0001145549-11-011678.txt : 20111229
0001145549-11-011678.hdr.sgml : 20111229
20111107140833
ACCESSION NUMBER: 0001145549-11-011678
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111031
FILED AS OF DATE: 20111107
DATE AS OF CHANGE: 20111107
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: 111184017
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
S000004504
Schwab Cash Reserves
C000012378
Schwab Cash Reserves
SWSXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2011-10-31
0000857156
S000004504
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
33
50
33252825602.50
7385678.27
7027345.02
33253183935.75
0.0023
1.0000
2011-10-31
1.0000
2011-10-31
C000012378
1.00
33253183935.75
1.00
490549746.41
6461990767.14
5971441020.73
0.0008
1.0000
2011-10-31
1.0000
2011-10-31
Alpine Securitization Corp
Alpine Securitization Corp 0.190000%
02086MYW8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-30
2011-11-30
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
112000000.00
111982857.78
0.0034
N
111983200.00
111983200.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.260000%
03221KY48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
10667000.00
10666768.88
0.0003
N
10666786.66
10666786.66
Amsterdam Funding Corp
Amsterdam Funding Corp 0.270000%
03221KY71
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
94000000.00
93995770.00
0.0028
N
93997180.00
93997180.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.240000%
03221KYH9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
15000000.00
14998400.00
0.0005
N
14998650.00
14998650.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.250000%
03221KYV8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
86000000.00
85983277.77
0.0026
N
85986240.00
85986240.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.440000%
04014AB69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
150000000.00
149822166.69
0.0045
N
149856000.00
149856000.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.280000%
04014BY13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
39000000.00
39000000.00
0.0012
N
39000000.00
39000000.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.270000%
04014BYU9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
108000000.00
107978130.00
0.0032
N
107983800.00
107983800.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.270000%
04014BYW5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-30
2011-11-30
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
74000000.00
73983905.00
0.0022
N
73987420.00
73987420.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.270000%
04915UYN3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
113000000.00
112982202.50
0.0034
N
112993220.00
112993220.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.270000%
04915UYV5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
104000000.00
103978160.00
0.0031
N
103991680.00
103991680.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.260000%
04915UZL6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
1000000.00
999646.11
0.0000
N
999860.00
999860.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.250000%
05253CZG4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
50000000.00
49984375.00
0.0015
N
49994000.00
49994000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.490000%
973HUY009
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
N
93000000.00
93000000.00
0.0028
N
93032550.00
93032550.00
Bank of America, NA
Bank of America, NA 0.280000%
06052WDT7
Other Note
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
N
3000000.00
3000000.00
0.0001
N
3000030.00
3000030.00
Bank of America, NA
Bank of America, NA 0.270000%
06052WDV2
Other Note
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
55000000.00
55000000.00
0.0017
N
55000000.00
55000000.00
Bank of America, NA
Bank of America, NA 0.240000%
06052WEQ2
Other Note
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
75000000.00
75000000.00
0.0023
N
75000000.00
75000000.00
Bank of America, NA
Bank of America, NA 0.310000%
06052WFE8
Other Note
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
275000000.00
275000000.00
0.0083
N
274936750.00
274936750.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WFV0
Other Note
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
214000000.00
214000000.00
0.0064
N
214000000.00
214000000.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WFW8
Other Note
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
100000000.00
100000000.00
0.0030
N
100000000.00
100000000.00
Bank of America, NA
Bank of America, NA 0.765600%
0605A06S8
Other Note
N
First Tier Security
N/A
N/A
2012-01-23
2012-08-22
N
N
N
174000000.00
174000000.00
0.0052
N
172574940.00
172574940.00
Bank of Montreal
Bank of Montreal 0.230000%
06366WFA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
N
8000000.00
8000000.00
0.0002
N
8000560.00
8000560.00
Bank of Montreal
Bank of Montreal 0.230000%
06366WFK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
N
112000000.00
112000000.00
0.0034
N
112010080.00
112010080.00
Bank of Montreal
Bank of Montreal 0.250000%
06366WFW9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
N
17000000.00
17000000.00
0.0005
N
17001700.00
17001700.00
Bank of Montreal
Bank of Montreal 0.220000%
06366WGF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
174000000.00
174000000.00
0.0052
N
174019140.00
174019140.00
Bank of Montreal
Bank of Montreal 0.250000%
06366WMW1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
33000000.00
33000000.00
0.0010
N
33003630.00
33003630.00
Bank of Montreal
Bank of Montreal 0.250000%
06366WMX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
172000000.00
172000000.00
0.0052
N
172018920.00
172018920.00
Bank of Nova Scotia
Bank of Nova Scotia 0.240000%
06417D2F1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
148000000.00
148000000.00
0.0045
N
148011840.00
148011840.00
Bank of Nova Scotia
Bank of Nova Scotia 0.230000%
06417D2K0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
N
115000000.00
115000000.00
0.0035
N
115010350.00
115010350.00
Bank of Nova Scotia
Bank of Nova Scotia 0.240000%
06417ECS0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
N
296000000.00
296000000.00
0.0089
N
296000000.00
296000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250000%
06417EDB6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
5000000.00
5000000.00
0.0002
N
5000050.00
5000050.00
Bank of Nova Scotia
Bank of Nova Scotia 0.295000%
06417EFA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
65000000.00
65000000.00
0.0020
N
65000000.00
65000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417EGP2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
N
30000000.00
30000000.00
0.0009
N
30000000.00
30000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417EKP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
6000000.00
6000000.00
0.0002
N
5998680.00
5998680.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417ELE1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
N
21000000.00
21000000.00
0.0006
N
20994960.00
20994960.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417ELM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
N
308000000.00
308000000.00
0.0093
N
307929160.00
307929160.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.150000%
06538DZ44
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-10
2011-11-10
N
N
N
103000000.00
103000000.00
0.0031
N
103000000.00
103000000.00
Barclays Bank Plc
Barclays Bank Plc 0.660000%
06740MA45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
N
13000000.00
13000000.00
0.0004
N
12999220.00
12999220.00
Barclays Bank Plc
Barclays Bank Plc 0.470000%
06740MB28
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
203000000.00
203000000.00
0.0061
N
202983760.00
202983760.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06740MM75
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
154000000.00
154000000.00
0.0046
N
154001540.00
154001540.00
Barclays Bank Plc
Barclays Bank Plc 0.643300%
06740MVX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-16
2012-02-16
N
N
N
18000000.00
18000000.00
0.0005
N
18006840.00
18006840.00
Barclays Capital, Inc
Barclays Capital, Inc 0.120000%
00799J004_0.1200_M111101_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2015-09-25
6.000000
Government Agency Debt
2000000.00
634969.99
Fannie Mae
2016-06-25
6.000000
Government Agency Debt
8498000.00
310809.56
Fannie Mae
2017-03-25
0.735000
Government Agency Debt
45000000.00
1307792.93
Fannie Mae
2017-03-25
0.735000
Government Agency Debt
25000000.00
813106.62
Fannie Mae
2018-01-25
6.500000
Government Agency Debt
22310057.00
5265194.57
Fannie Mae
2018-03-25
4.500000
Government Agency Debt
12000000.00
1658470.68
Fannie Mae
2018-05-25
3.000000
Government Agency Debt
1910300.00
49954.36
Fannie Mae
2018-09-25
4.500000
Government Agency Debt
2500000.00
845621.62
Fannie Mae
2018-10-25
9.250000
Government Agency Debt
86050000.00
260560.04
Fannie Mae
2020-09-25
5.000000
Government Agency Debt
1000000.00
1074622.67
Fannie Mae
2020-12-25
4.500000
Government Agency Debt
5833265.00
5400250.45
Fannie Mae
2020-12-25
5.450000
Government Agency Debt
8500000.00
2655320.78
Fannie Mae
2022-03-25
4.250000
Government Agency Debt
50000000.00
2929828.26
Fannie Mae
2022-05-25
4.250000
Government Agency Debt
60000000.00
5044203.70
Fannie Mae
2022-09-25
4.250000
Government Agency Debt
11555000.00
915515.03
Fannie Mae
2022-09-25
4.500000
Government Agency Debt
11300000.00
3560213.05
Fannie Mae
2022-09-25
5.500000
Government Agency Debt
1500000.00
77918.83
Fannie Mae
2022-10-25
4.000000
Government Agency Debt
2125000.00
191297.60
Fannie Mae
2022-12-25
5.000000
Government Agency Debt
30269231.00
1499949.71
Fannie Mae
2023-07-25
4.750000
Government Agency Debt
2700000.00
388696.01
Fannie Mae
2023-08-25
4.250000
Government Agency Debt
8275000.00
1143456.06
Fannie Mae
2023-11-25
4.500000
Government Agency Debt
3712000.00
1098562.95
Fannie Mae
2023-12-25
3.500000
Government Agency Debt
6545000.00
5385516.87
Fannie Mae
2024-03-25
0.750000
Government Agency Debt
5493342.00
462624.12
Fannie Mae
2024-10-25
5.000000
Government Agency Debt
350000.00
380357.48
Fannie Mae
2024-10-25
5.500000
Government Agency Debt
1000000.00
208012.13
Fannie Mae
2024-11-25
5.000000
Government Agency Debt
13229000.00
1702514.64
Fannie Mae
2025-03-25
3.000000
Government Agency Debt
6000000.00
5935629.21
Fannie Mae
2025-08-25
3.500000
Government Agency Debt
5000000.00
4212302.71
Fannie Mae
2025-10-25
3.500000
Government Agency Debt
5000000.00
4962618.99
Fannie Mae
2026-02-25
3.500000
Government Agency Debt
3285000.00
3069512.16
Fannie Mae
2026-04-25
6.100000
Government Agency Debt
3400000.00
304039.28
Fannie Mae
2027-06-25
4.500000
Government Agency Debt
1677000.00
1207509.89
Fannie Mae
2027-09-18
0.750000
Government Agency Debt
15000000.00
144428.10
Fannie Mae
2028-02-25
0.635000
Government Agency Debt
25000000.00
3347529.73
Fannie Mae
2028-02-25
0.635000
Government Agency Debt
25000000.00
3145545.36
Fannie Mae
2028-05-25
5.500000
Government Agency Debt
500000.00
1070.02
Fannie Mae
2028-06-25
3.500000
Government Agency Debt
2505000.00
2023901.91
Fannie Mae
2028-12-25
3.500000
Government Agency Debt
2500000.00
2508494.73
Fannie Mae
2030-03-25
4.500000
Government Agency Debt
1600000.00
177265.82
Fannie Mae
2030-04-25
0.635000
Government Agency Debt
2400000.00
163708.27
Fannie Mae
2030-04-25
4.500000
Government Agency Debt
20065000.00
780746.91
Fannie Mae
2030-04-25
4.500000
Government Agency Debt
3000000.00
427028.89
Fannie Mae
2030-04-25
5.500000
Government Agency Debt
5000000.00
714577.54
Fannie Mae
2030-08-25
5.500000
Government Agency Debt
3000000.00
323467.27
Fannie Mae
2031-03-25
4.500000
Government Agency Debt
2000000.00
26244.31
Fannie Mae
2031-07-25
5.000000
Government Agency Debt
2500000.00
1218180.62
Fannie Mae
2031-10-25
0.735000
Government Agency Debt
21580000.00
3742767.10
Fannie Mae
2031-10-25
0.745000
Government Agency Debt
25750000.00
3368520.81
Fannie Mae
2031-12-25
0.744700
Government Agency Debt
14000000.00
1385782.33
Fannie Mae
2032-01-25
4.000000
Government Agency Debt
48000000.00
986837.99
Fannie Mae
2032-05-25
5.250000
Government Agency Debt
1700000.00
1178029.27
Fannie Mae
2032-08-25
5.000000
Government Agency Debt
1000000.00
422687.06
Fannie Mae
2032-10-25
5.500000
Government Agency Debt
20000000.00
577735.63
Fannie Mae
2032-11-25
4.500000
Government Agency Debt
5000000.00
2574804.23
Fannie Mae
2032-12-25
4.000000
Government Agency Debt
3000000.00
264372.84
Fannie Mae
2032-12-25
4.000000
Government Agency Debt
2600000.00
240520.92
Fannie Mae
2032-12-25
5.500000
Government Agency Debt
5300000.00
2208579.08
Fannie Mae
2033-01-25
4.000000
Government Agency Debt
22500000.00
1000504.67
Fannie Mae
2033-02-25
3.500000
Government Agency Debt
4900000.00
1076146.71
Fannie Mae
2033-03-25
5.000000
Government Agency Debt
2183200.00
328622.23
Fannie Mae
2033-07-25
5.500000
Government Agency Debt
8500000.00
2882836.04
Fannie Mae
2033-07-25
6.254000
Government Agency Debt
75800000.00
4300944.35
Fannie Mae
2033-08-25
3.500000
Government Agency Debt
14000000.00
4199229.03
Fannie Mae
2033-08-25
5.000000
Government Agency Debt
3050000.00
705141.84
Fannie Mae
2033-09-25
6.000000
Government Agency Debt
9900000.00
2495637.35
Fannie Mae
2034-05-25
4.500000
Government Agency Debt
15000000.00
2467904.95
Fannie Mae
2034-06-25
0.354500
Government Agency Debt
40000000.00
2721064.45
Fannie Mae
2034-06-25
5.000000
Government Agency Debt
7400000.00
3443317.61
Fannie Mae
2034-06-25
5.000000
Government Agency Debt
2200000.00
901478.69
Fannie Mae
2034-08-25
6.000000
Government Agency Debt
1930000.00
591425.72
Fannie Mae
2034-12-25
2.500000
Government Agency Debt
5000000.00
3677533.36
Fannie Mae
2034-12-25
5.000000
Government Agency Debt
3016000.00
675310.59
Fannie Mae
2034-12-25
5.500000
Government Agency Debt
15000000.00
3840851.68
Fannie Mae
2035-02-25
5.000000
Government Agency Debt
2000000.00
656094.06
Fannie Mae
2035-03-25
0.635000
Government Agency Debt
5250000.00
1677069.49
Fannie Mae
2035-04-25
5.000000
Government Agency Debt
1700000.00
639808.18
Fannie Mae
2035-05-25
3.000000
Government Agency Debt
5000000.00
1701240.98
Fannie Mae
2035-05-25
3.500000
Government Agency Debt
5000000.00
1735392.13
Fannie Mae
2035-05-25
5.000000
Government Agency Debt
900000.00
361616.75
Fannie Mae
2035-06-25
4.500000
Government Agency Debt
2632000.00
1165500.96
Fannie Mae
2035-09-25
5.500000
Government Agency Debt
14150000.00
3344222.07
Fannie Mae
2036-02-25
0.534500
Government Agency Debt
10000000.00
2517470.22
Fannie Mae
2036-04-25
0.594700
Government Agency Debt
5000000.00
1414613.95
Fannie Mae
2036-05-25
0.634500
Government Agency Debt
5000000.00
1664685.37
Fannie Mae
2036-05-25
0.674500
Government Agency Debt
6744795.00
2141287.05
Fannie Mae
2036-05-25
4.500000
Government Agency Debt
4500000.00
2458135.07
Fannie Mae
2036-06-25
0.784500
Government Agency Debt
11530000.00
90908.35
Fannie Mae
2036-08-25
5.750000
Government Agency Debt
21507000.00
2942751.55
Fannie Mae
2036-09-25
4.500000
Government Agency Debt
3000000.00
1375378.38
Fannie Mae
2036-10-25
0.644700
Government Agency Debt
4131000.00
1032190.57
Fannie Mae
2036-10-25
0.734500
Government Agency Debt
25000000.00
5775175.05
Fannie Mae
2036-10-25
0.735000
Government Agency Debt
785000.00
323533.20
Fannie Mae
2036-10-25
5.250000
Government Agency Debt
11560000.00
3183557.07
Fannie Mae
2036-10-25
6.000000
Government Agency Debt
25000000.00
5762472.80
Fannie Mae
2036-11-25
5.750000
Government Agency Debt
50000000.00
735900.77
Fannie Mae
2037-02-25
0.484500
Government Agency Debt
1600000.00
611558.98
Fannie Mae
2037-02-25
0.565000
Government Agency Debt
1700000.00
415915.59
Fannie Mae
2037-03-25
4.500000
Government Agency Debt
15000000.00
6107498.53
Fannie Mae
2037-03-25
5.500000
Government Agency Debt
4000000.00
2114284.45
Fannie Mae
2037-03-25
5.750000
Government Agency Debt
6000000.00
1467892.40
Fannie Mae
2037-05-25
0.645000
Government Agency Debt
12006794.00
2904766.80
Fannie Mae
2037-06-25
0.484500
Government Agency Debt
5640456.00
769155.30
Fannie Mae
2037-06-25
1.235000
Government Agency Debt
7100000.00
2609466.70
Fannie Mae
2037-07-25
5.500000
Government Agency Debt
2744894.00
2969078.64
Fannie Mae
2037-08-25
0.735000
Government Agency Debt
15000000.00
4945973.81
Fannie Mae
2037-08-25
6.959000
Government Agency Debt
5000000.00
1400178.87
Fannie Mae
2037-09-25
0.694700
Government Agency Debt
6000000.00
2271963.83
Fannie Mae
2037-11-25
0.805000
Government Agency Debt
3000000.00
809674.71
Fannie Mae
2038-02-25
0.735000
Government Agency Debt
10135000.00
4770306.91
Fannie Mae
2038-03-25
0.955000
Government Agency Debt
10000000.00
4790126.31
Fannie Mae
2038-12-25
0.600000
Government Agency Debt
312500.00
312110.00
Fannie Mae
2039-06-25
4.000000
Government Agency Debt
1000000.00
719479.80
Fannie Mae
2039-08-25
4.500000
Government Agency Debt
2000000.00
1781284.26
Fannie Mae
2039-09-25
4.500000
Government Agency Debt
2500000.00
2093186.00
Fannie Mae
2040-01-25
1.521000
Government Agency Debt
2257071.00
7144.96
Fannie Mae
2040-03-25
4.500000
Government Agency Debt
4000000.00
2861101.58
Fannie Mae
2040-05-25
5.500000
Government Agency Debt
2000000.00
1669458.41
Fannie Mae
2040-08-25
4.500000
Government Agency Debt
13000000.00
4251692.91
Fannie Mae
2040-11-25
0.674700
Government Agency Debt
188657.00
167874.43
Fannie Mae
2040-11-25
0.684500
Government Agency Debt
750877.00
680008.03
Fannie Mae
2041-03-25
1.434500
Government Agency Debt
2880615.00
1882474.28
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
1600000.00
1602119.15
Fannie Mae
2049-03-25
4.500000
Government Agency Debt
3000000.00
1415957.10
Freddie Mac
2011-12-15
5.000000
Government Agency Debt
3000000.00
40768.37
Freddie Mac
2013-03-15
0.850000
Government Agency Debt
2500000.00
1002194.21
Freddie Mac
2013-12-15
5.375000
Government Agency Debt
1000000.00
103107.07
Freddie Mac
2014-03-15
5.500000
Government Agency Debt
3000000.00
143634.90
Freddie Mac
2014-06-15
6.000000
Government Agency Debt
1331000.00
523152.35
Freddie Mac
2014-12-15
4.000000
Government Agency Debt
15661000.00
5529872.82
Freddie Mac
2016-08-15
5.500000
Government Agency Debt
1300000.00
709806.77
Freddie Mac
2017-03-15
5.500000
Government Agency Debt
1250000.00
385623.79
Freddie Mac
2017-04-15
0.779000
Government Agency Debt
10000000.00
1242137.64
Freddie Mac
2017-11-15
5.000000
Government Agency Debt
750000.00
53569.44
Freddie Mac
2017-12-15
4.000000
Government Agency Debt
5000000.00
2376149.46
Freddie Mac
2018-01-15
4.250000
Government Agency Debt
8000000.00
1056778.20
Freddie Mac
2018-01-15
4.500000
Government Agency Debt
2183200.00
11867.64
Freddie Mac
2018-03-15
4.500000
Government Agency Debt
7000000.00
1047790.09
Freddie Mac
2018-03-15
4.500000
Government Agency Debt
1200000.00
98925.96
Freddie Mac
2018-04-15
4.500000
Government Agency Debt
6000000.00
478023.63
Freddie Mac
2018-05-15
4.500000
Government Agency Debt
20250000.00
2894040.31
Freddie Mac
2018-05-15
5.000000
Government Agency Debt
30000000.00
1158450.48
Freddie Mac
2018-06-15
2.250000
Government Agency Debt
1000000.00
601495.14
Freddie Mac
2018-06-15
4.000000
Government Agency Debt
2000000.00
294898.56
Freddie Mac
2018-10-15
4.000000
Government Agency Debt
3500000.00
591481.60
Freddie Mac
2018-10-15
4.000000
Government Agency Debt
3600000.00
554110.28
Freddie Mac
2018-12-15
2.000000
Government Agency Debt
5000000.00
3015526.83
Freddie Mac
2018-12-15
5.500000
Government Agency Debt
5500000.00
820058.70
Freddie Mac
2018-12-15
5.750000
Government Agency Debt
5600000.00
665919.88
Freddie Mac
2018-12-15
5.750000
Government Agency Debt
3400000.00
347003.15
Freddie Mac
2019-01-15
0.729000
Government Agency Debt
10000000.00
68757.86
Freddie Mac
2019-03-15
2.500000
Government Agency Debt
1000000.00
639021.05
Freddie Mac
2019-08-15
4.000000
Government Agency Debt
8044615.00
4731771.47
Freddie Mac
2020-09-15
2.000000
Government Agency Debt
1000000.00
675241.33
Freddie Mac
2020-11-15
4.500000
Government Agency Debt
5310000.00
1239998.87
Freddie Mac
2021-02-15
4.500000
Government Agency Debt
14740000.00
3263993.93
Freddie Mac
2021-05-15
5.000000
Government Agency Debt
1000000.00
390570.55
Freddie Mac
2021-07-15
5.000000
Government Agency Debt
10000000.00
43739.18
Freddie Mac
2021-09-15
5.500000
Government Agency Debt
16000000.00
1453564.78
Freddie Mac
2021-10-15
4.000000
Government Agency Debt
150000.00
111089.05
Freddie Mac
2022-05-15
5.000000
Government Agency Debt
100000000.00
3979849.02
Freddie Mac
2022-06-15
4.500000
Government Agency Debt
13000000.00
689604.20
Freddie Mac
2022-06-15
4.500000
Government Agency Debt
2500000.00
176003.39
Freddie Mac
2022-07-15
4.000000
Government Agency Debt
6125000.00
3735824.06
Freddie Mac
2022-08-15
4.000000
Government Agency Debt
2000000.00
1057232.83
Freddie Mac
2022-08-15
4.000000
Government Agency Debt
14500000.00
898384.05
Freddie Mac
2022-08-15
4.250000
Government Agency Debt
86500000.00
5370312.52
Freddie Mac
2022-09-15
1.400000
Government Agency Debt
500000.00
39169.75
Freddie Mac
2022-09-15
4.000000
Government Agency Debt
10500000.00
6143607.98
Freddie Mac
2022-10-15
4.000000
Government Agency Debt
16000000.00
1902099.78
Freddie Mac
2022-11-15
4.000000
Government Agency Debt
10000000.00
5975202.29
Freddie Mac
2023-02-15
4.500000
Government Agency Debt
1637400.00
164080.05
Freddie Mac
2023-05-15
5.000000
Government Agency Debt
10000000.00
1026236.50
Freddie Mac
2023-07-15
0.629000
Government Agency Debt
300000.00
51057.61
Freddie Mac
2023-07-15
4.500000
Government Agency Debt
2456100.00
339628.30
Freddie Mac
2023-07-15
4.500000
Government Agency Debt
2183200.00
268779.36
Freddie Mac
2023-10-15
3.500000
Government Agency Debt
5000000.00
3478083.52
Freddie Mac
2024-01-15
4.000000
Government Agency Debt
5250000.00
3286351.98
Freddie Mac
2024-04-15
5.000000
Government Agency Debt
4000000.00
4199222.67
Freddie Mac
2024-05-15
4.000000
Government Agency Debt
1590000.00
420109.52
Freddie Mac
2024-08-15
2.230000
Government Agency Debt
18063158.00
466632.29
Freddie Mac
2024-08-15
4.000000
Government Agency Debt
1154149.00
1017762.23
Freddie Mac
2024-09-15
4.000000
Government Agency Debt
500000.00
529996.17
Freddie Mac
2024-10-15
5.500000
Government Agency Debt
8600000.00
834112.42
Freddie Mac
2025-02-15
3.000000
Government Agency Debt
1200000.00
1069578.19
Freddie Mac
2025-03-15
3.500000
Government Agency Debt
4650000.00
4530839.46
Freddie Mac
2025-10-15
5.000000
Government Agency Debt
2441280.00
2674904.80
Freddie Mac
2025-11-15
3.500000
Government Agency Debt
2000000.00
1834176.21
Freddie Mac
2026-02-15
4.000000
Government Agency Debt
500000.00
523151.19
Freddie Mac
2026-03-15
5.500000
Government Agency Debt
1910300.00
392882.16
Freddie Mac
2026-04-15
3.000000
Government Agency Debt
2175000.00
1921538.38
Freddie Mac
2026-04-15
5.000000
Government Agency Debt
3000000.00
375326.85
Freddie Mac
2026-10-15
3.500000
Government Agency Debt
1397417.00
1446387.62
Freddie Mac
2027-02-15
0.950000
Government Agency Debt
3000000.00
23575.93
Freddie Mac
2027-02-15
4.500000
Government Agency Debt
1000000.00
449352.32
Freddie Mac
2027-07-15
3.800000
Government Agency Debt
31200000.00
1859840.71
Freddie Mac
2028-02-15
6.500000
Government Agency Debt
4500000.00
956309.96
Freddie Mac
2028-03-15
4.000000
Government Agency Debt
3000000.00
2453559.83
Freddie Mac
2028-06-15
3.500000
Government Agency Debt
1750000.00
1720075.81
Freddie Mac
2028-08-15
3.500000
Government Agency Debt
2370000.00
2284995.60
Freddie Mac
2028-11-15
2.750000
Government Agency Debt
2500000.00
2329348.62
Freddie Mac
2028-11-15
3.500000
Government Agency Debt
5575000.00
5469264.01
Freddie Mac
2028-11-15
3.500000
Government Agency Debt
1300000.00
1277940.90
Freddie Mac
2028-11-15
4.000000
Government Agency Debt
1645000.00
1626726.77
Freddie Mac
2029-08-15
5.500000
Government Agency Debt
1000000.00
104784.43
Freddie Mac
2029-08-15
7.000000
Government Agency Debt
8556753.00
2021846.25
Freddie Mac
2030-05-15
5.250000
Government Agency Debt
2500000.00
48383.01
Freddie Mac
2030-07-15
5.000000
Government Agency Debt
2475000.00
57545.68
Freddie Mac
2030-11-15
3.500000
Government Agency Debt
5000000.00
4281144.16
Freddie Mac
2030-11-15
5.500000
Government Agency Debt
2000000.00
2079800.67
Freddie Mac
2030-11-15
6.000000
Government Agency Debt
17680023.00
936053.72
Freddie Mac
2031-04-15
5.500000
Government Agency Debt
20300000.00
164499.62
Freddie Mac
2031-04-15
5.500000
Government Agency Debt
4500000.00
36465.43
Freddie Mac
2031-05-15
5.000000
Government Agency Debt
9000000.00
692448.84
Freddie Mac
2031-06-15
5.000000
Government Agency Debt
1400000.00
1452309.13
Freddie Mac
2031-07-15
5.500000
Government Agency Debt
3000000.00
3196218.46
Freddie Mac
2031-09-15
5.000000
Government Agency Debt
1450000.00
1472571.49
Freddie Mac
2031-10-15
5.000000
Government Agency Debt
2300000.00
865635.42
Freddie Mac
2032-02-15
0.779000
Government Agency Debt
7150000.00
319329.63
Freddie Mac
2032-02-15
0.829000
Government Agency Debt
20500000.00
270774.87
Freddie Mac
2032-04-15
3.600000
Government Agency Debt
26330626.00
4847190.40
Freddie Mac
2032-04-15
4.500000
Government Agency Debt
1000000.00
46816.81
Freddie Mac
2032-06-15
5.000000
Government Agency Debt
2592550.00
389986.25
Freddie Mac
2032-07-15
5.500000
Government Agency Debt
2600000.00
1518641.70
Freddie Mac
2032-09-15
6.000000
Government Agency Debt
1600000.00
343806.54
Freddie Mac
2032-10-15
5.000000
Government Agency Debt
10000000.00
1104890.78
Freddie Mac
2032-11-15
4.500000
Government Agency Debt
1000000.00
1073980.00
Freddie Mac
2032-11-15
6.000000
Government Agency Debt
4640000.00
3301645.96
Freddie Mac
2032-12-15
0.629000
Government Agency Debt
3100000.00
710278.23
Freddie Mac
2032-12-15
0.829000
Government Agency Debt
25000000.00
2490887.91
Freddie Mac
2033-01-15
5.000000
Government Agency Debt
1900000.00
2059086.37
Freddie Mac
2033-02-15
5.500000
Government Agency Debt
28000000.00
2161107.56
Freddie Mac
2033-03-15
3.500000
Government Agency Debt
2000000.00
84743.26
Freddie Mac
2033-03-15
5.000000
Government Agency Debt
5000000.00
5402418.33
Freddie Mac
2033-04-15
5.000000
Government Agency Debt
1500000.00
1548686.50
Freddie Mac
2033-11-15
5.000000
Government Agency Debt
2000000.00
2121465.33
Freddie Mac
2033-11-15
5.500000
Government Agency Debt
1500000.00
1373771.32
Freddie Mac
2034-01-15
4.500000
Government Agency Debt
2000000.00
2169430.00
Freddie Mac
2034-02-15
5.500000
Government Agency Debt
34220000.00
4014161.59
Freddie Mac
2034-04-15
5.500000
Government Agency Debt
1000000.00
1095700.33
Freddie Mac
2034-05-15
6.000000
Government Agency Debt
4000000.00
1211901.28
Freddie Mac
2034-06-15
5.000000
Government Agency Debt
500000.00
179838.10
Freddie Mac
2034-08-15
5.000000
Government Agency Debt
10000000.00
1939435.83
Freddie Mac
2034-10-15
5.000000
Government Agency Debt
3000000.00
946738.53
Freddie Mac
2034-12-15
5.000000
Government Agency Debt
650000.00
218775.96
Freddie Mac
2034-12-15
5.500000
Government Agency Debt
20000000.00
1894400.43
Freddie Mac
2035-02-15
4.500000
Government Agency Debt
6300000.00
940666.54
Freddie Mac
2035-03-15
0.629000
Government Agency Debt
6000000.00
3137155.33
Freddie Mac
2035-05-15
0.529000
Government Agency Debt
10524000.00
3300875.05
Freddie Mac
2035-06-15
6.000000
Government Agency Debt
24650000.00
6226308.56
Freddie Mac
2035-07-15
0.579000
Government Agency Debt
3045000.00
32750.59
Freddie Mac
2035-09-15
5.500000
Government Agency Debt
1550000.00
354045.44
Freddie Mac
2035-10-15
0.629000
Government Agency Debt
716572.00
24320.56
Freddie Mac
2035-11-15
6.000000
Government Agency Debt
4380000.00
838178.23
Freddie Mac
2035-11-15
6.000000
Government Agency Debt
2540000.00
260936.97
Freddie Mac
2035-12-15
6.000000
Government Agency Debt
2000000.00
299688.38
Freddie Mac
2036-01-15
6.000000
Government Agency Debt
8830000.00
1286400.74
Freddie Mac
2036-03-15
0.543300
Government Agency Debt
11000000.00
5871670.60
Freddie Mac
2036-03-15
0.599000
Government Agency Debt
8200000.00
3534519.88
Freddie Mac
2036-05-15
0.823300
Government Agency Debt
6822428.00
557598.19
Freddie Mac
2036-06-15
4.000000
Government Agency Debt
3992203.00
4079374.08
Freddie Mac
2036-08-15
0.579000
Government Agency Debt
8500000.00
1238073.10
Freddie Mac
2036-09-15
0.643300
Government Agency Debt
5000000.00
1409067.46
Freddie Mac
2036-09-15
0.673300
Government Agency Debt
5000000.00
2051912.71
Freddie Mac
2036-11-15
6.000000
Government Agency Debt
3000000.00
1155535.35
Freddie Mac
2036-12-15
5.000000
Government Agency Debt
6880667.00
3391257.62
Freddie Mac
2037-01-15
0.529000
Government Agency Debt
17350000.00
1799084.00
Freddie Mac
2037-01-15
1.089000
Government Agency Debt
5000000.00
2056628.35
Freddie Mac
2037-03-15
0.529000
Government Agency Debt
15600000.00
5375933.63
Freddie Mac
2037-03-15
4.500000
Government Agency Debt
450000.00
268286.25
Freddie Mac
2037-06-15
0.549000
Government Agency Debt
1010000.00
227987.73
Freddie Mac
2037-06-15
0.693300
Government Agency Debt
5000000.00
1353726.28
Freddie Mac
2037-06-15
4.000000
Government Agency Debt
4000000.00
4102675.24
Freddie Mac
2037-06-15
6.000000
Government Agency Debt
37840000.00
5368857.20
Freddie Mac
2037-07-15
0.719000
Government Agency Debt
4200000.00
1958690.68
Freddie Mac
2037-08-15
0.729000
Government Agency Debt
5000000.00
1873612.97
Freddie Mac
2037-08-15
4.000000
Government Agency Debt
3500000.00
3586401.20
Freddie Mac
2037-10-15
0.559000
Government Agency Debt
10582000.00
5105366.29
Freddie Mac
2037-10-15
0.833300
Government Agency Debt
10000000.00
4036402.47
Freddie Mac
2037-11-15
0.829000
Government Agency Debt
10000000.00
3185124.75
Freddie Mac
2038-01-15
3.000000
Government Agency Debt
5800000.00
5580911.51
Freddie Mac
2038-02-15
0.959000
Government Agency Debt
10000000.00
4171145.22
Freddie Mac
2038-04-15
5.000000
Government Agency Debt
5000000.00
5566233.33
Freddie Mac
2039-01-15
3.500000
Government Agency Debt
4000000.00
1606831.46
Freddie Mac
2039-07-15
1.471000
Government Agency Debt
5000000.00
1240407.76
Freddie Mac
2039-11-15
4.500000
Government Agency Debt
9910000.00
3472283.52
Freddie Mac
2040-07-15
3.500000
Government Agency Debt
2500000.00
1995234.41
Freddie Mac
2041-02-15
0.743300
Government Agency Debt
5050000.00
4083897.76
Freddie Mac
2041-02-15
4.000000
Government Agency Debt
4935049.00
4438753.59
Freddie Mac
2041-07-15
0.00
Government Agency Debt
3189932.00
3367279.46
Freddie Mac
2041-07-15
3.000000
Government Agency Debt
3000000.00
2984526.42
Freddie Mac
2041-07-15
4.000000
Government Agency Debt
3500000.00
3474308.78
Freddie Mac
2041-07-15
4.000000
Government Agency Debt
1018963.00
1009828.34
Freddie Mac
2041-10-15
5.000000
Government Agency Debt
4532910.00
4542246.28
GNMA
2013-02-20
5.500000
Government Agency Debt
10000000.00
1736471.41
GNMA
2015-05-20
5.000000
Government Agency Debt
3400000.00
1380897.98
GNMA
2017-10-16
4.250000
Government Agency Debt
1500000.00
163198.37
GNMA
2020-09-20
5.000000
Government Agency Debt
2000000.00
1874219.69
GNMA
2021-02-20
5.000000
Government Agency Debt
1500000.00
1463786.28
GNMA
2022-04-16
3.084000
Government Agency Debt
1500000.00
493366.98
GNMA
2025-12-16
2.500000
Government Agency Debt
2000000.00
1794977.83
GNMA
2026-05-16
4.000000
Government Agency Debt
161630.00
173629.79
GNMA
2027-08-16
3.492000
Government Agency Debt
5000000.00
2421092.27
GNMA
2029-04-16
4.746000
Government Agency Debt
1500000.00
382106.16
GNMA
2029-08-20
4.500000
Government Agency Debt
4600000.00
30440.64
GNMA
2030-11-16
3.000000
Government Agency Debt
4000000.00
2917712.41
GNMA
2030-12-16
4.000000
Government Agency Debt
2753805.00
198848.65
GNMA
2031-01-20
5.500000
Government Agency Debt
953000.00
33513.03
GNMA
2031-05-20
5.000000
Government Agency Debt
5000000.00
1406294.77
GNMA
2031-12-20
5.000000
Government Agency Debt
3900000.00
564393.04
GNMA
2032-01-16
5.000000
Government Agency Debt
5000000.00
1734137.42
GNMA
2032-01-20
4.500000
Government Agency Debt
1750000.00
127791.08
GNMA
2032-02-16
5.500000
Government Agency Debt
5000000.00
1582486.14
GNMA
2032-03-16
5.000000
Government Agency Debt
10000000.00
4490560.73
GNMA
2032-04-20
5.500000
Government Agency Debt
17000000.00
2561844.58
GNMA
2032-07-20
3.500000
Government Agency Debt
2500000.00
1887682.76
GNMA
2032-10-20
4.500000
Government Agency Debt
50000000.00
5030387.95
GNMA
2032-10-20
4.500000
Government Agency Debt
11250000.00
506464.64
GNMA
2032-11-20
5.000000
Government Agency Debt
2350000.00
530399.04
GNMA
2033-02-16
5.500000
Government Agency Debt
3900000.00
717846.14
GNMA
2033-04-20
5.000000
Government Agency Debt
1110000.00
224318.26
GNMA
2033-05-20
4.500000
Government Agency Debt
1500000.00
1320715.28
GNMA
2033-06-20
5.500000
Government Agency Debt
608853.00
217052.69
GNMA
2033-07-20
5.000000
Government Agency Debt
2000000.00
1023964.17
GNMA
2033-11-20
4.250000
Government Agency Debt
5000000.00
766840.27
GNMA
2034-02-20
4.250000
Government Agency Debt
2000000.00
1073108.16
GNMA
2034-04-16
0.529000
Government Agency Debt
38373901.00
5237891.72
GNMA
2034-04-20
4.500000
Government Agency Debt
3000000.00
2294671.88
GNMA
2034-08-20
5.000000
Government Agency Debt
40198000.00
2586200.81
GNMA
2034-12-16
4.500000
Government Agency Debt
9783000.00
4479798.48
GNMA
2035-01-20
4.500000
Government Agency Debt
5300000.00
1444565.95
GNMA
2035-05-20
0.530000
Government Agency Debt
8255298.00
1745516.22
GNMA
2035-06-20
5.500000
Government Agency Debt
3000000.00
3205465.00
GNMA
2035-07-20
4.500000
Government Agency Debt
1701000.00
1337238.34
GNMA
2035-08-20
3.000000
Government Agency Debt
5000000.00
4304317.43
GNMA
2036-05-20
5.400000
Government Agency Debt
4000000.00
1437700.13
GNMA
2036-06-20
4.250000
Government Agency Debt
5000000.00
1487187.65
GNMA
2036-06-20
5.500000
Government Agency Debt
2500000.00
1078650.10
GNMA
2036-07-20
5.500000
Government Agency Debt
10025000.00
3248307.69
GNMA
2036-09-20
5.000000
Government Agency Debt
2500000.00
2727774.17
GNMA
2036-10-20
5.500000
Government Agency Debt
2875000.00
783205.21
GNMA
2036-10-20
5.750000
Government Agency Debt
900000.00
944690.10
GNMA
2036-11-20
4.500000
Government Agency Debt
500000.00
429217.52
GNMA
2037-01-20
3.500000
Government Agency Debt
5000000.00
2696580.53
GNMA
2037-02-20
4.200000
Government Agency Debt
4500000.00
1558673.33
GNMA
2037-02-20
4.250000
Government Agency Debt
2000000.00
814592.45
GNMA
2037-02-20
5.500000
Government Agency Debt
2000000.00
521474.22
GNMA
2037-03-20
4.250000
Government Agency Debt
6710000.00
2198410.84
GNMA
2037-04-20
0.530000
Government Agency Debt
2355108.00
520343.81
GNMA
2037-04-20
0.530000
Government Agency Debt
1500000.00
348322.84
GNMA
2037-05-20
3.500000
Government Agency Debt
4300000.00
1912930.17
GNMA
2037-08-20
4.000000
Government Agency Debt
2000000.00
1802553.94
GNMA
2037-10-16
4.250000
Government Agency Debt
1890000.00
1025212.40
GNMA
2037-10-20
0.694700
Government Agency Debt
24887577.00
5426759.27
GNMA
2037-10-20
0.710500
Government Agency Debt
5000000.00
1100484.43
GNMA
2037-10-20
0.730500
Government Agency Debt
5000000.00
1066879.82
GNMA
2037-10-20
4.500000
Government Agency Debt
5000000.00
3439339.57
GNMA
2037-10-20
4.750000
Government Agency Debt
5033834.00
1668899.37
GNMA
2037-11-20
0.580500
Government Agency Debt
15000000.00
5260782.06
GNMA
2037-11-20
3.000000
Government Agency Debt
6000000.00
5597680.68
GNMA
2037-11-20
3.000000
Government Agency Debt
5000000.00
4833230.76
GNMA
2038-05-16
4.000000
Government Agency Debt
1950000.00
1624995.30
GNMA
2038-05-20
0.844700
Government Agency Debt
5000000.00
1201995.82
GNMA
2038-05-20
3.500000
Government Agency Debt
4000000.00
3635515.07
GNMA
2038-06-20
1.031000
Government Agency Debt
1400000.00
427708.02
GNMA
2038-07-20
1.094700
Government Agency Debt
5000000.00
1179719.20
GNMA
2038-08-20
1.180500
Government Agency Debt
5000000.00
1285625.93
GNMA
2038-08-20
4.500000
Government Agency Debt
750000.00
487828.74
GNMA
2038-10-20
4.250000
Government Agency Debt
2000000.00
1891198.68
GNMA
2038-11-20
3.500000
Government Agency Debt
5000000.00
5114524.08
GNMA
2038-12-20
4.000000
Government Agency Debt
3000000.00
2826626.88
GNMA
2038-12-20
5.000000
Government Agency Debt
1000000.00
951735.66
GNMA
2039-02-20
3.000000
Government Agency Debt
3000000.00
2821811.30
GNMA
2039-03-16
4.500000
Government Agency Debt
1620000.00
1110548.80
GNMA
2039-03-20
3.500000
Government Agency Debt
1500000.00
877439.52
GNMA
2039-03-20
4.500000
Government Agency Debt
8000000.00
3462620.82
GNMA
2039-03-20
5.000000
Government Agency Debt
5000000.00
5564703.33
GNMA
2039-04-16
4.000000
Government Agency Debt
2550000.00
1433574.29
GNMA
2039-04-20
4.000000
Government Agency Debt
750000.00
686006.87
GNMA
2039-05-20
3.500000
Government Agency Debt
5000000.00
4912096.82
GNMA
2039-06-20
4.000000
Government Agency Debt
6500000.00
4385787.61
GNMA
2039-06-20
4.500000
Government Agency Debt
2580000.00
1868747.07
GNMA
2039-07-16
4.500000
Government Agency Debt
6700000.00
3960258.10
GNMA
2039-07-20
3.500000
Government Agency Debt
5308572.00
4864659.60
GNMA
2039-07-20
4.500000
Government Agency Debt
5000000.00
3164912.84
GNMA
2039-08-20
4.000000
Government Agency Debt
5940000.00
3499659.58
GNMA
2039-09-16
3.000000
Government Agency Debt
900000.00
553431.10
GNMA
2039-10-16
4.000000
Government Agency Debt
6600000.00
4241409.40
GNMA
2039-11-16
4.500000
Government Agency Debt
9250000.00
5240478.99
GNMA
2039-12-16
4.000000
Government Agency Debt
1200000.00
812275.95
GNMA
2039-12-16
4.500000
Government Agency Debt
5739000.00
6279837.62
GNMA
2040-02-16
3.853000
Government Agency Debt
5000000.00
4317823.64
GNMA
2040-02-20
4.500000
Government Agency Debt
2509000.00
1324232.54
GNMA
2040-03-20
0.631000
Government Agency Debt
1410000.00
1302281.27
GNMA
2040-03-20
5.000000
Government Agency Debt
250000.00
276840.17
GNMA
2040-08-20
3.500000
Government Agency Debt
1790000.00
1796186.27
GNMA
2040-10-20
4.000000
Government Agency Debt
1243000.00
1252669.71
GNMA
2040-12-20
4.000000
Government Agency Debt
6250000.00
6191820.83
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
725000000.00
725000000.00
0.0218
N
725000000.00
725000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.150000%
07699U005_0.1500_M111107_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-06-01
2.419000
Government Agency Debt
20861661.00
21228064.36
Fannie Mae
2039-10-01
5.142000
Government Agency Debt
27478312.00
28230358.32
Fannie Mae
2040-04-01
3.749000
Government Agency Debt
50430328.00
28414339.17
Fannie Mae
2040-09-01
4.197000
Government Agency Debt
37516124.00
28417845.80
Fannie Mae
2041-01-01
2.980000
Government Agency Debt
6435371.00
4989392.93
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
107000000.00
107000000.00
0.0032
N
106997860.00
106997860.00
Barclays Capital, Inc
Barclays Capital, Inc 0.170000%
07699U005_0.1700_M111107_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-09-01
2.162000
Government Agency Debt
50000000.00
10724247.42
Fannie Mae
2036-06-01
4.898000
Government Agency Debt
42947048.00
12715270.55
Fannie Mae
2036-07-01
2.465000
Government Agency Debt
12455280.00
12039427.67
Fannie Mae
2036-07-01
2.481000
Government Agency Debt
50008226.00
13540368.87
Fannie Mae
2036-11-01
5.469000
Government Agency Debt
75019513.00
13458805.09
Fannie Mae
2037-04-01
4.182000
Government Agency Debt
24135935.00
10544929.41
Fannie Mae
2037-05-01
5.721000
Government Agency Debt
25014709.00
11899237.91
Fannie Mae
2037-08-01
5.596000
Government Agency Debt
11146110.00
11544870.57
Fannie Mae
2037-11-01
5.914000
Government Agency Debt
42417933.00
10467614.24
Fannie Mae
2037-11-01
6.004000
Government Agency Debt
21513485.00
10653600.39
Fannie Mae
2037-12-01
5.586000
Government Agency Debt
40568538.00
13328355.78
Fannie Mae
2038-04-01
4.274000
Government Agency Debt
20995990.00
10942518.38
Fannie Mae
2038-04-01
4.406000
Government Agency Debt
26163480.00
11721167.21
Fannie Mae
2038-06-01
4.753000
Government Agency Debt
50000000.00
12668768.22
Fannie Mae
2038-07-01
2.936000
Government Agency Debt
26255941.00
12380645.03
Fannie Mae
2038-08-01
5.189000
Government Agency Debt
98852107.00
13851222.57
Fannie Mae
2039-03-01
4.826000
Government Agency Debt
19995950.00
11047138.12
Fannie Mae
2040-03-01
3.961000
Government Agency Debt
21030519.00
13531551.90
Fannie Mae
2040-05-01
3.617000
Government Agency Debt
27070689.00
13338028.45
Fannie Mae
2040-08-01
3.711000
Government Agency Debt
12742317.00
12304845.28
Fannie Mae
2041-05-01
3.219000
Government Agency Debt
11653400.00
11138640.64
Fannie Mae
2041-05-01
3.648000
Government Agency Debt
15030706.00
13476143.41
Fannie Mae
2041-09-01
2.856000
Government Agency Debt
10409790.00
10683688.56
Fannie Mae
2041-10-01
2.756000
Government Agency Debt
3796820.00
3838915.00
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
271000000.00
271000000.00
0.0081
N
270997290.00
270997290.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
07699U005_0.1900_M111107_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-07-01
6.132000
Government Agency Debt
75000000.00
24586486.75
Fannie Mae
2036-09-01
5.048000
Government Agency Debt
35896224.00
24781960.60
Fannie Mae
2036-09-01
6.217000
Government Agency Debt
100195489.00
24953470.05
Fannie Mae
2038-04-01
4.345000
Government Agency Debt
41865283.00
24806483.79
Fannie Mae
2038-04-01
5.600000
Government Agency Debt
4737248.00
3425543.88
Fannie Mae
2040-05-01
3.638000
Government Agency Debt
35338722.00
24614144.92
Fannie Mae
2041-03-01
3.228000
Government Agency Debt
25217327.00
24727804.67
Fannie Mae
2041-10-01
2.962000
Government Agency Debt
6984298.00
7224105.77
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
153000000.00
153000000.00
0.0046
N
153000000.00
153000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.080000%
992JYM004_0.0800_M111104_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-05-20
4.500000
Government Agency Debt
90081000.00
96281413.40
Freddie Mac
2040-10-20
4.500000
Government Agency Debt
63102712.00
62557457.88
Freddie Mac
2041-07-15
0.00
Government Agency Debt
867790.00
870776.93
GNMA
2039-08-16
3.500000
Government Agency Debt
31594945.00
30107349.67
GNMA
2040-09-20
4.000000
Government Agency Debt
9917673.00
10006980.62
GNMA
2040-12-20
4.000000
Government Agency Debt
93494655.00
95851927.13
GNMA
2041-05-20
4.000000
Government Agency Debt
16845281.00
17533635.21
GNMA
2041-10-15
4.000000
Government Agency Debt
96608531.00
103085488.95
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
400000000.00
400000000.00
0.0120
N
400000000.00
400000000.00
Barton Capital, LLC
Barton Capital, LLC 0.450000%
06945MY18
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
Y
Letter of Credit
SOCIETE GENERALE
N/A
N/A
138000000.00
138000000.00
0.0041
N
137999572.20
137999572.20
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.170000%
0554M2AS6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-26
2012-01-26
N
Y
BHP Billiton Ltd
N/A
N/A
N
109000000.00
108955733.90
0.0033
N
108909530.00
108909530.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.100000%
0554M3Y17
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
Y
BHP Billiton Ltd
N/A
N/A
N
10000000.00
10000000.00
0.0003
N
10000000.00
10000000.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.120000%
0554M3YH2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
Y
BHP Billiton Ltd
N/A
N/A
N
73000000.00
72996106.66
0.0022
N
72993430.00
72993430.00
BNP Paribas
BNP Paribas 0.540000%
05572NCN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
199000000.00
199000000.00
0.0060
N
199000000.00
199000000.00
BNP Paribas
BNP Paribas 0.580000%
05572NDB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
N
224000000.00
224000000.00
0.0067
N
223899200.00
223899200.00
BNP Paribas
BNP Paribas 0.570000%
05572NDF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
12000000.00
12000000.00
0.0004
N
11994000.00
11994000.00
BNP Paribas
BNP Paribas 0.570000%
05572NDH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
127000000.00
127000000.00
0.0038
N
126933960.00
126933960.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.120000%
987WVU007_0.1200_M111101_2M49
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-04-20
4.500000
Government Agency Debt
53107748.00
56028247.47
GNMA
2040-04-15
5.500000
Government Agency Debt
336326430.00
249999999.89
GNMA
2040-04-15
5.500000
Government Agency Debt
129279589.00
95221753.74
GNMA
2040-07-15
4.500000
Government Agency Debt
247356590.00
249999999.17
GNMA
2041-02-20
4.000000
Government Agency Debt
241261280.00
249999999.81
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
875000000.00
875000000.00
0.0263
N
875000000.00
875000000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.340000%
0556X0AB0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
Y
Bank of New Zealand
N/A
N/A
N
10000000.00
9993294.44
0.0003
N
9994300.00
9994300.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.260000%
0556X1Y48
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
Y
Bank of New Zealand
N/A
N/A
N
71000000.00
70998461.67
0.0021
N
70999290.00
70999290.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.250000%
10513DCH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
82000000.00
82000000.00
0.0025
N
82000000.00
82000000.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.290000%
10513DDT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
39000000.00
39000000.00
0.0012
N
38982450.00
38982450.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.290000%
10513DDV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
75000000.00
75000000.00
0.0023
N
74966250.00
74966250.00
CAFCO, LLC
CAFCO, LLC 0.310000%
12476EAH2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
95000000.00
94937009.72
0.0029
N
94970550.00
94970550.00
CAFCO, LLC
CAFCO, LLC 0.310000%
12476EAJ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2997985.00
0.0001
N
2999070.00
2999070.00
CAFCO, LLC
CAFCO, LLC 0.370000%
12476EAR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-25
2012-01-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
17000000.00
16985148.61
0.0005
N
16994050.00
16994050.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EB16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
73000000.00
72925377.78
0.0022
N
72971530.00
72971530.00
CAFCO, LLC
CAFCO, LLC 0.390000%
12476EB32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
18000000.00
17981670.00
0.0005
N
17992800.00
17992800.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EB73
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
18000000.00
17980400.00
0.0005
N
17992260.00
17992260.00
CAFCO, LLC
CAFCO, LLC 0.510000%
12476EDA4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
25000000.00
24942979.17
0.0008
N
24977250.00
24977250.00
CAFCO, LLC
CAFCO, LLC 0.260000%
12476FYN0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
55000000.00
54991658.34
0.0017
N
54996150.00
54996150.00
CAFCO, LLC
CAFCO, LLC 0.280000%
12476FZ25
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
38000000.00
37990837.78
0.0011
N
37996200.00
37996200.00
CAFCO, LLC
CAFCO, LLC 0.290000%
12476FZE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49982680.55
0.0015
N
49992000.00
49992000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.334700%
13606X4R6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-21
2012-07-23
N
N
N
126000000.00
126000000.00
0.0038
N
126025200.00
126025200.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.295800%
13606XV47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-12-28
N
N
N
69000000.00
69000000.00
0.0021
N
69003450.00
69003450.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.295800%
13606XV62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-12-28
N
N
N
286000000.00
286000000.00
0.0086
N
285991420.00
285991420.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.289400%
13606XW38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-03
2012-01-03
N
N
N
12000000.00
12000000.00
0.0004
N
11999520.00
11999520.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.400000%
1373X3Y19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
32000000.00
32000000.00
0.0010
N
32000000.00
32000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.280000%
1373X3Y35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
130000000.00
129997977.77
0.0039
N
129998700.00
129998700.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3Y35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
5000000.00
4999925.00
0.0002
N
4999950.00
4999950.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3YF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
2000000.00
1999790.00
0.0001
N
1999860.00
1999860.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3Z26
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
3000000.00
2999302.50
0.0001
N
2999460.00
2999460.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TA58
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
75000000.00
74970208.34
0.0023
N
74978250.00
74978250.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TA66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
40000000.00
39983133.33
0.0012
N
39988000.00
39988000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TA90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
27000000.00
26988615.00
0.0008
N
26991360.00
26991360.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TAL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
3000000.00
2998533.33
0.0001
N
2998680.00
2998680.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TAP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
17000000.00
16991377.22
0.0005
N
16991840.00
16991840.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TAQ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
21000000.00
20989220.00
0.0006
N
20989710.00
20989710.00
Chariot Funding, LLC
Chariot Funding, LLC 0.140000%
15963UY75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
121390000.00
121387167.56
0.0037
N
121387572.20
121387572.20
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963UYE0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
12000000.00
11999046.67
0.0004
N
11999400.00
11999400.00
Chariot Funding, LLC
Chariot Funding, LLC 0.190000%
15963UYG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
62200000.00
62195075.84
0.0019
N
62196268.00
62196268.00
Chariot Funding, LLC
Chariot Funding, LLC 0.180000%
15963UZE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
18000000.00
17996130.00
0.0005
N
17997120.00
17997120.00
Chariot Funding, LLC
Chariot Funding, LLC 0.180000%
15963UZF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
28000000.00
27993840.00
0.0008
N
27995520.00
27995520.00
Chariot Funding, LLC
Chariot Funding, LLC 0.180000%
15963UZK5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
57000000.00
56986320.00
0.0017
N
56989740.00
56989740.00
Chariot Funding, LLC
Chariot Funding, LLC 0.215000%
15963UZK5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
48500000.00
48486096.67
0.0015
N
48491270.00
48491270.00
Chase Bank USA, NA
Chase Bank USA, NA 0.150000%
16144RQM8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
N
54000000.00
54000000.00
0.0016
N
54001080.00
54001080.00
Ciesco, LLC
Ciesco, LLC 0.310000%
17178BAH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
99000000.00
98934357.50
0.0030
N
98969310.00
98969310.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BD93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
8000000.00
7982222.22
0.0002
N
7992800.00
7992800.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BDA0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4988819.44
0.0002
N
4995450.00
4995450.00
Ciesco, LLC
Ciesco, LLC 0.250000%
17178CYM9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
100000000.00
99986111.12
0.0030
N
99994000.00
99994000.00
Ciesco, LLC
Ciesco, LLC 0.260000%
17178CYN7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
49000000.00
48992568.33
0.0015
N
48996570.00
48996570.00
Ciesco, LLC
Ciesco, LLC 0.290000%
17178CZ14
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3999033.33
0.0001
N
3999600.00
3999600.00
Citibank, NA
Citibank, NA 0.240000%
1730D2K50
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
159000000.00
159000000.00
0.0048
N
159009540.00
159009540.00
Citibank, NA
Citibank, NA 0.230000%
1730D2L75
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
N
57000000.00
57000000.00
0.0017
N
57003420.00
57003420.00
Citibank, NA
Citibank, NA 0.090000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
145000000.00
145000000.00
0.0044
Security is a time deposit.
N
145000000.00
145000000.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.300000%
17307SYM8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
Y
Citigroup Inc
N/A
N/A
N
50000000.00
49991666.67
0.0015
N
49992500.00
49992500.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.397500%
20272ABF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2012-06-22
N
N
N
57000000.00
56997591.75
0.0017
N
56985750.00
56985750.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.280000%
20272DA42
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
90000000.00
89955200.01
0.0027
N
89955900.00
89955900.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.320000%
20272DAL4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
N
91000000.00
90935288.88
0.0027
N
90938120.00
90938120.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.310000%
20272DAL4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
N
12000000.00
11991733.33
0.0004
N
11991840.00
11991840.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.230000%
20272EYE2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
N
50000000.00
49995847.22
0.0015
N
49996500.00
49996500.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.265000%
20272EZ68
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
170000000.00
169956201.40
0.0051
N
169966000.00
169966000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.275000%
20272EZF8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
40000000.00
39986555.56
0.0012
N
39990000.00
39990000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.280000%
20272EZG6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
145000000.00
144949250.00
0.0044
N
144962300.00
144962300.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.285000%
20272EZM3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
N
117000000.00
116953687.49
0.0035
N
116964900.00
116964900.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.330000%
973MQJ006
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-27
2012-02-27
N
N
N
122000000.00
122000000.00
0.0037
N
122012200.00
122012200.00
CRC Funding, LLC
CRC Funding, LLC 0.310000%
12622UAC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
146000000.00
145909480.00
0.0044
N
145906560.00
145906560.00
CRC Funding, LLC
CRC Funding, LLC 0.330000%
12622UAH9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
20000000.00
19985883.33
0.0006
N
19985800.00
19985800.00
CRC Funding, LLC
CRC Funding, LLC 0.310000%
12622UAH9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
7000000.00
6995358.61
0.0002
N
6995030.00
6995030.00
CRC Funding, LLC
CRC Funding, LLC 0.400000%
12622UB13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
54000000.00
53944800.00
0.0016
N
53950320.00
53950320.00
CRC Funding, LLC
CRC Funding, LLC 0.250000%
12622VZ56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
62000000.00
61985361.11
0.0019
N
61985120.00
61985120.00
CRC Funding, LLC
CRC Funding, LLC 0.290000%
12622VZE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
48000000.00
47983373.33
0.0014
N
47984160.00
47984160.00
Credit Suisse AG
Credit Suisse AG 0.190000%
22550C6U0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
N
103000000.00
103000000.00
0.0031
N
102998970.00
102998970.00
Credit Suisse AG
Credit Suisse AG 0.190000%
22550C6V8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
N
29000000.00
29000000.00
0.0009
N
28999710.00
28999710.00
Credit Suisse AG
Credit Suisse AG 0.190000%
22550C7B1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
N
5000000.00
5000000.00
0.0002
N
4999950.00
4999950.00
Credit Suisse AG
Credit Suisse AG 0.309400%
22550CB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-04
2011-12-01
N
N
N
268000000.00
268000000.00
0.0081
N
267997320.00
267997320.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.100000%
22799D001_0.1000_M111101_2M49
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2046-10-15
3.700000
Government Agency Debt
20600000.00
21289900.18
Freddie Mac
2052-01-15
5.300000
Government Agency Debt
2959772.00
3257924.83
Freddie Mac
2053-01-15
5.020000
Government Agency Debt
42492789.00
45910991.88
Freddie Mac
2053-05-15
5.350000
Government Agency Debt
52917095.00
58698070.47
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
126624325.00
126624325.00
0.0038
N
126624325.00
126624325.00
Danaher Corp
Danaher Corp 0.120000%
23585MYF7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
N
60000000.00
59997200.00
0.0018
N
59995200.00
59995200.00
Danaher Corp
Danaher Corp 0.120000%
23585MYM2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
N
74000000.00
73995066.67
0.0022
N
73991120.00
73991120.00
Danske Corp
Danske Corp 0.290000%
2363F7Y28
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
Y
Danske Bank A/S
N/A
N/A
N
130000000.00
129998952.77
0.0039
N
129998700.00
129998700.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
21599B009_0.1200_M111101_2M49
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-05-15
4.500000
Government Agency Debt
183574347.00
182796175.34
GNMA
2037-11-16
2.750000
Government Agency Debt
74539372.00
72598231.94
GNMA
2041-06-20
4.000000
Government Agency Debt
4201883.00
4605592.92
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
250000000.00
250000000.00
0.0075
N
250000000.00
250000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
991JCA005_0.0800_M111104_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-10-01
5.709000
Government Agency Debt
18544936.00
13189647.64
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
56629759.00
59899597.46
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
70000000.00
70000000.00
0.0021
N
70000000.00
70000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
991JCA005_0.2800_M111101_2M49
0001074042
Other Repurchase Agreement
N
AETNA INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999971.12
AMERICAN ELEC PWR INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999973.70
ANADARKO PETE CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999962.42
BELO CORP COM SER
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999999.68
BLACKROCK INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999838.62
CIGNA CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999960.70
COMPLETE PRODUCTION SERVICESCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999969.84
DAVITA INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999977.00
DELTA AIR LINES INC DEL COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
8.51
ENTRAVISION COMMUNICATIONS CCL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
213373.01
FIDELITY NATL INFORMATION SVCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
306951.80
GENERAL MLS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999973.43
IRON MTN INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999984.42
ITT CORP NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999985.46
JOURNAL COMMUNICATIONS INC CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
675636.00
LEAR CORP COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999961.60
LYDALL INC DEL COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
804622.40
NRG ENERGY INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999990.33
PARTNERRE LTD COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2000000.00
PEPSICO INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999964.00
PPG INDS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999921.86
PROGRESS ENERGY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999994.78
SALLY BEAUTY HLDGS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999996.92
WESTERN DIGITAL CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999998.00
YUM BRANDS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1999985.74
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
40000000.00
40000000.00
0.0012
Repurchase agreement collateralized by common stock and ETFs.
N
40000000.00
40000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.170000%
99ETSZ007_0.1700_M111107_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-10-25
4.000000
Government Agency Debt
34990104.00
35156598.58
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
4059606.00
1388822.00
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
3920545.00
1615148.98
Fannie Mae
2039-09-01
4.231000
Government Agency Debt
7525.00
4780.86
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
171409.00
168535.13
Fannie Mae
2041-02-01
3.500000
Government Agency Debt
851162.00
835791.67
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
42314.00
44355.53
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
30883219.00
30667913.78
GNMA
2037-10-16
2.250000
Government Agency Debt
132260027.00
126275539.35
GNMA
2039-11-16
0.903300
Government Agency Debt
118983567.00
51454845.30
GNMA
2041-05-20
4.000000
Government Agency Debt
106313166.00
106127138.31
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
339000000.00
339000000.00
0.0102
N
339000000.00
339000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
99ETSZ007_0.1800_M111107_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-06-25
0.734500
Government Agency Debt
23715135.00
15285161.15
Freddie Mac
2018-05-01
4.500000
Government Agency Debt
150000000.00
17739748.94
Freddie Mac
2023-05-01
4.500000
Government Agency Debt
48877568.00
15855413.90
Freddie Mac
2024-01-01
6.000000
Government Agency Debt
16861786.00
16513084.42
Freddie Mac
2025-04-01
4.000000
Government Agency Debt
17537444.00
15848446.56
Freddie Mac
2026-01-01
3.500000
Government Agency Debt
7450940.00
7330513.50
Freddie Mac
2026-02-01
4.000000
Government Agency Debt
16795277.00
16601887.95
Freddie Mac
2026-05-01
4.000000
Government Agency Debt
16081979.00
16297408.91
Freddie Mac
2026-07-01
4.000000
Government Agency Debt
15277436.00
15883375.93
Freddie Mac
2031-10-01
4.000000
Government Agency Debt
14990982.00
15700592.46
Freddie Mac
2035-01-01
5.500000
Government Agency Debt
33700000.00
15170162.58
Freddie Mac
2035-09-01
4.500000
Government Agency Debt
33055918.00
16545233.90
Freddie Mac
2036-11-01
6.000000
Government Agency Debt
37341895.00
16971983.25
Freddie Mac
2037-02-01
6.000000
Government Agency Debt
60000000.00
16367554.43
Freddie Mac
2038-07-01
5.500000
Government Agency Debt
38646936.00
17450123.23
Freddie Mac
2038-07-01
5.500000
Government Agency Debt
37364543.00
15670027.87
Freddie Mac
2038-10-01
6.000000
Government Agency Debt
31327666.00
17013955.78
Freddie Mac
2039-01-01
5.500000
Government Agency Debt
44332484.00
16932634.48
Freddie Mac
2039-08-01
4.000000
Government Agency Debt
16847976.00
15151956.59
Freddie Mac
2040-09-01
4.000000
Government Agency Debt
18668541.00
16907367.19
Freddie Mac
2040-09-01
4.500000
Government Agency Debt
15280689.00
15882967.51
Freddie Mac
2040-12-01
4.000000
Government Agency Debt
16811924.00
16512048.59
Freddie Mac
2041-08-01
4.500000
Government Agency Debt
14820548.00
15821419.73
Freddie Mac
2041-08-01
4.500000
Government Agency Debt
4300236.00
4605465.65
Freddie Mac
2041-08-01
5.000000
Government Agency Debt
14660598.00
15846890.87
Freddie Mac
2041-10-01
4.500000
Government Agency Debt
15430410.00
16574574.90
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
387000000.00
387000000.00
0.0116
N
387000000.00
387000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M111107_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
12747.00
5251.39
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
16586900.00
9812538.38
Fannie Mae
2039-09-01
4.231000
Government Agency Debt
25253.00
16043.99
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
10554.00
10377.05
Fannie Mae
2041-02-01
3.500000
Government Agency Debt
34846.00
34216.75
Freddie Mac
2041-05-01
4.500000
Government Agency Debt
20518847.00
21483748.39
GNMA
2039-01-15
7.000000
Government Agency Debt
35165.00
16853.48
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
30000000.00
30000000.00
0.0009
N
30000600.00
30000600.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M111107_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-10-25
4.000000
Government Agency Debt
76067514.00
76429468.59
Fannie Mae
2036-05-01
2.589000
Government Agency Debt
401434.00
79477.41
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
5230130.00
1789267.13
Fannie Mae
2039-06-01
4.500000
Government Agency Debt
103102782.00
85680790.07
Fannie Mae
2039-09-01
4.231000
Government Agency Debt
212964.00
135302.43
Fannie Mae
2039-10-25
4.500000
Government Agency Debt
50000000.00
40221782.82
Fannie Mae
2040-12-25
4.000000
Government Agency Debt
36123000.00
37162631.98
Fannie Mae
2041-02-01
3.500000
Government Agency Debt
873069.00
857303.08
Fannie Mae
2041-05-25
4.500000
Government Agency Debt
2574850.00
2692203.94
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
69065661.00
68584163.36
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
300000000.00
300000000.00
0.0090
N
300000000.00
300000000.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.270000%
2332K1YU8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
69500000.00
69485926.25
0.0021
N
69488185.00
69488185.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.265000%
2332K1Z11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
72000000.00
71984100.00
0.0022
N
71985600.00
71985600.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.250000%
25600TK48
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
81000000.00
81000000.00
0.0024
N
81003240.00
81003240.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.230000%
30601VA50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
59870000.00
59845137.32
0.0018
N
59841861.10
59841861.10
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.220000%
30601VAJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
32000000.00
31984746.66
0.0010
N
31979520.00
31979520.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.190000%
30601WY29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
10000000.00
9999947.22
0.0003
N
9999900.00
9999900.00
Fannie Mae
Fannie Mae 0.030000%
313588NT8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
80912000.00
80911932.57
0.0024
N
80912000.00
80912000.00
Fannie Mae
Fannie Mae 0.030000%
313588PA7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
N
24041000.00
24040839.73
0.0007
N
24040951.92
24040951.92
Fannie Mae
Fannie Mae 0.020000%
313588PA7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
N
23402000.00
23401895.99
0.0007
N
23401953.20
23401953.20
Fannie Mae
Fannie Mae 0.030000%
313588PZ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
8400000.00
8399783.00
0.0003
N
8399924.40
8399924.40
Fannie Mae
Fannie Mae 0.025000%
313588QE8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
25350000.00
25349366.25
0.0008
N
25349746.50
25349746.50
Fannie Mae
Fannie Mae 0.035000%
313588RR8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
17000000.00
16998826.53
0.0005
N
16999660.00
16999660.00
Fannie Mae
Fannie Mae 0.030000%
313588RX5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
5000000.00
4999679.17
0.0002
N
4999895.00
4999895.00
Fannie Mae
Fannie Mae 0.035000%
313588RY3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
28855000.00
28852811.83
0.0009
N
28854365.19
28854365.19
Federal Home Loan Bank
Federal Home Loan Bank 0.010000%
313384NT2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
203000000.00
202999943.61
0.0061
N
203000000.00
203000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384NT2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
60000000.00
59999950.00
0.0018
N
60000000.00
60000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384NT2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
30000000.00
29999983.33
0.0009
N
30000000.00
30000000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384NV7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
226000000.00
225999340.85
0.0068
N
225999774.00
225999774.00
Federal Home Loan Bank
Federal Home Loan Bank 0.015000%
313384NV7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
35214000.00
35213955.98
0.0011
N
35213964.79
35213964.79
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384PA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
N
24400000.00
24399891.56
0.0007
N
24399951.20
24399951.20
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384PF0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
N
7000000.00
6999911.53
0.0002
N
6999972.00
6999972.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384PH6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
N
132500000.00
132498895.83
0.0040
N
132499470.00
132499470.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384PK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
N
164000000.00
163997676.67
0.0049
N
163999180.00
163999180.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313384PK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
N
40000000.00
39998961.11
0.0012
N
39999800.00
39999800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384PK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
N
13112000.00
13111876.16
0.0004
N
13111934.44
13111934.44
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384PQ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-23
2011-11-23
N
N
N
15000000.00
14999816.67
0.0005
N
14999910.00
14999910.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384PZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
30000000.00
29999225.00
0.0009
N
29999730.00
29999730.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384PZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
2200000.00
2199962.11
0.0001
N
2199980.20
2199980.20
Federal Home Loan Bank
Federal Home Loan Bank 0.010000%
313384QE2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
169000000.00
168998310.00
0.0051
N
168998310.00
168998310.00
Federal Home Loan Bank
Federal Home Loan Bank 0.025000%
313384QG7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
163700000.00
163695680.13
0.0049
N
163698199.30
163698199.30
Federal Home Loan Bank
Federal Home Loan Bank 0.015000%
313384QG7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
92000000.00
91998543.33
0.0028
N
91998988.00
91998988.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384QG7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
55000000.00
54998258.33
0.0017
N
54999395.00
54999395.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384QG7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
2050000.00
2049956.72
0.0001
N
2049977.45
2049977.45
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384QP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
268000000.00
267989950.00
0.0081
N
267996516.00
267996516.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384QP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
9000000.00
8999777.78
0.0003
N
8999883.00
8999883.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384QU6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
N
15000000.00
14999270.83
0.0005
N
14999790.00
14999790.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384RR2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
3000000.00
2999704.16
0.0001
N
2999940.00
2999940.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384RY7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
40000000.00
39995666.67
0.0012
N
39999120.00
39999120.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313396PG2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
N
4000000.00
3999945.56
0.0001
N
3999984.00
3999984.00
Freddie Mac
Freddie Mac 0.030000%
313396NU3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
287300000.00
287299521.18
0.0086
N
287299712.70
287299712.70
Freddie Mac
Freddie Mac 0.030000%
313396NV1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
4000000.00
3999990.00
0.0001
N
3999996.00
3999996.00
Freddie Mac
Freddie Mac 0.035000%
313396NZ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
N
100000000.00
99999319.44
0.0030
N
99999800.00
99999800.00
Freddie Mac
Freddie Mac 0.020000%
313396PB3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-10
2011-11-10
N
N
N
30000000.00
29999850.00
0.0009
N
29999910.00
29999910.00
Freddie Mac
Freddie Mac 0.030000%
313396PH0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
N
48000000.00
47999399.96
0.0014
N
47999808.00
47999808.00
Freddie Mac
Freddie Mac 0.030000%
313396PV9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
5000000.00
4999887.50
0.0002
N
4999965.00
4999965.00
Freddie Mac
Freddie Mac 0.030000%
313396PY3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
45000000.00
44998875.00
0.0014
N
44999640.00
44999640.00
Freddie Mac
Freddie Mac 0.035000%
313396QG1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
14000000.00
13999482.78
0.0004
N
13999846.00
13999846.00
Freddie Mac
Freddie Mac 0.030000%
313396QK2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
21000000.00
20999282.50
0.0006
N
20999769.00
20999769.00
Freddie Mac
Freddie Mac 0.035000%
313396QS5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
82000000.00
81996173.33
0.0025
N
81998934.00
81998934.00
Freddie Mac
Freddie Mac 0.030000%
313396RH8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
8000000.00
7999580.00
0.0002
N
7999864.00
7999864.00
Freddie Mac
Freddie Mac 0.291100%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-10
2012-11-09
N
N
N
220000000.00
220000000.00
0.0066
N
220269720.00
220269720.00
General Electric Capital Corp
General Electric Capital Corp 0.200000%
36959HA98
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
93000000.00
92964350.00
0.0028
N
92974890.00
92974890.00
General Electric Capital Corp
General Electric Capital Corp 0.260000%
36959HAB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
104000000.00
103946671.11
0.0031
N
103970880.00
103970880.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959HAJ6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
155000000.00
154926116.68
0.0047
N
154945750.00
154945750.00
General Electric Capital Corp
General Electric Capital Corp 0.190000%
36959JZ22
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
183000000.00
182970059.15
0.0055
N
182983530.00
182983530.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZU0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-28
2011-12-28
N
N
N
285000000.00
284887187.48
0.0086
N
284948700.00
284948700.00
General Electric Co
General Electric Co 0.140000%
36960MZ71
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
269000000.00
268962340.00
0.0081
N
268973100.00
268973100.00
General Electric Co
General Electric Co 0.140000%
36960MZC0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
120000000.00
119980866.67
0.0036
N
119985600.00
119985600.00
General Electric Co
General Electric Co 0.140000%
36960MZD8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
268000000.00
267956226.65
0.0081
N
267967840.00
267967840.00
GFRE Holdings LLC
GFRE Holdings LLC 0.270000%
36169XAA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
5165000.00
5165000.00
0.0002
N
5165000.00
5165000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.120000%
38399H002_0.1200_M111101_2M49
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2039-12-20
6.250000
Government Agency Debt
239836567.00
210000000.65
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
200000000.00
200000000.00
0.0060
N
200000000.00
200000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
992JYE002_0.5600_M111116_2M49
0000769993
Other Repurchase Agreement
N
BRIDGEPOINT ED INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
749991.48
CENTERPOINT ENERGY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
749982.83
CENTURYLINK INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
749981.76
COMMONWEALTH REIT COM SH B
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
749983.56
ENNIS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
749986.12
EOG RES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
749923.22
FOOT LOCKER INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
459047.68
FOREST LABS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
291581.50
INVESTMENT TECHNOLOGY GRP NECOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
749990.82
ISHARES INC MSCI MEX
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
749945.76
ISTAR FINL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
749994.00
KINETIC CONCEPTS INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
749991.84
LOWES COS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
749980.15
MARRIOTT INTL INC NEW CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
749973.62
NIKE INC CL B
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
749909.25
PHILIP MORRIS INTL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
749975.88
ROCK-TENN CO CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
749976.51
SIMON PPTY GROUP INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
749917.42
TARGET CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
749993.48
TJX COS INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
749976.51
V F CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
749909.50
WEYERHAEUSER CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
749988.90
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
N
15000000.00
15000000.00
0.0005
Repurchase agreement collateralized by common stock and ETFs.
Y
15002550.00
15002550.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M111129_2M49
0000769993
Other Repurchase Agreement
N
ASPEN INSURANCE HOLDINGS LTDSHS
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2499976.08
BB&T CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2499981.78
BEST BUY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1344663.00
BORGWARNER INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1570337.09
CARBO CERAMICS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2499974.40
CHESAPEAKE ENERGY CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2499974.14
DELTA AIR LINES INC DEL COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1694247.39
DEVON ENERGY CORP NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2499946.45
DTE ENERGY CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1947024.40
EMULEX CORP COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2365716.48
KIMBERLY CLARK CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1620761.84
KINETIC CONCEPTS INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2499972.80
MERCK & CO INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2499972.44
MOTOROLA SOLUTIONS INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1119302.69
NATIONAL OILWELL VARCO INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1576471.41
OWENS ILL INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2499990.48
RALCORP HLDGS INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1338573.89
RAYTHEON CO COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2499979.72
ROCKWELL AUTOMATION INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1443198.09
SPX CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1480001.60
TARGET CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2499996.68
TEEKAY CORPORATION COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2499978.88
VERIZON COMMUNICATIONS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2499986.68
WALTER INVT MGMT CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2499976.64
WARNACO GROUP INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2499999.60
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
N
50000000.00
50000000.00
0.0015
Repurchase agreement collateralized by common stock and ETFs.
Y
50000000.00
50000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.600000%
992JYE002_0.6000_M111107_2M49
0000769993
Other Repurchase Agreement
N
AMDOCS LTD ORD
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
17535.41
AMERICAN INTL GROUP INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1963093.86
AMETEK INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2806339.36
AT&T INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1654138.80
BAKER HUGHES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2498499.37
BARD C R INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2693308.32
BOEING CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2611183.68
CBS CORP NEW CL B
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1963018.80
CENTRAL VT PUB SVC CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2638999.20
CENTURYLINK INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1184090.88
CHIMERA INVT CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2585936.48
CHIPOTLE MEXICAN GRILL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249826.00
COEUR D ALENE MINES CORP IDACOM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249996.98
DEERE & CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1633031.86
DOW CHEM CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249997.75
DTE ENERGY CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
3299973.10
ENERGIZER HLDGS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249987.04
FIRSTENERGY CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249974.68
FLOWSERVE CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249990.82
FRANKLIN RES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2542730.08
GRAINGER W W INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2755796.37
HARSCO CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2745010.32
HUNTSMAN CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2643059.70
INTERPUBLIC GROUP COS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249994.88
IRON MTN INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249994.18
ITT CORP NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249994.89
KINETIC CONCEPTS INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
3299950.42
KINETIC CONCEPTS INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249975.52
LEAR CORP COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249956.80
LIN TV CORP CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
467838.24
MCDERMOTT INTL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249996.52
MERCK & CO INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
3299988.90
MEREDITH CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249980.26
OASIS PETE INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249992.16
OMNICARE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249982.76
ORBITAL SCIENCES CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249999.00
PARTNERRE LTD COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2832875.00
PATRIOT COAL CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2854283.84
PRECISION CASTPARTS CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2473813.76
PROGRESSIVE CORP OHIO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249992.14
SOUTHWESTERN ENERGY CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249979.53
TARGET CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
3299982.36
TARGET CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
574330.28
TERADATA CORP DEL COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2509646.98
TOLL BROTHERS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2752859.65
UNISYS CORP COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2469794.80
VERIZON COMMUNICATIONS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
3299962.85
WASTE CONNECTIONS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2745838.68
WESCO INTL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249962.33
XL GROUP PLC SHS
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2683557.12
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
N
111000000.00
111000000.00
0.0033
Repurchase agreement collateralized by common stock and ETFs.
N
111007770.00
111007770.00
Goldman Sachs & Co
Goldman Sachs & Co 0.650000%
992JYE002_0.6500_M120103_2M49
0000769993
Other Repurchase Agreement
N
AAR CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
60467.46
AARONS INC COM PAR
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
245271.95
ABM INDS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
33058.71
ACADIA RLTY TR COM SH B
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
284129.46
ACUITY BRANDS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
220532.52
ADVANCE AMER CASH ADVANCE CTCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
64367.38
AK STL HLDG CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
217026.39
ALAMO GROUP INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
15201.68
ALASKA AIR GROUP INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
508679.00
ALEXANDER & BALDWIN INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
171716.24
ALEXANDERS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
38365.32
ALEXANDRIA REAL ESTATE EQ INCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
297349.20
ALLEGHANY CORP DEL COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
292617.00
ALLEGHENY TECHNOLOGIES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
51314.62
ALLIANT TECHSYSTEMS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
210408.68
AMCOL INTL CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
341410.38
AMDOCS LTD ORD
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
7999985.71
AMEREN CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
183146.06
AMERESCO INC CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
40450.77
AMERICAN FINL GROUP INC OHIOCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
110893.11
AMERICAN STS WTR CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
283423.40
AMERICAN VANGUARD CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
429571.80
ANALOG DEVICES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
22016.80
ANN INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
444999.00
APOLLO COML REAL EST FIN INCCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
277390.05
APPLIED INDL TECHNOLOGIES INCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
202588.76
APTARGROUP INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
192736.99
AQUA AMERICA INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
152618.00
ARCH COAL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
186913.68
ARTIO GLOBAL INVS INC COM CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
392905.59
ASHFORD HOSPITALITY TR INC COM SHS
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
50107.20
ASSOCIATED ESTATES RLTY CORPCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
20940.98
ASSURED GUARANTY LTD COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
560931.03
AT&T INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
7999970.78
ATMOS ENERGY CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
76792.89
AUTOLIV INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
531959.22
AUTONATION INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
427341.32
AVALONBAY CMNTYS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
26884.18
AVX CORP NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
122102.40
AXIS CAPITAL HOLDINGS SHS
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
421855.20
AZZ INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
205171.79
BABCOCK & WILCOX CO NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
206902.80
BAKER MICHAEL CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
444328.20
BANK HAWAII CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
337707.90
BANKUNITED INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
105925.30
BARNES & NOBLE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
361656.00
BARNES GROUP INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
18227.04
BECTON DICKINSON & CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
347389.68
BELO CORP COM SER
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
128339.84
BIGLARI HLDGS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
26745.16
BIO RAD LABS INC CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
74168.54
BIOTIME INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
15680.00
BLACKROCK INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
34974.68
BOISE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
523013.40
BOOZ ALLEN HAMILTON HLDG CORCL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
462326.05
BRADY CORP CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
197939.10
BRANDYWINE RLTY TR SH BEN I
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
554630.00
BRISTOW GROUP INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
14128.44
BUILD A BEAR WORKSHOP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
238365.90
CABELAS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
54802.40
CAL DIVE INTL INC DEL COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
540977.52
CALGON CARBON CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
124569.28
CALIX INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
258776.21
CAMPUS CREST CMNTYS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
167769.36
CANTEL MEDICAL CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
15062.70
CAREFUSION CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
554563.38
CARLISLE COS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
40613.04
CARPENTER TECHNOLOGY CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
219725.23
CASH AMER INTL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
21018.40
CBIZ INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
139536.66
CEDAR SHOPPING CTRS INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
563160.00
CENTERPOINT ENERGY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2891586.51
CENTURYLINK INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
7999985.24
CHATHAM LODGING TR COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
177135.28
CHESAPEAKE LODGING TR SH BEN I
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
33102.76
CLARCOR INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
28768.87
CLIFFS NATURAL RESOURCES INCCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
443048.85
CNA FINL CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
306269.73
COCA COLA ENTERPRISES INC NECOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
589738.24
COGDELL SPENCER INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
147552.92
COLE KENNETH PRODTNS INC CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
13984.38
COLONIAL PPTYS TR COM SH B
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
57771.25
COMFORT SYS USA INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
85395.42
COMPASS MINERALS INTL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
436852.80
COMSTOCK RES INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
233216.07
COOPER COS INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
96783.72
COPA HOLDINGS SA CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
130828.30
CORELOGIC INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
98597.94
CORPORATE EXECUTIVE BRD CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
58305.40
COVENTRY HEALTH CARE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
342728.52
CRANE CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
285956.44
CREXUS INVT CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
64648.09
CTS CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
146757.19
DCT INDUSTRIAL TRUST INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
153006.08
DDR CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
441453.76
DELPHI FINL GROUP INC CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
91294.92
DELTIC TIMBER CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
190728.12
DIAMONDROCK HOSPITALITY CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
429658.23
DIEBOLD INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
207365.60
DINEEQUITY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
217978.76
DOUGLAS DYNAMICS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
51555.00
DOUGLAS EMMETT INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
92043.36
DTE ENERGY CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
7999964.90
DUCOMMUN INC DEL COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
19759.03
DUFF & PHELPS CORP NEW CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49357.00
DYCOM INDS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
145015.80
DYNEGY INC DEL COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
330234.52
EASTGROUP PPTY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
28215.90
EDWARDS LIFESCIENCES CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1089787.68
EDWARDS LIFESCIENCES CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
141091.30
EL PASO ELEC CO COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
556686.93
EMERGENT BIOSOLUTIONS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
16486.20
ENTRAVISION COMMUNICATIONS CCL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
169963.85
ENZO BIOCHEM INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
61421.17
EQUITY RESIDENTIAL SH BEN I
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
480692.50
EVERCORE PARTNERS INC CLASS A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
71852.14
EVOLUTION PETROLEUM CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
109966.78
EXCEL TR INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
3416.42
EXPRESS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
72253.44
FABRINET SHS
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
378228.40
FACTSET RESH SYS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
457288.56
FAIR ISAAC CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
59598.00
FAIRCHILD SEMICONDUCTOR INTLCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
453171.70
FBL FINL GROUP INC CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
44970.25
FEDERAL SIGNAL CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
27547.80
FIRST INDUSTRIAL REALTY TRUSCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
22020.02
FIRST REP BK SAN FRAN CALI NCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
41827.82
FLEETCOR TECHNOLOGIES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
246662.50
FLOTEK INDS INC DEL COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
162836.28
FLOWERS FOODS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
14840.28
FOREST CITY ENTERPRISES INC CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
41475.60
FORTEGRA FINL CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
217630.14
FULLER H B CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
205856.00
GARTNER INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
544413.74
GENCO SHIPPING & TRADING LTDSHS
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
92433.42
GENERAL MARITIME CORP NEW SHS
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
230522.22
GENESCO INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
110572.56
GENON ENERGY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
5523720.71
GENON ENERGY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
553402.78
GENPACT LIMITED SHS
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
140239.86
GEORGIA GULF CORP COM PAR$
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
12102.58
GETTY RLTY CORP NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
66202.56
GFI GROUP INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
31143.15
GLOBAL CASH ACCESS HLDGS INCCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
280440.22
GLOBAL GEOPHYSICAL SVCS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
69488.64
GRAHAM CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
109067.40
GRAY TELEVISION INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
272019.04
GREAT PLAINS ENERGY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
98794.80
GREEN DOT CORP CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
575949.86
GREENBRIER COS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
510720.00
GROUP 1 AUTOMOTIVE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
99403.20
GUESS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
38118.18
GULFMARK OFFSHORE INC CL A NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
276395.04
HEADWATERS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
52789.60
HEALTH CARE REIT INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
27037.70
HEALTH NET INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
11170.84
HEALTHCARE RLTY TR COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
516191.34
HECLA MNG CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
259515.26
HEICO CORP NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
600340.60
HERSHA HOSPITALITY TR SH BEN I
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
87829.18
HERSHEY CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
208141.35
HERTZ GLOBAL HOLDINGS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
325024.64
HESS CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2294685.68
HEWLETT PACKARD CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
538683.20
HFF INC CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
149638.04
HHGREGG INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
26982.72
HOME PROPERTIES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
543684.80
HORACE MANN EDUCATORS CORP NCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
538181.28
HOST HOTELS & RESORTS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
94368.12
HOUSTON AMERN ENERGY CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1286.22
HUBBELL INC CL B
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
66999.04
HUDSON PAC PPTYS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
435390.84
HUMANA INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
145353.15
IDEX CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
45695.34
IMATION CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
97129.12
IMPERIAL HLDGS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
29570.24
INLAND REAL ESTATE CORP COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
23938.07
INSPERITY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
36833.09
INTERCONTINENTALEXCHANGE INCCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
36288.56
INTRALINKS HLDGS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
31695.30
JAGUAR MNG INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
583354.20
JANUS CAP GROUP INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
148139.96
JOHN BEAN TECHNOLOGIES CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
110957.25
K12 INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
60732.76
KAPSTONE PAPER & PACKAGING CCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
37352.48
KAYDON CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
50025.30
KBW INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
23732.37
KEMPER CORP DEL COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
64745.45
KENNAMETAL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
10027.45
KINETIC CONCEPTS INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
7999981.34
KITE RLTY GROUP TR COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
95551.04
KNIGHT CAP GROUP INC CL A COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
431389.56
KNOLL INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
186085.90
KRISPY KREME DOUGHNUTS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
157836.89
KRONOS WORLDWIDE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
104301.25
LANDAUER INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
11826.00
LASALLE HOTEL PPTYS COM SH B
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
375953.40
LEAPFROG ENTERPRISES INC CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
12694.50
LEGGETT & PLATT INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
52729.60
LEXINGTON REALTY TRUST COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
12505.61
LIFE TIME FITNESS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
81371.52
LILLY ELI & CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
7999984.08
LINDSAY CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
202493.50
LIZ CLAIBORNE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
349404.44
LSI CORPORATION COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
200242.15
LTC PPTYS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
106976.85
M D C HLDGS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
497660.36
M/I HOMES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
77654.00
MACK CALI RLTY CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
543592.00
MAGNUM HUNTER RES CORP DEL COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
264664.70
MARCUS CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
51235.52
MAXIMUS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
198764.10
MBIA INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
539542.08
MCCLATCHY CO CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
72062.46
MCCORMICK & CO INC COM NON
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
365500.92
MDU RES GROUP INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
94467.25
MEDICAL PPTYS TRUST INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
188753.18
MEDTRONIC INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
460140.12
MENS WEARHOUSE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
487500.30
MERCK & CO INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
7999989.05
MERCURY GENL CORP NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
29468.06
MERITAGE HOMES CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
77418.75
METHODE ELECTRS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
36136.79
METROPCS COMMUNICATIONS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
599829.30
MGIC INVT CORP WIS COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
71013.76
MIDWAY GOLD CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
125157.88
MILLER ENERGY RES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
21304.78
MINERALS TECHNOLOGIES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
75055.83
MODINE MFG CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
15017.64
MOLINA HEALTHCARE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
587529.18
MONMOUTH REAL ESTATE INVT COCL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
13916.70
MONSANTO CO NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
583466.62
MOVADO GROUP INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
101032.74
MUELLER INDS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
557494.40
NACCO INDS INC CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
113289.18
NATIONAL FINL PARTNERS CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
195902.00
NATIONAL FUEL GAS CO N J COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
424546.70
NATIONAL HEALTHCARE CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
27991.68
NATIONAL PRESTO INDS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
183853.68
NETSUITE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
221540.50
NEUSTAR INC CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
71706.00
NEW YORK TIMES CO CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
89034.93
NEWELL RUBBERMAID INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
14976.00
NEWPARK RES INC COM PAR
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
82654.65
NORANDA ALUM HLDG CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
530095.30
NORDIC AMERICAN TANKER SHIPPCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
53410.00
NORTHROP GRUMMAN CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
545085.12
OFFICE DEPOT INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
332905.10
OFFICEMAX INC DEL COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
578226.60
OM GROUP INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
36210.30
OMEGA HEALTHCARE INVS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
45237.39
OMNOVA SOLUTIONS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
86589.84
ORIENTAL FINL GROUP INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
114266.10
ORMAT TECHNOLOGIES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
425664.72
PARKER HANNIFIN CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
77849.92
PEBBLEBROOK HOTEL TR COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
87652.26
PEPSICO INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
499216.80
PFIZER INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
7999986.24
PIER 1 IMPORTS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
59461.51
PIONEER DRILLING CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
48476.85
PIPER JAFFRAY COS COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
309341.35
PITNEY BOWES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
621745.20
PLAINS EXPL& PRODTN CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
7999986.40
PLUM CREEK TIMBER CO INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
514113.08
PNM RES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
578664.00
POLYPORE INTL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
98786.51
PORTLAND GEN ELEC CO COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
12502.62
PRIMERICA INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
122803.20
PRINCIPAL FINL GROUP INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
228763.42
PROS HOLDINGS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
25884.40
PS BUSINESS PKS INC CALIF COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
130165.50
PUBLIC STORAGE COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
148617.60
PULTE GROUP INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
113690.50
QUAKER CHEM CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49264.62
QUANTUM CORP COM DSSG
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
161698.54
RAILAMERICA INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
72455.37
RALPH LAUREN CORP CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
227222.14
RAYMOND JAMES FINANCIAL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
437470.40
REDWOOD TR INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
280259.56
RENTECH INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
204647.52
ROCK-TENN CO CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
603700.00
ROCKWELL COLLINS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
472487.46
ROCKWOOD HLDGS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
453081.79
ROPER INDS INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
422158.77
ROSETTA STONE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
107918.58
RPM INTL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
170750.06
RUBY TUESDAY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
145070.04
SAUL CTRS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
117092.04
SCANA CORP NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
382024.50
SCHWAB CHARLES CORP NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
397836.96
SCRIPPS NETWORKS INTERACT INCL A COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
347941.72
SEMPRA ENERGY COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
387443.25
SERVICE CORP INTL COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
273326.16
SHIP FINANCE INTERNATIONAL LSHS
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
53977.88
SKECHERS U S A INC CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
44241.12
SNAP ON INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
216234.12
SOTHEBYS COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
130588.15
SOUTH JERSEY INDS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
193505.76
SOUTHERN CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
59941.04
SOUTHERN COPPER CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
112019.46
SPARTECH CORP COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
317407.09
SPECTRUM BRANDS HLDGS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
451514.07
STAGE STORES INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
124826.76
STANDEX INTL CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
15772.35
STIFEL FINL CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
440098.12
SYMETRA FINL CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
16770.16
TARGET CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
7999967.28
TEAM HEALTH HOLDINGS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
599728.22
TEJON RANCH CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
52680.16
TETRA TECHNOLOGIES INC DEL COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
343249.99
TEXTAINER GROUP HOLDINGS LTDSHS
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
429269.40
THOR INDS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
384612.57
TIDEWATER INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
221885.04
TOOTSIE ROLL INDS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
74081.85
TORCHMARK CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
326158.22
TRC COS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
33580.94
TREDEGAR CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
13863.20
TREEHOUSE FOODS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
65521.94
TREX CO INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
81227.30
TRIPLE-S MGMT CORP CL B
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
23425.20
TRUEBLUE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
24728.04
TRW AUTOMOTIVE HLDGS CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
481494.96
TYLER TECHNOLOGIES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
86741.53
UGI CORP NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
42412.37
UNISOURCE ENERGY CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
39775.05
UNITIL CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
69671.99
UNIVERSAL CORP VA COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
15347.20
UNIVERSAL HEALTH RLTY INCM TSH BEN I
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
192487.77
UNIVERSAL TECHNICAL INST INCCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
12949.20
USEC INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
474809.40
VAIL RESORTS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
485297.68
VALLEY NATL BANCORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
15609.08
VALMONT INDS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
220892.67
VALSPAR CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
114763.49
VANGUARD HEALTH SYS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
45868.64
VARIAN MED SYS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
285466.41
VECTREN CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
128364.28
VERIZON COMMUNICATIONS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
7999987.48
VIAD CORP COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
373425.46
VISHAY INTERTECHNOLOGY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
103660.20
VISTA GOLD CORP COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
61173.36
WASHINGTON POST CO CL B
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
13360.70
WATSON PHARMACEUTICALS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
303961.05
WAUSAU PAPER CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
100016.85
WEINGARTEN RLTY INVS SH BEN I
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
66748.65
WEIS MKTS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
11714.38
WEST PHARMACEUTICAL SVSC INCCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
41820.00
WESTWOOD HLDGS GROUP INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
66837.54
WGL HLDGS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
21811.90
WHITE MTNS INS GROUP LTD COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
308839.26
WILLBROS GROUP INC DEL COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
36162.52
WINNEBAGO INDS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
62921.33
WINTHROP RLTY TR SH BEN I
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
73500.35
WISCONSIN ENERGY CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
189453.96
WMS INDS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
109985.37
WOLVERINE WORLD WIDE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
246733.80
WORLD FUEL SVCS CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
142126.24
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
160000000.00
160000000.00
0.0048
Repurchase agreement collateralized by common stock and ETFs.
Y
160000000.00
160000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.670000%
992JYE002_0.6700_M120127_2M49
0000769993
Other Repurchase Agreement
N
AETNA INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249967.51
ALPHA NATURAL RESOURCES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249977.28
ASPEN INSURANCE HOLDINGS LTDSHS
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
957505.92
BB&T CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
784965.30
BEST BUY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249982.50
CAMERON INTERNATIONAL CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249996.34
CAPITALSOURCE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249994.32
CARBO CERAMICS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1074835.20
CELANESE CORP DEL COM SER
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249998.00
CHESAPEAKE ENERGY CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1212351.10
COACH INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249935.80
DEVON ENERGY CORP NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
821820.85
EMERSON ELEC CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249962.33
FOREST LABS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
590027.48
HELMERICH & PAYNE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249999.50
HOLLYFRONTIER CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249985.06
KINETIC CONCEPTS INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249975.52
MERCK & CO INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1563237.64
OWENS ILL INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1092182.04
RAYTHEON CO COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
649442.64
REGAL ENTMT GROUP CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249987.94
TARGET CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249980.44
TEEKAY CORPORATION COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1439835.60
VALASSIS COMMUNICATIONS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249985.60
VERIZON COMMUNICATIONS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1641081.93
WALTER INVT MGMT CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
735873.28
WARNACO GROUP INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
937174.72
WATSCO INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2249959.18
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
N
45000000.00
45000000.00
0.0014
Repurchase agreement collateralized by common stock and ETFs.
Y
45000000.00
45000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.730000%
992JYE002_0.7300_M120202_2M49
0000769993
Other Repurchase Agreement
N
AEROPOSTALE COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2199997.80
AMERICAN INTL GROUP INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2114206.44
CARMAX INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2199988.05
CHECKPOINT SYS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2199995.12
CHIPOTLE MEXICAN GRILL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1504208.40
COEUR D ALENE MINES CORP IDACOM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1690021.83
DOW CHEM CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1438076.25
DTE ENERGY CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2199999.50
ENERGEN CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2199971.38
ENERGIZER HLDGS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1651704.60
FIRSTENERGY CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1418245.12
FLOWSERVE CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1340234.28
FLUOR CORP NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2199989.22
INTERPUBLIC GROUP COS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1488912.64
INVESCO LTD SHS
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2199996.70
IRON MTN INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1090951.68
ITT CORP NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1179052.93
KINETIC CONCEPTS INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
2199989.74
LEAR CORP COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1414957.60
MCDERMOTT INTL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1571442.00
MEREDITH CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1793412.72
MOTOROLA SOLUTIONS INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
54237.04
OASIS PETE INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1171251.68
OMNICARE INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1330401.82
ORBITAL SCIENCES CORP COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1299708.00
PROGRESSIVE CORP OHIO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1657442.16
SOUTHWESTERN ENERGY CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1759734.84
WESCO INTL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
1631871.34
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
N
44000000.00
44000000.00
0.0013
Repurchase agreement collateralized by common stock and ETFs.
Y
44000000.00
44000000.00
Goldman Sachs Group, Inc
Goldman Sachs Group, Inc 0.370000%
38142UZF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
58000000.00
57973771.11
0.0017
N
57980280.00
57980280.00
Goldman Sachs Group, Inc
Goldman Sachs Group, Inc 0.360000%
38142UZL9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
N
54000000.00
53973540.00
0.0016
N
53979480.00
53979480.00
Govco, LLC
Govco, LLC 0.320000%
38362VA37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
10000000.00
9994400.00
0.0003
N
9995200.00
9995200.00
Govco, LLC
Govco, LLC 0.320000%
38362VA45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
70000000.00
69960177.77
0.0021
N
69965700.00
69965700.00
Govco, LLC
Govco, LLC 0.320000%
38362VA94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
18000000.00
17988960.00
0.0005
N
17989920.00
17989920.00
Govco, LLC
Govco, LLC 0.330000%
38362VAC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
40000000.00
39973600.00
0.0012
N
39976000.00
39976000.00
Govco, LLC
Govco, LLC 0.330000%
38362VAH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
42000000.00
41970355.00
0.0013
N
41971860.00
41971860.00
Govco, LLC
Govco, LLC 0.320000%
38362VAH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
21000000.00
20985626.67
0.0006
N
20985930.00
20985930.00
Govco, LLC
Govco, LLC 0.320000%
38362VAJ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
8000000.00
7994453.33
0.0002
N
7994560.00
7994560.00
Govco, LLC
Govco, LLC 0.320000%
38362VAK9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
136000000.00
135904497.78
0.0041
N
135904800.00
135904800.00
Govco, LLC
Govco, LLC 0.320000%
38362VAL7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
33000000.00
32976533.33
0.0010
N
32976570.00
32976570.00
Govco, LLC
Govco, LLC 0.320000%
38362VAQ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
79000000.00
78941013.34
0.0024
N
78939170.00
78939170.00
Govco, LLC
Govco, LLC 0.340000%
38362VAS2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-26
2012-01-26
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
128000000.00
127896035.53
0.0038
N
127897305.60
127897305.60
Govco, LLC
Govco, LLC 0.450000%
38362VC68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
27000000.00
26957475.00
0.0008
N
26962200.00
26962200.00
Govco, LLC
Govco, LLC 0.510000%
38362VDQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
23000000.00
22942979.17
0.0007
N
22940660.00
22940660.00
Govco, LLC
Govco, LLC 0.500000%
38362VDQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
4000000.00
3990277.77
0.0001
N
3989680.00
3989680.00
Govco, LLC
Govco, LLC 0.500000%
38362VDS9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-26
2012-04-26
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
35000000.00
34913958.33
0.0010
N
34907600.00
34907600.00
Govco, LLC
Govco, LLC 0.250000%
38362WY13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
7500000.00
7500000.00
0.0002
N
7500000.00
7500000.00
Govco, LLC
Govco, LLC 0.260000%
38362WY70
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
19000000.00
18999176.67
0.0006
N
18999430.00
18999430.00
Govco, LLC
Govco, LLC 0.260000%
38362WYF2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
49000000.00
48995045.56
0.0015
N
48996570.00
48996570.00
Govco, LLC
Govco, LLC 0.320000%
38362WYV7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
126000000.00
125968640.00
0.0038
N
125979840.00
125979840.00
Govco, LLC
Govco, LLC 0.300000%
38362WZN4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
6000000.00
5997450.00
0.0002
N
5997900.00
5997900.00
Grampian Funding, LLC
Grampian Funding, LLC 0.430000%
38501BB24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
45000000.00
44950012.50
0.0014
N
44974350.00
44974350.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CY27
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
3000000.00
2999977.50
0.0001
N
3000000.00
3000000.00
Grampian Funding, LLC
Grampian Funding, LLC 0.330000%
38501CY76
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
47000000.00
46997415.00
0.0014
N
46999530.00
46999530.00
Grampian Funding, LLC
Grampian Funding, LLC 0.380000%
38501CYJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
80000000.00
79985644.45
0.0024
N
79997600.00
79997600.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CYU5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
46000000.00
45990685.00
0.0014
N
45997240.00
45997240.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CYV3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
31000000.00
30993490.00
0.0009
N
30998140.00
30998140.00
Houston
First Lien Refunding RB Series 2008D1 0.170000%
442435SG9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
JPMorgan Chase Bank NA
N/A
N/A
Y
JPMorgan Chase Bank NA
N/A
N/A
N
44000000.00
44000000.00
0.0013
N
44000000.00
44000000.00
HSBC USA, Inc
HSBC USA, Inc 0.175000%
40427SYM5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
N
14000000.00
13998638.89
0.0004
N
13998600.00
13998600.00
HSBC USA, Inc
HSBC USA, Inc 0.195000%
40427SZ10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
149000000.00
148975787.50
0.0045
N
148974670.00
148974670.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.350000%
4497W1YV2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
Y
ING Bank NV
N/A
N/A
N
85000000.00
84976861.11
0.0026
N
84984700.00
84984700.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.273100%
46636JAC7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2012-03-13
N
N
N
33000000.00
33000000.00
0.0010
N
32997360.00
32997360.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.130000%
46899T004_0.1300_M111101_2M49
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-12-25
5.000000
Government Agency Debt
105000000.00
110175835.00
Fannie Mae
2039-09-25
4.500000
Government Agency Debt
92615445.00
77544541.04
Freddie Mac
2025-02-15
2.000000
Government Agency Debt
95753632.00
69779624.75
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
250000000.00
250000000.00
0.0075
N
250000000.00
250000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.284700%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2011-11-21
2012-11-21
N
N
N
250000000.00
250000000.00
0.0075
N
249992000.00
249992000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.434700%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2012-01-18
2012-11-18
N
N
N
110000000.00
110000000.00
0.0033
N
109968870.00
109968870.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2A54
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
46000000.00
45981727.78
0.0014
N
45976540.00
45976540.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2AA3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
49978611.11
0.0015
N
49971500.00
49971500.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2AD7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15500000.00
15493085.28
0.0005
N
15490545.00
15490545.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.230000%
4820P2AT2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
31000000.00
30982769.17
0.0009
N
30974614.10
30974614.10
Jupiter Securitization Corp
Jupiter Securitization Corp 0.180000%
4820P3YN7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
21908000.00
21905699.66
0.0007
N
21905371.04
21905371.04
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AA2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
49000000.00
48978086.12
0.0015
N
48986770.00
48986770.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AB0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
10000000.00
9995463.89
0.0003
N
9997200.00
9997200.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AJ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
20000000.00
19990033.33
0.0006
N
19993800.00
19993800.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4AP9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
12000000.00
11993913.33
0.0004
N
11995920.00
11995920.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AS3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-26
2012-01-26
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
27000000.00
26985165.00
0.0008
N
26990280.00
26990280.00
Market Street Funding Corp
Market Street Funding Corp 0.260000%
5705X4BD5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
7000000.00
6994742.22
0.0002
N
6996710.00
6996710.00
Market Street Funding Corp
Market Street Funding Corp 0.200000%
5705X5Y96
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
40027000.00
40025221.02
0.0012
N
40025799.19
40025799.19
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X5YG0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
30020000.00
30017373.25
0.0009
N
30018499.00
30018499.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X5YH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
17764000.00
17762342.03
0.0005
N
17763111.80
17763111.80
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X5YJ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
35034000.00
35030360.36
0.0011
N
35032248.30
35032248.30
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X5Z20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
35491000.00
35484276.43
0.0011
N
35487450.90
35487450.90
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X5Z53
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
19000000.00
18996231.66
0.0006
N
18997910.00
18997910.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X5ZK0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
21000000.00
20993559.99
0.0006
N
20996220.00
20996220.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X5ZM6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
2000000.00
1999361.11
0.0001
N
1999640.00
1999640.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X5ZN4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999688.33
0.0000
N
999810.00
999810.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.110000%
06399U000_0.1100_M111101_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-03-25
5.000000
Government Agency Debt
5000000.00
2139862.07
Fannie Mae
2017-02-25
8.000000
Government Agency Debt
7297881.00
48287.28
Fannie Mae
2017-04-25
5.500000
Government Agency Debt
5000000.00
3020939.67
Fannie Mae
2017-08-25
0.634500
Government Agency Debt
30000000.00
1954148.65
Fannie Mae
2018-02-25
5.000000
Government Agency Debt
2000.00
1594.88
Fannie Mae
2018-03-25
5.000000
Government Agency Debt
20000.00
21544.17
Fannie Mae
2018-05-25
5.000000
Government Agency Debt
34770000.00
3413883.85
Fannie Mae
2018-05-25
5.000000
Government Agency Debt
15000.00
995.66
Fannie Mae
2018-09-25
4.500000
Government Agency Debt
1000000.00
1069414.00
Fannie Mae
2018-09-25
4.500000
Government Agency Debt
5000.00
749.41
Fannie Mae
2019-07-25
3.400000
Government Agency Debt
373000.00
341516.38
Fannie Mae
2019-07-25
5.000000
Government Agency Debt
20000.00
615.81
Fannie Mae
2020-03-25
2.587000
Government Agency Debt
1051000.00
971894.68
Fannie Mae
2020-07-25
2.259000
Government Agency Debt
6770000.00
6637232.82
Fannie Mae
2021-03-25
8.900000
Government Agency Debt
10000.00
120.21
Fannie Mae
2021-06-25
8.500000
Government Agency Debt
30000.00
526.07
Fannie Mae
2021-10-25
6.000000
Government Agency Debt
3500000.00
559060.61
Fannie Mae
2022-01-25
5.000000
Government Agency Debt
100000000.00
1046303.87
Fannie Mae
2022-07-25
5.000000
Government Agency Debt
25000000.00
1395342.96
Fannie Mae
2022-07-25
5.000000
Government Agency Debt
25000000.00
1333789.99
Fannie Mae
2022-09-25
4.250000
Government Agency Debt
4550000.00
360501.38
Fannie Mae
2022-11-25
0.644700
Government Agency Debt
30000000.00
3093180.79
Fannie Mae
2022-11-25
4.000000
Government Agency Debt
50000000.00
4557127.05
Fannie Mae
2022-11-25
5.375000
Government Agency Debt
11492750.00
366337.84
Fannie Mae
2022-12-25
4.500000
Government Agency Debt
20000000.00
2266062.73
Fannie Mae
2023-04-25
4.350000
Government Agency Debt
12000000.00
1896769.86
Fannie Mae
2023-04-25
7.000000
Government Agency Debt
5000.00
189.72
Fannie Mae
2023-04-25
7.250000
Government Agency Debt
5100000.00
809966.35
Fannie Mae
2023-05-25
1.350000
Government Agency Debt
10315000.00
167507.29
Fannie Mae
2023-06-25
1.540000
Government Agency Debt
7100000.00
437430.18
Fannie Mae
2023-06-25
6.500000
Government Agency Debt
20000.00
5313.64
Fannie Mae
2023-07-25
6.500000
Government Agency Debt
74000.00
18520.13
Fannie Mae
2023-07-25
6.500000
Government Agency Debt
10000.00
583.95
Fannie Mae
2023-08-25
5.000000
Government Agency Debt
10000.00
11012.01
Fannie Mae
2023-09-25
6.500000
Government Agency Debt
35000.00
8767.51
Fannie Mae
2023-10-25
1.380000
Government Agency Debt
6000000.00
957488.15
Fannie Mae
2023-10-25
4.875000
Government Agency Debt
60500000.00
5408827.15
Fannie Mae
2023-10-25
6.500000
Government Agency Debt
30000.00
26092.15
Fannie Mae
2023-12-25
4.000000
Government Agency Debt
3500000.00
3715041.17
Fannie Mae
2023-12-25
4.500000
Government Agency Debt
530000.00
194857.58
Fannie Mae
2023-12-25
6.500000
Government Agency Debt
10000.00
3750.21
Fannie Mae
2024-01-25
1.100000
Government Agency Debt
10000000.00
268182.85
Fannie Mae
2024-12-25
4.500000
Government Agency Debt
2000000.00
2154870.00
Fannie Mae
2025-03-25
3.000000
Government Agency Debt
3600000.00
3561377.53
Fannie Mae
2026-09-25
3.500000
Government Agency Debt
2000000.00
2004621.33
Fannie Mae
2027-03-25
4.500000
Government Agency Debt
4888888.00
3397760.38
Fannie Mae
2027-09-25
4.500000
Government Agency Debt
1330000.00
803661.25
Fannie Mae
2028-04-25
3.500000
Government Agency Debt
2506702.00
1975411.72
Fannie Mae
2028-06-25
3.500000
Government Agency Debt
1390000.00
1123043.37
Fannie Mae
2028-11-25
4.000000
Government Agency Debt
8600000.00
5227455.61
Fannie Mae
2028-12-25
3.500000
Government Agency Debt
3050000.00
3060363.57
Fannie Mae
2030-01-25
5.500000
Government Agency Debt
4000000.00
1371207.28
Fannie Mae
2030-04-25
4.500000
Government Agency Debt
41500000.00
1614801.73
Fannie Mae
2030-04-25
5.000000
Government Agency Debt
25000000.00
975447.48
Fannie Mae
2030-05-25
4.000000
Government Agency Debt
4606989.00
4381065.92
Fannie Mae
2030-05-25
5.500000
Government Agency Debt
5000000.00
296120.31
Fannie Mae
2030-09-25
4.000000
Government Agency Debt
49500000.00
1317619.84
Fannie Mae
2031-03-25
6.500000
Government Agency Debt
25000.00
11640.60
Fannie Mae
2031-08-25
0.744700
Government Agency Debt
33532095.00
1263344.05
Fannie Mae
2031-11-25
6.000000
Government Agency Debt
45662.00
21016.43
Fannie Mae
2032-01-25
5.690000
Government Agency Debt
16603367.00
2565928.61
Fannie Mae
2032-03-18
1.480000
Government Agency Debt
48812849.00
998417.13
Fannie Mae
2032-04-25
1.235000
Government Agency Debt
100000000.00
2677796.71
Fannie Mae
2032-04-25
6.000000
Government Agency Debt
60000.00
67688.52
Fannie Mae
2032-06-25
6.000000
Government Agency Debt
4067000.00
2130243.63
Fannie Mae
2032-09-25
6.000000
Government Agency Debt
29000.00
10915.96
Fannie Mae
2032-11-25
1.044700
Government Agency Debt
7510000.00
4110366.19
Fannie Mae
2032-11-25
1.235000
Government Agency Debt
27929065.00
1437733.30
Fannie Mae
2033-01-25
4.000000
Government Agency Debt
49000.00
51552.52
Fannie Mae
2033-01-25
5.500000
Government Agency Debt
12495087.00
5279098.05
Fannie Mae
2033-02-25
4.000000
Government Agency Debt
90000.00
10227.72
Fannie Mae
2033-02-25
5.500000
Government Agency Debt
157000.00
178684.11
Fannie Mae
2033-03-25
5.500000
Government Agency Debt
19850000.00
5758205.99
Fannie Mae
2033-03-25
5.500000
Government Agency Debt
63000.00
69224.48
Fannie Mae
2033-04-25
5.500000
Government Agency Debt
48000.00
54768.06
Fannie Mae
2033-04-25
5.500000
Government Agency Debt
23000.00
26284.06
Fannie Mae
2033-05-25
5.500000
Government Agency Debt
10000.00
11270.13
Fannie Mae
2033-06-25
6.000000
Government Agency Debt
700000.00
731355.80
Fannie Mae
2033-07-25
5.500000
Government Agency Debt
2555000.00
217701.19
Fannie Mae
2033-08-25
3.500000
Government Agency Debt
9000000.00
2699504.38
Fannie Mae
2033-08-25
4.000000
Government Agency Debt
30000.00
5441.85
Fannie Mae
2033-09-25
5.000000
Government Agency Debt
6000.00
6673.59
Fannie Mae
2033-09-25
6.000000
Government Agency Debt
6650000.00
3894512.38
Fannie Mae
2033-10-25
0.00
Government Agency Debt
4830333.00
585167.79
Fannie Mae
2033-10-25
5.000000
Government Agency Debt
10000000.00
5744516.47
Fannie Mae
2033-11-25
5.500000
Government Agency Debt
2000000.00
2163040.67
Fannie Mae
2033-12-25
6.000000
Government Agency Debt
2000000.00
2327902.00
Fannie Mae
2034-03-25
5.250000
Government Agency Debt
62000.00
69617.94
Fannie Mae
2034-04-25
5.000000
Government Agency Debt
40000.00
43419.31
Fannie Mae
2034-04-25
6.500000
Government Agency Debt
30305000.00
2019165.42
Fannie Mae
2034-06-25
5.000000
Government Agency Debt
8925000.00
4152920.23
Fannie Mae
2034-07-25
5.500000
Government Agency Debt
10000000.00
4276077.74
Fannie Mae
2034-08-25
5.500000
Government Agency Debt
1300000.00
1399884.63
Fannie Mae
2034-08-25
6.000000
Government Agency Debt
7140000.00
2187968.73
Fannie Mae
2034-08-25
6.250000
Government Agency Debt
55200000.00
2351551.62
Fannie Mae
2034-12-25
5.500000
Government Agency Debt
1000000.00
1102751.33
Fannie Mae
2034-12-25
5.500000
Government Agency Debt
13000.00
14595.53
Fannie Mae
2034-12-25
5.550000
Government Agency Debt
14400000.00
4789735.01
Fannie Mae
2035-05-25
5.500000
Government Agency Debt
1390000.00
1555011.53
Fannie Mae
2035-06-25
0.534500
Government Agency Debt
27702659.00
3745002.12
Fannie Mae
2035-06-25
4.500000
Government Agency Debt
5372000.00
2378826.43
Fannie Mae
2035-06-25
5.000000
Government Agency Debt
22000.00
23944.57
Fannie Mae
2035-06-25
5.250000
Government Agency Debt
7000.00
7666.54
Fannie Mae
2035-08-25
5.000000
Government Agency Debt
5000.00
4033.86
Fannie Mae
2035-08-25
5.500000
Government Agency Debt
16800000.00
2916595.22
Fannie Mae
2035-09-25
5.500000
Government Agency Debt
14620000.00
3455302.24
Fannie Mae
2035-10-25
0.735000
Government Agency Debt
2138040.00
704008.38
Fannie Mae
2035-12-25
5.500000
Government Agency Debt
1400000.00
193553.58
Fannie Mae
2035-12-25
6.000000
Government Agency Debt
40000.00
30261.20
Fannie Mae
2036-01-25
5.500000
Government Agency Debt
14000000.00
5839871.26
Fannie Mae
2036-01-25
5.500000
Government Agency Debt
3092000.00
3514006.47
Fannie Mae
2036-01-25
5.750000
Government Agency Debt
10000000.00
1744004.75
Fannie Mae
2036-05-25
4.500000
Government Agency Debt
15000000.00
6485067.17
Fannie Mae
2036-05-25
4.500000
Government Agency Debt
10000000.00
4626744.79
Fannie Mae
2036-06-25
6.500000
Government Agency Debt
63276000.00
2158102.92
Fannie Mae
2036-07-25
6.000000
Government Agency Debt
390000.00
133696.10
Fannie Mae
2036-07-25
6.000000
Government Agency Debt
30000.00
30384.27
Fannie Mae
2036-08-25
5.500000
Government Agency Debt
19300000.00
2042238.98
Fannie Mae
2036-10-25
4.500000
Government Agency Debt
7000000.00
3363445.67
Fannie Mae
2036-10-25
5.500000
Government Agency Debt
2000000.00
1630934.54
Fannie Mae
2036-11-25
4.500000
Government Agency Debt
12528274.00
6075332.90
Fannie Mae
2036-12-25
0.475000
Government Agency Debt
17672079.00
2082085.41
Fannie Mae
2037-01-25
5.600000
Government Agency Debt
9700000.00
2455479.34
Fannie Mae
2037-02-25
0.565000
Government Agency Debt
6200000.00
1516868.62
Fannie Mae
2037-02-25
5.000000
Government Agency Debt
10000000.00
5268797.57
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
4000000.00
2225123.34
Fannie Mae
2037-03-25
0.485000
Government Agency Debt
3000000.00
1246968.07
Fannie Mae
2037-03-25
0.635000
Government Agency Debt
5449496.00
1972779.92
Fannie Mae
2037-03-25
0.815000
Government Agency Debt
2723429.00
991421.52
Fannie Mae
2037-03-25
4.500000
Government Agency Debt
5572000.00
2268732.12
Fannie Mae
2037-03-25
5.000000
Government Agency Debt
2325000.00
2533963.25
Fannie Mae
2037-03-25
5.500000
Government Agency Debt
7440000.00
1034272.10
Fannie Mae
2037-03-25
5.750000
Government Agency Debt
18240000.00
4462392.88
Fannie Mae
2037-03-25
6.000000
Government Agency Debt
23489633.00
6005330.55
Fannie Mae
2037-03-25
6.000000
Government Agency Debt
2588000.00
2927035.76
Fannie Mae
2037-03-25
6.000000
Government Agency Debt
3882000.00
1432983.37
Fannie Mae
2037-04-25
5.500000
Government Agency Debt
55000.00
61857.03
Fannie Mae
2037-04-25
5.750000
Government Agency Debt
13070000.00
4212443.49
Fannie Mae
2037-05-25
0.484500
Government Agency Debt
165000.00
83111.13
Fannie Mae
2037-06-25
0.535000
Government Agency Debt
2861097.00
1011638.04
Fannie Mae
2037-06-25
1.655000
Government Agency Debt
3047094.00
954806.44
Fannie Mae
2037-07-25
0.594700
Government Agency Debt
10000000.00
3548586.80
Fannie Mae
2037-07-25
0.644700
Government Agency Debt
5000000.00
2038752.80
Fannie Mae
2037-07-25
5.000000
Government Agency Debt
3120000.00
1674965.63
Fannie Mae
2037-08-25
5.000000
Government Agency Debt
10200000.00
2985704.47
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
5000000.00
5671580.00
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
3194100.00
3643059.50
Fannie Mae
2037-08-25
6.959000
Government Agency Debt
10000000.00
2800357.75
Fannie Mae
2037-09-25
6.000000
Government Agency Debt
4500000.00
5025181.50
Fannie Mae
2037-10-25
5.968000
Government Agency Debt
10250000.00
3062917.09
Fannie Mae
2037-11-25
6.000000
Government Agency Debt
10000000.00
2075810.27
Fannie Mae
2038-01-25
4.000000
Government Agency Debt
8000000.00
4120690.13
Fannie Mae
2038-02-25
5.500000
Government Agency Debt
10000.00
9848.22
Fannie Mae
2038-03-25
1.034500
Government Agency Debt
8100000.00
1960943.45
Fannie Mae
2039-10-25
4.500000
Government Agency Debt
4735000.00
2860627.78
Fannie Mae
2039-11-25
5.000000
Government Agency Debt
7784002.00
4996212.01
Fannie Mae
2040-01-25
5.000000
Government Agency Debt
100000.00
103842.17
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
4863333.00
4869774.33
Fannie Mae
2045-09-25
5.500000
Government Agency Debt
28000000.00
6156682.72
Fannie Mae
2047-06-25
6.000000
Government Agency Debt
4000000.00
4521240.00
Freddie Mac
2015-01-15
5.500000
Government Agency Debt
385250.00
145619.35
Freddie Mac
2016-05-15
4.000000
Government Agency Debt
10000000.00
230545.61
Freddie Mac
2016-08-15
4.000000
Government Agency Debt
23000000.00
847818.07
Freddie Mac
2016-10-15
4.000000
Government Agency Debt
15000000.00
749159.98
Freddie Mac
2017-05-15
4.500000
Government Agency Debt
7441500.00
3880438.72
Freddie Mac
2018-01-15
4.500000
Government Agency Debt
17500000.00
2409665.98
Freddie Mac
2018-03-15
4.150000
Government Agency Debt
11000000.00
916371.04
Freddie Mac
2018-04-15
5.000000
Government Agency Debt
10000000.00
1323453.23
Freddie Mac
2018-11-15
4.500000
Government Agency Debt
20000000.00
2884582.49
Freddie Mac
2018-12-15
5.750000
Government Agency Debt
1521376.00
155271.25
Freddie Mac
2019-02-15
4.500000
Government Agency Debt
1500000.00
1631776.50
Freddie Mac
2019-03-15
4.500000
Government Agency Debt
5000000.00
82148.06
Freddie Mac
2019-05-15
5.000000
Government Agency Debt
10000.00
979.34
Freddie Mac
2019-07-15
5.000000
Government Agency Debt
21000.00
7225.10
Freddie Mac
2020-11-15
2.000000
Government Agency Debt
6550000.00
5453517.79
Freddie Mac
2020-12-15
7.000000
Government Agency Debt
15000.00
271.37
Freddie Mac
2021-01-15
6.950000
Government Agency Debt
1010000.00
22066.93
Freddie Mac
2021-05-15
5.000000
Government Agency Debt
1200000.00
22361.11
Freddie Mac
2021-09-15
4.500000
Government Agency Debt
16500000.00
6041823.16
Freddie Mac
2021-09-15
4.500000
Government Agency Debt
1000000.00
26552.78
Freddie Mac
2021-10-15
4.000000
Government Agency Debt
2420000.00
1792236.73
Freddie Mac
2021-12-15
7.000000
Government Agency Debt
17775000.00
586601.93
Freddie Mac
2022-04-15
5.500000
Government Agency Debt
25000000.00
560371.07
Freddie Mac
2022-05-15
5.000000
Government Agency Debt
100000000.00
3979849.02
Freddie Mac
2022-06-15
5.500000
Government Agency Debt
7000000.00
1046147.59
Freddie Mac
2022-08-15
4.000000
Government Agency Debt
5000000.00
3301812.92
Freddie Mac
2022-08-15
4.000000
Government Agency Debt
4000000.00
2114465.66
Freddie Mac
2022-08-15
5.000000
Government Agency Debt
25000000.00
1561901.41
Freddie Mac
2022-10-15
4.000000
Government Agency Debt
25000000.00
2972030.91
Freddie Mac
2022-11-15
4.000000
Government Agency Debt
5600000.00
3346113.28
Freddie Mac
2022-12-15
5.500000
Government Agency Debt
25000000.00
2571185.92
Freddie Mac
2023-05-15
4.750000
Government Agency Debt
43500000.00
4648159.54
Freddie Mac
2023-06-15
5.000000
Government Agency Debt
4000000.00
473742.07
Freddie Mac
2023-07-15
1.629000
Government Agency Debt
6357000.00
3218262.90
Freddie Mac
2023-09-15
6.000000
Government Agency Debt
6000000.00
407041.20
Freddie Mac
2023-10-15
6.500000
Government Agency Debt
55000.00
14713.68
Freddie Mac
2023-11-15
5.000000
Government Agency Debt
30000.00
699.02
Freddie Mac
2024-03-15
5.250000
Government Agency Debt
2100000.00
394197.71
Freddie Mac
2024-05-15
4.000000
Government Agency Debt
5000000.00
2480994.35
Freddie Mac
2024-05-15
4.000000
Government Agency Debt
4300000.00
1136145.25
Freddie Mac
2024-12-15
3.500000
Government Agency Debt
2400000.00
2282025.48
Freddie Mac
2025-02-15
3.000000
Government Agency Debt
2400000.00
2139156.37
Freddie Mac
2025-03-15
3.500000
Government Agency Debt
2300000.00
2241060.38
Freddie Mac
2025-08-15
3.500000
Government Agency Debt
330000.00
319162.04
Freddie Mac
2025-11-15
4.000000
Government Agency Debt
3500000.00
2994695.00
Freddie Mac
2026-04-15
3.000000
Government Agency Debt
800000.00
706772.74
Freddie Mac
2027-05-15
4.000000
Government Agency Debt
9335475.00
6428678.42
Freddie Mac
2027-05-15
6.000000
Government Agency Debt
2000000.00
2252092.00
Freddie Mac
2027-10-15
5.000000
Government Agency Debt
8000000.00
2057973.18
Freddie Mac
2028-01-15
4.250000
Government Agency Debt
12000000.00
1201004.52
Freddie Mac
2028-03-15
6.500000
Government Agency Debt
25000.00
9486.43
Freddie Mac
2028-03-15
6.950000
Government Agency Debt
25000000.00
5275377.40
Freddie Mac
2028-04-15
3.000000
Government Agency Debt
3000000.00
2506637.73
Freddie Mac
2028-06-15
3.500000
Government Agency Debt
3199474.00
3144764.48
Freddie Mac
2028-08-15
3.500000
Government Agency Debt
810000.00
780947.86
Freddie Mac
2028-08-15
5.250000
Government Agency Debt
25700000.00
2543407.36
Freddie Mac
2028-11-15
3.500000
Government Agency Debt
4425000.00
4341075.02
Freddie Mac
2028-11-15
3.500000
Government Agency Debt
400000.00
393212.58
Freddie Mac
2028-11-15
4.000000
Government Agency Debt
1695000.00
1676171.36
Freddie Mac
2028-12-15
0.679000
Government Agency Debt
56250000.00
993705.58
Freddie Mac
2029-02-15
5.500000
Government Agency Debt
3333333.00
3472901.75
Freddie Mac
2029-04-15
4.500000
Government Agency Debt
6000000.00
2203567.00
Freddie Mac
2029-04-15
6.500000
Government Agency Debt
25000.00
28470.32
Freddie Mac
2030-01-15
4.500000
Government Agency Debt
24475000.00
4760044.74
Freddie Mac
2030-09-15
5.000000
Government Agency Debt
1600000.00
1516418.29
Freddie Mac
2030-10-15
4.250000
Government Agency Debt
58000000.00
5757298.75
Freddie Mac
2030-11-15
4.000000
Government Agency Debt
62000000.00
6197182.16
Freddie Mac
2031-02-15
5.500000
Government Agency Debt
3000000.00
489291.43
Freddie Mac
2031-11-15
4.500000
Government Agency Debt
10000000.00
1544458.93
Freddie Mac
2032-02-15
1.229000
Government Agency Debt
25000000.00
1175360.18
Freddie Mac
2032-05-15
4.500000
Government Agency Debt
2000000.00
2162102.00
Freddie Mac
2032-06-15
3.750000
Government Agency Debt
19300000.00
4061429.76
Freddie Mac
2032-06-15
5.000000
Government Agency Debt
1200000.00
1283127.20
Freddie Mac
2032-07-15
5.000000
Government Agency Debt
3550000.00
3782072.97
Freddie Mac
2032-07-15
6.000000
Government Agency Debt
10000000.00
5398697.03
Freddie Mac
2032-07-15
6.000000
Government Agency Debt
11372932.00
4497537.39
Freddie Mac
2032-09-15
3.500000
Government Agency Debt
3000000.00
625993.67
Freddie Mac
2032-09-15
6.000000
Government Agency Debt
2000000.00
1932946.28
Freddie Mac
2032-10-15
5.250000
Government Agency Debt
19500000.00
6115504.89
Freddie Mac
2032-10-15
5.500000
Government Agency Debt
5780000.00
3195376.39
Freddie Mac
2032-11-15
5.000000
Government Agency Debt
2380000.00
2571762.95
Freddie Mac
2032-11-15
5.000000
Government Agency Debt
1000.00
707.78
Freddie Mac
2032-11-15
6.000000
Government Agency Debt
3210000.00
2284112.83
Freddie Mac
2032-11-15
6.000000
Government Agency Debt
1000.00
894.93
Freddie Mac
2032-12-15
4.500000
Government Agency Debt
41000000.00
4036670.30
Freddie Mac
2032-12-15
5.500000
Government Agency Debt
10000.00
11223.30
Freddie Mac
2032-12-15
5.500000
Government Agency Debt
8000.00
9040.43
Freddie Mac
2033-01-15
5.300000
Government Agency Debt
80000.00
19172.46
Freddie Mac
2033-02-15
4.500000
Government Agency Debt
10000000.00
4689640.25
Freddie Mac
2033-02-15
5.000000
Government Agency Debt
5072000.00
5512846.41
Freddie Mac
2033-02-15
5.000000
Government Agency Debt
27000.00
27642.05
Freddie Mac
2033-02-15
5.500000
Government Agency Debt
51000.00
58038.27
Freddie Mac
2033-02-15
5.500000
Government Agency Debt
44000.00
48711.71
Freddie Mac
2033-03-15
4.000000
Government Agency Debt
43000000.00
4566271.18
Freddie Mac
2033-04-15
5.000000
Government Agency Debt
1025000.00
1109385.86
Freddie Mac
2033-04-15
5.500000
Government Agency Debt
2690000.00
2799976.17
Freddie Mac
2033-05-15
5.000000
Government Agency Debt
3461000.00
3734179.04
Freddie Mac
2033-05-15
5.000000
Government Agency Debt
1660000.00
1778292.71
Freddie Mac
2033-05-15
5.000000
Government Agency Debt
1590000.00
1731490.39
Freddie Mac
2033-05-15
5.000000
Government Agency Debt
1400000.00
1499489.13
Freddie Mac
2033-05-15
5.500000
Government Agency Debt
2000000.00
2112158.67
Freddie Mac
2033-05-15
5.500000
Government Agency Debt
12000.00
13683.65
Freddie Mac
2033-06-15
5.000000
Government Agency Debt
3000000.00
3232355.00
Freddie Mac
2033-06-15
5.000000
Government Agency Debt
1836000.00
1987970.62
Freddie Mac
2033-06-15
5.000000
Government Agency Debt
75000.00
83987.45
Freddie Mac
2033-07-15
1.622000
Government Agency Debt
5000000.00
5103728.33
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
16000.00
17875.51
Freddie Mac
2033-07-15
5.500000
Government Agency Debt
250000.00
211836.19
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
5310000.00
5927232.63
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
4000000.00
4285782.67
Freddie Mac
2033-08-15
5.500000
Government Agency Debt
12000.00
13719.35
Freddie Mac
2033-09-15
5.000000
Government Agency Debt
3000.00
3358.46
Freddie Mac
2033-09-15
5.500000
Government Agency Debt
130000.00
148317.17
Freddie Mac
2033-10-15
0.679000
Government Agency Debt
6390000.00
631428.57
Freddie Mac
2033-10-15
5.500000
Government Agency Debt
369000.00
188320.79
Freddie Mac
2033-10-15
5.500000
Government Agency Debt
14000.00
15940.73
Freddie Mac
2033-11-15
5.000000
Government Agency Debt
65000.00
69980.28
Freddie Mac
2034-01-15
5.000000
Government Agency Debt
5900000.00
6565394.13
Freddie Mac
2034-02-15
5.500000
Government Agency Debt
49000.00
53008.36
Freddie Mac
2034-02-15
5.500000
Government Agency Debt
1000.00
1136.45
Freddie Mac
2034-03-15
4.250000
Government Agency Debt
25000000.00
5725703.20
Freddie Mac
2034-03-15
5.000000
Government Agency Debt
14000.00
15566.69
Freddie Mac
2034-04-15
5.000000
Government Agency Debt
3750000.00
4034046.25
Freddie Mac
2034-04-15
6.000000
Government Agency Debt
1000000.00
1118562.00
Freddie Mac
2034-05-15
5.500000
Government Agency Debt
110000.00
125109.97
Freddie Mac
2034-06-15
5.500000
Government Agency Debt
25000.00
28446.48
Freddie Mac
2034-06-15
6.000000
Government Agency Debt
2992000.00
3150279.79
Freddie Mac
2034-06-15
6.000000
Government Agency Debt
8000.00
8404.74
Freddie Mac
2034-07-15
6.000000
Government Agency Debt
4000000.00
4650300.00
Freddie Mac
2034-08-15
5.000000
Government Agency Debt
2000000.00
2165193.33
Freddie Mac
2034-10-15
5.000000
Government Agency Debt
4300000.00
4697469.07
Freddie Mac
2034-11-15
0.543300
Government Agency Debt
5500000.00
5138635.90
Freddie Mac
2034-12-15
5.000000
Government Agency Debt
3125000.00
3402355.21
Freddie Mac
2034-12-15
5.500000
Government Agency Debt
10000.00
10779.20
Freddie Mac
2035-02-15
4.500000
Government Agency Debt
12000000.00
6006115.15
Freddie Mac
2035-02-15
4.500000
Government Agency Debt
6600000.00
985460.19
Freddie Mac
2035-02-15
5.000000
Government Agency Debt
17000.00
18962.70
Freddie Mac
2035-02-15
5.000000
Government Agency Debt
30999.00
12137.96
Freddie Mac
2035-03-15
4.750000
Government Agency Debt
152000.00
19618.70
Freddie Mac
2035-09-15
5.500000
Government Agency Debt
8200000.00
1873014.56
Freddie Mac
2035-10-15
6.000000
Government Agency Debt
14765000.00
1095335.27
Freddie Mac
2035-11-15
1.229000
Government Agency Debt
15000000.00
5246907.59
Freddie Mac
2035-11-15
6.000000
Government Agency Debt
15140000.00
2897264.47
Freddie Mac
2035-11-15
6.000000
Government Agency Debt
14410000.00
1480355.02
Freddie Mac
2036-02-15
0.679000
Government Agency Debt
23800000.00
5585892.77
Freddie Mac
2036-02-15
6.000000
Government Agency Debt
6667498.00
1726583.15
Freddie Mac
2036-03-15
0.599000
Government Agency Debt
4000000.00
1724156.04
Freddie Mac
2036-04-15
0.579000
Government Agency Debt
3000000.00
1559447.02
Freddie Mac
2036-04-15
5.500000
Government Agency Debt
5000000.00
5675936.67
Freddie Mac
2036-05-15
0.823300
Government Agency Debt
9680000.00
791148.03
Freddie Mac
2036-07-15
0.879000
Government Agency Debt
29613231.00
198622.15
Freddie Mac
2036-07-15
5.500000
Government Agency Debt
200000.00
50058.98
Freddie Mac
2036-07-15
6.000000
Government Agency Debt
2100000.00
2393750.10
Freddie Mac
2036-08-15
0.629000
Government Agency Debt
16104213.00
6535141.20
Freddie Mac
2036-08-15
0.643300
Government Agency Debt
14643000.00
5942214.06
Freddie Mac
2036-08-15
0.643300
Government Agency Debt
4920000.00
1996564.45
Freddie Mac
2036-08-15
0.729000
Government Agency Debt
4980000.00
736999.34
Freddie Mac
2036-09-15
5.500000
Government Agency Debt
4000000.00
4528885.33
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
5099000.00
5920816.03
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
4000000.00
4563416.00
Freddie Mac
2036-11-15
5.750000
Government Agency Debt
4000000.00
4556570.67
Freddie Mac
2036-12-15
5.000000
Government Agency Debt
10000000.00
4928675.70
Freddie Mac
2037-04-15
5.500000
Government Agency Debt
12230000.00
3265515.17
Freddie Mac
2037-04-15
5.500000
Government Agency Debt
2000000.00
2268726.67
Freddie Mac
2037-05-15
5.500000
Government Agency Debt
4500000.00
5097642.00
Freddie Mac
2037-06-15
0.679000
Government Agency Debt
2770000.00
1073791.56
Freddie Mac
2037-11-15
0.943300
Government Agency Debt
12090000.00
4281103.35
Freddie Mac
2038-05-15
4.000000
Government Agency Debt
3648000.00
3759546.11
Freddie Mac
2038-06-15
5.000000
Government Agency Debt
2400000.00
1353230.23
Freddie Mac
2038-11-15
2.500000
Government Agency Debt
3700000.00
3294947.05
Freddie Mac
2039-01-15
4.500000
Government Agency Debt
3511000.00
3614490.02
Freddie Mac
2039-04-15
5.000000
Government Agency Debt
920000.00
592197.57
Freddie Mac
2039-04-15
5.500000
Government Agency Debt
5250000.00
5302393.86
Freddie Mac
2039-05-15
4.500000
Government Agency Debt
5000000.00
4970493.39
Freddie Mac
2040-01-15
3.500000
Government Agency Debt
2000000.00
2076461.18
Freddie Mac
2040-04-15
4.000000
Government Agency Debt
25000.00
23953.09
Freddie Mac
2040-08-15
4.250000
Government Agency Debt
4560000.00
4137317.38
Freddie Mac
2040-10-15
3.500000
Government Agency Debt
2000000.00
2075061.71
Freddie Mac
2040-11-15
4.000000
Government Agency Debt
50000.00
46518.17
Freddie Mac
2041-06-15
0.779000
Government Agency Debt
684659.00
630445.80
Freddie Mac
2041-10-15
3.500000
Government Agency Debt
5664924.00
5834427.97
Freddie Mac
2047-10-15
4.500000
Government Agency Debt
30000000.00
6127343.00
GNMA
2023-07-25
1.760000
Government Agency Debt
45000000.00
569433.43
GNMA
2024-03-25
1.875000
Government Agency Debt
5560000.00
438894.10
GNMA
2028-02-20
5.500000
Government Agency Debt
90000.00
96131.73
GNMA
2029-02-16
1.079000
Government Agency Debt
7000000.00
606093.36
GNMA
2029-05-16
0.543300
Government Agency Debt
40000000.00
1155782.04
GNMA
2029-08-16
0.643300
Government Agency Debt
104166667.00
2424442.27
GNMA
2029-11-16
0.693300
Government Agency Debt
50000000.00
1426740.17
GNMA
2030-02-16
0.743300
Government Agency Debt
30000000.00
1355139.36
GNMA
2030-05-16
0.443300
Government Agency Debt
47209291.00
2352916.08
GNMA
2031-03-16
5.500000
Government Agency Debt
7500000.00
2202230.57
GNMA
2031-07-16
0.643300
Government Agency Debt
43750000.00
2371820.76
GNMA
2031-07-16
4.666000
Government Agency Debt
1900000.00
2035717.63
GNMA
2031-08-20
6.000000
Government Agency Debt
10000.00
318.93
GNMA
2032-02-16
0.743300
Government Agency Debt
40000000.00
1808594.28
GNMA
2032-02-20
6.200000
Government Agency Debt
50000.00
24455.42
GNMA
2032-04-16
0.779000
Government Agency Debt
100000000.00
3035974.88
GNMA
2032-07-20
6.000000
Government Agency Debt
6000.00
6973.66
GNMA
2032-09-16
4.746000
Government Agency Debt
1000000.00
1066039.00
GNMA
2032-09-17
0.693300
Government Agency Debt
40924590.00
1997114.13
GNMA
2032-09-20
7.000000
Government Agency Debt
1650000.00
46226.25
GNMA
2032-12-20
5.000000
Government Agency Debt
1000.00
1085.09
GNMA
2033-03-20
5.500000
Government Agency Debt
236000.00
271845.41
GNMA
2033-03-20
5.500000
Government Agency Debt
26000.00
28818.93
GNMA
2033-03-20
5.500000
Government Agency Debt
6700.00
7531.69
GNMA
2033-04-20
5.000000
Government Agency Debt
21000.00
22925.25
GNMA
2033-05-20
5.000000
Government Agency Debt
25000.00
28009.97
GNMA
2033-06-20
5.000000
Government Agency Debt
26000.00
29109.51
GNMA
2033-07-16
5.000000
Government Agency Debt
4000000.00
1436372.91
GNMA
2033-07-20
5.000000
Government Agency Debt
318000.00
354387.36
GNMA
2033-07-20
5.000000
Government Agency Debt
21000.00
24035.88
GNMA
2033-07-20
5.500000
Government Agency Debt
44000.00
41730.20
GNMA
2033-10-20
4.000000
Government Agency Debt
25000.00
24684.81
GNMA
2034-04-20
4.500000
Government Agency Debt
3000000.00
2294671.88
GNMA
2034-05-20
5.500000
Government Agency Debt
64000.00
74189.72
GNMA
2034-06-16
4.430000
Government Agency Debt
4000000.00
3747387.45
GNMA
2034-06-16
5.000000
Government Agency Debt
3000000.00
1376177.81
GNMA
2034-09-20
4.500000
Government Agency Debt
10500000.00
262124.13
GNMA
2034-09-20
5.000000
Government Agency Debt
75000.00
81078.65
GNMA
2034-10-20
4.000000
Government Agency Debt
10000000.00
1261382.19
GNMA
2034-12-20
5.000000
Government Agency Debt
1000.00
1089.01
GNMA
2035-02-16
3.445000
Government Agency Debt
1300000.00
1088184.85
GNMA
2035-05-20
5.500000
Government Agency Debt
2000000.00
535004.61
GNMA
2035-05-20
5.500000
Government Agency Debt
5000000.00
487475.66
GNMA
2035-06-20
5.000000
Government Agency Debt
2000.00
2219.61
GNMA
2035-06-20
5.000000
Government Agency Debt
1000.00
1109.46
GNMA
2035-06-20
5.500000
Government Agency Debt
37000.00
42432.09
GNMA
2035-07-20
5.000000
Government Agency Debt
4150000.00
4549714.17
GNMA
2035-08-20
5.500000
Government Agency Debt
50000.00
56361.62
GNMA
2035-09-20
5.000000
Government Agency Debt
186000.00
211312.68
GNMA
2036-07-20
5.250000
Government Agency Debt
544000.00
597947.94
GNMA
2036-07-20
6.000000
Government Agency Debt
2548225.00
2993124.70
GNMA
2036-08-20
6.000000
Government Agency Debt
131000.00
144151.09
GNMA
2036-09-20
4.500000
Government Agency Debt
500000.00
435130.90
GNMA
2036-10-16
4.500000
Government Agency Debt
3200000.00
3519660.80
GNMA
2037-02-20
2.000000
Government Agency Debt
1000000.00
995158.26
GNMA
2037-02-20
2.500000
Government Agency Debt
5000000.00
5047306.45
GNMA
2037-02-20
4.000000
Government Agency Debt
4875000.00
5129488.34
GNMA
2037-04-20
0.481000
Government Agency Debt
2400000.00
667541.43
GNMA
2037-04-20
4.500000
Government Agency Debt
2000000.00
1787013.21
GNMA
2037-06-20
5.500000
Government Agency Debt
30000.00
34292.26
GNMA
2037-07-16
0.559000
Government Agency Debt
2470000.00
1082702.64
GNMA
2037-07-20
6.000000
Government Agency Debt
74000.00
86760.41
GNMA
2037-08-16
5.500000
Government Agency Debt
5000.00
5706.21
GNMA
2037-08-20
5.750000
Government Agency Debt
25000.00
28525.72
GNMA
2037-09-16
4.984000
Government Agency Debt
6000000.00
6350750.00
GNMA
2037-11-20
5.500000
Government Agency Debt
50000.00
57163.87
GNMA
2037-12-20
5.000000
Government Agency Debt
2500000.00
1013978.52
GNMA
2038-01-20
5.250000
Government Agency Debt
25000.00
27784.05
GNMA
2038-02-20
5.000000
Government Agency Debt
75000.00
82508.15
GNMA
2038-02-20
5.250000
Government Agency Debt
125000.00
139607.12
GNMA
2038-03-20
5.250000
Government Agency Debt
225000.00
248375.25
GNMA
2038-04-20
3.500000
Government Agency Debt
2500000.00
2455963.18
GNMA
2038-04-20
5.500000
Government Agency Debt
25000.00
28607.98
GNMA
2038-06-20
1.031000
Government Agency Debt
1400000.00
427708.02
GNMA
2038-06-20
5.500000
Government Agency Debt
216000.00
244466.71
GNMA
2038-06-20
5.500000
Government Agency Debt
67000.00
76455.13
GNMA
2038-06-20
5.500000
Government Agency Debt
25000.00
27996.81
GNMA
2038-06-20
6.000000
Government Agency Debt
150000.00
171072.30
GNMA
2038-08-16
5.497000
Government Agency Debt
3200000.00
3321542.60
GNMA
2038-08-20
5.500000
Government Agency Debt
135000.00
153482.62
GNMA
2038-08-20
5.750000
Government Agency Debt
25000.00
28372.37
GNMA
2038-08-20
6.000000
Government Agency Debt
20000.00
23455.54
GNMA
2038-09-20
4.000000
Government Agency Debt
5000000.00
4654375.49
GNMA
2038-09-20
5.500000
Government Agency Debt
27000.00
29518.41
GNMA
2038-11-20
5.000000
Government Agency Debt
70000.00
76968.76
GNMA
2039-02-16
0.849000
Government Agency Debt
8200000.00
4079417.22
GNMA
2039-02-20
5.500000
Government Agency Debt
47000.00
52942.08
GNMA
2039-03-16
2.760000
Government Agency Debt
875000.00
902682.37
GNMA
2039-03-20
5.000000
Government Agency Debt
94000.00
102700.04
GNMA
2039-04-16
4.500000
Government Agency Debt
50000.00
53117.95
GNMA
2039-04-16
5.000000
Government Agency Debt
2000000.00
1411241.19
GNMA
2039-06-16
4.500000
Government Agency Debt
4000.00
4301.06
GNMA
2039-06-20
4.000000
Government Agency Debt
2500000.00
1686841.39
GNMA
2039-06-20
4.500000
Government Agency Debt
30000.00
32484.84
GNMA
2039-06-20
5.000000
Government Agency Debt
50000.00
55325.28
GNMA
2039-06-20
5.000000
Government Agency Debt
6000.00
3987.32
GNMA
2039-07-20
5.000000
Government Agency Debt
4000.00
2888.13
GNMA
2039-09-20
5.000000
Government Agency Debt
45000.00
35008.97
GNMA
2039-09-20
5.000000
Government Agency Debt
35000.00
27466.27
GNMA
2039-12-20
5.000000
Government Agency Debt
65000.00
73495.15
GNMA
2040-06-16
3.000000
Government Agency Debt
3678920.00
3701826.76
GNMA
2041-04-16
4.500000
Government Agency Debt
30000.00
31571.19
GNMA
2041-05-20
2.500000
Government Agency Debt
4500000.00
4520643.56
GNMA
2041-05-20
3.000000
Government Agency Debt
4500000.00
4588156.72
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
800000000.00
800000000.00
0.0241
N
800000000.00
800000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.160000%
60681PW34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
18000000.00
18000000.00
0.0005
N
17999820.00
17999820.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.140000%
60687GDY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
332000000.00
332000000.00
0.0100
N
331996680.00
331996680.00
National Australia Bank Ltd
National Australia Bank Ltd 0.250000%
63253TFB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
N
7000000.00
7000000.00
0.0002
N
7000140.00
7000140.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973SKG005
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-13
2012-04-13
N
N
N
56000000.00
56000000.00
0.0017
N
55905360.00
55905360.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973VHG002
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
274000000.00
274000000.00
0.0082
N
274104120.00
274104120.00
New York State HFA
Housing Revenue Bonds (2180 Broadway) Series 2011B 0.160000%
64986UGU5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
5450000.00
5450000.00
0.0002
N
5450000.00
5450000.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.250000%
65557VTF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
N
211000000.00
211000000.00
0.0063
N
211012660.00
211012660.00
Nordea North America, Inc
Nordea North America, Inc 0.230000%
6555P1Z75
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
Y
Nordea Bank AB
N/A
N/A
N
126000000.00
125971020.00
0.0038
N
125971020.00
125971020.00
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983TA48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
24221000.00
24211526.90
0.0007
N
24215671.38
24215671.38
Old Line Funding, LLC
Old Line Funding, LLC 0.210000%
67983TA55
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
45036000.00
45018923.85
0.0014
N
45025641.72
45025641.72
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983TAA4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
30000000.00
29987166.67
0.0009
N
29991900.00
29991900.00
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983TAP1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
21000000.00
20989348.33
0.0006
N
20991474.00
20991474.00
Old Line Funding, LLC
Old Line Funding, LLC 0.230000%
67983UZ89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
33780000.00
33772014.78
0.0010
N
33776284.20
33776284.20
Old Line Funding, LLC
Old Line Funding, LLC 0.180000%
67983UZF3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
16000000.00
15996480.00
0.0005
N
15997920.00
15997920.00
Old Line Funding, LLC
Old Line Funding, LLC 0.230000%
67983UZF3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
14020000.00
14016058.82
0.0004
N
14018177.40
14018177.40
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983UZL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
55000000.00
54983530.56
0.0017
N
54992300.00
54992300.00
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983UZM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
65600000.00
65579955.55
0.0020
N
65590160.00
65590160.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.100000%
71838MY87
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
N
107000000.00
106997919.45
0.0032
N
106995720.00
106995720.00
Rabobank Nederland
Rabobank Nederland 0.320000%
74977MPK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-07
2011-12-05
N
N
N
150000000.00
150000000.00
0.0045
N
150006000.00
150006000.00
Rabobank Nederland
Rabobank Nederland 0.321100%
74977MRE7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-07
2012-01-06
N
N
N
120000000.00
120000000.00
0.0036
N
120008400.00
120008400.00
Rabobank Nederland
Rabobank Nederland 0.324700%
74977MUN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2012-03-26
N
N
N
263000000.00
263000000.00
0.0079
N
263042080.00
263042080.00
Rabobank Nederland
Rabobank Nederland 0.309400%
74977MVQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-02
2012-05-02
N
N
N
26000000.00
26000000.00
0.0008
N
26001300.00
26001300.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.460000%
7562E0B39
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
9330000.00
9318793.63
0.0003
N
9321136.50
9321136.50
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.460000%
7562E0BA3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
22000000.00
21971607.78
0.0007
N
21976680.00
21976680.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.520000%
7562E0BP0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
40000000.00
39934133.33
0.0012
N
39948800.00
39948800.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.470000%
7562E0CT1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-27
2012-03-27
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
30000000.00
29942425.00
0.0009
N
29939100.00
29939100.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.200000%
7562E1Y40
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
2500000.00
2499958.33
0.0001
N
2499950.00
2499950.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.350000%
7562E1YE8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
2600000.00
2599671.39
0.0001
N
2599818.00
2599818.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.350000%
7562E1Z64
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
22700000.00
22692275.69
0.0007
N
22694325.00
22694325.00
Royal Bank of Canada
Royal Bank of Canada 0.290000%
78009J3G8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-07
2012-03-05
N
N
N
321000000.00
321000000.00
0.0097
N
321032100.00
321032100.00
Royal Bank of Canada
Royal Bank of Canada 0.270000%
78009J6H3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-01
2012-03-27
N
N
N
257000000.00
257000000.00
0.0077
N
256982010.00
256982010.00
Royal Bank of Canada
Royal Bank of Canada 0.270000%
78009J6S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-01
2012-04-09
N
N
N
93000000.00
93000000.00
0.0028
N
92980470.00
92980470.00
Royal Bank of Canada
Royal Bank of Canada 0.320000%
78009J6W0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-01
2012-04-12
N
N
N
81000000.00
81000000.00
0.0024
N
81012150.00
81012150.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.820000%
78011H2S3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
8000000.00
8000000.00
0.0002
N
8004400.00
8004400.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.580000%
78011H3F0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
141000000.00
141000000.00
0.0042
N
141025380.00
141025380.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.220000%
78011H5G6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
98000000.00
98000000.00
0.0029
N
98000000.00
98000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.220000%
78011H5H4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
55000000.00
55000000.00
0.0017
N
54999450.00
54999450.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.220000%
78011H5J0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
302000000.00
302000000.00
0.0091
N
302000000.00
302000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.220000%
78011H5L5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-10
2011-11-10
N
N
N
18000000.00
18000000.00
0.0005
N
17999820.00
17999820.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.240000%
78011H5W1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-30
2011-11-30
N
N
N
7000000.00
7000000.00
0.0002
N
6999860.00
6999860.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83050UY85
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
N
46000000.00
45997763.89
0.0014
N
45998160.00
45998160.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.310000%
83051AQH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
N
7000000.00
7000000.00
0.0002
N
7000280.00
7000280.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.230000%
83051AUS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
N
61000000.00
61000000.00
0.0018
N
61000000.00
61000000.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.270000%
8342E3Y75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
100000000.00
99995500.00
0.0030
N
99998000.00
99998000.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.260000%
8342E3Y75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
36000000.00
35998440.00
0.0011
N
35999280.00
35999280.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.260000%
8342E3Y91
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
20000000.00
19998844.44
0.0006
N
19999400.00
19999400.00
Starbird Funding Corp
Starbird Funding Corp 0.500000%
85520MY15
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
96000000.00
96000000.00
0.0029
N
95999596.80
95999596.80
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.140000%
8574P03Z9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
143000000.00
143000000.00
0.0043
N
143000000.00
143000000.00
State Street Corp
State Street Corp 0.190000%
85747KYG3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
N
93000000.00
92992637.50
0.0028
N
92991630.00
92991630.00
State Street Corp
State Street Corp 0.190000%
85747KYJ7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
N
72000000.00
71993540.00
0.0022
N
71992800.00
71992800.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257C7M8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
80000000.00
79994511.11
0.0024
N
79996800.00
79996800.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAD0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
100058000.00
100049550.65
0.0030
N
100056999.42
100056999.42
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAG3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
100000000.00
99985222.22
0.0030
N
99998000.00
99998000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAH1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-30
2011-11-30
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
40000000.00
39993877.78
0.0012
N
39999200.00
39999200.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAK4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
200000000.00
199968333.32
0.0060
N
199994000.00
199994000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAL2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49992875.00
0.0015
N
49999000.00
49999000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAQ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
131000000.00
130976492.78
0.0039
N
130994760.00
130994760.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAR9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50056000.00
50046753.54
0.0015
N
50053997.76
50053997.76
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAV0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
35000000.00
34992056.94
0.0011
N
34997900.00
34997900.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAY4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
8000000.00
7997973.33
0.0002
N
7999422.40
7999422.40
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EBR8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49982583.33
0.0015
N
49993000.00
49993000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FAN5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-30
2011-11-30
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
40091000.00
40084863.85
0.0012
N
40090198.18
40090198.18
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FAR6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
150000000.00
149976249.99
0.0045
N
149995500.00
149995500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FAS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
49345000.00
49336926.61
0.0015
N
49343519.65
49343519.65
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FAV7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
135000000.00
134974350.00
0.0041
N
134994600.00
134994600.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GB36
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25386000.00
25384258.24
0.0008
N
25384984.56
25384984.56
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GB85
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49996041.67
0.0015
N
49997500.00
49997500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GC68
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
61630000.00
61621217.72
0.0019
N
61624453.30
61624453.30
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GD42
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20000000.00
19994933.34
0.0006
N
19996600.00
19996600.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GD67
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
7000000.00
6998226.67
0.0002
N
6998810.00
6998810.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GG23
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
57000000.00
56980145.00
0.0017
N
56983470.00
56983470.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GG56
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
11000000.00
10995936.11
0.0003
N
10996480.00
10996480.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JA72
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
56308000.00
56299976.11
0.0017
N
56302932.28
56302932.28
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JZW0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
70160000.00
70155186.25
0.0021
N
70157193.60
70157193.60
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KG24
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
80000000.00
79986911.11
0.0024
N
79992000.00
79992000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KG81
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
35000000.00
34993165.28
0.0011
N
34995800.00
34995800.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KH23
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
47709000.00
47698424.51
0.0014
N
47702320.74
47702320.74
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KH56
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
291000000.00
290933959.18
0.0087
N
290956350.00
290956350.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257M2V1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
75000000.00
74987729.16
0.0023
N
74992500.00
74992500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257M3G3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
35000000.00
34990948.61
0.0011
N
34993700.00
34993700.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257M4H0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
8000000.00
7997044.44
0.0002
N
7997440.00
7997440.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.150000%
86562EWJ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
165000000.00
165000000.00
0.0050
N
164997987.00
164997987.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.150000%
86562WQX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
185000000.00
185000000.00
0.0056
N
184998150.00
184998150.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.170000%
86562WQZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
N
146000000.00
146000000.00
0.0044
N
145997080.00
145997080.00
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.220000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
3000000.00
3000000.00
0.0001
N
3000000.00
3000000.00
Texas
TRAN Series 2011A 0.150000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
60000000.00
60000000.00
0.0018
N
60000000.00
60000000.00
Texas
TRAN Series 2011A 0.150000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
118000000.00
118000000.00
0.0035
N
118000000.00
118000000.00
Texas
TRAN Series 2011A 0.150000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
83000000.00
83000000.00
0.0025
N
83000000.00
83000000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.250000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Texas
N/A
N/A
N
N
32000000.00
32000000.00
0.0010
N
32000000.00
32000000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.250000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Texas
N/A
N/A
N
N
24230000.00
24230000.00
0.0007
N
24230000.00
24230000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.250000%
88324MYG4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
7000000.00
6999270.84
0.0002
N
6999440.00
6999440.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.250000%
88324MYH2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
49000000.00
48994555.55
0.0015
N
48995590.00
48995590.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TA94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
85113000.00
85075479.35
0.0026
N
85065336.72
85065336.72
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.240000%
88602TAH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
40032000.00
40011450.24
0.0012
N
40005178.56
40005178.56
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602TAH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
26000000.00
25987765.56
0.0008
N
25982580.00
25982580.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602TAL7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
1000000.00
999511.11
0.0000
N
999290.00
999290.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.250000%
88602TAP8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
50000000.00
49971180.56
0.0015
N
49962000.00
49962000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TAQ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
33000000.00
32982290.00
0.0010
N
32974590.00
32974590.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.190000%
88602UY38
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
18439000.00
18438805.37
0.0006
N
18438815.61
18438815.61
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602UZ60
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
39028000.00
39019272.90
0.0012
N
39019804.12
39019804.12
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602UZE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
23289000.00
23282601.99
0.0007
N
23282479.08
23282479.08
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602UZM5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
48000000.00
47985333.33
0.0014
N
47983680.00
47983680.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.380000%
89112XAQ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-27
2012-03-27
N
N
N
136000000.00
136000000.00
0.0041
N
136089760.00
136089760.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.380000%
89112XCL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
87000000.00
87000000.00
0.0026
N
87000000.00
87000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.180000%
89112Y5L3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
N
89000000.00
89000000.00
0.0027
N
89008010.00
89008010.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112Y5N9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
113000000.00
113000000.00
0.0034
N
113012430.00
113012430.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112Y6A6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
348000000.00
348000000.00
0.0105
N
348031320.00
348031320.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112Y6K4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
240000000.00
240000000.00
0.0072
N
240024000.00
240024000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112Y6Q1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
N
119000000.00
119000000.00
0.0036
N
119016660.00
119016660.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112Y7B3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
N
101000000.00
101000000.00
0.0030
N
101011110.00
101011110.00
UBS AG
UBS AG 0.190000%
90267A4V5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
N
6000000.00
6000000.00
0.0002
N
6000060.00
6000060.00
UBS AG
UBS AG 0.190000%
90267A4W3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
N
49000000.00
49000000.00
0.0015
N
49000490.00
49000490.00
UBS AG
UBS AG 0.280000%
90267AT22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
175000000.00
175000000.00
0.0053
N
174993000.00
174993000.00
UBS Securities LLC
UBS Securities LLC 0.210000%
936991009_0.2100_M120119_2M49
0001070766
Government Agency Repurchase Agreement
Y
Freddie Mac
2040-09-01
4.500000
Government Agency Debt
63132247.00
55080000.46
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
Y
UBS Securities LLC
N/A
N/A
N
N
54000000.00
54000000.00
0.0016
N
54002700.00
54002700.00
UBS Securities LLC
UBS Securities LLC 0.120000%
99EPPA003_0.1200_M111101_2M49
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-11-01
4.000000
Government Agency Debt
19723498.00
19483211.60
Fannie Mae
2026-09-01
3.500000
Government Agency Debt
18272907.00
18917325.99
Fannie Mae
2026-09-01
3.500000
Government Agency Debt
18197728.00
18806721.47
Fannie Mae
2030-09-01
4.500000
Government Agency Debt
20630000.00
19278599.20
Fannie Mae
2038-06-01
6.000000
Government Agency Debt
29390250.00
18699560.82
Fannie Mae
2040-04-01
3.573000
Government Agency Debt
30077248.00
19432837.42
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
17183162.00
17571024.10
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
19727814.00
19575538.52
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
18762041.00
19546224.72
Freddie Mac
2025-05-01
4.500000
Government Agency Debt
21231933.00
19062855.74
Freddie Mac
2041-03-01
5.000000
Government Agency Debt
18097729.00
19353474.98
Freddie Mac
2041-05-01
5.000000
Government Agency Debt
18197766.00
19275086.23
Freddie Mac
2041-10-01
3.500000
Government Agency Debt
18545739.00
18786363.78
Freddie Mac
2041-10-01
3.500000
Government Agency Debt
13020297.00
13189231.01
Freddie Mac
2041-10-01
4.000000
Government Agency Debt
18800000.00
19521945.07
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
275000000.00
275000000.00
0.0083
N
275000000.00
275000000.00
Union Bank, NA
Union Bank, NA 0.250000%
90526NYM1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
N
29000000.00
28995972.22
0.0009
N
28996520.00
28996520.00
Union Bank, NA
Union Bank, NA 0.250000%
90526NZ16
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
8000000.00
7998333.33
0.0002
N
7998400.00
7998400.00
Union Bank, NA
Union Bank, NA 0.260000%
90527MTN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
25000000.00
25000000.00
0.0008
N
25001750.00
25001750.00
Union Bank, NA
Union Bank, NA 0.260000%
90527MTQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
68000000.00
68000000.00
0.0020
N
67997280.00
67997280.00
United States Treasury Department
United States Treasury Department 0.001000%
9127953R0
Treasury Debt
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
71000000.00
70999996.05
0.0021
N
70999929.00
70999929.00
United States Treasury Department
United States Treasury Department 1.125000%
912828KB5
Treasury Debt
N
First Tier Security
N/A
N/A
2012-01-15
2012-01-15
N
N
N
59000000.00
59132135.42
0.0018
N
59140597.00
59140597.00
Univ of California
Commerical Paper Notes Series B 0.150000%
91411UY17
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
53000000.00
53000000.00
0.0016
N
53000000.00
53000000.00
Univ of California
Commerical Paper Notes Series B 0.130000%
91411UYH2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
7000000.00
6999595.56
0.0002
N
6999580.00
6999580.00
Univ of California
Commerical Paper Notes Series B 0.190000%
91411UZC2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
52000000.00
51988747.78
0.0016
N
51988560.00
51988560.00
Univ of California
General Revenue Bonds Series 2011 Y-1 0.319000%
91412GEZ4
Other Municipal Debt
N
First Tier Security
N/A
N/A
2011-11-01
2012-07-01
N
N
N
96000000.00
96000000.00
0.0029
N
96002880.00
96002880.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.250000%
92217LAR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-25
2012-01-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
30000000.00
29982291.66
0.0009
N
29978700.00
29978700.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.210000%
92217MZ59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
38000000.00
37992463.33
0.0011
N
37993540.00
37993540.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.210000%
92217MZ75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
46000000.00
45990340.00
0.0014
N
45991260.00
45991260.00
Victory Receivables Corp
Victory Receivables Corp 0.110000%
92646LY12
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
Credit / Liquidity
Union Bank NA
N/A
N/A
50000000.00
50000000.00
0.0015
N
49999790.00
49999790.00
Westpac Banking Corp
Westpac Banking Corp 0.574700%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2012-01-30
2012-11-27
N
N
N
100000000.00
100000000.00
0.0030
N
100030700.00
100030700.00
Westpac Banking Corp
Westpac Banking Corp 0.322900%
96121TBF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-10
2012-01-10
N
N
N
215000000.00
215000000.00
0.0065
N
215010750.00
215010750.00
Westpac Banking Corp
Westpac Banking Corp 0.329400%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-01
2012-05-01
N
N
N
169000000.00
169000000.00
0.0051
N
168940850.00
168940850.00
Westpac Banking Corp
Westpac Banking Corp 0.300000%
9612C0A33
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
251000000.00
250868225.00
0.0075
N
250897090.00
250897090.00
Westpac Banking Corp
Westpac Banking Corp 0.220000%
9612C1Y19
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
50000000.00
50000000.00
0.0015
N
50000000.00
50000000.00
Westpac Securities NZ Ltd
Westpac Securities NZ Ltd 0.315000%
96122HZ14
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
82000000.00
81978475.00
0.0025
N
81990980.00
81990980.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
318225.96
318225.96
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
275488.22
275488.22
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
258579.24
258579.24
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
223852.04
223852.04
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJU8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
994423.82
994423.82
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
860872.70
860872.70
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
1829731.39
1829731.39
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
1583998.47
1583998.47
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
278451.89
278451.89
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
241055.80
241055.80
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
198898.89
198898.89
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
172186.77
172186.77
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
79556.24
79556.24
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
68871.84
68871.84
Windmill Funding Corp
Windmill Funding Corp 0.260000%
97342KY44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
77000000.00
76998331.67
0.0023
N
76999230.00
76999230.00
Windmill Funding Corp
Windmill Funding Corp 0.260000%
97342KY85
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
54000000.00
53997270.00
0.0016
N
53998380.00
53998380.00
Windmill Funding Corp
Windmill Funding Corp 0.240000%
97342KY93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
50000000.00
49997333.33
0.0015
N
49998500.00
49998500.00
Windmill Funding Corp
Windmill Funding Corp 0.240000%
97342KYA0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-10
2011-11-10
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
13000000.00
12999220.00
0.0004
N
12999480.00
12999480.00
Windmill Funding Corp
Windmill Funding Corp 0.250000%
97342KYJ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
1000000.00
999881.95
0.0000
N
999920.00
999920.00
Windmill Funding Corp
Windmill Funding Corp 0.250000%
97342KYN2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
8000000.00
7998833.33
0.0002
N
7999200.00
7999200.00