0001145549-11-003307.txt : 20110429
0001145549-11-003307.hdr.sgml : 20110429
20110307130100
ACCESSION NUMBER: 0001145549-11-003307
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110228
FILED AS OF DATE: 20110307
DATE AS OF CHANGE: 20110307
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS
CENTRAL INDEX KEY: 0000857156
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 11667638
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
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000012384
Select Shares
SWBXX
C000012385
Institutional Shares
SWAXX
C000038267
Institutional Prime Shares
SNAXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2011-02-28
0000857156
S000004508
4
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
Prime
46
73
21140269472.20
7383778.47
985127.07
21146668123.60
0.0032
1.0000
2011-02-28
1.0000
2011-02-28
C000012383
25000.00
14525386427.65
1.00
-401197155.78
175211512.81
576408668.59
0.0001
1.0000
2011-02-28
1.0000
2011-02-28
C000012384
1000000.00
2468573147.22
1.00
-74847830.39
54294753.25
129142583.64
0.0001
1.0000
2011-02-28
1.0000
2011-02-28
C000012385
3000000.00
2153179760.07
1.00
8093675.75
136190730.36
128097054.61
0.0008
1.0000
2011-02-28
1.0000
2011-02-28
C000038267
10000000.00
1999528788.66
1.00
-53155828.11
93017183.08
146173011.19
0.0011
1.0000
2011-02-28
1.0000
2011-02-28
Alpine Securitization Corp
Alpine Securitization Corp 0.190000%
02086MQ15
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
15000000.00
15000000.00
0.0007
N
15000000.00
15000000.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.290000%
03221KRF1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-15
2011-04-15
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
75000000.00
74972812.50
0.0035
N
74972250.00
74972250.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.290000%
03221KRR5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-25
2011-04-25
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
55000000.00
54975631.94
0.0026
N
54974700.00
54974700.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.290000%
03221KRT1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-27
2011-04-27
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
17000000.00
16992194.17
0.0008
N
16991840.00
16991840.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.290000%
03221KR79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
25000000.00
24992548.61
0.0012
N
24992500.00
24992500.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.510000%
04014BQE4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-14
2011-03-14
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
21000000.00
20996132.50
0.0010
N
20997900.00
20997900.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.510000%
04014BQ20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
31000000.00
30999560.83
0.0015
N
30999690.00
30999690.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.310000%
04014BR78
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
62000000.00
61980246.11
0.0029
N
61981400.00
61981400.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.470000%
04014BUS8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
28000000.00
27946263.33
0.0013
N
27950720.00
27950720.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.290000%
04915UQB8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
63000000.00
62994925.00
0.0030
N
62996850.00
62996850.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.300000%
04915UQ36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-03
2011-03-03
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
198000000.00
197996700.01
0.0094
N
197998020.00
197998020.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.290000%
04915UQ77
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
12000000.00
11999420.00
0.0006
N
11999640.00
11999640.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.370000%
04915UT90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-09
2011-06-09
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
50000000.00
49948611.11
0.0024
N
49968000.00
49968000.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3UF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
32000000.00
31950435.55
0.0015
N
31962560.00
31962560.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3UL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
9000000.00
8985547.50
0.0004
N
8988750.00
8988750.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UUE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
33000000.00
32949262.50
0.0016
N
32961720.00
32961720.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UUF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
45000000.00
44930300.00
0.0021
N
44947350.00
44947350.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UUR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
31000000.00
30948453.89
0.0015
N
30958770.00
30958770.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.300000%
1373X3QB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
16000000.00
15998666.67
0.0008
N
15998720.00
15998720.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3QB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
34000000.00
33997450.00
0.0016
N
33997280.00
33997280.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.300000%
1373X3Q83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-08
2011-03-08
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
9000000.00
8999475.00
0.0004
N
8999460.00
8999460.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3UF2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
212000000.00
211639600.00
0.0100
N
211662920.00
211662920.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3US4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
8000000.00
7985300.00
0.0004
N
7985920.00
7985920.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963UQB5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9999361.11
0.0005
N
9999500.00
9999500.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17177MUL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
125000000.00
124799270.83
0.0059
N
124843750.00
124843750.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.230000%
30603BQF3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-15
2011-03-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
41000000.00
40996332.78
0.0019
N
40996720.00
40996720.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.220000%
30603BQV8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-29
2011-03-29
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
30000000.00
29994866.66
0.0014
N
29995500.00
29995500.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.240000%
30603BQ14
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
50000000.00
0.0024
N
50000000.00
50000000.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.280000%
3686M1QB5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
100000000.00
99992222.22
0.0047
N
99992000.00
99992000.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.280000%
3686M1Q90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-09
2011-03-09
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
50000000.00
49996888.89
0.0024
N
49997000.00
49997000.00
Grampian Funding, LLC
Grampian Funding, LLC 0.500000%
38501CQF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-15
2011-03-15
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
68000000.00
67986777.78
0.0032
N
67995920.00
67995920.00
Market Street Funding Corp
Market Street Funding Corp 0.290000%
5705X5QA2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-10
2011-03-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
24000000.00
23998260.00
0.0011
N
23998800.00
23998800.00
Market Street Funding Corp
Market Street Funding Corp 0.290000%
5705X5Q79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
28187000.00
28185637.63
0.0013
N
28185872.52
28185872.52
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.310000%
65409SQ19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
10000000.00
10000000.00
0.0005
N
9999900.00
9999900.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.300000%
65409SRF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-15
2011-04-15
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
32000000.00
31988000.00
0.0015
N
31988800.00
31988800.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.300000%
65409SR67
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-06
2011-04-06
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
31000000.00
30990700.00
0.0015
N
30991630.00
30991630.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.300000%
65409SR83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-08
2011-04-08
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
13000000.00
12995883.33
0.0006
N
12996230.00
12996230.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.330000%
8342E3QP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-23
2011-03-23
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
41000000.00
40991731.67
0.0019
N
40993850.00
40993850.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.300000%
8342E3RE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-14
2011-04-14
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
27000000.00
26990100.00
0.0013
N
26991360.00
26991360.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.310000%
8342E3RK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-19
2011-04-19
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
31000000.00
30986919.72
0.0015
N
30988530.00
30988530.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.300000%
8342E3RS7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-26
2011-04-26
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
133000000.00
132937933.34
0.0063
N
132944140.00
132944140.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.310000%
8342E3RU2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-28
2011-04-28
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
12000000.00
11994006.67
0.0006
N
11994720.00
11994720.00
Starbird Funding Corp
Starbird Funding Corp 0.250000%
85520MQ22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
2000000.00
1999986.11
0.0001
N
1999980.00
1999980.00
Starbird Funding Corp
Starbird Funding Corp 0.290000%
85520MRR6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-25
2011-04-25
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
78000000.00
77965441.66
0.0037
N
77964120.00
77964120.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.290000%
88324MRU1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-28
2011-04-28
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
26808000.00
26795474.71
0.0013
N
26794864.08
26794864.08
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.280000%
88602UQ11
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
36000000.00
36000000.00
0.0017
N
35999640.00
35999640.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.270000%
92217MRR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-25
2011-04-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
50000000.00
49979375.00
0.0024
N
49979000.00
49979000.00
Alpine Securitization Corp
Alpine Securitization Corp 0.240000%
02086MQG2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-16
2011-03-16
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
43000000.00
42995700.00
0.0020
N
42995270.00
42995270.00
Alpine Securitization Corp
Alpine Securitization Corp 0.240000%
02086MQQ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-24
2011-03-24
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
73000000.00
72988806.68
0.0035
N
72987590.00
72987590.00
Alpine Securitization Corp
Alpine Securitization Corp 0.250000%
02086MQ23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
39000000.00
38999729.17
0.0018
N
38999610.00
38999610.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.460000%
04014BV99
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
10000000.00
9979427.78
0.0005
N
9980500.00
9980500.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.230000%
04915UQ28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
92000000.00
91999412.23
0.0044
N
91999080.00
91999080.00
Windmill Funding Corp
Windmill Funding Corp 0.290000%
97342KRT7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-27
2011-04-27
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
107000000.00
106950869.18
0.0051
N
106951850.00
106951850.00
Windmill Funding Corp
Windmill Funding Corp 0.290000%
97342KS90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
65000000.00
64963870.83
0.0031
N
64963600.00
64963600.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3V41
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
89000000.00
88841876.66
0.0042
N
88871840.00
88871840.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UVF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
16000000.00
15969568.89
0.0008
N
15975360.00
15975360.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UV32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
10000000.00
9982347.22
0.0005
N
9985700.00
9985700.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UV40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
84000000.00
83850759.99
0.0040
N
83879040.00
83879040.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UV57
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4991059.72
0.0002
N
4992750.00
4992750.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963UQA7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-10
2011-03-10
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
29000000.00
28998332.50
0.0014
N
28998550.00
28998550.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963UQF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-15
2011-03-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24997861.11
0.0012
N
24998000.00
24998000.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17177MV33
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49911736.11
0.0024
N
49928500.00
49928500.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17177MV90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4990831.95
0.0002
N
4992600.00
4992600.00
Grampian Funding, LLC
Grampian Funding, LLC 0.460000%
38501CVF1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
30000000.00
29935983.34
0.0014
N
29962800.00
29962800.00
Grampian Funding, LLC
Grampian Funding, LLC 0.460000%
38501CVP9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
106000000.00
105762972.21
0.0050
N
105860080.00
105860080.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.230000%
4820P3Q30
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-03
2011-03-03
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
49999361.11
0.0024
N
49999000.00
49999000.00
Market Street Funding Corp
Market Street Funding Corp 0.270000%
5705X5T27
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
50045000.00
50010093.61
0.0024
N
50010468.95
50010468.95
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.260000%
65409SQH4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-17
2011-03-17
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
47000000.00
46994568.89
0.0022
N
46994830.00
46994830.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.300000%
65409SS58
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
10000000.00
9994583.33
0.0005
N
9994800.00
9994800.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.300000%
8342E3S49
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
35000000.00
34981333.33
0.0017
N
34982500.00
34982500.00
Starbird Funding Corp
Starbird Funding Corp 0.240000%
85520MQH9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-17
2011-03-17
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
35000000.00
34996266.67
0.0017
N
34995800.00
34995800.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.230000%
30603BQA4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-10
2011-03-10
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
24000000.00
23998620.00
0.0011
N
23998800.00
23998800.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.230000%
30603BQ30
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-03
2011-03-03
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24999680.56
0.0012
N
24999750.00
24999750.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.180000%
88324MQ16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
15755000.00
15755000.00
0.0007
N
15754842.45
15754842.45
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.290000%
88324MSL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-20
2011-05-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
34178000.00
34155974.18
0.0016
N
34153391.84
34153391.84
Variable Funding Capital Corp
Variable Funding Capital Corp 0.230000%
92217MQA8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-10
2011-03-10
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
20000000.00
19998850.00
0.0009
N
19998800.00
19998800.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.250000%
92217MR58
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-05
2011-04-05
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
75000000.00
74981770.83
0.0035
N
74981250.00
74981250.00
UBS AG
UBS AG 0.400000%
90267AF43
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
N
N
95000000.00
95000000.00
0.0045
N
94980050.00
94980050.00
Barclays Bank Plc
Barclays Bank Plc 0.661500%
06740MWE9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-22
2012-02-22
N
N
N
92000000.00
92000000.00
0.0044
N
91982520.00
91982520.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.270000%
86959BQS7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-25
2011-05-25
N
N
N
80000000.00
80000000.00
0.0038
N
79992000.00
79992000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562GT60
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
N
N
4000000.00
4000000.00
0.0002
N
4000080.00
4000080.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562GU27
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
N
141000000.00
141000000.00
0.0067
N
141002820.00
141002820.00
Commerzbank AG
Commerzbank AG 0.180000%
20259XQ22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
71000000.00
71000000.00
0.0034
N
71000000.00
71000000.00
Credit Suisse AG
Credit Suisse AG 0.275000%
22550CZN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-31
2011-05-31
N
N
N
51000000.00
51000000.00
0.0024
N
50995410.00
50995410.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.300000%
86959BPH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
N
N
74250000.00
74249996.48
0.0035
N
74239605.00
74239605.00
Bank of Nova Scotia
Bank of Nova Scotia 0.270000%
06417DZD0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
N
8000000.00
8000000.00
0.0004
N
8000000.00
8000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.270000%
06417DZK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
N
N
118000000.00
118000000.00
0.0056
N
118000000.00
118000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.270000%
06417DZQ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-10
2011-05-10
N
N
N
60000000.00
60000000.00
0.0028
N
60000000.00
60000000.00
BNP Paribas
BNP Paribas 0.540000%
05572NAT3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
N
152000000.00
152000000.00
0.0072
N
152074480.00
152074480.00
BNP Paribas
BNP Paribas 0.540000%
05572NAV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
139000000.00
139000000.00
0.0066
N
139068110.00
139068110.00
Westpac Banking Corp
Westpac Banking Corp 0.344000%
96121TBF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-10
2012-01-10
N
N
N
60000000.00
60000000.00
0.0028
N
60000000.00
60000000.00
Societe Generale
Societe Generale 0.397500%
83369REM9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-08
2011-04-08
N
N
N
23000000.00
23000000.00
0.0011
N
23001610.00
23001610.00
Societe Generale
Societe Generale 0.400000%
83369RFQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-18
2011-04-18
N
N
N
200000000.00
200000000.00
0.0095
N
200018000.00
200018000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.331500%
89112YME0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-28
2011-10-28
N
N
N
60000000.00
60000000.00
0.0028
N
59991600.00
59991600.00
UBS AG
UBS AG 0.590000%
90267AUA2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-31
2011-05-31
N
N
N
75000000.00
75000000.00
0.0035
N
75063000.00
75063000.00
UBS AG
UBS AG 0.665800%
90267AWA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-15
2011-10-17
N
N
N
87000000.00
87000000.00
0.0041
N
86988690.00
86988690.00
Union Bank, NA
Union Bank, NA 0.300000%
90527MMM5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-10
2011-05-10
N
N
N
86000000.00
86000000.00
0.0041
N
86015480.00
86015480.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562GK93
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-08
2011-04-08
N
N
N
63000000.00
63000000.00
0.0030
N
63002520.00
63002520.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562GL76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-06
2011-04-06
N
N
N
10000000.00
10000000.00
0.0005
N
10000400.00
10000400.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562GN90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-14
2011-04-14
N
N
N
23000000.00
23000000.00
0.0011
N
23001150.00
23001150.00
Sumitomo Trust & Banking Co
Sumitomo Trust & Banking Co 0.545000%
86562WJJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-24
2011-05-24
N
N
N
45000000.00
45000522.87
0.0021
N
45027000.00
45027000.00
Sumitomo Trust & Banking Co
Sumitomo Trust & Banking Co 0.400000%
86562WJP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-05
2011-04-05
N
N
N
65000000.00
65000000.00
0.0031
N
65009100.00
65009100.00
Sumitomo Trust & Banking Co
Sumitomo Trust & Banking Co 0.400000%
86562WJW9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-17
2011-05-17
N
N
N
71000000.00
71000000.00
0.0034
N
71017040.00
71017040.00
Sumitomo Trust & Banking Co
Sumitomo Trust & Banking Co 0.300000%
86562WJZ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
N
36000000.00
36000000.00
0.0017
N
36000720.00
36000720.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.270000%
65557VFR7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-04
2011-03-04
N
N
N
180000000.00
180000000.00
0.0085
N
180000000.00
180000000.00
Rabobank Nederland
Rabobank Nederland 0.355800%
74977MMQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-15
2011-09-15
N
N
N
125000000.00
125000000.00
0.0059
N
124986250.00
124986250.00
Rabobank Nederland
Rabobank Nederland 0.338000%
74977MNM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-07
2011-10-07
N
N
N
22000000.00
22000000.00
0.0010
N
21996700.00
21996700.00
Rabobank Nederland
Rabobank Nederland 0.343000%
74977MPK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-07
2011-12-05
N
N
N
150000000.00
150000000.00
0.0071
N
149977500.00
149977500.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.680000%
78011HK38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
N
214000000.00
214000000.00
0.0101
N
214192600.00
214192600.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.660000%
78011HL45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-16
2011-06-16
N
N
N
39000000.00
39000000.00
0.0018
N
39036270.00
39036270.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.640000%
78011HT47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
N
117000000.00
117000000.00
0.0055
N
117106470.00
117106470.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.300000%
60681PYL2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-08
2011-03-08
N
N
N
81000000.00
81000000.00
0.0038
N
81000810.00
81000810.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.320000%
60681PYY4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
N
N
343000000.00
343000000.00
0.0162
N
343013720.00
343013720.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.290000%
60687CF93
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-11
2011-04-11
N
N
N
77000000.00
77000000.00
0.0036
N
77001540.00
77001540.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.300000%
60687CH26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-19
2011-04-19
N
N
N
23000000.00
23000000.00
0.0011
N
23000920.00
23000920.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.300000%
60687CJ24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-25
2011-04-25
N
N
N
8000000.00
8000000.00
0.0004
N
8000400.00
8000400.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.310000%
60687CK48
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
N
107000000.00
107000000.00
0.0051
N
107005350.00
107005350.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.470000%
53944AD36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-23
2011-03-23
N
N
N
108000000.00
108000000.00
0.0051
N
108014040.00
108014040.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.470000%
53944AD44
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-23
2011-03-23
N
N
N
140000000.00
140000000.00
0.0066
N
140018200.00
140018200.00
Deutsche Bank AG
Deutsche Bank AG 0.290000%
25154TA31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
281000000.00
281000000.00
0.0133
N
281016860.00
281016860.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25154TA64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-04
2011-04-04
N
N
N
82000000.00
82000000.00
0.0039
N
82006560.00
82006560.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25154TB71
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-06
2011-04-06
N
N
N
125000000.00
125000000.00
0.0059
N
125010000.00
125010000.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25154TE78
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-12
2011-04-12
N
N
N
35000000.00
35000000.00
0.0017
N
35003500.00
35003500.00
Deutsche Bank AG
Deutsche Bank AG 0.500000%
25154TRL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-21
2011-06-21
N
N
N
75000000.00
75000000.00
0.0035
N
75042000.00
75042000.00
Deutsche Bank AG
Deutsche Bank AG 0.290000%
25154TYG6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-10
2011-03-10
N
N
N
30000000.00
30000000.00
0.0014
N
30000600.00
30000600.00
Dexia Credit Local
Dexia Credit Local 0.661500%
25214FEH4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
Y
Dexia Credit Local
N/A
N/A
N
N
134000000.00
134000000.00
0.0063
N
133991960.00
133991960.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.670000%
00279HTA4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-29
2011-03-29
N
Y
Santander UK Plc
N/A
N/A
N
2000000.00
2000000.00
0.0001
N
2000620.00
2000620.00
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.675000%
00279HUF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
Y
Santander UK Plc
N/A
N/A
N
113000000.00
113000969.79
0.0053
N
113051980.00
113051980.00
Credit Agricole Corporate and Investment Bank
Credit Agricole Corporate and Investment Bank 0.310000%
22532YXX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-08
2011-03-08
N
N
N
89000000.00
89000000.00
0.0042
N
89000890.00
89000890.00
Societe Generale
Societe Generale 0.481500%
37299E002
0000865845
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-20
2011-06-20
N
N
N
94000000.00
94000000.00
0.0044
N
93994360.00
93994360.00
BNP Paribas
BNP Paribas 0.445000%
985VDTII6
0001197610
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
N
109000000.00
109000000.00
0.0052
N
108989100.00
108989100.00
BNP Paribas
BNP Paribas 0.480000%
985YBU007
0001197610
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
N
55000000.00
55000000.00
0.0026
N
54985150.00
54985150.00
BNP Paribas
BNP Paribas 0.490000%
05566Q3U9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-24
2011-05-24
N
N
N
15000000.00
15000000.00
0.0007
N
15004500.00
15004500.00
BNP Paribas
BNP Paribas 0.520000%
05566Q3Y1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-31
2011-05-31
N
N
N
4000000.00
4000000.00
0.0002
N
4001640.00
4001640.00
BNP Paribas
BNP Paribas 0.480000%
05566Q4S3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
56000000.00
56000000.00
0.0026
N
56001680.00
56001680.00
BNP Paribas
BNP Paribas 0.450000%
05566Q4U8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
132000000.00
132000000.00
0.0062
N
131989440.00
131989440.00
BNP Paribas
BNP Paribas 0.460000%
05566Q4W4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
N
152000000.00
152000000.00
0.0072
N
151993920.00
151993920.00
BNP Paribas
BNP Paribas 0.460000%
05566Q4Z7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
N
52000000.00
52000000.00
0.0025
N
51997920.00
51997920.00
BNP Paribas
BNP Paribas 0.380000%
05566Q6S1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-04-05
2011-04-05
N
N
N
69000000.00
69000000.00
0.0033
N
69004830.00
69004830.00
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Argentaria SA 0.664800%
0594L8W56
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
Y
Banco Bilbao Vizcaya Argentaria
N/A
N/A
N
N
134000000.00
134000000.00
0.0063
N
134016080.00
134016080.00
Banco Santander SA
Banco Santander SA 0.540000%
05966DJQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
N
45000000.00
45000000.00
0.0021
N
44991000.00
44991000.00
Bank of Montreal
Bank of Montreal 0.230000%
06366URK6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-03
2011-03-03
N
N
N
51000000.00
51000000.00
0.0024
N
51000000.00
51000000.00
Bank of Montreal
Bank of Montreal 0.230000%
06366URU4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
N
19000000.00
19000000.00
0.0009
N
19000000.00
19000000.00
Bank of Montreal
Bank of Montreal 0.230000%
06366URX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-04
2011-03-04
N
N
N
150000000.00
150000000.00
0.0071
N
150000000.00
150000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417DTT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-03
2011-03-03
N
N
N
117000000.00
117000000.00
0.0055
N
117001170.00
117001170.00
Bank of Nova Scotia
Bank of Nova Scotia 0.320000%
06417DXJ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
N
125000000.00
125000000.00
0.0059
N
125013750.00
125013750.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.520000%
06538A5E1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
N
66000000.00
66000000.00
0.0031
N
66040920.00
66040920.00
Barclays Bank Plc
Barclays Bank Plc 0.720000%
06740MLZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
N
92000000.00
92000000.00
0.0044
N
92068080.00
92068080.00
Barclays Bank Plc
Barclays Bank Plc 0.600000%
06740MPF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-06-22
2011-06-22
N
N
N
26000000.00
26000000.00
0.0012
N
26020540.00
26020540.00
Barclays Bank Plc
Barclays Bank Plc 0.765800%
06740MQN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-03-15
2011-10-17
N
N
N
108000000.00
108000000.00
0.0051
N
107985960.00
107985960.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.290000%
0556X1SR4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-25
2011-05-25
N
Y
Bank of New Zealand
N/A
N/A
N
29250000.00
29229971.88
0.0014
N
29231280.00
29231280.00
Danske Corp
Danske Corp 0.320000%
2363F7RU4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-28
2011-04-28
N
Y
Danske Bank A/S
N/A
N/A
N
22000000.00
21988657.77
0.0010
N
21989660.00
21989660.00
Danske Corp
Danske Corp 0.330000%
2363F7S25
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
Y
Danske Bank A/S
N/A
N/A
N
41000000.00
40976698.34
0.0019
N
40979090.00
40979090.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.285000%
20272EQA9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-10
2011-03-10
N
N
N
206000000.00
205985322.50
0.0097
N
205991760.00
205991760.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.270000%
20272EQ92
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-09
2011-03-09
N
N
N
87000000.00
86994780.00
0.0041
N
86996520.00
86996520.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.400000%
17307SRB0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-11
2011-04-11
N
Y
Citigroup Inc
N/A
N/A
N
100000000.00
99954444.44
0.0047
N
99977000.00
99977000.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.370000%
17307SRJ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-18
2011-04-18
N
Y
Citigroup Inc
N/A
N/A
N
87000000.00
86957080.00
0.0041
N
86975640.00
86975640.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.220000%
4662J1R51
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-05
2011-04-05
N
N
N
49000000.00
48989519.45
0.0023
N
48987260.00
48987260.00
General Electric Capital Corp
General Electric Capital Corp 0.410000%
36959JRL9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-20
2011-04-20
N
N
N
33000000.00
32981208.33
0.0016
N
32991090.00
32991090.00
General Electric Capital Corp
General Electric Capital Corp 0.400000%
36959JRU9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-28
2011-04-28
N
N
N
80000000.00
79948444.45
0.0038
N
79973600.00
79973600.00
General Electric Capital Corp
General Electric Capital Corp 0.400000%
36959JSB0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
N
N
70000000.00
69944777.78
0.0033
N
69970600.00
69970600.00
General Electric Capital Corp
General Electric Capital Corp 0.400000%
36959JSC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-12
2011-05-12
N
N
N
350000000.00
349720000.00
0.0165
N
349853000.00
349853000.00
General Electric Capital Corp
General Electric Capital Corp 0.390000%
36959JTF0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-15
2011-06-15
N
N
N
58000000.00
57933396.66
0.0027
N
57959980.00
57959980.00
NRW.Bank
NRW.Bank 0.300000%
62939MRS8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-26
2011-04-26
N
N
N
10000000.00
9995333.34
0.0005
N
9995900.00
9995900.00
NRW.Bank
NRW.Bank 0.290000%
62939MS24
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
76000000.00
75962042.22
0.0036
N
75965040.00
75965040.00
NRW.Bank
NRW.Bank 0.300000%
62939MS32
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
N
85000000.00
84955375.00
0.0040
N
84960900.00
84960900.00
Nationwide Building Society
Nationwide Building Society 0.480000%
6385E1QJ3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-18
2011-03-18
N
N
N
120000000.00
119972800.01
0.0057
N
119986800.00
119986800.00
Nordea North America, Inc
Nordea North America, Inc 0.290000%
6555P1QF7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-15
2011-03-15
N
Y
Nordea Bank AB
N/A
N/A
N
19000000.00
18997857.22
0.0009
N
18998670.00
18998670.00
Nordea North America, Inc
Nordea North America, Inc 0.290000%
6555P1QH3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-17
2011-03-17
N
Y
Nordea Bank AB
N/A
N/A
N
2000000.00
1999742.22
0.0001
N
1999840.00
1999840.00
Nordea North America, Inc
Nordea North America, Inc 0.290000%
6555P1Q26
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
Y
Nordea Bank AB
N/A
N/A
N
111000000.00
110999105.83
0.0052
N
110998890.00
110998890.00
Nordea North America, Inc
Nordea North America, Inc 0.290000%
6555P1R41
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-04
2011-04-04
N
Y
Nordea Bank AB
N/A
N/A
N
110000000.00
109969872.23
0.0052
N
109974700.00
109974700.00
Santander Central Hispano Finance (Delaware), Inc
Santander Central Hispano Finance (Delaware), Inc 0.650000%
80281KSG3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-16
2011-05-16
N
Y
Banco Santander SA
N/A
N/A
N
62000000.00
61914922.22
0.0029
N
61911340.00
61911340.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.345000%
83050URR1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-25
2011-04-25
N
N
N
71000000.00
70962577.08
0.0034
N
70968760.00
70968760.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.345000%
83050US58
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
N
11000000.00
10993147.91
0.0005
N
10994060.00
10994060.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.200000%
83365SQ30
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-03
2011-03-03
N
Y
Societe Generale
N/A
N/A
N
125000000.00
124998611.12
0.0059
N
124998750.00
124998750.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.400000%
83365SR62
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-06
2011-04-06
N
Y
Societe Generale
N/A
N/A
N
87000000.00
86965200.00
0.0041
N
86976510.00
86976510.00
Svenska Handelsbanken Inc
Svenska Handelsbanken Inc 0.270000%
86958GSJ5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-18
2011-05-18
N
Y
Svenska Handelsbanken AB
N/A
N/A
N
5000000.00
4997075.00
0.0002
N
4997100.00
4997100.00
Svenska Handelsbanken Inc
Svenska Handelsbanken Inc 0.300000%
86958GT96
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-09
2011-06-09
N
Y
Svenska Handelsbanken AB
N/A
N/A
N
13000000.00
12989166.67
0.0006
N
12989730.00
12989730.00
Svenska Handelsbanken Inc
Svenska Handelsbanken Inc 0.290000%
86958UR89
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-08
2011-04-08
N
Y
Svenska Handelsbanken AB
N/A
N/A
N
97000000.00
96970307.22
0.0046
N
96974780.00
96974780.00
Westpac Banking Corp
Westpac Banking Corp 0.354800%
9612C4BF7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-03-16
2011-09-16
N
N
N
237000000.00
237000000.00
0.0112
N
236973930.00
236973930.00
Bank of America Corp
Bank of America Corp 0.300000%
0660P1SG7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-16
2011-05-16
N
N
N
214000000.00
213864466.66
0.0101
N
213895140.00
213895140.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.270000%
2332K1T18
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
100000000.00
99931000.00
0.0047
N
99922000.00
99922000.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.340000%
2332K1VS6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-26
2011-08-26
N
N
N
139000000.00
138766325.57
0.0066
N
138710880.00
138710880.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.300000%
17307SSG8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-16
2011-05-16
N
Y
Citigroup Inc
N/A
N/A
N
71000000.00
70955033.34
0.0034
N
70965210.00
70965210.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.300000%
17307SS52
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
Y
Citigroup Inc
N/A
N/A
N
12000000.00
11993500.00
0.0006
N
11995080.00
11995080.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562LS37
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
N
81000000.00
80957475.00
0.0038
N
80957880.00
80957880.00
Westpac Securities NZ Ltd
Westpac Securities NZ Ltd 0.300000%
96122HSR5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-05-25
2011-05-25
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
50000000.00
49964583.34
0.0024
N
49969500.00
49969500.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384DH9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-21
2011-03-21
N
N
N
66000000.00
65995600.00
0.0031
N
65997822.00
65997822.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257CX31
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
126715000.00
126660442.15
0.0060
N
126656711.10
126656711.10
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257CX98
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
18086000.00
18077836.18
0.0009
N
18077137.86
18077137.86
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257MF54
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
28099000.00
28085535.90
0.0013
N
28097595.05
28097595.05
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257GUC5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-08
2011-04-08
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
52263000.00
52249208.37
0.0025
N
52251502.14
52251502.14
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257GUK7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-18
2011-04-18
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
78451000.00
78424849.67
0.0037
N
78427464.70
78427464.70
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257KUY8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-04
2011-04-04
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49988194.44
0.0024
N
49990500.00
49990500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257KVG6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
40593000.00
40582569.86
0.0019
N
40584475.47
40584475.47
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257KVQ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-14
2011-04-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25740000.00
25732135.00
0.0012
N
25733307.60
25733307.60
Straight A Funding, LLC
Straight A Funding, LLC 0.250000%
86257LU26
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-13
2011-04-13
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
175000000.00
174947743.07
0.0083
N
174956250.00
174956250.00
Freddie Mac
Freddie Mac 0.153100%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-11
2012-02-10
N
N
N
350000000.00
350000000.00
0.0166
N
350480550.00
350480550.00
Federal Home Loan Bank
Federal Home Loan Bank 0.165000%
313384CN7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
N
73200000.00
73199664.50
0.0035
N
73199853.60
73199853.60
Federal Home Loan Bank
Federal Home Loan Bank 0.155000%
313384CQ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-04
2011-03-04
N
N
N
2000000.00
1999974.17
0.0001
N
1999990.00
1999990.00
Federal Home Loan Bank
Federal Home Loan Bank 0.170000%
313384CV9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-09
2011-03-09
N
N
N
85000000.00
84996788.89
0.0040
N
84998895.00
84998895.00
Freddie Mac
Freddie Mac 0.170000%
313384DC0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-16
2011-03-16
N
N
N
79316000.00
79310381.78
0.0038
N
79314017.10
79314017.10
Federal Home Loan Bank
Federal Home Loan Bank 0.170000%
313384DE6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-18
2011-03-18
N
N
N
100000000.00
99991972.22
0.0047
N
99997200.00
99997200.00
Federal Home Loan Bank
Federal Home Loan Bank 0.105000%
313384DE6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-18
2011-03-18
N
N
N
13000000.00
12999355.41
0.0006
N
12999636.00
12999636.00
Federal Home Loan Bank
Federal Home Loan Bank 0.170000%
313384DK2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-23
2011-03-23
N
N
N
100000000.00
99989611.12
0.0047
N
99996300.00
99996300.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384DK2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-23
2011-03-23
N
N
N
248000000.00
247981813.32
0.0117
N
247990824.00
247990824.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384EJ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-15
2011-04-15
N
N
N
11000000.00
10998212.50
0.0005
N
10999032.00
10999032.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384EP0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-20
2011-04-20
N
N
N
93000000.00
92984499.99
0.0044
N
92990979.00
92990979.00
Freddie Mac
Freddie Mac 0.175000%
313396CT8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
N
N
N
3000000.00
2999912.50
0.0001
N
2999970.00
2999970.00
Freddie Mac
Freddie Mac 0.175000%
313396DA8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-14
2011-03-14
N
N
N
2000000.00
1999873.61
0.0001
N
1999956.00
1999956.00
Freddie Mac
Freddie Mac 0.165000%
313396DQ3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-28
2011-03-28
N
N
N
27000000.00
26996658.75
0.0013
N
26998785.00
26998785.00
Fannie Mae
Fannie Mae 0.160000%
313588DA0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-14
2011-03-14
N
N
N
198000000.00
197988560.00
0.0094
N
197995644.00
197995644.00
Fannie Mae
Fannie Mae 0.130000%
313588EJ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-04-15
2011-04-15
N
N
N
235000000.00
234961812.50
0.0111
N
234979320.00
234979320.00
Fannie Mae
Fannie Mae 0.180000%
31381QAR7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
50000000.00
50000000.00
0.0024
N
49999819.45
49999819.45
Fannie Mae
Fannie Mae 0.180000%
31381QAS5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
45000000.00
45000000.00
0.0021
N
44999837.51
44999837.51
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000%
06399U000_0.2000_M110301_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2032-02-15
6.500000
Government Agency Debt
22600000.00
25006561.00
Freddie Mac
2037-05-15
0.501000
Government Agency Debt
50000000.00
24953770.54
Freddie Mac
2037-05-15
0.691000
Government Agency Debt
75000000.00
25501555.47
Freddie Mac
2037-05-15
0.691000
Government Agency Debt
75000000.00
25501555.47
GNMA
2039-08-20
4.000000
Government Agency Debt
50000000.00
29567874.83
GNMA
2037-07-20
0.581000
Government Agency Debt
100000000.00
27556394.48
GNMA
2039-11-16
0.864700
Government Agency Debt
50000000.00
25723275.59
GNMA
2038-12-20
4.200000
Government Agency Debt
28000000.00
27057195.91
GNMA
2038-10-20
4.250000
Government Agency Debt
7740337.00
7494230.46
GNMA
2036-04-20
4.350000
Government Agency Debt
15000175.00
14330974.85
GNMA
2037-06-20
4.500000
Government Agency Debt
25000000.00
24976620.31
GNMA
2037-06-20
4.350000
Government Agency Debt
25000000.00
24831141.44
GNMA
2038-03-20
4.500000
Government Agency Debt
25000000.00
24912307.07
Freddie Mac
2039-05-15
5.000000
Government Agency Debt
31500000.00
25448935.93
Freddie Mac
2033-10-15
0.711200
Government Agency Debt
50000000.00
27653510.82
Fannie Mae
2035-08-25
4.500000
Government Agency Debt
45500000.00
29250445.33
Fannie Mae
2039-07-25
5.000000
Government Agency Debt
42920000.00
26959441.25
Fannie Mae
2036-10-25
0.680000
Government Agency Debt
57000000.00
29230932.06
Fannie Mae
2038-02-25
3.468000
Government Agency Debt
45199908.00
26860365.52
GNMA
2037-10-20
4.500000
Government Agency Debt
25000000.00
25019924.55
GNMA
2046-08-16
5.222000
Government Agency Debt
25000000.00
27462987.50
Unrated Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
510000000.00
510000000.00
0.0241
N
510000000.00
510000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
07699U005_0.1800_M110307_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Freddie Mac
2038-01-15
3.000000
Government Agency Debt
5800000.00
5610406.96
Fannie Mae
2031-10-25
0.770000
Government Agency Debt
25750000.00
6166790.37
Fannie Mae
2033-07-25
6.283000
Government Agency Debt
75800000.00
4619205.59
Freddie Mac
2035-08-15
1.511000
Government Agency Debt
6400000.00
4520077.90
Freddie Mac
2036-01-15
0.561200
Government Agency Debt
11708857.00
6263039.12
Freddie Mac
2035-08-15
0.561000
Government Agency Debt
12450000.00
4917246.05
Freddie Mac
2037-03-15
0.561000
Government Agency Debt
15600000.00
6183370.52
Freddie Mac
2034-02-15
5.500000
Government Agency Debt
31856846.00
6107999.86
Freddie Mac
2036-12-15
5.000000
Government Agency Debt
8043667.00
4643337.99
Freddie Mac
2037-02-15
0.591000
Government Agency Debt
9815000.00
4410160.96
Freddie Mac
2038-05-15
1.211000
Government Agency Debt
10675000.00
6255729.71
Fannie Mae
2040-06-25
4.500000
Government Agency Debt
5000000.00
4867460.00
GNMA
2040-02-16
3.852800
Government Agency Debt
5000000.00
5150970.17
Freddie Mac
2022-05-15
5.000000
Government Agency Debt
100000000.00
6511673.89
Freddie Mac
2030-12-15
4.250000
Government Agency Debt
64400000.00
6461545.57
Freddie Mac
2024-09-15
3.500000
Government Agency Debt
5800000.00
5533760.31
Freddie Mac
2033-02-15
5.500000
Government Agency Debt
28000000.00
5432618.66
Freddie Mac
2019-08-15
4.000000
Government Agency Debt
8044615.00
5771512.16
Freddie Mac
2035-01-15
5.500000
Government Agency Debt
12000000.00
4651392.58
Freddie Mac
2022-07-15
4.000000
Government Agency Debt
6125000.00
4745874.78
Freddie Mac
2027-11-15
3.500000
Government Agency Debt
5218223.00
4781166.44
Freddie Mac
2040-08-15
4.250000
Government Agency Debt
5440000.00
5412783.13
Freddie Mac
2040-09-15
1.311000
Government Agency Debt
5800000.00
5626541.28
Freddie Mac
2029-04-15
4.000000
Government Agency Debt
4790000.00
4906553.15
Freddie Mac
2032-11-15
6.000000
Government Agency Debt
4640000.00
4790424.16
Fannie Mae
2041-01-25
3.000000
Government Agency Debt
4650611.00
4641765.34
Fannie Mae
2028-02-25
0.660000
Government Agency Debt
25000000.00
4413026.31
Fannie Mae
2035-04-25
0.610000
Government Agency Debt
12020888.00
6465601.63
Fannie Mae
2025-08-25
3.500000
Government Agency Debt
5000000.00
4874763.00
Fannie Mae
2029-06-01
0.000000
Government Agency Debt
2253192.00
1226158.80
Fannie Mae
2022-09-25
4.500000
Government Agency Debt
11300000.00
4611805.30
Fannie Mae
2022-03-25
4.250000
Government Agency Debt
50000000.00
5003692.20
Fannie Mae
2037-08-25
0.760000
Government Agency Debt
15000000.00
5951357.77
Fannie Mae
2038-07-25
1.210000
Government Agency Debt
16670000.00
6243933.82
GNMA
2034-04-16
0.561000
Government Agency Debt
38373901.00
5897998.17
GNMA
2032-03-16
5.000000
Government Agency Debt
10000000.00
5717476.34
GNMA
2037-04-20
0.561000
Government Agency Debt
18050108.00
4738000.03
GNMA
2039-10-20
4.000000
Government Agency Debt
6500000.00
6216964.00
GNMA
2039-06-20
4.000000
Government Agency Debt
6500000.00
4928644.73
Freddie Mac
2030-11-15
3.500000
Government Agency Debt
5000000.00
4669497.01
Freddie Mac
2025-07-15
2.000000
Government Agency Debt
6444628.00
4927297.17
Freddie Mac
2040-01-15
4.500000
Government Agency Debt
6472043.00
6724698.61
Freddie Mac
2040-09-15
4.500000
Government Agency Debt
5352000.00
5433618.00
Freddie Mac
2033-07-15
1.661000
Government Agency Debt
7405000.00
5026402.91
Freddie Mac
2032-04-15
3.600000
Government Agency Debt
26330626.00
6144572.32
Freddie Mac
2032-04-15
4.500000
Government Agency Debt
5534000.00
5845165.75
Freddie Mac
2014-12-15
4.000000
Government Agency Debt
10317000.00
5512096.37
Freddie Mac
2039-09-15
4.500000
Government Agency Debt
6000000.00
4710671.23
Freddie Mac
2024-05-15
4.000000
Government Agency Debt
13700000.00
5261783.24
Freddie Mac
2032-12-15
5.000000
Government Agency Debt
5000000.00
5289705.00
Freddie Mac
2033-03-15
5.000000
Government Agency Debt
5000000.00
5306605.00
Freddie Mac
2035-09-15
1.561000
Government Agency Debt
7470000.00
4358942.18
Freddie Mac
2037-10-15
0.591000
Government Agency Debt
10582000.00
6054165.45
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
4480000.00
4438344.96
Fannie Mae
2038-02-25
0.760000
Government Agency Debt
10135000.00
5268436.74
Fannie Mae
2036-03-25
0.560000
Government Agency Debt
11200000.00
5996455.94
GNMA
2035-08-20
3.000000
Government Agency Debt
5000000.00
4676631.86
GNMA
2020-09-20
5.000000
Government Agency Debt
6443809.00
6211932.71
GNMA
2039-07-20
3.500000
Government Agency Debt
5308572.00
4932298.19
GNMA
2039-05-20
3.500000
Government Agency Debt
5000000.00
4850755.20
GNMA
2038-11-20
3.500000
Government Agency Debt
5000000.00
4981100.00
GNMA
2039-07-20
4.000000
Government Agency Debt
6500000.00
6179459.00
GNMA
2037-10-20
4.500000
Government Agency Debt
6250000.00
6316075.00
GNMA
2039-01-20
4.500000
Government Agency Debt
6250000.00
6210550.00
GNMA
2039-07-16
4.500000
Government Agency Debt
6700000.00
4608653.33
GNMA
2032-10-20
4.500000
Government Agency Debt
50000000.00
5489048.18
GNMA
2029-11-16
4.500000
Government Agency Debt
4347000.00
4468316.08
GNMA
2039-10-16
4.000000
Government Agency Debt
6600000.00
4856966.61
GNMA
2039-11-16
4.500000
Government Agency Debt
8000000.00
5401625.84
GNMA
2039-03-20
5.000000
Government Agency Debt
5000000.00
5218055.00
GNMA
2037-11-20
3.000000
Government Agency Debt
5000000.00
4895937.68
GNMA
2035-07-20
4.750000
Government Agency Debt
5191205.00
5543970.74
Unrated Security
N/A
N/A
2011-03-07
2011-03-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
362000000.00
362000000.00
0.0171
N
361993665.00
361993665.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
07699U005_0.1900_M110307_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Freddie Mac
2029-06-15
0.861000
Government Agency Debt
10000000.00
291828.26
Freddie Mac
2022-08-15
0.761000
Government Agency Debt
16000000.00
859114.84
Fannie Mae
2027-03-25
0.840000
Government Agency Debt
10000000.00
275186.22
Fannie Mae
2027-09-18
0.781000
Government Agency Debt
15000000.00
168115.11
GNMA
2027-12-18
6.850000
Government Agency Debt
323000.00
101003.76
Freddie Mac
2032-04-15
4.500000
Government Agency Debt
5000000.00
309350.69
Fannie Mae
2033-07-25
1.761000
Government Agency Debt
3705000.00
2643636.79
Freddie Mac
2032-12-15
0.865700
Government Agency Debt
25000000.00
3086195.19
Freddie Mac
2017-04-15
0.811000
Government Agency Debt
10000000.00
1856973.23
Fannie Mae
2033-09-25
1.760000
Government Agency Debt
45000000.00
3621932.44
Freddie Mac
2033-07-15
1.661000
Government Agency Debt
5335000.00
929387.72
Fannie Mae
2034-06-25
5.000000
Government Agency Debt
7400000.00
3927849.18
Fannie Mae
2035-05-25
3.000000
Government Agency Debt
5000000.00
1649135.63
Freddie Mac
2033-01-15
1.731000
Government Agency Debt
1345000.00
1111648.38
Freddie Mac
2026-12-15
0.661000
Government Agency Debt
20500000.00
230641.68
Freddie Mac
2033-10-15
1.711000
Government Agency Debt
4200000.00
1315818.08
Freddie Mac
2022-10-15
4.000000
Government Agency Debt
16000000.00
2856000.65
Freddie Mac
2034-05-15
1.861000
Government Agency Debt
8453377.00
4325078.53
Freddie Mac
2035-08-15
1.561000
Government Agency Debt
7800000.00
278327.71
Freddie Mac
2035-08-15
1.511000
Government Agency Debt
2670000.00
1035016.56
Freddie Mac
2035-08-15
1.511000
Government Agency Debt
3045000.00
1265860.30
Freddie Mac
2035-05-15
0.511000
Government Agency Debt
2650000.00
1201390.94
Freddie Mac
2035-08-15
1.561000
Government Agency Debt
5070000.00
1897456.85
Freddie Mac
2035-06-15
1.561000
Government Agency Debt
3125000.00
1413797.52
Freddie Mac
2035-02-15
4.500000
Government Agency Debt
6300000.00
1294598.39
Freddie Mac
2036-02-15
0.561000
Government Agency Debt
6850000.00
2809629.79
Freddie Mac
2036-03-15
0.631200
Government Agency Debt
8200000.00
3964600.28
Freddie Mac
2033-11-15
5.000000
Government Agency Debt
2000000.00
2118024.00
Freddie Mac
2033-11-15
1.161000
Government Agency Debt
9149303.00
4326999.69
Freddie Mac
2023-07-15
0.661000
Government Agency Debt
300000.00
72320.02
Freddie Mac
2037-05-15
0.575700
Government Agency Debt
7350000.00
4170235.28
Freddie Mac
2037-05-15
0.561000
Government Agency Debt
5300000.00
1590574.97
Freddie Mac
2037-06-15
0.721000
Government Agency Debt
5000000.00
2125699.02
Freddie Mac
2033-10-15
0.711000
Government Agency Debt
1840000.00
423816.00
Fannie Mae
2035-06-25
4.500000
Government Agency Debt
1007000.00
625616.25
Fannie Mae
2033-10-25
0.000000
Government Agency Debt
4830333.00
1380370.12
Fannie Mae
2035-05-25
3.500000
Government Agency Debt
5000000.00
1876354.34
Fannie Mae
2035-07-25
1.610000
Government Agency Debt
3000000.00
3022176.50
Fannie Mae
2033-10-25
0.860000
Government Agency Debt
14168571.00
612525.32
Freddie Mac
2040-02-15
1.461000
Government Agency Debt
6430000.00
2893136.63
Freddie Mac
2035-08-15
0.000000
Government Agency Debt
503000.00
12627.57
Freddie Mac
2034-07-15
1.161000
Government Agency Debt
7750000.00
4117331.40
Freddie Mac
2036-12-15
1.311000
Government Agency Debt
10120000.00
4318404.18
Freddie Mac
2048-06-15
1.201000
Government Agency Debt
2720000.00
1055650.27
Freddie Mac
2035-10-15
5.000000
Government Agency Debt
6857960.00
198819.27
Freddie Mac
2039-01-15
1.741000
Government Agency Debt
5120000.00
2435668.58
Freddie Mac
2027-02-15
4.500000
Government Agency Debt
1000000.00
599077.40
Freddie Mac
2048-06-15
1.311000
Government Agency Debt
6555000.00
2647973.13
Freddie Mac
2035-01-15
1.661000
Government Agency Debt
4400000.00
981358.03
Freddie Mac
2039-10-15
1.461000
Government Agency Debt
5835000.00
2551792.15
Freddie Mac
2039-10-15
1.611000
Government Agency Debt
23875000.00
2339725.25
Freddie Mac
2020-09-15
2.000000
Government Agency Debt
1000000.00
878558.62
Freddie Mac
2037-07-15
0.751000
Government Agency Debt
4200000.00
2222608.14
Freddie Mac
2036-01-15
6.000000
Government Agency Debt
8830000.00
2342072.22
Freddie Mac
2028-03-15
4.000000
Government Agency Debt
3000000.00
2794346.94
Freddie Mac
2018-05-15
5.000000
Government Agency Debt
30000000.00
2216684.99
Freddie Mac
2023-05-15
5.000000
Government Agency Debt
10000000.00
1936416.57
Freddie Mac
2031-04-15
5.500000
Government Agency Debt
16000000.00
1684513.89
Fannie Mae
2018-03-25
4.500000
Government Agency Debt
12000000.00
2274493.43
Fannie Mae
2030-04-25
5.500000
Government Agency Debt
10000000.00
1873598.28
Fannie Mae
2031-01-25
5.500000
Government Agency Debt
11000000.00
1291394.78
Fannie Mae
2035-10-25
0.560000
Government Agency Debt
8423702.00
2072949.04
Fannie Mae
2035-05-25
5.000000
Government Agency Debt
900000.00
475125.86
Fannie Mae
2036-09-25
4.500000
Government Agency Debt
3000000.00
1878783.25
Fannie Mae
2040-08-25
1.461000
Government Agency Debt
3800000.00
872058.13
GNMA
2029-04-16
4.746400
Government Agency Debt
1500000.00
755118.47
GNMA
2031-03-16
0.714700
Government Agency Debt
34000000.00
121649.43
GNMA
2027-08-16
3.492000
Government Agency Debt
5000000.00
4069903.00
GNMA
2025-12-16
0.611000
Government Agency Debt
21500000.00
1489875.37
GNMA
2017-10-16
4.250000
Government Agency Debt
1500000.00
196932.62
GNMA
2038-03-20
4.500000
Government Agency Debt
6100000.00
1681180.10
GNMA
2016-04-16
3.130000
Government Agency Debt
2870000.00
548161.22
GNMA
2032-11-16
0.561000
Government Agency Debt
21400000.00
1687557.47
GNMA
2028-01-20
4.500000
Government Agency Debt
5123000.00
1009912.59
GNMA
2031-01-20
5.500000
Government Agency Debt
953000.00
138321.69
GNMA
2032-10-20
4.500000
Government Agency Debt
11250000.00
588447.70
GNMA
2032-02-20
3.500000
Government Agency Debt
11445749.00
571182.16
GNMA
2029-08-20
4.500000
Government Agency Debt
6640000.00
392501.45
GNMA
2022-04-16
3.084000
Government Agency Debt
1500000.00
640296.09
GNMA
2032-04-20
5.500000
Government Agency Debt
17000000.00
3488132.41
GNMA
2032-01-16
5.000000
Government Agency Debt
5000000.00
2370808.91
GNMA
2034-02-16
4.500000
Government Agency Debt
3500000.00
2659602.42
GNMA
2036-06-16
5.500000
Government Agency Debt
5000000.00
2409598.10
GNMA
2034-04-20
4.500000
Government Agency Debt
3000000.00
2554486.60
GNMA
2036-10-20
5.500000
Government Agency Debt
2875000.00
1042267.99
GNMA
2037-04-20
0.511000
Government Agency Debt
300000.00
97786.25
GNMA
2037-04-20
0.561000
Government Agency Debt
1500000.00
413586.25
GNMA
2037-10-20
0.760600
Government Agency Debt
5000000.00
1275800.78
GNMA
2038-06-20
1.061000
Government Agency Debt
1400000.00
502634.04
GNMA
2040-04-20
0.763000
Government Agency Debt
4525446.00
4028909.22
GNMA
2030-11-16
3.000000
Government Agency Debt
4000000.00
3345291.26
Freddie Mac
2018-03-15
4.000000
Government Agency Debt
6100000.00
2663092.09
Freddie Mac
2023-12-15
2.000000
Government Agency Debt
684279.00
581575.93
Freddie Mac
2025-11-15
3.500000
Government Agency Debt
2000000.00
1952713.06
Freddie Mac
2022-10-15
7.000000
Government Agency Debt
1900000.00
342587.50
Freddie Mac
2028-02-15
6.500000
Government Agency Debt
4500000.00
1111087.48
Freddie Mac
2018-01-15
4.250000
Government Agency Debt
8000000.00
1377984.48
Freddie Mac
2017-02-15
4.500000
Government Agency Debt
2500000.00
234321.30
Freddie Mac
2022-08-15
4.000000
Government Agency Debt
14500000.00
1297938.85
Freddie Mac
2031-09-15
5.000000
Government Agency Debt
1450000.00
1505300.10
Freddie Mac
2018-04-15
4.000000
Government Agency Debt
1500000.00
354781.93
Freddie Mac
2011-12-15
5.000000
Government Agency Debt
3000000.00
359470.40
Freddie Mac
2018-06-15
4.000000
Government Agency Debt
2000000.00
417082.91
Freddie Mac
2030-07-15
5.000000
Government Agency Debt
2475000.00
258173.59
Freddie Mac
2018-12-15
5.750000
Government Agency Debt
5600000.00
1061260.43
Freddie Mac
2035-11-15
6.000000
Government Agency Debt
4380000.00
1197868.10
Freddie Mac
2034-12-15
5.000000
Government Agency Debt
650000.00
293535.74
Freddie Mac
2046-10-15
4.500000
Government Agency Debt
4115218.00
1398112.46
Freddie Mac
2022-08-15
4.000000
Government Agency Debt
2000000.00
1345263.29
Freddie Mac
2035-07-15
5.000000
Government Agency Debt
6000000.00
282748.29
Freddie Mac
2018-12-15
5.500000
Government Agency Debt
5500000.00
1298867.02
Freddie Mac
2032-11-15
5.750000
Government Agency Debt
15800000.00
1220875.00
Freddie Mac
2016-05-15
5.875000
Government Agency Debt
5960000.00
218882.48
Freddie Mac
2032-04-15
6.500000
Government Agency Debt
3250000.00
1659420.86
Freddie Mac
2030-11-15
6.000000
Government Agency Debt
19180023.00
1690823.74
Freddie Mac
2029-09-15
4.250000
Government Agency Debt
54100000.00
1758399.72
Freddie Mac
2021-07-15
5.000000
Government Agency Debt
20000000.00
1341470.12
Freddie Mac
2018-05-15
4.500000
Government Agency Debt
20250000.00
4157431.47
Freddie Mac
2022-06-15
4.500000
Government Agency Debt
13000000.00
1421484.14
Freddie Mac
2030-02-15
4.250000
Government Agency Debt
66000000.00
2171405.83
Freddie Mac
2024-04-15
5.000000
Government Agency Debt
4000000.00
4217648.00
Freddie Mac
2029-05-15
5.500000
Government Agency Debt
15000000.00
1161789.11
Freddie Mac
2034-10-15
5.000000
Government Agency Debt
4000000.00
1725797.10
Freddie Mac
2024-01-15
4.000000
Government Agency Debt
5250000.00
4071991.50
Freddie Mac
2022-08-15
8.000000
Government Agency Debt
1310000.00
84681.52
Freddie Mac
2023-01-15
7.500000
Government Agency Debt
500000.00
123450.21
Freddie Mac
2023-05-15
7.000000
Government Agency Debt
1275000.00
100019.33
Freddie Mac
2024-03-15
7.000000
Government Agency Debt
100000.00
75467.92
Freddie Mac
2028-11-15
4.500000
Government Agency Debt
46000000.00
1016773.98
Freddie Mac
2028-03-15
5.000000
Government Agency Debt
100000000.00
231071.79
Freddie Mac
2032-12-15
4.920000
Government Agency Debt
13930000.00
1759507.71
Freddie Mac
2022-02-15
5.000000
Government Agency Debt
50000000.00
539912.08
Freddie Mac
2030-05-15
5.250000
Government Agency Debt
2500000.00
94746.52
Freddie Mac
2031-09-15
5.150000
Government Agency Debt
30000000.00
623160.72
Freddie Mac
2032-04-15
4.500000
Government Agency Debt
1000000.00
67725.28
Freddie Mac
2022-06-15
4.500000
Government Agency Debt
2500000.00
257422.27
Freddie Mac
2016-12-15
4.500000
Government Agency Debt
6300000.00
142365.68
Freddie Mac
2017-02-15
4.500000
Government Agency Debt
11000000.00
771184.35
Freddie Mac
2017-11-15
5.000000
Government Agency Debt
750000.00
77942.37
Freddie Mac
2021-08-15
5.000000
Government Agency Debt
11400000.00
297271.30
Freddie Mac
2018-03-15
4.500000
Government Agency Debt
1200000.00
201154.07
Freddie Mac
2015-07-15
4.750000
Government Agency Debt
2000000.00
54868.03
Freddie Mac
2015-10-15
5.125000
Government Agency Debt
2300000.00
164093.47
Freddie Mac
2030-11-15
5.500000
Government Agency Debt
2000000.00
2087774.00
Freddie Mac
2032-06-15
5.500000
Government Agency Debt
3000000.00
190176.83
Freddie Mac
2013-12-15
5.375000
Government Agency Debt
1000000.00
252989.74
Freddie Mac
2018-12-15
5.750000
Government Agency Debt
15391964.00
2608765.27
Freddie Mac
2016-09-15
4.000000
Government Agency Debt
5000000.00
171436.09
Freddie Mac
2024-02-15
5.000000
Government Agency Debt
80000.00
54336.89
Freddie Mac
2024-10-15
5.500000
Government Agency Debt
8600000.00
1619088.62
Fannie Mae
2037-05-25
0.670000
Government Agency Debt
12006794.00
3959265.23
Fannie Mae
2035-11-25
0.560000
Government Agency Debt
419000.00
226041.09
Fannie Mae
2024-10-25
5.500000
Government Agency Debt
1000000.00
285427.36
Fannie Mae
2034-08-25
6.250000
Government Agency Debt
13875000.00
746038.32
Fannie Mae
2036-08-25
0.680000
Government Agency Debt
2550000.00
945683.03
Fannie Mae
2036-09-25
0.780000
Government Agency Debt
8980000.00
1262594.51
Fannie Mae
2033-09-25
6.000000
Government Agency Debt
4160000.00
150392.00
Fannie Mae
2017-12-25
4.500000
Government Agency Debt
2250000.00
233593.93
Fannie Mae
2034-09-25
0.760000
Government Agency Debt
5000000.00
652315.14
Fannie Mae
2034-08-25
0.411500
Government Agency Debt
2100000.00
106425.91
Fannie Mae
2033-08-25
5.000000
Government Agency Debt
3050000.00
909158.86
Fannie Mae
2031-03-25
4.500000
Government Agency Debt
2000000.00
195326.29
Fannie Mae
2030-03-25
4.500000
Government Agency Debt
1600000.00
250042.16
Fannie Mae
2030-04-25
4.500000
Government Agency Debt
3000000.00
558833.50
Fannie Mae
2030-08-25
5.500000
Government Agency Debt
3000000.00
483930.43
Fannie Mae
2035-03-25
0.660000
Government Agency Debt
5250000.00
1828642.69
Fannie Mae
2023-08-25
4.250000
Government Agency Debt
8275000.00
1660422.66
Fannie Mae
2023-05-25
6.900000
Government Agency Debt
374000.00
136840.69
Fannie Mae
2018-10-25
9.250000
Government Agency Debt
86050000.00
297214.90
Fannie Mae
2017-03-25
0.760000
Government Agency Debt
25000000.00
1013254.36
Fannie Mae
2022-10-25
4.000000
Government Agency Debt
2125000.00
261207.51
Fannie Mae
2036-10-25
0.680000
Government Agency Debt
3370000.00
1792781.26
Fannie Mae
2037-03-25
5.750000
Government Agency Debt
6000000.00
1781127.81
Fannie Mae
2029-06-01
0.000000
Government Agency Debt
5746808.00
3127340.78
Fannie Mae
2017-03-25
0.760000
Government Agency Debt
45000000.00
1620066.53
Fannie Mae
2031-07-25
5.000000
Government Agency Debt
2500000.00
1704739.82
Fannie Mae
2023-11-25
4.500000
Government Agency Debt
3712000.00
1558534.60
Fannie Mae
2036-10-25
0.760000
Government Agency Debt
785000.00
376428.53
Fannie Mae
2027-06-25
4.500000
Government Agency Debt
1677000.00
1420674.06
Fannie Mae
2037-06-25
1.260000
Government Agency Debt
7100000.00
3191487.73
Fannie Mae
2016-06-25
6.000000
Government Agency Debt
8498000.00
982086.39
Fannie Mae
2030-04-25
0.660000
Government Agency Debt
2400000.00
289572.53
Fannie Mae
2017-11-25
4.500000
Government Agency Debt
2000000.00
257597.92
Fannie Mae
2032-10-25
5.500000
Government Agency Debt
20000000.00
1920444.45
Fannie Mae
2031-11-25
0.910000
Government Agency Debt
10000000.00
340480.25
Fannie Mae
2030-10-25
5.250000
Government Agency Debt
9690000.00
211435.87
Fannie Mae
2022-09-25
4.250000
Government Agency Debt
11555000.00
1279323.78
Fannie Mae
2023-07-25
4.000000
Government Agency Debt
3650000.00
2910132.44
Fannie Mae
2040-02-25
1.460000
Government Agency Debt
3570000.00
2320375.99
Fannie Mae
2034-10-25
6.375000
Government Agency Debt
54000000.00
2192762.19
Fannie Mae
2035-07-25
6.000000
Government Agency Debt
115000000.00
2714068.07
GNMA
2037-10-20
0.740600
Government Agency Debt
5000000.00
1300478.05
GNMA
2038-05-20
0.863000
Government Agency Debt
5000000.00
1395663.28
GNMA
2038-07-20
1.113000
Government Agency Debt
5000000.00
1416972.18
GNMA
2038-08-20
1.213000
Government Agency Debt
5000000.00
1495242.16
Freddie Mac
2035-11-15
6.000000
Government Agency Debt
2540000.00
464500.25
Freddie Mac
2035-09-15
5.500000
Government Agency Debt
1550000.00
515587.83
Freddie Mac
2026-04-15
5.000000
Government Agency Debt
3000000.00
762637.18
Freddie Mac
2034-12-15
5.500000
Government Agency Debt
4000000.00
861041.44
Freddie Mac
2024-03-15
6.000000
Government Agency Debt
631000.00
47902.59
Freddie Mac
2019-03-15
2.500000
Government Agency Debt
1000000.00
798406.01
Freddie Mac
2013-03-15
0.850000
Government Agency Debt
2500000.00
1548026.28
Freddie Mac
2018-06-15
2.250000
Government Agency Debt
1000000.00
751834.33
Freddie Mac
2031-10-15
5.000000
Government Agency Debt
2300000.00
2330626.80
Freddie Mac
2034-06-15
5.000000
Government Agency Debt
500000.00
256967.98
Freddie Mac
2029-08-15
5.500000
Government Agency Debt
1000000.00
265104.34
Freddie Mac
2022-04-15
5.000000
Government Agency Debt
100000000.00
4324659.73
Freddie Mac
2030-02-15
4.500000
Government Agency Debt
46000000.00
2184155.56
Freddie Mac
2017-03-15
5.500000
Government Agency Debt
1250000.00
493134.56
Freddie Mac
2023-09-15
6.500000
Government Agency Debt
545000.00
159140.77
Freddie Mac
2023-12-15
6.500000
Government Agency Debt
150000.00
139318.04
Freddie Mac
2024-03-15
0.762000
Government Agency Debt
250000.00
250219.79
Freddie Mac
2028-03-15
7.500000
Government Agency Debt
300000.00
204163.98
Freddie Mac
2029-08-15
0.811000
Government Agency Debt
10000000.00
302112.52
Freddie Mac
2023-12-15
6.500000
Government Agency Debt
200000.00
186515.54
Freddie Mac
2016-09-15
6.000000
Government Agency Debt
1500000.00
304043.31
Freddie Mac
2031-12-15
6.500000
Government Agency Debt
100000.00
103067.70
Freddie Mac
2028-08-15
3.500000
Government Agency Debt
2370000.00
2391928.56
Freddie Mac
2018-10-15
2.500000
Government Agency Debt
400000.00
380925.72
Freddie Mac
2016-10-15
5.000000
Government Agency Debt
200000.00
49808.04
Freddie Mac
2016-11-15
5.000000
Government Agency Debt
250000.00
48022.97
Freddie Mac
2017-05-15
4.500000
Government Agency Debt
2200000.00
140711.65
Freddie Mac
2017-07-15
4.500000
Government Agency Debt
2100000.00
148209.08
Freddie Mac
2014-01-15
5.500000
Government Agency Debt
1325000.00
454879.00
Freddie Mac
2017-03-15
4.500000
Government Agency Debt
3530000.00
142714.99
Freddie Mac
2017-04-15
4.000000
Government Agency Debt
1500000.00
133034.38
Freddie Mac
2019-10-15
4.500000
Government Agency Debt
1600000.00
44950.21
Freddie Mac
2032-07-15
5.500000
Government Agency Debt
2600000.00
1986251.04
Freddie Mac
2017-01-15
4.000000
Government Agency Debt
220000.00
195806.13
Freddie Mac
2021-09-15
5.500000
Government Agency Debt
16000000.00
2732042.34
Freddie Mac
2030-05-15
6.000000
Government Agency Debt
11303000.00
2664193.50
Freddie Mac
2012-02-15
5.000000
Government Agency Debt
2500000.00
369554.08
Freddie Mac
2020-02-15
5.000000
Government Agency Debt
1600000.00
457530.57
Freddie Mac
2034-04-15
5.000000
Government Agency Debt
700000.00
742621.60
Freddie Mac
2021-10-15
4.000000
Government Agency Debt
150000.00
128784.99
Freddie Mac
2021-02-15
9.000000
Government Agency Debt
17000000.00
167598.26
Freddie Mac
2021-05-15
7.000000
Government Agency Debt
2000000.00
67034.72
Freddie Mac
2021-11-15
7.500000
Government Agency Debt
5000000.00
175294.52
Freddie Mac
2021-11-15
6.500000
Government Agency Debt
2500000.00
54357.50
Freddie Mac
2022-04-15
8.500000
Government Agency Debt
7000000.00
178524.96
Freddie Mac
2022-09-15
1.463000
Government Agency Debt
500000.00
44875.13
Freddie Mac
2031-11-15
6.000000
Government Agency Debt
3389700.00
42752.96
Freddie Mac
2014-03-15
5.500000
Government Agency Debt
3000000.00
213166.20
Freddie Mac
2016-09-15
6.000000
Government Agency Debt
780103.00
221677.64
Freddie Mac
2020-09-15
9.000000
Government Agency Debt
15000000.00
124003.56
Freddie Mac
2017-03-15
5.500000
Government Agency Debt
400000.00
60723.99
Freddie Mac
2017-05-15
5.000000
Government Agency Debt
1075000.00
74857.43
Freddie Mac
2032-02-15
0.861000
Government Agency Debt
20500000.00
1472206.16
Freddie Mac
2028-11-15
4.000000
Government Agency Debt
105000.00
107933.59
Freddie Mac
2028-11-15
3.500000
Government Agency Debt
400000.00
402024.53
Freddie Mac
2037-06-15
4.000000
Government Agency Debt
4000000.00
4057222.53
Freddie Mac
2041-02-15
4.500000
Government Agency Debt
204000.00
211041.26
Freddie Mac
2025-10-15
3.500000
Government Agency Debt
500000.00
491148.24
Freddie Mac
2031-04-15
5.500000
Government Agency Debt
2000000.00
498474.07
Freddie Mac
2017-03-15
5.000000
Government Agency Debt
1000000.00
47358.19
Freddie Mac
2017-11-15
4.000000
Government Agency Debt
1000000.00
81750.91
Freddie Mac
2017-04-15
5.000000
Government Agency Debt
1300000.00
54017.68
Freddie Mac
2018-03-15
4.500000
Government Agency Debt
7000000.00
1372956.96
Freddie Mac
2017-03-15
4.000000
Government Agency Debt
459235.00
18531.33
Freddie Mac
2033-03-15
3.500000
Government Agency Debt
2000000.00
127446.17
Freddie Mac
2032-12-15
0.661000
Government Agency Debt
3100000.00
861769.05
Freddie Mac
2018-07-15
4.500000
Government Agency Debt
120000.00
73814.07
Freddie Mac
2016-05-15
4.000000
Government Agency Debt
2000000.00
91845.16
Freddie Mac
2018-10-15
4.500000
Government Agency Debt
755000.00
68019.84
Freddie Mac
2020-09-15
4.500000
Government Agency Debt
500000.00
119396.77
Freddie Mac
2018-10-15
4.000000
Government Agency Debt
3600000.00
949441.74
Freddie Mac
2016-02-15
4.500000
Government Agency Debt
1000000.00
84423.92
Freddie Mac
2028-11-15
4.500000
Government Agency Debt
485000.00
93547.00
Freddie Mac
2017-01-15
4.000000
Government Agency Debt
1450000.00
74578.35
Freddie Mac
2017-11-15
4.000000
Government Agency Debt
500000.00
75457.95
Freddie Mac
2017-12-15
4.500000
Government Agency Debt
250000.00
101954.87
Freddie Mac
2018-01-15
5.000000
Government Agency Debt
1000000.00
85095.04
Freddie Mac
2016-01-15
5.000000
Government Agency Debt
2565000.00
1397732.86
Freddie Mac
2034-08-15
4.500000
Government Agency Debt
1700000.00
60273.05
Freddie Mac
2029-02-15
5.500000
Government Agency Debt
5000000.00
1755209.56
Freddie Mac
2034-12-15
5.000000
Government Agency Debt
1470000.00
1562649.69
Freddie Mac
2035-06-15
0.611000
Government Agency Debt
3222250.00
34952.07
Freddie Mac
2035-07-15
0.611000
Government Agency Debt
3045000.00
240587.08
Freddie Mac
2034-01-15
4.500000
Government Agency Debt
2000000.00
2056048.00
Freddie Mac
2035-08-15
0.000000
Government Agency Debt
6096183.00
658442.77
Freddie Mac
2031-01-15
4.750000
Government Agency Debt
375000.00
70887.39
Freddie Mac
2034-07-15
0.511000
Government Agency Debt
4700000.00
2648279.34
Freddie Mac
2035-10-15
0.661000
Government Agency Debt
716572.00
24316.48
Freddie Mac
2035-03-15
0.661000
Government Agency Debt
6000000.00
3478021.19
Freddie Mac
2034-04-15
5.500000
Government Agency Debt
1000000.00
1072702.00
Freddie Mac
2035-12-15
0.611000
Government Agency Debt
5000000.00
2740972.29
Freddie Mac
2035-05-15
0.561000
Government Agency Debt
10524000.00
3991465.84
Freddie Mac
2032-01-15
5.500000
Government Agency Debt
2000000.00
1553870.50
Freddie Mac
2011-11-15
5.000000
Government Agency Debt
750000.00
81054.93
Freddie Mac
2033-01-15
5.000000
Government Agency Debt
1900000.00
2022669.70
Freddie Mac
2036-08-15
0.615700
Government Agency Debt
8500000.00
1641107.30
Freddie Mac
2036-09-15
0.691200
Government Agency Debt
5000000.00
2246330.23
Freddie Mac
2036-09-15
0.661200
Government Agency Debt
5000000.00
1684045.98
Freddie Mac
2036-11-15
6.000000
Government Agency Debt
3000000.00
1522020.68
Freddie Mac
2031-05-15
5.000000
Government Agency Debt
9000000.00
1397528.72
Freddie Mac
2025-10-15
5.000000
Government Agency Debt
2441280.00
2600387.98
Fannie Mae
2036-08-25
0.660000
Government Agency Debt
20571428.00
2304416.56
Fannie Mae
2019-08-25
8.600000
Government Agency Debt
14677000.00
258786.52
Fannie Mae
2036-04-25
0.610000
Government Agency Debt
5000000.00
1638307.15
Fannie Mae
2026-04-25
6.100000
Government Agency Debt
3400000.00
571733.10
Fannie Mae
2036-05-25
0.661500
Government Agency Debt
5000000.00
1973510.60
Fannie Mae
2028-02-25
5.000000
Government Agency Debt
12400000.00
706112.30
Fannie Mae
2033-09-25
6.000000
Government Agency Debt
9900000.00
3203007.63
Fannie Mae
2033-09-25
6.000000
Government Agency Debt
600000.00
616285.80
Fannie Mae
2036-08-25
1.060000
Government Agency Debt
41085000.00
917113.58
Fannie Mae
2036-10-25
0.661500
Government Agency Debt
4131000.00
1209209.99
Fannie Mae
2036-11-25
0.000000
Government Agency Debt
8959000.00
850028.35
Fannie Mae
2036-08-25
5.750000
Government Agency Debt
21507000.00
3947615.70
Fannie Mae
2039-06-25
4.000000
Government Agency Debt
1000000.00
781066.66
Fannie Mae
2037-04-25
5.500000
Government Agency Debt
6614000.00
1681257.76
Fannie Mae
2037-07-25
5.500000
Government Agency Debt
2744894.00
2891902.29
Fannie Mae
2032-12-25
5.500000
Government Agency Debt
5300000.00
2649418.71
Fannie Mae
2037-11-25
0.830000
Government Agency Debt
3000000.00
1009618.31
Fannie Mae
2037-09-25
0.710000
Government Agency Debt
6000000.00
2432670.37
Fannie Mae
2034-08-25
6.000000
Government Agency Debt
1930000.00
761907.30
Fannie Mae
2035-09-25
5.500000
Government Agency Debt
14150000.00
3914019.48
Fannie Mae
2033-10-25
6.000000
Government Agency Debt
14930000.00
58765.81
Fannie Mae
2034-03-25
5.000000
Government Agency Debt
3900000.00
893475.29
Fannie Mae
2019-05-25
4.500000
Government Agency Debt
122000.00
34055.71
Fannie Mae
2034-12-25
5.000000
Government Agency Debt
3016000.00
857634.99
Fannie Mae
2029-05-25
4.500000
Government Agency Debt
500000.00
86074.89
Fannie Mae
2023-07-25
4.750000
Government Agency Debt
2700000.00
584984.19
Fannie Mae
2019-06-25
5.000000
Government Agency Debt
250000.00
48049.51
Fannie Mae
2034-05-25
0.511500
Government Agency Debt
2841650.00
1086650.20
Fannie Mae
2014-09-25
6.000000
Government Agency Debt
750000.00
307839.11
Fannie Mae
2018-09-25
4.500000
Government Agency Debt
80000.00
84642.48
Fannie Mae
2024-03-25
0.660000
Government Agency Debt
15200000.00
342155.78
Fannie Mae
2029-07-25
0.610000
Government Agency Debt
9800000.00
1012386.24
Fannie Mae
2031-05-25
6.000000
Government Agency Debt
825000.00
54650.89
Fannie Mae
2017-04-25
6.000000
Government Agency Debt
250000.00
221731.00
Fannie Mae
2017-03-25
5.500000
Government Agency Debt
286000.00
100332.24
Fannie Mae
2017-04-25
5.500000
Government Agency Debt
120000.00
47473.43
Fannie Mae
2031-07-25
5.500000
Government Agency Debt
4500000.00
1244081.61
Fannie Mae
2033-01-25
4.000000
Government Agency Debt
22500000.00
1259303.11
Fannie Mae
2032-12-25
4.000000
Government Agency Debt
2600000.00
292515.29
Fannie Mae
2032-08-25
5.000000
Government Agency Debt
1000000.00
647014.04
Fannie Mae
2032-12-25
4.000000
Government Agency Debt
3000000.00
329567.62
Fannie Mae
2031-08-25
5.000000
Government Agency Debt
15535000.00
1403231.19
Fannie Mae
2017-07-25
4.000000
Government Agency Debt
1000000.00
82667.04
Fannie Mae
2017-12-25
4.000000
Government Agency Debt
835000.00
104316.06
Fannie Mae
2017-12-25
4.500000
Government Agency Debt
1000000.00
125595.77
Fannie Mae
2031-06-25
3.600000
Government Agency Debt
5265000.00
987954.91
Fannie Mae
2032-01-25
4.000000
Government Agency Debt
48000000.00
2314869.60
Fannie Mae
2033-03-25
3.600000
Government Agency Debt
74876137.00
1620566.69
Fannie Mae
2020-09-25
5.000000
Government Agency Debt
1000000.00
1060974.00
Fannie Mae
2018-09-25
4.500000
Government Agency Debt
2500000.00
980887.56
Fannie Mae
2032-09-25
7.000000
Government Agency Debt
4803000.00
387373.82
Fannie Mae
2020-08-25
5.500000
Government Agency Debt
9025000.00
72701.71
Fannie Mae
2021-09-25
8.000000
Government Agency Debt
15000000.00
371199.02
Fannie Mae
2021-12-25
8.500000
Government Agency Debt
15000000.00
384822.75
Fannie Mae
2022-09-25
5.500000
Government Agency Debt
1500000.00
85670.85
Fannie Mae
2023-02-25
7.000000
Government Agency Debt
265000.00
41639.03
Fannie Mae
2023-06-25
6.500000
Government Agency Debt
750000.00
239002.30
Fannie Mae
2023-09-25
1.431200
Government Agency Debt
1000000.00
96536.35
Fannie Mae
2023-10-25
1.431200
Government Agency Debt
1000000.00
76218.33
Fannie Mae
2023-11-25
8.000000
Government Agency Debt
4000000.00
48923.50
Fannie Mae
2016-03-25
6.000000
Government Agency Debt
700000.00
77515.71
Fannie Mae
2039-10-25
4.500000
Government Agency Debt
160000.00
111955.46
Fannie Mae
2039-03-25
4.500000
Government Agency Debt
1570000.00
1546724.35
Fannie Mae
2036-05-25
6.000000
Government Agency Debt
5400000.00
418024.73
Fannie Mae
2024-11-25
5.000000
Government Agency Debt
13229000.00
3099506.91
Fannie Mae
2035-05-25
2.624000
Government Agency Debt
1275000.00
546664.63
Fannie Mae
2028-02-25
0.660000
Government Agency Debt
17000000.00
533662.97
Fannie Mae
2028-02-25
0.660000
Government Agency Debt
25000000.00
4066128.63
Fannie Mae
2033-08-25
0.660000
Government Agency Debt
750000.00
147583.03
Fannie Mae
2014-01-25
4.500000
Government Agency Debt
1000000.00
492107.84
Fannie Mae
2024-07-25
5.500000
Government Agency Debt
125000.00
132075.63
Fannie Mae
2018-06-25
4.500000
Government Agency Debt
1018000.00
195354.48
Fannie Mae
2035-05-25
0.440000
Government Agency Debt
7275000.00
3388001.45
Fannie Mae
2016-09-25
5.000000
Government Agency Debt
6000000.00
160301.71
Fannie Mae
2012-11-25
5.500000
Government Agency Debt
2000000.00
107796.98
Fannie Mae
2017-02-25
6.000000
Government Agency Debt
682500.00
237581.31
Fannie Mae
2017-04-25
6.000000
Government Agency Debt
200000.00
55342.22
Fannie Mae
2030-04-25
4.500000
Government Agency Debt
20065000.00
1370059.12
Fannie Mae
2015-09-25
6.000000
Government Agency Debt
2000000.00
916823.66
Fannie Mae
2017-03-25
5.000000
Government Agency Debt
1100000.00
145741.85
Fannie Mae
2033-02-25
3.500000
Government Agency Debt
4900000.00
1289850.83
Fannie Mae
2033-06-25
5.750000
Government Agency Debt
100000.00
108230.65
Fannie Mae
2018-09-25
4.500000
Government Agency Debt
10000000.00
2821144.63
Fannie Mae
2014-08-25
5.500000
Government Agency Debt
200000.00
76000.89
Fannie Mae
2023-03-25
7.700000
Government Agency Debt
547000.00
95868.01
Fannie Mae
2032-09-25
6.000000
Government Agency Debt
33000000.00
2816158.75
Fannie Mae
2037-02-25
0.510000
Government Agency Debt
1600000.00
706652.72
Fannie Mae
2037-02-25
0.590000
Government Agency Debt
1700000.00
507593.75
Fannie Mae
2031-03-25
6.000000
Government Agency Debt
1500000.00
485190.53
Fannie Mae
2035-02-25
5.000000
Government Agency Debt
2000000.00
899663.23
Fannie Mae
2034-06-25
5.000000
Government Agency Debt
300000.00
155461.52
Fannie Mae
2037-04-25
1.160000
Government Agency Debt
2025000.00
1066118.20
GNMA
2039-04-20
4.000000
Government Agency Debt
750000.00
707819.04
GNMA
2012-07-18
7.000000
Government Agency Debt
750000.00
64167.14
GNMA
2027-11-18
6.500000
Government Agency Debt
3200000.00
179338.49
GNMA
2032-02-16
5.500000
Government Agency Debt
5000000.00
2218705.60
GNMA
2032-06-20
6.500000
Government Agency Debt
150000.00
65255.20
GNMA
2031-12-20
5.000000
Government Agency Debt
3900000.00
739171.28
GNMA
2037-03-20
4.250000
Government Agency Debt
5170000.00
2107120.33
GNMA
2035-08-20
4.500000
Government Agency Debt
500000.00
139380.17
GNMA
2037-01-20
3.500000
Government Agency Debt
5000000.00
3356339.99
GNMA
2039-07-20
4.500000
Government Agency Debt
5000000.00
3663080.95
GNMA
2038-10-20
4.250000
Government Agency Debt
2000000.00
1955027.32
GNMA
2039-02-20
3.000000
Government Agency Debt
3000000.00
2841110.13
GNMA
2026-06-20
7.500000
Government Agency Debt
600000.00
153301.41
GNMA
2030-09-20
0.661000
Government Agency Debt
29600000.00
241342.92
GNMA
2029-11-18
6.500000
Government Agency Debt
500000.00
281039.80
Freddie Mac
2033-04-15
5.000000
Government Agency Debt
1500000.00
1555395.00
Freddie Mac
2037-01-15
1.121200
Government Agency Debt
5000000.00
2439923.55
Freddie Mac
2039-05-15
5.000000
Government Agency Debt
2450000.00
1819099.09
Freddie Mac
2037-01-15
0.561000
Government Agency Debt
17350000.00
1955076.19
Freddie Mac
2027-10-15
5.500000
Government Agency Debt
4080000.00
420388.74
Freddie Mac
2027-03-15
5.500000
Government Agency Debt
4830000.00
878669.59
Freddie Mac
2037-06-15
0.581000
Government Agency Debt
1010000.00
336405.71
Freddie Mac
2037-06-15
0.715700
Government Agency Debt
5000000.00
1615445.72
Freddie Mac
2037-08-15
0.761200
Government Agency Debt
5000000.00
2121561.70
Freddie Mac
2026-09-15
5.000000
Government Agency Debt
5850000.00
191426.82
Fannie Mae
2020-05-25
2.750000
Government Agency Debt
500000.00
494853.90
Fannie Mae
2024-09-25
4.500000
Government Agency Debt
3500000.00
1975475.48
Fannie Mae
2040-02-25
3.500000
Government Agency Debt
1000000.00
666056.67
Fannie Mae
2039-08-25
4.500000
Government Agency Debt
2000000.00
1956104.07
GNMA
2039-03-16
4.500000
Government Agency Debt
1620000.00
1269945.75
GNMA
2037-01-16
4.500000
Government Agency Debt
1500000.00
965234.05
GNMA
2021-12-16
4.968000
Government Agency Debt
1500000.00
264778.34
GNMA
2036-05-20
5.400000
Government Agency Debt
4000000.00
1777855.38
GNMA
2033-02-16
5.500000
Government Agency Debt
3900000.00
818881.45
GNMA
2031-07-20
5.000000
Government Agency Debt
4000000.00
159965.19
GNMA
2032-06-20
6.500000
Government Agency Debt
2300000.00
942686.76
GNMA
2032-01-20
4.500000
Government Agency Debt
1750000.00
171876.06
GNMA
2037-02-20
4.250000
Government Agency Debt
2000000.00
1024481.76
GNMA
2029-07-20
3.000000
Government Agency Debt
1027532.00
7930.68
GNMA
2033-07-20
5.000000
Government Agency Debt
2000000.00
938674.63
GNMA
2011-03-20
5.500000
Government Agency Debt
10123628.00
78325.37
GNMA
2034-02-20
4.250000
Government Agency Debt
2000000.00
1437844.93
GNMA
2037-02-20
4.200000
Government Agency Debt
4500000.00
1989225.01
GNMA
2013-02-20
5.500000
Government Agency Debt
10000000.00
2622941.04
GNMA
2030-12-16
4.000000
Government Agency Debt
2753805.00
301789.53
GNMA
2035-01-20
4.500000
Government Agency Debt
5300000.00
1571754.52
GNMA
2033-11-20
4.250000
Government Agency Debt
5000000.00
1014342.57
GNMA
2033-06-20
5.500000
Government Agency Debt
608853.00
283064.08
GNMA
2038-08-20
4.500000
Government Agency Debt
750000.00
572752.72
GNMA
2033-04-20
5.000000
Government Agency Debt
1110000.00
469907.49
GNMA
2037-10-20
4.500000
Government Agency Debt
5000000.00
3722964.01
GNMA
2039-03-20
4.500000
Government Agency Debt
8000000.00
4075101.08
GNMA
2035-07-20
4.500000
Government Agency Debt
1701000.00
1406613.64
GNMA
2039-03-20
3.500000
Government Agency Debt
1500000.00
1034547.66
GNMA
2035-06-20
5.500000
Government Agency Debt
3000000.00
3198477.00
GNMA
2037-04-20
5.500000
Government Agency Debt
4000000.00
1977168.35
GNMA
2036-06-20
5.500000
Government Agency Debt
2500000.00
1338218.12
GNMA
2036-07-20
5.500000
Government Agency Debt
10025000.00
3874034.59
GNMA
2037-05-20
3.500000
Government Agency Debt
4300000.00
2352199.80
GNMA
2037-10-20
4.750000
Government Agency Debt
5033834.00
1997708.47
GNMA
2037-10-16
4.250000
Government Agency Debt
1890000.00
1197093.74
GNMA
2037-02-20
5.500000
Government Agency Debt
2000000.00
681057.30
GNMA
2034-10-20
5.750000
Government Agency Debt
10000000.00
787589.32
GNMA
2039-04-16
4.000000
Government Agency Debt
1550000.00
1037882.45
GNMA
2032-07-20
3.500000
Government Agency Debt
2500000.00
2214010.74
GNMA
2039-08-20
4.000000
Government Agency Debt
5250000.00
3577298.50
GNMA
2039-09-16
3.000000
Government Agency Debt
900000.00
629666.32
GNMA
2038-12-20
5.000000
Government Agency Debt
1000000.00
993639.06
GNMA
2037-08-20
4.000000
Government Agency Debt
2000000.00
1915791.36
GNMA
2021-02-20
5.000000
Government Agency Debt
1500000.00
1494415.14
GNMA
2033-05-20
4.500000
Government Agency Debt
1500000.00
1468045.27
GNMA
2041-01-16
4.500000
Government Agency Debt
879000.00
838016.63
GNMA
2037-12-16
3.750000
Government Agency Debt
900000.00
857531.25
GNMA
2040-12-20
0.613000
Government Agency Debt
800000.00
795352.46
GNMA
2040-12-20
4.500000
Government Agency Debt
2700000.00
2827743.34
GNMA
2030-03-20
8.000000
Government Agency Debt
4186000.00
376621.02
Unrated Security
N/A
N/A
2011-03-07
2011-03-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
508000000.00
508000000.00
0.0240
N
507991110.00
507991110.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
21599B009_0.2000_M110301_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-10-01
5.000000
Government Agency Debt
70000000.00
33715002.10
Freddie Mac
2040-12-01
4.500000
Government Agency Debt
34719621.00
35380627.11
Freddie Mac
2020-06-01
5.000000
Government Agency Debt
106030517.00
34584132.45
Freddie Mac
2037-11-01
6.000000
Government Agency Debt
87260108.00
33461818.57
Freddie Mac
2022-04-01
4.500000
Government Agency Debt
3797708.00
1710599.43
Freddie Mac
2025-06-01
4.000000
Government Agency Debt
39233576.00
38094143.02
Freddie Mac
2025-08-01
4.500000
Government Agency Debt
38004371.00
38526592.12
Freddie Mac
2021-02-01
3.000000
Government Agency Debt
35369093.00
34528794.09
Freddie Mac
2039-11-01
5.000000
Government Agency Debt
39500000.00
37877308.27
Fannie Mae
2036-04-01
6.000000
Government Agency Debt
80177031.00
34460906.42
Fannie Mae
2036-02-01
6.000000
Government Agency Debt
60274923.00
34868167.91
Fannie Mae
2048-01-01
6.000000
Government Agency Debt
77413466.00
36468515.89
Fannie Mae
2037-02-01
6.000000
Government Agency Debt
64857208.00
37772176.71
Fannie Mae
2018-03-01
5.500000
Government Agency Debt
8250727.00
5289277.03
Fannie Mae
2040-01-01
5.000000
Government Agency Debt
51070389.00
33271304.20
Fannie Mae
2021-02-01
3.000000
Government Agency Debt
37772516.00
38498126.03
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
39335000.00
37563579.27
Fannie Mae
2025-01-01
4.500000
Government Agency Debt
36705599.00
35906528.61
Fannie Mae
2025-02-01
4.500000
Government Agency Debt
35753359.00
34894255.31
Fannie Mae
2030-09-01
4.000000
Government Agency Debt
33360109.00
33128145.76
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
625000000.00
625000000.00
0.0296
N
625000000.00
625000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.190000%
22799D001_0.1900_M110301_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2039-03-20
5.000000
Government Agency Debt
30000000.00
22966200.11
Freddie Mac
2038-07-20
5.500000
Government Agency Debt
30000000.00
16848204.73
Freddie Mac
2040-12-20
4.000000
Government Agency Debt
12702214.00
12722669.62
Freddie Mac
2033-06-15
5.000000
Government Agency Debt
30000000.00
8358170.99
Freddie Mac
2038-12-15
6.000000
Government Agency Debt
30000000.00
13546307.09
Freddie Mac
2039-02-15
6.000000
Government Agency Debt
14215000.00
8704529.65
Unrated Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
81515491.00
81515491.00
0.0039
N
81515491.00
81515491.00
Goldman Sachs & Co
Goldman Sachs & Co 0.200000%
38399H002_0.2000_M110301_2MN4
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2039-12-20
6.250000
Government Agency Debt
231421734.00
215250000.12
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
205000000.00
205000000.00
0.0097
N
205000000.00
205000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.200000%
46899T004_0.2000_M110301_2MN4
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-02-25
2.000000
Government Agency Debt
119879245.00
103000000.23
Unrated Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
100000000.00
100000000.00
0.0047
N
100000000.00
100000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.180000%
992JYE002_0.1800_M110302_2MN4
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2035-09-20
4.000000
Government Agency Debt
29003602.00
28305471.63
GNMA
2039-10-16
1.014700
Government Agency Debt
79395372.00
51494528.63
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
N
76000000.00
76000000.00
0.0036
N
75999855.60
75999855.60
General Electric Co
General Electric Co 0.220000%
36960MR13
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
20000000.00
19996211.11
0.0009
N
19997200.00
19997200.00
Royal Bank of Canada
Royal Bank of Canada 0.190000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
629000000.00
629000000.00
0.0297
Security is a time deposit.
N
629000000.00
629000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.170000%
869999003
0001448613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
24000000.00
24000000.00
0.0011
Security is a time deposit.
N
24000000.00
24000000.00
Citibank, NA
Citibank, NA 0.180000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
N
23000000.00
23000000.00
0.0011
Security is a time deposit.
N
23000000.00
23000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.190000%
052992005_M110303
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-03-03
2011-03-03
N
N
N
125000000.00
125000000.00
0.0059
Security is a time deposit.
N
125000000.00
125000000.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WBP7
Other Note
N
First Tier Security
N/A
N/A
2011-05-10
2011-05-10
N
N
N
75000000.00
75000000.00
0.0035
N
74989500.00
74989500.00
Bank of America, NA
Bank of America, NA 0.330000%
06052WBS1
Other Note
N
First Tier Security
N/A
N/A
2011-06-14
2011-06-14
N
N
N
25000000.00
25000000.00
0.0012
N
25000000.00
25000000.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
835544.55
835544.55
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
635932.96
635932.96
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
676283.86
676283.86
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
514719.65
514719.65
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJR5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
994403.85
994403.85
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
756840.77
756840.77
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1193303.47
1193303.47
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
908223.27
908223.27
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJW4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
2982989.67
2982989.67
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
2270353.44
2270353.44
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1074026.84
1074026.84
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
817441.82
817441.82
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
377908.39
377908.39
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
287626.08
287626.08
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKH5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
596697.67
596697.67
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
454146.60
454146.60
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
179003.04
179003.04
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
136239.22
136239.22
Chase Bank USA, NA
Chase Bank USA, NA 0.210000%
16144TEG0
Other Note
N
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
N
358000000.00
358000000.00
0.0169
N
358000000.00
358000000.00
Goldman Sachs Group, Inc
Goldman Sachs Group, Inc 1.020000%
03799J008
0000769993
Other Note
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
N
30000000.00
30000000.00
0.0014
Y
30088800.00
30088800.00
Bank of America, NA
Bank of America, NA 0.603100%
0605A05T7
Other Note
N
First Tier Security
N/A
N/A
2011-04-26
2012-03-22
N
N
N
149000000.00
149000000.00
0.0070
N
149270584.00
149270584.00
Bank of America, NA
Bank of America, NA 0.330000%
06050Y7D7
Other Note
N
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
N
106000000.00
106000000.00
0.0050
N
106013886.00
106013886.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WAH6
Other Note
N
First Tier Security
N/A
N/A
2011-03-04
2011-03-04
N
N
N
325000000.00
325000000.00
0.0154
N
325000000.00
325000000.00
Bank of America, NA
Bank of America, NA 0.330000%
06052WAY9
Other Note
N
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
N
N
125000000.00
125000000.00
0.0059
N
125000000.00
125000000.00
Bank of America, NA
Bank of America, NA 0.400000%
06052WBH5
Other Note
N
First Tier Security
N/A
N/A
2011-07-28
2011-07-28
N
N
N
150000000.00
150000000.00
0.0071
N
149984850.00
149984850.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.374400%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2011-04-27
2012-03-26
N
N
N
50000000.00
50000000.00
0.0024
N
50003650.00
50003650.00
Citigroup, Inc
Citigroup, Inc 0.403500%
172967DL2
Other Note
N
First Tier Security
N/A
N/A
2011-05-18
2011-05-18
N
N
N
50000000.00
49956125.00
0.0024
N
49992300.00
49992300.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.302000%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2011-03-21
2012-03-21
N
N
N
500000000.00
500000000.00
0.0236
N
500001000.00
500001000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M110301_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6799996.74
DANAHER CORP DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6799959.26
LOWES COS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6799980.11
MEAD JOHNSON NUTRITION CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6799978.20
MURPHY OIL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6799942.38
PRIDE INTL INC DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6799974.72
COVIDIEN PLC SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6799950.66
AMERICAN TOWER CORP CL A
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6799994.88
TYCO INTERNATIONAL LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6799987.86
FRANKLIN RES INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6799984.44
NABORS INDUSTRIES LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6799984.62
APACHE CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6799955.91
WILLIAMS COS INC DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6799996.94
FIDELITY NATL INFORMATION SVCOM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6799969.00
WYNDHAM WORLDWIDE CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6799976.96
JPMORGAN CHASE & CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6799968.96
AMERICAN EXPRESS CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
5994298.65
CALPINE CORP COM NEW
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6799987.77
J CREW GROUP INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6799975.48
PACKAGING CORP AMER COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6799979.96
PFIZER INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
806170.70
WEIGHT WATCHERS INTL INC NEWCOM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6799994.63
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
136000000.00
136000000.00
0.0064
Repurchase agreement collateralized by common stock and ETFs.
N
135999741.60
135999741.60
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M110603_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1399993.92
BANK OF AMERICA CORPORATION COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1399992.20
CLEAR CHANNEL OUTDOOR HLDGS CL A
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
921735.75
CROWN CASTLE INTL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1399960.03
DANAHER CORP DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1399985.67
MURPHY OIL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1399970.85
PLAINS EXPL& PRODTN CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1399991.80
RACKSPACE HOSTING INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
447443.56
COVIDIEN PLC SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1399995.81
AMERICAN TOWER CORP CL A
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1399964.16
FRONTLINE LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
912540.00
TYCO INTERNATIONAL LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1399959.34
FRANKLIN RES INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1399952.70
NABORS INDUSTRIES LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1399996.00
WINNEBAGO INDS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
881469.36
WILLIAMS COS INC DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1399978.90
CONSTELLATION BRANDS INC CL A
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
914588.10
PEP BOYS MANNY MOE & JACK COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
937461.14
APACHE CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1399965.49
JPMORGAN CHASE & CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1399979.88
PACKAGING CORP AMER COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1399998.44
PFIZER INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1399996.66
WEIGHT WATCHERS INTL INC NEWCOM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1399942.83
NICOR INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
585168.93
First Tier Security
N/A
N/A
2011-06-03
2011-06-03
N
N
N
28000000.00
28000000.00
0.0013
Repurchase agreement collateralized by common stock and ETFs.
Y
27999946.80
27999946.80
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M110607_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6349993.44
CROWN CASTLE INTL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
3487419.10
DANAHER CORP DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6349965.67
LOWES COS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
4790181.20
MEAD JOHNSON NUTRITION CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6349948.40
MURPHY OIL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6349938.63
PRIDE INTL INC DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
4422982.20
COVIDIEN PLC SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6349975.56
AMERICAN TOWER CORP CL A
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6349969.92
TYCO INTERNATIONAL LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6349992.94
FRANKLIN RES INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6349950.56
NABORS INDUSTRIES LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6349973.76
APACHE CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6349936.12
WILLIAMS COS INC DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6349970.22
FIDELITY NATL INFORMATION SVCOM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6349979.53
WYNDHAM WORLDWIDE CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6349992.32
JPMORGAN CHASE & CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6349973.76
CALPINE CORP COM NEW
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6349989.57
J CREW GROUP INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6349968.84
PACKAGING CORP AMER COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6349996.04
PFIZER INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6349992.26
WEIGHT WATCHERS INTL INC NEWCOM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
6349949.32
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
N
127000000.00
127000000.00
0.0060
Repurchase agreement collateralized by common stock and ETFs.
Y
126999758.70
126999758.70
Goldman Sachs & Co
Goldman Sachs & Co 0.650000%
992JYE002_0.6500_M110623_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1349997.64
AUTOLIV INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
37521.50
BANK OF AMERICA CORPORATION COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1349994.00
CROWN CASTLE INTL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1349993.46
DANAHER CORP DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1349980.77
MURPHY OIL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1349937.78
PLAINS EXPL& PRODTN CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1349988.00
RACKSPACE HOSTING INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
493521.96
VENOCO INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
950711.12
COVIDIEN PLC SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1349976.03
AMERICAN TOWER CORP CL A
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1349967.36
TYCO INTERNATIONAL LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1349984.76
FRANKLIN RES INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1349976.70
NABORS INDUSTRIES LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1349975.90
NATIONAL FINL PARTNERS CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
985479.46
PARK ELECTROCHEMICAL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
991332.54
FREEPORT-MCMORAN COPPER & GOCOM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
952019.95
WILLIAMS COS INC DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1349989.38
APACHE CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1349935.84
JPMORGAN CHASE & CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1349985.60
PACKAGING CORP AMER COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1349980.84
PFIZER INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1349998.80
WEIGHT WATCHERS INTL INC NEWCOM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
1349951.46
ROBBINS & MYERS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
989850.60
First Tier Security
N/A
N/A
2011-06-23
2011-06-23
N
N
N
27000000.00
27000000.00
0.0013
Repurchase agreement collateralized by common stock and ETFs.
Y
26999948.70
26999948.70
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M110602_2MN4
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
849998.06
AUTOLIV INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
849992.00
BANK OF AMERICA CORPORATION COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
849997.80
CROWN CASTLE INTL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
849986.40
DANAHER CORP DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
849982.28
DEVELOPERS DIVERSIFIED RLTY COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
418.80
KIMCO RLTY CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
849996.48
MURPHY OIL CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
849974.43
PLAINS EXPL& PRODTN CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
849988.20
COVIDIEN PLC SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
849981.15
AMERICAN TOWER CORP CL A
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
849999.36
TYCO INTERNATIONAL LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
849970.52
FRANKLIN RES INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
849966.82
NABORS INDUSTRIES LTD SHS
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
849973.28
PROVIDENT FINL SVCS INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
849997.80
WILLIAMS COS INC DEL COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
849973.14
BARNES & NOBLE INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
849992.58
APACHE CORP COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
849886.40
JPMORGAN CHASE & CO COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
849996.12
PACKAGING CORP AMER COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
849979.32
PFIZER INC COM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
849982.48
WEIGHT WATCHERS INTL INC NEWCOM
2011-02-28
N/A
Other Instrument
common stock or ETF
0.00
849976.27
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
N
N
17000000.00
17000000.00
0.0008
Repurchase agreement collateralized by common stock and ETFs.
Y
16999967.70
16999967.70
United States Treasury Department
United States Treasury Department 0.150000%
912795V99
Treasury Debt
N
First Tier Security
N/A
N/A
2011-03-10
2011-03-10
N
N
N
133000000.00
132995012.50
0.0063
N
132997074.00
132997074.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
00799J004_0.1800_M110301_2MN4
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2011-10-20
0.000000
Treasury Debt
504100.00
503525.33
United States Treasury Department
2026-01-15
2.000000
Treasury Debt
18361000.00
21485960.58
United States Treasury Department
2027-01-15
2.375000
Treasury Debt
9625000.00
11575980.40
United States Treasury Department
2040-02-15
2.125000
Treasury Debt
35006000.00
36880729.41
United States Treasury Department
2012-07-15
3.000000
Treasury Debt
27195000.00
35563411.27
United States Treasury Department
2016-01-15
2.000000
Treasury Debt
6348200.00
7751661.94
United States Treasury Department
2018-02-28
2.750000
Treasury Debt
39479200.00
39238771.67
Unrated Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
150000000.00
150000000.00
0.0071
N
150000000.00
150000000.00
New Jersey Economic Development Auth
Economic Development Bonds (MSNBC/CNBC) Series 1997A 0.350000%
64577M3F5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
Y
General Electric Co
N/A
N/A
Y
General Electric Co
N/A
N/A
N
1100000.00
1100000.00
0.0001
N
1100000.00
1100000.00