0001145549-12-002673.txt : 20120430
0001145549-12-002673.hdr.sgml : 20120430
20120307141254
ACCESSION NUMBER: 0001145549-12-002673
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120229
FILED AS OF DATE: 20120307
DATE AS OF CHANGE: 20120307
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: 12673689
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
2012-02-29
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
96
16923662995.35
3921806.40
323001700.33
16604583101.42
0.0014
1.0002
2012-02-29
1.0002
2012-02-29
C000012381
1.00
16604583101.42
1.00
-446602937.12
5180245060.59
5626847997.71
0.0001
1.0002
2012-02-29
1.0002
2012-02-29
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
00799J004_0.1800_M120301_2M52
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-03-31
2.500000
Treasury Debt
232983200.00
249999946.64
United States Treasury Department
2016-03-31
2.250000
Treasury Debt
187703800.00
201775815.42
United States Treasury Department
2019-02-28
1.375000
Treasury Debt
53710000.00
53810706.25
United States Treasury Department
2019-05-15
3.125000
Treasury Debt
84811000.00
95819491.10
United States Treasury Department
2020-08-15
2.625000
Treasury Debt
63540600.00
68558948.61
United States Treasury Department
2021-02-15
3.625000
Treasury Debt
72380600.00
83949497.52
United States Treasury Department
2021-05-15
3.125000
Treasury Debt
15969000.00
17941974.34
United States Treasury Department
2026-08-15
6.750000
Treasury Debt
49487600.00
75720786.42
United States Treasury Department
2036-02-15
4.500000
Treasury Debt
15190600.00
19422864.75
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
850000000.00
850000000.00
0.0512
N
850000000.00
850000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.120000%
07699U005_0.1200_M120307_2M52
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-08-01
5.500000
Government Agency Debt
262901.00
209918.96
Fannie Mae
2039-10-25
4.000000
Government Agency Debt
1000.00
959.33
Freddie Mac
2022-12-15
2.500000
Government Agency Debt
199558777.00
125189778.38
Freddie Mac
2024-03-15
2.000000
Government Agency Debt
129231607.00
78750818.73
Freddie Mac
2033-10-15
1.795000
Government Agency Debt
195000000.00
45418078.82
Freddie Mac
2038-11-15
2.000000
Government Agency Debt
148538259.00
97843539.15
Freddie Mac
2040-01-15
2.000000
Government Agency Debt
186493000.00
125103010.33
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
450000000.00
450000000.00
0.0271
N
450000000.00
450000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.130000%
07699U005_0.1300_M120305_2M52
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2012-11-01
5.000000
Government Agency Debt
22750000.00
201091.74
Fannie Mae
2013-04-01
5.000000
Government Agency Debt
9000000.00
196180.26
Fannie Mae
2015-09-01
6.000000
Government Agency Debt
1376092.00
188596.64
Fannie Mae
2016-11-01
6.000000
Government Agency Debt
1104561.00
183654.33
Fannie Mae
2018-03-01
4.500000
Government Agency Debt
1000000.00
187178.79
Fannie Mae
2018-06-01
4.500000
Government Agency Debt
900901.00
191939.14
Fannie Mae
2018-10-25
9.250000
Government Agency Debt
86050000.00
240135.91
Fannie Mae
2018-11-01
6.000000
Government Agency Debt
1035212.00
193178.11
Fannie Mae
2019-03-01
4.000000
Government Agency Debt
433920.00
182367.04
Fannie Mae
2019-06-01
5.000000
Government Agency Debt
975000.00
186671.91
Fannie Mae
2019-11-01
4.500000
Government Agency Debt
710000.00
192767.31
Fannie Mae
2020-03-01
4.500000
Government Agency Debt
616019.00
184410.54
Fannie Mae
2020-06-01
4.500000
Government Agency Debt
735509.00
194373.58
Fannie Mae
2020-08-01
4.500000
Government Agency Debt
513498.00
191746.41
Fannie Mae
2021-02-01
5.000000
Government Agency Debt
912540.00
193348.36
Fannie Mae
2021-05-01
5.000000
Government Agency Debt
11551.00
2766.10
Fannie Mae
2021-06-01
4.500000
Government Agency Debt
1000000.00
182326.78
Fannie Mae
2021-11-01
4.500000
Government Agency Debt
312526.00
194220.70
Fannie Mae
2022-03-01
5.500000
Government Agency Debt
852226.00
181892.24
Fannie Mae
2023-06-01
5.000000
Government Agency Debt
1050000.00
185319.22
Fannie Mae
2024-04-01
4.000000
Government Agency Debt
603233.00
266177.30
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
190522.00
183731.30
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
200000.00
195233.62
Fannie Mae
2028-12-01
6.500000
Government Agency Debt
10000000.00
188785.86
Fannie Mae
2031-01-01
8.500000
Government Agency Debt
7459737.00
187145.17
Fannie Mae
2033-01-01
5.000000
Government Agency Debt
754820.00
200290.44
Fannie Mae
2033-07-25
5.500000
Government Agency Debt
1386727.00
421297.26
Fannie Mae
2034-04-01
2.538000
Government Agency Debt
9669894.00
1622957.13
Fannie Mae
2034-08-01
2.433000
Government Agency Debt
1000.00
444.42
Fannie Mae
2034-12-25
2.500000
Government Agency Debt
4599467.00
3099251.15
Fannie Mae
2036-06-01
2.156000
Government Agency Debt
44624039.00
6389710.37
Fannie Mae
2036-07-01
2.468000
Government Agency Debt
38342595.00
9663560.67
Fannie Mae
2036-09-01
2.449000
Government Agency Debt
43970398.00
6572163.87
Fannie Mae
2036-09-01
2.571000
Government Agency Debt
19689482.00
7634032.61
Fannie Mae
2036-09-01
2.600000
Government Agency Debt
3100000.00
903636.29
Fannie Mae
2037-04-01
5.500000
Government Agency Debt
600000.00
193881.70
Fannie Mae
2037-08-01
6.225000
Government Agency Debt
20928062.00
7550368.67
Fannie Mae
2037-11-01
5.851000
Government Agency Debt
27000000.00
6539216.71
Fannie Mae
2037-11-01
5.893000
Government Agency Debt
22342124.00
5006263.59
Fannie Mae
2038-07-01
2.589000
Government Agency Debt
4697496.00
4708172.54
Fannie Mae
2039-03-01
4.802000
Government Agency Debt
19995950.00
9806186.15
Fannie Mae
2039-05-01
5.000000
Government Agency Debt
293846.00
200421.96
Fannie Mae
2039-08-01
5.500000
Government Agency Debt
260239.00
207793.43
Fannie Mae
2039-10-25
4.000000
Government Agency Debt
35576185.00
34129140.18
Fannie Mae
2040-01-01
3.886000
Government Agency Debt
10639899.00
7344161.33
Fannie Mae
2040-03-01
3.629000
Government Agency Debt
4936392.00
2577206.80
Fannie Mae
2040-04-01
3.771000
Government Agency Debt
50430328.00
25236052.52
Fannie Mae
2040-07-01
3.775000
Government Agency Debt
8393713.00
7796400.40
Fannie Mae
2040-07-01
3.810000
Government Agency Debt
205459.00
158617.16
Fannie Mae
2040-10-01
3.569000
Government Agency Debt
615343.00
476647.06
Fannie Mae
2040-11-01
2.951000
Government Agency Debt
7055667.00
5306034.72
Fannie Mae
2041-02-01
3.105000
Government Agency Debt
126061.00
94370.99
Fannie Mae
2041-02-01
3.272000
Government Agency Debt
528916.00
438815.22
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
175000.00
186810.33
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
189000.00
189927.99
Fannie Mae
2041-10-01
3.101000
Government Agency Debt
2020809.00
2039731.59
Fannie Mae
2042-02-01
2.615000
Government Agency Debt
12110628.00
12207565.12
Freddie Mac
2017-06-01
6.000000
Government Agency Debt
7500000.00
196149.91
Freddie Mac
2017-07-01
6.000000
Government Agency Debt
7500000.00
185070.57
Freddie Mac
2018-07-01
4.000000
Government Agency Debt
1004035.00
182040.54
Freddie Mac
2018-08-01
4.000000
Government Agency Debt
825000.00
201415.47
Freddie Mac
2019-02-01
4.500000
Government Agency Debt
800000.00
201409.83
Freddie Mac
2020-04-01
4.500000
Government Agency Debt
817200.00
193521.23
Freddie Mac
2020-07-01
4.000000
Government Agency Debt
603100.00
198613.25
Freddie Mac
2020-10-01
5.500000
Government Agency Debt
516400.00
187198.58
Freddie Mac
2020-11-01
5.500000
Government Agency Debt
1000000.00
187353.61
Freddie Mac
2021-06-01
6.500000
Government Agency Debt
7146457.00
128693.81
Freddie Mac
2022-07-01
4.500000
Government Agency Debt
500000.00
184464.33
Freddie Mac
2022-11-01
5.500000
Government Agency Debt
637366.00
186471.98
Freddie Mac
2030-06-01
7.000000
Government Agency Debt
25534284.00
197462.53
Freddie Mac
2032-02-01
6.500000
Government Agency Debt
8958526.00
186126.35
Freddie Mac
2033-10-01
5.500000
Government Agency Debt
816644.00
183944.46
Freddie Mac
2035-12-15
6.000000
Government Agency Debt
947476.00
108218.86
Freddie Mac
2037-02-01
5.500000
Government Agency Debt
532223.00
185615.46
Freddie Mac
2037-03-15
4.500000
Government Agency Debt
450000.00
220859.00
Freddie Mac
2038-03-01
6.500000
Government Agency Debt
324801.00
196733.39
Freddie Mac
2039-01-15
3.625000
Government Agency Debt
1181634.00
579232.76
Freddie Mac
2042-01-15
3.500000
Government Agency Debt
7778013.00
7843147.81
GNMA
2022-04-16
3.084000
Government Agency Debt
1500000.00
206887.38
GNMA
2032-04-20
5.500000
Government Agency Debt
1625786.00
204602.12
GNMA
2032-07-16
5.500000
Government Agency Debt
1500000.00
1634590.15
GNMA
2034-12-16
4.500000
Government Agency Debt
254692.00
102766.05
GNMA
2035-12-16
4.500000
Government Agency Debt
4778640.00
3201164.96
GNMA
2037-08-16
4.000000
Government Agency Debt
42111215.00
25957543.67
GNMA
2037-10-20
4.500000
Government Agency Debt
1970025.00
1240733.23
GNMA
2038-12-20
4.500000
Government Agency Debt
41054995.00
17761343.60
GNMA
2039-10-16
4.000000
Government Agency Debt
427672.00
251426.93
GNMA
2039-11-20
4.500000
Government Agency Debt
22380000.00
25093552.62
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
250000000.00
250000000.00
0.0151
N
249997500.00
249997500.00
Barclays Capital, Inc
Barclays Capital, Inc 0.150000%
07699U005_0.1500_M120307_2M52
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-07-01
6.128000
Government Agency Debt
34164379.00
10277072.45
Fannie Mae
2040-07-01
3.810000
Government Agency Debt
52426590.00
40474044.38
Fannie Mae
2041-01-01
2.972000
Government Agency Debt
18810395.00
13327840.47
Fannie Mae
2041-05-01
3.791000
Government Agency Debt
25123896.00
22600662.84
Fannie Mae
2041-10-01
3.101000
Government Agency Debt
23047557.00
23263371.29
Fannie Mae
2042-02-01
2.268900
Government Agency Debt
22363118.00
23092014.76
Fannie Mae
2042-02-01
2.271000
Government Agency Debt
22239533.00
22964993.98
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
150000000.00
150000000.00
0.0090
N
150000000.00
150000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.220000%
07699U005_0.2200_M120307_2M52
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-02-01
5.604000
Government Agency Debt
30000000.00
30409408.13
Fannie Mae
2016-10-01
6.000000
Government Agency Debt
3028838.00
604478.82
Fannie Mae
2018-05-01
5.000000
Government Agency Debt
1057409.00
138732.70
Fannie Mae
2019-09-01
5.000000
Government Agency Debt
749000.00
228265.77
Fannie Mae
2020-11-01
3.379000
Government Agency Debt
5314000.00
5654356.98
Fannie Mae
2021-05-01
5.000000
Government Agency Debt
884491.00
211808.00
Fannie Mae
2022-03-25
4.250000
Government Agency Debt
50000000.00
1851566.24
Fannie Mae
2023-09-01
5.000000
Government Agency Debt
142214.00
11438.23
Fannie Mae
2023-10-01
5.500000
Government Agency Debt
2069338.00
577760.53
Fannie Mae
2024-01-01
5.000000
Government Agency Debt
3913976.00
1186530.85
Fannie Mae
2024-02-01
5.569000
Government Agency Debt
4500000.00
4943058.32
Fannie Mae
2024-04-01
4.000000
Government Agency Debt
412097.00
181838.31
Fannie Mae
2024-07-01
4.000000
Government Agency Debt
3750000.00
1837778.66
Fannie Mae
2024-09-01
4.000000
Government Agency Debt
2500000.00
2018955.34
Fannie Mae
2026-01-01
4.500000
Government Agency Debt
2011366.00
1942522.77
Fannie Mae
2026-07-01
4.000000
Government Agency Debt
600000.00
623506.78
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
2030000.00
1939933.16
Fannie Mae
2032-03-01
7.500000
Government Agency Debt
65391964.00
1480647.47
Fannie Mae
2032-12-25
5.500000
Government Agency Debt
5300000.00
1945602.65
Fannie Mae
2034-01-01
5.000000
Government Agency Debt
3700191.00
1047077.72
Fannie Mae
2034-03-25
4.500000
Government Agency Debt
1243226.00
592274.18
Fannie Mae
2034-04-01
2.417000
Government Agency Debt
15994.00
12601.80
Fannie Mae
2034-04-01
2.538000
Government Agency Debt
23795654.00
3993769.35
Fannie Mae
2034-05-25
4.500000
Government Agency Debt
15000000.00
1709716.55
Fannie Mae
2034-08-25
6.000000
Government Agency Debt
1930000.00
517185.09
Fannie Mae
2035-02-01
4.736000
Government Agency Debt
23655248.00
4697763.34
Fannie Mae
2035-02-01
5.500000
Government Agency Debt
2225000.00
603141.77
Fannie Mae
2035-04-01
2.091000
Government Agency Debt
39880197.00
13637942.87
Fannie Mae
2035-04-01
2.115000
Government Agency Debt
14265927.00
4971052.46
Fannie Mae
2035-05-01
2.472000
Government Agency Debt
2500000.00
883409.73
Fannie Mae
2035-05-25
3.000000
Government Agency Debt
5000000.00
1794373.83
Fannie Mae
2035-05-25
3.500000
Government Agency Debt
5000000.00
1820297.42
Fannie Mae
2035-10-01
2.063000
Government Agency Debt
18399121.00
2925568.07
Fannie Mae
2035-10-01
2.111000
Government Agency Debt
50000000.00
7182340.11
Fannie Mae
2035-10-01
2.164000
Government Agency Debt
50013319.00
7342908.93
Fannie Mae
2036-03-01
5.000000
Government Agency Debt
2600000.00
571611.03
Fannie Mae
2036-05-25
4.500000
Government Agency Debt
4500000.00
1801063.85
Fannie Mae
2036-07-01
5.961000
Government Agency Debt
14000000.00
4624857.48
Fannie Mae
2036-08-01
2.528000
Government Agency Debt
20130000.00
5100647.87
Fannie Mae
2036-10-01
2.498000
Government Agency Debt
12360953.00
2555442.35
Fannie Mae
2036-10-01
2.534000
Government Agency Debt
12080208.00
3251679.51
Fannie Mae
2036-11-01
5.907000
Government Agency Debt
25004556.00
5198453.82
Fannie Mae
2036-11-01
7.000000
Government Agency Debt
16384619.00
1701087.55
Fannie Mae
2037-01-01
2.474000
Government Agency Debt
29845210.00
7206259.64
Fannie Mae
2037-01-25
0.556300
Government Agency Debt
8000000.00
1904938.61
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
5000000.00
1906297.23
Fannie Mae
2037-03-25
5.500000
Government Agency Debt
4000000.00
1941850.58
Fannie Mae
2037-08-01
6.109000
Government Agency Debt
15271324.00
4474231.13
Fannie Mae
2037-09-01
5.663000
Government Agency Debt
14487595.00
3962904.07
Fannie Mae
2037-09-01
5.834000
Government Agency Debt
265967.00
55639.93
Fannie Mae
2037-09-01
5.988000
Government Agency Debt
17917773.00
3937510.50
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
3148978.00
1942391.08
Fannie Mae
2037-12-01
2.664000
Government Agency Debt
14344568.00
5032683.22
Fannie Mae
2038-01-01
5.832000
Government Agency Debt
20041172.00
4894100.68
Fannie Mae
2038-01-01
6.121000
Government Agency Debt
14559302.00
4745395.06
Fannie Mae
2038-02-01
2.654000
Government Agency Debt
13080400.00
5381770.03
Fannie Mae
2038-03-01
3.741000
Government Agency Debt
87683580.00
28395263.45
Fannie Mae
2038-04-01
4.356000
Government Agency Debt
25546271.00
14334273.01
Fannie Mae
2038-05-01
4.670000
Government Agency Debt
15384956.00
3913252.68
Fannie Mae
2038-08-01
5.000000
Government Agency Debt
1283555.00
554457.25
Fannie Mae
2039-05-01
4.500000
Government Agency Debt
2271813.00
2011138.67
Fannie Mae
2039-08-01
5.500000
Government Agency Debt
227344.00
181527.71
Fannie Mae
2039-09-01
4.928000
Government Agency Debt
11614379.00
11809207.39
Fannie Mae
2039-10-01
4.007000
Government Agency Debt
50000000.00
23410109.01
Fannie Mae
2039-10-01
4.500000
Government Agency Debt
2923505.00
1832334.87
Fannie Mae
2039-10-01
5.088000
Government Agency Debt
27478312.00
24203904.08
Fannie Mae
2039-10-25
4.000000
Government Agency Debt
961613.00
922499.84
Fannie Mae
2039-12-01
4.355000
Government Agency Debt
6413945.00
4076892.55
Fannie Mae
2040-03-01
3.634000
Government Agency Debt
39628125.00
30763477.19
Fannie Mae
2040-03-01
4.038000
Government Agency Debt
9916749.00
7106808.80
Fannie Mae
2040-04-01
4.624000
Government Agency Debt
5874558.00
5999112.22
Fannie Mae
2040-05-01
3.665000
Government Agency Debt
13598170.00
8877485.62
Fannie Mae
2040-07-01
3.810000
Government Agency Debt
324489.00
250509.95
Fannie Mae
2040-10-01
3.148000
Government Agency Debt
8175000.00
4696823.40
Fannie Mae
2040-10-01
3.196000
Government Agency Debt
25732200.00
12975060.19
Fannie Mae
2040-10-01
3.569000
Government Agency Debt
288199.00
223240.06
Fannie Mae
2040-11-01
2.951000
Government Agency Debt
2758472.00
2074438.63
Fannie Mae
2040-12-01
3.262000
Government Agency Debt
694004.00
437914.93
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
600679.00
627004.24
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
79791.00
86036.38
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
600000.00
629185.61
Fannie Mae
2041-05-01
2.644000
Government Agency Debt
3832371.00
3773589.75
Fannie Mae
2041-05-01
3.701000
Government Agency Debt
15316378.00
13784100.56
Fannie Mae
2041-06-01
3.199000
Government Agency Debt
264277.00
241527.82
Fannie Mae
2041-06-01
3.582000
Government Agency Debt
73572.00
71562.05
Fannie Mae
2041-07-01
3.191000
Government Agency Debt
13728981.00
13960125.59
Fannie Mae
2041-10-01
5.100000
Government Agency Debt
13452009.00
12684780.23
Fannie Mae
2041-11-01
3.167000
Government Agency Debt
11700451.00
12048373.77
Fannie Mae
2041-11-01
3.173000
Government Agency Debt
11257058.00
11190120.90
Fannie Mae
2042-01-01
2.880000
Government Agency Debt
18389637.00
19189272.56
Fannie Mae
2042-01-01
3.372000
Government Agency Debt
1026723.00
1079434.78
Fannie Mae
2042-03-01
2.604000
Government Agency Debt
11921257.00
12417471.37
Fannie Mae
2044-04-01
1.396000
Government Agency Debt
54152574.00
5475428.86
Fannie Mae
2048-02-01
4.710000
Government Agency Debt
15017349.00
4374514.30
Freddie Mac
2014-03-15
5.500000
Government Agency Debt
586019.00
22645.71
Freddie Mac
2016-04-01
6.000000
Government Agency Debt
8430395.00
79890.08
Freddie Mac
2017-02-01
6.000000
Government Agency Debt
2519054.00
79556.81
Freddie Mac
2017-11-15
5.000000
Government Agency Debt
750000.00
41832.78
Freddie Mac
2018-12-01
5.500000
Government Agency Debt
487000.00
81197.59
Freddie Mac
2018-12-15
2.000000
Government Agency Debt
1303746.00
697021.29
Freddie Mac
2021-10-01
5.500000
Government Agency Debt
152130.00
24528.90
Freddie Mac
2024-01-15
4.000000
Government Agency Debt
5250000.00
2592053.73
Freddie Mac
2024-11-01
4.000000
Government Agency Debt
4000000.00
1843719.10
Freddie Mac
2025-01-01
4.500000
Government Agency Debt
2340171.00
2033442.99
Freddie Mac
2029-08-15
5.500000
Government Agency Debt
1000000.00
13378.70
Freddie Mac
2029-08-15
7.000000
Government Agency Debt
8556753.00
1902980.70
Freddie Mac
2034-11-01
7.500000
Government Agency Debt
2500000.00
2020243.87
Freddie Mac
2036-09-15
0.678500
Government Agency Debt
4414570.00
1722608.32
Freddie Mac
2036-12-01
6.500000
Government Agency Debt
2208697.00
614795.28
Freddie Mac
2037-06-15
4.000000
Government Agency Debt
1740637.00
1720408.24
Freddie Mac
2037-07-15
0.780000
Government Agency Debt
4200000.00
1823943.65
Freddie Mac
2037-08-15
0.789600
Government Agency Debt
5000000.00
1775264.14
Freddie Mac
2039-04-15
4.500000
Government Agency Debt
339544.00
365877.70
Freddie Mac
2040-07-15
3.500000
Government Agency Debt
2500000.00
1774118.24
Freddie Mac
2040-12-01
3.500000
Government Agency Debt
2081639.00
2012097.16
GNMA
2020-09-20
5.000000
Government Agency Debt
2000000.00
1807134.80
GNMA
2032-01-20
4.500000
Government Agency Debt
1750000.00
105309.80
GNMA
2032-04-20
5.500000
Government Agency Debt
3744735.00
471267.88
GNMA
2037-03-20
4.250000
Government Agency Debt
6710000.00
1941844.20
GNMA
2037-05-20
3.500000
Government Agency Debt
3119536.00
1231726.90
GNMA
2037-10-20
4.500000
Government Agency Debt
3029975.00
1908295.92
GNMA
2038-10-20
4.250000
Government Agency Debt
2000000.00
1798980.14
GNMA
2039-06-20
4.500000
Government Agency Debt
2580000.00
1707946.85
GNMA
2040-08-20
3.500000
Government Agency Debt
1790000.00
1744430.67
GNMA
2040-12-20
4.000000
Government Agency Debt
65065.00
68185.00
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
500000000.00
500000000.00
0.0301
N
500000000.00
500000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.170000%
22799D001_0.1700_M120301_2M52
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2040-10-20
4.500000
Government Agency Debt
90710000.00
84971045.70
Freddie Mac
2042-02-20
4.000000
Government Agency Debt
202580214.00
219345844.32
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
298348500.00
298348500.00
0.0180
N
298348500.00
298348500.00
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
650000000.00
0.0391
N
650000000.00
650000000.00
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
200000000.00
0.0120
N
200000000.00
200000000.00
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
150000000.00
0.0090
N
150000000.00
150000000.00
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
49999555.55
0.0030
N
49999950.00
49999950.00
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
124995208.33
0.0075
N
124996750.00
124996750.00
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
99984666.66
0.0060
N
99997400.00
99997400.00
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
249972083.30
0.0151
N
249986000.00
249986000.00
Fannie Mae
Fannie Mae 0.060000%
313588XS9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
N
95000000.00
94984958.33
0.0057
N
94987460.00
94987460.00
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
74981833.33
0.0045
N
74988675.00
74988675.00
Fannie Mae
Fannie Mae 0.060000%
313588YP4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-25
2012-06-25
N
N
N
50000000.00
49990333.34
0.0030
N
49991950.00
49991950.00
Fannie Mae
Fannie Mae 0.090000%
313588YZ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
N
12700000.00
12695999.50
0.0008
N
12696888.50
12696888.50
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
94982847.22
0.0057
N
94975965.00
94975965.00
Fannie Mae
Fannie Mae 0.100000%
313588ZV0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
N
54000000.00
53978100.01
0.0033
N
53984664.00
53984664.00
Fannie Mae
Fannie Mae 4.375000%
31359MPF4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-09-15
2012-09-15
N
N
N
26383000.00
26989912.43
0.0016
N
26985165.59
26985165.59
Fannie Mae
Fannie Mae 0.270000%
3135G0AE3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2013-01-10
N
N
N
5000000.00
5002191.65
0.0003
N
5007735.00
5007735.00
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
19127279.29
0.0012
N
19133682.53
19133682.53
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
82876000.00
0.0050
N
82891953.63
82891953.63
Fannie Mae
Fannie Mae 0.120000%
31381T5H9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
322867000.00
322767987.47
0.0194
N
322742696.21
322742696.21
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
37412921.39
0.0023
N
37426598.65
37426598.65
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
59525692.83
0.0036
N
59547453.99
59547453.99
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
26868507.22
0.0016
N
26878329.70
26878329.70
Fannie Mae
Fannie Mae 0.066300%
31381TKE9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
17299500.00
17298481.25
0.0010
N
17304862.85
17304862.85
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
39297685.67
0.0024
N
39312183.00
39312183.00
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
66015892.09
0.0040
N
66040466.20
66040466.20
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
186987948.90
0.0113
N
187057970.00
187057970.00
Fannie Mae
Fannie Mae 0.070000%
31381TSF8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
184105000.00
184083163.09
0.0111
N
184162072.55
184162072.55
Fannie Mae
Fannie Mae 0.077500%
31381TTD2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
38954387.00
38949271.53
0.0023
N
38966462.86
38966462.86
Fannie Mae
Fannie Mae 0.077500%
31381TUR9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
32217857.00
32213626.17
0.0019
N
32227844.54
32227844.54
Fannie Mae
Fannie Mae 0.077500%
31381TUU2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
10325000.00
10323644.13
0.0006
N
10328200.75
10328200.75
Fannie Mae
Fannie Mae 0.234000%
31398A2C5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-26
2012-07-26
N
N
N
200000000.00
200020475.00
0.0120
N
200121400.00
200121400.00
Fannie Mae
Fannie Mae 0.265500%
31398A3F7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-23
2012-08-23
N
N
N
125310000.00
125309559.77
0.0075
N
125410874.55
125410874.55
Fannie Mae
Fannie Mae 0.300000%
31398A6V9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2012-12-03
N
N
N
217255000.00
217277803.68
0.0131
N
217605432.32
217605432.32
Fannie Mae
Fannie Mae 1.000000%
31398AH54
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-04
2012-04-04
N
N
N
51675000.00
51720336.95
0.0031
N
51717838.58
51717838.58
Fannie Mae
Fannie Mae 1.250000%
31398AP71
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
N
38940000.00
39080683.09
0.0024
N
39078626.40
39078626.40
Fannie Mae
Fannie Mae 1.125000%
31398AT77
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-30
2012-07-30
N
N
N
8025000.00
8057695.06
0.0005
N
8059194.53
8059194.53
Farm Credit System
Farm Credit System 0.182500%
31331KP38
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-04
2013-02-04
N
N
N
75000000.00
75000240.57
0.0045
N
75036075.00
75036075.00
Farm Credit System
Farm Credit System 0.210000%
31331KUN8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2012-08-15
N
N
N
45000000.00
44998466.20
0.0027
N
45027765.00
45027765.00
Farm Credit System
Farm Credit System 0.165500%
31331KV23
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-21
2013-02-21
N
N
N
95000000.00
95010099.72
0.0057
N
95046645.00
95046645.00
Federal Home Loan Bank
Federal Home Loan Bank 0.225000%
313372GF5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2012-07-24
N
N
N
75000000.00
74992474.97
0.0045
N
75045225.00
75045225.00
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
50002830.94
0.0030
N
50010150.00
50010150.00
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
250000000.00
0.0151
N
250000000.00
250000000.00
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
14998282.29
0.0009
N
15001785.00
15001785.00
Federal Home Loan Bank
Federal Home Loan Bank 0.160000%
313375EU7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
N
N
N
50000000.00
50001154.08
0.0030
N
50008650.00
50008650.00
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
77501720.80
0.0047
N
77502015.00
77502015.00
Federal Home Loan Bank
Federal Home Loan Bank 0.210000%
313375G27
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2012-08-24
N
N
N
100000000.00
99996340.54
0.0060
N
100064700.00
100064700.00
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
149997000.00
0.0090
N
150002100.00
150002100.00
Federal Home Loan Bank
Federal Home Loan Bank 0.230000%
313375J40
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-28
2012-08-28
N
N
N
55585000.00
55614823.49
0.0033
N
55616683.45
55616683.45
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
0.0060
N
100005600.00
100005600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
313375NQ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2012-09-19
N
N
N
100000000.00
99988823.76
0.0060
N
100067400.00
100067400.00
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
40755192.38
0.0025
N
40755326.04
40755326.04
Federal Home Loan Bank
Federal Home Loan Bank 0.285000%
313375X77
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2013-04-11
N
N
N
90000000.00
90015203.18
0.0054
N
90172080.00
90172080.00
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
0.0030
N
50022600.00
50022600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313376BY0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
33610000.00
33613142.38
0.0020
N
33612419.92
33612419.92
Federal Home Loan Bank
Federal Home Loan Bank 0.180000%
313376DS1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-21
2012-11-21
N
N
N
14450000.00
14452053.54
0.0009
N
14450794.75
14450794.75
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
313376EJ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-26
2012-11-26
N
N
N
14475000.00
14479005.35
0.0009
N
14477764.73
14477764.73
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
0.0030
N
50037200.00
50037200.00
Federal Home Loan Bank
Federal Home Loan Bank 0.280000%
313376LU7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2013-06-07
N
N
N
122500000.00
122500000.00
0.0074
N
122721235.00
122721235.00
Federal Home Loan Bank
Federal Home Loan Bank 0.180000%
313376RJ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-10
2013-01-10
N
N
N
50000000.00
49992200.74
0.0030
N
49996200.00
49996200.00
Federal Home Loan Bank
Federal Home Loan Bank 0.160000%
3133785R8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-02-13
2013-02-13
N
N
N
100000000.00
99968495.68
0.0060
N
99962100.00
99962100.00
Federal Home Loan Bank
Federal Home Loan Bank 0.180000%
313378B42
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-02-15
2013-02-15
N
N
N
85000000.00
84973099.59
0.0051
N
84983255.00
84983255.00
Federal Home Loan Bank
Federal Home Loan Bank 0.270000%
313378DG3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-03-19
2013-03-19
N
N
N
100000000.00
100000000.00
0.0060
N
100029100.00
100029100.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384A41
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
300000000.00
299872499.88
0.0181
N
299885400.00
299885400.00
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
94406418.75
0.0057
N
94463428.50
94463428.50
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384TU3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
N
150000000.00
149999625.00
0.0090
N
150000000.00
150000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.065000%
313384TU3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
N
38764000.00
38763930.01
0.0023
N
38764000.00
38764000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384TY5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
N
81955000.00
81954203.21
0.0049
N
81954918.05
81954918.05
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384TZ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
N
N
N
40000000.00
39999466.67
0.0024
N
39999920.00
39999920.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384UW7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-28
2012-03-28
N
N
N
179200000.00
179190592.00
0.0108
N
179198745.60
179198745.60
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384VD8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-04
2012-04-04
N
N
N
68000000.00
67994862.22
0.0041
N
67998708.00
67998708.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384VT3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-18
2012-04-18
N
N
N
102100000.00
102086386.66
0.0061
N
102097243.30
102097243.30
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384VV8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-20
2012-04-20
N
N
N
44400000.00
44395683.34
0.0027
N
44398756.80
44398756.80
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313384VV8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-20
2012-04-20
N
N
N
29000000.00
28996979.16
0.0017
N
28999188.00
28999188.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384WS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
N
27000000.00
26994142.49
0.0016
N
26998407.00
26998407.00
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
74976562.50
0.0045
N
74995350.00
74995350.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384ZF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
N
14595000.00
14590183.65
0.0009
N
14591249.09
14591249.09
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384ZH5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
N
N
23000000.00
22992295.00
0.0014
N
22994020.00
22994020.00
Federal Home Loan Bank
Federal Home Loan Bank 2.875000%
3133XVKW0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-13
2012-11-13
N
N
N
22000000.00
22418469.19
0.0014
N
22416152.00
22416152.00
Federal Home Loan Bank
Federal Home Loan Bank 1.375000%
3133XWKU2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-08
2012-06-08
N
N
N
4550000.00
4565969.26
0.0003
N
4565683.85
4565683.85
Federal Home Loan Bank
Federal Home Loan Bank 0.214800%
3134G13Z5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-10
2012-08-10
N
N
N
100000000.00
99982103.00
0.0060
N
100083000.00
100083000.00
Freddie Mac
Freddie Mac 0.174000%
313374H86
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-27
2012-12-27
N
N
N
100460000.00
100485147.29
0.0061
N
100511234.60
100511234.60
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
74977687.50
0.0045
N
74971350.00
74971350.00
Freddie Mac
Freddie Mac 0.070000%
313396C43
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-17
2012-08-17
N
N
N
50000000.00
49983569.44
0.0030
N
49978900.00
49978900.00
Freddie Mac
Freddie Mac 0.100000%
313396J20
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-10-02
2012-10-02
N
N
N
100000000.00
99940277.78
0.0060
N
99934300.00
99934300.00
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
149999416.68
0.0090
N
149999400.00
149999400.00
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
91999335.56
0.0055
N
91999356.00
91999356.00
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
147987790.00
0.0089
N
147997336.00
147997336.00
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
59991750.00
0.0036
N
59998920.00
59998920.00
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
339996694.45
0.0205
N
339993540.00
339993540.00
Freddie Mac
Freddie Mac 0.090000%
313396VZ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
N
N
26040000.00
26036484.60
0.0016
N
26039218.80
26039218.80
Freddie Mac
Freddie Mac 0.070000%
313396VZ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
N
N
6585000.00
6584308.57
0.0004
N
6584802.45
6584802.45
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
184984326.39
0.0111
N
184990565.00
184990565.00
Freddie Mac
Freddie Mac 0.020000%
313396WH2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
400000000.00
399986222.24
0.0241
N
399979200.00
399979200.00
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
99992333.34
0.0060
N
99994200.00
99994200.00
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
84991854.16
0.0051
N
84995070.00
84995070.00
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
45993790.00
0.0028
N
45996872.00
45996872.00
Freddie Mac
Freddie Mac 0.100000%
313396XD0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
N
180000000.00
179959000.00
0.0108
N
179987760.00
179987760.00
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
49995444.44
0.0030
N
49996600.00
49996600.00
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
149978750.01
0.0090
N
149989350.00
149989350.00
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
49982111.11
0.0030
N
49993600.00
49993600.00
Freddie Mac
Freddie Mac 0.040000%
313396XT5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
N
45000000.00
44995200.00
0.0027
N
44994015.00
44994015.00
Freddie Mac
Freddie Mac 0.050000%
313396YH0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
N
125000000.00
124980902.78
0.0075
N
124980875.00
124980875.00
Freddie Mac
Freddie Mac 0.070000%
313396YJ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
N
50000000.00
49989208.33
0.0030
N
49992300.00
49992300.00
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
214945234.73
0.0129
N
214945175.00
214945175.00
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
199926666.64
0.0120
N
199948600.00
199948600.00
Freddie Mac
Freddie Mac 0.481500%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-10
2013-02-08
N
N
N
150000000.00
150000000.00
0.0090
N
150246600.00
150246600.00
Freddie Mac
Freddie Mac 0.234000%
3134G1QD9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-03
2012-04-03
N
N
N
200000000.00
199992663.04
0.0120
N
200021200.00
200021200.00
Freddie Mac
Freddie Mac 0.233500%
3134G1RQ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-11
2012-05-11
N
N
N
100000000.00
99990277.78
0.0060
N
100026600.00
100026600.00
Freddie Mac
Freddie Mac 0.240000%
3134G1WN0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2012-10-12
N
N
N
75000000.00
75010273.57
0.0045
N
75073425.00
75073425.00
Freddie Mac
Freddie Mac 0.270000%
3134G1X90
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2013-01-24
N
N
N
123690000.00
123711586.34
0.0075
N
123888398.76
123888398.76
Freddie Mac
Freddie Mac 0.205500%
3134G2BL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-21
2013-03-21
N
N
N
115000000.00
115059655.89
0.0069
N
115138345.00
115138345.00
Freddie Mac
Freddie Mac 0.212500%
3134G2DM1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-04
2013-02-04
N
N
N
200000000.00
199905214.88
0.0120
N
200151000.00
200151000.00
Freddie Mac
Freddie Mac 0.212500%
3134G2GS5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-06
2013-05-06
N
N
N
350000000.00
349941341.29
0.0211
N
350661150.00
350661150.00
Freddie Mac
Freddie Mac 0.214000%
3134G2KM3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-03
2013-06-03
N
N
N
25000000.00
24997048.70
0.0015
N
25016800.00
25016800.00
Freddie Mac
Freddie Mac 0.196000%
3134G2MJ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-17
2013-06-17
N
N
N
163840000.00
163747561.58
0.0099
N
163984506.88
163984506.88
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
43736983.01
0.0026
N
43737643.95
43737643.95
Freddie Mac
Freddie Mac 1.750000%
3137EACC1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
69354000.00
69689991.88
0.0042
N
69687454.03
69687454.03
Goldman Sachs & Co
Goldman Sachs & Co 0.130000%
992JYE002_0.1300_M120301_2M52
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-04-01
5.500000
Government Agency Debt
95925312.00
48584279.25
Freddie Mac
2041-04-01
5.000000
Government Agency Debt
31510402.00
30165721.13
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
75000000.00
75000000.00
0.0045
N
75000000.00
75000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.140000%
992JYE002_0.1400_M120306_2M52
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-04-01
5.000000
Government Agency Debt
104228000.00
46348416.30
Fannie Mae
2041-01-01
3.246000
Government Agency Debt
49991481.00
46367194.39
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
28140206.00
29363963.83
Freddie Mac
2027-03-01
3.000000
Government Agency Debt
33997190.00
35420425.70
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
N
150000000.00
150000000.00
0.0090
N
150000000.00
150000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.180000%
992JYE002_0.1800_M120307_2M52
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-08-01
6.000000
Government Agency Debt
52814042.00
39458050.06
Fannie Mae
2039-01-01
6.000000
Government Agency Debt
22400014.00
8291071.46
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
54063913.00
57250878.55
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
N
N
N
100000000.00
100000000.00
0.0060
N
100000000.00
100000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.200000%
46899T004_0.2000_M120301_2M52
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-02-25
2.000000
Government Agency Debt
75000000.00
48749986.81
Fannie Mae
2037-03-25
0.506000
Government Agency Debt
35000000.00
30701592.04
Fannie Mae
2037-06-25
5.500000
Government Agency Debt
150000000.00
42141694.56
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
65000000.00
67225073.64
Freddie Mac
2018-08-15
2.000000
Government Agency Debt
45000000.00
35245946.02
Freddie Mac
2034-12-15
5.000000
Government Agency Debt
31715000.00
29026313.78
Freddie Mac
2039-01-15
4.500000
Government Agency Debt
80000000.00
29399072.32
GNMA
2038-01-20
2.750000
Government Agency Debt
20000000.00
20669909.29
GNMA
2038-04-20
2.750000
Government Agency Debt
52532911.00
49317474.77
GNMA
2040-07-20
0.831000
Government Agency Debt
75000000.00
59522937.29
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
400000000.00
400000000.00
0.0241
N
400000000.00
400000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.190000%
06399U000_0.1900_M120301_2M52
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-04-25
6.000000
Government Agency Debt
12500000.00
7095721.81
Fannie Mae
2021-06-25
2.896000
Government Agency Debt
6500000.00
6637771.70
Fannie Mae
2022-12-25
4.500000
Government Agency Debt
100000000.00
7927331.96
Fannie Mae
2025-10-25
3.500000
Government Agency Debt
8566414.00
6857169.47
Fannie Mae
2030-03-25
4.000000
Government Agency Debt
5000000.00
5359870.56
Fannie Mae
2031-11-25
5.500000
Government Agency Debt
15000000.00
7909893.12
Fannie Mae
2033-04-25
3.500000
Government Agency Debt
82000000.00
7432686.83
Fannie Mae
2033-08-25
3.500000
Government Agency Debt
100000000.00
6189085.43
Fannie Mae
2033-10-25
5.000000
Government Agency Debt
10000000.00
4714205.79
Fannie Mae
2036-01-25
5.500000
Government Agency Debt
14000000.00
5252819.69
Fannie Mae
2036-11-25
4.500000
Government Agency Debt
12528274.00
5728401.49
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
5000000.00
5784803.33
Fannie Mae
2037-09-25
6.000000
Government Agency Debt
4500000.00
5054097.00
Fannie Mae
2038-03-25
4.000000
Government Agency Debt
5000000.00
4826131.35
Fannie Mae
2038-07-25
4.000000
Government Agency Debt
5074000.00
5345956.28
Fannie Mae
2039-02-25
4.000000
Government Agency Debt
50000000.00
7009104.73
Fannie Mae
2040-06-25
3.000000
Government Agency Debt
12000000.00
7397106.56
Fannie Mae
2040-11-25
4.000000
Government Agency Debt
5750000.00
6118788.39
Fannie Mae
2042-01-25
3.500000
Government Agency Debt
5000000.00
4815469.99
Fannie Mae
2045-09-25
5.500000
Government Agency Debt
28000000.00
5001764.66
Fannie Mae
2047-06-25
6.000000
Government Agency Debt
742951.00
861024.98
Freddie Mac
2020-11-15
2.000000
Government Agency Debt
6550000.00
4670597.19
Freddie Mac
2021-09-15
4.500000
Government Agency Debt
16500000.00
5033487.09
Freddie Mac
2022-10-15
4.000000
Government Agency Debt
100000000.00
6886417.04
Freddie Mac
2023-07-15
4.000000
Government Agency Debt
10000000.00
5959513.30
Freddie Mac
2023-08-15
5.500000
Government Agency Debt
83927365.00
7507168.44
Freddie Mac
2027-04-15
4.250000
Government Agency Debt
25000000.00
5105670.37
Freddie Mac
2027-05-15
4.000000
Government Agency Debt
9335475.00
5228927.78
Freddie Mac
2027-09-15
4.000000
Government Agency Debt
11366336.00
7346644.21
Freddie Mac
2028-03-15
6.950000
Government Agency Debt
25000000.00
4974531.68
Freddie Mac
2028-05-15
3.000000
Government Agency Debt
7500000.00
5772148.59
Freddie Mac
2028-06-15
3.000000
Government Agency Debt
2750287.00
2182742.29
Freddie Mac
2028-06-15
3.500000
Government Agency Debt
6772443.00
6094530.83
Freddie Mac
2032-07-15
6.000000
Government Agency Debt
10000000.00
4983641.44
Freddie Mac
2032-10-15
5.250000
Government Agency Debt
19500000.00
5938059.55
Freddie Mac
2033-02-15
5.000000
Government Agency Debt
5072000.00
5411326.38
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
5310000.00
5990082.97
Freddie Mac
2034-01-15
5.000000
Government Agency Debt
5900000.00
6712535.54
Freddie Mac
2034-07-15
6.000000
Government Agency Debt
4000000.00
4759154.67
Freddie Mac
2035-02-15
4.500000
Government Agency Debt
12000000.00
5540419.64
Freddie Mac
2035-06-15
6.000000
Government Agency Debt
6100000.00
6821280.27
Freddie Mac
2035-08-15
6.000000
Government Agency Debt
55020000.00
6314664.75
Freddie Mac
2036-04-15
5.500000
Government Agency Debt
5000000.00
5876658.89
Freddie Mac
2036-08-15
4.000000
Government Agency Debt
21150000.00
7075478.05
Freddie Mac
2036-09-15
5.500000
Government Agency Debt
4000000.00
4657131.11
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
5099000.00
6061975.04
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
4000000.00
4693730.67
Freddie Mac
2036-11-15
5.750000
Government Agency Debt
4000000.00
4646348.89
Freddie Mac
2037-03-15
5.500000
Government Agency Debt
6106500.00
7019420.39
Freddie Mac
2037-05-15
5.500000
Government Agency Debt
4500000.00
5323472.00
Freddie Mac
2037-06-15
6.000000
Government Agency Debt
6000000.00
6712300.00
Freddie Mac
2037-07-15
6.000000
Government Agency Debt
6000000.00
7049212.00
Freddie Mac
2038-01-15
6.000000
Government Agency Debt
5500000.00
6198949.17
Freddie Mac
2038-03-15
4.500000
Government Agency Debt
15000000.00
7623689.32
Freddie Mac
2039-04-15
5.500000
Government Agency Debt
5250000.00
4912782.89
Freddie Mac
2039-05-15
4.500000
Government Agency Debt
14000000.00
7065984.17
Freddie Mac
2039-05-15
4.500000
Government Agency Debt
5000000.00
4646725.36
Freddie Mac
2039-10-15
2.250000
Government Agency Debt
5450000.00
5500067.40
Freddie Mac
2042-02-15
3.500000
Government Agency Debt
6159000.00
6429960.41
Freddie Mac
2042-02-15
4.500000
Government Agency Debt
6567000.00
6537520.74
GNMA
2038-06-20
2.500000
Government Agency Debt
171771509.00
164415844.66
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
500000000.00
500000000.00
0.0301
N
500000000.00
500000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.150000%
06399V008_0.1500_M120307_2M52
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2025-04-15
4.000000
Government Agency Debt
13899553.00
15011324.19
Freddie Mac
2038-06-15
3.961000
Government Agency Debt
16566465.00
7822963.38
Freddie Mac
2039-01-15
4.500000
Government Agency Debt
29211000.00
28665713.47
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
50000000.00
50000000.00
0.0030
N
49999000.00
49999000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EFM5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10000000.00
9998152.78
0.0006
N
9998318.00
9998318.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EFY9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-18
2012-04-18
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
15000000.00
14996200.00
0.0009
N
14996490.00
14996490.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257EGH5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49984500.00
0.0030
N
49985500.00
49985500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257EGM4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
40000000.00
39986200.00
0.0024
N
39986400.00
39986400.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257EGQ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
15018000.00
15012743.70
0.0009
N
15012893.88
15012893.88
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
30124728.01
0.0018
N
30125096.22
30125096.22
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FDY8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49991555.56
0.0030
N
49993500.00
49993500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FEA9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-04
2012-04-04
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
130000000.00
129976672.23
0.0078
N
129981800.00
129981800.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FEE1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-11
2012-04-11
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10000000.00
9997836.11
0.0006
N
9998300.00
9998300.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FET8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
24000000.00
23992440.00
0.0014
N
23993040.00
23993040.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FEV3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20000000.00
19993300.00
0.0012
N
19993600.00
19993600.00
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
60031880.86
0.0036
N
60033598.56
60033598.56
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GP31
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
79000000.00
78983322.22
0.0048
N
78986570.00
78986570.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257GR39
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25000000.00
24991375.00
0.0015
N
24991500.00
24991500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257GS95
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
30018000.00
30005392.44
0.0018
N
30004191.72
30004191.72
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257GT29
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
30125000.00
30112196.88
0.0018
N
30111142.50
30111142.50
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
41023917.40
0.0025
N
41024179.50
41024179.50
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JJ40
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-04
2012-04-04
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49991027.78
0.0030
N
49993000.00
49993000.00
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
22999514.44
0.0014
N
22999540.00
22999540.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257YAT1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
70000000.00
69985591.66
0.0042
N
69988800.00
69988800.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257YBM5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10005000.00
10001898.45
0.0006
N
10002098.55
10002098.55
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257YBQ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
83000000.00
82973440.00
0.0050
N
82975100.00
82975100.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257YBZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50028000.00
50009489.64
0.0030
N
50009489.64
50009489.64
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257YCK8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
18395000.00
18387182.13
0.0011
N
18386538.30
18386538.30
United States Treasury Department
United States Treasury Department 0.080000%
9127955D9
Treasury Debt
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
N
180000000.00
179994399.98
0.0108
N
179997480.00
179997480.00
United States Treasury Department
United States Treasury Department 0.060000%
9127955E7
Treasury Debt
N
First Tier Security
N/A
N/A
2012-03-22
2012-03-22
N
N
N
125000000.00
124995624.98
0.0075
N
124997500.00
124997500.00
United States Treasury Department
United States Treasury Department 0.100000%
912795Z46
Treasury Debt
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
50000000.00
50000000.00
0.0030
N
50000000.00
50000000.00
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
100504442.68
0.0061
N
100523500.00
100523500.00