0001145549-15-004496.txt : 20150730
0001145549-15-004496.hdr.sgml : 20150730
20150605141211
ACCESSION NUMBER: 0001145549-15-004496
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20150531
FILED AS OF DATE: 20150605
DATE AS OF CHANGE: 20150605
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: 15915426
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
Sweep Shares
SWGXX
C000151955
Purchased Shares
SNVXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2015-05-31
0000857156
S000004506
2
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
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21310275852.81
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1.0001
2015-05-31
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2015-05-31
C000012381
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2015-05-31
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2015-05-31
C000151955
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1.00
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1604428.02
905734.09
0.0000
1.0001
2015-05-31
1.0001
2015-05-31
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
992JYM004_0.0600_M150602_2M52
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-02-15
4.500000
Treasury Debt
288000.00
300462.59
United States Treasury Department
2016-07-31
1.500000
Treasury Debt
103257000.00
105117123.51
United States Treasury Department
2018-03-31
2.875000
Treasury Debt
28438100.00
30125120.97
United States Treasury Department
2019-08-31
1.625000
Treasury Debt
56865800.00
57722664.38
United States Treasury Department
2019-11-30
1.000000
Treasury Debt
2258600.00
2227420.15
United States Treasury Department
2019-11-30
1.500000
Treasury Debt
106776200.00
107968632.01
United States Treasury Department
2020-08-31
2.125000
Treasury Debt
120939200.00
124874200.07
United States Treasury Department
2021-08-31
2.000000
Treasury Debt
12389400.00
12604867.83
United States Treasury Department
2021-09-30
2.125000
Treasury Debt
4550600.00
4654356.17
United States Treasury Department
2024-08-15
2.375000
Treasury Debt
100036000.00
102978418.56
United States Treasury Department
2041-05-15
4.375000
Treasury Debt
2530200.00
3246821.97
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
N
541000000.00
541000000.00
0.0254
N
541000000.00
541000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.070000%
992JYM004_0.0700_M150605_2M52
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-10-25
3.000000
Government Agency Debt
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95026347.37
Fannie Mae
2043-01-25
3.000000
Government Agency Debt
188292891.00
162223652.67
United States Treasury Department
2015-07-15
0.250000
Treasury Debt
683700.00
684439.36
United States Treasury Department
2015-08-15
0.250000
Treasury Debt
60100.00
60166.19
United States Treasury Department
2015-08-15
4.250000
Treasury Debt
29900.00
30527.86
United States Treasury Department
2015-11-30
0.250000
Treasury Debt
7900.00
7914.70
United States Treasury Department
2016-01-31
2.000000
Treasury Debt
112400.00
114502.70
United States Treasury Department
2016-03-15
0.375000
Treasury Debt
15700.00
15731.62
United States Treasury Department
2016-03-31
0.375000
Treasury Debt
18500.00
18531.42
United States Treasury Department
2016-06-30
3.250000
Treasury Debt
100.00
104.48
United States Treasury Department
2016-07-31
0.500000
Treasury Debt
6021900.00
6042066.34
United States Treasury Department
2016-07-31
3.250000
Treasury Debt
300000.00
313256.38
United States Treasury Department
2016-08-15
4.875000
Treasury Debt
3008900.00
3214244.96
United States Treasury Department
2016-10-15
0.625000
Treasury Debt
41000.00
41133.31
United States Treasury Department
2016-12-31
3.250000
Treasury Debt
50325000.00
53168466.76
United States Treasury Department
2017-01-31
0.099000
Treasury Debt
141321000.00
141376759.09
United States Treasury Department
2017-01-31
3.125000
Treasury Debt
51400.00
54140.21
United States Treasury Department
2017-03-31
0.500000
Treasury Debt
5139200.00
5136116.54
United States Treasury Department
2017-04-30
0.875000
Treasury Debt
151900.00
152811.79
United States Treasury Department
2017-04-30
3.125000
Treasury Debt
30300.00
31832.81
United States Treasury Department
2017-05-31
2.750000
Treasury Debt
268300.00
283225.50
United States Treasury Department
2017-07-31
2.375000
Treasury Debt
528000.00
551062.89
United States Treasury Department
2017-11-15
0.875000
Treasury Debt
6943100.00
6957908.80
United States Treasury Department
2017-11-30
0.625000
Treasury Debt
7998800.00
7983527.57
United States Treasury Department
2019-02-15
2.750000
Treasury Debt
140000.00
148926.76
United States Treasury Department
2019-04-30
1.250000
Treasury Debt
20997800.00
21016804.15
United States Treasury Department
2019-05-15
3.125000
Treasury Debt
1359700.00
1457770.89
United States Treasury Department
2019-06-30
1.000000
Treasury Debt
703600.00
697921.26
United States Treasury Department
2019-06-30
1.625000
Treasury Debt
3000.00
3056.63
United States Treasury Department
2019-08-31
1.625000
Treasury Debt
41000.00
41617.80
United States Treasury Department
2019-10-31
1.250000
Treasury Debt
215000.00
213868.04
United States Treasury Department
2019-11-15
3.375000
Treasury Debt
48000.00
52126.65
United States Treasury Department
2019-12-31
1.125000
Treasury Debt
1000000.00
990099.52
United States Treasury Department
2020-01-31
1.375000
Treasury Debt
168720000.00
168896319.86
United States Treasury Department
2020-06-30
1.875000
Treasury Debt
2600.00
2662.73
United States Treasury Department
2020-08-15
2.625000
Treasury Debt
31248200.00
33122120.89
United States Treasury Department
2021-02-15
3.625000
Treasury Debt
3665800.00
4091957.41
United States Treasury Department
2023-02-15
2.000000
Treasury Debt
48500.00
48950.30
United States Treasury Department
2040-05-15
4.375000
Treasury Debt
2349000.00
2997416.56
First Tier Security
N/A
N/A
2015-06-05
2015-06-05
N
N
N
696000000.00
696000000.00
0.0327
N
696000000.00
696000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.080000%
992JYM004_0.0800_M150605_2M52
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-05-25
3.000000
Government Agency Debt
4999998.00
934099.63
Fannie Mae
2035-05-25
3.500000
Government Agency Debt
5000000.00
948756.21
Fannie Mae
2041-09-25
2.500000
Government Agency Debt
86853668.00
68773240.36
Freddie Mac
2039-03-15
2.750000
Government Agency Debt
200000000.00
45722821.06
Freddie Mac
2054-01-15
3.000000
Government Agency Debt
11723822.00
11174950.87
GNMA
2038-04-20
2.600000
Government Agency Debt
112600000.00
60335953.46
GNMA
2038-10-20
2.500000
Government Agency Debt
134506000.00
60946273.24
GNMA
2039-06-20
2.600000
Government Agency Debt
137012554.00
66163905.30
United States Treasury Department
2015-10-29
0.00
Treasury Debt
514000.00
513934.21
United States Treasury Department
2016-06-30
0.500000
Treasury Debt
214600.00
215410.55
United States Treasury Department
2016-09-15
0.875000
Treasury Debt
5500.00
5542.47
United States Treasury Department
2016-10-31
0.068000
Treasury Debt
100.00
99.99
United States Treasury Department
2016-12-15
0.625000
Treasury Debt
100.00
100.49
United States Treasury Department
2017-04-30
0.500000
Treasury Debt
5000.00
4993.38
United States Treasury Department
2017-04-30
0.875000
Treasury Debt
152800.00
153717.19
United States Treasury Department
2017-07-15
0.875000
Treasury Debt
148037900.00
149130264.30
United States Treasury Department
2017-07-31
2.375000
Treasury Debt
1338000.00
1396443.46
United States Treasury Department
2017-11-30
0.625000
Treasury Debt
2063700.00
2059759.69
United States Treasury Department
2018-02-28
2.750000
Treasury Debt
3302200.00
3490552.68
United States Treasury Department
2018-04-30
0.625000
Treasury Debt
684000.00
677924.39
United States Treasury Department
2018-05-31
1.000000
Treasury Debt
110026400.00
110622088.98
United States Treasury Department
2018-05-31
1.000000
Treasury Debt
24456700.00
24589109.92
United States Treasury Department
2018-07-31
1.375000
Treasury Debt
100.00
101.49
United States Treasury Department
2018-08-15
4.000000
Treasury Debt
100.00
110.58
United States Treasury Department
2019-09-30
1.750000
Treasury Debt
180900.00
184208.67
United States Treasury Department
2019-11-30
1.000000
Treasury Debt
100.00
98.62
United States Treasury Department
2021-02-15
7.875000
Treasury Debt
129700.00
176744.75
United States Treasury Department
2021-08-15
2.125000
Treasury Debt
51294800.00
52630838.25
United States Treasury Department
2024-02-15
2.750000
Treasury Debt
3000.00
3189.41
United States Treasury Department
2037-05-15
5.000000
Treasury Debt
2061800.00
2848876.01
United States Treasury Department
2041-08-15
3.750000
Treasury Debt
15164000.00
17834970.12
United States Treasury Department
2041-11-15
3.125000
Treasury Debt
1000.00
1047.75
United States Treasury Department
2043-11-15
3.750000
Treasury Debt
13640800.00
15959962.85
First Tier Security
N/A
N/A
2015-06-05
2015-06-05
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
675000000.00
675000000.00
0.0317
N
675000000.00
675000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.090000%
992JYM004_0.0900_M150605_2M52
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-07-01
3.050000
Government Agency Debt
11324000.00
11587455.83
Fannie Mae
2035-10-01
2.398000
Government Agency Debt
50068023.00
12371214.19
Fannie Mae
2035-11-01
1.899000
Government Agency Debt
50001209.00
10601938.96
Fannie Mae
2037-07-01
1.809000
Government Agency Debt
16212542.00
9589549.66
Fannie Mae
2037-10-01
2.242000
Government Agency Debt
50034658.00
7438690.57
Fannie Mae
2037-11-01
2.270000
Government Agency Debt
3988690.00
564000.10
Fannie Mae
2038-04-01
2.229000
Government Agency Debt
88536026.00
19866374.52
Fannie Mae
2040-01-01
2.287000
Government Agency Debt
47616650.00
9418304.15
Fannie Mae
2040-04-01
2.318000
Government Agency Debt
10750000.00
8087394.18
Fannie Mae
2040-06-01
3.381000
Government Agency Debt
35181526.00
11625050.16
Fannie Mae
2040-08-01
3.335000
Government Agency Debt
49628760.00
14650875.43
Fannie Mae
2041-04-01
3.138000
Government Agency Debt
27055217.00
8068226.87
Fannie Mae
2041-06-01
2.951000
Government Agency Debt
16637345.00
17361418.89
Fannie Mae
2045-05-01
3.093000
Government Agency Debt
14146888.00
14769506.69
First Tier Security
N/A
N/A
2015-06-05
2015-06-05
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
150000000.00
150000000.00
0.0070
N
150000000.00
150000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.060000%
977BXL003_0.0600_M150603_2M52
0001197610
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-10-31
0.068000
Treasury Debt
32900.00
32896.27
United States Treasury Department
2020-03-31
1.125000
Treasury Debt
10325900.00
10167155.03
First Tier Security
N/A
N/A
2015-06-03
2015-06-03
N
N
N
10000000.00
10000000.00
0.0005
N
9999900.00
9999900.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.110000%
987WVU007_0.1100_M150601_2M52
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-11-28
0.625000
Government Agency Debt
250000.00
250141.84
Fannie Mae
2017-12-26
1.000000
Government Agency Debt
1000.00
1002.44
Fannie Mae
2019-06-20
1.750000
Government Agency Debt
273000.00
279480.79
Fannie Mae
2030-04-01
3.000000
Government Agency Debt
3159325.00
3288692.64
Fannie Mae
2037-07-15
5.625000
Government Agency Debt
1000.00
1386.26
Fannie Mae
2041-05-01
6.000000
Government Agency Debt
45901794.00
19381969.10
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
2384416.00
1837766.24
Fannie Mae
2041-08-01
2.543000
Government Agency Debt
1000.00
1045.64
Fannie Mae
2045-03-01
3.500000
Government Agency Debt
1383706.00
1445398.54
Fannie Mae
2045-05-01
2.741000
Government Agency Debt
1344462.00
1365693.17
Fannie Mae
2045-05-01
4.500000
Government Agency Debt
3133728.00
3429812.02
Farm Federal Credit Bank
2018-01-17
0.213400
Government Agency Debt
36000000.00
35993920.20
Federal Home Loan Bank
2016-05-18
5.375000
Government Agency Debt
10000.00
10491.42
Freddie Mac
2015-11-04
0.00
Government Agency Debt
33829000.00
33814115.24
Freddie Mac
2016-08-25
2.000000
Government Agency Debt
3564000.00
3648652.92
Freddie Mac
2016-10-14
0.875000
Government Agency Debt
2000.00
2012.67
Freddie Mac
2040-10-15
0.455000
Government Agency Debt
29261521.00
28707363.06
Freddie Mac
2043-09-01
3.000000
Government Agency Debt
6570092.00
5981291.65
Freddie Mac
2044-06-01
4.000000
Government Agency Debt
15290038.00
14999329.43
Freddie Mac
2044-07-01
4.000000
Government Agency Debt
10284.00
9325.31
GNMA
2044-04-20
4.500000
Government Agency Debt
43764822.00
35061169.91
United States Treasury Department
2015-05-31
0.250000
Treasury Debt
19057500.00
19080869.52
United States Treasury Department
2015-07-02
0.00
Treasury Debt
1334900.00
1334886.65
United States Treasury Department
2015-09-17
0.00
Treasury Debt
100.00
99.99
United States Treasury Department
2015-12-15
0.250000
Treasury Debt
99900.00
100075.65
United States Treasury Department
2015-12-31
0.250000
Treasury Debt
200.00
200.30
United States Treasury Department
2016-01-15
0.375000
Treasury Debt
2832700.00
2840399.62
United States Treasury Department
2016-09-30
1.000000
Treasury Debt
35692100.00
36022895.16
United States Treasury Department
2017-02-28
0.875000
Treasury Debt
3413700.00
3439674.66
United States Treasury Department
2017-04-15
0.875000
Treasury Debt
300.00
301.91
United States Treasury Department
2019-03-31
1.500000
Treasury Debt
100.00
101.18
United States Treasury Department
2019-11-30
1.500000
Treasury Debt
29503900.00
29833387.23
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
275000000.00
275000000.00
0.0129
N
275000000.00
275000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.080000%
22799D001_0.0800_M150601_2M52
0001230485
Treasury Repurchase Agreement
Y
United States Treasury Department
2019-05-15
3.125000
Treasury Debt
48410000.00
51909019.48
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
50886818.00
50886818.00
0.0024
N
50886818.00
50886818.00
Fannie Mae
Fannie Mae 0.180000%
313588GJ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-02
2015-06-02
N
N
N
8000000.00
7999960.00
0.0004
N
8000000.00
8000000.00
Fannie Mae
Fannie Mae 0.090000%
313588HQ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-07-02
2015-07-02
N
N
N
400000000.00
399969000.00
0.0188
N
399989600.00
399989600.00
Fannie Mae
Fannie Mae 0.115000%
313588KR5
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-20
2015-08-20
N
N
N
100000000.00
99974444.44
0.0047
N
99991100.00
99991100.00
Fannie Mae
Fannie Mae 0.130000%
313588LS2
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-14
2015-09-14
N
N
N
250000000.00
249905208.35
0.0117
N
249963500.00
249963500.00
Fannie Mae
Fannie Mae 0.135000%
313588MJ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-30
2015-09-30
N
N
N
20087000.00
20077885.52
0.0009
N
20083625.38
20083625.38
Fannie Mae
Fannie Mae 0.140000%
313588PQ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-23
2015-11-23
N
N
N
300000000.00
299795833.32
0.0141
N
299883300.00
299883300.00
Fannie Mae
Fannie Mae 0.150000%
313588PY5
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
50000000.00
49961875.00
0.0023
N
49976350.00
49976350.00
Fannie Mae
Fannie Mae 0.500000%
3135G0LN1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-07-02
2015-07-02
N
N
N
69712000.00
69735064.78
0.0033
N
69736538.63
69736538.63
Fannie Mae
Fannie Mae 0.500000%
3135G0NV1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-28
2015-09-28
N
N
N
8850000.00
8859639.55
0.0004
N
8861451.90
8861451.90
Fannie Mae
Fannie Mae 0.151000%
3135G0YF4
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-05
2015-08-05
N
N
N
150000000.00
149994570.57
0.0070
N
150013050.00
150013050.00
Fannie Mae
Fannie Mae 0.176800%
3135G0YU1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-21
2015-10-21
N
N
N
450000000.00
450053637.75
0.0211
N
450108900.00
450108900.00
Fannie Mae
Fannie Mae 0.165800%
3135G0ZW6
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-07-21
2016-10-21
N
N
N
125000000.00
124983334.40
0.0059
N
125020750.00
125020750.00
Fannie Mae
Fannie Mae 2.375000%
31398AU34
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-07-28
2015-07-28
N
N
N
18484000.00
18548774.24
0.0009
N
18551503.56
18551503.56
Farm Credit System
Farm Credit System 0.145000%
3133ECY81
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-02
2015-08-27
N
N
N
50000000.00
49998806.58
0.0023
N
50002350.00
50002350.00
Federal Home Loan Bank
Federal Home Loan Bank 0.185000%
3130A0AF7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-23
2015-10-23
N
N
N
61000000.00
61009990.43
0.0029
N
61018117.00
61018117.00
Federal Home Loan Bank
Federal Home Loan Bank 0.202000%
3130A0DB3
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-25
2015-11-20
N
N
N
6000000.00
5999657.06
0.0003
N
6001110.00
6001110.00
Federal Home Loan Bank
Federal Home Loan Bank 0.184000%
3130A0EF3
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-06
2015-12-03
N
N
N
8000000.00
7999471.67
0.0004
N
8002560.00
8002560.00
Federal Home Loan Bank
Federal Home Loan Bank 0.194000%
3130A0EV8
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-09
2015-12-09
N
N
N
50000000.00
50000000.00
0.0023
N
50018850.00
50018850.00
Federal Home Loan Bank
Federal Home Loan Bank 0.152000%
3130A0RM4
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-21
2015-07-21
N
N
N
100000000.00
99997897.98
0.0047
N
100004800.00
100004800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.147000%
3130A0WP1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-10
2015-08-10
N
N
N
50000000.00
49998560.89
0.0023
N
50004000.00
50004000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.199000%
3130A0XK1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-10
2016-02-10
N
N
N
150000000.00
150000145.50
0.0070
N
150047700.00
150047700.00
Federal Home Loan Bank
Federal Home Loan Bank 0.177000%
3130A13N6
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-26
2015-08-26
N
N
N
100000000.00
99996474.62
0.0047
N
99997300.00
99997300.00
Federal Home Loan Bank
Federal Home Loan Bank 0.166000%
3130A15Z7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-17
2015-09-17
N
N
N
100000000.00
99995404.58
0.0047
N
100010900.00
100010900.00
Federal Home Loan Bank
Federal Home Loan Bank 0.148000%
3130A1EE4
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-17
2015-09-17
N
N
N
100000000.00
99996981.70
0.0047
N
100011600.00
100011600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.151000%
3130A1HS0
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-28
2015-09-28
N
N
N
75000000.00
74997507.61
0.0035
N
75008325.00
75008325.00
Federal Home Loan Bank
Federal Home Loan Bank 0.133000%
3130A27M2
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-07
2015-12-07
N
N
N
100000000.00
99990830.74
0.0047
N
100013300.00
100013300.00
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
3130A2AM8
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-03
2015-06-03
N
N
N
26870000.00
26869960.09
0.0013
N
26870080.61
26870080.61
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
3130A2J80
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-07-02
2015-07-02
N
N
N
99370000.00
99366441.70
0.0047
N
99375465.35
99375465.35
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
3130A2LC8
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-07-10
2015-07-10
N
N
N
100000000.00
99995026.84
0.0047
N
100003900.00
100003900.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
3130A2PH3
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-18
2015-08-18
N
N
N
40000000.00
40004130.52
0.0019
N
40011080.00
40011080.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
3130A2PT7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-24
2015-08-24
N
N
N
13650000.00
13651311.42
0.0006
N
13653549.00
13653549.00
Federal Home Loan Bank
Federal Home Loan Bank 0.340000%
3130A2QU3
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-01-25
2016-01-25
N
N
N
10000000.00
10008119.42
0.0005
N
10007650.00
10007650.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
3130A2S23
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-28
2015-08-28
N
N
N
100000000.00
100006756.88
0.0047
N
100025600.00
100025600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.141000%
3130A2VB9
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-18
2016-02-18
N
N
N
100000000.00
99990867.46
0.0047
N
99986000.00
99986000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.143000%
3130A2VC7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-18
2015-08-18
N
N
N
50000000.00
50000000.00
0.0023
N
50003500.00
50003500.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
3130A2W44
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-18
2015-09-18
N
N
N
37000000.00
37005750.76
0.0017
N
37017945.00
37017945.00
Federal Home Loan Bank
Federal Home Loan Bank 0.190000%
3130A2W93
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
25000000.00
24999171.94
0.0012
N
25003575.00
25003575.00
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
3130A2WK8
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-28
2015-08-28
N
N
N
10800000.00
10799040.87
0.0005
N
10800140.40
10800140.40
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
3130A2WV4
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-02
2015-09-02
N
N
N
55700000.00
55693274.73
0.0026
N
55712309.70
55712309.70
Federal Home Loan Bank
Federal Home Loan Bank 0.190000%
3130A2Y59
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-08
2015-09-08
N
N
N
195000000.00
195009278.76
0.0092
N
195052260.00
195052260.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
3130A2YD2
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-10
2015-09-10
N
N
N
172910000.00
172926673.32
0.0081
N
172952535.86
172952535.86
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
3130A2YS9
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-15
2015-09-15
N
N
N
24000000.00
23998371.94
0.0011
N
24008064.00
24008064.00
Federal Home Loan Bank
Federal Home Loan Bank 0.190000%
3130A2YX8
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-16
2015-09-16
N
N
N
86000000.00
86011847.57
0.0040
N
86024080.00
86024080.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
3130A2ZL3
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-16
2015-09-16
N
N
N
150000000.00
149994379.41
0.0070
N
150048450.00
150048450.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
3130A2ZT6
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-17
2015-09-17
N
N
N
401100000.00
401162245.80
0.0188
N
401199071.70
401199071.70
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
3130A33A0
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-18
2015-09-18
N
N
N
25000000.00
25001944.32
0.0012
N
25006625.00
25006625.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
3130A33T9
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-25
2015-09-25
N
N
N
544000000.00
543964766.56
0.0255
N
544202368.00
544202368.00
Federal Home Loan Bank
Federal Home Loan Bank 0.162000%
3130A3HE7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-13
2016-05-13
N
N
N
200000000.00
199970357.56
0.0094
N
200017200.00
200017200.00
Federal Home Loan Bank
Federal Home Loan Bank 0.145000%
3130A3KN3
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-24
2015-11-24
N
N
N
100000000.00
100000000.00
0.0047
N
100014700.00
100014700.00
Federal Home Loan Bank
Federal Home Loan Bank 0.300000%
3130A3Q56
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-12-30
2015-12-30
N
N
N
100000000.00
100000000.00
0.0047
N
100012700.00
100012700.00
Federal Home Loan Bank
Federal Home Loan Bank 0.300000%
3130A3QH0
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-01-06
2016-01-06
N
N
N
75000000.00
75000000.00
0.0035
N
74997750.00
74997750.00
Federal Home Loan Bank
Federal Home Loan Bank 0.250000%
3130A3QM9
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-12-09
2015-12-09
N
N
N
175000000.00
174973891.47
0.0082
N
175060200.00
175060200.00
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
3130A3UY8
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-07-07
2015-07-07
N
N
N
100000000.00
99998918.00
0.0047
N
100006000.00
100006000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.160000%
3130A3V43
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-07-15
2015-07-15
N
N
N
25000000.00
25001930.61
0.0012
N
25001725.00
25001725.00
Federal Home Loan Bank
Federal Home Loan Bank 0.250000%
3130A3YM0
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-01-27
2016-01-27
N
N
N
100000000.00
99984539.40
0.0047
N
99979500.00
99979500.00
Federal Home Loan Bank
Federal Home Loan Bank 0.270000%
3130A43U4
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-02-05
2016-02-05
N
N
N
100000000.00
99990683.30
0.0047
N
99987800.00
99987800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.350000%
3130A44R0
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-03-07
2016-03-07
N
N
N
50000000.00
50000000.00
0.0023
N
50010600.00
50010600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.270000%
3130A44S8
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-02-10
2016-02-10
N
N
N
50000000.00
49988204.66
0.0023
N
49992500.00
49992500.00
Federal Home Loan Bank
Federal Home Loan Bank 0.340000%
3130A4BV3
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-03-14
2016-03-14
N
N
N
248000000.00
247954491.06
0.0116
N
248049104.00
248049104.00
Federal Home Loan Bank
Federal Home Loan Bank 0.400000%
3130A4DE9
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-03-18
2016-03-18
N
N
N
50000000.00
50000000.00
0.0023
N
50009550.00
50009550.00
Federal Home Loan Bank
Federal Home Loan Bank 0.330000%
3130A4KE1
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
75000000.00
74977450.77
0.0035
N
74999025.00
74999025.00
Federal Home Loan Bank
Federal Home Loan Bank 0.170000%
3130A4NG3
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-10-19
2015-10-19
N
N
N
250000000.00
249972636.20
0.0117
N
250012250.00
250012250.00
Federal Home Loan Bank
Federal Home Loan Bank 0.135000%
3130A4QJ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-23
2016-03-23
N
N
N
335000000.00
334994929.31
0.0157
N
335049580.00
335049580.00
Federal Home Loan Bank
Federal Home Loan Bank 0.131000%
3130A4XP2
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-15
2016-01-15
N
N
N
385000000.00
384981837.55
0.0181
N
385040040.00
385040040.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
3130A56S3
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-25
2015-08-25
N
N
N
44000000.00
43998802.88
0.0021
N
43996568.00
43996568.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
3130A5F53
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-28
2015-09-28
N
N
N
100000000.00
99994288.00
0.0047
N
99986200.00
99986200.00
Federal Home Loan Bank
Federal Home Loan Bank 0.124000%
3130A5HP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-02
2016-03-02
N
N
N
150000000.00
150000000.00
0.0070
N
150000000.00
150000000.00
Federal Home Loan Bank
Federal Home Loan Bank 1.750000%
313370JB5
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-11
2015-09-11
N
N
N
31925000.00
32061813.89
0.0015
N
32026170.33
32026170.33
Federal Home Loan Bank
Federal Home Loan Bank 0.375000%
313383V81
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-28
2015-08-28
N
N
N
126470000.00
126535163.77
0.0059
N
126553723.14
126553723.14
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384GK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-03
2015-06-03
N
N
N
128200000.00
128199216.55
0.0060
N
128199871.80
128199871.80
Federal Home Loan Bank
Federal Home Loan Bank 0.135000%
313384GM5
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-05
2015-06-05
N
N
N
29000000.00
28999565.00
0.0014
N
28999971.00
28999971.00
Federal Home Loan Bank
Federal Home Loan Bank 0.073000%
313384GU7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-12
2015-06-12
N
N
N
329400000.00
329392652.54
0.0155
N
329399011.80
329399011.80
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
313384HB8
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-19
2015-06-19
N
N
N
10150000.00
10149365.62
0.0005
N
10149949.25
10149949.25
Federal Home Loan Bank
Federal Home Loan Bank 0.081000%
313384HU6
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-07-06
2015-07-06
N
N
N
350000000.00
349972437.50
0.0164
N
349989850.00
349989850.00
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313384HY8
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-07-10
2015-07-10
N
N
N
11855000.00
11853908.35
0.0006
N
11854608.79
11854608.79
Federal Home Loan Bank
Federal Home Loan Bank 0.145000%
313384JF7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-07-17
2015-07-17
N
N
N
95000000.00
94982398.61
0.0045
N
94996390.00
94996390.00
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313384JF7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-07-17
2015-07-17
N
N
N
15000000.00
14998370.83
0.0007
N
14999430.00
14999430.00
Federal Home Loan Bank
Federal Home Loan Bank 0.135000%
313384JN0
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-07-24
2015-07-24
N
N
N
17700000.00
17696482.13
0.0008
N
17699221.20
17699221.20
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384JN0
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-07-24
2015-07-24
N
N
N
1719000.00
1718772.23
0.0001
N
1718924.36
1718924.36
Federal Home Loan Bank
Federal Home Loan Bank 0.074000%
313384JT7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-07-29
2015-07-29
N
N
N
203032000.00
203007794.08
0.0095
N
203022254.46
203022254.46
Federal Home Loan Bank
Federal Home Loan Bank 0.088000%
313384JT7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-07-29
2015-07-29
N
N
N
7492000.00
7490937.80
0.0004
N
7491640.38
7491640.38
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384JT7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-07-29
2015-07-29
N
N
N
2779000.00
2778552.27
0.0001
N
2778866.61
2778866.61
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313384JT7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-07-29
2015-07-29
N
N
N
2000000.00
1999726.11
0.0001
N
1999904.00
1999904.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384JV2
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-07-31
2015-07-31
N
N
N
20000000.00
19996000.00
0.0009
N
19999000.00
19999000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.097000%
313384KH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-12
2015-08-12
N
N
N
261700000.00
261649230.20
0.0123
N
261679064.00
261679064.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384KH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-12
2015-08-12
N
N
N
148305000.00
148275339.00
0.0070
N
148293135.60
148293135.60
Federal Home Loan Bank
Federal Home Loan Bank 0.132000%
313384KH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-12
2015-08-12
N
N
N
143000000.00
142962248.00
0.0067
N
142988560.00
142988560.00
Federal Home Loan Bank
Federal Home Loan Bank 0.096000%
313384KH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-12
2015-08-12
N
N
N
124750000.00
124726047.98
0.0059
N
124740020.00
124740020.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384KH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-12
2015-08-12
N
N
N
17566000.00
17561784.16
0.0008
N
17564594.72
17564594.72
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384KH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-12
2015-08-12
N
N
N
3234000.00
3233159.16
0.0002
N
3233741.28
3233741.28
Federal Home Loan Bank
Federal Home Loan Bank 0.094000%
313384KQ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-19
2015-08-19
N
N
N
618280000.00
618152462.57
0.0290
N
618225591.36
618225591.36
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384KQ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-19
2015-08-19
N
N
N
150000000.00
149960499.99
0.0070
N
149986800.00
149986800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.137000%
313384KS7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-21
2015-08-21
N
N
N
210000000.00
209935267.50
0.0099
N
209981100.00
209981100.00
Federal Home Loan Bank
Federal Home Loan Bank 0.139000%
313384KS7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-21
2015-08-21
N
N
N
194500000.00
194439170.12
0.0091
N
194482495.00
194482495.00
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
313384LE7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-02
2015-09-02
N
N
N
32325000.00
32312474.06
0.0015
N
32320830.08
32320830.08
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384LL1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-08
2015-09-08
N
N
N
3000000.00
2999175.00
0.0001
N
2999586.00
2999586.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384LM9
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-09
2015-09-09
N
N
N
108000000.00
107970000.00
0.0051
N
107984988.00
107984988.00
Federal Home Loan Bank
Federal Home Loan Bank 0.210000%
313384LW7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-18
2015-09-18
N
N
N
14445000.00
14435815.39
0.0007
N
14442818.81
14442818.81
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313384MG1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-28
2015-09-28
N
N
N
62000000.00
61971307.78
0.0029
N
61989770.00
61989770.00
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313384NV7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-04
2015-11-04
N
N
N
7710000.00
7705322.60
0.0004
N
7707324.63
7707324.63
Federal Home Loan Bank
Federal Home Loan Bank 2.875000%
3133XWNB1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-12
2015-06-12
N
N
N
10265000.00
10273442.99
0.0005
N
10273273.59
10273273.59
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M150601_2M52
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-04-30
2.625000
Treasury Debt
134338400.00
141112899.34
United States Treasury Department
2019-08-15
3.625000
Treasury Debt
1383790.00
1526928.17
United States Treasury Department
2020-08-15
2.625000
Treasury Debt
99938700.00
105931916.17
United States Treasury Department
2021-02-15
3.625000
Treasury Debt
983495600.00
1097829153.27
United States Treasury Department
2021-11-15
2.000000
Treasury Debt
1599817300.00
1619160482.31
United States Treasury Department
2023-08-15
2.500000
Treasury Debt
221141200.00
231214460.22
United States Treasury Department
2040-05-15
4.375000
Treasury Debt
750166100.00
957241501.77
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
4154000000.00
4154000000.00
0.1949
N
4154000000.00
4154000000.00
Freddie Mac
Freddie Mac 0.090000%
313396HF3
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-23
2015-06-23
N
N
N
190000000.00
189989550.00
0.0089
N
189998860.00
189998860.00
Freddie Mac
Freddie Mac 0.110000%
313396KA0
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-05
2015-08-05
N
N
N
17740000.00
17736476.64
0.0008
N
17738722.72
17738722.72
Freddie Mac
Freddie Mac 0.110000%
313396KC6
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-07
2015-08-07
N
N
N
47000000.00
46990378.05
0.0022
N
46996522.00
46996522.00
Freddie Mac
Freddie Mac 0.116000%
313396KZ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-28
2015-08-28
N
N
N
54400000.00
54384574.58
0.0026
N
54394668.80
54394668.80
Freddie Mac
Freddie Mac 0.230000%
313396NL3
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-10-26
2015-10-26
N
N
N
21982000.00
21961355.24
0.0010
N
21975273.51
21975273.51
Freddie Mac
Freddie Mac 0.185000%
313396PX5
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-30
2015-11-30
N
N
N
51584000.00
51535754.63
0.0024
N
51563160.06
51563160.06
Freddie Mac
Freddie Mac 0.205000%
313396QE6
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
N
N
N
49000000.00
48947263.75
0.0023
N
48976088.00
48976088.00
Freddie Mac
Freddie Mac 0.420000%
3134G36F2
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-18
2015-09-18
N
N
N
35000000.00
35028306.36
0.0016
N
35029610.00
35029610.00
Freddie Mac
Freddie Mac 0.500000%
3134G3ZA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-28
2015-08-28
N
N
N
5060000.00
5064132.48
0.0002
N
5064827.24
5064827.24
Freddie Mac
Freddie Mac 0.163400%
3134G4J33
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-16
2015-10-16
N
N
N
528750000.00
528784061.81
0.0248
N
528939292.50
528939292.50
Freddie Mac
Freddie Mac 0.174800%
3134G4MZ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-25
2015-11-25
N
N
N
137500000.00
137514177.74
0.0065
N
137540837.50
137540837.50
Freddie Mac
Freddie Mac 0.143400%
3134G5GG4
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-18
2016-02-18
N
N
N
150000000.00
149989160.52
0.0070
N
150072750.00
150072750.00
Freddie Mac
Freddie Mac 0.165000%
3134G5PN9
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-08-14
2016-11-14
N
N
N
200000000.00
199991588.42
0.0094
N
200024800.00
200024800.00
Freddie Mac
Freddie Mac 0.174800%
3134G5UB9
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-12
2016-12-12
N
N
N
100000000.00
99976602.58
0.0047
N
100050200.00
100050200.00
Freddie Mac
Freddie Mac 0.190600%
3134G5Z32
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-06-13
2017-01-13
N
N
N
175000000.00
174971239.83
0.0082
N
175152950.00
175152950.00
Goldman Sachs & Co
Goldman Sachs & Co 0.100000%
38399H002_0.1000_M150601_2M52
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-03-01
3.000000
Government Agency Debt
4614741.00
3831530.49
Fannie Mae
2028-10-01
2.500000
Government Agency Debt
6309025.00
5689541.43
Fannie Mae
2029-05-01
3.000000
Government Agency Debt
3701053.00
3482638.06
Fannie Mae
2035-05-01
2.315000
Government Agency Debt
308818.00
176278.96
Fannie Mae
2035-10-01
5.500000
Government Agency Debt
3784508.00
404224.48
Fannie Mae
2036-04-01
5.490000
Government Agency Debt
2651848.00
463605.01
Fannie Mae
2036-05-01
4.890000
Government Agency Debt
1044542.00
385642.42
Fannie Mae
2037-05-01
5.500000
Government Agency Debt
5215646.00
373600.29
Fannie Mae
2041-01-01
5.500000
Government Agency Debt
2190258.00
486993.58
Fannie Mae
2041-04-01
5.500000
Government Agency Debt
1744950.00
467962.61
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
749000.00
430025.48
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
10260958.00
6571180.97
Freddie Mac
2018-04-01
5.000000
Government Agency Debt
7871516.00
391523.61
Freddie Mac
2023-04-01
5.000000
Government Agency Debt
430834.00
421926.61
Freddie Mac
2034-11-01
5.500000
Government Agency Debt
2858824.00
442569.72
Freddie Mac
2038-08-01
6.000000
Government Agency Debt
8506511.00
446464.40
Freddie Mac
2040-01-01
5.500000
Government Agency Debt
2882090.00
435824.06
Freddie Mac
2044-03-01
4.500000
Government Agency Debt
512981.00
454513.60
Freddie Mac
2044-07-01
4.000000
Government Agency Debt
409509.00
380651.29
Freddie Mac
2045-01-01
4.500000
Government Agency Debt
459357.00
495751.37
Freddie Mac
2045-03-01
3.500000
Government Agency Debt
285436.00
297818.24
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
26010065.00
26010065.00
0.0012
N
26010065.00
26010065.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M150603_2M52
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
37258066.00
29800442.39
GNMA
2038-12-15
5.500000
Government Agency Debt
7025307.00
759922.09
GNMA
2045-05-20
4.000000
Government Agency Debt
985295.00
1059635.62
First Tier Security
N/A
N/A
2015-06-03
2015-06-03
N
N
N
31000000.00
31000000.00
0.0015
N
30999690.00
30999690.00
Goldman Sachs & Co
Goldman Sachs & Co 0.070000%
992JYE002_0.0700_M150604_2M52
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-03-25
3.500000
Government Agency Debt
132550838.00
137877158.31
GNMA
2034-03-20
4.000000
Government Agency Debt
5410729.00
3897274.88
GNMA
2038-05-15
5.500000
Government Agency Debt
25000000.00
4155834.03
GNMA
2039-03-15
4.500000
Government Agency Debt
11772694.00
3887896.11
GNMA
2044-07-15
3.500000
Government Agency Debt
3779928.00
3950339.40
GNMA
2044-11-15
4.500000
Government Agency Debt
2930129.00
3248799.47
GNMA
2045-04-20
3.500000
Government Agency Debt
3667888.00
3875354.69
GNMA
2045-04-20
4.000000
Government Agency Debt
3640141.00
3927379.34
GNMA
2045-05-15
3.500000
Government Agency Debt
3616647.00
3840681.00
GNMA
2045-05-20
3.500000
Government Agency Debt
3771716.00
4008505.17
GNMA
2045-05-20
3.500000
Government Agency Debt
687611.00
730778.00
First Tier Security
N/A
N/A
2015-06-04
2015-06-04
N
N
N
170000000.00
170000000.00
0.0080
N
169998300.00
169998300.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.090000%
46899T004_0.0900_M150601_2M52
0001168163
Treasury Repurchase Agreement
Y
United States Treasury Department
2020-07-31
2.000000
Treasury Debt
7812500.00
8034916.70
United States Treasury Department
2020-12-31
2.375000
Treasury Debt
4108200.00
4304985.05
United States Treasury Department
2021-06-30
2.125000
Treasury Debt
37545600.00
38660124.13
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
50000000.00
50000000.00
0.0023
N
50000000.00
50000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.070000%
992JYG007_0.0700_M150603_2M52
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
15966390.00
12973987.14
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
35919770.00
30505487.08
Freddie Mac
2026-07-01
4.500000
Government Agency Debt
71135486.00
37925309.32
Freddie Mac
2029-12-01
3.000000
Government Agency Debt
1542802.00
1538135.59
Freddie Mac
2032-04-01
3.500000
Government Agency Debt
49626278.00
33935536.34
Freddie Mac
2039-01-15
4.500000
Government Agency Debt
52837214.00
3399611.83
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
40136.00
32686.39
Freddie Mac
2042-12-01
3.000000
Government Agency Debt
1022616.00
879714.09
GNMA
2038-01-16
2.750000
Government Agency Debt
70192897.00
33310133.15
First Tier Security
N/A
N/A
2015-06-03
2015-06-03
N
N
N
150000000.00
150000000.00
0.0070
N
149998500.00
149998500.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.080000%
992JYG007_0.0800_M150605_2M52
0001168163
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-10-31
1.250000
Treasury Debt
13362500.00
13429954.63
United States Treasury Department
2020-11-15
2.625000
Treasury Debt
38899500.00
40940892.91
United States Treasury Department
2020-12-31
2.375000
Treasury Debt
254700.00
266900.27
United States Treasury Department
2021-06-30
2.125000
Treasury Debt
338900.00
348960.09
United States Treasury Department
2024-05-15
2.500000
Treasury Debt
50352100.00
52114981.75
First Tier Security
N/A
N/A
2015-06-05
2015-06-05
Y
JP MORGAN SECURITIES LLC
N/A
N/A
N
N
105000000.00
105000000.00
0.0049
N
104993700.00
104993700.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.080000%
992JYF009_0.0800_M150605_2M52
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-09-25
3.500000
Government Agency Debt
47566584.00
49186388.64
Freddie Mac
2039-12-15
3.000000
Government Agency Debt
55761874.00
49889948.88
GNMA
2045-05-20
3.500000
Government Agency Debt
102194000.00
106923663.22
First Tier Security
N/A
N/A
2015-06-05
2015-06-05
N
N
N
200000000.00
200000000.00
0.0094
N
200000000.00
200000000.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.120000%
60686N005_0.1200_M150601_2M52
0000812291
Government Agency Repurchase Agreement
Y
United States Treasury Department
2016-04-15
0.125000
Treasury Debt
5447000.00
5853216.29
United States Treasury Department
2016-05-15
7.250000
Treasury Debt
1192000.00
1274257.72
United States Treasury Department
2019-02-15
2.750000
Treasury Debt
30722000.00
32680914.16
United States Treasury Department
2019-05-15
3.125000
Treasury Debt
5097000.00
5464630.60
United States Treasury Department
2020-08-15
2.625000
Treasury Debt
11125000.00
11792154.26
United States Treasury Department
2023-11-15
2.750000
Treasury Debt
31832900.00
33671733.70
United States Treasury Department
2024-02-15
2.750000
Treasury Debt
1000000.00
1063137.59
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
90000000.00
90000000.00
0.0042
N
90000000.00
90000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.090000%
55799C003_0.0900_M150601_2M52
0000068136
Government Agency Repurchase Agreement
Y
Freddie Mac
2029-12-01
3.500000
Government Agency Debt
36050429.00
36720000.95
First Tier Security
N/A
N/A
2015-06-01
2015-06-01
N
N
N
36000000.00
36000000.00
0.0017
N
36000000.00
36000000.00
United States Treasury Department
United States Treasury Department 0.375000%
912828C81
Treasury Debt
N
First Tier Security
N/A
N/A
2016-04-30
2016-04-30
N
N
N
25000000.00
25027238.13
0.0012
N
25023450.00
25023450.00
United States Treasury Department
United States Treasury Department 0.068000%
912828F70
Treasury Debt
N
First Tier Security
N/A
N/A
2015-06-01
2016-10-31
N
N
N
100000000.00
99948626.32
0.0047
N
99988100.00
99988100.00
United States Treasury Department
United States Treasury Department 0.099000%
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2015-06-01
2017-01-31
N
N
N
71780000.00
71779491.39
0.0034
N
71807563.52
71807563.52
United States Treasury Department
United States Treasury Department 1.375000%
912828PJ3
Treasury Debt
N
First Tier Security
N/A
N/A
2015-11-30
2015-11-30
N
N
N
45000000.00
45279211.29
0.0021
N
45277740.00
45277740.00
United States Treasury Department
United States Treasury Department 2.125000%
912828PM6
Treasury Debt
N
First Tier Security
N/A
N/A
2015-12-31
2015-12-31
N
N
N
125000000.00
126412268.30
0.0059
N
126435500.00
126435500.00
United States Treasury Department
United States Treasury Department 0.250000%
912828TK6
Treasury Debt
N
First Tier Security
N/A
N/A
2015-08-15
2015-08-15
N
N
N
65000000.00
65010304.48
0.0031
N
65027950.00
65027950.00
United States Treasury Department
United States Treasury Department 0.250000%
912828TP5
Treasury Debt
N
First Tier Security
N/A
N/A
2015-09-15
2015-09-15
N
N
N
8000000.00
8001550.97
0.0004
N
8004688.00
8004688.00
United States Treasury Department
United States Treasury Department 0.375000%
912828TX8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-11-15
2015-11-15
N
N
N
134000000.00
134162411.91
0.0063
N
134157048.00
134157048.00
United States Treasury Department
United States Treasury Department 0.375000%
912828VH0
Treasury Debt
N
First Tier Security
N/A
N/A
2015-06-30
2015-06-30
N
N
N
25000000.00
25004277.13
0.0012
N
25006825.00
25006825.00
United States Treasury Department
United States Treasury Department 0.250000%
912828WB2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-10-31
2015-10-31
N
N
N
125000000.00
125033735.80
0.0059
N
125087875.00
125087875.00
United States Treasury Department
United States Treasury Department 0.060000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-06-01
2016-01-31
N
N
N
95000000.00
94998138.55
0.0045
N
94997530.00
94997530.00
United States Treasury Department
United States Treasury Department 0.085000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-06-01
2016-07-31
N
N
N
95000000.00
95000000.00
0.0045
N
95012540.00
95012540.00