0001145549-14-002542.txt : 20140429
0001145549-14-002542.hdr.sgml : 20140429
20140307170922
ACCESSION NUMBER: 0001145549-14-002542
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20140228
FILED AS OF DATE: 20140307
DATE AS OF CHANGE: 20140307
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: 14678195
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
2014-02-28
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
53
104
22543189276.09
7073188.26
100628194.46
22449634269.89
0.0010
1.0001
2014-02-28
1.0001
2014-02-28
C000012381
1.00
22449634269.89
1.00
225375290.06
7741793319.34
7516418029.28
0.0000
1.0001
2014-02-28
1.0001
2014-02-28
Barclays Capital, Inc
Barclays Capital, Inc 0.050000%
07699U005_0.0500_M140303_2M52
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-03-01
4.000000
Government Agency Debt
2299508.00
1325039.24
Fannie Mae
2031-10-01
4.000000
Government Agency Debt
2095000.00
1342400.66
Fannie Mae
2034-03-25
4.349999
Government Agency Debt
1.00
0.05
Fannie Mae
2034-11-01
2.560000
Government Agency Debt
26919289.00
2468378.51
Fannie Mae
2036-04-01
2.345000
Government Agency Debt
3000000.00
436102.75
Fannie Mae
2036-04-01
2.528000
Government Agency Debt
2740000.00
365143.11
Fannie Mae
2036-09-01
2.503000
Government Agency Debt
14271825.00
3347479.43
Fannie Mae
2036-12-01
2.599000
Government Agency Debt
1845794.00
362285.17
Fannie Mae
2037-04-01
5.169999
Government Agency Debt
18180000.00
2700418.53
Fannie Mae
2037-05-01
2.656000
Government Agency Debt
11118602.00
3190619.97
Fannie Mae
2037-07-25
5.500000
Government Agency Debt
2744894.00
956882.79
Fannie Mae
2038-07-25
4.000000
Government Agency Debt
8000000.00
2284206.16
Fannie Mae
2038-09-01
4.424999
Government Agency Debt
51246056.00
6955685.11
Fannie Mae
2038-12-01
2.649000
Government Agency Debt
11997107.00
12719970.04
Fannie Mae
2039-06-25
4.000000
Government Agency Debt
1000000.00
174105.89
Fannie Mae
2040-01-25
4.000000
Government Agency Debt
20733334.00
3913205.81
Fannie Mae
2040-03-01
3.480000
Government Agency Debt
2090000.00
767684.94
Fannie Mae
2040-04-25
3.500000
Government Agency Debt
5000000.00
1007683.74
Fannie Mae
2040-07-25
3.000000
Government Agency Debt
2000000.00
1000016.21
Fannie Mae
2040-09-25
2.000000
Government Agency Debt
2933947.00
2489000.16
Fannie Mae
2040-09-25
4.500000
Government Agency Debt
10343000.00
10809355.53
Fannie Mae
2040-10-01
3.569999
Government Agency Debt
25107361.00
12224129.60
Fannie Mae
2040-11-25
2.000000
Government Agency Debt
5000000.00
4056288.29
Fannie Mae
2040-11-25
4.000000
Government Agency Debt
8439082.00
430601.69
Fannie Mae
2041-01-01
2.930000
Government Agency Debt
21557498.00
7120597.68
Fannie Mae
2041-01-01
3.181999
Government Agency Debt
25047794.00
12690281.93
Fannie Mae
2041-01-25
2.000000
Government Agency Debt
4400000.00
3342997.41
Fannie Mae
2041-06-25
2.000000
Government Agency Debt
750000.00
598662.91
Fannie Mae
2041-06-25
3.500000
Government Agency Debt
21716947.00
20684524.81
Fannie Mae
2041-07-25
2.000000
Government Agency Debt
7272000.00
6152907.39
Fannie Mae
2041-07-25
2.000000
Government Agency Debt
1000000.00
769526.84
Fannie Mae
2041-08-25
3.000000
Government Agency Debt
2000000.00
1764215.60
Fannie Mae
2041-08-25
3.500000
Government Agency Debt
9815754.00
5005163.83
Fannie Mae
2041-08-25
3.500000
Government Agency Debt
2000000.00
1602930.60
Fannie Mae
2041-09-25
1.250000
Government Agency Debt
1000000.00
879785.64
Fannie Mae
2041-10-01
3.154999
Government Agency Debt
5158733.00
2414484.84
Fannie Mae
2041-10-25
3.500000
Government Agency Debt
3020805.00
1741113.50
Fannie Mae
2041-11-25
3.000000
Government Agency Debt
12141411.00
10363122.53
Fannie Mae
2042-01-01
2.538000
Government Agency Debt
61000.00
62672.62
Fannie Mae
2042-01-01
2.827000
Government Agency Debt
20232569.00
6855941.59
Fannie Mae
2042-01-25
4.000000
Government Agency Debt
10000000.00
5859589.48
Fannie Mae
2042-03-25
4.000000
Government Agency Debt
10000000.00
9943920.00
Fannie Mae
2042-05-25
2.000000
Government Agency Debt
3678584.00
2864431.52
Fannie Mae
2042-06-01
2.427999
Government Agency Debt
14325000.00
12217415.60
Fannie Mae
2042-06-25
1.750000
Government Agency Debt
1000000.00
891082.85
Fannie Mae
2042-08-25
3.000000
Government Agency Debt
16447159.00
13260807.76
Fannie Mae
2042-11-25
1.500000
Government Agency Debt
2975000.00
2549445.12
Fannie Mae
2043-01-25
2.000000
Government Agency Debt
300000.00
267678.15
Fannie Mae
2043-11-01
2.986000
Government Agency Debt
3131770.00
3069065.70
Fannie Mae
2044-01-01
3.041999
Government Agency Debt
12059918.00
12480288.55
Fannie Mae
2044-01-01
3.099000
Government Agency Debt
12724315.00
13203587.30
Fannie Mae
2044-02-01
3.414000
Government Agency Debt
1721606.00
1789803.12
Fannie Mae
2044-03-01
3.305000
Government Agency Debt
9973199.00
10480276.33
Fannie Mae
2044-03-01
3.306000
Government Agency Debt
1344400.00
1413509.55
Fannie Mae
2044-04-01
1.334000
Government Agency Debt
43078776.00
3152276.30
Freddie Mac
2016-05-01
7.500000
Government Agency Debt
1976082.00
1158.50
Freddie Mac
2018-12-01
8.000000
Government Agency Debt
1000000.00
236.91
Freddie Mac
2021-06-01
9.500000
Government Agency Debt
1102928.00
337019.02
Freddie Mac
2039-01-15
4.000000
Government Agency Debt
3125000.00
3277071.88
Freddie Mac
2039-11-15
2.750000
Government Agency Debt
2399481.00
1022421.56
Freddie Mac
2039-12-15
3.500000
Government Agency Debt
2000000.00
1784865.52
Freddie Mac
2041-04-15
0.709999
Government Agency Debt
14945375.00
3993723.08
Freddie Mac
2041-12-15
2.000000
Government Agency Debt
9083595.00
7129119.81
GNMA
2022-11-20
5.500000
Government Agency Debt
1000000.00
660228.44
GNMA
2033-02-16
5.500000
Government Agency Debt
3900000.00
253681.47
GNMA
2033-05-20
4.500000
Government Agency Debt
1500000.00
33630.03
GNMA
2033-07-20
5.000000
Government Agency Debt
2000000.00
808931.60
GNMA
2033-09-20
4.250000
Government Agency Debt
2175000.00
811951.55
GNMA
2034-12-16
4.500000
Government Agency Debt
9783000.00
121965.64
GNMA
2035-06-20
5.500000
Government Agency Debt
3000000.00
227723.20
GNMA
2035-07-20
4.500000
Government Agency Debt
1701000.00
717272.76
GNMA
2036-01-20
5.250000
Government Agency Debt
51000000.00
1107110.63
GNMA
2036-05-20
5.400000
Government Agency Debt
4000000.00
319005.99
GNMA
2036-06-20
5.500000
Government Agency Debt
2500000.00
247825.86
GNMA
2036-07-20
5.500000
Government Agency Debt
10025000.00
1236412.62
GNMA
2037-02-20
4.200000
Government Agency Debt
3000000.00
130912.49
GNMA
2037-04-20
3.000000
Government Agency Debt
1250000.00
437502.14
GNMA
2037-04-20
4.000000
Government Agency Debt
1450000.00
574493.13
GNMA
2037-04-20
4.500000
Government Agency Debt
1250000.00
446407.47
GNMA
2037-04-20
5.500000
Government Agency Debt
29000000.00
6190653.75
GNMA
2037-06-20
4.000000
Government Agency Debt
29549440.00
2899737.49
GNMA
2037-06-20
4.500000
Government Agency Debt
3738539.00
1659784.28
GNMA
2037-06-20
5.000000
Government Agency Debt
2000000.00
1138894.19
GNMA
2037-07-20
5.000000
Government Agency Debt
4700000.00
516040.00
GNMA
2037-09-20
4.000000
Government Agency Debt
1000000.00
857288.30
GNMA
2037-10-20
3.000000
Government Agency Debt
1300000.00
845720.02
GNMA
2037-11-20
3.000000
Government Agency Debt
5000000.00
3021019.87
GNMA
2038-04-20
2.600000
Government Agency Debt
70265632.00
49464258.45
GNMA
2038-05-16
4.000000
Government Agency Debt
1950000.00
558782.92
GNMA
2038-05-20
3.500000
Government Agency Debt
4000000.00
2226351.39
GNMA
2038-10-20
2.500000
Government Agency Debt
65025272.00
42361103.18
GNMA
2038-12-20
5.000000
Government Agency Debt
1000000.00
532058.73
GNMA
2039-03-20
3.500000
Government Agency Debt
1500000.00
282303.28
GNMA
2039-03-20
5.000000
Government Agency Debt
1450617.00
1588928.98
GNMA
2039-04-16
4.000000
Government Agency Debt
1000000.00
210845.44
GNMA
2039-05-20
4.500000
Government Agency Debt
14066432.00
2520736.96
GNMA
2039-06-16
2.250000
Government Agency Debt
5000000.00
506921.42
GNMA
2039-07-16
4.000000
Government Agency Debt
3000000.00
612029.59
GNMA
2039-08-20
2.500000
Government Agency Debt
5625000.00
3306433.71
GNMA
2039-08-20
3.000000
Government Agency Debt
5000000.00
3191697.70
GNMA
2039-09-16
3.000000
Government Agency Debt
45000000.00
9263302.56
GNMA
2039-11-16
3.250000
Government Agency Debt
15236602.00
4399385.83
GNMA
2040-02-20
4.500000
Government Agency Debt
2509000.00
300998.01
GNMA
2040-09-16
3.500000
Government Agency Debt
75233278.00
49946726.51
GNMA
2041-04-16
3.500000
Government Agency Debt
7584544.00
5627618.26
GNMA
2043-03-20
3.500000
Government Agency Debt
750000.00
668091.25
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
450000000.00
450000000.00
0.0200
N
450000000.00
450000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.040000%
992JYM004_0.0400_M140304_2M52
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-08-01
3.503000
Government Agency Debt
1000000.00
1066888.25
Fannie Mae
2018-01-01
3.492000
Government Agency Debt
1000000.00
1071219.00
Fannie Mae
2018-06-01
3.867999
Government Agency Debt
1500000.00
1572574.35
Fannie Mae
2019-08-01
2.097000
Government Agency Debt
1020000.00
1021712.32
Fannie Mae
2020-09-01
3.621000
Government Agency Debt
1500000.00
1507785.82
Fannie Mae
2020-11-01
3.337000
Government Agency Debt
1000000.00
1024369.92
Fannie Mae
2020-11-01
3.379000
Government Agency Debt
5314000.00
5546738.58
Fannie Mae
2020-11-01
3.460999
Government Agency Debt
1000000.00
1040821.10
Fannie Mae
2021-01-01
4.060999
Government Agency Debt
1000000.00
1080482.89
Fannie Mae
2021-01-01
4.793999
Government Agency Debt
1000000.00
1080376.40
Fannie Mae
2021-05-01
4.535999
Government Agency Debt
1000000.00
1101525.81
Fannie Mae
2023-03-01
2.434000
Government Agency Debt
1781114.00
1703026.46
Fannie Mae
2024-01-01
3.906000
Government Agency Debt
2150000.00
2258696.47
Fannie Mae
2024-01-01
3.999000
Government Agency Debt
1300000.00
1373943.98
Fannie Mae
2032-11-01
1.405999
Government Agency Debt
31281385.00
1831866.61
Fannie Mae
2033-03-01
1.875000
Government Agency Debt
8000000.00
417529.37
Fannie Mae
2033-04-01
2.277000
Government Agency Debt
28760869.00
1571194.74
Fannie Mae
2033-04-01
2.339999
Government Agency Debt
12000000.00
466053.25
Fannie Mae
2033-09-01
2.547000
Government Agency Debt
26770928.00
2097930.27
Fannie Mae
2033-09-15
7.924000
Government Agency Debt
2524572.00
415458.65
Fannie Mae
2033-10-01
2.404999
Government Agency Debt
3800000.00
372849.88
Fannie Mae
2034-01-01
2.251999
Government Agency Debt
7150363.00
700972.78
Fannie Mae
2034-07-01
1.080000
Government Agency Debt
2539276.00
334128.54
Fannie Mae
2034-08-01
2.399999
Government Agency Debt
11455904.00
1775950.94
Fannie Mae
2034-08-01
3.944999
Government Agency Debt
21535021.00
1021436.43
Fannie Mae
2034-10-01
2.524999
Government Agency Debt
6250000.00
914206.80
Fannie Mae
2034-11-01
2.450000
Government Agency Debt
2800000.00
439145.80
Fannie Mae
2034-12-01
2.331000
Government Agency Debt
10000000.00
1554238.89
Fannie Mae
2035-01-01
2.125000
Government Agency Debt
19757200.00
1679913.24
Fannie Mae
2035-01-01
2.555000
Government Agency Debt
1991000.00
445744.41
Fannie Mae
2035-06-01
2.037999
Government Agency Debt
45160000.00
4788392.71
Fannie Mae
2035-06-01
2.363000
Government Agency Debt
32720786.00
15082809.09
Fannie Mae
2035-07-01
2.480999
Government Agency Debt
34929355.00
6199798.16
Fannie Mae
2035-08-01
1.800000
Government Agency Debt
1536.00
775.49
Fannie Mae
2035-08-01
5.115999
Government Agency Debt
600000.00
126553.38
Fannie Mae
2035-10-01
2.232000
Government Agency Debt
7000000.00
1799766.71
Fannie Mae
2036-01-01
2.101000
Government Agency Debt
22694680.00
956453.33
Fannie Mae
2036-03-01
2.379999
Government Agency Debt
6657641.00
4879303.48
Fannie Mae
2036-07-01
2.625999
Government Agency Debt
8450000.00
1707873.88
Fannie Mae
2036-10-01
2.362000
Government Agency Debt
1154181.00
193837.68
Fannie Mae
2036-10-01
2.597000
Government Agency Debt
14443460.00
681879.21
Fannie Mae
2036-11-01
2.414000
Government Agency Debt
4200000.00
315228.12
Fannie Mae
2036-11-01
2.547000
Government Agency Debt
25004556.00
1578030.08
Fannie Mae
2036-12-01
2.395000
Government Agency Debt
960000.00
166416.52
Fannie Mae
2036-12-01
2.599000
Government Agency Debt
7678945.00
1507193.05
Fannie Mae
2037-02-01
1.887999
Government Agency Debt
12593611.00
8905358.43
Fannie Mae
2037-03-01
2.589000
Government Agency Debt
5213631.00
1815166.98
Fannie Mae
2037-04-01
2.418000
Government Agency Debt
5300000.00
860735.21
Fannie Mae
2037-04-01
4.591999
Government Agency Debt
4000000.00
422381.78
Fannie Mae
2037-04-01
5.639000
Government Agency Debt
5120000.00
473919.30
Fannie Mae
2037-04-01
5.748999
Government Agency Debt
25013194.00
2170057.29
Fannie Mae
2037-08-01
2.165000
Government Agency Debt
19042454.00
7490585.79
Fannie Mae
2037-08-01
6.286999
Government Agency Debt
15271324.00
1564042.06
Fannie Mae
2037-09-01
5.887999
Government Agency Debt
17527687.00
1300557.10
Fannie Mae
2037-10-01
1.854000
Government Agency Debt
396105.00
342328.34
Fannie Mae
2037-10-01
2.194000
Government Agency Debt
5000000.00
418173.40
Fannie Mae
2037-11-01
1.929000
Government Agency Debt
16517160.00
2261684.29
Fannie Mae
2037-11-25
4.500000
Government Agency Debt
34808606.00
13307307.86
Fannie Mae
2038-01-01
2.286000
Government Agency Debt
1200000.00
936321.97
Fannie Mae
2038-01-01
5.702000
Government Agency Debt
20072997.00
1732023.27
Fannie Mae
2038-03-01
5.040000
Government Agency Debt
19124059.00
2136349.48
Fannie Mae
2038-04-25
4.000000
Government Agency Debt
3000000.00
1998219.48
Fannie Mae
2038-05-01
4.389999
Government Agency Debt
5939175.00
1871524.46
Fannie Mae
2038-09-01
5.139999
Government Agency Debt
9530325.00
5488715.63
Fannie Mae
2038-11-01
2.454000
Government Agency Debt
2237089.00
2323751.83
Fannie Mae
2038-11-01
2.511000
Government Agency Debt
16693731.00
16507146.13
Fannie Mae
2038-11-01
3.480999
Government Agency Debt
3502912.00
3624478.58
Fannie Mae
2039-01-25
4.000000
Government Agency Debt
8500000.00
2183732.83
Fannie Mae
2039-09-01
2.742999
Government Agency Debt
16271112.00
16669559.41
Fannie Mae
2039-09-25
4.000000
Government Agency Debt
29452540.00
6222675.60
Fannie Mae
2039-10-01
2.270000
Government Agency Debt
4000000.00
817420.41
Fannie Mae
2040-03-01
3.617000
Government Agency Debt
487869.00
215279.13
Fannie Mae
2040-03-25
2.500000
Government Agency Debt
16499616.00
12544147.62
Fannie Mae
2040-04-01
4.251000
Government Agency Debt
5000000.00
2136004.23
Fannie Mae
2040-07-01
3.420999
Government Agency Debt
1432000.00
422163.35
Fannie Mae
2040-07-01
3.705000
Government Agency Debt
8170000.00
2164999.82
Fannie Mae
2040-09-01
4.293999
Government Agency Debt
200000.00
109952.76
Fannie Mae
2040-10-01
2.996000
Government Agency Debt
12815815.00
5251847.81
Fannie Mae
2040-12-01
2.732000
Government Agency Debt
773797.00
152251.86
Fannie Mae
2040-12-01
3.012999
Government Agency Debt
10472352.00
3691517.11
Fannie Mae
2040-12-01
3.109000
Government Agency Debt
14992105.00
7881570.12
Fannie Mae
2040-12-01
3.351999
Government Agency Debt
9590725.00
4965257.58
Fannie Mae
2041-01-01
3.366000
Government Agency Debt
3390462.00
749093.37
Fannie Mae
2041-04-01
3.165000
Government Agency Debt
1500000.00
651798.53
Fannie Mae
2041-04-01
3.181000
Government Agency Debt
17969633.00
5173854.24
Fannie Mae
2041-04-01
3.319999
Government Agency Debt
9335000.00
4760022.46
Fannie Mae
2041-04-01
3.395999
Government Agency Debt
1270000.00
417841.21
Fannie Mae
2041-06-01
3.363000
Government Agency Debt
4374081.00
2045104.46
Fannie Mae
2041-10-01
3.154999
Government Agency Debt
529403.00
247780.90
Fannie Mae
2041-10-01
3.307999
Government Agency Debt
34317438.00
16046695.55
Fannie Mae
2042-03-01
2.496000
Government Agency Debt
27187803.00
15543018.10
Fannie Mae
2042-04-01
2.375999
Government Agency Debt
88921.00
69523.77
Fannie Mae
2042-04-01
3.341000
Government Agency Debt
690000.00
465202.64
Fannie Mae
2042-08-01
2.234000
Government Agency Debt
267490.00
225007.10
Fannie Mae
2042-09-01
2.712000
Government Agency Debt
500000.00
467624.60
Fannie Mae
2042-10-01
2.298999
Government Agency Debt
1196911.00
1016564.21
Fannie Mae
2042-10-01
2.419000
Government Agency Debt
1953665.00
1495625.19
Fannie Mae
2042-11-01
3.206999
Government Agency Debt
9371161.00
9444120.87
Fannie Mae
2042-11-25
1.500000
Government Agency Debt
400000.00
342782.54
Fannie Mae
2042-12-01
2.244000
Government Agency Debt
912471.00
807652.34
Fannie Mae
2043-01-01
1.847000
Government Agency Debt
1785000.00
1248371.47
Fannie Mae
2043-01-25
4.000000
Government Agency Debt
4600000.00
4538054.71
Fannie Mae
2043-04-01
2.164000
Government Agency Debt
2869652.00
2870353.84
Fannie Mae
2043-05-01
1.998000
Government Agency Debt
1330000.00
1187715.37
Fannie Mae
2043-08-01
2.555000
Government Agency Debt
2325711.00
2276454.74
Fannie Mae
2043-09-01
2.992000
Government Agency Debt
5266797.00
5005851.97
Fannie Mae
2043-09-01
3.089000
Government Agency Debt
17071.00
17667.16
Fannie Mae
2043-10-01
2.879000
Government Agency Debt
12755346.00
12869339.54
Fannie Mae
2043-10-01
3.013999
Government Agency Debt
1067350.00
1108019.92
Fannie Mae
2043-12-01
3.016000
Government Agency Debt
1082705.00
1086634.96
Fannie Mae
2044-01-01
2.499899
Government Agency Debt
1438717.00
1464950.46
Fannie Mae
2044-01-01
2.532000
Government Agency Debt
1189730.00
1225325.53
Fannie Mae
2044-01-01
3.190999
Government Agency Debt
50617.00
52646.96
Fannie Mae
2044-02-01
2.284899
Government Agency Debt
2084220.00
2137506.58
Fannie Mae
2044-02-01
2.858000
Government Agency Debt
794540.00
833124.85
Fannie Mae
2044-02-01
3.027899
Government Agency Debt
1667413.00
1728415.18
Fannie Mae
2044-02-01
3.133999
Government Agency Debt
132008.00
137262.38
Fannie Mae
2044-02-01
3.319900
Government Agency Debt
1299193.00
1343482.39
Fannie Mae
2044-02-01
3.444900
Government Agency Debt
568137.00
592149.69
Fannie Mae
2044-03-01
1.334000
Government Agency Debt
77463805.00
4900641.16
Fannie Mae
2044-03-01
2.955000
Government Agency Debt
823150.00
851635.31
Fannie Mae
2044-03-01
2.960999
Government Agency Debt
2053200.00
2124149.87
Fannie Mae
2048-09-01
5.035000
Government Agency Debt
12484017.00
1536844.75
Freddie Mac
2014-03-15
5.500000
Government Agency Debt
3000000.00
821.94
Freddie Mac
2028-11-15
5.000000
Government Agency Debt
1500000.00
557946.30
Freddie Mac
2029-08-15
7.000000
Government Agency Debt
6.00
0.86
Freddie Mac
2032-11-15
4.500000
Government Agency Debt
1000000.00
33494.07
Freddie Mac
2033-03-15
5.000000
Government Agency Debt
5000000.00
577383.89
Freddie Mac
2033-05-15
5.500000
Government Agency Debt
540000.00
9063.29
Freddie Mac
2033-06-15
5.500000
Government Agency Debt
575000.00
83401.10
Freddie Mac
2033-11-15
5.500000
Government Agency Debt
2500000.00
142123.50
Freddie Mac
2034-01-15
4.500000
Government Agency Debt
2000000.00
482887.13
Freddie Mac
2034-01-15
5.500000
Government Agency Debt
1000000.00
202978.44
Freddie Mac
2034-02-15
2.000000
Government Agency Debt
74390147.00
10109979.24
Freddie Mac
2036-02-15
2.000000
Government Agency Debt
2980000.00
2798109.19
Freddie Mac
2036-02-15
2.500000
Government Agency Debt
18233451.00
17680722.72
Freddie Mac
2036-03-15
6.000000
Government Agency Debt
1000000.00
454973.33
Freddie Mac
2037-10-15
4.500000
Government Agency Debt
260276.00
198535.49
Freddie Mac
2039-01-15
3.500000
Government Agency Debt
4000000.00
502388.31
Freddie Mac
2039-03-15
2.750000
Government Agency Debt
12638902.00
4640015.49
Freddie Mac
2039-08-15
5.000000
Government Agency Debt
2500000.00
740579.52
Freddie Mac
2039-09-15
2.000000
Government Agency Debt
114883000.00
34798465.29
Freddie Mac
2039-12-15
3.500000
Government Agency Debt
14000000.00
12494058.67
Freddie Mac
2040-02-15
4.000000
Government Agency Debt
4000000.00
1567197.51
Freddie Mac
2041-08-15
2.250000
Government Agency Debt
178140.00
165181.58
Freddie Mac
2041-12-15
2.000000
Government Agency Debt
1417000.00
1112110.65
GNMA
2038-04-20
2.600000
Government Agency Debt
79936676.00
56272295.42
GNMA
2039-08-16
3.500000
Government Agency Debt
1650000.00
981058.70
GNMA
2044-01-20
4.500000
Government Agency Debt
40279921.00
42630042.60
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
500000000.00
500000000.00
0.0223
N
500000000.00
500000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.060000%
987WVU007_0.0600_M140303_2M52
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-01-01
4.126999
Government Agency Debt
48248373.00
5198473.68
Fannie Mae
2031-11-01
4.000000
Government Agency Debt
8717074.00
6631879.91
Fannie Mae
2031-11-01
4.000000
Government Agency Debt
7724996.00
5908899.76
Fannie Mae
2035-07-01
2.378000
Government Agency Debt
30002431.00
4765975.14
Fannie Mae
2035-10-01
6.000000
Government Agency Debt
15482810.00
5858558.49
Fannie Mae
2036-01-01
2.124000
Government Agency Debt
50007321.00
5011689.97
Fannie Mae
2036-04-01
2.387000
Government Agency Debt
21433878.00
5417280.65
Fannie Mae
2037-03-01
2.500000
Government Agency Debt
27583237.00
5198553.29
Fannie Mae
2037-06-01
2.540000
Government Agency Debt
15575655.00
4780297.58
Fannie Mae
2037-07-01
2.617000
Government Agency Debt
13315971.00
4763941.80
Fannie Mae
2037-07-01
2.620000
Government Agency Debt
20007712.00
6600523.46
Fannie Mae
2037-10-01
1.830000
Government Agency Debt
36516629.00
5263127.24
Fannie Mae
2037-11-01
1.913999
Government Agency Debt
50021422.00
6725039.77
Fannie Mae
2037-12-01
2.484999
Government Agency Debt
50377134.00
5614788.08
Fannie Mae
2038-02-01
2.279999
Government Agency Debt
46317130.00
5873359.51
Fannie Mae
2038-03-01
2.500000
Government Agency Debt
34719280.00
4854545.68
Fannie Mae
2038-03-01
4.793000
Government Agency Debt
40008887.00
5237513.72
Fannie Mae
2038-04-01
2.810999
Government Agency Debt
75022329.00
6177202.57
Fannie Mae
2038-05-01
4.735000
Government Agency Debt
25962185.00
6237803.08
Fannie Mae
2038-05-01
4.996000
Government Agency Debt
26081560.00
4710904.63
Fannie Mae
2038-06-01
4.889999
Government Agency Debt
25064735.00
5860577.28
Fannie Mae
2038-07-01
2.371000
Government Agency Debt
26842969.00
5649237.02
Fannie Mae
2039-08-01
3.770000
Government Agency Debt
20010219.00
5692292.98
Fannie Mae
2039-11-01
3.724000
Government Agency Debt
12069060.00
5245416.03
Fannie Mae
2039-11-01
4.093000
Government Agency Debt
24827637.00
6583322.88
Fannie Mae
2040-01-01
3.753000
Government Agency Debt
24701492.00
6617853.71
Fannie Mae
2040-02-01
3.541999
Government Agency Debt
14633664.00
4826217.14
Fannie Mae
2040-04-01
3.932999
Government Agency Debt
15123610.00
5241902.59
Fannie Mae
2040-08-01
3.597000
Government Agency Debt
10800000.00
6244134.45
Fannie Mae
2040-09-01
5.000000
Government Agency Debt
8236123.00
5918360.89
Fannie Mae
2040-12-01
3.061999
Government Agency Debt
12903960.00
5374539.60
Fannie Mae
2040-12-01
3.136000
Government Agency Debt
15137738.00
6456064.67
Fannie Mae
2041-01-01
2.988000
Government Agency Debt
16421472.00
5821048.86
Fannie Mae
2041-02-01
3.048000
Government Agency Debt
20015987.00
6309316.16
Fannie Mae
2041-03-01
3.119000
Government Agency Debt
10160549.00
5328369.17
Fannie Mae
2041-03-01
3.392999
Government Agency Debt
12421862.00
5522727.08
Fannie Mae
2041-04-01
3.629000
Government Agency Debt
10885403.00
5031660.70
Fannie Mae
2041-04-01
3.753000
Government Agency Debt
20062825.00
6165316.97
Fannie Mae
2041-06-01
3.310000
Government Agency Debt
11600000.00
5971233.00
Fannie Mae
2041-06-01
3.673000
Government Agency Debt
13360458.00
6186351.50
Fannie Mae
2041-06-01
3.746000
Government Agency Debt
19557100.00
4704016.93
Fannie Mae
2041-11-01
2.559000
Government Agency Debt
19906478.00
6783617.59
Fannie Mae
2041-11-01
3.274000
Government Agency Debt
9397282.00
6398465.18
Fannie Mae
2042-01-01
5.000000
Government Agency Debt
9621941.00
5816387.49
Fannie Mae
2042-02-01
2.802999
Government Agency Debt
8140616.00
5285328.28
Fannie Mae
2042-02-01
3.136000
Government Agency Debt
10021320.00
5538597.98
Fannie Mae
2042-03-01
2.829000
Government Agency Debt
6468165.00
4914248.13
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
6500000.00
5084243.43
Fannie Mae
2042-04-01
2.404999
Government Agency Debt
12253854.00
6728259.57
Fannie Mae
2042-04-01
2.833000
Government Agency Debt
10354437.00
6494511.74
Fannie Mae
2042-05-01
2.642999
Government Agency Debt
6592455.00
5337789.92
Fannie Mae
2042-08-01
2.616000
Government Agency Debt
7709575.00
5872542.57
Fannie Mae
2042-09-01
2.621000
Government Agency Debt
8600000.00
5547349.20
Fannie Mae
2042-10-01
2.874000
Government Agency Debt
7007040.00
6591544.76
Fannie Mae
2042-11-01
2.123000
Government Agency Debt
8590317.00
5925427.80
Fannie Mae
2042-11-01
2.787999
Government Agency Debt
6848763.00
6170290.80
Fannie Mae
2043-02-01
2.509999
Government Agency Debt
7242421.00
6394727.45
Fannie Mae
2043-05-01
2.032000
Government Agency Debt
7763201.00
6669028.50
Fannie Mae
2043-06-01
1.963000
Government Agency Debt
6022273.00
5472445.48
Fannie Mae
2043-06-01
2.136000
Government Agency Debt
6428660.00
6308075.67
Fannie Mae
2043-08-01
2.374000
Government Agency Debt
6590000.00
6447846.85
Fannie Mae
2043-11-01
2.805000
Government Agency Debt
5018396.00
5193528.26
Fannie Mae
2044-01-01
2.750999
Government Agency Debt
4534849.00
4703556.14
Freddie Mac
2027-09-20
3.000000
Government Agency Debt
7500000.00
6578479.73
Freddie Mac
2031-12-01
4.000000
Government Agency Debt
8245816.00
6165760.72
Freddie Mac
2032-08-15
6.000000
Government Agency Debt
100000000.00
5216520.36
Freddie Mac
2036-05-20
5.000000
Government Agency Debt
29828136.00
5614880.47
Freddie Mac
2039-03-20
5.000000
Government Agency Debt
25444341.00
6740200.81
Freddie Mac
2040-10-01
5.000000
Government Agency Debt
8168474.00
6498109.69
Freddie Mac
2041-10-20
4.500000
Government Agency Debt
9426691.00
5692283.31
Freddie Mac
2041-11-20
4.000000
Government Agency Debt
15418010.00
6602122.15
Freddie Mac
2042-02-20
5.000000
Government Agency Debt
10285403.00
5036223.08
Freddie Mac
2043-04-01
4.000000
Government Agency Debt
6709796.00
6732680.26
GNMA
2017-12-15
2.500000
Government Agency Debt
6552832.00
5953555.86
GNMA
2027-07-15
7.000000
Government Agency Debt
421723448.00
6164665.44
GNMA
2031-07-15
7.000000
Government Agency Debt
439791422.00
5305860.77
GNMA
2032-10-15
6.000000
Government Agency Debt
100000000.00
6154267.44
GNMA
2032-10-15
6.000000
Government Agency Debt
200000000.00
5244417.24
GNMA
2033-02-15
4.000000
Government Agency Debt
6014800.00
6374707.59
GNMA
2033-09-15
5.000000
Government Agency Debt
39618330.00
5695377.35
GNMA
2033-09-20
5.000000
Government Agency Debt
33428997.00
5496916.93
GNMA
2034-11-15
5.500000
Government Agency Debt
53627751.00
5608944.58
GNMA
2035-04-15
5.000000
Government Agency Debt
16200000.00
5737422.12
GNMA
2036-03-15
5.219999
Government Agency Debt
6950000.00
5826524.75
GNMA
2036-07-20
6.500000
Government Agency Debt
8505670.00
5599359.02
GNMA
2038-01-15
6.000000
Government Agency Debt
49000000.00
5401958.69
GNMA
2038-02-15
6.000000
Government Agency Debt
48000000.00
5786899.26
GNMA
2038-03-15
5.000000
Government Agency Debt
27370600.00
5409480.76
GNMA
2038-12-20
6.500000
Government Agency Debt
8367635.00
4947816.43
GNMA
2039-10-20
4.500000
Government Agency Debt
20075000.00
6056029.97
GNMA
2040-01-15
3.799999
Government Agency Debt
4951400.00
5089985.86
GNMA
2040-07-15
4.500000
Government Agency Debt
12011862.00
5367691.99
GNMA
2040-11-20
4.500000
Government Agency Debt
9526452.00
5497554.32
GNMA
2041-04-15
4.000000
Government Agency Debt
7729992.00
5113937.06
GNMA
2041-10-15
4.599999
Government Agency Debt
4657253.00
5006791.33
GNMA
2042-01-15
3.500000
Government Agency Debt
5983343.00
5461375.35
GNMA
2042-02-15
4.000000
Government Agency Debt
7000000.00
5223279.64
GNMA
2042-02-15
5.500000
Government Agency Debt
6928964.00
5282855.01
GNMA
2042-07-15
3.500000
Government Agency Debt
6636233.00
5270661.55
GNMA
2042-08-20
3.500000
Government Agency Debt
6750000.00
6420567.81
GNMA
2042-10-20
3.000000
Government Agency Debt
5443459.00
4974709.68
GNMA
2043-01-15
3.500000
Government Agency Debt
5829248.00
5533477.92
GNMA
2043-04-20
2.000000
Government Agency Debt
5000000.00
4842701.42
GNMA
2043-05-15
3.500000
Government Agency Debt
5857715.00
5221297.93
GNMA
2043-06-20
5.000000
Government Agency Debt
5175636.00
4927290.85
GNMA
2043-12-15
4.000000
Government Agency Debt
3015764.00
3218172.42
GNMA
2044-01-20
4.500000
Government Agency Debt
4841772.00
5312564.04
GNMA
2044-01-20
5.000000
Government Agency Debt
5059158.00
5574624.17
GNMA
2044-02-20
5.000000
Government Agency Debt
5744463.00
6339681.28
GNMA
2047-10-15
3.700000
Government Agency Debt
4966300.00
5431808.96
GNMA
2047-12-15
4.000000
Government Agency Debt
6289100.00
6675445.70
GNMA
2048-12-15
4.230000
Government Agency Debt
5040863.00
5276596.63
GNMA
2049-01-15
4.139999
Government Agency Debt
5428500.00
5649304.22
GNMA
2049-03-15
3.939999
Government Agency Debt
4815400.00
4951266.51
GNMA
2055-12-15
4.750000
Government Agency Debt
4623998.00
4895216.29
GNMA
2061-06-20
4.799999
Government Agency Debt
5065008.00
5778873.67
GNMA
2061-10-20
4.679999
Government Agency Debt
5152579.00
5438549.09
GNMA
2062-08-20
4.630000
Government Agency Debt
5780582.00
6124652.54
GNMA
2062-09-20
4.530000
Government Agency Debt
5348179.00
5676904.79
GNMA
2062-11-20
4.538000
Government Agency Debt
4989397.00
5322567.17
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
660000000.00
660000000.00
0.0294
N
660000000.00
660000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.090000%
992JYD004_0.0900_M140304_2M52
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-10-25
6.000000
Government Agency Debt
75000.00
3158.49
Fannie Mae
2036-07-25
0.405500
Government Agency Debt
1935000.00
286144.69
Fannie Mae
2036-07-25
0.725500
Government Agency Debt
50000000.00
557678.05
Fannie Mae
2041-08-25
4.500000
Government Agency Debt
9796234.00
3533616.74
Fannie Mae
2043-07-25
3.000000
Government Agency Debt
200128376.00
190858425.39
Freddie Mac
2037-01-15
0.454500
Government Agency Debt
30000000.00
1495482.85
Freddie Mac
2041-03-15
1.758500
Government Agency Debt
4835333.00
4917608.98
Freddie Mac
2044-02-15
3.000000
Government Agency Debt
41105000.00
42038620.54
Freddie Mac
2044-02-15
3.000000
Government Agency Debt
700000.00
529812.48
GNMA
2038-06-20
3.500000
Government Agency Debt
4000000.00
1767111.18
GNMA
2041-05-16
2.500000
Government Agency Debt
4535610.00
3922141.03
GNMA
2041-05-20
4.000000
Government Agency Debt
4691120.00
4753095.56
GNMA
2050-11-16
3.504999
Government Agency Debt
200000.00
183306.29
GNMA
2053-05-16
1.923999
Government Agency Debt
229752.00
157802.38
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
250000000.00
250000000.00
0.0111
N
250000000.00
250000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.110000%
992JYD004_0.1100_M140414_2M52
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-05-25
0.00
Government Agency Debt
8695782.00
69670.42
Fannie Mae
2023-01-25
2.388799
Government Agency Debt
47000000.00
44552165.51
Fannie Mae
2037-08-25
6.982999
Government Agency Debt
1000000.00
105312.06
Fannie Mae
2039-03-25
2.651199
Government Agency Debt
5000000.00
1795725.97
Fannie Mae
2039-03-25
3.063499
Government Agency Debt
22450000.00
2482129.04
Fannie Mae
2039-03-25
3.275700
Government Agency Debt
10278059.00
3295788.08
Fannie Mae
2039-12-25
2.000000
Government Agency Debt
25000000.00
22436639.67
Fannie Mae
2041-08-25
2.000000
Government Agency Debt
7500000.00
6069983.39
Fannie Mae
2041-08-25
4.500000
Government Agency Debt
20535000.00
7407215.86
Fannie Mae
2041-08-25
4.500000
Government Agency Debt
285662.00
294370.35
Fannie Mae
2041-10-25
3.595699
Government Agency Debt
10000000.00
8767383.10
Fannie Mae
2042-02-25
7.500000
Government Agency Debt
43783866.00
3835345.97
Fannie Mae
2043-08-25
4.000000
Government Agency Debt
2364376.00
2309198.54
Freddie Mac
2023-02-25
3.111000
Government Agency Debt
39600000.00
39984122.37
Freddie Mac
2023-05-25
3.310000
Government Agency Debt
117000000.00
119476125.24
Freddie Mac
2032-06-15
3.000000
Government Agency Debt
10000000.00
2058717.91
Freddie Mac
2032-07-25
7.500000
Government Agency Debt
64586000.00
6653029.29
Freddie Mac
2039-04-15
6.500000
Government Agency Debt
25286501.00
20015372.63
Freddie Mac
2045-07-25
3.938499
Government Agency Debt
5000000.00
4904088.97
Freddie Mac
2046-08-25
3.739199
Government Agency Debt
10000000.00
9489411.71
First Tier Security
N/A
N/A
2014-04-14
2014-04-14
N
N
N
300000000.00
300000000.00
0.0134
Y
300000000.00
300000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.040000%
21599B009_0.0400_M140303_2M52
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2035-01-15
2.200000
Government Agency Debt
159720881.00
81745444.28
Freddie Mac
2037-03-15
5.500000
Government Agency Debt
26607000.00
29216242.06
Freddie Mac
2039-11-15
2.500000
Government Agency Debt
270024344.00
108760443.79
Freddie Mac
2041-05-15
3.500000
Government Agency Debt
24400000.00
24669742.98
United States Treasury Department
2024-02-15
2.750000
Treasury Debt
15151000.00
15308003.28
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
250000000.00
250000000.00
0.0111
N
250000000.00
250000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.060000%
21599B009_0.0600_M140303_2M52
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-01-25
3.500000
Government Agency Debt
67416.00
65782.17
Fannie Mae
2040-02-25
3.000000
Government Agency Debt
164258.00
154622.58
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
33318.00
27350.28
Fannie Mae
2044-01-25
7.000000
Government Agency Debt
25217158.00
29057987.13
GNMA
2034-12-16
2.359999
Government Agency Debt
3181163.00
889738.77
GNMA
2039-09-16
3.000000
Government Agency Debt
800000.00
532944.72
United States Treasury Department
2019-02-28
1.500000
Treasury Debt
95152700.00
95212170.44
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
122891795.00
122891795.00
0.0055
N
122891795.00
122891795.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.050000%
991JCA005_0.0500_M140306_2M52
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-06-25
4.000000
Government Agency Debt
136546002.00
141309990.00
Fannie Mae
2043-07-25
4.000000
Government Agency Debt
53959680.00
55921585.56
Fannie Mae
2044-01-25
7.000000
Government Agency Debt
25079017.00
28898805.85
GNMA
2032-05-20
6.000000
Government Agency Debt
315091.00
104726.88
GNMA
2033-07-16
5.000000
Government Agency Debt
36640.00
40636.03
GNMA
2033-11-16
5.500000
Government Agency Debt
3778392.00
4259566.44
GNMA
2037-10-16
2.250000
Government Agency Debt
1228123.00
804114.40
GNMA
2037-11-16
2.750000
Government Agency Debt
109455933.00
72641945.65
GNMA
2040-11-20
7.000000
Government Agency Debt
33915.00
40018.15
GNMA
2043-05-20
3.000000
Government Agency Debt
2385133.00
2195586.48
GNMA
2043-06-16
6.500000
Government Agency Debt
49801054.00
57735185.71
GNMA
2044-02-16
2.149999
Government Agency Debt
51686.00
47839.04
First Tier Security
N/A
N/A
2014-03-06
2014-03-06
N
N
N
350000000.00
350000000.00
0.0156
N
350000000.00
350000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.060000%
991JCA005_0.0600_M140307_2M52
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-10-01
6.000000
Government Agency Debt
15107730.00
16574176.50
Fannie Mae
2042-10-25
7.000000
Government Agency Debt
34639862.00
35864353.05
GNMA
2052-12-16
3.600000
Government Agency Debt
1133031.00
1149796.46
United States Treasury Department
2014-04-24
0.00
Treasury Debt
14360300.00
14359179.90
United States Treasury Department
2018-09-30
1.375000
Treasury Debt
136178600.00
137083096.02
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
N
200000000.00
200000000.00
0.0089
N
200000000.00
200000000.00
Fannie Mae
Fannie Mae 0.120000%
313589F81
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-09-15
2014-09-15
N
N
N
75000000.00
74951000.00
0.0033
N
74979600.00
74979600.00
Fannie Mae
Fannie Mae 0.100000%
313589XS7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-06-05
2014-06-05
N
N
N
100000000.00
99973888.90
0.0045
N
99994800.00
99994800.00
Fannie Mae
Fannie Mae 0.090000%
313589YD9
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-06-16
2014-06-16
N
N
N
100000000.00
99973750.00
0.0045
N
99994200.00
99994200.00
Fannie Mae
Fannie Mae 0.110000%
313589ZR7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-07-22
2014-07-22
N
N
N
100000000.00
99956916.66
0.0045
N
99988300.00
99988300.00
Fannie Mae
Fannie Mae 0.130000%
313589ZS5
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-07-23
2014-07-23
N
N
N
50000000.00
49974361.11
0.0022
N
49994100.00
49994100.00
Fannie Mae
Fannie Mae 0.261000%
3135G0AZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
22595000.00
22595061.89
0.0010
N
22595000.00
22595000.00
Fannie Mae
Fannie Mae 0.625000%
3135G0DW0
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-10-30
2014-10-30
N
N
N
68911000.00
69130056.11
0.0031
N
69142127.49
69142127.49
Fannie Mae
Fannie Mae 0.360000%
3135G0EY5
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-03
2014-10-27
N
N
N
74550000.00
74686293.43
0.0033
N
74714159.10
74714159.10
Fannie Mae
Fannie Mae 0.134000%
3135G0MH3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-20
2014-06-20
N
N
N
540605000.00
540644306.58
0.0241
N
540756910.01
540756910.01
Fannie Mae
Fannie Mae 0.124500%
3135G0VK6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-27
2015-02-27
N
N
N
426837000.00
426868946.07
0.0190
N
427026942.47
427026942.47
Fannie Mae
Fannie Mae 0.127100%
3135G0YF4
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-05
2015-08-05
N
N
N
150000000.00
149956564.68
0.0067
N
150040500.00
150040500.00
Fannie Mae
Fannie Mae 0.110000%
3138L5RX0
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
169808000.00
169808000.00
0.0076
N
169807711.33
169807711.33
Fannie Mae
Fannie Mae 0.110000%
3138L5RY8
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
51000000.00
51000000.00
0.0023
N
50999913.30
50999913.30
Fannie Mae
Fannie Mae 1.500000%
31398A3G5
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-09-08
2014-09-08
N
N
N
4758000.00
4791941.06
0.0002
N
4792600.18
4792600.18
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
109354924.45
0.0049
N
109358192.81
109358192.81
Fannie Mae
Fannie Mae 2.625000%
31398AZV7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-11-20
2014-11-20
N
N
N
68081000.00
69289066.40
0.0031
N
69316261.66
69316261.66
Farm Credit System
Farm Credit System 0.114800%
31331K5Z9
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-12
2014-05-12
N
N
N
4455000.00
4454955.34
0.0002
N
4455672.71
4455672.71
Farm Credit System
Farm Credit System 0.170000%
3133EAM54
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-03
2014-07-21
N
N
N
95000000.00
95046307.99
0.0042
N
95054720.00
95054720.00
Farm Credit System
Farm Credit System 0.240000%
3133EAYU6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-03
2015-01-20
N
N
N
20850000.00
20878012.42
0.0009
N
20886925.35
20886925.35
Farm Credit System
Farm Credit System 0.121500%
3133EC6M1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
100000000.00
100000205.78
0.0045
N
100001900.00
100001900.00
Farm Credit System
Farm Credit System 0.114500%
3133ECHH0
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-15
2014-09-15
N
N
N
100000000.00
99997251.00
0.0045
N
100029400.00
100029400.00
Farm Credit System
Farm Credit System 0.181000%
3133ECY81
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-04
2015-08-27
N
N
N
50000000.00
49992565.16
0.0022
N
50035700.00
50035700.00
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
3130A02V1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-09-16
2014-09-16
N
N
N
36500000.00
36492569.09
0.0016
N
36504745.00
36504745.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
3130A04C1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-16
2014-06-16
N
N
N
100000000.00
99998539.62
0.0045
N
100005700.00
100005700.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
3130A04D9
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
175000000.00
174998960.61
0.0078
N
174999650.00
174999650.00
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
3130A04R8
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-09-23
2014-09-23
N
N
N
32000000.00
31993394.29
0.0014
N
32003904.00
32003904.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
3130A07D6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-15
2014-08-15
N
N
N
150000000.00
149996462.55
0.0067
N
150008550.00
150008550.00
Federal Home Loan Bank
Federal Home Loan Bank 0.117000%
3130A0A67
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-10
2015-04-10
N
N
N
75000000.00
75000566.01
0.0033
N
75023550.00
75023550.00
Federal Home Loan Bank
Federal Home Loan Bank 0.170000%
3130A0AM2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-10-28
2014-10-28
N
N
N
85025000.00
85026754.35
0.0038
N
85055779.05
85055779.05
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
3130A0B74
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-08
2014-05-08
N
N
N
150000000.00
149995725.48
0.0067
N
150006750.00
150006750.00
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
3130A0BB5
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-11-04
2014-11-04
N
N
N
25000000.00
24992163.43
0.0011
N
25001375.00
25001375.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
3130A0BH2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
100000000.00
99992790.96
0.0045
N
100005800.00
100005800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
3130A0BQ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-15
2014-08-15
N
N
N
110000000.00
109986752.52
0.0049
N
110017160.00
110017160.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
3130A0BU3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-14
2014-08-14
N
N
N
150000000.00
149982100.74
0.0067
N
150057150.00
150057150.00
Federal Home Loan Bank
Federal Home Loan Bank 0.095000%
3130A0CL2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-26
2014-11-26
N
N
N
150000000.00
149984279.34
0.0067
N
150028050.00
150028050.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
3130A0CR9
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-06-02
2014-06-02
N
N
N
138000000.00
137992601.24
0.0061
N
138011868.00
138011868.00
Federal Home Loan Bank
Federal Home Loan Bank 0.172000%
3130A0EV8
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-09
2015-12-09
N
N
N
50000000.00
50000000.00
0.0022
N
50034750.00
50034750.00
Federal Home Loan Bank
Federal Home Loan Bank 0.160000%
3130A0HT0
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-10-02
2014-10-02
N
N
N
100000000.00
99990091.20
0.0045
N
100031400.00
100031400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.240000%
3130A0JD3
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-01-21
2015-01-21
N
N
N
50000000.00
50000000.00
0.0022
N
50017650.00
50017650.00
Federal Home Loan Bank
Federal Home Loan Bank 0.180000%
3130A0KL3
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-01-09
2015-01-09
N
N
N
20700000.00
20701332.98
0.0009
N
20707286.40
20707286.40
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
3130A0KP4
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-10-10
2014-10-10
N
N
N
108000000.00
108005493.42
0.0048
N
108026892.00
108026892.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
3130A0L65
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-07-14
2014-07-14
N
N
N
145000000.00
145004999.19
0.0065
N
145023780.00
145023780.00
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
3130A0L99
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-10-09
2014-10-09
N
N
N
100000000.00
99997491.36
0.0045
N
100025000.00
100025000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.170000%
3130A0M80
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-01-15
2015-01-15
N
N
N
100000000.00
99984791.76
0.0045
N
100025600.00
100025600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
3130A0NS5
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-07-17
2014-07-17
N
N
N
195000000.00
194988611.03
0.0087
N
195018135.00
195018135.00
Federal Home Loan Bank
Federal Home Loan Bank 0.119500%
3130A0RM4
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-21
2015-07-21
N
N
N
100000000.00
99978769.66
0.0045
N
100022800.00
100022800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.210000%
3130A0U73
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-02-26
2015-02-26
N
N
N
43500000.00
43500000.00
0.0019
N
43516356.00
43516356.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
3130A0UU2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
150000000.00
149986820.25
0.0067
N
150013800.00
150013800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.102000%
3130A0VX5
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-07
2015-02-05
N
N
N
125000000.00
124999861.72
0.0056
N
124965625.00
124965625.00
Federal Home Loan Bank
Federal Home Loan Bank 0.122000%
3130A0WP1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-10
2015-08-10
N
N
N
50000000.00
49989206.73
0.0022
N
50009500.00
50009500.00
Federal Home Loan Bank
Federal Home Loan Bank 0.154000%
3130A0XK1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-10
2016-02-10
N
N
N
150000000.00
150000406.11
0.0067
N
150073500.00
150073500.00
Federal Home Loan Bank
Federal Home Loan Bank 0.129900%
3130A13N6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-26
2015-08-26
N
N
N
100000000.00
99977822.96
0.0045
N
100012600.00
100012600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.240000%
3130A15Z7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-06-17
2015-09-17
N
N
N
100000000.00
99976640.00
0.0045
N
100013800.00
100013800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
313379RR2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-03
2014-06-11
N
N
N
83000000.00
83029517.94
0.0037
N
83043575.00
83043575.00
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313380UW5
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-03
2014-04-04
N
N
N
50000000.00
50003125.68
0.0022
N
50005400.00
50005400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.250000%
313380VC8
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-11
2014-04-11
N
N
N
91400000.00
91413688.06
0.0041
N
91416909.00
91416909.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313380VN4
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-03
2014-04-15
N
N
N
50000000.00
50003582.56
0.0022
N
50007400.00
50007400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
3133815J0
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-03
2014-04-25
N
N
N
25000000.00
25002207.69
0.0011
N
25005525.00
25005525.00
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
313381J48
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-26
2014-06-26
N
N
N
75000000.00
75002527.07
0.0033
N
75019125.00
75019125.00
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
217159941.15
0.0097
N
217160651.48
217160651.48
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
186497334.57
0.0083
N
186506154.50
186506154.50
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
54999518.98
0.0024
N
55006710.00
55006710.00
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
20000171.70
0.0009
N
20001800.00
20001800.00
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
105001831.39
0.0047
N
105013545.00
105013545.00
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
90001677.95
0.0040
N
90012150.00
90012150.00
Federal Home Loan Bank
Federal Home Loan Bank 0.096000%
313382W58
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-25
2014-04-25
N
N
N
150000000.00
150000000.00
0.0067
N
150013950.00
150013950.00
Federal Home Loan Bank
Federal Home Loan Bank 0.099000%
313382WW9
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-02
2014-05-02
N
N
N
150000000.00
150000183.57
0.0067
N
150011400.00
150011400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.095000%
313382YZ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-15
2014-05-15
N
N
N
134000000.00
134000188.30
0.0060
N
134013936.00
134013936.00
Federal Home Loan Bank
Federal Home Loan Bank 0.095000%
3133836E6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-16
2014-05-16
N
N
N
150000000.00
150008287.32
0.0067
N
150015450.00
150015450.00
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
62700578.77
0.0028
N
62708966.10
62708966.10
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
69998960.75
0.0031
N
70002170.00
70002170.00
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
59999825.05
0.0027
N
60001440.00
60001440.00
Federal Home Loan Bank
Federal Home Loan Bank 0.105000%
313383MG3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-19
2014-12-19
N
N
N
300000000.00
299994093.75
0.0134
N
300081900.00
300081900.00
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
69999795.70
0.0031
N
70001680.00
70001680.00
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
83986848.48
0.0037
N
84012516.00
84012516.00
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313383P96
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-12
2014-03-12
N
N
N
200000000.00
200001086.60
0.0089
N
200003400.00
200003400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.086000%
313383RG8
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-22
2014-04-22
N
N
N
75000000.00
74999984.26
0.0033
N
75005100.00
75005100.00
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
138997983.73
0.0062
N
139009174.00
139009174.00
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
39999637.42
0.0018
N
40015760.00
40015760.00
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
149997530.19
0.0067
N
150011250.00
150011250.00
Federal Home Loan Bank
Federal Home Loan Bank 0.115000%
313383VL2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-12
2015-02-12
N
N
N
50000000.00
50000000.00
0.0022
N
50017450.00
50017450.00
Federal Home Loan Bank
Federal Home Loan Bank 0.111000%
313383WY3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-23
2015-02-23
N
N
N
192000000.00
191990666.43
0.0086
N
192058752.00
192058752.00
Federal Home Loan Bank
Federal Home Loan Bank 0.099000%
313383X89
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-20
2014-08-20
N
N
N
50000000.00
50000000.00
0.0022
N
50009850.00
50009850.00
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
313383XJ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-22
2014-08-22
N
N
N
11700000.00
11700799.65
0.0005
N
11701918.80
11701918.80
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
313383XP1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-09-03
2014-09-03
N
N
N
65750000.00
65737748.86
0.0029
N
65759402.25
65759402.25
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
290000567.06
0.0129
N
290000870.00
290000870.00
Federal Home Loan Bank
Federal Home Loan Bank 0.170000%
313383YU9
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-09-05
2014-09-05
N
N
N
39750000.00
39757734.21
0.0018
N
39764628.00
39764628.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385TU0
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
162350000.00
162350000.00
0.0072
N
162350000.00
162350000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385TW6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
N
70000000.00
69999747.22
0.0031
N
70000000.00
70000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385TW6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
N
20000000.00
19999938.89
0.0009
N
20000000.00
20000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385TY2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
N
370000000.00
369997122.21
0.0165
N
370000000.00
370000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313385TY2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
N
N
N
50000000.00
49999500.00
0.0022
N
50000000.00
50000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313385UD6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-12
2014-03-12
N
N
N
125484000.00
125481176.62
0.0056
N
125484000.00
125484000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313385UF1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-14
2014-03-14
N
N
N
355000000.00
354996203.49
0.0158
N
355000000.00
355000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.107000%
313385UL8
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-19
2014-03-19
N
N
N
130000000.00
129993817.77
0.0058
N
130000000.00
130000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313385UN4
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-21
2014-03-21
N
N
N
111522000.00
111520048.34
0.0050
N
111522000.00
111522000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313385UN4
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-21
2014-03-21
N
N
N
29400000.00
29399191.50
0.0013
N
29400000.00
29400000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385UT1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-26
2014-03-26
N
N
N
35000000.00
34998658.33
0.0016
N
35000000.00
35000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.095000%
313385UV6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-28
2014-03-28
N
N
N
100000000.00
99993402.78
0.0045
N
100000000.00
100000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313385UV6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-28
2014-03-28
N
N
N
42300000.00
42297796.87
0.0019
N
42300000.00
42300000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385UZ7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
75000000.00
74996374.99
0.0033
N
74999400.00
74999400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313385VA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
35000000.00
34998104.17
0.0016
N
34999720.00
34999720.00
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313385VA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
20000000.00
19998583.33
0.0009
N
19999840.00
19999840.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313385VC7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
70000000.00
69994400.00
0.0031
N
69999370.00
69999370.00
Federal Home Loan Bank
Federal Home Loan Bank 0.053000%
313385VC7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
45050000.00
45047877.64
0.0020
N
45049594.55
45049594.55
Federal Home Loan Bank
Federal Home Loan Bank 0.051000%
313385VC7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
30000000.00
29998640.00
0.0013
N
29999730.00
29999730.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385VH6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-09
2014-04-09
N
N
N
50700000.00
50696873.50
0.0023
N
50699493.00
50699493.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313385VK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-11
2014-04-11
N
N
N
50000000.00
49995125.00
0.0022
N
49999450.00
49999450.00
Federal Home Loan Bank
Federal Home Loan Bank 0.063000%
313385VQ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-16
2014-04-16
N
N
N
100000000.00
99992300.00
0.0045
N
99998800.00
99998800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.095000%
313385VQ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-16
2014-04-16
N
N
N
85000000.00
84990130.55
0.0038
N
84998980.00
84998980.00
Federal Home Loan Bank
Federal Home Loan Bank 0.061000%
313385VX1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
300000000.00
299974075.02
0.0134
N
299995800.00
299995800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385VX1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
158545000.00
158531523.71
0.0071
N
158542780.37
158542780.37
Federal Home Loan Bank
Federal Home Loan Bank 0.067000%
313385VZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-25
2014-04-25
N
N
N
37588000.00
37584292.36
0.0017
N
37587436.18
37587436.18
Federal Home Loan Bank
Federal Home Loan Bank 0.175000%
313385WF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-01
2014-05-01
N
N
N
75000000.00
74978489.58
0.0033
N
74997525.00
74997525.00
Federal Home Loan Bank
Federal Home Loan Bank 0.073000%
313385WG7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-02
2014-05-02
N
N
N
310000000.00
309962283.36
0.0138
N
309989770.00
309989770.00
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385WG7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-02
2014-05-02
N
N
N
4100000.00
4099590.00
0.0002
N
4099864.70
4099864.70
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313385WM4
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-07
2014-05-07
N
N
N
6894000.00
6892630.78
0.0003
N
6893751.82
6893751.82
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385WP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-09
2014-05-09
N
N
N
100000000.00
99986972.22
0.0045
N
99996300.00
99996300.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313385WU6
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-14
2014-05-14
N
N
N
100000000.00
99978000.00
0.0045
N
99996000.00
99996000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.135000%
313385WW2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-16
2014-05-16
N
N
N
35800000.00
35790065.50
0.0016
N
35798532.20
35798532.20
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313385XD3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-23
2014-05-23
N
N
N
370500000.00
370441646.32
0.0165
N
370483327.50
370483327.50
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313385XD3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-23
2014-05-23
N
N
N
170000000.00
169954100.00
0.0076
N
169992350.00
169992350.00
Federal Home Loan Bank
Federal Home Loan Bank 0.122000%
313385XD3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-23
2014-05-23
N
N
N
34500000.00
34490529.75
0.0015
N
34498447.50
34498447.50
Federal Home Loan Bank
Federal Home Loan Bank 0.060000%
313385XJ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-28
2014-05-28
N
N
N
206600000.00
206570387.32
0.0092
N
206590083.20
206590083.20
Federal Home Loan Bank
Federal Home Loan Bank 0.135000%
313385XR2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-06-04
2014-06-04
N
N
N
142000000.00
141950477.50
0.0063
N
141992616.00
141992616.00
Federal Home Loan Bank
Federal Home Loan Bank 0.135000%
313385XT8
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-06-06
2014-06-06
N
N
N
24900000.00
24891129.38
0.0011
N
24898680.30
24898680.30
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313385YQ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-06-27
2014-06-27
N
N
N
25000000.00
24989527.78
0.0011
N
24998400.00
24998400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313385ZC3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-07-09
2014-07-09
N
N
N
25000000.00
24990222.23
0.0011
N
24997325.00
24997325.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313385ZK5
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-07-16
2014-07-16
N
N
N
105100000.00
105056646.25
0.0047
N
105088228.80
105088228.80
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313385ZM1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-07-18
2014-07-18
N
N
N
42100000.00
42082376.47
0.0019
N
42095200.60
42095200.60
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313385ZS8
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-07-23
2014-07-23
N
N
N
28300000.00
28287720.94
0.0013
N
28296660.60
28296660.60
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313385ZU3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-07-25
2014-07-25
N
N
N
2000000.00
1999120.00
0.0001
N
1999760.00
1999760.00
Federal Home Loan Bank
Federal Home Loan Bank 0.135000%
313385ZX7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-07-28
2014-07-28
N
N
N
25000000.00
24986218.75
0.0011
N
24996950.00
24996950.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313385ZZ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-07-30
2014-07-30
N
N
N
220000000.00
219908944.43
0.0098
N
219972720.00
219972720.00
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
51188091.57
0.0023
N
51221300.00
51221300.00
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
18182261.05
0.0008
N
18182773.51
18182773.51
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M140303_2M52
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2042-02-15
3.125000
Treasury Debt
1955473100.00
1800007586.69
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
1800000000.00
1800000000.00
0.0802
N
1800000000.00
1800000000.00
Freddie Mac
Freddie Mac 0.100000%
313397E64
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-09-05
2014-09-05
N
N
N
100000000.00
99948333.32
0.0045
N
99974200.00
99974200.00
Freddie Mac
Freddie Mac 0.150000%
313397F97
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-09-16
2014-09-16
N
N
N
145750000.00
145630363.56
0.0065
N
145710064.50
145710064.50
Freddie Mac
Freddie Mac 0.150000%
313397L33
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-10-20
2014-10-20
N
N
N
40000000.00
39961500.00
0.0018
N
39984600.00
39984600.00
Freddie Mac
Freddie Mac 0.110000%
313397UL3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-19
2014-03-19
N
N
N
50000000.00
49997555.55
0.0022
N
50000000.00
50000000.00
Freddie Mac
Freddie Mac 0.110000%
313397UM1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-20
2014-03-20
N
N
N
50000000.00
49997402.78
0.0022
N
50000000.00
50000000.00
Freddie Mac
Freddie Mac 0.090000%
313397WL1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-06
2014-05-06
N
N
N
100000000.00
99984000.00
0.0045
N
99996400.00
99996400.00
Freddie Mac
Freddie Mac 0.110000%
313397WN7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-08
2014-05-08
N
N
N
150000000.00
149969749.98
0.0067
N
149994450.00
149994450.00
Freddie Mac
Freddie Mac 0.120000%
313397XH9
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
124350000.00
124314767.49
0.0055
N
124344155.55
124344155.55
Freddie Mac
Freddie Mac 0.120000%
313397YF2
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-06-18
2014-06-18
N
N
N
100000000.00
99964333.34
0.0045
N
99994100.00
99994100.00
Freddie Mac
Freddie Mac 0.240400%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-10
2015-02-10
N
N
N
150000000.00
150000000.00
0.0067
N
150081000.00
150081000.00
Freddie Mac
Freddie Mac 0.370000%
3134G2Z47
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-03
2014-10-07
N
N
N
150000000.00
150263444.61
0.0067
N
150303750.00
150303750.00
Freddie Mac
Freddie Mac 0.320000%
3134G32E9
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-12-03
2014-12-03
N
N
N
100000000.00
100105486.16
0.0045
N
100145100.00
100145100.00
Freddie Mac
Freddie Mac 0.350000%
3134G3H78
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-12-05
2014-12-05
N
N
N
176161000.00
176408619.19
0.0079
N
176457478.96
176457478.96
Freddie Mac
Freddie Mac 0.375000%
3134G3SB7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-28
2014-04-28
N
N
N
250000000.00
250100380.00
0.0111
N
250114500.00
250114500.00
Freddie Mac
Freddie Mac 2.500000%
3137EACB3
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-04-23
2014-04-23
N
N
N
176059000.00
176648138.84
0.0079
N
176656720.31
176656720.31
Freddie Mac
Freddie Mac 1.000000%
3137EACU1
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-07-30
2014-07-30
N
N
N
52155000.00
52337608.01
0.0023
N
52354075.64
52354075.64
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
165449000.00
166155261.10
0.0074
N
166213208.93
166213208.93
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
38399H002_0.0600_M140303_2M52
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-08-01
6.000000
Government Agency Debt
38900000.00
10229365.05
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
4144455.00
3580988.45
Fannie Mae
2029-07-01
5.000000
Government Agency Debt
4206431.00
1450735.86
Freddie Mac
2042-03-01
4.000000
Government Agency Debt
10596646.00
10238911.11
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
25000000.00
25000000.00
0.0011
N
25000000.00
25000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.050000%
992JYE002_0.0500_M140303_2M52
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-02-01
3.000000
Government Agency Debt
1969873.00
2068951.70
Fannie Mae
2025-01-01
5.000000
Government Agency Debt
5500000.00
2071791.20
Fannie Mae
2026-03-01
3.500000
Government Agency Debt
3198594.00
2084709.65
Fannie Mae
2026-05-01
3.500000
Government Agency Debt
2604320.00
2131014.78
Fannie Mae
2026-07-01
4.500000
Government Agency Debt
3392060.00
2118168.96
Fannie Mae
2027-11-01
2.500000
Government Agency Debt
2248159.00
2108471.86
Fannie Mae
2028-03-01
2.500000
Government Agency Debt
2183633.00
2066228.38
Fannie Mae
2028-03-01
3.000000
Government Agency Debt
2244409.00
2134544.73
Fannie Mae
2028-05-01
2.500000
Government Agency Debt
2230235.00
2155896.77
Fannie Mae
2028-07-01
2.500000
Government Agency Debt
2126626.00
2073230.08
Fannie Mae
2028-10-01
3.500000
Government Agency Debt
2031556.00
2117436.37
Fannie Mae
2028-12-01
6.000000
Government Agency Debt
1695585.00
786302.52
Fannie Mae
2030-10-01
4.000000
Government Agency Debt
5461587.00
2111643.17
Fannie Mae
2031-04-01
4.500000
Government Agency Debt
3018178.00
2077904.54
Fannie Mae
2032-07-01
4.000000
Government Agency Debt
2999810.00
2067803.70
Fannie Mae
2032-07-01
6.500000
Government Agency Debt
22226393.00
2082664.11
Fannie Mae
2032-11-01
4.000000
Government Agency Debt
2044651.00
2086116.44
Fannie Mae
2033-05-01
3.500000
Government Agency Debt
2060061.00
2084566.97
Fannie Mae
2033-06-01
3.500000
Government Agency Debt
2121874.00
2139146.13
Fannie Mae
2033-06-01
3.500000
Government Agency Debt
2093134.00
2115687.79
Fannie Mae
2033-07-01
3.500000
Government Agency Debt
2125406.00
2159067.86
Fannie Mae
2033-07-01
3.500000
Government Agency Debt
2116350.00
2154164.18
Fannie Mae
2033-09-01
4.000000
Government Agency Debt
2033000.00
2095254.43
Fannie Mae
2033-09-01
5.500000
Government Agency Debt
11982878.00
2087062.76
Fannie Mae
2034-01-01
3.500000
Government Agency Debt
2055371.00
2136394.30
Fannie Mae
2034-01-01
4.500000
Government Agency Debt
1937175.00
2118419.72
Fannie Mae
2034-01-01
6.500000
Government Agency Debt
33156339.00
2114553.91
Fannie Mae
2034-11-01
5.500000
Government Agency Debt
12102049.00
2083330.35
Fannie Mae
2035-04-01
6.000000
Government Agency Debt
10000372.00
2154080.42
Fannie Mae
2037-10-01
5.998000
Government Agency Debt
28996494.00
2152602.83
Fannie Mae
2038-09-01
3.500000
Government Agency Debt
2541175.00
2150438.51
Fannie Mae
2038-12-01
5.500000
Government Agency Debt
8500000.00
2071453.36
Fannie Mae
2039-08-01
5.500000
Government Agency Debt
7635784.00
2067845.92
Fannie Mae
2040-01-01
5.000000
Government Agency Debt
5000000.00
2131067.87
Fannie Mae
2040-03-01
5.500000
Government Agency Debt
3013395.00
2085495.51
Fannie Mae
2040-08-01
3.597000
Government Agency Debt
3700000.00
2139194.21
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
2800000.00
2091653.72
Fannie Mae
2040-12-01
5.000000
Government Agency Debt
2583704.00
2142064.80
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
2606622.00
2085172.63
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
2733025.00
2080199.83
Fannie Mae
2041-02-01
5.500000
Government Agency Debt
2587240.00
2140160.15
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
2896177.00
2123962.49
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
2874000.00
2075838.17
Fannie Mae
2041-04-01
5.500000
Government Agency Debt
2634860.00
2064098.43
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
3100000.00
2071429.37
Fannie Mae
2041-06-01
5.500000
Government Agency Debt
2304309.00
2069170.57
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
2310942.00
2130808.93
Fannie Mae
2042-04-01
2.032999
Government Agency Debt
9004173.00
2090385.02
Fannie Mae
2042-04-01
5.000000
Government Agency Debt
2731091.00
2118847.21
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
2364000.00
2119562.09
Fannie Mae
2043-04-01
4.000000
Government Agency Debt
2100723.00
2161494.54
Fannie Mae
2043-04-01
4.000000
Government Agency Debt
2150438.00
2151405.27
Fannie Mae
2043-04-01
4.000000
Government Agency Debt
2117660.00
2111129.30
Fannie Mae
2043-05-01
3.500000
Government Agency Debt
2118580.00
2097280.91
Fannie Mae
2043-07-01
4.000000
Government Agency Debt
2272015.00
2115409.70
Fannie Mae
2043-09-01
4.000000
Government Agency Debt
2033900.00
2128927.74
Fannie Mae
2043-09-01
4.000000
Government Agency Debt
2000000.00
2094473.93
Fannie Mae
2043-09-01
4.500000
Government Agency Debt
1942437.00
2089707.22
Fannie Mae
2043-09-01
4.500000
Government Agency Debt
2251998.00
2072341.87
Fannie Mae
2043-09-01
4.500000
Government Agency Debt
1920958.00
2066033.39
Fannie Mae
2043-09-01
5.000000
Government Agency Debt
1917501.00
2127461.87
Fannie Mae
2043-10-01
4.000000
Government Agency Debt
2025910.00
2112644.58
Fannie Mae
2043-10-01
4.000000
Government Agency Debt
1998344.00
2096622.20
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
1987919.00
2151424.63
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
2010917.00
2146060.72
Fannie Mae
2043-10-01
4.500000
Government Agency Debt
1974226.00
2108342.65
Fannie Mae
2043-11-01
4.000000
Government Agency Debt
2054867.00
2157651.12
Fannie Mae
2043-11-01
4.000000
Government Agency Debt
1995602.00
2081109.66
Fannie Mae
2043-11-01
4.500000
Government Agency Debt
1934030.00
2079110.29
Fannie Mae
2044-01-01
3.500000
Government Agency Debt
2083626.00
2091857.08
Fannie Mae
2044-01-01
4.000000
Government Agency Debt
2006795.00
2117806.24
Fannie Mae
2044-01-01
4.000000
Government Agency Debt
1968088.00
2067011.59
Fannie Mae
2044-02-01
3.500000
Government Agency Debt
2087997.00
2124956.47
Fannie Mae
2044-02-01
4.000000
Government Agency Debt
2048965.00
2159664.43
Fannie Mae
2044-02-01
4.000000
Government Agency Debt
2017317.00
2127970.87
Fannie Mae
2044-02-01
4.500000
Government Agency Debt
1976519.00
2133857.82
Freddie Mac
2026-08-01
4.000000
Government Agency Debt
2167175.00
1599504.71
Freddie Mac
2028-08-01
3.000000
Government Agency Debt
2135468.00
2136275.44
Freddie Mac
2028-08-01
3.000000
Government Agency Debt
2117781.00
2117483.98
Freddie Mac
2028-08-01
3.000000
Government Agency Debt
2079133.00
2081479.54
Freddie Mac
2028-09-01
2.500000
Government Agency Debt
2187648.00
2139029.33
Freddie Mac
2028-11-01
3.500000
Government Agency Debt
2014960.00
2112275.79
Freddie Mac
2029-04-01
6.000000
Government Agency Debt
122629247.00
2067323.42
Freddie Mac
2032-08-01
4.000000
Government Agency Debt
2202877.00
2130706.61
Freddie Mac
2033-05-01
3.500000
Government Agency Debt
2141695.00
2145900.38
Freddie Mac
2033-05-01
3.500000
Government Agency Debt
2088548.00
2114217.51
Freddie Mac
2033-10-01
4.000000
Government Agency Debt
2011373.00
2117904.78
Freddie Mac
2033-12-01
4.000000
Government Agency Debt
1987523.00
2103870.97
Freddie Mac
2037-09-01
6.000000
Government Agency Debt
2536314.00
2064482.02
Freddie Mac
2037-12-01
6.000000
Government Agency Debt
6508164.00
2129650.12
Freddie Mac
2038-01-01
5.500000
Government Agency Debt
11033180.00
2079773.63
Freddie Mac
2038-09-01
7.000000
Government Agency Debt
3734476.00
2120156.22
Freddie Mac
2039-07-01
5.500000
Government Agency Debt
2797130.00
2145111.00
Freddie Mac
2039-11-01
5.500000
Government Agency Debt
4291349.00
2106157.06
Freddie Mac
2041-09-01
4.000000
Government Agency Debt
2684964.00
2077909.97
Freddie Mac
2042-05-01
4.000000
Government Agency Debt
2102754.00
2114584.69
Freddie Mac
2042-05-01
4.500000
Government Agency Debt
2119583.00
2099550.53
Freddie Mac
2042-07-01
4.500000
Government Agency Debt
2694402.00
2111032.34
Freddie Mac
2042-08-01
4.500000
Government Agency Debt
2167083.00
2103265.80
Freddie Mac
2043-01-01
4.500000
Government Agency Debt
1995368.00
2109830.38
Freddie Mac
2043-02-01
3.500000
Government Agency Debt
2148723.00
2117981.11
Freddie Mac
2043-03-01
4.000000
Government Agency Debt
2040178.00
2107334.48
Freddie Mac
2043-04-01
3.500000
Government Agency Debt
2141000.00
2113852.54
Freddie Mac
2043-04-01
4.000000
Government Agency Debt
2074535.00
2092344.41
Freddie Mac
2043-05-01
4.000000
Government Agency Debt
2381253.00
2113010.25
Freddie Mac
2043-07-01
4.000000
Government Agency Debt
2039611.00
2127960.18
Freddie Mac
2043-07-01
4.000000
Government Agency Debt
1997021.00
2079671.96
Freddie Mac
2043-09-01
3.500000
Government Agency Debt
2097107.00
2087764.52
Freddie Mac
2043-09-01
4.000000
Government Agency Debt
2029576.00
2120409.72
Freddie Mac
2043-10-01
4.000000
Government Agency Debt
2050891.00
2145773.03
Freddie Mac
2043-10-01
4.500000
Government Agency Debt
1953411.00
2098083.28
Freddie Mac
2043-11-01
4.000000
Government Agency Debt
2004318.00
2088165.41
Freddie Mac
2043-12-01
3.500000
Government Agency Debt
2108359.00
2137874.81
Freddie Mac
2043-12-01
4.500000
Government Agency Debt
1996278.00
2143039.06
Freddie Mac
2043-12-01
4.500000
Government Agency Debt
1942319.00
2094321.36
Freddie Mac
2043-12-01
4.500000
Government Agency Debt
1925383.00
2091211.82
Freddie Mac
2043-12-01
4.500000
Government Agency Debt
1926587.00
2078692.86
Freddie Mac
2044-02-01
4.500000
Government Agency Debt
1931382.00
2088194.77
Freddie Mac
2044-02-01
4.500000
Government Agency Debt
1931564.00
2078396.01
Freddie Mac
2044-02-01
4.500000
Government Agency Debt
1924323.00
2072199.53
GNMA
2038-10-15
6.000000
Government Agency Debt
3744456.00
1034847.19
GNMA
2043-08-15
3.500000
Government Agency Debt
2815882.00
2803580.07
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
250000000.00
250000000.00
0.0111
N
250000000.00
250000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M140305_2M52
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2027-06-15
3.000000
Government Agency Debt
35752351.00
29068076.03
GNMA
2036-12-15
6.000000
Government Agency Debt
10435814.00
4592540.58
GNMA
2041-12-20
4.000000
Government Agency Debt
20344005.00
13144508.64
GNMA
2044-01-20
5.000000
Government Agency Debt
26949093.00
29694875.14
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
N
75000000.00
75000000.00
0.0033
N
75000000.00
75000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.060000%
992JYE002_0.0600_M140306_2M52
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2036-12-15
6.000000
Government Agency Debt
55086405.00
24242148.27
GNMA
2042-08-20
3.500000
Government Agency Debt
30094143.00
28706505.10
GNMA
2043-03-20
3.500000
Government Agency Debt
23789490.00
23551346.95
First Tier Security
N/A
N/A
2014-03-06
2014-03-06
N
N
N
75000000.00
75000000.00
0.0033
N
75000000.00
75000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.050000%
992JYG007_0.0500_M140303_2M52
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-10-01
3.000000
Government Agency Debt
46976224.00
41832762.78
Fannie Mae
2033-11-01
4.000000
Government Agency Debt
100000000.00
105023947.50
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
8695945.00
7648654.71
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
150000000.00
150000000.00
0.0067
N
150000000.00
150000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.050000%
06399U000_0.0500_M140303_2M52
0000728612
Government Agency Repurchase Agreement
Y
GNMA
2040-07-20
3.500000
Government Agency Debt
24566745.00
12918229.69
GNMA
2041-10-20
3.000000
Government Agency Debt
27000000.00
16363481.32
GNMA
2063-01-20
4.535000
Government Agency Debt
14500000.00
15220622.92
GNMA
2063-12-20
2.055000
Government Agency Debt
14778194.00
15469011.89
GNMA
2063-12-20
2.089000
Government Agency Debt
15406775.00
16204485.19
GNMA
2063-12-20
2.338000
Government Agency Debt
9308068.00
9949500.34
GNMA
2064-01-20
2.177000
Government Agency Debt
15970778.00
16874669.13
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
100000000.00
100000000.00
0.0045
N
100000000.00
100000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.040000%
06399V008_0.0400_M140303_2M52
0000728612
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-04-15
0.125000
Treasury Debt
154070300.00
168300047.65
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
165000000.00
165000000.00
0.0073
N
165000000.00
165000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.050000%
06399V008_0.0500_M140305_2M52
0000728612
Government Agency Repurchase Agreement
Y
GNMA
2040-07-20
3.500000
Government Agency Debt
8613255.00
4529212.42
GNMA
2062-03-20
4.565000
Government Agency Debt
4983783.00
5028683.30
GNMA
2062-06-20
4.555000
Government Agency Debt
19618851.00
19283863.65
GNMA
2062-06-20
4.563000
Government Agency Debt
19148764.00
19865299.75
GNMA
2062-08-20
4.498000
Government Agency Debt
19037203.00
17712950.28
GNMA
2063-12-20
1.997000
Government Agency Debt
17248928.00
17971589.95
GNMA
2064-02-20
2.169999
Government Agency Debt
17750222.00
18608400.86
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
100000000.00
100000000.00
0.0045
N
100000000.00
100000000.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.060000%
60686N005_0.0600_M140303_2M52
0000812291
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-02-25
2.500000
Government Agency Debt
6411812.00
5200925.20
Fannie Mae
2043-04-01
3.500000
Government Agency Debt
3724786.00
3521299.59
Freddie Mac
2041-09-15
3.000000
Government Agency Debt
39300000.00
39052406.25
Freddie Mac
2043-04-01
3.500000
Government Agency Debt
15513163.00
15225374.48
Freddie Mac
2043-04-01
3.500000
Government Agency Debt
11279474.00
10955024.40
GNMA
2034-03-16
0.509000
Government Agency Debt
17016177.00
1670002.78
United States Treasury Department
2026-01-15
2.000000
Treasury Debt
1189900.00
1609274.17
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
75000000.00
75000000.00
0.0033
N
75000000.00
75000000.00
United States Treasury Department
United States Treasury Department 0.086000%
912796BP3
Treasury Debt
N
First Tier Security
N/A
N/A
2014-06-26
2014-06-26
N
N
N
150000000.00
149958791.67
0.0067
N
149975400.00
149975400.00
United States Treasury Department
United States Treasury Department 0.049000%
912796CH0
Treasury Debt
N
First Tier Security
N/A
N/A
2014-04-17
2014-04-17
N
N
N
75000000.00
74995406.26
0.0033
N
74995650.00
74995650.00
United States Treasury Department
United States Treasury Department 0.080500%
912796CJ6
Treasury Debt
N
First Tier Security
N/A
N/A
2014-04-24
2014-04-24
N
N
N
175000000.00
174979651.39
0.0078
N
174988275.00
174988275.00
United States Treasury Department
United States Treasury Department 0.060000%
912796CJ6
Treasury Debt
N
First Tier Security
N/A
N/A
2014-04-24
2014-04-24
N
N
N
20000000.00
19998266.67
0.0009
N
19998660.00
19998660.00
United States Treasury Department
United States Treasury Department 2.625000%
912828LC2
Treasury Debt
N
First Tier Security
N/A
N/A
2014-07-31
2014-07-31
N
N
N
25000000.00
25254398.15
0.0011
N
25264150.00
25264150.00
United States Treasury Department
United States Treasury Department 1.250000%
912828QC7
Treasury Debt
N
First Tier Security
N/A
N/A
2014-04-15
2014-04-15
N
N
N
15000000.00
15019021.64
0.0007
N
15021390.00
15021390.00
United States Treasury Department
United States Treasury Department 0.090000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2014-03-03
2016-01-31
N
N
N
95000000.00
94994667.44
0.0042
N
94965895.00
94965895.00