 |
| Maturity Date |
CUSIP |
Issuer |
Coupon |
Par
value |
Change in Par From Prior
Week |
Change in Par From Prior Year |
| 12/10/09 |
31398AJX1 |
FNMA |
3.875 |
30,000.0 |
|
30,000.0 |
| 1/15/10 |
3133X9VB3 |
FHLB |
3.875 |
3,000.0 |
|
3,000.0 |
| 1/15/10 |
31359MFG3 |
FNMA |
7.250 |
65,000.0 |
|
65,000.0 |
| 2/9/10 |
3137EAAP4 |
FHLMC |
4.875 |
360,000.0 |
|
360,000.0 |
| 2/10/10 |
31398AKX9 |
FNMA |
3.250 |
453,000.0 |
|
453,000.0 |
| 2/15/10 |
31359MXH1 |
FNMA |
3.875 |
710,000.0 |
|
710,000.0 |
| 3/12/10 |
31359M5Z2 |
FNMA |
4.750 |
878,000.0 |
|
878,000.0 |
| 3/15/10 |
3134A33L8 |
FHLMC |
7.000 |
399,000.0 |
|
399,000.0 |
| 3/17/10 |
3133XBB20 |
FHLB |
4.375 |
246,000.0 |
|
246,000.0 |
| 4/9/10 |
31398AMV1 |
FNMA |
2.500 |
85,000.0 |
|
85,000.0 |
| 4/30/10 |
3133XQ5C2 |
FHLB |
2.375 |
262,000.0 |
|
262,000.0 |
| 4/30/10 |
3137EABG3 |
FHLMC |
2.875 |
529,000.0 |
|
529,000.0 |
| 5/14/10 |
3133XKXD2 |
FHLB |
4.875 |
316,000.0 |
|
316,000.0 |
| 5/15/10 |
31359MC92 |
FNMA |
4.125 |
219,000.0 |
|
219,000.0 |
| 5/20/10 |
31398APV8 |
FNMA |
2.375 |
200,000.0 |
|
200,000.0 |
| 5/28/10 |
3137EABH1 |
FHLMC |
2.375 |
662,000.0 |
|
662,000.0 |
| 6/15/10 |
31359MFS7 |
FNMA |
7.125 |
509,000.0 |
|
509,000.0 |
| 6/18/10 |
3133XQU26 |
FHLB |
2.750 |
592,000.0 |
|
592,000.0 |
| 6/28/10 |
3137EABL2 |
FHLMC |
2.875 |
852,000.0 |
|
852,000.0 |
| 7/12/10 |
3134A4VB7 |
FHLMC |
4.125 |
1,621,000.0 |
|
1,621,000.0 |
| 7/12/10 |
31398ASC7 |
FNMA |
3.000 |
1,030,000.0 |
|
1,030,000.0 |
| 7/16/10 |
3133XRN22 |
FHLB |
3.500 |
1,754,000.0 |
|
1,754,000.0 |
| 7/16/10 |
3137EABQ1 |
FHLMC |
3.250 |
976,000.0 |
|
976,000.0 |
| 8/12/10 |
31398ASU7 |
FNMA |
3.250 |
811,000.0 |
|
811,000.0 |
| 8/13/10 |
3133XRWL0 |
FHLB |
3.375 |
845,000.0 |
|
845,000.0 |
| 8/15/10 |
31359MYN7 |
FNMA |
4.250 |
514,000.0 |
|
514,000.0 |
| 8/23/10 |
3137EAAX7 |
FHLMC |
5.125 |
709,000.0 |
|
709,000.0 |
| 9/13/10 |
31398AGU0 |
FNMA |
4.375 |
374,000.0 |
|
374,000.0 |
| 9/15/10 |
3134A35H5 |
FHLMC |
6.875 |
1,609,000.0 |
|
1,609,000.0 |
| 9/17/10 |
3133XCQZ9 |
FHLB |
4.375 |
414,000.0 |
|
414,000.0 |
| 10/12/10 |
31398ATZ5 |
FNMA |
2.875 |
1,923,000.0 |
|
1,923,000.0 |
| 10/18/10 |
3134A4VE1 |
FHLMC |
4.125 |
252,000.0 |
|
252,000.0 |
| 10/20/10 |
3133XSCT3 |
FHLB |
3.375 |
1,187,000.0 |
|
1,187,000.0 |
| 10/22/10 |
3133XMES6 |
FHLB |
4.375 |
253,000.0 |
|
253,000.0 |
| 10/25/10 |
3137EABU2 |
FHLMC |
3.125 |
809,000.0 |
|
809,000.0 |
| 11/15/10 |
31359MGJ6 |
FNMA |
6.625 |
687,000.0 |
|
687,000.0 |
| 11/23/10 |
3137EABV0 |
FHLMC |
2.875 |
816,000.0 |
|
816,000.0 |
| 12/15/10 |
31359MZL0 |
FNMA |
4.750 |
294,000.0 |
|
294,000.0 |
| 12/17/10 |
3133XNHZ5 |
FHLB |
3.625 |
424,000.0 |
|
424,000.0 |
| 1/7/11 |
3137EABW8 |
FHLMC |
1.500 |
1,129,000.0 |
|
1,129,000.0 |
| 1/18/11 |
3134A4VJ0 |
FHLMC |
4.750 |
445,000.0 |
|
445,000.0 |
| 1/21/11 |
3133XSVR6 |
FHLB |
1.625 |
1,261,000.0 |
|
1,261,000.0 |
| 2/15/11 |
31359MF40 |
FNMA |
4.500 |
139,000.0 |
|
139,000.0 |
| 2/18/11 |
3133XECU1 |
FHLB |
4.625 |
89,000.0 |
|
89,000.0 |
| 2/25/11 |
3137EABF5 |
FHLMC |
3.250 |
848,000.0 |
|
848,000.0 |
| 3/15/11 |
3134A4DY7 |
FHLMC |
5.625 |
1,191,000.0 |
|
1,191,000.0 |
| 3/15/11 |
31359MHK2 |
FNMA |
5.500 |
752,000.0 |
|
752,000.0 |
| 3/16/11 |
3133XT4D5 |
FHLB |
1.625 |
1,133,000.0 |
|
1,133,000.0 |
| 3/23/11 |
31398AVQ2 |
FNMA |
1.750 |
7,499,000.0 |
|
7,499,000.0 |
| 4/11/11 |
3137EABK4 |
FHLMC |
2.750 |
777,000.0 |
|
777,000.0 |
| 4/11/11 |
31398APG1 |
FNMA |
2.750 |
729,000.0 |
|
729,000.0 |
| 4/15/11 |
31359MM26 |
FNMA |
5.125 |
694,000.0 |
|
694,000.0 |
| 4/18/11 |
3137EAAB5 |
FHLMC |
5.125 |
1,381,000.0 |
|
1,381,000.0 |
| 4/26/11 |
3137EABZ1 |
FHLMC |
1.625 |
1,754,000.0 |
|
1,754,000.0 |
| 4/28/11 |
31398AWQ1 |
FNMA |
1.375 |
728,000.0 |
|
728,000.0 |
| 5/15/11 |
31359MJH7 |
FNMA |
6.000 |
3,120,000.0 |
|
3,120,000.0 |
| 5/16/11 |
3133XTJ64 |
FHLB |
1.375 |
960,000.0 |
|
960,000.0 |
| 5/19/11 |
31398ARH7 |
FNMA |
3.375 |
655,000.0 |
|
655,000.0 |
| 5/20/11 |
3133XQQQ8 |
FHLB |
2.625 |
661,000.0 |
|
661,000.0 |
| 6/15/11 |
3134A4FM1 |
FHLMC |
6.000 |
542,000.0 |
|
542,000.0 |
| 6/24/11 |
3133XRCW8 |
FHLB |
3.375 |
451,000.0 |
|
451,000.0 |
| 6/29/11 |
3137EABN8 |
FHLMC |
3.875 |
370,000.0 |
|
370,000.0 |
| 7/1/11 |
3133XRRU6 |
FHLB |
3.625 |
1,480,000.0 |
|
1,480,000.0 |
| 7/18/11 |
3137EAAF6 |
FHLMC |
5.250 |
904,000.0 |
|
904,000.0 |
| 7/27/11 |
3133XTXH4 |
FHLB |
1.625 |
756,000.0 |
|
756,000.0 |
| 8/15/11 |
31398ATL6 |
FNMA |
3.625 |
1,759,000.0 |
|
1,759,000.0 |
| 8/19/11 |
3133XGDD3 |
FHLB |
5.375 |
827,000.0 |
|
827,000.0 |
| 9/15/11 |
3134A4HF4 |
FHLMC |
5.500 |
138,000.0 |
|
138,000.0 |
| 9/16/11 |
3133XS4S4 |
FHLB |
3.625 |
1,305,000.0 |
|
1,305,000.0 |
| 10/15/11 |
31359MZ30 |
FNMA |
5.000 |
481,000.0 |
|
481,000.0 |
| 11/15/11 |
31359MLS0 |
FNMA |
5.375 |
169,000.0 |
|
169,000.0 |
| 11/18/11 |
3133XHPH9 |
FHLB |
4.875 |
531,000.0 |
|
531,000.0 |
| 11/23/11 |
31398AZN5 |
FNMA |
1.000 |
190,000.0 |
20,000.0 |
190,000.0 |
| 12/15/11 |
3137EACF4 |
FHLMC |
1.125 |
421,000.0 |
421,000.0 |
421,000.0 |
| 1/9/12 |
31398AUU4 |
FNMA |
2.000 |
1,099,000.0 |
|
1,099,000.0 |
| 1/15/12 |
3134A4JT2 |
FHLMC |
5.750 |
610,000.0 |
45,000.0 |
610,000.0 |
| 2/16/12 |
31359M5H2 |
FNMA |
5.000 |
463,000.0 |
|
463,000.0 |
| 3/5/12 |
3137EAAR0 |
FHLMC |
4.750 |
770,000.0 |
|
770,000.0 |
| 3/15/12 |
31359MMQ3 |
FNMA |
6.125 |
794,000.0 |
|
794,000.0 |
| 3/23/12 |
3137EABY4 |
FHLMC |
2.125 |
1,647,000.0 |
584,000.0 |
1,647,000.0 |
| 4/13/12 |
3133XTAW6 |
FHLB |
2.250 |
1,205,000.0 |
|
1,205,000.0 |
| 4/20/12 |
31398AWK4 |
FNMA |
1.875 |
598,000.0 |
|
598,000.0 |
| 5/15/12 |
3133MNVV0 |
FHLB |
5.750 |
399,000.0 |
42,000.0 |
399,000.0 |
| 5/18/12 |
31398ABX9 |
FNMA |
4.875 |
843,000.0 |
|
843,000.0 |
| 6/15/12 |
3137EACC1 |
FHLMC |
1.750 |
1,057,000.0 |
395,000.0 |
1,057,000.0 |
| 6/20/12 |
3133XTS49 |
FHLB |
1.875 |
583,000.0 |
174,000.0 |
583,000.0 |
| 7/15/12 |
3134A4QD9 |
FHLMC |
5.125 |
455,000.0 |
|
455,000.0 |
| 8/10/12 |
31398AYM8 |
FNMA |
1.750 |
1,725,000.0 |
617,000.0 |
1,725,000.0 |
| 8/20/12 |
3137EAAV1 |
FHLMC |
5.500 |
985,000.0 |
239,000.0 |
985,000.0 |
| 8/22/12 |
3133XUE41 |
FHLB |
1.750 |
619,000.0 |
619,000.0 |
619,000.0 |
| 9/15/12 |
31359MPF4 |
FNMA |
4.375 |
103,000.0 |
|
103,000.0 |
| 9/21/12 |
3137EACE7 |
FHLMC |
2.125 |
2,346,000.0 |
842,000.0 |
2,346,000.0 |
| 9/26/12 |
3133XUUJ0 |
FHLB |
1.625 |
691,000.0 |
37,000.0 |
691,000.0 |
| 10/10/12 |
3133XML66 |
FHLB |
4.625 |
475,000.0 |
2,000.0 |
475,000.0 |
| 10/25/12 |
3137EAAZ2 |
FHLMC |
4.625 |
536,000.0 |
132,000.0 |
536,000.0 |
| 11/15/12 |
3133MTZL5 |
FHLB |
4.500 |
693,000.0 |
|
693,000.0 |
| 11/19/12 |
31398AHZ8 |
FNMA |
4.750 |
792,000.0 |
8,000.0 |
792,000.0 |
| 11/21/12 |
3133XVEM9 |
FHLB |
1.625 |
274,000.0 |
274,000.0 |
274,000.0 |
| 12/21/12 |
3137EABE8 |
FHLMC |
4.125 |
2,500,000.0 |
773,000.0 |
2,500,000.0 |
| 1/15/13 |
3134A4SA3 |
FHLMC |
4.500 |
927,000.0 |
|
927,000.0 |
| 2/12/13 |
31398AKY7 |
FNMA |
3.625 |
246,000.0 |
85,000.0 |
246,000.0 |
| 2/27/13 |
3133XP2W3 |
FHLB |
3.375 |
80,000.0 |
|
80,000.0 |
| 3/15/13 |
31359MRG0 |
FNMA |
4.375 |
518,000.0 |
2,000.0 |
518,000.0 |
| 4/9/13 |
31398AMW9 |
FNMA |
3.250 |
255,000.0 |
|
255,000.0 |
| 5/29/13 |
3133XQU34 |
FHLB |
3.625 |
637,000.0 |
45,000.0 |
637,000.0 |
| 5/29/13 |
3137EABJ7 |
FHLMC |
3.500 |
236,000.0 |
2,000.0 |
236,000.0 |
| 6/14/13 |
31339X2M5 |
FHLB |
3.875 |
232,000.0 |
|
232,000.0 |
| 6/28/13 |
3137EABM0 |
FHLMC |
3.750 |
1,420,000.0 |
|
1,420,000.0 |
| 7/12/13 |
31398ASD5 |
FNMA |
3.875 |
2,266,000.0 |
|
2,266,000.0 |
| 7/15/13 |
3134A4TZ7 |
FHLMC |
4.500 |
166,000.0 |
|
166,000.0 |
| 8/14/13 |
3133XGVF8 |
FHLB |
5.125 |
688,000.0 |
|
688,000.0 |
| 9/6/13 |
3133XRX88 |
FHLB |
4.000 |
1,497,000.0 |
|
1,497,000.0 |
| 9/16/13 |
3133X1BV8 |
FHLB |
4.500 |
560,000.0 |
|
560,000.0 |
| 9/27/13 |
3137EABS7 |
FHLMC |
4.125 |
3,000,000.0 |
|
3,000,000.0 |
| 10/15/13 |
31359MTG8 |
FNMA |
4.625 |
227,000.0 |
|
227,000.0 |
| 10/18/13 |
3133XSAE8 |
FHLB |
3.625 |
761,000.0 |
|
761,000.0 |
| 11/15/13 |
3134A4UK8 |
FHLMC |
4.875 |
498,000.0 |
|
498,000.0 |
| 12/11/13 |
31398AUJ9 |
FNMA |
2.875 |
1,028,000.0 |
|
1,028,000.0 |
| 1/7/14 |
3137EABX6 |
FHLMC |
2.500 |
1,426,000.0 |
|
1,426,000.0 |
| 1/15/14 |
3134A4UM4 |
FHLMC |
4.500 |
706,000.0 |
|
706,000.0 |
| 2/5/14 |
31398AVD1 |
FNMA |
2.750 |
3,500,000.0 |
|
3,500,000.0 |
| 3/13/14 |
31398AVZ2 |
FNMA |
2.750 |
3,623,000.0 |
|
3,623,000.0 |
| 4/15/14 |
31359MUT8 |
FNMA |
4.125 |
723,000.0 |
|
723,000.0 |
| 4/23/14 |
3137EACB3 |
FHLMC |
2.500 |
1,472,000.0 |
|
1,472,000.0 |
| 5/15/14 |
31398AXJ6 |
FNMA |
2.500 |
788,000.0 |
|
788,000.0 |
| 6/18/14 |
3133X7FK5 |
FHLB |
5.250 |
413,000.0 |
|
413,000.0 |
| 7/15/14 |
3134A4UU6 |
FHLMC |
5.000 |
900,000.0 |
|
900,000.0 |
| 7/28/14 |
3137EACD9 |
FHLMC |
3.000 |
402,000.0 |
|
402,000.0 |
| 8/13/14 |
3133XLJP9 |
FHLB |
5.500 |
565,000.0 |
|
565,000.0 |
| 9/16/14 |
31398AYY2 |
FNMA |
3.000 |
993,000.0 |
|
993,000.0 |
| 10/15/14 |
31359MWJ8 |
FNMA |
4.625 |
223,000.0 |
|
223,000.0 |
| 1/15/15 |
3134A4UX0 |
FHLMC |
4.500 |
709,000.0 |
|
709,000.0 |
| 4/15/15 |
31359MA45 |
FNMA |
5.000 |
741,000.0 |
|
741,000.0 |
| 7/17/15 |
3134A4VC5 |
FHLMC |
4.375 |
642,000.0 |
|
642,000.0 |
| 10/15/15 |
31359MZC0 |
FNMA |
4.375 |
947,000.0 |
|
947,000.0 |
| 11/17/15 |
3134A4VG6 |
FHLMC |
4.750 |
1,082,000.0 |
|
1,082,000.0 |
| 1/19/16 |
3134A4ZT4 |
FHLMC |
4.750 |
1,171,000.0 |
|
1,171,000.0 |
| 3/15/16 |
31359MH89 |
FNMA |
5.000 |
1,886,000.0 |
|
1,886,000.0 |
| 4/18/16 |
3137EAAD1 |
FHLMC |
5.250 |
1,976,000.0 |
|
1,976,000.0 |
| 5/18/16 |
3133XFJF4 |
FHLB |
5.375 |
2,000,000.0 |
|
2,000,000.0 |
| 7/15/16 |
31359MS61 |
FNMA |
5.375 |
947,000.0 |
|
947,000.0 |
| 7/18/16 |
3137EAAG4 |
FHLMC |
5.500 |
1,421,000.0 |
|
1,421,000.0 |
| 9/15/16 |
31359MW41 |
FNMA |
5.250 |
2,000,000.0 |
|
2,000,000.0 |
| 10/18/16 |
3137EAAJ8 |
FHLMC |
5.125 |
1,536,000.0 |
|
1,536,000.0 |
| 12/15/16 |
31359M2D4 |
FNMA |
4.875 |
980,000.0 |
|
980,000.0 |
| 12/16/16 |
3133XHZK1 |
FHLB |
4.750 |
1,269,000.0 |
|
1,269,000.0 |
| 2/13/17 |
31359M4D2 |
FNMA |
5.000 |
1,076,000.0 |
|
1,076,000.0 |
| 2/16/17 |
3137EAAM1 |
FHLMC |
5.000 |
1,489,000.0 |
|
1,489,000.0 |
| 4/18/17 |
3137EAAS8 |
FHLMC |
5.000 |
1,282,000.0 |
|
1,282,000.0 |
| 5/11/17 |
31359M7X5 |
FNMA |
5.000 |
1,186,000.0 |
|
1,186,000.0 |
| 5/17/17 |
3133XKQX6 |
FHLB |
4.875 |
1,500,000.0 |
|
1,500,000.0 |
| 6/12/17 |
31398ADM1 |
FNMA |
5.375 |
408,000.0 |
|
408,000.0 |
| 8/23/17 |
3137EAAY5 |
FHLMC |
5.500 |
1,093,000.0 |
|
1,093,000.0 |
| 11/17/17 |
3133XMQ87 |
FHLB |
5.000 |
407,000.0 |
|
407,000.0 |
| 11/17/17 |
3137EABA6 |
FHLMC |
5.125 |
1,314,000.0 |
|
1,314,000.0 |
| 6/13/18 |
3137EABP3 |
FHLMC |
4.875 |
1,620,000.0 |
|
1,620,000.0 |
| 3/27/19 |
3137EACA5 |
FHLMC |
3.750 |
62,000.0 |
|
62,000.0 |
| 5/15/29 |
31359MEU3 |
FNMA |
6.250 |
486,000.0 |
|
486,000.0 |
| 1/15/30 |
31359MFJ7 |
FNMA |
7.125 |
424,000.0 |
|
424,000.0 |
| 5/15/30 |
31359MFP3 |
FNMA |
7.250 |
255,000.0 |
|
255,000.0 |
| 11/15/30 |
31359MGK3 |
FNMA |
6.625 |
382,000.0 |
|
382,000.0 |
| 3/15/31 |
3134A4AA2 |
FHLMC |
6.750 |
309,000.0 |
|
309,000.0 |
| 7/15/32 |
3134A4KX1 |
FHLMC |
6.250 |
180,000.0 |
|
180,000.0 |
| Total |
|
|
|
$146,959,000.0 |
$5,358,000.0 |
$146,959,000.0 |
 |
|