0001145549-13-002486.txt : 20130429
0001145549-13-002486.hdr.sgml : 20130427
20130307141402
ACCESSION NUMBER: 0001145549-13-002486
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130228
FILED AS OF DATE: 20130307
DATE AS OF CHANGE: 20130307
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS
CENTRAL INDEX KEY: 0000857156
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 13672850
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004506
Schwab Government Money Fund
C000012381
Schwab Government Money Fund
SWGXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2013-02-28
0000857156
S000004506
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Government/Agency
57
83
18490139714.59
13300059.81
649470.47
18502790303.93
0.0017
1.0000
2013-02-28
1.0000
2013-02-28
C000012381
1.00
18502790303.93
1.00
-108317871.31
5835916731.17
5944234602.48
0.0001
1.0000
2013-02-28
1.0000
2013-02-28
Barclays Capital, Inc
Barclays Capital, Inc 0.120000%
07699U005_0.1200_M130304_2M52
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-06-01
4.453000
Government Agency Debt
9773420.00
11003800.76
Fannie Mae
2030-08-01
2.024000
Government Agency Debt
13725812.00
415111.84
Fannie Mae
2031-01-25
5.000000
Government Agency Debt
1000000.00
1042898.00
Fannie Mae
2032-03-01
2.355000
Government Agency Debt
35266554.00
380455.17
Fannie Mae
2032-06-01
2.163000
Government Agency Debt
41855334.00
358373.70
Fannie Mae
2033-07-25
6.258000
Government Agency Debt
75800000.00
3416680.12
Fannie Mae
2033-10-01
2.063000
Government Agency Debt
5003667.00
592679.95
Fannie Mae
2034-07-01
1.940000
Government Agency Debt
1950000.00
383245.76
Fannie Mae
2034-11-01
2.825000
Government Agency Debt
2800000.00
600133.53
Fannie Mae
2035-05-25
5.000000
Government Agency Debt
900000.00
59908.16
Fannie Mae
2035-07-01
2.697000
Government Agency Debt
10348511.00
10561134.10
Fannie Mae
2035-12-01
2.711000
Government Agency Debt
1700000.00
318130.11
Fannie Mae
2036-02-01
2.945000
Government Agency Debt
3130000.00
370172.34
Fannie Mae
2036-06-01
2.129000
Government Agency Debt
10560478.00
1429018.92
Fannie Mae
2037-06-01
4.623000
Government Agency Debt
682659.00
710243.70
Fannie Mae
2037-10-01
2.829000
Government Agency Debt
1122858.00
190872.98
Fannie Mae
2037-10-01
3.156000
Government Agency Debt
2000000.00
347640.59
Fannie Mae
2038-03-01
5.231000
Government Agency Debt
2000000.00
362772.53
Fannie Mae
2038-07-01
5.058000
Government Agency Debt
185000.00
60610.99
Fannie Mae
2038-07-25
1.503700
Government Agency Debt
5000000.00
3710634.72
Fannie Mae
2038-08-25
5.500000
Government Agency Debt
120000.00
134540.04
Fannie Mae
2038-09-01
4.640000
Government Agency Debt
55000.00
26183.76
Fannie Mae
2038-09-01
5.498000
Government Agency Debt
16627.00
3210.03
Fannie Mae
2038-10-25
3.000000
Government Agency Debt
1000000.00
991964.89
Fannie Mae
2038-12-25
2.250000
Government Agency Debt
4700000.00
4235306.11
Fannie Mae
2039-01-01
5.652000
Government Agency Debt
19806765.00
3731767.03
Fannie Mae
2039-03-01
4.849000
Government Agency Debt
5151183.00
1811028.19
Fannie Mae
2039-05-25
2.000000
Government Agency Debt
8050000.00
8019558.42
Fannie Mae
2039-06-25
3.000000
Government Agency Debt
2000000.00
837656.48
Fannie Mae
2039-06-25
4.000000
Government Agency Debt
1000000.00
316217.61
Fannie Mae
2039-07-25
5.000000
Government Agency Debt
19689000.00
5797756.70
Fannie Mae
2039-08-25
4.500000
Government Agency Debt
2000000.00
623593.14
Fannie Mae
2039-10-01
3.762000
Government Agency Debt
13615569.00
4293417.96
Fannie Mae
2040-01-01
4.062000
Government Agency Debt
2859618.00
1697339.49
Fannie Mae
2040-01-25
4.000000
Government Agency Debt
26011000.00
8858472.85
Fannie Mae
2040-03-25
2.500000
Government Agency Debt
500000.00
451539.24
Fannie Mae
2040-04-01
4.354000
Government Agency Debt
910000.00
419098.42
Fannie Mae
2040-06-01
3.630000
Government Agency Debt
1733100.00
413628.48
Fannie Mae
2040-07-25
3.000000
Government Agency Debt
2000000.00
1376409.25
Fannie Mae
2040-08-01
3.838000
Government Agency Debt
131793.00
58938.44
Fannie Mae
2040-10-01
3.227000
Government Agency Debt
1000000.00
295516.88
Fannie Mae
2040-11-01
3.063000
Government Agency Debt
761792.00
306223.96
Fannie Mae
2040-11-25
4.000000
Government Agency Debt
10000000.00
4382332.90
Fannie Mae
2040-12-01
2.327000
Government Agency Debt
605000.00
377279.68
Fannie Mae
2041-01-25
2.000000
Government Agency Debt
4400000.00
4174577.28
Fannie Mae
2041-02-01
3.285000
Government Agency Debt
5113923.00
3164793.52
Fannie Mae
2041-06-01
3.379000
Government Agency Debt
31308.00
22194.36
Fannie Mae
2041-06-01
3.614000
Government Agency Debt
215077.00
124837.48
Fannie Mae
2041-07-25
2.000000
Government Agency Debt
7272000.00
6978635.27
Fannie Mae
2041-08-01
2.818000
Government Agency Debt
11844198.00
5589356.36
Fannie Mae
2041-09-01
2.952000
Government Agency Debt
450000.00
323277.76
Fannie Mae
2041-09-01
3.412000
Government Agency Debt
166187.00
98688.56
Fannie Mae
2041-09-25
4.000000
Government Agency Debt
2000000.00
1879696.57
Fannie Mae
2041-09-25
4.000000
Government Agency Debt
1000000.00
961301.59
Fannie Mae
2041-10-25
2.500000
Government Agency Debt
3500000.00
3475361.29
Fannie Mae
2041-11-01
3.550000
Government Agency Debt
5427000.00
3933891.57
Fannie Mae
2041-12-01
3.257000
Government Agency Debt
440000.00
409789.35
Fannie Mae
2041-12-01
3.322000
Government Agency Debt
5576950.00
5615029.24
Fannie Mae
2041-12-25
3.000000
Government Agency Debt
9235945.00
9165946.11
Fannie Mae
2042-01-25
4.000000
Government Agency Debt
1000000.00
926351.35
Fannie Mae
2042-02-01
2.206000
Government Agency Debt
17645891.00
11037470.77
Fannie Mae
2042-02-01
3.021000
Government Agency Debt
7171238.00
4881868.85
Fannie Mae
2042-03-01
2.615000
Government Agency Debt
85172.00
75595.81
Fannie Mae
2042-03-25
3.500000
Government Agency Debt
2500000.00
2446358.50
Fannie Mae
2042-06-01
2.532000
Government Agency Debt
1590196.00
1446448.70
Fannie Mae
2042-12-01
2.099000
Government Agency Debt
9775725.00
10069676.63
Fannie Mae
2042-12-25
0.503700
Government Agency Debt
2232298.00
2181670.97
Fannie Mae
2043-01-25
2.500000
Government Agency Debt
6087000.00
5388553.27
Fannie Mae
2043-02-01
0.00
Government Agency Debt
4652634.00
4876132.58
Fannie Mae
2043-02-01
1.813000
Government Agency Debt
397194.00
406499.53
Freddie Mac
2023-11-15
2.000000
Government Agency Debt
29350000.00
5529611.42
Freddie Mac
2030-10-15
4.000000
Government Agency Debt
6060411.00
6670573.18
Freddie Mac
2032-02-15
1.151200
Government Agency Debt
27990378.00
6303859.90
Freddie Mac
2036-03-15
0.576000
Government Agency Debt
8200000.00
2584356.74
Freddie Mac
2036-06-15
4.000000
Government Agency Debt
3992203.00
4391411.32
Freddie Mac
2036-07-15
0.701200
Government Agency Debt
10000000.00
1563555.17
Freddie Mac
2036-07-15
6.000000
Government Agency Debt
20000000.00
4005858.66
Freddie Mac
2036-08-15
0.555700
Government Agency Debt
8500000.00
652785.65
Freddie Mac
2036-09-15
0.605700
Government Agency Debt
5000000.00
841185.79
Freddie Mac
2036-09-15
0.621200
Government Agency Debt
9000000.00
1971058.96
Freddie Mac
2036-09-15
0.635700
Government Agency Debt
5000000.00
1416892.09
Freddie Mac
2036-12-15
5.000000
Government Agency Debt
452028.00
79307.90
Freddie Mac
2037-11-15
0.781200
Government Agency Debt
14180000.00
5026696.53
Freddie Mac
2037-11-15
0.805700
Government Agency Debt
10000000.00
2004197.69
Freddie Mac
2038-04-15
5.000000
Government Agency Debt
5000000.00
5338325.00
Freddie Mac
2039-04-15
3.000000
Government Agency Debt
14843000.00
8497183.97
Freddie Mac
2039-10-15
4.500000
Government Agency Debt
1500000.00
1322817.71
Freddie Mac
2039-11-15
4.000000
Government Agency Debt
5000000.00
5343935.00
Freddie Mac
2041-02-15
4.500000
Government Agency Debt
2500000.00
2856777.50
Freddie Mac
2041-03-15
2.500000
Government Agency Debt
1600000.00
471602.64
Freddie Mac
2041-04-15
2.000000
Government Agency Debt
4585000.00
3615294.70
Freddie Mac
2041-07-15
2.250000
Government Agency Debt
6900000.00
2720670.30
Freddie Mac
2041-09-15
2.000000
Government Agency Debt
6650000.00
6227752.77
Freddie Mac
2042-01-15
3.500000
Government Agency Debt
5716000.00
4035278.31
Freddie Mac
2042-03-15
3.500000
Government Agency Debt
10150000.00
9412235.38
Freddie Mac
2042-05-15
2.000000
Government Agency Debt
275000.00
263797.67
Freddie Mac
2042-09-15
3.000000
Government Agency Debt
7166000.00
7113172.25
Freddie Mac
2042-11-15
2.500000
Government Agency Debt
7061000.00
6485973.34
GNMA
2015-05-20
5.000000
Government Agency Debt
3400000.00
851044.92
GNMA
2021-03-20
5.000000
Government Agency Debt
8903000.00
7383883.51
GNMA
2022-11-20
5.500000
Government Agency Debt
1000000.00
1059191.00
GNMA
2024-02-16
3.000000
Government Agency Debt
1250000.00
720567.66
GNMA
2027-09-16
3.629000
Government Agency Debt
285000.00
52812.45
GNMA
2031-06-16
1.862400
Government Agency Debt
2885000.00
2843266.07
GNMA
2031-12-20
5.000000
Government Agency Debt
3900000.00
134821.90
GNMA
2032-01-20
4.500000
Government Agency Debt
1750000.00
32256.60
GNMA
2032-04-20
5.500000
Government Agency Debt
50000000.00
1900615.57
GNMA
2032-10-20
4.500000
Government Agency Debt
11250000.00
333803.76
GNMA
2032-11-16
5.000000
Government Agency Debt
3000000.00
1066630.12
GNMA
2032-11-20
5.000000
Government Agency Debt
2350000.00
184299.97
GNMA
2033-02-16
5.500000
Government Agency Debt
3900000.00
404282.23
GNMA
2033-05-20
4.500000
Government Agency Debt
1500000.00
698355.88
GNMA
2033-07-20
5.000000
Government Agency Debt
2000000.00
1029519.74
GNMA
2033-09-20
4.250000
Government Agency Debt
2175000.00
1291912.75
GNMA
2033-11-20
4.250000
Government Agency Debt
5000000.00
158854.06
GNMA
2034-02-20
4.250000
Government Agency Debt
2000000.00
323937.71
GNMA
2034-02-20
5.000000
Government Agency Debt
1800000.00
1862204.40
GNMA
2034-08-16
5.500000
Government Agency Debt
1894960.00
266291.41
GNMA
2034-12-16
4.500000
Government Agency Debt
13783000.00
3028346.95
GNMA
2035-01-20
4.750000
Government Agency Debt
1000000.00
895558.14
GNMA
2035-01-20
5.000000
Government Agency Debt
3975000.00
1274679.21
GNMA
2035-06-20
5.500000
Government Agency Debt
3000000.00
2159153.34
GNMA
2035-07-20
4.500000
Government Agency Debt
1701000.00
1006494.27
GNMA
2035-10-16
2.000000
Government Agency Debt
5000000.00
1483965.14
GNMA
2036-01-20
5.000000
Government Agency Debt
4500000.00
1542380.42
GNMA
2036-01-20
5.250000
Government Agency Debt
51000000.00
3945436.29
GNMA
2036-05-20
5.400000
Government Agency Debt
4000000.00
703969.18
GNMA
2036-06-20
5.500000
Government Agency Debt
2500000.00
529913.66
GNMA
2036-07-20
5.500000
Government Agency Debt
10025000.00
2016264.63
GNMA
2036-10-20
4.000000
Government Agency Debt
1000000.00
544671.14
GNMA
2037-01-16
4.500000
Government Agency Debt
30672000.00
8887821.27
GNMA
2037-01-20
3.500000
Government Agency Debt
5000000.00
876319.11
GNMA
2037-02-20
4.200000
Government Agency Debt
3000000.00
456961.38
GNMA
2037-04-20
0.500700
Government Agency Debt
1500000.00
228708.25
GNMA
2037-04-20
3.000000
Government Agency Debt
1250000.00
727243.35
GNMA
2037-04-20
4.000000
Government Agency Debt
1450000.00
915845.97
GNMA
2037-04-20
5.500000
Government Agency Debt
29000000.00
9017655.94
GNMA
2037-05-16
3.064000
Government Agency Debt
200000.00
213510.40
GNMA
2037-06-20
4.000000
Government Agency Debt
35000000.00
7345641.81
GNMA
2037-06-20
5.000000
Government Agency Debt
2000000.00
1778359.14
GNMA
2037-09-20
4.000000
Government Agency Debt
1000000.00
1031121.17
GNMA
2037-10-20
0.680700
Government Agency Debt
5000000.00
725356.50
GNMA
2037-10-20
0.700700
Government Agency Debt
5000000.00
704737.07
GNMA
2037-11-20
3.000000
Government Agency Debt
5000000.00
4005305.68
GNMA
2038-05-16
4.000000
Government Agency Debt
1950000.00
908350.53
GNMA
2038-05-20
3.500000
Government Agency Debt
4000000.00
2922159.33
GNMA
2038-06-20
1.000700
Government Agency Debt
1400000.00
278868.61
GNMA
2038-07-20
1.050700
Government Agency Debt
5000000.00
841121.55
GNMA
2038-07-20
6.687000
Government Agency Debt
5192770.00
2234062.50
GNMA
2038-10-20
2.000000
Government Agency Debt
3249887.00
2507021.97
GNMA
2038-12-20
5.000000
Government Agency Debt
1000000.00
744928.81
GNMA
2039-03-16
1.829000
Government Agency Debt
1000000.00
1004112.51
GNMA
2039-03-20
3.500000
Government Agency Debt
1500000.00
484037.49
GNMA
2039-03-20
5.000000
Government Agency Debt
5000000.00
5591175.00
GNMA
2039-04-16
4.000000
Government Agency Debt
1000000.00
332604.82
GNMA
2039-04-20
4.000000
Government Agency Debt
750000.00
518175.70
GNMA
2039-05-16
3.000000
Government Agency Debt
12000000.00
5651515.90
GNMA
2039-05-20
4.500000
Government Agency Debt
31982200.00
8870504.61
GNMA
2039-06-16
2.250000
Government Agency Debt
5000000.00
1450742.85
GNMA
2039-07-16
4.000000
Government Agency Debt
3000000.00
969899.55
GNMA
2039-08-20
2.500000
Government Agency Debt
5625000.00
4452793.74
GNMA
2039-08-20
3.000000
Government Agency Debt
2688167.00
2144869.47
GNMA
2040-02-20
4.500000
Government Agency Debt
2509000.00
573954.49
GNMA
2040-05-20
2.500000
Government Agency Debt
2100000.00
1996372.16
GNMA
2040-06-20
4.000000
Government Agency Debt
550000.00
341237.31
GNMA
2041-08-20
1.500000
Government Agency Debt
2000000.00
1952269.86
GNMA
2041-11-20
2.000000
Government Agency Debt
1500000.00
1495575.43
GNMA
2042-01-20
1.500000
Government Agency Debt
2800000.00
2578863.70
GNMA
2042-12-20
2.000000
Government Agency Debt
3040000.00
3017758.81
GNMA
2043-01-20
2.000000
Government Agency Debt
2619000.00
2160612.14
GNMA
2043-01-20
3.000000
Government Agency Debt
1194000.00
1172872.17
GNMA
2043-01-20
3.000000
Government Agency Debt
1006000.00
977944.67
GNMA
2044-09-16
3.203600
Government Agency Debt
100000.00
108016.37
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
400000000.00
400000000.00
0.0216
N
400000000.00
400000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.130000%
07699U005_0.1300_M130307_2M52
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2013-12-01
5.264000
Government Agency Debt
6649228.00
2572848.03
Fannie Mae
2017-05-01
1.865000
Government Agency Debt
12118861.00
70188.39
Fannie Mae
2017-07-01
3.997000
Government Agency Debt
27500000.00
195073.45
Fannie Mae
2018-06-01
1.880000
Government Agency Debt
16588606.00
104708.59
Fannie Mae
2018-09-01
2.264000
Government Agency Debt
13400000.00
130683.22
Fannie Mae
2018-09-01
3.058000
Government Agency Debt
5489951.00
5773981.97
Fannie Mae
2018-10-01
2.914000
Government Agency Debt
7044000.00
7421101.87
Fannie Mae
2019-08-01
4.670000
Government Agency Debt
9592472.00
10508862.87
Fannie Mae
2019-08-01
5.125000
Government Agency Debt
491637.00
562783.63
Fannie Mae
2019-08-01
5.631000
Government Agency Debt
3400000.00
3931352.85
Fannie Mae
2019-09-01
4.267000
Government Agency Debt
6575000.00
7278863.58
Fannie Mae
2020-11-01
3.379000
Government Agency Debt
4466256.00
4838086.33
Fannie Mae
2021-04-01
4.526000
Government Agency Debt
4000000.00
4614826.00
Fannie Mae
2022-04-01
3.255000
Government Agency Debt
116000.00
122944.67
Fannie Mae
2022-06-01
3.244000
Government Agency Debt
5250000.00
5553185.55
Fannie Mae
2022-08-01
2.645000
Government Agency Debt
8493139.00
8657994.36
Fannie Mae
2025-03-01
6.712000
Government Agency Debt
15794116.00
12437.54
Fannie Mae
2027-01-01
5.655000
Government Agency Debt
26985034.00
126759.13
Fannie Mae
2027-03-01
6.190000
Government Agency Debt
66512384.00
157936.56
Fannie Mae
2029-02-01
2.250000
Government Agency Debt
71137334.00
176848.29
Fannie Mae
2030-10-01
3.638000
Government Agency Debt
14875710.00
166647.60
Fannie Mae
2032-03-01
2.090000
Government Agency Debt
6000000.00
32735.59
Fannie Mae
2032-04-01
2.615000
Government Agency Debt
6000000.00
44657.56
Fannie Mae
2032-05-01
2.375000
Government Agency Debt
11789067.00
529030.22
Fannie Mae
2032-06-01
2.163000
Government Agency Debt
283605.00
2428.28
Fannie Mae
2032-10-01
2.263000
Government Agency Debt
1215000.00
158124.97
Fannie Mae
2033-06-01
1.784000
Government Agency Debt
7000993.00
219687.31
Fannie Mae
2033-07-01
2.405000
Government Agency Debt
1228951.00
38318.48
Fannie Mae
2033-07-01
2.814000
Government Agency Debt
38167888.00
4053465.61
Fannie Mae
2033-08-01
2.766000
Government Agency Debt
3000242.00
212137.77
Fannie Mae
2033-09-01
2.703000
Government Agency Debt
118610.00
15124.30
Fannie Mae
2033-09-01
2.935000
Government Agency Debt
500000.00
66486.04
Fannie Mae
2034-03-01
2.697000
Government Agency Debt
8904134.00
1969676.24
Fannie Mae
2034-05-01
2.601000
Government Agency Debt
5400000.00
561355.41
Fannie Mae
2034-05-01
2.715000
Government Agency Debt
1050000.00
96131.78
Fannie Mae
2034-07-01
2.357000
Government Agency Debt
989545.00
146176.66
Fannie Mae
2034-08-01
4.035000
Government Agency Debt
165374.00
10354.72
Fannie Mae
2034-10-01
2.587000
Government Agency Debt
650000.00
179691.30
Fannie Mae
2035-01-01
2.453000
Government Agency Debt
2259659.00
305033.72
Fannie Mae
2035-01-01
2.752000
Government Agency Debt
1100000.00
153595.44
Fannie Mae
2035-04-01
2.404000
Government Agency Debt
4493173.00
1401348.65
Fannie Mae
2035-05-01
3.051000
Government Agency Debt
6543526.00
169548.21
Fannie Mae
2035-10-01
2.143000
Government Agency Debt
50013319.00
5772077.04
Fannie Mae
2035-10-01
2.737000
Government Agency Debt
700000.00
122847.68
Fannie Mae
2035-11-01
2.712000
Government Agency Debt
589418.00
88164.16
Fannie Mae
2036-03-01
2.750000
Government Agency Debt
6706256.00
6503581.56
Fannie Mae
2036-03-01
2.880000
Government Agency Debt
8313597.00
6573024.35
Fannie Mae
2036-05-01
5.284000
Government Agency Debt
1015000.00
116822.96
Fannie Mae
2036-05-01
5.840000
Government Agency Debt
1144321.00
374694.76
Fannie Mae
2036-07-01
5.816000
Government Agency Debt
225000.00
21781.30
Fannie Mae
2036-07-01
5.990000
Government Agency Debt
630000.00
138723.54
Fannie Mae
2036-08-01
2.865000
Government Agency Debt
30109354.00
4470087.31
Fannie Mae
2036-09-01
2.821000
Government Agency Debt
43970398.00
6107093.09
Fannie Mae
2036-10-01
5.619000
Government Agency Debt
1000000.00
131182.59
Fannie Mae
2036-11-01
5.770000
Government Agency Debt
700000.00
137722.74
Fannie Mae
2036-11-01
5.881000
Government Agency Debt
28613026.00
3332959.52
Fannie Mae
2037-01-01
2.315000
Government Agency Debt
4329375.00
50822.83
Fannie Mae
2037-01-01
2.583000
Government Agency Debt
29845210.00
5947216.05
Fannie Mae
2037-02-01
2.167000
Government Agency Debt
2079086.00
1805165.80
Fannie Mae
2037-07-01
5.626000
Government Agency Debt
700000.00
105153.91
Fannie Mae
2037-09-01
2.603000
Government Agency Debt
5303340.00
3269259.32
Fannie Mae
2037-09-01
5.824000
Government Agency Debt
50000.00
6997.40
Fannie Mae
2037-11-01
2.774000
Government Agency Debt
2068695.00
2123977.50
Fannie Mae
2037-11-01
5.654000
Government Agency Debt
46500000.00
6403884.58
Fannie Mae
2038-03-01
4.114000
Government Agency Debt
3145248.00
876712.45
Fannie Mae
2038-05-01
4.726000
Government Agency Debt
23470491.00
10926529.03
Fannie Mae
2038-07-01
5.189000
Government Agency Debt
5000000.00
541779.57
Fannie Mae
2038-08-01
4.777000
Government Agency Debt
675000.00
163125.30
Fannie Mae
2038-08-01
5.175000
Government Agency Debt
1950429.00
144274.68
Fannie Mae
2038-08-01
5.263000
Government Agency Debt
500000.00
99913.96
Fannie Mae
2038-10-01
2.243000
Government Agency Debt
575749.00
194650.18
Fannie Mae
2039-01-01
5.652000
Government Agency Debt
13309116.00
2507553.37
Fannie Mae
2039-03-01
4.849000
Government Agency Debt
12512789.00
4399186.29
Fannie Mae
2039-06-01
4.027000
Government Agency Debt
5898071.00
966736.61
Fannie Mae
2040-01-01
4.062000
Government Agency Debt
240911.00
142993.84
Fannie Mae
2040-03-01
3.626000
Government Agency Debt
11875834.00
4060622.89
Fannie Mae
2040-07-01
4.100000
Government Agency Debt
184193.00
163406.21
Fannie Mae
2040-08-01
3.838000
Government Agency Debt
3455274.00
1545214.51
Fannie Mae
2040-10-01
1.422000
Government Agency Debt
2213027.00
137584.93
Fannie Mae
2040-10-01
3.644000
Government Agency Debt
8347032.00
3960832.91
Fannie Mae
2040-11-01
3.063000
Government Agency Debt
200922.00
80766.31
Fannie Mae
2040-12-01
3.502000
Government Agency Debt
1096654.00
680970.28
Fannie Mae
2041-01-01
3.188000
Government Agency Debt
58670.00
40552.53
Fannie Mae
2041-03-01
3.501000
Government Agency Debt
920000.00
677408.69
Fannie Mae
2041-03-01
3.660000
Government Agency Debt
1520654.00
1123493.27
Fannie Mae
2041-04-01
3.340000
Government Agency Debt
6039019.00
4001933.44
Fannie Mae
2041-06-01
3.379000
Government Agency Debt
187128.00
132655.72
Fannie Mae
2041-06-01
3.447000
Government Agency Debt
10171381.00
7046767.28
Fannie Mae
2041-09-01
2.705000
Government Agency Debt
693770.00
415811.68
Fannie Mae
2041-10-01
2.974000
Government Agency Debt
14281119.00
11086827.10
Fannie Mae
2041-10-01
3.312000
Government Agency Debt
134646.00
86142.22
Fannie Mae
2041-10-01
3.417000
Government Agency Debt
8254083.00
5928988.61
Fannie Mae
2041-11-01
2.675000
Government Agency Debt
8778013.00
5849318.25
Fannie Mae
2041-12-01
3.322000
Government Agency Debt
653552.00
658014.43
Fannie Mae
2042-01-01
2.417000
Government Agency Debt
200000.00
166981.95
Fannie Mae
2042-02-01
2.592000
Government Agency Debt
6013121.00
6037638.67
Fannie Mae
2042-02-01
3.021000
Government Agency Debt
2832448.00
1928208.16
Fannie Mae
2042-05-01
2.378000
Government Agency Debt
11178841.00
9305941.38
Fannie Mae
2042-07-01
2.919000
Government Agency Debt
21738.00
19965.09
Fannie Mae
2043-01-01
1.971000
Government Agency Debt
2392997.00
2395759.79
Fannie Mae
2043-01-01
2.260000
Government Agency Debt
3924259.00
4087728.38
Fannie Mae
2048-02-01
3.864000
Government Agency Debt
27395630.00
4070547.48
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
215000000.00
215000000.00
0.0116
N
215000000.00
215000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.160000%
07699U005_0.1600_M130307_2M52
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-08-01
2.645000
Government Agency Debt
9506861.00
9691393.13
Fannie Mae
2023-01-01
4.291000
Government Agency Debt
21327507.00
5108255.98
Fannie Mae
2034-05-01
2.350000
Government Agency Debt
25232745.00
4148413.78
Fannie Mae
2034-08-01
4.035000
Government Agency Debt
192765353.00
12069804.12
Fannie Mae
2035-04-01
2.404000
Government Agency Debt
39671677.00
12372960.24
Fannie Mae
2035-04-01
2.404000
Government Agency Debt
14321074.00
4466513.46
Fannie Mae
2035-06-01
4.757000
Government Agency Debt
4450600.00
4483114.28
Fannie Mae
2035-07-01
2.697000
Government Agency Debt
10076543.00
10283578.18
Fannie Mae
2035-09-01
2.405000
Government Agency Debt
12474936.00
5698142.41
Fannie Mae
2035-10-01
2.028000
Government Agency Debt
36226007.00
4972369.36
Fannie Mae
2036-01-01
2.317000
Government Agency Debt
17760015.00
2686246.37
Fannie Mae
2036-05-01
5.840000
Government Agency Debt
26858446.00
8794489.40
Fannie Mae
2036-09-01
2.933000
Government Agency Debt
18751367.00
5332270.36
Fannie Mae
2037-06-01
4.623000
Government Agency Debt
6114935.00
6362025.66
Fannie Mae
2037-09-01
2.603000
Government Agency Debt
7085029.00
4367586.67
Fannie Mae
2037-09-01
4.725000
Government Agency Debt
10851017.00
10213159.33
Fannie Mae
2037-11-01
2.774000
Government Agency Debt
4587677.00
4710275.20
Fannie Mae
2037-11-01
5.900000
Government Agency Debt
9721303.00
9759537.87
Fannie Mae
2038-01-01
5.671000
Government Agency Debt
11211315.00
1498711.05
Fannie Mae
2038-07-01
2.574000
Government Agency Debt
26063745.00
10690435.91
Fannie Mae
2038-08-01
5.183000
Government Agency Debt
25021559.00
4864691.55
Fannie Mae
2038-09-01
2.347000
Government Agency Debt
8203294.00
3655706.63
Fannie Mae
2038-10-01
2.243000
Government Agency Debt
16499532.00
5578189.36
Fannie Mae
2040-01-01
4.062000
Government Agency Debt
8263376.00
4904765.04
Fannie Mae
2040-06-01
3.541000
Government Agency Debt
15033020.00
6315529.34
Fannie Mae
2040-10-01
3.020000
Government Agency Debt
19332114.00
10754102.74
Fannie Mae
2040-10-01
3.150000
Government Agency Debt
10466186.00
4579044.71
Fannie Mae
2040-11-01
3.063000
Government Agency Debt
4759405.00
1913178.17
Fannie Mae
2040-11-01
3.063000
Government Agency Debt
89792.00
36094.45
Fannie Mae
2040-11-01
3.652000
Government Agency Debt
20886120.00
9825525.58
Fannie Mae
2040-12-01
3.502000
Government Agency Debt
5871157.00
3645710.86
Fannie Mae
2040-12-01
3.548000
Government Agency Debt
13286237.00
6638509.56
Fannie Mae
2040-12-01
3.548000
Government Agency Debt
11469373.00
5730707.82
Fannie Mae
2041-01-01
3.464000
Government Agency Debt
12093000.00
9604007.48
Fannie Mae
2041-02-01
3.307000
Government Agency Debt
6054343.00
4013962.68
Fannie Mae
2041-03-01
3.320000
Government Agency Debt
18258646.00
12740797.22
Fannie Mae
2041-03-01
3.320000
Government Agency Debt
6915953.00
4825919.45
Fannie Mae
2041-05-01
3.189000
Government Agency Debt
11653400.00
8355860.88
Fannie Mae
2041-05-01
3.260000
Government Agency Debt
581165.00
416872.90
Fannie Mae
2041-06-01
3.447000
Government Agency Debt
8484479.00
5878075.85
Fannie Mae
2041-06-01
3.614000
Government Agency Debt
8234030.00
4779291.03
Fannie Mae
2041-10-01
2.974000
Government Agency Debt
6734444.00
5228134.87
Fannie Mae
2041-12-01
2.517000
Government Agency Debt
4807505.00
4385150.05
Fannie Mae
2041-12-01
3.322000
Government Agency Debt
49291.00
49627.56
Fannie Mae
2042-02-01
2.765000
Government Agency Debt
8044042.00
7210488.75
Fannie Mae
2042-02-01
2.789000
Government Agency Debt
8300000.00
8270896.20
Fannie Mae
2042-04-01
2.373000
Government Agency Debt
178899.00
166167.12
Fannie Mae
2042-05-01
2.378000
Government Agency Debt
6713354.00
5588600.72
Fannie Mae
2042-06-01
2.422000
Government Agency Debt
5124688.00
4522691.10
Fannie Mae
2042-06-01
2.676000
Government Agency Debt
7366825.00
5811412.48
Fannie Mae
2042-07-01
2.919000
Government Agency Debt
2796452.00
2568379.18
Fannie Mae
2042-10-01
2.306000
Government Agency Debt
9367192.00
9309317.78
Fannie Mae
2042-11-01
2.432000
Government Agency Debt
10030679.00
10224949.40
Fannie Mae
2043-01-01
2.019000
Government Agency Debt
5172461.00
5309569.73
Fannie Mae
2043-01-01
2.252000
Government Agency Debt
4908407.00
5093875.89
Fannie Mae
2043-01-01
2.254000
Government Agency Debt
6970645.00
7230768.55
Fannie Mae
2043-02-01
0.00
Government Agency Debt
314889.00
330015.32
Fannie Mae
2043-02-01
2.081000
Government Agency Debt
4957061.00
5113137.30
Fannie Mae
2043-02-01
2.162000
Government Agency Debt
10035803.00
10420992.17
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
340000000.00
340000000.00
0.0184
N
339991000.00
339991000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.170000%
07699U005_0.1700_M130307_2M52
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-02-01
2.360000
Government Agency Debt
42383467.00
5475553.20
Fannie Mae
2018-09-01
3.120000
Government Agency Debt
4400000.00
4684261.95
Fannie Mae
2018-10-01
3.172000
Government Agency Debt
5100000.00
5438003.85
Fannie Mae
2019-08-01
4.204000
Government Agency Debt
7312985.00
5362403.81
Fannie Mae
2019-08-01
5.125000
Government Agency Debt
636988.00
729168.92
Fannie Mae
2019-09-01
4.856000
Government Agency Debt
4380000.00
4736241.40
Fannie Mae
2033-08-01
2.745000
Government Agency Debt
40000562.00
3076888.45
Fannie Mae
2033-09-01
2.486000
Government Agency Debt
20030252.00
3103766.96
Fannie Mae
2033-10-01
2.475000
Government Agency Debt
39003353.00
5130553.19
Fannie Mae
2034-04-01
2.417000
Government Agency Debt
33465548.00
4937755.69
Fannie Mae
2035-01-01
2.453000
Government Agency Debt
13887444.00
1874680.51
Fannie Mae
2035-02-01
2.435000
Government Agency Debt
40003091.00
5386518.37
Fannie Mae
2035-02-01
3.277000
Government Agency Debt
13066344.00
2334898.13
Fannie Mae
2035-06-01
4.757000
Government Agency Debt
9159143.00
9226055.99
Fannie Mae
2035-08-01
2.064000
Government Agency Debt
6607896.00
3928048.01
Fannie Mae
2035-09-01
2.405000
Government Agency Debt
2815280.00
1285927.75
Fannie Mae
2036-01-01
2.317000
Government Agency Debt
32242159.00
4876706.61
Fannie Mae
2036-02-01
2.868000
Government Agency Debt
14001361.00
3144370.40
Fannie Mae
2036-05-01
2.883000
Government Agency Debt
25646270.00
4772375.80
Fannie Mae
2036-05-01
5.840000
Government Agency Debt
19743752.00
6464864.63
Fannie Mae
2036-06-01
2.129000
Government Agency Debt
26057950.00
3526100.21
Fannie Mae
2036-08-01
2.883000
Government Agency Debt
440862.00
93790.02
Fannie Mae
2036-09-01
2.167000
Government Agency Debt
19389096.00
4944303.54
Fannie Mae
2036-11-01
2.625000
Government Agency Debt
28332831.00
5003703.92
Fannie Mae
2036-11-01
2.800000
Government Agency Debt
75014451.00
12925907.19
Fannie Mae
2036-11-01
3.080000
Government Agency Debt
27975276.00
5450596.56
Fannie Mae
2037-02-01
2.970000
Government Agency Debt
34045242.00
5089045.35
Fannie Mae
2037-04-01
1.728000
Government Agency Debt
16950000.00
2761967.23
Fannie Mae
2037-05-01
5.956000
Government Agency Debt
21462608.00
5239811.31
Fannie Mae
2037-06-01
4.623000
Government Agency Debt
90626.00
94287.99
Fannie Mae
2037-08-01
2.507000
Government Agency Debt
110808.00
56863.84
Fannie Mae
2037-08-01
6.236000
Government Agency Debt
20928062.00
4442135.90
Fannie Mae
2037-08-01
6.266000
Government Agency Debt
8652426.00
1701521.79
Fannie Mae
2037-11-01
5.851000
Government Agency Debt
42417933.00
4650270.72
Fannie Mae
2037-12-01
5.684000
Government Agency Debt
3840321.00
820799.36
Fannie Mae
2038-01-01
2.591000
Government Agency Debt
16331183.00
4781175.09
Fannie Mae
2038-02-01
2.600000
Government Agency Debt
13080400.00
5033498.01
Fannie Mae
2038-03-01
4.114000
Government Agency Debt
11454752.00
3192919.51
Fannie Mae
2038-04-01
4.461000
Government Agency Debt
18113497.00
5499504.74
Fannie Mae
2038-05-01
4.726000
Government Agency Debt
512848.00
238752.93
Fannie Mae
2038-05-01
4.730000
Government Agency Debt
22369085.00
2251545.19
Fannie Mae
2038-05-01
5.118000
Government Agency Debt
7002021.00
2184162.18
Fannie Mae
2038-08-01
5.756000
Government Agency Debt
10006464.00
2541648.75
Fannie Mae
2038-10-01
2.243000
Government Agency Debt
211876.00
71631.39
Fannie Mae
2039-01-01
5.652000
Government Agency Debt
734086.00
138308.20
Fannie Mae
2039-05-25
6.500000
Government Agency Debt
17759630.00
6893608.69
Fannie Mae
2040-04-01
3.566000
Government Agency Debt
9986492.00
2534170.74
Fannie Mae
2040-05-01
3.483000
Government Agency Debt
200961.00
106504.59
Fannie Mae
2040-05-01
3.753000
Government Agency Debt
11700000.00
5454609.20
Fannie Mae
2040-07-01
4.100000
Government Agency Debt
34963080.00
31017380.67
Fannie Mae
2040-11-01
3.063000
Government Agency Debt
3912223.00
1572629.28
Fannie Mae
2040-11-01
3.652000
Government Agency Debt
6214953.00
2923720.62
Fannie Mae
2040-12-01
3.502000
Government Agency Debt
4811873.00
2987945.59
Fannie Mae
2041-01-01
2.960000
Government Agency Debt
2483000.00
1166097.93
Fannie Mae
2041-02-01
3.285000
Government Agency Debt
1302931.00
806329.62
Fannie Mae
2041-04-01
3.132000
Government Agency Debt
9973431.00
5144703.18
Fannie Mae
2041-07-01
3.295000
Government Agency Debt
113428.00
74052.38
Fannie Mae
2041-09-01
3.412000
Government Agency Debt
163508.00
97097.66
Fannie Mae
2041-12-01
3.322000
Government Agency Debt
106632.00
107360.08
Fannie Mae
2042-01-01
2.303000
Government Agency Debt
6111852.00
5425065.48
Fannie Mae
2042-02-01
2.206000
Government Agency Debt
4128970.00
2582662.77
Fannie Mae
2042-02-01
2.608000
Government Agency Debt
5011099.00
5026271.24
Fannie Mae
2042-03-01
2.615000
Government Agency Debt
10841536.00
9622584.28
Fannie Mae
2042-04-01
2.537000
Government Agency Debt
2586925.00
2683329.70
Fannie Mae
2042-06-01
2.532000
Government Agency Debt
6109804.00
5557502.38
Fannie Mae
2042-07-01
2.919000
Government Agency Debt
128131.00
117680.90
Fannie Mae
2042-11-01
2.924000
Government Agency Debt
1200000.00
1251036.98
Fannie Mae
2042-12-01
2.299000
Government Agency Debt
5369659.00
5495201.49
Fannie Mae
2043-02-01
0.00
Government Agency Debt
9394410.00
9862167.07
Fannie Mae
2043-02-01
2.081000
Government Agency Debt
8296578.00
8557801.18
Fannie Mae
2043-06-01
1.372000
Government Agency Debt
53541823.00
4024936.61
Fannie Mae
2044-03-01
1.372000
Government Agency Debt
77463805.00
5404623.14
Fannie Mae
2044-04-01
1.372000
Government Agency Debt
54152574.00
5047803.18
Fannie Mae
2048-02-01
5.142000
Government Agency Debt
27853907.00
4510504.20
GNMA
2038-10-20
2.000000
Government Agency Debt
1750113.00
1350069.01
GNMA
2039-08-20
3.000000
Government Agency Debt
2311833.00
1844595.23
GNMA
2040-01-20
3.000000
Government Agency Debt
5000000.00
4182573.25
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
300000000.00
300000000.00
0.0162
N
299991000.00
299991000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.160000%
987YEA006_0.1600_M130307_2M52
0001197610
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-07-15
0.736000
Government Agency Debt
91758000.00
45216598.21
GNMA
2038-02-16
0.725700
Government Agency Debt
100000000.00
38200300.22
GNMA
2038-02-20
0.700700
Government Agency Debt
130274086.00
22953415.88
GNMA
2038-02-20
0.700700
Government Agency Debt
51764066.00
9129685.72
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
110000000.00
110000000.00
0.0059
N
110000000.00
110000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.170000%
987YEA006_0.1700_M130307_2M52
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-02-01
2.500000
Government Agency Debt
39267379.00
40841411.89
Fannie Mae
2030-04-01
4.500000
Government Agency Debt
102091438.00
56018717.15
Fannie Mae
2042-10-01
2.479000
Government Agency Debt
16211734.00
16317478.64
Fannie Mae
2042-11-01
2.283000
Government Agency Debt
50286137.00
51716964.10
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
54515779.00
56487784.15
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
56588278.00
57134206.99
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
21165037.00
21173583.21
GNMA
2041-09-20
3.500000
Government Agency Debt
58433110.00
45359854.11
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
335000000.00
335000000.00
0.0181
N
335000000.00
335000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.180000%
987YEA006_0.1800_M130307_2M52
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-12-01
4.000000
Government Agency Debt
58661795.00
45057008.11
Fannie Mae
2040-07-01
3.582000
Government Agency Debt
100360102.00
44985955.96
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
47042634.00
44317911.35
Fannie Mae
2041-10-01
3.548000
Government Agency Debt
50304701.00
43331400.27
Fannie Mae
2042-06-01
2.170000
Government Agency Debt
40215214.00
37943893.10
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
41991937.00
42825654.44
Fannie Mae
2042-11-01
3.000000
Government Agency Debt
5515263.00
5688229.32
GNMA
2043-02-15
3.000000
Government Agency Debt
42702645.00
44849947.50
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
300000000.00
300000000.00
0.0162
N
300000000.00
300000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.180000%
22799D001_0.1800_M130301_2M52
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2038-09-20
6.000000
Government Agency Debt
87048933.00
4128143.72
Freddie Mac
2042-05-15
3.500000
Government Agency Debt
30790000.00
30764811.51
Freddie Mac
2042-11-20
4.000000
Government Agency Debt
108489071.00
116343806.23
GNMA
2041-07-20
4.500000
Government Agency Debt
65947900.00
50784496.50
United States Treasury Department
2013-08-08
0.00
Treasury Debt
128401000.00
128326380.36
United States Treasury Department
2013-08-15
0.00
Treasury Debt
50275000.00
50244518.35
United States Treasury Department
2013-08-22
0.00
Treasury Debt
30178900.00
30160491.05
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
402695913.00
402695913.00
0.0218
N
402695913.00
402695913.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.200000%
992JYD004_0.2000_M130502_2M52
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-05-25
0.00
Government Agency Debt
8695782.00
83201.84
Fannie Mae
2022-09-25
2.709800
Government Agency Debt
27745083.00
28708542.87
Fannie Mae
2035-08-25
0.00
Government Agency Debt
6036260.00
675030.75
Fannie Mae
2037-08-25
7.025500
Government Agency Debt
1000000.00
184498.03
Fannie Mae
2039-03-25
4.133400
Government Agency Debt
10278059.00
4725508.51
Fannie Mae
2041-10-25
3.818100
Government Agency Debt
3335000.00
3440046.87
Fannie Mae
2042-02-25
7.500000
Government Agency Debt
43783866.00
4232436.67
Freddie Mac
2014-03-15
7.250000
Government Agency Debt
7365000.00
96513.38
Freddie Mac
2014-03-15
7.250000
Government Agency Debt
12000.00
157.25
Freddie Mac
2028-02-15
1.500000
Government Agency Debt
76281423.00
76044634.00
Freddie Mac
2032-06-15
3.000000
Government Agency Debt
10000000.00
5708061.46
Freddie Mac
2033-01-15
2.000000
Government Agency Debt
2000000.00
2031569.00
Freddie Mac
2033-01-15
2.500000
Government Agency Debt
123580000.00
127784008.27
Freddie Mac
2033-06-15
4.500000
Government Agency Debt
10000000.00
1288854.93
First Tier Security
N/A
N/A
2013-05-02
2013-05-02
N
N
N
250000000.00
250000000.00
0.0135
Y
250000000.00
250000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.210000%
992JYD004_0.2100_M130409_2M52
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-09-25
10.000000
Government Agency Debt
312404.00
3393.57
Fannie Mae
2022-10-25
6.000000
Government Agency Debt
75000.00
3974.11
Fannie Mae
2035-12-25
6.000000
Government Agency Debt
6000000.00
1144810.44
Fannie Mae
2036-07-25
0.771700
Government Agency Debt
50000000.00
3355060.52
Freddie Mac
2032-10-15
0.651200
Government Agency Debt
52820882.00
9611976.48
Freddie Mac
2033-01-15
2.500000
Government Agency Debt
2996440.00
3098374.44
Freddie Mac
2036-11-15
5.500000
Government Agency Debt
39055000.00
17162224.91
Freddie Mac
2037-01-15
0.501200
Government Agency Debt
30000000.00
2104862.41
Freddie Mac
2039-04-15
6.500000
Government Agency Debt
60095246.00
18094443.10
GNMA
2035-03-16
4.907000
Government Agency Debt
400000.00
235691.33
GNMA
2039-08-20
4.000000
Government Agency Debt
5327601.00
4680535.24
GNMA
2041-05-20
4.000000
Government Agency Debt
79949699.00
72582121.96
GNMA
2043-04-16
3.250000
Government Agency Debt
250000.00
271239.76
GNMA
2053-05-16
1.924000
Government Agency Debt
110636498.00
112265445.64
GNMA
2053-05-16
1.924000
Government Agency Debt
229752.00
187449.58
First Tier Security
N/A
N/A
2013-04-09
2013-04-09
N
N
N
240000000.00
240000000.00
0.0130
Y
240002400.00
240002400.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
21599B009_0.1800_M130301_2M52
0001074042
Treasury Repurchase Agreement
Y
United States Treasury Department
2013-05-15
3.625000
Treasury Debt
149513400.00
152176906.88
United States Treasury Department
2016-01-15
0.375000
Treasury Debt
149054000.00
149250125.42
United States Treasury Department
2016-02-29
2.625000
Treasury Debt
21239600.00
22666646.24
United States Treasury Department
2016-11-15
7.500000
Treasury Debt
34717000.00
44379232.13
United States Treasury Department
2038-02-15
4.375000
Treasury Debt
124836600.00
156827118.83
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
515000000.00
515000000.00
0.0278
N
515000000.00
515000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
21599B009_0.2000_M130301_2M52
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2025-03-15
3.500000
Government Agency Debt
100000000.00
53422780.57
Freddie Mac
2028-02-15
1.500000
Government Agency Debt
25000000.00
25250300.00
Freddie Mac
2028-02-15
1.625000
Government Agency Debt
18784964.00
18869115.94
Freddie Mac
2028-02-15
2.500000
Government Agency Debt
17193996.00
18021181.95
Freddie Mac
2032-11-15
2.000000
Government Agency Debt
5387277.00
5456417.31
Freddie Mac
2033-01-15
2.500000
Government Agency Debt
143450000.00
147718498.20
Freddie Mac
2041-04-15
3.000000
Government Agency Debt
30213125.00
28868517.02
Freddie Mac
2041-05-15
0.756000
Government Agency Debt
91807481.00
46526120.71
Freddie Mac
2041-10-15
2.000000
Government Agency Debt
48435000.00
47739514.12
Freddie Mac
2042-05-15
2.500000
Government Agency Debt
59184000.00
61757379.50
Freddie Mac
2042-06-15
6.500000
Government Agency Debt
35555793.00
36185053.56
GNMA
2041-08-20
3.000000
Government Agency Debt
18481516.00
17599023.61
GNMA
2041-10-20
6.500000
Government Agency Debt
102680549.00
116586097.76
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
600000000.00
600000000.00
0.0324
N
600000000.00
600000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.150000%
99ETSZ007_0.1500_M130305_2M52
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-08-25
6.500000
Government Agency Debt
39382260.00
43211974.96
Fannie Mae
2031-09-25
6.500000
Government Agency Debt
38571428.00
42831332.71
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
35297833.00
37122395.04
GNMA
2042-10-20
2.000000
Government Agency Debt
9814783.00
9924978.12
GNMA
2052-11-16
1.826000
Government Agency Debt
30972405.00
31456050.77
GNMA
2052-12-16
3.600000
Government Agency Debt
40250000.00
43889445.25
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
200000000.00
200000000.00
0.0108
N
199998000.00
199998000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M130307_2M52
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-06-01
3.813000
Government Agency Debt
8890000.00
9720700.56
Fannie Mae
2034-12-01
3.419000
Government Agency Debt
41059999.00
15919342.51
Fannie Mae
2036-07-01
3.050000
Government Agency Debt
27248607.00
11138986.48
Fannie Mae
2039-10-01
5.233000
Government Agency Debt
12621423.00
10572665.92
Fannie Mae
2040-05-01
3.519000
Government Agency Debt
36358189.00
11104360.50
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
5202532.00
4493355.34
Fannie Mae
2041-10-01
2.966000
Government Agency Debt
16263674.00
13672260.90
Fannie Mae
2041-10-01
5.000000
Government Agency Debt
888532.00
753021.93
Fannie Mae
2041-11-01
2.579000
Government Agency Debt
953250.00
846825.20
Fannie Mae
2041-11-01
3.049000
Government Agency Debt
17387352.00
12461332.87
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
8855828.00
8930057.15
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
4215829.00
4557567.85
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
13283675.00
13805366.03
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
12173740.00
12066843.84
Fannie Mae
2042-10-25
7.000000
Government Agency Debt
106409.00
117506.93
Fannie Mae
2043-02-25
6.500000
Government Agency Debt
42493.00
50143.39
GNMA
2037-11-16
2.750000
Government Agency Debt
32038.00
25889.78
GNMA
2041-10-20
6.500000
Government Agency Debt
10001600.00
11356070.13
GNMA
2042-10-16
2.000000
Government Agency Debt
38499.00
38821.18
GNMA
2042-10-20
2.000000
Government Agency Debt
14400907.00
14562592.67
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
150000000.00
150000000.00
0.0081
N
150000000.00
150000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.230000%
99ETSZ007_0.2300_M130307_2M52
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-10-25
7.000000
Government Agency Debt
21182373.00
5269959.25
Fannie Mae
2031-08-25
6.500000
Government Agency Debt
7200839.00
7901082.23
Fannie Mae
2033-01-25
2.000000
Government Agency Debt
2477000.00
2391213.83
Fannie Mae
2033-01-25
2.000000
Government Agency Debt
376000.00
318210.68
Fannie Mae
2035-06-01
2.146000
Government Agency Debt
935552.00
253528.24
Fannie Mae
2036-05-01
6.500000
Government Agency Debt
640117.00
183660.66
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
751252.00
130116.38
Fannie Mae
2039-06-01
4.500000
Government Agency Debt
757242.00
239342.32
Fannie Mae
2039-09-20
4.000000
Government Agency Debt
2962000.00
3293921.72
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
3752774.00
2609111.23
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
5073187.00
3640977.50
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
212790.00
100964.42
Fannie Mae
2041-02-25
4.500000
Government Agency Debt
10000000.00
10973320.00
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
1494946.00
1615105.27
Fannie Mae
2042-03-01
2.250000
Government Agency Debt
12578006.00
11500595.38
Fannie Mae
2042-03-25
4.000000
Government Agency Debt
17029781.00
11586188.05
Fannie Mae
2042-05-25
2.000000
Government Agency Debt
3192707.00
3200698.72
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
4319367.00
4485987.41
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
1886513.00
2026462.06
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
15234142.00
15832433.91
Fannie Mae
2042-09-25
2.500000
Government Agency Debt
4700000.00
4542032.57
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
440420.00
436552.72
Fannie Mae
2042-10-25
6.500000
Government Agency Debt
7667316.00
7892231.36
Fannie Mae
2042-10-25
7.000000
Government Agency Debt
6967199.00
7693843.19
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
495137.00
505027.67
Fannie Mae
2042-11-25
2.000000
Government Agency Debt
6377408.00
6356128.37
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
2320946.00
2100054.61
Fannie Mae
2043-01-25
2.500000
Government Agency Debt
3040000.00
2864084.32
Fannie Mae
2043-01-25
2.500000
Government Agency Debt
1692000.00
1547638.56
Fannie Mae
2043-01-25
2.500000
Government Agency Debt
1139000.00
1122732.96
Fannie Mae
2043-02-01
3.000000
Government Agency Debt
605681.00
627934.93
Fannie Mae
2043-02-25
6.500000
Government Agency Debt
7168467.00
8459069.19
GNMA
2014-05-16
4.000000
Government Agency Debt
1000.00
535.30
GNMA
2026-10-16
3.000000
Government Agency Debt
2763.00
2444.61
GNMA
2026-11-20
3.000000
Government Agency Debt
214386.00
135509.46
GNMA
2027-08-16
4.250000
Government Agency Debt
10000000.00
293705.94
GNMA
2030-09-20
0.600700
Government Agency Debt
1100000.00
6512.82
GNMA
2030-11-16
4.000000
Government Agency Debt
5991000.00
6647146.30
GNMA
2032-05-20
6.000000
Government Agency Debt
10709000.00
4815496.00
GNMA
2033-03-20
4.000000
Government Agency Debt
2000000.00
192405.34
GNMA
2033-07-16
5.000000
Government Agency Debt
5000000.00
5861280.00
GNMA
2033-08-20
5.000000
Government Agency Debt
9485035.00
11033514.39
GNMA
2034-12-20
3.000000
Government Agency Debt
17253884.00
15108610.10
GNMA
2036-06-20
6.000000
Government Agency Debt
4000000.00
4698636.00
GNMA
2036-07-20
6.000000
Government Agency Debt
5000000.00
5880435.00
GNMA
2037-03-20
0.500700
Government Agency Debt
2000000.00
307424.69
GNMA
2037-06-16
5.784000
Government Agency Debt
1000000.00
1144414.00
GNMA
2037-11-16
2.750000
Government Agency Debt
160784.00
129928.89
GNMA
2037-11-16
3.306000
Government Agency Debt
5000000.00
4387632.83
GNMA
2038-03-20
5.629000
Government Agency Debt
10712082.00
2403712.83
GNMA
2038-12-20
4.000000
Government Agency Debt
400000.00
145105.71
GNMA
2038-12-20
4.500000
Government Agency Debt
180000.00
65038.04
GNMA
2039-01-20
3.000000
Government Agency Debt
1295680.00
1026625.86
GNMA
2039-03-16
2.989000
Government Agency Debt
2000000.00
765411.29
GNMA
2039-05-16
2.176000
Government Agency Debt
5000000.00
5033692.59
GNMA
2039-05-16
4.000000
Government Agency Debt
1500000.00
719813.52
GNMA
2039-06-20
4.500000
Government Agency Debt
10000000.00
4299348.50
GNMA
2039-10-16
4.000000
Government Agency Debt
200000.00
176584.41
GNMA
2039-11-20
5.000000
Government Agency Debt
6100000.00
2604419.76
GNMA
2040-02-16
0.751700
Government Agency Debt
7184932.00
2420594.24
GNMA
2040-05-15
5.000000
Government Agency Debt
1060246.00
725334.52
GNMA
2040-07-15
5.000000
Government Agency Debt
1362946.00
723928.70
GNMA
2040-12-20
3.000000
Government Agency Debt
814000.00
727264.67
GNMA
2041-02-16
4.000000
Government Agency Debt
714000.00
772128.88
GNMA
2041-02-20
4.000000
Government Agency Debt
100000.00
110018.90
GNMA
2041-03-20
5.000000
Government Agency Debt
239265.00
282203.50
GNMA
2041-04-16
4.766000
Government Agency Debt
4700000.00
5234951.65
GNMA
2041-05-20
4.000000
Government Agency Debt
680000.00
738924.04
GNMA
2041-10-20
6.500000
Government Agency Debt
9885545.00
11224298.34
GNMA
2042-02-20
2.000000
Government Agency Debt
276024.00
270998.41
GNMA
2042-05-16
2.000000
Government Agency Debt
4298000.00
3959164.16
GNMA
2042-07-20
3.000000
Government Agency Debt
6716727.00
7053994.02
GNMA
2042-10-16
2.000000
Government Agency Debt
242157.00
244183.49
GNMA
2042-10-20
1.750000
Government Agency Debt
15000000.00
14932989.22
GNMA
2042-10-20
2.000000
Government Agency Debt
716062.00
724101.56
GNMA
2042-10-20
2.000000
Government Agency Debt
301086.00
255257.70
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
250000000.00
250000000.00
0.0135
N
250000000.00
250000000.00
Fannie Mae
Fannie Mae 0.160000%
313589CM3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
50000000.00
50000000.00
0.0027
N
50000000.00
50000000.00
Fannie Mae
Fannie Mae 0.116000%
313589CZ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-13
2013-03-13
N
N
N
25000000.00
24999033.33
0.0014
N
24999750.00
24999750.00
Fannie Mae
Fannie Mae 0.095000%
313589DP5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-27
2013-03-27
N
N
N
95000000.00
94993481.94
0.0051
N
94997910.00
94997910.00
Fannie Mae
Fannie Mae 0.140000%
313589DU4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
300000000.00
299963833.32
0.0162
N
299984400.00
299984400.00
Fannie Mae
Fannie Mae 0.160000%
313589DU4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
100000000.00
99986222.22
0.0054
N
99994800.00
99994800.00
Fannie Mae
Fannie Mae 0.125000%
313589DW0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-03
2013-04-03
N
N
N
13500000.00
13498453.13
0.0007
N
13499257.50
13499257.50
Fannie Mae
Fannie Mae 0.160000%
313589ED1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-10
2013-04-10
N
N
N
65000000.00
64988444.44
0.0035
N
64995645.00
64995645.00
Fannie Mae
Fannie Mae 0.170000%
313589EL3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-17
2013-04-17
N
N
N
50000000.00
49988902.78
0.0027
N
49996100.00
49996100.00
Fannie Mae
Fannie Mae 0.180000%
313589FA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
100000000.00
99969500.00
0.0054
N
99984700.00
99984700.00
Fannie Mae
Fannie Mae 0.160000%
313589FA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
75000000.00
74979666.67
0.0041
N
74988525.00
74988525.00
Fannie Mae
Fannie Mae 0.120000%
313589FH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-08
2013-05-08
N
N
N
50000000.00
49988666.67
0.0027
N
49991500.00
49991500.00
Fannie Mae
Fannie Mae 0.125000%
313589GK3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
1075000.00
1074649.13
0.0001
N
1074691.48
1074691.48
Fannie Mae
Fannie Mae 0.110000%
313589HA4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-18
2013-06-18
N
N
N
50000000.00
49983347.37
0.0027
N
49983350.00
49983350.00
Fannie Mae
Fannie Mae 0.110000%
313589JL8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-22
2013-07-22
N
N
N
100000000.00
99956305.54
0.0054
N
99952400.00
99952400.00
Fannie Mae
Fannie Mae 0.120000%
313589JL8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-22
2013-07-22
N
N
N
100000000.00
99952333.32
0.0054
N
99952400.00
99952400.00
Fannie Mae
Fannie Mae 0.110000%
313589JM6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-23
2013-07-23
N
N
N
50000000.00
49978000.00
0.0027
N
49976000.00
49976000.00
Fannie Mae
Fannie Mae 0.120000%
313589KL6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-15
2013-08-15
N
N
N
75000000.00
74958250.00
0.0041
N
74954775.00
74954775.00
Fannie Mae
Fannie Mae 0.150000%
313589LU5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
N
150000000.00
149875625.01
0.0081
N
149892300.00
149892300.00
Fannie Mae
Fannie Mae 4.375000%
31359MRG0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-15
2013-03-15
N
N
N
34860000.00
34917302.16
0.0019
N
34917588.72
34917588.72
Fannie Mae
Fannie Mae 4.625000%
31359MTG8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
201169000.00
206715317.55
0.0112
N
206746209.36
206746209.36
Fannie Mae
Fannie Mae 0.327000%
3135G0AZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-06
2014-03-04
N
N
N
22595000.00
22617775.76
0.0012
N
22632033.21
22632033.21
Fannie Mae
Fannie Mae 0.172700%
3135G0VK6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-27
2015-02-27
N
N
N
100000000.00
99949846.78
0.0054
N
99990300.00
99990300.00
Fannie Mae
Fannie Mae 0.190000%
3138L07J4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
175000000.00
174971368.04
0.0095
N
174979000.00
174979000.00
Fannie Mae
Fannie Mae 0.147500%
3138L12W8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
30070000.00
30070000.00
0.0016
N
30070000.00
30070000.00
Fannie Mae
Fannie Mae 0.145000%
3138L1Y60
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
9000000.00
9000000.00
0.0005
N
9000000.00
9000000.00
Fannie Mae
Fannie Mae 0.145000%
3138L1Y78
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
51000000.00
51000000.00
0.0028
N
51000000.00
51000000.00
Fannie Mae
Fannie Mae 0.147500%
3138L1YV5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
241867000.00
241867000.00
0.0131
N
241867000.00
241867000.00
Fannie Mae
Fannie Mae 0.147500%
3138L1YW3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
17936000.00
17936000.00
0.0010
N
17936000.00
17936000.00
Fannie Mae
Fannie Mae 0.147500%
3138L1Z28
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
81538000.00
81538000.00
0.0044
N
81538000.00
81538000.00
Fannie Mae
Fannie Mae 0.140000%
3138L2RG4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
28834640.00
28834640.00
0.0016
N
28834640.00
28834640.00
Fannie Mae
Fannie Mae 0.125000%
3138L2S73
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
39500000.00
39491633.68
0.0021
N
39489335.00
39489335.00
Fannie Mae
Fannie Mae 0.125000%
3138L2S81
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
126649630.00
126622804.90
0.0068
N
126615434.60
126615434.60
Fannie Mae
Fannie Mae 0.122500%
3138L2VE4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
169808000.00
169772753.05
0.0092
N
169762151.84
169762151.84
Fannie Mae
Fannie Mae 0.100000%
3138L2VF1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
120000000.00
120000000.00
0.0065
N
120000000.00
120000000.00
Fannie Mae
Fannie Mae 0.122500%
3138L2VG9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
37500000.00
37492216.15
0.0020
N
37489875.00
37489875.00
Fannie Mae
Fannie Mae 0.122500%
3138L2VH7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
111920000.00
111896768.83
0.0060
N
111889781.60
111889781.60
Fannie Mae
Fannie Mae 0.100000%
3138L2VJ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
57472000.00
57472000.00
0.0031
N
57472000.00
57472000.00
Fannie Mae
Fannie Mae 0.130000%
3138L2XC6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
42800000.00
42790572.11
0.0023
N
42788444.00
42788444.00
Fannie Mae
Fannie Mae 1.000000%
31398A2S0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-23
2013-09-23
N
N
N
100000000.00
100452288.95
0.0054
N
100454600.00
100454600.00
Fannie Mae
Fannie Mae 1.125000%
31398A3L4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-17
2013-09-17
N
N
N
37308000.00
37499636.49
0.0020
N
37503195.46
37503195.46
Fannie Mae
Fannie Mae 1.750000%
31398AJ94
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
N
N
100130000.00
100420257.49
0.0054
N
100418875.05
100418875.05
Fannie Mae
Fannie Mae 2.750000%
31398AVD1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-05
2014-02-05
N
N
N
75000000.00
76786366.12
0.0041
N
76837425.00
76837425.00
Farm Credit System
Farm Credit System 0.171700%
31331KKH2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-24
2013-07-24
N
N
N
92690000.00
92701477.80
0.0050
N
92711133.32
92711133.32
Farm Credit System
Farm Credit System 0.270000%
31331KNP1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-07-10
N
N
N
2000000.00
2000546.57
0.0001
N
2001154.00
2001154.00
Farm Credit System
Farm Credit System 0.201200%
31331KRP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-15
2014-01-15
N
N
N
1000000.00
1000487.66
0.0001
N
1000614.00
1000614.00
Farm Credit System
Farm Credit System 0.190000%
3133EAZ43
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-25
2013-09-25
N
N
N
46500000.00
46499329.66
0.0025
N
46505022.00
46505022.00
Farm Credit System
Farm Credit System 0.164200%
3133EC6M1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-10
2014-03-10
N
N
N
100000000.00
100010994.48
0.0054
N
100029500.00
100029500.00
Federal Home Loan Bank
Federal Home Loan Bank 0.875000%
313371UC8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-27
2013-12-27
N
N
N
50050000.00
50336878.07
0.0027
N
50337687.40
50337687.40
Federal Home Loan Bank
Federal Home Loan Bank 1.000000%
313372RK2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-27
2013-03-27
N
N
N
87960000.00
88015951.01
0.0048
N
88015590.72
88015590.72
Federal Home Loan Bank
Federal Home Loan Bank 0.825000%
313372XE9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-15
2013-03-15
N
N
N
5000000.00
5001196.55
0.0003
N
5001360.00
5001360.00
Federal Home Loan Bank
Federal Home Loan Bank 0.325000%
313375X77
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-04-11
N
N
N
90000000.00
90001535.31
0.0049
N
90021690.00
90021690.00
Federal Home Loan Bank
Federal Home Loan Bank 0.375000%
3133762C8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-27
2013-11-27
N
N
N
33110000.00
33160055.46
0.0018
N
33158870.36
33158870.36
Federal Home Loan Bank
Federal Home Loan Bank 0.370000%
3133766L4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
115000000.00
115031067.02
0.0062
N
115046920.00
115046920.00
Federal Home Loan Bank
Federal Home Loan Bank 0.375000%
313376PD1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-12
2013-07-12
N
N
N
35000000.00
35032305.70
0.0019
N
35025445.00
35025445.00
Federal Home Loan Bank
Federal Home Loan Bank 0.250000%
313378TL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-10
2013-04-10
N
N
N
150000000.00
150010325.97
0.0081
N
150020250.00
150020250.00
Federal Home Loan Bank
Federal Home Loan Bank 0.350000%
313378U41
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-30
2013-09-30
N
N
N
62755000.00
62812630.70
0.0034
N
62818696.33
62818696.33
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
313378W23
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-04-11
N
N
N
150000000.00
150000000.00
0.0081
N
150017400.00
150017400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.250000%
313378YH8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-11
2013-04-11
N
N
N
111775000.00
111773367.77
0.0060
N
111790536.73
111790536.73
Federal Home Loan Bank
Federal Home Loan Bank 0.230000%
3133792P3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-16
2013-04-16
N
N
N
30000000.00
30002389.12
0.0016
N
30003930.00
30003930.00
Federal Home Loan Bank
Federal Home Loan Bank 0.230000%
3133793E7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-17
2013-04-17
N
N
N
33800000.00
33805290.79
0.0018
N
33804529.20
33804529.20
Federal Home Loan Bank
Federal Home Loan Bank 0.240000%
3133793M9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-26
2013-04-26
N
N
N
111400000.00
111411663.07
0.0060
N
111419606.40
111419606.40
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
313379GV5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-24
2013-05-24
N
N
N
150000000.00
149981738.64
0.0081
N
150025950.00
150025950.00
Federal Home Loan Bank
Federal Home Loan Bank 0.290000%
313379H36
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-11-15
2013-11-15
N
N
N
48900000.00
48944603.18
0.0026
N
48939609.00
48939609.00
Federal Home Loan Bank
Federal Home Loan Bank 0.250000%
313379R76
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
89400000.00
89427762.97
0.0048
N
89444878.80
89444878.80
Federal Home Loan Bank
Federal Home Loan Bank 0.300000%
313379SC4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-12
2013-12-12
N
N
N
69000000.00
69063477.70
0.0037
N
69067206.00
69067206.00
Federal Home Loan Bank
Federal Home Loan Bank 0.190000%
313379WT2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-25
2013-03-25
N
N
N
61740000.00
61744115.06
0.0033
N
61742654.82
61742654.82
Federal Home Loan Bank
Federal Home Loan Bank 0.116000%
313379WV7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-03
2014-01-03
N
N
N
75000000.00
74987210.85
0.0041
N
74977425.00
74977425.00
Federal Home Loan Bank
Federal Home Loan Bank 0.250000%
313379YN3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-02
2013-07-02
N
N
N
150000000.00
149990416.11
0.0081
N
150063000.00
150063000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.250000%
313379YQ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
75000000.00
74991573.02
0.0041
N
75031200.00
75031200.00
Federal Home Loan Bank
Federal Home Loan Bank 0.190000%
3133804F1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-07-17
N
N
N
10000000.00
10001543.61
0.0005
N
10003100.00
10003100.00
Federal Home Loan Bank
Federal Home Loan Bank 0.160000%
3133805A1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-07-17
N
N
N
225000000.00
224969387.31
0.0122
N
225045000.00
225045000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.160000%
3133805H6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-07-25
N
N
N
100000000.00
99985766.02
0.0054
N
100020500.00
100020500.00
Federal Home Loan Bank
Federal Home Loan Bank 0.180000%
3133805R4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-07-23
N
N
N
100000000.00
99993993.82
0.0054
N
100028100.00
100028100.00
Federal Home Loan Bank
Federal Home Loan Bank 0.180000%
3133806U6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-08-01
N
N
N
100000000.00
99993293.14
0.0054
N
100028900.00
100028900.00
Federal Home Loan Bank
Federal Home Loan Bank 0.160000%
3133807G6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-08-01
N
N
N
109150000.00
109151083.74
0.0059
N
109172703.20
109172703.20
Federal Home Loan Bank
Federal Home Loan Bank 0.190000%
313380BS5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-07-26
N
N
N
100000000.00
99995972.60
0.0054
N
100032300.00
100032300.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
313380CE5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2014-02-03
N
N
N
100000000.00
99953071.04
0.0054
N
100046000.00
100046000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.190000%
313380JB4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-08-22
N
N
N
95000000.00
94995380.66
0.0051
N
95033820.00
95033820.00
Federal Home Loan Bank
Federal Home Loan Bank 0.190000%
313380KE6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-08-22
N
N
N
95000000.00
95016167.06
0.0051
N
95033820.00
95033820.00
Federal Home Loan Bank
Federal Home Loan Bank 0.190000%
313380L88
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-08-22
N
N
N
50800000.00
50808645.12
0.0027
N
50818084.80
50818084.80
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
313380NN3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-01
2013-09-04
N
N
N
50000000.00
50007740.30
0.0027
N
50018350.00
50018350.00
Federal Home Loan Bank
Federal Home Loan Bank 0.170000%
313380SD0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
N
50000000.00
49995872.47
0.0027
N
50006800.00
50006800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.210000%
313380SE8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-24
2013-09-24
N
N
N
100000000.00
99992627.40
0.0054
N
100016900.00
100016900.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313381M28
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-21
2013-06-21
N
N
N
50000000.00
49998462.53
0.0027
N
50000750.00
50000750.00
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
313381UL7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-15
2013-10-15
N
N
N
125000000.00
124994773.95
0.0068
N
124980625.00
124980625.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313381UU7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-11
2013-07-11
N
N
N
145655000.00
145649161.95
0.0079
N
145652378.21
145652378.21
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313381WV3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-17
2013-07-17
N
N
N
100000000.00
99992380.64
0.0054
N
99994300.00
99994300.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313381XV2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-22
2013-07-22
N
N
N
75000000.00
74996089.23
0.0041
N
74998500.00
74998500.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313381XW0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-24
2013-07-24
N
N
N
376950000.00
376946379.57
0.0204
N
376942461.00
376942461.00
Federal Home Loan Bank
Federal Home Loan Bank 0.143700%
313382D59
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-28
2014-02-28
N
N
N
200000000.00
199980138.56
0.0108
N
200009600.00
200009600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313382DE0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-28
2013-08-28
N
N
N
80000000.00
79993714.91
0.0043
N
79998480.00
79998480.00
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
313385CQ7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
N
100000000.00
99998958.34
0.0054
N
99999700.00
99999700.00
Federal Home Loan Bank
Federal Home Loan Bank 0.095000%
313385CZ7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-13
2013-03-13
N
N
N
40275000.00
40273724.62
0.0022
N
40274597.25
40274597.25
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
313385DG8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-20
2013-03-20
N
N
N
50000000.00
49996041.67
0.0027
N
49999200.00
49999200.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313385DG8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-20
2013-03-20
N
N
N
43896000.00
43894146.61
0.0024
N
43895297.66
43895297.66
Federal Home Loan Bank
Federal Home Loan Bank 0.155000%
313385DG8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-20
2013-03-20
N
N
N
42300000.00
42296539.63
0.0023
N
42299323.20
42299323.20
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313385DG8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-20
2013-03-20
N
N
N
25000000.00
24998812.50
0.0014
N
24999600.00
24999600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313385DJ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-22
2013-03-22
N
N
N
138050000.00
138043155.01
0.0075
N
138047653.15
138047653.15
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
313385DJ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-22
2013-03-22
N
N
N
2138000.00
2137812.92
0.0001
N
2137963.65
2137963.65
Federal Home Loan Bank
Federal Home Loan Bank 0.165000%
313385ET9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-24
2013-04-24
N
N
N
60000000.00
59985150.00
0.0032
N
59994600.00
59994600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313385ET9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-24
2013-04-24
N
N
N
30000000.00
29995950.00
0.0016
N
29997300.00
29997300.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313385FC5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-03
2013-05-03
N
N
N
100000000.00
99977250.00
0.0054
N
99984300.00
99984300.00
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313385FZ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-24
2013-05-24
N
N
N
100000000.00
99967333.32
0.0054
N
99979000.00
99979000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
313385GU4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-12
2013-06-12
N
N
N
20000000.00
19992847.22
0.0011
N
19993700.00
19993700.00
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313385KK1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-14
2013-08-14
N
N
N
65000000.00
64958038.92
0.0035
N
64961065.00
64961065.00
Federal Home Loan Bank
Federal Home Loan Bank 4.500000%
3133X1BV8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-16
2013-09-16
N
N
N
14385000.00
14724497.75
0.0008
N
14722702.26
14722702.26
Federal Home Loan Bank
Federal Home Loan Bank 4.000000%
3133XRX88
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-06
2013-09-06
N
N
N
50625000.00
51628301.91
0.0028
N
51627881.25
51627881.25
Freddie Mac
Freddie Mac 0.150000%
313397CY5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
N
100000000.00
99995416.66
0.0054
N
99999100.00
99999100.00
Freddie Mac
Freddie Mac 0.150000%
313397DB4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-15
2013-03-15
N
N
N
50000000.00
49997083.33
0.0027
N
49999400.00
49999400.00
Freddie Mac
Freddie Mac 0.130000%
313397DF5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-19
2013-03-19
N
N
N
26270000.00
26268292.44
0.0014
N
26269605.95
26269605.95
Freddie Mac
Freddie Mac 0.110000%
313397DH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-21
2013-03-21
N
N
N
100000000.00
99993888.88
0.0054
N
99998300.00
99998300.00
Freddie Mac
Freddie Mac 0.150000%
313397DM0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-25
2013-03-25
N
N
N
111600000.00
111588840.00
0.0060
N
111597768.00
111597768.00
Freddie Mac
Freddie Mac 0.160000%
313397DM0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-25
2013-03-25
N
N
N
50000000.00
49994666.67
0.0027
N
49999000.00
49999000.00
Freddie Mac
Freddie Mac 0.077000%
313397DM0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-25
2013-03-25
N
N
N
17308000.00
17307111.52
0.0009
N
17307653.84
17307653.84
Freddie Mac
Freddie Mac 0.150000%
313397DN8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
N
N
150000000.00
149984375.01
0.0081
N
149996850.00
149996850.00
Freddie Mac
Freddie Mac 0.160000%
313397DU2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
10000000.00
9998622.22
0.0005
N
9999480.00
9999480.00
Freddie Mac
Freddie Mac 0.150000%
313397DV0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
245000000.00
244967333.32
0.0132
N
244987015.00
244987015.00
Freddie Mac
Freddie Mac 0.130000%
313397EC1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-09
2013-04-09
N
N
N
80000000.00
79988733.33
0.0043
N
79994800.00
79994800.00
Freddie Mac
Freddie Mac 0.165000%
313397EJ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-15
2013-04-15
N
N
N
80000000.00
79983500.00
0.0043
N
79994000.00
79994000.00
Freddie Mac
Freddie Mac 0.160000%
313397EM9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-18
2013-04-18
N
N
N
17500000.00
17496266.67
0.0009
N
17498600.00
17498600.00
Freddie Mac
Freddie Mac 0.160000%
313397ET4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-24
2013-04-24
N
N
N
175000000.00
174958000.00
0.0095
N
174984250.00
174984250.00
Freddie Mac
Freddie Mac 0.120000%
313397ET4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-24
2013-04-24
N
N
N
87600000.00
87584231.98
0.0047
N
87592116.00
87592116.00
Freddie Mac
Freddie Mac 0.140100%
313397FA4
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
100000000.00
99976277.78
0.0054
N
99984700.00
99984700.00
Freddie Mac
Freddie Mac 0.180000%
313397FN6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
N
75000000.00
74972625.00
0.0041
N
74986350.00
74986350.00
Freddie Mac
Freddie Mac 0.100000%
313397FP1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-14
2013-05-14
N
N
N
150000000.00
149969166.66
0.0081
N
149972250.00
149972250.00
Freddie Mac
Freddie Mac 0.090000%
313397FP1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-14
2013-05-14
N
N
N
100000000.00
99981500.00
0.0054
N
99981500.00
99981500.00
Freddie Mac
Freddie Mac 0.140000%
313397GT2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-11
2013-06-11
N
N
N
3000000.00
2998810.00
0.0002
N
2999064.00
2999064.00
Freddie Mac
Freddie Mac 0.170000%
313397HA2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-18
2013-06-18
N
N
N
50000000.00
49974263.89
0.0027
N
49983350.00
49983350.00
Freddie Mac
Freddie Mac 0.100000%
313397HH7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-06-25
2013-06-25
N
N
N
100000000.00
99967777.78
0.0054
N
99964600.00
99964600.00
Freddie Mac
Freddie Mac 0.140000%
313397HX2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
75000000.00
74962083.33
0.0041
N
74967525.00
74967525.00
Freddie Mac
Freddie Mac 0.100000%
313397HX2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
50000000.00
49981944.54
0.0027
N
49978350.00
49978350.00
Freddie Mac
Freddie Mac 0.150000%
313397LH2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
100000000.00
99921666.66
0.0054
N
99932200.00
99932200.00
Freddie Mac
Freddie Mac 0.160000%
313397NG2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-10-22
2013-10-22
N
N
N
100000000.00
99895555.56
0.0054
N
99908700.00
99908700.00
Freddie Mac
Freddie Mac 0.180000%
313397TM3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-24
2014-02-24
N
N
N
75000000.00
74865000.00
0.0040
N
74880225.00
74880225.00
Freddie Mac
Freddie Mac 0.255000%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-04-10
2014-02-10
N
N
N
150000000.00
150000000.00
0.0081
N
150116250.00
150116250.00
Freddie Mac
Freddie Mac 4.500000%
3134A4TZ7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-15
2013-07-15
N
N
N
250000000.00
254103720.95
0.0137
N
254106750.00
254106750.00
Freddie Mac
Freddie Mac 0.161700%
3134G2BL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-21
2013-03-21
N
N
N
315000000.00
315004389.45
0.0170
N
315017640.00
315017640.00
Freddie Mac
Freddie Mac 0.148200%
3134G2GS5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-06
2013-05-06
N
N
N
200000000.00
199996448.83
0.0108
N
200050000.00
200050000.00
Freddie Mac
Freddie Mac 0.149700%
3134G2KM3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-03
2013-06-03
N
N
N
25000000.00
24999395.59
0.0014
N
25002725.00
25002725.00
Freddie Mac
Freddie Mac 0.151700%
3134G2MJ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-17
2013-06-17
N
N
N
63840000.00
63844434.09
0.0035
N
63865599.84
63865599.84
Freddie Mac
Freddie Mac 0.625000%
3134G3BF6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-12-23
2013-12-23
N
N
N
167556000.00
168173943.47
0.0091
N
168126025.51
168126025.51
Freddie Mac
Freddie Mac 3.500000%
3137EABJ7
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-05-29
2013-05-29
N
N
N
200000000.00
201634877.64
0.0109
N
201658800.00
201658800.00
Freddie Mac
Freddie Mac 0.750000%
3137EACS6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-28
2013-03-28
N
N
N
49601000.00
49625808.33
0.0027
N
49624213.27
49624213.27
Goldman Sachs & Co
Goldman Sachs & Co 0.140000%
992JYE002_0.1400_M130306_2M52
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2042-10-20
3.500000
Government Agency Debt
149474942.00
157500000.70
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
150000000.00
150000000.00
0.0081
N
150000000.00
150000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.170000%
992JYE002_0.1700_M130304_2M52
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2041-11-20
4.000000
Government Agency Debt
70418211.00
58971414.43
GNMA
2042-12-20
3.500000
Government Agency Debt
67708342.00
72278585.71
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
N
125000000.00
125000000.00
0.0068
N
125000000.00
125000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.240000%
46899T004_0.2400_M130514_2M52
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-11-25
2.000000
Government Agency Debt
127000000.00
34548178.81
Fannie Mae
2025-02-25
2.000000
Government Agency Debt
90000000.00
37217939.78
Fannie Mae
2033-10-01
4.500000
Government Agency Debt
89926877.00
20338923.09
Fannie Mae
2039-12-25
1.054000
Government Agency Debt
115000000.00
26828912.33
Fannie Mae
2040-01-25
0.954000
Government Agency Debt
45000000.00
12327781.65
Fannie Mae
2040-02-25
0.994000
Government Agency Debt
63391579.00
15535696.74
Fannie Mae
2041-02-25
2.000000
Government Agency Debt
20000000.00
18590805.50
Fannie Mae
2041-07-25
0.781700
Government Agency Debt
20000000.00
13388526.16
Freddie Mac
2024-12-15
2.000000
Government Agency Debt
50000000.00
15278599.90
Freddie Mac
2025-02-15
2.000000
Government Agency Debt
25000000.00
9916174.41
Freddie Mac
2026-07-15
5.500000
Government Agency Debt
15000000.00
16117050.00
Freddie Mac
2030-03-15
2.000000
Government Agency Debt
25000000.00
17754142.36
Freddie Mac
2034-12-15
5.000000
Government Agency Debt
31715000.00
15689088.57
Freddie Mac
2037-08-15
4.000000
Government Agency Debt
30000000.00
3975500.80
Freddie Mac
2039-01-15
4.500000
Government Agency Debt
80000000.00
17630255.90
GNMA
2038-04-20
2.750000
Government Agency Debt
20000000.00
16418435.33
United States Treasury Department
2016-05-15
5.125000
Treasury Debt
7000000.00
8154057.32
United States Treasury Department
2016-11-15
4.625000
Treasury Debt
6000000.00
6987510.33
United States Treasury Department
2016-12-31
3.250000
Treasury Debt
2000000.00
2216693.92
First Tier Security
N/A
N/A
2013-05-14
2013-05-14
N
N
N
300000000.00
300000000.00
0.0162
Y
300030000.00
300030000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.170000%
06399U000_0.1700_M130301_2M52
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-11-25
1.585000
Government Agency Debt
13868270.00
13950135.20
Fannie Mae
2028-03-25
2.000000
Government Agency Debt
30000000.00
30637890.00
Fannie Mae
2038-05-25
5.000000
Government Agency Debt
28672000.00
30352408.58
Fannie Mae
2040-08-25
2.750000
Government Agency Debt
55200000.00
29686608.70
Fannie Mae
2041-10-25
0.00
Government Agency Debt
29500000.00
29138330.00
Freddie Mac
2038-05-15
3.000000
Government Agency Debt
44322000.00
30884326.72
Freddie Mac
2041-09-15
4.000000
Government Agency Debt
35840000.00
31199351.74
GNMA
2043-06-16
3.328000
Government Agency Debt
9415583.00
10150949.45
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
200000000.00
200000000.00
0.0108
N
200000000.00
200000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.150000%
992JYF009_0.1500_M130306_2M52
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-01-25
2.911000
Government Agency Debt
26226361.00
27229637.48
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
25000000.00
27009425.00
Fannie Mae
2042-12-25
2.000000
Government Agency Debt
28335000.00
29066156.34
Freddie Mac
2039-03-15
3.350000
Government Agency Debt
49084720.00
26708322.54
Freddie Mac
2041-04-15
3.850000
Government Agency Debt
35388240.00
26404570.08
Freddie Mac
2043-02-15
3.000000
Government Agency Debt
25000000.00
26001075.00
Freddie Mac
2043-02-15
3.000000
Government Agency Debt
23675018.00
24623036.75
GNMA
2043-06-16
3.328000
Government Agency Debt
17584417.00
18957777.55
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
200000000.00
200000000.00
0.0108
N
199998000.00
199998000.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.220000%
60686N005_0.2200_M130301_2M52
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2028-01-01
2.500000
Government Agency Debt
29612843.00
30599504.95
Fannie Mae
2028-01-01
3.000000
Government Agency Debt
19797942.00
20501710.69
Fannie Mae
2032-11-01
3.000000
Government Agency Debt
39767945.00
41172391.27
Fannie Mae
2032-12-01
3.000000
Government Agency Debt
2568880.00
2658464.56
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
5035589.00
5211623.20
Freddie Mac
2027-11-01
3.000000
Government Agency Debt
343129.00
355049.24
GNMA
2052-07-15
2.580000
Government Agency Debt
2415611.00
2501256.49
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
100000000.00
100000000.00
0.0054
N
100000000.00
100000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.170000%
992JYJ001_0.1700_M130307_2M52
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-11-01
3.000000
Government Agency Debt
14202241.00
10206691.22
Fannie Mae
2027-09-01
3.000000
Government Agency Debt
9500000.00
9307721.57
Fannie Mae
2027-12-01
3.000000
Government Agency Debt
8050151.00
8404614.04
Fannie Mae
2036-02-01
6.000000
Government Agency Debt
39432061.00
8924383.18
Fannie Mae
2036-07-01
6.000000
Government Agency Debt
35864728.00
8883465.35
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
49320450.00
10855934.21
Fannie Mae
2037-04-01
6.000000
Government Agency Debt
50000000.00
12069080.02
Fannie Mae
2037-07-01
3.500000
Government Agency Debt
7506387.00
7860458.69
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
18270335.00
12539299.96
Fannie Mae
2040-04-01
5.000000
Government Agency Debt
11983138.00
8453632.18
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
17132552.00
12251262.69
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
19200000.00
12598541.40
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
12703198.00
12705246.15
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
11795000.00
9144652.25
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
10684066.00
10484413.35
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
8853266.00
9307663.42
Fannie Mae
2042-06-01
3.500000
Government Agency Debt
8524941.00
8877103.12
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
10515899.00
10695404.88
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
8859198.00
9359864.94
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
10237995.00
10328064.45
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
1507245.00
1613563.66
Fannie Mae
2047-11-01
6.000000
Government Agency Debt
43562071.00
9328939.78
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
N
210000000.00
210000000.00
0.0113
N
210000000.00
210000000.00
United States Treasury Department
United States Treasury Department 1.125000%
912828NH9
Treasury Debt
N
First Tier Security
N/A
N/A
2013-06-15
2013-06-15
N
N
N
75000000.00
75219890.79
0.0041
N
75228525.00
75228525.00