0001145549-11-012604.txt : 20120130
0001145549-11-012604.hdr.sgml : 20120130
20111207131357
ACCESSION NUMBER: 0001145549-11-012604
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111130
FILED AS OF DATE: 20111207
DATE AS OF CHANGE: 20111207
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: 111247907
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000012384
Select Shares
SWBXX
C000012385
Institutional Shares
SWAXX
C000038267
Institutional Prime Shares
SNAXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2011-11-30
0000857156
S000004508
4
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
29
54
16778429658.34
2860304.30
683678.50
16780606284.14
0.0024
0.9999
2011-11-30
0.9999
2011-11-30
C000012383
25000.00
11813704844.00
1.00
-232166153.74
113139821.14
345305974.88
0.0001
0.9999
2011-11-30
0.9999
2011-11-30
C000012384
1000000.00
1887512399.45
1.00
-44777261.69
24317329.34
69094591.03
0.0001
0.9999
2011-11-30
0.9999
2011-11-30
C000012385
3000000.00
1622154168.44
1.00
-7574557.53
47127628.65
54702186.18
0.0001
0.9999
2011-11-30
0.9999
2011-11-30
C000038267
10000000.00
1457234872.25
1.00
-28004234.32
66597116.59
94601350.91
0.0003
0.9999
2011-11-30
0.9999
2011-11-30
Alpine Securitization Corp
Alpine Securitization Corp 0.230000%
02086LA30
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
26000000.00
25994518.33
0.0015
N
25995060.00
25995060.00
Alpine Securitization Corp
Alpine Securitization Corp 0.210000%
02086MZ72
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
73000000.00
72997445.00
0.0044
N
72997810.00
72997810.00
Alpine Securitization Corp
Alpine Securitization Corp 0.180000%
02086MZD9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
50000000.00
49997000.00
0.0030
N
49997500.00
49997500.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.250000%
03221KZ13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
36000000.00
36000000.00
0.0021
N
36000000.00
36000000.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.250000%
03221KZ96
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
15000000.00
14999166.67
0.0009
N
14999400.00
14999400.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.250000%
03221KZE5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
66000000.00
65994041.67
0.0039
N
65995380.00
65995380.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.250000%
03221KZL9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
37000000.00
36995118.06
0.0022
N
36996300.00
36996300.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.250000%
03221KZM7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
13000000.00
12998194.45
0.0008
N
12998700.00
12998700.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.310000%
04014AA37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
46000000.00
45986928.33
0.0027
N
45990800.00
45990800.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.310000%
04014AA52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
85000000.00
84974381.95
0.0051
N
84980960.00
84980960.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.270000%
04915UZ28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
164000000.00
163998770.00
0.0098
N
164000000.00
164000000.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.250000%
04915UZ69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
76000000.00
75997361.11
0.0045
N
75999240.00
75999240.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.260000%
04915UZ69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
58000000.00
57997905.55
0.0035
N
57999420.00
57999420.00
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
26000000.00
25996432.22
0.0015
N
25998960.00
25998960.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.275000%
05253ABA7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
64000000.00
63965288.90
0.0038
N
63980160.00
63980160.00
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
9000000.00
9000000.00
0.0005
N
9001440.00
9001440.00
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
293000000.00
293000000.00
0.0175
N
292970700.00
292970700.00
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
149000000.00
149000000.00
0.0089
N
147869090.00
147869090.00
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
187000000.00
187000000.00
0.0111
N
187020570.00
187020570.00
Bank of Montreal
Bank of Montreal 0.120000%
06366WTB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
N
112000000.00
112000000.00
0.0067
N
112000000.00
112000000.00
Bank of Montreal
Bank of Montreal 0.120000%
06366WUD4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
N
23000000.00
23000000.00
0.0014
N
22999770.00
22999770.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417D4F9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
18000000.00
18000000.00
0.0011
N
18000540.00
18000540.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250000%
06417EAL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
N
119000000.00
119000000.00
0.0071
N
119014280.00
119014280.00
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
58000000.00
58000000.00
0.0035
N
58001740.00
58001740.00
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
43000000.00
43000000.00
0.0026
N
43009030.00
43009030.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417ELR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-25
2012-01-25
N
N
N
104000000.00
104000000.00
0.0062
N
104022880.00
104022880.00
Bank of Nova Scotia
Bank of Nova Scotia 0.310000%
06417ENK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
11000000.00
11000000.00
0.0007
N
11000660.00
11000660.00
Bank of Nova Scotia
Bank of Nova Scotia 0.500000%
06417EQF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
N
25000000.00
25000000.00
0.0015
N
25003500.00
25003500.00
Bank of Nova Scotia
Bank of Nova Scotia 0.500000%
06417EQG1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
N
19000000.00
19000000.00
0.0011
N
19002660.00
19002660.00
Bank of Nova Scotia
Bank of Nova Scotia 0.500000%
06417EQH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
N
15000000.00
15000000.00
0.0009
N
15002250.00
15002250.00
Bank of Nova Scotia
Bank of Nova Scotia 0.070000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
90000000.00
90000000.00
0.0054
Security is a time deposit.
N
90000000.00
90000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.170000%
06538D5D7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
65000000.00
65000000.00
0.0039
N
64999350.00
64999350.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.170000%
06538D5L9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
185000000.00
185000000.00
0.0110
N
184998150.00
184998150.00
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
72000000.00
72000000.00
0.0043
N
72000000.00
72000000.00
Barclays Bank Plc
Barclays Bank Plc 0.656600%
06740MWE9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-22
2012-02-22
N
N
N
92000000.00
92000000.00
0.0055
N
91954000.00
91954000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.140000%
00799J004_0.1400_M111201_2MN4
0000851376
Government Agency Repurchase Agreement
Y
07.000 FRPC G80382 G
2041-05-20
7.000000
Government Agency Debt
1148887.00
1239719.13
07.500 FRPC G80381 G
2037-09-15
7.500000
Government Agency Debt
1186542.00
1340151.84
10.500 FRPC G80336 G
2025-04-15
10.500000
Government Agency Debt
2000000.00
1228586.66
Fannie Mae
2014-07-01
4.000000
Government Agency Debt
12250000.00
1377801.43
Fannie Mae
2014-10-01
5.000000
Government Agency Debt
10600000.00
1301539.97
Fannie Mae
2017-12-01
5.000000
Government Agency Debt
7000000.00
1259303.97
Fannie Mae
2017-12-01
5.000000
Government Agency Debt
10346000.00
1099056.44
Fannie Mae
2018-04-01
5.000000
Government Agency Debt
8204006.00
1144176.64
Fannie Mae
2018-06-01
4.500000
Government Agency Debt
13000000.00
1841223.73
Fannie Mae
2018-06-01
4.500000
Government Agency Debt
9532488.00
1446312.60
Fannie Mae
2018-06-01
4.500000
Government Agency Debt
5750000.00
1047042.27
Fannie Mae
2018-06-01
4.500000
Government Agency Debt
398013.00
58381.55
Fannie Mae
2018-06-01
5.000000
Government Agency Debt
9831577.00
1403954.73
Fannie Mae
2018-07-01
5.000000
Government Agency Debt
3961972.00
1261279.02
Fannie Mae
2018-09-01
4.500000
Government Agency Debt
5300000.00
1351560.79
Fannie Mae
2018-09-01
5.000000
Government Agency Debt
10000000.00
1828855.89
Fannie Mae
2018-10-01
4.000000
Government Agency Debt
7000000.00
1667900.68
Fannie Mae
2019-06-01
4.500000
Government Agency Debt
4781690.00
1337867.93
Fannie Mae
2019-07-01
5.500000
Government Agency Debt
6200000.00
1343819.24
Fannie Mae
2019-08-01
4.000000
Government Agency Debt
2000000.00
1185865.85
Fannie Mae
2020-03-01
5.000000
Government Agency Debt
4613474.00
1430120.87
Fannie Mae
2020-04-01
5.000000
Government Agency Debt
5000000.00
1267071.03
Fannie Mae
2020-06-01
5.000000
Government Agency Debt
4250000.00
1083705.24
Fannie Mae
2020-08-01
5.000000
Government Agency Debt
5000000.00
1319677.98
Fannie Mae
2020-11-01
3.000000
Government Agency Debt
2000000.00
1731927.79
Fannie Mae
2020-12-01
9.000000
Government Agency Debt
1833745.00
1241183.71
Fannie Mae
2021-01-01
5.000000
Government Agency Debt
3255000.00
1649520.72
Fannie Mae
2021-05-01
5.000000
Government Agency Debt
5268222.00
1147458.84
Fannie Mae
2021-10-01
3.500000
Government Agency Debt
1000000.00
1039273.61
Fannie Mae
2021-11-01
3.500000
Government Agency Debt
1129600.00
1185103.40
Fannie Mae
2021-12-01
5.000000
Government Agency Debt
2660000.00
1218166.19
Fannie Mae
2021-12-01
5.000000
Government Agency Debt
2186021.00
1069602.89
Fannie Mae
2022-01-01
4.500000
Government Agency Debt
3470000.00
1303213.50
Fannie Mae
2023-05-01
4.500000
Government Agency Debt
4995106.00
1305384.92
Fannie Mae
2023-05-01
6.000000
Government Agency Debt
1224869.00
1020608.28
Fannie Mae
2023-06-01
5.500000
Government Agency Debt
10000000.00
1632298.57
Fannie Mae
2023-06-01
6.000000
Government Agency Debt
17169.00
7501.51
Fannie Mae
2023-07-01
4.500000
Government Agency Debt
5025000.00
1224413.64
Fannie Mae
2023-09-01
5.000000
Government Agency Debt
6100000.00
1414141.80
Fannie Mae
2023-10-01
5.000000
Government Agency Debt
1010000.00
243038.53
Fannie Mae
2024-03-01
5.000000
Government Agency Debt
4500000.00
1199723.14
Fannie Mae
2024-05-01
4.000000
Government Agency Debt
245489.00
121680.17
Fannie Mae
2024-06-01
4.000000
Government Agency Debt
1483047.00
914297.27
Fannie Mae
2024-07-01
5.000000
Government Agency Debt
2726237.00
1469839.43
Fannie Mae
2024-07-01
5.000000
Government Agency Debt
4000000.00
1126859.43
Fannie Mae
2025-01-01
4.000000
Government Agency Debt
2025000.00
1427777.68
Fannie Mae
2025-05-01
4.000000
Government Agency Debt
2500000.00
1893807.13
Fannie Mae
2025-06-01
4.000000
Government Agency Debt
1047144.00
798756.00
Fannie Mae
2025-06-01
4.000000
Government Agency Debt
1025019.00
781008.96
Fannie Mae
2025-06-01
4.000000
Government Agency Debt
32072.00
23852.34
Fannie Mae
2025-07-01
4.000000
Government Agency Debt
1231582.00
946205.29
Fannie Mae
2025-08-01
4.000000
Government Agency Debt
959171.00
877969.36
Fannie Mae
2025-08-01
5.000000
Government Agency Debt
3650000.00
1097822.42
Fannie Mae
2025-09-01
3.500000
Government Agency Debt
731087.00
602576.59
Fannie Mae
2025-09-01
3.500000
Government Agency Debt
591429.00
481641.86
Fannie Mae
2025-09-01
3.500000
Government Agency Debt
173219.00
156345.73
Fannie Mae
2025-09-01
3.500000
Government Agency Debt
191558.00
116781.41
Fannie Mae
2025-09-01
3.500000
Government Agency Debt
38185.00
29227.59
Fannie Mae
2025-10-01
3.500000
Government Agency Debt
1100000.00
945374.61
Fannie Mae
2025-10-01
3.500000
Government Agency Debt
676474.00
575495.24
Fannie Mae
2025-10-01
4.000000
Government Agency Debt
1203859.00
1156318.90
Fannie Mae
2025-10-01
4.000000
Government Agency Debt
1041468.00
993653.63
Fannie Mae
2025-10-01
4.000000
Government Agency Debt
1195009.00
953638.82
Fannie Mae
2025-10-01
4.000000
Government Agency Debt
1038232.00
885198.18
Fannie Mae
2025-11-01
3.500000
Government Agency Debt
674492.00
612778.41
Fannie Mae
2025-11-01
4.000000
Government Agency Debt
916944.00
740580.18
Fannie Mae
2025-11-01
5.000000
Government Agency Debt
3330000.00
1066079.89
Fannie Mae
2025-12-01
3.000000
Government Agency Debt
928829.00
872093.78
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
1881662.00
1849873.82
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
1366704.00
1337703.04
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
827272.00
710686.93
Fannie Mae
2025-12-01
4.000000
Government Agency Debt
1456744.00
1465549.81
Fannie Mae
2025-12-01
4.000000
Government Agency Debt
1356503.00
1302893.70
Fannie Mae
2025-12-01
4.000000
Government Agency Debt
1093940.00
1022613.66
Fannie Mae
2025-12-01
4.000000
Government Agency Debt
867261.00
857473.29
Fannie Mae
2025-12-01
5.000000
Government Agency Debt
3250000.00
1064748.61
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
1295533.00
1228381.33
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
1220410.00
1174639.24
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
905684.00
833761.54
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
350000.00
346024.53
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
64812.00
60769.25
Fannie Mae
2026-01-01
4.000000
Government Agency Debt
1583972.00
1446864.79
Fannie Mae
2026-01-01
4.000000
Government Agency Debt
894958.00
837056.79
Fannie Mae
2026-02-01
3.000000
Government Agency Debt
1250553.00
1203330.33
Fannie Mae
2026-03-01
3.500000
Government Agency Debt
1200844.00
1211498.92
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
967788.00
848675.05
Fannie Mae
2026-04-01
3.500000
Government Agency Debt
1184312.00
1160847.99
Fannie Mae
2026-05-01
4.500000
Government Agency Debt
2073010.00
1818945.06
Fannie Mae
2026-06-01
3.500000
Government Agency Debt
571097.00
490486.63
Fannie Mae
2026-06-01
4.000000
Government Agency Debt
1140365.00
1180147.16
Fannie Mae
2026-07-01
3.000000
Government Agency Debt
26550.00
26705.61
Fannie Mae
2026-07-01
4.000000
Government Agency Debt
1231215.00
1257710.98
Fannie Mae
2026-08-01
3.000000
Government Agency Debt
25719.00
26038.25
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
1594243.00
1639873.00
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
1265390.00
1287772.96
Fannie Mae
2026-09-01
3.500000
Government Agency Debt
1229092.00
1254099.27
Fannie Mae
2026-09-01
3.500000
Government Agency Debt
1117297.00
1154461.61
Fannie Mae
2026-09-01
3.500000
Government Agency Debt
1068165.00
1101669.81
Fannie Mae
2026-09-01
4.000000
Government Agency Debt
1260732.00
1328240.00
Fannie Mae
2026-09-01
4.000000
Government Agency Debt
1133615.00
1185217.39
Fannie Mae
2026-10-01
3.000000
Government Agency Debt
85960.00
87899.02
Fannie Mae
2026-10-01
3.000000
Government Agency Debt
50046.00
51186.14
Fannie Mae
2026-10-01
3.500000
Government Agency Debt
1811314.00
1879975.08
Fannie Mae
2026-10-01
4.000000
Government Agency Debt
1070884.00
1129994.10
Fannie Mae
2026-11-01
3.000000
Government Agency Debt
1055624.00
1084399.96
Fannie Mae
2026-11-01
3.000000
Government Agency Debt
970000.00
996438.97
Fannie Mae
2026-11-01
3.000000
Government Agency Debt
948656.00
973923.14
Fannie Mae
2026-11-01
3.000000
Government Agency Debt
300000.00
308177.00
Fannie Mae
2027-04-01
6.000000
Government Agency Debt
4500000.00
1368475.64
Fannie Mae
2027-09-01
7.500000
Government Agency Debt
2170722.00
1254005.11
Fannie Mae
2027-11-01
5.500000
Government Agency Debt
5000000.00
1322046.35
Fannie Mae
2028-04-01
4.500000
Government Agency Debt
1630110.00
1027684.41
Fannie Mae
2028-04-01
8.000000
Government Agency Debt
2473082.00
1179811.44
Fannie Mae
2029-04-01
4.500000
Government Agency Debt
660846.00
394091.72
Fannie Mae
2029-05-01
4.500000
Government Agency Debt
114594.00
60132.83
Fannie Mae
2030-11-01
4.000000
Government Agency Debt
2000000.00
1839483.74
Fannie Mae
2030-12-01
7.000000
Government Agency Debt
1590289.00
1396468.80
Fannie Mae
2030-12-01
8.000000
Government Agency Debt
2646642.00
1411149.22
Fannie Mae
2031-02-01
5.500000
Government Agency Debt
2242650.00
1341724.91
Fannie Mae
2031-06-01
4.000000
Government Agency Debt
41705.00
41192.87
Fannie Mae
2031-10-01
3.500000
Government Agency Debt
399457.00
413437.01
Fannie Mae
2031-11-01
3.500000
Government Agency Debt
1223692.00
1271773.85
Fannie Mae
2031-11-01
3.500000
Government Agency Debt
542478.00
563791.66
Fannie Mae
2032-01-01
7.000000
Government Agency Debt
18023558.00
1242193.57
Fannie Mae
2032-03-01
7.000000
Government Agency Debt
2140527.00
1287266.85
Fannie Mae
2032-04-01
7.000000
Government Agency Debt
15561226.00
1804911.83
Fannie Mae
2032-06-01
7.000000
Government Agency Debt
6480963.00
1032251.82
Fannie Mae
2032-07-01
7.000000
Government Agency Debt
6031706.00
1127949.90
Fannie Mae
2033-01-01
4.500000
Government Agency Debt
1012201.00
1029471.22
Fannie Mae
2033-01-01
6.000000
Government Agency Debt
6775647.00
1167466.16
Fannie Mae
2033-02-01
6.500000
Government Agency Debt
6088384.00
1228098.37
Fannie Mae
2033-04-01
7.500000
Government Agency Debt
4000000.00
1466385.95
Fannie Mae
2033-06-01
5.000000
Government Agency Debt
4330877.00
1665309.30
Fannie Mae
2033-08-01
5.000000
Government Agency Debt
8000000.00
1823115.91
Fannie Mae
2033-09-01
5.000000
Government Agency Debt
85000.00
23633.17
Fannie Mae
2033-09-01
5.500000
Government Agency Debt
4638282.00
1028371.92
Fannie Mae
2033-09-01
6.000000
Government Agency Debt
2626809.00
1345079.83
Fannie Mae
2033-12-01
5.500000
Government Agency Debt
1500000.00
1039177.36
Fannie Mae
2034-01-01
5.000000
Government Agency Debt
1196280.00
517209.07
Fannie Mae
2034-05-01
5.000000
Government Agency Debt
3760000.00
1251564.74
Fannie Mae
2034-05-01
5.000000
Government Agency Debt
3353286.00
1118272.95
Fannie Mae
2034-05-01
5.000000
Government Agency Debt
524588.00
159018.20
Fannie Mae
2034-08-01
8.000000
Government Agency Debt
2000000.00
1491428.21
Fannie Mae
2034-09-01
5.500000
Government Agency Debt
3173450.00
1472750.31
Fannie Mae
2034-11-01
5.500000
Government Agency Debt
5626200.00
1435311.89
Fannie Mae
2034-12-01
5.000000
Government Agency Debt
3455000.00
1839857.75
Fannie Mae
2035-01-01
5.500000
Government Agency Debt
6056000.00
1826368.21
Fannie Mae
2035-01-01
7.000000
Government Agency Debt
5490000.00
1345764.10
Fannie Mae
2035-01-01
7.000000
Government Agency Debt
2000000.00
1102255.57
Fannie Mae
2035-03-01
5.500000
Government Agency Debt
5000000.00
1628430.83
Fannie Mae
2035-05-01
5.000000
Government Agency Debt
5144499.00
1485849.12
Fannie Mae
2035-06-01
5.000000
Government Agency Debt
3767000.00
1341249.51
Fannie Mae
2035-06-01
5.000000
Government Agency Debt
3465000.00
1250404.04
Fannie Mae
2035-07-01
5.000000
Government Agency Debt
2880000.00
1027610.09
Fannie Mae
2035-08-01
6.500000
Government Agency Debt
7162191.00
1474050.92
Fannie Mae
2035-09-01
4.500000
Government Agency Debt
2767988.00
1301691.21
Fannie Mae
2035-09-01
7.500000
Government Agency Debt
3270000.00
1274811.25
Fannie Mae
2035-11-01
4.500000
Government Agency Debt
2000000.00
1216599.72
Fannie Mae
2035-11-01
4.500000
Government Agency Debt
2388031.00
1145875.97
Fannie Mae
2035-12-01
7.000000
Government Agency Debt
7000000.00
1239878.52
Fannie Mae
2036-02-01
5.500000
Government Agency Debt
116810.00
43964.43
Fannie Mae
2036-04-01
5.000000
Government Agency Debt
1479283.00
660571.85
Fannie Mae
2036-04-01
5.500000
Government Agency Debt
5350000.00
1878282.28
Fannie Mae
2036-07-01
4.500000
Government Agency Debt
55015.00
58029.24
Fannie Mae
2036-07-01
7.000000
Government Agency Debt
2491994.00
1185093.07
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
8391143.00
1344969.79
Fannie Mae
2036-09-01
7.000000
Government Agency Debt
3200000.00
1716750.42
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
5120000.00
1724689.21
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
2145607.00
1481367.49
Fannie Mae
2036-10-01
7.000000
Government Agency Debt
8852428.00
1282289.60
Fannie Mae
2036-10-01
7.000000
Government Agency Debt
6246154.00
1187745.31
Fannie Mae
2036-12-01
5.500000
Government Agency Debt
6853023.00
1293975.95
Fannie Mae
2036-12-01
6.000000
Government Agency Debt
3089350.00
1178756.22
Fannie Mae
2036-12-01
6.000000
Government Agency Debt
2754217.00
1043505.22
Fannie Mae
2036-12-01
8.000000
Government Agency Debt
1613124.00
1175637.82
Fannie Mae
2037-02-01
6.000000
Government Agency Debt
4764753.00
1723510.07
Fannie Mae
2037-04-01
5.500000
Government Agency Debt
5857251.00
1442401.17
Fannie Mae
2037-04-01
5.500000
Government Agency Debt
3221762.00
1169469.79
Fannie Mae
2037-05-01
5.500000
Government Agency Debt
2430855.00
1073074.25
Fannie Mae
2037-05-01
6.000000
Government Agency Debt
2186699.00
1354472.22
Fannie Mae
2037-06-01
6.000000
Government Agency Debt
3852413.00
1232488.76
Fannie Mae
2037-07-01
7.000000
Government Agency Debt
5000000.00
1369069.92
Fannie Mae
2037-08-01
6.000000
Government Agency Debt
3304581.00
1075919.48
Fannie Mae
2037-08-01
7.000000
Government Agency Debt
1102044.00
1025965.07
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
2195385.00
655887.40
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
11001425.00
1834580.72
Fannie Mae
2037-10-01
7.500000
Government Agency Debt
5000000.00
1239483.05
Fannie Mae
2037-11-01
5.500000
Government Agency Debt
3164936.00
1053751.18
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
4245000.00
1182840.96
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
3181832.00
1714369.74
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
5000597.00
1218592.61
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
2333833.00
1168615.86
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
2364379.00
1157744.65
Fannie Mae
2037-12-01
7.000000
Government Agency Debt
4241654.00
1331730.91
Fannie Mae
2038-01-01
5.500000
Government Agency Debt
3683499.00
1244736.48
Fannie Mae
2038-01-01
5.500000
Government Agency Debt
1791664.00
243740.84
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
7970291.00
1215291.49
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
5696463.00
1075415.56
Fannie Mae
2038-03-01
5.000000
Government Agency Debt
859925.00
347626.15
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
3231530.00
1231217.62
Fannie Mae
2038-04-01
7.500000
Government Agency Debt
1850000.00
1326977.93
Fannie Mae
2038-05-01
4.500000
Government Agency Debt
524479.00
254277.23
Fannie Mae
2038-05-01
5.500000
Government Agency Debt
1784010.00
1213438.17
Fannie Mae
2038-06-01
5.000000
Government Agency Debt
2501326.00
1323408.85
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
1491510.00
1037535.14
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
142000.00
50827.17
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
2540878.00
1186723.38
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
28000.00
6269.64
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
2400000.00
1889855.04
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
2400000.00
1757171.89
Fannie Mae
2038-11-01
4.500000
Government Agency Debt
1092469.00
619269.78
Fannie Mae
2038-11-01
6.500000
Government Agency Debt
2536462.00
1333276.40
Fannie Mae
2039-01-01
6.000000
Government Agency Debt
4000.00
1474.33
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
2795113.00
1662214.23
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
2000000.00
1471432.84
Fannie Mae
2039-02-01
4.500000
Government Agency Debt
2000818.00
1265218.15
Fannie Mae
2039-03-01
4.500000
Government Agency Debt
1777441.00
1258168.47
Fannie Mae
2039-04-01
4.500000
Government Agency Debt
1607165.00
970796.38
Fannie Mae
2039-04-01
4.500000
Government Agency Debt
1300782.00
849249.03
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
1024235.00
464052.27
Fannie Mae
2039-05-01
4.500000
Government Agency Debt
913606.00
648129.15
Fannie Mae
2039-05-01
6.000000
Government Agency Debt
1178495.00
1259193.11
Fannie Mae
2039-06-01
4.500000
Government Agency Debt
2002671.00
1708373.45
Fannie Mae
2039-07-01
4.500000
Government Agency Debt
1639998.00
1455388.34
Fannie Mae
2039-07-01
4.500000
Government Agency Debt
1095156.00
1159938.21
Fannie Mae
2039-07-01
6.500000
Government Agency Debt
1480580.00
1036059.10
Fannie Mae
2039-08-01
4.500000
Government Agency Debt
1749794.00
1443419.95
Fannie Mae
2039-08-01
5.500000
Government Agency Debt
493974.00
174870.91
Fannie Mae
2039-09-01
4.500000
Government Agency Debt
2000000.00
1729479.30
Fannie Mae
2039-09-01
5.500000
Government Agency Debt
1540900.00
1317359.11
Fannie Mae
2039-09-01
6.000000
Government Agency Debt
490751.00
440887.03
Fannie Mae
2039-11-01
4.000000
Government Agency Debt
1500000.00
1363350.87
Fannie Mae
2039-11-01
5.000000
Government Agency Debt
751742.00
224339.67
Fannie Mae
2039-11-01
5.500000
Government Agency Debt
1750762.00
1645576.62
Fannie Mae
2039-12-01
4.500000
Government Agency Debt
2000000.00
1731418.08
Fannie Mae
2039-12-01
5.000000
Government Agency Debt
1180000.00
1089555.94
Fannie Mae
2040-01-01
4.500000
Government Agency Debt
2002692.00
1876931.79
Fannie Mae
2040-01-01
4.500000
Government Agency Debt
1482250.00
1208779.33
Fannie Mae
2040-04-01
4.500000
Government Agency Debt
1733425.00
1797147.45
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
1834961.00
1828760.16
Fannie Mae
2040-06-01
5.500000
Government Agency Debt
43988.00
39815.10
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
563371.00
467163.58
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
2222902.00
1818289.20
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
1243868.00
1056763.32
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
1249181.00
1048375.89
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
109490.00
92000.35
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
44000.00
38740.31
Fannie Mae
2040-09-01
3.500000
Government Agency Debt
1593598.00
1412698.49
Fannie Mae
2040-09-01
3.500000
Government Agency Debt
968763.00
879814.82
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1584668.00
1465250.49
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1705622.00
1462917.14
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1331384.00
1301731.77
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1617118.00
1285742.45
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1366116.00
1218083.80
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1166524.00
1174356.46
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1093414.00
1050014.22
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1015560.00
1038909.66
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1148761.00
1030364.65
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
1033924.00
1024277.68
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
535278.00
469596.85
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
1203546.00
1060745.72
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
59667.00
50674.70
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
18331.00
17523.20
Fannie Mae
2040-10-01
3.500000
Government Agency Debt
447805.00
448497.51
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1360204.00
1382539.48
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1460408.00
1369469.58
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1493486.00
1318633.14
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1336498.00
1261951.06
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1300248.00
1251821.47
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1250000.00
1229101.10
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1118299.00
1073751.99
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1084562.00
1052693.45
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1079964.00
1004846.31
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
1166278.00
1129774.45
Fannie Mae
2040-11-01
3.500000
Government Agency Debt
197322.00
186185.88
Fannie Mae
2040-11-01
3.500000
Government Agency Debt
147700.00
142815.10
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
1500000.00
1481125.55
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
1274855.00
1266111.84
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
1240717.00
1226725.32
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
1014468.00
1033746.54
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
1006590.00
1024104.97
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
1083593.00
1023449.38
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
567890.00
548432.66
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
252465.00
259880.37
Fannie Mae
2040-11-01
5.000000
Government Agency Debt
1059125.00
1139573.87
Fannie Mae
2040-12-01
3.000000
Government Agency Debt
1436501.00
1397779.14
Fannie Mae
2040-12-01
3.500000
Government Agency Debt
1297536.00
1294013.87
Fannie Mae
2040-12-01
3.500000
Government Agency Debt
168941.00
165338.58
Fannie Mae
2040-12-01
3.500000
Government Agency Debt
149635.00
151624.93
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
77613.00
67245.30
Fannie Mae
2040-12-01
5.500000
Government Agency Debt
1479432.00
1481942.38
Fannie Mae
2041-01-01
3.000000
Government Agency Debt
1137203.00
981792.46
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
1860791.00
1853306.72
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
1766847.00
1701322.97
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
1382998.00
1396364.90
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
1026793.00
1046018.94
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
1015058.00
1024830.13
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
268608.00
261642.19
Fannie Mae
2041-01-01
5.000000
Government Agency Debt
1301775.00
1405912.43
Fannie Mae
2041-01-01
5.000000
Government Agency Debt
1237098.00
1316956.78
Fannie Mae
2041-02-01
3.000000
Government Agency Debt
1696981.00
1661855.69
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
1303790.00
1276913.36
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
1023905.00
1042012.44
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
1021841.00
1030035.94
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
64112.00
62973.39
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
612755.00
599896.16
Fannie Mae
2041-02-01
5.000000
Government Agency Debt
1920000.00
1799803.53
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
1642771.00
1667700.81
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
1255432.00
1269698.13
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
1021227.00
1034754.04
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
66946.00
67341.50
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
1519623.00
1485443.83
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
1001288.00
1052243.20
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
685135.00
530372.30
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
497000.00
505853.47
Fannie Mae
2041-03-01
5.000000
Government Agency Debt
760876.00
783465.69
Fannie Mae
2041-04-01
3.000000
Government Agency Debt
1188164.00
1167190.79
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
860386.00
829348.08
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
1328259.00
1423576.89
Fannie Mae
2041-05-01
4.000000
Government Agency Debt
1015292.00
1024834.42
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
1480183.00
1330961.55
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
1468998.00
1323972.46
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
1433022.00
1317623.67
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
1331016.00
1307295.13
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
1450240.00
1220252.98
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
1551365.00
1682037.15
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
1275780.00
1384088.73
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
1066071.00
1152939.54
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
73516.00
54754.01
Fannie Mae
2041-05-01
5.500000
Government Agency Debt
1015566.00
1108118.64
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
516864.00
457025.95
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
1089008.00
1183078.08
Fannie Mae
2041-06-01
5.500000
Government Agency Debt
1264537.00
1374916.95
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
1001598.00
1041915.72
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
1321245.00
1352000.84
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
396833.00
410658.57
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
1099053.00
1199126.76
Fannie Mae
2041-07-01
5.500000
Government Agency Debt
1131887.00
1230249.86
Fannie Mae
2041-07-01
5.500000
Government Agency Debt
1051144.00
1142152.04
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
1365775.00
1420261.92
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
1298959.00
1307369.80
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
999999.00
1041884.22
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
1000000.00
1040775.89
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
1000000.00
1040610.48
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
1000000.00
1031765.38
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
1001550.00
1031303.28
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
1415000.00
1473183.16
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
833640.00
831419.21
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
1366612.00
1487626.86
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
1382205.00
1465214.00
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
1015569.00
1103478.94
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
222290.00
239784.52
Fannie Mae
2041-08-01
5.500000
Government Agency Debt
1126119.00
1229842.14
Fannie Mae
2041-08-01
5.500000
Government Agency Debt
1038921.00
1066188.85
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
1210208.00
1260626.11
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
1063613.00
1114881.58
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
1023690.00
1076739.03
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
1000000.00
1043277.32
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
1000000.00
1028339.85
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
1000100.00
1027819.18
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
200000.00
208620.94
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
1214066.00
1269991.02
Fannie Mae
2041-09-01
5.000000
Government Agency Debt
1357023.00
1462160.70
Fannie Mae
2041-09-01
5.000000
Government Agency Debt
1284246.00
1267018.34
Fannie Mae
2041-09-01
5.000000
Government Agency Debt
1130838.00
1224451.57
Fannie Mae
2041-09-01
5.500000
Government Agency Debt
404922.00
407634.75
Fannie Mae
2041-10-01
3.500000
Government Agency Debt
1619570.00
1656888.85
Fannie Mae
2041-10-01
3.500000
Government Agency Debt
1331797.00
1362484.86
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
1391673.00
1458952.62
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
1024368.00
1068992.63
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
451956.00
471131.72
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
335747.00
351019.20
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
1270913.00
1348114.61
Fannie Mae
2041-11-01
3.500000
Government Agency Debt
342808.00
349838.23
Fannie Mae
2041-11-01
3.500000
Government Agency Debt
103709.00
106098.40
Fannie Mae
2041-11-01
3.500000
Government Agency Debt
41670.00
42630.05
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
957980.00
1002154.59
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
83562.00
87415.23
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
1000000.00
1060745.00
Fannie Mae
2041-11-01
5.500000
Government Agency Debt
1108932.00
1222188.04
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
632800.00
661979.81
Fannie Mae
2048-12-01
6.000000
Government Agency Debt
3410000.00
1144594.17
Freddie Mac
2014-01-01
4.000000
Government Agency Debt
16317637.00
1036309.87
Freddie Mac
2018-05-01
4.500000
Government Agency Debt
6300000.00
1122229.40
Freddie Mac
2018-09-01
4.500000
Government Agency Debt
1922453.00
648126.96
Freddie Mac
2018-10-01
5.000000
Government Agency Debt
9000000.00
1479922.51
Freddie Mac
2018-11-01
5.000000
Government Agency Debt
8200000.00
1579315.26
Freddie Mac
2019-06-01
4.000000
Government Agency Debt
3690000.00
1227941.31
Freddie Mac
2019-09-01
5.500000
Government Agency Debt
4200000.00
1254629.98
Freddie Mac
2020-07-01
5.500000
Government Agency Debt
4500000.00
1104325.50
Freddie Mac
2020-08-01
5.000000
Government Agency Debt
5000000.00
1324930.63
Freddie Mac
2020-10-01
5.000000
Government Agency Debt
7275000.00
1800104.79
Freddie Mac
2020-10-01
5.500000
Government Agency Debt
5145014.00
1452285.74
Freddie Mac
2020-12-01
4.000000
Government Agency Debt
4917293.00
1465247.50
Freddie Mac
2021-05-01
5.000000
Government Agency Debt
3654003.00
1069469.87
Freddie Mac
2021-08-01
6.000000
Government Agency Debt
6200000.00
1233055.45
Freddie Mac
2021-10-01
5.500000
Government Agency Debt
4035000.00
903194.00
Freddie Mac
2022-08-01
4.500000
Government Agency Debt
3500000.00
1314907.99
Freddie Mac
2023-02-01
5.000000
Government Agency Debt
4000000.00
1123540.04
Freddie Mac
2023-04-01
4.500000
Government Agency Debt
5000000.00
1378477.68
Freddie Mac
2024-08-01
4.000000
Government Agency Debt
1600000.00
1104588.86
Freddie Mac
2024-09-01
4.500000
Government Agency Debt
1968903.00
1874671.96
Freddie Mac
2024-11-01
4.000000
Government Agency Debt
3094385.00
1688860.81
Freddie Mac
2024-11-01
4.000000
Government Agency Debt
2000000.00
1286452.50
Freddie Mac
2024-12-01
5.500000
Government Agency Debt
997715.00
1076340.48
Freddie Mac
2025-02-01
5.500000
Government Agency Debt
6000000.00
1850930.12
Freddie Mac
2025-03-01
4.000000
Government Agency Debt
2491641.00
1672036.99
Freddie Mac
2025-03-01
4.000000
Government Agency Debt
1500000.00
1089180.41
Freddie Mac
2025-05-01
4.000000
Government Agency Debt
2161993.00
1884957.34
Freddie Mac
2025-05-01
4.000000
Government Agency Debt
1796502.00
1747027.22
Freddie Mac
2025-07-01
4.000000
Government Agency Debt
1700000.00
1284431.38
Freddie Mac
2025-09-01
3.500000
Government Agency Debt
686500.00
650449.64
Freddie Mac
2025-09-01
3.500000
Government Agency Debt
214735.00
127454.66
Freddie Mac
2025-09-01
3.500000
Government Agency Debt
38218.00
27852.17
Freddie Mac
2025-10-01
3.500000
Government Agency Debt
449351.00
360701.97
Freddie Mac
2025-10-01
3.500000
Government Agency Debt
164943.00
136171.28
Freddie Mac
2025-10-01
4.000000
Government Agency Debt
1851889.00
1742263.01
Freddie Mac
2025-10-01
4.000000
Government Agency Debt
1286221.00
1002431.04
Freddie Mac
2025-10-01
4.000000
Government Agency Debt
681316.00
648969.48
Freddie Mac
2025-11-01
3.500000
Government Agency Debt
1667275.00
1630745.95
Freddie Mac
2025-11-01
3.500000
Government Agency Debt
1571384.00
1397268.35
Freddie Mac
2025-12-01
3.000000
Government Agency Debt
25103.00
23292.17
Freddie Mac
2025-12-01
3.500000
Government Agency Debt
1635987.00
1411858.59
Freddie Mac
2026-01-01
3.500000
Government Agency Debt
2009508.00
1881602.14
Freddie Mac
2026-01-01
3.500000
Government Agency Debt
1332028.00
1310407.78
Freddie Mac
2026-01-01
3.500000
Government Agency Debt
44680.00
43789.12
Freddie Mac
2026-02-01
3.500000
Government Agency Debt
1259821.00
1255121.94
Freddie Mac
2026-02-01
3.500000
Government Agency Debt
868746.00
847165.82
Freddie Mac
2026-02-01
4.500000
Government Agency Debt
1531868.00
1320530.66
Freddie Mac
2026-03-01
3.500000
Government Agency Debt
1739094.00
1686049.60
Freddie Mac
2026-03-01
3.500000
Government Agency Debt
578958.00
561214.65
Freddie Mac
2026-04-01
3.500000
Government Agency Debt
843617.00
766509.60
Freddie Mac
2026-05-01
3.500000
Government Agency Debt
902977.00
909348.98
Freddie Mac
2026-05-01
3.500000
Government Agency Debt
850616.00
823495.01
Freddie Mac
2026-06-01
3.500000
Government Agency Debt
1849307.00
1867389.96
Freddie Mac
2026-06-01
3.500000
Government Agency Debt
859073.00
872652.01
Freddie Mac
2026-06-01
3.500000
Government Agency Debt
990996.00
858928.13
Freddie Mac
2026-06-01
3.500000
Government Agency Debt
748087.00
760206.58
Freddie Mac
2026-07-01
3.500000
Government Agency Debt
1280027.00
1305467.61
Freddie Mac
2026-07-01
3.500000
Government Agency Debt
1107405.00
1124780.99
Freddie Mac
2026-07-01
3.500000
Government Agency Debt
552602.00
503114.33
Freddie Mac
2026-07-01
4.000000
Government Agency Debt
1374060.00
1438053.98
Freddie Mac
2026-08-01
3.500000
Government Agency Debt
1776780.00
1816525.49
Freddie Mac
2026-08-01
3.500000
Government Agency Debt
1290347.00
1322777.80
Freddie Mac
2026-09-01
3.500000
Government Agency Debt
1009960.00
1040535.89
Freddie Mac
2026-09-01
4.000000
Government Agency Debt
1301428.00
1376754.38
Freddie Mac
2026-10-01
3.500000
Government Agency Debt
1095226.00
1132512.16
Freddie Mac
2026-11-01
3.000000
Government Agency Debt
1181750.00
1212856.81
Freddie Mac
2026-11-01
3.000000
Government Agency Debt
726489.00
745612.13
Freddie Mac
2026-11-01
3.000000
Government Agency Debt
701599.00
720066.96
Freddie Mac
2026-11-01
3.000000
Government Agency Debt
611759.00
627862.13
Freddie Mac
2026-11-01
3.000000
Government Agency Debt
500000.00
513161.33
Freddie Mac
2026-11-01
3.000000
Government Agency Debt
386517.00
396691.16
Freddie Mac
2026-12-01
3.000000
Government Agency Debt
1278743.00
1312402.93
Freddie Mac
2027-02-01
5.000000
Government Agency Debt
3667219.00
1111262.32
Freddie Mac
2028-04-01
7.500000
Government Agency Debt
180350000.00
1798976.85
Freddie Mac
2030-11-01
3.500000
Government Agency Debt
45034.00
42746.82
Freddie Mac
2030-11-01
4.500000
Government Agency Debt
1219783.00
1254030.76
Freddie Mac
2031-01-01
9.000000
Government Agency Debt
1605659.00
1274815.64
Freddie Mac
2031-03-01
7.500000
Government Agency Debt
5000000.00
1392158.60
Freddie Mac
2031-06-01
4.500000
Government Agency Debt
1111050.00
1163835.53
Freddie Mac
2031-10-01
7.500000
Government Agency Debt
25006373.00
1314858.83
Freddie Mac
2032-06-01
8.000000
Government Agency Debt
2500000.00
1800379.92
Freddie Mac
2033-08-01
4.500000
Government Agency Debt
5000000.00
1131568.47
Freddie Mac
2034-08-01
6.500000
Government Agency Debt
4579559.00
930442.02
Freddie Mac
2034-11-01
7.000000
Government Agency Debt
9975010.00
1880014.87
Freddie Mac
2035-12-01
5.000000
Government Agency Debt
2969585.00
1208230.54
Freddie Mac
2036-01-01
7.000000
Government Agency Debt
4890133.00
1365390.56
Freddie Mac
2036-01-01
7.000000
Government Agency Debt
6000000.00
1336066.13
Freddie Mac
2036-03-01
6.500000
Government Agency Debt
7780309.00
1217214.20
Freddie Mac
2036-05-01
7.000000
Government Agency Debt
2455428.00
1236218.39
Freddie Mac
2036-06-01
6.000000
Government Agency Debt
3400000.00
1794641.29
Freddie Mac
2036-10-01
5.500000
Government Agency Debt
295000.00
82375.70
Freddie Mac
2036-10-01
7.000000
Government Agency Debt
3218142.00
1359667.37
Freddie Mac
2036-12-01
7.000000
Government Agency Debt
3325000.00
1077176.51
Freddie Mac
2037-03-01
6.500000
Government Agency Debt
5338811.00
1035755.26
Freddie Mac
2037-04-01
7.500000
Government Agency Debt
2410000.00
1256943.87
Freddie Mac
2037-06-01
6.500000
Government Agency Debt
2646586.00
1169021.58
Freddie Mac
2037-07-01
6.000000
Government Agency Debt
2200000.00
1105432.66
Freddie Mac
2037-08-01
5.000000
Government Agency Debt
1922758.00
1366065.80
Freddie Mac
2037-08-01
6.000000
Government Agency Debt
3883786.00
1475267.22
Freddie Mac
2037-08-01
6.500000
Government Agency Debt
34046.00
7619.82
Freddie Mac
2037-09-01
6.500000
Government Agency Debt
3303623.00
1136132.17
Freddie Mac
2037-11-01
5.500000
Government Agency Debt
3891783.00
1302586.69
Freddie Mac
2037-11-01
5.500000
Government Agency Debt
97448.00
18709.77
Freddie Mac
2037-11-01
6.000000
Government Agency Debt
3641000.00
1182973.37
Freddie Mac
2037-11-01
6.500000
Government Agency Debt
2700000.00
966783.20
Freddie Mac
2037-11-01
7.000000
Government Agency Debt
2001407.00
1441610.81
Freddie Mac
2038-01-01
6.500000
Government Agency Debt
315563.00
100900.79
Freddie Mac
2038-02-01
6.000000
Government Agency Debt
2495000.00
1108565.04
Freddie Mac
2038-02-01
7.000000
Government Agency Debt
6941334.00
1753598.95
Freddie Mac
2038-04-01
5.500000
Government Agency Debt
3510000.00
1311866.48
Freddie Mac
2038-04-01
5.500000
Government Agency Debt
49896.00
18202.75
Freddie Mac
2038-04-01
6.500000
Government Agency Debt
1626169.00
1113347.11
Freddie Mac
2038-06-01
5.500000
Government Agency Debt
703612.00
286774.11
Freddie Mac
2038-08-01
6.000000
Government Agency Debt
2748649.00
1341213.44
Freddie Mac
2038-11-01
6.500000
Government Agency Debt
3210151.00
1099437.99
Freddie Mac
2038-12-01
6.000000
Government Agency Debt
5000000.00
1728310.81
Freddie Mac
2039-04-01
6.500000
Government Agency Debt
230577.00
101501.15
Freddie Mac
2039-05-01
4.000000
Government Agency Debt
2463265.00
1664780.96
Freddie Mac
2039-05-01
5.000000
Government Agency Debt
2002200.00
1746454.43
Freddie Mac
2039-06-01
5.000000
Government Agency Debt
2250434.00
1699917.70
Freddie Mac
2039-07-01
4.500000
Government Agency Debt
594828.00
478239.28
Freddie Mac
2039-07-01
5.500000
Government Agency Debt
1171597.00
790908.01
Freddie Mac
2039-07-01
6.000000
Government Agency Debt
1280970.00
1370894.31
Freddie Mac
2039-09-01
6.500000
Government Agency Debt
198243.00
207806.63
Freddie Mac
2039-10-01
5.000000
Government Agency Debt
1330000.00
1142168.68
Freddie Mac
2039-10-01
5.500000
Government Agency Debt
1580000.00
1192942.43
Freddie Mac
2040-03-01
5.000000
Government Agency Debt
1194149.00
1170436.96
Freddie Mac
2040-03-01
5.500000
Government Agency Debt
15000.00
10041.56
Freddie Mac
2040-05-01
4.000000
Government Agency Debt
1288914.00
1314423.43
Freddie Mac
2040-05-01
5.500000
Government Agency Debt
1173787.00
1083017.31
Freddie Mac
2040-05-01
6.000000
Government Agency Debt
2211348.00
1551632.49
Freddie Mac
2040-07-01
5.000000
Government Agency Debt
1209724.00
1048357.69
Freddie Mac
2040-09-01
4.000000
Government Agency Debt
548151.00
480349.24
Freddie Mac
2040-12-01
3.500000
Government Agency Debt
1092822.00
1042552.70
Freddie Mac
2040-12-01
4.500000
Government Agency Debt
37515.00
37395.76
Freddie Mac
2041-01-01
4.500000
Government Agency Debt
1800000.00
1825852.27
Freddie Mac
2041-01-01
5.000000
Government Agency Debt
1415337.00
1446425.30
Freddie Mac
2041-02-01
5.500000
Government Agency Debt
1151313.00
1240609.45
Freddie Mac
2041-03-01
4.500000
Government Agency Debt
1001239.00
948332.40
Freddie Mac
2041-03-01
5.500000
Government Agency Debt
1045488.00
1124753.32
Freddie Mac
2041-04-01
5.000000
Government Agency Debt
1040728.00
1071319.90
Freddie Mac
2041-04-01
5.500000
Government Agency Debt
1897205.00
1827046.75
Freddie Mac
2041-04-01
5.500000
Government Agency Debt
1178658.00
1272421.97
Freddie Mac
2041-05-01
5.500000
Government Agency Debt
1370612.00
1482078.86
Freddie Mac
2041-05-01
5.500000
Government Agency Debt
1393219.00
1349140.11
Freddie Mac
2041-05-01
5.500000
Government Agency Debt
1505894.00
1314036.97
Freddie Mac
2041-06-01
5.500000
Government Agency Debt
1626638.00
1758620.41
Freddie Mac
2041-06-01
5.500000
Government Agency Debt
1191399.00
1289666.38
Freddie Mac
2041-06-01
5.500000
Government Agency Debt
1173232.00
1270045.42
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
188131.00
193859.45
Freddie Mac
2041-08-01
4.000000
Government Agency Debt
1093745.00
1139518.55
Freddie Mac
2041-10-01
3.500000
Government Agency Debt
1660157.00
1692905.54
Freddie Mac
2041-10-01
3.500000
Government Agency Debt
1160323.00
1183164.76
Freddie Mac
2041-10-01
3.500000
Government Agency Debt
1047854.00
1068524.37
Freddie Mac
2041-10-01
4.500000
Government Agency Debt
1040810.00
1080627.23
Freddie Mac
2041-10-01
5.000000
Government Agency Debt
1583663.00
1653975.50
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
560000000.00
560000000.00
0.0334
N
560000000.00
560000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
07699U005_0.1800_M111207_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-06-01
6.000000
Government Agency Debt
13568525.00
5928385.01
Fannie Mae
2025-10-01
4.000000
Government Agency Debt
6405160.00
5862431.18
Fannie Mae
2026-10-01
3.500000
Government Agency Debt
5608945.00
5817693.18
Fannie Mae
2027-06-18
7.000000
Government Agency Debt
320402.00
31993.34
Fannie Mae
2032-04-01
7.500000
Government Agency Debt
5605983.00
5877803.94
Fannie Mae
2036-07-01
4.500000
Government Agency Debt
5577819.00
5883424.17
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
16065219.00
5497810.01
Fannie Mae
2037-03-25
4.000000
Government Agency Debt
15346.00
15266.40
Fannie Mae
2039-05-01
4.500000
Government Agency Debt
7978605.00
5940987.67
Fannie Mae
2041-02-01
5.000000
Government Agency Debt
5412592.00
5844239.02
Fannie Mae
2042-10-25
6.500000
Government Agency Debt
264499.00
43206.44
Freddie Mac
2022-09-15
1.400000
Government Agency Debt
247212.00
19365.92
Freddie Mac
2036-01-01
7.000000
Government Agency Debt
4685258.00
3490145.83
Freddie Mac
2040-01-01
5.500000
Government Agency Debt
7275572.00
5876918.83
Freddie Mac
2042-02-25
7.500000
Government Agency Debt
73180.00
9053.20
Freddie Mac
2043-02-25
7.000000
Government Agency Debt
48013.00
7337.50
GNMA
2032-02-16
5.500000
Government Agency Debt
169712.00
51500.58
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
54000000.00
54000000.00
0.0032
N
53998380.00
53998380.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
07699U005_0.1900_M111207_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2015-07-01
5.000000
Government Agency Debt
4090678.00
658264.55
Fannie Mae
2018-02-01
5.000000
Government Agency Debt
3434821.00
423778.57
Fannie Mae
2018-04-01
4.500000
Government Agency Debt
2000000.00
588565.92
Fannie Mae
2018-04-01
5.000000
Government Agency Debt
5250000.00
654916.53
Fannie Mae
2018-06-01
5.000000
Government Agency Debt
1900000.00
625347.50
Fannie Mae
2018-09-01
6.000000
Government Agency Debt
1864308.00
598215.17
Fannie Mae
2019-05-01
4.000000
Government Agency Debt
1649700.00
421901.06
Fannie Mae
2019-10-01
5.000000
Government Agency Debt
2950000.00
633681.27
Fannie Mae
2020-04-01
5.000000
Government Agency Debt
2820590.00
630380.22
Fannie Mae
2020-07-01
5.000000
Government Agency Debt
2100000.00
658420.35
Fannie Mae
2020-12-01
4.500000
Government Agency Debt
1203402.00
425074.26
Fannie Mae
2021-05-01
3.000000
Government Agency Debt
671991.00
633499.62
Fannie Mae
2021-05-01
5.000000
Government Agency Debt
1915000.00
623103.70
Fannie Mae
2022-05-01
5.500000
Government Agency Debt
1998141.00
595385.83
Fannie Mae
2022-08-01
6.000000
Government Agency Debt
1710801.00
626050.63
Fannie Mae
2023-08-01
4.500000
Government Agency Debt
1638570.00
647697.55
Fannie Mae
2023-10-01
4.500000
Government Agency Debt
1068229.00
599055.88
Fannie Mae
2023-10-01
5.500000
Government Agency Debt
1100000.00
639283.94
Fannie Mae
2023-10-01
5.500000
Government Agency Debt
2069338.00
629408.16
Fannie Mae
2024-04-01
4.000000
Government Agency Debt
1200000.00
607058.61
Fannie Mae
2024-06-01
6.000000
Government Agency Debt
505066.00
422413.47
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
467376.00
433766.42
Fannie Mae
2026-11-01
3.000000
Government Agency Debt
300639.00
308833.42
Fannie Mae
2027-11-01
5.500000
Government Agency Debt
3500000.00
591870.93
Fannie Mae
2028-12-25
3.500000
Government Agency Debt
649982.00
640131.58
Fannie Mae
2029-07-01
6.500000
Government Agency Debt
9804932.00
630918.63
Fannie Mae
2032-09-01
6.500000
Government Agency Debt
873395.00
298009.59
Fannie Mae
2033-06-01
6.500000
Government Agency Debt
1728500.00
662127.26
Fannie Mae
2033-07-01
5.000000
Government Agency Debt
2055654.00
640212.54
Fannie Mae
2033-08-01
5.000000
Government Agency Debt
1877824.00
653689.20
Fannie Mae
2033-09-01
5.000000
Government Agency Debt
1920000.00
573851.71
Fannie Mae
2033-12-01
5.500000
Government Agency Debt
1800000.00
423484.00
Fannie Mae
2034-06-25
0.365000
Government Agency Debt
16648775.00
1135712.64
Fannie Mae
2034-07-25
5.500000
Government Agency Debt
32529784.00
2014020.96
Fannie Mae
2035-02-01
5.000000
Government Agency Debt
1171116.00
584924.56
Fannie Mae
2035-05-01
4.500000
Government Agency Debt
1020275.00
619990.48
Fannie Mae
2035-08-01
4.500000
Government Agency Debt
1000000.00
621479.55
Fannie Mae
2035-09-01
4.500000
Government Agency Debt
1191924.00
596327.87
Fannie Mae
2036-03-01
8.500000
Government Agency Debt
1936701.00
582711.88
Fannie Mae
2036-05-01
5.500000
Government Agency Debt
1443714.00
588384.97
Fannie Mae
2036-05-01
6.500000
Government Agency Debt
4000000.00
578887.45
Fannie Mae
2036-06-01
5.500000
Government Agency Debt
3726692.00
583576.18
Fannie Mae
2036-10-01
7.000000
Government Agency Debt
22381060.00
5968464.67
Fannie Mae
2036-12-01
6.000000
Government Agency Debt
1120175.00
657308.76
Fannie Mae
2037-12-01
6.000000
Government Agency Debt
1653668.00
599267.75
Fannie Mae
2038-01-01
5.500000
Government Agency Debt
1635303.00
638027.39
Fannie Mae
2038-02-01
6.000000
Government Agency Debt
1167781.00
648800.11
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
1448356.00
631599.85
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
1585741.00
637582.84
Fannie Mae
2038-08-01
5.000000
Government Agency Debt
1459949.00
629158.49
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
1158026.00
593093.05
Fannie Mae
2038-11-01
5.500000
Government Agency Debt
2425214.00
640286.06
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
1043489.00
590178.22
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
100910.00
108672.17
Fannie Mae
2039-02-01
4.500000
Government Agency Debt
1002514.00
596567.18
Fannie Mae
2039-04-01
4.000000
Government Agency Debt
702818.00
637007.98
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
1001500.00
594741.01
Fannie Mae
2039-08-01
4.000000
Government Agency Debt
1018034.00
659940.26
Fannie Mae
2040-01-01
4.000000
Government Agency Debt
681997.00
640776.63
Fannie Mae
2040-01-01
4.500000
Government Agency Debt
819389.00
652101.74
Fannie Mae
2040-06-01
4.500000
Government Agency Debt
700688.00
658778.22
Fannie Mae
2040-07-01
6.000000
Government Agency Debt
63786.00
65976.49
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
639897.00
656214.32
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
690335.00
640604.94
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
6278161.00
6001497.74
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
675862.00
596309.02
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
414652.00
352160.60
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
658995.00
648993.81
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
207990.00
200863.74
Fannie Mae
2040-12-01
3.500000
Government Agency Debt
624965.00
606021.85
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
639290.00
630517.55
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
600679.00
618540.03
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
250000.00
248555.95
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
700000.00
652925.03
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
645076.00
638105.38
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
648254.00
638033.00
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
610902.00
621796.76
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
647211.00
639437.90
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
29326305.00
29499555.40
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
655125.00
657621.75
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
80443.00
83135.94
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
595000.00
630134.02
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
600000.00
628181.96
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
399000.00
421711.89
Fannie Mae
2041-03-01
5.500000
Government Agency Debt
670335.00
647692.93
Fannie Mae
2041-06-19
8.000000
Government Agency Debt
20180000.00
1869102.65
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
620000.00
641810.36
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
615930.00
641541.01
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
1421254.00
1507194.21
Fannie Mae
2041-09-25
7.000000
Government Agency Debt
1462722.00
146871.47
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
610317.00
638460.07
Fannie Mae
2042-10-25
6.500000
Government Agency Debt
27394.00
4474.86
Fannie Mae
2047-08-01
6.500000
Government Agency Debt
1810000.00
580097.11
Freddie Mac
2016-11-01
6.500000
Government Agency Debt
6274467.00
608434.19
Freddie Mac
2017-04-01
6.000000
Government Agency Debt
16000000.00
601275.35
Freddie Mac
2018-04-01
6.000000
Government Agency Debt
1145798.00
421102.74
Freddie Mac
2018-05-01
4.000000
Government Agency Debt
102466.00
23709.50
Freddie Mac
2018-05-01
5.000000
Government Agency Debt
4220000.00
651270.76
Freddie Mac
2019-12-01
4.500000
Government Agency Debt
2450000.00
604535.79
Freddie Mac
2021-04-01
3.000000
Government Agency Debt
600000.00
577516.01
Freddie Mac
2022-09-15
1.400000
Government Agency Debt
148511.00
11633.95
Freddie Mac
2022-10-01
5.500000
Government Agency Debt
1019524.00
420909.09
Freddie Mac
2023-06-01
5.000000
Government Agency Debt
1734667.00
653136.89
Freddie Mac
2023-08-01
4.500000
Government Agency Debt
1135550.00
416377.03
Freddie Mac
2023-08-01
5.000000
Government Agency Debt
2000000.00
647752.49
Freddie Mac
2024-03-15
2.000000
Government Agency Debt
32046229.00
22134539.41
Freddie Mac
2024-05-01
3.500000
Government Agency Debt
56429.00
23176.46
Freddie Mac
2024-05-01
4.000000
Government Agency Debt
24397436.00
14030721.71
Freddie Mac
2024-07-01
4.500000
Government Agency Debt
7399039.00
5942844.86
Freddie Mac
2025-09-01
3.500000
Government Agency Debt
752075.00
583606.57
Freddie Mac
2025-10-01
3.500000
Government Agency Debt
6619888.00
5910210.48
Freddie Mac
2025-12-01
3.500000
Government Agency Debt
675000.00
636468.04
Freddie Mac
2025-12-01
3.500000
Government Agency Debt
650000.00
594271.00
Freddie Mac
2026-02-01
4.000000
Government Agency Debt
675000.00
657868.78
Freddie Mac
2026-06-01
5.500000
Government Agency Debt
2250000.00
580298.31
Freddie Mac
2027-05-01
5.000000
Government Agency Debt
2000000.00
574319.00
Freddie Mac
2029-04-01
6.500000
Government Agency Debt
14137087.00
630565.76
Freddie Mac
2031-10-01
7.000000
Government Agency Debt
40000000.00
659090.42
Freddie Mac
2034-02-15
2.000000
Government Agency Debt
670959.00
623909.60
Freddie Mac
2034-12-01
6.000000
Government Agency Debt
1374000.00
428748.99
Freddie Mac
2035-12-01
5.000000
Government Agency Debt
2332494.00
630207.03
Freddie Mac
2036-01-01
4.500000
Government Agency Debt
1500000.00
423862.67
Freddie Mac
2036-01-01
7.000000
Government Agency Debt
3314742.00
2469220.04
Freddie Mac
2036-10-01
6.500000
Government Agency Debt
1549023.00
568348.32
Freddie Mac
2036-12-01
6.500000
Government Agency Debt
2208697.00
652446.86
Freddie Mac
2037-04-01
6.500000
Government Agency Debt
1444900.00
597167.84
Freddie Mac
2037-08-01
5.500000
Government Agency Debt
971431.00
620356.40
Freddie Mac
2038-05-01
6.000000
Government Agency Debt
83774.00
35924.09
Freddie Mac
2039-07-01
5.500000
Government Agency Debt
298011.00
201177.78
Freddie Mac
2041-03-01
5.000000
Government Agency Debt
558773.00
593216.72
Freddie Mac
2041-04-01
5.500000
Government Agency Debt
6065136.00
6014039.31
GNMA
2030-11-16
3.000000
Government Agency Debt
565415.00
395461.62
GNMA
2032-02-16
5.500000
Government Agency Debt
126864.00
38497.98
GNMA
2032-04-20
5.500000
Government Agency Debt
5857564.00
845936.49
GNMA
2035-05-20
0.545000
Government Agency Debt
382141.00
79826.96
GNMA
2038-04-20
2.600000
Government Agency Debt
69887.00
68309.95
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
163000000.00
163000000.00
0.0097
N
162997630.00
162997630.00
Barclays US Funding Corp
Barclays US Funding Corp 0.200000%
06737JZN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
Y
Barclays Bank Plc
N/A
N/A
N
15000000.00
14998250.00
0.0009
N
14998350.00
14998350.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.180000%
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
53000000.00
52985160.00
0.0032
N
52968730.00
52968730.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.180000%
0554M2AT4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
Y
BHP Billiton Ltd
N/A
N/A
N
27500000.00
27492162.50
0.0016
N
27483225.00
27483225.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.180000%
0554M2B22
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
Y
BHP Billiton Ltd
N/A
N/A
N
3000000.00
2999055.00
0.0002
N
2997840.00
2997840.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.140000%
0554M3ZF5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
Y
BHP Billiton Ltd
N/A
N/A
N
15000000.00
14999183.33
0.0009
N
14998800.00
14998800.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.140000%
987WVU007_0.1400_M111201_2MN4
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-06-01
4.000000
Government Agency Debt
114196681.00
106567558.48
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
141474096.00
134768870.57
Freddie Mac
2041-07-15
0.773000
Government Agency Debt
100000000.00
93326554.44
GNMA
2040-05-20
5.000000
Government Agency Debt
110002146.00
100744665.61
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
421000000.00
421000000.00
0.0251
N
421000000.00
421000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.220000%
987YEA006_0.2200_M111207_2MN4
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-11-25
5.000000
Government Agency Debt
4800000.00
2795410.16
Fannie Mae
2032-03-25
1.157000
Government Agency Debt
44848440.00
3205006.67
Fannie Mae
2034-07-25
0.657000
Government Agency Debt
25000000.00
2924936.40
Fannie Mae
2035-10-25
0.557000
Government Agency Debt
8300000.00
2167903.72
Fannie Mae
2036-03-25
0.557000
Government Agency Debt
10400000.00
3381422.12
Fannie Mae
2036-05-25
0.607000
Government Agency Debt
10851158.00
1683484.89
Fannie Mae
2037-05-25
0.557000
Government Agency Debt
4825203.00
2183665.01
Fannie Mae
2037-07-25
0.537000
Government Agency Debt
2475000.00
2390175.84
Fannie Mae
2037-12-25
0.865000
Government Agency Debt
12500000.00
2354090.65
Fannie Mae
2041-06-25
5.500000
Government Agency Debt
1900000.00
2195167.96
Fannie Mae
2041-06-25
5.500000
Government Agency Debt
1875000.00
2152456.04
Freddie Mac
2033-01-15
0.993000
Government Agency Debt
16000000.00
2172936.50
Freddie Mac
2033-02-15
0.643000
Government Agency Debt
99250000.00
3391035.61
Freddie Mac
2033-05-15
5.000000
Government Agency Debt
3255000.00
3491842.84
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
3000000.00
3205547.33
Freddie Mac
2034-01-15
5.000000
Government Agency Debt
1900000.00
2157833.38
Freddie Mac
2040-02-15
5.000000
Government Agency Debt
3596000.00
3001447.16
Freddie Mac
2041-04-15
4.500000
Government Agency Debt
2470000.00
2677020.58
Freddie Mac
2041-06-15
4.000000
Government Agency Debt
356490.00
381883.22
GNMA
2039-09-20
4.000000
Government Agency Debt
6000000.00
3536734.52
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
49000000.00
49000000.00
0.0029
N
49000980.00
49000980.00
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
20000000.00
20000000.00
0.0012
N
19991600.00
19991600.00
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
37000000.00
37000000.00
0.0022
N
36984460.00
36984460.00
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
25000000.00
24989666.67
0.0015
N
24995500.00
24995500.00
CAFCO, LLC
CAFCO, LLC 0.310000%
12476EAP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
15000000.00
14993154.17
0.0009
N
14997150.00
14997150.00
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
11000000.00
10993781.94
0.0007
N
10997800.00
10997800.00
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
86000000.00
85940373.33
0.0051
N
85979360.00
85979360.00
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
46000000.00
45995182.78
0.0027
N
45998160.00
45998160.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.095000%
13606X6V5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
80000000.00
80000000.00
0.0048
N
79998400.00
79998400.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.100000%
13606X7E2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
30000000.00
30000000.00
0.0018
N
29996400.00
29996400.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.307200%
13606XV47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-28
2011-12-28
N
N
N
120000000.00
120000000.00
0.0072
N
120001200.00
120001200.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.307200%
13606XV62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-28
2011-12-28
N
N
N
66000000.00
66000000.00
0.0039
N
65998020.00
65998020.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.295300%
13606XW38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2012-01-03
N
N
N
122000000.00
122000000.00
0.0073
N
121996340.00
121996340.00
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
7000000.00
6999947.50
0.0004
N
6999930.00
6999930.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3Z67
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
29000000.00
28998912.50
0.0017
N
28999130.00
28999130.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3Z75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
50000000.00
49997750.00
0.0030
N
49998500.00
49998500.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3ZE0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
19000000.00
18998147.50
0.0011
N
18998670.00
18998670.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3ZF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
95000000.00
94990025.00
0.0057
N
94993350.00
94993350.00
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
41000000.00
40990228.33
0.0024
N
40995080.00
40995080.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
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
16000000.00
15994582.22
0.0010
N
15997280.00
15997280.00
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
18000000.00
17994060.00
0.0011
N
17996760.00
17996760.00
Ciesco, LLC
Ciesco, LLC 0.330000%
17178BAC9
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
111000000.00
110957265.00
0.0066
N
110983350.00
110983350.00
Ciesco, LLC
Ciesco, LLC 0.310000%
17178BAP0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
118000000.00
117946146.12
0.0070
N
117977580.00
117977580.00
Citibank, NA
Citibank, NA 0.270000%
1730D2L91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
33000000.00
33000000.00
0.0020
N
33000990.00
33000990.00
Citibank, NA
Citibank, NA 0.520000%
1730D2R53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-30
2012-05-30
N
N
N
146000000.00
146000000.00
0.0087
N
145903640.00
145903640.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.250000%
20271EGW3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
N
35000000.00
35000000.00
0.0021
N
35000000.00
35000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.572200%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2012-01-27
2012-11-26
N
N
N
50000000.00
50000000.00
0.0030
N
50002450.00
50002450.00
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
54000000.00
53976750.00
0.0032
N
53976240.00
53976240.00
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
85000000.00
84990909.72
0.0051
N
84993200.00
84993200.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.250000%
20272EZF8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
55000000.00
54994652.78
0.0033
N
54995600.00
54995600.00
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
57000000.00
56993350.00
0.0034
N
56995440.00
56995440.00
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
25000000.00
24996041.67
0.0015
N
24997500.00
24997500.00
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
152000000.00
152000000.00
0.0091
N
151992400.00
151992400.00
CRC Funding, LLC
CRC Funding, LLC 0.340000%
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
82000000.00
81967473.34
0.0049
N
81970480.00
81970480.00
CRC Funding, LLC
CRC Funding, LLC 0.310000%
12622UAJ5
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
22000000.00
21990906.67
0.0013
N
21990100.00
21990100.00
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
4000000.00
3999581.11
0.0002
N
3999680.00
3999680.00
Credit Suisse AG
Credit Suisse AG 0.315300%
22550CB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
100000000.00
100000000.00
0.0060
N
100000000.00
100000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.120000%
22799D001_0.1200_M111201_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-08-20
4.000000
Government Agency Debt
30480824.00
31738789.95
Freddie Mac
2041-08-20
5.000000
Government Agency Debt
102125000.00
112419362.08
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
141327836.00
141327836.00
0.0084
N
141327836.00
141327836.00
Danaher Corp
Danaher Corp 0.110000%
23585MZK5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
22000000.00
21998790.00
0.0013
N
21997580.00
21997580.00
Danaher Corp
Danaher Corp 0.110000%
23585MZM1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
N
15675000.00
15674042.08
0.0009
N
15673119.00
15673119.00
Danaher Corp
Danaher Corp 0.120000%
23585MZN9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
N
N
10000000.00
9999300.00
0.0006
N
9998700.00
9998700.00
Danske Corp
Danske Corp 0.300000%
2363F7Z50
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
Y
Danske Bank A/S
N/A
N/A
N
67000000.00
66997766.66
0.0040
N
66998660.00
66998660.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25154UFU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
5000000.00
5000000.00
0.0003
N
5000000.00
5000000.00
Deutsche Bank AG
Deutsche Bank AG 0.360000%
25154UFW9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
67000000.00
67000000.00
0.0040
N
67000670.00
67000670.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.140000%
21599B009_0.1400_M111201_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-05-01
4.000000
Government Agency Debt
25395388.00
19948196.84
Fannie Mae
2037-02-01
6.000000
Government Agency Debt
51996388.00
19510353.99
Fannie Mae
2037-04-01
5.500000
Government Agency Debt
34899000.00
19442433.83
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
78724234.00
19481872.30
Fannie Mae
2038-04-01
5.000000
Government Agency Debt
47313560.00
19657890.81
Fannie Mae
2038-12-01
5.500000
Government Agency Debt
49077218.00
19748733.68
Fannie Mae
2040-09-01
5.000000
Government Agency Debt
21500883.00
19663911.68
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
18593036.00
19755035.64
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
19232594.00
19328020.64
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
19498074.00
19476560.60
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
18970374.00
19474490.73
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
20162907.00
19979611.86
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
6434720.00
6804763.36
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
18312031.00
19396886.69
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
3369924.00
3531238.03
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
255000000.00
255000000.00
0.0152
N
255000000.00
255000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
991JCA005_0.2800_M111201_2MN4
0001074042
Other Repurchase Agreement
N
AMERICAN WTR WKS CO INC NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
999995.35
BARD C R INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
999962.49
BAXTER INTL INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
999964.28
COMPLETE PRODUCTION SERVICESCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
999996.03
CONSOL ENERGY INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
999970.77
DTE ENERGY CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
999952.20
ENTRAVISION COMMUNICATIONS CCL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
154956.12
FIRST REP BK SAN FRAN CALI NCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
999973.60
HEWLETT PACKARD CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
999980.60
JOURNAL COMMUNICATIONS INC CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
631523.91
KRONOS WORLDWIDE INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
999994.92
MOSAIC CO NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
999995.16
NATIONAL PRESTO INDS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
999962.60
NICOR INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
999994.52
NRG ENERGY INC COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
999983.03
RED LION HOTELS CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
215661.06
SCRIPPS NETWORKS INTERACT INCL A COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
999994.61
SEABOARD CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
998240.00
SMITH A O COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
999973.19
ST JUDE MED INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
999998.11
UNITEDHEALTH GROUP INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
999954.60
WESTERN DIGITAL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
999988.50
YUM BRANDS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
999986.02
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
20000000.00
20000000.00
0.0012
Repurchase agreement collateralized by common stock and ETFs.
N
20000000.00
20000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.170000%
99ETSZ007_0.1700_M111207_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
795976.00
266915.11
Fannie Mae
2037-11-25
4.500000
Government Agency Debt
63729107.00
61901113.72
Fannie Mae
2038-08-25
4.000000
Government Agency Debt
32116075.00
34156898.12
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
1125941.00
453084.96
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
24889.00
23893.14
GNMA
2039-01-15
7.000000
Government Agency Debt
62517.00
29661.33
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
93000000.00
93000000.00
0.0055
N
93000000.00
93000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M111207_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-02-01
5.500000
Government Agency Debt
2001745.00
647143.09
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
5910915.00
1675363.65
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
613499148.00
198307481.19
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
6812.00
6609.71
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
4551606.00
4524831.45
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
134838.00
134999.21
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
197000000.00
197000000.00
0.0117
N
196998030.00
196998030.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M111207_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-01-01
4.000000
Government Agency Debt
34773643.00
31594730.50
Fannie Mae
2035-10-01
5.000000
Government Agency Debt
76254502.00
31247127.77
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
54113498.00
27895998.98
Fannie Mae
2041-01-01
3.221000
Government Agency Debt
35319480.00
31343656.83
Fannie Mae
2041-10-01
2.970000
Government Agency Debt
30257467.00
31431260.05
Fannie Mae
2041-11-01
3.026000
Government Agency Debt
22427937.00
23307011.89
Fannie Mae
2041-12-01
2.980000
Government Agency Debt
30025162.00
31180214.22
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
200000000.00
200000000.00
0.0119
N
200000000.00
200000000.00
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
94000000.00
94000000.00
0.0056
N
93999060.00
93999060.00
Fannie Mae
Fannie Mae 0.035000%
313588QE8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
7800000.00
7799954.50
0.0005
N
7799984.40
7799984.40
Fannie Mae
Fannie Mae 0.040000%
313588QK4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
5200000.00
5199936.45
0.0003
N
5199984.40
5199984.40
Fannie Mae
Fannie Mae 0.030000%
313588QM0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
N
7100000.00
7099923.08
0.0004
N
7099971.60
7099971.60
Fannie Mae
Fannie Mae 0.030000%
313588QU2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
N
11096000.00
11095815.07
0.0007
N
11095933.42
11095933.42
Fannie Mae
Fannie Mae 0.015000%
313588RL1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
12500000.00
12499812.50
0.0007
N
12499875.00
12499875.00
Federal Home Loan Bank
Federal Home Loan Bank 0.015000%
313384PZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
176441000.00
176440926.49
0.0105
N
176441000.00
176441000.00
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
19600000.00
19599983.67
0.0012
N
19600000.00
19600000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384PZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
2647000.00
2646997.06
0.0002
N
2647000.00
2647000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384QD4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
2000000.00
1999988.89
0.0001
N
1999998.00
1999998.00
Federal Home Loan Bank
Federal Home Loan Bank 0.015000%
313384QE2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
26000000.00
25999935.00
0.0015
N
25999948.00
25999948.00
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
8000000.00
7999986.67
0.0005
N
7999984.00
7999984.00
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
206000000.00
205998855.55
0.0123
N
205999588.00
205999588.00
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
127000000.00
126999576.66
0.0076
N
126999746.00
126999746.00
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
20000000.00
19999866.67
0.0012
N
19999960.00
19999960.00
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
11000000.00
10999862.50
0.0007
N
10999956.00
10999956.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384QU6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
N
12729000.00
12728787.85
0.0008
N
12728923.63
12728923.63
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384RJ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
35000000.00
34999008.33
0.0021
N
34999685.00
34999685.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384RL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
40000000.00
39999200.00
0.0024
N
39999600.00
39999600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.015000%
313384RT8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
N
75100000.00
75098654.46
0.0045
N
75099098.80
75099098.80
Federal Home Loan Bank
Federal Home Loan Bank 0.010000%
313384RT8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
N
18000000.00
17999784.99
0.0011
N
17999784.00
17999784.00
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
35000000.00
34997666.67
0.0021
N
34999545.00
34999545.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384SV2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
143000000.00
142991777.50
0.0085
N
142997283.00
142997283.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384SX8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
16000000.00
15999053.33
0.0010
N
15999680.00
15999680.00
Freddie Mac
Freddie Mac 0.040000%
313396QK2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
1147000.00
1146985.98
0.0001
N
1146996.56
1146996.56
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
50000000.00
49999125.00
0.0030
N
49999750.00
49999750.00
Freddie Mac
Freddie Mac 0.035000%
313396RP0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
27000000.00
26998976.22
0.0016
N
26999703.00
26999703.00
Freddie Mac
Freddie Mac 0.030000%
313396RP0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
2243000.00
2242927.10
0.0001
N
2242975.33
2242975.33
Freddie Mac
Freddie Mac 0.040000%
313396RS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
N
4500000.00
4499790.00
0.0003
N
4499946.00
4499946.00
Freddie Mac
Freddie Mac 0.030000%
313396ST1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
40000000.00
39997766.66
0.0024
N
39999240.00
39999240.00
Freddie Mac
Freddie Mac 0.035000%
313396ST1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
25000000.00
24998371.52
0.0015
N
24999525.00
24999525.00
Freddie Mac
Freddie Mac 0.030000%
313396TA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
9000000.00
8999445.00
0.0005
N
8999811.00
8999811.00
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
350000000.00
350000000.00
0.0209
N
350359100.00
350359100.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.310000%
3686M1Z25
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
131000000.00
130998871.94
0.0078
N
130998690.00
130998690.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959HA49
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
15000000.00
14996458.33
0.0009
N
14998950.00
14998950.00
General Electric Capital Corp
General Electric Capital Corp 0.240000%
36959HAB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
56000000.00
55984693.33
0.0033
N
55994960.00
55994960.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZD8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
68000000.00
67994333.33
0.0041
N
67997960.00
67997960.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZK2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
109000000.00
108986375.00
0.0065
N
108995640.00
108995640.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZL0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
N
145000000.00
144980868.06
0.0086
N
144994200.00
144994200.00
General Electric Capital Corp
General Electric Capital Corp 0.250000%
36959JZM8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
N
91000000.00
90987361.10
0.0054
N
90996360.00
90996360.00
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
164000000.00
163992984.44
0.0098
N
163996720.00
163996720.00
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
127000000.00
126994073.34
0.0076
N
126996190.00
126996190.00
GFRE Holdings LLC
GFRE Holdings LLC 0.260000%
36169XAA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
3000000.00
3000000.00
0.0002
N
3000000.00
3000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.150000%
992JYE002_0.1500_M111202_2MN4
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2034-02-15
6.500000
Government Agency Debt
200000000.00
23643147.76
GNMA
2036-03-20
5.500000
Government Agency Debt
50689874.00
18533037.64
GNMA
2039-11-15
5.500000
Government Agency Debt
29117864.00
22066645.38
GNMA
2040-09-15
4.000000
Government Agency Debt
22092182.00
23003786.43
GNMA
2040-12-20
4.000000
Government Agency Debt
22347629.00
23003383.01
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
105000000.00
105000000.00
0.0063
N
105000000.00
105000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M111201_2MN4
0000769993
Other Repurchase Agreement
N
ABBOTT LABS COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
41485.10
AMDOCS LTD ORD
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3349978.41
AT&T INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
2234726.46
BANKUNITED INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
2416782.08
DEVRY INC DEL COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
2490174.00
DTE ENERGY CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3349967.22
DU PONT E I DE NEMOURS & CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1795401.16
ECOLAB INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
2620791.09
ENPRO INDS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
2637972.69
EXELON CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
2575412.38
GENWORTH FINL INC COM CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3349996.28
HECKMANN CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1049734.76
LENNAR CORP CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
2575534.48
MERCK & CO INC NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3349973.36
MID-AMER APT CMNTYS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
2580319.54
NAVISTAR INTL CORP NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
2406677.31
NISOURCE INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3349984.30
NRG ENERGY INC COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3349999.23
PFIZER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3349992.00
PLAINS EXPL& PRODTN CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3271027.23
PROGRESS ENERGY INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
2356455.62
RACKSPACE HOSTING INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
2329769.70
ROCK-TENN CO CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
2476183.36
ROWAN COS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
32422.44
TARGET CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
2369449.68
THOMPSON CREEK METALS CO INCCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
42385.68
TRW AUTOMOTIVE HLDGS CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1885258.52
TWO HBRS INVT CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3349992.10
VERIZON COMMUNICATIONS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3349996.65
WAL MART STORES INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
12157.53
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
67000000.00
67000000.00
0.0040
Repurchase agreement collateralized by common stock and ETFs.
N
67000000.00
67000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.650000%
992JYE002_0.6500_M120214_2MN4
0000769993
Other Repurchase Agreement
N
ADVANCE AUTO PARTS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
96621.12
AMERICAN WTR WKS CO INC NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1590239.50
ASSURED GUARANTY LTD COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1599998.04
BROOKDALE SR LIVING INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1538685.72
CENTRAL VT PUB SVC CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1593113.44
CHIMERA INVT CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1599999.76
CNH GLOBAL N V SHS NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1599966.94
CUBIC CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1275129.74
DTE ENERGY CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1599974.46
DYNEGY INC DEL COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1599997.55
EXCEL TR INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1599997.66
JARDEN CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1463684.88
LIN TV CORP CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
505674.00
MIDWAY GOLD CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
89088.30
MONSTER WORLDWIDE INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1589180.67
NATURAL GAS SERVICES GROUP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
376259.52
NEWCASTLE INVT CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1599999.81
POLYONE CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1486130.80
PPG INDS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1599946.16
PROASSURANCE CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1502359.48
PROLOGIS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1452923.18
REGIONS FINANCIAL CORP NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1488367.33
SHAW GROUP INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1599998.40
SUMMIT HOTEL PPTYS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1528654.04
VALERO ENERGY CORP NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1599993.39
VERIZON COMMUNICATIONS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
24065.91
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
N
32000000.00
32000000.00
0.0019
Repurchase agreement collateralized by common stock and ETFs.
Y
32029760.00
32029760.00
Goldman Sachs & Co
Goldman Sachs & Co 0.670000%
992JYE002_0.6700_M120127_2MN4
0000769993
Other Repurchase Agreement
N
A H BELO CORP COM CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
59506.92
AARONS INC COM PAR
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
31377.75
ABOVENET INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
68556.00
ACADIA RLTY TR COM SH B
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
17503.20
ACCURIDE CORP NEW COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
248750.75
AECOM TECHNOLOGY CORP DELAWACOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
201473.15
AES CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
517353.20
ALAMO GROUP INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
163173.00
ALLIANCE ONE INTL INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
271816.68
ALLSTATE CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
471615.69
AMDOCS LTD ORD
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3049979.10
AMERICAN REPROGRAPHICS CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
26584.26
AMERICAN STS WTR CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
13373.10
AMERICAN VANGUARD CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
106.11
AMERIPRISE FINL INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
105056.00
ANNALY CAP MGMT INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
160954.60
ANTARES PHARMA INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
44990.04
APARTMENT INVT & MGMT CO CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
73672.99
APOLLO COML REAL EST FIN INCCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
183904.74
ARBITRON INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
91322.42
ARMSTRONG WORLD INDS INC NEWCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
31624.92
ATWOOD OCEANICS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
128966.20
AUTONATION INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
406479.50
AVX CORP NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
146382.30
BAKER HUGHES INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
436067.94
BAKER MICHAEL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
332993.92
BLOCK H & R INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
330149.82
BOOZ ALLEN HAMILTON HLDG CORCL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
499365.00
BOSTON BEER INC CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
138554.26
BOSTON PROPERTIES INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
300556.36
BOSTON SCIENTIFIC CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
298789.80
BROADRIDGE FINL SOLUTIONS INCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
307607.58
BRUNSWICK CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
332075.52
BUILD A BEAR WORKSHOP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
124384.50
C D I CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
214002.75
CABELAS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
30019.16
CAL DIVE INTL INC DEL COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
189829.12
CALGON CARBON CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
533626.89
CALIFORNIA WTR SVC GROUP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
21670.56
CALIX INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
218544.48
CARDINAL HEALTH INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
58896.00
CATERPILLAR INC DEL COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
125941.14
CATO CORP NEW CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
193304.28
CBL & ASSOC PPTYS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
13711.36
CHECKPOINT SYS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
19561.50
CHICOS FAS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
412265.25
CHOICE HOTELS INTL INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
202325.55
CITY NATL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
504711.00
CLARCOR INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
65454.66
CLECO CORP NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
133941.72
COCA COLA ENTERPRISES INC NECOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
227904.88
COHEN & STEERS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
160119.34
COLFAX CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
105325.32
COMFORT SYS USA INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
71645.40
COMPUTER SCIENCES CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
78427.80
COMPX INTERNATIONAL INC CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
11272.80
COMSTOCK RES INC COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
268076.04
CON-WAY INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
40461.75
COPA HOLDINGS SA CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
405492.77
CORNING INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
195304.33
CORPORATE OFFICE PPTYS TR SH BEN I
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
15637.96
COVENTRY HEALTH CARE INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
471722.94
CROWN CASTLE INTL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
270507.12
CROWN HOLDINGS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
15755.00
CULLEN FROST BANKERS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
74119.56
CYTEC INDS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
155177.10
DANA HLDG CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
98461.09
DDR CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
334404.68
DELUXE CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
45689.06
DOUGLAS EMMETT INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
292946.32
DR PEPPER SNAPPLE GROUP INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
228572.82
DRESSER-RAND GROUP INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
46123.68
DTE ENERGY CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3049981.56
DUFF & PHELPS CORP NEW CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
132840.00
DYCOM INDS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
188173.44
DYNEX CAP INC COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
136215.40
EASTGROUP PPTY INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
13473.18
EASTMAN CHEM CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
255247.79
EASTMAN KODAK CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
96250.00
EATON VANCE CORP COM NON
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
473796.24
EDUCATION RLTY TR INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
27054.45
EMERSON ELEC CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
13797.10
EMPIRE DIST ELEC CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
46541.88
ENDEAVOUR INTL CORP COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
75535.95
ENTRAVISION COMMUNICATIONS CCL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
133323.96
ENZO BIOCHEM INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
64240.33
EQUITY RESIDENTIAL SH BEN I
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
338877.40
ESCO TECHNOLOGIES INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
85468.06
EVOLUTION PETROLEUM CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
31573.70
F M C CORP COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
286358.28
FACTSET RESH SYS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
13860.10
FEDERAL SIGNAL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
184108.98
FLOWSERVE CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
210645.94
FMC TECHNOLOGIES INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
26273.88
FNB CORP PA COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
526.29
FOREST OIL CORP COM PAR
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
83156.48
FORTEGRA FINL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
169499.41
FRANKLIN RES INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
227283.48
FRESH DEL MONTE PRODUCE INC ORD
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
97441.65
FURNITURE BRANDS INTL INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
10007.22
GALLAGHER ARTHUR J & CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1818.41
GARDNER DENVER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
5450.31
GAYLORD ENTMT CO NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
81754.20
GENCORP INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
492732.68
GENESEE & WYO INC CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
259570.64
GENWORTH FINL INC COM CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3049995.88
GETTY RLTY CORP NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
10113.60
GLOBAL CASH ACCESS HLDGS INCCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
78727.00
GLOBAL GEOPHYSICAL SVCS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
72137.00
GOLD RESOURCE CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
337565.80
GOLDEN STAR RES LTD CDA COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
139408.86
GOODRICH PETE CORP COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
51597.54
GRAFTECH INTL LTD COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
207064.86
GRANITE CONSTR INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
69180.00
GRAY TELEVISION INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
208887.06
GREENBRIER COS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
156280.00
GREENHILL & CO INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
30311.00
GREIF INC CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
257180.55
GUESS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
13117.14
GULFMARK OFFSHORE INC CL A NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
117855.00
HALLIBURTON CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
64233.30
HARSCO CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
309116.24
HCA HOLDINGS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
470610.40
HCP INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
52640.32
HEALTH CARE REIT INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
265331.04
HECLA MNG CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
441302.55
HEICO CORP NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
318077.04
HERSHA HOSPITALITY TR SH BEN I
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
61563.12
HEXCEL CORP NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
344778.96
HHGREGG INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
75477.78
HOUSTON AMERN ENERGY CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
660.00
HOWARD HUGHES CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
139171.20
HUDSON PAC PPTYS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
408806.46
IDT CORP CL B NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
220383.24
IMPERIAL HLDGS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
10286.62
INSPERITY INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
61218.56
INTERCONTINENTALEXCHANGE INCCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
15846.30
JOHN BEAN TECHNOLOGIES CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
63251.16
K12 INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
35316.25
KADANT INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
23565.33
KELLOGG CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
67095.92
KINDRED HEALTHCARE INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
29349.02
KITE RLTY GROUP TR COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
22579.20
KNIGHT CAP GROUP INC CL A COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
176243.98
KOSMOS ENERGY LTD SHS
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
348942.86
KRATON PERFORMANCE POLYMERS COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
106250.04
KRISPY KREME DOUGHNUTS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
322718.25
LABORATORY CORP AMER HLDGS COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
51680.31
LENNOX INTL INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
156436.74
LEUCADIA NATL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
117483.48
LITHIA MTRS INC CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
48173.76
MAGNUM HUNTER RES CORP DEL COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
178500.00
MAIDENFORM BRANDS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
157226.68
MBIA INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
379512.84
MCDERMOTT INTL INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
349951.80
MDU RES GROUP INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
40974.78
MEDICAL PPTYS TRUST INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49074.60
MEDIFAST INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
73178.12
MERCK & CO INC NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3049997.36
MERCURY GENL CORP NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
35724.62
METROPOLITAN HEALTH NETWORKSCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3932.40
MGIC INVT CORP WIS COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
280259.22
MILLER ENERGY RES INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
11072.64
MISTRAS GROUP INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
31814.64
MODINE MFG CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
85855.24
MOLSON COORS BREWING CO CL B
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
24766.50
MONSANTO CO NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
273585.00
MOOG INC CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
20987.38
MSCI INC CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
114786.06
MUELLER WTR PRODS INC COM SER
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
264756.66
MURPHY OIL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
181936.20
NATIONAL HEALTH INVS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
2691.00
NATIONAL PRESTO INDS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
372072.68
NAVIGANT CONSULTING INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
34744.63
NETSUITE INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
25038.42
NEW JERSEY RES COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
4385.20
NEW YORK CMNTY BANCORP INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
103392.00
NEW YORK TIMES CO CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
24037.20
NEWELL RUBBERMAID INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
366693.25
NEWFIELD EXPL CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
68461.20
NIELSEN HOLDINGS N V COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
384597.60
NISOURCE INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
10851.10
NRG ENERGY INC COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3049983.41
NVR INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
133777.28
OFFICEMAX INC DEL COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
26246.16
OLD NATL BANCORP IND COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
69407.62
OLD REP INTL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
401900.40
OM GROUP INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
47164.75
OPKO HEALTH INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
4235.76
ORBITZ WORLDWIDE INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
36398.88
ORION MARINE GROUP INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
18343.68
ORMAT TECHNOLOGIES INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
100348.22
OVERSEAS SHIPHOLDING GROUP ICOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
149400.00
PARK ELECTROCHEMICAL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
537138.48
PENNEY J C INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
23247.36
PENNYMAC MTG INVT TR COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
139599.04
PFIZER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3049990.40
PIEDMONT OFFICE REALTY TR INCOM CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1420.32
PNC FINL SVCS GROUP INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
44272.93
PRECISION CASTPARTS CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
14160.79
PRESTIGE BRANDS HLDGS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
74183.49
PROCERA NETWORKS INC COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
453.60
PUBLIC STORAGE COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
50010.95
QEP RES INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
2642.78
QUANEX BUILDING PRODUCTS CORCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
41365.80
QUANTUM CORP COM DSSG
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
31726.62
QUEPASA CORP COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
5352.79
QUIKSILVER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
424627.35
RAILAMERICA INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
17741.60
REALD INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
423679.48
REYNOLDS AMERICAN INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
54357.10
ROADRUNNER TRNSN SVCS HLDG ICOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
86038.12
ROPER INDS INC NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
304068.93
RUBY TUESDAY INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
207141.60
RYDER SYS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
125652.24
RYLAND GROUP INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
87334.62
SAIC INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
30846.81
SAUL CTRS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
227733.15
SCANA CORP NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
20076.93
SCRIPPS NETWORKS INTERACT INCL A COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
27449.16
SEALY CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
161155.16
SL GREEN RLTY CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
105374.94
SMITHFIELD FOODS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
308.10
SMUCKER J M CO COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
50704.92
SOLARWINDS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
42804.08
SOUTH JERSEY INDS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
432513.35
SOVRAN SELF STORAGE INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
53333.17
SPARTECH CORP COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
144767.42
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
39251.30
STAG INDL INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
62519.42
STANLEY BLACK & DECKER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
188804.80
STATE STR CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
283447.04
STEINWAY MUSICAL INSTRS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
44194.56
STERLING BANCORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
169954.92
STR HLDGS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
17.16
STREAM GLOBAL SVCS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
47004.13
SUNRISE SENIOR LIVING INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
41485.74
SUNTRUST BKS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
23783.76
SUPERVALU INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
429774.80
SYSCO CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
338815.68
TAL INTL GROUP INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
298729.78
TAUBMAN CTRS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
531013.50
TCF FINL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
36538.12
TEAM HEALTH HOLDINGS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
54075.44
TEJON RANCH CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
13518.72
TELEDYNE TECHNOLOGIES INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
59745.56
TERADYNE INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
503083.68
TETRA TECHNOLOGIES INC DEL COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
83531.64
THOR INDS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
140899.46
TIME WARNER INC COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
84017.46
TORO CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
264744.60
TRC COS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
40739.60
TWO HBRS INVT CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3049992.40
U S AIRWAYS GROUP INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
63055.48
UIL HLDG CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
477981.00
UNITED STATES CELLULAR CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
308028.16
UNIVERSAL HEALTH RLTY INCM TSH BEN I
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
265428.46
VECTOR GROUP LTD COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
51813.98
VENOCO INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
443225.88
VERIZON COMMUNICATIONS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
3049996.95
VIAD CORP COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
54488.70
WABASH NATL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
227226.88
WASHINGTON POST CO CL B
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
34104.00
WASHINGTON REAL ESTATE INVT SH BEN I
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
218245.72
WAUSAU PAPER CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
36475.92
WEBSTER FINL CORP CONN COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
20353.93
WELLPOINT INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
410520.38
WESCO INTL INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
59286.31
WILEY JOHN & SONS INC CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
20103.34
WORLD FUEL SVCS CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
269954.51
XERIUM TECHNOLOGIES INC COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
17787.44
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
N
61000000.00
61000000.00
0.0036
Repurchase agreement collateralized by common stock and ETFs.
Y
61000000.00
61000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.690000%
992JYE002_0.6900_M120229_2MN4
0000769993
Other Repurchase Agreement
N
ALLEGHANY CORP DEL COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
449868.90
ASPEN INSURANCE HOLDINGS LTDSHS
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
449982.72
BORGWARNER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
449944.65
BUNGE LIMITED COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
449999.00
CALPINE CORP COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
450000.00
CONSOLIDATED EDISON INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
449963.14
DEERE & CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
449958.72
EXCO RESOURCES INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
449993.04
FOOT LOCKER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
449999.10
GOODYEAR TIRE & RUBR CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
449989.68
GRACE W R & CO DEL NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
449979.58
HORNBECK OFFSHORE SVCS INC NCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
449979.52
INVESTMENT TECHNOLOGY GRP NECOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
449997.81
ISTAR FINL INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
449995.91
JAGUAR MNG INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
449997.05
JOHNSON & JOHNSON COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
449944.26
MACYS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
449997.06
SOUTHWEST AIRLS CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
147053.92
TEXAS INSTRS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
449991.68
V F CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
449938.96
VULCAN MATLS CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
449971.42
WESTERN DIGITAL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
303462.81
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
N
9000000.00
9000000.00
0.0005
Repurchase agreement collateralized by common stock and ETFs.
Y
9000000.00
9000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.750000%
992JYE002_0.7500_M120215_2MN4
0000769993
Other Repurchase Agreement
N
ALLEGHANY CORP DEL COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49922.40
ASPEN INSURANCE HOLDINGS LTDSHS
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49989.60
BUNGE LIMITED COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49973.00
CALPINE CORP COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49995.00
CAPITALSOURCE INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49996.10
CONSOLIDATED EDISON INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49970.14
DEERE & CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49978.56
EXCO RESOURCES INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49995.52
FOOT LOCKER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49994.82
FOREST LABS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
435.30
GOODYEAR TIRE & RUBR CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49997.43
GRACE W R & CO DEL NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49967.25
HORNBECK OFFSHORE SVCS INC NCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49990.72
INVESTMENT TECHNOLOGY GRP NECOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49997.55
ISTAR FINL INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49995.40
JAGUAR MNG INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49998.15
JOHNSON & JOHNSON COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49972.88
MACYS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49989.33
TEXAS INSTRS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49976.80
V F CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49933.56
VULCAN MATLS CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49973.11
WESTERN DIGITAL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
49985.67
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
1000000.00
1000000.00
0.0001
Repurchase agreement collateralized by common stock and ETFs.
Y
1000000.00
1000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.760000%
992JYE002_0.7600_M120221_2MN4
0000769993
Other Repurchase Agreement
N
ABERCROMBIE & FITCH CO CL A
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1299956.36
ALPHA NATURAL RESOURCES INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1299999.20
AMERICAN ASSETS TR INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1299982.17
AVON PRODS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1299988.06
BORGWARNER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1052254.80
BUCKLE INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1299972.02
CIGNA CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1299990.48
CIT GROUP INC COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1299989.46
COLFAX CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1299972.24
CORE LABORATORIES N V COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
299135.38
DTE ENERGY CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1249150.68
FAIRCHILD SEMICONDUCTOR INTLCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1299992.76
FEDERATED INVS INC PA CL B
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1299988.41
HELMERICH & PAYNE INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1299969.68
MARKEL CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1299897.69
MEAD JOHNSON NUTRITION CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1299934.68
PLAINS EXPL& PRODTN CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1299998.25
RALCORP HLDGS INC NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1299981.54
SOUTHERN UN CO NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1299969.60
SOUTHWEST AIRLS CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1299996.62
SPX CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1299950.96
UNITED STATES STL CORP NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
1299980.07
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
26000000.00
26000000.00
0.0015
Repurchase agreement collateralized by common stock and ETFs.
Y
26000000.00
26000000.00
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
15000000.00
14997150.00
0.0009
N
14998200.00
14998200.00
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
4000000.00
3998826.67
0.0002
N
3999200.00
3999200.00
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
50000000.00
49984888.89
0.0030
N
49989500.00
49989500.00
Govco, LLC
Govco, LLC 0.330000%
38362VA60
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
12000000.00
11996040.00
0.0007
N
11997240.00
11997240.00
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
10000000.00
9996533.33
0.0006
N
9997300.00
9997300.00
Govco, LLC
Govco, LLC 0.330000%
38362VAA1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
35000000.00
34987166.67
0.0021
N
34990200.00
34990200.00
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
20000000.00
19991644.44
0.0012
N
19992600.00
19992600.00
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
44000000.00
43980835.56
0.0026
N
43982400.00
43982400.00
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
6000000.00
5997333.33
0.0004
N
5997540.00
5997540.00
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
48000000.00
47974613.33
0.0029
N
47975520.00
47975520.00
Govco, LLC
Govco, LLC 0.340000%
38362VBF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
14000000.00
13989951.11
0.0008
N
13987960.00
13987960.00
Govco, LLC
Govco, LLC 0.420000%
38362VBU6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-28
2012-02-28
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
5000000.00
4994808.34
0.0003
N
4994400.00
4994400.00
Govco, LLC
Govco, LLC 0.290000%
38362WZC8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
50000000.00
49995569.44
0.0030
N
49997000.00
49997000.00
Govco, LLC
Govco, LLC 0.290000%
38362WZG9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
17000000.00
16997945.83
0.0010
N
16998640.00
16998640.00
Govco, LLC
Govco, LLC 0.290000%
38362WZL8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
131000000.00
130979949.72
0.0078
N
130986900.00
130986900.00
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
2000000.00
1999650.00
0.0001
N
1999780.00
1999780.00
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
42000000.00
41968395.00
0.0025
N
41982360.00
41982360.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CZ75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
25000000.00
24998875.00
0.0015
N
24999750.00
24999750.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CZ83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
22000000.00
21998845.00
0.0013
N
21999780.00
21999780.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CZG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
51000000.00
50994262.50
0.0030
N
50998980.00
50998980.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CZL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
19000000.00
18997292.50
0.0011
N
18999430.00
18999430.00
HSBC USA, Inc
HSBC USA, Inc 0.270000%
40427RC58
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
N
N
N
83000000.00
82940862.50
0.0049
N
82893760.00
82893760.00
Illinois Regional Transportation Auth
GO CP Sub Working Cash Notes 0.270000%
75914UAN0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
6000000.00
6000000.00
0.0004
N
6000000.00
6000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.294800%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2011-12-21
2012-12-21
N
N
N
500000000.00
500000000.00
0.0298
N
499947500.00
499947500.00
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
1000000.00
999755.56
0.0001
N
999720.00
999720.00
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
10000000.00
9997372.22
0.0006
N
9996900.00
9996900.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.190000%
53943SZN0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
N
N
93000000.00
92989692.50
0.0055
N
92987910.00
92987910.00
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
8000000.00
7997955.55
0.0005
N
7998880.00
7998880.00
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
20000000.00
19994761.11
0.0012
N
19997000.00
19997000.00
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
9476000.00
9472930.83
0.0006
N
9474199.56
9474199.56
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AT1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
8000000.00
7997086.67
0.0005
N
7998320.00
7998320.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4B29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
8000000.00
7996780.00
0.0005
N
7998080.00
7998080.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4BE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
10033000.00
10028192.52
0.0006
N
10029990.10
10029990.10
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4BH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
29000000.00
28985548.33
0.0017
N
28991010.00
28991010.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4BM5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
41000000.00
40978520.56
0.0024
N
40986470.00
40986470.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4C28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
27000000.00
26982750.00
0.0016
N
26989470.00
26989470.00
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
999871.67
0.0001
N
999930.00
999930.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.140000%
06399U000_0.1400_M111201_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-04-25
0.655000
Government Agency Debt
100000000.00
27843742.78
Freddie Mac
2038-04-15
4.000000
Government Agency Debt
32546456.00
27924848.06
Freddie Mac
2039-10-15
3.965000
Government Agency Debt
496850.00
256305.02
GNMA
2034-01-16
0.683000
Government Agency Debt
160875000.00
28055644.55
GNMA
2051-09-16
4.000000
Government Agency Debt
17761362.00
18919460.03
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
100000000.00
100000000.00
0.0060
N
100000000.00
100000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.230000%
06399V008_0.2300_M111207_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-06-25
4.000000
Government Agency Debt
18915703.00
20399133.38
Fannie Mae
2033-05-25
5.250000
Government Agency Debt
17889384.00
20600737.80
Fannie Mae
2033-07-25
5.500000
Government Agency Debt
19180000.00
20000454.33
Fannie Mae
2034-08-25
0.695000
Government Agency Debt
140000000.00
20642025.46
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
20000000.00
19634072.25
Freddie Mac
2027-02-15
4.500000
Government Agency Debt
50000000.00
20313164.38
Freddie Mac
2027-12-15
3.000000
Government Agency Debt
24000000.00
19381695.07
Freddie Mac
2033-07-15
4.000000
Government Agency Debt
23000000.00
19830099.16
Freddie Mac
2034-12-15
0.743000
Government Agency Debt
50000000.00
19347883.09
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
17175000.00
19841269.90
Freddie Mac
2037-05-15
0.673000
Government Agency Debt
75000000.00
20723932.05
Freddie Mac
2037-05-15
0.673000
Government Agency Debt
75000000.00
20723932.05
Freddie Mac
2037-11-15
1.243000
Government Agency Debt
15256763.00
4680687.81
Freddie Mac
2039-04-15
3.000000
Government Agency Debt
22810000.00
19277119.83
Freddie Mac
2039-11-15
2.750000
Government Agency Debt
20675000.00
19865736.35
Freddie Mac
2041-09-15
4.000000
Government Agency Debt
18790000.00
19982868.54
GNMA
2032-12-20
0.595000
Government Agency Debt
72553863.00
18945741.49
GNMA
2033-11-20
5.500000
Government Agency Debt
17462333.00
19953239.73
GNMA
2037-02-16
4.500000
Government Agency Debt
25000000.00
18993963.09
GNMA
2037-02-20
4.500000
Government Agency Debt
25000000.00
20471911.51
GNMA
2037-04-20
0.645000
Government Agency Debt
100000000.00
20020699.93
GNMA
2039-11-16
0.850000
Government Agency Debt
50000000.00
19642619.63
GNMA
2040-01-20
4.500000
Government Agency Debt
25000000.00
20657013.80
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Merrill Lynch Pierce Fenner & Smith
N/A
N/A
N
N
431000000.00
431000000.00
0.0257
N
431012930.00
431012930.00
National Australia Bank Ltd
National Australia Bank Ltd 0.225000%
63253TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
42000000.00
42000000.00
0.0025
N
42000420.00
42000420.00
National Australia Bank Ltd
National Australia Bank Ltd 0.510000%
971ANG003
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
43000000.00
43000000.00
0.0026
N
42982800.00
42982800.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973HTX003
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
27000000.00
27000000.00
0.0016
N
26988390.00
26988390.00
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
10000000.00
10000000.00
0.0006
N
9985000.00
9985000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973VRG001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
N
N
61000000.00
61000000.00
0.0036
N
61012200.00
61012200.00
New Jersey Economic Development Auth
Economic Development Bonds (MSNBC/CNBC) Series 1997A 0.250000%
64577M3F5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-01
2012-01-03
Y
General Electric Co
N/A
N/A
Y
General Electric Co
N/A
N/A
N
700000.00
700000.00
0.0000
N
700000.00
700000.00
Northern Trust Co
Northern Trust Co 0.020000%
665857009
0000073124
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
75000000.00
75000000.00
0.0045
Security is a time deposit.
N
75000000.00
75000000.00
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
10045000.00
10042544.56
0.0006
N
10044095.95
10044095.95
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983TAL0
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
23750000.00
23742743.05
0.0014
N
23747150.00
23747150.00
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
10173000.00
10169705.08
0.0006
N
10171677.51
10171677.51
Old Line Funding, LLC
Old Line Funding, LLC 0.230000%
67983TB13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
1594000.00
1593368.60
0.0001
N
1593729.02
1593729.02
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983UZC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
3000000.00
2999798.33
0.0002
N
2999940.00
2999940.00
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
22024000.00
22022458.32
0.0013
N
22023339.28
22023339.28
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
30000000.00
29996516.67
0.0018
N
29998800.00
29998800.00
Rabobank Nederland
Rabobank Nederland 0.327500%
74977MPK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
150000000.00
150000000.00
0.0089
N
150000000.00
150000000.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.270000%
74927MZ82
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
57000000.00
56997007.50
0.0034
N
56997720.00
56997720.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.520000%
7562E0BQ8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
32000000.00
31960711.11
0.0019
N
31962880.00
31962880.00
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
4000000.00
3993890.00
0.0002
N
3992840.00
3992840.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.350000%
7562E1ZC1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
37000000.00
36996043.06
0.0022
N
36997780.00
36997780.00
Royal Bank of Canada
Royal Bank of Canada 0.280000%
78009J6S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2012-04-09
N
N
N
115000000.00
115000000.00
0.0069
N
114985050.00
114985050.00
Royal Bank of Canada
Royal Bank of Canada 0.050000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
145000000.00
145000000.00
0.0086
Security is a time deposit.
N
145000000.00
145000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.250000%
78011H6M2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
N
53000000.00
53000000.00
0.0032
N
52999470.00
52999470.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.260000%
78011H6R1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
N
N
144000000.00
144000000.00
0.0086
N
143998560.00
143998560.00
Sanofi
Sanofi 0.220000%
8010M3ZF0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
35000000.00
34997005.55
0.0021
N
34997550.00
34997550.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83050UZM3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
N
43000000.00
42994027.77
0.0026
N
42994840.00
42994840.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83051AWY3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
N
23000000.00
23000000.00
0.0014
N
23000000.00
23000000.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.250000%
8342E3ZE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
13000000.00
12998826.39
0.0008
N
12999350.00
12999350.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.250000%
8574P03K2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
78000000.00
78000000.00
0.0046
N
78002340.00
78002340.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.100000%
8574P04H8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
47000000.00
47000000.00
0.0028
N
47000000.00
47000000.00
State Street Corp
State Street Corp 0.230000%
85747JBG1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
N
18000000.00
17991145.00
0.0011
N
17982180.00
17982180.00
State Street Corp
State Street Corp 0.220000%
85747KZF4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
65000000.00
64994438.89
0.0039
N
64994800.00
64994800.00
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
57000000.00
56998796.66
0.0034
N
57000000.00
57000000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAS7
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
25030000.00
25029471.59
0.0015
N
25030000.00
25030000.00
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
7000000.00
6999335.00
0.0004
N
6999871.90
6999871.90
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EBA5
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
39000000.00
38996295.00
0.0023
N
38999220.00
38999220.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EDG0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
15000000.00
14994141.66
0.0009
N
14997600.00
14997600.00
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
63000000.00
63000000.00
0.0038
N
63000000.00
63000000.00
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
23000000.00
22999878.61
0.0014
N
23000000.00
23000000.00
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
41000000.00
40998701.67
0.0024
N
40999590.00
40999590.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FCZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25066000.00
25055152.02
0.0015
N
25060986.80
25060986.80
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FDB8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
33000000.00
32985544.16
0.0020
N
32993070.00
32993070.00
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
19998100.00
0.0012
N
19998800.00
19998800.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GF32
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
63298000.00
63286975.60
0.0038
N
63291037.22
63291037.22
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
38000000.00
37992780.00
0.0023
N
37995440.00
37995440.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GJ53
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
28000000.00
27989655.55
0.0017
N
27991040.00
27991040.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JA80
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
50000000.00
50000000.00
0.0030
N
50000000.00
50000000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JF44
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
39000000.00
38985385.84
0.0023
N
38987130.00
38987130.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JF93
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
26330000.00
26318604.96
0.0016
N
26318678.10
26318678.10
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
38000000.00
37999799.44
0.0023
N
37999620.00
37999620.00
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
46000000.00
45996843.89
0.0027
N
45998160.00
45998160.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KJ47
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
22000000.00
21997793.89
0.0013
N
21998680.00
21998680.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KN91
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
32035000.00
32020628.74
0.0019
N
32020263.90
32020263.90
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
15030000.00
15028492.83
0.0009
N
15029098.20
15029098.20
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
7998311.11
0.0005
N
7998960.00
7998960.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.170000%
86562EA65
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
83000000.00
83000000.00
0.0049
N
82999170.00
82999170.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.170000%
86562WSB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
13000000.00
13000000.00
0.0008
N
13000000.00
13000000.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.170000%
86562WSK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
154000000.00
154000000.00
0.0092
N
153998460.00
153998460.00
Texas
TRAN Series 2011A 0.110000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
32000000.00
32000000.00
0.0019
N
32000000.00
32000000.00
Texas
TRAN Series 2011A 0.110000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
64000000.00
64000000.00
0.0038
N
64000000.00
64000000.00
Texas
TRAN Series 2011A 0.110000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
40000000.00
40000000.00
0.0024
N
40000000.00
40000000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.260000%
88324MZC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
90000000.00
89992850.00
0.0054
N
89994600.00
89994600.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.260000%
88324MZF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
28000000.00
27997168.89
0.0017
N
27998040.00
27998040.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.260000%
88324MZK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
48000000.00
47993760.00
0.0029
N
47995680.00
47995680.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.260000%
88324MZL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
2000000.00
1999725.55
0.0001
N
1999800.00
1999800.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602TAA1
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
50000000.00
49987777.78
0.0030
N
49986000.00
49986000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
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
60000000.00
59981983.33
0.0036
N
59977800.00
59977800.00
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
26162000.00
26152370.93
0.0016
N
26149965.48
26149965.48
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TB28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
24000000.00
23990340.00
0.0014
N
23984880.00
23984880.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TB69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
1000000.00
999571.95
0.0001
N
999300.00
999300.00
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
25595000.00
25592874.19
0.0015
N
25593208.35
25593208.35
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
114000000.00
114000000.00
0.0068
N
114067260.00
114067260.00
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
48000000.00
48000000.00
0.0029
N
48022560.00
48022560.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.140000%
89112XEQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
69000000.00
69000000.00
0.0041
N
69002070.00
69002070.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112XFD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
76000000.00
76000000.00
0.0045
N
76019000.00
76019000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112XGB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
50000000.00
50000000.00
0.0030
N
49996500.00
49996500.00
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
98000000.00
98000000.00
0.0058
N
98010780.00
98010780.00
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
175000000.00
175000000.00
0.0104
N
175033250.00
175033250.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112YK69
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
47000000.00
47000000.00
0.0028
N
47001410.00
47001410.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.280000%
89233GC20
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
N
102000000.00
101927013.35
0.0061
N
101939820.00
101939820.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.500000%
89233GDW3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-30
2012-04-30
N
N
N
123000000.00
122742041.67
0.0073
N
122806890.00
122806890.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.570000%
89233GEG7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
N
14000000.00
13962981.67
0.0008
N
13973820.00
13973820.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.600000%
89233GEP7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
N
19000000.00
18944900.00
0.0011
N
18962000.00
18962000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.600000%
89233GEQ5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
N
12000000.00
11965000.00
0.0007
N
11975760.00
11975760.00
UBS Finance (Delaware), Inc
UBS Finance (Delaware), Inc 0.280000%
90262DZC2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
Y
UBS AG
N/A
N/A
N
44000000.00
43996235.55
0.0026
N
43997360.00
43997360.00
UBS Securities LLC
UBS Securities LLC 0.210000%
936991009_0.2100_M111207_2MN4
0001070766
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-10-01
4.000000
Government Agency Debt
28473186.00
29522156.32
Freddie Mac
2041-11-01
3.500000
Government Agency Debt
15039496.00
15357843.70
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
UBS Securities LLC
N/A
N/A
N
N
44000000.00
44000000.00
0.0026
N
44000440.00
44000440.00
UBS Securities LLC
UBS Securities LLC 0.140000%
99EPPA003_0.1400_M111201_2MN4
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-11-01
3.000000
Government Agency Debt
19794346.00
17934649.28
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
50676609.00
50965484.70
Fannie Mae
2041-11-01
3.500000
Government Agency Debt
50234637.00
51392015.13
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
4947442.00
5167851.64
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
123000000.00
123000000.00
0.0073
N
123000000.00
123000000.00
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
28000000.00
28000000.00
0.0017
N
28000000.00
28000000.00
Union Bank, NA
Union Bank, NA 0.260000%
90527MTS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
20000000.00
20000000.00
0.0012
N
20000000.00
20000000.00
Union Bank, NA
Union Bank, NA 0.270000%
90527MUN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
15000000.00
15000000.00
0.0009
N
15000000.00
15000000.00
Union Bank, NA
Union Bank, NA 0.380000%
90527MVA1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
4000000.00
4000000.00
0.0002
N
3998960.00
3998960.00
Univ of California
Commerical Paper Notes Series B 0.230000%
91411SA91
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
3000000.00
2999252.50
0.0002
N
2999250.00
2999250.00
Univ of California
Commerical Paper Notes Series B 0.170000%
91411SAC4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
N
13000000.00
12997421.66
0.0008
N
12997400.00
12997400.00
Univ of California
Commerical Paper Notes Series B 0.270000%
91411SBP4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
24000000.00
23984880.00
0.0014
N
23987520.00
23987520.00
Univ of California
Commerical Paper Notes Series B 0.270000%
91411SC16
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
17000000.00
16988397.50
0.0010
N
16994050.00
16994050.00
Univ of California
General Revenue Bonds Series 2011 Y-1 0.326000%
91412GEZ4
Other Municipal Debt
N
First Tier Security
N/A
N/A
2011-12-01
2012-07-01
N
N
N
35000000.00
35000000.00
0.0021
N
35001400.00
35001400.00
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
50000000.00
49980902.78
0.0030
N
49977500.00
49977500.00
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
50000000.00
49998250.00
0.0030
N
49998500.00
49998500.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.210000%
92217MZE0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
25000000.00
24998104.17
0.0015
N
24998750.00
24998750.00
Westpac Banking Corp
Westpac Banking Corp 0.327800%
96121TBF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-12
2012-01-10
N
N
N
60000000.00
60000000.00
0.0036
N
60001200.00
60001200.00
Westpac Banking Corp
Westpac Banking Corp 0.335800%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2012-05-01
N
N
N
247000000.00
247000000.00
0.0147
N
246930840.00
246930840.00
Westpac Banking Corp
Westpac Banking Corp 0.470000%
9612C0CK3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-19
2012-03-19
N
N
N
36000000.00
35948770.00
0.0021
N
35964360.00
35964360.00
Westpac Banking Corp
Westpac Banking Corp 0.470000%
9612C0CU1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-28
2012-03-28
N
N
N
38000000.00
37941458.89
0.0023
N
37958580.00
37958580.00
Westpac Securities NZ Ltd
Westpac Securities NZ Ltd 0.340000%
96122HZG1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
43000000.00
42993908.33
0.0026
N
42997850.00
42997850.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
835544.55
835544.55
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
723748.69
723748.69
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
676283.86
676283.86
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
585797.08
585797.08
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJR5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
994403.85
994403.85
0.0001
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
861352.62
861352.62
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1193303.47
1193303.47
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1033639.47
1033639.47
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJW4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
2982989.67
2982989.67
0.0002
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
2583865.65
2583865.65
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1074026.84
1074026.84
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
930322.05
930322.05
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
377908.39
377908.39
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
327344.25
327344.25
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKH5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
596697.67
596697.67
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
516859.53
516859.53
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
179003.04
179003.04
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
155052.43
155052.43
Windmill Funding Corp
Windmill Funding Corp 0.300000%
97342JA35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
29000000.00
28992025.00
0.0017
N
28994490.00
28994490.00
Windmill Funding Corp
Windmill Funding Corp 0.250000%
97342KZ92
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
39000000.00
38997833.33
0.0023
N
38998440.00
38998440.00
Windmill Funding Corp
Windmill Funding Corp 0.250000%
97342KZM3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
41387000.00
41381251.80
0.0025
N
41383275.17
41383275.17
Windmill Funding Corp
Windmill Funding Corp 0.250000%
97342KZN1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
6000000.00
5999125.00
0.0004
N
5999400.00
5999400.00