Investment Account

OBJECTIVES

The investment objectives of this policy, in order of priority, are as follows: • Maintain a degree of liquidity appropriate to accommodate the requirements of the actively

traded external portfolios. • Preserve principal. • Deliver competitive returns subject to prevailing market conditions.

PERMITTED SECURITIES

1. Direct United States Treasury Obligations • No Limits

2. U.S. Government Agencies

• U.S. Government Agencies include Federal Farm Credit Banks, Federal Home Loan Bank, Federal Home Loan Mortgage Corporation, Federal National Mortgage Association, Federal Agricultural Mortgage Corporation and any Agency obligation fully backed and guaranteed by the United States.

• Subordinated U.S. Government Agencies are not allowed. • No limits.

3. Repurchase agreements

• Collateralized at 101% (market value plus accrued interest) at the time of purchase with only U.S. Treasury or non-subordinated U.S. Government Agency obligations.

• Counterparties must maintain an S&P short-term rating of A2 or better for overnight transactions and A1 or better for transactions longer than overnight but less than a year.

• Repurchase agreements may not exceed a 7-day final maturity. • No more than 25% of the portfolio’s total assets may be invested in repurchase agreements

with any one counterparty. • Reverse Repurchase Agreements are prohibited.

4. Commercial Paper • Paper issued under Regulation type 3(a)3 can be purchased. • Issuers must be rated in any 2 of the following 3 categories:

o A1 or A1+ from S&P o P1 from Moody’s o F1 or F1+ from Fitch

• Issued by any entity domiciled in the United States. • Portfolio should hold no more than 2.5% of the portfolio’s market value in any one issuer at

the time of purchase. • Commercial Paper is limited to a maximum of 25% of the portfolio’s market value.

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• Securities that are collateralized with any portion of Sub-Prime Mortgages or Alt-A Mortgages are not permitted.

• Collateralized Debt Obligations, Collateralized Bond Obligations, Collateralized Loan Obligations or Asset-Backed Commercial Paper Obligations are not permitted.

• Structured Investment Vehicles and Special Purpose Entities are not permitted.

OTHER RESTRICTIONS

Since the Florida Division of Treasury is not considered a Qualified Institutional Buyer, securities issued under SEC Rule 144a shall not be purchased. All securities must be registered with the SEC except for U.S. Treasury Securities, U.S. Agency Securities, Municipal Bonds, Commercial Paper, and Certificates of Deposit.

MAXIMUM MATURITIES

Securities must have a final maturity that does not exceed 24 months at the time of purchase with the portfolio’s maximum weighted average days to maturity may not exceed 90 days.

EVALUATION

The investment performance of the Short-Term Investment Account will be evaluated semi-annually by comparison with the Merrill Lynch 0-3 months U.S. Treasury Bills on a rolling 3 and 5 year total return basis.

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Article XXXIII Investment Policy for Certificates of Deposit Program

OBJECTIVES

The Treasury places funds in certificates of deposit in Florida Qualified Public Depositories as established in Chapter 280, Florida Statutes.

PROGRAM GOAL

The goal of the program will be to maintain 5% of the Investment Pool balance with Qualified Public Depositories.

MATURITIES

Certificates of Deposit can be purchased for maturity periods of 1 year to 5 years.

RATES

Certificates of Deposit will be purchased at an interest rate of at least 105% of the prevailing rate for United States Treasury securities with a corresponding maturity at the time of purchase.

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Section 5

APPROVAL

Signature Page removed

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Section 6

APPENDICES

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Appendix A

Section 17.57, Florida Statutes

17.57 Deposits and investments of state money.— (1) The Chief Financial Officer, or other parties with the permission of the Chief Financial Officer, shall deposit the money of the state or any money in the State Treasury in such qualified public depositories of the state as will offer satisfactory collateral security for such deposits, pursuant to chapter 280. It is the duty of the Chief Financial Officer, consistent with the cash requirements of the state, to keep such money fully invested or deposited as provided herein in order that the state may realize maximum earnings and benefits. (2) The Chief Financial Officer shall make funds available to meet the disbursement needs of the state. Funds which are not needed for this purpose shall be placed in qualified public depositories that will pay rates established by the Chief Financial Officer at levels not less than the prevailing rate for United States Treasury securities with a corresponding maturity. In the event money is available for interest-bearing time deposits or savings accounts as provided herein and qualified public depositories are unwilling to accept such money and pay thereon the rates established above, then such money which qualified public depositories are unwilling to accept shall be invested in: (a) Direct United States Treasury obligations. (b) Obligations of the Federal Farm Credit Banks. (c) Obligations of the Federal Home Loan Bank and its district banks. (d) Obligations of the Federal Home Loan Mortgage Corporation, including participation certificates. (e) Obligations guaranteed by the Government National Mortgage Association. (f) Obligations of the Federal National Mortgage Association. (g) Commercial paper of prime quality of the highest letter and numerical rating as provided for by at least one nationally recognized rating service. (h) Time drafts or bills of exchange drawn on and accepted by a commercial bank, otherwise known as “bankers acceptances,” which are accepted by a member bank of the Federal Reserve System having total deposits of not less than $400 million or which are accepted by a commercial bank which is not a member of the Federal Reserve System with deposits of not less than $400 million and which is licensed by a state government or the Federal Government, and whose senior debt issues are rated in one of the two highest rating categories by a nationally recognized rating service and which are held in custody by a domestic bank which is a member of the Federal Reserve System. (i) Corporate obligations or corporate master notes of any corporation within the United States, if the long-term obligations of such corporation are rated by at least two nationally recognized rating services in any one of the four highest classifications. However, if such obligations are rated by only one nationally recognized rating service, then the obligations shall be rated in any one of the two highest classifications. (j) Obligations of the Student Loan Marketing Association. (k) Obligations of the Resolution Funding Corporation.

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(l) Mortgage-backed securities of the highest credit quality. (m) Asset-backed securities rated by at least two nationally recognized rating services in any one of the three highest classifications. However, if such obligations are rated by only one nationally recognized rating service, the obligations must be rated in any one of the two highest classifications. (n) Any obligations not previously listed which are guaranteed as to principal and interest by the full faith and credit of the United States Government or are obligations of United States agencies or instrumentalities which are rated in the highest category by a nationally recognized rating service. (o) Commingled no-load investment funds or no-load mutual funds in which all securities held by the funds are authorized in this subsection. (p) Money market mutual funds as defined and regulated by the Securities and Exchange Commission. (q) Obligations of state and local governments rated in any of the four highest classifications by at least two nationally recognized rating services. However, if such obligations are rated by only one nationally recognized rating service, then the obligations shall be rated in any one of the two highest classifications. (r) Covered put and call options on investment instruments authorized in this subsection for the purpose of hedging transactions by investment managers to mitigate risk or to facilitate portfolio management. (s) Negotiable certificates of deposit issued by financial institutions whose long-term debt is rated in one of the three highest categories by at least two nationally recognized rating services, the investment in which shall not be prohibited by any provision of chapter 280. (t) Foreign bonds denominated in United States dollars and registered with the Securities and Exchange Commission for sale in the United States, if the long-term obligations of such issuers are rated by at least two nationally recognized rating services in any one of the four highest classifications. However, if such obligations are rated by only one nationally recognized rating service, the obligations shall be rated in any one of the two highest classifications. (u) Convertible debt obligations of any corporation domiciled within the United States, if the convertible debt issue is rated by at least two nationally recognized rating services in any one of the four highest classifications. However, if such obligations are rated by only one nationally recognized rating service, then the obligations shall be rated in any one of the two highest classifications. (v) Securities not otherwise described in this subsection. However, not more than 3 percent of the funds under the control of the Chief Financial Officer shall be invested in securities described in this paragraph. (w) Derivatives of investment instruments authorized in paragraphs (a)-(v). (x) Futures and options on futures, provided the instruments for such purpose are traded on a securities exchange or board of trade regulated by the Securities and Exchange Commission or the Commodity Futures Trading Commission.

These investments may be in varying maturities and may be in book-entry form. Investments made pursuant to this subsection may be under repurchase agreement or reverse repurchase agreement. The Chief Financial Officer may hire registered investment advisers and other consultants to assist in investment management and to pay fees directly from investment earnings. Investment securities, proprietary investment services related to contracts, performance evaluation services, investment-related equipment or software used directly to assist

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investment trading or investment accounting operations including bond calculators, telerates, Bloombergs, special program calculators, intercom systems, and software used in accounting, communications, and trading, and advisory and consulting contracts made under this section are exempt from the provisions of chapter 287.

(3) In the event the financial institutions in the state do not make sufficient loan funds available for a residential conservation program pursuant to any plan approved by the Florida Public Service Commission under the Florida Energy Efficiency and Conservation Act, the board may authorize the investment of state funds, except retirement trust funds, in such a loan program at rates not less than prevailing United States Treasury bill rates. However, prior to investment of such funds, the Florida Public Service Commission shall develop a plan which must be approved by the Legislature before implementation. (4) All earnings on any investments made pursuant to this section are hereby appropriated to the General Revenue Fund, except that earnings attributable to moneys made available pursuant to s. 17.61(3)(a) and (b) shall be credited pro rata to the funds from which such moneys were made available. (5) The fact that a municipal officer or a state officer, including an officer of any municipal or state agency, board, bureau, commission, institution, or department, is a stockholder or an officer or director of a bank or savings and loan association will not bar such bank or savings and loan association from being a depository of funds coming under the jurisdiction of any such municipal officer or state officer if it shall appear in the records of the municipal or state office that the governing body of such municipality or state agency has investigated and determined that such municipal or state officer is not favoring such banks or savings and loan associations over other qualified banks or savings and loan associations. (6) The Chief Financial Officer is designated the cash management officer for the state and is charged with the coordination and supervision of procedures providing for the efficient handling of financial assets under the control of the State Treasury and each of the various state agencies, and of the judicial branch, as defined in s. 216.011. This responsibility shall include the supervision and approval of all banking relationships. Pursuant to this responsibility, the Chief Financial Officer may obtain information from financial institutions regarding depository accounts maintained by any agency or institution of the State of Florida. (7) In addition to the deposits authorized under this section and notwithstanding any other provisions of law, funds that are not needed to meet the disbursement needs of the state may be deposited by the Chief Financial Officer in accordance with the following conditions: (a) The funds are initially deposited in a qualified public depository, as defined in s. 280.02, selected by the Chief Financial Officer. (b) The selected depository arranges for depositing the funds in financial deposit instruments insured by the Federal Deposit Insurance Corporation in one or more federally insured banks or savings and loan associations, wherever located, for the account of the state. (c) The full amount of the principal and accrued interest of each financial deposit instrument is insured by the Federal Deposit Insurance Corporation. (d) The selected depository acts as custodian for the state with respect to each financial deposit instrument issued for its account.

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History.—s. 1, ch. 4586, 1897; GS 132; s. 1, ch. 7929, 1919; RGS 143; CGL 173; s. 1, ch. 17712, 1937; s. 1, ch. 23976, 1947; s. 1, ch. 57-354; s. 1, ch. 63-114; ss. 28, 35, ch. 69-106; s. 1, ch. 71-104; s. 1, ch. 77-155; s. 1, ch. 78-110; s. 7, ch. 80-65; s. 1, ch. 80-103; s. 55, ch. 80-257; s. 1, ch. 81-285; s. 1, ch. 81-295; s. 2, ch. 83-122; s. 1, ch. 85-138; s. 1, ch. 87-331; s. 8, ch. 88-374; s. 1, ch. 89-287; s. 1, ch. 90-357; s. 8, ch. 91-244; s. 1, ch. 92-87; s. 5, ch. 92-142; s. 1, ch. 93-75; s. 1, ch. 94-166; s. 1, ch. 96-177; s. 1, ch. 98-409; ss. 64, 65, ch. 2002-402; ss. 55, 56, ch. 2003-261; s. 3, ch. 2003-400; s. 3, ch. 2004-390; s. 1, ch. 2005-126; s. 3, ch. 2006-122; ss. 1, 2, ch. 2009-70; s. 1, ch. 2009-140. Note.—Former s. 18.10.

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Appendix B Section 17.575, Florida Statutes

17.575 Administration of funds; Treasury Investment Committee.— (1) There is created a Treasury Investment Committee within the Division of Treasury consisting of at least five members who must possess special knowledge, experience, and familiarity in finance, investments, or accounting. The members of the committee shall be appointed by and serve at the pleasure of the Chief Financial Officer. The committee shall annually elect a chair and vice chair from among its membership. (2) The committee shall administer the Treasury Investment Program consistent with policies approved by the Chief Financial Officer for deposits and investments of public funds. The committee shall also make recommendations regarding investment policy to the Chief Financial Officer. (3) The committee shall submit an annual report outlining its activities and recommendations to the Chief Financial Officer and the Joint Legislative Auditing Committee. The report shall be submitted on August 15, 2009, and annually thereafter. History.—s. 3, ch. 2009-70.

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Appendix C Section 17.61, Florida Statutes

17.61 Chief Financial Officer; powers and duties in the investment of certain funds.— (1) The Chief Financial Officer shall invest all general revenue funds and all the trust funds and all agency funds of each state agency, and of the judicial branch, as defined in s. 216.011, and may, upon request, invest funds of any board, association, or entity created by the State Constitution or by law, except for the funds required to be invested pursuant to ss. 215.44-215.53, by the procedure and in the authorized securities prescribed in s. 17.57; for this purpose, the Chief Financial Officer may open and maintain one or more demand and safekeeping accounts in any bank or savings association for the investment and reinvestment and the purchase, sale, and exchange of funds and securities in the accounts. Funds in such accounts used solely for investments and reinvestments shall be considered investment funds and not funds on deposit, and such funds shall be exempt from the provisions of chapter 280. In addition, the securities or investments purchased or held under the provisions of this section and s. 17.57 may be loaned to securities dealers and banks and may be registered by the Chief Financial Officer in the name of a third-party nominee in order to facilitate such loans, provided the loan is collateralized by cash or United States government securities having a market value of at least 100 percent of the market value of the securities loaned. The Chief Financial Officer shall keep a separate account, designated by name and number, of each fund. Individual transactions and totals of all investments, or the share belonging to each fund, shall be recorded in the accounts. (2) By and with the consent and approval of any constitutional board, the judicial branch, or agency now having the constitutional power to make investments and in accordance with this section, the Chief Financial Officer may make purchases, sales, exchanges, investments, and reinvestments for and on behalf of any such board. (3)(a) Except as otherwise provided in this subsection, it is the duty of each state agency, and of the judicial branch, now or hereafter charged with the administration of the funds referred to in subsection (1) to make such moneys available for investment as fully as is consistent with the cash requirements of the particular fund and to authorize investment of such moneys by the Chief Financial Officer. (b) Monthly, and more often as circumstances require, such agency or judicial branch shall notify the Chief Financial Officer of the amount available for investment; and the moneys shall be invested by the Chief Financial Officer. Such notification shall include the name and number of the fund for which the investments are to be made and the life of the investment if the principal sum is to be required for meeting obligations. This subsection, however, shall not be construed to make available for investment any funds other than those referred to in subsection (1). (c) Except as provided in this paragraph and except for moneys described in paragraph (d), the following agencies may not invest trust fund moneys as provided in this section, but shall retain such moneys in their respective trust funds for investment, with interest appropriated to the General Revenue Fund, pursuant to s. 17.57: 1. The Agency for Health Care Administration, except for the Tobacco Settlement Trust Fund.

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2. The Agency for Persons with Disabilities, except for: a. The Federal Grants Trust Fund. b. The Tobacco Settlement Trust Fund. 3. The Department of Children and Family Services, except for: a. The Alcohol, Drug Abuse, and Mental Health Trust Fund. b. The Social Services Block Grant Trust Fund. c. The Tobacco Settlement Trust Fund. d. The Working Capital Trust Fund. 4. The Department of Community Affairs, only for the Operating Trust Fund. 5. The Department of Corrections. 6. The Department of Elderly Affairs, except for: a. The Federal Grants Trust Fund. b. The Tobacco Settlement Trust Fund. 7. The Department of Health, except for: a. The Federal Grants Trust Fund. b. The Grants and Donations Trust Fund. c. The Maternal and Child Health Block Grant Trust Fund. d. The Tobacco Settlement Trust Fund. 8. The Department of Highway Safety and Motor Vehicles, only for the Security Deposits Trust Fund. 9. The Department of Juvenile Justice. 10. The Department of Law Enforcement. 11. The Department of Legal Affairs. 12. The Department of State, only for: a. The Grants and Donations Trust Fund. b. The Records Management Trust Fund. 13. The Executive Office of the Governor, only for: a. The Economic Development Transportation Trust Fund. b. The Economic Development Trust Fund. 14. The Florida Public Service Commission, only for the Florida Public Service Regulatory Trust Fund. 15. The Justice Administrative Commission. 16. The state courts system. (d) Moneys in any trust funds of the agencies in paragraph (c) may be invested pursuant to the provisions of this section if: 1. Investment of such moneys and the retention of interest is required by federal programs or mandates; 2. Investment of such moneys and the retention of interest is required by bond covenants, indentures, or resolutions; 3. Such moneys are held by the state in a trustee capacity as an agent or fiduciary for individuals, private organizations, or other governmental units; or

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4. The Executive Office of the Governor determines, after consultation with the Legislature pursuant to the procedures of s. 216.177, that federal matching funds or contributions or private grants to any trust fund would be lost to the state. (4)(a) There is hereby created in the State Treasury the Treasury Administrative and Investment Trust Fund. (b) The Chief Financial Officer shall make an annual assessment of 0.12 percent against the average daily balance of those moneys made available pursuant to this section and 0.2 percent against the average daily balance of those funds requiring investment in a separate account. The proceeds of this assessment shall be deposited in the Treasury Administrative and Investment Trust Fund. (c) The moneys so received and deposited in the fund shall be used by the Chief Financial Officer to defray the expense of his or her office in the discharge of the administrative and investment powers and duties prescribed by this section and this chapter, including the maintaining of an office and necessary supplies therefor, essential equipment and other materials, salaries and expenses of required personnel, and all other legitimate expenses relating to the administrative and investment powers and duties imposed upon and charged to the Chief Financial Officer under this section and this chapter. The unencumbered balance in the trust fund at the close of each quarter shall not exceed $750,000. Any funds in excess of this amount shall be transferred unallocated to the General Revenue Fund. However, fees received from deferred compensation participants pursuant to s. 112.215 shall not be transferred to the General Revenue Fund and shall be used to operate the deferred compensation program. (5) The transfer of the powers, duties, and responsibilities of existing state agencies and of the judicial branch made by this section to the Chief Financial Officer shall include only the particular powers, duties, and responsibilities hereby transferred, and all other existing powers shall in no way be affected by this section. History.—s. 4, ch. 81-295; s. 5, ch. 84-137; s. 2, ch. 87-331; s. 2, ch. 89-549; s. 4, ch. 90-357; s. 4, ch. 92-87; s. 6, ch. 92-142; s. 2, ch. 94-166; s. 1313, ch. 95-147; s. 1, ch. 96-216; s. 1, ch. 99-159; ss. 66, 67, ch. 2002-402; ss. 60, 61, ch. 2003-261; s. 4, ch. 2003-400; s. 5, ch. 2004-390; s. 69, ch. 2006-227; s. 3, ch. 2007-13; s. 3, ch. 2008-16; s. 2, ch. 2009-71. Note.—Former s. 215.535; s. 18.125.

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Appendix D Department of Financial Services (DFS) Administrative Policies and Procedures

Number 5-05

I. TITLE:

Department of Financial Services Code of Ethics

II. AUTHORITY AND REFERENCES: Florida Statutes: Chapter 112. Part III Florida Administrative Code: Chapters 60L-36.003

III. PURPOSE:

All employees of the Department of Financial Services must adhere to the highest ethical standards. Acting ethically requires employees to do more than comply with the law. The Department of Financial Services (the “Department”) recognizes the importance of maintaining the highest ethical standards among its employees. The public expects its government officials to conduct the State’s business in an ethical, honest, and open manner. Employees are expected to know and comply with the Department’s Code of Ethics in addition to all state laws regarding ethics, including the statutory Code of Ethics found in Chapter 112, Part III, Florida Statutes, and the provisions in the Rule Chapter 60L-36.003, Florida Administrative Code.

IV. DEFINITIONS: 

A. "Business entity" means any corporation, partnership, limited partnership, proprietorship, firm, enterprise, franchise, association, self-employed individual, or trust, whether fictitiously named or not, doing business in this state.

B. "Commission" means the Commission on Ethics created by Section 112.320, Florida Statutes, or any

successor to which its duties are transferred.

C. “Committee of Continuous Existence” means any group, organization, association, or other such entity which is certified pursuant to the provisions of Section 106.04, Florida Statutes, in making contributions to candidates, political committees, or political parties.

D. “Conflict” or “conflict of interest” means a situation in which regard for a private interest tends to

lead to disregard of a public duty or interest. E. “Department” means the Department of Financial Services.

F. “Ethics Officer” means the General Counsel to the Chief Financial Officer (CFO) and is appointed

to consult with Department employees on questions of ethics and compliance with the provisions of this policy.

G. “Gift” means anything accepted by a person or on that person’s behalf, whether directly or

indirectly, for that person’s benefit, and for which no payment is made in advance. A “gift” can include the following:

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1. Real property. 2. The use of real property. 3. Tangible or intangible personal property. 4. The use of tangible or intangible personal property. 5. A preferential rate or terms on a debt, loan, goods, or services, which rate is below the customary

rate and is not either a government rate available to all other similarly situated government employees or officials or a rate which is available to similarly situated members of the public by virtue of occupation, affiliation, age, religion, sex, or national origin.

6. Forgiveness of indebtedness. 7. Transportation, other than that provided to a public officer or employee by an agency in relation

to officially approved governmental business, lodging, or parking. 8. Food or beverage. 9. Membership dues. 10. Entrance fees, admission fees, or tickets to events, performances, or facilities. 11. Plants, flowers, or floral arrangements. 12. Services provided by persons pursuant to a professional license or certificate. 13. Other personal services for which a fee is normally charged by the person providing the services. 14. Any other similar service or thing having an attributable value not already provided for in this

section.

F. “Lobbyist” means any person who, for salary, fee, or other compensation, seeks, or sought during the preceding 12 months, to influence the governmental decision-making of a reporting individual or procurement employee or his or her agency or seeks, or sought during the preceding 12 months, to encourage the passage, defeat, or modification of any proposal or recommendation by the reporting individual or procurement employee or his or her agency.

G. “Political Committee” means any two or more individuals, or a person other than an individual, that,

in an aggregate amount in excess of $500 during a single calendar year:

1. accepts contributions for the purposes of making contributions to any candidate, political committee, committee of continuous existence, or political party;

2. accepts contributions for the purpose of expressly advocating the election or defeat of a

candidate or the passage or defeat of an issue;

3. makes expenditures that expressly advocate the election or defeat of a candidate or the passage or defeat of an issue; or

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4. makes contributions to a common fund, other than a joint checking account between spouses,

from which contributions are made to any candidate, political committee, committee of continuous existence, or political party.

H. “Relative” means an individual who is related to a public officer or employee as father, mother, son,

daughter, brother, sister, uncle, aunt, first cousin, nephew, niece, husband, wife, father-in-law, mother-in-law, son-in-law, daughter-in-law, brother-in-law, sister-in-law, stepfather, stepmother, stepson, stepdaughter, stepbrother, stepsister, half brother, half sister, grandparent, great grandparent, grandchild, great grandchild, step grandparent, step great grandparent, step grandchild, step great grandchild, person who is engaged to be married to the public officer or employee or who otherwise holds himself out as or is generally known as the person whom the public officer or employee intends to form a household, or any other natural person having the same legal residence as the public officer or employee.

I. “State Building” means any building owned or leased by the state in which state business is

conducted.

V. ETHICAL GUIDELINES: 

A. General Principles

1. Every employee of the Department is expected to treat colleagues and members of the public with courtesy and respect.

2. Department employees shall ensure that all disclosures made in accordance with the Code of

Ethics laws are truthful, fair and accurate. Employees shall record information honestly, completely and accurately.

B. Conflict of Interest

1. A Department employee shall not maintain a personal or financial interest in a matter pending

before the Department. Circumstances that do not constitute a conflict of interest are limited to: (a) An employee seeking a license of some type with the Department.

(b) An employee who has filed a consumer complaint with the Department. (c) An employee who has filed a claim for unclaimed property.

2. An employee shall, within twenty-four (24) hours of knowledge of a matter, notify his or her

supervisor if an employee’s relative, or a business in which the employee’s relative retains a financial interest, has regulatory or contractual business pending before the Department. Circumstances that do not constitute a conflict of interest are limited to: (a) A relative seeking a license of some type with the Department. (b) A relative who has filed a consumer complaint with the Department. (c) A relative who has filed a claim for unclaimed property.

3. A Department employee shall not maintain employment or a contractual relationship with any business entity or any agency which is regulated by the Department, or is doing business with the Department, except that the employee may purchase goods or services from a business entity

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which is subject to the regulation of the Department if the price and terms of the transaction are available to members of the general public.

4. A Department employee shall not maintain any employment or contractual relationship that will

create a conflict between the employee’s private interests and the performance of his or her public duties.

5. If a Department employee applies for or is offered employment, the employee shall within three

(3) days notify his or her supervisor of the employment application or job offer. If a Department employee is seeking or upon an entity offering any contractual relationship with an entity regulated by or doing business with the Department, the employee shall, prior to the seeking of the contractual relationship, or within three (3) days upon an entity offering the contractual relationship, notify his or her supervisor.

C. Abuse of Position of Public Trust

1. Department employees shall not use their official position, or the powers of their office, to

benefit their own personal interests. This provision will be interpreted broadly to ensure that employees will not abuse the powers of their office for their own personal interests or gain. Examples of prohibited conduct are:

a. Accepting a discount on goods or services (not provided to the general public) from a vendor

doing business with the Department. b. Using a Department vehicle for personal purposes, except as may be permitted for law

enforcement personnel. c. Asking a vendor or contractor doing business with the Department to hire an employee’s

spouse, child, or other family member. d. Using Department facilities, equipment, resources for political campaigns, or other political

purposes. D. Charitable Fundraising

1. The Department encourages employees to volunteer their personal time and resources to benefit

not-for-profit charities and organizations. Department employees shall not solicit contributions to charitable entities from individuals or entities which are regulated by or do business with the Department. Such fundraising would be a violation of Section C of this Code of Ethics. Department employees may participate in the Florida State Employees Charitable Campaign

(FSECC) during normal business hours to the extent authorized by the CFO. Pursuant to Section 110.181 (1) (a), F.S., FSECC is the only authorized charitable fundraising drive directed toward state employees within work areas during work hours. Division Directors, in consultation with the Ethics Officer, must approve solicitations related to charitable fundraising in the workplace.

E. Political Campaigns and Fundraising

1. Department employees have the right to participate in political campaigns during their personal time. Employees who participate in political campaigns or political activities during normal business hours should do so only when they have received prior approval to take annual leave. Employees are permitted to express their opinions on political subjects and candidates, take an active part in political campaigns outside of working hours, including the wearing of badges or buttons, and displaying bumper stickers and posters.

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2. A Department employee who qualifies as a political candidate must notify the Chief of Human

Resource Management and his immediate supervisor of his or her candidacy within three (3) days upon qualification.

3. No employee is permitted to make, solicit, or accept contributions for any political campaign in a

state building. If a person attempts to deliver a contribution in a state building, the contribution should be refused and the person tendering the contribution should be informed that it is illegal to accept a contribution in a state building. The employee should also notify the Inspector General of the incident. Contributions received by mail at a state building must be returned to the sender.

F. Disclosure of Information Exempt from Public Release

1. Department employees may be privy to information which is exempt from public disclosure

under Florida’s public records law. Employees are prohibited from disclosing this information or using it for their own personal benefit.

G. Restrictions Upon Leaving the Department

1. A Senior Management Service (SMS) or Selected Exempt Service (SES) employee cannot personally represent another person or entity for compensation before the Department for a period of two (2) years following termination or retirement.

2. A former employee is prohibited from having any employment or contractual relationship for

two (2) years with any business entity (other than a public agency) in connection with a contract for services which was within his or her responsibility while serving as a Department employee.

H. Restrictions Regarding Relatives

1. Employees with knowledge of applicants who possess characteristics particularly suitable to

vacancies in the Department should feel welcome to refer those applicants to the Chief of Human Resource Management. However, employees are prohibited from influencing the hiring of relatives for positions within the Department by directly contacting the hiring manager. Anytime an employee recommends a relative for a position within the Department, the employee should first consult with the Department’s Ethics Officer prior to making the recommendation.

2. An employee may not appoint, employ, promote, or advance for appointment, employment,

promotion, or advancement, in or to a position, over which the employee exercises jurisdiction or control, any individual who is a relative of the employee.

3. Employees shall not procure contractual services for the Department from a business in which a

relative is an officer, partner, director or owner.

I. Disclosure Requirements

1. Florida law requires certain employees to file a full and public disclosure of their financial interests with the Florida Commission on Ethics. This disclosure is designed to assure the public that employees’ decisions are made impartially and in the public interest, and not for personal gain. Employees shall review and follow the applicable financial disclosure requirements found in Section 112.3145, Florida Statutes.

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J. The Receipt and Reporting of Gifts

1. The gift restrictions in this Code apply broadly to all Department employees. 2. An employee is prohibited from soliciting any gift from a political committee or committee of

continuous existence, from a vendor doing business with the employee’s agency, from a lobbyist who lobbies the Department, from the partner, firm, employer or principal of such lobbyist, or from a person or entity doing business with the Department.

3. An employee is prohibited from accepting any gift, directly or indirectly, from a political

committee or committee of continuous existence, from a vendor doing business with the employee’s agency, from a lobbyist who lobbies the Department, from the partner, firm, employer, or principal of such lobbyist, or from a person or entity doing business with the Department, unless the following limited exceptions apply:

(a) Gifts can be accepted from relatives, unless the relative is a lobbyist or a principal of a

lobbyist, in which case the general prohibition on receipt of gifts from lobbyists applies. Employees who are married to or involved in a personal relationship with a lobbyist or the principal of a lobbyist shall consult with the Department’s Ethics Officer on how to address this situation.

(b) Gifts can be accepted from personal friends in the ordinary course of friendship, provided

that the personal friend is not:

(i) a lobbyist; or (ii) a partner, firm, member, employer, employee or principal of a lobbyist; or (iii)a person having a regulatory or contractual interest (either individually or through a

corporation or organization) in a matter pending before the Department; or (iv) a person who (either individually or through a corporation or organization) provides

goods or services to the Department under contract or agreement; or (v) a person (either individually or through a corporation or organization) seeking such

business from the Department.

(c) On-site consumption of food or refreshment at receptions and/or other events (even if valued at over $25.00) is permissible provided that the employee’s attendance at such event is an appropriate exercise of the employee’s official duties. The consumption of food or refreshment at such events, that is provided by or paid for by a lobbyist, principal of a lobbyist, a vendor doing business or seeking to do business with the Department, or an entity regulated

by the Department is prohibited. However, if the reception and/or event is part of a sponsored conference, meeting, or other function for which the Department has paid a registration fee or cost for the employee’s attendance, and the registration fee or cost includes food or refreshment as part of the printed agenda or other registration materials, the food or refreshment is not a gift and is therefore allowable for on-site consumption.

4. If an employee receives an unsolicited gift which is prohibited under this Code of Ethics, the

employee should notify his supervisor and return the gift to the sender. If an employee receives a perishable gift, such as a fruit basket, the employee should donate the gift to a charitable

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organization. The employee should then write the donor and explain that while appreciated, Department employees are prohibited from receiving gifts under this Code of Ethics.

5. An employee is prohibited from soliciting or knowingly accepting an honorarium from a

political committee or committee of continuous existence, from a vendor doing business with the employee’s agency, from a lobbyist who lobbies the employee’s agency, or from the employer, principal, partner, or firm of such a lobbyist.

K. If an employee has any questions regarding this Code of Ethics, or needs practical advice regarding

the ethics of a particular situation, the Ethics Officer to the Department is available to discuss these concerns.

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Appendix E Department of Financial Services (DFS) Administrative Policies and Procedures

Number 1-02

I. TITLE Internal Controls Policy

II. AUTHORITY

Florida Statutes: Section 215.86 Management Systems and Controls III. PURPOSE

The mission of the Department is: to safeguard the people of Florida and the state's assets through financial accountability, education, advocacy, fire safety, and enforcement. The objective of this internal controls policy is to enhance the integrity of government operations, provide reasonable oversight of Department operations, ensure State funds and resources are used efficiently and effectively, and give reasonable assurance that State assets and resources are appropriately protected and managed. This policy shall apply to all Department of Financial Services (DFS) employees.

IV. STATEMENT OF POLICY

Section 215.86, Florida Statutes, outlines each agency’s responsibility for management and system controls. The Section states:

“Each state agency and the judicial branch as defined in Section 216.011, F.S., shall establish and maintain management systems and controls that promote and encourage compliance; economic, efficient, and effective operations; reliability of records and reports; and safeguarding of assets. Accounting systems and procedures shall be designed to fulfill the requirements of generally accepted accounting principles.”

In accordance with this Section, the Department, among its Divisions, shall establish and maintain a system of internal controls. Internal controls are those management driven practices and procedures designed to provide reasonable assurance that objectives are achieved. As used in this policy, the terms management controls and internal controls are meant to be interchangeable. It is imperative that the Department’s systems of internal controls properly safeguard confidential information, whether that information exists in electronic or paper format. The following is a list of generally-considered examples of confidential information:

• Social Security numbers. • Bank account numbers. • Credit card numbers. • Certain financial records. • Risk Management claim files. • Certain emergency orders. • Investigations of active agents, adjusters, and other insurance representatives. • Records of active fraud investigations. • Health or medical information.

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• Trade secret or intellectual property. • Certificate or license numbers. • Certain information of active or former law enforcement personnel, judges, state attorneys, etc. and their spouses and children as defined by statute. • Whistle-blower investigations until published and the identity of persons designated as Whistle-blowers permanently. • Complaints of sexual harassment or other acts of unlawful discrimination and associated records while investigation of the complaint is active. • Risk analysis information relative to security threats to data, information, and information technology resources. • Results of internal audits and evaluations of the security program for an agency's data and information technology resources. • A complaint filed against a law enforcement officer and all information obtained pursuant to the investigation of such complaint until the investigation ceases to be active. • Agency records reflecting participation in the Employee Assistance Program.

For a complete source of types of confidential information, consult Appendix D of Florida’s Government-in-the-Sunshine Manual.

V. DEFINITIONS

Business Process: The activities that produce outputs, which contribute towards the achievement of the Department’s mission. Each business process converts inputs to quantifiable outputs in order to achieve a defined objective. Direct business processes produce outputs that directly benefit Florida’s citizens and businesses, as well as other government entities. Indirect business processes produce outputs that contribute to the accomplishment of direct business processes.

Business Process Owner: The person/position responsible for achievement of the business process objective(s). The business process owner has the authority to direct, change, allocate resource levels, and set the manner in which the process is managed. Check Digits: A digit derived from and added to the other digits in a sequence, used to ensure that the sequence is correct. Compliance Objective: The certification or confirmation process that meets the requirements of accepted practices, legislation, prescribed rules and regulations, specified standards, or the terms of a contract. Confidential Information: Information that is exempted from disclosure requirements under the provisions of applicable state or federal law, e.g., the Florida Public Records Act. Delegation of Authority: The formal conveyance of authority from one Department employee to another, which specifies for each area and each transaction type the individual(s) who are authorized to approve transactions for business and compliance purposes.

Event: An incident or occurrence, arising from internal or external sources, which affects achievement of objectives. Executive Leadership: Collectively, the Chief Financial Officer, the Chief of Staff, the Deputy Chief Financial Officers, and the Deputy Chief of Staff.

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Inherent Risk: The risk existing before management takes action to alter the risk’s likelihood or impact. Internal Controls: A system of control activities designed to provide reasonable assurance regarding the achievement of objectives within acceptable levels of risk. Objective: The goal of a business process. Objectives can be categorized as Compliance Objectives, Reporting Objectives, Operational Objectives, and Safeguarding Objectives. Operational Objective: Established standards of efficiency for achievement of process objectives. Physical Safeguard: The measure(s) taken to prevent loss through the use of locks, burglar proofing, guards, etc., that prevent disaster through access controls, alarms, fireproof vaults, fire-suppression (sprinkler) systems, power backups, etc. Reasonable Assurance: Acknowledgment that it is not possible to assert, with certainty, that an event will or will not occur. Reconciliation: The item by item examination of two related sets of figures obtained from different sources. Reporting Objective: The objective that all information reported on a process is valid and reliable. Residual Risk: The remaining risk after management has taken action to alter the risk’s likelihood or impact. Risk: The possibility that an event will occur that adversely affects the achievement of objectives. Risk Event: An incident or occurrence emanating from internal or external sources that affects implementation of strategy or achievement of objectives. Risk Tolerance: The acceptable levels of variation relative to the achievement of objectives.

Safeguarding Objective: The objective of ensuring that assets are protected from loss or fraudulent activity. Segregation of Duties: A control activity that prevents a single employee from performing and concealing an irregular transaction or event in the normal course of the employee’s duties. Examples include: • Duties for authorizing payment information, inputting new transactions, and verifying the accuracy

of the transactions are functionally segregated. • Software developers can have access to development and/or test data, but they should not have

access to production data. VI. INTERNAL CONTROLS OVERVIEW

Internal controls shall be applied to any process performed within the Department to ensure that the objectives of the business process are achieved within the acceptable level of risk. Internal controls provide assurance that potential risk events are prevented to the maximum extent possible. Properly designed, an internal control should provide more benefit than it costs. Risks events that may adversely impact achievement of objectives include but are not limited to:

• Loss or impairment of assets.

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• Fraud upon the state. • Misrepresentation of data. • Failure to accomplish statutory requirements. • Adverse publicity. • Losing taxpayer trust.

Business process owners should consider the following five components when developing the system of internal controls for their business processes:

A. Control Environment: This is the demonstrated competence, attention, and integrity of the people

in the organization. The way people perform their work is a product of the organization’s governance approach, organizational structure, management’s philosophy, and ethical values.

B. Risk Assessment: This involves identification and analysis of risks relevant to the achievement of

the organization’s objectives and forming a plan for determining how the risks should be managed. In considering its response, management should assess the effect on the risk likelihood and impact, as well as costs and benefits, selecting a response that brings residual risk within acceptable risk tolerances.

C. Control Activities: These are the policies, procedures, and techniques used to enforce management

directives and ensure that actions are taken to properly address risks.

D. Monitoring: The system of internal controls is reviewed by management through monitoring. Monitoring tools and practices help ensure that internal controls are utilized and effective. These tools and practices should be adjusted or enhanced over time to remain sufficient for the current state of risks.

E. Information and Communication: This component provides the means by which the results of

control and monitoring activities are recorded, organized, and applied in managing the process.

The following describes types of control activities utilized to ensure successful achievement of each process objective. A. Preventive controls are used to reduce the likelihood that an adverse risk event will occur. Examples

include: segregation of incompatible duties, system access controls, required authorizations, physical safeguards, check digits, and repetitive data entry.

B. Directive controls cause or encourage achievement of a process objective. Examples include:

policies, training programs, performance standards, and compensation incentives.

C. Detective controls reveal or detect undesirable events. Examples include: output reviews, reconciliations, exception reports, physical inventory, and audits.

D. Mitigating or Compensating controls at least partially make up for a missing, excessively costly, or

impractical control. Examples include: monitoring performance variances or budgets instead of individual transactions; delegation of authority to a subordinate to keep a process functioning when the responsible person is absent; temporarily adopting substitute controls when preferable controls are not available (as may exist during disaster recovery); and obtaining insurance or bonding.

The determination of the appropriate combination of controls is based on the nature of the risk and the costs to implement the controls. Generally, preventive controls are preferred and more effective than

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detective controls alone because it may be less costly to prevent a problem than to identify and correct a problem that has already occurred. The absence of effective preventive controls increases the probability that adverse risk events may occur. Likewise, the absence of detective controls increases the probability that adverse risk events will not be exposed when they occur.

VII. ROLES & RESPONSIBLITIES

A. Executive leadership is responsible for: 1. Delegating responsibility to business process owners for the accomplishment of each business

process objective. 2. Establishing an ongoing formal process to monitor achievement of business process objectives. 3. Setting a tone of leadership that affects integrity, ethics, and other factors of a positive control

environment. 4. Ensuring that risks associated with each business process are identified, prioritized, and

effectively managed by business process owners through the use of appropriate internal controls. 5. Ensuring policies and procedures contribute to the achievement of the Department’s mission. 6. Approval of all business process policies. 7. Following up on all tasks/directives issued to business process owners.

B. Business process owners are responsible for:

1. Developing policies that ensure achievement of business process objectives. Each policy shall: a. Identify the business process owner. b. Describe the process and its objectives. c. Identify the regulatory authorities governing the process. d. Identify risk events associated with the process. e. Detail the controls used within the process to reduce inherent risks to acceptable levels. f. Describe how the policy and the process’ objectives support the Department’s mission. g. Identify metrics to monitor achievement of process objectives. h. Identify roles and responsibilities for managing risk areas both inside and outside the process

owner’s organizational unit. i. Mandate review of each policy at least every two years; to be performed more frequently if

appropriate. 2. Approving all business process procedures. 3. Ensuring an on-going review and evaluation of business process risks, which include both

opportunities as well as potential adverse events. 4. Monitoring the operation and effectiveness of internal controls under their purview. 5. Ensuring that effective controls are documented and implemented for each risk associated with

their business process. 6. Ensuring that effective mitigating and compensating controls are in place when other controls

cannot be cost-effectively implemented. 7. Ensuring employee training sufficiently provides adequate awareness and understanding of

internal control standards to achieve the business process objectives. 8. Maintaining accurate position descriptions to properly define and assign controls necessary to

ensure achievement of business process objectives. 9. Responding to concerns and suggestions raised by staff regarding the risks associated with

achievement of business process objectives. 10. Responding to instances of staff’s noncompliance with the system of internal controls, code of

conduct, or any other policy violations or illegal activities.

C. Each employee is responsible for: 1. Knowing and following policies and procedures.

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2. Identifying opportunities to increase the reliability and integrity of the Department’s accounting and internal controls systems.

3. Notifying supervisors of problems and/or weaknesses in, and opportunities to enhance internal controls.

4. Notifying supervisors of instances of noncompliance with the system of internal controls or code of conduct and any other violations or illegal activities.

D. The Office of Inspector General is responsible for:

1. Conducting comprehensive compliance and performance audits of the agency and preparing audit reports of findings to ensure business processes are achieving objectives and contributing to the mission of the Department (as described in AP&P 6-03 Internal Audits).

2. Identifying risks and building a prioritized annual work plan to review the effectiveness of internal controls in achieving the organization’s objectives.

VIII. VIOLATIONS

Violations of this policy may result in disciplinary action in accordance with DFS AP&P 5-26, Standards and Procedures of Discipline-Career Service Employees. Violations of this policy may also be reported to the Inspector General for investigation.

IX. REFERENCES

The references listed below provide additional information about internal controls. • Section 20.055, F.S. - Agency inspectors general. • Section 216.102, F.S. - Filing of financial information; handling by Chief Financial Officer; penalty

for noncompliance. • Chapter 60DD-2, Florida Administrative Code. • Committee on Sponsoring Organizations of the Treadway Committee, Internal Control – Integrated

Framework, http://www.coso.org. • Maine Office of State Controller, Internal Control Guide for Managers,

http://www.maine.gov/osc/internalaudit/guideformanagers.htm. • American Institute of Certified Public Accountants, (AICPA) Statement of Auditing Standards

(SAS) No. 109: Understanding the Entity and Its Environment and Assessing the Risks of Material Misstatement, March 2006, http://www.aicpa.org/download/members/div/auditstd/AU-00314.PDF.

• SAS No. 112: Communicating Internal Control Related Matters Identified in an Audit, May 2006, http://www.aicpa.org/download/members/div/auditstd/AU-00325.PDF.

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ATTACHMENT J

SUMMARY OF CUSTODY ASSETS

Security ID Asset Type Description Coupon Stated Maturity Par Value

61744CBX3 ASSET BACKED MORGAN STANLEY ABS CAPI NC3 M2 1.89175000 3/25/2034 10,940.28 81375WBM7 ASSET BACKED SECURITIZED ASSET BACKE OP2 A2 0.59175000 8/25/2034 15,395.27 15200DAB3 ASSET BACKED CENTERPOINT ENERGY TRANSI A A2 4.97000000 8/1/2014 20,025.69 393505RG9 ASSET BACKED CONSECO FINANCIAL CORP 10 A5 6.83000000 11/15/2028 22,274.94 78487TAA2 ASSET BACKED SVO 05-A VOI MTG CORP A 144A 5.25000000 2/20/2021 24,386.27 57164QAA2 ASSET BACKED MARRIOTT VAC 2006-1 144A A 5.73700000 4/20/2028 28,570.30 590170AD8 ASSET BACKED MERRILL AUTO TR SECUR 07-1 A-4 0.30175000 12/15/2013 30,162.49 393505QX3 ASSET BACKED CONSECO FINANCIAL CORP 9 A5 7.20000000 1/15/2028 36,499.68 86358EEA0 ASSET BACKED STRUCTURED ASSET INVEST BC8 M1 1.29175000 8/25/2033 45,300.78 004421TP8 ASSET BACKED ACE SECURITIES CORP SD3 A 0.64175000 8/25/2045 48,827.77 41283JAC4 ASSET BACKED HARLEY-DAVIDSON MOTORCYCL 4 A3 1.87000000 2/15/2014 48,996.38 805564KE0 ASSET BACKED SAXON ASSET SECURITIES TR 3 M1 1.41175000 7/25/2031 50,493.92 83162CHM8 ASSET BACKED SBA GTD PARTN CTFS 1997-20E 1 7.30000000 5/1/2017 62,927.84 15200DAB3 ASSET BACKED CENTERPOINT ENERGY TRANSI A A2 4.97000000 8/1/2014 63,718.13 83162CFU2 ASSET BACKED SMALL BUS ADMIN CTF S-95 20B 8.15000000 2/1/2015 76,839.91 03072SJG1 ASSET BACKED AMERIQUEST MORTGAGE SECUR 8 M1 1.29175000 10/25/2033 77,850.97 68389FDH4 ASSET BACKED OPTION ONE MORTGAGE LOAN 2 A3 1.24175000 4/25/2033 84,067.79 073879CC0 ASSET BACKED BEAR STEARNS ASSET BACK HE5 M1 0.81175000 7/25/2034 93,327.27 36228FVH6 ASSET BACKED GSAMP TRUST SEA A1 0.64175000 2/25/2033 108,576.03 64352VHW4 ASSET BACKED NEW CENTURY HOME EQUITY L 3 M2 1.21675000 11/25/2034 109,240.50 05522RAC2 ASSET BACKED BA CREDIT CARD TRUST A8 A8 0.27175000 5/16/2016 111,933.92 03072SGQ2 ASSET BACKED AMERIQUEST MORTGAGE SECUR 6 M2 3.01675000 5/25/2033 123,307.47 13974TAC5 ASSET BACKED CAPITAL AUTO RECEIVABLES 4A A4 5.30000000 5/15/2014 141,134.18 02582JDS6 ASSET BACKED AMERICAN EXPRESS CREDIT AC 7 A 0.31175000 3/16/2015 150,028.50 36156HAX6 ASSET BACKED GCO EDUCATION LOAN FUND 1 A10L 0.68060000 2/25/2028 171,176.00 28140UAF2 ASSET BACKED EDUCATION FUNDING CAPITAL 3 A6 1.52000000 12/15/2042 184,000.38 83162CHA4 ASSET BACKED SBA GTD PARTN CTFS 1996-20J 1 7.20000000 10/1/2016 188,149.95 66704JBE7 ASSET BACKED NORTHSTAR EDUCATION FINAN 1 A1 0.65310000 10/28/2026 188,158.13 05522RBF4 ASSET BACKED BA CREDIT CARD TRUST A10 A10 0.31175000 12/15/2016 199,918.00 17305EEK7 ASSET BACKED CITIBANK CREDIT CARD ISS A6 A6 1.44175000 5/22/2017 206,554.00 161571AX2 ASSET BACKED CHASE ISSUANCE TRUST A11 A 0.31175000 12/15/2014 250,097.50 12617AAD9 ASSET BACKED AEP TEXAS CENTRAL TRANSIT 1 A4 5.96000000 7/15/2015 261,469.56 14041NCH2 ASSET BACKED CAPITAL ONE MULTI-ASSET A7 A7 4.70000000 6/15/2015 304,788.00 15200MAA5 ASSET BACKED CENTERPOINT ENERGY TRANSI A A1 4.19200000 2/1/2020 309,326.30 83162CPR8 ASSET BACKED SBA GTD PARTN CTFS 2005-20G 1 4.75000000 7/1/2025 316,871.54 15200WAB1 ASSET BACKED CENTERPOINT ENERGY TRANSI 1 A2 2.45000000 10/15/2020 326,280.50 10620NAH1 ASSET BACKED BRAZOS HIGHER EDUCATION 3 A14 0.58365000 9/25/2023 354,178.97 17305EDY8 ASSET BACKED CITIBANK CREDIT CARD ISS A8 A8 5.65000000 9/20/2019 358,662.00 34529RAC5 ASSET BACKED FORD CREDIT AUTO OWNER TR B A3 0.84000000 6/15/2015 401,184.00 83162CSA2 ASSET BACKED SBA GTD PARTN CTFS 2008-20I 1 5.60000000 9/1/2028 402,002.28 83162CQN6 ASSET BACKED SBA GTD PARTN CTFS 2006-20I 1 5.54000000 9/1/2026 403,494.80 36156HAY4 ASSET BACKED GCO EDUCATION LN FDG TR 1 A11L 0.72060000 5/25/2036 407,710.00 606072KV7 ASSET BACKED MISSOURI HIGHER EDUCATION 3 A1 1.09219000 8/26/2030 407,950.56 83162CSH7 ASSET BACKED SBA GTD PARTN CTFS 2009-20B 1 4.76000000 2/1/2029 422,109.35 658262FX3 ASSET BACKED NORTH CAROLINA STATE 10-1 A1 1.46010000 7/25/2041 424,499.36 83162CJF1 ASSET BACKED SBA GTD PARTN CTFS 1998-20E 1 6.30000000 5/1/2018 429,546.85 83162CPG2 ASSET BACKED SBA GTD PARTN CTFS 2005-20A 1 4.86000000 1/1/2025 440,908.93 43812KAC7 ASSET BACKED HAROT 2010-2 A3 1.34000000 3/18/2014 455,440.06 831641DU6 ASSET BACKED SBA GTD PARTN CTFS 2004-P10B 1 4.75400000 8/10/2014 460,595.03

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15200WAC9 ASSET BACKED CENTERPOINT ENERGY TRANSI 1 A3 3.02820000 10/15/2025 473,134.90 12621UAC1 ASSET BACKED CNH EQUIPMENT TRUST B A3 1.03000000 11/17/2014 481,861.16 02005ABN7 ASSET BACKED ALLY MASTER OWNER TRUST 3 A2 1.81000000 5/15/2016 486,912.00 44890EAB6 ASSET BACKED HYUNDAI AUTO RECEIVABLES B A2 0.59000000 3/15/2014 496,830.73 05522RAP3 ASSET BACKED BA CREDIT CARD TRUST A14 A14 0.30175000 4/15/2016 500,145.00 254683AJ4 ASSET BACKED DISCOVER CARD MASTER TRU A1 A1 1.54175000 12/15/2014 501,335.00 78443GAD7 ASSET BACKED SLM STUDENT LOAN TRUST 7 A4 0.63010000 4/25/2022 545,541.91 02005ABC1 ASSET BACKED ALLY MASTER OWNER TRUST 1 A2 2.15000000 1/15/2016 551,485.80 10620NCE6 ASSET BACKED BRAZOS HIGHER EDUCATION A 1 A2 1.69060000 2/25/2035 560,658.00 36159JCC3 ASSET BACKED GEMNT 2010-3 A 2.21000000 6/15/2016 565,683.75 831641EP6 ASSET BACKED SBA GTD PARTN CTFS 2009-P10A 1 4.72700000 2/10/2019 569,811.65 00432CCM1 ASSET BACKED ACCESS GROUP INC 2 A3 0.67310000 11/22/2024 577,698.00 073247BJ6 ASSET BACKED BAYVIEW FINANCIAL ACQUISI C A1 0.87125000 5/28/2044 582,321.58 28140VAB9 ASSET BACKED EDUCATION FUNDING CAPITAL 1 A2 0.63365000 12/15/2022 600,634.63 83162CHH9 ASSET BACKED SBA GTD PARTN CTFS 1997-20C 1 7.15000000 3/1/2017 695,203.15 43813BAD4 ASSET BACKED HONDA AUTO RECEIVABLES OW 3 A4 0.94000000 9/22/2014 727,602.75 62889AAA1 ASSET BACKED NCUA GUARANTEED NOTES A1 A 0.59275000 12/7/2020 732,310.33 05573WAB1 ASSET BACKED BMW VEHICLE OWNER TRUST A A2 0.63000000 2/25/2014 740,621.60 05573WAB1 ASSET BACKED BMW VEHICLE OWNER TRUST A A2 0.63000000 2/25/2014 750,630.00 44614AAB9 ASSET BACKED HUNTINGTON AUTO TRUST 1 A2 0.54000000 11/17/2014 779,773.80 92867EAB4 ASSET BACKED VOLKSWAGEN AUTO LEASE TRU A A2 0.69000000 11/22/2013 791,298.77 14041NDX6 ASSET BACKED CAPITAL ONE MULTI-ASSET A7 A7 5.75000000 7/15/2020 814,615.70 161571DD3 ASSET BACKED CHASE ISSUANCE TRUST A13 A13 1.97365000 9/15/2015 817,640.00 66704JBY3 ASSET BACKED NORTHSTAR EDUCATION FINAN 1 A6 1.13800000 1/29/2046 874,395.50 66704JBZ0 ASSET BACKED NORTHSTAR EDUCATION FINAN 1 A7 1.47100000 1/29/2046 880,000.00 34529UAB0 ASSET BACKED FORD CREDIT AUTO OWNER TR A A2 0.62000000 9/15/2014 880,536.80 17305EER2 ASSET BACKED CITIBANK CREDIT CARD ISS A5 A5 2.25000000 12/23/2014 891,158.40 28140VAE3 ASSET BACKED EDUCATION FUNDING CAPITAL 1 A5 1.83700000 6/15/2043 940,016.90 06052MAC9 ASSET BACKED BANK OF AMERICA AUTO TRUS 2 A3 1.31000000 7/15/2014 948,528.10 477874AD3 ASSET BACKED JOHN DEERE OWNER TRUST A A4 3.96000000 5/16/2016 987,933.45 36159JBM2 ASSET BACKED GE CAPITAL CREDIT CARD MAS 2 A 3.69000000 7/15/2015 1,009,520.00 03072SWN1 ASSET BACKED AMERIQUEST MORTGAGE SEC R11 A1 0.54425000 11/25/2034 1,022,936.62 831641EU5 ASSET BACKED SMALL BUS ADMIN GTD CTF 11-10A 4.08400000 3/10/2021 1,025,062.00 34528QAH7 ASSET BACKED FORD CREDIT FLOORPLAN MAST 2 A 1.79175000 9/15/2014 1,047,155.20 161571CP7 ASSET BACKED CHASE ISSUANCE TRUST A4 A4 4.65000000 3/15/2015 1,091,821.50 43813UAB6 ASSET BACKED HONDA AUTO RECEIVABLES 1 A2 0.57000000 8/15/2014 1,140,501.60 71722TAB0 ASSET BACKED PENNSYLVANIA HIGHER EDUCA 1 A3 0.01000000 7/25/2042 1,170,010.93 17305EER2 ASSET BACKED CITIBANK CREDIT CARD ISS A5 A5 2.25000000 12/23/2014 1,174,708.80 02005YAF3 ASSET BACKED ALLY AUTO RECEIVABLES TRU 1 A4 1.21000000 7/15/2016 1,206,276.00 106238LC0 ASSET BACKED BRAZOS HIGHER EDUCATION 1 1A2 0.36938000 12/26/2018 1,257,447.95 106238KS6 ASSET BACKED BRAZOS HIGHER EDUCATION A I A2 0.51800000 6/27/2022 1,278,652.36 12612BAD2 ASSET BACKED CNH EQUIPMENT TRUST A A4 2.49000000 1/15/2016 1,296,352.50 831641EQ4 ASSET BACKED SBA GTD PARTN CTFS 2009-10A 1 4.62000000 3/10/2019 1,298,881.83 10620NCH9 ASSET BACKED BRAZOS HIGHER EDUCATION A 1 A3 1.54060000 11/25/2033 1,316,112.00 14041NBN0 ASSET BACKED CAPITAL ONE MULTI-ASSET A4 A4 0.46175000 3/15/2017 1,361,870.30 784582BA5 ASSET BACKED SMS STUDENT LOAN TRUST A A2 0.74310000 10/28/2028 1,415,417.02 14041NCS8 ASSET BACKED CAPITAL ONE MULTI-ASSET A5 A5 0.30175000 1/15/2016 1,450,058.00 02005ABT4 ASSET BACKED ALLY MASTER OWNER TRUST 4 A2 1.54000000 9/15/2016 1,459,048.00 02005VAD4 ASSET BACKED ALLY AUTO RECEIVABLES TRU 2 A4 1.98000000 4/15/2016 1,483,596.50 493268BL9 ASSET BACKED KEYCORP STUDENT LOAN TRU A 1A2 0.82010000 10/25/2032 1,510,814.21 254683AC9 ASSET BACKED DISCOVER CARD MASTER TRU A1 A1 5.65000000 3/16/2020 1,532,902.20 36159JBT7 ASSET BACKED GE CAPITAL CREDIT CARD MAS 4 A 3.80000000 11/15/2017 1,535,405.30 36159JBM2 ASSET BACKED GE CAPITAL CREDIT CARD MAS 2 A 3.69000000 7/15/2015 1,564,756.00 78444YAC9 ASSET BACKED SLM STUDENT LOAN TRUST 5 A3 1.86010000 1/25/2018 1,583,294.00 02005RAB7 ASSET BACKED ALLY AUTO RECEIVABLES TRU 5 A3 1.11000000 1/15/2015 1,589,994.09 693401AE1 ASSET BACKED PG&E ENERGY RECOVERY FUND 1 A5 4.47000000 12/25/2014 1,607,413.00

131

606072KP0 ASSET BACKED MISSOURI HIGHER EDUCATION 1 A1 1.44060000 11/26/2032 1,659,405.49 44890EAC4 ASSET BACKED HYUNDAI AUTO RECEIVABLES B A3 1.04000000 9/15/2015 1,759,940.00 29366AAA2 ASSET BACKED ENTERGY LOUISIANA INVESTM A A1 2.04000000 9/1/2023 1,782,264.00 98158PAC2 ASSET BACKED WORLD OMNI AUTO RECEIVABL B A3 1.21000000 8/15/2016 1,804,446.00 14041NBG5 ASSET BACKED CAPITAL ONE MULTI-ASSET A1 A1 0.45175000 12/15/2016 1,813,801.00 44923WAC5 ASSET BACKED HYUNDAI AUTO RECEIVABLES A A3 1.50000000 10/15/2014 1,822,111.87 161571CH5 ASSET BACKED CHASE ISSUANCE TRUST A17 A 5.12000000 10/15/2014 1,846,098.00 44890GAD7 ASSET BACKED HYUNDAI AUTO RECEIVABLES A A4 0.95000000 12/15/2016 1,998,580.00 15200WAB1 ASSET BACKED CENTERPOINT ENERGY TRANSI 1 A2 2.45000000 10/15/2020 2,007,880.00 17305EDE2 ASSET BACKED CITIBANK CREDIT CARD ISS A3 A3 5.30000000 3/15/2018 2,023,437.50 40431XAA0 ASSET BACKED HSBC HOME EQUITY LOAN TR 3 APT 1.44175000 11/20/2036 2,073,414.39 14041NDY4 ASSET BACKED CAPITAL ONE MULTI-ASSET A8 A8 0.77365000 10/15/2015 2,104,263.00 14041NDC2 ASSET BACKED CAPITAL ONE MULTI-ASSET A12 A 0.30175000 7/15/2016 2,208,828.70 02005ABB3 ASSET BACKED ALLY MASTER OWNER TRUST 1 A1 1.11175000 1/15/2016 2,238,892.20 831641DZ5 ASSET BACKED SBA GTD PARTN CTFS 2005-10B 1 4.94100000 9/10/2015 2,280,759.22 43814AAC7 ASSET BACKED HONDA AUTO RECEIVABLES OW 2 A3 0.94000000 3/18/2015 2,283,918.00 78442GPZ3 ASSET BACKED SLM STUDENT LOAN TRUST 6 A5B 1.76010000 7/27/2026 2,289,992.25 44918AAD8 ASSET BACKED HYNDAI AUTO RCVB TRUST C A4 1.30000000 11/15/2015 2,291,380.00 09657MAC2 ASSET BACKED BMW VEHICLE OWNER TRUST A A3 1.39000000 4/25/2014 2,345,141.30 78446YAA1 ASSET BACKED SLM STUDENT LOAN TRUST 2 A 0.94175000 1/25/2029 2,405,472.00 00104UAA6 ASSET BACKED AEP TEXAS CENTRAL TRANSIT 1 A1 0.88000000 12/1/2018 2,496,800.00 14041NDS7 ASSET BACKED CAPITAL ONE MULTI-ASSET A4 A4 0.27175000 3/16/2015 2,499,925.00 02006AAD9 ASSET BACKED ALLY AUTO RECEIVABLES TRU 2 A4 1.00000000 10/17/2016 2,504,550.00 17305EEN1 ASSET BACKED CITIBANK CREDIT CARD ISS A2 A2 1.79175000 5/15/2014 2,504,875.00 15200WAB1 ASSET BACKED CENTERPOINT ENERGY TRANSI 1 A2 2.45000000 10/15/2020 2,509,850.00 65476BAC7 ASSET BACKED NISSAN AUTO RECEIVABLES A A3 0.87000000 7/15/2014 2,605,356.00 61744CVW3 ASSET BACKED MORGAN STANLEY ABS CAP HE6 A2C 0.56175000 11/25/2035 2,681,146.28 10620NCK2 ASSET BACKED BRAZOS HIGHER EDUCATION A 2 A2 1.41010000 7/25/2029 2,829,211.00 10620NCG1 ASSET BACKED BRAZOS HIGHER EDUCATION A 1 A2 1.29060000 2/25/2030 2,942,812.50 254683AT2 ASSET BACKED DISCOVER CARD MASTER TR A1 A1 0.81000000 8/15/2017 2,952,659.20 34529QAB9 ASSET BACKED FORD CREDIT AUTO LEASE TR A A2 0.74000000 9/15/2013 2,957,258.25 34528QBK9 ASSET BACKED FORD CREDIT FLOORPLAN 1 A 0.71175000 1/15/2016 3,010,350.00 65475QAC5 ASSET BACKED NISSAN AUTO RECEIVABLES O B A3 0.95000000 2/16/2016 3,013,890.00 02005WAC4 ASSET BACKED ALLY AUTO RECEIVABLES 11-5A3 0.99000000 11/15/2015 3,015,870.00 17305EEK7 ASSET BACKED CITIBANK CREDIT CARD ISS A6 A6 1.44175000 5/22/2017 3,077,654.60 43813UAA8 ASSET BACKED HONDA AUTO RECEIVABLES OW 1 A1 0.41300000 3/15/2013 3,321,308.74 43814AAB9 ASSET BACKED HONDA AUTO 2011-2 CLA A2 0.57000000 7/18/2013 3,352,309.60 831641ET8 ASSET BACKED SMALL BUSINESS ADMINISTR 10B A 3.21500000 9/1/2020 3,751,418.99 831641ES0 ASSET BACKED SBA GTD PARTN CTFS 2010-10A 1 4.10800000 3/10/2020 3,758,736.55 254683AH8 ASSET BACKED DISCOVER CARD MASTER TRU A4 A4 5.65000000 12/15/2015 3,886,956.60 44890GAA3 ASSET BACKED HYUNDAI AUTO RECEIVABLES A A1 0.29984000 3/15/2013 4,004,880.00 254683AR6 ASSET BACKED DISCOVER CARD MASTER TRUS A3 A 0.45175000 3/15/2017 4,009,960.00 36159JBM2 ASSET BACKED GE CAPITAL CREDIT CARD MAS 2 A 3.69000000 7/15/2015 4,038,080.00 055669AC9 ASSET BACKED BMW VEHICLE LEASE TRUST 1 A3 0.82000000 4/15/2013 4,212,643.14 80282VAC6 ASSET BACKED SANTANDER DRIVE AUTO RECE 2 A3 1.22000000 12/15/2015 4,250,178.90 254683AQ8 ASSET BACKED DISCOVER CARD MASTER TRU A2 A2 0.45175000 11/16/2015 4,367,935.20 92867EAC2 ASSET BACKED VOLKSWAGEN AUTO LEASE TRU A A3 0.99000000 11/20/2013 5,009,900.00 34529UAC8 ASSET BACKED FORD CREDIT AUTO OWNER TR A A3 0.84000000 8/15/2016 5,011,000.00 65475GAC7 ASSET BACKED NISSAN AUTO LEASE TRUST B A3 1.12000000 12/15/2013 5,022,867.85 02005TAC1 ASSET BACKED ALLY AUTO RECEIVABLES TRU 1 A3 1.38000000 1/15/2015 5,039,250.00 17305EER2 ASSET BACKED CITIBANK CREDIT CARD ISS A5 A5 2.25000000 12/23/2014 5,063,400.00 161571AN4 ASSET BACKED CHASE ISSUANCE TRUST A6 A6 0.31175000 7/15/2014 5,071,064.70 55264TDX6 ASSET BACKED MBNA CREDIT CARD MASTER A5 A5 0.30175000 10/15/2015 5,308,000.00 14041NCH2 ASSET BACKED CAPITAL ONE MULTI-ASSET A7 A7 4.70000000 6/15/2015 5,384,588.00 05522RAZ1 ASSET BACKED BA CREDIT CARD TRUST A6 A6 0.30175000 9/15/2016 5,441,351.85 152314JQ4 ASSET BACKED CENTEX HOME EQUITY 04-B AF-6 4.18600000 3/25/2034 5,619,730.95

132

14041NBG5 ASSET BACKED CAPITAL ONE MULTI-ASSET A1 A1 0.45175000 12/15/2016 5,792,138.00 05522RAC2 ASSET BACKED BA CREDIT CARD TRUST A8 A8 0.27175000 5/16/2016 6,995,870.00 02006AAC1 ASSET BACKED ALLY AUTO RECEIVABLES TR 2 A3 0.74000000 4/15/2016 9,990,100.00

CASH CASH 138,222.22

313384ZE2 CASH & CASH EQUIVALENTS FEDERAL HOME LN BK CONS DISC 7/10/2012 1,573,000.000

313396ZE6 CASH & CASH EQUIVALENTS

FEDERAL HOME LN MTG CORP DISC 7/10/2012 1,976,000.000

313588WG6 CASH & CASH EQUIVALENTS FEDERAL NATL MTG ASSN DISC NT 5/1/2012 2,107,000.000

313384XC8 CASH & CASH EQUIVALENTS

FEDERAL HOME LN BK CONS DISC N 5/21/2012 2,230,000.000

313588VT9 CASH & CASH EQUIVALENTS FEDERAL NATL MTG ASSN DISC NT 4/18/2012 2,800,000.000

313396WB5 CASH & CASH EQUIVALENTS

FEDERAL HOME LN MTG CORP DISC 4/26/2012 3,000,000.000

313384WX3 CASH & CASH EQUIVALENTS FEDERAL HOME LN BK CONS DISC 5/16/2012 3,100,000.000

313588WH4 CASH & CASH EQUIVALENTS FEDERAL NATL MTG ASSN DISC NT 5/2/2012 3,508,000.000

313396XT5 CASH & CASH EQUIVALENTS

FEDERAL HOME LN MTG CORP DISC 6/5/2012 3,598,000.000

313588ZN8 CASH & CASH EQUIVALENTS

FEDERAL NATL MTG ASSN DISC NTS 7/18/2012 3,800,000.000

313396YR8 CASH & CASH EQUIVALENTS

FEDERAL HOME LN MTG CORP DISC 6/27/2012 4,300,000.000

313588VB8 CASH & CASH EQUIVALENTS

FEDERAL NATL MTG ASSN DISCOUNT 4/2/2012 4,489,000.000

313396WW9 CASH & CASH EQUIVALENTS

FEDERAL HOME LN MTG CORP DISC 5/15/2012 4,539,000.000

313396WF6 CASH & CASH EQUIVALENTS

FEDERAL HOME LN MTG CORP DISC 4/30/2012 4,966,000.000

313396XZ1 CASH & CASH EQUIVALENTS

FEDERAL HOME LN MTG CORP DISC 6/11/2012 5,000,000.000

313396H97 CASH & CASH EQUIVALENTS

FEDERAL HOME LN MTG CORP DISC 10/1/2012 5,257,000.000

313384E96 CASH & CASH EQUIVALENTS

FEDERAL HOME LN BK CONS DISC N 9/7/2012 6,271,000.000

313588XM2 CASH & CASH EQUIVALENTS FEDERAL NATL MTG ASSN DISC NT 5/30/2012 6,500,000.000

313588XE0 CASH & CASH EQUIVALENTS FEDERAL NATL MTG ASSN DISC 5/23/2012 7,191,000.000

313384ZN2 CASH & CASH EQUIVALENTS FEDERAL HOME LN BK CONS DISC 7/18/2012 9,624,000.000

313588ZV0 CASH & CASH EQUIVALENTS FEDERAL NATL MTG ASSN DISC NT 7/25/2012 10,000,000.000

313588WB7 CASH & CASH EQUIVALENTS FEDERAL NATL MTG ASSN DISC 4/26/2012 10,093,000.000

313396YG2 CASH & CASH EQUIVALENTS

FEDERAL HOME LN MTG CORP DISC 6/18/2012 10,735,000.000

313588YZ2 CASH & CASH EQUIVALENTS FEDERAL NATL MTG ASSN DISC 7/5/2012 13,200,000.000

313384WA3 CASH & CASH EQUIVALENTS FEDERAL HOME LN BK CONS DISC 4/25/2012 13,209,000.000

313588B38 CASH & CASH EQUIVALENTS

FEDERAL NATL MTG ASSN DISCOUNT 8/8/2012 15,000,000.000

313588WX9 CASH & CASH EQUIVALENTS FEDERAL NATL MTG ASSN DISC 5/16/2012 15,000,000.000

313396XL2 CASH & CASH FEDERAL HOME LN MTG CORP 5/29/2012 17,000,000.000

133

EQUIVALENTS DISC

313396VC4 CASH & CASH EQUIVALENTS

FEDERAL HOME LN MTG CORP DISC 4/3/2012 18,387,000.000

313384XM6 CASH & CASH EQUIVALENTS FEDERAL HOME LN BK CONS DISC 5/30/2012 23,535,000.000

313384YD5 CASH & CASH EQUIVALENTS FEDERAL HOME LN BK CONS DISC 6/15/2012 24,290,000.000

313384WZ8 CASH & CASH EQUIVALENTS FEDERAL HOME LN BK CONS DISC 5/18/2012 25,000,000.000

313588XC4 CASH & CASH EQUIVALENTS FEDERAL NATL MTG ASSN DISC NT 5/21/2012 30,000,000.000

313384ZQ5 CASH & CASH EQUIVALENTS FEDERAL HOME LN BK CONS DISC 7/20/2012 34,309,000.000

313384VL0 CASH & CASH EQUIVALENTS FEDERAL HOME LN BK CONS DISC 4/11/2012 36,067,000.000

313588XU4 CASH & CASH EQUIVALENTS FEDERAL NATL MTG ASSN DISC 6/6/2012 43,086,000.000

313396XS7 CASH & CASH EQUIVALENTS

FEDERAL HOME LN MTG CORP DISC 6/4/2012 47,458,000.000

313384YL7 CASH & CASH EQUIVALENTS FEDERAL HOME LN BK CONS DISC 6/22/2012 47,639,000.000

22541QFF4 CMO/REMIC CREDIT SUISSE FIRST BO AR18 2X 0.00000000 7/25/2033 0.22 22541QLC4 CMO/REMIC CREDIT SUISSE FIRST BO AR20 2X 0.00000000 8/25/2033 0.28 3133T9XH3 CMO/REMIC FHLMC MULTICLASS MTG 6.50000000 5/15/2012 8.80 05948XBP5 CMO/REMIC BANC OF AMERICA MORTGAGE D 1A2 2.74700000 5/25/2033 148.31 576433DH6 CMO/REMIC MASTR ADJUSTABLE RATE MO 2 3AX 0.12300000 8/25/2033 429.31 576433DL7 CMO/REMIC MASTR ADJUSTABLE RATE MO 2 4AX 0.32000000 7/25/2033 667.59 493915AD4 CMO/REMIC KIDDER PEABODY MORTGAGE A B A2 9.50000000 4/22/2018 982.00 31395MAP4 CMO/REMIC FHLMC MULTICLASS MTG 6.55825000 12/15/2022 1,333.42 31364HJR9 CMO/REMIC FNMA GTD REMIC P/T 9.00000000 12/15/2016 1,828.92 000780HV1 CMO/REMIC ABN AMRO MORTGAGE CORP 8 A2 5.50000000 6/25/2033 1,908.63 31394XJN7 CMO/REMIC FHLMC MULTICLASS MTG 6.93825000 6/15/2022 4,600.59 3129106U1 CMO/REMIC FHLMC MULTICLASS MTG 0.00000000 7/15/2022 5,740.62 31393R6N5 CMO/REMIC FHLMC MULTICLASS MTG 6.85825000 11/15/2030 7,192.60 94979WAB5 CMO/REMIC WELLS FARGO MORTGAGE BAC G AIO 0.75080000 6/25/2033 7,490.83 31358G6Y8 CMO/REMIC FNMA GTD REMIC P/T 0.00000000 6/25/2021 9,294.79 31358G2Y2 CMO/REMIC FNMA GTD REMIC P/T 0.00000000 6/25/2021 9,750.87 22541QLY6 CMO/REMIC CREDIT SUISSE FIRST BOS 19 1A2 5.25000000 7/25/2033 10,180.60 31359VYH0 CMO/REMIC FNMA GTD REMIC P/T 1999-T2 A1 7.50000000 1/19/2039 13,244.54 31282YC49 CMO/REMIC FHLMC MULTICLASS MTG 6.00000000 5/1/2031 13,276.92 31394H3U3 CMO/REMIC FHLMC MULTICLASS MTG 4.50000000 10/15/2031 16,788.30 22541SAN8 CMO/REMIC CREDIT SUISSE FIRST BOST 1 3A1 7.00000000 2/25/2034 22,236.75 07384MWF5 CMO/REMIC BEAR STEARNS ADJUSTABLE 5 1A1 2.81826000 8/25/2033 22,322.68 576433GA8 CMO/REMIC MASTR ADJUSTABLE RATE MO 6 1A2 2.70000000 12/25/2033 22,752.83 12669EYQ3 CMO/REMIC COUNTRYWIDE HOME LOAN M 37 1A1 2.87757000 8/25/2033 23,103.12 76111XLP6 CMO/REMIC RESIDENTIAL FUNDING MOR S6 1A1 5.50000000 6/25/2034 30,697.34 31395MDV8 CMO/REMIC FHLMC MULTICLASS MTG 5.00000000 2/15/2020 31,768.69 3136FA6U9 CMO/REMIC FNMA GTD REMIC P/T 4.00000000 9/1/2033 40,639.45 31339GVT5 CMO/REMIC FHLMC MULTICLASS MTG 7.65825000 6/15/2031 41,326.13 31392B6V3 CMO/REMIC FNMA GTD REMIC P/T 02-T4 A3 7.50000000 12/25/2041 43,278.66 31395TC51 CMO/REMIC FHLMC MULTICLASS MTG 5.00000000 4/15/2020 43,544.77 31358P3S4 CMO/REMIC FNMA GTD REMIC P/T CTF92-160AQ 17.89300000 8/25/2022 45,025.35 31395MD48 CMO/REMIC FHLMC MULTICLASS MTG 5.00000000 2/15/2020 45,679.67 3136FCHU3 CMO/REMIC FNMA GTD REMIC P/T 5.00000000 5/1/2034 55,740.77 313603LL4 CMO/REMIC FNMA GTD REMIC P/T CTF 89-94G 7.50000000 12/25/2019 58,126.85 38373RJ34 CMO/REMIC GNMA GTD REMIC P/T 2001-48 SA 25.70181000 10/16/2031 59,571.33 32051GBD6 CMO/REMIC FIRST HORIZON ASSET SE AR6 2A1 2.62765000 12/25/2034 61,331.31

134

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31395UF63 CMO/REMIC FHLMC MULTICLASS MTG 2980 SLIO 6.45825000 11/15/2034 224,459.72 31397YCP4 CMO/REMIC FHLMC MULTICLASS MTG 3849 SDIO 7.55825000 6/15/2032 228,240.17 31398TJ93 CMO/REMIC FNMA GTD REMIC P/T 10-105 IO 5.00000000 8/25/2020 241,683.68 38378ARW3 CMO/REMIC GNMA GTD REMIC P/T 11-167 IO 5.00000000 12/16/2020 256,864.21 31397T5F5 CMO/REMIC FHLMC MULTICLASS MTG 6.32825000 5/15/2036 261,137.14 31395KUF8 CMO/REMIC FHLMC MULTICLASS MTG 2906 VC 5.00000000 12/15/2015 284,324.95 62889DAA5 CMO/REMIC NCUA GUARANTEED NOTES C1 1A 0.57450000 2/28/2020 288,551.92 38741YBJ7 CMO/REMIC GRANITE MASTER 2006-1A A5 144A 0.38175000 12/20/2054 290,834.60 86359BPQ8 CMO/REMIC STRUCTURED ADJUSTABLE RA 5 3A1 2.52979000 5/25/2034 293,450.19 31394YSP0 CMO/REMIC FHLMC MULTICLASS MTG 2795 CL 4.50000000 7/15/2017 296,814.32 45660LDG1 CMO/REMIC INDYMAC INDEX MORTGAGE AR1 4A1 2.71360000 3/25/2035 297,677.18 92922FNJ3 CMO/REMIC WAMU MORTGAGE PASS THRO AR3 A2 2.54984000 6/25/2034 302,977.45 46630GAN5 CMO/REMIC JP MORGAN MORTGAGE TRUS A1 4A2 2.77727000 7/25/2035 309,054.21 92922FR67 CMO/REMIC WAMU MORTGAGE PASS TH AR8 1A1A 0.51175000 7/25/2045 310,679.01 31394T4C6 CMO/REMIC FHLMC MULTICLASS MTG 4.50000000 4/15/2017 315,954.20 12669FKS1 CMO/REMIC COUNTRYWIDE HOME LOAN MO 2 2A1 2.99101000 2/25/2034 326,708.08 05949AH86 CMO/REMIC BANC OF AMERICA MORTGAGE A 2A1 2.98950000 2/25/2035 336,358.37 31392DUC4 CMO/REMIC FNMA GTD REMIC P/T 2002-W4 A6 3.41605000 5/25/2042 340,408.60 3136A35F4 CMO/REMIC FNMA GTD REMIC P/T 12-28 B 6.50000000 6/25/2039 340,839.00 38377WK29 CMO/REMIC GNMA GTD REMIC P/T 11-94 IS 6.45825000 6/16/2036 341,686.44 3133T5WZ2 CMO/REMIC FHLMC MULTICLASS MTG 1.72000000 5/15/2024 364,819.02 3136A0S73 CMO/REMIC FNMA GTD REMIC P/T 11-T2 A1 2.50000000 8/25/2051 367,248.66 3137AH6D5 CMO/REMIC FHLMC MULTICLASS MT 1.68029000 7/25/2021 372,384.76 62889FAA0 CMO/REMIC NCUA GUARANTEED NOTES R4 1A 0.62275000 3/6/2020 377,016.81 38378ANA5 CMO/REMIC GNMA GTD REMIC PT 11-145 SH IO 5.80825000 11/16/2041 377,860.49 31398QHC4 CMO/REMIC FHLMC MULTICLASS MT 1.23620000 4/25/2020 379,144.62 31395TAM6 CMO/REMIC FHLMC MULTICLASS MTG 2965 SAIO 5.80825000 5/15/2032 382,663.77 31392GEN1 CMO/REMIC FNMA GTD REMIC P/T 2002-90 A2 6.50000000 11/25/2042 388,173.38 38373SQM2 CMO/REMIC GNMA REMIC P/T 03-11 S IO 6.30825000 2/16/2033 403,073.93 31392DGT3 CMO/REMIC FNMA GTD REMIC P/T 2002-33 A2 7.50000000 6/25/2032 407,908.84 92922FXL7 CMO/REMIC WAMU MORTGAGE PASS THRO CB3 1A 6.00000000 10/25/2034 418,904.50 31392CMS0 CMO/REMIC FNMA GTD REMIC P/T 02-W1 2A 7.50000000 2/25/2042 433,142.40 31398LPG7 CMO/REMIC FHLMC MULTICLASS MTG 3606 SN 6.00825000 12/15/2039 441,648.52 36242DJ20 CMO/REMIC GSR MORTGAGE LOAN TRUS AR2 5A1 2.63002000 4/25/2035 444,639.10 62889EAA3 CMO/REMIC NCUA GTD NTS R3 1A 0.64175000 3/11/2020 448,602.40 31393AV61 CMO/REMIC FNMA GTD REMIC P/T 03-T4 2A5 5.40700000 9/26/2033 448,653.18 3137A1NA7 CMO/REMIC FHLMC MULTICLASS MT 1.68091000 6/25/2020 448,844.16 31397GJZ4 CMO/REMIC FHLMC MULTICLASS MTG 6.95825000 3/15/2032 456,646.18 62889GAA8 CMO/REMIC NCUA GUARANTEED NOTES 11-R5 1A 0.62275000 4/6/2020 460,389.70 62888XAB0 CMO/REMIC NCUA GUARANTEED NOTES C1 A2 2.90000000 10/29/2020 461,674.40 949808AT6 CMO/REMIC WELLS FARGO MORTGAGE BAC J 2A5 4.41993000 10/25/2033 462,791.21 3133T5LA9 CMO/REMIC FHLMC MULTICLASS MTG P/C 1730Z 7.00000000 5/15/2024 475,784.72 31397RCA2 CMO/REMIC FHLMC MULTICLASS MTG 3416 GK 4.00000000 7/15/2022 476,537.77 31395JSM9 CMO/REMIC FHLMC MULTICLASS MTG 5.00000000 7/15/2030 483,858.00 31394AB47 CMO/REMIC FNMA GTD REMIC P/T 04-W11 1A2 6.50000000 5/25/2044 488,138.04 31394PN58 CMO/REMIC FHLMC MULTICLASS MTG 2755 FN 0.69175000 4/15/2032 514,130.95 31395E3W5 CMO/REMIC FHLMC MULTICLASS MTG 2843 BH 4.00000000 11/15/2018 519,051.89 12669E5Y8 CMO/REMIC COUNTRYWIDE HOME LOAN MO 52 A1 2.66801000 2/19/2034 519,444.16 31392W7D6 CMO/REMIC FHLMC MULTICLASS MTG 7.50000000 8/25/2042 520,846.11 12669GYY1 CMO/REMIC COUNTRYWIDE HOME LOAN MO 9 1A1 0.54175000 5/25/2035 521,985.23 62888XAB0 CMO/REMIC NCUA GUARANTEED NOTES C1 A2 2.90000000 10/29/2020 524,630.00 31396Y5S7 CMO/REMIC FNMA GTD REMIC P/T 08-34 SM IO 6.50825000 5/25/2038 548,066.66 39538RAB5 CMO/REMIC GREENPOINT MORTGAGE FUN AR1 A2 0.46175000 6/25/2045 567,253.44 31393UM59 CMO/REMIC FNMA GTD REMIC P/T 04-7 AE 5.00000000 12/25/2030 569,304.12 3133TTX48 CMO/REMIC FHLMC MULTICLASS CTFS 2326 ZQ 6.50000000 6/15/2031 571,957.75 38377USX7 CMO/REMIC GNMA GTD REMIC P/T 11-32 KS 11.61650000 6/16/2034 572,912.11

136

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MORTGAGE BACKED SECURITIES FHLMC POOL #G0-1639 7.00000000 11/1/2033 3,775.02

36223KNC0

MORTGAGE BACKED SECURITIES GNMA POOL #0310087 8.00000000 5/15/2022 3,836.32

36208DEA9

MORTGAGE BACKED SECURITIES GNMA POOL #0447529 7.50000000 4/15/2027 3,843.16

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36209MUY8

MORTGAGE BACKED SECURITIES GNMA POOL #0475899 7.00000000 7/15/2028 3,874.61

36224RUX0

MORTGAGE BACKED SECURITIES GNMA POOL #0336398 7.50000000 11/15/2022 3,906.92

31385EDJ5

MORTGAGE BACKED SECURITIES FNMA POOL #0542005 7.00000000 6/1/2030 3,939.72

36203JTU1

MORTGAGE BACKED SECURITIES GNMA POOL #0350763 7.50000000 7/15/2023 4,014.35

36213VNM6

MORTGAGE BACKED SECURITIES GNMA POOL #0565696 6.00000000 5/15/2032 4,048.68

36201CXH2

MORTGAGE BACKED SECURITIES GNMA POOL #0579480 6.00000000 2/15/2032 4,105.92

36224UJK4

MORTGAGE BACKED SECURITIES GNMA POOL #0338766 7.50000000 6/15/2023 4,177.99

31389VMP9

MORTGAGE BACKED SECURITIES FNMA POOL #0636766 7.00000000 5/1/2032 4,199.45

31374GWG8

MORTGAGE BACKED SECURITIES FNMA POOL #0313947 7.00000000 1/1/2028 4,213.86

36202KD85

MORTGAGE BACKED SECURITIES GNMA II POOL #0008227 1.62500000 7/20/2023 4,366.48

31385AV95

MORTGAGE BACKED SECURITIES FNMA POOL #0538940 7.00000000 6/1/2030 4,369.32

31295WGN2

MORTGAGE BACKED SECURITIES FHLMC POOL #A0-1105 9.00000000 5/1/2020 4,388.74

31406P4F3

MORTGAGE BACKED SECURITIES FNMA POOL #0816322 2.42500000 3/1/2035 4,401.35

31387XHX6

MORTGAGE BACKED SECURITIES FNMA POOL #0597046 6.50000000 9/1/2016 4,459.88

36224YPL7

MORTGAGE BACKED SECURITIES GNMA POOL #0342527 7.50000000 2/15/2023 4,614.93

31380JXA6

MORTGAGE BACKED SECURITIES FNMA POOL #0441773 6.50000000 9/1/2013 4,629.92

31371UBM0

MORTGAGE BACKED SECURITIES FNMA POOL #0262044 6.00000000 12/1/2023 4,636.66

3128GJZN0

MORTGAGE BACKED SECURITIES FHLMC POOL #E8-2549 7.00000000 2/1/2016 4,688.00

31384WDV9

MORTGAGE BACKED SECURITIES FNMA POOL #0535716 6.50000000 6/1/2015 4,743.10

31390LE85

MORTGAGE BACKED SECURITIES FNMA POOL #0649159 7.00000000 7/1/2032 4,891.23

36204GGE6

MORTGAGE BACKED SECURITIES GNMA POOL #0369297 7.50000000 9/15/2023 4,923.18

36203RQE2

MORTGAGE BACKED SECURITIES GNMA POOL #0356953 7.50000000 6/15/2023 4,941.57

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36213XJ47

MORTGAGE BACKED SECURITIES GNMA POOL #0567383 6.00000000 12/15/2031 4,982.35

36207WW67

MORTGAGE BACKED SECURITIES GNMA POOL #0444469 7.50000000 7/15/2027 4,987.68

36208HLB0

MORTGAGE BACKED SECURITIES GNMA POOL #0451322 7.50000000 7/15/2027 5,076.40

31384V5N8

MORTGAGE BACKED SECURITIES FNMA POOL #0535553 2.33600000 9/1/2039 5,232.45

36208CEQ6

MORTGAGE BACKED SECURITIES GNMA POOL #0446643 7.00000000 7/15/2028 5,236.48

36209XS43

MORTGAGE BACKED SECURITIES GNMA POOL #0484839 7.00000000 10/15/2028 5,279.52

36203PTH6

MORTGAGE BACKED SECURITIES GNMA POOL #0355252 7.50000000 8/15/2023 5,344.44

31380T4J7

MORTGAGE BACKED SECURITIES FNMA POOL #0450025 6.50000000 12/1/2013 5,400.80

3128FDFM8

MORTGAGE BACKED SECURITIES FHLMC POOL #D7-1972 7.50000000 6/1/2026 5,485.41

31295V3T5

MORTGAGE BACKED SECURITIES FHLMC POOL #A0-0810 9.00000000 8/1/2021 5,515.14

36210L4G5

MORTGAGE BACKED SECURITIES GNMA POOL #0495923 6.00000000 4/15/2014 5,545.75

31415YFV6

MORTGAGE BACKED SECURITIES FNMA POOL #0993080 5.50000000 12/1/2038 5,583.48

36209VVT8

MORTGAGE BACKED SECURITIES GNMA POOL #0483126 7.00000000 8/15/2028 5,597.69

31391S5Y2

MORTGAGE BACKED SECURITIES FNMA POOL #0675963 7.00000000 2/1/2032 5,686.12

36204VJG5

MORTGAGE BACKED SECURITIES GNMA POOL #0381063 7.50000000 2/15/2024 5,711.91

31411VFE4

MORTGAGE BACKED SECURITIES FNMA POOL #0915565 5.50000000 4/1/2037 5,790.00

36207LJ33

MORTGAGE BACKED SECURITIES GNMA POOL #0435082 7.00000000 4/15/2031 5,794.84

36204GH62

MORTGAGE BACKED SECURITIES GNMA POOL #0369353 7.50000000 11/15/2023 5,890.79

3128HD4K2

MORTGAGE BACKED SECURITIES FHLMC POOL #84-7126 3.13500000 3/1/2033 5,906.50

31378MFF2

MORTGAGE BACKED SECURITIES FNMA POOL #0402566 7.50000000 10/1/2027 5,947.55

36209NPA4

MORTGAGE BACKED SECURITIES GNMA POOL #0476617 7.00000000 8/15/2028 6,011.72

36207CEW4

MORTGAGE BACKED SECURITIES GNMA POOL #0427749 8.00000000 11/15/2027 6,064.14

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36213EEG7

MORTGAGE BACKED SECURITIES GNMA POOL #0551935 6.00000000 12/15/2031 6,133.25

36201UA61

MORTGAGE BACKED SECURITIES GNMA POOL #0593229 7.00000000 9/15/2032 6,217.72

31371G2Q2

MORTGAGE BACKED SECURITIES FNMA POOL #0251983 7.00000000 9/1/2013 6,346.42

313988AD9

MORTGAGE BACKED SECURITIES FHLMC POOL #D4-7204 6.50000000 1/1/2024 6,352.68

36207V5A0

MORTGAGE BACKED SECURITIES GNMA POOL #0443741 7.00000000 7/15/2028 6,389.84

36212AXG5

MORTGAGE BACKED SECURITIES GNMA POOL #0528179 8.50000000 3/15/2030 6,398.96

31411WXG7

MORTGAGE BACKED SECURITIES FNMA POOL #0916979 5.50000000 4/1/2037 6,447.22

31374T2V0

MORTGAGE BACKED SECURITIES FNMA POOL #0323988 6.50000000 12/1/2013 6,512.46

31404XXZ2

MORTGAGE BACKED SECURITIES FNMA POOL #0781996 7.50000000 7/1/2031 6,542.87

31379BGJ6

MORTGAGE BACKED SECURITIES FNMA POOL #0414301 7.50000000 2/1/2028 6,544.28

31411J7B6

MORTGAGE BACKED SECURITIES FNMA POOL #0909990 5.50000000 3/1/2037 6,615.39

31356DXF8

MORTGAGE BACKED SECURITIES FHLMC POOL #D5-1578 6.50000000 4/1/2024 6,693.02

36207UBH0

MORTGAGE BACKED SECURITIES GNMA POOL #0442040 8.00000000 10/15/2026 6,729.80

3128H7ZC9

MORTGAGE BACKED SECURITIES FHLMC POOL #E9-9739 5.00000000 8/1/2018 6,796.94

36208HNC6

MORTGAGE BACKED SECURITIES GNMA POOL #0451387 7.50000000 8/15/2027 6,807.09

36224Q2X3

MORTGAGE BACKED SECURITIES GNMA POOL #0335690 7.50000000 9/15/2022 6,821.57

31356NM84

MORTGAGE BACKED SECURITIES FHLMC POOL #D5-9383 9.00000000 3/1/2025 6,864.92

36212SK21

MORTGAGE BACKED SECURITIES GNMA POOL #0542213 7.50000000 12/15/2030 6,916.15

31283HRL1

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-1391 7.00000000 4/1/2032 6,932.31

31401CAQ6

MORTGAGE BACKED SECURITIES FNMA POOL #0703915 2.32100000 5/1/2033 6,935.97

36224CLL9

MORTGAGE BACKED SECURITIES GNMA POOL #0324431 8.00000000 8/15/2022 6,963.01

36223UVS4

MORTGAGE BACKED SECURITIES GNMA POOL #0318425 8.00000000 8/15/2022 6,983.78

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31387TWA8

MORTGAGE BACKED SECURITIES FNMA POOL #0593841 7.00000000 7/1/2031 7,110.37

36203UX49

MORTGAGE BACKED SECURITIES GNMA POOL #0359899 7.50000000 9/15/2023 7,130.49

36209UN36

MORTGAGE BACKED SECURITIES GNMA POOL #0482010 7.00000000 8/15/2028 7,142.46

36207R6X8

MORTGAGE BACKED SECURITIES GNMA POOL #0440186 7.50000000 2/15/2027 7,236.26

36223YTN0

MORTGAGE BACKED SECURITIES GNMA POOL #0321957 7.50000000 4/15/2023 7,297.30

31405E2W4

MORTGAGE BACKED SECURITIES FNMA POOL #0787489 7.50000000 6/1/2034 7,352.54

36212ES32

MORTGAGE BACKED SECURITIES GNMA POOL #0531638 8.50000000 5/15/2030 7,360.15

31384VZZ8

MORTGAGE BACKED SECURITIES FNMA POOL #0535460 8.00000000 9/1/2015 7,447.86

31370UT83

MORTGAGE BACKED SECURITIES FNMA POOL #0241875 7.00000000 10/1/2023 7,636.71

31414DT48

MORTGAGE BACKED SECURITIES FNMA POOL #0963271 5.50000000 5/1/2038 7,671.03

31415YZM4

MORTGAGE BACKED SECURITIES FNMA POOL #0993648 5.50000000 12/1/2038 7,687.40

36203RNV7

MORTGAGE BACKED SECURITIES GNMA POOL #0356904 7.50000000 6/15/2023 7,692.36

36213WEC6

MORTGAGE BACKED SECURITIES GNMA POOL #0566331 6.00000000 1/15/2032 7,727.51

31356HTW7

MORTGAGE BACKED SECURITIES FHLMC POOL #D5-5065 6.50000000 6/1/2024 7,737.27

31372UD21

MORTGAGE BACKED SECURITIES FNMA POOL #0282821 7.00000000 6/1/2024 7,752.87

36208YJC4

MORTGAGE BACKED SECURITIES GNMA POOL #0464759 7.00000000 8/15/2028 7,759.81

36210XY84

MORTGAGE BACKED SECURITIES GNMA POOL #0505735 7.00000000 7/15/2029 7,865.88

31383VLC5

MORTGAGE BACKED SECURITIES FNMA POOL #0514323 7.00000000 9/1/2029 7,932.49

36209ACP3

MORTGAGE BACKED SECURITIES GNMA POOL #0465478 7.00000000 6/15/2028 7,934.30

36208CHG5

MORTGAGE BACKED SECURITIES GNMA POOL #0446731 6.50000000 9/15/2028 7,942.28

36203N3L0

MORTGAGE BACKED SECURITIES GNMA POOL #0354603 7.50000000 6/15/2023 7,984.03

31374TN70

MORTGAGE BACKED SECURITIES FNMA POOL #0323614 6.50000000 2/1/2014 7,990.76

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31416H5Y7

MORTGAGE BACKED SECURITIES FNMA POOL #0AA0862 5.00000000 1/1/2039 8,067.12

31416JH20

MORTGAGE BACKED SECURITIES FNMA POOL #0AA1148 5.50000000 1/1/2039 8,104.83

31298PCB4

MORTGAGE BACKED SECURITIES FHLMC POOL #C5-2766 6.00000000 4/1/2031 8,200.29

36209WHE5

MORTGAGE BACKED SECURITIES GNMA POOL #0483629 6.50000000 9/15/2028 8,226.76

36224YM55

MORTGAGE BACKED SECURITIES GNMA POOL #0342480 7.50000000 12/15/2022 8,231.15

31376X4H8

MORTGAGE BACKED SECURITIES FNMA POOL #0369024 7.50000000 2/1/2027 8,232.17

31411GNS7

MORTGAGE BACKED SECURITIES FNMA POOL #0907701 5.50000000 2/1/2037 8,673.91

3128FMF97

MORTGAGE BACKED SECURITIES FHLMC POOL #D7-9192 8.00000000 4/1/2027 8,728.00

36225BQ92

MORTGAGE BACKED SECURITIES GNMA POOL #0781380 7.50000000 12/15/2031 8,879.40

31297AAX2

MORTGAGE BACKED SECURITIES FHLMC POOL #A2-2722 5.50000000 11/1/2034 8,895.20

31374MME1

MORTGAGE BACKED SECURITIES FNMA POOL #0318157 7.00000000 7/1/2025 9,063.20

31384VZ21

MORTGAGE BACKED SECURITIES FNMA POOL #0535461 7.00000000 7/1/2015 9,133.88

31414RLM5

MORTGAGE BACKED SECURITIES FNMA POOL #0973832 5.50000000 3/1/2038 9,136.17

36209USM9

MORTGAGE BACKED SECURITIES GNMA POOL #0482124 6.50000000 8/15/2028 9,218.96

31379TQ98

MORTGAGE BACKED SECURITIES FNMA POOL #0428980 7.50000000 4/1/2028 9,387.48

36209VVU5

MORTGAGE BACKED SECURITIES GNMA POOL #0483127 7.50000000 8/15/2028 9,414.75

36224WPF4

MORTGAGE BACKED SECURITIES GNMA POOL #0340722 7.50000000 4/15/2023 9,537.44

31374TTD1

MORTGAGE BACKED SECURITIES FNMA POOL #0323748 6.50000000 4/1/2014 9,543.92

36209C6Z4

MORTGAGE BACKED SECURITIES GNMA POOL #0468088 7.00000000 7/15/2028 9,582.44

31411RFD5

MORTGAGE BACKED SECURITIES FNMA POOL #0912864 5.50000000 2/1/2037 9,700.73

31386TCR4

MORTGAGE BACKED SECURITIES FNMA POOL #0572580 7.50000000 4/1/2031 9,771.80

36211C5D0

MORTGAGE BACKED SECURITIES GNMA POOL #0509444 8.50000000 12/15/2029 9,792.48

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31384X2U1

MORTGAGE BACKED SECURITIES FNMA POOL #0537287 7.00000000 5/1/2030 10,027.72

36208YGR4

MORTGAGE BACKED SECURITIES GNMA POOL #0464708 7.00000000 7/15/2028 10,280.70

31403NTJ6

MORTGAGE BACKED SECURITIES FNMA POOL #0753953 6.50000000 6/1/2013 10,363.65

313401WK3

MORTGAGE BACKED SECURITIES FHLMC POOL #17-0203 9.00000000 11/1/2016 10,412.97

31416KA32

MORTGAGE BACKED SECURITIES FNMA POOL #0AA1825 5.50000000 1/1/2039 10,470.21

36200M7F4

MORTGAGE BACKED SECURITIES GNMA POOL #0604894 6.50000000 12/15/2033 10,505.19

31401CJG9

MORTGAGE BACKED SECURITIES FNMA POOL #0704163 7.00000000 12/1/2027 10,589.94

3139873F4

MORTGAGE BACKED SECURITIES FHLMC POOL #D4-7098 6.50000000 1/1/2024 10,810.59

36206F4L3

MORTGAGE BACKED SECURITIES GNMA POOL #0410427 7.50000000 11/15/2027 10,869.03

31376ABZ0

MORTGAGE BACKED SECURITIES FNMA POOL #0349356 7.50000000 6/1/2026 10,906.39

36213TXP3

MORTGAGE BACKED SECURITIES GNMA POOL #0564186 7.00000000 7/15/2031 10,909.47

36210JG44

MORTGAGE BACKED SECURITIES GNMA POOL #0493519 7.00000000 10/15/2030 10,927.28

36201FMR5

MORTGAGE BACKED SECURITIES GNMA POOL #0581868 6.00000000 1/15/2032 10,934.63

31371JR71

MORTGAGE BACKED SECURITIES FNMA POOL #0253510 8.00000000 11/1/2015 10,954.38

31412LDY3

MORTGAGE BACKED SECURITIES FNMA POOL #0928119 5.50000000 3/1/2037 11,020.78

36200RSM5

MORTGAGE BACKED SECURITIES GNMA POOL #0570324 6.00000000 2/15/2032 11,023.08

36211GT29

MORTGAGE BACKED SECURITIES GNMA POOL #0512769 6.00000000 6/15/2014 11,248.51

36213DS25

MORTGAGE BACKED SECURITIES GNMA POOL #0551437 7.00000000 6/15/2031 11,279.65

31293XWZ7

MORTGAGE BACKED SECURITIES FHLMC POOL #C3-2464 8.00000000 11/1/2029 11,312.25

3128FMDP3

MORTGAGE BACKED SECURITIES FHLMC POOL #D7-9110 7.50000000 3/1/2027 11,391.04

36210AMT1

MORTGAGE BACKED SECURITIES GNMA POOL #0486470 6.50000000 8/15/2028 11,441.36

36211AWE2

MORTGAGE BACKED SECURITIES GNMA POOL #0507445 6.00000000 6/15/2014 11,590.71

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31296M2S7

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31374GNS2

MORTGAGE BACKED SECURITIES FNMA POOL #0313701 7.00000000 9/1/2027 11,798.91

31386B4Z4

MORTGAGE BACKED SECURITIES FNMA POOL #0558940 7.00000000 12/1/2030 11,803.74

3128KWB28

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31356CS74

MORTGAGE BACKED SECURITIES FHLMC POOL #D5-0542 6.50000000 3/1/2024 11,961.27

31386CSA1

MORTGAGE BACKED SECURITIES FNMA POOL #0559513 8.00000000 11/1/2015 12,223.88

36208CPT8

MORTGAGE BACKED SECURITIES GNMA POOL #0446934 8.00000000 7/15/2027 12,248.66

36225BRD2

MORTGAGE BACKED SECURITIES GNMA POOL #0781384 11.00000000 9/15/2015 12,315.47

36212S7K6

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36209VXA7

MORTGAGE BACKED SECURITIES GNMA POOL #0483173 7.00000000 10/15/2028 12,492.08

3128CUCR5

MORTGAGE BACKED SECURITIES FHLMC POOL #G3-0080 7.50000000 8/1/2017 12,846.65

36224WMC4

MORTGAGE BACKED SECURITIES GNMA POOL #0340655 7.50000000 2/15/2023 13,029.12

31389V5D5

MORTGAGE BACKED SECURITIES FNMA POOL #0637244 6.50000000 4/1/2017 13,057.74

36202KKR5

MORTGAGE BACKED SECURITIES GNMA II POOL #0008404 3.50000000 9/20/2018 13,324.86

312964MZ9

MORTGAGE BACKED SECURITIES FHLMC POOL #B1-2176 6.00000000 2/1/2019 13,406.82

31380E5E0

MORTGAGE BACKED SECURITIES FNMA POOL #0438345 7.00000000 8/1/2013 13,843.26

31294JSF6

MORTGAGE BACKED SECURITIES FHLMC POOL #E0-0518 6.00000000 11/1/2012 13,952.26

3138ADGA7

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31416ARW2

MORTGAGE BACKED SECURITIES FNMA POOL #0994301 5.50000000 1/1/2039 14,151.08

36212EDQ7

MORTGAGE BACKED SECURITIES GNMA POOL #0531211 8.00000000 6/15/2030 14,232.55

36224S4N9

MORTGAGE BACKED SECURITIES GNMA POOL #0337529 6.50000000 11/15/2023 14,234.71

36213DZU5

MORTGAGE BACKED SECURITIES GNMA POOL #0551655 7.00000000 9/15/2031 14,591.91

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36203TRZ0

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3128L54A6

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31298SVX9

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31412LBJ8

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36204QTS9

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31412XSX3

MORTGAGE BACKED SECURITIES FNMA POOL #0938034 5.50000000 7/1/2037 15,277.83

36207LMK1

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31296UYN5

MORTGAGE BACKED SECURITIES FHLMC POOL #A1-9717 5.00000000 3/1/2034 15,635.70

31407MSE6

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31371HLW6

MORTGAGE BACKED SECURITIES FNMA POOL #0252441 6.00000000 5/1/2019 15,820.48

36202BA54

MORTGAGE BACKED SECURITIES GNMA II POOL #0000928 10.50000000 2/20/2018 15,883.90

312928UU6

MORTGAGE BACKED SECURITIES FHLMC POOL #A8-2395 6.00000000 10/1/2038 15,958.40

31403QMV9

MORTGAGE BACKED SECURITIES FNMA POOL #0754672 2.23600000 10/1/2033 15,980.37

31294KGF6

MORTGAGE BACKED SECURITIES FHLMC POOL #E0-1098 6.00000000 2/1/2017 16,287.22

36206NXY6

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31414DZP4

MORTGAGE BACKED SECURITIES FNMA POOL #0963450 6.00000000 6/1/2038 16,885.36

31406PCX5

MORTGAGE BACKED SECURITIES FNMA POOL #0815586 2.33300000 3/1/2035 16,885.56

31412NR24

MORTGAGE BACKED SECURITIES FNMA POOL #0930305 5.50000000 12/1/2038 16,950.36

31384RBN0

MORTGAGE BACKED SECURITIES FNMA POOL #0531145 7.00000000 5/1/2030 17,024.80

31415LMQ7

MORTGAGE BACKED SECURITIES FNMA POOL #0983367 6.00000000 8/1/2038 17,170.96

36209VHU1

MORTGAGE BACKED SECURITIES GNMA POOL #0482743 7.00000000 9/15/2028 17,423.22

3128FLEA7

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31385QVZ2

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31384JCX5

MORTGAGE BACKED SECURITIES FNMA POOL #0524886 7.00000000 2/1/2015 18,040.67

36207KAU4

MORTGAGE BACKED SECURITIES GNMA POOL #0433919 7.00000000 8/15/2028 18,099.75

31294KPY5

MORTGAGE BACKED SECURITIES FHLMC POOL #E0-1339 6.00000000 1/1/2018 18,832.78

36208XTX9

MORTGAGE BACKED SECURITIES GNMA POOL #0464166 6.50000000 9/15/2028 18,956.79

31414DWU6

MORTGAGE BACKED SECURITIES FNMA POOL #0963359 6.00000000 5/1/2038 19,123.43

36225BUV8

MORTGAGE BACKED SECURITIES GNMA POOL #0781496 6.50000000 9/15/2032 19,127.91

36200TYU6

MORTGAGE BACKED SECURITIES GNMA POOL #0572323 7.00000000 10/15/2031 19,195.10

36225BPZ5

MORTGAGE BACKED SECURITIES GNMA POOL #0781340 6.50000000 10/15/2031 19,257.78

31405WSY2

MORTGAGE BACKED SECURITIES FNMA POOL #0801635 2.30100000 7/1/2034 19,348.49

31378GP72

MORTGAGE BACKED SECURITIES FNMA POOL #0398346 7.00000000 2/1/2027 19,357.58

3128GCC83

MORTGAGE BACKED SECURITIES FHLMC POOL #E7-7295 6.00000000 6/1/2014 19,518.69

3620AGW68

MORTGAGE BACKED SECURITIES GNMA POOL #0729769 4.00000000 2/15/2040 19,612.05

31335GEJ0

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36213E4H6

MORTGAGE BACKED SECURITIES GNMA POOL #0552624 7.50000000 6/15/2032 20,392.62

3128DUTL9

MORTGAGE BACKED SECURITIES FHLMC POOL #D9-1455 7.00000000 11/1/2016 20,560.94

31297YSW3

MORTGAGE BACKED SECURITIES FHLMC POOL #C4-1433 9.50000000 8/1/2030 20,570.20

31403QC32

MORTGAGE BACKED SECURITIES FNMA POOL #0754390 7.50000000 10/1/2033 20,843.58

31371R2F2

MORTGAGE BACKED SECURITIES FNMA POOL #0260074 6.00000000 12/1/2023 20,929.21

31337ATE6

MORTGAGE BACKED SECURITIES FHLMC POOL #41-0549 2.62500000 3/1/2027 20,957.16

36202XYY7

MORTGAGE BACKED SECURITIES GNMA POOL #0612827 7.00000000 5/15/2033 21,035.26

31416NFG2

MORTGAGE BACKED SECURITIES FNMA POOL #0AA4666 4.50000000 5/1/2039 21,413.35

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31416JYD7

MORTGAGE BACKED SECURITIES FNMA POOL #0AA1607 5.50000000 1/1/2039 21,496.34

36210AN94

MORTGAGE BACKED SECURITIES GNMA POOL #0486516 6.50000000 9/15/2028 21,691.81

36224NFM0

MORTGAGE BACKED SECURITIES GNMA POOL #0333272 8.00000000 10/15/2022 21,717.88

36224VDC6

MORTGAGE BACKED SECURITIES GNMA POOL #0339499 7.50000000 10/15/2022 22,014.21

31376THY6

MORTGAGE BACKED SECURITIES FNMA POOL #0364847 8.00000000 12/1/2026 22,172.72

3128GBMC5

MORTGAGE BACKED SECURITIES FHLMC POOL #E7-6655 6.00000000 5/1/2014 22,196.29

313615R99

MORTGAGE BACKED SECURITIES FNMA POOL #0050912 6.50000000 10/1/2023 22,363.95

31380RJC0

MORTGAGE BACKED SECURITIES FNMA POOL #0447659 6.00000000 12/1/2018 23,078.40

31373URD1

MORTGAGE BACKED SECURITIES FNMA POOL #0303884 7.00000000 5/1/2026 23,178.90

31415YG78

MORTGAGE BACKED SECURITIES FNMA POOL #0993122 5.50000000 1/1/2039 23,228.16

36202KGP4

MORTGAGE BACKED SECURITIES GNMA II POOL #0008306 2.00000000 1/20/2018 23,239.12

36201FU62

MORTGAGE BACKED SECURITIES GNMA POOL #0582105 7.00000000 4/15/2032 23,479.89

31382XQK9

MORTGAGE BACKED SECURITIES FNMA POOL #0495558 6.50000000 5/1/2014 23,549.72

31388SBL8

MORTGAGE BACKED SECURITIES FNMA POOL #0613043 2.23300000 5/1/2031 23,695.36

31283GX77

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-0702 7.50000000 5/1/2027 23,928.40

31287YGV0

MORTGAGE BACKED SECURITIES FHLMC POOL #C7-1112 7.00000000 9/1/2032 23,942.29

36209BN20

MORTGAGE BACKED SECURITIES GNMA POOL #0466709 6.50000000 9/15/2028 24,022.54

36224JHS4

MORTGAGE BACKED SECURITIES GNMA POOL #0329741 7.50000000 1/15/2023 24,097.49

31295LDD1

MORTGAGE BACKED SECURITIES FHLMC POOL #78-7300 2.52500000 6/1/2030 24,655.05

36211C2U5

MORTGAGE BACKED SECURITIES GNMA POOL #0509387 7.00000000 7/15/2029 24,718.69

31389VSX6

MORTGAGE BACKED SECURITIES FNMA POOL #0636934 6.50000000 5/1/2017 24,931.87

31378TMG7

MORTGAGE BACKED SECURITIES FNMA POOL #0408159 7.50000000 12/1/2027 25,016.63

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36225BXM5

MORTGAGE BACKED SECURITIES GNMA POOL #0781584 7.00000000 5/15/2032 25,067.61

31415WAD5

MORTGAGE BACKED SECURITIES FNMA POOL #0991104 5.50000000 12/1/2038 25,190.86

36201E7L8

MORTGAGE BACKED SECURITIES GNMA POOL #0581499 7.00000000 1/15/2033 25,484.75

31385BBL8

MORTGAGE BACKED SECURITIES FNMA POOL #0539243 7.00000000 6/1/2030 25,642.71

31384WCW8

MORTGAGE BACKED SECURITIES FNMA POOL #0535685 6.50000000 1/1/2016 25,791.23

312943L50

MORTGAGE BACKED SECURITIES FHLMC POOL #A9-4848 4.00000000 11/1/2040 26,163.13

31389R3L8

MORTGAGE BACKED SECURITIES FNMA POOL #0633603 7.00000000 3/1/2032 26,375.75

36208T6S4

MORTGAGE BACKED SECURITIES GNMA POOL #0460881 7.00000000 7/15/2028 26,415.01

31383QYH1

MORTGAGE BACKED SECURITIES FNMA POOL #0510212 7.00000000 9/1/2029 26,528.70

36209RXZ1

MORTGAGE BACKED SECURITIES GNMA POOL #0479596 4.00000000 10/15/2041 26,747.80

31403EDZ7

MORTGAGE BACKED SECURITIES FNMA POOL #0746320 2.42400000 10/1/2033 26,752.24

31410EM88

MORTGAGE BACKED SECURITIES FNMA POOL #0886983 2.30300000 6/1/2036 26,819.32

31417VY64

MORTGAGE BACKED SECURITIES FNMA POOL #0AC8832 4.50000000 12/1/2039 27,519.21

36225ADK3

MORTGAGE BACKED SECURITIES GNMA POOL #0780106 9.50000000 12/15/2017 27,605.73

31371GUK4

MORTGAGE BACKED SECURITIES FNMA POOL #0251786 6.00000000 5/1/2018 27,740.25

31290LA23

MORTGAGE BACKED SECURITIES FHLMC POOL #55-5425 9.00000000 4/1/2017 27,741.19

31387CUX7

MORTGAGE BACKED SECURITIES FNMA POOL #0580298 2.59000000 5/1/2031 27,892.10

31417NL41

MORTGAGE BACKED SECURITIES FNMA POOL #0AC3946 4.50000000 1/1/2040 28,078.06

31418PD44

MORTGAGE BACKED SECURITIES FNMA POOL #0AD1922 4.50000000 1/1/2040 28,761.79

31417N5A5

MORTGAGE BACKED SECURITIES FNMA POOL #0AC4440 4.50000000 10/1/2024 28,770.26

36200SBY5

MORTGAGE BACKED SECURITIES GNMA POOL #0570755 6.50000000 1/15/2032 28,797.62

3128H7Z47

MORTGAGE BACKED SECURITIES FHLMC POOL #E9-9763 4.50000000 9/1/2018 29,006.19

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31384LQH0

MORTGAGE BACKED SECURITIES FNMA POOL #0527056 7.00000000 4/1/2015 29,084.64

36223R3T0

MORTGAGE BACKED SECURITIES GNMA POOL #0315910 8.00000000 5/15/2022 29,317.26

36208KV30

MORTGAGE BACKED SECURITIES GNMA POOL #0453434 7.00000000 11/15/2028 29,422.53

3128H7Z54

MORTGAGE BACKED SECURITIES FHLMC POOL #E9-9764 4.50000000 9/1/2018 29,568.21

31408DFT6

MORTGAGE BACKED SECURITIES FNMA POOL #0848078 6.00000000 9/1/2035 29,571.55

3129414L8

MORTGAGE BACKED SECURITIES FHLMC POOL #A9-3527 4.00000000 8/1/2040 29,617.90

3138AUFR3

MORTGAGE BACKED SECURITIES FNMA POOL #0AJ2875 3.00000000 2/1/2027 29,946.61

312928ZV9

MORTGAGE BACKED SECURITIES FHLMC POOL #A8-2556 5.50000000 10/1/2038 30,003.60

31288JKE5

MORTGAGE BACKED SECURITIES FHLMC POOL #C7-9293 6.00000000 5/1/2033 30,111.72

36209DD68

MORTGAGE BACKED SECURITIES GNMA POOL #0468225 6.50000000 9/15/2028 30,134.26

31412UEQ9

MORTGAGE BACKED SECURITIES FNMA POOL #0934943 4.50000000 9/1/2039 30,815.40

36225BWH7

MORTGAGE BACKED SECURITIES GNMA POOL #0781548 7.00000000 11/15/2032 30,848.20

31388NJY3

MORTGAGE BACKED SECURITIES FNMA POOL #0609679 6.50000000 10/1/2016 30,860.83

31385J4V7

MORTGAGE BACKED SECURITIES FNMA POOL #0546336 7.00000000 6/1/2030 31,423.59

31283HX42

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-1599 7.50000000 11/1/2032 31,612.79

31356DP83

MORTGAGE BACKED SECURITIES FHLMC POOL #D5-1347 6.50000000 4/1/2024 31,956.25

31384WJZ4

MORTGAGE BACKED SECURITIES FNMA POOL #0535880 7.00000000 2/1/2031 32,078.20

36290YHG6

MORTGAGE BACKED SECURITIES GNMA POOL #0621331 6.00000000 9/15/2034 32,153.27

36204JU61

MORTGAGE BACKED SECURITIES GNMA POOL #0371505 7.00000000 1/15/2024 32,217.57

31385JN46

MORTGAGE BACKED SECURITIES FNMA POOL #0545911 6.50000000 9/1/2017 32,559.09

36201FR58

MORTGAGE BACKED SECURITIES GNMA POOL #0582008 7.00000000 6/15/2032 32,759.32

3138A1ME8

MORTGAGE BACKED SECURITIES FNMA POOL #0AH0356 3.50000000 2/1/2026 32,763.94

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36225BBT4

MORTGAGE BACKED SECURITIES GNMA POOL #0780950 7.00000000 12/15/2028 33,734.01

31368HKA0

MORTGAGE BACKED SECURITIES FNMA POOL #0190289 7.00000000 11/1/2027 33,901.64

31376S7J2

MORTGAGE BACKED SECURITIES FNMA POOL #0364597 8.50000000 9/1/2026 34,194.52

31412NP83

MORTGAGE BACKED SECURITIES FNMA POOL #0930247 5.50000000 12/1/2038 34,363.92

31371JY81

MORTGAGE BACKED SECURITIES FNMA POOL #0253735 7.00000000 3/1/2031 34,548.04

31380XQR6

MORTGAGE BACKED SECURITIES FNMA POOL #0453264 6.00000000 11/1/2018 34,921.60

36208RYH1

MORTGAGE BACKED SECURITIES GNMA POOL #0458912 7.00000000 8/15/2028 35,007.24

31410KXQ2

MORTGAGE BACKED SECURITIES FNMA POOL #0889987 5.50000000 8/1/2038 35,035.02

31384WB66

MORTGAGE BACKED SECURITIES FNMA POOL #0535661 7.50000000 1/1/2031 35,079.90

31371KEV9

MORTGAGE BACKED SECURITIES FNMA POOL #0254048 6.50000000 11/1/2016 35,644.94

31384WA83

MORTGAGE BACKED SECURITIES FNMA POOL #0535631 7.00000000 12/1/2015 35,788.44

312944KV2

MORTGAGE BACKED SECURITIES FHLMC POOL #A9-5708 4.00000000 12/1/2040 35,929.25

36201FV87

MORTGAGE BACKED SECURITIES GNMA POOL #0582139 7.50000000 5/15/2032 35,978.86

31416SFG1

MORTGAGE BACKED SECURITIES FNMA POOL #0AA8266 4.50000000 6/1/2039 36,050.21

3128JMCS4

MORTGAGE BACKED SECURITIES FHLMC POOL #1B-1980 2.56000000 4/1/2034 36,432.62

31416H6M2

MORTGAGE BACKED SECURITIES FNMA POOL #0AA0875 5.50000000 1/1/2039 36,509.04

31380W6R0

MORTGAGE BACKED SECURITIES FNMA POOL #0452780 6.00000000 12/1/2018 37,437.26

36213VJX7

MORTGAGE BACKED SECURITIES GNMA POOL #0565578 7.00000000 9/15/2031 37,911.83

31293SD89

MORTGAGE BACKED SECURITIES FHLMC POOL #C2-8227 6.50000000 6/1/2029 38,467.90

36210CJY0

MORTGAGE BACKED SECURITIES GNMA POOL #0488179 6.50000000 12/15/2028 38,628.90

3128QGB84

MORTGAGE BACKED SECURITIES FHLMC POOL #1N-0063 3.18900000 10/1/2035 38,754.23

31410GTY9

MORTGAGE BACKED SECURITIES FNMA POOL #0888967 6.00000000 12/1/2037 39,378.73

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31388PCR0

MORTGAGE BACKED SECURITIES FNMA POOL #0610380 7.00000000 10/1/2031 39,944.98

36201MFL1

MORTGAGE BACKED SECURITIES GNMA POOL #0587071 7.00000000 5/15/2032 40,089.32

31380DFW1

MORTGAGE BACKED SECURITIES FNMA POOL #0436781 7.00000000 12/1/2024 40,239.79

36224QC46

MORTGAGE BACKED SECURITIES GNMA POOL #0334991 7.50000000 10/15/2022 40,423.22

36208F4V9

MORTGAGE BACKED SECURITIES GNMA POOL #0450036 7.00000000 7/15/2028 40,578.86

31298FT36

MORTGAGE BACKED SECURITIES FHLMC POOL #C4-6870 7.50000000 1/1/2031 40,699.21

36203NJ41

MORTGAGE BACKED SECURITIES GNMA POOL #0354083 7.50000000 4/15/2023 41,043.13

31409JTQ3

MORTGAGE BACKED SECURITIES FNMA POOL #0872759 6.50000000 6/1/2036 41,133.09

36202KF59

MORTGAGE BACKED SECURITIES GNMA II POOL #0008288 1.62500000 9/20/2023 41,408.82

31374TD22

MORTGAGE BACKED SECURITIES FNMA POOL #0323321 6.50000000 10/1/2013 41,694.65

3128PP6N8

MORTGAGE BACKED SECURITIES FHLMC POOL #J1-0877 4.50000000 10/1/2024 41,740.43

312978P45

MORTGAGE BACKED SECURITIES FHLMC POOL #B3-1343 6.00000000 2/1/2032 42,085.52

31414E3F9

MORTGAGE BACKED SECURITIES FNMA POOL #0964398 6.00000000 7/1/2038 42,312.75

31371HCE6

MORTGAGE BACKED SECURITIES FNMA POOL #0252169 6.00000000 12/1/2018 42,697.60

36202KEF8

MORTGAGE BACKED SECURITIES GNMA II POOL #0008234 2.37500000 6/20/2017 42,869.00

36209FVU0

MORTGAGE BACKED SECURITIES GNMA POOL #0470527 6.00000000 6/15/2014 42,930.25

3129634V0

MORTGAGE BACKED SECURITIES FHLMC POOL #B1-1736 6.00000000 12/1/2018 42,988.55

31403HJJ0

MORTGAGE BACKED SECURITIES FNMA POOL #0749165 6.50000000 5/1/2017 43,222.11

31368HWY5

MORTGAGE BACKED SECURITIES FNMA POOL #0190663 7.00000000 3/1/2014 43,556.04

31382W4S8

MORTGAGE BACKED SECURITIES FNMA POOL #0495033 7.00000000 6/1/2029 43,695.57

31412PBJ9

MORTGAGE BACKED SECURITIES FNMA POOL #0930741 4.50000000 3/1/2024 43,716.50

31371J5C4

MORTGAGE BACKED SECURITIES FNMA POOL #0253843 7.50000000 6/1/2031 43,915.90

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313949X53

MORTGAGE BACKED SECURITIES FHLMC POOL #D1-5200 8.50000000 2/1/2022 43,948.11

36200RBH4

MORTGAGE BACKED SECURITIES GNMA POOL #0569840 7.00000000 6/15/2032 43,986.87

3128PQLZ2

MORTGAGE BACKED SECURITIES FHLMC POOL #J1-1244 4.50000000 11/1/2024 44,625.47

36200Q3V4

MORTGAGE BACKED SECURITIES GNMA POOL #0569712 5.00000000 9/15/2035 44,690.52

31416KD47

MORTGAGE BACKED SECURITIES FNMA POOL #0AA1922 5.50000000 1/1/2039 45,049.29

36201C6G4

MORTGAGE BACKED SECURITIES GNMA POOL #0579671 6.50000000 3/15/2032 45,625.29

36213XGT5

MORTGAGE BACKED SECURITIES GNMA POOL #0567310 7.00000000 11/15/2031 45,804.26

31389FSL7

MORTGAGE BACKED SECURITIES FNMA POOL #0624323 7.00000000 2/1/2032 45,955.62

31356AEA6

MORTGAGE BACKED SECURITIES FHLMC POOL #D4-9129 6.50000000 2/1/2024 46,374.56

31283KUL0

MORTGAGE BACKED SECURITIES FHLMC POOL #G1-1487 8.00000000 3/1/2016 46,788.56

31416RH63

MORTGAGE BACKED SECURITIES FNMA POOL #0AA7452 4.50000000 5/1/2039 47,058.21

36210BU86

MORTGAGE BACKED SECURITIES GNMA POOL #0487607 6.00000000 5/15/2014 47,410.05

312944GA3

MORTGAGE BACKED SECURITIES FHLMC POOL #A9-5593 4.00000000 12/1/2040 47,656.07

36213E6G6

MORTGAGE BACKED SECURITIES GNMA POOL #0552671 7.50000000 7/15/2032 47,821.59

31401H2Z4

MORTGAGE BACKED SECURITIES FNMA POOL #0709192 5.00000000 6/1/2018 47,922.30

36201JE47

MORTGAGE BACKED SECURITIES GNMA POOL #0584355 7.00000000 4/15/2032 48,338.85

31416BK72

MORTGAGE BACKED SECURITIES FNMA POOL #0995018 5.50000000 6/1/2038 48,632.61

31389NBG9

MORTGAGE BACKED SECURITIES FNMA POOL #0630139 7.00000000 2/1/2032 48,743.48

31288JJX5

MORTGAGE BACKED SECURITIES FHLMC POOL #C7-9278 6.00000000 5/1/2033 48,773.08

36208MBU8

MORTGAGE BACKED SECURITIES GNMA POOL #0454651 7.00000000 9/15/2028 49,102.31

31290KYQ6

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36225BBA5

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31408C2U9

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31385WWD7

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31283GXZ5

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36207SDE0

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3620AR3K5

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3128JR6V3

MORTGAGE BACKED SECURITIES FHLMC POOL #84-8084 2.37400000 1/1/2035 52,167.37

31416BY51

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3138E43B5

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31365DMZ5

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31415BFF1

MORTGAGE BACKED SECURITIES FNMA POOL #0981766 4.50000000 4/1/2038 52,732.99

36209MH98

MORTGAGE BACKED SECURITIES GNMA POOL #0475556 7.00000000 7/15/2028 52,940.28

31374GPH4

MORTGAGE BACKED SECURITIES FNMA POOL #0313724 9.50000000 10/1/2018 53,048.82

36202C5V1

MORTGAGE BACKED SECURITIES GNMA II POOL #0002660 7.50000000 10/20/2028 53,499.42

36225BPM4

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3128GSS81

MORTGAGE BACKED SECURITIES FHLMC POOL #E8-9543 6.50000000 5/1/2017 53,602.00

31374TE70

MORTGAGE BACKED SECURITIES FNMA POOL #0323358 6.00000000 11/1/2018 54,131.83

36212CHG9

MORTGAGE BACKED SECURITIES GNMA POOL #0529531 7.50000000 8/15/2030 54,438.18

31405MFW2

MORTGAGE BACKED SECURITIES FNMA POOL #0793181 6.00000000 7/1/2019 54,478.40

31371LFM6

MORTGAGE BACKED SECURITIES FNMA POOL #0254972 6.00000000 10/1/2023 54,746.66

313449G87

MORTGAGE BACKED SECURITIES FHLMC POOL #29-9223 9.00000000 7/1/2017 54,983.15

31298EPA7

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31295LTG7

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36213XE83

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3129682T6

MORTGAGE BACKED SECURITIES FHLMC POOL #B1-6186 5.00000000 8/1/2019 56,108.57

31403NF93

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36202KDS1

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312944CS8

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31401YP82

MORTGAGE BACKED SECURITIES FNMA POOL #0722347 4.50000000 7/1/2018 57,655.06

31385XK97

MORTGAGE BACKED SECURITIES FNMA POOL #0555720 6.50000000 6/1/2015 58,472.83

3620AATA6

MORTGAGE BACKED SECURITIES GNMA POOL #0724245 5.50000000 8/15/2039 59,290.70

31410GDN0

MORTGAGE BACKED SECURITIES FNMA POOL #0888509 2.41900000 6/1/2033 59,358.01

31385XAU1

MORTGAGE BACKED SECURITIES FNMA POOL #0555419 6.50000000 11/1/2017 60,297.17

31283H4W2

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-1737 5.00000000 12/1/2034 60,797.14

31371HAC2

MORTGAGE BACKED SECURITIES FNMA POOL #0252103 6.00000000 11/1/2018 61,203.94

312944CD1

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31416QVR3

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31406MA22

MORTGAGE BACKED SECURITIES FNMA POOL #0813725 2.11100000 1/1/2035 62,809.27

31413DVA2

MORTGAGE BACKED SECURITIES FNMA POOL #0942609 2.63200000 7/1/2037 63,011.04

36201EGV6

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31389VGH4

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36212TBV5

MORTGAGE BACKED SECURITIES GNMA POOL #0542852 6.50000000 6/15/2031 64,057.49

31389FCG5

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3138E6B62

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3128PPNG4

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31287QQJ3

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31297PDN8

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31356NP57

MORTGAGE BACKED SECURITIES FHLMC POOL #D5-9444 9.00000000 4/1/2025 66,017.54

3128KDAY1

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36213C6N5

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31417UCN3

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36213FM34

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3128PQK59

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36207KG61

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312964CY3

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36204VJD2

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31404EJV9

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36209MJ39

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36202DJA0

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31414SJN4

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31419BVT9

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3620AYTD8

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31374TLX5

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36213EK39

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3138A4DE2

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31410TWE1

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31374TG94

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31371HJ66

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31292GUE4

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31401WTZ2

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31409A5P0

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31371H2F4

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31371LJZ3

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31413URG6

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3620A9S85

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3128PQL33

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31390C5R3

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31374TUT4

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36202FSE7

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3128M6UB2

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36213BVR0

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31400WFR6

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31402QZ53

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31283H2B0

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36209RYC1

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312942KC8

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31402KZB3

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31416N5T5

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36212CW98

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36202FMC7

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31401WVB2

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31287QNC1

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36202CXL2

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31375JWZ9

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36241LL79

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36213YP71

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31384XHJ0

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3128CUBZ8

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3138E8XP2

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31402RQY8

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312943HE6

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3128QSBU9

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31387TVW1

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36203XY83

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31404L6R6

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31296YGN7

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36202FMB9

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31404SXJ9

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3128MMAC7

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31385XD46

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31402C4D1

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31417KL47

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31294KF42

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31371LJS9

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31411CAZ4

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36208YQ85

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31371KUK5

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3128MMAS2

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36241LT97

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31371GRM4

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31407FLJ7

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36296QY29

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3132GEX54

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31402YMB7

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3138ANL68

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31418ACE6

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3620AALC0

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31402CVZ2

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36207GLJ6

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36296JUH6

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31410KNX8

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3620ASDX4

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36201GU94

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31402QSK8

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31371LMG1

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3620ASEM7

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31405RG67

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36202KHB4

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31404G4L2

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31373UQH3

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31417QN83

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31407GUK2

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31411ERV1

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36203Q6N6

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31410MMX5

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31402J5R4

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36203NPN2

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36176RLB6

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36210FXQ4

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31298CB32

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31374TL72

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31335PGA7

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31403VVZ9

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36202CK77

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31290LE45

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31417UCM5

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3128NCVB7

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3138E0BT5

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31416BY36

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312944H61

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31403XV85

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31401KRW7

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31405BMH1

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31298HM47

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31417SYF1

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31385XEC7

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36202D2F7

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36225BSG4

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3620AC6V1

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31386FX83

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3138AVSY2

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31403CUZ2

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31412UY53

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31371J5B6

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31404QJ75

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31371KGQ8

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31283G6M4

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31410Q4J7

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36296HAV1

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3620AYP75

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31410GRM7

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3620AX6L7

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31416H5F8

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3138A6CD0

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31410YQJ6

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3128GS2V8

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31416BY28

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36202CKJ1

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31283HQF5

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31402JV53

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31402QYV7

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36202CW82

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36202FHY5

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36200RBH4

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31386S7G6

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36200JG46

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31407F6B1

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31385XLF2

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3128LXS76

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31415ST85

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3138AUP84

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36295QGJ3

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3138AUW37

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3138EGUT9

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312968F88

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31371KP62

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3138AX6H9

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31401HKC5

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31371K2S9

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3138E42Y6

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31409UCG8

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31387QSZ4

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31416YT32

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31417SBL3

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36201MM74

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31401WMY2

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31371JXL3

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3128M1N54

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31402QTA9

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31371HVA3

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31371LNV7

MORTGAGE BACKED SECURITIES FNMA POOL #0255204 4.50000000 4/1/2014 202,211.86

31416J4P3

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3138EDCT6

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36213XGN8

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31411BQD8

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31349SY31

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31400SDG1

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3138AVQE8

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31404JLM5

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3138ATNY2

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31405XXY4

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3128M7KS4

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3138A64W7

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3128M1K65

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36202DKX8

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31417UP41

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3138AJF23

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31403KWD1

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3138AR5Q3

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3138AR6U3

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31405U4Z9

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31416RBP7

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3138AWWS8

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36202U3S0

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31417KXH5

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31404AKY9

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36241LA48

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31416CAF3

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31415YBL2

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31419EHJ1

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31408GG43

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36290STY7

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3128GUV82

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3132GEKV1

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31405Q2N7

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31402HCL3

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3138E1KJ5

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36212CCY5

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31404WQQ2

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31283KN53

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36207GHW2

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3138E42T7

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36296QBZ1

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31371KN49

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3128M1NX3

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31410KNG5

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36202C3L5

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31419EJ83

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3128PQLR0

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312966BS2

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3138E7HP2

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3128KVHG3

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3128M7WH5

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36200NSV4

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31417TQE1

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31403C4X6

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31417S5V8

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3138AR7E8

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31406MF27

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36208LN86

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3620C56D4

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3620AFH42

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31419FWE2

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31402DP95

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3138AW4W0

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31385JJT6

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3128M7RQ1

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31416WP55

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3138AUTD9

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3138ANZC0

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31412VB98

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31402CU67

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31371LHW2

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3138AWJ46

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3138ATMR8

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3132GDY97

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36208LYX9

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31295KKU7

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31416MU28

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31416NJB9

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3132GJTS8

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31410FXA8

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36241LPJ9

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36295HQY9

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31409C3C7

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36202DMA6

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3128MCGL3

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3128GQ5T4

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36201YSQ0

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31293SEJ4

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36225AY53

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31416BN61

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3620ALWD2

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31287YKD5

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31283H6G5

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3620ALSX3

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36202FM86

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31371HE46

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3138A1G62

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31412TPG2

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3138AHJW7

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36202C5T6

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3128PD7J3

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31335HF32

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3138A2CB3

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3128M8H72

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36295QN97

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36201YS80

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36296Y4R0

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3620A5B73

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31418WPL8

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36295NC54

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3132GE4J6

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31408GGU5

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3138EBV93

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31283H6W0

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3138AKFB0

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3138AM4J1

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3138A2CB3

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31410QBA8

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31283HZ65

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36200MYU1

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31414BR51

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3128M6VG0

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36202FKP0

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31403DBD0

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3620ABHV1

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31287YJ54

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31419AGK7

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31416BRR1

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31387W2M8

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31403VSN0

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3138EGNN0

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31413D7J0

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31402QSZ5

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3138ATNZ9

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31417ARM3

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3128QGAF9

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31403AVW2

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36296XE59

MORTGAGE BACKED SECURITIES GNMA POOL #0704056 6.50000000 11/15/2038 359,624.05

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31405EQN8

MORTGAGE BACKED SECURITIES FNMA POOL #0787161 5.00000000 4/1/2019 359,765.26

31418ABC1

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36202DC90

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31400SCG2

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31385JK23

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31407HTR7

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31410K6G4

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36290XLU2

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312940RE1

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3138AJ3B6

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36202FFA9

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3128M8AW4

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31402DC24

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36241LE77

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31418MHX3

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3138A1U33

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3138EGCB8

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31412SLC7

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3129455M6

MORTGAGE BACKED SECURITIES FHLMC POOL #A9-7152 4.50000000 2/1/2041 377,097.23

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31416BZF8

MORTGAGE BACKED SECURITIES FNMA POOL #0995442 6.00000000 12/1/2038 380,373.01

31374TRX9

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31297GGN5

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31390UCE4

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31385XF93

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31283HZ65

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31407QDD5

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31412STR6

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3138A6EF3

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36296E5V4

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31407JDC3

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3138A1FK2

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31417QUG7

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3128M7AJ5

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31409U7J8

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312943UJ0

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31371M7M3

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31410WZR2

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31403A4P7

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36200NSN2

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31296SAM8

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3128M1GF0

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31416BN53

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3620AVT51

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31402RRX9

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36290XNQ9

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31410DEK2

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31412QNN5

MORTGAGE BACKED SECURITIES FNMA POOL #0931997 5.00000000 9/1/2039 411,317.18

36225BRX8

MORTGAGE BACKED SECURITIES GNMA POOL #0781402 7.50000000 2/15/2032 412,213.00

31411XRM9

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3138ARB86

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3128UNB43

MORTGAGE BACKED SECURITIES FHLMC POOL #H0-9059 7.00000000 8/1/2037 414,770.01

3128H7E99

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31418XNF1

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3138AX5R8

MORTGAGE BACKED SECURITIES FNMA POOL #0AJ6255 3.00000000 3/1/2027 423,455.94

31283KY36

MORTGAGE BACKED SECURITIES FHLMC POOL #G1-1630 3.50000000 6/1/2019 424,526.14

31410N4T2

MORTGAGE BACKED SECURITIES FNMA POOL #0892834 6.50000000 8/1/2036 425,660.52

31416BM96

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31413T4J8

MORTGAGE BACKED SECURITIES FNMA POOL #0955425 6.00000000 12/1/2037 426,879.94

31416BLD8

MORTGAGE BACKED SECURITIES FNMA POOL #0995024 5.50000000 8/1/2037 427,418.83

31402C5E8

MORTGAGE BACKED SECURITIES FNMA POOL #0725445 4.50000000 5/1/2019 427,698.28

36297E4W2

MORTGAGE BACKED SECURITIES GNMA POOL #0710137 4.00000000 11/15/2040 430,096.99

3128MC4Y8

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36225BUB2

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31417WKQ3

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31410KHB3

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31389UQX0

MORTGAGE BACKED SECURITIES FNMA POOL #0635970 7.00000000 3/1/2032 433,978.72

36202EPZ6

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3138ABC72

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36295UCH2

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36211LFE7

MORTGAGE BACKED SECURITIES GNMA POOL #0515965 4.00000000 11/15/2041 436,781.38

3138E1KX4

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3138ANY56

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31374TCY3

MORTGAGE BACKED SECURITIES FNMA POOL #0323287 6.50000000 9/1/2018 438,788.12

31415PZX9

MORTGAGE BACKED SECURITIES FNMA POOL #0985558 5.50000000 6/1/2038 440,660.86

31405SB45

MORTGAGE BACKED SECURITIES FNMA POOL #0797559 5.00000000 5/1/2020 441,196.97

36202FDW3

MORTGAGE BACKED SECURITIES GNMA II POOL #0004617 4.50000000 1/20/2040 444,582.03

31416WP63

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3138E7GY4

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312927Y59

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31419ESB6

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31400R6A4

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3132GDDT6

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3128KKS34

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312943WV1

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31385XLY1

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3128MCFM2

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312942AV7

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31404YYE6

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31415AY39

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31412FLA9

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3128LBJC3

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31403XV36

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36202FMC7

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3128M7WA0

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31413BU82

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31419BCD5

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36202ETA7

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36241LRT5

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3138AAYW5

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3138ASWW8

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31419EJU4

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36200NMQ1

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31411G2D3

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31412LM98

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3138ASKX9

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36202DM57

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3138A4W35

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249

31419J6G8

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31410GYP2

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31413JKQ6

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3138EBRS6

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31419BAJ4

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36202EQM4

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31403XV36

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31381P5J3

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31381QFU5

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31410KXN9

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3138A94B7

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3128MMAJ2

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31386PEP4

MORTGAGE BACKED SECURITIES FNMA POOL #0569042 7.50000000 11/1/2029 504,022.13

31371MGB7

MORTGAGE BACKED SECURITIES FNMA POOL #0255894 5.00000000 10/1/2025 504,445.67

31412WKR6

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3620AJUS6

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3129343B6

MORTGAGE BACKED SECURITIES FHLMC POOL #A8-7994 5.00000000 8/1/2039 510,085.77

999ADT772

MORTGAGE BACKED SECURITIES COMMIT TO PUR FHLMC GOLD SFM 3.50000000 5/1/2042 510,705.00

312941VP9

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31283H4Z5

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3138ANYM9

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31381PLD8

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250

31418WJU5

MORTGAGE BACKED SECURITIES FNMA POOL #0AD8374 5.00000000 7/1/2040 513,287.80

36200NRC7

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999ADT798

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31405JRY2

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3138ANY49

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31408GXB8

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31405AU68

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36230KRE3

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3132GKMJ2

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3132GKY91

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3138EGK60

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31418AAP3

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3132GMC67

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3138A2VM8

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999ACW081

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31418MEX6

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31406QGA9

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31418ABH0

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3128UHJA4

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3138AWWR0

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31403GVE9

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3128LXC40

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251

36204DX38

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31415LVW4

MORTGAGE BACKED SECURITIES FNMA POOL #0983629 4.50000000 5/1/2023 534,441.71

36176JRF9

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999ACN586

MORTGAGE BACKED SECURITIES COMMIT TO PUR GNMA II JUMBOS 4.00000000 4/20/2042 536,405.00

36176MA29

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31415QBZ8

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31296X2Q7

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999ACG086

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3138ASYX4

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36202FHX7

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36177KUW4

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36202FHY5

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31410GFR9

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31371MDT1

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31402RFT1

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31408DCA0

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31417YYC5

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36202FGD2

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31402RJL4

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31417Y2J5

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31385XKT3

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31403DBY4

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31403YGE7

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31412TAQ6

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31408GY84

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31407T4S6

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31412UA34

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36225BUE6

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31419LCT8

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31288JJV9

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31410QH20

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31417LC52

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31335HYP2

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3138E43A7

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36176MK69

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36213HH85

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31416SMN8

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31410TBK0

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31403FUC6

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31417VDP5

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31371KJN2

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312941MT1

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3620AMXY3

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36202FQ74

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31417QMY7

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31410K4C5

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3620C0W53

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31403FYL2

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31418THN0

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31402CPL0

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31403VQ69

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31385XQ91

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3138E5UC0

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31413TJU7

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31401H3L4

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31387W3V7

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31284BA98

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3128M6RT7

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36202FTL0

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312941J99

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3128M8C28

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31418AEH7

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31418MFN7

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3132GJKG3

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31418MUK6

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31401CUW1

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31385XPZ4

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31417Q5Q3

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31418U4W1

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31416CKG0

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31371NKB0

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312945MV7

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31415AT68

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255

31419AN52

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31410KBX1

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31410Q5D9

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31408FGW3

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02R032653

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3132GFX44

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36241KZC5

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3620AKYB6

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31401JNR5

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3138AXET4

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3132GFJM0

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31419AXL6

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3138E7TW4

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3128UGKY2

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3129344K5

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31385H5J7

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3138ANZG1

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3132GFSA6

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3128M8TZ7

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3138A9WT7

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3128LXBU3

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31407HVV5

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31410K5C4

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3128QHXR6

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31402DGM6

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36202FGY6

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31407H4E3

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312946KD7

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31402G4Q3

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3128M4AH6

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31414JGD9

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3128MMKS1

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31371MHH3

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31402C5R9

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3138AHK21

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31402RSN0

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36292FDQ7

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3138E2MD4

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31419A4R5

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3138AVQN8

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31405FRG9

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31402KA46

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36202FJR8

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31388WRJ7

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31416ND66

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31402QJH5

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3128M7TS5

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31410KJY1

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31403C4P3

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999AA0083

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3620ARUP4

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3620ANGV6

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3128NC3B8

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3128MJQ45

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31418MC91

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3138AX5D9

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31416CJ49

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3128M4W90

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3620C0Y28

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31417UXE0

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3129387E7

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31409JVZ0

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31416CJ31

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36225DH49

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31413H5A2

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31402DJS0

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31419HBH4

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31410CY97

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3128M7ZR0

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31418TC62

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3128MJMS6

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31400YFT8

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31416BL63

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31416WTU6

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31415PS90

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31385XEC7

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31417MH71

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36213CE22

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36202FGD2

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31410KXL3

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3132GERN2

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3128MJJT8

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31411AKM6

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31418SPM5

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31402CV58

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31418MLS9

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3138EHKA9

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3128M8AR5

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3128PVYC8

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3128M8NA8

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999ADR917

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3128E5NW5

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31418XTC2

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31417UCT0

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312942FF7

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3128M6EF1

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3138EHT44

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31416BMV7

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36202FFU5

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31419ERZ4

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3132GJWC9

MORTGAGE BACKED SECURITIES FHLMC POOL #Q0-3643 4.50000000 10/1/2041 938,493.59

31401YUX1

MORTGAGE BACKED SECURITIES FNMA POOL #0722498 2.41500000 8/1/2033 945,536.79

260

3138E4U90

MORTGAGE BACKED SECURITIES FNMA POOL #0AK0607 3.00000000 1/1/2027 947,132.07

3138A7MK1

MORTGAGE BACKED SECURITIES FNMA POOL #0AH5761 3.50000000 2/1/2026 947,202.64

3138AMXW0

MORTGAGE BACKED SECURITIES FNMA POOL #0AI7892 4.50000000 7/1/2041 948,451.74

312933Z23

MORTGAGE BACKED SECURITIES FHLMC POOL #A8-7061 4.50000000 6/1/2039 949,006.90

3132GELT5

MORTGAGE BACKED SECURITIES FHLMC POOL #Q0-1238 4.50000000 7/1/2041 949,138.40

36241KMD7

MORTGAGE BACKED SECURITIES GNMA POOL #0782156 5.00000000 5/20/2037 955,119.12

36202FX92

MORTGAGE BACKED SECURITIES GNMA II POOL #0005204 4.50000000 10/20/2041 955,499.12

3138EBBG9

MORTGAGE BACKED SECURITIES FNMA POOL #0AK6338 3.00000000 3/1/2027 957,874.98

36297FW57

MORTGAGE BACKED SECURITIES GNMA POOL #0710868 5.50000000 9/15/2039 958,178.64

3138A8Y59

MORTGAGE BACKED SECURITIES FNMA POOL #0AH7031 4.50000000 3/1/2041 961,950.70

36212N5R4

MORTGAGE BACKED SECURITIES GNMA POOL #0539156 5.50000000 6/15/2034 961,959.34

31419ANM5

MORTGAGE BACKED SECURITIES FNMA POOL #0AE0395 4.50000000 10/1/2040 963,445.57

31403DBY4

MORTGAGE BACKED SECURITIES FNMA POOL #0745355 5.00000000 3/1/2036 965,644.29

3128M7T97

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-5676 4.00000000 11/1/2039 965,696.65

31417ACZ0

MORTGAGE BACKED SECURITIES FNMA POOL #0AB3687 4.00000000 10/1/2041 966,370.23

31416BTG3

MORTGAGE BACKED SECURITIES FNMA POOL #0995251 6.00000000 11/1/2038 967,021.56

3138E8X31

MORTGAGE BACKED SECURITIES FNMA POOL #0AK4297 3.00000000 4/1/2027 967,557.13

31415YHP7

MORTGAGE BACKED SECURITIES FNMA POOL #0993138 6.00000000 10/1/2038 968,652.83

3620A3TM6

MORTGAGE BACKED SECURITIES GNMA POOL #0717956 5.00000000 9/15/2039 968,927.30

3128NGEV3

MORTGAGE BACKED SECURITIES FHLMC POOL #1H-1348 5.81500000 10/1/2036 970,026.62

31402QD32

MORTGAGE BACKED SECURITIES FNMA POOL #0734622 5.00000000 7/1/2019 978,012.78

3620A7VT9

MORTGAGE BACKED SECURITIES GNMA II POOL #0721626 4.81000000 11/20/2060 978,365.89

261

3132GKF92

MORTGAGE BACKED SECURITIES FHLMC POOL #Q0-4092 4.00000000 10/1/2041 980,646.48

31400REW7

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31418ND56

MORTGAGE BACKED SECURITIES FNMA POOL #0AD1023 5.00000000 2/1/2040 981,422.01

31419GRQ9

MORTGAGE BACKED SECURITIES FNMA POOL #0AE5894 4.50000000 10/1/2040 982,309.81

31292K2X4

MORTGAGE BACKED SECURITIES FHLMC POOL #C0-3490 4.50000000 8/1/2040 982,411.33

3128KU3J4

MORTGAGE BACKED SECURITIES FHLMC POOL #A6-4401 6.00000000 8/1/2037 985,397.78

31410F2Q7

MORTGAGE BACKED SECURITIES FNMA POOL #0888283 5.00000000 8/1/2034 986,286.33

3138E2FK6

MORTGAGE BACKED SECURITIES FNMA POOL #0AJ9169 4.00000000 1/1/2042 986,360.12

31417AET2

MORTGAGE BACKED SECURITIES FNMA POOL #0AB3745 4.00000000 10/1/2041 986,848.73

3138E7SX3

MORTGAGE BACKED SECURITIES FNMA POOL #0AK3233 3.00000000 3/1/2027 988,454.58

3138EHEZ1

MORTGAGE BACKED SECURITIES FNMA POOL #0AL1051 4.50000000 9/1/2041 989,816.71

36241LKA3

MORTGAGE BACKED SECURITIES GNMA POOL #0782989 4.50000000 6/15/2040 990,515.49

3620C04V7

MORTGAGE BACKED SECURITIES GNMA POOL #0745236 4.50000000 7/15/2040 993,098.80

31402DEK2

MORTGAGE BACKED SECURITIES FNMA POOL #0725638 5.00000000 12/1/2018 994,582.95

31292KZ67

MORTGAGE BACKED SECURITIES FHLMC POOL #C0-3465 5.00000000 4/1/2040 1,000,444.27

3138A53N0

MORTGAGE BACKED SECURITIES FNMA POOL #0AH4404 4.00000000 1/1/2041 1,001,736.59

36202FQB5

MORTGAGE BACKED SECURITIES GNMA II POOL #0004950 5.50000000 2/20/2041 1,002,347.96

31402DBW9

MORTGAGE BACKED SECURITIES FNMA POOL #0725553 2.17300000 9/1/2033 1,002,778.61

3138ANMF7

MORTGAGE BACKED SECURITIES FNMA POOL #0AI8457 4.50000000 7/1/2041 1,004,990.45

3138E42X8

MORTGAGE BACKED SECURITIES FNMA POOL #0AK0789 4.00000000 1/1/2042 1,005,344.61

31415WPK3

MORTGAGE BACKED SECURITIES FNMA POOL #0991526 6.00000000 11/1/2038 1,009,084.54

31385WZW2

MORTGAGE BACKED SECURITIES FNMA POOL #0555257 2.54800000 12/1/2032 1,017,315.68

262

31414AQZ8

MORTGAGE BACKED SECURITIES FNMA POOL #0960472 5.50000000 1/1/2023 1,021,469.26

31417AX87

MORTGAGE BACKED SECURITIES FNMA POOL #0AB4302 3.50000000 1/1/2042 1,022,133.86

999ADT756

MORTGAGE BACKED SECURITIES COMMIT TO PUR FNMA SF MTG 3.50000000 5/1/2042 1,023,910.00

3132GRNR8

MORTGAGE BACKED SECURITIES FHLMC POOL #Q0-6400 3.50000000 2/1/2042 1,024,134.44

3138AUE60

MORTGAGE BACKED SECURITIES FNMA POOL #0AJ2856 3.00000000 1/1/2027 1,024,455.46

3138AW6X6

MORTGAGE BACKED SECURITIES FNMA POOL #0AJ5385 4.00000000 11/1/2041 1,028,677.01

31410GDH3

MORTGAGE BACKED SECURITIES FNMA POOL #0888504 2.31700000 4/1/2034 1,029,074.33

36202FP67

MORTGAGE BACKED SECURITIES GNMA II POOL #0004945 4.00000000 2/20/2041 1,032,882.42

999ADR974

MORTGAGE BACKED SECURITIES COMMIT TO PUR FNMA SF MTG 3.00000000 4/1/2027 1,035,160.00

3138E1HV2

MORTGAGE BACKED SECURITIES FNMA POOL #0AJ8343 4.00000000 12/1/2041 1,035,263.58

31402CWK4

MORTGAGE BACKED SECURITIES FNMA POOL #0725250 5.00000000 3/1/2034 1,038,332.93

999ADT806

MORTGAGE BACKED SECURITIES COMMIT TO PUR GNMA SF MTG 3.50000000 5/15/2042 1,038,910.00

3138E4U25

MORTGAGE BACKED SECURITIES FNMA POOL #0AK0600 4.00000000 1/1/2042 1,041,750.97

999ADR982

MORTGAGE BACKED SECURITIES COMMIT TO PUR GNMA II JUMBOS 3.50000000 4/20/2042 1,042,030.00

3132GLRM8

MORTGAGE BACKED SECURITIES FHLMC POOL #Q0-5292 4.00000000 12/1/2041 1,042,535.18

31381PQN1

MORTGAGE BACKED SECURITIES FNMA POOL #0466761 2.47000000 1/1/2016 1,043,080.00

31402HDT5

MORTGAGE BACKED SECURITIES FNMA POOL #0729214 2.34500000 2/1/2035 1,043,877.51

999ACV877

MORTGAGE BACKED SECURITIES COMMIT TO PUR FNMA SF MTG 4.00000000 4/1/2042 1,048,440.00

999ADR891

MORTGAGE BACKED SECURITIES COMMIT TO PUR FNMA SF MTG 3.50000000 4/1/2027 1,048,750.00

31413TVX7

MORTGAGE BACKED SECURITIES FNMA POOL #0955230 6.50000000 12/1/2037 1,049,491.57

31410F4V4

MORTGAGE BACKED SECURITIES FNMA POOL #0888336 5.00000000 7/1/2036 1,051,733.27

36297EZU2

MORTGAGE BACKED SECURITIES GNMA II POOL #0710055 4.50000000 9/20/2060 1,053,299.85

263

31381P6X1

MORTGAGE BACKED SECURITIES FNMA POOL #0467186 2.82000000 2/1/2016 1,053,950.00

31410GVK6

MORTGAGE BACKED SECURITIES FNMA POOL #0889018 5.50000000 5/1/2036 1,055,191.63

31410G3K7

MORTGAGE BACKED SECURITIES FNMA POOL #0889202 4.00000000 3/1/2023 1,060,270.37

3128MCLX1

MORTGAGE BACKED SECURITIES FHLMC POOL #G1-3742 5.50000000 7/1/2024 1,061,935.08

3620AS2V0

MORTGAGE BACKED SECURITIES GNMA POOL #0738888 4.00000000 10/15/2041 1,066,867.75

36202FP75

MORTGAGE BACKED SECURITIES GNMA II POOL #0004946 4.50000000 2/20/2041 1,067,034.69

31418ADQ8

MORTGAGE BACKED SECURITIES FNMA POOL #0MA1010 3.50000000 3/1/2032 1,067,182.87

3620C0ZB7

MORTGAGE BACKED SECURITIES GNMA POOL #0745138 4.50000000 6/15/2040 1,067,623.14

36209RUT8

MORTGAGE BACKED SECURITIES GNMA POOL #0479494 4.00000000 10/15/2041 1,072,340.43

31402RBG3

MORTGAGE BACKED SECURITIES FNMA POOL #0735439 6.00000000 9/1/2019 1,073,287.59

36202EWE5

MORTGAGE BACKED SECURITIES GNMA II POOL #0004245 6.00000000 9/20/2038 1,073,326.81

999AA0422

MORTGAGE BACKED SECURITIES COMMIT TO PUR FNMA SF MTG 5.00000000 4/1/2027 1,075,684.55

3138ANMM2

MORTGAGE BACKED SECURITIES FNMA POOL #0AI8463 4.50000000 7/1/2041 1,075,771.97

31416RM91

MORTGAGE BACKED SECURITIES FNMA POOL #0AA7583 4.50000000 6/1/2039 1,077,729.45

999AA0612

MORTGAGE BACKED SECURITIES COMMIT TO PUR FNMA SF MTG 5.00000000 5/1/2042 1,078,440.00

36202FAV8

MORTGAGE BACKED SECURITIES GNMA II POOL #0004520 5.00000000 8/20/2039 1,079,528.34

31402QTT8

MORTGAGE BACKED SECURITIES FNMA POOL #0735062 5.50000000 8/1/2033 1,080,431.58

31418MTM4

MORTGAGE BACKED SECURITIES FNMA POOL #0AD0555 5.50000000 2/1/2038 1,087,177.86

3138AKGL7

MORTGAGE BACKED SECURITIES FNMA POOL #0AI5602 4.50000000 7/1/2041 1,088,615.71

3138ANXH1

MORTGAGE BACKED SECURITIES FNMA POOL #0AI8779 4.00000000 11/1/2041 1,092,314.53

3132GFVU8

MORTGAGE BACKED SECURITIES FHLMC POOL #Q0-2427 4.50000000 8/1/2041 1,095,728.12

312941ZT7

MORTGAGE BACKED SECURITIES FHLMC POOL #A9-3454 5.00000000 8/1/2040 1,099,334.67

264

31403C6L0

MORTGAGE BACKED SECURITIES FNMA POOL #0745275 5.00000000 2/1/2036 1,105,055.01

36241K2B3

MORTGAGE BACKED SECURITIES GNMA POOL #0782570 5.50000000 2/15/2039 1,109,045.70

3138EHJU7

MORTGAGE BACKED SECURITIES FNMA POOL #0AL1174 4.00000000 11/1/2026 1,109,423.00

31405RM94

MORTGAGE BACKED SECURITIES FNMA POOL #0796984 2.39800000 8/1/2034 1,116,072.07

31405NH73

MORTGAGE BACKED SECURITIES FNMA POOL #0794154 5.00000000 9/1/2019 1,125,571.40

3138A1UZ2

MORTGAGE BACKED SECURITIES FNMA POOL #0AH0599 4.00000000 12/1/2040 1,126,583.75

3620AJUL1

MORTGAGE BACKED SECURITIES GNMA II POOL #0731487 4.75300000 11/20/2060 1,130,743.34

36210BDE2

MORTGAGE BACKED SECURITIES GNMA POOL #0487101 6.00000000 3/15/2035 1,131,520.43

31410GHN6

MORTGAGE BACKED SECURITIES FNMA POOL #0888637 6.00000000 9/1/2037 1,136,999.45

31402RFV6

MORTGAGE BACKED SECURITIES FNMA POOL #0735580 5.00000000 6/1/2035 1,137,332.10

312944TB7

MORTGAGE BACKED SECURITIES FHLMC POOL #A9-5946 4.00000000 1/1/2041 1,144,854.43

31371NH57

MORTGAGE BACKED SECURITIES FNMA POOL #0256852 6.00000000 8/1/2027 1,146,618.88

31381RAY0

MORTGAGE BACKED SECURITIES FNMA POOL #0468123 3.96800000 5/1/2018 1,152,188.20

31371MSG3

MORTGAGE BACKED SECURITIES FNMA POOL #0256219 5.50000000 4/1/2036 1,156,081.77

3128M5PM6

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-3728 5.50000000 12/1/2035 1,162,678.81

36295RKM9

MORTGAGE BACKED SECURITIES GNMA POOL #0678100 5.50000000 1/15/2039 1,173,537.24

36225B4C9

MORTGAGE BACKED SECURITIES GNMA POOL #0781719 6.00000000 2/15/2034 1,181,163.14

3128NHML4

MORTGAGE BACKED SECURITIES FHLMC POOL #1J-1263 2.21100000 1/1/2036 1,184,509.34

31417SGH7

MORTGAGE BACKED SECURITIES FNMA POOL #0AC5599 5.00000000 1/1/2025 1,185,019.78

31402GWQ2

MORTGAGE BACKED SECURITIES FNMA POOL #0728855 5.50000000 8/1/2033 1,191,157.00

31408GZH3

MORTGAGE BACKED SECURITIES FNMA POOL #0851344 6.50000000 2/1/2036 1,193,211.50

31410GYN7

MORTGAGE BACKED SECURITIES FNMA POOL #0889117 5.00000000 10/1/2035 1,204,188.00

265

31406DEX0

MORTGAGE BACKED SECURITIES FNMA POOL #0806650 5.50000000 12/1/2019 1,206,362.53

31402VRY8

MORTGAGE BACKED SECURITIES FNMA POOL #0739503 5.50000000 9/1/2033 1,212,215.69

31418MXB3

MORTGAGE BACKED SECURITIES FNMA POOL #0AD0673 6.50000000 9/1/2023 1,215,967.15

3128M7TN6

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-5657 4.50000000 9/1/2039 1,216,010.68

31416BKP2

MORTGAGE BACKED SECURITIES FNMA POOL #0995002 5.00000000 7/1/2037 1,222,057.10

3128P7RH8

MORTGAGE BACKED SECURITIES FHLMC POOL #C9-1388 3.50000000 2/1/2032 1,223,468.04

31300LC60

MORTGAGE BACKED SECURITIES FHLMC POOL #84-8193 2.65300000 3/1/2036 1,228,858.52

31371NNB7

MORTGAGE BACKED SECURITIES FNMA POOL #0256986 7.00000000 11/1/2037 1,248,013.79

31413XWA7

MORTGAGE BACKED SECURITIES FNMA POOL #0958841 4.49000000 5/1/2019 1,250,146.32

31401J5N4

MORTGAGE BACKED SECURITIES FNMA POOL #0710153 5.00000000 6/1/2018 1,253,954.22

36294SPC5

MORTGAGE BACKED SECURITIES GNMA POOL #0658419 5.50000000 2/15/2037 1,255,666.10

31410GGC1

MORTGAGE BACKED SECURITIES FNMA POOL #0888595 5.00000000 1/1/2022 1,270,301.89

3138A74T2

MORTGAGE BACKED SECURITIES FNMA POOL #0AH6233 4.00000000 3/1/2041 1,273,925.65

3128M7DC7

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-5199 5.00000000 2/1/2037 1,285,857.07

31410NJ41

MORTGAGE BACKED SECURITIES FNMA POOL #0892283 2.48000000 9/1/2036 1,290,860.59

31410LAF9

MORTGAGE BACKED SECURITIES FNMA POOL #0890206 5.50000000 10/1/2021 1,291,835.60

31416WHU9

MORTGAGE BACKED SECURITIES FNMA POOL #0AB1142 4.50000000 6/1/2040 1,295,893.77

31418MC91

MORTGAGE BACKED SECURITIES FNMA POOL #0AD0095 6.00000000 11/1/2038 1,304,115.21

31376KJF4

MORTGAGE BACKED SECURITIES FNMA POOL #0357662 5.50000000 12/1/2024 1,311,531.46

31283HRL1

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-1391 7.00000000 4/1/2032 1,318,333.79

999AB1825

MORTGAGE BACKED SECURITIES COMMIT TO PUR GNMA SF MTG 5.00000000 4/15/2042 1,325,256.00

31402RGW3

MORTGAGE BACKED SECURITIES FNMA POOL #0735613 6.00000000 2/1/2035 1,331,208.31

266

3128LXNQ9

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-2199 5.00000000 6/1/2036 1,342,807.77

3620AQY49

MORTGAGE BACKED SECURITIES GNMA POOL #0737031 4.50000000 2/15/2040 1,364,735.59

999ADR917

MORTGAGE BACKED SECURITIES COMMIT TO PUR FNMA SF MTG 3.50000000 4/1/2042 1,365,750.40

3128M6VF2

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-4814 5.50000000 10/1/2038 1,370,461.17

31410FVW2

MORTGAGE BACKED SECURITIES FNMA POOL #0888129 5.50000000 2/1/2037 1,378,277.58

31416VSW5

MORTGAGE BACKED SECURITIES FNMA POOL #0AB0532 5.50000000 12/1/2038 1,384,080.47

999AA0083

MORTGAGE BACKED SECURITIES COMMIT TO PUR FNMA SF MTG 4.50000000 4/1/2027 1,391,403.00

3128M7XB7

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-5774 5.00000000 1/1/2040 1,392,001.69

31402GQU0

MORTGAGE BACKED SECURITIES FNMA POOL #0728667 5.50000000 7/1/2033 1,398,553.23

3128M7ME3

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-5457 4.50000000 5/1/2039 1,406,623.27

3138E0RK7

MORTGAGE BACKED SECURITIES FNMA POOL #0AJ7689 4.00000000 12/1/2041 1,407,223.08

999AA0182

MORTGAGE BACKED SECURITIES COMMIT TO PUR FNMA SF MTG 4.50000000 4/1/2042 1,416,701.88

36241KK31

MORTGAGE BACKED SECURITIES GNMA POOL #0782114 5.00000000 9/15/2036 1,425,559.74

31292KYV3

MORTGAGE BACKED SECURITIES FHLMC POOL #C0-3424 6.00000000 10/1/2039 1,427,640.04

31385W4P1

MORTGAGE BACKED SECURITIES FNMA POOL #0555330 5.50000000 4/1/2033 1,437,907.17

31413FS52

MORTGAGE BACKED SECURITIES FNMA POOL #0944340 6.00000000 6/1/2037 1,445,286.91

31410FU52

MORTGAGE BACKED SECURITIES FNMA POOL #0888104 5.00000000 5/1/2021 1,451,387.70

31417BHD2

MORTGAGE BACKED SECURITIES FNMA POOL #0AB4727 3.00000000 3/1/2027 1,452,999.07

36230MEP8

MORTGAGE BACKED SECURITIES GNMA POOL #0752842 3.95000000 7/15/2025 1,454,675.08

31402QSZ5

MORTGAGE BACKED SECURITIES FNMA POOL #0735036 5.50000000 12/1/2034 1,481,417.28

31297QBV0

MORTGAGE BACKED SECURITIES FHLMC POOL #A3-4552 4.50000000 4/1/2035 1,484,744.09

31418MBY7

MORTGAGE BACKED SECURITIES FNMA POOL #0AD0054 5.00000000 2/1/2024 1,484,903.72

267

31371L4M8

MORTGAGE BACKED SECURITIES FNMA POOL #0255628 5.50000000 2/1/2025 1,487,881.18

31410GHN6

MORTGAGE BACKED SECURITIES FNMA POOL #0888637 6.00000000 9/1/2037 1,490,510.21

36241LG34

MORTGAGE BACKED SECURITIES GNMA POOL #0782918 5.00000000 4/15/2040 1,492,812.85

3128M5GP9

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-3506 6.50000000 3/1/2036 1,510,536.53

31410SNP8

MORTGAGE BACKED SECURITIES FNMA POOL #0895998 6.50000000 7/1/2036 1,519,271.27

31416BUQ9

MORTGAGE BACKED SECURITIES FNMA POOL #0995291 2.48500000 7/1/2035 1,530,440.10

31410KXZ2

MORTGAGE BACKED SECURITIES FNMA POOL #0889996 5.50000000 6/1/2038 1,543,281.93

3128P7RY1

MORTGAGE BACKED SECURITIES FHLMC POOL #C9-1403 3.50000000 3/1/2032 1,566,345.00

31416CKL9

MORTGAGE BACKED SECURITIES FNMA POOL #0995899 6.00000000 2/1/2038 1,566,895.38

31402CTT9

MORTGAGE BACKED SECURITIES FNMA POOL #0725162 6.00000000 2/1/2034 1,569,485.36

36209R2Q5

MORTGAGE BACKED SECURITIES GNMA POOL #0479683 4.00000000 10/15/2041 1,577,354.82

31402LCM2

MORTGAGE BACKED SECURITIES FNMA POOL #0731876 2.42900000 7/1/2033 1,583,089.26

31419A4R5

MORTGAGE BACKED SECURITIES FNMA POOL #0AE0831 6.00000000 9/1/2039 1,583,281.22

31402QYY1

MORTGAGE BACKED SECURITIES FNMA POOL #0735227 5.50000000 2/1/2035 1,591,360.32

31413RBN5

MORTGAGE BACKED SECURITIES FNMA POOL #0952845 6.00000000 9/1/2022 1,602,811.55

31418WVL1

MORTGAGE BACKED SECURITIES FNMA POOL #0AD8718 5.00000000 6/1/2040 1,608,918.25

31410KXL3

MORTGAGE BACKED SECURITIES FNMA POOL #0889983 6.00000000 10/1/2038 1,616,143.47

31292K2Y2

MORTGAGE BACKED SECURITIES FHLMC POOL #C0-3491 5.00000000 8/1/2040 1,621,804.97

3138EGC93

MORTGAGE BACKED SECURITIES FNMA POOL #0AL0095 6.00000000 7/1/2038 1,633,020.75

3132GFYY7

MORTGAGE BACKED SECURITIES FHLMC POOL #Q0-2527 4.50000000 8/1/2041 1,638,200.12

31381QCZ7

MORTGAGE BACKED SECURITIES FNMA POOL #0467288 2.80000000 3/1/2018 1,640,568.25

31417W6X4

MORTGAGE BACKED SECURITIES FNMA POOL #0AC9885 4.00000000 3/1/2025 1,641,650.86

268

36202EZH5

MORTGAGE BACKED SECURITIES GNMA II POOL #0004344 6.00000000 1/20/2039 1,648,592.17

31403DEK1

MORTGAGE BACKED SECURITIES FNMA POOL #0745438 6.00000000 2/1/2036 1,652,430.58

31381ME27

MORTGAGE BACKED SECURITIES FNMA POOL #0464653 4.63900000 3/1/2020 1,658,824.50

36225C4B9

MORTGAGE BACKED SECURITIES GNMA II POOL #0080817 1.62500000 1/20/2034 1,663,662.19

3128QHTP5

MORTGAGE BACKED SECURITIES FHLMC POOL #1N-1458 3.14200000 3/1/2037 1,665,238.25

36202FFU5

MORTGAGE BACKED SECURITIES GNMA II POOL #0004679 5.00000000 4/20/2040 1,670,961.44

31417YY84

MORTGAGE BACKED SECURITIES FNMA POOL #0MA0734 4.50000000 5/1/2031 1,678,425.87

3138A5FH0

MORTGAGE BACKED SECURITIES FNMA POOL #0AH3767 3.13100000 2/1/2041 1,678,735.27

3128M7V86

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-5739 4.50000000 11/1/2039 1,680,097.09

31411GST0

MORTGAGE BACKED SECURITIES FNMA POOL #0907830 6.00000000 2/1/2037 1,689,043.79

36290R6X6

MORTGAGE BACKED SECURITIES GNMA POOL #0615686 4.50000000 10/15/2033 1,691,078.42

3138AW7H0

MORTGAGE BACKED SECURITIES FNMA POOL #0AJ5395 4.50000000 11/1/2041 1,711,397.93

31416YQZ4

MORTGAGE BACKED SECURITIES FNMA POOL #0AB3171 3.50000000 6/1/2026 1,726,271.45

31410GG72

MORTGAGE BACKED SECURITIES FNMA POOL #0888622 5.61600000 7/1/2037 1,732,114.52

31410GPR8

MORTGAGE BACKED SECURITIES FNMA POOL #0888832 6.50000000 11/1/2037 1,735,883.59

3128MMAF0

MORTGAGE BACKED SECURITIES FHLMC POOL #G1-8005 5.00000000 8/1/2019 1,745,003.57

31401YQD0

MORTGAGE BACKED SECURITIES FNMA POOL #0722352 2.49800000 7/1/2033 1,763,311.28

31410KK78

MORTGAGE BACKED SECURITIES FNMA POOL #0889618 5.50000000 5/1/2038 1,763,528.19

3138AXB42

MORTGAGE BACKED SECURITIES FNMA POOL #0AJ5458 4.50000000 11/1/2041 1,765,382.16

3138A9AE4

MORTGAGE BACKED SECURITIES FNMA POOL #0AH7204 4.00000000 3/1/2041 1,768,291.82

31410ECX4

MORTGAGE BACKED SECURITIES FNMA POOL #0886686 2.51100000 8/1/2036 1,774,635.94

31404VGS1

MORTGAGE BACKED SECURITIES FNMA POOL #0779709 5.50000000 7/1/2034 1,781,189.65

269

36202FNA0

MORTGAGE BACKED SECURITIES GNMA II POOL #0004885 5.50000000 12/20/2040 1,785,300.99

31414SYM9

MORTGAGE BACKED SECURITIES FNMA POOL #0975116 5.00000000 5/1/2038 1,786,262.39

312941YW1

MORTGAGE BACKED SECURITIES FHLMC POOL #A9-3425 4.50000000 8/1/2040 1,803,312.29

3132GFUJ4

MORTGAGE BACKED SECURITIES FHLMC POOL #Q0-2385 4.50000000 7/1/2041 1,809,886.05

36202FV94

MORTGAGE BACKED SECURITIES GNMA II POOL #0005140 4.50000000 8/20/2041 1,835,523.12

31418MGG1

MORTGAGE BACKED SECURITIES FNMA POOL #0AD0198 5.50000000 9/1/2038 1,847,783.18

3128MJJP6

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-8269 5.50000000 5/1/2038 1,848,666.36

312945PG7

MORTGAGE BACKED SECURITIES FHLMC POOL #A9-6723 4.50000000 2/1/2041 1,849,316.05

36202FGH3

MORTGAGE BACKED SECURITIES GNMA II POOL #0004700 6.50000000 5/20/2040 1,850,760.97

31416BTP3

MORTGAGE BACKED SECURITIES FNMA POOL #0995258 5.50000000 1/1/2039 1,852,144.62

36225DCB8

MORTGAGE BACKED SECURITIES GNMA II POOL #0080965 1.62500000 7/20/2034 1,858,032.12

36291RRW4

MORTGAGE BACKED SECURITIES GNMA POOL #0636001 6.00000000 12/15/2034 1,870,173.52

3128M4GR8

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-2608 5.50000000 2/1/2037 1,881,244.51

3138A7QM3

MORTGAGE BACKED SECURITIES FNMA POOL #0AH5859 4.00000000 2/1/2041 1,882,563.77

3138A8PW0

MORTGAGE BACKED SECURITIES FNMA POOL #0AH6736 3.50000000 2/1/2026 1,885,979.33

3128LXBF6

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-1838 5.00000000 7/1/2035 1,891,011.48

31417YW78

MORTGAGE BACKED SECURITIES FNMA POOL #0MA0669 3.50000000 3/1/2026 1,896,088.68

3132GFUL9

MORTGAGE BACKED SECURITIES FHLMC POOL #Q0-2387 4.50000000 8/1/2041 1,897,031.01

31402CU91

MORTGAGE BACKED SECURITIES FNMA POOL #0725208 7.00000000 1/1/2030 1,902,142.76

31402CWJ7

MORTGAGE BACKED SECURITIES FNMA POOL #0725249 5.00000000 3/1/2034 1,905,085.72

31402C4H2

MORTGAGE BACKED SECURITIES FNMA POOL #0725424 5.50000000 4/1/2034 1,908,892.08

31410F5H4

MORTGAGE BACKED SECURITIES FNMA POOL #0888348 5.00000000 5/1/2022 1,912,329.58

270

31402RJV2

MORTGAGE BACKED SECURITIES FNMA POOL #0735676 5.00000000 7/1/2035 1,913,716.29

36202FX92

MORTGAGE BACKED SECURITIES GNMA II POOL #0005204 4.50000000 10/20/2041 1,926,748.22

36202FKN5

MORTGAGE BACKED SECURITIES GNMA II POOL #0004801 4.50000000 9/20/2040 1,936,234.39

31407CAE7

MORTGAGE BACKED SECURITIES FNMA POOL #0826305 5.00000000 7/1/2035 1,936,715.09

3138AXEA5

MORTGAGE BACKED SECURITIES FNMA POOL #0AJ5528 3.50000000 11/1/2026 1,942,729.28

312942BL8

MORTGAGE BACKED SECURITIES FHLMC POOL #A9-3643 4.00000000 9/1/2040 1,945,841.85

36296Q3D9

MORTGAGE BACKED SECURITIES GNMA POOL #0698396 4.50000000 7/15/2039 1,946,088.91

3128M8U28

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-6601 4.50000000 12/1/2040 1,952,170.71

31411J3E4

MORTGAGE BACKED SECURITIES FNMA POOL #0909897 6.00000000 3/1/2037 1,968,522.53

3138AVP90

MORTGAGE BACKED SECURITIES FNMA POOL #0AJ4047 4.00000000 10/1/2041 1,970,141.09

31412QEQ8

MORTGAGE BACKED SECURITIES FNMA POOL #0931743 4.50000000 8/1/2024 1,972,469.54

36241LTS5

MORTGAGE BACKED SECURITIES GNMA POOL #0783261 4.50000000 3/15/2041 1,974,815.90

36202FB62

MORTGAGE BACKED SECURITIES GNMA II POOL #0004561 6.00000000 10/20/2039 1,976,001.39

31419HC42

MORTGAGE BACKED SECURITIES FNMA POOL #0AE6390 4.00000000 2/1/2041 1,976,981.01

31416CGR1

MORTGAGE BACKED SECURITIES FNMA POOL #0995808 2.32400000 1/1/2037 1,979,400.15

36241LNV4

MORTGAGE BACKED SECURITIES GNMA POOL #0783104 4.00000000 9/15/2040 1,984,349.88

3138NJAE8

MORTGAGE BACKED SECURITIES FNMA POOL #0FN0004 3.75300000 12/1/2020 2,003,783.13

3138EHYV8

MORTGAGE BACKED SECURITIES FNMA POOL #0AL1623 6.00000000 5/1/2041 2,011,819.80

36230SDR2

MORTGAGE BACKED SECURITIES GNMA II POOL #0757312 4.30200000 12/20/2060 2,018,678.19

3138AEZF3

MORTGAGE BACKED SECURITIES FNMA POOL #0AI1641 4.50000000 6/1/2041 2,022,058.27

31400WSV3

MORTGAGE BACKED SECURITIES FNMA POOL #0699932 5.50000000 4/1/2033 2,022,260.47

31292K4U8

MORTGAGE BACKED SECURITIES FHLMC POOL #C0-3535 4.50000000 8/1/2040 2,032,556.10

271

3138AMUC7

MORTGAGE BACKED SECURITIES FNMA POOL #0AI7778 4.00000000 7/1/2041 2,042,752.92

999AB0934

MORTGAGE BACKED SECURITIES COMMIT TO PUR FHLMC GOLD SFM 5.00000000 4/1/2042 2,045,388.00

3132GKTS5

MORTGAGE BACKED SECURITIES FHLMC POOL #Q0-4461 4.00000000 11/1/2041 2,045,760.96

36241LUU8

MORTGAGE BACKED SECURITIES GNMA POOL #0783295 4.50000000 3/15/2041 2,054,043.41

36225BTD0

MORTGAGE BACKED SECURITIES GNMA POOL #0781448 7.00000000 5/15/2032 2,054,362.39

31417AJS9

MORTGAGE BACKED SECURITIES FNMA POOL #0AB3872 4.00000000 11/1/2041 2,054,890.13

3138EGSY1

MORTGAGE BACKED SECURITIES FNMA POOL #0AL0534 3.98300000 4/1/2040 2,057,886.80

31411YXF5

MORTGAGE BACKED SECURITIES FNMA POOL #0918778 5.50000000 6/1/2037 2,058,507.08

999ADT780

MORTGAGE BACKED SECURITIES COMMIT TO PUR FNMA SF MTG 3.00000000 5/1/2027 2,065,000.00

999ADR974

MORTGAGE BACKED SECURITIES COMMIT TO PUR FNMA SF MTG 3.00000000 4/1/2027 2,070,320.00

31417A6W4

MORTGAGE BACKED SECURITIES FNMA POOL #0AB4484 3.00000000 2/1/2027 2,074,600.39

31413LTE9

MORTGAGE BACKED SECURITIES FNMA POOL #0948849 6.00000000 8/1/2037 2,090,049.14

3132GSTW9

MORTGAGE BACKED SECURITIES FHLMC POOL #Q0-7465 3.50000000 4/1/2042 2,102,562.00

31381MWR2

MORTGAGE BACKED SECURITIES FNMA POOL #0465156 4.60800000 5/1/2020 2,114,444.91

999AA0182

MORTGAGE BACKED SECURITIES COMMIT TO PUR FNMA SF MTG 4.50000000 4/1/2042 2,127,180.00

3138AMQQ1

MORTGAGE BACKED SECURITIES FNMA POOL #0AI7662 4.50000000 7/1/2041 2,130,449.92

999455447

MORTGAGE BACKED SECURITIES COMMIT TO PUR GNMA SF MTG 4.00000000 5/15/2042 2,140,320.00

3138EGB45

MORTGAGE BACKED SECURITIES FNMA POOL #0AL0058 5.00000000 1/1/2018 2,154,291.58

36201VCA8

MORTGAGE BACKED SECURITIES GNMA POOL #0594165 4.50000000 10/15/2033 2,156,087.75

3128M8AW4

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-6021 5.50000000 1/1/2040 2,168,736.47

999ABK476

MORTGAGE BACKED SECURITIES COMMIT TO PUR GNMA II JUMBOS 4.50000000 4/20/2042 2,175,320.00

999ACG086

MORTGAGE BACKED SECURITIES COMMIT TO PUR GNMA SF MTG 4.50000000 4/15/2042 2,175,940.00

272

31402QHT1

MORTGAGE BACKED SECURITIES FNMA POOL #0734742 4.50000000 10/1/2018 2,184,172.84

31410DNC0

MORTGAGE BACKED SECURITIES FNMA POOL #0886087 6.50000000 7/1/2036 2,192,553.42

31381KET2

MORTGAGE BACKED SECURITIES FNMA POOL #0462846 4.28800000 7/1/2014 2,218,694.40

21H052645

MORTGAGE BACKED SECURITIES COMMIT TO PUR GNMA II JUMBOS 5.50000000 4/20/2042 2,222,500.00

01F022451

MORTGAGE BACKED SECURITIES COMMIT TO PUR FNMA SF MTG 2.50000000 5/1/2027 2,224,406.80

999ADP465

MORTGAGE BACKED SECURITIES COMMIT TO PUR FHLMC GOLD SFM 4.50000000 4/1/2042 2,226,651.00

3129315J3

MORTGAGE BACKED SECURITIES FHLMC POOL #A8-5349 4.50000000 3/1/2039 2,227,231.21

31418STH2

MORTGAGE BACKED SECURITIES FNMA POOL #0AD5051 4.50000000 4/1/2040 2,249,595.62

3132GES84

MORTGAGE BACKED SECURITIES FHLMC POOL #Q0-1443 4.50000000 6/1/2041 2,266,454.37

36202FKN5

MORTGAGE BACKED SECURITIES GNMA II POOL #0004801 4.50000000 9/20/2040 2,270,950.42

31404QDM8

MORTGAGE BACKED SECURITIES FNMA POOL #0775108 2.32700000 5/1/2034 2,271,186.89

36202FHY5

MORTGAGE BACKED SECURITIES GNMA II POOL #0004747 5.00000000 7/20/2040 2,275,458.76

31406NK45

MORTGAGE BACKED SECURITIES FNMA POOL #0814915 5.50000000 3/1/2035 2,278,427.98

31416BRY6

MORTGAGE BACKED SECURITIES FNMA POOL #0995203 5.00000000 7/1/2035 2,294,046.68

3138APLY2

MORTGAGE BACKED SECURITIES FNMA POOL #0AI9342 3.50000000 8/1/2026 2,299,825.24

31419AZY6

MORTGAGE BACKED SECURITIES FNMA POOL #0AE0758 7.00000000 2/1/2039 2,318,070.20

31410KM84

MORTGAGE BACKED SECURITIES FNMA POOL #0889683 6.00000000 7/1/2038 2,319,845.04

3138A8ZA7

MORTGAGE BACKED SECURITIES FNMA POOL #0AH7036 4.50000000 3/1/2041 2,330,522.44

999ADR891

MORTGAGE BACKED SECURITIES COMMIT TO PUR FNMA SF MTG 3.50000000 4/1/2027 2,354,443.75

31419DJY8

MORTGAGE BACKED SECURITIES FNMA POOL #0AE2978 4.00000000 8/1/2025 2,355,775.32

3128QLPH8

MORTGAGE BACKED SECURITIES FHLMC POOL #1H-2524 2.43100000 8/1/2035 2,361,892.32

3138EGS88

MORTGAGE BACKED SECURITIES FNMA POOL #0AL0542 4.50000000 7/1/2041 2,363,147.54

273

31403C6L0

MORTGAGE BACKED SECURITIES FNMA POOL #0745275 5.00000000 2/1/2036 2,373,955.87

31418MEY4

MORTGAGE BACKED SECURITIES FNMA POOL #0AD0150 5.16300000 5/1/2019 2,376,846.08

31402CPL0

MORTGAGE BACKED SECURITIES FNMA POOL #0725027 5.00000000 11/1/2033 2,400,913.23

31402RFV6

MORTGAGE BACKED SECURITIES FNMA POOL #0735580 5.00000000 6/1/2035 2,411,243.42

999ADR925

MORTGAGE BACKED SECURITIES COMMIT TO PUR FHLMC GOLD SFM 3.50000000 4/1/2042 2,423,013.45

3128MCRT4

MORTGAGE BACKED SECURITIES FHLMC POOL #G1-3898 5.50000000 7/1/2024 2,433,370.12

31416CKY1

MORTGAGE BACKED SECURITIES FNMA POOL #0995911 6.00000000 1/1/2038 2,472,225.56

31418RGS4

MORTGAGE BACKED SECURITIES FNMA POOL #0AD3808 4.50000000 4/1/2040 2,477,461.20

999ADQ588

MORTGAGE BACKED SECURITIES COMMIT TO PUR FNMA SF MTG 5.50000000 5/1/2042 2,496,523.95

3128LXS76

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-2342 5.00000000 10/1/2036 2,528,881.46

31403C5R8

MORTGAGE BACKED SECURITIES FNMA POOL #0745256 6.00000000 2/1/2036 2,557,195.94

31416ND41

MORTGAGE BACKED SECURITIES FNMA POOL #0AA4622 4.00000000 5/1/2024 2,559,940.05

3138E1HN0

MORTGAGE BACKED SECURITIES FNMA POOL #0AJ8336 4.00000000 12/1/2041 2,574,425.08

31419ANM5

MORTGAGE BACKED SECURITIES FNMA POOL #0AE0395 4.50000000 10/1/2040 2,591,352.76

3138A9GY4

MORTGAGE BACKED SECURITIES FNMA POOL #0AH7414 4.00000000 6/1/2026 2,592,796.82

3138NJAK4

MORTGAGE BACKED SECURITIES FNMA POOL #0FN0009 3.53000000 10/1/2020 2,610,511.24

3128M6SC3

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-4715 6.00000000 6/1/2038 2,614,761.94

3128MBYW1

MORTGAGE BACKED SECURITIES FHLMC POOL #G1-3225 5.00000000 6/1/2023 2,653,486.77

3128M73F1

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-5898 5.00000000 6/1/2040 2,660,361.52

31415TF54

MORTGAGE BACKED SECURITIES FNMA POOL #0988588 5.50000000 8/1/2038 2,754,586.20

3138AUME4

MORTGAGE BACKED SECURITIES FNMA POOL #0AJ3056 3.50000000 10/1/2026 2,756,075.41

31292K2L0

MORTGAGE BACKED SECURITIES FHLMC POOL #C0-3479 5.00000000 6/1/2040 2,827,427.00

274

31416BN53

MORTGAGE BACKED SECURITIES FNMA POOL #0995112 5.50000000 7/1/2036 2,854,396.33

31410FUP8

MORTGAGE BACKED SECURITIES FNMA POOL #0888090 5.50000000 1/1/2037 2,855,086.75

3138EHT36

MORTGAGE BACKED SECURITIES FNMA POOL #0AL1469 7.00000000 3/1/2042 2,872,100.00

31416XJZ4

MORTGAGE BACKED SECURITIES FNMA POOL #0AB2079 4.00000000 1/1/2041 2,884,494.24

31414EJB1

MORTGAGE BACKED SECURITIES FNMA POOL #0963858 4.50000000 6/1/2023 2,886,151.23

999AB0785

MORTGAGE BACKED SECURITIES COMMIT TO PUR GNMA SF MTG 5.50000000 4/15/2042 2,894,325.00

3138AAYX3

MORTGAGE BACKED SECURITIES FNMA POOL #0AH8825 4.50000000 3/1/2041 2,937,376.37

31410GYN7

MORTGAGE BACKED SECURITIES FNMA POOL #0889117 5.00000000 10/1/2035 2,956,605.92

36241LPH3

MORTGAGE BACKED SECURITIES GNMA POOL #0783124 4.00000000 10/15/2025 2,959,612.78

999AA0604

MORTGAGE BACKED SECURITIES COMMIT TO PUR FNMA SF MTG 5.00000000 4/1/2042 3,024,448.00

31416BRY6

MORTGAGE BACKED SECURITIES FNMA POOL #0995203 5.00000000 7/1/2035 3,050,339.29

31419E4Z9

MORTGAGE BACKED SECURITIES FNMA POOL #0AE4439 4.50000000 10/1/2040 3,060,389.84

31402QWA5

MORTGAGE BACKED SECURITIES FNMA POOL #0735141 5.50000000 1/1/2035 3,067,992.19

31371NYC3

MORTGAGE BACKED SECURITIES FNMA POOL #0257307 6.00000000 8/1/2038 3,069,186.27

3128MCVC6

MORTGAGE BACKED SECURITIES FHLMC POOL #G1-4011 5.00000000 7/1/2025 3,088,851.04

31410GJX2

MORTGAGE BACKED SECURITIES FNMA POOL #0888678 5.00000000 12/1/2036 3,110,139.28

31416YYV4

MORTGAGE BACKED SECURITIES FNMA POOL #0AB3423 4.50000000 8/1/2041 3,182,528.08

3138A6FL9

MORTGAGE BACKED SECURITIES FNMA POOL #0AH4670 4.00000000 2/1/2041 3,192,096.02

3138AKXR5

MORTGAGE BACKED SECURITIES FNMA POOL #0AI6087 4.50000000 6/1/2041 3,203,595.25

31419A3K1

MORTGAGE BACKED SECURITIES FNMA POOL #0AE0801 6.00000000 9/1/2039 3,206,623.05

31417LCP8

MORTGAGE BACKED SECURITIES FNMA POOL #0AC1877 4.50000000 9/1/2039 3,207,793.60

31371NYW9

MORTGAGE BACKED SECURITIES FNMA POOL #0257325 5.50000000 8/1/2028 3,210,055.36

275

3128M6LZ9

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-4544 6.00000000 8/1/2038 3,231,031.87

999AA0083

MORTGAGE BACKED SECURITIES COMMIT TO PUR FNMA SF MTG 4.50000000 4/1/2027 3,253,742.40

3138AMUJ2

MORTGAGE BACKED SECURITIES FNMA POOL #0AI7784 4.50000000 7/1/2041 3,259,537.76

31408XSQ4

MORTGAGE BACKED SECURITIES FNMA POOL #0863727 2.39800000 1/1/2036 3,307,862.59

31419CL68

MORTGAGE BACKED SECURITIES FNMA POOL #0AE2148 3.50000000 2/1/2026 3,314,621.06

312945ZD3

MORTGAGE BACKED SECURITIES FHLMC POOL #A9-7040 4.00000000 2/1/2041 3,318,570.00

3138A7FP8

MORTGAGE BACKED SECURITIES FNMA POOL #0AH5573 4.00000000 2/1/2041 3,332,678.12

999ADR909

MORTGAGE BACKED SECURITIES COMMIT TO PUR GNMA SF MTG 3.50000000 4/15/2042 3,334,496.00

31371M5N3

MORTGAGE BACKED SECURITIES FNMA POOL #0256553 6.00000000 1/1/2037 3,339,620.10

36202EUU1

MORTGAGE BACKED SECURITIES GNMA II POOL #0004195 6.00000000 7/20/2038 3,348,625.00

36202FG26

MORTGAGE BACKED SECURITIES GNMA II POOL #0004717 6.00000000 6/20/2040 3,348,755.48

31410FYQ2

MORTGAGE BACKED SECURITIES FNMA POOL #0888219 5.50000000 3/1/2037 3,424,992.52

3128M43K7

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-3202 5.50000000 9/1/2037 3,432,081.42

3138E8PN6

MORTGAGE BACKED SECURITIES FNMA POOL #0AK4028 4.00000000 2/1/2042 3,458,467.46

3138A8Y42

MORTGAGE BACKED SECURITIES FNMA POOL #0AH7030 4.50000000 3/1/2041 3,494,931.80

3138E6U87

MORTGAGE BACKED SECURITIES FNMA POOL #0AK2406 3.50000000 2/1/2042 3,514,522.49

312946BH8

MORTGAGE BACKED SECURITIES FHLMC POOL #A9-7240 4.50000000 3/1/2041 3,515,289.21

999ACN586

MORTGAGE BACKED SECURITIES COMMIT TO PUR GNMA II JUMBOS 4.00000000 4/20/2042 3,540,273.00

3128MCJ97

MORTGAGE BACKED SECURITIES FHLMC POOL #G1-3688 4.50000000 10/1/2024 3,570,330.97

3128MJMB3

MORTGAGE BACKED SECURITIES FHLMC POOL #G0-8353 4.50000000 7/1/2039 3,570,442.09

31419A3J4

MORTGAGE BACKED SECURITIES FNMA POOL #0AE0800 3.79400000 12/1/2020 3,583,426.63

3138AR4B7

MORTGAGE BACKED SECURITIES FNMA POOL #0AJ0817 4.50000000 9/1/2041 3,598,122.89

276

31415PKH0

MORTGAGE BACKED SECURITIES FNMA POOL #0985096 6.00000000 12/1/2038 3,600,717.14

999ADJ865

MORTGAGE BACKED SECURITIES COMMIT TO PUR FNMA SF MTG 5.50000000 4/1/2042 3,617,239.60

31419JSM1

MORTGAGE BACKED SECURITIES FNMA POOL #0AE7723 4.00000000 11/1/2040 3,618,289.49

31292LCD5

MORTGAGE BACKED SECURITIES FHLMC POOL #C0-3668 5.00000000 5/1/2041 3,633,616.60

36290YXE3

MORTGAGE BACKED SECURITIES GNMA POOL #0621777 4.50000000 11/15/2033 3,663,959.06

3128JRJS6

MORTGAGE BACKED SECURITIES FHLMC POOL #84-7473 2.35800000 12/1/2035 3,686,006.61

31419GEB6

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286

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287

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288

912810QF8 TREASURIES US TREAS-CPI INFLAT 2.12500000 2/15/2040 7,022,021.45 912828QK9 TREASURIES U S TREASURY NOTE 0.62500000 2/28/2013 7,025,690.00 912828RR3 TREASURIES U S TREASURY NOTE 2.00000000 11/15/2021 7,038,817.50 912810PW2 TREASURIES U S TREASURY BOND 4.37500000 2/15/2038 7,054,582.50 912828RE2 TREASURIES U S TREASURY NOTE 1.50000000 8/31/2018 7,520,475.00 912828RU6 TREASURIES U S TREASURY NOTE 0.87500000 11/30/2016 7,599,792.96 912803BA0 TREASURIES U S TREASURY BD PRIN STRIP 0.00000000 11/15/2022 7,707,200.00 912828RX0 TREASURIES UNITED STATES TREAS NT 0.87500000 12/31/2016 7,789,049.10 912828MR8 TREASURIES U S TREASURY NOTE 2.37500000 2/28/2015 7,793,125.00 912828SD3 TREASURIES U S TREASURY NOTE 1.25000000 1/31/2019 7,832,480.00 912828RR3 TREASURIES U S TREASURY NOTE 2.00000000 11/15/2021 7,858,864.35 912810QP6 TREASURIES US TREAS-CPI INFLATION INDEX 2.12500000 2/15/2041 8,021,657.12 912828SJ0 TREASURIES U S TREASURY NOTE 0.87500000 2/28/2017 8,241,651.00 912828QH6 TREASURIES U S TREASURY NOTE 1.25000000 2/15/2014 8,440,353.00 912828QB9 TREASURIES U S TREASURY NOTE 2.87500000 3/31/2018 8,442,695.00 912828SH4 TREASURIES U S TREASURY NOTE 1.37500000 2/28/2019 8,674,864.00 912828SJ0 TREASURIES U S TREASURY NOTE 0.87500000 2/28/2017 8,738,136.00 912828PC8 TREASURIES U S TREASURY NOTE 2.62500000 11/15/2020 8,938,940.00 912828SB7 TREASURIES U S TREASURY NOTE 0.25000000 1/31/2014 9,541,145.25 912810QT8 TREASURIES U S TREASURY BOND 3.12500000 11/15/2041 9,592,200.00 912828SH4 TREASURIES U S TREASURY NOTE 1.37500000 2/28/2019 9,926,804.60 912828PS3 TREASURIES U S TREASURY NOTE 2.00000000 1/31/2016 9,996,192.15 912810QC5 TREASURIES U S TREASURY BOND 4.50000000 8/15/2039 10,030,300.00 912828SF8 TREASURIES U S TREASURY NOTE 2.00000000 2/15/2022 10,107,918.68 912828HC7 TREASURIES U S TREASURY NOTE 4.12500000 8/31/2012 10,162,900.00 912828MR8 TREASURIES U S TREASURY NOTE 2.37500000 2/28/2015 10,531,300.00 912828MR8 TREASURIES U S TREASURY NOTE 2.37500000 2/28/2015 10,531,300.00 912828QC7 TREASURIES U S TREASURY NOTE 1.25000000 4/15/2014 10,657,308.30 912828NA4 TREASURIES U S TREASURY NOTE 3.12500000 4/30/2017 10,682,125.00 912828MR8 TREASURIES U S TREASURY NOTE 2.37500000 2/28/2015 10,767,201.12 912810FP8 TREASURIES U S TREASURY BOND 5.37500000 2/15/2031 10,769,415.00 912810FA1 TREASURIES U S TREASURY BOND 6.37500000 8/15/2027 10,892,083.00 912828NZ9 TREASURIES U S TREASURY NOTE 1.25000000 9/30/2015 10,919,885.00 912828HE3 TREASURIES U S TREASURY NOTE 4.25000000 9/30/2012 11,222,090.00 912828HE3 TREASURIES U S TREASURY NOTE 4.25000000 9/30/2012 11,732,185.00 912828PL8 TREASURIES U S TREASURY NOTE 0.75000000 12/15/2013 11,785,410.00 912828SC5 TREASURIES U S TREASURY NTS 0.87500000 1/31/2017 11,925,936.00 912828RC6 TREASURIES U S TREASURY NOTE 2.12500000 8/15/2021 12,174,471.90 912810QN1 TREASURIES U S TREASURY BOND 4.75000000 2/15/2041 12,433,040.15 912828RU6 TREASURIES U S TREASURY NOTE 0.87500000 11/30/2016 12,472,144.50 912810QQ4 TREASURIES U S TREASURY BOND 4.37500000 5/15/2041 12,698,732.97 912828RW2 TREASURIES U S TREASURY NOTE 0.12500000 12/31/2013 12,706,140.00 912828PY0 TREASURIES U S TREASURY NOTE 2.75000000 2/28/2018 12,719,375.00 912828RX0 TREASURIES UNITED STATES TREAS NT 0.87500000 12/31/2016 13,130,911.20 912828PZ7 TREASURIES U S TREASURY NOTE 1.25000000 3/15/2014 13,736,250.00 912828NA4 TREASURIES U S TREASURY NOTE 3.12500000 4/30/2017 13,765,625.00 912828ND8 TREASURIES U S TREASURY NOTE 3.50000000 5/15/2020 13,835,532.00 912810QT8 TREASURIES U S TREASURY BOND 3.12500000 11/15/2041 13,927,874.40 912828SH4 TREASURIES U S TREASURY NOTE 1.37500000 2/28/2019 14,288,881.10 912828RJ1 TREASURIES U S TREASURY NOTE 1.00000000 9/30/2016 14,305,906.88 912828RF9 TREASURIES U S TREASURY NOTE 1.00000000 8/31/2016 14,361,490.00 912828QN3 TREASURIES U S TREASURY NOTE 3.12500000 5/15/2021 14,976,934.40 912828NN6 TREASURIES U S TREASURY NOTE 1.00000000 7/15/2013 15,139,455.00 912828MN7 TREASURIES U S TREASURY NOTE 1.37500000 2/15/2013 15,150,600.00 912828MT4 TREASURIES U S TREASURY NOTE 1.37500000 3/15/2013 15,162,300.00 912828NK2 TREASURIES U S TREASURY NOTE 2.50000000 6/30/2017 15,190,677.20

289

912828PE4 TREASURIES U S TREASURY NOTE 1.25000000 10/31/2015 15,910,752.00 912828QY9 TREASURIES U S TREASURY NOTE 2.25000000 7/31/2018 15,937,113.05 912828JW1 TREASURIES U S TREASURY NOTE 1.50000000 12/31/2013 16,011,801.90 912828KX7 TREASURIES U S TREASURY NOTE 1.87500000 6/15/2012 16,056,800.00 912828RV4 TREASURIES U S TREASURY NOTE 0.25000000 12/15/2014 16,201,874.00 912828LR9 TREASURIES U S TREASURY NOTE 1.37500000 10/15/2012 16,606,920.00 912828KX7 TREASURIES U S TREASURY NOTE 1.87500000 6/15/2012 16,658,930.00 912828RB8 TREASURIES U S TREASURY NOTE 0.50000000 8/15/2014 17,030,600.00 912828RS1 TREASURIES U S TREASURY NOTE 0.25000000 11/30/2013 17,281,662.00 912828KY5 TREASURIES U S TREASURY NOTE 2.62500000 6/30/2014 17,319,852.00 912828RB8 TREASURIES U S TREASURY NOTE 0.50000000 8/15/2014 17,441,338.00 912828MS6 TREASURIES U S TREASURY NOTE 3.00000000 2/28/2017 18,932,687.50 912828NY2 TREASURIES U S TREASURY NOTE 0.75000000 9/15/2013 20,132,820.00 912828MH0 TREASURIES U S TREASURY NOTE 2.25000000 1/31/2015 20,449,104.00 912828MA5 TREASURIES U S TREASURY NOTE 2.75000000 11/30/2016 20,616,189.55 912810QH4 TREASURIES U S TREASURY BOND 4.37500000 5/15/2040 20,813,790.40 912828QT0 TREASURIES U S TREASURY NOTE 2.37500000 6/30/2018 23,864,193.60 912828RM4 TREASURIES U S TREASURY NOTE 1.00000000 10/31/2016 23,964,762.50 912828SF8 TREASURIES U S TREASURY NOTE 2.00000000 2/15/2022 24,519,500.00 912828PE4 TREASURIES U S TREASURY NOTE 1.25000000 10/31/2015 25,498,050.00 912828NH9 TREASURIES U S TREASURY NOTE 1.12500000 6/15/2013 26,269,152.00 912828LZ1 TREASURIES U S TREASURY NOTE 2.12500000 11/30/2014 27,725,178.71 912828LD0 TREASURIES U S TREASURY NOTE 3.25000000 7/31/2016 28,278,018.40 912828PB0 TREASURIES U S TREASURY NOTE 0.50000000 10/15/2013 30,087,900.00 912828PU8 TREASURIES U S TREASURY NOTE 0.50000000 11/15/2013 30,090,240.00 912828NU0 TREASURIES U S TREASURY NOTE 0.75000000 8/15/2013 30,191,010.00 912828NC0 TREASURIES U S TREASURY NOTE 1.37500000 5/15/2013 30,373,830.00 912828NZ9 TREASURIES U S TREASURY NOTE 1.25000000 9/30/2015 30,616,410.00 912828JT8 TREASURIES U S TREASURY NOTE 2.00000000 11/30/2013 30,833,190.00 912828QU7 TREASURIES U S TREASURY NOTE 0.62500000 7/15/2014 32,155,008.00 912828QR4 TREASURIES U S TREASURY NOTE 1.50000000 6/30/2016 33,463,378.40 912828NL0 TREASURIES U S TREASURY NOTE 1.87500000 6/30/2015 36,638,236.80 912828RR3 TREASURIES U S TREASURY NOTE 2.00000000 11/15/2021 37,605,990.00 912828QS2 TREASURIES U S TREASURY NOTE 0.75000000 6/15/2014 40,312,480.00 912828NN6 TREASURIES U S TREASURY NOTE 1.00000000 7/15/2013 40,775,720.00 912828KV1 TREASURIES U S TREASURY NOTE 2.25000000 5/31/2014 45,760,000.00 912828QN3 TREASURIES U S TREASURY NOTE 3.12500000 5/15/2021 45,805,908.96 912828NP1 TREASURIES U S TREASURY NOTE 1.75000000 7/31/2015 46,403,646.75 912828RF9 TREASURIES U S TREASURY NOTE 1.00000000 8/31/2016 47,402,818.40 912828RW2 TREASURIES U S TREASURY NOTE 0.12500000 12/31/2013 49,828,100.00 912828RK8 TREASURIES U S TREASURY NOTE 0.12500000 9/30/2013 49,873,050.00 912828RD4 TREASURIES U S TREASURY NOTE 0.12500000 8/31/2013 49,886,700.00 9127956E6 TREASURIES U S TREASURY BILL 0.00000000 3/7/2013 49,920,100.00 912828SG6 TREASURIES U S TREASURY NOTE 0.25000000 2/28/2014 49,925,800.00 9127955Z0 TREASURIES U S TREASURY BILL 0.00000000 2/7/2013 49,927,750.00 912828SB7 TREASURIES U S TREASURY NOTE 0.25000000 1/31/2014 49,927,750.00 912828RS1 TREASURIES U S TREASURY NOTE 0.25000000 11/30/2013 49,947,250.00 9127955Q0 TREASURIES U S TREASURY BILL 0.00000000 12/13/2012 49,951,350.00 912828RN2 TREASURIES U S TREASURY NOTE 0.25000000 10/31/2013 49,953,100.00 9127955L1 TREASURIES U S TREASURY BILL 0.00000000 11/15/2012 49,959,050.00 9127955G2 TREASURIES U S TREASURY BILL 0.00000000 10/18/2012 49,964,100.00 9127956H9 TREASURIES U S TREASURY BILL 0.00000000 9/13/2012 49,971,000.00 9127956G1 TREASURIES U S TREASURY BILL 0.00000000 9/6/2012 49,972,750.00 9127956C0 TREASURIES U S TREASURY BILL 0.00000000 8/30/2012 49,975,000.00 9127956B2 TREASURIES U S TREASURY BILL 0.00000000 8/16/2012 49,979,250.00 9127955X5 TREASURIES UNITED STATES TREASURY BILL 0.00000000 7/19/2012 49,988,000.00

290

9127955K3 TREASURIES U S TREASURY BILL 0.00000000 4/26/2012 49,998,850.00 9127955H0 TREASURIES US TREASURY BILL 0.00000000 4/12/2012 49,999,550.00 9127953H2 TREASURIES U S TREASURY BILL 0.00000000 4/5/2012 49,999,900.00 912828PH7 TREASURIES U S TREASURY NOTE 0.37500000 8/31/2012 50,044,900.00 912828NX4 TREASURIES U S TREASURY NOTE 0.37500000 9/30/2012 50,052,750.00 912828PD6 TREASURIES U S TREASURY NOTE 0.37500000 10/31/2012 50,060,550.00 912828PV6 TREASURIES U S TREASURY NOTE 0.50000000 11/30/2012 50,103,500.00 912828QK9 TREASURIES U S TREASURY NOTE 0.62500000 2/28/2013 50,183,600.00 912828QE3 TREASURIES U S TREASURY NOTE 0.62500000 4/30/2013 50,209,000.00 912828QL7 TREASURIES U S TREASURY NOTE 0.75000000 3/31/2013 50,257,800.00 912828PC8 TREASURIES U S TREASURY NOTE 2.62500000 11/15/2020 50,332,542.04 912828JW1 TREASURIES U S TREASURY NOTE 1.50000000 12/31/2013 51,025,400.00 912828MA5 TREASURIES U S TREASURY NOTE 2.75000000 11/30/2016 51,851,232.00 912828KS8 TREASURIES U S TREASURY NOTE 2.62500000 2/29/2016 53,550,800.00 912828KR0 TREASURIES U S TREASURY NOTE 2.62500000 4/30/2016 53,609,400.00 912828QU7 TREASURIES U S TREASURY NOTE 0.62500000 7/15/2014 58,712,801.20 912828PR5 TREASURIES U S TREASURY NOTE 0.62500000 1/31/2013 60,208,800.00 912828SM3 TREASURIES U S TREASURY NOTE 1.00000000 3/31/2017 65,870,718.90 912828SF8 TREASURIES U S TREASURY NOTE 2.00000000 2/15/2022 70,469,043.00 912828KF6 TREASURIES U S TREASURY NOTE 1.87500000 2/28/2014 85,412,146.00 9127955V9 TREASURIES U S TREASURY BILL 0.00000000 1/10/2013 99,874,400.00 9127956J5 TREASURIES U S TREASURY BILL 0.00000000 9/27/2012 99,933,300.00 9127954B4 TREASURIES U S TREASURY BILL 0.00000000 7/26/2012 99,973,700.00 9127955W7 TREASURIES U S TREASURY BILL 0.00000000 7/12/2012 99,979,000.00 9127953S8 TREASURIES U S TREASURY BILL 0.00000000 5/31/2012 99,991,000.00 9127953N9 TREASURIES U S TREASURY BILL 0.00000000 5/3/2012 99,996,600.00 912828PW4 TREASURIES U S TREASURY NOTE 0.62500000 12/31/2012 100,316,400.00 9127953W9 TREASURIES U S TREASURY BILL 0.00000000 6/28/2012 149,974,650.00

ATTACHMENT K

SUMMARY OF SECURITIES LENDING COLLATERAL REINVESTMENT ASSETS

Security ID Asset Type Description Coupon Stated Maturity Par Value

99ZAGQHG5 REPURCHASE AGREEMENTS JPM REPO A REPO 0.05500000 4/2/2012 200,000,000.0000

99ZAGQHS9 REPURCHASE AGREEMENTS RBS REPO A REPO 0.06000000 4/2/2012 325,000,000.0000

039483BA9 CORPORATE BONDS ARCHER-DANIELS-MIDLAND CO 0.67000000 8/13/2012 26,250,000.0000 05565QBV9 CORPORATE BONDS BP CAPITAL MARKETS PLC 0.92575000 6/6/2013 12,915,000.0000

14912L4P3 CORPORATE BONDS CATERPILLAR FINANCIAL SERVICES 0.67060000 11/28/2012 21,000,000.0000

14912L4R9 CORPORATE BONDS CATERPILLAR FINANCIAL SERVICES 0.65310000 2/22/2013 9,700,000.0000

149123BW0 CORPORATE BONDS CATERPILLAR INC 0.66310000 5/21/2013 4,400,000.0000

291

24422ERJ0 CORPORATE BONDS JOHN DEERE CAPITAL CORP 0.86815000 10/4/2013 28,000,000.0000

22532XAM0 CERTIFICATE OF DEPOSIT

CREDIT AGRICOLE CORPORATE AND 1.12650000 4/13/2012 20,000,000.0000

46623EJF7 CORPORATE BONDS JPMORGAN CHASE & CO 1.36110000 1/24/2014 2,700,000.0000

99ZAGQHE0 REPURCHASE AGREEMENTS ML REPO B REPO 0.05000000 4/2/2012 215,141,569.0000

99ZAGQE45 REPURCHASE AGREEMENTS HSBC AGCY REPO 0.06000000 4/2/2012 32,330,581.0000

99ZAGQHP5 REPURCHASE AGREEMENTS DEUTSCHE REPO A REPO 0.05000000 4/2/2012 200,000,000.0000

99ZAGQHQ3 REPURCHASE AGREEMENTS BARCLAYS REPO A REPO 0.08000000 4/2/2012 325,000,000.0000

69371RJ80 CORPORATE BONDS PACCAR FINANCIAL CORP 0.69300000 4/5/2013 4,670,000.0000 055451AM0 CORPORATE BONDS BHP BILLITON FIN USA LTD 0.76160000 2/18/2014 15,600,000.0000 882508AS3 CORPORATE BONDS TEXAS INSTRUMENTS INC 0.68260000 5/15/2013 23,400,000.0000 90331HMB6 CORPORATE BONDS US BANK NA/CINCINNATI OH 0.77910000 10/26/2012 20,000,000.0000 191216AQ3 CORPORATE BONDS COCA-COLA CO/THE 0.55260000 5/15/2012 25,200,000.0000

459200GV7 CORPORATE BONDS INTERNATIONAL BUSINESS MACHINE 0.50365000 6/15/2012 18,900,000.0000

46636JAE3 COMMERCIAL PAPER MORGAN J P CHASE IB NT 0.20575000 4/5/2012 21,100,000.0000 69372AEX6 COMMERCIAL PAPER PACCAR FINL CORP DISC 0.00000000 5/31/2012 20,000,000.0000 9127956H9 TREASURIES U S TREASURY BILL 0.00000000 9/13/2012 29,100,000.0000

06416P5B1 CERTIFICATE OF DEPOSIT BANK OF NOVA SCOTIA/HOUSTON 0.79000000 3/12/2012 0.0000

822582AP7 CORPORATE BONDS SHELL INTERNATIONAL FINANCE BV 0.82415000 6/22/2012 25,000,000.0000

06417DUP8 CERTIFICATE OF DEPOSIT BANK OF NOVA SCOTIA/HOUSTON 0.67355000 6/11/2012 10,000,000.0000

78008KX81 CORPORATE BONDS ROYAL BANK OF CANADA 0.62455000 3/8/2013 13,600,000.0000 89153UAC5 CORPORATE BONDS TOTAL CAPITAL CANADA LTD 0.60000000 5/13/2013 22,000,000.0000 742718DT3 CORPORATE BONDS PROCTER & GAMBLE CO/THE 0.54600000 11/14/2012 11,500,000.0000 89233P5U6 CORPORATE BONDS TOYOTA MOTOR CREDIT CORP 0.77650000 1/14/2013 3,600,000.0000 89233P5H5 CORPORATE BONDS TOYOTA MOTOR CREDIT CORP 0.77950000 10/12/2012 18,400,000.0000 89114QAD0 CORPORATE BONDS TORONTO-DOMINION BANK 0.73910000 7/26/2013 19,500,000.0000 89114QAF5 CORPORATE BONDS TORONTO-DOMINION BANK 0.99685000 11/1/2013 8,000,000.0000

36962GR89 CORPORATE BONDS GENERAL ELECTRIC CAPITAL CORP 0.72660000 7/27/2012 18,414,000.0000

36962GX58 CORPORATE BONDS GENERAL ELECTRIC CAPITAL CORP 0.67235000 8/2/2012 10,000,000.0000

36962G2U7 CORPORATE BONDS GENERAL ELECTRIC CAPITAL CORP 0.67325000 5/8/2013 2,000,000.0000

084670AY4 CORPORATE BONDS BERKSHIRE HATHAWAY INC 0.94000000 2/11/2013 9,346,000.0000

313373NC2 GOVERNMENT AGENCIES FEDERAL HOME LN BK CONS BD 0.18100000 11/1/2012 12,000,000.0000

3133784J7 GOVERNMENT AGENCIES FEDERAL HOME LN BK CONS BD 0.15200000 2/14/2014 11,100,000.0000

478160BB9 CORPORATE BONDS JOHNSON & JOHNSON 0.50260000 5/15/2013 23,700,000.0000 428236BA0 CORPORATE BONDS HEWLETT-PACKARD CO 0.59855000 9/13/2012 7,500,000.0000 428236BG7 CORPORATE BONDS HEWLETT-PACKARD CO 0.77160000 5/24/2013 22,500,000.0000

52517PG39 CORPORATE BONDS LEHMAN BROTHERS HLDGS INC MTN 3.68000000 4/3/2009 20,000,000.0000

52517PW31 CORPORATE BONDS LEHMAN BROTHERS HLDGS INC MTN 3.28000000 3/23/2009 30,000,000.0000

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ATTACHMENT L

State of Florida PUR 1001

General Instructions to Respondents Contents 1. Definitions.

2. General Instructions.

3. Electronic Submission of Responses.

4. Terms and Conditions.

5. Questions.

6. Conflict of Interest.

7. Convicted Vendors.

8. Discriminatory Vendors.

9. Respondent’s Representation and Authorization.

10. Manufacturer’s Name and Approved Equivalents.

11. Performance Qualifications.

12. Public Opening.

13. Electronic Posting of Notice of Intended Award.

14. Firm Response.

15. Clarifications/Revisions.

16. Minor Irregularities/Right to Reject.

17. Contract Formation.

18. Contract Overlap.

19. Public Records.

20. Protests.

21. Limitation on Vendor Contact with Agency during Solicitation Period 1. Definitions. The definitions found in s. 60A-1.001, F.A.C. shall apply to this agreement. The following additional terms are also defined: (a) "Buyer" means the entity that has released the solicitation. The “Buyer” may also be the “Customer” as

defined in the PUR 1000 if that entity meets the definition of both terms. (b) "Procurement Officer" means the Buyer's contracting personnel, as identified in the Introductory Materials. (c) "Respondent" means the entity that submits materials to the Buyer in accordance with these Instructions. (d) "Response" means the material submitted by the respondent in answering the solicitation. (e) "Timeline" means the list of critical dates and actions included in the Introductory Materials.

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2. General Instructions. Potential respondents to the solicitation are encouraged to carefully review all the materials contained herein and prepare responses accordingly. 3. Electronic Submission of Responses. Respondents are required to submit responses electronically. For this purpose, all references herein to signatures, signing requirements, or other required acknowledgments hereby include electronic signature by means of clicking the "Submit Response" button (or other similar symbol or process) attached to or logically associated with the response created by the respondent within MyFloridaMarketPlace. The respondent agrees that the action of electronically submitting its response constitutes:

• an electronic signature on the response, generally, • an electronic signature on any form or section specifically calling for a signature, and • an affirmative agreement to any statement contained in the solicitation that requires a definite

confirmation or acknowledgement. 4. Terms and Conditions. All responses are subject to the terms of the following sections of this solicitation, which, in case of conflict, shall have the order of precedence listed:

• Technical Specifications, • Special Conditions and Instructions, • Instructions to Respondents (PUR 1001), • General Conditions (PUR 1000), and • Introductory Materials.

The Buyer objects to and shall not consider any additional terms or conditions submitted by a respondent, including any appearing in documents attached as part of a respondent’s response. In submitting its response, a respondent agrees that any additional terms or conditions, whether submitted intentionally or inadvertently, shall have no force or effect. Failure to comply with terms and conditions, including those specifying information that must be submitted with a response, shall be grounds for rejecting a response. 5. Questions. Respondents shall address all questions regarding this solicitation to the Procurement Officer. Questions must be submitted via the Q&A Board within MyFloridaMarketPlace and must be RECEIVED NO LATER THAN the time and date reflected on the Timeline. Questions shall be answered in accordance with the Timeline. All questions submitted shall be published and answered in a manner that all respondents will be able to view. Respondents shall not contact any other employee of the Buyer or the State for information with respect to this solicitation. Each respondent is responsible for monitoring the MyFloridaMarketPlace site for new or changing information. The Buyer shall not be bound by any verbal information or by any written information that is not contained within the solicitation documents or formally noticed and issued by the Buyer's contracting personnel. Questions to the Procurement Officer or to any Buyer personnel shall not constitute formal protest of the specifications or of the solicitation, a process addressed in paragraph 19 of these Instructions. 6. Conflict of Interest. This solicitation is subject to chapter 112 of the Florida Statutes. Respondents shall disclose with their response the name of any officer, director, employee or other agent who is also an employee of the State. Respondents shall also disclose the name of any State employee who owns, directly or indirectly, an interest of five percent (5%) or more in the respondent or its affiliates. 7. Convicted Vendors. A person or affiliate placed on the convicted vendor list following a conviction for a public entity crime is prohibited from doing any of the following for a period of 36 months from the date of being placed on the convicted vendor list:

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• submitting a bid on a contract to provide any goods or services to a public entity; • submitting a bid on a contract with a public entity for the construction or repair of a public building or

public work; • submitting bids on leases of real property to a public entity; • being awarded or performing work as a contractor, supplier, subcontractor, or consultant under a

contract with any public entity; and • transacting business with any public entity in excess of the Category Two threshold amount ($25,000)

provided in section 287.017 of the Florida Statutes. 8. Discriminatory Vendors. An entity or affiliate placed on the discriminatory vendor list pursuant to section 287.134 of the Florida Statutes may not:

• submit a bid on a contract to provide any goods or services to a public entity; • submit a bid on a contract with a public entity for the construction or repair of a public building or

public work; • submit bids on leases of real property to a public entity; • be awarded or perform work as a contractor, supplier, sub-contractor, or consultant under a contract with

any public entity; or • transact business with any public entity.

9. Respondent’s Representation and Authorization. In submitting a response, each respondent understands, represents, and acknowledges the following (if the respondent cannot so certify to any of following, the respondent shall submit with its response a written explanation of why it cannot do so).

• The respondent is not currently under suspension or debarment by the State or any other governmental authority.

• To the best of the knowledge of the person signing the response, the respondent, its affiliates, subsidiaries, directors, officers, and employees are not currently under investigation by any governmental authority and have not in the last ten (10) years been convicted or found liable for any act prohibited by law in any jurisdiction, involving conspiracy or collusion with respect to bidding on any public contract.

• Respondent currently has no delinquent obligations to the State, including a claim by the State for liquidated damages under any other contract.

• The submission is made in good faith and not pursuant to any agreement or discussion with, or inducement from, any firm or person to submit a complementary or other noncompetitive response.

• The prices and amounts have been arrived at independently and without consultation, communication, or agreement with any other respondent or potential respondent; neither the prices nor amounts, actual or approximate, have been disclosed to any respondent or potential respondent, and they will not be disclosed before the solicitation opening.

• The respondent has fully informed the Buyer in writing of all convictions of the firm, its affiliates (as defined in section 287.133(1)(a) of the Florida Statutes), and all directors, officers, and employees of the firm and its affiliates for violation of state or federal antitrust laws with respect to a public contract for violation of any state or federal law involving fraud, bribery, collusion, conspiracy or material misrepresentation with respect to a public contract. This includes disclosure of the names of current employees who were convicted of contract crimes while in the employ of another company.

• Neither the respondent nor any person associated with it in the capacity of owner, partner, director, officer, principal, investigator, project director, manager, auditor, or position involving the administration of federal funds: o Has within the preceding three years been convicted of or had a civil judgment rendered against

them or is presently indicted for or otherwise criminally or civilly charged for: commission of fraud

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or a criminal offense in connection with obtaining, attempting to obtain, or performing a federal, state, or local government transaction or public contract; violation of federal or state antitrust statutes; or commission of embezzlement, theft, forgery, bribery, falsification or destruction of records, making false statements, or receiving stolen property; or

o Has within a three-year period preceding this certification had one or more federal, state, or local government contracts terminated for cause or default.

• The product offered by the respondent will conform to the specifications without exception. • The respondent has read and understands the Contract terms and conditions, and the submission is made

in conformance with those terms and conditions. • If an award is made to the respondent, the respondent agrees that it intends to be legally bound to the

Contract that is formed with the State. • The respondent has made a diligent inquiry of its employees and agents responsible for preparing,

approving, or submitting the response, and has been advised by each of them that he or she has not participated in any communication, consultation, discussion, agreement, collusion, act or other conduct inconsistent with any of the statements and representations made in the response.

• The respondent shall indemnify, defend, and hold harmless the Buyer and its employees against any cost, damage, or expense which may be incurred or be caused by any error in the respondent’s preparation of its bid.

• All information provided by, and representations made by, the respondent are material and important and will be relied upon by the Buyer in awarding the Contract. Any misstatement shall be treated as fraudulent concealment from the Buyer of the true facts relating to submission of the bid. A misrepresentation shall be punishable under law, including, but not limited to, Chapter 817 of the Florida Statutes.

10. Manufacturer’s Name and Approved Equivalents. Unless otherwise specified, any manufacturers’ names, trade names, brand names, information or catalog numbers listed in a specification are descriptive, not restrictive. With the Buyer’s prior approval, the Contractor may provide any product that meets or exceeds the applicable specifications. The Contractor shall demonstrate comparability, including appropriate catalog materials, literature, specifications, test data, etc. The Buyer shall determine in its sole discretion whether a product is acceptable as an equivalent. 11. Performance Qualifications. The Buyer reserves the right to investigate or inspect at any time whether the product, qualifications, or facilities offered by Respondent meet the Contract requirements. Respondent shall at all times during the Contract term remain responsive and responsible. In determining Respondent’s responsibility as a Respondent, the agency shall consider all information or evidence which is gathered or comes to the attention of the agency which demonstrates the Respondent’s capability to fully satisfy the requirements of the solicitation and the contract. Respondent must be prepared, if requested by the Buyer, to present evidence of experience, ability, and financial standing, as well as a statement as to plant, machinery, and capacity of the respondent for the production, distribution, and servicing of the product bid. If the Buyer determines that the conditions of the solicitation documents are not complied with, or that the product proposed to be furnished does not meet the specified requirements, or that the qualifications, financial standing, or facilities are not satisfactory, or that performance is untimely, the Buyer may reject the response or terminate the Contract. Respondent may be disqualified from receiving awards if respondent, or anyone in respondent’s employment, has previously failed to perform satisfactorily in connection with public bidding or contracts. This paragraph shall not mean or imply that it is obligatory upon the Buyer to make an investigation either before or after award of the Contract, but should the Buyer elect to do so, respondent is not relieved from fulfilling all Contract requirements.

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12. Public Opening. Responses shall be opened on the date and at the location indicated on the Timeline. Respondents may, but are not required to, attend. The Buyer may choose not to announce prices or release other materials pursuant to s. 119.071(1)(b), Florida Statutes. Any person requiring a special accommodation because of a disability should contact the Procurement Officer at least five (5) workdays prior to the solicitation opening. If you are hearing or speech impaired, please contact the Buyer by using the Florida Relay Service at (800) 955-8771 (TDD). 13. Electronic Posting of Notice of Intended Award. Based on the evaluation, on the date indicated on the Timeline the Buyer shall electronically post a notice of intended award at http://fcn.state.fl.us/owa_vbs/owa/vbs_www.main_menu. If the notice of award is delayed, in lieu of posting the notice of intended award the Buyer shall post a notice of the delay and a revised date for posting the notice of intended award. Any person who is adversely affected by the decision shall file with the Buyer a notice of protest within 72 hours after the electronic posting. The Buyer shall not provide tabulations or notices of award by telephone. 14. Firm Response. The Buyer may make an award within sixty (60) days after the date of the opening, during which period responses shall remain firm and shall not be withdrawn. If award is not made within sixty (60) days, the response shall remain firm until either the Buyer awards the Contract or the Buyer receives from the respondent written notice that the response is withdrawn. Any response that expresses a shorter duration may, in the Buyer's sole discretion, be accepted or rejected. 15. Clarifications/Revisions. Before award, the Buyer reserves the right to seek clarifications or request any information deemed necessary for proper evaluation of submissions from all respondents deemed eligible for Contract award. Failure to provide requested information may result in rejection of the response. 16. Minor Irregularities/Right to Reject. The Buyer reserves the right to accept or reject any and all bids, or separable portions thereof, and to waive any minor irregularity, technicality, or omission if the Buyer determines that doing so will serve the State’s best interests. The Buyer may reject any response not submitted in the manner specified by the solicitation documents. 17. Contract Formation. The Buyer shall issue a notice of award, if any, to successful respondent(s), however, no contract shall be formed between respondent and the Buyer until the Buyer signs the Contract. The Buyer shall not be liable for any costs incurred by a respondent in preparing or producing its response or for any work performed before the Contract is effective. 18. Contract Overlap. Respondents shall identify any products covered by this solicitation that they are currently authorized to furnish under any state term contract. By entering into the Contract, a Contractor authorizes the Buyer to eliminate duplication between agreements in the manner the Buyer deems to be in its best interest. 19. Public Records. Article 1, section 24, Florida Constitution, guarantees every person access to all public records, and Section 119.011, Florida Statutes, provides a broad definition of public record. As such, all responses to a competitive solicitation are public records unless exempt by law. Any respondent claiming that its response contains information that is exempt from the public records law shall clearly segregate and mark that information and provide the specific statutory citation for such exemption.

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20. Protests. Any protest concerning this solicitation shall be made in accordance with sections 120.57(3) and 287.042(2) of the Florida Statutes and chapter 28-110 of the Florida Administrative Code. Questions to the Procurement Officer shall not constitute formal notice of a protest. It is the Buyer's intent to ensure that specifications are written to obtain the best value for the State and that specifications are written to ensure competitiveness, fairness, necessity and reasonableness in the solicitation process. Section 120.57(3)(b), F.S. and Section 28-110.003, Fla. Admin. Code require that a notice of protest of the solicitation documents shall be made within seventy-two hours after the posting of the solicitation.

Section 120.57(3)(a), F.S. requires the following statement to be included in the solicitation: "Failure to file a protest within the time prescribed in section 120.57(3), Florida Statutes, shall constitute a waiver of proceedings under Chapter 120, Florida Statutes." Section 28-110.005, Fla. Admin. Code requires the following statement to be included in the solicitation: "Failure to file a protest within the time prescribed in Section 120.57(3), Florida Statutes, or failure to post the bond or other security required by law within the time allowed for filing a bond shall constitute a waiver of proceedings under Chapter 120, Florida Statutes.” 21. Limitation on Respondent Contact with Agency During Solicitation Period. Respondents to this solicitation or persons acting on their behalf may not contact, between the release of the solicitation and the end of the 72-hour period following the agency posting the notice of intended award, excluding Saturdays, Sundays, and state holidays, any employee or officer of the executive or legislative branch concerning any aspect of this solicitation, except in writing to the procurement officer or as provided in the solicitation documents. Violation of this provision may be grounds for rejecting a response.

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ATTACHMENT M

State of Florida PUR 1000

General Contract Conditions Contents 1. Definitions. 2. Purchase Orders. 3. Product Version. 4. Price Changes Applicable only to Term Contracts. 5. Additional Quantities. 6. Packaging. 7. Inspection at Contractor’s Site. 8. Safety Standards. 9. Americans with Disabilities Act. 10. Literature. 11. Transportation and Delivery. 12. Installation. 13. Risk of Loss. 14. Transaction Fee. 15. Invoicing and Payment. 16. Taxes. 17. Governmental Restrictions. 18. Lobbying and Integrity. 19. Indemnification. 20. Limitation of Liability. 21. Suspension of Work. 22. Termination for Convenience. 23. Termination for Cause. 24. Force Majeure, Notice of Delay, and No Damages for Delay. 25. Changes. 26. Renewal. 27. Purchase Order Duration. 28. Advertising. 29. Assignment. 30. Antitrust Assignment 31. Dispute Resolution. 32. Employees, Subcontractors, and Agents. 33. Security and Confidentiality. 34. Contractor Employees, Subcontractors, and Other Agents. 35. Insurance Requirements. 36. Warranty of Authority. 37. Warranty of Ability to Perform. 38. Notices. 39. Leases and Installment Purchases. 40. Prison Rehabilitative Industries and Diversified Enterprises, Inc. (PRIDE). 41. Products Available from the Blind or Other Handicapped. 42. Modification of Terms. 43. Cooperative Purchasing.

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44. Waiver. 45. Annual Appropriations. 46. Execution in Counterparts. 47. Severability. 1. Definitions. The definitions contained in s. 60A-1.001, F.A.C. shall apply to this agreement. The following additional terms are also defined: (a) “Contract” means the legally enforceable agreement that results from a successful solicitation. The parties to the Contract will be the Customer and Contractor. (b) “Customer” means the State agency or other entity identified in a contract as the party to receive commodities or contractual services pursuant to a contract or that orders commodities or contractual services via purchase order or other contractual instrument from the Contractor under the Contract. The “Customer” may also be the “Buyer” as defined in the PUR 1001 if it meets the definition of both terms. (c) “Product” means any deliverable under the Contract, which may include commodities, services, technology or software. (d) “Purchase order” means the form or format a Customer uses to make a purchase under the Contract (e.g., a formal written purchase order, electronic purchase order, procurement card, contract or other authorized means). 2. Purchase Orders. In contracts where commodities or services are ordered by the Customer via purchase order, Contractor shall not deliver or furnish products until a Customer transmits a purchase order. All purchase orders shall bear the Contract or solicitation number, shall be placed by the Customer directly with the Contractor, and shall be deemed to incorporate by reference the Contract and solicitation terms and conditions. Any discrepancy between the Contract terms and the terms stated on the Contractor’s order form, confirmation, or acknowledgement shall be resolved in favor of terms most favorable to the Customer. A purchase order for services within the ambit of section 287.058(1) of the Florida Statutes shall be deemed to incorporate by reference the requirements of subparagraphs (a) through (f) thereof. Customers shall designate a contract manager and a contract administrator as required by subsections 287.057(15) and (16) of the Florida Statutes. 3. Product Version. Purchase orders shall be deemed to reference a manufacturer’s most recently release model or version of the product at the time of the order, unless the Customer specifically requests in writing an earlier model or version and the contractor is willing to provide such model or version. 4. Price Changes Applicable only to Term Contracts. If this is a term contract for commodities or services, the following provisions apply. (a) Quantity Discounts. Contractors are urged to offer additional discounts for one time delivery of large single orders. Customers should seek to negotiate additional price concessions on quantity purchases of any products offered under the Contract. State Customers shall document their files accordingly. (b) Best Pricing Offer. During the Contract term, if the Customer becomes aware of better pricing offered by the Contractor for substantially the same or a smaller quantity of a product outside the Contract, but upon the same or similar terms of the Contract, then at the discretion of the Customer the price under the Contract shall be immediately reduced to the lower price.

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(c) Sales Promotions. In addition to decreasing prices for the balance of the Contract term due to a change in market conditions, a Contractor may conduct sales promotions involving price reductions for a specified lesser period. A Contractor shall submit to the Contract Specialist documentation identifying the proposed (1) starting and ending dates of the promotion, (2) products involved, and (3) promotional prices compared to then-authorized prices. Promotional prices shall be available to all Customers. Upon approval, the Contractor shall provide conspicuous notice of the promotion. (d) Trade-In. Customers may trade-in equipment when making purchases from the Contract. A trade-in shall be negotiated between the Customer and the Contractor. Customers are obligated to actively seek current fair market value when trading equipment, and to keep accurate records of the process. For State agencies, it may be necessary to provide documentation to the Department of Financial Services and to the agency property custodian pursuant to Chapter 273, F.S. (e) Equitable Adjustment. The Customer may, in its sole discretion, make an equitable adjustment in the Contract terms or pricing if pricing or availability of supply is affected by extreme and unforeseen volatility in the marketplace, that is, by circumstances that satisfy all the following criteria: (1) the volatility is due to causes wholly beyond the Contractor’s control, (2) the volatility affects the marketplace or industry, not just the particular Contract source of supply, (3) the effect on pricing or availability of supply is substantial, and (4) the volatility so affects the Contractor that continued performance of the Contract would result in a substantial loss. 5. Additional Quantities. For a period not exceeding ninety (90) days from the date of solicitation award, the Customer reserves the right to acquire additional quantities up to the amount shown on the solicitation but not to exceed the threshold for Category Two at the prices submitted in the response to the solicitation. 6. Packaging. Tangible product shall be securely and properly packed for shipment, storage, and stocking in appropriate, clearly labeled, shipping containers and according to accepted commercial practice, without extra charge for packing materials, cases, or other types of containers. All containers and packaging shall become and remain Customer’s property. 7. Inspection at Contractor’s Site. The Customer reserves the right to inspect, at any reasonable time with prior notice, the equipment or product or plant or other facilities of a Contractor to assess conformity with Contract requirements and to determine whether they are adequate and suitable for proper and effective Contract performance. 8. Safety Standards. All manufactured items and fabricated assemblies subject to operation under pressure, operation by connection to an electric source, or operation involving connection to a manufactured, natural, or LP gas source shall be constructed and approved in a manner acceptable to the appropriate State inspector. Acceptability customarily requires, at a minimum, identification marking of the appropriate safety standard organization, where such approvals of listings have been established for the type of device offered and furnished, for example: the American Society of Mechanical Engineers for pressure vessels; the Underwriters Laboratories and/or National Electrical Manufacturers’ Association for electrically operated assemblies; and the American Gas Association for gas-operated assemblies. In addition, all items furnished shall meet all applicable requirements of the Occupational Safety and Health Act and state and federal requirements relating to clean air and water pollution. 9. Americans with Disabilities Act. Contractors should identify any products that may be used or adapted for use by visually, hearing, or other physically impaired individuals.

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10. Literature. Upon request, the Contractor shall furnish literature reasonably related to the product offered, for example, user manuals, price schedules, catalogs, descriptive brochures, etc. 11. Transportation and Delivery. Prices shall include all charges for packing, handling, freight, distribution, and inside delivery. Transportation of goods shall be FOB Destination to any point within thirty (30) days after the Customer places an Order. A Contractor, within five (5) days after receiving a purchase order, shall notify the Customer of any potential delivery delays. Evidence of inability or intentional delays shall be cause for Contract cancellation and Contractor suspension. 12. Installation. Where installation is required, Contractor shall be responsible for placing and installing the product in the required locations at no additional charge, unless otherwise designated on the Contract or purchase order. Contractor’s authorized product and price list shall clearly and separately identify any additional installation charges. All materials used in the installation shall be of good quality and shall be free of defects that would diminish the appearance of the product or render it structurally or operationally unsound. Installation includes the furnishing of any equipment, rigging, and materials required to install or replace the product in the proper location. Contractor shall protect the site from damage and shall repair damages or injury caused during installation by Contractor or its employees or agents. If any alteration, dismantling, excavation, etc., is required to achieve installation, the Contractor shall promptly restore the structure or site to its original condition. Contractor shall perform installation work so as to cause the least inconvenience and interference with Customers and with proper consideration of others on site. Upon completion of the installation, the location and surrounding area of work shall be left clean and in a neat and unobstructed condition, with everything in satisfactory repair and order. 13. Risk of Loss. Matters of inspection and acceptance are addressed in s. 215.422, F.S. Until acceptance, risk of loss or damage shall remain with the Contractor. The Contractor shall be responsible for filing, processing, and collecting all damage claims. To assist the Contractor with damage claims, the Customer shall: record any evidence of visible damage on all copies of the delivering carrier’s Bill of Lading; report damages to the carrier and the Contractor; and provide the Contractor with a copy of the carrier’s Bill of Lading and damage inspection report. When a Customer rejects a product, Contractor shall remove it from the premises within ten days after notification or rejection. Upon rejection notification, the risk of loss of rejected or non-conforming product shall remain with the Contractor. Rejected product not removed by the Contractor within ten days shall be deemed abandoned by the Contractor, and the Customer shall have the right to dispose of it as its own property. Contractor shall reimburse the Customer for costs and expenses incurred in storing or effecting removal or disposition of rejected product.

14. Transaction Fee. The State of Florida has instituted MyFloridaMarketPlace, a statewide eProcurement System (“System”). Pursuant to section 287.057(23), Florida Statutes (2002), all payments shall be assessed a Transaction Fee of one percent (1.0%), which the Contractor shall pay to the State, unless exempt pursuant to 60A-1.032, F.A.C.

For payments within the State accounting system (FLAIR or its successor), the Transaction Fee shall, when possible, be automatically deducted from payments to the Contractor. If automatic deduction is not possible, the Contractor shall pay the Transaction Fee pursuant to Rule 60A-1.031(2), F.A.C. By submission of these reports and corresponding payments, Contractor certifies their correctness. All such reports and payments shall be subject to audit by the State or its designee.

Contractor shall receive a credit for any Transaction Fee paid by the Contractor for the purchase of any item(s) if such item(s) are returned to the Contractor through no fault, act, or omission of the Contractor. Notwithstanding the foregoing, a Transaction Fee is non-refundable when an item is rejected or returned, or declined, due to the Contractor’s failure to perform or comply with specifications or requirements of the agreement.

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Failure to comply with these requirements shall constitute grounds for declaring the Contractor in default and recovering reprocurement costs from the Contractor in addition to all outstanding fees. CONTRACTORS DELINQUENT IN PAYING TRANSACTION FEES MAY BE SUBJECT TO BEING REMOVED FROM THE DEPARTMENT OF MANAGEMENT SERVICES’ VENDOR LIST AS PROVIDED IN RULE 60A-1.006, F.A.C. 15. Invoicing and Payment. Invoices shall contain the Contract number, purchase order number if applicable, and the appropriate vendor identification number. The State may require any other information from the Contractor that the State deems necessary to verify any purchase order placed under the Contract.

At the State's option, Contractors may be required to invoice electronically pursuant to guidelines of the Department of Management Services. Current guidelines require that Contractor supply electronic invoices in lieu of paper-based invoices for those transactions processed through the system. Electronic invoices shall be submitted to the Customer through the Ariba Supplier Network (ASN) in one of the following mechanisms – EDI 810, cXML, or web-based invoice entry within the ASN.

Payment shall be made in accordance with sections 215.422 and 287.0585 of the Florida Statutes, which govern time limits for payment of invoices. Invoices that must be returned to a Contractor due to preparation errors will result in a delay in payment. Contractors may call (850) 413-7269 Monday through Friday to inquire about the status of payments by State Agencies. The Customer is responsible for all payments under the Contract. A Customer’s failure to pay, or delay in payment, shall not constitute a breach of the Contract and shall not relieve the Contractor of its obligations to the Department or to other Customers.

16. Taxes. The State does not pay Federal excise or sales taxes on direct purchases of tangible personal property. The State will not pay for any personal property taxes levied on the Contractor or for any taxes levied on employees’ wages. Any exceptions to this paragraph shall be explicitly noted by the Customer in the special contract conditions section of the solicitation or in the Contract or purchase order. 17. Governmental Restrictions. If the Contractor believes that any governmental restrictions have been imposed that require alteration of the material, quality, workmanship or performance of the products offered under the Contract, the Contractor shall immediately notify the Customer in writing, indicating the specific restriction. The Customer reserves the right and the complete discretion to accept any such alteration or to cancel the Contract at no further expense to the Customer. 18. Lobbying and Integrity. Customers shall ensure compliance with Section 11.062, FS and Section 216.347, FS. The Contractor shall not, in connection with this or any other agreement with the State, directly or indirectly (1) offer, confer, or agree to confer any pecuniary benefit on anyone as consideration for any State officer or employee’s decision, opinion, recommendation, vote, other exercise of discretion, or violation of a known legal duty, or (2) offer, give, or agree to give to anyone any gratuity for the benefit of, or at the direction or request of, any State officer or employee. For purposes of clause (2), “gratuity” means any payment of more than nominal monetary value in the form of cash, travel, entertainment, gifts, meals, lodging, loans, subscriptions, advances, deposits of money, services, employment, or contracts of any kind. Upon request of the Customer’s Inspector General, or other authorized State official, the Contractor shall provide any type of information the Inspector General deems relevant to the Contractor’s integrity or responsibility. Such information may include, but shall not be limited to, the Contractor’s business or financial records, documents, or files of any type or form that refer to or relate to the Contract. The Contractor shall retain such records for the longer of (1) three years after the expiration of the Contract or (2) the period required by the General Records Schedules maintained by the Florida Department of State (available at: http://dlis.dos.state.fl.us/barm/genschedules/gensched.htm). The Contractor agrees to reimburse the State for the reasonable costs of investigation incurred by the Inspector General or other authorized State official for investigations of the Contractor’s compliance with the terms of this or any other agreement between the Contractor and the State which results in the suspension or debarment of the Contractor. Such costs shall

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include, but shall not be limited to: salaries of investigators, including overtime; travel and lodging expenses; and expert witness and documentary fees. The Contractor shall not be responsible for any costs of investigations that do not result in the Contractor’s suspension or debarment. 19. Indemnification. The Contractor shall be fully liable for the actions of its agents, employees, partners, or subcontractors and shall fully indemnify, defend, and hold harmless the State and Customers, and their officers, agents, and employees, from suits, actions, damages, and costs of every name and description, including attorneys’ fees, arising from or relating to personal injury and damage to real or personal tangible property alleged to be caused in whole or in part by Contractor, its agents, employees, partners, or subcontractors, provided, however, that the Contractor shall not indemnify for that portion of any loss or damages proximately caused by the negligent act or omission of the State or a Customer. Further, the Contractor shall fully indemnify, defend, and hold harmless the State and Customers from any suits, actions, damages, and costs of every name and description, including attorneys’ fees, arising from or relating to violation or infringement of a trademark, copyright, patent, trade secret or intellectual property right, provided, however, that the foregoing obligation shall not apply to a Customer’s misuse or modification of Contractor’s products or a Customer’s operation or use of Contractor’s products in a manner not contemplated by the Contract or the purchase order. If any product is the subject of an infringement suit, or in the Contractor’s opinion is likely to become the subject of such a suit, the Contractor may at its sole expense procure for the Customer the right to continue using the product or to modify it to become non-infringing. If the Contractor is not reasonably able to modify or otherwise secure the Customer the right to continue using the product, the Contractor shall remove the product and refund the Customer the amounts paid in excess of a reasonable rental for past use. The customer shall not be liable for any royalties. The Contractor’s obligations under the preceding two paragraphs with respect to any legal action are contingent upon the State or Customer giving the Contractor (1) written notice of any action or threatened action, (2) the opportunity to take over and settle or defend any such action at Contractor’s sole expense, and (3) assistance in defending the action at Contractor’s sole expense. The Contractor shall not be liable for any cost, expense, or compromise incurred or made by the State or Customer in any legal action without the Contractor’s prior written consent, which shall not be unreasonably withheld. 20. Limitation of Liability. For all claims against the Contractor under any contract or purchase order, and regardless of the basis on which the claim is made, the Contractor’s liability under a contract or purchase order for direct damages shall be limited to the greater of $100,000, the dollar amount of the contract or purchase order, or two times the charges rendered by the Contractor under the purchase order. This limitation shall not apply to claims arising under the Indemnity paragraph contain in this agreement. Unless otherwise specifically enumerated in the Contract or in the purchase order, no party shall be liable to another for special, indirect, punitive, or consequential damages, including lost data or records (unless the contract or purchase order requires the Contractor to back-up data or records), even if the party has been advised that such damages are possible. No party shall be liable for lost profits, lost revenue, or lost institutional operating savings. The State and Customer may, in addition to other remedies available to them at law or equity and upon notice to the Contractor, retain such monies from amounts due Contractor as may be necessary to satisfy any claim for damages, penalties, costs and the like asserted by or against them. The State may set off any liability or other obligation of the Contractor or its affiliates to the State against any payments due the Contractor under any contract with the State. 21. Suspension of Work. The Customer may in its sole discretion suspend any or all activities under the Contract or purchase order, at any time, when in the best interests of the State to do so. The Customer shall provide the Contractor written notice outlining the particulars of suspension. Examples of the reason for suspension include, but are not limited to, budgetary constraints, declaration of emergency, or other such circumstances. After receiving a suspension notice, the Contractor shall comply with the notice and shall not

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accept any purchase orders. Within ninety days, or any longer period agreed to by the Contractor, the Customer shall either (1) issue a notice authorizing resumption of work, at which time activity shall resume, or (2) terminate the Contract or purchase order. Suspension of work shall not entitle the Contractor to any additional compensation. 22. Termination for Convenience. The Customer, by written notice to the Contractor, may terminate the Contract in whole or in part when the Customer determines in its sole discretion that it is in the State’s interest to do so. The Contractor shall not furnish any product after it receives the notice of termination, except as necessary to complete the continued portion of the Contract, if any. The Contractor shall not be entitled to recover any cancellation charges or lost profits. 23. Termination for Cause. The Customer may terminate the Contract if the Contractor fails to (1) deliver the product within the time specified in the Contract or any extension, (2) maintain adequate progress, thus endangering performance of the Contract, (3) honor any term of the Contract, or (4) abide by any statutory, regulatory, or licensing requirement. Rule 60A-1.006(3), F.A.C., governs the procedure and consequences of default. The Contractor shall continue work on any work not terminated. Except for defaults of subcontractors at any tier, the Contractor shall not be liable for any excess costs if the failure to perform the Contract arises from events completely beyond the control, and without the fault or negligence, of the Contractor. If the failure to perform is caused by the default of a subcontractor at any tier, and if the cause of the default is completely beyond the control of both the Contractor and the subcontractor, and without the fault or negligence of either, the Contractor shall not be liable for any excess costs for failure to perform, unless the subcontracted products were obtainable from other sources in sufficient time for the Contractor to meet the required delivery schedule. If, after termination, it is determined that the Contractor was not in default, or that the default was excusable, the rights and obligations of the parties shall be the same as if the termination had been issued for the convenience of the Customer. The rights and remedies of the Customer in this clause are in addition to any other rights and remedies provided by law or under the Contract. 24. Force Majeure, Notice of Delay, and No Damages for Delay. The Contractor shall not be responsible for delay resulting from its failure to perform if neither the fault nor the negligence of the Contractor or its employees or agents contributed to the delay and the delay is due directly to acts of God, wars, acts of public enemies, strikes, fires, floods, or other similar cause wholly beyond the Contractor’s control, or for any of the foregoing that affect subcontractors or suppliers if no alternate source of supply is available to the Contractor. In case of any delay the Contractor believes is excusable, the Contractor shall notify the Customer in writing of the delay or potential delay and describe the cause of the delay either (1) within ten (10) days after the cause that creates or will create the delay first arose, if the Contractor could reasonably foresee that a delay could occur as a result, or (2) if delay is not reasonably foreseeable, within five (5) days after the date the Contractor first had reason to believe that a delay could result. THE FOREGOING SHALL CONSTITUTE THE CONTRACTOR’S SOLE REMEDY OR EXCUSE WITH RESPECT TO DELAY. Providing notice in strict accordance with this paragraph is a condition precedent to such remedy. No claim for damages, other than for an extension of time, shall be asserted against the Customer. The Contractor shall not be entitled to an increase in the Contract price or payment of any kind from the Customer for direct, indirect, consequential, impact or other costs, expenses or damages, including but not limited to costs of acceleration or inefficiency, arising because of delay, disruption, interference, or hindrance from any cause whatsoever. If performance is suspended or delayed, in whole or in part, due to any of the causes described in this paragraph, after the causes have ceased to exist the Contractor shall perform at no increased cost, unless the Customer determines, in its sole discretion, that the delay will significantly impair the value of the Contract to the State or to Customers, in which case the Customer may (1) accept allocated performance or deliveries from the Contractor, provided that the Contractor grants preferential treatment to Customers with respect to products subjected to allocation, or (2) purchase from other sources (without recourse to and by the Contractor for the related costs and expenses) to replace all or part of the products that are the subject of the delay, which purchases may be deducted from the Contract quantity, or (3) terminate the Contract in whole or in part.

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25. Changes. The Customer may unilaterally require, by written order, changes altering, adding to, or deducting from the Contract specifications, provided that such changes are within the general scope of the Contract. The Customer may make an equitable adjustment in the Contract price or delivery date if the change affects the cost or time of performance. Such equitable adjustments require the written consent of the Contractor, which shall not be unreasonably withheld. If unusual quantity requirements arise, the Customer may solicit separate bids to satisfy them. 26. Renewal. Upon mutual agreement, the Customer and the Contractor may renew the Contract, in whole or in part, for a period that may not exceed 3 years or the term of the contract, whichever period is longer. Any renewal shall specify the renewal price, as set forth in the solicitation response. The renewal must be in writing and signed by both parties, and is contingent upon satisfactory performance evaluations and subject to availability of funds. 27. Purchase Order Duration. Purchase orders issued pursuant to a state term or agency contract must be received by the Contractor no later than close of business on the last day of the contract’s term to be considered timely. The Contractor is obliged to fill those orders in accordance with the contract’s terms and conditions. Purchase orders received by the contractor after close of business on the last day of the state term or agency contract’s term shall be considered void. Purchase orders for a one-time delivery of commodities or performance of contractual services shall be valid through the performance by the Contractor, and all terms and conditions of the state term or agency contract shall apply to the single delivery/performance, and shall survive the termination of the Contract. Contractors are required to accept purchase orders specifying delivery schedules exceeding the contracted schedule even when such extended delivery will occur after expiration of the state term or agency contract. For example, if a state term contract calls for delivery 30 days after receipt of order (ARO), and an order specifies delivery will occur both in excess of 30 days ARO and after expiration of the state term contract, the Contractor will accept the order. However, if the Contractor expressly and in writing notifies the ordering office within ten (10) calendar days of receipt of the purchase order that Contractor will not accept the extended delivery terms beyond the expiration of the state term contract, then the purchase order will either be amended in writing by the ordering entity within ten (10) calendar days of receipt of the contractor’s notice to reflect the state term contract delivery schedule, or it shall be considered withdrawn. The duration of purchase orders for recurring deliveries of commodities or performance of services shall not exceed the expiration of the state term or agency contract by more than twelve months. However, if an extended pricing plan offered in the state term or agency contract is selected by the ordering entity, the contract terms on pricing plans and renewals shall govern the maximum duration of purchase orders reflecting such pricing plans and renewals. Timely purchase orders shall be valid through their specified term and performance by the Contractor, and all terms and conditions of the state term or agency contract shall apply to the recurring delivery/performance as provided herein, and shall survive the termination of the Contract. Ordering offices shall not renew a purchase order issued pursuant to a state term or agency contract if the underlying contract expires prior to the effective date of the renewal. 28. Advertising. Subject to Chapter 119, Florida Statutes, the Contractor shall not publicly disseminate any information concerning the Contract without prior written approval from the Customer, including, but not limited to mentioning the Contract in a press release or other promotional material, identifying the Customer or the State as a reference, or otherwise linking the Contractor’s name and either a description of the Contract or

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the name of the State or the Customer in any material published, either in print or electronically, to any entity that is not a party to Contract, except potential or actual authorized distributors, dealers, resellers, or service representative. 29. Assignment. The Contractor shall not sell, assign or transfer any of its rights, duties or obligations under the Contract, or under any purchase order issued pursuant to the Contract, without the prior written consent of the Customer. In the event of any assignment, the Contractor remains secondarily liable for performance of the contract, unless the Customer expressly waives such secondary liability. The Customer may assign the Contract with prior written notice to Contractor of its intent to do so. 30. Antitrust Assignment. The Contractor and the State of Florida recognize that in actual economic practice, overcharges resulting from antitrust violations are in fact usually borne by the State of Florida. Therefore, the contractor hereby assigns to the State of Florida any and all claims for such overcharges as to goods, materials or services purchased in connection with the Contract. 31. Dispute Resolution. Any dispute concerning performance of the Contract shall be decided by the Customer's designated contract manager, who shall reduce the decision to writing and serve a copy on the Contractor. The decision shall be final and conclusive unless within twenty one (21) days from the date of receipt, the Contractor files with the Customer a petition for administrative hearing. The Customer’s decision on the petition shall be final, subject to the Contractor’s right to review pursuant to Chapter 120 of the Florida Statutes. Exhaustion of administrative remedies is an absolute condition precedent to the Contractor's ability to pursue any other form of dispute resolution; provided, however, that the parties may employ the alternative dispute resolution procedures outlined in Chapter 120. Without limiting the foregoing, the exclusive venue of any legal or equitable action that arises out of or relates to the Contract shall be the appropriate state court in Leon County, Florida; in any such action, Florida law shall apply and the parties waive any right to jury trial. 32. Employees, Subcontractors, and Agents. All Contractor employees, subcontractors, or agents performing work under the Contract shall be properly trained technicians who meet or exceed any specified training qualifications. Upon request, Contractor shall furnish a copy of technical certification or other proof of qualification. All employees, subcontractors, or agents performing work under the Contract must comply with all security and administrative requirements of the Customer and shall comply with all controlling laws and regulations relevant to the services they are providing under the Contract. The State may conduct, and the Contractor shall cooperate in, a security background check or otherwise assess any employee, subcontractor, or agent furnished by the Contractor. The State may refuse access to, or require replacement of, any personnel for cause, including, but not limited to, technical or training qualifications, quality of work, change in security status, or non-compliance with a Customer’s security or other requirements. Such approval shall not relieve the Contractor of its obligation to perform all work in compliance with the Contract. The State may reject and bar from any facility for cause any of the Contractor’s employees, subcontractors, or agents. 33. Security and Confidentiality. The Contractor shall comply fully with all security procedures of the United States, State of Florida and Customer in performance of the Contract. The Contractor shall not divulge to third parties any confidential information obtained by the Contractor or its agents, distributors, resellers, subcontractors, officers or employees in the course of performing Contract work, including, but not limited to, security procedures, business operations information, or commercial proprietary information in the possession of the State or Customer. The Contractor shall not be required to keep confidential information or material that is publicly available through no fault of the Contractor, material that the Contractor developed independently without relying on the State’s or Customer’s confidential information, or material that is otherwise obtainable under State law as a public record. To insure confidentiality, the Contractor shall take appropriate steps as to its personnel, agents, and subcontractors. The warranties of this paragraph shall survive the Contract.

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34.Contractor Employees, Subcontractors, and Other Agents. The Customer and the State shall take all actions necessary to ensure that Contractor's employees, subcontractors and other agents are not employees of the State of Florida. Such actions include, but are not limited to, ensuring that Contractor's employees, subcontractors, and other agents receive benefits and necessary insurance (health, workers' compensations, and unemployment) from an employer other than the State of Florida. 35. Insurance Requirements. During the Contract term, the Contractor at its sole expense shall provide commercial insurance of such a type and with such terms and limits as may be reasonably associated with the Contract. Providing and maintaining adequate insurance coverage is a material obligation of the Contractor. Upon request, the Contractor shall provide certificate of insurance. The limits of coverage under each policy maintained by the Contractor shall not be interpreted as limiting the Contractor’s liability and obligations under the Contract. All insurance policies shall be through insurers authorized or eligible to write policies in Florida. 36. Warranty of Authority. Each person signing the Contract warrants that he or she is duly authorized to do so and to bind the respective party to the Contract. 37. Warranty of Ability to Perform. The Contractor warrants that, to the best of its knowledge, there is no pending or threatened action, proceeding, or investigation, or any other legal or financial condition, that would in any way prohibit, restrain, or diminish the Contractor’s ability to satisfy its Contract obligations. The Contractor warrants that neither it nor any affiliate is currently on the convicted vendor list maintained pursuant to section 287.133 of the Florida Statutes, or on any similar list maintained by any other state or the federal government. The Contractor shall immediately notify the Customer in writing if its ability to perform is compromised in any manner during the term of the Contract. 38. Notices. All notices required under the Contract shall be delivered by certified mail, return receipt requested, by reputable air courier service, or by personal delivery to the agency designee identified in the original solicitation, or as otherwise identified by the Customer. Notices to the Contractor shall be delivered to the person who signs the Contract. Either designated recipient may notify the other, in writing, if someone else is designated to receive notice.

39. Leases and Installment Purchases. Prior approval of the Chief Financial Officer (as defined in Section 17.001, F.S.) is required for State agencies to enter into or to extend any lease or installment-purchase agreement in excess of the Category Two amount established by section 287.017 of the Florida Statutes.

40. Prison Rehabilitative Industries and Diversified Enterprises, Inc. (PRIDE). Section 946.515(2), F.S. requires the following statement to be included in the solicitation: "It is expressly understood and agreed that any articles which are the subject of, or required to carry out, the Contract shall be purchased from the corporation identified under Chapter 946 of the Florida Statutes (PRIDE) in the same manner and under the same procedures set forth in section 946.515(2) and (4) of the Florida Statutes; and for purposes of the Contract the person, firm, or other business entity carrying out the provisions of the Contract shall be deemed to be substituted for the agency insofar as dealings with such corporation are concerned." Additional information about PRIDE and the products it offers is available at http://www.pridefl.com. 41. Products Available from the Blind or Other Handicapped. Section 413.036(3), F.S. requires the following statement to be included in the solicitation: "It is expressly understood and agreed that any articles that are the subject of, or required to carry out, this contract shall be purchased from a nonprofit agency for the Blind or for the Severely Handicapped that is qualified pursuant to Chapter 413, Florida Statutes, in the same manner and under the same procedures set forth in section 413.036(1) and (2), Florida Statutes; and for

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purposes of this contract the person, firm, or other business entity carrying out the provisions of this contract shall be deemed to be substituted for the State agency insofar as dealings with such qualified nonprofit agency are concerned." Additional information about the designated nonprofit agency and the products it offers is available at http://www.respectofflorida.org. 42. Modification of Terms. The Contract contains all the terms and conditions agreed upon by the parties, which terms and conditions shall govern all transactions between the Customer and the Contractor. The Contract may only be modified or amended upon mutual written agreement of the Customer and the Contractor. No oral agreements or representations shall be valid or binding upon the Customer or the Contractor. No alteration or modification of the Contract terms, including substitution of product, shall be valid or binding against the Customer. The Contractor may not unilaterally modify the terms of the Contract by affixing additional terms to product upon delivery (e.g., attachment or inclusion of standard preprinted forms, product literature, “shrink wrap” terms accompanying or affixed to a product, whether written or electronic) or by incorporating such terms onto the Contractor’s order or fiscal forms or other documents forwarded by the Contractor for payment. The Customer's acceptance of product or processing of documentation on forms furnished by the Contractor for approval or payment shall not constitute acceptance of the proposed modification to terms and conditions. 43. Cooperative Purchasing. Pursuant to their own governing laws, and subject to the agreement of the Contractor, other entities may be permitted to make purchases at the terms and conditions contained herein. Non-Customer purchases are independent of the agreement between Customer and Contractor, and Customer shall not be a party to any transaction between the Contractor and any other purchaser. State agencies wishing to make purchases from this agreement are required to follow the provisions of s. 287.042(16)(a), F.S. This statute requires the Department of Management Services to determine that the requestor's use of the contract is cost-effective and in the best interest of the State. 44. Waiver. The delay or failure by the Customer to exercise or enforce any of its rights under this Contract shall not constitute or be deemed a waiver of the Customer’s right thereafter to enforce those rights, nor shall any single or partial exercise of any such right preclude any other or further exercise thereof or the exercise of any other right. 45. Annual Appropriations. The State’s performance and obligation to pay under this contract are contingent upon an annual appropriation by the Legislature. 46. Execution in Counterparts. The Contract may be executed in counterparts, each of which shall be an original and all of which shall constitute but one and the same instrument. 47. Severability. If a court deems any provision of the Contract void or unenforceable, that provision shall be enforced only to the extent that it is not in violation of law or is not otherwise unenforceable and all other provisions shall remain in full force and effect.

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ATTACHMENT N

List of External Managers

SMITH BREEDEN DECLARATIONNUVEEN PYRAMIS DELAWARE WESTERN ASSET PRUDENTIAL STERLING CAPITAL GOLDMAN SACHS BLACKROCK WELLS CAPITAL SMITH GRAHAM CUTWATER GALLIARD