0001145549-14-003003.txt : 20140401
0001145549-14-003003.hdr.sgml : 20140401
20140401150555
ACCESSION NUMBER: 0001145549-14-003003
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20140401
DATE AS OF CHANGE: 20140401
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/A
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 14733750
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/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2011-06-30
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
42
82
15380360250.69
9432066.30
631766586.23
14758025730.76
0.0014
1.0001
2011-06-30
1.0001
2011-06-30
C000012381
1.00
14758025730.76
1.00
376745534.98
6143436190.22
5766690655.24
0.0001
1.0001
2011-06-30
1.0001
2011-06-30
Barclays Capital, Inc
Barclays Capital, Inc 0.010000%
00799J004_0.0100_M110701_2M52
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2014-01-31
1.750000
Treasury Debt
241456900.00
249999978.63
United States Treasury Department
2038-05-15
4.500000
Treasury Debt
241764200.00
249999897.47
United States Treasury Department
2040-05-15
4.375000
Treasury Debt
75778900.00
76300164.11
Unrated Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
565000000.00
565000000.00
0.0383
N
565000000.00
565000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.100000%
07699U005_0.1000_M110707_2M52
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-03-01
4.000000
Government Agency Debt
21321747.00
14625068.33
Fannie Mae
2035-07-01
5.000000
Government Agency Debt
1126980.00
450098.82
Fannie Mae
2036-07-01
4.500000
Government Agency Debt
19126658.00
19959987.36
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
50000000.00
20123850.14
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
20173951.00
20107922.96
Fannie Mae
2040-12-01
3.500000
Government Agency Debt
20082514.00
19991736.37
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
20005337.00
20046710.80
Freddie Mac
2041-01-01
5.000000
Government Agency Debt
19176205.00
20350741.51
Freddie Mac
2041-03-01
4.000000
Government Agency Debt
20406249.00
20343883.80
Unrated Security
N/A
N/A
2011-07-07
2011-07-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
150000000.00
150000000.00
0.0102
N
150000000.00
150000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.080000%
987WVU007_0.0800_M110701_2M52
0001197610
Government Agency Repurchase Agreement
Y
United States Treasury Department
2018-06-30
2.375000
Treasury Debt
102319800.00
102000050.63
Unrated Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
100000000.00
100000000.00
0.0068
N
100000000.00
100000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.130000%
987YEA006_0.1300_M110707_2M52
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-10-25
5.000000
Government Agency Debt
40733729.00
26154874.56
Fannie Mae
2039-04-25
4.500000
Government Agency Debt
59696091.00
52700002.44
Fannie Mae
2040-05-25
4.000000
Government Agency Debt
58200000.00
59544374.73
Freddie Mac
2040-12-15
4.000000
Government Agency Debt
68055000.00
71600748.68
Unrated Security
N/A
N/A
2011-07-07
2011-07-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
200000000.00
200000000.00
0.0136
N
199996000.00
199996000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.030000%
22799D001_0.0300_M110701_2M52
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-06-20
5.000000
Government Agency Debt
9315000.00
10117545.46
Unrated Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
9915524.00
9915524.00
0.0007
N
9915524.00
9915524.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.120000%
22799D001_0.1200_M110707_2M52
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-04-25
0.535800
Government Agency Debt
30000000.00
210786.97
Fannie Mae
2022-11-25
4.000000
Government Agency Debt
2546000.00
316988.28
Fannie Mae
2030-09-01
4.500000
Government Agency Debt
27503694.00
26952609.17
Fannie Mae
2031-03-01
4.000000
Government Agency Debt
79740000.00
80866421.72
Fannie Mae
2033-05-25
1.691000
Government Agency Debt
67950143.00
41392473.07
Fannie Mae
2033-07-25
1.691000
Government Agency Debt
19295000.00
6687286.38
Fannie Mae
2033-08-25
1.591000
Government Agency Debt
65800000.00
31276452.87
Fannie Mae
2033-09-25
1.585800
Government Agency Debt
90976000.00
11044662.51
Fannie Mae
2035-03-25
0.735800
Government Agency Debt
4200000.00
452465.75
Fannie Mae
2036-06-25
0.755800
Government Agency Debt
75898500.00
22296961.36
Fannie Mae
2037-05-25
999.000000
Government Agency Debt
6149000.00
182618.92
Freddie Mac
2031-07-15
4.000000
Government Agency Debt
84500000.00
18018672.77
Freddie Mac
2031-10-15
7.000000
Government Agency Debt
62405534.00
2585487.56
Freddie Mac
2034-03-15
0.991000
Government Agency Debt
20735000.00
3980796.54
Freddie Mac
2034-08-15
0.787100
Government Agency Debt
13860000.00
150788.91
Freddie Mac
2035-04-15
7.000000
Government Agency Debt
7867428.00
2015636.82
Freddie Mac
2035-07-15
0.687100
Government Agency Debt
49460063.00
6298596.17
Freddie Mac
2035-07-15
999.000000
Government Agency Debt
1136364.00
33012.60
Freddie Mac
2036-07-15
0.637100
Government Agency Debt
3970000.00
180273.17
GNMA
2034-04-16
5.250000
Government Agency Debt
5000000.00
59654.06
Unrated Security
N/A
N/A
2011-07-21
2011-07-21
N
N
N
250000000.00
250000000.00
0.0169
Y
249995000.00
249995000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.060000%
21599B009_0.0600_M110701_2M52
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2026-01-01
3.500000
Government Agency Debt
84823413.00
83695026.53
Freddie Mac
2026-02-01
4.000000
Government Agency Debt
146765886.00
149468046.45
Freddie Mac
2038-01-01
5.500000
Government Agency Debt
52181132.00
14989366.99
Freddie Mac
2038-02-01
6.000000
Government Agency Debt
360210000.00
134952025.56
Freddie Mac
2040-02-01
5.500000
Government Agency Debt
204465264.00
137465219.09
Freddie Mac
2040-05-01
5.500000
Government Agency Debt
143710557.00
129430315.64
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
625000000.00
625000000.00
0.0423
N
625000000.00
625000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
99ETSZ007_0.0900_M110708_2M52
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2014-03-01
4.867000
Government Agency Debt
145000.00
151063.14
Fannie Mae
2016-01-01
2.210000
Government Agency Debt
4304470.00
25938.65
Fannie Mae
2016-04-01
5.073000
Government Agency Debt
90000.00
96448.09
Fannie Mae
2016-04-01
5.448000
Government Agency Debt
15000.00
13368.35
Fannie Mae
2016-07-01
6.000000
Government Agency Debt
4011287.00
1221594.33
Fannie Mae
2017-01-01
5.000000
Government Agency Debt
12998700.00
1044971.02
Fannie Mae
2017-08-01
6.000000
Government Agency Debt
3513632.00
1147231.37
Fannie Mae
2017-12-01
5.000000
Government Agency Debt
13354494.00
1280000.88
Fannie Mae
2017-12-01
5.000000
Government Agency Debt
10410896.00
1226609.81
Fannie Mae
2018-01-01
5.000000
Government Agency Debt
7517503.00
1260203.57
Fannie Mae
2018-01-01
5.000000
Government Agency Debt
10000000.00
1232614.52
Fannie Mae
2018-01-01
5.000000
Government Agency Debt
1565305.00
1115792.29
Fannie Mae
2018-01-01
5.000000
Government Agency Debt
8844706.00
1110965.75
Fannie Mae
2018-02-01
5.000000
Government Agency Debt
3368543.00
1031912.77
Fannie Mae
2018-03-01
7.500000
Government Agency Debt
10381088.00
1020667.34
Fannie Mae
2018-05-01
5.000000
Government Agency Debt
2979798.00
1122771.09
Fannie Mae
2018-09-01
2.311000
Government Agency Debt
2000000.00
27328.90
Fannie Mae
2018-12-01
3.109000
Government Agency Debt
1717475.00
22403.32
Fannie Mae
2019-02-01
6.024000
Government Agency Debt
450000.00
488860.29
Fannie Mae
2019-06-01
4.825000
Government Agency Debt
65000.00
67507.56
Fannie Mae
2019-10-01
6.500000
Government Agency Debt
1500000.00
1085007.92
Fannie Mae
2019-11-01
4.526000
Government Agency Debt
872086.00
907758.13
Fannie Mae
2020-01-01
4.500000
Government Agency Debt
1401929.00
1297568.71
Fannie Mae
2020-03-01
1.900000
Government Agency Debt
4835546.00
94031.03
Fannie Mae
2021-01-01
2.420000
Government Agency Debt
17456406.00
551244.77
Fannie Mae
2021-08-01
6.500000
Government Agency Debt
40620000.00
1308385.34
Fannie Mae
2021-12-01
2.325000
Government Agency Debt
19773330.00
69697.90
Fannie Mae
2022-06-01
6.500000
Government Agency Debt
17800238.00
1054880.03
Fannie Mae
2022-09-01
2.677000
Government Agency Debt
28266060.00
810919.85
Fannie Mae
2023-01-01
5.000000
Government Agency Debt
4577606.00
1078634.88
Fannie Mae
2023-02-01
2.439000
Government Agency Debt
9643714.00
696543.80
Fannie Mae
2023-10-01
2.554000
Government Agency Debt
2571145.00
152635.03
Fannie Mae
2024-09-01
2.460000
Government Agency Debt
1000000.00
15404.26
Fannie Mae
2024-11-01
2.635000
Government Agency Debt
1700000.00
63195.71
Fannie Mae
2024-12-01
5.414000
Government Agency Debt
600000.00
627217.98
Fannie Mae
2025-03-01
5.000000
Government Agency Debt
4000000.00
1321765.24
Fannie Mae
2025-03-01
5.000000
Government Agency Debt
1740090.00
1289523.53
Fannie Mae
2025-07-01
4.000000
Government Agency Debt
2395744.00
1199800.68
Fannie Mae
2025-08-01
4.000000
Government Agency Debt
1332000.00
1227465.25
Fannie Mae
2025-12-01
2.428000
Government Agency Debt
700000.00
46492.45
Fannie Mae
2026-02-01
4.000000
Government Agency Debt
1055361.00
1074086.64
Fannie Mae
2026-04-01
2.307000
Government Agency Debt
2100000.00
121086.49
Fannie Mae
2026-07-01
2.720000
Government Agency Debt
1000000.00
10175.38
Fannie Mae
2026-09-01
2.601000
Government Agency Debt
37461283.00
1249160.17
Fannie Mae
2026-11-01
2.700000
Government Agency Debt
5177000.00
765906.18
Fannie Mae
2026-11-01
3.604000
Government Agency Debt
44281622.00
373210.00
Fannie Mae
2027-08-01
2.722000
Government Agency Debt
50000000.00
360144.03
Fannie Mae
2027-09-01
7.000000
Government Agency Debt
2383786.00
1297875.64
Fannie Mae
2027-11-01
2.561000
Government Agency Debt
33454885.00
736161.74
Fannie Mae
2028-05-01
2.500000
Government Agency Debt
16769731.00
1003343.75
Fannie Mae
2029-01-01
2.470000
Government Agency Debt
11400000.00
85585.85
Fannie Mae
2029-10-01
2.705000
Government Agency Debt
38642384.00
68126.00
Fannie Mae
2030-01-01
2.264000
Government Agency Debt
3000000.00
8663.00
Fannie Mae
2031-11-01
2.789000
Government Agency Debt
11600000.00
345116.23
Fannie Mae
2031-12-01
7.060000
Government Agency Debt
11730820.00
101469.27
Fannie Mae
2032-03-01
6.000000
Government Agency Debt
20544308.00
1281752.69
Fannie Mae
2032-04-01
2.476000
Government Agency Debt
15008744.00
106660.48
Fannie Mae
2032-06-01
2.179000
Government Agency Debt
23220228.00
879582.86
Fannie Mae
2032-06-01
2.445000
Government Agency Debt
10004457.00
892590.78
Fannie Mae
2032-06-01
6.500000
Government Agency Debt
11421805.00
1068836.89
Fannie Mae
2032-06-01
6.500000
Government Agency Debt
5661854.00
1054722.29
Fannie Mae
2032-07-01
6.500000
Government Agency Debt
58636160.00
1202111.90
Fannie Mae
2032-09-01
2.534000
Government Agency Debt
82387450.00
1086715.61
Fannie Mae
2032-09-01
2.675000
Government Agency Debt
1100000.00
10261.95
Fannie Mae
2032-09-01
2.683000
Government Agency Debt
18500000.00
71304.77
Fannie Mae
2032-09-01
6.500000
Government Agency Debt
7570067.00
1190605.32
Fannie Mae
2032-12-01
2.711000
Government Agency Debt
26506960.00
304865.55
Fannie Mae
2033-01-01
6.000000
Government Agency Debt
6775647.00
1180275.05
Fannie Mae
2033-02-01
2.465000
Government Agency Debt
4000000.00
229149.75
Fannie Mae
2033-03-01
2.386000
Government Agency Debt
10500775.00
825200.90
Fannie Mae
2033-04-01
2.482000
Government Agency Debt
1000000.00
19476.58
Fannie Mae
2033-04-01
5.500000
Government Agency Debt
6747473.00
1103849.72
Fannie Mae
2033-06-01
2.736000
Government Agency Debt
16842979.00
454155.00
Fannie Mae
2033-06-01
3.075000
Government Agency Debt
175000.00
35238.47
Fannie Mae
2033-07-01
1.631000
Government Agency Debt
11745814.00
101532.27
Fannie Mae
2033-07-01
2.494000
Government Agency Debt
38110648.00
681375.16
Fannie Mae
2033-07-01
2.600000
Government Agency Debt
24919056.00
1217636.10
Fannie Mae
2033-07-01
2.626000
Government Agency Debt
20117730.00
956091.87
Fannie Mae
2033-07-01
2.626000
Government Agency Debt
15087871.00
756957.83
Fannie Mae
2033-07-01
2.647000
Government Agency Debt
10070612.00
468091.23
Fannie Mae
2033-07-01
5.000000
Government Agency Debt
5000000.00
1305952.40
Fannie Mae
2033-08-01
4.500000
Government Agency Debt
3487953.00
1164628.79
Fannie Mae
2033-09-01
4.500000
Government Agency Debt
3200149.00
1165116.00
Fannie Mae
2033-10-01
2.405000
Government Agency Debt
2291961.00
51086.71
Fannie Mae
2033-10-01
2.414000
Government Agency Debt
35610083.00
1087456.64
Fannie Mae
2033-10-01
2.667000
Government Agency Debt
6915264.00
682484.60
Fannie Mae
2033-11-01
2.234000
Government Agency Debt
25001842.00
520628.57
Fannie Mae
2033-11-01
2.405000
Government Agency Debt
7598021.00
92181.13
Fannie Mae
2033-11-01
5.000000
Government Agency Debt
3674959.00
1251229.24
Fannie Mae
2033-11-01
6.000000
Government Agency Debt
3109095.00
1106202.76
Fannie Mae
2033-12-01
2.308000
Government Agency Debt
25000666.00
1169563.69
Fannie Mae
2033-12-01
2.460000
Government Agency Debt
9059594.00
102493.89
Fannie Mae
2034-01-01
2.423000
Government Agency Debt
20092575.00
1007280.24
Fannie Mae
2034-02-01
2.351000
Government Agency Debt
30726633.00
649622.55
Fannie Mae
2034-02-01
2.377000
Government Agency Debt
9445606.00
140918.77
Fannie Mae
2034-03-01
4.977000
Government Agency Debt
1150000.00
171301.75
Fannie Mae
2034-04-01
2.195000
Government Agency Debt
1575000.00
82887.99
Fannie Mae
2034-05-01
5.000000
Government Agency Debt
3604907.00
1312571.20
Fannie Mae
2034-07-01
5.500000
Government Agency Debt
5775981.00
1297321.41
Fannie Mae
2034-08-01
6.500000
Government Agency Debt
2000000.00
1200605.76
Fannie Mae
2034-10-01
2.050000
Government Agency Debt
400000.00
159855.44
Fannie Mae
2034-10-01
2.467000
Government Agency Debt
9216390.00
1017166.96
Fannie Mae
2034-11-01
4.671000
Government Agency Debt
241000.00
94070.75
Fannie Mae
2034-11-01
5.396000
Government Agency Debt
1100000.00
1092126.19
Fannie Mae
2034-12-01
6.000000
Government Agency Debt
5747345.00
1169778.17
Fannie Mae
2035-01-01
2.037000
Government Agency Debt
700000.00
236386.33
Fannie Mae
2035-01-01
2.477000
Government Agency Debt
95000.00
24935.37
Fannie Mae
2035-01-01
4.922000
Government Agency Debt
1486670.00
445642.12
Fannie Mae
2035-01-01
5.500000
Government Agency Debt
2014353.00
1033452.70
Fannie Mae
2035-03-01
4.820000
Government Agency Debt
121000.00
45535.36
Fannie Mae
2035-04-01
6.000000
Government Agency Debt
3761821.00
1118620.79
Fannie Mae
2035-05-01
4.871000
Government Agency Debt
300000.00
98076.92
Fannie Mae
2035-05-01
5.500000
Government Agency Debt
7222357.00
1260784.92
Fannie Mae
2035-06-01
2.356000
Government Agency Debt
41000.00
8911.90
Fannie Mae
2035-06-01
2.583000
Government Agency Debt
5444330.00
1069663.64
Fannie Mae
2035-06-01
2.604000
Government Agency Debt
6000000.00
1093154.14
Fannie Mae
2035-07-01
2.594000
Government Agency Debt
5000000.00
235050.00
Fannie Mae
2035-08-01
4.972000
Government Agency Debt
1225000.00
491092.30
Fannie Mae
2035-08-01
6.000000
Government Agency Debt
3212414.00
1127337.00
Fannie Mae
2035-09-01
2.460000
Government Agency Debt
600000.00
202313.01
Fannie Mae
2035-09-01
2.556000
Government Agency Debt
35000.00
14627.84
Fannie Mae
2035-09-01
4.740000
Government Agency Debt
1500000.00
574304.20
Fannie Mae
2035-09-01
5.166000
Government Agency Debt
60000.00
24799.60
Fannie Mae
2035-11-01
2.299000
Government Agency Debt
2663145.00
583038.62
Fannie Mae
2035-11-01
5.741000
Government Agency Debt
1180000.00
408070.44
Fannie Mae
2035-11-01
6.500000
Government Agency Debt
9477477.00
1104052.04
Fannie Mae
2035-12-01
2.272000
Government Agency Debt
3500000.00
652078.84
Fannie Mae
2035-12-01
5.500000
Government Agency Debt
2191582.00
1108158.73
Fannie Mae
2036-01-01
2.500000
Government Agency Debt
1544126.00
324915.53
Fannie Mae
2036-01-01
6.500000
Government Agency Debt
3767141.00
1291324.15
Fannie Mae
2036-02-01
2.335000
Government Agency Debt
315000.00
127230.47
Fannie Mae
2036-02-01
6.000000
Government Agency Debt
5259122.00
1128611.55
Fannie Mae
2036-02-01
6.500000
Government Agency Debt
2755506.00
1091733.62
Fannie Mae
2036-03-01
2.631000
Government Agency Debt
5549000.00
1138816.81
Fannie Mae
2036-03-01
6.500000
Government Agency Debt
2832008.00
1242686.24
Fannie Mae
2036-04-01
1.919000
Government Agency Debt
3974268.00
1270569.64
Fannie Mae
2036-04-01
2.749000
Government Agency Debt
3561000.00
848027.42
Fannie Mae
2036-04-01
5.500000
Government Agency Debt
3000000.00
1138571.16
Fannie Mae
2036-04-01
5.616000
Government Agency Debt
430000.00
160626.26
Fannie Mae
2036-04-01
6.500000
Government Agency Debt
2746192.00
1163193.13
Fannie Mae
2036-05-01
6.500000
Government Agency Debt
2852917.00
1260462.97
Fannie Mae
2036-05-01
6.500000
Government Agency Debt
3745000.00
1072550.04
Fannie Mae
2036-05-01
6.500000
Government Agency Debt
3663497.00
1064045.61
Fannie Mae
2036-06-01
5.061000
Government Agency Debt
7800000.00
1030734.92
Fannie Mae
2036-06-01
6.500000
Government Agency Debt
4708614.00
1129962.90
Fannie Mae
2036-06-01
6.500000
Government Agency Debt
2000000.00
1040336.40
Fannie Mae
2036-07-01
5.546000
Government Agency Debt
1200000.00
424936.22
Fannie Mae
2036-07-01
6.192000
Government Agency Debt
5600000.00
652263.79
Fannie Mae
2036-07-01
6.500000
Government Agency Debt
3844512.00
1290605.50
Fannie Mae
2036-07-01
6.500000
Government Agency Debt
3737347.00
1072662.19
Fannie Mae
2036-08-01
5.500000
Government Agency Debt
5000000.00
1243735.02
Fannie Mae
2036-08-01
6.150000
Government Agency Debt
1000000.00
1032402.39
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
3873990.00
1282684.95
Fannie Mae
2036-09-01
2.614000
Government Agency Debt
2504847.00
973919.81
Fannie Mae
2036-09-01
6.000000
Government Agency Debt
4246306.00
1194135.32
Fannie Mae
2036-09-01
6.000000
Government Agency Debt
3398344.00
1183436.98
Fannie Mae
2036-09-01
6.086000
Government Agency Debt
2683015.00
810120.28
Fannie Mae
2036-10-01
5.800000
Government Agency Debt
135000.00
40571.72
Fannie Mae
2036-10-01
6.219000
Government Agency Debt
440000.00
85923.02
Fannie Mae
2036-10-01
6.500000
Government Agency Debt
3469203.00
1293075.04
Fannie Mae
2036-10-01
6.500000
Government Agency Debt
3522792.00
1096384.21
Fannie Mae
2036-10-01
6.556000
Government Agency Debt
3400000.00
758134.50
Fannie Mae
2036-11-01
4.289000
Government Agency Debt
195000.00
51381.91
Fannie Mae
2036-11-01
5.767000
Government Agency Debt
25000.00
5733.14
Fannie Mae
2036-11-01
5.954000
Government Agency Debt
150000.00
21932.58
Fannie Mae
2036-11-01
6.140000
Government Agency Debt
4800000.00
1115222.45
Fannie Mae
2036-11-01
6.500000
Government Agency Debt
4006085.00
1092878.32
Fannie Mae
2036-12-01
2.546000
Government Agency Debt
1670000.00
1237631.88
Fannie Mae
2036-12-01
5.500000
Government Agency Debt
3230352.00
1148693.22
Fannie Mae
2036-12-01
6.000000
Government Agency Debt
2000000.00
1312302.63
Fannie Mae
2036-12-01
6.000000
Government Agency Debt
3613032.00
1087673.23
Fannie Mae
2036-12-01
6.500000
Government Agency Debt
3717491.00
1112736.42
Fannie Mae
2037-01-01
5.256000
Government Agency Debt
330000.00
82739.72
Fannie Mae
2037-01-01
5.577000
Government Agency Debt
30000.00
8983.89
Fannie Mae
2037-01-01
6.078000
Government Agency Debt
245000.00
126232.68
Fannie Mae
2037-01-01
6.170000
Government Agency Debt
430000.00
91882.04
Fannie Mae
2037-01-01
6.260000
Government Agency Debt
422000.00
33170.38
Fannie Mae
2037-01-01
6.279000
Government Agency Debt
4000000.00
747203.70
Fannie Mae
2037-02-01
5.391000
Government Agency Debt
1380614.00
331824.60
Fannie Mae
2037-02-01
5.500000
Government Agency Debt
2500000.00
1310160.78
Fannie Mae
2037-02-01
5.538000
Government Agency Debt
686000.00
218338.02
Fannie Mae
2037-02-01
5.779000
Government Agency Debt
465000.00
80506.00
Fannie Mae
2037-02-01
5.942000
Government Agency Debt
280000.00
32633.03
Fannie Mae
2037-02-01
6.055000
Government Agency Debt
265000.00
107640.54
Fannie Mae
2037-02-01
6.500000
Government Agency Debt
3401190.00
1315282.56
Fannie Mae
2037-03-01
5.500000
Government Agency Debt
2180000.00
1053167.94
Fannie Mae
2037-03-01
5.847000
Government Agency Debt
315406.00
130836.63
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
1825779.00
1290252.79
Fannie Mae
2037-04-01
2.791000
Government Agency Debt
1500000.00
409175.88
Fannie Mae
2037-04-01
5.521000
Government Agency Debt
4112000.00
943655.16
Fannie Mae
2037-04-01
5.638000
Government Agency Debt
100000.00
27517.73
Fannie Mae
2037-04-01
5.656000
Government Agency Debt
75000.00
21995.82
Fannie Mae
2037-05-01
5.712000
Government Agency Debt
435000.00
159428.77
Fannie Mae
2037-05-01
6.500000
Government Agency Debt
4141851.00
1271072.41
Fannie Mae
2037-06-01
5.443000
Government Agency Debt
50000.00
16850.69
Fannie Mae
2037-06-01
5.547000
Government Agency Debt
2100000.00
772430.46
Fannie Mae
2037-06-01
6.210000
Government Agency Debt
1100000.00
1172730.14
Fannie Mae
2037-06-01
7.000000
Government Agency Debt
7976071.00
1119314.16
Fannie Mae
2037-07-01
3.240000
Government Agency Debt
3001039.00
609089.79
Fannie Mae
2037-07-01
6.000000
Government Agency Debt
1958381.00
1203877.85
Fannie Mae
2037-08-01
5.778000
Government Agency Debt
400000.00
77940.57
Fannie Mae
2037-08-01
6.000000
Government Agency Debt
2815209.00
1098548.69
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
4976122.00
1311278.53
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
3075443.00
1286114.58
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
1965830.00
1282841.52
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
1146427.00
1262668.38
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
4647736.00
1233487.38
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
3423522.00
1158590.95
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
3586485.00
1109796.10
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
3523093.00
1085379.22
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
2318854.00
1075776.25
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
2687087.00
1016226.16
Fannie Mae
2037-08-01
7.000000
Government Agency Debt
5913660.00
1121679.84
Fannie Mae
2037-08-01
7.000000
Government Agency Debt
1102044.00
1043954.76
Fannie Mae
2037-09-01
5.613000
Government Agency Debt
27266.00
11434.37
Fannie Mae
2037-09-01
5.952000
Government Agency Debt
1700000.00
294115.17
Fannie Mae
2037-09-01
6.357000
Government Agency Debt
2560536.00
814513.01
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
2073906.00
1203268.16
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
2387088.00
1186697.79
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
2804474.00
1161538.76
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
3006136.00
1118602.04
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
3010242.00
1085871.48
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
3322832.00
1040053.71
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
2719875.00
1034285.30
Fannie Mae
2037-09-01
7.000000
Government Agency Debt
4706254.00
1266586.12
Fannie Mae
2037-09-01
7.000000
Government Agency Debt
1761643.00
1131116.99
Fannie Mae
2037-10-01
5.666000
Government Agency Debt
89000.00
27270.80
Fannie Mae
2037-10-01
5.787000
Government Agency Debt
255000.00
90590.36
Fannie Mae
2037-10-01
6.000000
Government Agency Debt
2348155.00
1176461.38
Fannie Mae
2037-10-01
6.222000
Government Agency Debt
3486568.00
801485.87
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
6654577.00
1131729.93
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
2105465.00
1068841.38
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
4096206.00
1266267.53
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
6144228.00
1091518.27
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
8000603.00
1075388.80
Fannie Mae
2037-11-01
6.000000
Government Agency Debt
2994209.00
1150150.08
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
3278327.00
1180142.60
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
2109740.00
1141848.11
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
4147746.00
1058231.11
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
1252945.00
1030579.37
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
3500000.00
1276001.27
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
3478570.00
1217918.59
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
2333833.00
1188874.40
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
2364379.00
1179176.93
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
5369632.00
1110959.96
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
3214521.00
1100199.91
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
2227292.00
1096783.51
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
2695469.00
1069344.71
Fannie Mae
2037-12-01
6.500000
Government Agency Debt
3404976.00
1251681.88
Fannie Mae
2037-12-01
6.500000
Government Agency Debt
2733368.00
1215035.64
Fannie Mae
2037-12-01
7.000000
Government Agency Debt
6468405.00
1280586.76
Fannie Mae
2037-12-01
7.000000
Government Agency Debt
6860462.00
1059906.41
Fannie Mae
2038-01-01
5.000000
Government Agency Debt
2739674.00
1090902.12
Fannie Mae
2038-01-01
6.000000
Government Agency Debt
2102984.00
1016221.38
Fannie Mae
2038-01-01
6.500000
Government Agency Debt
3446629.00
1230476.58
Fannie Mae
2038-01-01
7.000000
Government Agency Debt
2900155.00
1196743.30
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
3744083.00
1302363.78
Fannie Mae
2038-02-01
6.500000
Government Agency Debt
2724883.00
1276710.57
Fannie Mae
2038-02-01
6.500000
Government Agency Debt
3540969.00
1260225.23
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
7970291.00
1237799.39
Fannie Mae
2038-03-01
5.000000
Government Agency Debt
1660916.00
1022906.91
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
1742000.00
1024274.39
Fannie Mae
2038-03-01
6.000000
Government Agency Debt
1829795.00
1305163.73
Fannie Mae
2038-03-01
6.500000
Government Agency Debt
3759727.00
1096287.88
Fannie Mae
2038-03-01
6.500000
Government Agency Debt
3371871.00
1015637.52
Fannie Mae
2038-04-01
5.000000
Government Agency Debt
2064701.00
1130853.73
Fannie Mae
2038-04-01
7.000000
Government Agency Debt
3270499.00
1018915.15
Fannie Mae
2038-05-01
6.500000
Government Agency Debt
2056888.00
1064052.10
Fannie Mae
2038-05-01
7.000000
Government Agency Debt
2449960.00
1213723.56
Fannie Mae
2038-05-01
7.000000
Government Agency Debt
3629742.00
1176776.76
Fannie Mae
2038-06-01
6.000000
Government Agency Debt
2611079.00
1068289.37
Fannie Mae
2038-06-01
7.000000
Government Agency Debt
2566510.00
1102157.59
Fannie Mae
2038-08-01
5.500000
Government Agency Debt
2486628.00
1290098.84
Fannie Mae
2038-08-01
6.000000
Government Agency Debt
1993308.00
1315588.40
Fannie Mae
2038-08-01
6.500000
Government Agency Debt
3524531.00
1185259.06
Fannie Mae
2038-08-01
7.000000
Government Agency Debt
3096487.00
1241804.16
Fannie Mae
2038-08-01
7.000000
Government Agency Debt
2537972.00
1065277.60
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
2285268.00
1291255.73
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
1515224.00
1076310.47
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
1661805.00
1018414.34
Fannie Mae
2038-09-01
6.500000
Government Agency Debt
2170818.00
1147367.60
Fannie Mae
2038-09-01
6.500000
Government Agency Debt
1768725.00
1107204.15
Fannie Mae
2038-10-01
5.305000
Government Agency Debt
1548000.00
605890.47
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
2086050.00
1255539.43
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
2274098.00
1049584.79
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
1500000.00
1023856.10
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
1783489.00
1287354.03
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
1703194.00
1051313.00
Fannie Mae
2038-12-01
5.000000
Government Agency Debt
1968337.00
1301089.20
Fannie Mae
2038-12-01
6.500000
Government Agency Debt
1925778.00
1271549.38
Fannie Mae
2038-12-01
6.500000
Government Agency Debt
2334364.00
1189915.17
Fannie Mae
2038-12-01
6.500000
Government Agency Debt
2445000.00
1076776.95
Fannie Mae
2038-12-01
7.000000
Government Agency Debt
1205578.00
1244970.56
Fannie Mae
2038-12-01
7.000000
Government Agency Debt
1134455.00
1138483.60
Fannie Mae
2038-12-01
7.000000
Government Agency Debt
1584749.00
1096881.70
Fannie Mae
2039-01-01
6.500000
Government Agency Debt
2002773.00
1273316.95
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
1507977.00
1240568.05
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
2217771.00
1175293.88
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
2302815.00
1057912.88
Fannie Mae
2039-02-01
7.000000
Government Agency Debt
2060000.00
1103847.60
Fannie Mae
2039-03-01
4.500000
Government Agency Debt
1343531.00
1042319.57
Fannie Mae
2039-03-01
7.000000
Government Agency Debt
1314547.00
1301796.65
Fannie Mae
2039-04-01
4.639000
Government Agency Debt
10937036.00
999773.64
Fannie Mae
2039-05-01
6.500000
Government Agency Debt
1495625.00
1200999.05
Fannie Mae
2039-07-01
4.500000
Government Agency Debt
1534559.00
1180941.83
Fannie Mae
2039-07-01
6.500000
Government Agency Debt
1480580.00
1320506.38
Fannie Mae
2039-11-01
5.000000
Government Agency Debt
1027585.00
1066991.58
Fannie Mae
2040-01-01
4.031000
Government Agency Debt
1174900.00
1225339.51
Fannie Mae
2040-02-01
4.500000
Government Agency Debt
1310565.00
1221160.18
Fannie Mae
2040-03-01
3.872000
Government Agency Debt
1242876.00
441600.88
Fannie Mae
2040-04-01
5.000000
Government Agency Debt
1415783.00
1270216.12
Fannie Mae
2040-05-01
4.000000
Government Agency Debt
1334527.00
1317564.43
Fannie Mae
2040-05-01
6.000000
Government Agency Debt
999999.00
1099760.71
Fannie Mae
2040-05-01
6.500000
Government Agency Debt
1079717.00
1213164.36
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
1249198.00
1275005.03
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
1191400.00
1085294.83
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
1130838.00
1048964.71
Fannie Mae
2040-06-01
6.500000
Government Agency Debt
990167.00
1041895.12
Fannie Mae
2040-07-01
4.215000
Government Agency Debt
676000.00
276490.23
Fannie Mae
2040-07-01
4.272000
Government Agency Debt
597000.00
635614.76
Fannie Mae
2040-07-01
6.000000
Government Agency Debt
1028948.00
1132903.47
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
1136510.00
1075158.98
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
1084495.00
1069167.43
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
1231154.00
1261838.00
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
1000000.00
1054096.48
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
978479.00
1032505.51
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
1021101.00
1021459.88
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1331384.00
1312032.22
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1148761.00
1093270.02
Fannie Mae
2040-09-01
5.000000
Government Agency Debt
999900.00
1055424.27
Fannie Mae
2040-10-01
3.077000
Government Agency Debt
1089061.00
1112699.65
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1225000.00
1198985.15
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1203987.00
1163131.11
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1121472.00
1080913.33
Fannie Mae
2040-10-01
5.000000
Government Agency Debt
1329889.00
1062798.42
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
1104114.00
1099662.01
Fannie Mae
2040-11-01
5.000000
Government Agency Debt
1117133.00
1186105.37
Fannie Mae
2040-12-01
2.659000
Government Agency Debt
1062000.00
945661.70
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
1250000.00
1286264.93
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
1032572.00
1062379.70
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
1151207.00
1196684.15
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
1091615.00
1134530.23
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
1015659.00
1056123.70
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
1000000.00
1039881.57
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
1018483.00
1058399.23
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
1000000.00
1041147.00
Fannie Mae
2042-08-01
1.495000
Government Agency Debt
700000.00
80580.34
Fannie Mae
2044-04-01
2.385000
Government Agency Debt
1605057.00
97364.59
Fannie Mae
2044-10-01
1.495000
Government Agency Debt
600000.00
77901.13
Fannie Mae
2047-03-01
5.936000
Government Agency Debt
5162334.00
1204863.08
Fannie Mae
2047-06-01
6.044000
Government Agency Debt
5777503.00
899741.86
Fannie Mae
2048-02-01
5.500000
Government Agency Debt
2900000.00
1041762.50
Fannie Mae
2048-12-01
5.000000
Government Agency Debt
1368152.00
1095795.10
Fannie Mae
2049-08-01
5.000000
Government Agency Debt
1223896.00
1190423.73
Freddie Mac
2021-12-15
1.050000
Government Agency Debt
61000000.00
79425.15
Freddie Mac
2023-05-15
0.700000
Government Agency Debt
59490000.00
104774.67
GNMA
2039-01-20
5.500000
Government Agency Debt
7585865.00
1263152.21
GNMA
2040-06-20
4.000000
Government Agency Debt
816701.00
778438.84
GNMA
2058-08-20
0.869000
Government Agency Debt
1209754.00
954379.67
GNMA
2058-09-20
0.862000
Government Agency Debt
1100692.00
917653.87
GNMA
2058-09-20
1.660000
Government Agency Debt
1088572.00
940806.43
GNMA
2058-10-20
0.890000
Government Agency Debt
1003247.00
829043.50
GNMA
2058-10-20
6.172000
Government Agency Debt
157638.00
132493.09
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
N
300000000.00
300000000.00
0.0203
Y
300000000.00
300000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.090000%
99ETSZ007_0.0900_M110711_2M52
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2014-12-01
2.965000
Government Agency Debt
1340000.00
1368097.75
Fannie Mae
2015-03-01
4.500000
Government Agency Debt
8108662.00
1378812.67
Fannie Mae
2015-07-01
3.492000
Government Agency Debt
1300000.00
1328347.01
Fannie Mae
2017-04-01
5.000000
Government Agency Debt
5475224.00
1489653.44
Fannie Mae
2017-10-01
5.000000
Government Agency Debt
14431197.00
1522781.27
Fannie Mae
2017-12-01
5.000000
Government Agency Debt
11881905.00
1581341.08
Fannie Mae
2018-01-01
5.000000
Government Agency Debt
12258047.00
1622824.86
Fannie Mae
2018-01-01
5.000000
Government Agency Debt
11362415.00
1422173.39
Fannie Mae
2019-08-01
5.500000
Government Agency Debt
6019000.00
1417962.12
Fannie Mae
2020-06-01
4.009000
Government Agency Debt
1700000.00
1650276.43
Fannie Mae
2020-07-01
4.500000
Government Agency Debt
4150000.00
1448470.67
Fannie Mae
2021-10-01
5.500000
Government Agency Debt
2310000.00
1675116.09
Fannie Mae
2024-04-01
5.000000
Government Agency Debt
2051782.00
1557758.55
Fannie Mae
2024-07-01
4.500000
Government Agency Debt
2105000.00
1530910.24
Fannie Mae
2026-01-01
4.000000
Government Agency Debt
1300260.00
1323843.50
Fannie Mae
2026-06-01
6.000000
Government Agency Debt
5206672.00
1675944.25
Fannie Mae
2026-06-01
6.000000
Government Agency Debt
4477531.00
1419681.17
Fannie Mae
2026-07-01
7.000000
Government Agency Debt
5194675.00
1536851.54
Fannie Mae
2026-10-01
6.000000
Government Agency Debt
5000000.00
1332179.15
Fannie Mae
2026-10-01
7.000000
Government Agency Debt
5143404.00
1412224.20
Fannie Mae
2027-10-01
7.000000
Government Agency Debt
2585427.00
1331980.39
Fannie Mae
2028-05-01
5.000000
Government Agency Debt
3567599.00
1532967.38
Fannie Mae
2028-10-01
7.000000
Government Agency Debt
3253897.00
1533963.77
Fannie Mae
2028-11-01
6.000000
Government Agency Debt
19252669.00
1615145.85
Fannie Mae
2031-02-01
8.500000
Government Agency Debt
11000930.00
1328648.74
Fannie Mae
2031-04-01
4.500000
Government Agency Debt
1430000.00
1489769.80
Fannie Mae
2032-04-01
6.500000
Government Agency Debt
53747755.00
1610779.11
Fannie Mae
2032-07-01
6.500000
Government Agency Debt
46437466.00
1585485.65
Fannie Mae
2032-09-01
2.534000
Government Agency Debt
17855200.00
235515.54
Fannie Mae
2032-09-01
6.500000
Government Agency Debt
20145237.00
1674354.32
Fannie Mae
2032-10-01
6.500000
Government Agency Debt
1376666.00
1547695.81
Fannie Mae
2032-11-01
6.500000
Government Agency Debt
18806251.00
1348871.18
Fannie Mae
2033-04-01
5.500000
Government Agency Debt
10456732.00
1542798.76
Fannie Mae
2033-05-01
2.540000
Government Agency Debt
50632282.00
1407329.10
Fannie Mae
2033-07-01
5.500000
Government Agency Debt
7018000.00
1680299.09
Fannie Mae
2033-08-01
2.595000
Government Agency Debt
44906444.00
1392286.79
Fannie Mae
2033-08-01
4.500000
Government Agency Debt
4121732.00
1684742.75
Fannie Mae
2033-10-01
5.500000
Government Agency Debt
7863934.00
1627913.00
Fannie Mae
2033-10-01
5.500000
Government Agency Debt
4996197.00
1478828.37
Fannie Mae
2033-11-01
6.000000
Government Agency Debt
4556458.00
1349126.61
Fannie Mae
2034-01-01
6.230000
Government Agency Debt
6296163.00
1421647.57
Fannie Mae
2034-09-01
6.000000
Government Agency Debt
12939544.00
1585515.38
Fannie Mae
2034-11-01
5.500000
Government Agency Debt
4257226.00
1365642.09
Fannie Mae
2034-11-01
6.500000
Government Agency Debt
7480171.00
1546573.43
Fannie Mae
2035-01-01
7.000000
Government Agency Debt
10997822.00
1650778.87
Fannie Mae
2035-02-01
5.500000
Government Agency Debt
4223812.00
1670263.93
Fannie Mae
2035-03-01
2.236000
Government Agency Debt
11357000.00
1443206.79
Fannie Mae
2035-03-01
5.500000
Government Agency Debt
4658758.00
1680638.20
Fannie Mae
2035-06-01
6.000000
Government Agency Debt
6777627.00
1613228.95
Fannie Mae
2035-08-01
5.500000
Government Agency Debt
6376633.00
1643381.57
Fannie Mae
2035-09-01
2.618000
Government Agency Debt
3250000.00
1434343.05
Fannie Mae
2035-09-01
2.695000
Government Agency Debt
5100000.00
1444338.38
Fannie Mae
2035-12-01
6.000000
Government Agency Debt
3678263.00
1543565.91
Fannie Mae
2036-01-01
5.500000
Government Agency Debt
4025490.00
1495294.54
Fannie Mae
2036-01-01
6.500000
Government Agency Debt
6057155.00
1524944.39
Fannie Mae
2036-02-01
5.000000
Government Agency Debt
3468826.00
1558163.92
Fannie Mae
2036-03-01
6.500000
Government Agency Debt
1245008.00
1414096.49
Fannie Mae
2036-04-01
6.000000
Government Agency Debt
4868483.00
1565067.58
Fannie Mae
2036-05-01
6.500000
Government Agency Debt
4570309.00
1615343.97
Fannie Mae
2036-07-01
4.103000
Government Agency Debt
3856303.00
1604464.97
Fannie Mae
2036-07-01
6.500000
Government Agency Debt
4727774.00
1444630.28
Fannie Mae
2036-08-01
5.863000
Government Agency Debt
5620561.00
1474939.90
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
4472128.00
1591548.74
Fannie Mae
2036-09-01
6.500000
Government Agency Debt
5963033.00
1476188.86
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
2145607.00
1516289.92
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
4586410.00
1409396.77
Fannie Mae
2036-10-01
6.500000
Government Agency Debt
3750000.00
1619224.07
Fannie Mae
2036-10-01
6.500000
Government Agency Debt
5399835.00
1600401.56
Fannie Mae
2036-10-01
6.500000
Government Agency Debt
3488334.00
1323716.28
Fannie Mae
2036-11-01
5.500000
Government Agency Debt
3593494.00
1359597.14
Fannie Mae
2036-11-01
6.500000
Government Agency Debt
4569659.00
1324636.36
Fannie Mae
2036-12-01
6.500000
Government Agency Debt
4020332.00
1413926.30
Fannie Mae
2036-12-01
7.000000
Government Agency Debt
3016919.00
1524478.49
Fannie Mae
2037-01-01
6.000000
Government Agency Debt
3332965.00
1412507.59
Fannie Mae
2037-03-01
5.500000
Government Agency Debt
3475335.00
1369750.94
Fannie Mae
2037-03-01
6.500000
Government Agency Debt
2236481.00
1468060.49
Fannie Mae
2037-05-01
2.510000
Government Agency Debt
5630000.00
1580157.67
Fannie Mae
2037-05-01
2.621000
Government Agency Debt
4564114.00
1409514.00
Fannie Mae
2037-05-01
6.000000
Government Agency Debt
4100000.00
1612776.89
Fannie Mae
2037-05-01
6.000000
Government Agency Debt
3623328.00
1541203.30
Fannie Mae
2037-05-01
6.500000
Government Agency Debt
4888300.00
1447406.89
Fannie Mae
2037-06-01
5.500000
Government Agency Debt
2761409.00
1681080.10
Fannie Mae
2037-06-01
5.900000
Government Agency Debt
1359000.00
1412797.19
Fannie Mae
2037-07-01
6.500000
Government Agency Debt
5604508.00
1646605.93
Fannie Mae
2037-07-01
6.500000
Government Agency Debt
2550110.00
1470789.43
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
3431002.00
1481579.51
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
2925000.00
1468236.25
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
3302304.00
1450885.13
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
5066872.00
1394651.82
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
3621418.00
1379413.47
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
4457338.00
1325044.63
Fannie Mae
2037-09-01
5.931000
Government Agency Debt
19172530.00
1665795.49
Fannie Mae
2037-09-01
6.000000
Government Agency Debt
4308967.00
1408926.62
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
7603548.00
1546193.17
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
3648623.00
1544356.52
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
1952135.00
1447254.45
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
3269964.00
1437840.28
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
3776239.00
1414697.86
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
4026687.00
1375507.12
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
2357549.00
1364668.51
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
3000000.00
1358132.81
Fannie Mae
2037-09-01
7.000000
Government Agency Debt
3000085.00
1447694.91
Fannie Mae
2037-10-01
5.796000
Government Agency Debt
5453570.00
1686892.07
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
3332590.00
1500081.33
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
6831663.00
1338206.66
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
6399218.00
1508166.63
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
3999946.00
1400484.63
Fannie Mae
2037-11-01
6.000000
Government Agency Debt
2884673.00
1439796.78
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
1556217.00
1530162.17
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
3376000.00
1517241.03
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
3231933.00
1515722.82
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
5400000.00
1510605.47
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
3901850.00
1394470.23
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
1362373.00
543376.61
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
4446887.00
1543131.26
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
3913579.00
1424038.47
Fannie Mae
2037-12-01
2.502000
Government Agency Debt
35772470.00
1561078.06
Fannie Mae
2037-12-01
6.000000
Government Agency Debt
2502040.00
1375984.16
Fannie Mae
2037-12-01
6.500000
Government Agency Debt
4663550.00
1573469.21
Fannie Mae
2037-12-01
7.000000
Government Agency Debt
4241654.00
1503320.55
Fannie Mae
2037-12-01
7.000000
Government Agency Debt
5340862.00
1411849.05
Fannie Mae
2038-01-01
6.500000
Government Agency Debt
6611000.00
1417634.50
Fannie Mae
2038-01-01
6.500000
Government Agency Debt
2370000.00
1408868.64
Fannie Mae
2038-01-01
7.000000
Government Agency Debt
5362869.00
1371873.64
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
3507067.00
1598250.10
Fannie Mae
2038-02-01
6.500000
Government Agency Debt
3125193.00
1452571.54
Fannie Mae
2038-02-01
6.500000
Government Agency Debt
3533493.00
1384225.25
Fannie Mae
2038-02-01
6.500000
Government Agency Debt
2871253.00
1370215.38
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
8696463.00
1670951.00
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
4611678.00
1656816.11
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
9917360.00
1357359.50
Fannie Mae
2038-03-01
5.000000
Government Agency Debt
3358215.00
1401200.25
Fannie Mae
2038-03-01
6.500000
Government Agency Debt
4041489.00
1604489.05
Fannie Mae
2038-04-01
4.500000
Government Agency Debt
2275034.00
1506454.20
Fannie Mae
2038-04-01
6.500000
Government Agency Debt
4961957.00
1333903.86
Fannie Mae
2038-04-01
7.000000
Government Agency Debt
3365959.00
1337466.60
Fannie Mae
2038-05-01
2.533000
Government Agency Debt
2549000.00
1633663.39
Fannie Mae
2038-05-01
5.000000
Government Agency Debt
4354891.00
1535824.54
Fannie Mae
2038-05-01
7.000000
Government Agency Debt
6269596.00
1422784.15
Fannie Mae
2038-06-01
6.500000
Government Agency Debt
6456656.00
1506872.53
Fannie Mae
2038-07-01
6.500000
Government Agency Debt
2559978.00
1325017.28
Fannie Mae
2038-07-01
7.000000
Government Agency Debt
5160632.00
1466758.38
Fannie Mae
2038-08-01
6.500000
Government Agency Debt
4782129.00
1426246.03
Fannie Mae
2038-08-01
6.500000
Government Agency Debt
3134516.00
1391830.97
Fannie Mae
2038-08-01
7.000000
Government Agency Debt
2450633.00
1500563.67
Fannie Mae
2038-08-01
7.000000
Government Agency Debt
2729421.00
1444918.80
Fannie Mae
2038-08-01
7.000000
Government Agency Debt
4192678.00
1403291.12
Fannie Mae
2038-08-01
7.000000
Government Agency Debt
4840087.00
1395358.74
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
4897712.00
1635322.95
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
1975237.00
1393135.42
Fannie Mae
2038-09-01
6.500000
Government Agency Debt
3758341.00
1348101.24
Fannie Mae
2038-09-01
7.000000
Government Agency Debt
4916249.00
1453590.21
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
2413870.00
1348793.77
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
5861251.00
1570414.32
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
4149040.00
1533713.27
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
3055000.00
1466815.60
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
6066524.00
1455952.85
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
2817258.00
1447047.87
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
15870040.00
1517743.54
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
2681316.00
1436013.07
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
2384877.00
1408306.73
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
2942783.00
1406212.49
Fannie Mae
2038-12-01
5.000000
Government Agency Debt
2804098.00
1513807.77
Fannie Mae
2039-01-01
5.500000
Government Agency Debt
2574901.00
1495949.38
Fannie Mae
2039-01-01
6.500000
Government Agency Debt
2039603.00
1430777.46
Fannie Mae
2039-01-01
6.500000
Government Agency Debt
2845970.00
1362973.65
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
11002367.00
1571417.03
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
3012136.00
1513140.93
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
1491832.00
1420564.93
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
5293507.00
1330061.79
Fannie Mae
2039-02-01
4.000000
Government Agency Debt
1925339.00
1573295.81
Fannie Mae
2039-02-01
7.000000
Government Agency Debt
4860644.00
1543914.40
Fannie Mae
2039-03-01
6.500000
Government Agency Debt
2398649.00
1549624.33
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
2930641.00
1675672.99
Fannie Mae
2039-05-01
4.500000
Government Agency Debt
1795000.00
1647388.19
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
2761825.00
1454487.64
Fannie Mae
2039-09-01
3.835000
Government Agency Debt
2041570.00
1408529.06
Fannie Mae
2039-10-01
6.000000
Government Agency Debt
1608659.00
1521867.37
Fannie Mae
2039-10-01
6.000000
Government Agency Debt
1614000.00
1419257.59
Fannie Mae
2039-11-01
5.000000
Government Agency Debt
1742945.00
1684790.43
Fannie Mae
2039-11-01
6.000000
Government Agency Debt
1529128.00
1657833.39
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
1685067.00
1617819.44
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
1327225.00
1356462.59
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
1623881.00
1577093.18
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
1373886.00
1447938.15
Fannie Mae
2040-07-01
4.000000
Government Agency Debt
1413162.00
1326550.09
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
1510190.00
1598888.28
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
1325283.00
1379717.01
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
1574508.00
1660148.97
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
1490706.00
1573912.74
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
1600000.00
1520505.36
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
1924287.00
1454549.29
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1639016.00
1626264.36
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1500000.00
1434958.45
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1617118.00
1395577.24
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1720744.00
1674483.10
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1687230.00
1661028.75
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1488563.00
1463742.14
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
1500000.00
1491938.06
Fannie Mae
2041-01-01
2.928000
Government Agency Debt
1450000.00
1353819.75
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
1586426.00
1584023.88
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
1535753.00
1529162.45
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
1413802.00
1405267.92
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
1464347.00
1464343.04
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
1422921.00
1477310.18
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
1292911.00
1340773.74
Fannie Mae
2048-01-01
5.000000
Government Agency Debt
2929239.00
1495416.61
GNMA
2058-07-20
0.885000
Government Agency Debt
1931327.00
1590928.92
GNMA
2058-12-20
0.896000
Government Agency Debt
1758867.00
1434563.87
GNMA
2061-01-20
1.660000
Government Agency Debt
1416251.00
1395438.74
GNMA
2061-04-20
2.158900
Government Agency Debt
1616716.00
1651657.68
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
N
300000000.00
300000000.00
0.0203
Y
300000000.00
300000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.110000%
99ETSZ007_0.1100_M110705_2M52
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-06-01
4.500000
Government Agency Debt
27165253.00
23330340.69
Fannie Mae
2025-11-01
4.000000
Government Agency Debt
27778883.00
27033083.23
Fannie Mae
2038-06-01
6.500000
Government Agency Debt
97401009.00
27491917.46
Fannie Mae
2040-05-01
6.500000
Government Agency Debt
15293573.00
14721936.61
Freddie Mac
2039-03-01
7.000000
Government Agency Debt
251412111.00
249999999.28
Freddie Mac
2039-12-01
5.500000
Government Agency Debt
117703263.00
99422723.53
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
425000000.00
425000000.00
0.0288
N
425000000.00
425000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
99ETSZ007_0.1200_M110708_2M52
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-02-01
4.000000
Government Agency Debt
6000000.00
6091652.44
Fannie Mae
2030-04-01
7.000000
Government Agency Debt
59527067.00
5921748.86
Fannie Mae
2031-02-01
2.734000
Government Agency Debt
24699353.00
5851229.83
Fannie Mae
2033-10-01
2.932000
Government Agency Debt
46426196.00
5991077.91
Fannie Mae
2033-12-01
2.484000
Government Agency Debt
32318530.00
4662682.13
Fannie Mae
2034-11-01
2.680000
Government Agency Debt
24000000.00
5927250.09
Fannie Mae
2034-12-01
2.405000
Government Agency Debt
19692061.00
6186985.18
Fannie Mae
2035-02-01
2.450000
Government Agency Debt
7579363.00
6006782.39
Fannie Mae
2036-02-01
2.256000
Government Agency Debt
35233546.00
5851564.14
Fannie Mae
2036-05-01
2.538000
Government Agency Debt
20661137.00
5838149.51
Fannie Mae
2036-06-01
3.410000
Government Agency Debt
15470034.00
5734253.74
Fannie Mae
2036-11-01
5.942000
Government Agency Debt
20015792.00
5817788.77
Fannie Mae
2037-03-01
5.687000
Government Agency Debt
22716712.00
6040687.26
Fannie Mae
2037-06-01
6.500000
Government Agency Debt
17355714.00
5971657.75
Fannie Mae
2037-07-01
6.500000
Government Agency Debt
14198386.00
6077323.47
Fannie Mae
2037-08-01
5.830000
Government Agency Debt
20054404.00
5982214.27
Fannie Mae
2037-09-01
6.500000
Government Agency Debt
22876683.00
5883195.45
Fannie Mae
2037-10-01
6.036000
Government Agency Debt
20020495.00
6052347.22
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
13672988.00
5797048.52
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
12854682.00
5883509.13
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
19278373.00
5741596.37
Fannie Mae
2037-12-01
5.500000
Government Agency Debt
24023685.00
5963154.79
Fannie Mae
2038-02-01
6.500000
Government Agency Debt
15813367.00
5856016.59
Fannie Mae
2038-03-01
4.575000
Government Agency Debt
10742482.00
5994320.34
Fannie Mae
2038-03-01
4.925000
Government Agency Debt
12000000.00
5780788.24
Fannie Mae
2038-04-01
6.500000
Government Agency Debt
22456720.00
5923893.05
Fannie Mae
2038-08-01
6.000000
Government Agency Debt
9554498.00
5750082.49
Fannie Mae
2038-08-01
6.500000
Government Agency Debt
15232647.00
5895585.50
Fannie Mae
2038-08-01
6.500000
Government Agency Debt
18360837.00
5755724.59
Fannie Mae
2038-08-01
7.000000
Government Agency Debt
21204047.00
5835208.97
Fannie Mae
2038-09-01
4.121000
Government Agency Debt
14912265.00
6158099.69
Fannie Mae
2038-09-01
4.905000
Government Agency Debt
22000000.00
5876667.29
Fannie Mae
2038-09-01
6.500000
Government Agency Debt
15068919.00
6050089.35
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
13918959.00
6050684.06
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
22780999.00
5988998.53
Fannie Mae
2039-02-01
6.500000
Government Agency Debt
9903433.00
6033663.23
Fannie Mae
2039-10-01
6.500000
Government Agency Debt
6876499.00
6148829.40
Fannie Mae
2039-11-01
3.767000
Government Agency Debt
6440000.00
6016066.58
Fannie Mae
2040-03-01
3.525000
Government Agency Debt
9140000.00
5957201.01
Fannie Mae
2040-11-01
3.051000
Government Agency Debt
6848000.00
6156319.20
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
6105333.00
5995106.46
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
5814094.00
5751268.50
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
5978673.00
6002275.56
Fannie Mae
2047-12-01
5.440000
Government Agency Debt
22437116.00
5749212.92
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
N
250000000.00
250000000.00
0.0169
Y
250000000.00
250000000.00
Fannie Mae
Fannie Mae 0.420000%
313588HT5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
75000000.00
74996500.00
0.0051
N
74999925.00
74999925.00
Fannie Mae
Fannie Mae 0.120000%
313588KT1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
N
150000000.00
149973999.99
0.0102
N
149997900.00
149997900.00
Fannie Mae
Fannie Mae 0.160000%
313588LK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
50000000.00
49984888.89
0.0034
N
49998100.00
49998100.00
Fannie Mae
Fannie Mae 0.130000%
313588ME2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
150000000.00
149952875.01
0.0102
N
149992800.00
149992800.00
Fannie Mae
Fannie Mae 0.130100%
313588ME2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
50000000.00
49984291.67
0.0034
N
49997600.00
49997600.00
Fannie Mae
Fannie Mae 0.125000%
313588NL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-26
2011-10-26
N
N
N
34705000.00
34690901.09
0.0024
N
34701598.91
34701598.91
Fannie Mae
Fannie Mae 0.130000%
313588PY5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
150000000.00
149917125.00
0.0102
N
149949000.00
149949000.00
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
49962666.67
0.0034
N
49973350.00
49973350.00
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
149875000.02
0.0102
N
149916750.00
149916750.00
Fannie Mae
Fannie Mae 0.122500%
31381Q2E5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
86341000.00
86331892.22
0.0058
N
86334860.21
86334860.21
Fannie Mae
Fannie Mae 0.122500%
31381Q2F2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
149236000.00
149220257.66
0.0101
N
149225387.68
149225387.68
Fannie Mae
Fannie Mae 0.122500%
31381Q2H8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
37500000.00
37496044.27
0.0025
N
37497333.34
37497333.34
Fannie Mae
Fannie Mae 0.122500%
31381Q2J4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
59028000.00
59021773.36
0.0040
N
59023802.46
59023802.46
Fannie Mae
Fannie Mae 0.122500%
31381Q2K1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
111920000.00
111908193.99
0.0076
N
111912041.26
111912041.26
Fannie Mae
Fannie Mae 0.135000%
31381Q2X3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
15750000.00
15748169.06
0.0011
N
15748880.00
15748880.00
Fannie Mae
Fannie Mae 0.135000%
31381Q2Z8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
49250000.00
49244274.69
0.0033
N
49246497.78
49246497.78
Fannie Mae
Fannie Mae 0.123800%
31381Q3T1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
140000000.00
139985081.26
0.0095
N
139990044.46
139990044.46
Fannie Mae
Fannie Mae 0.122500%
31381Q4P8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
201275000.00
201253768.26
0.0136
N
201260687.13
201260687.13
Fannie Mae
Fannie Mae 0.120000%
31381Q4Q6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
39500000.00
39495918.34
0.0027
N
39497191.12
39497191.12
Fannie Mae
Fannie Mae 0.137500%
31381Q6T8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
10497000.00
10495757.13
0.0007
N
10496253.55
10496253.55
Fannie Mae
Fannie Mae 0.125000%
31381Q6U5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
23862964.00
23860395.42
0.0016
N
23861267.08
23861267.08
Fannie Mae
Fannie Mae 0.137500%
31381Q6X9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
185985000.00
185962978.89
0.0126
N
185971774.42
185971774.42
Fannie Mae
Fannie Mae 0.260000%
31381QGC4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
18235000.00
18230917.38
0.0012
N
18233703.29
18233703.29
Fannie Mae
Fannie Mae 0.165000%
31381QN51
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
31250000.00
31250000.00
0.0021
N
31249965.28
31249965.28
Fannie Mae
Fannie Mae 0.150000%
31381QQ74
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
10000000.00
10000000.00
0.0007
N
9999988.89
9999988.89
Fannie Mae
Fannie Mae 0.150000%
31381QQ82
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
100000000.00
100000000.00
0.0068
N
99999888.90
99999888.90
Fannie Mae
Fannie Mae 0.150000%
31381QQ90
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
72400000.00
72400000.00
0.0049
N
72399919.56
72399919.56
Fannie Mae
Fannie Mae 0.160000%
31381QRW8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
89000000.00
89000000.00
0.0060
N
88999901.12
88999901.12
Fannie Mae
Fannie Mae 0.165000%
31381QVH6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
175000000.00
175000000.00
0.0119
N
174999805.58
174999805.58
Fannie Mae
Fannie Mae 0.150000%
31381QVK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
67883980.00
67883980.00
0.0046
N
67883904.58
67883904.58
Fannie Mae
Fannie Mae 0.152500%
31381QWB8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
37415000.00
37415000.00
0.0025
N
37414958.43
37414958.43
Fannie Mae
Fannie Mae 0.152500%
31381QWC6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
59529000.00
59529000.00
0.0040
N
59528933.86
59528933.86
Fannie Mae
Fannie Mae 0.152500%
31381QWD4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
27287000.00
27287000.00
0.0018
N
27286969.68
27286969.68
Fannie Mae
Fannie Mae 0.125000%
31381RAE4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
131696500.00
131682324.35
0.0089
N
131687134.93
131687134.93
Fannie Mae
Fannie Mae 0.090000%
31381RDD3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
83515000.00
83502055.18
0.0057
N
83498923.36
83498923.36
Fannie Mae
Fannie Mae 0.110000%
31381RJH8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
99367000.00
99348175.48
0.0067
N
99347871.85
99347871.85
Fannie Mae
Fannie Mae 0.110000%
31381RJJ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
315835000.00
315775166.83
0.0214
N
315774201.76
315774201.76
Fannie Mae
Fannie Mae 0.110000%
31381RJK1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
17936000.00
17932602.12
0.0012
N
17932547.32
17932547.32
Fannie Mae
Fannie Mae 0.122500%
31381RLD4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
31226000.00
31216012.02
0.0021
N
31214463.74
31214463.74
Fannie Mae
Fannie Mae 0.125000%
31381RNU4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
89000000.00
88970951.39
0.0060
N
88967119.48
88967119.48
Fannie Mae
Fannie Mae 0.125000%
31381RP57
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
175000000.00
174942881.93
0.0119
N
174935347.30
174935347.30
Fannie Mae
Fannie Mae 0.125000%
31381RP73
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
67718735.00
67696632.36
0.0046
N
67693716.72
67693716.72
Fannie Mae
Fannie Mae 0.125000%
31381RQX5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
35176000.00
35164518.94
0.0024
N
35163004.44
35163004.44
Fannie Mae
Fannie Mae 0.125000%
31381RSM7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
83339600.00
83330629.41
0.0056
N
83333673.64
83333673.64
Fannie Mae
Fannie Mae 0.205800%
31398A3F7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-23
2012-08-23
N
N
N
100000000.00
99965150.20
0.0068
N
100103400.00
100103400.00
Fannie Mae
Fannie Mae 0.270000%
31398A6V9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2012-12-03
N
N
N
150000000.00
149956883.88
0.0102
N
150226050.00
150226050.00
Fannie Mae
Fannie Mae 0.099600%
31398AG22
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-11
2011-08-11
N
N
N
300000000.00
299981858.52
0.0203
N
300009900.00
300009900.00
Fannie Mae
Fannie Mae 0.145800%
31398AL67
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-19
2011-09-19
N
N
N
50000000.00
49995628.41
0.0034
N
50008500.00
50008500.00
Fannie Mae
Fannie Mae 3.625000%
31398ATL6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
N
300000000.00
301311631.56
0.0204
N
301301100.00
301301100.00
Farm Credit System
Farm Credit System 0.210000%
313312JP6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
N
6000000.00
5999160.00
0.0004
N
5999958.00
5999958.00
Federal Home Loan Bank
Federal Home Loan Bank 0.300000%
313371HK5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
N
75000000.00
74998747.46
0.0051
N
75064200.00
75064200.00
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
313372EV2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2012-01-13
N
N
N
100000000.00
99989152.88
0.0068
N
100021100.00
100021100.00
Federal Home Loan Bank
Federal Home Loan Bank 0.195000%
313372GF5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2012-07-24
N
N
N
75000000.00
74979812.17
0.0051
N
75042300.00
75042300.00
Federal Home Loan Bank
Federal Home Loan Bank 0.200000%
313372JG0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
200350000.00
200356383.55
0.0136
N
200372238.85
200372238.85
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
99998232.88
0.0068
N
100037300.00
100037300.00
Federal Home Loan Bank
Federal Home Loan Bank 0.190000%
313372M68
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
N
N
125000000.00
124994696.13
0.0085
N
125018750.00
125018750.00
Federal Home Loan Bank
Federal Home Loan Bank 0.190000%
3133732C5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
100000000.00
99989003.64
0.0068
N
100034900.00
100034900.00
Federal Home Loan Bank
Federal Home Loan Bank 0.350000%
313374GZ7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-20
2012-07-20
N
N
N
100000000.00
100000000.00
0.0068
N
99912700.00
99912700.00
Federal Home Loan Bank
Federal Home Loan Bank 0.375000%
313374K90
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-24
2012-07-24
N
N
N
50000000.00
50000000.00
0.0034
N
49938350.00
49938350.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384JB6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
150000000.00
149993499.99
0.0102
N
149999550.00
149999550.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384JY6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
50000000.00
49994958.33
0.0034
N
49999550.00
49999550.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384KA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
150000000.00
149983958.34
0.0102
N
149998500.00
149998500.00
Federal Home Loan Bank
Federal Home Loan Bank 0.138000%
3133XWNK1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
N
150000000.00
149997076.92
0.0102
N
150000600.00
150000600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.091000%
3133XWQP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
N
100000000.00
99996989.00
0.0068
N
100003700.00
100003700.00
Federal Home Loan Bank
Federal Home Loan Bank 0.091000%
3133XWRM3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-25
2011-08-25
N
N
N
110000000.00
109978818.55
0.0075
N
110005610.00
110005610.00
Federal Home Loan Bank
Federal Home Loan Bank 0.096000%
3133XWRZ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-08-01
N
N
N
150000000.00
149996142.03
0.0102
N
150002400.00
150002400.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
3133XWXV6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-12
2011-08-12
N
N
N
100000000.00
99995353.84
0.0068
N
100003500.00
100003500.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
3133XWZP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-12
2011-08-12
N
N
N
100000000.00
99984863.74
0.0068
N
100000800.00
100000800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.149600%
3134G13Z5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-10
2012-08-10
N
N
N
100000000.00
99955147.02
0.0068
N
100122600.00
100122600.00
Freddie Mac
Freddie Mac 0.145600%
3128X9ZJ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-16
2012-02-16
N
N
N
100000000.00
99974605.48
0.0068
N
100034900.00
100034900.00
Freddie Mac
Freddie Mac 0.240000%
313396JQ7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
N
150000000.00
149975000.01
0.0102
N
149998950.00
149998950.00
Freddie Mac
Freddie Mac 0.150000%
313396JR5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
N
150000000.00
149983749.99
0.0102
N
149998950.00
149998950.00
Freddie Mac
Freddie Mac 0.160000%
313396KE2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
N
68000000.00
67988213.33
0.0046
N
67999252.00
67999252.00
Freddie Mac
Freddie Mac 0.070000%
313396KH5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-12
2011-08-12
N
N
N
400000000.00
399967333.36
0.0271
N
399995200.00
399995200.00
Freddie Mac
Freddie Mac 0.110000%
313396LK7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
46944000.00
46934246.08
0.0032
N
46942216.13
46942216.13
Freddie Mac
Freddie Mac 0.090000%
313396MA8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
N
N
200000000.00
199958500.00
0.0135
N
199990800.00
199990800.00
Freddie Mac
Freddie Mac 0.090000%
313396MJ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-30
2011-09-30
N
N
N
150000000.00
149965875.00
0.0102
N
149992350.00
149992350.00
Freddie Mac
Freddie Mac 0.100000%
313396MQ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
N
200000000.00
199946111.12
0.0135
N
199983800.00
199983800.00
Freddie Mac
Freddie Mac 0.170000%
313396ND1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
N
53000000.00
52972469.44
0.0036
N
52995124.00
52995124.00
Freddie Mac
Freddie Mac 0.100000%
313396QF3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
100000000.00
99955555.56
0.0068
N
99964500.00
99964500.00
Freddie Mac
Freddie Mac 0.100000%
313396QG1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
200000000.00
199910555.56
0.0135
N
199928400.00
199928400.00
Freddie Mac
Freddie Mac 0.100000%
313396SE4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
N
5000000.00
4997125.00
0.0003
N
4997125.00
4997125.00
Freddie Mac
Freddie Mac 0.139500%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-11
2012-05-10
N
N
N
150000000.00
150000000.00
0.0102
N
150150000.00
150150000.00
Freddie Mac
Freddie Mac 0.230000%
3134G1EL4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-11-21
N
N
N
100000000.00
99984178.84
0.0068
N
100048700.00
100048700.00
Freddie Mac
Freddie Mac 0.160400%
3134G1QD9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-03
2012-04-03
N
N
N
200000000.00
199938414.12
0.0135
N
200088600.00
200088600.00
Freddie Mac
Freddie Mac 0.169600%
3134G1RQ9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-11
2012-05-11
N
N
N
100000000.00
99956866.20
0.0068
N
100057100.00
100057100.00
Freddie Mac
Freddie Mac 0.140200%
3134G2DM1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-04
2013-02-04
N
N
N
200000000.00
199837192.60
0.0135
N
199955600.00
199955600.00
Freddie Mac
Freddie Mac 0.135300%
3134G2MJ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-17
2013-06-17
N
N
N
150000000.00
149851121.97
0.0102
N
149975100.00
149975100.00
Freddie Mac
Freddie Mac 5.250000%
3137EAAF6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
N
75900000.00
76083562.63
0.0052
N
76086865.80
76086865.80
Goldman Sachs & Co
Goldman Sachs & Co 0.030000%
38399H002_0.0300_M110701_2M52
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-06-25
0.765800
Government Agency Debt
100180340.00
98607757.91
GNMA
2038-02-20
2.500000
Government Agency Debt
12665000.00
12475095.83
GNMA
2039-12-16
6.250000
Government Agency Debt
47858593.00
46417147.00
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
150000000.00
150000000.00
0.0102
N
150000000.00
150000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.050000%
06399U000_0.0500_M110701_2M52
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-06-25
3.763000
Government Agency Debt
28499416.00
28088206.63
Freddie Mac
2039-03-15
2.750000
Government Agency Debt
200000000.00
195839636.39
Freddie Mac
2041-06-15
4.000000
Government Agency Debt
96303864.00
95429831.53
GNMA
2038-10-20
2.500000
Government Agency Debt
200000000.00
195642325.68
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
500000000.00
500000000.00
0.0339
N
500000000.00
500000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.050000%
55799C003_0.0500_M110701_2M52
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
1691710.00
1690861.18
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
44505913.00
13676598.91
Fannie Mae
2036-10-01
6.500000
Government Agency Debt
40958905.00
14062267.48
Fannie Mae
2037-01-01
6.500000
Government Agency Debt
30546589.00
14111755.84
Fannie Mae
2037-04-01
6.000000
Government Agency Debt
32879018.00
14073277.98
Fannie Mae
2038-07-01
6.000000
Government Agency Debt
6714431.00
3648736.27
Fannie Mae
2038-08-01
6.500000
Government Agency Debt
28100000.00
13261762.52
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
15105171.00
13793349.86
Fannie Mae
2047-09-01
6.500000
Government Agency Debt
48429473.00
13681390.44
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
100000000.00
100000000.00
0.0068
N
100000000.00
100000000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.200000%
86257GWM1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49998611.11
0.0034
N
49999500.00
49999500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GXA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
24118000.00
24116727.11
0.0016
N
24117276.46
24117276.46
Straight A Funding, LLC
Straight A Funding, LLC 0.170000%
86257GXP3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
60000000.00
59988950.00
0.0041
N
59992200.00
59992200.00
Straight A Funding, LLC
Straight A Funding, LLC 0.170000%
86257GXT5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49990555.56
0.0034
N
49993500.00
49993500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.160000%
86257GYA5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49988222.22
0.0034
N
49989500.00
49989500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.160000%
86257GYQ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
80000000.00
79977600.00
0.0054
N
79977600.00
79977600.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JXF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49997097.22
0.0034
N
49998500.00
49998500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.170000%
86257JYE1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-19
2011-08-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
41558000.00
41548383.94
0.0028
N
41550519.56
41550519.56
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257KYF5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
60000000.00
59990100.00
0.0041
N
59993400.00
59993400.00
Straight A Funding, LLC
Straight A Funding, LLC 0.200000%
86257L2L5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
31087000.00
31085963.77
0.0021
N
31086378.26
31086378.26
Straight A Funding, LLC
Straight A Funding, LLC 0.200000%
86257L2R2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49998055.55
0.0034
N
49999000.00
49999000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.200000%
86257L2V3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
130000000.00
129992777.77
0.0088
N
129996100.00
129996100.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257L3S9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50074000.00
50065487.42
0.0034
N
50068491.86
50068491.86
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257L3U4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
100000000.00
99982500.00
0.0068
N
99989000.00
99989000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.170000%
86257L3Y6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
100000000.00
99982055.56
0.0068
N
99987000.00
99987000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.170000%
86257L4M1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25000000.00
24995277.78
0.0017
N
24996750.00
24996750.00
Straight A Funding, LLC
Straight A Funding, LLC 0.160000%
86257L5L2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25000000.00
24991888.89
0.0017
N
24991000.00
24991000.00
United States Treasury Department
United States Treasury Department 0.025000%
9127953L3
Treasury Debt
N
First Tier Security
N/A
N/A
2011-09-29
2011-09-29
N
N
N
250000000.00
249984376.10
0.0169
N
249993750.00
249993750.00
United States Treasury Department
United States Treasury Department 1.375000%
912828KC3
Treasury Debt
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
100000000.00
100637903.44
0.0068
N
100785200.00
100785200.00
United States Treasury Department
United States Treasury Department 1.000000%
912828LG3
Treasury Debt
N
First Tier Security
N/A
N/A
2011-07-31
2011-07-31
N
N
N
175000000.00
175115560.34
0.0119
N
175164150.00
175164150.00
United States Treasury Department
United States Treasury Department 1.000000%
912828LV0
Treasury Debt
N
First Tier Security
N/A
N/A
2011-08-31
2011-08-31
N
N
N
375000000.00
375522207.30
0.0254
N
375644625.00
375644625.00