0001145549-11-009461.txt : 20111031
0001145549-11-009461.hdr.sgml : 20111031
20110908095820
ACCESSION NUMBER: 0001145549-11-009461
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110831
FILED AS OF DATE: 20110908
DATE AS OF CHANGE: 20110908
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: 111079683
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
2011-08-31
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
48
88
17151284778.17
1190771.70
865793324.42
16286682225.45
0.0013
1.0001
2011-08-31
1.0001
2011-08-31
C000012381
1.00
16286682225.45
1.00
1980075365.43
8653096969.82
6673021604.39
0.0001
1.0001
2011-08-31
1.0001
2011-08-31
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
00799J004_0.0600_M110901_2M52
0000851376
Government Agency Repurchase Agreement
Y
Freddie Mac
2025-01-01
4.500000
Government Agency Debt
317551903.00
249999999.88
GNMA
2039-06-15
4.500000
Government Agency Debt
131100000.00
122886084.27
GNMA
2040-06-20
5.000000
Government Agency Debt
120339087.00
117706351.91
GNMA
2040-07-15
4.500000
Government Agency Debt
122950888.00
126829800.23
GNMA
2040-08-15
4.500000
Government Agency Debt
100000000.00
98958808.39
GNMA
2040-08-20
5.000000
Government Agency Debt
8918743.00
9026879.20
GNMA
2040-12-20
4.500000
Government Agency Debt
100000000.00
105210569.65
GNMA
2059-03-20
5.467000
Government Agency Debt
25000.00
29301.57
GNMA
2059-08-20
5.500000
Government Agency Debt
62000.00
68479.64
GNMA
2061-03-20
999.000000
Government Agency Debt
33619695.00
35905684.53
GNMA
2061-05-20
999.000000
Government Agency Debt
22790316.00
24575599.02
GNMA
2061-06-20
4.826000
Government Agency Debt
11955784.00
12385495.52
GNMA
2061-06-20
6.856000
Government Agency Debt
7580569.00
8527314.66
GNMA
2061-06-20
999.000000
Government Agency Debt
4666561.00
4894315.48
GNMA
2061-07-20
1.744000
Government Agency Debt
19240043.00
18995316.07
Unrated Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
900000000.00
900000000.00
0.0553
N
900000000.00
900000000.00
Barclays Capital, Inc
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07699U005_0.1000_M110907_2M52
0000851376
Government Agency Repurchase Agreement
Y
07.000 FRPC G80375 G
2033-01-20
7.000000
Government Agency Debt
4832818.00
5500960.71
Fannie Mae
2016-06-25
6.000000
Government Agency Debt
3987026.00
217465.64
Fannie Mae
2018-04-01
5.000000
Government Agency Debt
8204006.00
1282702.96
Fannie Mae
2019-08-01
4.172000
Government Agency Debt
7312985.00
6041975.77
Fannie Mae
2020-12-01
9.000000
Government Agency Debt
1833745.00
1284547.72
Fannie Mae
2021-05-01
5.000000
Government Agency Debt
5268222.00
1282176.93
Fannie Mae
2023-03-01
1.773000
Government Agency Debt
49816442.00
644107.98
Fannie Mae
2024-03-01
5.000000
Government Agency Debt
4500000.00
1287171.03
Fannie Mae
2025-10-25
2.000000
Government Agency Debt
43646.00
30023.68
Fannie Mae
2026-03-01
3.500000
Government Agency Debt
5066275.00
5188372.39
Fannie Mae
2027-09-01
6.000000
Government Agency Debt
10150000.00
3309671.49
Fannie Mae
2027-09-18
0.719000
Government Agency Debt
15000000.00
146680.85
Fannie Mae
2027-12-01
6.000000
Government Agency Debt
2331048.00
897938.60
Fannie Mae
2028-06-25
3.500000
Government Agency Debt
135000.00
116144.23
Fannie Mae
2029-09-01
5.000000
Government Agency Debt
1395125.00
1281730.40
Fannie Mae
2029-10-25
4.000000
Government Agency Debt
2852022.00
682381.98
Fannie Mae
2033-10-25
0.818300
Government Agency Debt
14168571.00
305904.34
Fannie Mae
2033-11-01
5.000000
Government Agency Debt
38151103.00
31412463.81
Fannie Mae
2034-08-01
3.995000
Government Agency Debt
194713772.00
17097814.82
Fannie Mae
2034-11-01
3.152000
Government Agency Debt
10465000.00
9934294.53
Fannie Mae
2035-01-01
2.570000
Government Agency Debt
24810529.00
7729150.60
Fannie Mae
2035-05-25
3.000000
Government Agency Debt
5000000.00
1783489.46
Fannie Mae
2035-05-25
3.500000
Government Agency Debt
5000000.00
1803902.62
Fannie Mae
2035-05-25
5.000000
Government Agency Debt
900000.00
399212.72
Fannie Mae
2035-06-25
4.500000
Government Agency Debt
1007000.00
537273.46
Fannie Mae
2035-10-01
2.144000
Government Agency Debt
50000000.00
7942879.50
Fannie Mae
2035-11-25
4.000000
Government Agency Debt
11040000.00
10305236.58
Fannie Mae
2036-03-25
0.987200
Government Agency Debt
24879929.00
7675516.61
Fannie Mae
2036-07-01
2.519000
Government Agency Debt
12455280.00
12316868.28
Fannie Mae
2036-09-01
2.834000
Government Agency Debt
19689482.00
7820957.73
Fannie Mae
2037-01-01
2.278000
Government Agency Debt
2079079.00
1959907.38
Fannie Mae
2037-02-01
5.690000
Government Agency Debt
36917887.00
10616345.97
Fannie Mae
2037-02-25
0.437200
Government Agency Debt
1600000.00
629130.17
Fannie Mae
2037-03-25
4.000000
Government Agency Debt
626080.00
658118.74
Fannie Mae
2037-05-25
0.597000
Government Agency Debt
12006794.00
3296514.38
Fannie Mae
2037-08-01
5.817000
Government Agency Debt
30013267.00
8306957.50
Fannie Mae
2037-08-01
6.214000
Government Agency Debt
20928062.00
8050401.63
Fannie Mae
2037-09-01
5.667000
Government Agency Debt
25190818.00
7832564.72
Fannie Mae
2037-09-01
5.828000
Government Agency Debt
32460676.00
7632607.98
Fannie Mae
2037-09-25
0.668300
Government Agency Debt
6000000.00
2312842.77
Fannie Mae
2037-12-01
5.590000
Government Agency Debt
40568538.00
14056368.03
Fannie Mae
2037-12-01
5.614000
Government Agency Debt
21605341.00
7509260.44
Fannie Mae
2037-12-01
5.742000
Government Agency Debt
10070181.00
4375474.61
Fannie Mae
2038-03-01
3.792000
Government Agency Debt
31995472.00
10976513.40
Fannie Mae
2038-03-25
4.000000
Government Agency Debt
373610.00
383347.29
Fannie Mae
2038-04-01
4.405000
Government Agency Debt
26163480.00
13976608.23
Fannie Mae
2038-10-01
5.287000
Government Agency Debt
1365810.00
619130.94
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
2540878.00
1302155.13
Fannie Mae
2039-03-01
4.819000
Government Agency Debt
19995950.00
11561775.93
Fannie Mae
2039-05-01
6.000000
Government Agency Debt
1178495.00
1284282.10
Fannie Mae
2040-01-01
4.059000
Government Agency Debt
409107.00
321685.71
Fannie Mae
2040-03-01
6.500000
Government Agency Debt
1674880.00
1290982.71
Fannie Mae
2040-08-25
4.500000
Government Agency Debt
33444499.00
14758525.48
Fannie Mae
2040-10-01
3.575000
Government Agency Debt
8470288.00
7383673.73
Fannie Mae
2040-12-01
3.761000
Government Agency Debt
8090000.00
8446746.67
Fannie Mae
2041-01-01
2.812000
Government Agency Debt
14631025.00
13640214.81
Fannie Mae
2041-02-01
3.100000
Government Agency Debt
20266870.00
14836603.77
Fannie Mae
2041-04-01
3.136000
Government Agency Debt
13719803.00
13426396.30
Fannie Mae
2041-04-01
3.711000
Government Agency Debt
4872252.00
4691174.24
Fannie Mae
2041-07-01
2.972000
Government Agency Debt
5928521.00
6176127.54
Fannie Mae
2041-07-01
3.472000
Government Agency Debt
15248789.00
15662483.42
Fannie Mae
2041-07-01
3.529000
Government Agency Debt
12603141.00
13251184.84
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
22981456.00
23962519.12
Fannie Mae
2041-07-25
0.718300
Government Agency Debt
2272489.00
2223152.59
Fannie Mae
2041-09-01
3.135000
Government Agency Debt
1236482.00
1287931.40
Freddie Mac
2012-02-01
4.500000
Government Agency Debt
6857753.00
1287977.83
Freddie Mac
2018-05-15
4.500000
Government Agency Debt
20250000.00
3241441.30
Freddie Mac
2018-06-15
2.250000
Government Agency Debt
1000000.00
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Freddie Mac
2018-12-15
2.000000
Government Agency Debt
5000000.00
3214264.39
Freddie Mac
2019-01-15
0.686000
Government Agency Debt
10000000.00
523592.68
Freddie Mac
2019-09-01
5.500000
Government Agency Debt
4200000.00
1298338.37
Freddie Mac
2022-06-15
4.500000
Government Agency Debt
1829318.00
125753.19
Freddie Mac
2022-12-15
2.500000
Government Agency Debt
7926117.00
7562366.10
Freddie Mac
2023-07-15
0.587000
Government Agency Debt
300000.00
55506.02
Freddie Mac
2024-01-15
4.000000
Government Agency Debt
5046598.00
3487929.15
Freddie Mac
2024-03-15
2.000000
Government Agency Debt
6115655.00
4873207.00
Freddie Mac
2024-05-01
4.000000
Government Agency Debt
15609849.00
10307106.12
Freddie Mac
2024-05-15
4.000000
Government Agency Debt
1590000.00
504704.69
Freddie Mac
2024-06-15
3.000000
Government Agency Debt
1414502.00
1382236.84
Freddie Mac
2024-07-01
4.000000
Government Agency Debt
23807471.00
17232511.99
Freddie Mac
2024-08-15
2.230000
Government Agency Debt
13272449.00
350389.31
Freddie Mac
2025-11-15
4.000000
Government Agency Debt
8597.00
8046.10
Freddie Mac
2026-02-01
3.500000
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3805556.00
3857575.26
Freddie Mac
2026-04-15
5.000000
Government Agency Debt
3000000.00
522826.55
Freddie Mac
2027-02-15
0.887000
Government Agency Debt
3000000.00
24247.93
Freddie Mac
2027-02-15
4.500000
Government Agency Debt
1000000.00
505043.89
Freddie Mac
2028-06-15
3.500000
Government Agency Debt
350000.00
356478.23
Freddie Mac
2029-09-01
5.000000
Government Agency Debt
6213946.00
4689206.16
Freddie Mac
2030-03-01
5.000000
Government Agency Debt
15000000.00
13835575.40
Freddie Mac
2033-02-15
5.500000
Government Agency Debt
27592325.00
2672629.20
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
1332761.00
1462770.06
Freddie Mac
2033-10-15
0.636500
Government Agency Debt
1840000.00
264162.37
Freddie Mac
2033-10-15
1.686000
Government Agency Debt
119070931.00
47602937.66
Freddie Mac
2035-02-15
4.500000
Government Agency Debt
4530776.00
802083.49
Freddie Mac
2036-03-15
0.557000
Government Agency Debt
3446062.00
1530637.00
Freddie Mac
2036-04-15
4.000000
Government Agency Debt
2000000.00
1943429.28
Freddie Mac
2036-05-01
6.000000
Government Agency Debt
38649237.00
13945340.53
Freddie Mac
2036-08-01
6.500000
Government Agency Debt
14383826.00
12759273.56
Freddie Mac
2036-08-15
1.436000
Government Agency Debt
2796451.00
2817905.99
Freddie Mac
2036-09-15
0.596500
Government Agency Debt
36975222.00
11929278.82
Freddie Mac
2036-09-15
0.616500
Government Agency Debt
5000000.00
2097181.83
Freddie Mac
2036-12-15
5.000000
Government Agency Debt
6834715.00
3491238.24
Freddie Mac
2037-01-15
1.067200
Government Agency Debt
5000000.00
2121656.87
Freddie Mac
2037-11-15
0.807200
Government Agency Debt
10000000.00
3350229.87
Freddie Mac
2037-11-15
0.887000
Government Agency Debt
5922073.00
2174549.94
Freddie Mac
2038-01-15
1.187000
Government Agency Debt
40024773.00
17544485.32
Freddie Mac
2038-02-15
0.937200
Government Agency Debt
56394.00
24378.15
Freddie Mac
2040-01-01
4.500000
Government Agency Debt
14700000.00
14172829.80
Freddie Mac
2040-10-20
4.500000
Government Agency Debt
1371752.00
1405581.75
Freddie Mac
2041-04-01
5.500000
Government Agency Debt
1178658.00
1290724.97
Freddie Mac
2041-06-01
5.500000
Government Agency Debt
1173232.00
1288000.26
GNMA
2017-10-16
4.250000
Government Agency Debt
1500000.00
170211.29
GNMA
2021-12-16
4.968000
Government Agency Debt
1500000.00
20375.32
GNMA
2022-04-16
3.084000
Government Agency Debt
1500000.00
504801.04
GNMA
2025-12-16
3.000000
Government Agency Debt
3097352.00
3036623.68
GNMA
2026-07-20
3.500000
Government Agency Debt
14187856.00
14985671.20
GNMA
2029-04-16
4.746000
Government Agency Debt
1500000.00
458501.00
GNMA
2031-01-20
5.500000
Government Agency Debt
953000.00
58250.92
GNMA
2032-10-20
4.500000
Government Agency Debt
11250000.00
534115.78
GNMA
2036-10-20
5.750000
Government Agency Debt
223710.00
236213.97
GNMA
2037-04-20
0.436000
Government Agency Debt
62000.00
17968.20
GNMA
2037-04-20
0.486000
Government Agency Debt
2355108.00
545200.70
GNMA
2037-04-20
0.486000
Government Agency Debt
1500000.00
366534.42
GNMA
2037-10-20
0.713000
Government Agency Debt
5000000.00
1114365.35
GNMA
2038-05-20
0.813000
Government Agency Debt
41938.00
10438.39
GNMA
2038-06-20
0.986000
Government Agency Debt
1400000.00
444740.24
GNMA
2038-07-20
1.006200
Government Agency Debt
1153275.00
277511.36
GNMA
2038-11-20
5.000000
Government Agency Debt
4999490.00
747037.39
GNMA
2038-12-20
5.500000
Government Agency Debt
2000000.00
236484.35
GNMA
2039-06-15
4.500000
Government Agency Debt
10602929.00
8828761.89
GNMA
2039-08-16
4.000000
Government Agency Debt
8250000.00
5168686.76
GNMA
2040-03-20
5.000000
Government Agency Debt
250000.00
282101.17
GNMA
2040-04-20
1.026000
Government Agency Debt
2636910.00
2233396.70
GNMA
2040-07-20
4.500000
Government Agency Debt
371995.00
373914.68
GNMA
2040-08-15
4.500000
Government Agency Debt
2257041.00
2174888.50
GNMA
2040-10-20
4.000000
Government Agency Debt
28780251.00
30031703.93
GNMA
2041-05-16
0.818300
Government Agency Debt
3558.00
3505.90
GNMA
2041-07-20
4.500000
Government Agency Debt
3381781.00
3674436.78
GNMA
2041-08-20
4.000000
Government Agency Debt
9314379.00
9936610.57
GNMA
2061-06-20
999.000000
Government Agency Debt
11546507.00
12110041.62
Unrated Security
N/A
N/A
2011-09-07
2011-09-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
700000000.00
700000000.00
0.0430
N
699993000.00
699993000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.120000%
07699U005_0.1200_M110907_2M52
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-07-25
4.000000
Government Agency Debt
13000000.00
8786053.05
Fannie Mae
2040-10-25
0.718300
Government Agency Debt
8700000.00
8450993.98
Freddie Mac
2031-11-15
0.686000
Government Agency Debt
40000000.00
8803448.64
Freddie Mac
2032-02-15
1.136500
Government Agency Debt
20396412.00
6467904.51
Freddie Mac
2036-07-15
6.000000
Government Agency Debt
20000000.00
7972046.61
GNMA
2038-05-16
4.500000
Government Agency Debt
12656700.00
8668975.01
GNMA
2039-08-20
4.000000
Government Agency Debt
6379323.00
4962942.50
GNMA
2041-01-20
3.000000
Government Agency Debt
17180692.00
17495955.25
GNMA
2041-07-15
4.500000
Government Agency Debt
73502194.00
79888572.40
GNMA
2041-08-20
4.000000
Government Agency Debt
178887.00
190837.25
GNMA
2061-03-20
999.000000
Government Agency Debt
84882731.00
89596491.19
GNMA
2061-04-20
999.000000
Government Agency Debt
66289202.00
71276953.59
GNMA
2061-07-20
4.626000
Government Agency Debt
288853.00
310848.29
Unrated Security
N/A
N/A
2011-09-07
2011-09-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
300000000.00
300000000.00
0.0184
N
299997000.00
299997000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.150000%
07699U005_0.1500_M110907_2M52
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2015-09-25
6.000000
Government Agency Debt
2000000.00
776602.54
Fannie Mae
2018-01-25
6.500000
Government Agency Debt
22310057.00
5805044.58
Fannie Mae
2018-09-25
4.500000
Government Agency Debt
2500000.00
893567.88
Fannie Mae
2020-09-25
5.000000
Government Agency Debt
1000000.00
1077537.67
Fannie Mae
2022-09-25
5.500000
Government Agency Debt
1500000.00
81021.08
Fannie Mae
2024-07-25
5.500000
Government Agency Debt
125000.00
122226.94
Fannie Mae
2025-10-25
3.500000
Government Agency Debt
5000000.00
5076160.73
Fannie Mae
2026-02-25
3.500000
Government Agency Debt
200000.00
193116.16
Fannie Mae
2026-04-25
6.100000
Government Agency Debt
3400000.00
400008.19
Fannie Mae
2028-02-25
0.587000
Government Agency Debt
25000000.00
3682919.83
Fannie Mae
2028-02-25
0.587000
Government Agency Debt
25000000.00
3414923.38
Fannie Mae
2028-02-25
0.587000
Government Agency Debt
17000000.00
43308.46
Fannie Mae
2030-04-25
4.500000
Government Agency Debt
20065000.00
914021.99
Fannie Mae
2031-10-25
0.697000
Government Agency Debt
25750000.00
3993208.31
Fannie Mae
2032-01-25
4.000000
Government Agency Debt
48000000.00
1256581.38
Fannie Mae
2032-05-25
5.250000
Government Agency Debt
1700000.00
1263197.38
Fannie Mae
2032-08-25
5.000000
Government Agency Debt
15185000.00
6989328.97
Fannie Mae
2032-11-25
4.500000
Government Agency Debt
5000000.00
2939889.02
Fannie Mae
2032-12-25
4.000000
Government Agency Debt
3000000.00
282215.78
Fannie Mae
2032-12-25
4.000000
Government Agency Debt
2600000.00
251446.16
Fannie Mae
2032-12-25
5.500000
Government Agency Debt
5300000.00
2345292.71
Fannie Mae
2033-01-25
3.750000
Government Agency Debt
35000000.00
6994030.47
Fannie Mae
2033-01-25
4.000000
Government Agency Debt
22500000.00
1070888.08
Fannie Mae
2033-02-25
3.500000
Government Agency Debt
4900000.00
1137645.12
Fannie Mae
2033-06-25
5.750000
Government Agency Debt
100000.00
114051.27
Fannie Mae
2033-07-25
5.500000
Government Agency Debt
8500000.00
3039903.73
Fannie Mae
2033-08-25
3.500000
Government Agency Debt
14000000.00
4364622.35
Fannie Mae
2033-09-25
6.000000
Government Agency Debt
9900000.00
2734924.68
Fannie Mae
2034-08-25
6.000000
Government Agency Debt
1930000.00
635230.47
Fannie Mae
2034-12-25
2.500000
Government Agency Debt
5000000.00
3835643.53
Fannie Mae
2034-12-25
5.000000
Government Agency Debt
3016000.00
721745.54
Fannie Mae
2034-12-25
5.500000
Government Agency Debt
887150.00
1047104.33
Fannie Mae
2035-04-25
5.500000
Government Agency Debt
1370000.00
1634325.52
Fannie Mae
2035-09-25
5.500000
Government Agency Debt
14150000.00
3545224.56
Fannie Mae
2035-11-25
0.768300
Government Agency Debt
10000000.00
221726.05
Fannie Mae
2036-05-25
0.787000
Government Agency Debt
2490000.00
420161.03
Fannie Mae
2036-05-25
6.000000
Government Agency Debt
5400000.00
210462.27
Fannie Mae
2036-08-25
5.750000
Government Agency Debt
21507000.00
3114566.59
Fannie Mae
2036-11-25
5.750000
Government Agency Debt
50000000.00
875317.33
Fannie Mae
2037-03-25
5.500000
Government Agency Debt
4000000.00
2217685.90
Fannie Mae
2037-07-25
5.500000
Government Agency Debt
2744894.00
3002291.86
Fannie Mae
2037-10-25
0.517000
Government Agency Debt
14680000.00
7567069.56
Fannie Mae
2038-02-25
0.687000
Government Agency Debt
10135000.00
4876620.43
Fannie Mae
2039-03-25
4.500000
Government Agency Debt
1570000.00
1564642.46
Fannie Mae
2039-06-25
4.000000
Government Agency Debt
1000000.00
747193.44
Fannie Mae
2039-08-25
4.500000
Government Agency Debt
2000000.00
1961651.61
Fannie Mae
2039-09-25
4.500000
Government Agency Debt
2500000.00
2368240.16
Fannie Mae
2040-03-25
4.500000
Government Agency Debt
4000000.00
3020032.20
Fannie Mae
2049-03-25
4.500000
Government Agency Debt
3000000.00
1486057.77
Freddie Mac
2011-12-15
5.000000
Government Agency Debt
3000000.00
120670.78
Freddie Mac
2014-03-15
5.500000
Government Agency Debt
3000000.00
158976.22
Freddie Mac
2016-09-15
6.000000
Government Agency Debt
780103.00
187207.47
Freddie Mac
2016-12-15
5.000000
Government Agency Debt
400000.00
1266.31
Freddie Mac
2016-12-15
6.000000
Government Agency Debt
10290000.00
2065838.37
Freddie Mac
2017-03-15
5.500000
Government Agency Debt
1250000.00
416100.98
Freddie Mac
2018-03-15
4.500000
Government Agency Debt
7000000.00
1144266.29
Freddie Mac
2018-10-15
4.000000
Government Agency Debt
3600000.00
679970.89
Freddie Mac
2022-06-15
5.500000
Government Agency Debt
1250000.00
207006.02
Freddie Mac
2022-09-15
1.337000
Government Agency Debt
500000.00
40375.08
Freddie Mac
2023-09-15
6.500000
Government Agency Debt
545000.00
147395.24
Freddie Mac
2023-09-15
6.900000
Government Agency Debt
5000000.00
1365105.12
Freddie Mac
2023-12-15
6.500000
Government Agency Debt
150000.00
108824.66
Freddie Mac
2024-01-15
7.000000
Government Agency Debt
2000000.00
1334092.80
Freddie Mac
2024-05-15
7.500000
Government Agency Debt
1325000.00
1540173.37
Freddie Mac
2025-10-15
3.500000
Government Agency Debt
500000.00
491355.59
Freddie Mac
2028-11-15
2.750000
Government Agency Debt
2500000.00
2419099.56
Freddie Mac
2029-02-15
5.500000
Government Agency Debt
5000000.00
587435.18
Freddie Mac
2029-08-15
5.500000
Government Agency Debt
1000000.00
134822.25
Freddie Mac
2029-08-15
7.000000
Government Agency Debt
8556753.00
2145736.27
Freddie Mac
2030-11-15
3.500000
Government Agency Debt
5000000.00
4440939.12
Freddie Mac
2030-11-15
5.500000
Government Agency Debt
2000000.00
2101058.67
Freddie Mac
2031-06-15
5.000000
Government Agency Debt
1400000.00
1468669.53
Freddie Mac
2031-10-15
5.000000
Government Agency Debt
2300000.00
1189199.77
Freddie Mac
2032-02-15
0.786000
Government Agency Debt
20500000.00
447472.75
Freddie Mac
2032-04-15
3.600000
Government Agency Debt
26330626.00
5199264.75
Freddie Mac
2032-04-15
4.500000
Government Agency Debt
1000000.00
51360.08
Freddie Mac
2032-06-15
6.500000
Government Agency Debt
2500000.00
917085.01
Freddie Mac
2032-07-15
5.500000
Government Agency Debt
2600000.00
1644923.89
Freddie Mac
2032-09-15
6.000000
Government Agency Debt
1600000.00
389763.50
Freddie Mac
2032-11-15
4.500000
Government Agency Debt
1000000.00
1090791.00
Freddie Mac
2032-11-15
6.000000
Government Agency Debt
4640000.00
4329364.15
Freddie Mac
2032-12-15
0.587000
Government Agency Debt
3100000.00
747312.81
Freddie Mac
2033-01-15
5.000000
Government Agency Debt
1900000.00
2077598.07
Freddie Mac
2033-03-15
3.500000
Government Agency Debt
2000000.00
93052.40
Freddie Mac
2033-03-15
5.000000
Government Agency Debt
5000000.00
5462228.33
Freddie Mac
2033-04-15
5.000000
Government Agency Debt
1500000.00
1568591.50
Freddie Mac
2033-11-15
5.500000
Government Agency Debt
1500000.00
1470925.24
Freddie Mac
2034-01-15
4.500000
Government Agency Debt
2000000.00
2190790.00
Freddie Mac
2034-04-15
5.500000
Government Agency Debt
1000000.00
1113970.33
Freddie Mac
2035-03-15
0.587000
Government Agency Debt
6000000.00
3228344.14
Freddie Mac
2035-05-15
0.486000
Government Agency Debt
10524000.00
3448218.15
Freddie Mac
2035-07-15
0.536000
Government Agency Debt
3045000.00
81793.25
Freddie Mac
2035-07-15
5.000000
Government Agency Debt
6000000.00
53174.42
Freddie Mac
2035-10-15
0.587000
Government Agency Debt
716572.00
24340.41
Freddie Mac
2036-11-15
6.000000
Government Agency Debt
3000000.00
1243375.50
Freddie Mac
2037-01-15
0.486000
Government Agency Debt
17350000.00
1774408.54
Freddie Mac
2037-06-15
0.506000
Government Agency Debt
1010000.00
267914.44
Freddie Mac
2037-06-15
4.000000
Government Agency Debt
4000000.00
4193734.95
Freddie Mac
2037-10-15
0.516000
Government Agency Debt
10582000.00
5256821.26
Freddie Mac
2038-01-15
3.000000
Government Agency Debt
5800000.00
5695622.24
Freddie Mac
2038-04-15
5.000000
Government Agency Debt
5000000.00
5614383.33
Freddie Mac
2039-01-15
3.500000
Government Agency Debt
4000000.00
1730226.68
Freddie Mac
2040-07-15
3.500000
Government Agency Debt
2500000.00
2111423.34
Freddie Mac
2041-07-15
3.000000
Government Agency Debt
400000.00
410147.75
GNMA
2013-02-20
5.500000
Government Agency Debt
10000000.00
1961467.07
GNMA
2015-05-20
5.000000
Government Agency Debt
3400000.00
1450500.60
GNMA
2020-09-20
5.000000
Government Agency Debt
2000000.00
1908968.23
GNMA
2021-02-20
5.000000
Government Agency Debt
1500000.00
1493155.89
GNMA
2026-06-20
7.500000
Government Agency Debt
600000.00
151144.92
GNMA
2029-11-16
4.500000
Government Agency Debt
4347000.00
3729380.69
GNMA
2030-12-16
4.000000
Government Agency Debt
2753805.00
223089.76
GNMA
2031-05-20
5.000000
Government Agency Debt
5000000.00
1500142.86
GNMA
2031-12-20
5.000000
Government Agency Debt
3900000.00
613976.16
GNMA
2032-01-20
4.500000
Government Agency Debt
1750000.00
138656.58
GNMA
2032-02-16
5.500000
Government Agency Debt
5000000.00
1756541.78
GNMA
2032-07-20
3.500000
Government Agency Debt
2500000.00
1983317.82
GNMA
2032-10-20
4.500000
Government Agency Debt
50000000.00
5226476.37
GNMA
2033-02-16
5.500000
Government Agency Debt
3900000.00
755303.27
GNMA
2033-04-20
5.000000
Government Agency Debt
1110000.00
290978.40
GNMA
2033-05-16
4.250000
Government Agency Debt
16500000.00
2950330.24
GNMA
2033-05-20
4.500000
Government Agency Debt
1500000.00
1368618.29
GNMA
2033-06-20
5.500000
Government Agency Debt
608853.00
234582.63
GNMA
2033-07-20
5.000000
Government Agency Debt
2000000.00
1020737.01
GNMA
2033-11-20
4.250000
Government Agency Debt
5000000.00
840323.50
GNMA
2034-02-20
4.250000
Government Agency Debt
2000000.00
1147632.66
GNMA
2034-08-20
5.000000
Government Agency Debt
40198000.00
4144266.71
GNMA
2034-11-20
5.000000
Government Agency Debt
3000000.00
183497.26
GNMA
2034-12-16
4.500000
Government Agency Debt
9783000.00
4755473.92
GNMA
2035-01-20
4.500000
Government Agency Debt
5300000.00
1506135.12
GNMA
2035-06-20
5.500000
Government Agency Debt
3000000.00
3234709.00
GNMA
2035-07-20
4.500000
Government Agency Debt
1701000.00
1382608.69
GNMA
2035-08-20
3.000000
Government Agency Debt
5000000.00
4439595.37
GNMA
2036-05-20
5.400000
Government Agency Debt
4000000.00
1541805.39
GNMA
2036-06-20
5.500000
Government Agency Debt
2500000.00
1154349.69
GNMA
2036-07-20
5.500000
Government Agency Debt
10025000.00
3424156.32
GNMA
2036-09-20
5.000000
Government Agency Debt
2000000.00
2195307.33
GNMA
2036-11-20
4.500000
Government Agency Debt
500000.00
443511.11
GNMA
2037-01-20
3.500000
Government Agency Debt
5000000.00
2900735.85
GNMA
2037-02-20
4.200000
Government Agency Debt
4500000.00
1659487.95
GNMA
2037-02-20
4.250000
Government Agency Debt
2000000.00
867887.68
GNMA
2037-02-20
5.500000
Government Agency Debt
2000000.00
558898.03
GNMA
2037-03-20
4.250000
Government Agency Debt
6710000.00
2313031.40
GNMA
2037-05-20
3.500000
Government Agency Debt
4300000.00
2030112.06
GNMA
2037-08-20
4.000000
Government Agency Debt
2000000.00
1845806.34
GNMA
2037-10-16
4.250000
Government Agency Debt
1890000.00
1070895.34
GNMA
2037-10-20
4.500000
Government Agency Debt
5000000.00
3616226.84
GNMA
2037-10-20
4.750000
Government Agency Debt
5033834.00
1750841.41
GNMA
2037-11-20
3.000000
Government Agency Debt
6000000.00
5712275.97
GNMA
2037-11-20
3.000000
Government Agency Debt
5000000.00
4949871.04
GNMA
2038-01-16
4.000000
Government Agency Debt
4759492.00
3407350.00
GNMA
2038-05-16
4.000000
Government Agency Debt
1950000.00
1664038.38
GNMA
2038-08-20
4.500000
Government Agency Debt
750000.00
513780.01
GNMA
2038-10-20
4.250000
Government Agency Debt
2000000.00
1919144.44
GNMA
2038-11-20
3.500000
Government Agency Debt
5000000.00
5183747.66
GNMA
2038-12-20
4.000000
Government Agency Debt
3000000.00
2865839.41
GNMA
2038-12-20
5.000000
Government Agency Debt
1000000.00
968279.93
GNMA
2039-02-20
3.000000
Government Agency Debt
3000000.00
2901694.66
GNMA
2039-03-16
4.500000
Government Agency Debt
1620000.00
1159185.77
GNMA
2039-03-20
3.500000
Government Agency Debt
1500000.00
925920.04
GNMA
2039-03-20
4.500000
Government Agency Debt
8000000.00
3695651.05
GNMA
2039-03-20
5.000000
Government Agency Debt
5000000.00
5604848.33
GNMA
2039-04-16
4.000000
Government Agency Debt
2550000.00
1512607.57
GNMA
2039-04-20
4.000000
Government Agency Debt
750000.00
697134.26
GNMA
2039-05-20
3.500000
Government Agency Debt
5000000.00
5032383.14
GNMA
2039-06-20
4.000000
Government Agency Debt
6500000.00
4519356.96
GNMA
2039-07-16
4.500000
Government Agency Debt
6700000.00
4174154.04
GNMA
2039-07-20
3.500000
Government Agency Debt
5308572.00
4977035.07
GNMA
2039-07-20
4.500000
Government Agency Debt
5000000.00
3317859.54
GNMA
2039-08-20
4.000000
Government Agency Debt
5250000.00
3227114.18
GNMA
2039-08-20
4.000000
Government Agency Debt
3620677.00
2816789.77
GNMA
2039-09-16
3.000000
Government Agency Debt
900000.00
576998.67
GNMA
2039-09-16
4.000000
Government Agency Debt
10000000.00
5835346.17
GNMA
2039-10-16
4.000000
Government Agency Debt
6600000.00
4425155.70
GNMA
2039-11-16
4.500000
Government Agency Debt
8000000.00
4792683.86
GNMA
2039-12-16
4.000000
Government Agency Debt
1200000.00
850560.12
GNMA
2040-08-20
3.500000
Government Agency Debt
890000.00
913759.75
GNMA
2041-08-20
4.000000
Government Agency Debt
5723165.00
6105491.50
Unrated Security
N/A
N/A
2011-09-07
2011-09-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
350000000.00
350000000.00
0.0215
N
350000000.00
350000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.060000%
22799D001_0.0600_M110901_2M52
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-04-20
5.000000
Government Agency Debt
60025000.00
65119427.93
Unrated Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
63842216.00
63842216.00
0.0039
N
63842216.00
63842216.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.070000%
21599B009_0.0700_M110901_2M52
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-12-01
4.500000
Government Agency Debt
229691647.00
196442332.11
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
200222735.00
197547965.99
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
200115478.00
195572270.34
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
45393887.00
43975569.01
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
106501986.00
106753455.37
Freddie Mac
2034-01-01
5.500000
Government Agency Debt
543757742.00
195708407.50
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
900000000.00
900000000.00
0.0553
N
900000000.00
900000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.130000%
99ETSZ007_0.1300_M110907_2M52
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-10-01
6.000000
Government Agency Debt
812309.00
295327.21
Fannie Mae
2036-11-01
5.000000
Government Agency Debt
808994.00
572500.45
Fannie Mae
2036-12-01
6.500000
Government Agency Debt
650559.00
205630.08
Fannie Mae
2037-09-01
5.901000
Government Agency Debt
2293725.00
734495.52
Freddie Mac
2026-01-01
3.500000
Government Agency Debt
3518710.00
3486626.17
Freddie Mac
2040-02-01
5.500000
Government Agency Debt
204465264.00
132097560.88
Freddie Mac
2040-05-01
5.500000
Government Agency Debt
143710557.00
124384037.99
GNMA
2038-05-20
4.500000
Government Agency Debt
125505128.00
130042287.35
GNMA
2041-05-20
4.000000
Government Agency Debt
123686834.00
127611051.10
GNMA
2059-05-20
999.000000
Government Agency Debt
1013256.00
1109784.83
United States Treasury Department
2014-01-15
2.000000
Treasury Debt
504300.00
660897.45
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
500000000.00
500000000.00
0.0307
N
500000000.00
500000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
99ETSZ007_0.1800_M110907_2M52
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2013-02-01
4.500000
Government Agency Debt
7455838.00
268775.66
Fannie Mae
2016-02-01
7.000000
Government Agency Debt
6638399.00
276941.50
Fannie Mae
2017-12-01
5.000000
Government Agency Debt
1932948.00
280488.40
Fannie Mae
2017-12-01
5.000000
Government Agency Debt
1652065.00
269788.31
Fannie Mae
2017-12-01
5.000000
Government Agency Debt
1892682.00
262809.14
Fannie Mae
2018-03-01
5.000000
Government Agency Debt
2099066.00
272953.41
Fannie Mae
2018-05-01
5.000000
Government Agency Debt
695424.00
249155.04
Fannie Mae
2018-05-01
5.500000
Government Agency Debt
663450.00
268838.33
Fannie Mae
2019-06-01
5.000000
Government Agency Debt
807227.00
248569.31
Fannie Mae
2019-08-01
5.500000
Government Agency Debt
1100000.00
258441.70
Fannie Mae
2019-09-01
5.500000
Government Agency Debt
1085096.00
254251.95
Fannie Mae
2020-07-01
5.500000
Government Agency Debt
591553.00
251762.98
Fannie Mae
2021-01-01
5.500000
Government Agency Debt
568841.00
253015.25
Fannie Mae
2021-01-01
6.000000
Government Agency Debt
817151.00
273549.37
Fannie Mae
2021-05-01
6.000000
Government Agency Debt
847345.00
260640.42
Fannie Mae
2021-05-01
6.000000
Government Agency Debt
581414.00
135074.94
Fannie Mae
2022-01-01
6.500000
Government Agency Debt
2500000.00
252562.87
Fannie Mae
2022-03-01
6.500000
Government Agency Debt
1450000.00
267191.09
Fannie Mae
2022-05-01
5.000000
Government Agency Debt
493340.00
143955.82
Fannie Mae
2022-09-01
5.500000
Government Agency Debt
1886181.00
247665.22
Fannie Mae
2025-02-01
4.500000
Government Agency Debt
170476.00
109778.72
Fannie Mae
2025-07-01
4.000000
Government Agency Debt
251617.00
220359.25
Fannie Mae
2025-07-01
4.000000
Government Agency Debt
117558.00
98163.92
Fannie Mae
2025-10-01
3.500000
Government Agency Debt
34997200.00
33682846.84
Fannie Mae
2025-10-01
4.000000
Government Agency Debt
267532.00
266573.50
Fannie Mae
2026-05-01
4.000000
Government Agency Debt
244909.00
253666.36
Fannie Mae
2026-08-01
3.000000
Government Agency Debt
225000.00
232544.02
Fannie Mae
2026-08-01
3.000000
Government Agency Debt
173026.00
178827.39
Fannie Mae
2026-09-01
3.000000
Government Agency Debt
35611.00
36771.60
Fannie Mae
2026-12-01
7.000000
Government Agency Debt
1128012.00
273550.61
Fannie Mae
2027-11-01
7.000000
Government Agency Debt
525572.00
153198.32
Fannie Mae
2028-07-01
5.500000
Government Agency Debt
336470.00
133094.11
Fannie Mae
2028-08-01
6.500000
Government Agency Debt
656813.00
252907.03
Fannie Mae
2028-12-01
7.000000
Government Agency Debt
744111.00
272165.98
Fannie Mae
2031-03-01
8.000000
Government Agency Debt
7794489.00
266617.30
Fannie Mae
2031-09-01
6.500000
Government Agency Debt
8419109.00
279489.02
Fannie Mae
2031-09-01
7.000000
Government Agency Debt
12355747.00
253815.80
Fannie Mae
2031-10-01
8.000000
Government Agency Debt
7473298.00
259103.75
Fannie Mae
2032-07-01
6.500000
Government Agency Debt
2250000.00
255109.02
Fannie Mae
2032-09-01
6.000000
Government Agency Debt
1373124.00
273599.68
Fannie Mae
2032-09-01
6.000000
Government Agency Debt
1212326.00
250435.84
Fannie Mae
2032-09-01
6.500000
Government Agency Debt
4000000.00
278673.23
Fannie Mae
2032-11-01
6.000000
Government Agency Debt
2295023.00
108734.33
Fannie Mae
2032-12-01
6.000000
Government Agency Debt
1125000.00
254094.84
Fannie Mae
2033-03-01
5.500000
Government Agency Debt
45000.00
5296.06
Fannie Mae
2033-04-01
6.000000
Government Agency Debt
2335413.00
280439.00
Fannie Mae
2033-07-01
5.000000
Government Agency Debt
261566.00
250362.68
Fannie Mae
2033-08-01
4.500000
Government Agency Debt
429116.00
179223.47
Fannie Mae
2033-08-01
6.500000
Government Agency Debt
2066388.00
254975.71
Fannie Mae
2033-10-01
5.500000
Government Agency Debt
1363934.00
272937.18
Fannie Mae
2034-02-01
6.000000
Government Agency Debt
1126400.00
261053.23
Fannie Mae
2034-03-01
6.000000
Government Agency Debt
991998.00
155231.79
Fannie Mae
2034-05-01
5.500000
Government Agency Debt
20000.00
10921.68
Fannie Mae
2034-09-01
5.500000
Government Agency Debt
539000.00
278811.15
Fannie Mae
2034-09-01
5.500000
Government Agency Debt
172017.00
48055.26
Fannie Mae
2034-12-01
6.000000
Government Agency Debt
114000.00
21969.89
Fannie Mae
2035-02-01
5.500000
Government Agency Debt
5000.00
1464.27
Fannie Mae
2035-03-01
5.000000
Government Agency Debt
56000.00
21288.79
Fannie Mae
2035-04-01
6.000000
Government Agency Debt
995875.00
256813.09
Fannie Mae
2035-05-01
4.500000
Government Agency Debt
346609.00
251068.07
Fannie Mae
2035-05-01
5.000000
Government Agency Debt
7000.00
3077.20
Fannie Mae
2035-05-01
5.500000
Government Agency Debt
710000.00
251010.44
Fannie Mae
2035-06-01
5.000000
Government Agency Debt
74000.00
29221.79
Fannie Mae
2035-06-01
5.000000
Government Agency Debt
4000.00
1551.48
Fannie Mae
2035-06-01
6.500000
Government Agency Debt
915000.00
275665.45
Fannie Mae
2035-06-01
6.500000
Government Agency Debt
2659181.00
252645.81
Fannie Mae
2035-08-01
6.500000
Government Agency Debt
1085451.00
258203.53
Fannie Mae
2035-09-01
6.000000
Government Agency Debt
1452943.00
266697.74
Fannie Mae
2035-10-01
6.000000
Government Agency Debt
800000.00
252038.70
Fannie Mae
2035-12-01
5.500000
Government Agency Debt
72000.00
56862.46
Fannie Mae
2036-01-01
6.000000
Government Agency Debt
546076.00
279012.12
Fannie Mae
2036-01-01
6.500000
Government Agency Debt
1392137.00
254819.51
Fannie Mae
2036-04-01
5.500000
Government Agency Debt
695036.00
263820.72
Fannie Mae
2036-04-01
6.000000
Government Agency Debt
12000.00
4214.77
Fannie Mae
2036-05-01
6.000000
Government Agency Debt
700000.00
268741.12
Fannie Mae
2036-07-01
6.000000
Government Agency Debt
1122140.00
274041.12
Fannie Mae
2036-07-01
6.500000
Government Agency Debt
128887.00
84917.30
Fannie Mae
2036-09-01
6.500000
Government Agency Debt
1100000.00
269300.94
Fannie Mae
2036-09-01
6.500000
Government Agency Debt
1215709.00
263987.03
Fannie Mae
2036-09-01
6.500000
Government Agency Debt
226151.00
60485.85
Fannie Mae
2036-10-01
5.500000
Government Agency Debt
100000000.00
34085182.47
Fannie Mae
2036-11-01
5.000000
Government Agency Debt
811852.00
574522.97
Fannie Mae
2036-11-01
6.500000
Government Agency Debt
120813539.00
33950932.82
Fannie Mae
2036-11-01
6.500000
Government Agency Debt
1144359.00
276519.79
Fannie Mae
2036-11-01
6.500000
Government Agency Debt
157054.00
44586.92
Fannie Mae
2036-12-01
5.500000
Government Agency Debt
801003.00
260705.31
Fannie Mae
2036-12-01
5.500000
Government Agency Debt
235000.00
81981.33
Fannie Mae
2036-12-01
5.500000
Government Agency Debt
2000.00
678.29
Fannie Mae
2036-12-01
6.000000
Government Agency Debt
907825.00
247299.96
Fannie Mae
2037-03-01
7.000000
Government Agency Debt
933757.00
274717.39
Fannie Mae
2037-04-01
6.500000
Government Agency Debt
470000.00
247683.15
Fannie Mae
2037-05-01
5.500000
Government Agency Debt
689728.00
252469.58
Fannie Mae
2037-05-01
6.000000
Government Agency Debt
400000.00
250676.03
Fannie Mae
2037-05-01
6.000000
Government Agency Debt
31000.00
15307.33
Fannie Mae
2037-05-01
6.500000
Government Agency Debt
463202.00
263376.33
Fannie Mae
2037-06-01
5.500000
Government Agency Debt
411462.00
145841.59
Fannie Mae
2037-07-01
5.500000
Government Agency Debt
211655.00
72333.01
Fannie Mae
2037-07-01
6.000000
Government Agency Debt
698691.00
275420.93
Fannie Mae
2037-07-01
6.500000
Government Agency Debt
854104.00
264515.34
Fannie Mae
2037-08-01
6.000000
Government Agency Debt
896944.00
260483.34
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
794573.00
273985.10
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
860759.00
247682.24
Fannie Mae
2037-09-01
5.901000
Government Agency Debt
1207440.00
386645.86
Fannie Mae
2037-09-01
6.000000
Government Agency Debt
621800.00
273683.49
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
496273.00
258790.54
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
323160.00
57507.39
Fannie Mae
2037-10-01
6.000000
Government Agency Debt
808297.00
260386.67
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
1000000.00
279788.39
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
1120702.00
263463.91
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
750075.00
253176.54
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
791379.00
249466.81
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
757491.00
248351.02
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
1184066.00
270345.13
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
886658.00
264143.71
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
1020376.00
267321.57
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
150000.00
59844.31
Fannie Mae
2037-11-01
7.500000
Government Agency Debt
3388712.00
260449.50
Fannie Mae
2037-12-01
5.500000
Government Agency Debt
294361.00
72489.89
Fannie Mae
2037-12-01
6.000000
Government Agency Debt
71000.00
39915.55
Fannie Mae
2038-01-01
5.000000
Government Agency Debt
608436.00
265377.10
Fannie Mae
2038-01-01
5.500000
Government Agency Debt
592877.00
273473.70
Fannie Mae
2038-01-01
7.000000
Government Agency Debt
1073531.00
270975.00
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
12000.00
3408.51
Fannie Mae
2038-02-01
6.500000
Government Agency Debt
1056881.00
276029.49
Fannie Mae
2038-02-01
6.500000
Government Agency Debt
648636.00
268496.13
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
1291998.00
252452.10
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
407621.00
72240.98
Fannie Mae
2038-03-01
5.000000
Government Agency Debt
583948.00
255692.46
Fannie Mae
2038-03-01
5.000000
Government Agency Debt
510593.00
255287.20
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
600160.00
253538.11
Fannie Mae
2038-03-01
6.000000
Government Agency Debt
19000.00
9750.53
Fannie Mae
2038-03-01
7.000000
Government Agency Debt
1424698.00
275532.01
Fannie Mae
2038-04-01
6.000000
Government Agency Debt
853146.00
257460.99
Fannie Mae
2038-04-01
6.500000
Government Agency Debt
851268.00
279305.62
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
7000.00
3231.06
Fannie Mae
2038-07-01
6.000000
Government Agency Debt
369390.00
252299.72
Fannie Mae
2038-07-01
6.000000
Government Agency Debt
172000.00
65885.70
Fannie Mae
2038-08-01
6.000000
Government Agency Debt
57000.00
22392.72
Fannie Mae
2038-08-01
6.500000
Government Agency Debt
550004.00
275160.83
Fannie Mae
2038-09-01
5.500000
Government Agency Debt
111561.00
38975.94
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
586172.00
273497.67
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
7000.00
3604.70
Fannie Mae
2038-09-01
6.500000
Government Agency Debt
128446.00
37739.50
Fannie Mae
2038-09-01
7.000000
Government Agency Debt
979357.00
388485.98
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
59440000.00
33330123.82
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
143000.00
68994.84
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
25000.00
3605.54
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
10000.00
2565.07
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
112122184.00
33478344.23
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
43191112.00
15195922.73
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
2596821.00
248145.11
Fannie Mae
2038-11-01
5.500000
Government Agency Debt
214228.00
108916.04
Fannie Mae
2038-11-01
5.500000
Government Agency Debt
63000.00
26876.08
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
98170443.00
33692970.40
Fannie Mae
2038-12-01
5.500000
Government Agency Debt
4000.00
3420.39
Fannie Mae
2039-03-01
4.500000
Government Agency Debt
3000.00
2287.25
Fannie Mae
2039-03-01
5.500000
Government Agency Debt
358612.00
226954.92
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
2186218.00
1252392.88
Fannie Mae
2039-05-01
4.500000
Government Agency Debt
9000.00
7960.88
Fannie Mae
2039-06-01
4.500000
Government Agency Debt
34755717.00
33976398.97
Fannie Mae
2039-10-01
6.000000
Government Agency Debt
25000.00
17044.82
Fannie Mae
2039-12-01
4.000000
Government Agency Debt
37473332.00
33920077.75
Fannie Mae
2039-12-01
5.000000
Government Agency Debt
287032.00
258606.62
Fannie Mae
2039-12-01
5.000000
Government Agency Debt
2000.00
1572.82
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
290094.00
275274.28
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
263267.00
270754.12
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
292172.00
263922.02
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
247555.00
248187.13
Fannie Mae
2040-09-01
5.000000
Government Agency Debt
113428.00
97737.41
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
10184107.00
10132933.52
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
72728.00
73557.21
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
49083.00
49373.10
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
112358.00
115207.20
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
45425.00
45914.93
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
1841.00
1901.52
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
34866.00
35750.34
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
8000.00
8414.37
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
192847.00
200028.70
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
255776.00
275434.28
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
59000.00
62527.21
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
58000.00
60435.54
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
255397.00
275879.84
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
31922952.00
33839705.16
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
181670.00
189527.68
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
135649.00
142318.87
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
38210.00
40448.37
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
36251.00
37806.65
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
248094.00
255148.33
Fannie Mae
2049-10-01
5.000000
Government Agency Debt
254648.00
260509.41
GNMA
2012-07-15
5.210000
Government Agency Debt
173124.00
193203.21
GNMA
2039-05-15
4.500000
Government Agency Debt
113294.00
94271.83
GNMA
2041-04-15
4.000000
Government Agency Debt
123825.00
130449.11
GNMA
2041-08-15
4.000000
Government Agency Debt
264300.00
281833.22
GNMA
2041-08-15
4.000000
Government Agency Debt
116360.00
124079.13
GNMA
2041-08-15
4.000000
Government Agency Debt
99862.00
106486.68
GNMA
2051-09-15
5.250000
Government Agency Debt
231293.00
257700.42
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
350000000.00
350000000.00
0.0215
N
350000000.00
350000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.230000%
99ETSZ007_0.2300_M110907_2M52
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-01-01
7.000000
Government Agency Debt
18472914.00
400001.61
Fannie Mae
2036-07-25
0.787200
Government Agency Debt
8353714.00
596607.53
Fannie Mae
2036-11-25
0.848300
Government Agency Debt
4818457.00
285249.14
Fannie Mae
2037-09-01
5.901000
Government Agency Debt
283754.00
90863.57
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
331586.00
158450.78
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
469873.00
113488.45
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
395637.00
68739.71
Fannie Mae
2039-01-01
5.000000
Government Agency Debt
1705530.00
873507.68
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
1579543.00
904854.14
Fannie Mae
2040-11-25
4.500000
Government Agency Debt
1662941.00
1760272.94
Fannie Mae
2041-03-25
1.187200
Government Agency Debt
1550857.00
1318138.31
Fannie Mae
2041-03-25
1.218300
Government Agency Debt
896762.00
395216.42
Freddie Mac
2040-05-01
6.000000
Government Agency Debt
1226438.00
960136.21
GNMA
2026-06-16
4.000000
Government Agency Debt
48784641.00
51846754.95
GNMA
2039-11-16
0.868300
Government Agency Debt
46802641.00
21388584.53
GNMA
2040-05-20
0.686000
Government Agency Debt
80000000.00
69172961.62
GNMA
2041-01-16
4.000000
Government Agency Debt
57434000.00
57137697.72
United States Treasury Department
2014-01-15
2.000000
Treasury Debt
395500.00
518312.40
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
200000000.00
200000000.00
0.0123
N
200030000.00
200030000.00
Fannie Mae
Fannie Mae 0.160000%
313588LK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
50000000.00
49998666.67
0.0031
N
49999900.00
49999900.00
Fannie Mae
Fannie Mae 0.130000%
313588ME2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
150000000.00
149986458.33
0.0092
N
149998950.00
149998950.00
Fannie Mae
Fannie Mae 0.130100%
313588ME2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
50000000.00
49995486.11
0.0031
N
49999650.00
49999650.00
Fannie Mae
Fannie Mae 0.035000%
313588MW2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
58340000.00
58337674.48
0.0036
N
58339358.26
58339358.26
Fannie Mae
Fannie Mae 0.050000%
313588MW2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
5000000.00
4999715.28
0.0003
N
4999945.00
4999945.00
Fannie Mae
Fannie Mae 0.100000%
313588NB7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
N
500000000.00
499936111.10
0.0307
N
499993500.00
499993500.00
Fannie Mae
Fannie Mae 0.040000%
313588ND3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
N
36090000.00
36088075.20
0.0022
N
36089530.83
36089530.83
Fannie Mae
Fannie Mae 0.125000%
313588NL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-26
2011-10-26
N
N
N
34705000.00
34698372.31
0.0021
N
34704479.43
34704479.43
Fannie Mae
Fannie Mae 0.130000%
313588PY5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
150000000.00
149950708.32
0.0092
N
149996250.00
149996250.00
Fannie Mae
Fannie Mae 0.140000%
313588RP2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
50000000.00
49974722.22
0.0031
N
49996400.00
49996400.00
Fannie Mae
Fannie Mae 0.150000%
313588RX5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
150000000.00
149913750.00
0.0092
N
149988450.00
149988450.00
Fannie Mae
Fannie Mae 0.190000%
313588RX5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
50000000.00
49963583.34
0.0031
N
49996150.00
49996150.00
Fannie Mae
Fannie Mae 0.140000%
313588TD7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
N
150000000.00
149901999.99
0.0092
N
149965050.00
149965050.00
Fannie Mae
Fannie Mae 0.170000%
313588TT2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
200000000.00
199828111.12
0.0123
N
199939400.00
199939400.00
Fannie Mae
Fannie Mae 0.180000%
313588TT2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
150000000.00
149863500.00
0.0092
N
149954550.00
149954550.00
Fannie Mae
Fannie Mae 0.125000%
31381R2P8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
74844494.00
74828641.52
0.0046
N
74832893.10
74832893.10
Fannie Mae
Fannie Mae 0.090000%
31381RDD3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
83515000.00
83515000.00
0.0051
N
83514860.78
83514860.78
Fannie Mae
Fannie Mae 0.110000%
31381RJH8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
99367000.00
99367000.00
0.0061
N
99366834.36
99366834.36
Fannie Mae
Fannie Mae 0.110000%
31381RJJ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
315835000.00
315835000.00
0.0194
N
315834473.50
315834473.50
Fannie Mae
Fannie Mae 0.110000%
31381RJK1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
17936000.00
17936000.00
0.0011
N
17935970.10
17935970.10
Fannie Mae
Fannie Mae 0.122500%
31381RLD4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
31226000.00
31222599.84
0.0019
N
31223996.32
31223996.32
Fannie Mae
Fannie Mae 0.125000%
31381RNU4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
89000000.00
88990111.12
0.0055
N
88994289.14
88994289.14
Fannie Mae
Fannie Mae 0.125000%
31381RP57
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
175000000.00
174980555.54
0.0107
N
174988770.78
174988770.78
Fannie Mae
Fannie Mae 0.125000%
31381RP73
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
67718735.00
67711210.70
0.0042
N
67714389.69
67714389.69
Fannie Mae
Fannie Mae 0.125000%
31381RQX5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
35176000.00
35172091.55
0.0022
N
35173742.86
35173742.86
Fannie Mae
Fannie Mae 0.118800%
31381RVH4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
140000000.00
139971829.87
0.0086
N
139978300.00
139978300.00
Fannie Mae
Fannie Mae 0.120000%
31381RWD2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
50066000.00
50055819.90
0.0031
N
50058239.77
50058239.77
Fannie Mae
Fannie Mae 0.112500%
31381RWV2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
39500000.00
39492470.31
0.0024
N
39493877.50
39493877.50
Fannie Mae
Fannie Mae 0.120000%
31381RXJ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
23862964.00
23858111.86
0.0015
N
23859265.24
23859265.24
Fannie Mae
Fannie Mae 0.120000%
31381RXK5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
131696500.00
131669721.68
0.0081
N
131676087.04
131676087.04
Fannie Mae
Fannie Mae 0.115000%
31381RXW9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
185367000.00
185330879.17
0.0114
N
185338268.12
185338268.12
Fannie Mae
Fannie Mae 0.110000%
31381RY40
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
130918000.00
130893598.33
0.0080
N
130897707.71
130897707.71
Fannie Mae
Fannie Mae 0.110000%
31381RY57
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
79262000.00
79247226.44
0.0049
N
79249714.39
79249714.39
Fannie Mae
Fannie Mae 0.110000%
31381RYN8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
32474424.00
32468371.13
0.0020
N
32469390.46
32469390.46
Fannie Mae
Fannie Mae 0.110000%
31381RYP3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
122965232.00
122942312.64
0.0075
N
122946172.39
122946172.39
Fannie Mae
Fannie Mae 0.120000%
31381RZC1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
39135370.00
39127412.46
0.0024
N
39129304.02
39129304.02
Fannie Mae
Fannie Mae 0.107500%
31381SB68
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
39513000.00
39502262.89
0.0024
N
39502902.22
39502902.22
Fannie Mae
Fannie Mae 0.115000%
31381SBA9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
17936000.00
17930786.10
0.0011
N
17931416.35
17931416.35
Fannie Mae
Fannie Mae 0.115000%
31381SBC5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
49367000.00
49352649.29
0.0030
N
49354383.97
49354383.97
Fannie Mae
Fannie Mae 0.115000%
31381SBE1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
315835000.00
315743188.53
0.0194
N
315754286.47
315754286.47
Fannie Mae
Fannie Mae 0.075000%
31381SCR1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
159237089.00
159226473.20
0.0098
N
159226871.23
159226871.23
Fannie Mae
Fannie Mae 0.110000%
31381SDS8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
30500000.00
30491519.29
0.0019
N
30492205.54
30492205.54
Fannie Mae
Fannie Mae 0.208900%
31398A2C5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-26
2012-07-26
N
N
N
200000000.00
200045825.00
0.0123
N
200071800.00
200071800.00
Fannie Mae
Fannie Mae 0.235400%
31398A3F7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-23
2012-08-23
N
N
N
100000000.00
99970306.98
0.0061
N
100060700.00
100060700.00
Fannie Mae
Fannie Mae 0.280000%
31398A6V9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-01
2012-12-03
N
N
N
150000000.00
149962014.78
0.0092
N
150032100.00
150032100.00
Fannie Mae
Fannie Mae 0.172400%
31398AL67
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
50000000.00
49999016.39
0.0031
N
50001250.00
50001250.00
Farm Credit System
Farm Credit System 0.190000%
31331KUN8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-01
2012-08-15
N
N
N
45000000.00
44996794.64
0.0028
N
44976780.00
44976780.00
Federal Home Loan Bank
Federal Home Loan Bank 0.162000%
313370HZ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-03
2012-02-03
N
N
N
125000000.00
125021606.05
0.0077
N
125016875.00
125016875.00
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
74999302.15
0.0046
N
75026475.00
75026475.00
Federal Home Loan Bank
Federal Home Loan Bank 0.350000%
313371ZR0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
24000000.00
24015599.82
0.0015
N
24015456.00
24015456.00
Federal Home Loan Bank
Federal Home Loan Bank 0.160000%
313372EV2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-01
2012-01-13
N
N
N
100000000.00
99992584.10
0.0061
N
99982400.00
99982400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.205000%
313372GF5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-01
2012-07-24
N
N
N
75000000.00
74983029.77
0.0046
N
74976075.00
74976075.00
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
99998742.46
0.0061
N
100076800.00
100076800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.190000%
3133732C5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
100000000.00
99993061.82
0.0061
N
100016000.00
100016000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.350000%
313374GZ7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-20
2012-07-20
N
N
N
100000000.00
100000000.00
0.0061
N
100000100.00
100000100.00
Federal Home Loan Bank
Federal Home Loan Bank 0.375000%
313374K90
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-24
2012-07-24
N
N
N
50000000.00
50000000.00
0.0031
N
49986600.00
49986600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.420000%
313374UL2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
N
75000000.00
75000000.00
0.0046
N
75001275.00
75001275.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313374WP1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
250000000.00
249903173.00
0.0153
N
249967750.00
249967750.00
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313375C54
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
N
15000000.00
14995059.37
0.0009
N
14990280.00
14990280.00
Federal Home Loan Bank
Federal Home Loan Bank 0.190000%
313375G27
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-01
2012-08-24
N
N
N
100000000.00
99992556.34
0.0061
N
99945600.00
99945600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313375GA9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
N
150000000.00
149958000.00
0.0092
N
149961150.00
149961150.00
Federal Home Loan Bank
Federal Home Loan Bank 0.370000%
313375JB4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-09-21
2012-09-21
N
N
N
100000000.00
100000000.00
0.0061
N
100099000.00
100099000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.230000%
313384A66
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
94500000.00
94296536.25
0.0058
N
94367511.00
94367511.00
Federal Home Loan Bank
Federal Home Loan Bank 0.025000%
313384LK3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
50000000.00
49999791.67
0.0031
N
49999900.00
49999900.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384LQ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
N
250000000.00
249994652.80
0.0153
N
249999250.00
249999250.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384LQ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
N
25000000.00
24999770.83
0.0015
N
24999925.00
24999925.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384LS6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
60200000.00
60199565.22
0.0037
N
60199759.20
60199759.20
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384LU1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
N
84400000.00
84398944.99
0.0052
N
84399662.40
84399662.40
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384MN6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
300000000.00
299991750.00
0.0184
N
299997300.00
299997300.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313384MW6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
192000000.00
191987973.33
0.0118
N
191997888.00
191997888.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384MW6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
100000000.00
99994305.56
0.0061
N
99998900.00
99998900.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313384MY2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
N
N
25000000.00
24998357.64
0.0015
N
24999700.00
24999700.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384ND7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
N
40000000.00
39998133.33
0.0025
N
39999480.00
39999480.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313384NF2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
N
105000000.00
104990520.85
0.0064
N
104998530.00
104998530.00
Federal Home Loan Bank
Federal Home Loan Bank 0.001000%
313384NM7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-27
2011-10-27
N
N
N
33000000.00
32999948.66
0.0020
N
32999472.00
32999472.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
313384TA7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
6500000.00
6494041.67
0.0004
N
6498511.50
6498511.50
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
313384WW5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
N
75000000.00
74919687.50
0.0046
N
74951850.00
74951850.00
Federal Home Loan Bank
Federal Home Loan Bank 0.216000%
3133XY2Y0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-13
2011-10-13
N
N
N
122350000.00
122375735.88
0.0075
N
122363213.80
122363213.80
Federal Home Loan Bank
Federal Home Loan Bank 0.159400%
3133XYJ97
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
N
100000000.00
100014960.00
0.0061
N
100018800.00
100018800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.165800%
3134G13Z5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-10
2012-08-10
N
N
N
100000000.00
99961996.48
0.0061
N
100077000.00
100077000.00
Freddie Mac
Freddie Mac 0.168300%
3128X9ZJ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-16
2012-02-16
N
N
N
100000000.00
99981450.94
0.0061
N
100009900.00
100009900.00
Freddie Mac
Freddie Mac 0.110000%
313396LK7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
46944000.00
46943139.36
0.0029
N
46943906.11
46943906.11
Freddie Mac
Freddie Mac 0.080000%
313396LS0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
160600000.00
160595360.46
0.0099
N
160599357.60
160599357.60
Freddie Mac
Freddie Mac 0.060000%
313396LT8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
N
250000000.00
249994166.65
0.0153
N
249999000.00
249999000.00
Freddie Mac
Freddie Mac 0.025000%
313396LT8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
N
90400000.00
90399121.11
0.0056
N
90399638.40
90399638.40
Freddie Mac
Freddie Mac 0.030000%
313396LX9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
11700000.00
11699824.50
0.0007
N
11699941.50
11699941.50
Freddie Mac
Freddie Mac 0.030000%
313396LY7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
375000000.00
374994062.48
0.0230
N
374998125.00
374998125.00
Freddie Mac
Freddie Mac 0.040000%
313396LY7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
49435000.00
49433956.37
0.0030
N
49434752.83
49434752.83
Freddie Mac
Freddie Mac 0.090000%
313396MA8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
N
N
200000000.00
199989500.00
0.0123
N
199998800.00
199998800.00
Freddie Mac
Freddie Mac 0.090000%
313396MJ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-30
2011-09-30
N
N
N
150000000.00
149989125.00
0.0092
N
149998800.00
149998800.00
Freddie Mac
Freddie Mac 0.100000%
313396MQ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
N
200000000.00
199980555.56
0.0123
N
199998000.00
199998000.00
Freddie Mac
Freddie Mac 0.170000%
313396ND1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
N
53000000.00
52987986.67
0.0033
N
52999311.00
52999311.00
Freddie Mac
Freddie Mac 0.110000%
313396PA5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
N
150000000.00
149968374.99
0.0092
N
149997150.00
149997150.00
Freddie Mac
Freddie Mac 0.100000%
313396QF3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
100000000.00
99972777.78
0.0061
N
99997300.00
99997300.00
Freddie Mac
Freddie Mac 0.100000%
313396QG1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
200000000.00
199945000.00
0.0123
N
199994600.00
199994600.00
Freddie Mac
Freddie Mac 0.100000%
313396SE4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
N
5000000.00
4997986.11
0.0003
N
4999595.00
4999595.00
Freddie Mac
Freddie Mac 0.150000%
313396VC4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-03
2012-04-03
N
N
N
60000000.00
59946250.00
0.0037
N
59971320.00
59971320.00
Freddie Mac
Freddie Mac 0.140000%
313396XP3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
50000000.00
49946722.22
0.0031
N
49954400.00
49954400.00
Freddie Mac
Freddie Mac 0.146100%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-11
2012-08-10
N
N
N
150000000.00
150000000.00
0.0092
N
150184500.00
150184500.00
Freddie Mac
Freddie Mac 0.240000%
3134G1EL4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-01
2011-11-21
N
N
N
100000000.00
99991038.36
0.0061
N
100008300.00
100008300.00
Freddie Mac
Freddie Mac 0.167200%
3134G1HC1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-14
2011-12-14
N
N
N
172750000.00
172765286.86
0.0106
N
172769175.25
172769175.25
Freddie Mac
Freddie Mac 0.162100%
3134G1QD9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-03
2012-04-03
N
N
N
200000000.00
199952198.68
0.0123
N
200030400.00
200030400.00
Freddie Mac
Freddie Mac 0.188000%
3134G1RQ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-11
2012-05-11
N
N
N
100000000.00
99965356.02
0.0061
N
100022900.00
100022900.00
Freddie Mac
Freddie Mac 0.220000%
3134G1WN0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-01
2012-10-12
N
N
N
60000000.00
60015197.24
0.0037
N
59977380.00
59977380.00
Freddie Mac
Freddie Mac 0.150800%
3134G2DM1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-04
2013-02-04
N
N
N
200000000.00
199854476.96
0.0123
N
199898600.00
199898600.00
Freddie Mac
Freddie Mac 0.160200%
3134G2MJ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-17
2013-06-17
N
N
N
150000000.00
149863995.66
0.0092
N
149929350.00
149929350.00
Freddie Mac
Freddie Mac 1.125000%
3137EACF4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
3000000.00
3008868.00
0.0002
N
3008748.00
3008748.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000%
06399U000_0.0700_M110901_2M52
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-12-25
4.500000
Government Agency Debt
100000000.00
13362251.11
Fannie Mae
2028-02-25
4.000000
Government Agency Debt
17235261.00
13359436.43
Fannie Mae
2033-09-25
6.000000
Government Agency Debt
54760000.00
15127724.79
Fannie Mae
2034-04-25
5.000000
Government Agency Debt
50000000.00
14182085.72
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
11855704.00
13494067.45
Fannie Mae
2039-04-25
6.000000
Government Agency Debt
35340699.00
9378667.49
Fannie Mae
2045-11-25
5.500000
Government Agency Debt
52250000.00
13791988.51
Freddie Mac
2027-07-15
4.000000
Government Agency Debt
19500000.00
14702870.22
Freddie Mac
2030-10-15
0.636000
Government Agency Debt
50000000.00
13774561.10
Freddie Mac
2032-04-15
5.750000
Government Agency Debt
66619000.00
14756007.76
Freddie Mac
2032-10-15
0.636000
Government Agency Debt
52820882.00
14541650.89
Freddie Mac
2033-01-15
0.636000
Government Agency Debt
50000000.00
13511430.28
Freddie Mac
2033-09-15
0.636000
Government Agency Debt
50000000.00
16201155.66
Freddie Mac
2034-03-15
6.000000
Government Agency Debt
50000000.00
14878045.18
Freddie Mac
2034-06-15
6.000000
Government Agency Debt
13600000.00
16073336.80
Freddie Mac
2037-01-15
5.500000
Government Agency Debt
13813000.00
15774326.29
Freddie Mac
2038-01-15
6.000000
Government Agency Debt
13043800.00
14702801.79
Freddie Mac
2041-04-15
0.737000
Government Agency Debt
16798798.00
15178811.98
GNMA
2034-05-20
4.500000
Government Agency Debt
15000000.00
13320570.55
GNMA
2037-02-20
4.000000
Government Agency Debt
12885000.00
13654289.63
GNMA
2037-10-20
2.500000
Government Agency Debt
17030525.00
16196149.82
GNMA
2039-04-16
4.500000
Government Agency Debt
20919066.00
15510740.76
GNMA
2039-04-20
4.000000
Government Agency Debt
20500000.00
15857104.97
GNMA
2039-06-20
4.500000
Government Agency Debt
25000000.00
15507613.59
GNMA
2041-06-20
4.000000
Government Agency Debt
13402000.00
13662311.51
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
350000000.00
350000000.00
0.0215
N
350000000.00
350000000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257C7H9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
91570000.00
91537136.55
0.0056
N
91538866.20
91538866.20
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257C7J5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
40000000.00
39985855.55
0.0025
N
39986400.00
39986400.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257C7K2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49980472.22
0.0031
N
49980500.00
49980500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GA94
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
44000000.00
43982118.89
0.0027
N
43981960.00
43981960.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GB36
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25000000.00
24990236.11
0.0015
N
24990250.00
24990250.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GB51
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50030000.00
50009404.32
0.0031
N
50008987.40
50008987.40
Straight A Funding, LLC
Straight A Funding, LLC 0.160000%
86257GYQ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
80000000.00
79999644.45
0.0049
N
79999200.00
79999200.00
Straight A Funding, LLC
Straight A Funding, LLC 0.150000%
86257GZG1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
60000000.00
59995000.00
0.0037
N
59995200.00
59995200.00
Straight A Funding, LLC
Straight A Funding, LLC 0.160000%
86257JZD2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50026000.00
50017995.84
0.0031
N
50018496.10
50018496.10
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JZX8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
41583000.00
41566101.14
0.0026
N
41565950.97
41565950.97
Straight A Funding, LLC
Straight A Funding, LLC 0.160000%
86257L5L2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25000000.00
24998777.78
0.0015
N
24999000.00
24999000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.140000%
86257L5Y4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
30087000.00
30084893.91
0.0018
N
30084893.91
30084893.91
Straight A Funding, LLC
Straight A Funding, LLC 0.160000%
86257L6C1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49992444.44
0.0031
N
49993000.00
49993000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.160000%
86257L6E7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
130000000.00
129979200.00
0.0080
N
129980500.00
129980500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257M2E9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49979944.45
0.0031
N
49980000.00
49980000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.150000%
86257MX96
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
53150000.00
53140920.21
0.0033
N
53140964.50
53140964.50
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257MY87
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
91132000.00
91098812.77
0.0056
N
91100103.80
91100103.80
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257MZ29
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-10
2011-11-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
14793000.00
14787534.81
0.0009
N
14787674.52
14787674.52
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257MZ94
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-10
2011-11-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
7396000.00
7393267.59
0.0005
N
7393337.44
7393337.44
United States Treasury Department
United States Treasury Department 0.090000%
9127953K5
Treasury Debt
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
N
60000000.00
59997900.00
0.0037
N
59999760.00
59999760.00