0001145549-13-008667.txt : 20131129 0001145549-13-008667.hdr.sgml : 20131128 20131007142222 ACCESSION NUMBER: 0001145549-13-008667 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130930 FILED AS OF DATE: 20131007 DATE AS OF CHANGE: 20131007 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: 131138818 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 2013-09-30 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 55 102 20832074227.23 12891575.99 505134.53 20844460668.69 0.0009 1.0001 2013-09-30 1.0001 2013-09-30 C000012381 1.00 20844460668.69 1.00 355807306.52 7274396102.68 6918588796.16 0.0001 1.0001 2013-09-30 1.0001 2013-09-30 Barclays Capital, Inc Barclays Capital, Inc 0.030000% 00799J004_0.0300_M131031_2M52 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2014-01-31 0.250000 Treasury Debt 1218400.00 1219806.52 United States Treasury Department 2014-11-15 0.375000 Treasury Debt 56231000.00 56450652.34 United States Treasury Department 2017-11-30 2.250000 Treasury Debt 48339200.00 50899679.08 United States Treasury Department 2019-06-30 1.000000 Treasury Debt 21522800.00 20789690.39 United States Treasury Department 2020-11-15 2.625000 Treasury Debt 22527900.00 23640209.43 First Tier Security N/A N/A 2013-10-31 2013-10-31 N N N 150000000.00 150000000.00 0.0072 Y 149994000.00 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6456721.06 Fannie Mae 2033-09-01 3.500000 Government Agency Debt 6082750.00 6290931.32 Fannie Mae 2034-04-01 2.429000 Government Agency Debt 11640673.00 5408640.15 Fannie Mae 2035-02-01 5.500000 Government Agency Debt 48068686.00 6636857.24 Fannie Mae 2035-11-01 2.016000 Government Agency Debt 37795000.00 5667526.21 Fannie Mae 2036-03-01 1.923000 Government Agency Debt 5368220.00 5422735.38 Fannie Mae 2036-04-01 6.000000 Government Agency Debt 57713477.00 6641890.82 Fannie Mae 2036-09-01 2.770000 Government Agency Debt 43970398.00 5673425.59 Fannie Mae 2036-10-01 2.547000 Government Agency Debt 25000000.00 6077501.27 Fannie Mae 2036-10-01 2.752000 Government Agency Debt 50000000.00 6690262.75 Fannie Mae 2036-11-01 2.808000 Government Agency Debt 32562489.00 6113550.35 Fannie Mae 2037-01-01 2.333000 Government Agency Debt 6332800.00 6192443.31 Fannie Mae 2037-04-01 2.385000 Government Agency Debt 25755752.00 5438634.51 Fannie Mae 2037-05-01 2.536000 Government Agency Debt 20205878.00 6387715.11 Fannie Mae 2037-06-01 2.517000 Government Agency Debt 24041216.00 6510715.89 Fannie Mae 2037-10-01 2.712000 Government Agency Debt 6605609.00 6630091.57 Fannie Mae 2038-02-01 5.000000 Government Agency Debt 44707072.00 6515874.41 Fannie Mae 2038-03-01 5.157000 Government Agency Debt 37957970.00 6378816.44 Fannie Mae 2038-04-01 4.995000 Government Agency Debt 35136636.00 5617726.38 Fannie Mae 2038-06-01 2.386000 Government Agency Debt 20738553.00 5824476.71 Fannie Mae 2040-03-01 3.777000 Government Agency Debt 28112156.00 6314735.05 Fannie Mae 2040-04-01 3.703000 Government Agency Debt 11600000.00 5437615.70 Fannie Mae 2040-08-01 3.580000 Government Agency Debt 8500000.00 5579357.26 Fannie Mae 2041-02-01 3.010000 Government Agency Debt 15060510.00 5583225.42 Fannie Mae 2041-03-01 3.532000 Government Agency Debt 8671743.00 5736070.11 Fannie Mae 2042-03-01 2.782000 Government Agency Debt 10000000.00 5881111.52 Fannie Mae 2042-03-01 3.500000 Government Agency Debt 8833931.00 6467748.80 Fannie Mae 2042-03-01 4.000000 Government Agency Debt 7778775.00 6548288.02 Fannie Mae 2042-04-01 3.500000 Government Agency Debt 7000000.00 6529865.91 Fannie Mae 2042-04-01 4.500000 Government Agency Debt 6653256.00 6310261.94 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 8000000.00 6707758.37 Fannie Mae 2042-10-01 3.000000 Government Agency Debt 6900000.00 6368397.76 Fannie Mae 2042-12-01 3.000000 Government Agency Debt 6772219.00 6427239.09 Fannie Mae 2043-01-01 3.000000 Government Agency Debt 7000000.00 6522214.73 Fannie Mae 2043-06-01 2.150000 Government Agency Debt 6371000.00 6259195.04 Fannie Mae 2043-10-01 2.514000 Government Agency Debt 5339788.00 5488256.36 Freddie Mac 2017-11-01 5.000000 Government Agency Debt 10534207.00 458389.59 Freddie Mac 2028-03-01 2.500000 Government Agency Debt 6661411.00 6507808.60 Freddie Mac 2037-10-15 6.000000 Government Agency Debt 50000000.00 6609959.69 Freddie Mac 2038-07-01 5.500000 Government Agency Debt 44230731.00 6298044.29 Freddie Mac 2039-11-01 4.500000 Government Agency Debt 20000000.00 6311573.10 Freddie Mac 2040-08-20 4.500000 Government Agency Debt 15000000.00 5759847.40 Freddie Mac 2041-03-01 4.500000 Government Agency Debt 9099825.00 6587952.62 Freddie Mac 2041-08-20 4.500000 Government Agency Debt 22404208.00 6408541.72 Freddie Mac 2041-09-20 4.500000 Government Agency Debt 3371494.00 1310041.80 Freddie Mac 2043-09-01 4.000000 Government Agency Debt 6275872.00 6599245.67 GNMA 2038-07-20 2.500000 Government Agency Debt 29000000.00 5726643.63 GNMA 2039-06-20 5.000000 Government Agency Debt 15000000.00 6512555.62 GNMA 2040-04-20 4.500000 Government Agency Debt 10935848.00 6422850.91 GNMA 2040-06-20 4.000000 Government Agency Debt 11557672.00 5578274.89 GNMA 2041-02-20 3.500000 Government Agency Debt 14056804.00 6537693.09 GNMA 2041-04-20 4.500000 Government Agency Debt 6818530.00 6358286.45 GNMA 2041-08-20 3.000000 Government Agency Debt 8964220.00 6274292.73 GNMA 2043-05-15 3.500000 Government Agency Debt 6529189.00 6542084.94 First Tier Security N/A N/A 2013-10-07 2013-10-07 N N N 325000000.00 325000000.00 0.0156 N 325000000.00 325000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.070000% 987WVU007_0.0700_M131001_2M52 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2035-10-01 2.368000 Government Agency Debt 40492527.00 7644135.24 Fannie Mae 2035-11-01 2.473000 Government Agency Debt 50001411.00 7545637.26 Fannie Mae 2037-11-01 2.295000 Government Agency Debt 50021422.00 7655176.02 Fannie Mae 2038-01-01 2.332000 Government Agency Debt 9407164.00 7601297.68 Fannie Mae 2038-01-01 2.338000 Government Agency Debt 23217735.00 7684873.10 Fannie Mae 2038-01-01 5.485000 Government Agency Debt 23835233.00 7633220.04 Fannie Mae 2039-06-01 4.353000 Government Agency Debt 15000780.00 7595944.93 Fannie Mae 2039-10-01 3.471000 Government Agency Debt 22148034.00 7551029.66 Fannie Mae 2040-09-01 3.516000 Government Agency Debt 1236382.00 473692.61 Fannie Mae 2041-02-01 3.012000 Government Agency Debt 9486306.00 3543940.38 Fannie Mae 2041-04-01 3.778000 Government Agency Debt 20062825.00 7687222.89 Fannie Mae 2042-02-01 3.019000 Government Agency Debt 10069280.00 7630910.41 Fannie Mae 2042-03-01 2.520000 Government Agency Debt 14987874.00 7610625.98 Fannie Mae 2042-04-01 2.456000 Government Agency Debt 12253854.00 7552271.66 Fannie Mae 2043-02-01 2.132000 Government Agency Debt 7871048.00 7590022.42 First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 100000000.00 100000000.00 0.0048 N 100000000.00 100000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.080000% 22799D001_0.0800_M131001_2M52 0001230485 Government Agency Repurchase Agreement Y United States Treasury Department 2015-12-31 2.125000 Treasury Debt 10365000.00 10820049.58 First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 10605595.00 10605595.00 0.0005 N 10605595.00 10605595.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.090000% 992JYD004_0.0900_M131112_2M52 0001230485 Government Agency Repurchase Agreement Y Fannie Mae 2019-07-01 4.000000 Government Agency Debt 71358997.00 25072571.23 Fannie Mae 2043-07-01 3.500000 Government Agency Debt 36355000.00 36471684.68 Fannie Mae 2043-09-01 4.500000 Government Agency Debt 37703033.00 40460076.46 First Tier Security N/A N/A 2013-11-12 2013-11-12 N N N 100000000.00 100000000.00 0.0048 Y 100000000.00 100000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.100000% 992JYD004_0.1000_M131101_2M52 0001230485 Government Agency Repurchase Agreement Y Fannie Mae 2019-11-25 4.000000 Government Agency Debt 2700000.00 284531.39 Fannie Mae 2022-10-25 6.000000 Government Agency Debt 75000.00 3470.40 Fannie Mae 2022-11-25 4.000000 Government Agency Debt 2546000.00 46633.89 Fannie Mae 2027-10-01 3.500000 Government Agency Debt 59846030.00 61788152.60 Fannie Mae 2036-07-25 0.748800 Government Agency Debt 50000000.00 931871.68 Fannie Mae 2043-07-25 3.000000 Government Agency Debt 66718376.00 64649910.28 Fannie Mae 2043-09-01 4.500000 Government Agency Debt 33630000.00 36089201.93 Freddie Mac 2036-11-15 5.500000 Government Agency Debt 60899025.00 22257954.97 Freddie Mac 2037-01-15 0.482300 Government Agency Debt 30000000.00 1487227.79 GNMA 2038-06-20 3.500000 Government Agency Debt 4000000.00 1871405.60 GNMA 2039-04-20 4.250000 Government Agency Debt 2600000.00 647204.85 GNMA 2039-05-20 4.500000 Government Agency Debt 2000000.00 424497.10 GNMA 2041-03-20 0.630000 Government Agency Debt 14511875.00 4684919.09 GNMA 2041-05-16 2.500000 Government Agency Debt 4535610.00 3792725.20 GNMA 2041-05-20 4.000000 Government Agency Debt 4691120.00 4703328.44 GNMA 2050-11-16 3.505000 Government Agency Debt 200000.00 183462.10 GNMA 2053-05-16 1.924000 Government Agency Debt 229752.00 157790.66 First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 200000000.00 200000000.00 0.0096 Y 200000000.00 200000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.150000% 992JYD004_0.1500_M131001_2M52 0001230485 Government Agency Repurchase Agreement Y Fannie Mae 2021-05-25 0.00 Government Agency Debt 8695782.00 74180.45 Fannie Mae 2022-08-25 2.934600 Government Agency Debt 7410000.00 7174484.55 Fannie Mae 2037-08-25 7.044200 Government Agency Debt 1000000.00 144922.23 Fannie Mae 2039-03-25 2.873700 Government Agency Debt 5000000.00 2031799.70 Fannie Mae 2039-03-25 3.275900 Government Agency Debt 22450000.00 3095908.41 Fannie Mae 2039-03-25 3.487000 Government Agency Debt 10278059.00 3723790.79 Fannie Mae 2041-08-25 4.500000 Government Agency Debt 30331234.00 12161174.03 Fannie Mae 2041-08-25 4.500000 Government Agency Debt 285662.00 294006.14 Fannie Mae 2041-10-25 3.658700 Government Agency Debt 10000000.00 9275466.80 Fannie Mae 2042-02-25 7.500000 Government Agency Debt 43783866.00 4047461.22 Fannie Mae 2043-06-25 2.500000 Government Agency Debt 51283048.00 49142628.06 Fannie Mae 2043-07-25 3.000000 Government Agency Debt 133410000.00 129273897.90 Fannie Mae 2043-08-25 4.000000 Government Agency Debt 2364376.00 2319699.21 Freddie Mac 2014-03-15 7.250000 Government Agency Debt 7365000.00 23726.84 Freddie Mac 2014-03-15 7.250000 Government Agency Debt 12000.00 38.66 Freddie Mac 2032-06-15 3.000000 Government Agency Debt 10000000.00 2209756.82 Freddie Mac 2032-07-25 7.500000 Government Agency Debt 64586000.00 6823466.17 Freddie Mac 2033-06-15 4.500000 Government Agency Debt 10000000.00 204637.72 Freddie Mac 2039-04-15 6.500000 Government Agency Debt 25286501.00 22980435.56 First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 250000000.00 250000000.00 0.0120 N 250000000.00 250000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.150000% 21599B009_0.1500_M131001_2M52 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2026-10-01 3.500000 Government Agency Debt 37936958.00 30382112.57 Freddie Mac 2026-08-01 4.000000 Government Agency Debt 58536315.00 28688616.33 Freddie Mac 2032-08-15 0.532300 Government Agency Debt 31259983.00 31220995.29 Freddie Mac 2033-04-15 6.500000 Government Agency Debt 43433491.00 48620700.57 Freddie Mac 2033-08-15 3.000000 Government Agency Debt 45757766.00 40345201.88 GNMA 2040-12-20 2.500000 Government Agency Debt 37572600.00 37265426.95 GNMA 2042-03-20 7.000000 Government Agency Debt 40649165.00 39745733.37 GNMA 2042-08-20 0.480000 Government Agency Debt 43444108.00 43053539.16 GNMA 2042-11-20 2.000000 Government Agency Debt 48262000.00 41311698.22 GNMA 2042-11-20 2.000000 Government Agency Debt 37942879.00 36696588.48 GNMA 2043-01-20 4.000000 Government Agency Debt 36901474.00 38669387.25 First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 400000000.00 400000000.00 0.0192 N 400000000.00 400000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.060000% 99ETSZ007_0.0600_M131007_2M52 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2015-10-22 0.500000 Government Agency Debt 24911000.00 24971146.23 Fannie Mae 2017-06-01 0.00 Government Agency Debt 12763000.00 12135188.03 Fannie Mae 2018-04-30 1.000000 Government Agency Debt 119000.00 116353.04 Fannie Mae 2026-10-01 3.500000 Government Agency Debt 23358125.00 18706538.97 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 50237637.00 46278671.19 Fannie Mae 2043-04-01 3.500000 Government Agency Debt 28893513.00 28932535.16 Freddie Mac 2016-08-25 2.000000 Government Agency Debt 19600000.00 20340575.11 Freddie Mac 2022-12-15 2.500000 Government Agency Debt 691233.00 92145.39 Freddie Mac 2030-08-15 3.000000 Government Agency Debt 15771651.00 16085736.62 Freddie Mac 2031-04-15 3.000000 Government Agency Debt 1634275.00 1606363.11 Freddie Mac 2032-11-15 5.500000 Government Agency Debt 550959.00 255386.00 Freddie Mac 2032-11-15 5.500000 Government Agency Debt 495196.00 229538.18 Freddie Mac 2033-08-01 3.000000 Government Agency Debt 7132841.00 7130486.26 Freddie Mac 2040-10-15 3.000000 Government Agency Debt 17152857.00 16766098.43 Freddie Mac 2042-04-01 3.500000 Government Agency Debt 13994110.00 12933900.56 Freddie Mac 2042-06-15 6.500000 Government Agency Debt 1357001.00 1234691.20 Freddie Mac 2042-06-15 6.500000 Government Agency Debt 1055409.00 960282.42 Freddie Mac 2042-06-15 6.500000 Government Agency Debt 721151.00 656151.91 Freddie Mac 2042-09-01 3.000000 Government Agency Debt 43233326.00 39427825.22 Freddie Mac 2042-09-01 3.500000 Government Agency Debt 50000000.00 46410901.52 Freddie Mac 2042-09-15 0.434000 Government Agency Debt 17590611.00 17102505.95 Freddie Mac 2043-06-15 3.500000 Government Agency Debt 20577994.00 19273522.95 GNMA 2037-10-16 2.250000 Government Agency Debt 1027619.00 721296.39 GNMA 2042-03-20 7.000000 Government Agency Debt 34157412.00 33398260.21 GNMA 2042-07-20 3.000000 Government Agency Debt 12926971.00 12922031.16 GNMA 2042-07-20 3.000000 Government Agency Debt 77387.00 77357.43 GNMA 2042-10-20 2.000000 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Fannie Mae 2028-01-01 2.500000 Government Agency Debt 49500000.00 47107327.45 Fannie Mae 2028-09-01 3.000000 Government Agency Debt 3359767.00 3475573.12 Fannie Mae 2039-10-01 6.000000 Government Agency Debt 38061918.00 34624232.54 Fannie Mae 2040-03-01 5.000000 Government Agency Debt 28922914.00 16365932.81 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 25401033.00 16419236.61 Fannie Mae 2041-09-01 4.000000 Government Agency Debt 35021874.00 22477626.52 Fannie Mae 2041-09-01 4.000000 Government Agency Debt 476027.00 305522.12 Fannie Mae 2042-03-01 4.000000 Government Agency Debt 847241.00 763250.90 Fannie Mae 2042-05-01 4.000000 Government Agency Debt 2052054.00 1842409.98 Fannie Mae 2042-08-01 4.500000 Government Agency Debt 5235749.00 5342538.02 Fannie Mae 2043-09-01 4.000000 Government Agency Debt 3236762.00 3371201.63 Freddie Mac 2022-12-15 2.500000 Government Agency Debt 100402543.00 13384244.14 Freddie Mac 2027-03-15 2.000000 Government Agency Debt 8700000.00 6781982.54 Freddie Mac 2031-04-15 3.000000 Government Agency Debt 9182586.00 9025756.02 Freddie Mac 2033-04-15 3.000000 Government Agency Debt 28453503.00 28374515.37 Freddie Mac 2033-04-15 4.000000 Government Agency Debt 7200000.00 7459394.66 Freddie Mac 2033-06-01 3.000000 Government Agency Debt 9141787.00 9083831.27 Freddie Mac 2033-08-01 3.000000 Government Agency Debt 7149560.00 7147199.74 Freddie Mac 2034-08-01 6.000000 Government Agency Debt 90070341.00 33835808.34 Freddie Mac 2040-01-01 4.500000 Government Agency Debt 47691236.00 26260086.10 Freddie Mac 2040-12-01 4.000000 Government Agency Debt 7131819.00 5798116.40 Freddie Mac 2041-10-15 4.000000 Government Agency Debt 16166000.00 13578824.37 Freddie Mac 2041-11-01 5.000000 Government Agency Debt 30453002.00 33127621.49 Freddie Mac 2042-05-01 4.000000 Government Agency Debt 48583129.00 47127989.72 Freddie Mac 2042-06-15 6.500000 Government Agency Debt 2059565.00 1873931.39 Freddie Mac 2042-06-15 6.500000 Government Agency Debt 1059676.00 964164.82 Freddie Mac 2042-10-15 5.000000 Government Agency Debt 7097838.00 6531498.75 Freddie Mac 2043-01-01 3.000000 Government Agency Debt 25013527.00 23659441.41 Freddie Mac 2043-03-01 3.000000 Government Agency Debt 34898628.00 33041229.20 Freddie Mac 2043-05-15 1.182300 Government Agency Debt 2521566.00 2393229.53 Freddie Mac 2043-08-01 3.500000 Government Agency Debt 15063240.00 15181523.65 GNMA 2035-12-16 0.975000 Government Agency Debt 6687377.00 6524592.22 GNMA 2039-12-15 4.500000 Government Agency Debt 8563060.00 6668005.18 GNMA 2041-07-15 5.000000 Government Agency Debt 29870928.00 31576791.27 GNMA 2041-07-15 5.000000 Government Agency Debt 28745018.00 30386583.01 GNMA 2042-10-20 2.000000 Government Agency Debt 1097633.00 1010270.15 GNMA 2042-10-20 2.000000 Government Agency Debt 732852.00 674522.81 GNMA 2055-01-15 2.030000 Government Agency Debt 32412033.00 33096065.55 First Tier Security N/A N/A 2013-10-07 2013-10-07 Y Deutsche Bank Securities Inc N/A N/A N N 600000000.00 600000000.00 0.0288 N 599997500.00 599997500.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.080000% 99ETSZ007_0.0800_M131007_2M52 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2017-06-01 0.00 Government Agency Debt 13388000.00 12729444.28 Fannie Mae 2027-01-01 4.500000 Government Agency Debt 122394.00 125513.00 Fannie Mae 2037-02-01 5.500000 Government Agency Debt 391568381.00 46930179.09 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 8504928.00 8906032.89 Fannie Mae 2042-03-01 4.000000 Government Agency Debt 921708.00 830335.72 Fannie Mae 2042-05-01 4.000000 Government Agency Debt 3025558.00 2716457.88 Fannie Mae 2042-06-01 4.500000 Government Agency Debt 31719814.00 32814964.07 Fannie Mae 2042-08-01 4.500000 Government Agency Debt 308792.00 315090.16 Fannie Mae 2043-08-01 3.500000 Government Agency Debt 2679787.00 2699982.98 Fannie Mae 2043-09-01 4.000000 Government Agency Debt 2678579.00 2789834.37 Freddie Mac 2027-03-15 2.000000 Government Agency Debt 22600000.00 17617563.83 Freddie Mac 2031-04-15 3.000000 Government Agency Debt 150451.00 147881.44 Freddie Mac 2032-06-15 4.000000 Government Agency Debt 21805764.00 21571793.00 Freddie Mac 2033-01-15 6.500000 Government Agency Debt 19928571.00 22202246.51 Freddie Mac 2033-07-01 3.000000 Government Agency Debt 8654942.00 8611807.96 Freddie Mac 2036-09-15 6.000000 Government Agency Debt 1307520.00 1478668.27 Freddie Mac 2042-01-01 4.000000 Government Agency Debt 44941531.00 39013369.11 Freddie Mac 2042-06-15 6.500000 Government Agency Debt 1972144.00 1794389.86 Freddie Mac 2042-08-01 3.500000 Government Agency Debt 47963148.00 45703072.29 Freddie Mac 2043-07-01 3.000000 Government Agency Debt 3785858.00 3644242.71 GNMA 2039-11-16 0.842300 Government Agency Debt 100000000.00 20931100.05 GNMA 2042-02-20 2.000000 Government Agency Debt 16239899.00 15460428.92 GNMA 2042-10-20 2.000000 Government Agency Debt 747279.00 687801.54 GNMA 2042-10-20 2.000000 Government Agency Debt 240080.00 220971.54 GNMA 2042-11-20 2.000000 Government Agency Debt 1931241.00 1933502.84 First Tier Security N/A N/A 2013-10-07 2013-10-07 Y Deutsche Bank Securities Inc N/A N/A N N 300000000.00 300000000.00 0.0144 N 300000000.00 300000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.090000% 99ETSZ007_0.0900_M131007_2M52 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2028-02-01 2.500000 Government Agency Debt 13705892.00 12957291.12 Fannie Mae 2028-04-01 2.500000 Government Agency Debt 46033967.00 44731979.87 Fannie Mae 2028-10-01 3.500000 Government Agency Debt 42000000.00 44438622.67 Fannie Mae 2033-07-01 3.000000 Government Agency Debt 99018.00 98865.82 Fannie Mae 2042-03-01 4.000000 Government Agency Debt 1085900.00 968445.77 Fannie Mae 2042-03-01 4.000000 Government Agency Debt 642974.00 579233.64 Fannie Mae 2042-08-01 4.500000 Government Agency Debt 166018.00 169404.12 Fannie Mae 2043-01-01 3.000000 Government Agency Debt 7578873.00 7196870.89 Fannie Mae 2043-01-01 3.500000 Government Agency Debt 528130.00 532227.98 Fannie Mae 2043-02-01 3.000000 Government Agency Debt 47667647.00 45779473.10 Fannie Mae 2043-02-01 3.500000 Government Agency Debt 42401885.00 42178183.11 Fannie Mae 2043-02-25 3.000000 Government Agency Debt 59863.00 59068.08 Fannie Mae 2043-08-01 3.500000 Government Agency Debt 798807.00 804827.14 Fannie Mae 2043-09-01 4.000000 Government Agency Debt 6810507.00 7093382.92 Freddie Mac 2026-10-01 3.500000 Government Agency Debt 58928653.00 44441326.05 Freddie Mac 2027-02-01 3.000000 Government Agency Debt 45801748.00 35580702.22 Freddie Mac 2028-04-01 2.500000 Government Agency Debt 31247567.00 30415393.90 Freddie Mac 2031-04-15 3.000000 Government Agency Debt 985543.00 968710.85 Freddie Mac 2032-01-15 3.500000 Government Agency Debt 906999.00 851974.49 Freddie Mac 2033-08-01 3.000000 Government Agency Debt 12461069.00 12456955.26 Freddie Mac 2040-10-15 0.482300 Government Agency Debt 8831680.00 8669776.17 Freddie Mac 2040-10-15 0.482300 Government Agency Debt 1539470.00 1511248.18 Freddie Mac 2042-06-15 6.500000 Government Agency Debt 1460125.00 1328520.38 Freddie Mac 2042-08-01 3.500000 Government Agency Debt 51581044.00 44489182.64 Freddie Mac 2042-09-01 3.500000 Government Agency Debt 615000.00 605097.12 Freddie Mac 2042-10-15 5.000000 Government Agency Debt 3854423.00 3546877.09 GNMA 2026-05-20 3.000000 Government Agency Debt 1746000.00 1704885.65 GNMA 2032-04-20 3.000000 Government Agency Debt 4041000.00 3580219.59 GNMA 2035-12-16 0.975000 Government Agency Debt 946799.00 923751.93 GNMA 2036-06-16 1.400000 Government Agency Debt 301370.00 298334.06 GNMA 2037-10-16 2.250000 Government Agency Debt 9014406.00 6327304.68 GNMA 2039-02-20 3.000000 Government Agency Debt 1492830.00 653424.78 GNMA 2040-06-20 3.500000 Government Agency Debt 317783.00 260404.53 GNMA 2041-10-20 0.480000 Government Agency Debt 68971482.00 63655727.27 GNMA 2042-03-20 7.000000 Government Agency Debt 312517.00 305571.28 GNMA 2042-05-16 2.000000 Government Agency Debt 4298000.00 3445868.03 GNMA 2042-07-20 3.000000 Government Agency Debt 1341031.00 1178709.48 GNMA 2042-07-20 6.500000 Government Agency Debt 214286.00 245206.54 GNMA 2042-10-20 2.000000 Government Agency Debt 5555801.00 5113603.44 GNMA 2042-10-20 2.000000 Government Agency Debt 640108.00 589160.50 GNMA 2042-11-20 2.000000 Government Agency Debt 2248477.00 2251110.38 GNMA 2042-12-20 6.500000 Government Agency Debt 3775500.00 4268902.23 GNMA 2043-01-20 3.000000 Government Agency Debt 31095436.00 29333023.85 GNMA 2048-07-15 2.900000 Government Agency Debt 3213513.00 3378352.42 First Tier Security N/A N/A 2013-10-07 2013-10-07 Y Deutsche Bank Securities Inc N/A N/A N N 500000000.00 500000000.00 0.0240 N 500000000.00 500000000.00 Fannie Mae Fannie Mae 0.030000% 313589ML4 Government Agency Debt N First Tier Security N/A N/A 2013-10-02 2013-10-02 N N N 11100000.00 11099990.75 0.0005 N 11100000.00 11100000.00 Fannie Mae Fannie Mae 0.050000% 313589NA7 Government Agency Debt N First Tier Security N/A N/A 2013-10-16 2013-10-16 N N N 2100000.00 2099956.25 0.0001 N 2099991.60 2099991.60 Fannie Mae Fannie Mae 0.060000% 313589NX7 Government Agency Debt N First Tier Security N/A N/A 2013-11-06 2013-11-06 N N N 70599000.00 70594764.05 0.0034 N 70598294.01 70598294.01 Fannie Mae Fannie Mae 0.060000% 313589PM9 Government Agency Debt N First Tier Security N/A N/A 2013-11-20 2013-11-20 N N N 50000000.00 49995833.32 0.0024 N 49999300.00 49999300.00 Fannie Mae Fannie Mae 0.045000% 313589PU1 Government Agency Debt N First Tier Security N/A N/A 2013-11-27 2013-11-27 N N N 33929000.00 33926582.56 0.0016 N 33928457.14 33928457.14 Fannie Mae Fannie Mae 0.100000% 313589PZ0 Government Agency Debt N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 48000000.00 47991733.33 0.0023 N 47999184.00 47999184.00 Fannie Mae Fannie Mae 0.110000% 313589QJ5 Government Agency Debt N First Tier Security N/A N/A 2013-12-11 2013-12-11 N N N 50000000.00 49989152.78 0.0024 N 49999000.00 49999000.00 Fannie Mae Fannie Mae 0.070000% 313589RH8 Government Agency Debt N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 165000000.00 164969841.66 0.0079 N 164995710.00 164995710.00 Fannie Mae Fannie Mae 0.060000% 313589RH8 Government Agency Debt N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 40000000.00 39993733.33 0.0019 N 39998960.00 39998960.00 Fannie Mae Fannie Mae 0.100000% 313589RN5 Government Agency Debt N First Tier Security N/A N/A 2014-01-08 2014-01-08 N N N 100000000.00 99972500.00 0.0048 N 99997300.00 99997300.00 Fannie Mae Fannie Mae 0.125000% 313589SB0 Government Agency Debt N First Tier Security N/A N/A 2014-01-21 2014-01-21 N N N 100000000.00 99961111.12 0.0048 N 99996900.00 99996900.00 Fannie Mae Fannie Mae 0.120000% 313589TM5 Government Agency Debt N First Tier Security N/A N/A 2014-02-24 2014-02-24 N N N 50000000.00 49975666.66 0.0024 N 49995950.00 49995950.00 Fannie Mae Fannie Mae 0.070000% 313589TP8 Government Agency Debt N First Tier Security N/A N/A 2014-02-26 2014-02-26 N N N 75402000.00 75380300.98 0.0036 N 75395817.04 75395817.04 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 201509563.38 0.0097 N 201527281.99 201527281.99 Fannie Mae Fannie Mae 0.230000% 3135G0AZ6 Government Agency Debt N First Tier Security N/A N/A 2013-10-02 2014-03-04 N N N 22595000.00 22604531.16 0.0011 N 22610997.26 22610997.26 Fannie Mae Fannie Mae 0.360000% 3135G0EY5 Government Agency Debt N First Tier Security N/A N/A 2013-10-01 2014-10-27 N N N 74550000.00 74773910.63 0.0036 N 74802500.85 74802500.85 Fannie Mae Fannie Mae 0.160000% 3135G0MH3 Government Agency Debt N First Tier Security N/A N/A 2013-10-20 2014-06-20 N N N 365095000.00 365165709.48 0.0175 N 365334867.42 365334867.42 Fannie Mae Fannie Mae 0.149100% 3135G0VK6 Government Agency Debt N First Tier Security N/A N/A 2013-10-27 2015-02-27 N N N 200000000.00 199987004.66 0.0096 N 200110800.00 200110800.00 Fannie Mae Fannie Mae 0.152100% 3135G0YF4 Government Agency Debt N First Tier Security N/A N/A 2013-10-05 2015-08-05 N N N 150000000.00 149943784.68 0.0072 N 150058500.00 150058500.00 Fannie Mae Fannie Mae 0.290000% 3136FP5Q6 Government Agency Debt N First Tier Security N/A N/A 2013-10-01 2014-01-27 N N N 7800000.00 7805345.80 0.0004 N 7806965.40 7806965.40 Fannie Mae Fannie Mae 0.170000% 3138L3KP9 Government Agency Debt N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 175000000.00 175000000.00 0.0084 N 175000000.00 175000000.00 Fannie Mae Fannie Mae 0.750000% 31398A5W8 Government Agency Debt N First Tier Security N/A N/A 2013-12-18 2013-12-18 N N N 23508000.00 23536567.20 0.0011 N 23544437.40 23544437.40 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 75665303.51 0.0036 N 75696000.00 75696000.00 Fannie Mae Fannie Mae 2.750000% 31398AVZ2 Government Agency Debt N First Tier Security N/A N/A 2014-03-13 2014-03-13 N N N 109277000.00 110547168.29 0.0053 N 110599907.36 110599907.36 Farm Credit System Farm Credit System 0.141400% 31331K5Z9 Government Agency Debt N First Tier Security N/A N/A 2013-10-12 2014-05-12 N N N 4455000.00 4454857.74 0.0002 N 4457182.95 4457182.95 Farm Credit System Farm Credit System 0.182300% 31331KRP7 Government Agency Debt N First Tier Security N/A N/A 2013-10-15 2014-01-15 N N N 1000000.00 1000161.54 0.0000 N 1000425.00 1000425.00 Farm Credit System Farm Credit System 0.180000% 3133EAM54 Government Agency Debt N First Tier Security N/A N/A 2013-10-01 2014-07-21 N N N 95000000.00 95096916.01 0.0046 N 95100890.00 95100890.00 Farm Credit System Farm Credit System 0.250000% 3133EAYU6 Government Agency Debt N First Tier Security N/A N/A 2013-10-01 2015-01-20 N N N 20850000.00 20891281.47 0.0010 N 20894431.35 20894431.35 Farm Credit System Farm Credit System 0.146900% 3133EC6M1 Government Agency Debt N First Tier Security N/A N/A 2013-10-10 2014-03-10 N N N 100000000.00 100004703.52 0.0048 N 100042000.00 100042000.00 Farm Credit System Farm Credit System 0.142300% 3133ECHH0 Government Agency Debt N First Tier Security N/A N/A 2013-10-15 2014-09-15 N N N 100000000.00 99995105.10 0.0048 N 100046600.00 100046600.00 Farm Credit System Farm Credit System 0.150000% 3133ECY81 Government Agency Debt N First Tier Security N/A N/A 2013-10-01 2015-08-27 N N N 50000000.00 49990466.39 0.0024 N 50008300.00 50008300.00 Federal Home Loan Bank Federal Home Loan Bank 0.097000% 3130A04C1 Government Agency Debt N First Tier Security N/A N/A 2013-10-16 2014-06-16 N N N 100000000.00 99996411.62 0.0048 N 100016200.00 100016200.00 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 50132918.25 0.0024 N 50147997.90 50147997.90 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 33120528.27 0.0016 N 33126488.78 33126488.78 Federal Home Loan Bank Federal Home Loan Bank 0.300000% 313379GG8 Government Agency Debt N First Tier Security N/A N/A 2013-12-04 2013-12-04 N N N 140000000.00 140045682.25 0.0067 N 140060060.00 140060060.00 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 48907749.59 0.0023 N 48914034.30 48914034.30 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313379LP2 Government Agency Debt N First Tier Security N/A N/A 2013-10-01 2013-12-06 N N N 175900000.00 175936467.65 0.0084 N 175942391.90 175942391.90 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 69015980.40 0.0033 N 69033327.00 69033327.00 Federal Home Loan Bank Federal Home Loan Bank 0.320000% 313379T58 Government Agency Debt N First Tier Security N/A N/A 2013-12-11 2013-12-11 N N N 101000000.00 101039116.76 0.0048 N 101048076.00 101048076.00 Federal Home Loan Bank Federal Home Loan Bank 0.083000% 313379WV7 Government Agency Debt N First Tier Security N/A N/A 2013-10-03 2014-01-03 N N N 75000000.00 74996096.81 0.0036 N 74999850.00 74999850.00 Federal Home Loan Bank Federal Home Loan Bank 0.084000% 313380AC1 Government Agency Debt N First Tier Security N/A N/A 2013-10-27 2014-01-27 N N N 335000000.00 334960206.49 0.0161 N 335050920.00 335050920.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313380CE5 Government Agency Debt N First Tier Security N/A N/A 2013-10-01 2014-02-03 N N N 215500000.00 215520588.95 0.0103 N 215579950.50 215579950.50 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 313380EF0 Government Agency Debt N First Tier Security N/A N/A 2014-02-18 2014-02-18 N N N 46000000.00 46019662.33 0.0022 N 46034132.00 46034132.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313380VN4 Government Agency Debt N First Tier Security N/A N/A 2013-10-01 2014-04-15 N N N 50000000.00 50016329.80 0.0024 N 50030250.00 50030250.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 3133815J0 Government Agency Debt N First Tier Security N/A N/A 2013-10-01 2014-04-25 N N N 25000000.00 25008580.84 0.0012 N 25025575.00 25025575.00 Federal Home Loan Bank Federal Home Loan Bank 0.150000% 313381J48 Government Agency Debt N First Tier Security N/A N/A 2013-10-26 2014-06-26 N N N 75000000.00 75005889.17 0.0036 N 75043125.00 75043125.00 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 124999679.10 0.0060 N 125004625.00 125004625.00 Federal Home Loan Bank Federal Home Loan Bank 0.119000% 313382D59 Government Agency Debt N First Tier Security N/A N/A 2013-10-28 2014-02-28 N N N 200000000.00 199991815.36 0.0096 N 200061600.00 200061600.00 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313382EB5 Government Agency Debt N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 217160000.00 217150940.45 0.0104 N 217274443.32 217274443.32 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313382M42 Government Agency Debt N First Tier Security N/A N/A 2014-03-27 2014-03-27 N N N 186500000.00 186480342.47 0.0089 N 186556136.50 186556136.50 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313382M91 Government Agency Debt N First Tier Security N/A N/A 2014-04-15 2014-04-15 N N N 55000000.00 54997807.46 0.0026 N 55031295.00 55031295.00 Federal Home Loan Bank Federal Home Loan Bank 0.160000% 313382PT4 Government Agency Debt N First Tier Security N/A N/A 2014-04-11 2014-04-11 N N N 20000000.00 20000845.28 0.0010 N 20009300.00 20009300.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313382RW5 Government Agency Debt N First Tier Security N/A N/A 2014-04-22 2014-04-22 N N N 105000000.00 105007435.47 0.0050 N 105053340.00 105053340.00 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 313382RY1 Government Agency Debt N First Tier Security N/A N/A 2014-04-24 2014-04-24 N N N 90000000.00 90006614.98 0.0043 N 90045450.00 90045450.00 Federal Home Loan Bank Federal Home Loan Bank 0.111000% 313382TZ6 Government Agency Debt N First Tier Security N/A N/A 2013-10-12 2014-02-12 N N N 125000000.00 124995494.63 0.0060 N 125030000.00 125030000.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313382UY7 Government Agency Debt N First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 100000000.00 99999788.36 0.0048 N 100004600.00 100004600.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313382VU4 Government Agency Debt N First Tier Security N/A N/A 2013-10-25 2013-10-25 N N N 50000000.00 49999472.53 0.0024 N 50001500.00 50001500.00 Federal Home Loan Bank Federal Home Loan Bank 0.119000% 313382W58 Government Agency Debt N First Tier Security N/A N/A 2013-10-25 2014-04-25 N N N 150000000.00 150000000.00 0.0072 N 150052200.00 150052200.00 Federal Home Loan Bank Federal Home Loan Bank 0.123000% 313382WW9 Government Agency Debt N First Tier Security N/A N/A 2013-10-02 2014-05-02 N N N 150000000.00 150000651.63 0.0072 N 150050550.00 150050550.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313382X65 Government Agency Debt N First Tier Security N/A N/A 2013-10-30 2013-10-30 N N N 100000000.00 99999049.18 0.0048 N 100003600.00 100003600.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313382XZ1 Government Agency Debt N First Tier Security N/A N/A 2013-10-30 2013-10-30 N N N 100000000.00 99999059.88 0.0048 N 100003600.00 100003600.00 Federal Home Loan Bank Federal Home Loan Bank 0.122000% 313382YZ0 Government Agency Debt N First Tier Security N/A N/A 2013-10-15 2014-05-15 N N N 134000000.00 134000582.96 0.0064 N 134046632.00 134046632.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 3133833D1 Government Agency Debt N First Tier Security N/A N/A 2013-11-22 2013-11-22 N N N 100000000.00 99997456.52 0.0048 N 100006400.00 100006400.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313383BN0 Government Agency Debt N First Tier Security N/A N/A 2014-05-22 2014-05-22 N N N 62700000.00 62701685.66 0.0030 N 62716552.80 62716552.80 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313383GU9 Government Agency Debt N First Tier Security N/A N/A 2014-03-28 2014-03-28 N N N 70000000.00 69992600.52 0.0034 N 70019320.00 70019320.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313383MF5 Government Agency Debt N First Tier Security N/A N/A 2014-03-19 2014-03-19 N N N 60000000.00 59998152.13 0.0029 N 60019380.00 60019380.00 Federal Home Loan Bank Federal Home Loan Bank 0.131000% 313383MG3 Government Agency Debt N First Tier Security N/A N/A 2013-10-19 2014-12-19 N N N 150000000.00 149981541.60 0.0072 N 150048450.00 150048450.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313383MJ7 Government Agency Debt N First Tier Security N/A N/A 2014-03-19 2014-03-19 N N N 70000000.00 69997842.11 0.0034 N 70022610.00 70022610.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313383MM0 Government Agency Debt N First Tier Security N/A N/A 2014-06-20 2014-06-20 N N N 84000000.00 83968388.10 0.0040 N 84008232.00 84008232.00 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 313383NT4 Government Agency Debt N First Tier Security N/A N/A 2014-07-10 2014-07-10 N N N 100000000.00 100000000.00 0.0048 N 100004700.00 100004700.00 Federal Home Loan Bank Federal Home Loan Bank 0.109000% 313383RG8 Government Agency Debt N First Tier Security N/A N/A 2013-10-22 2014-04-22 N N N 75000000.00 74999936.10 0.0036 N 75021300.00 75021300.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313383RQ6 Government Agency Debt N First Tier Security N/A N/A 2014-04-16 2014-04-16 N N N 139000000.00 138990972.64 0.0067 N 139041283.00 139041283.00 Federal Home Loan Bank Federal Home Loan Bank 0.180000% 313383RW3 Government Agency Debt N First Tier Security N/A N/A 2014-07-18 2014-07-18 N N N 40000000.00 39999232.49 0.0019 N 40018920.00 40018920.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313383RX1 Government Agency Debt N First Tier Security N/A N/A 2014-04-22 2014-04-22 N N N 150000000.00 149989972.62 0.0072 N 150042600.00 150042600.00 Federal Home Loan Bank Federal Home Loan Bank 0.069000% 313383T43 Government Agency Debt N First Tier Security N/A N/A 2013-10-25 2013-11-25 N N N 100000000.00 100000000.00 0.0048 N 100006800.00 100006800.00 Federal Home Loan Bank Federal Home Loan Bank 0.141000% 313383VL2 Government Agency Debt N First Tier Security N/A N/A 2013-10-12 2015-02-12 N N N 50000000.00 50000000.00 0.0024 N 50020550.00 50020550.00 Federal Home Loan Bank Federal Home Loan Bank 0.200000% 313383WR8 Government Agency Debt N First Tier Security N/A N/A 2014-09-15 2014-09-15 N N N 132500000.00 132493963.12 0.0064 N 132555915.00 132555915.00 Federal Home Loan Bank Federal Home Loan Bank 0.134000% 313383WY3 Government Agency Debt N First Tier Security N/A N/A 2013-10-23 2015-02-23 N N N 100000000.00 99985752.52 0.0048 N 100033100.00 100033100.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313383X89 Government Agency Debt N First Tier Security N/A N/A 2013-10-20 2014-08-20 N N N 50000000.00 50000000.00 0.0024 N 50017100.00 50017100.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313383YB1 Government Agency Debt N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 290000000.00 290012960.91 0.0139 N 290041180.00 290041180.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385ML7 Government Agency Debt N First Tier Security N/A N/A 2013-10-02 2013-10-02 N N N 62463000.00 62462895.89 0.0030 N 62463000.00 62463000.00 Federal Home Loan Bank Federal Home Loan Bank 0.057000% 313385MN3 Government Agency Debt N First Tier Security N/A N/A 2013-10-04 2013-10-04 N N N 26290000.00 26289875.12 0.0013 N 26289973.71 26289973.71 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385MT0 Government Agency Debt N First Tier Security N/A N/A 2013-10-09 2013-10-09 N N N 25100000.00 25099609.55 0.0012 N 25099949.80 25099949.80 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385MV5 Government Agency Debt N First Tier Security N/A N/A 2013-10-11 2013-10-11 N N N 12500000.00 12499774.31 0.0006 N 12499962.50 12499962.50 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313385MV5 Government Agency Debt N First Tier Security N/A N/A 2013-10-11 2013-10-11 N N N 5700000.00 5699920.83 0.0003 N 5699982.90 5699982.90 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385MV5 Government Agency Debt N First Tier Security N/A N/A 2013-10-11 2013-10-11 N N N 1000000.00 999980.56 0.0000 N 999997.00 999997.00 Federal Home Loan Bank Federal Home Loan Bank 0.003000% 313385NC6 Government Agency Debt N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 200000000.00 199999716.68 0.0096 N 199999000.00 199999000.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313385NH5 Government Agency Debt N First Tier Security N/A N/A 2013-10-23 2013-10-23 N N N 42800000.00 42798692.22 0.0021 N 42799743.20 42799743.20 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313385NH5 Government Agency Debt N First Tier Security N/A N/A 2013-10-23 2013-10-23 N N N 13800000.00 13799241.00 0.0007 N 13799917.20 13799917.20 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313385NK8 Government Agency Debt N First Tier Security N/A N/A 2013-10-25 2013-10-25 N N N 185000000.00 184995066.68 0.0089 N 184998705.00 184998705.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385NK8 Government Agency Debt N First Tier Security N/A N/A 2013-10-25 2013-10-25 N N N 2000000.00 1999920.00 0.0001 N 1999986.00 1999986.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313385NQ5 Government Agency Debt N First Tier Security N/A N/A 2013-10-30 2013-10-30 N N N 80000000.00 79996455.55 0.0038 N 79999360.00 79999360.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385NS1 Government Agency Debt N First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 93450000.00 93445171.74 0.0045 N 93449158.95 93449158.95 Federal Home Loan Bank Federal Home Loan Bank 0.072000% 313385NX0 Government Agency Debt N First Tier Security N/A N/A 2013-11-06 2013-11-06 N N N 1614000.00 1613883.79 0.0001 N 1613983.86 1613983.86 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313385NZ5 Government Agency Debt N First Tier Security N/A N/A 2013-11-08 2013-11-08 N N N 94000000.00 93996031.11 0.0045 N 93998966.00 93998966.00 Federal Home Loan Bank Federal Home Loan Bank 0.095000% 313385NZ5 Government Agency Debt N First Tier Security N/A N/A 2013-11-08 2013-11-08 N N N 34000000.00 33996590.56 0.0016 N 33999626.00 33999626.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313385PE0 Government Agency Debt N First Tier Security N/A N/A 2013-11-13 2013-11-13 N N N 13700000.00 13698363.61 0.0007 N 13699835.60 13699835.60 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313385PG5 Government Agency Debt N First Tier Security N/A N/A 2013-11-15 2013-11-15 N N N 100000000.00 99990000.02 0.0048 N 99998700.00 99998700.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313385PG5 Government Agency Debt N First Tier Security N/A N/A 2013-11-15 2013-11-15 N N N 17200000.00 17197850.00 0.0008 N 17199776.40 17199776.40 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313385PP5 Government Agency Debt N First Tier Security N/A N/A 2013-11-22 2013-11-22 N N N 170000000.00 169987722.25 0.0082 N 169997620.00 169997620.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313385PP5 Government Agency Debt N First Tier Security N/A N/A 2013-11-22 2013-11-22 N N N 17385000.00 17382488.83 0.0008 N 17384756.61 17384756.61 Federal Home Loan Bank Federal Home Loan Bank 0.026000% 313385PW0 Government Agency Debt N First Tier Security N/A N/A 2013-11-29 2013-11-29 N N N 200000000.00 199991477.76 0.0096 N 199996800.00 199996800.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313385QD1 Government Agency Debt N First Tier Security N/A N/A 2013-12-06 2013-12-06 N N N 10000000.00 9998166.66 0.0005 N 9999820.00 9999820.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313385QJ8 Government Agency Debt N First Tier Security N/A N/A 2013-12-11 2013-12-11 N N N 100000000.00 99972388.88 0.0048 N 99998000.00 99998000.00 Federal Home Loan Bank Federal Home Loan Bank 0.044000% 313385QL3 Government Agency Debt N First Tier Security N/A N/A 2013-12-13 2013-12-13 N N N 285000000.00 284974571.67 0.0137 N 284994300.00 284994300.00 Federal Home Loan Bank Federal Home Loan Bank 0.030000% 313385QR0 Government Agency Debt N First Tier Security N/A N/A 2013-12-18 2013-12-18 N N N 150000000.00 149990250.03 0.0072 N 149996700.00 149996700.00 Federal 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0.0036 N 74982300.00 74982300.00 Federal Home Loan Bank Federal Home Loan Bank 5.500000% 3133XLJP9 Government Agency Debt N First Tier Security N/A N/A 2014-08-13 2014-08-13 N N N 50000000.00 52303294.08 0.0025 N 52361200.00 52361200.00 Federal Home Loan Bank Federal Home Loan Bank 3.625000% 3133XSAE8 Government Agency Debt N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 60000000.00 60096394.56 0.0029 N 60100560.00 60100560.00 Federal Home Loan Bank Federal Home Loan Bank 3.125000% 3133XSP93 Government Agency Debt N First Tier Security N/A N/A 2013-12-13 2013-12-13 N N N 22725000.00 22858555.12 0.0011 N 22864486.05 22864486.05 Federal Home Loan Bank Federal Home Loan Bank 2.375000% 3133XWKV0 Government Agency Debt N First Tier Security N/A N/A 2014-03-14 2014-03-14 N N N 18170000.00 18352801.11 0.0009 N 18360457.94 18360457.94 Federal Reserve Bank of New York Federal Reserve Bank of New York 0.010000% 98599G006_0.0100_M131001_2M52 0001457970 Treasury Repurchase Agreement Y 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167556000.00 167728691.28 0.0080 N 167761926.32 167761926.32 Freddie Mac Freddie Mac 1.375000% 3137EACR8 Government Agency Debt N First Tier Security N/A N/A 2014-02-25 2014-02-25 N N N 110811000.00 111354896.42 0.0053 N 111395971.27 111395971.27 Freddie Mac Freddie Mac 1.000000% 3137EACV9 Government Agency Debt N First Tier Security N/A N/A 2014-08-27 2014-08-27 N N N 115449000.00 116291226.41 0.0056 N 116406303.11 116406303.11 Freddie Mac Freddie Mac 0.375000% 3137EACZ0 Government Agency Debt N First Tier Security N/A N/A 2013-11-27 2013-11-27 N N N 85311000.00 85341450.39 0.0041 N 85353484.88 85353484.88 Goldman Sachs & Co Goldman Sachs & Co 0.020000% 992JYE002_0.0200_M131001_2M52 0000769993 Treasury Repurchase Agreement Y United States Treasury Department 2017-01-31 0.875000 Treasury Debt 40658500.00 40800008.15 First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 40000000.00 40000000.00 0.0019 N 40000000.00 40000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.050000% 992JYE002_0.0500_M131002_2M52 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2014-10-01 5.000000 Government Agency Debt 12535932.00 295782.17 Fannie Mae 2015-09-01 5.000000 Government Agency Debt 6676076.00 391624.54 Fannie Mae 2017-03-01 6.500000 Government Agency Debt 8750000.00 286037.37 Fannie Mae 2017-08-01 6.500000 Government Agency Debt 10000000.00 292816.63 Fannie Mae 2017-11-01 5.000000 Government Agency Debt 9000000.00 309645.64 Fannie Mae 2018-02-01 4.500000 Government Agency Debt 4954710.00 268674.43 Fannie Mae 2018-03-01 4.500000 Government Agency Debt 1260190.00 251400.60 Fannie Mae 2018-06-01 4.500000 Government Agency Debt 3000000.00 385823.08 Fannie Mae 2018-10-01 4.500000 Government Agency Debt 3000000.00 334879.70 Fannie Mae 2019-04-01 6.500000 Government Agency Debt 1623121.00 276012.37 Fannie Mae 2019-09-01 3.500000 Government Agency Debt 1181921.00 358297.92 Fannie Mae 2019-10-01 4.000000 Government Agency Debt 1476736.00 391108.30 Fannie Mae 2020-01-01 4.000000 Government Agency Debt 844064.00 290537.71 Fannie Mae 2020-06-01 4.500000 Government Agency Debt 894319.00 362001.40 Fannie Mae 2020-08-01 4.500000 Government Agency Debt 1763844.00 264972.31 Fannie Mae 2020-09-01 4.000000 Government Agency Debt 1466697.00 367177.72 Fannie Mae 2020-12-01 6.000000 Government Agency Debt 3148000.00 300911.09 Fannie Mae 2020-12-01 6.000000 Government Agency Debt 1009075.00 290888.61 Fannie Mae 2020-12-01 7.000000 Government Agency Debt 1073371.00 258478.49 Fannie Mae 2021-02-01 5.000000 Government Agency Debt 2045000.00 313766.36 Fannie Mae 2021-02-01 6.000000 Government Agency Debt 1470802.00 249843.58 Fannie Mae 2021-02-01 6.500000 Government Agency Debt 1406854.00 273685.49 Fannie Mae 2021-02-01 8.000000 Government Agency Debt 27150288.00 343819.73 Fannie Mae 2021-03-01 5.000000 Government Agency Debt 987330.00 266427.79 Fannie Mae 2021-05-01 6.000000 Government Agency Debt 2069000.00 275984.64 Fannie Mae 2021-07-01 6.000000 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447377.00 286816.06 Fannie Mae 2026-04-01 5.500000 Government Agency Debt 1969000.00 256573.22 Fannie Mae 2026-06-01 6.500000 Government Agency Debt 1557841.00 310370.67 Fannie Mae 2026-07-01 6.000000 Government Agency Debt 1503334.00 388954.18 Fannie Mae 2026-09-01 3.500000 Government Agency Debt 616505.00 356221.48 Fannie Mae 2026-09-01 4.000000 Government Agency Debt 385000.00 280753.27 Fannie Mae 2026-10-01 3.500000 Government Agency Debt 724349.00 369350.30 Fannie Mae 2026-12-01 8.000000 Government Agency Debt 3710107.00 297035.91 Fannie Mae 2027-06-01 7.500000 Government Agency Debt 42215580.00 303690.88 Fannie Mae 2027-08-01 3.000000 Government Agency Debt 400000.00 372820.12 Fannie Mae 2027-11-01 2.500000 Government Agency Debt 377429.00 357244.88 Fannie Mae 2027-11-01 2.500000 Government Agency Debt 400000.00 329301.55 Fannie Mae 2027-11-01 2.500000 Government Agency Debt 339650.00 320484.06 Fannie Mae 2027-12-01 2.500000 Government Agency Debt 340850.00 312922.89 Fannie Mae 2027-12-01 7.000000 Government Agency Debt 11763174.00 364452.35 Fannie Mae 2028-01-01 7.000000 Government Agency Debt 1225637.00 359387.47 Fannie Mae 2028-02-01 2.500000 Government Agency Debt 314153.00 303346.33 Fannie Mae 2028-02-01 2.500000 Government Agency Debt 265000.00 254644.75 Fannie Mae 2028-02-01 7.000000 Government Agency Debt 33964990.00 276817.51 Fannie Mae 2028-04-01 2.500000 Government Agency Debt 401337.00 391246.09 Fannie Mae 2028-05-01 6.500000 Government Agency Debt 7347424.00 367591.59 Fannie Mae 2028-06-01 3.500000 Government Agency Debt 343200.00 354342.88 Fannie Mae 2028-07-01 3.000000 Government Agency Debt 309853.00 318169.67 Fannie Mae 2028-07-01 6.500000 Government Agency Debt 5556498.00 320031.36 Fannie Mae 2028-07-01 7.000000 Government Agency Debt 1778958.00 319323.96 Fannie Mae 2028-08-01 7.000000 Government Agency Debt 1462292.00 379259.56 Fannie Mae 2028-09-01 2.500000 Government Agency Debt 285275.00 287528.64 Fannie Mae 2028-09-01 3.000000 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