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Home My WebLink About11-1, Attachment, Placer County Investment Pool ReportAttachment 1 Office of Jenine Windeshausen Treasurer -Tax Collector County of Placer COUNTY OF PLACER TREASURER'S POOLED INVESTMENT REPORT For the Month of FEBRUARY 28, 2013 2976 Richardson Drive • Auburn, California 95603 Tax Collector / Business Licenses (530) 889-4120 • Treasurer (530) 889-4140 • Bonds (530) 889-4146 Attachment 1 PREFACE Placer County Treasurer's Pooled Investment Report February 28, 2013 For the purpose of clarity the following glossary of investment terms has been provided. Book Value is the purchase price of a security plus amortization of any premium or discount. This may be more or less than face value, depending upon whether the security was purchased at a premium or at a discount. Par Value is the principal amount of a security and the amount of principal that will be paid at maturity. Market Value is the value at which a security can be sold at the time it is priced or the need to sell arises. Market values are only relevant if the investment is sold prior to maturity. Profit or loss would be realized only if the specific investment were to be sold. Government Code 53646 Compliance Report The following information is a monthly update of funds on deposit in the Placer County Treasury pursuant to California Government code Section 53646. Further details of individual investments are included in the Treasurer's Monthly Investment Report. All investment transactions and decisions have been made with full compliance with California Government Code and Placer County's Statement of Investment Policy. Individual securities are priced at the end of each month by Wells Fargo Bank. The Weighted Average Maturity of the investments with the Treasury is 1,625 days. The ability of the Placer County Treasury to meet its cash flow needs is demonstrated by $ 269,639,450.99 in cash and investments maturing in the next 180 days. Investments U.S. Treasury Coupons Federal Agency Coupons Medium Term Notes Negotiable Certificates of Deposit Commercial Paper Disc. -Amortizing Municipal Bonds PFA - HELICOPTER Local Agency GO Bond Local Agency Bonds Rolling Repurchase Agreements - 2 mPower Placer Investments Cash Passbook/Checking (not included in yield calculations) Total Cash and Investments Attachment 1 Placer County General Fund Portfolio Management Portfolio Summary February 28, 2013 Par Market Book % of Days to YTM Value Value Value Portfolio Term Maturity 360 Equiv. 40,000,000.00 41,226,700.00 40,330,756.57 4.22 1,517 638 1.547 430,000,000.00 430,636,241.66 430,015,186.89 45.00 1,797 1,638 1.153 213,985,000.00 216,789,801.05 214,422,006.69 22.44 1,284 808 1.425 90,000,000.00 90,023,300.00 90,000,687.31 9.42 210 94 0.320 20,000,000.00 19,998,400.00 19,998,583.33 2.09 52 17 0.150 3,000,000.00 3,000,000.00 3,000,000.00 0.31 214 51 0.400 888,442.55 888,442.55 888,442.55 0.09 2,559 1,137 2.442 65,000.00 65,000.00 65,000.00 0.01 1,468 122 0.492 75,858,009.00 75,858,009.00 75,858,009.00 7.94 10,961 8,432 3.630 80,061,512.47 80,061,512.47 80,061,512.47 8.38 1 1 0.130 990,894.25 990,894.25 990,894.25 0.10 1 1 3.452 954,848,858.27 959,538,300.98 955,631,079.06 100.00% 2,055 1,625 1.244 YTM 365 Equiv. 1.569 1.169 1.445 0.324 0.152 0.406 2.476 0.499 3.680 0.132 � cnn 35,512,938.52 35,612,938.52 35,512,938.52 1 1 0.000 0.000 990,361,796.79 995,051,239.50 Total Earnings February 28 Month Ending Fiscal Year To Date Current Year 981,923.28 9,889,567.61 Average Daily Balance 998,437,513.75 963,443,975.85 Effective Rate of Return 1.28% 1.54% 3h"I c� KIMBERLY HA LEY, CHIEF DE TREASURER 991,144,017.58 2,065 1,626 1.244 1.261 Reporting period 02/0112013-02/28/2013 Portfolio PLCR Data Updated: FUNDSNAP: 03/05/2013 14:25 NL! AC Run Date: 03/05/2013 -14:25 PM (PRF_PM1) 7.3.0 Report Ver. 7.3.3 Attachment 1 General Fund Portfolio Management Portfolio Details - Investments February 28, 2013 Page 1 Average Purchase Stated YTM Days to Maturity CUSIP Investment # Issuer Balance Date Par Value Market Value Book Value Rate 360 Maturity Date U.S. Treasury Coupons 912828JD3 09394 U. S. TREASURY COUPON 03/30/2010 10,000,000.00 10,108,600.00 10,051,562.50 3.375 1.742 121 06/30/2013 91282813J3 10046 U. S. TREASURY COUPON 12/02/2010 10,000,000.00 10,285,200.00 9,943,236.02 1.375 1.569 1,004 11/30/2015 912828PJ3 10047 U. S. TREASURY COUPON 12/02/2010 10,000,000.00 10,285,200.00 9,927,754.93 1.375 1.627 1,004 11/30/2015 912828CJ7 10063 U. S. TREASURY COUPON 12/14/2010 10,000,000.00 10,547,700.00 10,408,203.12 4.750 1.261 440 05/15/2014 Subtotal and Average 48,924,590.40 40,000,000.00 41,226,700.00 40,330,756.57 1.547 638 Federal Agency Coupons 3133EAKP2 11109 3133ECB45 12038 3133ECDE1 12043 3133ECEQ3 12048 3133ECFA7 12049 313379VE6 12001 31338OTD9 12013 31338141-6 12019 3133813R4 12036 3133822Z5 12050 3133822Z5 12051 313381ZH1 12052 3133826K4 12054 3134G2U42 11068 3136F9PZO 07005 3136FTUZO 11077 3136FTK57 11095 3136FTZ77 11101 3136GOKV2 11122 3136GONC1 11124 3136GOZV6 12003 3136GOXQ9 12005 3136GOB59 12007 3136GOK34 12008 3136GOH46 12009 3136GON72 12015 3136GOY88 12017 3135GOQW6 12018 3136GO4F5 12024 FEDERAL FARM CREDIT BANK 04/04/2012 10,000,000.00 9,987,200.00 10,000,000.00 1.360 1.341 1,495 04/04/2017 FEDERAL FARM CREDIT BANK 12126/2012 10,000,000.00 9,981,600.00 9,990,361.11 0.900 0.908 1,761 12/26/2017 FEDERAL FARM CREDIT BANK 01/24/2013 10,000,000.00 9,997,822.22 9,990,728.00 0.940 0.947 1,788 01/22/2018 FEDERAL FARM CREDIT BANK 02/06/2013 10,000,000.00 10,030,100.00 10,000,000.00 1.100 1.085 1,803 02/06/2018 FEDERAL FARM CREDIT BANK 02/13/2013 10,000,000.00 10,021,300.00 10,000,000.00 1.080 1.065 1,810 02/13/2018 FEDERAL HOME LOAN BANK 07/17/2012 10,000,000.00 10,108,200.00 10,079,933.41 1.010 0.809 1,571 06/19/2017 FEDERAL HOME LOAN BANK 10/16/2012 10,000,000.00 10,001,000.00 10,000,000.00 1.000 0.986 1,690 10/16/2017 FEDERAL HOME LOAN BANK 11/15/2012 10,000,000.00 10,011,900.00 10,000,000.00 1.050 1.036 1,720 11/15/2017 FEDERAL HOME LOAN BANK 12/19/2012 10,000,000.00 10,022,311.11 10,011,111.11 1.000 0.986 1,714 11/09/2017 FEDERAL HOME LOAN BANK 02/15/2013 10,000,000.00 10,006,400.00 9,985,133.33 0.750 1.081 1,812 02/15/2018 FEDERAL HOME LOAN BANK 02/15/2013 10,000,000.00 10,006,400.00 10,000,000.00 0.750 1.050 1,812 02/15/2018 FEDERAL HOME LOAN BANK 02/21/2013 10,000,000.00 9,998,100.00 10,000,000.00 1.200 1.184 1,818 02/21/2018 FEDERAL HOME LOAN BANK 02/27/2013 10,000,000.00 10,000,600.00 10,000,000.00 0.750 1.275 1,824 02/27/2018 FED HOME LOAN MORT CORP 12/16/2011 10,000,000.00 10,010,900.00 9,997,654.63 0.375 0.407 228 10/15/2013 FEDERAL NATIONAL MORT. ASSOC. 05/28/2008 10,000,000.00 10,094,200.00 9,998,550.00 4.050 4.061 88 05/28/2013 FEDERAL NATIONAL MORT. ASSOC. 12/30/2011 10,000,000.00 10,094,700.00 10,000,000.00 1.400 1.381 1,400 12/30/2016 FEDERAL NATIONAL MORT. ASSOC. 02/13/2012 10,000,000.00 10,076,300.00 10,000,000.00 0.875 1.345 1,445 02/13/2017 FEDERAL NATIONAL MORT. ASSOC. 03/13/2012 10,000,000.00 10,002,700.00 10,000,000.00 1.000 1.373 1,473 03/13/2017 FEDERAL NATIONAL MORT. ASSOC. 06/07/2012 10,000,000.00 10,018,100.00 10,000,000.00 1.000 1.276 1,559 06/07/2017 FEDERAL NATIONAL MORT. ASSOC. 06/28/2012 10,000,000.00 10,017,900.00 9,993,512.50 0.750 1.336 1,580 06/28/2017 FEDERAL NATIONAL MORT. ASSOC. 08/28/2012 10,000,000.00 10,020,000.00 10,000,000.00 0.700 1.158 1,641 08/28/2017 FEDERAL NATIONAL MORT. ASSOC. 09/14/2012 10,000,000.00 10,009,200.00 10,000,000.00 0.625 1.133 1,635 08/22/2017 FEDERAL NATIONAL MORT. ASSOC. 09/20/2012 10,000,000.00 10,019,300.00 10,000,000.00 0.700 1.080 1,664 09/20/2017 FEDERAL NATIONAL MORT. ASSOC. 09/25/2012 10,000,000.00 10,025,500.00 10,000,000.00 0.625 1.173 1,669 09/25/2017 FEDERAL NATIONAL MORT. ASSOC. 09/26/2012 10,000,000.00 10,032,100.00 10,000,000.00 0.600 1.046 1,670 09/26/2017 FEDERAL NATIONAL MORT. ASSOC. 10/25/2012 10,000,000.00 10,026,400.00 10,000,000.00 0.700 1.029 1,699 10/25/2017 FEDERAL NATIONAL MORT. ASSOC. 11/08/2012 10,000,000.00 10,010,800.00 9,996,569.44 0.500 0.990 1,713 11/08/2017 FEDERAL NATIONAL MORT. ASSOC. 11/08/2012 10,000,000.00 10,007,700.00 10,000,000.00 1.000 0.986 1,713 11/08/2017 FEDERAL NATIONAL MORT. ASSOC. 11/21/2012 10,000,000.00 10,025,300.00 10,000,000.00 0.750 1.104 1,726 11/21/2017 Portfolio PLCR Data Updated: FUNDSNAP: 03/05/2013 14:33 NIL! AC Run Date: 03/05/2013 - 14:33 PM (PRF PM2) 7.3.0 Report Ver. 7.3.3 Attachment 1 General Fund Portfolio Management Portfolio Details - Investments February 28, 2013 Page 2 CUSIP Average Investment # Issuer Balance Purchase Date Par Value Market Value Book Value Stated Rate YTM Days to Maturity 360 Maturity Date Federal Agency Coupons 3136G12J7 12027 FEDERAL NATIONAL MORT. ASSOC. 12/05/2012 10,000,000.00 10,010,500.00 10,000,000.00 0.600 1.117 1,740 12/05/2017 3136G07K1 12028 FEDERAL NATIONAL MORT. ASSOC. 12/06/2012 10,000,000.00 9,966.200.00 9,995,236.11 0.700 0.998 1,741 12/06/2017 3136G07K1 12029 FEDERAL NATIONAL MORT. ASSOC. 12/06/2012 10,000,000.00 9,966,200.00 10,000,000.00 0.700 0.988 1,741 12/06/2017 3136G12A6 12033 FEDERAL NATIONAL MORT. ASSOC. 12/13/2012 10,000,000.00 9,994,100.00 10,000,000.00 0.700 1.069 1,748 12/13/2017 3136G15C9 12035 FEDERAL NATIONAL MORT. ASSOC. 12/19/2012 10,000,000.00 10,014,000.00 10,000,000.00 0.700 1.094 1,754 12/19/2017 3136G15K1 12039 FEDERAL NATIONAL MORT. ASSOC. 12/27/2012 10,000,000.00 9,999,100.00 10,000,000.00 0.500 1,116 1,762 12/27/2017 3136G16W4 12040 FEDERAL NATIONAL MORT. ASSOC. 12/27/2012 10,000,000.00 9,973,100.00 9,998,071.11 0.650 0.645 1,762 12/27/2017 3136G1BA6 12045 FEDERAL NATIONAL MORT. ASSOC. 01130/2013 10,000,000.00 10,012,900.00 9,998,034.44 0.700 1.134 1,796 01/30/2018 3136G1BD0 12046 FEDERAL NATIONAL MORT. ASSOC. 01/30/2013 10,000,000.00 9,986,200.00 10,000,000.00 0.750 1.031 1,796 01/30/2018 3136G11357 12047 FEDERAL NATIONAL MORT. ASSOC. 01/30/2013 10,000,000.00 10,021,500.00 10,000,000.00 0.750 1.031 1,796 01/30/2018 3136G1CUl 12053 FEDERAL NATIONAL MORT. ASSOC. 02/22/2013 10,000,000.00 10,006,308.33 9,985,283.37 0.750 1.135 1,818 02/21/2018 3136G1 DB2 12055 FEDERAL NATIONAL MORT. ASSOC. 02/28/2013 10,000,000.00 10,000,000.00 10,000,000.00 1.000 1.170 1,825 02/28/2018 3135GOUX9 12056 FEDERAL NATIONAL MORT. ASSOC. 02/28/2013 10,000,000.00 10,022,100.00 10,000,000.00 1.200 1.184 1,825 02/28/2018 3136G1 F95 12057 FEDERAL NATIONAL MORT. ASSOC. 02/28/2013 10,000,000.00 10,000,000.00 9,995,008.33 0.750 1.259 1,825 02/28/2018 Subtotal and Average 363,611,067.24 430,000,000.00 430,636,241.66 430,015,186.89 1.153 1,638 Medium Term Notes 2254COTC1 09347 Credit Suisse New York 01/29/2010 5,000,000.00 5,045,000.00 5,024,021.92 5.000 2.512 75 05/15/2013 36962G4Q4 10026 General Electric Company 10/15/2010 5,000,000.00 5,041,350.00 5,009,276.88 1.875 1.502 199 09/16/2013 36962GN1 10002 GENERAL ELECTRIC CAPITAL CORP 08/11/2010 10,000,000.00 10,026,900.00 9,997,555.56 1.042 1,360 893 08/11/2015 36962G4N1 10003 GENERAL ELECTRIC CAPITAL CORP 08/18/2010 10,000,000.00 10,036,500.00 9,990,184.05 1.042 1.387 893 08/11/2015 36962G4SO 10056 GENERAL ELECTRIC CAPITAL CORP 12/08/2010 10,000,000.00 10,023,800.00 9,981,226.91 0.961 1.272 943 09/30/2015 36962G41-5 11053 GENERAL ELECTRIC CAPITAL CORP 11/21/2011 10,000,000.00 10,609,400.00 10,304,856.39 3.500 2.103 850 06/29/2015 36962G5Q3 11090 GENERAL ELECTRIC CAPITAL CORP 01/31/2012 10,000,000.00 9,990,000.00 10,000,000.00 1.301 1.308 700 01/30/2015 36962G5U4 12014 GENERAL ELECTRIC CAPITAL CORP 10/22/2012 7,985,000.00 7,948,508.55 8,000,706.52 1.200 1.091 773 04/13/2015 38143UTY7 10141 GOLDMAN SACHS GROUP 04/27/2011 20,000,000.00 19,936,800.00 20,000,000.00 1.301 1.623 1,153 04/27/2016 46623EJC4 10034 JP MORGAN CHASE BANK 11/08/2010 10,000,000.00 10,039,900.00 10,008,846.45 1,061 0.962 213 09/30/2013 46625HHW3 11094 JP MORGAN CHASE BANK 02/13/2012 10,000,000.00 10,427,600.00 10,128,737.39 2.600 2.101 1,050 01115/2016 46625HJA9 11099 JP MORGAN CHASE BANK 03/09/2012 10,000,000.00 10,585,300.00 10,243,121.34 3.150 2.348 1,222 07/05/2016 48126EAA5 12010 JP MORGAN CHASE BANK 09/26/2012 10,000,000.00 10,209,000.00 10,114,805.91 2.000 1.706 1,628 08/15/2017 46625HHB9 12022 JP MORGAN CHASE BANK 11/19/2012 16,000,000.00 16,148,080.00 16,156,844.44 4.750 0.283 61 05/01/2013 594918AG9 10069 Microsoft Corp 12/17/2010 10,000,000.00 10,288,400.00 9,865,326.19 1.625 2.150 938 09/25/2015 89233P4B9 11121 TOYOTA MOTOR CREDIT 05/30/2012 10,000,000.00 10,579,800.00 10,462.770.83 3.200 1.126 838 06/17/2015 91159HGZ7 12025 US BANCORP 11/29/2012 10,000,000.00 10,060,662.50 10,056,556.19 1.125 0.411 243 10/30/2013 949746NA5 11025 WELLS FARGO & CO. 09/20/2011 10,000,000.00 9,955,700.00 9,643,876.86 0.501 1.915 971 10/28/2015 949746NA5 11081 WELLS FARGO & CO. 01/13/2012 10,000,000.00 9,955,700.00 9,638,793.85 0.501 1.861 971 10/28/2015 Portfolio PLCR Data Updated: FUNDSNAP: 03/05/2013 14:33 NL! AC Run Date: 03/05/2013 - 14:33 PM (PRF_PM2) 7.3.0 Attachment 1 General Fund Portfolio Management Page 3 Portfolio Details - Investments February 28, 2013 Average Purchase Stated YTM Days to Maturity CUSIP Investment # Issuer Balance Date Par Value Market Value Book Value Rate 360 Maturity Date Medium Term Notes 94980VAF5 12016 WELLS FARGO BANK 10/25/2012 10,000,000.00 9,865,100.00 9,822,530.87 0.500 1.061 1,172 05/16/2016 92976GAC5 12026 WACHOVIA MORTGAGE FSB 11/30/2012 10,000,000.00 10,016,300.00 9,971,968.14 0.693 0.868 612 11/03/2014 Subtotal and Average 231,987,243.44 213,986,000.00 216,789,801.05 214,422,006.69 1.425 808 Negotiable Certificates of Deposit 74977M5V3 12012 RABOBANK NEDERLAND NV NY 10/04/2012 40,000,000.00 40,015,200.00 40,000,687.31 0.390 0.380 62 05/02/2013 89112WHR1 12020 Toronton Dominion Bank NY 11/15/2012 10,000,000.00 10,003,200.00 10,000,000.00 0.300 0.300 164 08/12/2013 90527M2X3 12021 Union Bank NA 11/15/2012 10,000,000.00 10,000,700.00 10,000,000.00 0.280 0.280 129 07/08/2013 90527M4C7 12032 Union Bank NA 12/10/2012 30,000,000.00 30,004,200.00 30,000,000.00 0.260 0.260 102 06/11/2013 Subtotal and Average 90,000,836.97 90,000,000.00 90,023,300.00 90,000,687.31 0.320 94 Commercial Paper Disc. -Amortizing 89233GQJ8 12044 Toyota Motor Credit Corp 01/25/2013 20,000,000.00 19,998,583.33 19,998,583.33 0.150 0.150 17 03/18/2013 Subtotal and Average 19,997,458.34 20,000,000.00 19,998,583.33 19,998,583.33 0.150 17 Municipal Bonds 12006 12006 City of Colfax 09/19/2012 3,000,000.00 3,000,000.00 3,000,000.00 0.400 0.400 51 04/21/2013 Subtotal and Average 3,000,000.00 3,000,000.00 3,000,000.00 3,000,000.00 0.400 51 PFA - HELICOPTER SYS08169 08169 Public Finance Authority 04/09/2009 888,442.55 888,442.55 888,442.55 2.476 2.442 1,137 04/11/2016 Subtotal and Average 888,442.55 888,442.55 888,442.55 888,442.55 2.442 1,137 Local Agency GO Bond SYS08244 08244 Newcastle Elem. School Distric 06/24/2009 65,000.00 65,000.00 65,000.00 1.830 0.492 122 07/01/2013 Subtotal and Average 65,000.00 65,000.00 65,000.00 66,000.00 0.492 122 Local Agency Bonds SYS05311 05311 MIDDLE FORK JPA 03/29/2006 75,858,009.00 75,858,009.00 75,858,009.00 3.680 3.630 8,432 04/01/2036 Subtotal and Average 75,858,009.00 75,858,009.00 75,858,009.00 75,858,009.00 3.630 8,432 Rolling Repurchase Agreements - 2 SYS11085 11085 CANTOR FITZGERALD 01/17/2012 0.00 0.00 0.00 0.130 0.130 1 SYS12002 12002 CANTOR FITZGERALD 08/08/2012 80,061,512.47 80,061,512.47 80,061,512.47 0.130 0.130 1 SYSOOOSWEEP SWEEP WFB REPURCHASE -SWEEP 03/01/2012 0.00 0.00 0.00 0.000 1 Portfolio PLCR Data Updated: FUNDSNAP: 03/05/2013 14:33 NL! AC Run Date: 03/05/2013 -14:33 PM (PRF_PM2) 7.3.0 Attachment 1 General Fund Portfolio Management Page Portfolio Details - Investments February 28, 2013 Average Purchase Stated YTM Days to Maturity CUSIP Investment # Issuer Balance Date Par Value Market Value Book Value Rate 360 Maturity Date Subtotal and Average 111,856,418.90 80,061,512.47 80,061,512.47 80,061,512.47 0.130 1 mPower Placer SYS09460 09460 mPower Placer 06/24/2010 990,894.25 990,894.25 990,894.25 3.500 3.452 1 Subtotal and Average 990,894.25 990,894.25 990,894.25 990,894.25 3.452 1 Total and Average 998,437,513.75 Data Updated: FUNDSNAP: 03/05/2013 14:33 Run Date: 03/05/2013 - 14:33 954,848,858.27 959,538,484.31 955,631,079.06 1.244 1,625 PO,tf-.l;o PLCR NL! AC PM (PRF_PM2) 7.3.0 Attachment 1 General Fund Portfolio Management Portfolio Details - Cash February 28, 2013 Average Purchase Stated YTM Days to CUSIP Investment # Issuer Balance Date Par Value Market Value Book Value Rate 360 Maturity Cash at Bank SYS00000 00000 PLACER COUNTY CASH 34,933,798.72 34,933,798.72 34,933,798.72 0.000 1 Undeposited Receipts SYS00000VAULT 00000VAULT PLACER COUNTY CASH 579,139.80 579,139.80 579,139.80 0.000 1 Average Balance 0.00 1 Total Cash and Investments 998,437,513.75 990,361,796.79 995,061,422.83 991,144,017.58 1.244 1,625 Page 5 Portfolio PLCR Data Updated: FUNDSNAP: 03/05/2013 14:33 NL! AC Run Date: 03/05/2013 -14:33 PM (PRF_PM2) 7.3.0 Sec. Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment # Fund Type Issuer Par Value Date payment Periods Purchased at Purchase Purchase Date YTM Book Value General Fund 3133ECEQ3 12048 1010 FAC FFCB 10,000,000.00 02t06/201308/06 - 02/06 10,000,000.00 1.100 02/06/2018 1.100 10,000,000.00 3133ECFA7 12049 .1010 FAC FFCB 10,000,000.00 02/13/201308/13 - 02/13 10,000,000.00 1.080 02/13/2018 1.080 10,000,000.00 3133822Z5 12050 1010 FAC FHLB 10,000,000.00 02/15/201308/15 - 02/15 9,985,000.00 0.750 02/15/2018 1.096 9,985,133.33 3133822Z5 12051 1010 FAC FHLB 10,000,000.00 02/15/201308/15 - 02/15 10,000,000.00 0.750 02/15/2018 1.065 10,000,000.00 313381ZH1 12052 1010 FAC FHLB 10,000,000.00 02/21/201308/21 -02121 10,000,000.00 1.200 02/2l/2018 1.200 10,000,000.00 3136GICUl 12053 1010 FAC FNMA 10,000,000.00 02/22/201308121 -02/21 9,985,000.00 208.33 0.750 02/21/2018 1.151 9,985,283.37 3133826K4 12054 1010 FAC FHLB 10,000,000.00 02/27/201308/27 - 02/27 10,000,000.00 0.750 02/27/2018 1.292 10,000,000.00 3136G1DB2 12055 1010 FAC FNMA 10,000,000.00 02/28/201308/31 -02/28 10,000,000.00 1.000 02/28/2018 1.186 10,000,000.00 3135GOUX9 12056 1010 FAC FNMA 10,000,000.00 02128/201308/28 - 02/28 10,000,000.00 1.200 02/28/2018 1.200 10,000,000.00 3136G1F95 12057 1010 FAC FNMA 10,000,000.00 02/28/201308128 - 02/28 9,995,000.00 0.750 02/28/2018 1.276 9,995,008.33 Subtotal 100,000,000.00 99,965,000.00 208.33 99,965,425.03 Total Purchases 100,000,000.00 99,965,000.00 208.33 99,966,425.03 Portfolio PLCR Data Updated: FUNDSNAP: 03/05/2013 14:26 NL! AC Run Date: 03/05/2013 -14:26 PU (PRF_PU) 7.1.1 Report Ver. 7.3.3