Repurchase Agreements
|
Par
(000)
|
|
Value
|
|
|
Deutsche Bank Securities, Inc., 0.02%, 1/02/14 (Purchased on 12/31/13 to be
repurchased at $10,000,011, collateralized by a US Treasury Note, 1.75%,
due 5/15/23, original par and fair value of $11,260,600 and $10,200,006, respectively)
|
$
|
10,000
|
$
|
10,000,000
|
|
|
Total Value of Deutsche Bank
Securities, Inc. (collateral value
of
$23,460,048)
|
|
|
|
23,000,000
|
|
|
Goldman Sachs & Co., 0.06%, 1/07/14 (Purchased on 12/03/13 to be repurchased
at $18,001,050, collateralized by a US Treasury Note, 0.13%, due 4/15/18, original
par and fair value of $17,807,200 and $18,360,075, respectively) (b)
|
|
18,000
|
|
18,000,000
|
|
|
Total Value of Goldman Sachs &
Co. (collateral value of
$18,360,075)
|
|
|
|
18,000,000
|
|
|
HSBC Securities (USA), Inc., 0.02%, 1/07/14 (Purchased on 12/31/13 to be
repurchased at $25,000,097, collateralized by a US Treasury Note, 1.38%, due 7/31/18,
original par and fair value of $25,600,000 and $25,544,363, respectively)
|
|
25,040
|
|
25,040,000
|
|
|
Total Value of HSBC Securities
(USA) Inc. (collateral value of
$25,544,363)
|
|
|
|
25,040,000
|
|
|
J.P. Morgan Securities LLC, 0.00%, 1/02/14 (Purchased on 12/31/13 to be repurchased
at $18,000,001, collateralized by a US Treasury Note, 0.63%, due 8/15/16, original par
and fair value of $18,315,000 and $18,363,603, respectively)
|
|
18,000
|
|
18,000,000
|
|
|
Total Value of J.P. Morgan
Securities LLC (collateral value of
$18,363,603)
|
|
|
|
18,000,000
|
|
|
Repurchase Agreements
|
Par
(000)
|
|
Value
|
|
|
Merrill Lynch, Pierce, Fenner & Smith, Inc., 0.01%, 1/02/14 (Purchased on 12/31/13 to be
repurchased at $25,000,007, collateralized by a US Treasury Note, 1.25%, 7/15/20,
original par and fair value of $22,110,800 and $25,500,073, respectively)
|
$
|
25,000
|
$
|
25,000,000
|
|
|
Total Value of Merrill Lynch, Pierce,
Fenner & Smith, Inc. (collateral
value of $25,500,073)
|
|
|
|
25,000,000
|
|
|
Mizuho Securities USA, Inc., 0.01%, 1/02/14 (Purchased on 12/31/13 to be repurchased
at $18,637,010, collateralized by various US Treasury Obligations, 0.00%, due 1/23/14
to 2/15/43, original par and fair value of $40,643,029 and $19,009,796, respectively)
|
|
18,637
|
|
18,637,000
|
|
|
Total Value of Mizuho Securities
USA, Inc. (collateral value of
$19,009,796)
|
|
|
|
18,637,000
|
|
|
Morgan Stanley & Co. LLC, 0.01%, 1/02/14 (Purchased on 12/31/13 to be repurchased
at $20,000,011, collateralized by various US Treasury Obligations, 2.75% to 8.00%,
due 11/15/21 to 11/15/40, original par and fair value of $18,145,700 and $20,400,025,
respectively)
|
|
20,000
|
|
20,000,000
|
|
|
Total Value of Morgan Stanley &
Co. LLC (collateral value of
$20,400,025)
|
|
|
|
20,000,000
|
|
|
RBC Capital Markets, LLC,
0.00%, 1/02/14 (Purchased on 12/31/13 to be repurchased
at $20,000,000, collateralized by a US Treasury Note, 3.75%, due 11/15/18, original par
and fair value of $18,489,000 and $20,400,008, respectively)
|
|
20,000
|
|
20,000,000
|
|
|
Total Value of RBC Securities, Inc.
(collateral value of $20,400,008)
|
|
|
|
20,000,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|