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Page 16 of 20Gain/(Loss)Unrealized Gain/(Loss), of each Tax Lot with: 1) current Market Prices and full analytical calculations, and 2) Acquisition Date and Price with full analytical and Adjusted Cost (book) Price calculations.Gain/(Loss) - TotalThe sum of each Tax Lot's unrealized Gain/(Loss), for all Tax Lots with: 1) current Market Prices and full analytical calculations, and 2) Acquisition Date and Price with full analytical and Adjusted Cost (book) Price calculations.Issue DescriptionA brief description of the Issuing entity.Market PriceThe current day's Evaluated Price of a security provided by third party data sources.Market Price - AverageAverage current Market Price, weighted by Par Value (Market Value-weighted optional), for all Tax Lots with current Market Prices and full analytical calculations.Market Principal ValueTotal Market Principal Value, for each Tax Lot with a current Market Price and full analytical calculations.Market ValuePrincipal Value of each Tax Lot at current Market Price on current Market Settlement Date.Market Value - TotalThe sum of each Tax Lot's Principal Value and Accrued Interest, at current Market Price on current Market Settlement Date, for all Tax Lots with a current Market Price.MaturityThe original Date when Principal is scheduled to be returned. May be Adjusted for Pre-refunded and Mandatory Put bonds. Certain securities may reflect Average Life based upon Principal Pay-Down assumptions.Maturity - AverageAverage Maturity Date, weighted by Market Value (Par Value-weighted optional), for all Tax Lots with current Market Prices and full analytical calculations.Modified DurationAn indicator of the bond's sensitivity to interest rate changes at the current Market Price. Represents the percentage change in Price or a one percent (100bp) change in Yield.Modified Duration - AverageAverage Modified Duration, weighted by Market Value (Par Value-weighted optional), for all Tax Lots with current Market Prices and full analytical calculations.Moody Rating - AverageMarket Principal-weighted average official Moody Rating, for all Tax Lots with a current Market Price and full analytical calculations. US Treasury, Agency, CD, and Municipal Pre-Refunded/Escrowed-To-Maturity are assumed tohave a rating of AAA. NR/UR not included in average rating.Moody's/S&P/FitchOfficial credit rating of the issuer provided by Moody's (Mdy), Standard & Poor's (S&P) and/or Fitch (Fit) rating services.Muni EnhancementAny further credit enhancement for a Municipal Bond Issuer. May include participation in state programs, collateral pledged, LOC, etc.Muni InsuranceIndicator if the timely payment of Principal and Interest are Insured by a third party Insurer.Muni PurposeGeneral project industry type indicating Use of Proceeds of debt sale. Examples include education, healthcare, housing, etc.Muni RefundIndicator if the bond is Pre-Refunded or Escrowed-to-Maturity. Applies to Municipal bonds.Muni TypeHigh level source of payment by Issuer. General Obligation, Revenue or Tobacco.OA Effective DurationOption Adjusted Duration.OA Effective Duration - AverageAverage Option Adjusted Duration, weighted by Market value (Par Value-weighted optional), for all Tax Lots with current Market Prices and full analytical calculations.Original Acquisition PriceOriginal Principal cost-weighted Acquisition Price, for each Tax Lot with an Acquisition Price, Acquisition Date, current Market Price, and full analytical calculations.Original Face ValueOriginal Face Value of each Tax Lot position with an Acquisition Price, Acquisition Date, current Market Price, and full analytical calculations.Original Face Value - TotalThe sum of each Tax Lot's Original Face Value, for all Tax Lots with an Acquisition Price, Acquisition Date, current Market Price, and full analytical calculations.Original Principal CostOriginal Principal Cost, for each Tax Lot with an Acquisition Price, current Market Price, and full analytical calculations.Original Principal Cost - TotalThe sum of each Tax Lot's Original Principal Cost, for all Tax Lots with an Acquisition Price, current Market Price, and full analytical calculations.Portfolio Value - TotalThe sum of Total Market Value, Cash, Equity, and Fund balances.Price toThe "worst" Date to which the bond is Priced at the current Market Price. Examples include Maturity, next Call Date/Price, Avg Life, Pre-Refunded Date, Mandatory Put Date, etc.Priced Current Face ValueTotal Current Face Value (applying factors as-of report Date), for all Tax Lots with a current Market Price.Priced Market PrincipalTotal Market Principal Value, for all Tax Lots with a current Market Price.Priced Orig Face ValueTotal Original Face Value, for all Tax Lots with a current Market Price.Priced PositionsNumber of Tax Lots with a current Market Price vs Total Tax Lots.S&P Rating - AverageMarket Principal-weighted average official Standard & Poor's Rating, for all Tax Lots with a current Market Price and full analytical calculations. US Treasury, Agency, CD, and Municipal Pre-Refunded/Escrowed-To-Maturity areassumed to have a rating of AAA. NR/UR not included in average rating.Spread TMThe difference between YTM and the appropriate benchmark scale Yield, calculated daily and expressed in basis points.Spread TWThe difference between YTW and the appropriate benchmark scale Yield, calculated daily and expressed in basis points.StateThe State of Issuance from which the Municipal Bond Issuer is located.Tax LotsNumber of Tax Lots with an Acquisition Price, Acquisition Date, current Market Price, and full analytical vs Tax Lots with an Acquisition Price available.Tax-Equivalent Yield To WorstTax-Equivalent Yield to Worst, for each Tax Lot with a current Market Price and full analytical calculations. Assumes Fed Inc/Cap Gain rates of 39.6% / 20.0% or Account-specific rates and residency settings if available.Tax-Equivalent Yield To Worst - AverageAverage Market Principal-weighted Tax-Equivalent Yield to Worst, for all Tax Lots with a current Market Price and full analytical calculations. Cognizant of the State of Residence and Tax Rates set on the Account..UnderlyingCredit rating of the underlying Municipal Bond Issuer without consideration for Insurance, Credit Enhancements, or other sources of debt service payments.Yield to MaturityThe Yield based upon the current Market Price, not considering Call Dates.Yield to Maturity - AverageAverage Yield to Maturity, weighted by Market value (Par Value-weighted optional), for all Tax Lots with current Market Prices and full analytical calculations.Yield to Maturity - Average (Cost)Face Value at Acquisition-weighted average Yield to Maturity, for each Tax Lot with an Acquisition Price, Acquisition Date, current Market Price, and full analytical calculations.Yield to Maturity - Average (Market)Market Principal-weighted average Yield to Maturity, for each Tax Lot with an Acquisition Price, Acquisition Date, current Market Price, and full analytical calculations.Yield to WorstThe lowest possible Yield based upon the current Market Price, considering Call Dates, Maturity Dates, and principal Pay-Downs.Yield to Worst - AverageAverage Yield to Worst weighted by Market Value (Par Value-weighted optional), for all Tax Lots with current Market Prices and full analytical calculations.Yield to Worst - Average (Cost)Face Value at Acquisition-weighted Average Acquisition (book) Yield to Worst, for all Tax Lots with an Acquisition Price, Acquisition Date, current Market Price, and full analytical calculations.Yield to Worst - Average (Market)Market Principal-weighted average Yield to Worst, for all Tax Lots with an Acquisition Price, Acquisition Date, current Market Price, and full analytical calculations.CHRIS HEINEMANCity of Little CanadaGlossary (continued...)report as of 02/07/2019
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