0001145549-15-006734.txt : 20151030
0001145549-15-006734.hdr.sgml : 20151030
20150908151154
ACCESSION NUMBER: 0001145549-15-006734
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20150831
FILED AS OF DATE: 20150908
DATE AS OF CHANGE: 20150908
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: 151096541
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
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
2015-08-31
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
48
90
23689864488.18
6102475.24
151608326.06
23544358637.36
0.0016
1.0000
2015-08-31
1.0000
2015-08-31
C000012381
1.00
23531356945.31
1.00
1325009842.48
7854355493.06
6529345650.58
0.0000
1.0000
2015-08-31
1.0000
2015-08-31
C000151955
1000.00
13001692.05
1.00
6088941.53
6464384.02
375442.49
0.0000
1.0001
2015-08-31
1.0001
2015-08-31
Barclays Capital, Inc
Barclays Capital, Inc 0.110000%
992JYM004_0.1100_M150901_2M52
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-12-17
0.00
Treasury Debt
1200000.00
1199772.00
United States Treasury Department
2016-07-31
0.500000
Treasury Debt
575000.00
575771.19
United States Treasury Department
2016-07-31
1.500000
Treasury Debt
500000.00
505631.79
United States Treasury Department
2016-09-15
0.875000
Treasury Debt
1222500.00
1232951.57
United States Treasury Department
2017-03-15
0.750000
Treasury Debt
10146000.00
10199969.55
United States Treasury Department
2018-04-30
2.625000
Treasury Debt
75100.00
79009.31
United States Treasury Department
2018-05-15
1.000000
Treasury Debt
1502000.00
1506878.17
United States Treasury Department
2018-06-15
1.125000
Treasury Debt
9900000.00
9953824.35
United States Treasury Department
2019-02-15
2.750000
Treasury Debt
3883600.00
4089705.18
United States Treasury Department
2019-07-31
0.875000
Treasury Debt
9900.00
9730.96
United States Treasury Department
2020-01-31
1.250000
Treasury Debt
31356400.00
31129755.60
United States Treasury Department
2022-01-31
1.500000
Treasury Debt
7845600.00
7682361.21
United States Treasury Department
2025-02-15
7.625000
Treasury Debt
100.00
147.57
United States Treasury Department
2041-02-15
4.750000
Treasury Debt
55092500.00
74342327.31
United States Treasury Department
2044-08-15
3.125000
Treasury Debt
7137194.00
7432164.92
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
147000000.00
147000000.00
0.0062
N
147000000.00
147000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.110000%
992JYM004_0.1100_M150902_2M52
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-11-01
3.000000
Government Agency Debt
7754992.00
4669515.02
Fannie Mae
2027-07-01
3.000000
Government Agency Debt
6196457.00
4895830.66
Fannie Mae
2027-08-01
3.500000
Government Agency Debt
6517232.00
4852959.25
Fannie Mae
2033-03-01
3.500000
Government Agency Debt
5564914.00
4705445.99
Fannie Mae
2034-08-01
3.500000
Government Agency Debt
4805330.00
4763307.52
Fannie Mae
2034-10-01
4.000000
Government Agency Debt
5266350.00
4840851.13
Fannie Mae
2035-02-01
4.000000
Government Agency Debt
3068815.00
3262961.35
Fannie Mae
2035-03-01
3.500000
Government Agency Debt
4697724.00
4770363.57
Fannie Mae
2037-04-01
5.500000
Government Agency Debt
17564139.00
3375093.99
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
7675000.00
4851815.21
Fannie Mae
2043-11-01
4.000000
Government Agency Debt
5000000.00
4748655.57
Fannie Mae
2044-04-01
3.500000
Government Agency Debt
4947800.00
4810330.18
Fannie Mae
2044-05-25
5.487500
Government Agency Debt
69.00
65.65
Fannie Mae
2044-09-25
3.500000
Government Agency Debt
29711000.00
31202143.01
Fannie Mae
2044-11-01
4.000000
Government Agency Debt
4557487.00
4742802.70
Fannie Mae
2045-03-01
4.000000
Government Agency Debt
4462219.00
4683992.52
Fannie Mae
2045-08-01
4.000000
Government Agency Debt
4447546.00
4808218.16
Fannie Mae
2045-08-25
3.500000
Government Agency Debt
2364000.00
2432063.50
Fannie Mae
2045-08-25
3.750000
Government Agency Debt
3082000.00
3273213.44
Freddie Mac
2027-11-01
2.500000
Government Agency Debt
6318818.00
4849416.95
Freddie Mac
2039-01-15
4.000000
Government Agency Debt
18648830.00
19998843.67
Freddie Mac
2039-11-15
2.750000
Government Agency Debt
87798891.00
24617469.56
Freddie Mac
2040-08-01
5.000000
Government Agency Debt
10784592.00
4872032.17
Freddie Mac
2041-07-01
5.000000
Government Agency Debt
8700000.00
4722978.54
Freddie Mac
2042-11-01
3.000000
Government Agency Debt
5150121.00
4874749.66
Freddie Mac
2043-09-15
3.500000
Government Agency Debt
73401000.00
77653557.02
Freddie Mac
2045-07-01
4.000000
Government Agency Debt
4369981.00
4715139.96
Freddie Mac
2045-07-15
3.500000
Government Agency Debt
16180000.00
16712915.27
GNMA
2038-12-20
4.500000
Government Agency Debt
593989.00
183292.28
GNMA
2044-02-20
3.000000
Government Agency Debt
515254.00
513500.11
GNMA
2044-08-20
4.500000
Government Agency Debt
1020.00
956.87
GNMA
2045-06-20
3.000000
Government Agency Debt
27457262.00
27871869.72
GNMA
2045-07-20
3.000000
Government Agency Debt
8186000.00
7884059.39
GNMA
2045-07-20
3.500000
Government Agency Debt
6696000.00
6740131.10
GNMA
2045-07-20
3.500000
Government Agency Debt
2210901.00
2206993.60
First Tier Security
N/A
N/A
2015-09-02
2015-09-02
N
N
N
300000000.00
300000000.00
0.0127
N
299998530.00
299998530.00
Barclays Capital, Inc
Barclays Capital, Inc 0.110000%
992JYM004_0.1100_M150903_2M52
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-03-01
2.500000
Government Agency Debt
10000000.00
4236524.17
Fannie Mae
2025-05-01
4.000000
Government Agency Debt
15324593.00
4109002.94
Fannie Mae
2027-10-01
3.500000
Government Agency Debt
4981720.00
4085934.93
Fannie Mae
2037-01-01
4.000000
Government Agency Debt
5535265.00
4137918.50
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
8700000.00
4085003.12
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
7734570.00
4106120.74
Fannie Mae
2042-01-01
3.500000
Government Agency Debt
7410000.00
4282095.57
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
6620878.00
4274603.39
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
5019392.00
4246436.03
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
4608113.00
4172831.48
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
2258904.00
1724695.57
Fannie Mae
2043-06-01
4.000000
Government Agency Debt
5200000.00
4020125.60
Fannie Mae
2044-08-01
4.500000
Government Agency Debt
4344713.00
4203647.08
Fannie Mae
2044-09-01
4.500000
Government Agency Debt
3831205.00
4057598.43
Fannie Mae
2044-12-01
4.000000
Government Agency Debt
4076890.00
4248068.53
Fannie Mae
2045-06-01
4.000000
Government Agency Debt
4011844.00
4279361.20
Fannie Mae
2045-08-01
4.000000
Government Agency Debt
3922473.00
4196392.36
Fannie Mae
2045-08-01
4.500000
Government Agency Debt
3801880.00
4206338.60
Freddie Mac
2019-04-01
4.500000
Government Agency Debt
85000000.00
4230501.40
Freddie Mac
2033-03-01
3.500000
Government Agency Debt
4250996.00
4085204.31
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
6000000.00
4210595.42
Freddie Mac
2041-03-01
5.000000
Government Agency Debt
6993293.00
4186958.81
Freddie Mac
2041-04-01
5.000000
Government Agency Debt
8545000.00
4089269.43
Freddie Mac
2042-11-01
3.500000
Government Agency Debt
4453770.00
4055126.85
Freddie Mac
2043-03-01
3.500000
Government Agency Debt
4730570.00
4147773.00
Freddie Mac
2044-09-01
4.500000
Government Agency Debt
4342475.00
4251973.18
Freddie Mac
2045-01-01
4.500000
Government Agency Debt
3869192.00
4156967.64
Freddie Mac
2045-04-01
3.000000
Government Agency Debt
4052011.00
4013419.53
Freddie Mac
2045-05-01
4.000000
Government Agency Debt
3900586.00
4126669.78
Freddie Mac
2045-06-01
4.500000
Government Agency Debt
3041030.00
3354661.02
Freddie Mac
2045-07-01
4.000000
Government Agency Debt
3846750.00
4160256.68
Freddie Mac
2045-07-01
4.500000
Government Agency Debt
3651518.00
4028635.23
Freddie Mac
2045-08-01
4.000000
Government Agency Debt
3898739.00
4174386.28
GNMA
2038-12-20
4.500000
Government Agency Debt
1000.00
308.58
GNMA
2045-05-20
2.500000
Government Agency Debt
1246968.00
1163550.00
GNMA
2045-07-20
3.500000
Government Agency Debt
103294.00
103111.45
First Tier Security
N/A
N/A
2015-09-03
2015-09-03
N
N
N
130000000.00
130000000.00
0.0055
N
130000000.00
130000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.120000%
992JYM004_0.120_M150904_2M52
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-01-01
5.521000
Government Agency Debt
4513365.00
770406.34
Fannie Mae
2018-10-25
9.250000
Government Agency Debt
86047828.00
52043.79
Fannie Mae
2022-09-25
5.500000
Government Agency Debt
1500000.00
25416.69
Fannie Mae
2022-10-01
2.221000
Government Agency Debt
500000.00
462270.86
Fannie Mae
2023-02-01
2.517000
Government Agency Debt
6575000.00
6383802.59
Fannie Mae
2023-08-01
3.720000
Government Agency Debt
5760000.00
6181735.68
Fannie Mae
2023-09-01
3.771000
Government Agency Debt
5165000.00
5407966.71
Fannie Mae
2023-09-01
3.875000
Government Agency Debt
13200000.00
13884441.77
Fannie Mae
2025-02-01
2.769000
Government Agency Debt
1800000.00
1781491.50
Fannie Mae
2025-08-01
3.000000
Government Agency Debt
9945000.00
10134591.48
Fannie Mae
2025-08-01
3.000000
Government Agency Debt
8580000.00
8743569.12
Fannie Mae
2025-08-01
3.000000
Government Agency Debt
7085000.00
7220068.44
Fannie Mae
2025-08-01
3.000000
Government Agency Debt
6500000.00
6623916.00
Fannie Mae
2027-01-01
4.288000
Government Agency Debt
1000000.00
1067731.66
Fannie Mae
2027-08-01
3.230000
Government Agency Debt
3250000.00
3339568.92
Fannie Mae
2033-03-01
2.335000
Government Agency Debt
24988367.00
536458.26
Fannie Mae
2033-09-01
2.455000
Government Agency Debt
2006.00
56.99
Fannie Mae
2033-10-01
1.737000
Government Agency Debt
6306000.00
612825.12
Fannie Mae
2033-10-01
2.425000
Government Agency Debt
5000000.00
378767.11
Fannie Mae
2034-01-25
0.690500
Government Agency Debt
1020.00
163.16
Fannie Mae
2034-07-01
2.368000
Government Agency Debt
40000000.00
2753653.05
Fannie Mae
2035-04-01
2.460000
Government Agency Debt
25247242.00
2449335.33
Fannie Mae
2035-05-25
3.000000
Government Agency Debt
5000000.00
897284.39
Fannie Mae
2035-05-25
3.500000
Government Agency Debt
5000000.00
911808.84
Fannie Mae
2035-08-01
2.487000
Government Agency Debt
1500000.00
48620.12
Fannie Mae
2035-11-01
2.040000
Government Agency Debt
3208.00
396.74
Fannie Mae
2036-06-01
2.365000
Government Agency Debt
688490.00
68792.88
Fannie Mae
2036-07-01
2.289000
Government Agency Debt
825000.00
128182.17
Fannie Mae
2036-08-25
0.590500
Government Agency Debt
64508000.00
17695196.50
Fannie Mae
2037-12-01
2.353000
Government Agency Debt
3000000.00
540955.55
Fannie Mae
2038-05-01
1.995000
Government Agency Debt
3017.00
96.74
Fannie Mae
2038-06-01
2.559000
Government Agency Debt
5077250.00
444075.90
Fannie Mae
2039-04-01
2.445000
Government Agency Debt
8709.00
471.57
Fannie Mae
2039-05-01
2.445000
Government Agency Debt
1981.00
86.07
Fannie Mae
2039-10-01
2.320000
Government Agency Debt
27500000.00
2919999.20
Fannie Mae
2040-01-25
4.000000
Government Agency Debt
3000001.00
359844.69
Fannie Mae
2040-06-01
2.490000
Government Agency Debt
28115981.00
8168649.92
Fannie Mae
2040-07-01
3.669000
Government Agency Debt
1000000.00
215913.37
Fannie Mae
2040-08-01
2.796000
Government Agency Debt
1000.00
270.46
Fannie Mae
2040-08-01
3.380000
Government Agency Debt
1000000.00
185369.64
Fannie Mae
2040-09-01
3.029000
Government Agency Debt
1000000.00
267388.43
Fannie Mae
2040-09-01
3.724000
Government Agency Debt
1092139.00
188524.71
Fannie Mae
2041-02-25
2.000000
Government Agency Debt
1250000.00
768443.49
Fannie Mae
2041-04-01
2.922000
Government Agency Debt
2000000.00
482561.40
Fannie Mae
2041-04-01
2.965000
Government Agency Debt
2000000.00
415469.61
Fannie Mae
2041-05-01
2.956000
Government Agency Debt
3000000.00
936662.13
Fannie Mae
2041-06-01
2.261000
Government Agency Debt
2000000.00
488888.09
Fannie Mae
2041-06-01
3.284000
Government Agency Debt
3000000.00
984000.93
Fannie Mae
2041-08-01
2.334000
Government Agency Debt
5000000.00
1335234.78
Fannie Mae
2041-09-01
2.387000
Government Agency Debt
2000000.00
408312.32
Fannie Mae
2041-09-25
1.250000
Government Agency Debt
1000000.00
723789.61
Fannie Mae
2041-09-25
2.500000
Government Agency Debt
85481955.00
64669941.95
Fannie Mae
2041-10-01
2.359000
Government Agency Debt
2000000.00
419364.37
Fannie Mae
2041-10-01
2.854000
Government Agency Debt
1000000.00
326888.36
Fannie Mae
2041-10-25
0.399400
Government Agency Debt
1000.00
753.57
Fannie Mae
2041-11-01
2.718000
Government Agency Debt
532316.00
524941.08
Fannie Mae
2041-11-01
2.899000
Government Agency Debt
25810000.00
12189883.04
Fannie Mae
2041-11-25
3.000000
Government Agency Debt
15000000.00
9848760.62
Fannie Mae
2042-01-01
2.219000
Government Agency Debt
1000000.00
226455.33
Fannie Mae
2042-02-01
2.478000
Government Agency Debt
500000.00
130464.04
Fannie Mae
2042-03-01
2.928000
Government Agency Debt
8838498.00
3957703.87
Fannie Mae
2042-04-01
1.983000
Government Agency Debt
750000.00
335668.04
Fannie Mae
2042-05-01
2.087000
Government Agency Debt
3523900.00
1343391.42
Fannie Mae
2042-07-01
2.057900
Government Agency Debt
1000000.00
286859.92
Fannie Mae
2042-10-01
2.135000
Government Agency Debt
500000.00
273503.83
Fannie Mae
2042-10-25
3.000000
Government Agency Debt
61802463.00
47825835.44
Fannie Mae
2042-12-01
1.979000
Government Agency Debt
4000000.00
1923563.33
Fannie Mae
2043-02-01
1.717000
Government Agency Debt
5000000.00
2881336.25
Fannie Mae
2043-02-01
1.739000
Government Agency Debt
5000000.00
2996512.84
Fannie Mae
2043-02-25
1.750000
Government Agency Debt
15000000.00
10861437.76
Fannie Mae
2043-02-25
2.000000
Government Agency Debt
20000000.00
14773140.45
Fannie Mae
2043-02-25
3.500000
Government Agency Debt
13168436.00
9974768.25
Fannie Mae
2043-06-01
1.938000
Government Agency Debt
4400000.00
2884566.98
Fannie Mae
2043-06-01
4.000000
Government Agency Debt
932193.00
957961.01
Fannie Mae
2044-02-01
1.985000
Government Agency Debt
11660618.00
9646150.62
Fannie Mae
2044-04-01
2.253000
Government Agency Debt
15000000.00
10293196.12
Fannie Mae
2044-05-25
5.487500
Government Agency Debt
2508562.00
2386672.49
Fannie Mae
2044-06-01
2.853000
Government Agency Debt
134267.00
113539.05
Fannie Mae
2044-06-01
3.062000
Government Agency Debt
230000.00
219973.10
Fannie Mae
2044-08-01
2.575000
Government Agency Debt
250000.00
203376.48
Fannie Mae
2044-08-01
2.779000
Government Agency Debt
136934.00
118684.08
Fannie Mae
2044-11-01
2.668000
Government Agency Debt
335000.00
308733.98
Fannie Mae
2045-01-01
2.835000
Government Agency Debt
4172799.00
3880247.94
Fannie Mae
2045-01-01
3.084000
Government Agency Debt
10038580.00
9715300.72
Fannie Mae
2045-08-01
2.256000
Government Agency Debt
4489241.00
4708419.21
Fannie Mae
2045-08-01
2.348000
Government Agency Debt
7319763.00
7681615.48
Fannie Mae
2045-08-01
2.437000
Government Agency Debt
8613304.00
9044201.76
Fannie Mae
2045-08-01
2.453000
Government Agency Debt
22151388.00
23261903.53
Fannie Mae
2045-08-01
2.494000
Government Agency Debt
1302000.00
1339772.76
Fannie Mae
2045-08-01
2.697000
Government Agency Debt
21730525.00
22855210.05
Fannie Mae
2045-08-01
2.785000
Government Agency Debt
1942840.00
2015148.30
Fannie Mae
2045-08-01
2.886000
Government Agency Debt
24272775.00
25559547.62
Fannie Mae
2045-08-01
2.920900
Government Agency Debt
1231006.00
1270118.86
Fannie Mae
2045-08-01
2.923000
Government Agency Debt
569150.00
592704.75
Fannie Mae
2045-08-01
2.967900
Government Agency Debt
957714.00
997426.81
Fannie Mae
2045-08-01
2.992900
Government Agency Debt
2049500.00
2116287.23
Fannie Mae
2045-08-01
3.065000
Government Agency Debt
16828927.00
17741122.16
Fannie Mae
2045-08-01
3.113000
Government Agency Debt
33872822.00
35719669.87
Fannie Mae
2045-08-01
3.173000
Government Agency Debt
796919.00
833602.91
Fannie Mae
2045-08-01
4.178000
Government Agency Debt
15228285.00
16166438.73
Fannie Mae
2045-08-25
0.455000
Government Agency Debt
34750000.00
34186324.06
Fannie Mae
2045-09-01
3.006900
Government Agency Debt
3473400.00
3587767.77
Freddie Mac
2021-09-25
4.186500
Government Agency Debt
19.00
19.78
Freddie Mac
2021-12-17
7.750000
Government Agency Debt
5713687.00
118512.81
Freddie Mac
2022-05-17
9.500000
Government Agency Debt
1770.00
12.77
Freddie Mac
2028-11-15
5.000000
Government Agency Debt
1049850.00
204774.74
Freddie Mac
2033-02-15
3.000000
Government Agency Debt
26739556.00
21863402.08
Freddie Mac
2039-01-15
4.000000
Government Agency Debt
6151170.00
6596461.40
Freddie Mac
2039-11-15
2.750000
Government Agency Debt
2601109.00
729311.28
Freddie Mac
2039-11-15
4.000000
Government Agency Debt
21700000.00
23209936.63
Freddie Mac
2040-02-15
4.000000
Government Agency Debt
294184.00
50175.15
Freddie Mac
2040-03-15
2.750000
Government Agency Debt
18000000.00
8455215.33
Freddie Mac
2040-05-15
0.597600
Government Agency Debt
1000.00
576.84
Freddie Mac
2040-11-15
4.000000
Government Agency Debt
9384651.00
9957005.22
Freddie Mac
2041-02-15
4.500000
Government Agency Debt
2500000.00
2792295.00
Freddie Mac
2041-05-15
1.500000
Government Agency Debt
150000.00
112094.97
Freddie Mac
2041-05-15
3.500000
Government Agency Debt
30900000.00
18259043.67
Freddie Mac
2041-08-15
2.250000
Government Agency Debt
25000000.00
18737224.97
Freddie Mac
2041-09-15
3.000000
Government Agency Debt
13712072.00
9026334.33
Freddie Mac
2041-10-15
4.000000
Government Agency Debt
7071000.00
7669385.73
Freddie Mac
2042-01-15
0.587300
Government Agency Debt
1000.00
595.43
Freddie Mac
2042-05-15
2.000000
Government Agency Debt
16500000.00
8353424.59
Freddie Mac
2042-05-15
4.000000
Government Agency Debt
712824.00
780727.85
Freddie Mac
2044-03-15
3.000000
Government Agency Debt
14205000.00
14471752.48
Freddie Mac
2045-02-15
3.500000
Government Agency Debt
23762000.00
24386821.23
Freddie Mac
2045-04-15
2.500000
Government Agency Debt
107021000.00
100524386.59
GNMA
2033-09-20
4.250000
Government Agency Debt
1000.00
165.31
GNMA
2036-06-16
5.000000
Government Agency Debt
1000.00
328.28
GNMA
2036-07-20
5.500000
Government Agency Debt
1003.00
57.44
GNMA
2037-10-20
4.500000
Government Agency Debt
1500000.00
436873.30
GNMA
2037-11-20
3.000000
Government Agency Debt
1000.00
308.09
GNMA
2037-12-20
3.000000
Government Agency Debt
1000.00
314.93
GNMA
2038-05-16
4.000000
Government Agency Debt
1000.00
138.90
GNMA
2038-05-20
4.500000
Government Agency Debt
1000.00
220.28
GNMA
2038-12-20
4.500000
Government Agency Debt
1011.00
311.97
GNMA
2039-02-20
3.000000
Government Agency Debt
1000.00
405.89
GNMA
2039-03-20
3.500000
Government Agency Debt
1000.00
307.19
GNMA
2039-06-16
4.500000
Government Agency Debt
1500002.00
448032.66
GNMA
2039-11-20
4.000000
Government Agency Debt
1000.00
436.87
GNMA
2040-02-16
3.000000
Government Agency Debt
19733888.00
17216361.38
GNMA
2042-07-20
3.000000
Government Agency Debt
18425000.00
14787462.33
GNMA
2044-02-20
3.000000
Government Agency Debt
15794313.00
15740550.26
GNMA
2044-08-20
4.500000
Government Agency Debt
21221640.00
19908252.80
GNMA
2044-09-20
2.000000
Government Agency Debt
8000000.00
7638468.88
GNMA
2045-03-20
3.500000
Government Agency Debt
13057000.00
13399363.24
GNMA
2045-04-20
3.000000
Government Agency Debt
990682.00
975456.21
GNMA
2045-04-20
3.500000
Government Agency Debt
8468000.00
8774902.90
GNMA
2045-05-20
1.102700
Government Agency Debt
16161620.00
14650156.44
GNMA
2045-05-20
2.500000
Government Agency Debt
4000.00
3732.41
GNMA
2045-06-20
3.000000
Government Agency Debt
2477738.00
2435001.97
GNMA
2045-08-16
3.000000
Government Agency Debt
97261000.00
99453457.46
First Tier Security
N/A
N/A
2015-09-04
2015-09-04
N
N
N
1000000000.00
1000000000.00
0.0425
N
999986900.00
999986900.00
Barclays Capital, Inc
Barclays Capital, Inc 0.120000%
992JYM004_0.1200_M150904_2M52
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-05-31
1.750000
Treasury Debt
12300.00
12482.40
United States Treasury Department
2016-07-15
0.625000
Treasury Debt
17492000.00
17541488.96
United States Treasury Department
2016-08-15
4.875000
Treasury Debt
2267000.00
2367798.90
United States Treasury Department
2016-09-30
0.500000
Treasury Debt
548500.00
549989.27
United States Treasury Department
2016-10-15
0.625000
Treasury Debt
250000.00
251034.14
United States Treasury Department
2016-10-31
0.103000
Treasury Debt
17437300.00
17438500.57
United States Treasury Department
2016-11-30
0.500000
Treasury Debt
64600.00
64661.04
United States Treasury Department
2016-12-31
0.625000
Treasury Debt
3225000.00
3231420.94
United States Treasury Department
2016-12-31
0.875000
Treasury Debt
22323000.00
22450088.96
United States Treasury Department
2017-02-28
0.500000
Treasury Debt
12900.00
12881.29
United States Treasury Department
2017-06-15
0.875000
Treasury Debt
80118000.00
80534681.46
United States Treasury Department
2017-11-15
0.875000
Treasury Debt
18306800.00
18366259.29
United States Treasury Department
2017-12-31
0.750000
Treasury Debt
2900300.00
2894901.34
United States Treasury Department
2018-02-28
0.750000
Treasury Debt
87343500.00
86947746.60
United States Treasury Department
2018-03-15
1.000000
Treasury Debt
1217600.00
1224993.74
United States Treasury Department
2018-03-31
0.750000
Treasury Debt
1500000.00
1496572.87
United States Treasury Department
2018-04-30
0.625000
Treasury Debt
9005000.00
8939389.52
United States Treasury Department
2018-06-30
1.375000
Treasury Debt
20100.00
20345.15
United States Treasury Department
2018-07-31
1.375000
Treasury Debt
7401000.00
7477957.73
United States Treasury Department
2019-01-31
1.250000
Treasury Debt
27653000.00
27722491.69
United States Treasury Department
2019-07-31
1.625000
Treasury Debt
246967500.00
249999985.75
United States Treasury Department
2019-10-31
1.250000
Treasury Debt
151600.00
151333.33
United States Treasury Department
2020-02-29
1.250000
Treasury Debt
3158400.00
3126816.00
United States Treasury Department
2020-02-29
1.375000
Treasury Debt
4653900.00
4640077.92
United States Treasury Department
2020-05-31
1.500000
Treasury Debt
2030900.00
2039776.03
United States Treasury Department
2020-08-15
2.625000
Treasury Debt
2502000.00
2629955.54
United States Treasury Department
2020-11-15
2.625000
Treasury Debt
51342700.00
54273279.93
United States Treasury Department
2021-08-15
2.125000
Treasury Debt
39988300.00
40800019.02
United States Treasury Department
2021-12-31
2.125000
Treasury Debt
2475700.00
2525263.92
United States Treasury Department
2022-01-31
1.500000
Treasury Debt
1692400.00
1657187.23
United States Treasury Department
2022-06-30
2.125000
Treasury Debt
612.00
623.32
United States Treasury Department
2022-08-31
1.875000
Treasury Debt
91199000.00
90956775.46
United States Treasury Department
2025-05-15
2.125000
Treasury Debt
400.00
399.91
United States Treasury Department
2041-02-15
4.750000
Treasury Debt
1817700.00
2452821.13
First Tier Security
N/A
N/A
2015-09-04
2015-09-04
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
740000000.00
740000000.00
0.0314
N
739990306.00
739990306.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.090000%
977BXL003_0.0900_M150904_2M52
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2015-09-09
1.875000
Government Agency Debt
17000.00
17158.75
Fannie Mae
2016-11-15
1.375000
Government Agency Debt
13000.00
13170.93
Fannie Mae
2017-12-01
6.000000
Government Agency Debt
1139376.00
22837.76
Fannie Mae
2018-03-01
6.000000
Government Agency Debt
1745831.00
6817.91
Fannie Mae
2019-03-01
6.000000
Government Agency Debt
1000.00
93.08
Fannie Mae
2019-07-25
4.287000
Government Agency Debt
76424.00
72717.37
Fannie Mae
2023-08-01
5.000000
Government Agency Debt
2743.00
159.07
Fannie Mae
2024-08-01
8.000000
Government Agency Debt
2306.00
6.96
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
1000.00
412.16
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
1000.00
324.99
Fannie Mae
2025-12-01
6.690000
Government Agency Debt
6791.00
259.88
Fannie Mae
2026-04-01
4.000000
Government Agency Debt
1000.00
287.01
Fannie Mae
2026-04-01
7.000000
Government Agency Debt
687003.00
4722.48
Fannie Mae
2027-06-01
2.500000
Government Agency Debt
4136077.00
2878021.59
Fannie Mae
2029-03-01
6.500000
Government Agency Debt
1000.00
30.67
Fannie Mae
2029-04-01
4.000000
Government Agency Debt
367337.00
363816.91
Fannie Mae
2029-12-01
6.300000
Government Agency Debt
1002.00
13.50
Fannie Mae
2029-12-01
7.500000
Government Agency Debt
1050.00
16.71
Fannie Mae
2030-01-01
3.500000
Government Agency Debt
927200.00
916089.14
Fannie Mae
2030-02-01
3.000000
Government Agency Debt
21873920.00
20926663.31
Fannie Mae
2030-07-01
3.000000
Government Agency Debt
67317.00
69549.15
Fannie Mae
2030-12-01
4.000000
Government Agency Debt
1000.00
422.86
Fannie Mae
2031-01-01
4.000000
Government Agency Debt
1600.00
817.08
Fannie Mae
2031-04-01
3.500000
Government Agency Debt
267000.00
132054.90
Fannie Mae
2031-06-01
7.000000
Government Agency Debt
1888.00
16.40
Fannie Mae
2032-04-01
4.000000
Government Agency Debt
1523110.00
1333330.44
Fannie Mae
2032-04-01
8.000000
Government Agency Debt
1000.00
26.40
Fannie Mae
2032-06-01
3.500000
Government Agency Debt
935072.00
681359.95
Fannie Mae
2032-07-01
3.000000
Government Agency Debt
16057130.00
11459353.58
Fannie Mae
2033-07-01
5.500000
Government Agency Debt
2019.00
84.16
Fannie Mae
2033-12-01
3.500000
Government Agency Debt
96446.00
78533.03
Fannie Mae
2036-05-01
5.000000
Government Agency Debt
1000.00
272.53
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
4071345.00
577738.97
Fannie Mae
2039-06-01
4.500000
Government Agency Debt
1000.00
161.03
Fannie Mae
2039-09-25
3.000000
Government Agency Debt
13852232.00
12476137.16
Fannie Mae
2039-12-01
4.500000
Government Agency Debt
345100.00
165517.54
Fannie Mae
2040-06-25
0.929400
Government Agency Debt
1000.00
174.98
Fannie Mae
2040-11-25
0.699400
Government Agency Debt
1000.00
156.69
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
5290.00
2713.36
Fannie Mae
2041-12-25
2.500000
Government Agency Debt
1220.00
856.36
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
38638.00
33659.16
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
1600.00
1147.71
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
38900.00
33915.31
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
14907600.00
13235599.23
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
1397.00
1089.80
Fannie Mae
2043-05-01
2.398000
Government Agency Debt
3062372.00
2658922.12
Fannie Mae
2043-07-01
3.000000
Government Agency Debt
93.00
83.03
Fannie Mae
2044-04-01
4.000000
Government Agency Debt
5400.00
5128.07
Fannie Mae
2045-06-01
2.330000
Government Agency Debt
8283300.00
8409302.77
Fannie Mae
2045-06-01
4.000000
Government Agency Debt
903524.00
977920.92
Fannie Mae
2045-07-25
3.500000
Government Agency Debt
1000.00
1036.11
Fannie Mae
2045-08-01
3.500000
Government Agency Debt
6131080.00
6376750.92
FHDN 09/11/15
2015-09-11
0.00
Government Agency Debt
14747000.00
14746852.53
Freddie Mac
2019-07-01
4.000000
Government Agency Debt
9710918.00
566193.07
Freddie Mac
2021-07-01
6.000000
Government Agency Debt
1794.00
73.18
Freddie Mac
2029-04-11
4.000000
Government Agency Debt
5440000.00
5667531.02
Freddie Mac
2029-05-01
3.000000
Government Agency Debt
79793.00
70936.43
Freddie Mac
2034-07-01
5.000000
Government Agency Debt
480453.00
25202.51
Freddie Mac
2035-08-01
4.500000
Government Agency Debt
1088906.00
118777.54
Freddie Mac
2038-03-15
3.000000
Government Agency Debt
262063.00
260926.43
Freddie Mac
2038-06-20
5.000000
Government Agency Debt
1000.00
122.12
Freddie Mac
2040-07-20
5.000000
Government Agency Debt
1000.00
353.29
Freddie Mac
2040-10-15
0.484000
Government Agency Debt
1016.00
980.68
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
7809.00
4245.49
Freddie Mac
2041-02-01
4.000000
Government Agency Debt
1097999.00
484551.94
Freddie Mac
2041-10-20
4.000000
Government Agency Debt
1649.00
763.53
Freddie Mac
2042-07-01
4.000000
Government Agency Debt
180060.00
156613.67
Freddie Mac
2042-09-01
3.000000
Government Agency Debt
4055616.00
3127242.07
Freddie Mac
2042-10-01
3.000000
Government Agency Debt
1686900.00
1427197.48
Freddie Mac
2043-08-15
0.687300
Government Agency Debt
1001.00
841.66
Freddie Mac
2043-09-01
4.000000
Government Agency Debt
4153879.00
3562789.78
Freddie Mac
2044-07-01
3.500000
Government Agency Debt
12634441.00
11907254.81
Freddie Mac
2044-10-15
3.000000
Government Agency Debt
1000.00
970.62
Freddie Mac
2044-11-01
4.000000
Government Agency Debt
1006252.00
1028529.39
Freddie Mac
2045-02-01
3.500000
Government Agency Debt
31100895.00
30677627.41
Freddie Mac
2045-04-01
3.000000
Government Agency Debt
1087068.00
1088180.98
Freddie Mac
2045-04-01
3.500000
Government Agency Debt
1032880.00
1080687.02
Freddie Mac
2045-05-01
4.000000
Government Agency Debt
1580811.00
1704345.43
Freddie Mac
2045-06-01
3.500000
Government Agency Debt
1004.00
1047.85
Freddie Mac
2045-06-01
4.000000
Government Agency Debt
14297948.00
15191301.85
Freddie Mac
2045-07-01
3.500000
Government Agency Debt
956802.00
995857.54
GNMA
2024-09-15
4.000000
Government Agency Debt
1000.00
297.66
GNMA
2028-06-15
3.000000
Government Agency Debt
1000.00
836.38
GNMA
2031-04-15
7.000000
Government Agency Debt
72295.00
878.19
GNMA
2035-06-20
4.500000
Government Agency Debt
133.00
27.74
GNMA
2037-10-20
3.000000
Government Agency Debt
962698.00
316250.55
GNMA
2037-11-15
6.000000
Government Agency Debt
1004.00
91.34
GNMA
2038-02-16
0.707000
Government Agency Debt
2060326.00
491393.96
GNMA
2038-03-15
5.500000
Government Agency Debt
91000.00
4348.86
GNMA
2038-10-15
6.000000
Government Agency Debt
1041.00
94.96
GNMA
2039-01-15
5.000000
Government Agency Debt
38448.00
879.36
GNMA
2039-04-15
4.500000
Government Agency Debt
1000.00
320.40
GNMA
2039-04-15
5.000000
Government Agency Debt
1000.00
155.92
GNMA
2039-05-15
5.000000
Government Agency Debt
1000.00
434.55
GNMA
2039-07-20
6.403000
Government Agency Debt
1145035.00
1239990.55
GNMA
2039-08-20
6.254000
Government Agency Debt
179104.00
160536.52
GNMA
2039-11-15
4.500000
Government Agency Debt
1000.00
446.11
GNMA
2039-12-15
5.000000
Government Agency Debt
2000.00
1879.31
GNMA
2040-01-15
4.500000
Government Agency Debt
1000.00
643.48
GNMA
2040-05-15
4.500000
Government Agency Debt
1000.00
394.99
GNMA
2040-06-15
4.000000
Government Agency Debt
232000.00
95067.05
GNMA
2040-06-15
5.000000
Government Agency Debt
1000.00
495.84
GNMA
2040-06-15
5.000000
Government Agency Debt
1000.00
173.50
GNMA
2040-08-15
4.000000
Government Agency Debt
1233.00
1132.18
GNMA
2040-10-15
4.500000
Government Agency Debt
1101.00
498.53
GNMA
2040-12-15
4.000000
Government Agency Debt
28206.00
13135.17
GNMA
2041-03-20
4.500000
Government Agency Debt
1001.00
391.75
GNMA
2041-06-15
4.000000
Government Agency Debt
29736.00
751.19
GNMA
2041-06-15
4.500000
Government Agency Debt
1000.00
217.65
GNMA
2041-07-15
4.000000
Government Agency Debt
6361.00
2909.81
GNMA
2041-07-15
4.500000
Government Agency Debt
1001.00
691.84
GNMA
2041-09-15
4.000000
Government Agency Debt
9259.00
4819.97
GNMA
2041-10-15
4.500000
Government Agency Debt
7795.00
1425.90
GNMA
2041-11-20
4.000000
Government Agency Debt
6931712.00
3289333.08
GNMA
2042-03-20
1.750000
Government Agency Debt
1000.00
320.85
GNMA
2043-08-15
4.000000
Government Agency Debt
3470.00
3366.90
GNMA
2043-11-15
4.000000
Government Agency Debt
2050.00
1711.47
GNMA
2043-12-15
4.000000
Government Agency Debt
1000.00
1037.56
GNMA
2044-03-15
4.000000
Government Agency Debt
5930.00
3507.22
GNMA
2044-03-15
4.000000
Government Agency Debt
1000.00
755.38
GNMA
2044-08-20
4.500000
Government Agency Debt
1990.00
2157.42
GNMA
2044-08-20
4.500000
Government Agency Debt
1000.00
729.97
GNMA
2044-10-20
7.222000
Government Agency Debt
1000.00
1034.40
GNMA
2045-02-15
4.000000
Government Agency Debt
534346.00
565658.17
GNMA
2045-02-20
4.000000
Government Agency Debt
4245.00
4212.83
GNMA
2045-03-15
4.000000
Government Agency Debt
2860.00
3036.43
GNMA
2045-05-15
4.000000
Government Agency Debt
1814168.00
1931004.07
GNMA
2045-05-20
3.000000
Government Agency Debt
41992.00
42674.65
GNMA
2045-06-15
4.000000
Government Agency Debt
2173525.00
2317419.40
GNMA
2045-06-15
4.000000
Government Agency Debt
1000.00
1066.62
GNMA
2045-06-15
4.000000
Government Agency Debt
1000.00
1066.41
GNMA
2045-07-20
4.500000
Government Agency Debt
1443091.00
1571298.04
GNMA
2045-08-20
3.500000
Government Agency Debt
340492.00
356588.99
GNMA
2045-08-20
3.500000
Government Agency Debt
1001.00
1056.40
United States Treasury Department
2016-04-15
0.125000
Treasury Debt
4634200.00
4957879.52
United States Treasury Department
2017-04-30
0.179000
Treasury Debt
10005400.00
10005769.54
United States Treasury Department
2018-02-15
1.000000
Treasury Debt
690900.00
692495.83
First Tier Security
N/A
N/A
2015-09-04
2015-09-04
N
N
N
200000000.00
200000000.00
0.0085
N
199997040.00
199997040.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.120000%
987WVU007_0.1200_M150901_2M52
0001197610
Treasury Repurchase Agreement
Y
5 1/4 BOND 28
2028-11-15
5.250000
Treasury Debt
100.00
133.76
United States Treasury Department
2015-09-03
0.00
Treasury Debt
400.00
400.00
United States Treasury Department
2015-10-01
0.00
Treasury Debt
2583000.00
2582948.34
United States Treasury Department
2015-11-15
4.500000
Treasury Debt
1000.00
1022.11
United States Treasury Department
2016-02-15
9.250000
Treasury Debt
1800.00
1879.80
United States Treasury Department
2016-03-03
0.00
Treasury Debt
2700.00
2696.90
United States Treasury Department
2016-03-31
2.250000
Treasury Debt
100.00
102.07
United States Treasury Department
2016-06-30
0.500000
Treasury Debt
226500.00
226946.75
United States Treasury Department
2016-07-31
3.250000
Treasury Debt
100.00
102.86
United States Treasury Department
2016-09-30
0.500000
Treasury Debt
100.00
100.27
United States Treasury Department
2016-09-30
1.000000
Treasury Debt
40229300.00
40636353.25
United States Treasury Department
2016-11-15
4.625000
Treasury Debt
11.00
11.69
United States Treasury Department
2016-11-15
7.500000
Treasury Debt
300.00
331.49
United States Treasury Department
2017-06-15
0.875000
Treasury Debt
400.00
402.08
United States Treasury Department
2017-06-30
0.625000
Treasury Debt
4709700.00
4709431.50
United States Treasury Department
2017-08-15
8.875000
Treasury Debt
100.00
116.18
United States Treasury Department
2018-03-31
2.875000
Treasury Debt
100.00
106.11
United States Treasury Department
2018-04-30
0.625000
Treasury Debt
3884900.00
3856594.60
United States Treasury Department
2018-11-30
1.250000
Treasury Debt
11030600.00
11098008.84
United States Treasury Department
2019-05-31
1.500000
Treasury Debt
25000000.00
25281762.30
United States Treasury Department
2020-02-15
8.500000
Treasury Debt
100.00
130.84
United States Treasury Department
2020-08-15
8.750000
Treasury Debt
1700.00
2290.84
United States Treasury Department
2020-08-31
2.125000
Treasury Debt
6134600.00
6297553.38
United States Treasury Department
2020-10-31
1.750000
Treasury Debt
200.00
202.51
United States Treasury Department
2025-07-15
0.375000
Treasury Debt
16850000.00
16632633.15
United States Treasury Department
2025-08-15
6.875000
Treasury Debt
310.00
442.34
United States Treasury Department
2027-02-15
6.625000
Treasury Debt
100.00
144.24
United States Treasury Department
2029-02-15
5.250000
Treasury Debt
200.00
265.18
United States Treasury Department
2044-05-15
3.375000
Treasury Debt
84214000.00
92666886.88
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
200000000.00
200000000.00
0.0085
N
200000000.00
200000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.140000%
987WVU007_0.1400_M150901_2M52
0001197610
Government Agency Repurchase Agreement
Y
0.75 FHLB 17 KE
2017-09-08
0.750000
Government Agency Debt
2900000.00
2902825.08
Fannie Mae
2016-03-01
4.500000
Government Agency Debt
457322.00
3035.01
Fannie Mae
2016-04-01
5.000000
Government Agency Debt
2513971.00
16877.40
Fannie Mae
2016-11-01
5.500000
Government Agency Debt
8950998.00
66412.85
Fannie Mae
2017-04-01
5.000000
Government Agency Debt
1277288.00
30762.96
Fannie Mae
2017-11-01
6.000000
Government Agency Debt
1084270.00
8248.23
Fannie Mae
2018-01-25
0.520500
Government Agency Debt
39057.00
23152.26
Fannie Mae
2018-01-25
1.500000
Government Agency Debt
1540.00
915.67
Fannie Mae
2018-04-01
4.500000
Government Agency Debt
1172267.00
33208.89
Fannie Mae
2018-05-01
4.500000
Government Agency Debt
4385720.00
145472.06
Fannie Mae
2018-06-01
5.000000
Government Agency Debt
3107910.00
176551.67
Fannie Mae
2018-08-01
5.000000
Government Agency Debt
750000.00
37596.64
Fannie Mae
2018-12-01
6.000000
Government Agency Debt
1286959.00
5134.37
Fannie Mae
2019-04-01
5.500000
Government Agency Debt
199537.00
13941.21
Fannie Mae
2019-06-01
4.000000
Government Agency Debt
12118.00
925.86
Fannie Mae
2020-04-01
4.500000
Government Agency Debt
134651.00
7466.74
Fannie Mae
2020-06-01
3.500000
Government Agency Debt
3487458.00
655659.28
Fannie Mae
2021-08-01
3.000000
Government Agency Debt
983139.00
278497.64
Fannie Mae
2021-08-01
3.000000
Government Agency Debt
46810.00
12709.47
Fannie Mae
2024-05-01
6.000000
Government Agency Debt
1200000.00
73816.79
Fannie Mae
2024-06-01
3.500000
Government Agency Debt
7798344.00
6577807.55
Fannie Mae
2025-01-01
4.000000
Government Agency Debt
5000000.00
939638.28
Fannie Mae
2025-07-01
2.500000
Government Agency Debt
43486611.00
43913947.02
Fannie Mae
2025-07-01
3.000000
Government Agency Debt
1945165.00
2002551.05
Fannie Mae
2025-09-01
5.000000
Government Agency Debt
1052593.00
88189.67
Fannie Mae
2025-11-01
4.500000
Government Agency Debt
483731.00
41100.13
Fannie Mae
2026-03-01
4.500000
Government Agency Debt
11378803.00
5310029.16
Fannie Mae
2026-07-01
3.500000
Government Agency Debt
303167.00
129923.08
Fannie Mae
2026-09-01
3.500000
Government Agency Debt
198124.00
67000.35
Fannie Mae
2026-09-01
6.500000
Government Agency Debt
600738.00
45249.50
Fannie Mae
2026-11-01
3.500000
Government Agency Debt
1026368.00
671611.64
Fannie Mae
2026-12-01
6.500000
Government Agency Debt
1225000.00
207778.30
Fannie Mae
2027-07-01
5.500000
Government Agency Debt
218935.00
14084.86
Fannie Mae
2028-09-01
2.500000
Government Agency Debt
6528040.00
5756421.42
Fannie Mae
2028-09-01
3.000000
Government Agency Debt
4531976.00
3179667.96
Fannie Mae
2028-09-01
3.500000
Government Agency Debt
555257.00
473158.82
Fannie Mae
2028-12-01
6.500000
Government Agency Debt
315773.00
7056.94
Fannie Mae
2029-01-01
5.500000
Government Agency Debt
734575.00
42733.94
Fannie Mae
2029-03-01
3.000000
Government Agency Debt
30279271.00
26433794.76
Fannie Mae
2029-07-01
3.000000
Government Agency Debt
748321.00
642486.84
Fannie Mae
2029-09-01
3.000000
Government Agency Debt
6243.00
5966.44
Fannie Mae
2029-11-01
3.000000
Government Agency Debt
9824279.00
9406755.59
Fannie Mae
2032-01-01
4.000000
Government Agency Debt
1072000.00
766634.47
Fannie Mae
2032-05-01
3.500000
Government Agency Debt
800000.00
540200.97
Fannie Mae
2032-06-01
4.500000
Government Agency Debt
1546100.00
686900.66
Fannie Mae
2033-03-01
5.500000
Government Agency Debt
3309470.00
526747.61
Fannie Mae
2033-06-01
5.500000
Government Agency Debt
1191736.00
50231.51
Fannie Mae
2033-09-01
3.000000
Government Agency Debt
271020.00
260333.91
Fannie Mae
2035-03-01
3.500000
Government Agency Debt
720520.00
749907.54
Fannie Mae
2035-12-01
5.500000
Government Agency Debt
724568.00
53303.25
Fannie Mae
2037-08-01
6.000000
Government Agency Debt
525000.00
21582.06
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
740793.00
58274.48
Fannie Mae
2038-03-01
4.500000
Government Agency Debt
2768120.00
2558879.17
Fannie Mae
2038-06-01
6.000000
Government Agency Debt
2181488.00
567993.46
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
1020.00
43.06
Fannie Mae
2038-11-01
6.000000
Government Agency Debt
1004.00
89.70
Fannie Mae
2039-09-25
3.000000
Government Agency Debt
1349566.00
1215498.74
Fannie Mae
2040-02-01
4.500000
Government Agency Debt
26000.00
7480.99
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
230000.00
90708.75
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
255000.00
164319.97
Fannie Mae
2040-10-25
0.599400
Government Agency Debt
248921.00
44069.96
Fannie Mae
2040-11-25
0.699400
Government Agency Debt
521679.00
81740.54
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
249000.00
160369.62
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
385937.00
197938.90
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
232373.00
106340.06
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
530000.00
193397.48
Fannie Mae
2041-07-01
5.500000
Government Agency Debt
3199399.00
455748.22
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
924037.00
642623.10
Fannie Mae
2041-09-01
5.500000
Government Agency Debt
29008.00
23074.87
Fannie Mae
2041-11-01
2.707000
Government Agency Debt
553536.00
186073.57
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
11038800.00
4785702.84
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
1598000.00
1277233.95
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
1881354.00
1471752.52
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
10743101.00
8207688.35
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
1930912.00
1500845.96
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
3783168.00
2358082.04
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
39764.00
32174.65
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
3082870.00
2524700.74
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
41750.00
34958.43
Fannie Mae
2042-12-01
2.500000
Government Agency Debt
58809.00
48029.83
Fannie Mae
2043-01-01
3.000000
Government Agency Debt
1098615.00
946685.50
Fannie Mae
2043-01-01
3.000000
Government Agency Debt
936498.00
752878.19
Fannie Mae
2043-02-01
3.500000
Government Agency Debt
176000.00
151984.01
Fannie Mae
2043-03-01
2.500000
Government Agency Debt
5150699.00
4420340.73
Fannie Mae
2043-04-01
3.000000
Government Agency Debt
26440.00
23370.95
Fannie Mae
2043-05-01
4.000000
Government Agency Debt
3399604.00
2437138.89
Fannie Mae
2043-06-01
2.278000
Government Agency Debt
1391711.00
1092047.08
Fannie Mae
2043-07-01
3.000000
Government Agency Debt
90.00
80.35
Fannie Mae
2043-09-01
4.500000
Government Agency Debt
1613836.00
1308309.47
Fannie Mae
2043-09-01
5.000000
Government Agency Debt
511746.00
288156.74
Fannie Mae
2043-10-01
4.000000
Government Agency Debt
50222.00
45586.63
Fannie Mae
2044-01-01
4.500000
Government Agency Debt
1018.00
1056.36
Fannie Mae
2044-02-01
5.000000
Government Agency Debt
1085350.00
1181561.01
Fannie Mae
2044-09-01
4.000000
Government Agency Debt
1146097.00
1152988.30
Fannie Mae
2044-09-25
3.500000
Government Agency Debt
1715.00
1720.86
Fannie Mae
2045-01-01
4.000000
Government Agency Debt
2788626.00
2773656.59
Fannie Mae
2045-01-01
4.000000
Government Agency Debt
727522.00
720012.91
Fannie Mae
2045-02-01
3.500000
Government Agency Debt
742600.00
749486.26
Fannie Mae
2045-03-25
2.500000
Government Agency Debt
1047400.00
1048715.67
Fannie Mae
2045-04-01
3.128000
Government Agency Debt
2951000.00
2809856.30
Fannie Mae
2045-04-01
3.500000
Government Agency Debt
202880.00
205976.08
Fannie Mae
2045-05-01
3.500000
Government Agency Debt
2539392.00
2615892.01
Fannie Mae
2045-05-01
3.500000
Government Agency Debt
1332026.00
1395115.92
Fannie Mae
2045-06-01
3.500000
Government Agency Debt
3038742.00
3193782.04
Fannie Mae
2045-07-01
3.500000
Government Agency Debt
796871.00
831168.60
Fannie Mae
2045-09-01
3.500000
Government Agency Debt
988801.00
1030274.94
Farm Federal Credit Bank
2016-03-31
0.166800
Government Agency Debt
1291000.00
1291448.21
Farm Federal Credit Bank
2018-05-14
0.270000
Government Agency Debt
2044000.00
2041848.69
Freddie Mac
2017-01-27
0.500000
Government Agency Debt
2167000.00
2165162.87
Freddie Mac
2019-10-01
5.500000
Government Agency Debt
1060820.00
41834.70
Freddie Mac
2020-12-01
4.000000
Government Agency Debt
2717.00
158.00
Freddie Mac
2023-01-01
5.000000
Government Agency Debt
1743.00
62.06
Freddie Mac
2023-08-01
5.000000
Government Agency Debt
1000.00
61.02
Freddie Mac
2025-11-01
3.500000
Government Agency Debt
3578.00
908.23
Freddie Mac
2026-03-01
4.500000
Government Agency Debt
32245.00
7852.29
Freddie Mac
2027-03-01
3.000000
Government Agency Debt
9500000.00
5587235.27
Freddie Mac
2027-07-01
6.000000
Government Agency Debt
998999.00
90272.30
Freddie Mac
2027-10-01
6.000000
Government Agency Debt
300000.00
25443.97
Freddie Mac
2027-11-01
2.500000
Government Agency Debt
847963.00
675149.73
Freddie Mac
2027-12-01
6.000000
Government Agency Debt
1157.00
80.20
Freddie Mac
2032-03-01
7.000000
Government Agency Debt
68812.00
906.75
Freddie Mac
2033-08-20
4.500000
Government Agency Debt
33846.00
4922.93
Freddie Mac
2034-04-01
5.500000
Government Agency Debt
1808.00
60.57
Freddie Mac
2034-07-01
3.500000
Government Agency Debt
1482710.00
1337275.14
Freddie Mac
2035-10-15
5.500000
Government Agency Debt
2313480.00
2617064.87
Freddie Mac
2037-03-01
5.500000
Government Agency Debt
659661.00
65392.13
Freddie Mac
2037-04-01
5.500000
Government Agency Debt
10320.00
608.20
Freddie Mac
2038-03-15
3.000000
Government Agency Debt
1000.00
995.66
Freddie Mac
2038-06-01
5.500000
Government Agency Debt
1792.00
40.54
Freddie Mac
2039-04-01
5.000000
Government Agency Debt
4826460.00
304219.44
Freddie Mac
2040-04-01
6.000000
Government Agency Debt
25835.00
8600.97
Freddie Mac
2040-08-01
5.000000
Government Agency Debt
2500000.00
802312.59
Freddie Mac
2040-10-15
0.484000
Government Agency Debt
3087928.00
2980573.93
Freddie Mac
2041-06-15
0.757300
Government Agency Debt
48772220.00
10819816.79
Freddie Mac
2041-10-20
4.000000
Government Agency Debt
10009744.00
4634767.83
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
48214.00
26038.32
Freddie Mac
2042-01-01
3.500000
Government Agency Debt
3019062.00
1704293.23
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
1885000.00
1230148.04
Freddie Mac
2042-07-01
4.000000
Government Agency Debt
5030720.00
4445420.01
Freddie Mac
2043-01-01
3.000000
Government Agency Debt
681818.00
596281.18
Freddie Mac
2043-06-01
4.000000
Government Agency Debt
100000.00
91931.77
Freddie Mac
2043-08-01
3.500000
Government Agency Debt
21208.00
18258.73
Freddie Mac
2043-08-15
0.687300
Government Agency Debt
1541614.00
1296220.62
Freddie Mac
2043-11-01
4.500000
Government Agency Debt
2327206.00
2013790.96
Freddie Mac
2043-12-15
3.000000
Government Agency Debt
2648236.00
2642373.12
Freddie Mac
2043-12-15
3.500000
Government Agency Debt
1000.00
1021.86
Freddie Mac
2044-04-01
4.500000
Government Agency Debt
168265.00
174409.79
Freddie Mac
2044-08-01
4.000000
Government Agency Debt
45026.00
44458.93
Freddie Mac
2044-10-15
3.000000
Government Agency Debt
8864264.00
8603814.81
Freddie Mac
2044-11-01
4.000000
Government Agency Debt
1706914.00
1744703.33
Freddie Mac
2045-01-01
4.000000
Government Agency Debt
2684180.00
2749089.20
Freddie Mac
2045-02-01
4.000000
Government Agency Debt
5352290.00
5173090.52
Freddie Mac
2045-04-15
3.000000
Government Agency Debt
4898632.00
4777287.99
Freddie Mac
2045-07-01
3.500000
Government Agency Debt
134141.00
139126.02
GNMA
2038-02-16
0.707000
Government Agency Debt
285348.00
68056.36
GNMA
2038-03-20
0.882700
Government Agency Debt
8952544.00
745659.12
GNMA
2038-06-15
5.500000
Government Agency Debt
11181632.00
640291.53
GNMA
2039-07-15
5.000000
Government Agency Debt
5449638.00
1047353.48
GNMA
2040-03-20
1.750000
Government Agency Debt
1002.00
379.62
GNMA
2041-01-20
1.750000
Government Agency Debt
1000.00
412.65
GNMA
2041-09-20
1.625000
Government Agency Debt
1280232.00
460327.41
GNMA
2041-11-20
2.000000
Government Agency Debt
1479.00
252.72
GNMA
2042-07-20
2.000000
Government Agency Debt
677866.00
309084.59
GNMA
2043-08-15
4.000000
Government Agency Debt
55734656.00
34900186.24
GNMA
2043-09-15
4.000000
Government Agency Debt
9984922.00
6100749.02
GNMA
2044-10-15
4.000000
Government Agency Debt
1960620.00
1695683.65
GNMA
2045-05-20
3.000000
Government Agency Debt
1381010.00
1325817.94
GNMA
2045-05-20
3.000000
Government Agency Debt
678583.00
689614.43
GNMA
2045-05-20
3.000000
Government Agency Debt
496000.00
504063.26
GNMA
2045-05-20
3.000000
Government Agency Debt
247310.00
251330.41
GNMA
2045-05-20
3.000000
Government Agency Debt
1000.00
1016.26
GNMA
2045-06-15
4.000000
Government Agency Debt
2113784.00
2264718.00
GNMA
2045-07-20
3.500000
Government Agency Debt
53139.00
55541.09
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
289000000.00
289000000.00
0.0123
N
289000000.00
289000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.130000%
22799D001_0.1300_M150901_2M52
0001230485
Treasury Repurchase Agreement
Y
United States Treasury Department
2025-02-15
2.000000
Treasury Debt
31980000.00
31479542.41
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
30858793.00
30858793.00
0.0013
N
30858793.00
30858793.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.140000%
21599B009_0.1400_M150901_2M52
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-11-25
1.920000
Government Agency Debt
45807000.00
46191778.80
Freddie Mac
2017-02-22
0.875000
Government Agency Debt
18619000.00
18698293.67
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
63000000.00
63000000.00
0.0027
N
63000000.00
63000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.140000%
99ETSZ007_0.1400_M150907_2M52
0001074042
Government Agency Repurchase Agreement
Y
Farm Federal Credit Bank
2015-11-27
0.210000
Government Agency Debt
25000000.00
25013708.33
Farm Federal Credit Bank
2016-01-26
0.330000
Government Agency Debt
25000000.00
25012520.83
Farm Federal Credit Bank
2018-01-22
0.940000
Government Agency Debt
23098000.00
23035365.92
Farm Federal Credit Bank
2019-07-22
1.720000
Government Agency Debt
30000000.00
30022300.00
Federal Home Loan Bank
2015-09-09
0.00
Government Agency Debt
27400000.00
27399726.00
Freddie Mac
2017-06-29
1.000000
Government Agency Debt
30748000.00
30916874.85
Freddie Mac
2037-05-04
0.00
Government Agency Debt
84850000.00
25276815.00
GNMA
2027-10-08
6.030000
Government Agency Debt
43944000.00
29623089.84
First Tier Security
N/A
N/A
2015-09-07
2015-09-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
210000000.00
210000000.00
0.0089
N
210000000.00
210000000.00
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
249988263.90
0.0106
N
249999750.00
249999750.00
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
20084815.54
0.0009
N
20086939.74
20086939.74
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
299903166.66
0.0127
N
299907900.00
299907900.00
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
49981041.67
0.0021
N
49981550.00
49981550.00
Fannie Mae
Fannie Mae 0.150000%
313588QV0
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-12-22
2015-12-22
N
N
N
550000000.00
549743333.37
0.0233
N
549750300.00
549750300.00
Fannie Mae
Fannie Mae 0.220000%
313588RK3
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
250000000.00
249807500.00
0.0106
N
249819750.00
249819750.00
Fannie Mae
Fannie Mae 0.175000%
313588RU1
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-01-14
2016-01-14
N
N
N
200000000.00
199868750.00
0.0085
N
199845600.00
199845600.00
Fannie Mae
Fannie Mae 0.205000%
313588RU1
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-01-14
2016-01-14
N
N
N
200000000.00
199846250.00
0.0085
N
199845600.00
199845600.00
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
8852187.12
0.0004
N
8852548.80
8852548.80
Fannie Mae
Fannie Mae 0.192000%
3135G0YU1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-21
2015-10-21
N
N
N
450000000.00
450018886.53
0.0191
N
450045450.00
450045450.00
Fannie Mae
Fannie Mae 0.181800%
3135G0ZW6
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-10-21
2016-10-21
N
N
N
125000000.00
124986352.58
0.0053
N
125043125.00
125043125.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
3130A0AF7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-23
2015-10-23
N
N
N
61000000.00
61003607.66
0.0026
N
61008052.00
61008052.00
Federal Home Loan Bank
Federal Home Loan Bank 0.249000%
3130A0DB3
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-20
2015-11-20
N
N
N
6000000.00
5999840.49
0.0003
N
5999892.00
5999892.00
Federal Home Loan Bank
Federal Home Loan Bank 0.199000%
3130A0EF3
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-06
2015-12-03
N
N
N
8000000.00
7999734.40
0.0003
N
8001736.00
8001736.00
Federal Home Loan Bank
Federal Home Loan Bank 0.211000%
3130A0EV8
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-09
2015-12-09
N
N
N
50000000.00
50000000.00
0.0021
N
50012500.00
50012500.00
Federal Home Loan Bank
Federal Home Loan Bank 0.231000%
3130A0XK1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-10
2016-02-10
N
N
N
150000000.00
150000092.79
0.0064
N
150027750.00
150027750.00
Federal Home Loan Bank
Federal Home Loan Bank 0.178000%
3130A15Z7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-17
2015-09-17
N
N
N
100000000.00
99999319.20
0.0042
N
99999000.00
99999000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.163000%
3130A1EE4
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-17
2015-09-17
N
N
N
100000000.00
99999552.84
0.0042
N
100001000.00
100001000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.163000%
3130A1HS0
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-28
2015-09-28
N
N
N
75000000.00
74999434.50
0.0032
N
75000825.00
75000825.00
Federal Home Loan Bank
Federal Home Loan Bank 0.146000%
3130A27M2
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-07
2015-12-07
N
N
N
100000000.00
99995294.08
0.0042
N
100013200.00
100013200.00
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
10004980.82
0.0004
N
10002850.00
10002850.00
Federal Home Loan Bank
Federal Home Loan Bank 0.157000%
3130A2VB9
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-18
2016-02-18
N
N
N
100000000.00
99994074.30
0.0042
N
99989900.00
99989900.00
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
37000896.91
0.0016
N
37002923.00
37002923.00
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
25000000.00
0.0011
N
25000000.00
25000000.00
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
55699927.68
0.0024
N
55700055.70
55700055.70
Federal Home Loan Bank
Federal Home Loan Bank 0.190000%
3130A2XB7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-29
2015-09-29
N
N
N
381555000.00
381583263.91
0.0162
N
381604602.15
381604602.15
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
195000656.09
0.0083
N
195005070.00
195005070.00
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
172911485.75
0.0073
N
172915533.12
172915533.12
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
23999784.97
0.0010
N
24001680.00
24001680.00
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
86001660.87
0.0037
N
86004902.00
86004902.00
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
149999212.05
0.0064
N
150009450.00
150009450.00
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
401109221.62
0.0170
N
401110829.70
401110829.70
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
25000303.24
0.0011
N
25000525.00
25000525.00
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
946000000.00
946022119.19
0.0402
N
946058652.00
946058652.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
3130A34E1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-25
2015-09-25
N
N
N
205000000.00
205014997.06
0.0087
N
205023165.00
205023165.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
3130A34U5
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-10-16
2015-10-16
N
N
N
14000000.00
14001344.12
0.0006
N
14001134.00
14001134.00
Federal Home Loan Bank
Federal Home Loan Bank 0.199000%
3130A3HE7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-13
2016-05-13
N
N
N
200000000.00
199978216.64
0.0085
N
200023400.00
200023400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.160000%
3130A3KN3
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-24
2015-11-24
N
N
N
100000000.00
100000000.00
0.0042
N
100010800.00
100010800.00
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
174986467.30
0.0074
N
175023275.00
175023275.00
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
99990465.96
0.0042
N
99983800.00
99983800.00
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
99994125.62
0.0042
N
99985700.00
99985700.00
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
49992476.99
0.0021
N
49991050.00
49991050.00
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
247969079.26
0.0105
N
247988840.00
247988840.00
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
0.0021
N
50000700.00
50000700.00
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
140000000.00
139980400.00
0.0059
N
139980400.00
139980400.00
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
249990618.15
0.0106
N
250020500.00
250020500.00
Federal Home Loan Bank
Federal Home Loan Bank 0.340000%
3130A4NQ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-04-08
2016-04-08
N
N
N
67000000.00
67026257.49
0.0028
N
67022646.00
67022646.00
Federal Home Loan Bank
Federal Home Loan Bank 0.340000%
3130A4NR9
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-04-08
2016-04-08
N
N
N
65000000.00
65025473.68
0.0028
N
65016965.00
65016965.00
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
3130A4QJ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-23
2016-03-23
N
N
N
335000000.00
334996505.35
0.0142
N
335078055.00
335078055.00
Federal Home Loan Bank
Federal Home Loan Bank 0.143000%
3130A4XP2
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-15
2016-01-15
N
N
N
385000000.00
384989166.25
0.0164
N
385056980.00
385056980.00
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
99998704.00
0.0042
N
100000300.00
100000300.00
Federal Home Loan Bank
Federal Home Loan Bank 0.129000%
3130A5HP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-02
2016-03-02
N
N
N
150000000.00
150000000.00
0.0064
N
150026100.00
150026100.00
Federal Home Loan Bank
Federal Home Loan Bank 0.160000%
3130A5KZ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-01-15
2016-01-15
N
N
N
105000000.00
104981019.38
0.0045
N
104956425.00
104956425.00
Federal Home Loan Bank
Federal Home Loan Bank 0.400000%
3130A5MZ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-07-08
2016-07-08
N
N
N
100000000.00
99986507.88
0.0042
N
99967300.00
99967300.00
Federal Home Loan Bank
Federal Home Loan Bank 0.450000%
3130A5NJ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-06-30
2016-06-30
N
N
N
18400000.00
18400000.00
0.0008
N
18399043.20
18399043.20
Federal Home Loan Bank
Federal Home Loan Bank 0.145000%
3130A5WN5
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-22
2016-07-22
N
N
N
150000000.00
150000000.00
0.0064
N
150041250.00
150041250.00
Federal Home Loan Bank
Federal Home Loan Bank 0.430000%
3130A5XU8
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-08-12
2016-08-12
N
N
N
155500000.00
155500000.00
0.0066
N
155367514.00
155367514.00
Federal Home Loan Bank
Federal Home Loan Bank 0.176000%
3130A6A98
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-10
2017-02-10
N
N
N
100000000.00
99977044.48
0.0042
N
100012300.00
100012300.00
Federal Home Loan Bank
Federal Home Loan Bank 0.186000%
3130A6BA4
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-17
2017-02-17
N
N
N
100000000.00
99976679.84
0.0042
N
100011600.00
100011600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.510000%
3130A6BD8
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-09-09
2016-09-09
N
N
N
75000000.00
75000000.00
0.0032
N
75051225.00
75051225.00
Federal Home Loan Bank
Federal Home Loan Bank 0.190000%
3130A6C47
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-18
2017-08-18
N
N
N
150000000.00
150000000.00
0.0064
N
150081450.00
150081450.00
Federal Home Loan Bank
Federal Home Loan Bank 0.145000%
3130A6CA3
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-18
2016-05-18
N
N
N
150000000.00
150000000.00
0.0064
N
150038100.00
150038100.00
Federal Home Loan Bank
Federal Home Loan Bank 1.000000%
3130A6EY9
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-08
2016-09-08
N
N
N
150000000.00
150000000.00
0.0064
N
150090450.00
150090450.00
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
31938413.13
0.0014
N
31939781.28
31939781.28
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
32324865.31
0.0014
N
32325000.00
32325000.00
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
2999941.67
0.0001
N
2999997.00
2999997.00
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
107997600.01
0.0046
N
107999892.00
107999892.00
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313384LW7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-18
2015-09-18
N
N
N
50000000.00
49997993.06
0.0021
N
49999900.00
49999900.00
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
14443567.54
0.0006
N
14444971.11
14444971.11
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
61993490.00
0.0026
N
61999814.00
61999814.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384NF2
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-10-21
2015-10-21
N
N
N
11700000.00
11698050.00
0.0005
N
11698794.90
11698794.90
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384NL9
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-10-26
2015-10-26
N
N
N
425000000.00
424935069.44
0.0180
N
424951975.00
424951975.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384NT2
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
100000000.00
99982777.78
0.0042
N
99977100.00
99977100.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384NU9
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-03
2015-11-03
N
N
N
141720000.00
141695199.00
0.0060
N
141686979.24
141686979.24
Federal Home Loan Bank
Federal Home Loan Bank 0.095000%
313384NV7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-04
2015-11-04
N
N
N
125000000.00
124978888.88
0.0053
N
124970500.00
124970500.00
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
7708081.07
0.0003
N
7708180.44
7708180.44
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384NX3
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-06
2015-11-06
N
N
N
3400000.00
3399376.66
0.0001
N
3399170.40
3399170.40
Federal Home Loan Bank
Federal Home Loan Bank 0.170000%
313384PD5
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-12
2015-11-12
N
N
N
141795000.00
141746789.70
0.0060
N
141757282.53
141757282.53
Federal Home Loan Bank
Federal Home Loan Bank 0.185000%
313384PD5
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-12
2015-11-12
N
N
N
115000000.00
114957450.00
0.0049
N
114969410.00
114969410.00
Federal Home Loan Bank
Federal Home Loan Bank 0.180000%
313384PE3
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-13
2015-11-13
N
N
N
66000000.00
65975910.00
0.0028
N
65982180.00
65982180.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384PE3
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-13
2015-11-13
N
N
N
22800000.00
22795376.66
0.0010
N
22793844.00
22793844.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
313384PK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-18
2015-11-18
N
N
N
180950000.00
180871588.32
0.0077
N
180897886.40
180897886.40
Federal Home Loan Bank
Federal Home Loan Bank 0.170000%
313384PL7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-19
2015-11-19
N
N
N
250000000.00
249906736.15
0.0106
N
249927000.00
249927000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384PQ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-23
2015-11-23
N
N
N
125000000.00
124968298.60
0.0053
N
124961625.00
124961625.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
313384PR4
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-24
2015-11-24
N
N
N
250000000.00
249883333.35
0.0106
N
249922500.00
249922500.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384PS2
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-25
2015-11-25
N
N
N
280000000.00
279927277.73
0.0119
N
279912080.00
279912080.00
Federal Home Loan Bank
Federal Home Loan Bank 0.190000%
313384PU7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-27
2015-11-27
N
N
N
247000000.00
246886585.84
0.0105
N
246920713.00
246920713.00
Federal Home Loan Bank
Federal Home Loan Bank 0.135000%
313384QB8
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-12-04
2015-12-04
N
N
N
212900000.00
212824952.75
0.0090
N
212818885.10
212818885.10
Federal Home Loan Bank
Federal Home Loan Bank 0.190000%
313384QG7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-12-09
2015-12-09
N
N
N
200000000.00
199895499.96
0.0085
N
199919600.00
199919600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
313384QG7
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-12-09
2015-12-09
N
N
N
83600000.00
83554020.00
0.0035
N
83566392.80
83566392.80
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
313384QN2
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-12-15
2015-12-15
N
N
N
100000000.00
99956250.00
0.0042
N
99957400.00
99957400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.165000%
313384RV3
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-01-15
2016-01-15
N
N
N
150000000.00
149906499.99
0.0064
N
149883300.00
149883300.00
Federal Home Loan Bank
Federal Home Loan Bank 0.210000%
313384SH3
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-01-27
2016-01-27
N
N
N
100000000.00
99913666.66
0.0042
N
99915300.00
99915300.00
Federal Home Loan Bank
Federal Home Loan Bank 0.250000%
313384SQ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-02-03
2016-02-03
N
N
N
4600000.00
4595048.61
0.0002
N
4595027.40
4595027.40
Federal Home Loan Bank
Federal Home Loan Bank 0.260500%
313384US6
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-03-24
2016-03-24
N
N
N
47750000.00
47679303.47
0.0020
N
47678757.00
47678757.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.050000%
98599G006_0.0500_M150901_2M52
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2021-08-15
2.125000
Treasury Debt
2329712700.00
2377003335.51
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
2377000000.00
2377000000.00
0.1010
N
2377000000.00
2377000000.00
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
21974275.77
0.0009
N
21979516.04
21979516.04
Freddie Mac
Freddie Mac 0.100000%
313396NP4
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-10-29
2015-10-29
N
N
N
250000000.00
249959722.25
0.0106
N
249970250.00
249970250.00
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
51560142.40
0.0022
N
51566822.53
51566822.53
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
48972934.30
0.0021
N
48980743.00
48980743.00
Freddie Mac
Freddie Mac 0.110000%
313396QP1
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-12-16
2015-12-16
N
N
N
200000000.00
199935222.24
0.0085
N
199914000.00
199914000.00
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
35004414.75
0.0015
N
35005810.00
35005810.00
Freddie Mac
Freddie Mac 0.177600%
3134G4J33
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-16
2015-10-16
N
N
N
528750000.00
528761188.21
0.0225
N
528824025.00
528824025.00
Freddie Mac
Freddie Mac 0.189400%
3134G4MZ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-25
2015-11-25
N
N
N
137500000.00
137506808.52
0.0058
N
137525162.50
137525162.50
Freddie Mac
Freddie Mac 0.159600%
3134G5GG4
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-18
2016-02-18
N
N
N
150000000.00
149992966.74
0.0064
N
150062700.00
150062700.00
Freddie Mac
Freddie Mac 0.199300%
3134G5PN9
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-11-14
2016-11-14
N
N
N
200000000.00
199993043.05
0.0085
N
200058600.00
200058600.00
Freddie Mac
Freddie Mac 0.182600%
3134G5UB9
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-12
2016-12-12
N
N
N
100000000.00
99980446.44
0.0042
N
100087400.00
100087400.00
Freddie Mac
Freddie Mac 0.198500%
3134G5Z32
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-13
2017-01-13
N
N
N
175000000.00
174975709.29
0.0074
N
175170625.00
175170625.00
Freddie Mac
Freddie Mac 0.155400%
3134G7TF8
Government Agency Debt
N
First Tier Security
N/A
N/A
2015-09-24
2016-08-24
N
N
N
35000000.00
35000000.00
0.0015
N
35013790.00
35013790.00
Goldman Sachs & Co
Goldman Sachs & Co 0.090000%
992JYE002_0.0900_M150903_2M52
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-07-01
4.000000
Government Agency Debt
5206032.00
1989829.50
Fannie Mae
2037-11-01
2.218000
Government Agency Debt
59671143.00
10083523.36
Fannie Mae
2040-12-01
2.631000
Government Agency Debt
106097746.00
10683749.65
Fannie Mae
2041-09-01
2.808000
Government Agency Debt
30076861.00
10716602.42
Fannie Mae
2043-03-01
2.478000
Government Agency Debt
13078713.00
10754826.29
Fannie Mae
2045-04-01
2.849000
Government Agency Debt
10204531.00
10202980.18
Fannie Mae
2045-07-01
2.783000
Government Agency Debt
9980313.00
10097248.61
Freddie Mac
2027-03-01
3.000000
Government Agency Debt
15500000.00
10159882.68
Freddie Mac
2029-01-01
3.000000
Government Agency Debt
12000000.00
10320671.43
Freddie Mac
2035-04-01
3.000000
Government Agency Debt
47344.00
47248.22
Freddie Mac
2041-10-01
4.000000
Government Agency Debt
17653823.00
10345786.81
Freddie Mac
2042-03-01
3.500000
Government Agency Debt
13447338.00
10936340.21
Freddie Mac
2043-04-01
2.500000
Government Agency Debt
13000000.00
10941896.94
Freddie Mac
2043-08-01
3.000000
Government Agency Debt
11282629.00
10203623.28
Freddie Mac
2045-05-01
4.000000
Government Agency Debt
3157000.00
3396629.84
Freddie Mac
2045-08-01
4.000000
Government Agency Debt
10126458.00
10942924.67
GNMA
2044-06-20
3.500000
Government Agency Debt
1221781.00
976236.28
First Tier Security
N/A
N/A
2015-09-03
2015-09-03
N
N
N
140000000.00
140000000.00
0.0059
N
139998544.00
139998544.00
Goldman Sachs & Co
Goldman Sachs & Co 0.110000%
992JYE002_0.1100_M150901_2M52
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-02-01
2.000000
Government Agency Debt
5857604.00
5439692.18
Fannie Mae
2043-02-01
3.500000
Government Agency Debt
18000000.00
15803652.07
Freddie Mac
2029-11-01
3.000000
Government Agency Debt
10956482.00
10289834.57
Freddie Mac
2040-02-15
4.000000
Government Agency Debt
5888.00
5127.36
GNMA
2044-06-20
3.500000
Government Agency Debt
102242.00
81694.14
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
31000000.00
31000000.00
0.0013
N
31000000.00
31000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.120000%
992JYE002_0.1200_M150907_2M52
0000769993
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-09-17
0.00
Treasury Debt
1100.00
1100.00
United States Treasury Department
2019-11-30
1.500000
Treasury Debt
178400.00
179769.49
United States Treasury Department
2020-04-15
0.125000
Treasury Debt
542400.00
550036.69
United States Treasury Department
2020-05-31
1.375000
Treasury Debt
101584500.00
101269007.41
United States Treasury Department
2023-07-15
0.375000
Treasury Debt
100.00
101.21
First Tier Security
N/A
N/A
2015-09-07
2015-09-07
Y
GOLDMAN SACHS & CO
N/A
N/A
N
N
100000000.00
100000000.00
0.0042
N
100000001.00
100000001.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.120000%
46899T004_0.1200_M150901_2M52
0001168163
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-05-15
5.125000
Treasury Debt
2456000.00
2575446.97
United States Treasury Department
2016-12-31
3.250000
Treasury Debt
1999900.00
2081784.99
United States Treasury Department
2020-07-31
2.000000
Treasury Debt
74094300.00
75835870.41
United States Treasury Department
2020-11-15
2.625000
Treasury Debt
66185000.00
69962760.67
United States Treasury Department
2020-12-31
2.375000
Treasury Debt
17588200.00
18312154.21
United States Treasury Department
2021-06-30
2.125000
Treasury Debt
23466000.00
24012010.71
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
189000000.00
189000000.00
0.0080
N
189000000.00
189000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.100000%
992JYG007_0.1000_M150907_2M52
0001168163
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-10-31
1.250000
Treasury Debt
11238400.00
11326598.84
United States Treasury Department
2020-07-31
2.000000
Treasury Debt
394900.00
404182.04
United States Treasury Department
2020-11-15
2.625000
Treasury Debt
38702400.00
40911486.72
United States Treasury Department
2021-06-30
2.125000
Treasury Debt
3311600.00
3388654.85
United States Treasury Department
2024-05-15
2.500000
Treasury Debt
49248700.00
51072130.98
First Tier Security
N/A
N/A
2015-09-07
2015-09-07
Y
JP MORGAN SECURITIES LLC
N/A
N/A
N
N
105000000.00
105000000.00
0.0045
N
104992429.50
104992429.50
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.120000%
992JYG007_0.1200_M150902_2M52
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
3073496.00
2378794.54
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
35919840.00
28639643.62
Freddie Mac
2026-07-01
4.500000
Government Agency Debt
69341693.00
33675160.45
Freddie Mac
2032-04-01
3.500000
Government Agency Debt
56639139.00
36934850.06
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
2837508.00
2206475.58
Freddie Mac
2044-08-01
4.000000
Government Agency Debt
22773214.00
22311925.35
GNMA
2038-01-16
2.750000
Government Agency Debt
67826333.00
28355725.57
First Tier Security
N/A
N/A
2015-09-02
2015-09-02
N
N
N
150000000.00
150000000.00
0.0064
N
149999295.00
149999295.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.140000%
06399U000_0.1400_M150901_2M52
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2030-07-15
2.500000
Government Agency Debt
90171989.00
87550000.32
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
85000000.00
85000000.00
0.0036
N
85000000.00
85000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.110000%
992JYF009_0.1100_M150903_2M52
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2030-07-15
2.500000
Government Agency Debt
105953030.00
102872165.88
GNMA
2040-01-16
3.000000
Government Agency Debt
323459167.00
103127834.17
First Tier Security
N/A
N/A
2015-09-03
2015-09-03
N
N
N
200000000.00
200000000.00
0.0085
N
199998140.00
199998140.00
Mizuho Securities USA Inc
Mizuho Securities USA Inc 0.150000%
60686N005_0.1500_M150901_2M52
0000812291
Government Agency Repurchase Agreement
Y
0.625 FHLB 17 G4091
2017-05-30
0.625000
Government Agency Debt
26650000.00
26640668.80
1.00 FHLB 18 LQ
2018-11-30
1.000000
Government Agency Debt
1000000.00
994167.78
1.625 FHLB 20 QQ
2020-09-11
1.625000
Government Agency Debt
2950000.00
2930157.15
1.75 TVBD 18 A
2018-10-15
1.750000
Government Agency Debt
1000000.00
1022961.11
4.50 TVBD 18 B
2018-04-01
4.500000
Government Agency Debt
3645000.00
4023205.20
Fannie Mae
2016-03-15
5.000000
Government Agency Debt
4500000.00
4714846.00
Fannie Mae
2016-07-15
5.375000
Government Agency Debt
500000.00
524840.53
Fannie Mae
2016-11-15
1.375000
Government Agency Debt
2300000.00
2330241.81
Fannie Mae
2017-06-12
5.375000
Government Agency Debt
2000000.00
2185390.28
Fannie Mae
2018-09-18
1.875000
Government Agency Debt
8000.00
8234.96
Fannie Mae
2018-11-27
1.625000
Government Agency Debt
11700000.00
11900690.75
Fannie Mae
2019-02-19
1.875000
Government Agency Debt
5000000.00
5096825.00
Fannie Mae
2019-11-26
1.750000
Government Agency Debt
700000.00
709763.64
Fannie Mae
2024-09-06
2.625000
Government Agency Debt
3000000.00
3067351.25
Farm Federal Credit Bank
2026-02-06
5.200000
Government Agency Debt
2875000.00
3528174.44
Farm Federal Credit Bank
2031-11-25
5.220000
Government Agency Debt
27000.00
33844.23
Farm Federal Credit Bank
2037-10-29
5.250000
Government Agency Debt
50000.00
62545.58
Freddie Mac
2016-08-25
2.000000
Government Agency Debt
475000.00
482202.58
Freddie Mac
2017-05-12
1.250000
Government Agency Debt
1686000.00
1707706.78
Freddie Mac
2018-01-22
0.950000
Government Agency Debt
15000000.00
14976287.50
Freddie Mac
2019-05-30
1.750000
Government Agency Debt
235000.00
239139.20
Freddie Mac
2022-01-13
2.375000
Government Agency Debt
2200000.00
2249360.67
Freddie Mac
2035-11-23
5.625000
Government Agency Debt
134000.00
137590.20
Freddie Mac
2037-08-28
3.300000
Government Agency Debt
210000.00
198539.25
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
88000000.00
88000000.00
0.0037
N
88000000.00
88000000.00
United States Treasury Department
United States Treasury Department 0.375000%
912828B41
Treasury Debt
N
First Tier Security
N/A
N/A
2016-01-31
2016-01-31
N
N
N
62000000.00
62048978.03
0.0026
N
62046810.00
62046810.00
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
25019735.41
0.0011
N
25011550.00
25011550.00
United States Treasury Department
United States Treasury Department 0.103000%
912828F70
Treasury Debt
N
First Tier Security
N/A
N/A
2015-09-01
2016-10-31
N
N
N
100000000.00
99957750.60
0.0042
N
100000600.00
100000600.00
United States Treasury Department
United States Treasury Department 0.134000%
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2015-09-01
2017-01-31
N
N
N
71780000.00
71779568.14
0.0030
N
71791915.48
71791915.48
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
45138071.52
0.0019
N
45144135.00
45144135.00
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
125802274.50
0.0053
N
125830125.00
125830125.00
United States Treasury Department
United States Treasury Department 2.000000%
912828PS3
Treasury Debt
N
First Tier Security
N/A
N/A
2016-01-31
2016-01-31
N
N
N
140000000.00
141058680.00
0.0060
N
141028160.00
141028160.00
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
8000204.85
0.0003
N
8001640.00
8001640.00
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
134072939.47
0.0057
N
134075040.00
134075040.00
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
125013316.77
0.0053
N
125048000.00
125048000.00
United States Treasury Department
United States Treasury Department 0.095000%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-09-01
2016-01-31
N
N
N
95000000.00
94998840.41
0.0040
N
95001045.00
95001045.00
United States Treasury Department
United States Treasury Department 0.120000%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-09-01
2016-07-31
N
N
N
95000000.00
95000000.00
0.0040
N
95013300.00
95013300.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.130000%
976PDT008_0.1300_M150901_2M52
0000827124
Treasury Repurchase Agreement
Y
United States Treasury Department
2020-02-29
1.375000
Treasury Debt
56267400.00
56100285.82
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
55000000.00
55000000.00
0.0023
N
55000000.00
55000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.150000%
976PDT008_0.1500_M150901_2M52
0000827124
Government Agency Repurchase Agreement
Y
Freddie Mac
2045-06-01
3.500000
Government Agency Debt
66092523.00
68241327.34
Freddie Mac
2045-07-01
3.500000
Government Agency Debt
241042265.00
249999999.09
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
306000000.00
306000000.00
0.0130
N
306000000.00
306000000.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.180000%
976PDU005_0.1800_M150924_2M52
0000827124
Government Agency Repurchase Agreement
Y
Freddie Mac
2030-08-01
2.500000
Government Agency Debt
76850197.00
78280327.93
Freddie Mac
2045-06-01
3.500000
Government Agency Debt
176035398.00
181758672.13
First Tier Security
N/A
N/A
2015-09-24
2015-09-24
N
N
N
250000000.00
250000000.00
0.0106
Y
249985525.00
249985525.00