0001145549-11-003296.txt : 20110429
0001145549-11-003296.hdr.sgml : 20110429
20110307130030
ACCESSION NUMBER: 0001145549-11-003296
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110228
FILED AS OF DATE: 20110307
DATE AS OF CHANGE: 20110307
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: 11667634
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004506
Schwab Government Money Fund
C000012381
Schwab Government Money Fund
SWGXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2011-02-28
0000857156
S000004506
1
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
41
83
15703859836.84
10398263.86
1037778321.40
14676479779.30
0.0022
1.0001
2011-02-28
1.0001
2011-02-28
C000012381
1.00
14676479779.30
1.00
1158363.00
5656443713.70
5655285350.70
0.0001
1.0001
2011-02-28
1.0001
2011-02-28
Freddie Mac
Freddie Mac 0.224800%
3128X9ZJ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-16
2012-02-16
N
N
N
100000000.00
99961135.34
0.0068
N
100009700.00
100009700.00
Freddie Mac
Freddie Mac 0.153100%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-11
2012-02-10
N
N
N
150000000.00
150000000.00
0.0102
N
150205950.00
150205950.00
Federal Home Loan Bank
Federal Home Loan Bank 2.875000%
3133XPNY6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
N
145000000.00
145108404.76
0.0099
N
145107445.00
145107445.00
Federal Home Loan Bank
Federal Home Loan Bank 3.250000%
3133XPWW0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
N
125000000.00
125109000.66
0.0085
N
125107375.00
125107375.00
Federal Home Loan Bank
Federal Home Loan Bank 0.750000%
3133XUSX2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-25
2011-03-25
N
N
N
260000000.00
260100715.78
0.0177
N
260102960.00
260102960.00
Federal Home Loan Bank
Federal Home Loan Bank 0.750000%
3133XUXX6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-18
2011-03-18
N
N
N
75000000.00
75008513.46
0.0051
N
75018900.00
75018900.00
Federal Home Loan Bank
Federal Home Loan Bank 0.163000%
3133XWNK1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-15
2011-07-15
N
N
N
150000000.00
149971604.37
0.0102
N
149963400.00
149963400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.167000%
3133XWQP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-25
2011-07-25
N
N
N
100000000.00
99981683.14
0.0068
N
99989800.00
99989800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.167000%
3133XWRM3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-25
2011-08-25
N
N
N
110000000.00
109931834.23
0.0075
N
109985040.00
109985040.00
Federal Home Loan Bank
Federal Home Loan Bank 0.165000%
3133XWRZ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-01
2011-08-01
N
N
N
150000000.00
149980959.06
0.0102
N
149986500.00
149986500.00
Federal Home Loan Bank
Federal Home Loan Bank 0.174000%
3133XWXV6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-12
2011-08-12
N
N
N
100000000.00
99981857.88
0.0068
N
99991200.00
99991200.00
Federal Home Loan Bank
Federal Home Loan Bank 0.174000%
3133XWZP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-12
2011-08-12
N
N
N
100000000.00
99940896.54
0.0068
N
99988000.00
99988000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.550000%
3133XYQU2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
100000000.00
99985582.46
0.0068
N
100098700.00
100098700.00
Federal Home Loan Bank
Federal Home Loan Bank 0.350000%
3133XYYY5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-05
2011-04-05
N
N
N
150000000.00
149992096.77
0.0102
N
150027600.00
150027600.00
Farm Credit System
Farm Credit System 0.210000%
313312JP6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
N
6000000.00
5994890.00
0.0004
N
5996838.00
5996838.00
Federal Home Loan Bank
Federal Home Loan Bank 0.310000%
313370AR9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
125000000.00
125010951.50
0.0085
N
125016125.00
125016125.00
Federal Home Loan Bank
Federal Home Loan Bank 0.300000%
313371HK5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
N
75000000.00
74997655.96
0.0051
N
74993925.00
74993925.00
Federal Home Loan Bank
Federal Home Loan Bank 0.400000%
313371QN9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
100000000.00
100000000.00
0.0068
N
100000000.00
100000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.400000%
313371RG3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
75000000.00
75000000.00
0.0051
N
75000000.00
75000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.500000%
313371Z33
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-30
2011-12-30
N
N
N
100000000.00
100000000.00
0.0068
N
100006100.00
100006100.00
Federal Home Loan Bank
Federal Home Loan Bank 0.230000%
313372EV2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-01
2012-01-13
N
N
N
100000000.00
99982401.10
0.0068
N
100019400.00
100019400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.275000%
313372GF5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-01
2012-07-24
N
N
N
75000000.00
74973480.78
0.0051
N
75017475.00
75017475.00
Federal Home Loan Bank
Federal Home Loan Bank 0.320000%
313372K94
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
100000000.00
99997230.14
0.0068
N
99966100.00
99966100.00
Federal Home Loan Bank
Federal Home Loan Bank 0.500000%
313372MZ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
N
75000000.00
75000000.00
0.0051
N
74993775.00
74993775.00
Federal Home Loan Bank
Federal Home Loan Bank 0.190000%
313372M68
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
N
N
125000000.00
124981215.47
0.0085
N
125002375.00
125002375.00
Federal Home Loan Bank
Federal Home Loan Bank 0.160000%
313384CV9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-09
2011-03-09
N
N
N
300000000.00
299989333.32
0.0204
N
299996100.00
299996100.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
313384EY1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-29
2011-04-29
N
N
N
100000000.00
99967222.22
0.0068
N
99988500.00
99988500.00
Freddie Mac
Freddie Mac 0.230000%
313396DY6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-05
2011-04-05
N
N
N
200000000.00
199955277.76
0.0136
N
199986400.00
199986400.00
Freddie Mac
Freddie Mac 0.190000%
313396EM1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-18
2011-04-18
N
N
N
50000000.00
49987333.33
0.0034
N
49995350.00
49995350.00
Freddie Mac
Freddie Mac 0.200000%
313396EU3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-25
2011-04-25
N
N
N
250000000.00
249923611.10
0.0170
N
249973250.00
249973250.00
Freddie Mac
Freddie Mac 0.180000%
313396GA5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-25
2011-05-25
N
N
N
185000000.00
184921375.00
0.0126
N
184960780.00
184960780.00
Freddie Mac
Freddie Mac 0.190000%
313396GA5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-25
2011-05-25
N
N
N
136115000.00
136053937.29
0.0093
N
136086143.62
136086143.62
Freddie Mac
Freddie Mac 0.240000%
313396JQ7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
N
150000000.00
149853000.00
0.0102
N
149920350.00
149920350.00
Freddie Mac
Freddie Mac 0.310000%
3134G1EL4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-01
2011-11-21
N
N
N
100000000.00
99970681.06
0.0068
N
100075500.00
100075500.00
Freddie Mac
Freddie Mac 0.233000%
3134G1QD9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-03
2012-04-03
N
N
N
200000000.00
199911289.64
0.0136
N
200031000.00
200031000.00
Freddie Mac
Freddie Mac 0.244000%
3134G1RQ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-11
2012-05-11
N
N
N
100000000.00
99940160.40
0.0068
N
100021700.00
100021700.00
Federal Home Loan Bank
Federal Home Loan Bank 0.224000%
3134G13Z5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-10
2012-08-10
N
N
N
100000000.00
99941669.04
0.0068
N
100090500.00
100090500.00
Fannie Mae
Fannie Mae 0.130000%
313588EJ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-15
2011-04-15
N
N
N
500000000.00
499918750.00
0.0341
N
499956000.00
499956000.00
Fannie Mae
Fannie Mae 0.420000%
313588HT5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
75000000.00
74889750.00
0.0051
N
74965875.00
74965875.00
Freddie Mac
Freddie Mac 2.750000%
3137EABK4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-11
2011-04-11
N
N
N
200000000.00
200565102.04
0.0137
N
200576200.00
200576200.00
Fannie Mae
Fannie Mae 0.280000%
31381N4D2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
100000000.00
99975888.88
0.0068
N
99985777.80
99985777.80
Fannie Mae
Fannie Mae 0.205000%
31381PL71
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
77367000.00
77367000.00
0.0053
N
77366720.63
77366720.63
Fannie Mae
Fannie Mae 0.210000%
31381PL97
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
84135000.00
84135000.00
0.0057
N
84134696.19
84134696.19
Fannie Mae
Fannie Mae 0.210000%
31381PR67
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
30500000.00
30500000.00
0.0021
N
30499889.86
30499889.86
Fannie Mae
Fannie Mae 0.205000%
31381PUA4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
31250000.00
31244483.51
0.0021
N
31245555.56
31245555.56
Fannie Mae
Fannie Mae 0.200000%
31381PUN6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
89000000.00
88984672.22
0.0061
N
88987342.24
88987342.24
Fannie Mae
Fannie Mae 0.195000%
31381PWC8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
120000000.00
119979850.01
0.0082
N
119982933.36
119982933.36
Fannie Mae
Fannie Mae 0.195000%
31381PWD6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
37095000.00
37088771.13
0.0025
N
37089724.27
37089724.27
Fannie Mae
Fannie Mae 0.195000%
31381PWF1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
29700000.00
29695012.88
0.0020
N
29695776.01
29695776.01
Fannie Mae
Fannie Mae 0.195000%
31381PWG9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
38000000.00
37993619.17
0.0026
N
37994595.56
37994595.56
Fannie Mae
Fannie Mae 0.195000%
31381PWH7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
148000000.00
147975148.34
0.0101
N
147978951.14
147978951.14
Fannie Mae
Fannie Mae 0.195000%
31381PWJ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
10250000.00
10248278.86
0.0007
N
10248542.22
10248542.22
Fannie Mae
Fannie Mae 0.195000%
31381PWK0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
10000000.00
9998320.83
0.0007
N
9998577.78
9998577.78
Fannie Mae
Fannie Mae 0.195000%
31381PWL8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
10500000.00
10498236.88
0.0007
N
10498506.67
10498506.67
Fannie Mae
Fannie Mae 0.170000%
31381P2N7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
9529000.00
9527358.90
0.0006
N
9527644.77
9527644.77
Fannie Mae
Fannie Mae 0.200000%
31381P2N7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
50000000.00
49991388.89
0.0034
N
49992888.90
49992888.90
Fannie Mae
Fannie Mae 0.200000%
31381P2P2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
37415000.00
37408556.30
0.0025
N
37409678.76
37409678.76
Fannie Mae
Fannie Mae 0.200000%
31381P2Q0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
27422000.00
27417277.32
0.0019
N
27418099.99
27418099.99
Fannie Mae
Fannie Mae 0.200000%
31381P4C9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
105188000.00
105169884.29
0.0072
N
105173039.95
105173039.95
Fannie Mae
Fannie Mae 0.200000%
31381P4D7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
10000000.00
9998277.78
0.0007
N
9998577.78
9998577.78
Fannie Mae
Fannie Mae 0.200000%
31381P4E5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
100000000.00
99982777.78
0.0068
N
99985777.80
99985777.80
Fannie Mae
Fannie Mae 0.200000%
31381P4F2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
72400000.00
72387531.11
0.0049
N
72389703.13
72389703.13
Fannie Mae
Fannie Mae 0.210000%
31381QAH9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
140000000.00
139949366.67
0.0095
N
139955900.00
139955900.00
Fannie Mae
Fannie Mae 0.210000%
31381QDJ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
23862964.00
23854333.56
0.0016
N
23855447.17
23855447.17
Fannie Mae
Fannie Mae 0.210000%
31381QDK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
131696500.00
131648869.77
0.0090
N
131655015.60
131655015.60
Fannie Mae
Fannie Mae 0.210000%
31381QDM5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
186594000.00
186526515.18
0.0127
N
186535222.89
186535222.89
Fannie Mae
Fannie Mae 0.205000%
31381QDS2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
42800000.00
42784889.22
0.0029
N
42786518.00
42786518.00
Fannie Mae
Fannie Mae 0.205000%
31381QEY8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
32078079.00
32066753.65
0.0022
N
32067974.41
32067974.41
Fannie Mae
Fannie Mae 0.205000%
31381QE28
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
32737381.00
32725822.88
0.0022
N
32727068.72
32727068.72
Fannie Mae
Fannie Mae 0.205000%
31381QE36
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
130918000.00
130871778.67
0.0089
N
130876760.83
130876760.83
Fannie Mae
Fannie Mae 0.205000%
31381QE44
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
109262000.00
109223424.42
0.0074
N
109227582.47
109227582.47
Fannie Mae
Fannie Mae 0.290000%
31381QGC4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
18235000.00
18214850.32
0.0012
N
18214366.08
18214366.08
Fannie Mae
Fannie Mae 0.174000%
31398AG22
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-11
2011-08-11
N
N
N
300000000.00
299927876.58
0.0204
N
299974200.00
299974200.00
Fannie Mae
Fannie Mae 0.223000%
31398AL67
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-19
2011-09-19
N
N
N
50000000.00
49988961.75
0.0034
N
50007250.00
50007250.00
Fannie Mae
Fannie Mae 1.750000%
31398AVQ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-23
2011-03-23
N
N
N
50000000.00
50048647.89
0.0034
N
50048700.00
50048700.00
Fannie Mae
Fannie Mae 0.282000%
31398A3F7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-23
2012-08-23
N
N
N
100000000.00
99955003.00
0.0068
N
100060100.00
100060100.00
Fannie Mae
Fannie Mae 0.350000%
31398A6V9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-01
2012-12-03
N
N
N
150000000.00
149946787.56
0.0102
N
150168000.00
150168000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257GTE3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
45000000.00
44999687.50
0.0031
N
44999550.00
44999550.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257GTL7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-04
2011-03-04
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
75000000.00
74998437.50
0.0051
N
74998500.00
74998500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257GTN3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-10
2011-03-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
80000000.00
79995000.00
0.0055
N
79996000.00
79996000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257GUA9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49987152.78
0.0034
N
49989500.00
49989500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257GUG6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-11
2011-04-11
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
29289000.00
29280660.77
0.0020
N
29281970.64
29281970.64
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257JUK1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-04
2011-03-04
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
22412000.00
22411533.08
0.0015
N
22411551.76
22411551.76
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257JVK0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-19
2011-04-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
100000000.00
99965972.22
0.0068
N
99968000.00
99968000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257LK50
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
30000000.00
29999791.67
0.0020
N
29999700.00
29999700.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257LR61
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-12
2011-04-12
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49985416.67
0.0034
N
49987500.00
49987500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257LS60
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-13
2011-04-13
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
16816000.00
16810978.55
0.0011
N
16811796.00
16811796.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257LS78
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-13
2011-04-13
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
43000000.00
42987159.72
0.0029
N
42989250.00
42989250.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257LU26
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-13
2011-04-13
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49985069.45
0.0034
N
49987500.00
49987500.00
Fannie Mae
Fannie Mae 0.157500%
31381QHY5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
138754000.00
138735181.49
0.0095
N
138734266.13
138734266.13
Fannie Mae
Fannie Mae 0.160000%
31381QJY3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
160581923.00
160559798.38
0.0109
N
160559084.72
160559084.72
Fannie Mae
Fannie Mae 0.157500%
31381QJ98
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
86341000.00
86329290.00
0.0059
N
86328720.41
86328720.41
Fannie Mae
Fannie Mae 0.175000%
31381QMT0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
17936000.00
17927978.62
0.0012
N
17927978.48
17927978.48
Fannie Mae
Fannie Mae 0.175000%
31381QMW3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
99367000.00
99322560.87
0.0068
N
99322560.10
99322560.10
Fannie Mae
Fannie Mae 0.165000%
31381QN93
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
34196700.00
34191841.22
0.0023
N
34191836.48
34191836.48
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257GVD2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
60000000.00
59970416.66
0.0041
N
59966400.00
59966400.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257KVX9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
100000000.00
99954861.12
0.0068
N
99951000.00
99951000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257LV25
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
60044000.00
60016479.84
0.0041
N
60013377.56
60013377.56
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257LV33
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
100000000.00
99952083.32
0.0068
N
99946000.00
99946000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257LV41
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-10
2011-05-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
100000000.00
99951388.88
0.0068
N
99945000.00
99945000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000%
06399U000_0.2000_M110301_2M52
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2039-11-15
2.750000
Government Agency Debt
7075000.00
6533641.02
Freddie Mac
2040-11-15
4.000000
Government Agency Debt
6010000.00
5465133.40
Freddie Mac
2039-04-15
4.000000
Government Agency Debt
11143000.00
10594831.26
Freddie Mac
2040-11-15
4.000000
Government Agency Debt
14040000.00
14271618.80
Freddie Mac
2032-07-15
6.000000
Government Agency Debt
10000000.00
6291923.13
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
11100000.00
12053800.80
Fannie Mae
2033-01-25
4.000000
Government Agency Debt
52500000.00
5450475.13
Fannie Mae
2031-10-25
0.610000
Government Agency Debt
42784500.00
12284132.23
Freddie Mac
2033-02-15
5.500000
Government Agency Debt
10000000.00
10811620.00
Fannie Mae
2022-09-25
5.000000
Government Agency Debt
57000000.00
11045759.16
Freddie Mac
2033-03-15
4.000000
Government Agency Debt
43000000.00
5509834.93
Freddie Mac
2034-01-15
5.000000
Government Agency Debt
5900000.00
6069117.60
Freddie Mac
2022-10-15
4.000000
Government Agency Debt
25000000.00
4462501.02
Freddie Mac
2033-01-15
0.711000
Government Agency Debt
50000000.00
15937117.03
Freddie Mac
2030-10-15
0.711000
Government Agency Debt
50000000.00
15390314.01
Freddie Mac
2033-02-15
5.000000
Government Agency Debt
5072000.00
5408415.62
Freddie Mac
2032-10-15
6.000000
Government Agency Debt
15612000.00
13863416.31
Freddie Mac
2036-04-15
6.000000
Government Agency Debt
26800000.00
6987020.73
Freddie Mac
2037-02-15
5.700000
Government Agency Debt
15200000.00
7400325.07
Freddie Mac
2029-04-15
4.000000
Government Agency Debt
20000000.00
11943174.15
Freddie Mac
2039-04-15
3.000000
Government Agency Debt
6600000.00
5964347.29
Freddie Mac
2027-05-15
4.000000
Government Agency Debt
6835475.00
5561218.05
Freddie Mac
2036-05-15
0.671000
Government Agency Debt
38000000.00
13566983.22
Fannie Mae
2033-10-25
5.000000
Government Agency Debt
10000000.00
7130634.14
Fannie Mae
2019-12-25
1.500000
Government Agency Debt
7000000.00
5762541.85
Fannie Mae
2028-01-25
3.000000
Government Agency Debt
9500000.00
8854571.50
Fannie Mae
2038-06-25
3.000000
Government Agency Debt
11900243.00
11111875.55
Fannie Mae
2027-10-25
4.000000
Government Agency Debt
15500000.00
12486990.30
Fannie Mae
2035-08-25
5.500000
Government Agency Debt
11377000.00
12286511.51
Fannie Mae
2017-04-25
6.000000
Government Agency Debt
12500000.00
8402644.94
Fannie Mae
2034-08-25
6.250000
Government Agency Debt
55200000.00
5421925.78
Fannie Mae
2037-03-25
0.611500
Government Agency Debt
55000000.00
10032686.10
GNMA
2038-05-16
4.000000
Government Agency Debt
15000000.00
13471053.26
GNMA
2038-01-16
4.175000
Government Agency Debt
7985000.00
8416998.48
GNMA
2026-08-16
4.250000
Government Agency Debt
100000000.00
5341571.42
GNMA
2033-11-20
5.500000
Government Agency Debt
12500000.00
13514450.00
GNMA
2034-02-20
0.561000
Government Agency Debt
54500000.00
14548148.63
GNMA
2037-10-20
0.760600
Government Agency Debt
50000000.00
12758007.81
GNMA
2037-10-20
0.783000
Government Agency Debt
50000000.00
13021971.62
Freddie Mac
2019-12-15
5.500000
Government Agency Debt
50000000.00
15797360.76
Freddie Mac
2040-11-15
4.000000
Government Agency Debt
12573000.00
12060155.58
Freddie Mac
2030-01-15
4.500000
Government Agency Debt
10009000.00
9751318.29
Freddie Mac
2032-07-15
6.000000
Government Agency Debt
11372932.00
5419814.74
Freddie Mac
2023-06-15
3.875000
Government Agency Debt
29693945.00
7710921.80
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
9100000.00
8996269.10
Freddie Mac
2033-09-15
5.500000
Government Agency Debt
11000000.00
11752796.00
Freddie Mac
2040-11-15
4.250000
Government Agency Debt
6098655.00
6243653.35
Freddie Mac
2040-02-15
4.500000
Government Agency Debt
10642000.00
10566984.54
Freddie Mac
2036-02-15
0.711000
Government Agency Debt
21500000.00
6224564.20
Freddie Mac
2035-06-15
6.000000
Government Agency Debt
6100000.00
6600047.50
Freddie Mac
2035-11-15
1.261000
Government Agency Debt
20000000.00
7998880.55
Freddie Mac
2037-03-15
5.500000
Government Agency Debt
6106500.00
6483209.99
Freddie Mac
2036-03-15
6.000000
Government Agency Debt
55000000.00
13969073.65
Freddie Mac
2035-08-15
6.000000
Government Agency Debt
55020000.00
12325038.69
Freddie Mac
2038-01-15
6.000000
Government Agency Debt
6127000.00
6608098.17
Freddie Mac
2037-01-15
5.500000
Government Agency Debt
13813000.00
14653521.05
Freddie Mac
2023-11-15
1.812500
Government Agency Debt
70011755.00
5229968.31
Freddie Mac
2020-09-15
1.500000
Government Agency Debt
7000000.00
6342413.47
Freddie Mac
2041-02-15
4.500000
Government Agency Debt
9209000.00
8993021.32
Freddie Mac
2033-02-15
1.015700
Government Agency Debt
50000000.00
6132681.10
Freddie Mac
2021-10-15
5.000000
Government Agency Debt
5310000.00
5466597.21
Freddie Mac
2032-12-15
1.011200
Government Agency Debt
50000000.00
4524524.97
Freddie Mac
2036-08-15
0.665700
Government Agency Debt
30000000.00
14063967.19
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
2061999.00
2237930.82
Freddie Mac
2036-10-15
0.711200
Government Agency Debt
24800000.00
9011101.07
Freddie Mac
2020-12-15
5.500000
Government Agency Debt
40100000.00
10448841.25
Freddie Mac
2027-05-15
5.500000
Government Agency Debt
5000000.00
5356660.00
Fannie Mae
2036-11-25
4.500000
Government Agency Debt
12528274.00
6926606.25
Fannie Mae
2022-07-25
4.250000
Government Agency Debt
20000000.00
9047619.75
Fannie Mae
2030-05-25
4.000000
Government Agency Debt
4606989.00
4655944.55
Fannie Mae
2026-03-25
4.000000
Government Agency Debt
14463000.00
14168446.54
Fannie Mae
2039-08-25
4.000000
Government Agency Debt
5000000.00
5068245.00
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
17862837.00
16239623.14
Fannie Mae
2037-03-25
6.000000
Government Agency Debt
25000000.00
11064640.82
Fannie Mae
2041-02-25
5.500000
Government Agency Debt
10880000.00
11603813.76
Fannie Mae
2039-11-25
5.000000
Government Agency Debt
14450000.00
10874552.32
Fannie Mae
2037-03-25
6.000000
Government Agency Debt
23489633.00
8943835.76
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
8007800.00
8618771.12
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
5500000.00
5971509.50
Fannie Mae
2036-07-25
0.720000
Government Agency Debt
23000000.00
8563374.64
Fannie Mae
2036-02-25
6.000000
Government Agency Debt
5500000.00
5977317.50
GNMA
2037-11-20
0.733000
Government Agency Debt
50000000.00
12564736.87
GNMA
2037-10-20
2.500000
Government Agency Debt
13043717.00
12454021.86
GNMA
2036-07-20
6.000000
Government Agency Debt
6500000.00
7062172.00
GNMA
2038-01-20
0.740600
Government Agency Debt
29250000.00
7404796.63
GNMA
2034-09-16
3.000000
Government Agency Debt
11355000.00
10812798.75
GNMA
2039-08-16
3.810000
Government Agency Debt
5000000.00
5078732.50
GNMA
2039-07-20
4.000000
Government Agency Debt
10000000.00
9530000.00
GNMA
2041-02-20
4.000000
Government Agency Debt
15708000.00
14969724.00
Unrated Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
800000000.00
800000000.00
0.0545
N
800000000.00
800000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
07699U005_0.1900_M110307_2M52
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2011-08-08
0.000000
Government Agency Debt
62871000.00
62831391.27
Freddie Mac
2011-05-25
0.000000
Government Agency Debt
80810000.00
80790605.60
0.875 FHLB 13 G2195
2013-12-27
0.875000
Government Agency Debt
80455000.00
79585493.76
Freddie Mac
2012-07-15
5.125000
Government Agency Debt
76778000.00
81974682.67
Fannie Mae
2015-10-15
4.375000
Government Agency Debt
72756000.00
80447996.73
Freddie Mac
2016-01-28
2.500000
Government Agency Debt
49665000.00
49402934.35
Fannie Mae
2011-06-30
0.000000
Government Agency Debt
80000000.00
79967200.00
Unrated Security
N/A
N/A
2011-03-07
2011-03-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
500000000.00
500000000.00
0.0341
N
499991250.00
499991250.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
21599B009_0.2000_M110301_2M52
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2034-11-01
7.000000
Government Agency Debt
80000000.00
15314750.41
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
16065277.00
15621843.67
Fannie Mae
2040-11-01
5.000000
Government Agency Debt
15000000.00
15582148.72
Freddie Mac
2034-12-01
5.500000
Government Agency Debt
51400000.00
15637833.02
Fannie Mae
2038-12-01
5.500000
Government Agency Debt
30320961.00
18505550.93
Fannie Mae
2019-11-01
4.500000
Government Agency Debt
47730589.00
17894075.27
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
33459515.00
18280550.31
Freddie Mac
2036-07-01
6.500000
Government Agency Debt
50000000.00
16848255.83
Freddie Mac
2019-01-01
5.000000
Government Agency Debt
50000000.00
18517611.50
Freddie Mac
2038-04-01
6.000000
Government Agency Debt
31200000.00
15298510.52
Freddie Mac
2039-09-01
5.000000
Government Agency Debt
19203000.00
17237066.02
Freddie Mac
2039-11-01
5.000000
Government Agency Debt
13736911.00
12604469.79
Freddie Mac
2025-10-01
4.000000
Government Agency Debt
15982756.00
16151399.90
Freddie Mac
2025-12-01
3.500000
Government Agency Debt
15887828.00
15826753.71
Freddie Mac
2025-12-01
4.000000
Government Agency Debt
16469736.00
16923347.63
Freddie Mac
2038-09-01
6.500000
Government Agency Debt
24000000.00
17402626.60
Freddie Mac
2039-05-01
4.000000
Government Agency Debt
25000000.00
18813487.02
Freddie Mac
2040-06-01
4.500000
Government Agency Debt
20000000.00
17497592.03
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
15105171.00
14778285.32
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
17148331.00
16925406.22
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
15132571.00
15045046.67
Fannie Mae
2026-02-01
4.000000
Government Agency Debt
15493646.00
16006687.10
Fannie Mae
2033-07-01
5.000000
Government Agency Debt
51362684.00
15971102.03
Fannie Mae
2034-05-01
5.000000
Government Agency Debt
42966906.00
16477067.07
Fannie Mae
2036-01-01
6.000000
Government Agency Debt
35188770.00
16231476.07
Fannie Mae
2036-09-01
6.000000
Government Agency Debt
44000000.00
17544718.51
Fannie Mae
2047-07-01
6.500000
Government Agency Debt
38891883.00
15200841.32
Fannie Mae
2047-09-01
6.500000
Government Agency Debt
48429473.00
14926062.33
Fannie Mae
2036-12-01
6.000000
Government Agency Debt
38700000.00
18057057.64
Fannie Mae
2036-10-01
6.500000
Government Agency Debt
40958905.00
15324868.78
Fannie Mae
2037-04-01
6.000000
Government Agency Debt
32879018.00
15104086.29
Fannie Mae
2037-05-01
6.500000
Government Agency Debt
26577252.00
14800552.71
Fannie Mae
2037-01-01
6.500000
Government Agency Debt
30546589.00
15472973.25
Fannie Mae
2023-06-01
4.500000
Government Agency Debt
31750000.00
17943627.32
Fannie Mae
2039-05-01
5.500000
Government Agency Debt
23550000.00
14798936.13
Fannie Mae
2024-06-01
4.500000
Government Agency Debt
21250048.00
17139192.19
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
16093253.00
16395694.86
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
16712462.00
17267458.21
Fannie Mae
2039-09-01
4.500000
Government Agency Debt
16367335.00
14687983.02
Fannie Mae
2039-08-01
4.500000
Government Agency Debt
17000000.00
16781999.14
Fannie Mae
2039-10-01
5.000000
Government Agency Debt
19170000.00
17972519.10
Fannie Mae
2039-11-01
5.000000
Government Agency Debt
15000000.00
15138558.63
Fannie Mae
2038-07-01
6.000000
Government Agency Debt
26000000.00
15291242.97
Fannie Mae
2039-10-01
5.500000
Government Agency Debt
27246054.00
16002130.67
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
17112387.00
15643608.70
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
14683046.00
16620545.00
Fannie Mae
2049-01-01
6.000000
Government Agency Debt
18303807.00
18166394.94
Fannie Mae
2027-07-01
6.000000
Government Agency Debt
17126042.00
17480806.99
Fannie Mae
2025-11-01
3.500000
Government Agency Debt
16211122.00
16043475.43
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
15138085.00
15394788.40
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
15140079.00
15406935.08
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
800000000.00
800000000.00
0.0545
N
800000000.00
800000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.190000%
22799D001_0.1900_M110301_2M52
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-02-20
4.500000
Government Agency Debt
28900066.00
29864334.25
Freddie Mac
2041-01-20
4.000000
Government Agency Debt
16990000.00
17035667.95
Unrated Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
45975889.00
45975889.00
0.0031
N
45975889.00
45975889.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.230000%
99ETSZ007_0.2300_M110301_2M52
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
11000000.00
3632265.51
Fannie Mae
2038-04-01
5.000000
Government Agency Debt
5000000.00
3523406.02
Fannie Mae
2034-08-01
6.000000
Government Agency Debt
16100000.00
3495806.85
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
8133697.00
3773090.55
Fannie Mae
2038-09-01
7.000000
Government Agency Debt
6821282.00
3660120.45
Fannie Mae
2039-05-01
4.500000
Government Agency Debt
3505000.00
3236839.48
Fannie Mae
2040-09-01
5.000000
Government Agency Debt
4696849.00
3425890.75
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
6000000.00
3366721.99
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
3411656.00
3443441.78
Fannie Mae
2017-12-01
5.000000
Government Agency Debt
25817423.00
3550402.29
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
4276278.00
3695862.34
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
3469028.00
3437528.39
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
3385263.00
3295806.21
Fannie Mae
2037-05-01
5.500000
Government Agency Debt
8000000.00
3485359.45
Fannie Mae
2028-10-01
2.635000
Government Agency Debt
66363814.00
3915390.19
Fannie Mae
2035-06-01
2.175000
Government Agency Debt
12957781.00
3672470.07
Fannie Mae
2038-05-01
5.000000
Government Agency Debt
6571767.00
3906449.73
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
3813381.00
3854110.70
Fannie Mae
2028-06-01
5.000000
Government Agency Debt
8653417.00
3971783.48
Fannie Mae
2037-04-01
5.000000
Government Agency Debt
7260811.00
3433315.01
Fannie Mae
2035-01-01
2.573000
Government Agency Debt
30163939.00
3334185.64
Fannie Mae
2037-11-01
6.000000
Government Agency Debt
6727383.00
3264735.36
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
3949253.00
3869094.57
Fannie Mae
2038-05-01
5.000000
Government Agency Debt
6051595.00
3352392.81
Fannie Mae
2038-04-01
5.000000
Government Agency Debt
13172226.00
3746465.63
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
3584923.00
3373571.18
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
3764767.00
3509623.33
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
3469858.00
3482899.40
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
4000979.00
3971789.23
Fannie Mae
2035-03-01
2.398000
Government Agency Debt
19000000.00
3850295.05
Fannie Mae
2038-03-01
5.000000
Government Agency Debt
6406750.00
3647919.54
Fannie Mae
2024-06-01
5.500000
Government Agency Debt
11360000.00
3600489.49
Fannie Mae
2039-01-01
6.000000
Government Agency Debt
6125940.00
3488250.99
Fannie Mae
2021-11-01
5.620000
Government Agency Debt
3969921.00
3803731.26
Fannie Mae
2017-08-01
7.680000
Government Agency Debt
4674110.00
3514925.67
Fannie Mae
2033-07-01
4.500000
Government Agency Debt
9032524.00
3788697.26
Fannie Mae
2033-08-01
4.500000
Government Agency Debt
8000200.00
3334832.02
Fannie Mae
2033-07-01
4.500000
Government Agency Debt
6270117.00
3331146.98
Fannie Mae
2033-08-01
4.500000
Government Agency Debt
7526184.00
3564941.95
Fannie Mae
2033-08-01
4.500000
Government Agency Debt
8460461.00
3511058.22
Fannie Mae
2033-08-01
4.500000
Government Agency Debt
7200763.00
3635602.21
Fannie Mae
2033-08-01
4.500000
Government Agency Debt
9541531.00
3454269.01
Fannie Mae
2033-09-01
4.500000
Government Agency Debt
8004503.00
3770654.58
Fannie Mae
2033-09-01
4.500000
Government Agency Debt
8769637.00
3813143.77
Fannie Mae
2033-09-01
4.500000
Government Agency Debt
6432564.00
3743701.12
Fannie Mae
2033-09-01
4.500000
Government Agency Debt
7000000.00
3717972.96
Fannie Mae
2033-09-01
4.500000
Government Agency Debt
6020544.00
3290500.05
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
9902785.00
3328227.19
Fannie Mae
2033-10-01
4.500000
Government Agency Debt
8124884.00
3741805.93
Fannie Mae
2033-09-01
4.500000
Government Agency Debt
3743404.00
1620487.08
Fannie Mae
2034-08-01
5.500000
Government Agency Debt
9659000.00
3452274.07
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
9275000.00
3487784.71
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
10500000.00
3366445.37
Fannie Mae
2038-06-01
7.000000
Government Agency Debt
6331616.00
3388512.04
Fannie Mae
2038-12-01
7.000000
Government Agency Debt
6701683.00
3642628.42
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
9104674.00
3665000.94
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
14431596.00
3261235.54
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
6102972.00
3313980.49
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
8927369.00
3961669.42
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
12336842.00
3325389.39
Fannie Mae
2037-09-01
7.000000
Government Agency Debt
7020802.00
3586876.93
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
18309356.00
3556291.75
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
10693389.00
3760530.30
Fannie Mae
2037-10-01
7.500000
Government Agency Debt
12461702.00
3632886.79
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
10971012.00
3670730.74
Fannie Mae
2038-05-01
6.000000
Government Agency Debt
7025265.00
3520226.25
Fannie Mae
2038-04-01
7.000000
Government Agency Debt
6809060.00
3949467.68
Fannie Mae
2038-12-01
7.000000
Government Agency Debt
11511555.00
3754922.94
Fannie Mae
2038-03-01
7.000000
Government Agency Debt
10487886.00
3400001.92
Fannie Mae
2038-09-01
7.000000
Government Agency Debt
8489152.00
3748185.85
Fannie Mae
2023-02-01
5.500000
Government Agency Debt
6500000.00
3869847.14
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
6397441.00
3922696.94
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
6474589.00
3564376.41
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
8130393.00
3529502.07
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
3999648.00
3377607.34
Fannie Mae
2039-04-01
4.500000
Government Agency Debt
3656804.00
3479991.29
Fannie Mae
2039-07-01
6.000000
Government Agency Debt
4044433.00
3491995.12
Fannie Mae
2037-05-01
4.000000
Government Agency Debt
5756481.00
3290188.67
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
5361283.00
3323096.23
Fannie Mae
2033-12-01
4.500000
Government Agency Debt
5816013.00
3933547.73
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
3734703.00
3790207.43
Fannie Mae
2030-09-01
4.000000
Government Agency Debt
4000000.00
3987101.40
Fannie Mae
2018-01-01
4.500000
Government Agency Debt
4298765.00
3516330.03
Fannie Mae
2031-01-01
4.500000
Government Agency Debt
3677784.00
3796602.84
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
4324784.00
3938599.25
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
3458884.00
3609770.05
Fannie Mae
2030-02-01
5.580000
Government Agency Debt
3413911.00
3538745.44
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
3617875.00
3509162.08
Fannie Mae
2030-09-01
4.000000
Government Agency Debt
3929575.00
3893631.57
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
3752457.00
3372997.05
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
3322999.00
3385885.02
Fannie Mae
2037-10-01
6.102000
Government Agency Debt
11511036.00
3375946.18
Fannie Mae
2034-02-01
4.651000
Government Agency Debt
26085821.00
3696160.22
Fannie Mae
2037-07-01
6.074000
Government Agency Debt
17451871.00
3418253.91
Fannie Mae
2038-07-01
5.084000
Government Agency Debt
7276994.00
3662750.05
Fannie Mae
2037-02-01
6.021000
Government Agency Debt
15989370.00
3494628.25
Fannie Mae
2037-10-01
5.195000
Government Agency Debt
6520345.00
3549453.41
Fannie Mae
2036-10-01
5.981000
Government Agency Debt
12154419.00
3348184.18
Fannie Mae
2019-12-01
4.763000
Government Agency Debt
3500000.00
3564399.77
Fannie Mae
2021-01-01
4.530000
Government Agency Debt
3795910.00
3915691.84
Fannie Mae
2021-02-01
4.410000
Government Agency Debt
3675000.00
3759809.81
Fannie Mae
2033-06-01
4.500000
Government Agency Debt
11363555.00
3860619.10
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
3280672.00
3355520.53
Fannie Mae
2041-02-01
5.000000
Government Agency Debt
3085860.00
3243837.52
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
3739892.00
3818545.39
Fannie Mae
2017-12-01
5.000000
Government Agency Debt
18429696.00
3714032.58
Fannie Mae
2033-07-01
4.500000
Government Agency Debt
10831142.00
3891933.70
Fannie Mae
2033-11-01
4.524000
Government Agency Debt
20001637.00
3929953.10
Fannie Mae
2034-08-01
5.500000
Government Agency Debt
16404914.00
3999496.06
Fannie Mae
2034-12-01
2.303000
Government Agency Debt
20000000.00
3938050.83
Fannie Mae
2036-11-01
6.500000
Government Agency Debt
9375000.00
3737422.43
Fannie Mae
2035-12-01
2.336000
Government Agency Debt
18938123.00
3983371.55
Fannie Mae
2036-04-01
5.683000
Government Agency Debt
17013068.00
3461180.34
Fannie Mae
2036-06-01
2.584000
Government Agency Debt
6202867.00
1401088.99
Fannie Mae
2036-09-01
3.040000
Government Agency Debt
25210000.00
3828288.32
Fannie Mae
2037-07-01
5.000000
Government Agency Debt
7856925.00
3864107.08
Fannie Mae
2022-06-01
5.500000
Government Agency Debt
7000000.00
4025196.64
Fannie Mae
2037-03-01
5.000000
Government Agency Debt
8176667.00
3752120.43
Fannie Mae
2037-09-01
6.000000
Government Agency Debt
6015551.00
3272227.72
Fannie Mae
2038-08-01
4.504000
Government Agency Debt
19000000.00
3729441.98
Fannie Mae
2038-03-01
5.000000
Government Agency Debt
6090936.00
3338337.57
Fannie Mae
2037-05-01
5.458000
Government Agency Debt
11000000.00
3919583.80
Fannie Mae
2037-07-01
5.893000
Government Agency Debt
20014949.00
3514462.74
Fannie Mae
2037-09-01
7.000000
Government Agency Debt
7455429.00
3261741.21
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
15000000.00
4000159.92
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
9760894.00
3916907.77
Fannie Mae
2037-12-01
7.000000
Government Agency Debt
13265116.00
3700910.13
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
12513891.00
3384400.71
Fannie Mae
2038-02-01
6.500000
Government Agency Debt
10689026.00
3752135.44
Fannie Mae
2038-01-01
7.000000
Government Agency Debt
13495198.00
3258931.83
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
9459677.00
3336642.46
Fannie Mae
2038-03-01
5.000000
Government Agency Debt
8628882.00
3982046.67
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
8161246.00
3885150.23
Fannie Mae
2038-09-01
7.000000
Government Agency Debt
13506962.00
3513464.52
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
12810095.00
3973735.05
Fannie Mae
2039-02-01
7.000000
Government Agency Debt
3927576.00
3333055.22
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
7133912.00
3616677.22
Fannie Mae
2039-07-01
7.000000
Government Agency Debt
3357932.00
3321345.14
Fannie Mae
2039-11-01
4.500000
Government Agency Debt
4654462.00
3961595.94
Fannie Mae
2039-06-01
6.000000
Government Agency Debt
5720808.00
3880597.75
Fannie Mae
2040-04-01
4.500000
Government Agency Debt
3748381.00
3325312.39
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
4177185.00
3735606.74
Fannie Mae
2040-06-01
6.000000
Government Agency Debt
3593013.00
3434831.17
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
3208991.00
3252724.57
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
4599175.00
4007538.60
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
500000000.00
500000000.00
0.0341
N
500000000.00
500000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M110307_2M52
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
7344545.00
6628020.48
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
6518675.00
6383486.39
Fannie Mae
2028-09-01
6.000000
Government Agency Debt
15846804.00
6434612.79
Fannie Mae
2033-03-01
5.500000
Government Agency Debt
32200000.00
6537376.56
Fannie Mae
2034-11-01
6.000000
Government Agency Debt
18439165.00
6655241.00
Fannie Mae
2035-11-01
5.500000
Government Agency Debt
10553911.00
6553406.18
Fannie Mae
2039-06-01
4.500000
Government Agency Debt
7019951.00
6389020.90
Fannie Mae
2039-08-01
5.000000
Government Agency Debt
7023638.00
6523293.41
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
13918959.00
6741049.87
Fannie Mae
2038-08-01
7.000000
Government Agency Debt
9799592.00
6377876.83
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
12854682.00
6473778.43
Fannie Mae
2039-05-01
4.500000
Government Agency Debt
7200000.00
6660793.32
Fannie Mae
2039-07-01
6.500000
Government Agency Debt
6889441.00
6432799.92
Fannie Mae
2036-07-01
5.901000
Government Agency Debt
18819622.00
6313545.58
Fannie Mae
2038-03-01
4.928000
Government Agency Debt
12000000.00
6631974.23
Fannie Mae
2037-08-01
5.794000
Government Agency Debt
20054404.00
6685251.12
Fannie Mae
2040-07-01
3.508000
Government Agency Debt
8365312.00
5900057.86
Fannie Mae
2040-07-01
3.570000
Government Agency Debt
5826042.00
5832182.71
Fannie Mae
2037-07-01
3.196000
Government Agency Debt
18965557.00
5510980.89
Fannie Mae
2037-02-01
5.836000
Government Agency Debt
13700000.00
5259385.20
Fannie Mae
2037-05-01
5.624000
Government Agency Debt
15005204.00
5431047.29
Fannie Mae
2034-08-01
2.868000
Government Agency Debt
25000000.00
5623930.48
Fannie Mae
2035-09-01
4.130000
Government Agency Debt
13166603.00
5057277.05
Fannie Mae
2037-01-01
5.764000
Government Agency Debt
19431992.00
6127737.02
Fannie Mae
2037-03-01
5.916000
Government Agency Debt
11773521.00
5581105.64
Fannie Mae
2037-09-01
6.232000
Government Agency Debt
12506896.00
6137524.74
Fannie Mae
2033-12-01
2.490000
Government Agency Debt
39728549.00
6086899.63
Fannie Mae
2033-12-01
2.499000
Government Agency Debt
43810627.00
6564332.69
Fannie Mae
2020-11-01
3.482000
Government Agency Debt
5700000.00
5428360.85
Fannie Mae
2030-04-01
7.000000
Government Agency Debt
48224440.00
5141821.71
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
6317385.00
6461516.14
Fannie Mae
2040-12-01
2.530000
Government Agency Debt
6396000.00
6440955.46
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
6506486.00
6654944.49
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
6336764.00
6374733.89
Fannie Mae
2033-07-01
5.500000
Government Agency Debt
21239114.00
6387300.46
Fannie Mae
2034-02-01
2.469000
Government Agency Debt
87673004.00
5366754.07
Fannie Mae
2034-12-01
2.403000
Government Agency Debt
19692061.00
6652536.53
Fannie Mae
2034-06-01
4.672000
Government Agency Debt
19923205.00
5081283.57
Fannie Mae
2035-01-01
2.375000
Government Agency Debt
23445128.00
5362861.63
Fannie Mae
2035-02-01
2.280000
Government Agency Debt
21098000.00
5338200.44
Fannie Mae
2035-02-01
2.142000
Government Agency Debt
23314863.00
6228341.13
Fannie Mae
2036-01-01
5.132000
Government Agency Debt
22694680.00
5016820.06
Fannie Mae
2036-12-01
5.418000
Government Agency Debt
15650000.00
5198058.31
Fannie Mae
2033-01-01
2.703000
Government Agency Debt
21121677.00
5856349.87
Fannie Mae
2036-06-01
3.790000
Government Agency Debt
15470034.00
6155535.06
Fannie Mae
2036-05-01
5.513000
Government Agency Debt
20661137.00
6146983.55
Fannie Mae
2036-09-01
2.491000
Government Agency Debt
45196979.00
5096347.29
Fannie Mae
2037-01-01
6.037000
Government Agency Debt
25031684.00
5780352.04
Fannie Mae
2037-04-01
5.454000
Government Agency Debt
13038733.00
5871438.44
Fannie Mae
2037-09-01
5.998000
Government Agency Debt
15728233.00
6056959.06
Fannie Mae
2036-03-01
3.098000
Government Agency Debt
10540000.00
5039652.47
Fannie Mae
2038-09-01
4.893000
Government Agency Debt
22000000.00
6090712.06
Fannie Mae
2035-09-01
4.624000
Government Agency Debt
10443688.00
5151005.85
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
23034068.00
6417141.14
Fannie Mae
2037-10-01
5.457000
Government Agency Debt
10272402.00
4535354.37
Fannie Mae
2019-04-01
5.166000
Government Agency Debt
6200000.00
6480548.27
Fannie Mae
2038-03-01
4.597000
Government Agency Debt
9880000.00
5638395.09
Fannie Mae
2038-01-01
2.560000
Government Agency Debt
16331183.00
6622495.58
Fannie Mae
2047-12-01
5.516000
Government Agency Debt
10224257.00
5179655.53
Fannie Mae
2047-12-01
5.453000
Government Agency Debt
22437116.00
6186433.96
Fannie Mae
2038-01-01
5.595000
Government Agency Debt
14489638.00
6474707.95
Fannie Mae
2038-01-01
5.508000
Government Agency Debt
10282606.00
6640427.42
Fannie Mae
2039-12-01
3.751000
Government Agency Debt
10522500.00
6414902.60
Fannie Mae
2040-01-01
3.556000
Government Agency Debt
8363000.00
5895986.87
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
6899917.00
6697460.20
Fannie Mae
2035-02-01
2.511000
Government Agency Debt
7807571.00
6386470.56
Fannie Mae
2020-05-01
4.000000
Government Agency Debt
10035000.00
6418669.35
Fannie Mae
2040-03-01
3.535000
Government Agency Debt
9140000.00
6290931.78
Fannie Mae
2038-02-01
3.644000
Government Agency Debt
7500000.00
5806606.97
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
400000000.00
400000000.00
0.0273
N
400000000.00
400000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.190000%
992JYE002_0.1900_M110307_2M52
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2035-09-20
4.000000
Government Agency Debt
9024196.00
8806979.35
GNMA
2040-05-20
0.761000
Government Agency Debt
15504931.00
14149265.55
GNMA
2040-05-20
0.761000
Government Agency Debt
20000000.00
18336217.13
GNMA
2041-02-20
4.500000
Government Agency Debt
25845065.00
24640038.84
GNMA
2039-11-16
3.000000
Government Agency Debt
30000000.00
28567500.00
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
N
N
N
90000000.00
90000000.00
0.0061
N
89999829.00
89999829.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
992JYM004_0.1800_M110307_2M52
0000851376
Government Agency Repurchase Agreement
Y
Unrated Security
N/A
N/A
2011-03-07
2011-03-07
N
N
N
500000000.00
500000000.00
0.0341
Forward Settling Repurchase Agreement
N
500000000.00
500000000.00
United States Treasury Department
United States Treasury Department 0.160000%
9127952D2
Treasury Debt
N
First Tier Security
N/A
N/A
2011-03-03
2011-03-03
N
N
N
700000000.00
699993777.84
0.0477
N
699997900.00
699997900.00
United States Treasury Department
United States Treasury Department 1.375000%
912828KC3
Treasury Debt
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
100000000.00
100977747.20
0.0069
N
101043000.00
101043000.00
United States Treasury Department
United States Treasury Department 0.875000%
912828KU3
Treasury Debt
N
First Tier Security
N/A
N/A
2011-05-31
2011-05-31
N
N
N
250000000.00
250457031.25
0.0171
N
250478500.00
250478500.00
United States Treasury Department
United States Treasury Department 1.125000%
912828LF5
Treasury Debt
N
First Tier Security
N/A
N/A
2011-06-30
2011-06-30
N
N
N
150000000.00
150469327.68
0.0103
N
150504000.00
150504000.00
United States Treasury Department
United States Treasury Department 1.000000%
912828LG3
Treasury Debt
N
First Tier Security
N/A
N/A
2011-07-31
2011-07-31
N
N
N
175000000.00
175585505.76
0.0120
N
175628950.00
175628950.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
00799J004_0.1800_M110301_2M52
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-11-30
1.375000
Treasury Debt
121085600.00
117723019.62
United States Treasury Department
2028-04-15
3.625000
Treasury Debt
111650000.00
195464702.36
United States Treasury Department
2028-01-15
1.750000
Treasury Debt
101131500.00
107037970.09
United States Treasury Department
2018-01-15
1.625000
Treasury Debt
98962000.00
112044213.97
United States Treasury Department
2014-04-15
1.250000
Treasury Debt
8434500.00
9353482.27
United States Treasury Department
2029-04-15
3.875000
Treasury Debt
110176700.00
197056481.26
United States Treasury Department
2016-09-30
3.000000
Treasury Debt
130781400.00
136578292.74
United States Treasury Department
2032-04-15
3.375000
Treasury Debt
64793000.00
102992833.13
United States Treasury Department
2041-02-15
2.125000
Treasury Debt
40288100.00
41749016.38
Unrated Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
1000000000.00
1000000000.00
0.0681
N
1000000000.00
1000000000.00