0001145549-12-000741.txt : 20120229
0001145549-12-000741.hdr.sgml : 20120229
20120109133624
ACCESSION NUMBER: 0001145549-12-000741
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120109
DATE AS OF CHANGE: 20120109
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: 12516979
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
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2011-12-31
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
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Barclays Capital, Inc
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2012-01-12
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2012-01-15
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2012-01-31
4.750000
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United States Treasury Department
2012-02-02
0.00
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1479985.20
United States Treasury Department
2012-02-09
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United States Treasury Department
2012-02-15
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2012-02-16
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United States Treasury Department
2012-02-23
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2012-02-29
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United States Treasury Department
2012-02-29
4.625000
Treasury Debt
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United States Treasury Department
2012-03-01
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2012-03-08
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2012-03-15
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2012-03-15
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2012-03-22
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2012-03-29
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2012-03-31
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2012-04-05
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2012-04-12
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2012-04-15
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2012-05-17
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2012-05-24
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2012-05-31
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2012-06-15
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2012-06-30
0.625000
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United States Treasury Department
2012-06-30
4.875000
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United States Treasury Department
2012-07-26
0.00
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378882.51
United States Treasury Department
2012-08-15
1.750000
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920000.00
935552.55
United States Treasury Department
2012-08-23
0.00
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3256000.00
3254599.92
United States Treasury Department
2012-08-31
0.375000
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2725000.00
2733301.89
United States Treasury Department
2012-09-30
0.375000
Treasury Debt
426000.00
427210.85
United States Treasury Department
2012-10-18
0.00
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2012-10-31
0.375000
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2012-10-31
3.875000
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2573142.26
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2012-11-15
4.000000
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2012-12-13
0.00
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2012-12-15
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2012-12-31
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2013-05-31
0.500000
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2013-05-31
3.500000
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11184859.09
United States Treasury Department
2013-06-30
0.375000
Treasury Debt
24150000.00
24248889.66
United States Treasury Department
2013-07-31
0.375000
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903.33
United States Treasury Department
2013-07-31
3.375000
Treasury Debt
25000.00
26586.76
United States Treasury Department
2014-02-28
1.875000
Treasury Debt
16000000.00
16639725.27
United States Treasury Department
2014-03-15
1.250000
Treasury Debt
20000.00
20490.00
United States Treasury Department
2014-04-15
1.250000
Treasury Debt
1880000.00
1924829.78
United States Treasury Department
2014-05-15
1.000000
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731000.00
743438.89
United States Treasury Department
2014-05-31
2.250000
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1679900.00
1759904.00
United States Treasury Department
2014-06-15
0.750000
Treasury Debt
100.00
101.03
United States Treasury Department
2014-07-31
2.625000
Treasury Debt
960000.00
1026357.50
United States Treasury Department
2014-08-15
0.500000
Treasury Debt
200000.00
201106.28
United States Treasury Department
2014-08-15
4.250000
Treasury Debt
6700000.00
7484382.47
United States Treasury Department
2014-09-15
0.250000
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United States Treasury Department
2014-12-31
2.625000
Treasury Debt
17000000.00
18337622.36
United States Treasury Department
2015-01-31
2.250000
Treasury Debt
337000.00
358852.25
United States Treasury Department
2015-02-28
2.375000
Treasury Debt
1970000.00
2104068.19
United States Treasury Department
2015-03-31
2.500000
Treasury Debt
900000.00
964445.26
United States Treasury Department
2015-05-31
2.125000
Treasury Debt
2440000.00
2577688.72
United States Treasury Department
2015-08-15
4.250000
Treasury Debt
275000.00
315725.30
United States Treasury Department
2016-04-30
2.000000
Treasury Debt
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290880.34
United States Treasury Department
2016-06-30
1.500000
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United States Treasury Department
2016-07-31
1.500000
Treasury Debt
6300000.00
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United States Treasury Department
2016-09-30
3.000000
Treasury Debt
3132600.00
3473141.86
United States Treasury Department
2016-11-15
4.625000
Treasury Debt
15340000.00
18180472.82
United States Treasury Department
2017-01-31
3.125000
Treasury Debt
13785000.00
15479281.39
United States Treasury Department
2017-02-28
3.000000
Treasury Debt
84000.00
93605.61
United States Treasury Department
2017-03-31
3.250000
Treasury Debt
180000.00
202703.51
United States Treasury Department
2017-04-30
3.125000
Treasury Debt
280000.00
312855.51
United States Treasury Department
2017-05-31
2.750000
Treasury Debt
10510000.00
11509123.67
United States Treasury Department
2017-06-30
2.500000
Treasury Debt
280000.00
305794.18
United States Treasury Department
2017-08-15
4.750000
Treasury Debt
4068100.00
4962892.52
United States Treasury Department
2017-08-31
1.875000
Treasury Debt
790000.00
830473.94
United States Treasury Department
2017-10-31
1.875000
Treasury Debt
470000.00
492090.31
United States Treasury Department
2017-11-15
4.250000
Treasury Debt
834800.00
988991.00
United States Treasury Department
2018-01-31
2.625000
Treasury Debt
479000.00
525995.84
United States Treasury Department
2018-04-30
2.625000
Treasury Debt
12413000.00
13545151.54
United States Treasury Department
2018-05-15
3.875000
Treasury Debt
450000.00
526194.23
United States Treasury Department
2018-05-15
9.125000
Treasury Debt
228000.00
342417.45
United States Treasury Department
2018-05-31
2.375000
Treasury Debt
17014000.00
18244736.98
United States Treasury Department
2018-09-30
1.375000
Treasury Debt
214945800.00
216420052.17
United States Treasury Department
2018-10-31
1.750000
Treasury Debt
9929000.00
10227591.00
United States Treasury Department
2018-11-15
3.750000
Treasury Debt
3333000.00
3885131.41
United States Treasury Department
2019-02-15
2.750000
Treasury Debt
83000.00
91579.53
United States Treasury Department
2019-05-15
3.125000
Treasury Debt
11536000.00
12953120.59
United States Treasury Department
2019-08-15
8.125000
Treasury Debt
2696100.00
4085880.13
United States Treasury Department
2020-02-15
8.500000
Treasury Debt
1716000.00
2690368.86
United States Treasury Department
2020-05-15
8.750000
Treasury Debt
1715000.00
2700914.58
United States Treasury Department
2020-08-15
2.625000
Treasury Debt
3829300.00
4161118.11
United States Treasury Department
2020-08-15
8.750000
Treasury Debt
1755000.00
2821837.70
United States Treasury Department
2020-11-15
2.625000
Treasury Debt
15183000.00
16370996.75
United States Treasury Department
2021-02-15
7.875000
Treasury Debt
693000.00
1076490.44
United States Treasury Department
2021-08-15
8.125000
Treasury Debt
1569000.00
2501469.19
United States Treasury Department
2026-02-15
6.000000
Treasury Debt
1500000.00
2191630.43
United States Treasury Department
2028-08-15
5.500000
Treasury Debt
360000.00
514578.80
United States Treasury Department
2029-02-15
5.250000
Treasury Debt
1900700.00
2657739.00
United States Treasury Department
2029-08-15
6.125000
Treasury Debt
200000.00
306998.46
United States Treasury Department
2037-02-15
4.750000
Treasury Debt
2130000.00
2921493.99
United States Treasury Department
2038-05-15
4.500000
Treasury Debt
1379000.00
1818905.39
United States Treasury Department
2039-02-15
3.500000
Treasury Debt
1262000.00
1430476.86
United States Treasury Department
2041-02-15
4.750000
Treasury Debt
3660000.00
5089205.93
First Tier Security
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N/A
2012-01-03
2012-01-03
N
N
N
590000000.00
590000000.00
0.0331
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590000000.00
590000000.00
Barclays Capital, Inc
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07699U005_0.0600_M120106_2M52
0000851376
Government Agency Repurchase Agreement
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United States Treasury Department
2023-02-15
7.125000
Treasury Debt
141608900.00
217585634.31
United States Treasury Department
2025-08-15
6.875000
Treasury Debt
58406600.00
91295031.10
United States Treasury Department
2039-02-15
3.500000
Treasury Debt
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First Tier Security
N/A
N/A
2012-01-06
2012-01-06
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
500000000.00
500000000.00
0.0280
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500000000.00
500000000.00
Barclays Capital, Inc
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07699U005_0.1700_M120103_2M52
0000851376
Government Agency Repurchase Agreement
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Fannie Mae
2029-06-25
4.000000
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82674930.66
Fannie Mae
2037-03-25
4.000000
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77913415.00
76005660.72
Fannie Mae
2038-12-25
3.000000
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33480191.00
33908709.10
Freddie Mac
2034-02-15
2.000000
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Freddie Mac
2037-09-15
4.000000
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100000000.00
83940259.17
Freddie Mac
2040-10-15
4.000000
Government Agency Debt
5846382.00
6173301.29
GNMA
2035-12-16
4.500000
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198555038.00
140151918.24
GNMA
2040-04-20
1.124800
Government Agency Debt
24415860.00
19388354.15
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
500000000.00
500000000.00
0.0280
N
500000000.00
500000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.220000%
07699U005_0.2200_M120106_2M52
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-09-01
5.000000
Government Agency Debt
142214.00
11536.51
Fannie Mae
2024-01-01
5.500000
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560598.00
185304.18
Fannie Mae
2024-07-01
4.000000
Government Agency Debt
3750000.00
2018275.81
Fannie Mae
2024-09-01
4.000000
Government Agency Debt
2500000.00
2035717.07
Fannie Mae
2026-01-01
4.500000
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2011366.00
1999833.90
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
2030000.00
2021376.33
Fannie Mae
2032-03-01
7.500000
Government Agency Debt
65391964.00
1513286.09
Fannie Mae
2033-09-01
5.500000
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8124846.00
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Fannie Mae
2034-01-01
5.000000
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3700191.00
1118495.12
Fannie Mae
2034-03-01
4.500000
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5271019.00
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Fannie Mae
2036-04-01
6.000000
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4600000.00
2008662.36
Fannie Mae
2036-10-01
2.533000
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1246723.49
Fannie Mae
2036-11-01
7.000000
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16384619.00
1995875.19
Fannie Mae
2037-03-01
6.000000
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5000000.00
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Fannie Mae
2037-07-01
5.000000
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1733202.61
Fannie Mae
2037-11-01
7.000000
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3148978.00
2020079.07
Fannie Mae
2039-05-01
4.500000
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2271813.00
2013959.38
Fannie Mae
2039-10-01
4.500000
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Fannie Mae
2040-09-01
5.000000
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Fannie Mae
2041-02-01
4.000000
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Fannie Mae
2041-02-01
4.500000
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85571.00
Fannie Mae
2041-08-01
5.500000
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Freddie Mac
2016-04-01
6.000000
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Freddie Mac
2017-02-01
6.000000
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Freddie Mac
2017-05-15
4.500000
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Freddie Mac
2017-11-15
4.000000
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1000000.00
52247.96
Freddie Mac
2017-11-15
5.000000
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Freddie Mac
2017-12-15
4.500000
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250000.00
46697.89
Freddie Mac
2018-07-15
4.500000
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120000.00
47148.14
Freddie Mac
2018-12-01
5.500000
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487000.00
84994.59
Freddie Mac
2021-10-01
5.500000
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152130.00
25689.37
Freddie Mac
2021-11-15
6.500000
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2500000.00
47406.60
Freddie Mac
2021-12-15
7.000000
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1575000.00
50659.10
Freddie Mac
2024-02-15
5.000000
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46739.10
Freddie Mac
2024-11-01
4.000000
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Freddie Mac
2025-01-01
4.500000
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2340171.00
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Freddie Mac
2029-08-15
5.500000
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1000000.00
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Freddie Mac
2031-03-01
7.000000
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1789000.00
84982.76
Freddie Mac
2031-12-15
6.500000
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100000.00
57982.63
Freddie Mac
2033-10-15
2.000000
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794891.72
Freddie Mac
2034-02-15
2.000000
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Freddie Mac
2034-11-01
7.500000
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Freddie Mac
2037-06-15
4.000000
Government Agency Debt
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Freddie Mac
2039-09-01
5.000000
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Freddie Mac
2040-12-01
3.500000
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2081639.00
2000762.73
GNMA
2032-06-20
6.500000
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52458.00
20637.87
GNMA
2035-08-20
4.500000
Government Agency Debt
500000.00
49848.65
GNMA
2039-06-20
2.600000
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256367791.00
249765920.17
GNMA
2039-10-16
3.000000
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213294331.16
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
500000000.00
500000000.00
0.0280
N
500000000.00
500000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.040000%
22799D001_0.0400_M120103_2M52
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2039-08-15
4.500000
Government Agency Debt
11115000.00
10320380.81
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
10117811.00
10117811.00
0.0006
N
10117811.00
10117811.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.230000%
22799E009_0.2300_M120123_2M52
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2030-03-25
5.000000
Government Agency Debt
73910000.00
61713641.34
GNMA
2039-04-20
4.000000
Government Agency Debt
19542000.00
13834141.48
GNMA
2039-08-20
4.000000
Government Agency Debt
16327601.00
16877473.11
GNMA
2040-08-20
4.500000
Government Agency Debt
15000000.00
12361897.23
GNMA
2041-05-20
4.000000
Government Agency Debt
95170000.00
99213093.11
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
N
200000000.00
200000000.00
0.0112
Y
200008000.00
200008000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
99ETSZ007_0.1800_M120103_2M52
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-06-01
6.000000
Government Agency Debt
1861127.00
355333.32
Fannie Mae
2018-10-01
4.500000
Government Agency Debt
2275000.00
512918.18
Fannie Mae
2019-06-01
4.500000
Government Agency Debt
5047986.00
1138028.70
Fannie Mae
2019-06-01
4.500000
Government Agency Debt
2100000.00
508345.88
Fannie Mae
2026-05-01
4.500000
Government Agency Debt
1103667.00
1149415.59
Fannie Mae
2029-08-01
5.500000
Government Agency Debt
1212063.00
501416.81
Fannie Mae
2033-07-01
2.345000
Government Agency Debt
15087871.00
560871.38
Fannie Mae
2033-08-01
4.500000
Government Agency Debt
1924696.00
552413.98
Fannie Mae
2033-08-01
4.500000
Government Agency Debt
1864500.00
510761.88
Fannie Mae
2033-10-01
5.500000
Government Agency Debt
3419984.00
686562.28
Fannie Mae
2033-11-01
5.000000
Government Agency Debt
244137.00
71556.84
Fannie Mae
2033-11-01
5.500000
Government Agency Debt
2971311.00
407562.02
Fannie Mae
2034-10-01
5.500000
Government Agency Debt
2086962.00
556768.93
Fannie Mae
2035-01-01
5.500000
Government Agency Debt
103000.00
28114.12
Fannie Mae
2035-03-01
6.500000
Government Agency Debt
5023375.00
1091543.10
Fannie Mae
2035-08-01
4.500000
Government Agency Debt
1299177.00
616160.42
Fannie Mae
2035-10-01
4.500000
Government Agency Debt
1303368.00
559029.42
Fannie Mae
2035-10-01
5.000000
Government Agency Debt
1450000.00
581426.06
Fannie Mae
2035-10-01
5.500000
Government Agency Debt
1695000.00
704980.49
Fannie Mae
2036-04-01
5.500000
Government Agency Debt
784562.00
273143.92
Fannie Mae
2036-05-01
4.500000
Government Agency Debt
112073.00
103392.21
Fannie Mae
2036-06-01
4.500000
Government Agency Debt
860224.00
563921.51
Fannie Mae
2036-06-01
6.500000
Government Agency Debt
1697849.00
507882.07
Fannie Mae
2036-08-01
4.500000
Government Agency Debt
500000.00
525839.52
Fannie Mae
2036-09-01
5.500000
Government Agency Debt
290794.00
145638.73
Fannie Mae
2036-11-01
6.000000
Government Agency Debt
56613.00
11541.31
Fannie Mae
2037-03-25
0.653600
Government Agency Debt
4100000.00
1070402.68
Fannie Mae
2037-07-01
6.500000
Government Agency Debt
34201893.00
8037679.19
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
730801.00
783977.20
Fannie Mae
2037-09-01
6.000000
Government Agency Debt
1328321.00
503719.00
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
4001841.00
1180130.87
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
1595515.00
697600.11
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
1814254.00
507885.93
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
1703240.00
603734.02
Fannie Mae
2037-10-01
7.500000
Government Agency Debt
92185000.00
23058478.61
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
3039494.00
726747.38
Fannie Mae
2037-11-25
4.500000
Government Agency Debt
1526940.00
1461399.46
Fannie Mae
2038-01-01
5.500000
Government Agency Debt
3168067.00
1156888.86
Fannie Mae
2038-01-01
6.500000
Government Agency Debt
2199767.00
503463.38
Fannie Mae
2038-01-01
7.000000
Government Agency Debt
6099182.00
502062.03
Fannie Mae
2038-01-01
7.000000
Government Agency Debt
940442.00
220502.79
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
1026758.00
384843.38
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
2370871.00
643915.29
Fannie Mae
2038-04-01
7.000000
Government Agency Debt
4155865.00
456821.92
Fannie Mae
2038-05-01
5.500000
Government Agency Debt
76106962.00
31962145.51
Fannie Mae
2038-05-01
6.000000
Government Agency Debt
3302777.00
1165197.08
Fannie Mae
2038-09-01
6.500000
Government Agency Debt
1445350.00
736959.87
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
1991477.00
697912.87
Fannie Mae
2038-11-01
6.000000
Government Agency Debt
1108000.00
508674.39
Fannie Mae
2038-12-01
6.500000
Government Agency Debt
1212314.00
501078.97
Fannie Mae
2039-02-01
4.500000
Government Agency Debt
666334.00
522773.78
Fannie Mae
2039-04-01
4.500000
Government Agency Debt
749671.00
608771.92
Fannie Mae
2039-04-01
6.000000
Government Agency Debt
1127626.00
505240.89
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
1011522.00
567739.47
Fannie Mae
2039-08-01
3.807000
Government Agency Debt
500188.00
300239.14
Fannie Mae
2039-08-01
4.500000
Government Agency Debt
667538.00
594787.83
Fannie Mae
2039-08-01
6.500000
Government Agency Debt
31318230.00
24994260.69
Fannie Mae
2039-09-01
4.500000
Government Agency Debt
590445.00
506189.21
Fannie Mae
2039-11-25
5.000000
Government Agency Debt
434141.00
265462.15
Fannie Mae
2040-01-01
4.500000
Government Agency Debt
1144842.00
1033497.09
Fannie Mae
2040-01-01
4.500000
Government Agency Debt
367839.00
319286.28
Fannie Mae
2040-01-01
5.000000
Government Agency Debt
40189041.00
20816676.02
Fannie Mae
2040-03-01
4.500000
Government Agency Debt
577149.00
513086.64
Fannie Mae
2040-05-01
3.703000
Government Agency Debt
14679511.00
10576845.02
Fannie Mae
2040-05-01
5.500000
Government Agency Debt
647161.00
506165.53
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
649488.00
583023.83
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
684000.00
572481.54
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
638005.00
604701.04
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
651907.00
576473.06
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
27898022.00
17403313.11
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
571778.00
532465.56
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
576997.00
596107.91
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
661476.00
585365.16
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
505092.00
517921.48
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
55501.00
55474.27
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
1080330.00
1078643.69
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
535475.00
512800.03
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
616086.00
605678.79
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
509601.00
507491.48
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
520114.00
548295.96
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
551361.00
582232.23
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
551455.00
548093.19
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
502375.00
518702.05
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
513792.00
500187.77
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
563944.00
592281.85
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
600967.00
621937.62
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
525885.00
556762.59
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
615262.00
555984.89
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
499059.00
523496.58
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
168144.00
160097.46
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
21051890.00
21894352.87
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
222137.00
200766.58
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
682032.00
698160.38
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
137284.00
147918.65
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
1193142.00
1264566.26
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
591198.00
627345.65
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
541760.00
553669.94
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
489947.00
512032.10
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
3475539.00
3690801.71
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
594037.00
631319.49
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
499950.00
530970.07
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
500050.00
530847.74
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
20551090.00
21962192.71
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
480013.00
510680.95
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
515221.00
548214.64
Fannie Mae
2041-11-25
4.000000
Government Agency Debt
3459249.00
3647744.25
Fannie Mae
2047-06-01
6.500000
Government Agency Debt
2993686.00
506022.66
Freddie Mac
2014-11-01
4.500000
Government Agency Debt
1775614.00
172191.42
Freddie Mac
2025-04-01
5.000000
Government Agency Debt
42421.00
24540.75
Freddie Mac
2025-05-01
4.500000
Government Agency Debt
1061385.00
676392.25
Freddie Mac
2028-02-01
5.500000
Government Agency Debt
1812055.00
529086.76
Freddie Mac
2029-09-15
0.747800
Government Agency Debt
75000000.00
1022705.89
Freddie Mac
2030-08-15
4.000000
Government Agency Debt
998000.00
1062993.97
Freddie Mac
2032-09-01
5.500000
Government Agency Debt
6000000.00
469217.72
Freddie Mac
2032-10-15
0.647800
Government Agency Debt
1476081.00
97379.80
Freddie Mac
2036-03-01
5.500000
Government Agency Debt
1793459.00
353994.36
Freddie Mac
2036-04-15
0.778300
Government Agency Debt
43450857.00
268517.07
Freddie Mac
2036-11-01
6.500000
Government Agency Debt
1727570.00
510113.61
Freddie Mac
2037-02-15
0.577800
Government Agency Debt
14987951.00
3638402.45
Freddie Mac
2037-12-01
5.500000
Government Agency Debt
1299651.00
286091.36
Freddie Mac
2038-01-01
5.500000
Government Agency Debt
160843.00
38848.53
Freddie Mac
2038-03-01
5.500000
Government Agency Debt
13536032.00
4370717.66
Freddie Mac
2040-08-01
5.000000
Government Agency Debt
4157628.00
3600013.43
Freddie Mac
2041-01-01
4.000000
Government Agency Debt
22780069.00
23589603.66
GNMA
2033-01-20
7.000000
Government Agency Debt
19595227.00
715495.18
GNMA
2033-03-16
0.582500
Government Agency Debt
11222361.00
1705864.81
GNMA
2036-10-15
7.000000
Government Agency Debt
4654281.00
718990.83
GNMA
2037-01-15
7.000000
Government Agency Debt
5216367.00
715486.91
GNMA
2037-05-15
7.000000
Government Agency Debt
2091266.00
714932.18
GNMA
2037-11-16
2.750000
Government Agency Debt
452539.00
435522.45
GNMA
2037-12-15
6.500000
Government Agency Debt
2013207.00
509416.27
GNMA
2038-01-15
7.000000
Government Agency Debt
1630339.00
463131.18
GNMA
2039-01-15
7.000000
Government Agency Debt
1578998.00
514780.77
GNMA
2039-05-20
4.000000
Government Agency Debt
385537.00
227038.09
GNMA
2039-09-15
5.000000
Government Agency Debt
1089062.00
725251.26
GNMA
2040-06-15
5.000000
Government Agency Debt
3365.00
3209.65
GNMA
2041-03-20
5.000000
Government Agency Debt
16196146.00
17567595.42
GNMA
2041-11-20
7.000000
Government Agency Debt
1914127.00
2210013.35
GNMA
2058-08-20
1.204000
Government Agency Debt
660000.00
561178.21
GNMA
2059-08-20
2.931000
Government Agency Debt
1573517.00
1557561.40
GNMA
2060-06-20
2.065000
Government Agency Debt
170000.00
163720.85
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
300000000.00
300000000.00
0.0168
N
300000000.00
300000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M120106_2M52
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-11-01
6.000000
Government Agency Debt
4659613.00
2096654.58
Fannie Mae
2035-07-01
5.000000
Government Agency Debt
398895571.00
138495542.72
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
617130.00
231309.03
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
979306.00
265974.03
Fannie Mae
2038-11-01
5.500000
Government Agency Debt
10107522.00
4504042.01
Fannie Mae
2039-11-25
5.000000
Government Agency Debt
9795158.00
5989399.05
Fannie Mae
2040-07-25
4.000000
Government Agency Debt
6996443.00
6457432.46
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
256188.00
266180.58
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
6046690.00
5710407.16
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
162423.00
154650.23
Freddie Mac
2030-03-15
0.628300
Government Agency Debt
764540.00
740116.37
Freddie Mac
2033-11-15
1.247800
Government Agency Debt
6237914.00
2389927.27
Freddie Mac
2038-10-01
5.500000
Government Agency Debt
15257.00
10854.91
GNMA
2037-11-16
2.750000
Government Agency Debt
244772.00
235567.99
GNMA
2039-11-16
0.942500
Government Agency Debt
288168.00
118760.94
GNMA
2040-06-15
5.000000
Government Agency Debt
2451.00
2337.84
GNMA
2040-07-20
4.500000
Government Agency Debt
122547.00
130411.54
GNMA
2041-04-20
0.834800
Government Agency Debt
40817712.00
40616587.83
GNMA
2041-11-20
7.000000
Government Agency Debt
38002.00
43876.36
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
200000000.00
200000000.00
0.0112
N
200000000.00
200000000.00
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
49998444.44
0.0028
N
49999900.00
49999900.00
Fannie Mae
Fannie Mae 0.045000%
313588RR8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
100000000.00
99998750.00
0.0056
N
99999800.00
99999800.00
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
149990000.01
0.0084
N
149999400.00
149999400.00
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
49995777.78
0.0028
N
49999800.00
49999800.00
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
149973166.65
0.0084
N
149998200.00
149998200.00
Fannie Mae
Fannie Mae 0.100000%
313588TT2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
650000000.00
649891666.71
0.0365
N
649989600.00
649989600.00
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
199943333.32
0.0112
N
199996800.00
199996800.00
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
149955000.00
0.0084
N
149997600.00
149997600.00
Fannie Mae
Fannie Mae 0.080000%
313588TX3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
N
N
N
50000000.00
49992888.89
0.0028
N
49999150.00
49999150.00
Fannie Mae
Fannie Mae 0.030000%
313588VR3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-16
2012-04-16
N
N
N
125000000.00
124988958.33
0.0070
N
124996375.00
124996375.00
Fannie Mae
Fannie Mae 0.120000%
313588VR3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-16
2012-04-16
N
N
N
100000000.00
99964666.66
0.0056
N
99997100.00
99997100.00
Fannie Mae
Fannie Mae 0.060000%
313588WN1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
N
250000000.00
249947083.30
0.0140
N
249991250.00
249991250.00
Fannie Mae
Fannie Mae 0.080000%
313588YG4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-18
2012-06-18
N
N
N
75000000.00
74971833.33
0.0042
N
74993025.00
74993025.00
Fannie Mae
Fannie Mae 0.050000%
313588ZD0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
N
N
95000000.00
94974930.55
0.0053
N
94980145.00
94980145.00
Fannie Mae
Fannie Mae 0.240000%
3135G0AE3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2013-01-10
N
N
N
5000000.00
5002609.11
0.0003
N
5003570.00
5003570.00
Fannie Mae
Fannie Mae 0.077500%
31381SGD8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
31132000.00
31131865.96
0.0017
N
31131930.82
31131930.82
Fannie Mae
Fannie Mae 0.160000%
31381SK76
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
19130000.00
19122177.95
0.0011
N
19126503.46
19126503.46
Fannie Mae
Fannie Mae 0.073800%
31381SL42
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
187000000.00
186999233.82
0.0105
N
186999584.49
186999584.49
Fannie Mae
Fannie Mae 0.082500%
31381SLL4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
175000000.00
174999197.91
0.0098
N
174999611.15
174999611.15
Fannie Mae
Fannie Mae 0.076300%
31381SMP4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
59529000.00
59528747.82
0.0033
N
59528867.73
59528867.73
Fannie Mae
Fannie Mae 0.076300%
31381SMQ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
37415000.00
37414841.51
0.0021
N
37414916.86
37414916.86
Fannie Mae
Fannie Mae 0.076300%
31381SMR0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
27012000.00
27011885.57
0.0015
N
27011939.98
27011939.98
Fannie Mae
Fannie Mae 0.075000%
31381SMV1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
30000000.00
29999875.00
0.0017
N
29999933.34
29999933.34
Fannie Mae
Fannie Mae 0.075000%
31381SMW9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
125000000.00
124999479.17
0.0070
N
124999722.25
124999722.25
Fannie Mae
Fannie Mae 0.072500%
31381SPE6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
152362500.00
152361886.31
0.0085
N
152362161.45
152362161.45
Fannie Mae
Fannie Mae 0.078800%
31381SQM7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
149236000.00
149225879.95
0.0084
N
149230527.96
149230527.96
Fannie Mae
Fannie Mae 0.078800%
31381SQN5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
37500000.00
37497457.03
0.0021
N
37498624.99
37498624.99
Fannie Mae
Fannie Mae 0.078800%
31381SQP0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
111920000.00
111912410.44
0.0063
N
111915896.23
111915896.23
Fannie Mae
Fannie Mae 0.078800%
31381SQQ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
58600000.00
58596026.19
0.0033
N
58597851.31
58597851.31
Fannie Mae
Fannie Mae 0.066300%
31381SSL7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
140000000.00
139999484.72
0.0079
N
139999688.92
139999688.92
Fannie Mae
Fannie Mae 0.075000%
31381SSW3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
15750000.00
15748982.81
0.0009
N
15749422.49
15749422.49
Fannie Mae
Fannie Mae 0.075000%
31381SSX1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
49250000.00
49246819.27
0.0028
N
49248194.15
49248194.15
Fannie Mae
Fannie Mae 0.076300%
31381ST69
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
105188000.00
105181093.40
0.0059
N
105184143.07
105184143.07
Fannie Mae
Fannie Mae 0.076300%
31381ST77
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
32346898.00
32344774.11
0.0018
N
32345711.94
32345711.94
Fannie Mae
Fannie Mae 0.076300%
31381ST85
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
122482348.00
122474305.86
0.0069
N
122477856.94
122477856.94
Fannie Mae
Fannie Mae 0.076300%
31381ST93
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
79262000.00
79256795.69
0.0044
N
79259093.70
79259093.70
Fannie Mae
Fannie Mae 0.075000%
31381SU83
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
39045612.00
39043090.30
0.0022
N
39044180.31
39044180.31
Fannie Mae
Fannie Mae 0.076300%
31381SUA8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
155918000.00
155907762.48
0.0087
N
155912282.95
155912282.95
Fannie Mae
Fannie Mae 0.080000%
31381SUX8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
184740000.00
184727273.49
0.0104
N
184733226.14
184733226.14
Fannie Mae
Fannie Mae 0.080000%
31381SW99
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
25201158.00
25199421.92
0.0014
N
25200233.95
25200233.95
Fannie Mae
Fannie Mae 0.077500%
31381SZA3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
82876000.00
82865295.17
0.0046
N
82867436.17
82867436.17
Fannie Mae
Fannie Mae 0.062500%
31381TJ35
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
37415000.00
37409153.91
0.0021
N
37408161.36
37408161.36
Fannie Mae
Fannie Mae 0.062500%
31381TJ43
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
59529000.00
59519698.59
0.0033
N
59518119.41
59518119.41
Fannie Mae
Fannie Mae 0.062500%
31381TJ50
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
26870000.00
26865801.56
0.0015
N
26865088.76
26865088.76
Fannie Mae
Fannie Mae 0.050000%
31381TKF6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
39513000.00
39511408.50
0.0022
N
39511551.18
39511551.18
Fannie Mae
Fannie Mae 0.050000%
31381TKG4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
31460000.00
31458732.86
0.0018
N
31458846.46
31458846.46
Fannie Mae
Fannie Mae 0.066300%
31381TKH2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
39300000.00
39293490.94
0.0022
N
39292816.82
39292816.82
Fannie Mae
Fannie Mae 0.070000%
31381TMT4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
66020000.00
66008446.50
0.0037
N
66007933.00
66007933.00
Fannie Mae
Fannie Mae 0.072500%
31381TMW7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
187000000.00
186966106.25
0.0105
N
186965820.51
186965820.51
Fannie Mae
Fannie Mae 0.283600%
31398A2C5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-26
2012-07-26
N
N
N
200000000.00
200028832.16
0.0112
N
200145600.00
200145600.00
Fannie Mae
Fannie Mae 0.311900%
31398A3F7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-23
2012-08-23
N
N
N
100000000.00
99980454.16
0.0056
N
100096100.00
100096100.00
Fannie Mae
Fannie Mae 0.270000%
31398A6V9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-12-03
N
N
N
217255000.00
217282743.14
0.0122
N
217475948.34
217475948.34
Fannie Mae
Fannie Mae 0.875000%
31398AB43
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
N
43526000.00
43536314.84
0.0024
N
43534356.99
43534356.99
Fannie Mae
Fannie Mae 0.066300%
31399F001
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
17299500.00
17296634.77
0.0010
N
17296338.03
17296338.03
Farm Credit System
Farm Credit System 0.191400%
31331KP38
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-04
2013-02-04
N
N
N
75000000.00
75000283.02
0.0042
N
75027600.00
75027600.00
Farm Credit System
Farm Credit System 0.180000%
31331KUN8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-08-15
N
N
N
45000000.00
44997915.13
0.0025
N
45014220.00
45014220.00
Farm Credit System
Farm Credit System 0.207400%
31331KV23
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-21
2013-02-21
N
N
N
95000000.00
95011797.16
0.0053
N
95031445.00
95031445.00
Federal Home Loan Bank
Federal Home Loan Bank 0.650000%
313370BJ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-30
2012-01-30
N
N
N
1000000.00
1000450.54
0.0001
N
1000416.00
1000416.00
Federal Home Loan Bank
Federal Home Loan Bank 0.241000%
313370HZ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-02-03
N
N
N
125000000.00
125004600.00
0.0070
N
125012750.00
125012750.00
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
313372EV2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-13
N
N
N
100000000.00
99999335.88
0.0056
N
100002000.00
100002000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.195000%
313372GF5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-07-24
N
N
N
75000000.00
74989361.17
0.0042
N
75030225.00
75030225.00
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
99999745.20
0.0056
N
100017500.00
100017500.00
Federal Home Loan Bank
Federal Home Loan Bank 0.330000%
313374FH8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
N
50000000.00
50008897.24
0.0028
N
50022700.00
50022700.00
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
249968079.00
0.0140
N
250010000.00
250010000.00
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
14997219.79
0.0008
N
15002010.00
15002010.00
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313375FX0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-22
2012-03-22
N
N
N
77500000.00
77506637.36
0.0043
N
77507672.50
77507672.50
Federal Home Loan Bank
Federal Home Loan Bank 0.180000%
313375G27
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-08-24
N
N
N
100000000.00
99995093.00
0.0056
N
100031300.00
100031300.00
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
149984142.87
0.0084
N
150010500.00
150010500.00
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
0.0056
N
100038900.00
100038900.00
Federal Home Loan Bank
Federal Home Loan Bank 0.170000%
313375NQ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-09-19
N
N
N
100000000.00
99985504.10
0.0056
N
100022600.00
100022600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313375RL3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-21
2012-03-21
N
N
N
40755000.00
40755769.54
0.0023
N
40756304.16
40756304.16
Federal Home Loan Bank
Federal Home Loan Bank 0.255000%
313375X77
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2013-04-11
N
N
N
90000000.00
90017449.95
0.0050
N
90063270.00
90063270.00
Federal Home Loan Bank
Federal Home Loan Bank 0.320000%
313376A70
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-23
2012-11-23
N
N
N
50000000.00
50000000.00
0.0028
N
50026350.00
50026350.00
Federal Home Loan Bank
Federal Home Loan Bank 0.300000%
313376G74
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
N
N
N
50000000.00
50000000.00
0.0028
N
50024950.00
50024950.00
Federal Home Loan Bank
Federal Home Loan Bank 0.250000%
313376LU7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2013-06-07
N
N
N
122500000.00
122500000.00
0.0069
N
122555247.50
122555247.50
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
94370193.74
0.0053
N
94472028.00
94472028.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384RJ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
50000000.00
49999833.33
0.0028
N
50000000.00
50000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384RL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
150000000.00
149999270.82
0.0084
N
149999850.00
149999850.00
Federal Home Loan Bank
Federal Home Loan Bank 0.025000%
313384RR2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
92000000.00
91999361.11
0.0052
N
91999816.00
91999816.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384RR2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
85000000.00
84999055.55
0.0048
N
84999830.00
84999830.00
Federal Home Loan Bank
Federal Home Loan Bank 0.025000%
313384RY7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
50000000.00
49999409.72
0.0028
N
49999800.00
49999800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384SV2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
9539000.00
9538647.59
0.0005
N
9538904.61
9538904.61
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384SX8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
90000000.00
89997000.01
0.0050
N
89999010.00
89999010.00
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
6498447.22
0.0004
N
6499928.50
6499928.50
Federal Home Loan Bank
Federal Home Loan Bank 0.005000%
313384TE9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
267000000.00
266998257.09
0.0150
N
266996529.00
266996529.00
Federal Home Loan Bank
Federal Home Loan Bank 0.015000%
313384TE9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
9400000.00
9399815.92
0.0005
N
9399877.80
9399877.80
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
74957812.50
0.0042
N
74997225.00
74997225.00
Federal Home Loan Bank
Federal Home Loan Bank 0.236300%
3134G13Z5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-10
2012-08-10
N
N
N
100000000.00
99975474.48
0.0056
N
100104700.00
100104700.00
Freddie Mac
Freddie Mac 0.242600%
3128X9ZJ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-16
2012-02-16
N
N
N
100000000.00
99994921.08
0.0056
N
100011200.00
100011200.00
Freddie Mac
Freddie Mac 0.223600%
313374H86
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-27
2012-12-27
N
N
N
100460000.00
100490160.04
0.0056
N
100502695.50
100502695.50
Freddie Mac
Freddie Mac 0.070000%
313396A45
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
75000000.00
74968937.50
0.0042
N
74978025.00
74978025.00
Freddie Mac
Freddie Mac 0.015000%
313396SE4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
N
19558000.00
19557812.57
0.0011
N
19557882.65
19557882.65
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
4999680.55
0.0003
N
4999970.00
4999970.00
Freddie Mac
Freddie Mac 0.050000%
313396SE4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
N
33000.00
32998.94
0.0000
N
32999.80
32999.80
Freddie Mac
Freddie Mac 0.100000%
313396TL7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
100000000.00
99985277.78
0.0056
N
99998600.00
99998600.00
Freddie Mac
Freddie Mac 0.010000%
313396UH4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
N
150000000.00
149996916.66
0.0084
N
149997000.00
149997000.00
Freddie Mac
Freddie Mac 0.010000%
313396UV3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-27
2012-03-27
N
N
N
92000000.00
91997802.23
0.0052
N
91997884.00
91997884.00
Freddie Mac
Freddie Mac 0.090000%
313396VC4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-03
2012-04-03
N
N
N
148000000.00
147965590.00
0.0083
N
147996300.00
147996300.00
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
59976750.00
0.0034
N
59998500.00
59998500.00
Freddie Mac
Freddie Mac 0.010000%
313396VE0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
N
340000000.00
339991027.80
0.0191
N
339991160.00
339991160.00
Freddie Mac
Freddie Mac 0.050000%
313396WG4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
185000000.00
184968909.71
0.0104
N
184993895.00
184993895.00
Freddie Mac
Freddie Mac 0.040000%
313396WQ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
N
100000000.00
99985666.66
0.0056
N
99996500.00
99996500.00
Freddie Mac
Freddie Mac 0.050000%
313396WQ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
N
85000000.00
84984770.84
0.0048
N
84997025.00
84997025.00
Freddie Mac
Freddie Mac 0.060000%
313396XC2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
N
46000000.00
45989190.00
0.0026
N
45998206.00
45998206.00
Freddie Mac
Freddie Mac 0.040000%
313396XD0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
N
50000000.00
49992111.11
0.0028
N
49998050.00
49998050.00
Freddie Mac
Freddie Mac 0.060000%
313396XG3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
N
N
150000000.00
149963750.01
0.0084
N
149994000.00
149994000.00
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
49970444.44
0.0028
N
49995850.00
49995850.00
Freddie Mac
Freddie Mac 0.070000%
313396ZE6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-10
2012-07-10
N
N
N
215000000.00
214920151.39
0.0121
N
214954850.00
214954850.00
Freddie Mac
Freddie Mac 0.100000%
313396ZF3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
N
200000000.00
199893333.32
0.0112
N
199957800.00
199957800.00
Freddie Mac
Freddie Mac 0.291100%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-10
2012-11-09
N
N
N
150000000.00
150000000.00
0.0084
N
150193500.00
150193500.00
Freddie Mac
Freddie Mac 5.750000%
3134A4JT2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-15
2012-01-15
N
N
N
2179000.00
2183712.90
0.0001
N
2183166.25
2183166.25
Freddie Mac
Freddie Mac 0.241400%
3134G1QD9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-04-03
N
N
N
200000000.00
199979323.16
0.0112
N
200059200.00
200059200.00
Freddie Mac
Freddie Mac 0.256300%
3134G1RQ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-11
2012-05-11
N
N
N
100000000.00
99982061.82
0.0056
N
100043800.00
100043800.00
Freddie Mac
Freddie Mac 0.210000%
3134G1WN0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-10-12
N
N
N
75000000.00
75013013.18
0.0042
N
75037950.00
75037950.00
Freddie Mac
Freddie Mac 0.240000%
3134G1X90
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2013-01-24
N
N
N
120000000.00
120021551.05
0.0067
N
120083160.00
120083160.00
Freddie Mac
Freddie Mac 0.247400%
3134G2BL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-21
2013-03-21
N
N
N
115000000.00
115068952.90
0.0065
N
115133055.00
115133055.00
Freddie Mac
Freddie Mac 0.221400%
3134G2DM1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-04
2013-02-04
N
N
N
200000000.00
199888488.08
0.0112
N
200138400.00
200138400.00
Freddie Mac
Freddie Mac 0.220300%
3134G2GS5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2013-05-06
N
N
N
350000000.00
349933175.31
0.0196
N
350695450.00
350695450.00
Freddie Mac
Freddie Mac 0.221400%
3134G2KM3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2013-06-03
N
N
N
25000000.00
24996662.90
0.0014
N
25015675.00
25015675.00
Freddie Mac
Freddie Mac 0.234600%
3134G2MJ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-17
2013-06-17
N
N
N
150000000.00
149889327.75
0.0084
N
150129450.00
150129450.00
Freddie Mac
Freddie Mac 2.125000%
3137EABY4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-23
2012-03-23
N
N
N
43684000.00
43881482.14
0.0025
N
43881932.20
43881932.20
Goldman Sachs & Co
Goldman Sachs & Co 0.100000%
38399H002_0.1000_M120103_2M52
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-02-01
3.132000
Government Agency Debt
59164378.00
54649821.86
Fannie Mae
2041-09-01
3.239000
Government Agency Debt
49825942.00
50350178.27
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
100000000.00
100000000.00
0.0056
N
100000000.00
100000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.220000%
992JYE002_0.2200_M120123_2M52
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2039-06-15
5.500000
Government Agency Debt
100754876.00
84070021.78
GNMA
2039-07-15
5.000000
Government Agency Debt
86349520.00
57225320.06
GNMA
2040-05-15
5.000000
Government Agency Debt
19452934.00
16204658.42
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
N
150000000.00
150000000.00
0.0084
Y
150006000.00
150006000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.050000%
46899T004_0.0500_M120103_2M52
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-03-25
1.213600
Government Agency Debt
52000000.00
36001462.01
Fannie Mae
2037-03-25
0.487200
Government Agency Debt
35000000.00
32314499.76
Fannie Mae
2037-06-25
5.500000
Government Agency Debt
150000000.00
45003073.09
Fannie Mae
2040-02-25
1.007000
Government Agency Debt
45000000.00
24117276.36
Fannie Mae
2040-02-25
1.047000
Government Agency Debt
100000000.00
47944945.01
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
60000000.00
62205833.72
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
3557689.00
3734481.89
Freddie Mac
2018-08-15
2.000000
Government Agency Debt
45000000.00
37462914.14
Freddie Mac
2034-12-15
5.000000
Government Agency Debt
31715000.00
31913609.38
Freddie Mac
2036-11-15
5.800000
Government Agency Debt
200000000.00
59845596.99
Freddie Mac
2039-01-15
4.500000
Government Agency Debt
80000000.00
31456308.35
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
400000000.00
400000000.00
0.0224
N
400000000.00
400000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.050000%
06399U000_0.0500_M120103_2M52
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2039-03-15
2.650000
Government Agency Debt
96909358.00
86354442.46
GNMA
2038-06-20
2.500000
Government Agency Debt
200000000.00
194095557.82
GNMA
2041-12-20
3.500000
Government Agency Debt
234387354.00
249999999.82
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
515000000.00
515000000.00
0.0289
N
515000000.00
515000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.230000%
06399V008_0.2300_M120103_2M52
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2034-03-25
0.693600
Government Agency Debt
50000000.00
31672214.42
Freddie Mac
2028-07-15
3.500000
Government Agency Debt
29919973.00
27342662.12
Freddie Mac
2030-06-15
4.000000
Government Agency Debt
32800000.00
31368361.63
Freddie Mac
2035-10-15
6.000000
Government Agency Debt
163210000.00
31966809.54
Freddie Mac
2038-06-15
3.962000
Government Agency Debt
39345946.00
20038310.91
GNMA
2037-07-20
0.584800
Government Agency Debt
100000000.00
31805820.73
GNMA
2037-07-20
0.584800
Government Agency Debt
100000000.00
31805820.73
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
200000000.00
200000000.00
0.0112
N
200000000.00
200000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.060000%
55799C003_0.0600_M120103_2M52
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
96154045.00
102000000.81
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
100000000.00
100000000.00
0.0056
N
100000000.00
100000000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257ECS5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
94000000.00
93984124.45
0.0053
N
93997180.00
93997180.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EDA3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
52000000.00
51989296.66
0.0029
N
51997400.00
51997400.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EDH8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
15009000.00
15005831.46
0.0008
N
15008249.55
15008249.55
Straight A Funding, LLC
Straight A Funding, LLC 0.100000%
86257EEV6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20000000.00
19999000.01
0.0011
N
19999600.00
19999600.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FBS3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
70000000.00
69999261.11
0.0039
N
69999594.00
69999594.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FBW4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
130000000.00
129997255.55
0.0073
N
129998700.00
129998700.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FCP8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
24000000.00
23995820.00
0.0013
N
23999040.00
23999040.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FDA0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49985750.00
0.0028
N
49996000.00
49996000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FDL6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-09
2012-03-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
30126000.00
30115188.12
0.0017
N
30122083.62
30122083.62
Straight A Funding, LLC
Straight A Funding, LLC 0.100000%
86257FDN2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10000000.00
9999694.44
0.0006
N
9999900.00
9999900.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GJ53
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25000000.00
24994854.17
0.0014
N
24996750.00
24996750.00
Straight A Funding, LLC
Straight A Funding, LLC 0.140000%
86257GJ95
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
44000000.00
43998288.89
0.0025
N
43998680.00
43998680.00
Straight A Funding, LLC
Straight A Funding, LLC 0.140000%
86257GL27
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
35000000.00
34998638.89
0.0020
N
34998950.00
34998950.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GL50
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
80000000.00
79977200.00
0.0045
N
79983200.00
79983200.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GM42
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-14
2012-03-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
60036000.00
60012869.46
0.0034
N
60014987.40
60014987.40
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JD38
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49998944.44
0.0028
N
49999500.00
49999500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JG68
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
41025000.00
41010926.15
0.0023
N
41013102.75
41013102.75
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257M4H0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
70000000.00
69996675.00
0.0039
N
69997900.00
69997900.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257M5J5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10000000.00
9998311.11
0.0006
N
9998900.00
9998900.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257M5R7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
91000000.00
90982710.00
0.0051
N
90989080.00
90989080.00
Straight A Funding, LLC
Straight A Funding, LLC 0.140000%
86257M5U0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
2013000.00
2012921.72
0.0001
N
2012939.61
2012939.61
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257M6A3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49988388.89
0.0028
N
49992000.00
49992000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257M6M7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-28
2012-02-28
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
15009000.00
15004405.58
0.0008
N
15005547.93
15005547.93
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257M6U9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
23000000.00
22992231.11
0.0013
N
22993560.00
22993560.00
United States Treasury Department
United States Treasury Department 0.060000%
9127952Y6
Treasury Debt
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
N
115000000.00
114997891.66
0.0064
N
114999655.00
114999655.00
United States Treasury Department
United States Treasury Department 0.030000%
9127954A6
Treasury Debt
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
100000000.00
99999666.66
0.0056
N
99999900.00
99999900.00
United States Treasury Department
United States Treasury Department 0.060000%
9127954A6
Treasury Debt
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
50000000.00
49999666.67
0.0028
N
49999950.00
49999950.00
United States Treasury Department
United States Treasury Department 0.020000%
912795Y62
Treasury Debt
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
N
215000000.00
214997850.00
0.0121
N
214998925.00
214998925.00
United States Treasury Department
United States Treasury Department 0.070000%
912795Y62
Treasury Debt
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
N
75000000.00
74997375.00
0.0042
N
74999625.00
74999625.00
United States Treasury Department
United States Treasury Department 0.050000%
912795Y70
Treasury Debt
N
First Tier Security
N/A
N/A
2012-01-26
2012-01-26
N
N
N
95000000.00
94996701.39
0.0053
N
94999335.00
94999335.00
United States Treasury Department
United States Treasury Department 1.125000%
912828KB5
Treasury Debt
N
First Tier Security
N/A
N/A
2012-01-15
2012-01-15
N
N
N
35000000.00
35014631.95
0.0020
N
35017780.00
35017780.00
United States Treasury Department
United States Treasury Department 1.875000%
912828KX7
Treasury Debt
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
100000000.00
100789976.28
0.0057
N
100832100.00
100832100.00