0001145549-12-001662.txt : 20120402
0001145549-12-001662.hdr.sgml : 20120402
20120207142259
ACCESSION NUMBER: 0001145549-12-001662
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120131
FILED AS OF DATE: 20120207
DATE AS OF CHANGE: 20120207
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: 12577127
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004504
Schwab Cash Reserves
C000012378
Schwab Cash Reserves
SWSXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2012-01-31
0000857156
S000004504
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
33
45
33871558254.37
7665400.63
103481811.49
33775741843.51
0.0024
1.0001
2012-01-31
1.0001
2012-01-31
C000012378
1.00
33775741843.51
1.00
-298656722.26
6599526189.74
6898182912.00
0.0006
1.0001
2012-01-31
1.0001
2012-01-31
Alpine Securitization Corp
Alpine Securitization Corp 0.250000%
02086LB21
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
212000000.00
211998527.79
0.0063
N
211997880.00
211997880.00
Alpine Securitization Corp
Alpine Securitization Corp 0.240000%
02086LB39
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
28000000.00
27999626.67
0.0008
N
27999720.00
27999720.00
Alpine Securitization Corp
Alpine Securitization Corp 0.250000%
02086LB70
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
67000000.00
66997208.34
0.0020
N
66997990.00
66997990.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.280000%
03221LB82
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
49000000.00
48997332.22
0.0015
N
48998040.00
48998040.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.280000%
03221LBD1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
5000000.00
4999533.33
0.0001
N
4999650.00
4999650.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.230000%
03221LBN9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
89000000.00
88988059.16
0.0026
N
88989320.00
88989320.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.220000%
03221LBN9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
86000000.00
85988963.33
0.0025
N
85989680.00
85989680.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.180000%
03221LBQ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
50000000.00
49994250.00
0.0015
N
49993500.00
49993500.00
ANZ National (Int'l) Ltd
ANZ National (Int'l) Ltd 0.255000%
0018A2DR4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-25
2012-04-25
N
Y
ANZ National Bank Ltd
N/A
N/A
N
83000000.00
82950615.00
0.0025
N
82910360.00
82910360.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.300000%
04014AB28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
187000000.00
186998441.66
0.0055
N
186998130.00
186998130.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.300000%
04014AB36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
5000000.00
4999916.67
0.0001
N
4999900.00
4999900.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.440000%
04014AB69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
150000000.00
149990833.32
0.0044
N
149995500.00
149995500.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.280000%
04014AB93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
83000000.00
82994835.56
0.0025
N
82995850.00
82995850.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.250000%
05252WBP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
N
200000000.00
200000000.00
0.0059
N
200042000.00
200042000.00
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
24000000.00
23998350.00
0.0007
N
23999520.00
23999520.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.600000%
971JFK004
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-30
2012-05-30
N
N
N
48000000.00
48000000.00
0.0014
N
48068640.00
48068640.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.490000%
973HUY009
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
N
93000000.00
93000000.00
0.0028
N
93082770.00
93082770.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WKX0
Other Note
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
145000000.00
145000000.00
0.0043
N
144998550.00
144998550.00
Bank of America, NA
Bank of America, NA 0.911200%
0605A06S8
Other Note
N
First Tier Security
N/A
N/A
2012-04-23
2012-08-22
N
N
N
174000000.00
174000000.00
0.0052
N
174059160.00
174059160.00
Bank of America, NA
Bank of America, NA 0.260000%
0605C05L2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
62000000.00
62000000.00
0.0018
N
62000000.00
62000000.00
Bank of America, NA
Bank of America, NA 0.260000%
0605C05N8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
75000000.00
75000000.00
0.0022
N
75000000.00
75000000.00
Bank of America, NA
Bank of America, NA 0.240000%
0605C05P3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
89000000.00
89000000.00
0.0026
N
88999110.00
88999110.00
Bank of Montreal
Bank of Montreal 0.100000%
06366WD92
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
N
237000000.00
237000000.00
0.0070
N
237000000.00
237000000.00
Bank of Montreal
Bank of Montreal 0.080000%
06366WF25
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
106000000.00
106000000.00
0.0031
N
105997880.00
105997880.00
Bank of Montreal
Bank of Montreal 0.070000%
06366WG57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
124000000.00
124000000.00
0.0037
N
124000000.00
124000000.00
Bank of Montreal
Bank of Montreal 0.110000%
06366WK86
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
51000000.00
51000000.00
0.0015
N
50999490.00
50999490.00
Bank of Montreal
Bank of Montreal 0.110000%
06366WL36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
79000000.00
79000000.00
0.0023
N
78999210.00
78999210.00
Bank of Montreal
Bank of Montreal 0.120000%
06366WM84
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-27
2012-02-27
N
N
N
180000000.00
180000000.00
0.0053
N
179998200.00
179998200.00
Bank of Nova Scotia
Bank of Nova Scotia 0.310000%
06417EMS9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
N
16000000.00
16000000.00
0.0005
N
16000160.00
16000160.00
Bank of Nova Scotia
Bank of Nova Scotia 0.470000%
06417ENQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
N
290000000.00
290000000.00
0.0086
N
290208800.00
290208800.00
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
24000000.00
24000000.00
0.0007
N
24020640.00
24020640.00
Bank of Nova Scotia
Bank of Nova Scotia 0.270000%
06417ESF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-08
2012-03-08
N
N
N
6000000.00
6000000.00
0.0002
N
6001080.00
6001080.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417EWZ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-17
2012-04-17
N
N
N
4000000.00
4000000.00
0.0001
N
4000160.00
4000160.00
Bank of Nova Scotia
Bank of Nova Scotia 0.355300%
06417EXR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-27
2012-07-26
N
N
N
323000000.00
323000000.00
0.0096
N
323048450.00
323048450.00
Bank of the West
Bank of the West 0.255000%
0642G0XD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
N
100000000.00
100000000.00
0.0030
N
100000000.00
100000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.210000%
06538ECR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
42000000.00
42000000.00
0.0012
N
41999580.00
41999580.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.210000%
06538EDR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
N
62000000.00
62000000.00
0.0018
N
61998760.00
61998760.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.200000%
06538EFN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
220000000.00
220000000.00
0.0065
N
219991200.00
219991200.00
Barclays Bank Plc
Barclays Bank Plc 0.220000%
06740M3N1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
136000000.00
136000000.00
0.0040
N
136004080.00
136004080.00
Barclays Bank Plc
Barclays Bank Plc 0.180000%
06740M4F7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-28
2012-02-28
N
N
N
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
Barclays Bank Plc
Barclays Bank Plc 0.660000%
06740MA45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
N
13000000.00
13000000.00
0.0004
N
12999870.00
12999870.00
Barclays Bank Plc
Barclays Bank Plc 0.470000%
06740MB28
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
203000000.00
203000000.00
0.0060
N
203010150.00
203010150.00
Barclays Bank Plc
Barclays Bank Plc 0.685100%
06740MVX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
N
18000000.00
18000000.00
0.0005
N
18000900.00
18000900.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
00799J004_0.1900_M120201_2M49
0000851376
Treasury Repurchase Agreement
Y
United States Treasury Department
2013-04-15
1.750000
Treasury Debt
51884900.00
53141756.42
United States Treasury Department
2013-06-15
1.125000
Treasury Debt
121226700.00
122964445.00
United States Treasury Department
2016-05-15
5.125000
Treasury Debt
97360800.00
117242006.42
United States Treasury Department
2016-06-30
3.250000
Treasury Debt
110000000.00
122997364.29
United States Treasury Department
2016-07-31
3.250000
Treasury Debt
89560400.00
100076582.17
United States Treasury Department
2016-10-31
1.000000
Treasury Debt
118974000.00
121077873.46
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
625000000.00
625000000.00
0.0185
N
625000000.00
625000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.100000%
07699U005_0.1000_M120207_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-04-01
4.500000
Government Agency Debt
80084.00
17417.76
Fannie Mae
2016-05-01
6.000000
Government Agency Debt
2844527.00
507902.89
Fannie Mae
2016-06-25
6.000000
Government Agency Debt
8498000.00
98676.73
Fannie Mae
2016-11-01
7.000000
Government Agency Debt
1455940.00
66715.36
Fannie Mae
2017-10-01
6.500000
Government Agency Debt
2130913.00
511513.87
Fannie Mae
2018-01-25
6.500000
Government Agency Debt
22310057.00
3994120.85
Fannie Mae
2018-02-01
5.000000
Government Agency Debt
2512262.00
494483.94
Fannie Mae
2018-09-01
6.000000
Government Agency Debt
6648752.00
484127.30
Fannie Mae
2018-10-01
6.500000
Government Agency Debt
5104119.00
71111.56
Fannie Mae
2018-12-01
5.500000
Government Agency Debt
1500000.00
512064.22
Fannie Mae
2019-01-01
5.000000
Government Agency Debt
3400000.00
503438.63
Fannie Mae
2019-09-01
6.500000
Government Agency Debt
586461.00
130904.56
Fannie Mae
2020-01-01
6.500000
Government Agency Debt
515215.00
101595.41
Fannie Mae
2020-07-01
5.000000
Government Agency Debt
1046363.00
316423.88
Fannie Mae
2020-10-01
4.500000
Government Agency Debt
1978000.00
509760.02
Fannie Mae
2022-05-01
5.500000
Government Agency Debt
1023020.00
503183.97
Fannie Mae
2024-02-01
5.000000
Government Agency Debt
1008000.00
485920.98
Fannie Mae
2024-04-01
7.500000
Government Agency Debt
8772186.00
92560.47
Fannie Mae
2024-08-01
5.500000
Government Agency Debt
2190000.00
494096.23
Fannie Mae
2024-09-01
8.000000
Government Agency Debt
3550880.00
331847.33
Fannie Mae
2024-11-01
7.000000
Government Agency Debt
1211150.00
139751.53
Fannie Mae
2024-12-01
4.000000
Government Agency Debt
839641.00
501167.77
Fannie Mae
2025-09-01
3.500000
Government Agency Debt
47392.00
36446.67
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
500000.00
514400.99
Fannie Mae
2026-09-01
3.500000
Government Agency Debt
116074.00
105614.76
Fannie Mae
2027-01-01
3.000000
Government Agency Debt
93125.00
97391.06
Fannie Mae
2028-09-01
7.000000
Government Agency Debt
15000000.00
499624.15
Fannie Mae
2029-04-01
7.000000
Government Agency Debt
5916954.00
89023.13
Fannie Mae
2029-06-01
6.000000
Government Agency Debt
7275648.00
3150136.71
Fannie Mae
2029-06-01
6.000000
Government Agency Debt
724352.00
313622.63
Fannie Mae
2029-12-01
5.000000
Government Agency Debt
59333.00
47119.82
Fannie Mae
2031-04-01
6.000000
Government Agency Debt
25000000.00
501331.60
Fannie Mae
2031-04-01
6.500000
Government Agency Debt
4000000.00
218770.43
Fannie Mae
2031-05-01
6.500000
Government Agency Debt
2975000.00
108301.32
Fannie Mae
2031-07-01
6.500000
Government Agency Debt
1020000.00
37401.48
Fannie Mae
2031-07-01
7.500000
Government Agency Debt
10628408.00
47262.87
Fannie Mae
2031-08-01
6.500000
Government Agency Debt
2671700.00
101088.32
Fannie Mae
2031-08-25
6.000000
Government Agency Debt
73153.00
29532.68
Fannie Mae
2031-09-01
6.500000
Government Agency Debt
1160000.00
45231.45
Fannie Mae
2031-11-01
6.500000
Government Agency Debt
555000.00
27344.76
Fannie Mae
2032-01-01
3.500000
Government Agency Debt
21246546.00
22301906.20
Fannie Mae
2032-01-01
7.000000
Government Agency Debt
1300000.00
76155.61
Fannie Mae
2032-02-25
3.500000
Government Agency Debt
57000000.00
11685126.10
Fannie Mae
2032-03-01
7.500000
Government Agency Debt
22608036.00
516204.31
Fannie Mae
2032-05-01
7.500000
Government Agency Debt
11539700.00
111511.44
Fannie Mae
2032-06-01
6.500000
Government Agency Debt
380000.00
32395.51
Fannie Mae
2032-08-01
6.500000
Government Agency Debt
1110000.00
80513.61
Fannie Mae
2032-08-01
6.500000
Government Agency Debt
365000.00
29926.69
Fannie Mae
2032-09-01
6.500000
Government Agency Debt
780000.00
51086.09
Fannie Mae
2032-10-01
6.500000
Government Agency Debt
4000000.00
331187.83
Fannie Mae
2033-01-25
3.500000
Government Agency Debt
72000000.00
12933246.39
Fannie Mae
2033-06-25
0.694000
Government Agency Debt
1269728.00
589805.37
Fannie Mae
2033-08-01
5.000000
Government Agency Debt
1877824.00
634095.35
Fannie Mae
2033-08-01
5.000000
Government Agency Debt
1892025.00
484444.19
Fannie Mae
2033-09-01
6.500000
Government Agency Debt
1600000.00
232996.00
Fannie Mae
2033-09-01
7.000000
Government Agency Debt
993769.00
209193.94
Fannie Mae
2033-10-01
5.000000
Government Agency Debt
1474654.00
353949.26
Fannie Mae
2033-11-01
6.500000
Government Agency Debt
1187634.00
500719.18
Fannie Mae
2033-11-01
7.000000
Government Agency Debt
1653367.00
311442.59
Fannie Mae
2034-01-01
7.000000
Government Agency Debt
1550000.00
58148.17
Fannie Mae
2034-05-25
0.693600
Government Agency Debt
10000000.00
3670130.32
Fannie Mae
2034-06-01
6.500000
Government Agency Debt
2000000.00
501787.23
Fannie Mae
2034-07-01
7.000000
Government Agency Debt
1898710.00
116989.34
Fannie Mae
2034-08-01
2.436000
Government Agency Debt
2494647.00
1141637.86
Fannie Mae
2034-08-01
2.436000
Government Agency Debt
1235057.00
565205.35
Fannie Mae
2035-01-01
8.000000
Government Agency Debt
2233253.00
69160.25
Fannie Mae
2035-03-01
5.000000
Government Agency Debt
329000.00
109154.28
Fannie Mae
2035-07-01
5.000000
Government Agency Debt
188000.00
63835.96
Fannie Mae
2035-08-25
5.000000
Government Agency Debt
206000.00
137561.98
Fannie Mae
2036-06-01
8.500000
Government Agency Debt
2212264.00
311880.34
Fannie Mae
2036-09-01
2.644000
Government Agency Debt
22275939.00
3544593.30
Fannie Mae
2036-11-01
2.464000
Government Agency Debt
16258357.00
3357241.07
Fannie Mae
2037-01-25
0.556300
Government Agency Debt
8000000.00
1936336.44
Fannie Mae
2037-04-01
2.981000
Government Agency Debt
2079593.00
862937.75
Fannie Mae
2037-04-01
2.981000
Government Agency Debt
1400095.00
580976.58
Fannie Mae
2037-04-01
6.500000
Government Agency Debt
1445899.00
434508.59
Fannie Mae
2037-07-01
5.500000
Government Agency Debt
200121.00
66654.57
Fannie Mae
2037-08-01
5.123000
Government Agency Debt
1000000.00
243827.23
Fannie Mae
2037-11-01
5.500000
Government Agency Debt
48145.00
14594.25
Fannie Mae
2038-02-25
0.794000
Government Agency Debt
5249492.00
2360184.26
Fannie Mae
2038-03-01
5.492000
Government Agency Debt
5152634.00
5093747.68
Fannie Mae
2038-03-01
5.492000
Government Agency Debt
49250.00
48687.15
Fannie Mae
2038-05-01
5.000000
Government Agency Debt
17000.00
9040.69
Fannie Mae
2038-07-01
2.590000
Government Agency Debt
1807899.00
1813939.49
Fannie Mae
2038-08-01
4.996000
Government Agency Debt
504724.00
532357.06
Fannie Mae
2038-08-01
5.000000
Government Agency Debt
176394.00
76274.50
Fannie Mae
2038-12-25
0.693600
Government Agency Debt
15265625.00
14998349.01
Fannie Mae
2038-12-25
4.500000
Government Agency Debt
26000000.00
13902098.83
Fannie Mae
2039-09-25
0.640000
Government Agency Debt
12057333.00
11966199.12
Fannie Mae
2039-09-25
4.000000
Government Agency Debt
30000000.00
17766389.78
Fannie Mae
2039-09-25
4.500000
Government Agency Debt
2561747.00
1934849.45
Fannie Mae
2039-10-25
4.500000
Government Agency Debt
8200000.00
4665305.93
Fannie Mae
2039-11-25
5.000000
Government Agency Debt
18119606.00
15462673.24
Fannie Mae
2040-01-01
5.500000
Government Agency Debt
541943.00
510022.08
Fannie Mae
2040-01-25
4.000000
Government Agency Debt
23000000.00
13891422.15
Fannie Mae
2040-02-25
4.500000
Government Agency Debt
23000000.00
12839919.36
Fannie Mae
2040-03-01
5.000000
Government Agency Debt
595260.00
498489.17
Fannie Mae
2040-03-01
5.000000
Government Agency Debt
490000.00
482858.15
Fannie Mae
2040-04-25
3.000000
Government Agency Debt
22500000.00
22971231.58
Fannie Mae
2040-06-01
3.883000
Government Agency Debt
7391545.00
6515582.57
Fannie Mae
2040-10-01
3.569000
Government Agency Debt
2133885.00
1750405.70
Fannie Mae
2040-11-01
3.258000
Government Agency Debt
362197.00
247480.34
Fannie Mae
2041-01-25
0.826300
Government Agency Debt
14451250.00
14146994.03
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
166000.00
158699.60
Fannie Mae
2041-03-01
3.500000
Government Agency Debt
506263.00
517450.77
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
466941.00
488211.07
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
487715.00
512653.55
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
88801.00
87872.27
Fannie Mae
2041-06-01
3.549000
Government Agency Debt
5808799.00
5416565.67
Fannie Mae
2041-06-01
3.549000
Government Agency Debt
2551987.00
2379666.64
Fannie Mae
2041-06-01
3.572000
Government Agency Debt
7210686.00
7015483.57
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
511000.00
513232.69
Fannie Mae
2041-11-25
4.000000
Government Agency Debt
10477000.00
11005421.46
Fannie Mae
2041-12-01
2.684000
Government Agency Debt
2743730.00
2836176.15
Fannie Mae
2042-01-25
4.000000
Government Agency Debt
13099000.00
13816017.43
Fannie Mae
2046-12-01
7.000000
Government Agency Debt
2240160.00
234608.78
Fannie Mae
2047-01-01
7.000000
Government Agency Debt
1118015.00
338047.80
Fannie Mae
2047-11-01
6.500000
Government Agency Debt
675000.00
209900.08
Freddie Mac
2012-12-01
5.000000
Government Agency Debt
7000000.00
99347.85
Freddie Mac
2014-03-15
5.500000
Government Agency Debt
2413981.00
99457.66
Freddie Mac
2015-07-01
5.000000
Government Agency Debt
1778324.00
417032.00
Freddie Mac
2018-12-01
5.500000
Government Agency Debt
2000000.00
509604.52
Freddie Mac
2019-04-01
4.500000
Government Agency Debt
2000000.00
501106.45
Freddie Mac
2019-05-01
4.500000
Government Agency Debt
2500000.00
504225.01
Freddie Mac
2021-10-15
4.000000
Government Agency Debt
150000.00
100960.24
Freddie Mac
2021-12-01
3.000000
Government Agency Debt
500000.00
516960.86
Freddie Mac
2023-06-01
5.000000
Government Agency Debt
1734667.00
631888.71
Freddie Mac
2024-09-01
4.500000
Government Agency Debt
1000000.00
493492.60
Freddie Mac
2024-11-15
3.500000
Government Agency Debt
4250000.00
3420960.64
Freddie Mac
2025-02-15
3.500000
Government Agency Debt
19500000.00
15734426.28
Freddie Mac
2025-11-15
4.000000
Government Agency Debt
21500000.00
15411752.51
Freddie Mac
2026-06-15
3.500000
Government Agency Debt
98333.00
56292.49
Freddie Mac
2026-11-01
3.000000
Government Agency Debt
121808.00
125887.97
Freddie Mac
2027-02-15
1.013000
Government Agency Debt
290728.00
2188.53
Freddie Mac
2027-10-01
5.500000
Government Agency Debt
2100000.00
492951.29
Freddie Mac
2028-01-01
5.000000
Government Agency Debt
90197.00
24470.56
Freddie Mac
2029-06-15
3.500000
Government Agency Debt
19865000.00
16970764.56
Freddie Mac
2029-08-15
3.500000
Government Agency Debt
21985000.00
18550538.42
Freddie Mac
2030-10-01
8.500000
Government Agency Debt
18308456.00
278036.25
Freddie Mac
2030-11-15
3.500000
Government Agency Debt
5000000.00
4076887.24
Freddie Mac
2031-03-01
8.000000
Government Agency Debt
1677511.00
491456.20
Freddie Mac
2032-04-15
3.600000
Government Agency Debt
25244091.00
4015675.15
Freddie Mac
2033-01-01
7.000000
Government Agency Debt
6040000.00
509762.05
Freddie Mac
2033-10-15
1.770000
Government Agency Debt
7782552.00
2034709.56
Freddie Mac
2034-07-01
7.500000
Government Agency Debt
1486148.00
89166.09
Freddie Mac
2036-07-01
7.000000
Government Agency Debt
1717598.00
459336.59
Freddie Mac
2036-08-01
7.000000
Government Agency Debt
1711989.00
449171.25
Freddie Mac
2036-08-15
1.528000
Government Agency Debt
12449000.00
12677328.49
Freddie Mac
2036-11-01
7.000000
Government Agency Debt
1468791.00
357381.62
Freddie Mac
2036-11-01
7.000000
Government Agency Debt
1673400.00
351721.80
Freddie Mac
2036-11-01
7.000000
Government Agency Debt
1279299.00
137171.80
Freddie Mac
2036-11-15
4.000000
Government Agency Debt
16670000.00
14375171.02
Freddie Mac
2037-01-01
7.000000
Government Agency Debt
1881524.00
465933.66
Freddie Mac
2037-03-01
7.500000
Government Agency Debt
1558921.00
219439.92
Freddie Mac
2037-03-15
0.689600
Government Agency Debt
40000000.00
12040503.18
Freddie Mac
2037-07-01
5.000000
Government Agency Debt
1240729.00
503649.73
Freddie Mac
2037-11-01
6.500000
Government Agency Debt
1269247.00
496440.05
Freddie Mac
2037-11-15
5.500000
Government Agency Debt
75000000.00
16379765.31
Freddie Mac
2038-01-15
5.000000
Government Agency Debt
2966705.00
1363267.51
Freddie Mac
2038-12-15
2.500000
Government Agency Debt
11741235.00
10737377.41
Freddie Mac
2038-12-15
2.500000
Government Agency Debt
5628765.00
5147514.22
Freddie Mac
2039-01-15
3.625000
Government Agency Debt
36406000.00
18409083.83
Freddie Mac
2039-04-15
3.000000
Government Agency Debt
14843000.00
12275602.40
Freddie Mac
2039-05-15
4.000000
Government Agency Debt
30800000.00
17136720.59
Freddie Mac
2039-10-15
2.250000
Government Agency Debt
3500000.00
3560884.10
Freddie Mac
2040-03-15
2.750000
Government Agency Debt
20000000.00
19058845.16
Freddie Mac
2040-07-01
5.000000
Government Agency Debt
606356.00
491797.08
Freddie Mac
2047-09-01
6.500000
Government Agency Debt
996000.00
341882.44
Freddie Mac
2048-09-01
6.500000
Government Agency Debt
1303462.00
312727.90
GNMA
2026-09-16
4.000000
Government Agency Debt
15177580.00
16866804.18
GNMA
2033-04-20
5.000000
Government Agency Debt
1110000.00
115324.86
GNMA
2034-12-16
4.500000
Government Agency Debt
9783000.00
4084056.21
GNMA
2035-08-20
3.000000
Government Agency Debt
5000000.00
4084109.07
GNMA
2037-01-16
4.500000
Government Agency Debt
32172000.00
16063953.91
GNMA
2037-04-20
5.500000
Government Agency Debt
29000000.00
11958511.85
GNMA
2037-05-16
0.583000
Government Agency Debt
34900000.00
15259711.76
GNMA
2037-06-20
4.000000
Government Agency Debt
35000000.00
13266498.51
GNMA
2037-10-20
4.500000
Government Agency Debt
3029975.00
1959446.71
GNMA
2038-04-20
4.000000
Government Agency Debt
17148000.00
18139708.85
GNMA
2038-12-20
4.500000
Government Agency Debt
8945005.00
3944643.53
GNMA
2039-03-20
4.000000
Government Agency Debt
26667555.00
12377602.20
GNMA
2039-03-20
4.500000
Government Agency Debt
8000000.00
3271292.17
GNMA
2039-05-20
4.500000
Government Agency Debt
31982200.00
14459549.58
GNMA
2039-06-20
4.000000
Government Agency Debt
6500000.00
4027620.26
GNMA
2039-07-16
4.500000
Government Agency Debt
6700000.00
3751926.24
GNMA
2039-08-20
4.000000
Government Agency Debt
5940000.00
3262607.92
GNMA
2039-12-20
5.000000
Government Agency Debt
30000000.00
15626578.36
GNMA
2040-12-20
4.000000
Government Agency Debt
30079.00
31949.47
GNMA
2041-09-20
3.500000
Government Agency Debt
4544707.00
4759220.20
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
665000000.00
665000000.00
0.0197
N
664980050.00
664980050.00
Barclays Capital, Inc
Barclays Capital, Inc 0.120000%
07699U005_0.1200_M120207_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-05-01
2.590000
Government Agency Debt
12118861.00
87613.26
Fannie Mae
2017-07-01
4.075000
Government Agency Debt
27500000.00
257028.15
Fannie Mae
2018-06-01
1.831000
Government Agency Debt
16588606.00
155047.76
Fannie Mae
2018-09-01
1.401000
Government Agency Debt
21393912.00
127596.74
Fannie Mae
2018-09-01
2.213000
Government Agency Debt
13400000.00
164323.04
Fannie Mae
2020-01-01
3.472000
Government Agency Debt
1990874.00
1226249.71
Fannie Mae
2020-05-01
4.660000
Government Agency Debt
700000.00
781250.97
Fannie Mae
2020-06-01
1.811000
Government Agency Debt
155993285.00
1703285.24
Fannie Mae
2020-12-01
3.647000
Government Agency Debt
2000000.00
2150374.33
Fannie Mae
2023-02-01
1.700000
Government Agency Debt
34671438.00
123925.01
Fannie Mae
2023-03-01
1.788000
Government Agency Debt
99087312.00
1242991.65
Fannie Mae
2025-01-01
2.324000
Government Agency Debt
36098996.00
1006811.46
Fannie Mae
2025-03-01
6.930000
Government Agency Debt
15794116.00
47535.00
Fannie Mae
2026-07-01
2.372000
Government Agency Debt
8103449.00
604993.03
Fannie Mae
2027-01-01
5.816000
Government Agency Debt
26985034.00
198610.26
Fannie Mae
2027-03-01
5.790000
Government Agency Debt
66512384.00
221479.01
Fannie Mae
2029-02-01
2.250000
Government Agency Debt
71137334.00
182017.73
Fannie Mae
2030-08-01
2.423000
Government Agency Debt
13725812.00
661062.20
Fannie Mae
2030-10-01
3.902000
Government Agency Debt
14875710.00
215484.40
Fannie Mae
2030-12-01
3.252000
Government Agency Debt
1000000.00
78723.73
Fannie Mae
2031-01-01
2.440000
Government Agency Debt
41697593.00
806036.11
Fannie Mae
2031-12-01
2.429000
Government Agency Debt
15563214.00
280025.48
Fannie Mae
2032-01-01
2.292000
Government Agency Debt
6011468.00
412685.57
Fannie Mae
2032-03-01
2.090000
Government Agency Debt
6000000.00
72543.75
Fannie Mae
2032-04-01
2.554000
Government Agency Debt
6000000.00
94507.47
Fannie Mae
2032-05-01
2.500000
Government Agency Debt
12445674.00
578579.91
Fannie Mae
2032-06-01
2.250000
Government Agency Debt
43000000.00
386811.88
Fannie Mae
2032-06-01
2.363000
Government Agency Debt
230000.00
38108.12
Fannie Mae
2032-06-01
2.525000
Government Agency Debt
15138608.00
312433.23
Fannie Mae
2032-08-15
7.298000
Government Agency Debt
2258101.00
760236.20
Fannie Mae
2032-09-01
2.352000
Government Agency Debt
13951804.00
203348.22
Fannie Mae
2032-10-01
2.264000
Government Agency Debt
1215000.00
196164.68
Fannie Mae
2032-11-01
2.711000
Government Agency Debt
30000000.00
711271.78
Fannie Mae
2032-11-01
2.725000
Government Agency Debt
6098189.00
62987.52
Fannie Mae
2033-02-01
2.392000
Government Agency Debt
15000000.00
949624.13
Fannie Mae
2033-03-01
1.901000
Government Agency Debt
8000000.00
957160.08
Fannie Mae
2033-04-01
1.945000
Government Agency Debt
8000000.00
1137622.80
Fannie Mae
2033-04-01
2.097000
Government Agency Debt
1400000.00
84907.49
Fannie Mae
2033-04-01
2.393000
Government Agency Debt
28760869.00
1983172.24
Fannie Mae
2033-04-01
2.459000
Government Agency Debt
12000000.00
789333.67
Fannie Mae
2033-05-01
2.465000
Government Agency Debt
35400000.00
896145.23
Fannie Mae
2033-05-01
2.473000
Government Agency Debt
11000000.00
989908.05
Fannie Mae
2033-05-01
2.479000
Government Agency Debt
5500000.00
887946.47
Fannie Mae
2033-06-01
1.909000
Government Agency Debt
7000993.00
225200.51
Fannie Mae
2033-07-01
4.647000
Government Agency Debt
5020742.00
743102.94
Fannie Mae
2033-08-01
2.355000
Government Agency Debt
14543162.00
1775762.48
Fannie Mae
2033-08-01
2.625000
Government Agency Debt
5400000.00
451806.11
Fannie Mae
2033-09-01
2.381000
Government Agency Debt
14043483.00
1550092.33
Fannie Mae
2033-09-01
2.429000
Government Agency Debt
3910807.00
572672.67
Fannie Mae
2033-09-15
7.867000
Government Agency Debt
2524572.00
691967.81
Fannie Mae
2033-10-01
2.372000
Government Agency Debt
10000000.00
617057.58
Fannie Mae
2033-10-01
2.405000
Government Agency Debt
3800000.00
485490.02
Fannie Mae
2033-10-01
2.520000
Government Agency Debt
3884261.00
335375.35
Fannie Mae
2033-10-01
4.574000
Government Agency Debt
3000000.00
451482.92
Fannie Mae
2033-12-01
2.508000
Government Agency Debt
5948416.00
410173.57
Fannie Mae
2034-03-01
2.300000
Government Agency Debt
5000000.00
1141218.58
Fannie Mae
2034-03-01
2.395000
Government Agency Debt
20000411.00
1339430.50
Fannie Mae
2034-04-01
2.369000
Government Agency Debt
5416715.00
1392666.32
Fannie Mae
2034-04-01
2.485000
Government Agency Debt
4429949.00
1144788.61
Fannie Mae
2034-04-01
2.537000
Government Agency Debt
3500000.00
772513.92
Fannie Mae
2034-05-01
2.346000
Government Agency Debt
5400000.00
707765.03
Fannie Mae
2034-05-01
2.465000
Government Agency Debt
4906367.00
1165029.73
Fannie Mae
2034-06-01
2.275000
Government Agency Debt
3140000.00
983085.93
Fannie Mae
2034-07-01
1.962000
Government Agency Debt
1950000.00
447823.83
Fannie Mae
2034-07-01
2.204000
Government Agency Debt
5000000.00
680070.10
Fannie Mae
2034-07-01
2.482000
Government Agency Debt
989545.00
172441.85
Fannie Mae
2034-08-01
2.400000
Government Agency Debt
11455904.00
2087527.02
Fannie Mae
2034-08-01
2.418000
Government Agency Debt
19387053.00
1309968.10
Fannie Mae
2034-08-01
2.436000
Government Agency Debt
401770.00
183864.03
Fannie Mae
2034-09-01
2.423000
Government Agency Debt
6200000.00
337749.24
Fannie Mae
2034-10-01
2.250000
Government Agency Debt
650000.00
202469.51
Fannie Mae
2034-10-01
5.087000
Government Agency Debt
2544000.00
356993.72
Fannie Mae
2034-11-01
2.333000
Government Agency Debt
3918175.00
632594.43
Fannie Mae
2034-11-01
2.610000
Government Agency Debt
10113884.00
1044279.31
Fannie Mae
2034-11-01
2.687000
Government Agency Debt
2800000.00
706741.25
Fannie Mae
2034-11-01
4.427000
Government Agency Debt
1000000.00
83950.16
Fannie Mae
2034-12-01
4.756000
Government Agency Debt
10000000.00
1660525.08
Fannie Mae
2035-01-01
3.089000
Government Agency Debt
5549000.00
991723.72
Fannie Mae
2035-02-01
2.545000
Government Agency Debt
33985000.00
1315010.60
Fannie Mae
2035-03-01
2.265000
Government Agency Debt
9000000.00
1796062.81
Fannie Mae
2035-04-01
3.225000
Government Agency Debt
9060000.00
1730460.44
Fannie Mae
2035-04-01
4.773000
Government Agency Debt
3700000.00
1155774.90
Fannie Mae
2035-05-01
2.375000
Government Agency Debt
5150000.00
1186977.83
Fannie Mae
2035-05-01
2.801000
Government Agency Debt
6543526.00
175566.78
Fannie Mae
2035-05-01
4.955000
Government Agency Debt
6000000.00
1314346.88
Fannie Mae
2035-05-01
5.165000
Government Agency Debt
8473000.00
2119090.10
Fannie Mae
2035-06-01
2.375000
Government Agency Debt
4200000.00
1193175.73
Fannie Mae
2035-06-01
2.602000
Government Agency Debt
5000000.00
1234277.01
Fannie Mae
2035-06-01
5.148000
Government Agency Debt
5200000.00
904164.79
Fannie Mae
2035-07-01
2.312000
Government Agency Debt
965070.00
312940.19
Fannie Mae
2035-07-01
2.380000
Government Agency Debt
1695000.00
358411.23
Fannie Mae
2035-07-01
2.424000
Government Agency Debt
90000.00
49693.92
Fannie Mae
2035-07-01
2.500000
Government Agency Debt
2500000.00
661730.26
Fannie Mae
2035-09-01
2.147000
Government Agency Debt
4604880.00
991743.54
Fannie Mae
2035-09-01
2.318000
Government Agency Debt
4170000.00
1060183.15
Fannie Mae
2035-09-01
5.245000
Government Agency Debt
5100000.00
914247.63
Fannie Mae
2035-11-01
2.000000
Government Agency Debt
4200000.00
1402481.82
Fannie Mae
2035-11-01
2.149000
Government Agency Debt
300000.00
57348.80
Fannie Mae
2035-11-01
2.156000
Government Agency Debt
200000.00
43629.50
Fannie Mae
2035-11-01
2.158000
Government Agency Debt
300000.00
51303.95
Fannie Mae
2035-11-01
2.159000
Government Agency Debt
300000.00
63350.99
Fannie Mae
2035-11-01
2.170000
Government Agency Debt
300000.00
49989.01
Fannie Mae
2035-12-01
2.397000
Government Agency Debt
4000000.00
1059220.10
Fannie Mae
2035-12-01
2.782000
Government Agency Debt
4756496.00
1437518.57
Fannie Mae
2036-01-01
1.974000
Government Agency Debt
9187809.00
1883144.41
Fannie Mae
2036-01-01
2.080000
Government Agency Debt
9478391.00
1509736.73
Fannie Mae
2036-01-01
2.441000
Government Agency Debt
850000.00
243343.63
Fannie Mae
2036-01-01
2.483000
Government Agency Debt
2500000.00
623904.70
Fannie Mae
2036-01-01
2.960000
Government Agency Debt
4000000.00
797968.56
Fannie Mae
2036-03-01
2.237000
Government Agency Debt
790000.00
61404.33
Fannie Mae
2036-03-01
2.816000
Government Agency Debt
4245836.00
1140109.88
Fannie Mae
2036-04-01
2.236000
Government Agency Debt
3000000.00
600129.89
Fannie Mae
2036-04-01
2.387000
Government Agency Debt
1700000.00
381661.24
Fannie Mae
2036-04-01
2.656000
Government Agency Debt
7041848.00
1677336.62
Fannie Mae
2036-04-01
5.503000
Government Agency Debt
2000000.00
471611.67
Fannie Mae
2036-06-01
5.943000
Government Agency Debt
152768087.00
30618497.80
Fannie Mae
2036-07-01
6.049000
Government Agency Debt
4244815.00
975169.45
Fannie Mae
2036-08-01
2.644000
Government Agency Debt
4610000.00
1388232.80
Fannie Mae
2036-08-01
3.908000
Government Agency Debt
5600000.00
1067377.57
Fannie Mae
2036-08-01
6.204000
Government Agency Debt
2001281.00
519196.03
Fannie Mae
2036-09-01
2.495000
Government Agency Debt
11350000.00
1910709.41
Fannie Mae
2036-10-01
2.452000
Government Agency Debt
2800000.00
325067.14
Fannie Mae
2036-10-01
5.410000
Government Agency Debt
2196459.00
595230.83
Fannie Mae
2036-10-01
5.926000
Government Agency Debt
1788000.00
268597.61
Fannie Mae
2036-12-01
2.452000
Government Agency Debt
2842833.00
888132.37
Fannie Mae
2036-12-01
2.522000
Government Agency Debt
2203000.00
836135.68
Fannie Mae
2036-12-01
4.519000
Government Agency Debt
3600000.00
256634.63
Fannie Mae
2036-12-01
5.417000
Government Agency Debt
2000000.00
692045.82
Fannie Mae
2036-12-01
5.770000
Government Agency Debt
2139329.00
807235.69
Fannie Mae
2036-12-01
5.860000
Government Agency Debt
8403000.00
1984983.72
Fannie Mae
2036-12-25
0.644000
Government Agency Debt
4560037.00
598928.68
Fannie Mae
2037-01-01
5.818000
Government Agency Debt
4700000.00
1412549.86
Fannie Mae
2037-01-01
6.292000
Government Agency Debt
4329375.00
111347.43
Fannie Mae
2037-02-01
4.796000
Government Agency Debt
4950000.00
966687.53
Fannie Mae
2037-02-01
5.500000
Government Agency Debt
5400000.00
925253.30
Fannie Mae
2037-04-01
5.749000
Government Agency Debt
3000000.00
862923.60
Fannie Mae
2037-05-01
5.639000
Government Agency Debt
2000000.00
579956.30
Fannie Mae
2037-05-01
5.823000
Government Agency Debt
7067640.00
1508023.27
Fannie Mae
2037-07-01
6.682000
Government Agency Debt
7902944.00
1185449.15
Fannie Mae
2037-08-01
5.491000
Government Agency Debt
200000.00
59393.39
Fannie Mae
2037-09-01
5.830000
Government Agency Debt
1440350.00
303160.97
Fannie Mae
2037-10-01
5.944000
Government Agency Debt
2000000.00
597463.98
Fannie Mae
2037-11-01
5.860000
Government Agency Debt
11066035.00
1724918.67
Fannie Mae
2037-12-01
5.384000
Government Agency Debt
1849500.00
584942.53
Fannie Mae
2037-12-01
5.842000
Government Agency Debt
5000000.00
1385556.84
Fannie Mae
2038-03-01
4.540000
Government Agency Debt
3496555.00
1846591.15
Fannie Mae
2038-03-01
4.608000
Government Agency Debt
706567.00
275708.60
Fannie Mae
2038-03-01
5.101000
Government Agency Debt
2000000.00
673562.70
Fannie Mae
2038-04-01
4.526000
Government Agency Debt
4100000.00
1659429.91
Fannie Mae
2038-04-01
4.877000
Government Agency Debt
2000000.00
1107587.91
Fannie Mae
2038-04-01
5.161000
Government Agency Debt
4100000.00
876489.99
Fannie Mae
2038-05-01
4.928000
Government Agency Debt
4000000.00
1322303.82
Fannie Mae
2038-06-01
2.468000
Government Agency Debt
844977.00
86979.35
Fannie Mae
2038-06-01
4.731000
Government Agency Debt
500000.00
231453.94
Fannie Mae
2038-07-01
4.911000
Government Agency Debt
4526167.00
803615.27
Fannie Mae
2038-08-01
5.175000
Government Agency Debt
1950429.00
395016.77
Fannie Mae
2038-10-01
5.334000
Government Agency Debt
660000.00
135705.10
Fannie Mae
2038-11-01
5.112000
Government Agency Debt
29082935.00
4015788.60
Fannie Mae
2039-12-01
3.447000
Government Agency Debt
281000.00
158165.98
Fannie Mae
2040-01-01
3.197000
Government Agency Debt
1300000.00
781742.93
Fannie Mae
2040-01-01
3.709000
Government Agency Debt
2000000.00
1266767.33
Fannie Mae
2040-01-01
4.079000
Government Agency Debt
609000.00
445811.36
Fannie Mae
2040-02-01
3.275000
Government Agency Debt
618425.00
270862.51
Fannie Mae
2040-05-01
3.518000
Government Agency Debt
1340600.00
268498.83
Fannie Mae
2040-06-01
3.620000
Government Agency Debt
1733100.00
639218.41
Fannie Mae
2040-07-01
3.464000
Government Agency Debt
1432000.00
1073533.09
Fannie Mae
2040-07-01
3.559000
Government Agency Debt
1800000.00
1327982.85
Fannie Mae
2040-07-01
4.311000
Government Agency Debt
439141.00
336904.68
Fannie Mae
2040-09-01
3.106000
Government Agency Debt
1163488.00
1039580.48
Fannie Mae
2040-09-01
3.801000
Government Agency Debt
2680000.00
1679241.31
Fannie Mae
2040-10-01
1.458000
Government Agency Debt
4849067.00
311138.69
Fannie Mae
2040-10-01
3.645000
Government Agency Debt
1320544.00
1011752.76
Fannie Mae
2040-12-01
2.370000
Government Agency Debt
605000.00
439285.59
Fannie Mae
2040-12-01
2.712000
Government Agency Debt
3810000.00
1899665.57
Fannie Mae
2040-12-01
3.038000
Government Agency Debt
1300000.00
817599.13
Fannie Mae
2040-12-01
3.258000
Government Agency Debt
503246.00
320219.02
Fannie Mae
2041-01-01
2.850000
Government Agency Debt
2000000.00
1962196.40
Fannie Mae
2041-01-01
2.969000
Government Agency Debt
803638.00
579811.65
Fannie Mae
2041-04-01
3.412000
Government Agency Debt
1270000.00
953913.11
Fannie Mae
2041-06-01
2.789000
Government Agency Debt
2000000.00
1943059.75
Fannie Mae
2041-09-01
1.408000
Government Agency Debt
12005617.00
314129.56
Fannie Mae
2041-10-01
3.303000
Government Agency Debt
424269.00
421189.06
Fannie Mae
2041-11-01
3.060000
Government Agency Debt
1301103.00
1349140.67
Fannie Mae
2041-11-01
3.176000
Government Agency Debt
25059465.00
25196760.04
Fannie Mae
2042-01-01
2.767000
Government Agency Debt
3841138.00
3985241.49
Fannie Mae
2042-01-01
3.070900
Government Agency Debt
4754061.00
4967338.08
Fannie Mae
2042-01-01
3.216000
Government Agency Debt
1466700.00
1537353.87
Fannie Mae
2042-02-01
3.045900
Government Agency Debt
3053383.00
3189115.80
Fannie Mae
2043-05-01
1.408000
Government Agency Debt
10065889.00
255971.00
Fannie Mae
2048-09-01
5.225000
Government Agency Debt
2670000.00
1095021.29
Freddie Mac
2018-06-15
4.000000
Government Agency Debt
2000000.00
250487.11
Freddie Mac
2028-02-15
6.500000
Government Agency Debt
4500000.00
941120.71
Freddie Mac
2028-10-15
0.478300
Government Agency Debt
19000000.00
296602.11
Freddie Mac
2035-12-15
6.000000
Government Agency Debt
1052524.00
128884.11
Freddie Mac
2036-08-15
4.000000
Government Agency Debt
986946.00
359224.33
Freddie Mac
2036-11-15
4.000000
Government Agency Debt
330000.00
284571.47
Freddie Mac
2039-10-15
2.250000
Government Agency Debt
243802.00
248043.05
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
210000000.00
210000000.00
0.0062
N
209991600.00
209991600.00
Barclays Capital, Inc
Barclays Capital, Inc 0.150000%
07699U005_0.1500_M120207_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2014-07-01
4.000000
Government Agency Debt
12250000.00
1259377.47
Fannie Mae
2016-04-01
6.000000
Government Agency Debt
986020.00
16410.33
Fannie Mae
2017-12-01
5.000000
Government Agency Debt
7000000.00
1188904.70
Fannie Mae
2018-06-01
5.000000
Government Agency Debt
60179.00
12344.25
Fannie Mae
2018-07-01
5.000000
Government Agency Debt
3961972.00
1179555.76
Fannie Mae
2018-09-01
4.500000
Government Agency Debt
5300000.00
1292236.25
Fannie Mae
2018-09-01
6.000000
Government Agency Debt
1864308.00
586142.29
Fannie Mae
2019-01-01
4.000000
Government Agency Debt
4000000.00
1215178.12
Fannie Mae
2019-05-01
5.000000
Government Agency Debt
2910241.00
570832.88
Fannie Mae
2019-06-01
4.500000
Government Agency Debt
4781690.00
1308277.20
Fannie Mae
2019-07-01
5.500000
Government Agency Debt
6200000.00
1303365.31
Fannie Mae
2020-04-01
5.000000
Government Agency Debt
5000000.00
1182263.33
Fannie Mae
2020-08-01
5.000000
Government Agency Debt
5000000.00
1246352.75
Fannie Mae
2020-12-01
9.000000
Government Agency Debt
1833745.00
1211706.58
Fannie Mae
2021-05-01
5.000000
Government Agency Debt
1915000.00
588278.94
Fannie Mae
2022-03-01
4.000000
Government Agency Debt
4100000.00
1324350.17
Fannie Mae
2022-08-01
6.000000
Government Agency Debt
1710801.00
580463.62
Fannie Mae
2023-05-25
6.900000
Government Agency Debt
55795.00
17852.76
Fannie Mae
2023-07-25
4.750000
Government Agency Debt
2700000.00
322949.89
Fannie Mae
2023-09-01
5.000000
Government Agency Debt
6100000.00
1312412.83
Fannie Mae
2024-04-01
4.000000
Government Agency Debt
163984.00
75421.81
Fannie Mae
2024-05-01
4.000000
Government Agency Debt
3000000.00
1239087.24
Fannie Mae
2024-07-01
5.000000
Government Agency Debt
2726237.00
1354072.56
Fannie Mae
2025-01-01
4.000000
Government Agency Debt
2025000.00
1314307.15
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
1295533.00
1232257.18
Fannie Mae
2026-03-01
3.500000
Government Agency Debt
1200844.00
1216134.52
Fannie Mae
2026-03-25
4.000000
Government Agency Debt
475000.00
330484.12
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
1265390.00
1292125.77
Fannie Mae
2027-04-01
6.000000
Government Agency Debt
4500000.00
1303488.88
Fannie Mae
2027-09-01
7.500000
Government Agency Debt
2170722.00
1301083.53
Fannie Mae
2027-11-01
5.500000
Government Agency Debt
5000000.00
1228607.01
Fannie Mae
2027-11-01
5.500000
Government Agency Debt
3500000.00
557640.01
Fannie Mae
2028-02-25
0.694000
Government Agency Debt
6907293.00
817761.53
Fannie Mae
2030-08-25
5.500000
Government Agency Debt
3000000.00
254349.41
Fannie Mae
2030-12-01
7.000000
Government Agency Debt
1590289.00
1410959.61
Fannie Mae
2031-02-01
5.500000
Government Agency Debt
2242650.00
1338420.76
Fannie Mae
2032-01-01
7.000000
Government Agency Debt
18023558.00
1240670.66
Fannie Mae
2032-03-01
7.000000
Government Agency Debt
2140527.00
1298607.62
Fannie Mae
2032-06-01
7.000000
Government Agency Debt
8800000.00
1395729.16
Fannie Mae
2032-08-01
7.000000
Government Agency Debt
9582100.00
1343559.63
Fannie Mae
2032-08-25
5.000000
Government Agency Debt
1000000.00
332462.54
Fannie Mae
2033-08-25
3.500000
Government Agency Debt
1034.00
293.20
Fannie Mae
2033-09-01
6.000000
Government Agency Debt
2626809.00
1352471.34
Fannie Mae
2034-06-01
5.000000
Government Agency Debt
4997540.00
1296108.64
Fannie Mae
2034-08-01
2.436000
Government Agency Debt
733572.00
335708.25
Fannie Mae
2035-05-25
5.000000
Government Agency Debt
900000.00
303855.95
Fannie Mae
2035-06-01
5.000000
Government Agency Debt
3465000.00
1184992.40
Fannie Mae
2035-09-01
7.500000
Government Agency Debt
3270000.00
1272708.28
Fannie Mae
2035-09-25
5.500000
Government Agency Debt
12403300.00
2315401.49
Fannie Mae
2035-12-01
7.000000
Government Agency Debt
7000000.00
1238444.52
Fannie Mae
2036-03-01
8.500000
Government Agency Debt
1936701.00
561150.96
Fannie Mae
2036-04-01
5.000000
Government Agency Debt
1072462.00
557273.46
Fannie Mae
2036-05-01
5.500000
Government Agency Debt
1443714.00
587544.67
Fannie Mae
2036-05-01
6.500000
Government Agency Debt
4000000.00
566364.41
Fannie Mae
2036-06-01
2.155000
Government Agency Debt
10491830.00
1504501.50
Fannie Mae
2036-06-01
5.500000
Government Agency Debt
3726692.00
584312.35
Fannie Mae
2036-09-01
2.644000
Government Agency Debt
27733964.00
4413085.49
Fannie Mae
2036-10-01
7.000000
Government Agency Debt
8852428.00
1287249.64
Fannie Mae
2036-10-25
0.794000
Government Agency Debt
785000.00
304487.72
Fannie Mae
2036-12-01
8.000000
Government Agency Debt
1613124.00
1217042.19
Fannie Mae
2037-04-01
2.981000
Government Agency Debt
2621046.00
1087616.44
Fannie Mae
2037-05-01
5.808000
Government Agency Debt
21462608.00
7950517.61
Fannie Mae
2037-05-01
6.000000
Government Agency Debt
2186699.00
1355283.01
Fannie Mae
2037-07-01
7.000000
Government Agency Debt
5000000.00
1328904.02
Fannie Mae
2037-10-01
7.500000
Government Agency Debt
5000000.00
1230104.48
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
5000597.00
1219008.68
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
7970291.00
1010044.87
Fannie Mae
2038-03-01
5.492000
Government Agency Debt
484377.00
478841.35
Fannie Mae
2038-04-01
5.500000
Government Agency Debt
875663.00
373920.91
Fannie Mae
2038-04-01
7.500000
Government Agency Debt
1850000.00
1334294.36
Fannie Mae
2038-05-01
5.500000
Government Agency Debt
1400600.00
954792.84
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
707855.00
570067.99
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
1043489.00
587941.40
Fannie Mae
2039-03-01
4.500000
Government Agency Debt
1777441.00
1269031.21
Fannie Mae
2039-04-01
5.500000
Government Agency Debt
711635.00
582117.20
Fannie Mae
2039-05-01
6.000000
Government Agency Debt
1178495.00
1261915.41
Fannie Mae
2039-11-01
4.000000
Government Agency Debt
1500000.00
1342982.78
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
346520.00
350767.80
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
568458.00
570005.86
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
527190.00
563151.54
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
3000.00
2739.91
Fannie Mae
2041-06-01
3.549000
Government Agency Debt
3186.00
2970.87
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
1234822.00
1339917.18
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
1165750.00
1264217.77
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
1210208.00
1275573.24
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
1270948.00
1383718.10
Fannie Mae
2041-10-01
3.500000
Government Agency Debt
1331797.00
1383279.26
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
1280730.00
1390868.99
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
1248549.00
1361874.30
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
1194708.00
1303160.13
Fannie Mae
2041-11-01
5.500000
Government Agency Debt
1108932.00
1224759.40
Fannie Mae
2041-12-01
4.500000
Government Agency Debt
1286856.00
1405883.45
Fannie Mae
2041-12-01
4.500000
Government Agency Debt
1288805.00
1402322.32
Fannie Mae
2041-12-01
4.500000
Government Agency Debt
1155227.00
1250254.73
Freddie Mac
2017-03-15
5.500000
Government Agency Debt
1250000.00
345250.76
Freddie Mac
2018-12-15
2.000000
Government Agency Debt
3696254.00
2042448.62
Freddie Mac
2018-12-15
5.750000
Government Agency Debt
3400000.00
267479.24
Freddie Mac
2019-09-01
5.500000
Government Agency Debt
4200000.00
1234914.54
Freddie Mac
2019-12-01
4.500000
Government Agency Debt
2450000.00
566961.80
Freddie Mac
2020-08-01
5.000000
Government Agency Debt
5000000.00
1258956.49
Freddie Mac
2020-12-01
4.000000
Government Agency Debt
4917293.00
1345299.35
Freddie Mac
2021-05-15
5.000000
Government Agency Debt
1000000.00
245543.53
Freddie Mac
2022-05-15
5.000000
Government Agency Debt
100000000.00
2765336.23
Freddie Mac
2022-08-01
4.500000
Government Agency Debt
432436.00
151341.73
Freddie Mac
2023-04-01
4.500000
Government Agency Debt
5000000.00
1254398.07
Freddie Mac
2023-05-01
5.000000
Government Agency Debt
11481.00
3985.32
Freddie Mac
2023-06-01
4.000000
Government Agency Debt
3000000.00
1331299.75
Freddie Mac
2023-08-01
5.000000
Government Agency Debt
2000000.00
592914.63
Freddie Mac
2024-05-01
4.500000
Government Agency Debt
2280103.00
1213642.91
Freddie Mac
2024-05-15
4.000000
Government Agency Debt
1590000.00
324470.67
Freddie Mac
2025-07-01
4.000000
Government Agency Debt
1700000.00
1208596.71
Freddie Mac
2025-12-01
3.500000
Government Agency Debt
650000.00
571940.94
Freddie Mac
2026-01-01
3.500000
Government Agency Debt
1332028.00
1329693.98
Freddie Mac
2026-02-01
3.500000
Government Agency Debt
1259821.00
1269842.22
Freddie Mac
2026-04-15
5.000000
Government Agency Debt
3000000.00
215952.06
Freddie Mac
2026-06-01
5.500000
Government Agency Debt
2250000.00
558377.02
Freddie Mac
2026-07-01
3.500000
Government Agency Debt
1280027.00
1318430.10
Freddie Mac
2026-08-01
3.500000
Government Agency Debt
1290347.00
1338620.61
Freddie Mac
2026-09-01
4.000000
Government Agency Debt
1301428.00
1376914.23
Freddie Mac
2027-02-15
4.500000
Government Agency Debt
679211.00
228265.04
Freddie Mac
2031-01-01
9.000000
Government Agency Debt
1605659.00
1245640.42
Freddie Mac
2031-10-01
7.500000
Government Agency Debt
25006373.00
1310147.76
Freddie Mac
2032-08-15
5.500000
Government Agency Debt
999402.00
359877.53
Freddie Mac
2032-09-15
6.000000
Government Agency Debt
1600000.00
271050.37
Freddie Mac
2034-02-15
2.000000
Government Agency Debt
18288203.00
16535987.55
Freddie Mac
2035-05-15
0.578000
Government Agency Debt
10524000.00
3095912.10
Freddie Mac
2035-09-15
5.500000
Government Agency Debt
1550000.00
269312.42
Freddie Mac
2035-10-15
0.678000
Government Agency Debt
24627.00
835.94
Freddie Mac
2036-01-01
7.000000
Government Agency Debt
6000000.00
1299404.36
Freddie Mac
2036-01-01
7.000000
Government Agency Debt
4890133.00
1293008.01
Freddie Mac
2036-05-01
7.000000
Government Agency Debt
2455428.00
1218033.06
Freddie Mac
2036-10-01
6.500000
Government Agency Debt
1566442.00
556360.24
Freddie Mac
2036-10-01
7.000000
Government Agency Debt
3218142.00
1348390.88
Freddie Mac
2036-12-01
7.000000
Government Agency Debt
3504339.00
1371032.81
Freddie Mac
2036-12-15
5.000000
Government Agency Debt
1753712.00
732184.78
Freddie Mac
2037-04-01
7.500000
Government Agency Debt
2410000.00
1276260.62
Freddie Mac
2037-05-01
7.000000
Government Agency Debt
2691744.00
587920.67
Freddie Mac
2037-09-01
6.500000
Government Agency Debt
4369625.00
1245738.65
Freddie Mac
2037-09-15
7.500000
Government Agency Debt
1186542.00
1317097.93
Freddie Mac
2037-10-15
0.608000
Government Agency Debt
628345.00
282891.84
Freddie Mac
2038-08-01
5.000000
Government Agency Debt
1216271.00
575496.92
Freddie Mac
2038-08-01
6.000000
Government Agency Debt
2748649.00
1288611.60
Freddie Mac
2039-07-01
6.000000
Government Agency Debt
1280970.00
1371454.28
Freddie Mac
2040-02-15
2.000000
Government Agency Debt
375000.00
361335.04
Freddie Mac
2041-05-01
4.500000
Government Agency Debt
1280150.00
1376159.91
Freddie Mac
2041-05-20
7.000000
Government Agency Debt
1148887.00
1252566.52
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
1152515.00
1246668.12
Freddie Mac
2041-08-01
4.500000
Government Agency Debt
1208000.00
1309057.36
Freddie Mac
2041-09-01
5.000000
Government Agency Debt
1185011.00
1304475.66
Freddie Mac
2041-12-01
4.500000
Government Agency Debt
1143082.00
1245443.84
GNMA
2032-10-20
4.500000
Government Agency Debt
7942265.00
765857.21
GNMA
2033-02-20
5.500000
Government Agency Debt
2920.00
3143.81
GNMA
2035-06-20
5.500000
Government Agency Debt
3000000.00
3164506.00
GNMA
2036-07-20
5.500000
Government Agency Debt
10025000.00
3007531.78
GNMA
2036-09-20
5.000000
Government Agency Debt
1777264.00
1931426.84
GNMA
2037-04-20
0.580900
Government Agency Debt
1500000.00
327396.40
GNMA
2039-06-20
2.600000
Government Agency Debt
3906.00
3789.19
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
175000000.00
175000000.00
0.0052
N
175000000.00
175000000.00
Barclays US Funding Corp
Barclays US Funding Corp 0.220000%
06737HB32
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
Y
Barclays Bank Plc
N/A
N/A
N
48000000.00
47999413.33
0.0014
N
47999520.00
47999520.00
Barclays US Funding Corp
Barclays US Funding Corp 0.220000%
06737HB81
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
Y
Barclays Bank Plc
N/A
N/A
N
6000000.00
5999743.33
0.0002
N
5999820.00
5999820.00
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
11000000.00
10999945.00
0.0003
N
10999890.00
10999890.00
BNP Paribas
BNP Paribas 0.580000%
05572NDB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
N
224000000.00
224000000.00
0.0066
N
224013440.00
224013440.00
BNP Paribas
BNP Paribas 0.570000%
05572NDF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
12000000.00
12000000.00
0.0004
N
12000960.00
12000960.00
BNP Paribas
BNP Paribas 0.570000%
05572NDH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
127000000.00
127000000.00
0.0038
N
127013970.00
127013970.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.240000%
987WVU007_0.2400_M120201_2M49
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
99910237.00
95203152.43
Fannie Mae
2030-03-10
4.500000
Government Agency Debt
43149910.00
34969731.32
Fannie Mae
2032-12-01
5.000000
Government Agency Debt
90185407.00
85877768.07
Fannie Mae
2040-09-01
5.000000
Government Agency Debt
125605751.00
101101570.84
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
97892243.00
103477053.02
GNMA
2039-08-15
4.500000
Government Agency Debt
100000000.00
87582742.86
GNMA
2040-07-15
6.000000
Government Agency Debt
150000000.00
103416478.30
GNMA
2040-09-15
4.500000
Government Agency Debt
100000000.00
90637690.03
GNMA
2041-05-15
5.000000
Government Agency Debt
103480000.00
100225420.49
GNMA
2041-09-20
4.000000
Government Agency Debt
77589293.00
82691298.91
GNMA
2041-10-15
3.500000
Government Agency Debt
15378048.00
16067094.45
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
875000000.00
875000000.00
0.0259
N
875000000.00
875000000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.240000%
0556X0DK7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
Y
Bank of New Zealand
N/A
N/A
N
15000000.00
14992200.00
0.0004
N
14985750.00
14985750.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.290000%
10513DDT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
39000000.00
39000000.00
0.0012
N
39000390.00
39000390.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.290000%
10513DDV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
75000000.00
75000000.00
0.0022
N
75000750.00
75000750.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.300000%
10513DFD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-23
2012-03-23
N
N
N
86000000.00
86000000.00
0.0025
N
85988820.00
85988820.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.310000%
10513DGA2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
1000000.00
1000000.00
0.0000
N
999520.00
999520.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EB16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
73000000.00
73000000.00
0.0022
N
73000000.00
73000000.00
CAFCO, LLC
CAFCO, LLC 0.390000%
12476EB32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
18000000.00
17999610.00
0.0005
N
17999820.00
17999820.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EB73
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
18000000.00
17998800.00
0.0005
N
17999640.00
17999640.00
CAFCO, LLC
CAFCO, LLC 0.410000%
12476EBN8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
97000000.00
96976800.84
0.0029
N
96993210.00
96993210.00
CAFCO, LLC
CAFCO, LLC 0.430000%
12476EC64
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
38000000.00
37984567.78
0.0011
N
37995820.00
37995820.00
CAFCO, LLC
CAFCO, LLC 0.510000%
12476EDA4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
25000000.00
24975562.50
0.0007
N
24993250.00
24993250.00
CAFCO, LLC
CAFCO, LLC 0.510000%
12476EGJ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
33000000.00
32921460.00
0.0010
N
32967660.00
32967660.00
CAFCO, LLC
CAFCO, LLC 0.510000%
12476EGP8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-23
2012-07-23
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
85000000.00
84791679.17
0.0025
N
84912450.00
84912450.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.368900%
13606X4R6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-21
2012-07-23
N
N
N
126000000.00
126000000.00
0.0037
N
126013860.00
126013860.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.680000%
13606YAV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-27
2012-09-27
N
N
N
258000000.00
258000000.00
0.0076
N
258531480.00
258531480.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.220000%
13606YBG0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
N
129000000.00
129000000.00
0.0038
N
129010320.00
129010320.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.300000%
1373X2B81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
48000000.00
47997200.00
0.0014
N
47998080.00
47998080.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.280000%
1373X2B81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
34000000.00
33998148.89
0.0010
N
33998640.00
33998640.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.280000%
1373X2B99
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
27600000.00
27598282.66
0.0008
N
27598620.00
27598620.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.280000%
1373X2BA6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
9000000.00
8999370.00
0.0003
N
8999550.00
8999550.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
1373X2BG3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
72000000.00
71992499.99
0.0021
N
71994240.00
71994240.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.260000%
1373X2BM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
67000000.00
66990322.23
0.0020
N
66992630.00
66992630.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
1373X2BT5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-27
2012-02-27
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
8900000.00
8898393.06
0.0003
N
8898754.00
8898754.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.230000%
1373X2BV0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
12000000.00
11997853.33
0.0004
N
11998200.00
11998200.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TB32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
47000000.00
46999399.44
0.0014
N
46999530.00
46999530.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TB73
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
40000000.00
39998466.67
0.0012
N
39999200.00
39999200.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TB73
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
11000000.00
10999596.67
0.0003
N
10999780.00
10999780.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TB81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
28000000.00
27998802.22
0.0008
N
27999440.00
27999440.00
Chariot Funding, LLC
Chariot Funding, LLC 0.160000%
15963TBE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
7000000.00
6999595.55
0.0002
N
6999790.00
6999790.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TBM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
21000000.00
20997433.33
0.0006
N
20998950.00
20998950.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TDK2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
100000000.00
99945833.34
0.0030
N
99972000.00
99972000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TE88
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
47000000.00
46968340.28
0.0014
N
46980260.00
46980260.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TE96
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
65000000.00
64955763.88
0.0019
N
64972050.00
64972050.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TEB1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
49965277.78
0.0015
N
49977500.00
49977500.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RQN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-23
2012-04-23
N
N
N
65000000.00
65000000.00
0.0019
N
64962300.00
64962300.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RQP1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
N
N
24000000.00
24000000.00
0.0007
N
23986080.00
23986080.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RQR7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-26
2012-04-26
N
N
N
53000000.00
53000000.00
0.0016
N
52955480.00
52955480.00
Ciesco, LLC
Ciesco, LLC 0.400000%
17178BBM6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
62000000.00
61986222.22
0.0018
N
61996280.00
61996280.00
Ciesco, LLC
Ciesco, LLC 0.430000%
17178BC60
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
38000000.00
37984567.78
0.0011
N
37995820.00
37995820.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BD93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
8000000.00
7992444.44
0.0002
N
7997920.00
7997920.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BDA0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4995208.33
0.0001
N
4998650.00
4998650.00
Ciesco, LLC
Ciesco, LLC 0.510000%
17178BDR3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-25
2012-04-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
16000000.00
15980960.00
0.0005
N
15994400.00
15994400.00
Ciesco, LLC
Ciesco, LLC 0.510000%
17178BGA7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-10
2012-07-10
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
20000000.00
19954666.67
0.0006
N
19982000.00
19982000.00
Ciesco, LLC
Ciesco, LLC 0.510000%
17178BGQ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-24
2012-07-24
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
12000000.00
11970420.00
0.0004
N
11987400.00
11987400.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BH16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
15000000.00
14962083.33
0.0004
N
14983149.00
14983149.00
Citibank, NA
Citibank, NA 0.520000%
1730D2R20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
N
297000000.00
297000000.00
0.0088
N
297175230.00
297175230.00
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
59000000.00
59000000.00
0.0017
N
59035400.00
59035400.00
Citibank, NA
Citibank, NA 0.350000%
1730D2T51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-20
2012-03-20
N
N
N
3000000.00
3000000.00
0.0001
N
3000570.00
3000570.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.612300%
20272ABF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-22
2012-06-22
N
N
N
57000000.00
56998538.58
0.0017
N
56978910.00
56978910.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.190000%
20272DDP2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-23
2012-04-23
N
N
N
35000000.00
34984852.78
0.0010
N
34963600.00
34963600.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.630000%
20272DFF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
34000000.00
33919675.00
0.0010
N
33925540.00
33925540.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.600000%
20272DFF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
17850000.00
17809837.50
0.0005
N
17810908.50
17810908.50
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.360000%
971MDH006
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
N
121000000.00
121000000.00
0.0036
N
121056870.00
121056870.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.300000%
971RHC002
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-19
2012-03-19
N
N
N
182000000.00
182000000.00
0.0054
N
182049140.00
182049140.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.320000%
971UHP006
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
N
64000000.00
64000000.00
0.0019
N
64026240.00
64026240.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.320000%
971UJU003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
100000000.00
100000000.00
0.0030
N
100041000.00
100041000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.270000%
971ULL000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
N
55000000.00
55000000.00
0.0016
N
55015950.00
55015950.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.220000%
971WCA000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
N
55000000.00
55000000.00
0.0016
N
55008800.00
55008800.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.330000%
973MQJ006
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-27
2012-02-27
N
N
N
122000000.00
122000000.00
0.0036
N
122021960.00
122021960.00
CRC Funding, LLC
CRC Funding, LLC 0.400000%
12622UB13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
54000000.00
54000000.00
0.0016
N
54000000.00
54000000.00
CRC Funding, LLC
CRC Funding, LLC 0.430000%
12622UC53
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
64000000.00
63974773.34
0.0019
N
63982720.00
63982720.00
CRC Funding, LLC
CRC Funding, LLC 0.370000%
12622UC87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-08
2012-03-08
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
13000000.00
12995190.00
0.0004
N
12996100.00
12996100.00
CRC Funding, LLC
CRC Funding, LLC 0.270000%
12622UD45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-04
2012-04-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
111000000.00
110947552.50
0.0033
N
110921190.00
110921190.00
CRC Funding, LLC
CRC Funding, LLC 0.260000%
12622UD52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
9000000.00
8995840.00
0.0003
N
8993430.00
8993430.00
CRC Funding, LLC
CRC Funding, LLC 0.260000%
12622UDG8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-16
2012-04-16
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
118000000.00
117936083.32
0.0035
N
117887900.00
117887900.00
CRC Funding, LLC
CRC Funding, LLC 0.510000%
12622UGG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
70000000.00
69835383.34
0.0021
N
69771100.00
69771100.00
CRC Funding, LLC
CRC Funding, LLC 0.510000%
12622UGH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-17
2012-07-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
10000000.00
9976341.67
0.0003
N
9967000.00
9967000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.180000%
22799D001_0.1800_M120201_2M49
0001230485
Treasury Repurchase Agreement
Y
United States Treasury Department
2041-05-15
4.375000
Treasury Debt
47420000.00
61203324.44
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
60000000.00
60000000.00
0.0018
N
60000000.00
60000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.210000%
22799D001_0.2100_M120201_2M49
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2016-02-15
6.000000
Government Agency Debt
1999783.00
598111.34
Freddie Mac
2016-12-20
5.500000
Government Agency Debt
2000000.00
110639.71
Freddie Mac
2017-09-15
5.500000
Government Agency Debt
2250000.00
461847.16
Freddie Mac
2017-10-20
5.000000
Government Agency Debt
2927195.00
328898.56
Freddie Mac
2018-02-15
5.000000
Government Agency Debt
2800000.00
420033.02
Freddie Mac
2018-03-15
5.000000
Government Agency Debt
1750000.00
177036.70
Freddie Mac
2018-05-15
4.500000
Government Agency Debt
2011114.00
430617.78
Freddie Mac
2018-11-15
5.000000
Government Agency Debt
2000000.00
476774.93
Freddie Mac
2019-01-15
5.000000
Government Agency Debt
2170754.00
428951.00
Freddie Mac
2019-03-15
8.000000
Government Agency Debt
3129999.00
239652.12
Freddie Mac
2020-07-15
5.500000
Government Agency Debt
5000000.00
1339653.73
Freddie Mac
2022-12-15
6.500000
Government Agency Debt
2314872.00
431909.44
Freddie Mac
2023-03-15
5.500000
Government Agency Debt
2685225.00
1237749.47
Freddie Mac
2023-07-20
6.000000
Government Agency Debt
3487334.00
1628356.05
Freddie Mac
2023-08-15
7.250000
Government Agency Debt
2430152.00
253407.73
Freddie Mac
2023-08-20
6.500000
Government Agency Debt
4000000.00
1411463.62
Freddie Mac
2023-09-15
6.000000
Government Agency Debt
3000000.00
838035.82
Freddie Mac
2024-01-15
4.500000
Government Agency Debt
2392501.00
1987875.49
Freddie Mac
2024-03-15
4.500000
Government Agency Debt
4549855.00
2804828.14
Freddie Mac
2024-06-15
4.500000
Government Agency Debt
1892240.00
1566612.89
Freddie Mac
2024-07-15
4.500000
Government Agency Debt
2841221.00
2414876.87
Freddie Mac
2024-07-15
7.500000
Government Agency Debt
2516291.00
223995.29
Freddie Mac
2024-09-15
4.000000
Government Agency Debt
3078765.00
2695036.21
Freddie Mac
2024-10-15
7.500000
Government Agency Debt
2513569.00
162259.62
Freddie Mac
2025-01-15
4.500000
Government Agency Debt
2205000.00
1796078.90
Freddie Mac
2025-03-15
4.000000
Government Agency Debt
2924882.00
2145849.18
Freddie Mac
2025-04-15
4.500000
Government Agency Debt
2262264.00
1929872.43
Freddie Mac
2025-07-15
7.500000
Government Agency Debt
2509247.00
186472.87
Freddie Mac
2025-07-20
5.000000
Government Agency Debt
2085483.00
1732270.97
Freddie Mac
2025-10-20
4.000000
Government Agency Debt
4000000.00
3588187.22
Freddie Mac
2025-11-15
7.000000
Government Agency Debt
2505579.00
268990.48
Freddie Mac
2025-12-15
7.000000
Government Agency Debt
2520321.00
344517.68
Freddie Mac
2026-01-15
3.500000
Government Agency Debt
3701184.00
3772149.99
Freddie Mac
2026-02-15
7.000000
Government Agency Debt
2512127.00
393288.02
Freddie Mac
2026-02-15
7.000000
Government Agency Debt
2521343.00
316545.26
Freddie Mac
2026-02-15
7.000000
Government Agency Debt
2510658.00
187421.59
Freddie Mac
2026-06-15
3.500000
Government Agency Debt
2556777.00
2671719.08
Freddie Mac
2026-07-15
3.500000
Government Agency Debt
2507659.00
2634465.66
Freddie Mac
2026-09-15
3.000000
Government Agency Debt
2728148.00
2849733.67
Freddie Mac
2026-09-15
3.000000
Government Agency Debt
2296299.00
2400484.24
Freddie Mac
2026-09-20
4.000000
Government Agency Debt
2451181.00
2597898.15
Freddie Mac
2026-11-15
3.000000
Government Agency Debt
2293512.00
2419233.99
Freddie Mac
2026-12-15
3.000000
Government Agency Debt
2877427.00
3051378.66
Freddie Mac
2026-12-15
8.000000
Government Agency Debt
1696806.00
170662.36
Freddie Mac
2027-01-15
3.000000
Government Agency Debt
2000039.00
2125580.04
Freddie Mac
2027-01-15
3.000000
Government Agency Debt
1875000.00
1992692.43
Freddie Mac
2027-01-15
7.000000
Government Agency Debt
2512723.00
481477.37
Freddie Mac
2027-05-15
7.000000
Government Agency Debt
2514014.00
249665.99
Freddie Mac
2027-05-15
7.500000
Government Agency Debt
2511620.00
247799.89
Freddie Mac
2028-04-15
6.500000
Government Agency Debt
2518432.00
194122.25
Freddie Mac
2028-10-15
6.500000
Government Agency Debt
1975000.00
58462.71
Freddie Mac
2029-01-15
6.000000
Government Agency Debt
5523976.00
343451.18
Freddie Mac
2029-01-15
6.000000
Government Agency Debt
5000000.00
220379.38
Freddie Mac
2029-03-15
6.000000
Government Agency Debt
5000000.00
214478.28
Freddie Mac
2029-10-15
6.500000
Government Agency Debt
1618229.00
229934.70
Freddie Mac
2029-12-15
6.500000
Government Agency Debt
2523619.00
488231.90
Freddie Mac
2030-01-15
6.500000
Government Agency Debt
2516304.00
162856.54
Freddie Mac
2030-06-15
6.500000
Government Agency Debt
2507639.00
296935.62
Freddie Mac
2030-06-15
6.500000
Government Agency Debt
2523641.00
200125.77
Freddie Mac
2030-07-15
6.500000
Government Agency Debt
2502342.00
262017.56
Freddie Mac
2031-05-15
6.500000
Government Agency Debt
2514614.00
420227.10
Freddie Mac
2031-10-15
7.000000
Government Agency Debt
1704782.00
542440.99
Freddie Mac
2031-12-15
7.000000
Government Agency Debt
2020223.00
368241.38
Freddie Mac
2032-01-15
6.500000
Government Agency Debt
2506212.00
697142.73
Freddie Mac
2032-02-15
6.000000
Government Agency Debt
2005294.00
82002.96
Freddie Mac
2032-02-15
6.500000
Government Agency Debt
1770456.00
77063.22
Freddie Mac
2032-04-15
6.500000
Government Agency Debt
4041295.00
120113.96
Freddie Mac
2032-04-15
7.000000
Government Agency Debt
2235128.00
729944.88
Freddie Mac
2032-07-15
6.500000
Government Agency Debt
2227891.00
417668.61
Freddie Mac
2032-08-15
3.200000
Government Agency Debt
2629500.00
2762762.23
Freddie Mac
2032-12-15
6.500000
Government Agency Debt
3456199.00
307129.17
Freddie Mac
2033-01-15
5.000000
Government Agency Debt
1741083.00
360588.91
Freddie Mac
2033-04-15
5.000000
Government Agency Debt
3885598.00
992167.04
Freddie Mac
2033-04-15
6.000000
Government Agency Debt
3696775.00
1890676.33
Freddie Mac
2033-06-15
5.000000
Government Agency Debt
2784749.00
702723.37
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
2790550.00
808520.06
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
2517495.00
803394.16
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
1857565.00
734050.87
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
2730000.00
730972.29
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
2039142.00
644995.09
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
2077127.00
586790.85
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
2093695.00
576728.86
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
2786098.00
456154.61
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
2021650.00
424020.20
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
1885716.00
338134.64
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
2294232.00
162130.83
Freddie Mac
2033-07-20
4.500000
Government Agency Debt
3337713.00
957612.68
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
4212498.00
1595616.68
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
3735767.00
1112022.89
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
2420432.00
937370.81
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
3197794.00
923588.95
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
4117198.00
903840.69
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
2815800.00
785061.27
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
2216886.00
781431.35
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
2201667.00
742740.72
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
2614412.00
732313.37
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
3347009.00
723323.38
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
2264331.00
629389.81
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
2589069.00
629083.70
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
2486997.00
616968.81
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
2252668.00
594939.19
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
2250564.00
572044.23
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
1937617.00
571633.89
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
2012526.00
550992.70
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
2002858.00
491476.25
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
2089105.00
445349.41
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
2105875.00
444367.86
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
2373016.00
438256.98
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
2385383.00
419428.95
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
1726327.00
392638.92
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
1782060.00
348226.98
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
1648205.00
345411.78
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
1687301.00
321665.63
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
1694911.00
280712.98
Freddie Mac
2033-09-15
4.500000
Government Agency Debt
3009021.00
1219853.91
Freddie Mac
2033-09-15
5.000000
Government Agency Debt
3278572.00
1315945.52
Freddie Mac
2033-09-15
5.000000
Government Agency Debt
3172614.00
954212.60
Freddie Mac
2033-09-15
5.000000
Government Agency Debt
1913116.00
948072.30
Freddie Mac
2033-09-15
5.000000
Government Agency Debt
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Freddie Mac
2033-09-15
5.000000
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Freddie Mac
2033-09-15
5.000000
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Freddie Mac
2033-09-15
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Freddie Mac
2033-09-15
5.000000
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Freddie Mac
2033-09-15
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Freddie Mac
2033-09-15
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Freddie Mac
2033-09-15
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Freddie Mac
2033-09-15
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Freddie Mac
2033-10-15
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Freddie Mac
2033-10-15
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Freddie Mac
2033-10-15
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2033-11-15
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2034-02-20
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2034-07-15
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Freddie Mac
2034-08-15
5.500000
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Freddie Mac
2034-10-15
6.000000
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Freddie Mac
2035-04-15
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Freddie Mac
2035-04-15
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Freddie Mac
2035-05-15
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Freddie Mac
2035-07-20
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Freddie Mac
2035-08-15
5.000000
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1245508.55
Freddie Mac
2035-08-20
5.500000
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Freddie Mac
2035-09-15
5.000000
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942896.62
Freddie Mac
2035-09-20
5.500000
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Freddie Mac
2036-01-15
6.000000
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Freddie Mac
2036-04-15
7.000000
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Freddie Mac
2036-06-15
6.000000
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637643.44
Freddie Mac
2036-06-15
6.000000
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Freddie Mac
2036-06-20
5.500000
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1873243.22
Freddie Mac
2036-07-15
6.000000
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Freddie Mac
2036-07-15
7.000000
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1094266.84
Freddie Mac
2036-09-15
6.500000
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Freddie Mac
2036-09-15
6.500000
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Freddie Mac
2037-02-15
6.000000
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Freddie Mac
2037-08-20
7.000000
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Freddie Mac
2037-09-15
5.500000
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Freddie Mac
2037-10-15
6.000000
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Freddie Mac
2037-11-15
6.000000
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Freddie Mac
2037-12-15
6.000000
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Freddie Mac
2038-01-15
3.500000
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5623493.80
Freddie Mac
2038-01-15
3.500000
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5526098.95
Freddie Mac
2038-01-15
6.000000
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Freddie Mac
2038-01-15
6.000000
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2038-02-20
5.000000
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Freddie Mac
2038-04-15
6.000000
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1768568.50
Freddie Mac
2038-04-15
6.500000
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Freddie Mac
2038-04-20
5.000000
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2038-05-15
6.500000
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Freddie Mac
2038-07-15
6.000000
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Freddie Mac
2038-08-15
6.000000
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Freddie Mac
2038-08-15
6.500000
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Freddie Mac
2038-09-15
3.590000
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2263731.85
Freddie Mac
2038-09-15
6.000000
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Freddie Mac
2038-09-15
6.000000
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Freddie Mac
2038-09-15
6.500000
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Freddie Mac
2038-10-15
6.500000
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2963503.56
Freddie Mac
2038-10-15
6.500000
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480111.82
Freddie Mac
2038-10-15
6.500000
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Freddie Mac
2038-10-20
6.000000
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Freddie Mac
2038-11-15
6.000000
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Freddie Mac
2038-11-15
6.500000
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Freddie Mac
2038-11-15
6.500000
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Freddie Mac
2038-11-15
6.500000
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Freddie Mac
2038-11-20
6.000000
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Freddie Mac
2038-12-15
6.000000
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Freddie Mac
2038-12-15
6.000000
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Freddie Mac
2038-12-15
6.000000
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Freddie Mac
2038-12-15
6.000000
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Freddie Mac
2038-12-15
6.000000
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Freddie Mac
2038-12-15
6.500000
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Freddie Mac
2039-01-15
5.000000
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Freddie Mac
2039-01-15
5.000000
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Freddie Mac
2039-01-15
5.000000
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Freddie Mac
2039-01-15
5.000000
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Freddie Mac
2039-01-15
6.000000
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Freddie Mac
2039-01-15
6.000000
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Freddie Mac
2039-01-15
6.500000
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Freddie Mac
2039-02-15
5.500000
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1608091.91
Freddie Mac
2039-02-15
6.000000
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Freddie Mac
2039-02-15
6.500000
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Freddie Mac
2039-02-20
6.500000
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2996495.00
2378872.95
Freddie Mac
2039-02-20
6.500000
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Freddie Mac
2039-03-15
5.000000
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Freddie Mac
2039-03-15
5.000000
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1760171.54
Freddie Mac
2039-03-15
5.000000
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Freddie Mac
2039-03-15
5.000000
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Freddie Mac
2039-04-15
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Freddie Mac
2039-05-15
4.500000
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Freddie Mac
2039-05-15
4.500000
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Freddie Mac
2039-05-15
4.500000
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Freddie Mac
2039-05-20
5.000000
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Freddie Mac
2039-06-15
6.500000
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Freddie Mac
2039-07-15
5.000000
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Freddie Mac
2039-07-20
5.000000
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Freddie Mac
2039-08-15
4.500000
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Freddie Mac
2039-08-15
4.500000
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Freddie Mac
2039-08-15
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Freddie Mac
2039-09-15
4.500000
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Freddie Mac
2039-09-15
4.500000
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Freddie Mac
2039-10-15
4.500000
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Freddie Mac
2039-10-15
4.500000
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Freddie Mac
2039-10-15
5.000000
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Freddie Mac
2039-11-15
3.500000
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Freddie Mac
2039-12-20
5.000000
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Freddie Mac
2040-01-15
4.500000
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Freddie Mac
2040-01-20
5.000000
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Freddie Mac
2040-04-15
4.830000
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Freddie Mac
2040-04-15
6.000000
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Freddie Mac
2040-05-20
4.500000
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Freddie Mac
2040-07-15
4.350000
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3238853.74
Freddie Mac
2040-07-15
4.500000
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3443275.55
Freddie Mac
2040-07-15
6.500000
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Freddie Mac
2040-08-15
4.500000
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Freddie Mac
2040-09-15
4.000000
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Freddie Mac
2040-09-15
4.500000
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3533816.67
Freddie Mac
2040-09-15
4.500000
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1561747.54
Freddie Mac
2040-09-20
4.500000
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Freddie Mac
2040-10-15
4.000000
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Freddie Mac
2040-10-15
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Freddie Mac
2040-10-15
4.500000
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2040-11-15
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Freddie Mac
2040-11-15
4.500000
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Freddie Mac
2040-11-15
4.500000
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Freddie Mac
2040-11-15
4.500000
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Freddie Mac
2041-01-15
3.500000
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Freddie Mac
2041-01-15
4.500000
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Freddie Mac
2041-02-20
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Freddie Mac
2041-03-15
4.500000
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Freddie Mac
2041-03-15
4.500000
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Freddie Mac
2041-03-15
4.500000
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Freddie Mac
2041-04-15
4.500000
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Freddie Mac
2041-04-15
4.500000
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Freddie Mac
2041-04-15
4.500000
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Freddie Mac
2041-04-15
4.500000
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Freddie Mac
2041-04-15
4.500000
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Freddie Mac
2041-05-15
4.500000
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Freddie Mac
2041-05-15
4.500000
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Freddie Mac
2041-06-15
4.500000
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Freddie Mac
2041-06-15
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Freddie Mac
2041-06-15
4.500000
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Freddie Mac
2041-06-15
4.500000
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Freddie Mac
2041-06-15
4.500000
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Freddie Mac
2041-06-15
4.500000
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Freddie Mac
2041-06-15
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Freddie Mac
2041-06-15
4.500000
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Freddie Mac
2041-06-15
4.500000
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Freddie Mac
2041-06-15
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Freddie Mac
2041-06-15
4.500000
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Freddie Mac
2041-06-15
4.500000
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Freddie Mac
2041-06-15
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Freddie Mac
2041-06-15
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Freddie Mac
2041-06-15
4.500000
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Freddie Mac
2041-06-15
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Freddie Mac
2041-06-15
4.500000
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2041-06-20
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2041-07-15
4.500000
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Freddie Mac
2041-07-15
4.500000
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Freddie Mac
2041-07-15
4.500000
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2041-08-15
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2041-08-15
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2041-08-15
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Freddie Mac
2041-08-15
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Freddie Mac
2041-08-15
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Freddie Mac
2041-08-15
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Freddie Mac
2041-08-15
4.500000
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Freddie Mac
2041-08-15
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Freddie Mac
2041-08-15
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Freddie Mac
2041-08-15
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2041-08-15
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2041-08-15
4.500000
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2041-09-15
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2041-09-15
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2041-09-15
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2041-09-15
4.500000
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Freddie Mac
2041-10-15
4.500000
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2041-11-15
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Freddie Mac
2041-11-15
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Freddie Mac
2041-11-15
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2041-11-15
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2041-11-15
4.500000
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2041-12-15
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Freddie Mac
2041-12-15
3.500000
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2041-12-15
3.500000
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2041-12-15
3.500000
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2041-12-15
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2041-12-15
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2041-12-15
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2041-12-15
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2041-12-15
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2041-12-15
4.500000
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2041-12-15
5.550000
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2047-01-15
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2047-01-15
5.250000
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2051-11-15
5.550000
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2052-01-15
3.650000
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2052-07-15
4.400000
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2052-08-15
5.340000
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2052-10-15
4.000000
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2053-04-15
4.250000
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3784832.35
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2032-04-15
6.500000
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1234049.28
GNMA
2032-05-15
6.500000
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712629.83
GNMA
2032-08-15
6.500000
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1183516.00
GNMA
2033-03-15
6.000000
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GNMA
2033-05-15
5.500000
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GNMA
2033-05-15
6.000000
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1188755.63
GNMA
2033-07-15
5.500000
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GNMA
2033-07-15
5.500000
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833316.32
GNMA
2033-08-15
6.000000
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1492046.28
GNMA
2033-09-15
5.500000
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864108.96
GNMA
2033-12-15
5.500000
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1137497.23
GNMA
2033-12-15
6.000000
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GNMA
2034-03-15
6.000000
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1547037.84
GNMA
2034-03-15
6.000000
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2034-05-15
5.500000
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GNMA
2035-04-15
5.500000
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1444710.56
GNMA
2035-09-15
5.500000
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2106986.15
GNMA
2036-03-15
5.000000
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1904103.89
GNMA
2036-06-20
5.500000
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865992.17
GNMA
2036-08-15
6.000000
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2134196.53
GNMA
2036-09-15
5.500000
Government Agency Debt
2510521.00
2188973.89
GNMA
2036-09-15
5.500000
Government Agency Debt
2521373.00
2145264.04
GNMA
2036-09-15
6.000000
Government Agency Debt
2512809.00
2074466.59
GNMA
2036-10-15
6.000000
Government Agency Debt
2522193.00
2254374.49
GNMA
2036-11-15
5.500000
Government Agency Debt
2523773.00
2315422.78
GNMA
2036-11-15
6.000000
Government Agency Debt
2522971.00
1690867.02
GNMA
2037-01-15
6.000000
Government Agency Debt
2520181.00
2421419.18
GNMA
2037-01-15
6.000000
Government Agency Debt
2515541.00
2162208.22
GNMA
2037-03-15
6.000000
Government Agency Debt
2514897.00
2302577.64
GNMA
2037-04-15
6.000000
Government Agency Debt
2519308.00
2081802.32
GNMA
2037-05-15
6.000000
Government Agency Debt
2509505.00
1873201.93
GNMA
2037-06-15
6.000000
Government Agency Debt
2500364.00
2032199.71
GNMA
2037-08-15
6.000000
Government Agency Debt
2519854.00
2082418.72
GNMA
2037-10-15
6.000000
Government Agency Debt
2520849.00
2055322.53
GNMA
2037-11-15
6.000000
Government Agency Debt
2511982.00
2694357.30
GNMA
2037-11-15
6.000000
Government Agency Debt
2520982.00
2253007.63
GNMA
2038-02-15
6.000000
Government Agency Debt
2522319.00
2508490.55
GNMA
2038-04-15
6.000000
Government Agency Debt
2508994.00
1985502.44
GNMA
2038-04-15
6.000000
Government Agency Debt
2513219.00
1708078.76
GNMA
2038-05-15
6.000000
Government Agency Debt
3907611.00
1019203.49
GNMA
2038-06-15
6.000000
Government Agency Debt
2515702.00
2726775.63
GNMA
2038-07-15
5.500000
Government Agency Debt
2522640.00
2258331.27
GNMA
2038-08-15
5.000000
Government Agency Debt
2521695.00
2487484.44
GNMA
2038-08-15
6.000000
Government Agency Debt
2514027.00
2047622.03
GNMA
2038-09-15
5.500000
Government Agency Debt
2521036.00
2591498.48
GNMA
2038-10-15
5.500000
Government Agency Debt
2501590.00
2290654.87
GNMA
2038-10-15
6.000000
Government Agency Debt
2513495.00
2159898.73
GNMA
2038-11-15
5.500000
Government Agency Debt
2524611.00
2595490.00
GNMA
2038-11-15
6.000000
Government Agency Debt
3945746.00
2054357.94
GNMA
2038-11-15
6.000000
Government Agency Debt
3524447.00
1609360.64
GNMA
2038-12-15
6.000000
Government Agency Debt
2523925.00
2453864.68
GNMA
2038-12-15
6.000000
Government Agency Debt
2521281.00
2309783.76
GNMA
2039-05-15
4.500000
Government Agency Debt
1920270.00
1475016.43
GNMA
2040-02-15
5.000000
Government Agency Debt
2743867.00
1957019.09
GNMA
2040-12-15
6.000000
Government Agency Debt
1755078.00
1556787.70
GNMA
2041-05-15
5.000000
Government Agency Debt
2510558.00
2479500.48
GNMA
2041-05-20
4.500000
Government Agency Debt
2404380.00
2454422.05
GNMA
2041-07-20
4.500000
Government Agency Debt
4678099.00
4881152.15
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
658729071.00
658729071.00
0.0195
N
658729071.00
658729071.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.450000%
2284K0B38
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
Canadian Imperial Bank of Commerce
N/A
N/A
Credit / Liquidity
Fannie Mae
N/A
N/A
Credit / Liquidity
Freddie Mac
N/A
N/A
Credit / Liquidity
JPMorgan Chase Bank NA
N/A
N/A
Credit / Liquidity
UBS AG
N/A
N/A
164000000.00
163995900.00
0.0049
N
163996720.00
163996720.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.450000%
2284K0B87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
Y
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
Canadian Imperial Bank of Commerce
N/A
N/A
Credit / Liquidity
Fannie Mae
N/A
N/A
Credit / Liquidity
Freddie Mac
N/A
N/A
Credit / Liquidity
JPMorgan Chase Bank NA
N/A
N/A
Credit / Liquidity
UBS AG
N/A
N/A
6000000.00
5999475.00
0.0002
N
5999760.00
5999760.00
Danske Bank A/S
Danske Bank A/S 0.330000%
971UCL000
0001142175
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
136000000.00
136000000.00
0.0040
N
136002720.00
136002720.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.240000%
21599B009_0.2400_M120201_2M49
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2026-10-20
3.000000
Government Agency Debt
24363893.00
24495019.62
GNMA
2041-01-20
3.000000
Government Agency Debt
100000000.00
105184546.98
GNMA
2042-01-20
3.500000
Government Agency Debt
113279773.00
107946183.69
GNMA
2042-01-20
7.000000
Government Agency Debt
77810898.00
74374250.00
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
300000000.00
300000000.00
0.0089
N
300000000.00
300000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.300000%
991JCA005_0.3000_M120201_2M49
0001074042
Other Repurchase Agreement
N
ACCENTURE PLC IRELAND SHS CLAS
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
4249999.98
AFFILIATED MANAGERS GROUP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
4249967.28
ASHFORD HOSPITALITY TR INC COM SHS
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
9.05
BANK OF AMERICA CORPORATION COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
4249996.17
BOSTON SCIENTIFIC CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
4031323.91
CALPINE CORP COM NEW
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
489020.16
COMMUNITY HEALTH SYS INC NEWCOM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
18.88
COMPLETE PRODUCTION SERVICESCOM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
4249989.10
DELPHI FINL GROUP INC CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
4249975.86
EL PASO CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
4249982.90
ENTRAVISION COMMUNICATIONS CCL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
217486.00
FOREST LABS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1220133.32
GENWORTH FINL INC COM CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
4249995.75
GOODRICH CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
4249875.63
HANOVER INS GROUP INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2018777.04
HOLLYFRONTIER CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
421282.35
JOURNAL COMMUNICATIONS INC CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
660712.78
JPMORGAN CHASE & CO COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
4249969.33
MEDCO HEALTH SOLUTIONS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
4249988.05
MOTOROLA MOBILITY HLDGS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
4249968.06
PENNEY J C INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
4249986.50
POLARIS INDS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
4249991.25
RED LION HOTELS CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
64643.15
REGIONS FINANCIAL CORP NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
4249998.50
ROCKWOOD HLDGS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1262907.88
SEABOARD CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2364138.00
SOUTHERN UN CO NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
4249966.99
TEMPLE INLAND INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
4249980.30
UNITED TECHNOLOGIES CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
4249923.60
UNITEDHEALTH GROUP INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
4249994.33
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
85000000.00
85000000.00
0.0025
Repurchase agreement collateralized by common stock and ETFs.
N
85000000.00
85000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.110000%
99ETSZ007_0.1100_M120207_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2014-06-01
4.500000
Government Agency Debt
4961145.00
490129.90
Fannie Mae
2018-03-01
7.500000
Government Agency Debt
10381088.00
706432.24
Fannie Mae
2018-09-01
4.500000
Government Agency Debt
331595.00
54750.17
Fannie Mae
2019-06-01
4.500000
Government Agency Debt
2100000.00
495193.30
Fannie Mae
2021-04-25
4.500000
Government Agency Debt
8000664.00
6994837.91
Fannie Mae
2024-03-01
4.500000
Government Agency Debt
1432321.00
491132.34
Fannie Mae
2025-07-01
4.000000
Government Agency Debt
18634.00
9676.08
Fannie Mae
2026-12-01
3.500000
Government Agency Debt
465361.00
491442.93
Fannie Mae
2027-07-01
7.000000
Government Agency Debt
3130725.00
695648.12
Fannie Mae
2027-11-01
2.397000
Government Agency Debt
33454885.00
703937.49
Fannie Mae
2029-01-01
5.500000
Government Agency Debt
1428247.00
488196.41
Fannie Mae
2031-06-25
3.500000
Government Agency Debt
5980768.00
6215499.19
Fannie Mae
2031-10-25
4.000000
Government Agency Debt
45556711.00
48225848.33
Fannie Mae
2032-01-25
3.500000
Government Agency Debt
7281673.00
7550437.12
Fannie Mae
2034-01-01
5.500000
Government Agency Debt
3158551.00
697507.11
Fannie Mae
2034-08-25
6.000000
Government Agency Debt
54930000.00
15134405.70
Fannie Mae
2035-03-25
6.000000
Government Agency Debt
27918550.00
7473291.22
Fannie Mae
2036-07-25
4.500000
Government Agency Debt
17110000.00
6790833.95
Fannie Mae
2036-11-01
5.500000
Government Agency Debt
1094605.00
696436.21
Fannie Mae
2036-11-01
6.000000
Government Agency Debt
1500000.00
694677.78
Fannie Mae
2037-02-01
5.833000
Government Agency Debt
3235169.00
424823.85
Fannie Mae
2037-06-01
4.500000
Government Agency Debt
1230422.00
700822.72
Fannie Mae
2037-06-25
4.000000
Government Agency Debt
4100931.00
3957119.29
Fannie Mae
2037-06-25
4.500000
Government Agency Debt
10000000.00
8319558.54
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
2203376.00
705835.23
Fannie Mae
2037-09-01
6.000000
Government Agency Debt
1328321.00
496763.86
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
1595515.00
700082.41
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
1446452.00
487563.08
Fannie Mae
2037-12-01
7.000000
Government Agency Debt
5012594.00
705214.26
Fannie Mae
2038-01-01
6.000000
Government Agency Debt
1319100.00
487639.78
Fannie Mae
2038-04-01
5.500000
Government Agency Debt
1131810.00
492303.79
Fannie Mae
2038-08-01
6.000000
Government Agency Debt
1574651.00
693534.03
Fannie Mae
2038-08-01
6.000000
Government Agency Debt
1021271.00
382669.66
Fannie Mae
2038-08-25
4.000000
Government Agency Debt
9067178.00
9641867.83
Fannie Mae
2038-09-01
5.500000
Government Agency Debt
2188377.00
494241.26
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
1013466.00
706077.64
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
1059500.00
704922.15
Fannie Mae
2038-11-01
5.500000
Government Agency Debt
1896527.00
698690.97
Fannie Mae
2039-03-01
4.000000
Government Agency Debt
911161.00
492212.13
Fannie Mae
2039-03-01
4.500000
Government Agency Debt
982433.00
694928.96
Fannie Mae
2039-04-01
6.000000
Government Agency Debt
1127626.00
493707.91
Fannie Mae
2039-06-25
4.500000
Government Agency Debt
46396039.00
39490377.01
Fannie Mae
2039-08-01
4.000000
Government Agency Debt
766487.00
701097.87
Fannie Mae
2039-10-25
4.000000
Government Agency Debt
55119094.00
57631467.06
Fannie Mae
2040-03-25
4.000000
Government Agency Debt
12102000.00
12939804.31
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
479700.00
497183.90
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
500000.00
489460.75
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
784513.00
694492.84
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
516407.00
496883.99
Fannie Mae
2040-11-25
4.000000
Government Agency Debt
14428985.00
15358187.59
Fannie Mae
2040-12-25
4.000000
Government Agency Debt
10347048.00
10899966.65
Fannie Mae
2041-01-01
3.500000
Government Agency Debt
689895.00
700904.65
Fannie Mae
2041-01-01
3.500000
Government Agency Debt
508717.00
500581.12
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
515105.00
495277.75
Fannie Mae
2041-01-25
4.000000
Government Agency Debt
15896404.00
16811930.89
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
488638.00
498224.83
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
690847.00
694832.75
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
802859.00
702884.97
Fannie Mae
2041-04-25
4.500000
Government Agency Debt
10000000.00
11064520.00
Fannie Mae
2041-05-25
4.500000
Government Agency Debt
34636418.00
37866748.89
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
682032.00
697519.47
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
193744.00
204022.73
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
48397796.00
46042062.37
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
6000000.00
6260282.00
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
666138.00
702316.42
Fannie Mae
2041-09-01
3.500000
Government Agency Debt
474916.00
491625.24
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
478938.00
498985.45
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
660725.00
705370.29
Fannie Mae
2041-11-25
4.000000
Government Agency Debt
10532000.00
11221923.23
Fannie Mae
2041-12-01
3.000000
Government Agency Debt
688956.00
699993.68
Fannie Mae
2042-01-25
4.000000
Government Agency Debt
7735000.00
8235905.71
Freddie Mac
2042-01-01
4.000000
Government Agency Debt
5162823.00
5469630.64
GNMA
2024-12-15
3.500000
Government Agency Debt
526646.00
446385.22
GNMA
2030-09-20
0.685000
Government Agency Debt
1100000.00
7728.87
GNMA
2033-04-20
7.000000
Government Agency Debt
8496102.00
753883.23
GNMA
2033-11-15
6.000000
Government Agency Debt
1001229.00
759555.09
GNMA
2036-05-15
6.000000
Government Agency Debt
1371958.00
341977.81
GNMA
2036-09-15
7.000000
Government Agency Debt
5188233.00
755342.30
GNMA
2036-10-15
7.000000
Government Agency Debt
5392360.00
749209.60
GNMA
2037-06-15
7.000000
Government Agency Debt
7095907.00
756460.65
GNMA
2037-07-15
7.000000
Government Agency Debt
6332232.00
760539.61
GNMA
2037-10-15
7.000000
Government Agency Debt
2268804.00
760889.99
GNMA
2037-10-16
2.250000
Government Agency Debt
32537275.00
30645171.87
GNMA
2038-04-15
7.000000
Government Agency Debt
5078601.00
754186.35
GNMA
2038-10-15
7.000000
Government Agency Debt
930943.00
751057.39
GNMA
2038-10-15
7.000000
Government Agency Debt
1236402.00
303437.81
GNMA
2038-12-15
7.000000
Government Agency Debt
2532768.00
382608.21
GNMA
2039-01-15
7.000000
Government Agency Debt
3708054.00
758877.86
GNMA
2039-11-15
5.000000
Government Agency Debt
756256.00
496571.15
GNMA
2040-07-15
5.000000
Government Agency Debt
1027468.00
764524.30
GNMA
2041-04-15
5.000000
Government Agency Debt
470210.00
487748.77
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
450000000.00
450000000.00
0.0133
N
449982000.00
449982000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.130000%
99ETSZ007_0.1300_M120207_2M49
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2038-09-20
1.080900
Government Agency Debt
120193977.00
30806709.10
GNMA
2039-05-20
4.000000
Government Agency Debt
70669388.00
40497276.42
GNMA
2040-05-20
0.780900
Government Agency Debt
44310655.00
35155918.22
GNMA
2041-11-20
7.000000
Government Agency Debt
12714208.00
14546129.48
GNMA
2041-12-20
7.000000
Government Agency Debt
29566981.00
34899986.15
GNMA
2050-09-16
4.240000
Government Agency Debt
24953818.00
27904240.99
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
176000000.00
176000000.00
0.0052
N
176000000.00
176000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M120207_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-12-01
5.000000
Government Agency Debt
2500000.00
481916.17
Fannie Mae
2022-02-01
6.500000
Government Agency Debt
10219625.00
477583.67
Fannie Mae
2026-12-01
3.500000
Government Agency Debt
704280.00
708851.64
Fannie Mae
2033-07-01
5.000000
Government Agency Debt
1550000.00
487084.29
Fannie Mae
2035-03-01
6.000000
Government Agency Debt
1157201.00
487427.71
Fannie Mae
2036-06-01
5.500000
Government Agency Debt
1425000.00
487310.25
Fannie Mae
2036-08-01
6.000000
Government Agency Debt
926910.00
424903.72
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
2681157.00
462822.22
Fannie Mae
2036-09-01
5.500000
Government Agency Debt
709206.00
346116.45
Fannie Mae
2037-11-25
4.500000
Government Agency Debt
312462.00
295234.77
Fannie Mae
2038-01-01
5.500000
Government Agency Debt
490141.00
112144.15
Fannie Mae
2038-02-01
6.500000
Government Agency Debt
1835115.00
797186.62
Fannie Mae
2038-05-01
7.000000
Government Agency Debt
1438182.00
495953.17
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
542633.00
487890.04
Fannie Mae
2040-06-01
5.500000
Government Agency Debt
1884500.00
497701.40
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
622946.00
493183.87
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
542472.00
485635.24
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
493000.00
504541.11
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
464427.00
491541.64
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
2637534.00
2402132.35
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
457746.00
492250.76
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
419243.00
447764.12
Fannie Mae
2048-03-01
6.500000
Government Agency Debt
1319820.00
494018.13
Freddie Mac
2025-05-01
4.500000
Government Agency Debt
2768018.00
1699353.19
Freddie Mac
2035-02-01
5.500000
Government Agency Debt
9964357.00
3586510.67
Freddie Mac
2038-11-01
5.500000
Government Agency Debt
11702772.00
3692917.92
Freddie Mac
2039-02-01
5.500000
Government Agency Debt
8350000.00
4209490.01
Freddie Mac
2039-10-01
6.000000
Government Agency Debt
4098249.00
3508955.11
Freddie Mac
2041-06-15
4.500000
Government Agency Debt
206933.00
226586.88
Freddie Mac
2041-09-01
4.000000
Government Agency Debt
3630991.00
3816733.91
Freddie Mac
2041-12-01
4.500000
Government Agency Debt
3825348.00
4080999.27
Freddie Mac
2041-12-01
4.500000
Government Agency Debt
960078.00
1024648.37
Freddie Mac
2042-01-01
5.000000
Government Agency Debt
3171092.00
3508967.62
GNMA
2024-12-16
4.000000
Government Agency Debt
30000000.00
24967722.18
GNMA
2026-10-16
3.000000
Government Agency Debt
4174578.00
4355219.00
GNMA
2033-11-16
5.500000
Government Agency Debt
119924.00
140553.73
GNMA
2036-09-20
4.500000
Government Agency Debt
30000000.00
24010963.68
GNMA
2036-10-16
2.500000
Government Agency Debt
19575116.00
17448038.77
GNMA
2037-05-16
2.080000
Government Agency Debt
30000000.00
26321447.50
GNMA
2037-10-16
2.250000
Government Agency Debt
587866.00
553680.50
GNMA
2038-03-15
5.000000
Government Agency Debt
1007107.00
599538.08
GNMA
2038-11-15
5.000000
Government Agency Debt
157166.00
78773.86
GNMA
2038-11-15
7.000000
Government Agency Debt
946706.00
605481.47
GNMA
2038-12-16
3.000000
Government Agency Debt
2000000.00
1211753.60
GNMA
2039-10-16
4.000000
Government Agency Debt
13483005.00
14714978.63
GNMA
2039-11-16
0.949600
Government Agency Debt
3265060.00
1312337.04
GNMA
2039-11-20
4.500000
Government Agency Debt
517143.00
571654.01
GNMA
2039-12-16
0.819600
Government Agency Debt
20580495.00
10023856.48
GNMA
2040-01-20
4.000000
Government Agency Debt
1399318.00
1547409.69
GNMA
2040-06-15
5.000000
Government Agency Debt
280159.00
237005.57
GNMA
2040-09-20
4.000000
Government Agency Debt
10049197.00
10879826.78
GNMA
2040-12-20
4.000000
Government Agency Debt
6937000.00
7539099.23
GNMA
2041-01-16
4.000000
Government Agency Debt
8190666.00
7627205.15
GNMA
2041-02-16
0.739600
Government Agency Debt
1769500.00
1768047.54
GNMA
2041-02-16
4.000000
Government Agency Debt
714000.00
776165.36
GNMA
2041-02-20
4.000000
Government Agency Debt
17333333.00
18300721.12
GNMA
2041-04-20
0.830900
Government Agency Debt
21584536.00
21305072.12
GNMA
2041-05-15
5.000000
Government Agency Debt
799952.00
602347.13
GNMA
2041-06-20
4.000000
Government Agency Debt
13402000.00
14563207.36
GNMA
2041-07-20
4.500000
Government Agency Debt
13062000.00
14525845.28
GNMA
2041-07-20
7.000000
Government Agency Debt
7500000.00
8723397.30
GNMA
2041-11-20
6.500000
Government Agency Debt
11223376.00
12797275.20
GNMA
2041-11-20
7.000000
Government Agency Debt
1129310.00
1292026.17
GNMA
2042-01-20
3.500000
Government Agency Debt
76329945.00
72736076.75
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
350000000.00
350000000.00
0.0104
N
349996500.00
349996500.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M120207_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-06-01
7.000000
Government Agency Debt
2711915.00
766146.86
Fannie Mae
2031-10-25
4.000000
Government Agency Debt
24328152.00
25753522.21
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
2260000.00
766552.63
Fannie Mae
2037-12-01
7.000000
Government Agency Debt
2051805.00
312062.20
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
1701000.00
764510.61
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
1244440.00
765079.98
Fannie Mae
2039-06-25
4.500000
Government Agency Debt
1700663.00
1447533.55
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
356834.00
359696.85
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
731855.00
767001.05
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
811433.00
764941.35
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
735184.00
767330.03
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
718358.00
767190.22
Fannie Mae
2049-08-01
5.000000
Government Agency Debt
767250.00
754017.87
Freddie Mac
2035-08-15
0.989600
Government Agency Debt
4953013.00
1698242.85
Freddie Mac
2037-02-15
0.608300
Government Agency Debt
12049.00
2925.81
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
13677223.00
12627536.93
Freddie Mac
2041-06-15
4.500000
Government Agency Debt
31065.00
34015.46
GNMA
2031-06-20
7.000000
Government Agency Debt
22968607.00
491432.41
GNMA
2033-11-16
5.500000
Government Agency Debt
70416.00
82529.20
GNMA
2037-10-15
7.000000
Government Agency Debt
5638062.00
827619.78
GNMA
2039-05-20
4.000000
Government Agency Debt
1824357.00
1045452.52
GNMA
2039-11-16
0.949600
Government Agency Debt
52968.00
21289.61
GNMA
2040-06-15
5.000000
Government Agency Debt
15585.00
14499.80
GNMA
2041-03-15
5.500000
Government Agency Debt
525326.00
373205.82
GNMA
2041-11-20
7.000000
Government Agency Debt
299401.00
342540.07
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
50000000.00
50000000.00
0.0015
N
50000000.00
50000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.230000%
99ETSZ007_0.2300_M120207_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-02-01
7.000000
Government Agency Debt
6638399.00
185240.72
Fannie Mae
2017-04-01
7.500000
Government Agency Debt
3601809.00
194934.05
Fannie Mae
2019-01-01
4.500000
Government Agency Debt
486734.00
177455.60
Fannie Mae
2019-04-01
5.000000
Government Agency Debt
1000000.00
192619.05
Fannie Mae
2019-07-01
5.000000
Government Agency Debt
886374.00
194978.17
Fannie Mae
2019-09-01
5.000000
Government Agency Debt
750000.00
187756.36
Fannie Mae
2019-09-01
5.500000
Government Agency Debt
766404.00
199361.82
Fannie Mae
2021-11-01
6.500000
Government Agency Debt
222759.00
192685.78
Fannie Mae
2024-11-01
5.000000
Government Agency Debt
250000.00
192628.55
Fannie Mae
2026-02-01
6.500000
Government Agency Debt
5552894.00
193835.36
Fannie Mae
2026-08-01
7.000000
Government Agency Debt
467699.00
174137.11
Fannie Mae
2027-02-01
6.000000
Government Agency Debt
646771.00
194809.13
Fannie Mae
2027-03-01
6.500000
Government Agency Debt
7858471.00
190144.62
Fannie Mae
2027-11-01
6.000000
Government Agency Debt
635194.00
185526.07
Fannie Mae
2028-11-01
6.000000
Government Agency Debt
1139520.00
387382.27
Fannie Mae
2029-01-01
6.500000
Government Agency Debt
560000.00
188113.34
Fannie Mae
2029-03-01
6.500000
Government Agency Debt
6601003.00
173153.56
Fannie Mae
2031-06-25
3.500000
Government Agency Debt
20000000.00
20839233.33
Fannie Mae
2032-01-25
3.500000
Government Agency Debt
22106413.00
22922353.33
Fannie Mae
2032-11-25
5.500000
Government Agency Debt
20000000.00
22886626.67
Fannie Mae
2033-06-01
5.500000
Government Agency Debt
1227000.00
186798.88
Fannie Mae
2033-08-01
5.500000
Government Agency Debt
632261.00
185919.32
Fannie Mae
2033-10-01
4.500000
Government Agency Debt
484797.00
195615.01
Fannie Mae
2034-01-01
5.500000
Government Agency Debt
850000.00
195497.50
Fannie Mae
2034-02-01
2.500000
Government Agency Debt
12000000.00
2081355.20
Fannie Mae
2034-07-01
5.500000
Government Agency Debt
708000.00
188296.17
Fannie Mae
2034-11-01
6.000000
Government Agency Debt
1120928.00
189820.96
Fannie Mae
2035-08-01
4.969000
Government Agency Debt
541890.00
168605.64
Fannie Mae
2035-09-01
2.335000
Government Agency Debt
600000.00
182230.53
Fannie Mae
2035-10-01
5.500000
Government Agency Debt
323000.00
176548.73
Fannie Mae
2035-10-01
6.000000
Government Agency Debt
1025737.00
188312.89
Fannie Mae
2035-10-01
6.500000
Government Agency Debt
2670154.00
188258.77
Fannie Mae
2036-06-01
6.000000
Government Agency Debt
619470.00
194280.04
Fannie Mae
2036-06-01
6.500000
Government Agency Debt
560000.00
183250.60
Fannie Mae
2036-09-01
6.500000
Government Agency Debt
355000.00
188632.00
Fannie Mae
2036-11-01
5.500000
Government Agency Debt
653243.00
194656.80
Fannie Mae
2036-11-01
6.500000
Government Agency Debt
3433671.00
476044.88
Fannie Mae
2036-12-01
5.500000
Government Agency Debt
500000.00
179660.60
Fannie Mae
2036-12-01
6.000000
Government Agency Debt
690673.00
192427.87
Fannie Mae
2036-12-01
6.000000
Government Agency Debt
410513.00
183979.40
Fannie Mae
2036-12-01
6.000000
Government Agency Debt
507736.00
172855.83
Fannie Mae
2036-12-01
6.500000
Government Agency Debt
499620.00
195535.26
Fannie Mae
2036-12-01
6.500000
Government Agency Debt
2355844.00
187697.80
Fannie Mae
2037-02-01
5.000000
Government Agency Debt
385000.00
196491.18
Fannie Mae
2037-02-01
5.458000
Government Agency Debt
686000.00
189615.41
Fannie Mae
2037-04-01
5.500000
Government Agency Debt
210000.00
188052.97
Fannie Mae
2037-04-01
6.500000
Government Agency Debt
1704393.00
198086.83
Fannie Mae
2037-05-01
6.000000
Government Agency Debt
855044.00
172029.63
Fannie Mae
2037-05-01
6.500000
Government Agency Debt
270209.00
176666.62
Fannie Mae
2037-06-01
6.500000
Government Agency Debt
653928.00
198616.63
Fannie Mae
2037-07-01
6.000000
Government Agency Debt
632461.00
192384.02
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
415000.00
182521.26
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
387453.00
188968.30
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
256043.00
185750.76
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
936585.00
189604.60
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
3342398.00
189307.32
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
489505.00
192452.38
Fannie Mae
2037-11-01
6.500000
Government Agency Debt
1000000.00
189893.40
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
1011856.00
188903.30
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
908848.00
184459.67
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
1100302.00
180915.34
Fannie Mae
2037-12-01
6.000000
Government Agency Debt
616440.00
186394.92
Fannie Mae
2037-12-01
6.000000
Government Agency Debt
410000.00
175448.83
Fannie Mae
2037-12-01
7.000000
Government Agency Debt
1313666.00
187102.37
Fannie Mae
2038-01-01
6.500000
Government Agency Debt
682309.00
183515.01
Fannie Mae
2038-02-01
6.500000
Government Agency Debt
1384777.00
193703.22
Fannie Mae
2038-02-01
6.500000
Government Agency Debt
1528773.00
186236.43
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
3655333.00
186269.72
Fannie Mae
2038-03-01
5.000000
Government Agency Debt
341731.00
177806.82
Fannie Mae
2038-03-01
6.000000
Government Agency Debt
400000.00
178843.17
Fannie Mae
2038-03-01
6.500000
Government Agency Debt
380000.00
192823.09
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
1822466.00
656057.66
Fannie Mae
2038-06-01
6.000000
Government Agency Debt
450000.00
194917.10
Fannie Mae
2038-09-01
5.500000
Government Agency Debt
891006.00
186261.39
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
400279.00
189839.03
Fannie Mae
2038-09-01
7.000000
Government Agency Debt
1439479.00
197564.78
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
262570.00
186901.01
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
1277912.00
196549.10
Fannie Mae
2038-11-01
7.000000
Government Agency Debt
370000.00
177837.44
Fannie Mae
2038-12-01
7.000000
Government Agency Debt
402231.00
193852.51
Fannie Mae
2039-02-01
6.500000
Government Agency Debt
217302.00
181045.52
Fannie Mae
2039-06-01
5.500000
Government Agency Debt
284568.00
138371.73
Fannie Mae
2039-11-01
5.500000
Government Agency Debt
233610.00
184379.84
Fannie Mae
2040-02-01
5.500000
Government Agency Debt
211162.00
199312.47
Fannie Mae
2040-05-01
5.500000
Government Agency Debt
200000.00
194135.19
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
183911.00
189891.01
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
193460.00
188378.04
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
196923.00
181595.78
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
203025.00
180381.16
Fannie Mae
2041-01-25
4.000000
Government Agency Debt
6698001.00
7083761.20
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
190000.00
196265.79
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
195299.00
194364.92
Fannie Mae
2041-06-25
3.500000
Government Agency Debt
14199778.00
13634206.08
Fannie Mae
2042-01-01
3.500000
Government Agency Debt
1106448.00
1152527.87
Fannie Mae
2042-01-25
4.000000
Government Agency Debt
19253000.00
20090742.95
Freddie Mac
2041-06-15
4.500000
Government Agency Debt
5682517.00
6222225.42
Freddie Mac
2041-09-01
4.000000
Government Agency Debt
610909.00
642159.98
GNMA
2019-10-15
5.000000
Government Agency Debt
1668583.00
725158.69
GNMA
2024-10-15
5.500000
Government Agency Debt
1155518.00
725243.81
GNMA
2026-10-15
3.000000
Government Agency Debt
699206.00
734373.51
GNMA
2026-10-16
3.000000
Government Agency Debt
4174396.00
4355029.13
GNMA
2033-01-20
7.000000
Government Agency Debt
19595227.00
725634.18
GNMA
2036-10-15
7.000000
Government Agency Debt
4654281.00
724747.74
GNMA
2036-11-15
7.000000
Government Agency Debt
3960740.00
734558.00
GNMA
2037-01-15
7.000000
Government Agency Debt
5216367.00
718701.33
GNMA
2037-03-15
7.000000
Government Agency Debt
3667051.00
744460.65
GNMA
2037-05-15
7.000000
Government Agency Debt
1232782.00
423203.92
GNMA
2037-10-16
2.250000
Government Agency Debt
18743566.00
17653592.74
GNMA
2038-04-15
7.000000
Government Agency Debt
2496568.00
734573.57
GNMA
2038-12-15
7.000000
Government Agency Debt
2383950.00
360127.28
GNMA
2039-08-15
5.000000
Government Agency Debt
1156073.00
734364.08
GNMA
2039-08-16
5.000000
Government Agency Debt
26810324.00
22121564.30
GNMA
2040-08-15
4.500000
Government Agency Debt
746870.00
733269.78
GNMA
2040-08-15
5.000000
Government Agency Debt
746903.00
738834.20
GNMA
2040-08-15
5.000000
Government Agency Debt
709207.00
718781.34
GNMA
2041-06-20
4.000000
Government Agency Debt
18239496.00
19792032.31
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
200000000.00
200000000.00
0.0059
N
200000000.00
200000000.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.100000%
25600T6R3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
N
65000000.00
65000000.00
0.0019
N
65000000.00
65000000.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.110000%
30601VB26
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 MONTREAL
N/A
N/A
21000000.00
20999935.83
0.0006
N
20999790.00
20999790.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.180000%
30601VBA8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
17000000.00
16999235.00
0.0005
N
16999150.00
16999150.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.180000%
30601VBN0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
28000000.00
27997060.00
0.0008
N
27997200.00
27997200.00
Fannie Mae
Fannie Mae 0.030000%
313588TL9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
67000000.00
66998771.68
0.0020
N
66999598.00
66999598.00
Fannie Mae
Fannie Mae 0.015000%
313588TS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
N
95395000.00
95393887.06
0.0028
N
95394236.84
95394236.84
Fannie Mae
Fannie Mae 0.020000%
313588TS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
N
20000000.00
19999688.89
0.0006
N
19999840.00
19999840.00
Fannie Mae
Fannie Mae 0.020000%
313588UA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-08
2012-03-08
N
N
N
116900000.00
116897662.00
0.0035
N
116897662.00
116897662.00
Fannie Mae
Fannie Mae 0.020000%
313588VB8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
58000000.00
57998034.44
0.0017
N
57998028.00
57998028.00
Fannie Mae
Fannie Mae 0.050000%
313588VB8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
2500000.00
2499788.19
0.0001
N
2499915.00
2499915.00
Fannie Mae
Fannie Mae 0.050000%
313588VL6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-11
2012-04-11
N
N
N
3000000.00
2999708.33
0.0001
N
2999883.00
2999883.00
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
127000000.00
126999259.16
0.0038
N
126999746.00
126999746.00
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
46800000.00
46799649.00
0.0014
N
46799859.60
46799859.60
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384TE9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
100000000.00
99998666.66
0.0030
N
99999600.00
99999600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384TS8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
N
25000000.00
24999611.11
0.0007
N
24999800.00
24999800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384TU3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
N
27000000.00
26999550.00
0.0008
N
26999541.00
26999541.00
Federal Home Loan Bank
Federal Home Loan Bank 0.015000%
313384TZ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
N
N
N
235000000.00
234996572.91
0.0070
N
234995535.00
234995535.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384TZ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
N
N
N
119000000.00
118990693.58
0.0035
N
118997739.00
118997739.00
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384UG2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-14
2012-03-14
N
N
N
182400000.00
182395743.95
0.0054
N
182395804.80
182395804.80
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384UJ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-16
2012-03-16
N
N
N
220000000.00
219994622.12
0.0065
N
219994720.00
219994720.00
Federal Home Loan Bank
Federal Home Loan Bank 0.025000%
313384UP2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-21
2012-03-21
N
N
N
118000000.00
117995984.72
0.0035
N
117996814.00
117996814.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384VB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
1000000.00
999915.27
0.0000
N
999966.00
999966.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384VL0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-11
2012-04-11
N
N
N
41000000.00
40996013.89
0.0012
N
40998401.00
40998401.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384VN6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-13
2012-04-13
N
N
N
120000000.00
119988000.00
0.0036
N
119995200.00
119995200.00
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
60000000.00
59999750.00
0.0018
N
59999940.00
59999940.00
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
24999878.47
0.0007
N
24999975.00
24999975.00
Freddie Mac
Freddie Mac 0.035000%
313396TJ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
3000000.00
2999941.67
0.0001
N
2999982.00
2999982.00
Freddie Mac
Freddie Mac 0.020000%
313396TX1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
N
N
N
270000000.00
269995049.99
0.0080
N
269995140.00
269995140.00
Freddie Mac
Freddie Mac 0.015000%
313396TX1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
N
N
N
73870000.00
73868984.29
0.0022
N
73868670.34
73868670.34
Freddie Mac
Freddie Mac 0.020000%
313396TY9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
N
193700000.00
193696341.20
0.0057
N
193696319.70
193696319.70
Freddie Mac
Freddie Mac 0.015000%
313396TZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
N
N
N
44100000.00
44099356.88
0.0013
N
44099162.10
44099162.10
Freddie Mac
Freddie Mac 0.020000%
313396UE1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-12
2012-03-12
N
N
N
45000000.00
44999000.00
0.0013
N
44999010.00
44999010.00
Freddie Mac
Freddie Mac 0.010000%
313396UH4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
N
225000000.00
224997312.51
0.0067
N
224994600.00
224994600.00
Freddie Mac
Freddie Mac 0.020000%
313396UM3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-19
2012-03-19
N
N
N
145000000.00
144996213.88
0.0043
N
144996230.00
144996230.00
Freddie Mac
Freddie Mac 0.020000%
313396UN1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-20
2012-03-20
N
N
N
30000000.00
29999200.00
0.0009
N
29999190.00
29999190.00
Freddie Mac
Freddie Mac 0.481500%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-10
2013-02-08
N
N
N
220000000.00
220000000.00
0.0065
N
220567820.00
220567820.00
General Electric Capital Corp
General Electric Capital Corp 0.200000%
36959HBA4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
18000000.00
17999100.00
0.0005
N
17999820.00
17999820.00
General Electric Capital Corp
General Electric Capital Corp 0.280000%
36959HD38
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-03
2012-04-03
N
N
N
177000000.00
176914646.67
0.0052
N
176973450.00
176973450.00
General Electric Capital Corp
General Electric Capital Corp 0.280000%
36959HD95
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
N
10000000.00
9994711.11
0.0003
N
9998300.00
9998300.00
General Electric Capital Corp
General Electric Capital Corp 0.280000%
36959HDC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-12
2012-04-12
N
N
N
2000000.00
1998895.56
0.0001
N
1999640.00
1999640.00
General Electric Capital Corp
General Electric Capital Corp 0.210000%
36959HDS3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-26
2012-04-26
N
N
N
103000000.00
102948929.16
0.0030
N
102974250.00
102974250.00
General Electric Capital Corp
General Electric Capital Corp 0.210000%
36959HDT1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
N
185000000.00
184907191.68
0.0055
N
184951900.00
184951900.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959HE37
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
N
6000000.00
5996626.67
0.0002
N
5998200.00
5998200.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959HE86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
95000000.00
94943686.11
0.0028
N
94967700.00
94967700.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HFB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-11
2012-06-11
N
N
N
98000000.00
97885884.45
0.0029
N
97924540.00
97924540.00
General Electric Capital Corp
General Electric Capital Corp 0.300000%
36959HFN2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
N
150000000.00
149822500.02
0.0044
N
149853000.00
149853000.00
General Electric Co
General Electric Co 0.090000%
36960LBF1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
125000000.00
124995625.00
0.0037
N
124997500.00
124997500.00
General Electric Co
General Electric Co 0.080000%
36960LBG9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
N
206000000.00
205993133.32
0.0061
N
205995880.00
205995880.00
General Electric Co
General Electric Co 0.130000%
36960LCU7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-28
2012-03-28
N
N
N
75000000.00
74984833.34
0.0022
N
74991000.00
74991000.00
General Electric Co
General Electric Co 0.140000%
36960LCU7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-28
2012-03-28
N
N
N
75000000.00
74983666.67
0.0022
N
74991000.00
74991000.00
GFRE Holdings LLC
GFRE Holdings LLC 0.270000%
36169XAA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
4970000.00
4970000.00
0.0001
N
4970000.00
4970000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.220000%
38399H002_0.2200_M120201_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-10-01
4.000000
Government Agency Debt
136329230.00
141750000.40
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
135000000.00
135000000.00
0.0040
N
135000000.00
135000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.140000%
38399J008_0.1400_M120201_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2034-04-01
5.500000
Government Agency Debt
462463105.00
91989709.40
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
82758209.00
76010290.94
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
160000000.00
160000000.00
0.0047
N
160000000.00
160000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.140000%
992JYE002_0.1400_M120202_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
49907627.00
52500000.11
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
N
50000000.00
50000000.00
0.0015
N
50000000.00
50000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.140000%
992JYE002_0.1400_M120203_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-10-01
3.500000
Government Agency Debt
28073402.00
26991043.04
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
230534363.00
95849389.00
Freddie Mac
2026-06-01
4.000000
Government Agency Debt
100000331.00
98709568.30
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
N
211000000.00
211000000.00
0.0062
N
211000000.00
211000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.690000%
992JYE002_0.6900_M120229_2M49
0000769993
Other Repurchase Agreement
N
AGL RES INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
999979.35
AT&T INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
999995.22
CENTERPOINT ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
999988.50
CMS ENERGY CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
999986.68
CONOCOPHILLIPS COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
999944.72
CYTEC INDS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
999956.44
DIAMOND OFFSHORE DRILLING INCOM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
999985.80
EOG RES INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
999918.45
FREEPORT-MCMORAN COPPER & GOCOM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
999955.10
HIGHER ONE HLDGS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
999988.11
ISHARES INC MSCI MEX
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
639.98
JUNIPER NETWORKS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
999982.35
MOLYCORP INC DEL COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
999978.96
NCR CORP NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
999987.46
OCCIDENTAL PETE CORP DEL COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
999985.56
PROGRESS ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
999964.76
ROCK-TENN CO CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
999962.18
SANDRIDGE ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
999998.88
TARGET CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
999956.44
UNION PAC CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
999890.08
WALTER ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
999976.04
WESTERN DIGITAL CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
999988.14
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
N
20000000.00
20000000.00
0.0006
Repurchase agreement collateralized by common stock and ETFs.
Y
20000000.00
20000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.700000%
992JYE002_0.7000_M120514_2M49
0000769993
Other Repurchase Agreement
N
AGL RES INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1049988.65
AMERIPRISE FINL INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
705587.04
AT&T INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1049990.58
CENTERPOINT ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1049983.34
CONOCOPHILLIPS COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
101362.00
CYTEC INDS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1049984.46
DIAMOND OFFSHORE DRILLING INCOM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1049982.00
EOG RES INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1049940.70
EQUIFAX INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
406907.50
HIGHER ONE HLDGS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1049990.04
INTERNATIONAL GAME TECHNOLOGCOM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
649651.68
INVESCO LTD SHS
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
562690.15
KEYCORP NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
823676.95
LIN TV CORP CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
629401.50
MOLYCORP INC DEL COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1049988.80
MOTOROLA SOLUTIONS INC COM NEW
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
88289.16
NCR CORP NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1049992.32
NEWMONT MINING CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
662584.06
OCCIDENTAL PETE CORP DEL COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1049994.80
PROGRESS ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1049946.84
PUBLIC SVC ENTERPRISE GROUP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
620543.61
REALD INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
379787.10
ROCK-TENN CO CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1049966.47
SANDRIDGE ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1049995.64
TARGET CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1049984.46
WALTER ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1049995.80
XEROX CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
669796.77
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
N
21000000.00
21000000.00
0.0006
Repurchase agreement collateralized by common stock and ETFs.
Y
21000000.00
21000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.730000%
992JYE002_0.7300_M120202_2M49
0000769993
Other Repurchase Agreement
N
ALERE INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1602965.72
AMETEK INC NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1713793.46
AT&T INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2199971.88
CENTERPOINT ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2199993.04
CENTRAL VT PUB SVC CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1674824.44
CENTURYLINK INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
824763.73
CHESAPEAKE ENERGY CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1754113.68
CHIMERA INVT CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1657085.79
COCA COLA ENTERPRISES INC NECOM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1919493.24
FOOT LOCKER INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1296830.99
GOLDEN STAR RES LTD CDA COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1673655.76
HEWLETT PACKARD CO COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2199982.92
HOLLYFRONTIER CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2199970.23
INTERPUBLIC GROUP COS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1657464.05
ITC HLDGS CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1899259.74
JOHNSON & JOHNSON
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2199970.80
JOHNSON CTLS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1749471.78
LOEWS CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1491157.92
NCR CORP NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2199994.36
OCCIDENTAL PETE CORP DEL COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2199908.46
PROGRESS ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2199965.56
PROVIDENT FINL SVCS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1700397.60
ST JUDE MED INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1866903.99
UNDER ARMOUR INC CL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1918100.46
WALTER ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2199961.26
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
N
44000000.00
44000000.00
0.0013
Repurchase agreement collateralized by common stock and ETFs.
N
44000000.00
44000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.750000%
992JYE002_0.7500_M120417_2M49
0000769993
Other Repurchase Agreement
N
ALLERGAN INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
407277.50
AMERICAN INTL GROUP INC COM NEW
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1073116.80
AT&T INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3999980.88
CENTERPOINT ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3999990.68
CENTURYLINK INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3999969.15
CHEVRON CORP NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1808744.31
CONSOLIDATED EDISON INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3999951.68
CVR ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1378578.60
ENTRAVISION COMMUNICATIONS CCL A
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
23598.60
FOOT LOCKER INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3999985.08
FORTEGRA FINL CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
94545.36
FRANKLIN RES INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1262382.42
GRACE W R & CO DEL NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1489401.08
GRAY TELEVISION INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
81320.00
GREAT PLAINS ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
599.43
HECKMANN CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1569000.00
HEWLETT PACKARD CO COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3999999.36
HOLLYFRONTIER CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3999983.94
JOHNSON & JOHNSON
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3999964.83
KIMBERLY CLARK CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3436733.16
LEGG MASON INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1238550.82
LOEWS CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
84865.68
MERCK & CO INC NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3200647.00
MOODYS CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1370775.90
MOSAIC CO NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1459115.28
NCR CORP NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3999986.42
NISOURCE INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
2093.92
OCCIDENTAL PETE CORP DEL COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3999942.24
OVERSEAS SHIPHOLDING GROUP ICOM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1184035.88
PINNACLE WEST CAP CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1136938.04
PINNACLE WEST CAP CORP COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
232048.43
PPG INDS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1509537.84
PROGRESS ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3999966.76
REPUBLIC SVCS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1218207.42
STREAM GLOBAL SVCS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
21923.20
SUPERIOR ENERGY SVCS INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1418518.97
TITAN INTL INC ILL COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1042598.34
TJX COS INC NEW COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1526595.85
UR ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
137259.40
USANA HEALTH SCIENCES INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1177890.96
WAL MART STORES INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1512516.20
WALTER ENERGY INC COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
3999974.02
WASHINGTON POST CO CL B
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1514220.48
WESTERN UN CO COM
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1192599.66
XL GROUP PLC SHS
2012-01-31
N/A
Other Instrument
common stock or ETF
0.00
1194088.45
First Tier Security
N/A
N/A
2012-04-17
2012-04-17
N
N
N
80000000.00
80000000.00
0.0024
Repurchase agreement collateralized by common stock and ETFs.
Y
80000000.00
80000000.00
Govco, LLC
Govco, LLC 0.350000%
38362VB36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999980.55
0.0000
N
999980.00
999980.00
Govco, LLC
Govco, LLC 0.350000%
38362VB69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
20000000.00
19999027.78
0.0006
N
19999400.00
19999400.00
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
50000000.00
49993388.89
0.0015
N
49996000.00
49996000.00
Govco, LLC
Govco, LLC 0.410000%
38362VBQ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
80000000.00
79979044.45
0.0024
N
79989600.00
79989600.00
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
43000000.00
42986455.00
0.0013
N
42993550.00
42993550.00
Govco, LLC
Govco, LLC 0.450000%
38362VC68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
27000000.00
26988525.00
0.0008
N
26994870.00
26994870.00
Govco, LLC
Govco, LLC 0.270000%
38362VCP6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-23
2012-03-23
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
17000000.00
16993497.50
0.0005
N
16994390.00
16994390.00
Govco, LLC
Govco, LLC 0.340000%
38362VCT8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-27
2012-03-27
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
73000000.00
72962080.56
0.0022
N
72972990.00
72972990.00
Govco, LLC
Govco, LLC 0.350000%
38362VCU5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-28
2012-03-28
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
8000000.00
7995644.45
0.0002
N
7997040.00
7997040.00
Govco, LLC
Govco, LLC 0.290000%
38362VD91
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
7000000.00
6996165.55
0.0002
N
6996500.00
6996500.00
Govco, LLC
Govco, LLC 0.280000%
38362VDG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-16
2012-04-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
72000000.00
71958000.00
0.0021
N
71958240.00
71958240.00
Govco, LLC
Govco, LLC 0.270000%
38362VDG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-16
2012-04-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
34000000.00
33980875.00
0.0010
N
33980280.00
33980280.00
Govco, LLC
Govco, LLC 0.300000%
38362VDH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-17
2012-04-17
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
125000000.00
124920833.32
0.0037
N
124925000.00
124925000.00
Govco, LLC
Govco, LLC 0.300000%
38362VDJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-18
2012-04-18
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
73000000.00
72953158.32
0.0022
N
72955470.00
72955470.00
Govco, LLC
Govco, LLC 0.300000%
38362VDK6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
31000000.00
30979850.00
0.0009
N
30980780.00
30980780.00
Govco, LLC
Govco, LLC 0.300000%
38362VDP5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-23
2012-04-23
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
30000000.00
29979500.00
0.0009
N
29979600.00
29979600.00
Govco, LLC
Govco, LLC 0.510000%
38362VDQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
23000000.00
22972955.83
0.0007
N
22984130.00
22984130.00
Govco, LLC
Govco, LLC 0.500000%
38362VDQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
4000000.00
3995388.89
0.0001
N
3997240.00
3997240.00
Govco, LLC
Govco, LLC 0.500000%
38362VDS9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-26
2012-04-26
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
35000000.00
34958680.56
0.0010
N
34974800.00
34974800.00
Govco, LLC
Govco, LLC 0.300000%
38362VDT7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
100000000.00
99928333.34
0.0030
N
99927000.00
99927000.00
Govco, LLC
Govco, LLC 0.300000%
38362VDW0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-30
2012-04-30
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
33000000.00
32975525.00
0.0010
N
32974260.00
32974260.00
Govco, LLC
Govco, LLC 0.290000%
38362VDW0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-30
2012-04-30
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
5000000.00
4996415.28
0.0001
N
4996100.00
4996100.00
Govco, LLC
Govco, LLC 0.600000%
38362VFE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
4000000.00
3991066.67
0.0001
N
3993920.00
3993920.00
Govco, LLC
Govco, LLC 0.620000%
38362VFK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
2000000.00
1995212.22
0.0001
N
1996740.00
1996740.00
Govco, LLC
Govco, LLC 0.620000%
38362VFM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-21
2012-06-21
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
5000000.00
4987858.33
0.0001
N
4991600.00
4991600.00
Grampian Funding, LLC
Grampian Funding, LLC 0.430000%
38501BB24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
45000000.00
44999462.50
0.0013
N
45000000.00
45000000.00
Grampian Funding, LLC
Grampian Funding, LLC 0.280000%
38501BB99
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
33000000.00
32997946.67
0.0010
N
32999340.00
32999340.00
Grampian Funding, LLC
Grampian Funding, LLC 0.260000%
38501BBF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
93000000.00
92990596.67
0.0028
N
92997210.00
92997210.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501BBF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
50000000.00
49994750.00
0.0015
N
49998500.00
49998500.00
Houston Combined Utility System
First Lien Refunding RB Series 2008D1 0.130000%
442435SG9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
JPMorgan Chase Bank NA
N/A
N/A
Y
JPMorgan Chase Bank NA
N/A
N/A
N
44000000.00
44000000.00
0.0013
N
44000000.00
44000000.00
HSBC USA, Inc
HSBC USA, Inc 0.270000%
40427RC58
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
N
N
N
17000000.00
16995792.50
0.0005
N
16995920.00
16995920.00
HSBC USA, Inc
HSBC USA, Inc 0.270000%
40427RCF6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
N
147000000.00
146952592.50
0.0044
N
146950020.00
146950020.00
HSBC USA, Inc
HSBC USA, Inc 0.240000%
40427RE80
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
4000000.00
3997413.33
0.0001
N
3994640.00
3994640.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.180000%
4662J0DP4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-23
2012-04-23
N
N
N
107000000.00
106956130.00
0.0032
N
106986090.00
106986090.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.180000%
4662J0DR0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-25
2012-04-25
N
N
N
107000000.00
106955060.00
0.0032
N
106986090.00
106986090.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.324700%
46636JAC7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-13
2012-03-13
N
N
N
33000000.00
33000000.00
0.0010
N
32998680.00
32998680.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.240000%
46899T004_0.2400_M120201_2M49
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-02-25
2.000000
Government Agency Debt
120357355.00
80730945.60
Fannie Mae
2031-12-25
5.000000
Government Agency Debt
105000000.00
108526705.00
Freddie Mac
2023-09-15
2.000000
Government Agency Debt
91947119.00
66023228.44
Freddie Mac
2025-02-15
2.000000
Government Agency Debt
135000000.00
88079583.12
GNMA
2041-05-20
0.930900
Government Agency Debt
73536077.00
68639537.94
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
400000000.00
400000000.00
0.0118
N
400000000.00
400000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.398900%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2012-02-21
2013-02-21
N
N
N
250000000.00
250000000.00
0.0074
N
249804750.00
249804750.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.594900%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2012-04-18
2013-02-15
N
N
N
110000000.00
110000000.00
0.0033
N
109916070.00
109916070.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.230000%
4820P2B20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
90000000.00
89999424.99
0.0027
N
89999100.00
89999100.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.230000%
4820P2B61
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
40000000.00
39998722.22
0.0012
N
39998800.00
39998800.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2B79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
30000000.00
29998900.00
0.0009
N
29998800.00
29998800.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.180000%
4820P2B87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
35000000.00
34998775.00
0.0010
N
34998600.00
34998600.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2BG9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
37000000.00
36996608.33
0.0011
N
36997040.00
36997040.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2BM6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
27400000.00
27396651.11
0.0008
N
27396986.00
27396986.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2C52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
47000000.00
46990521.67
0.0014
N
46991070.00
46991070.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2C78
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
100000000.00
99978611.12
0.0030
N
99980000.00
99980000.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2CF0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
3000000.00
2999211.67
0.0001
N
2999190.00
2999190.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.250000%
4820P2D44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-04
2012-04-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
58000000.00
57974625.00
0.0017
N
57974480.00
57974480.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.210000%
4820P2DB8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-11
2012-04-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
54000000.00
53977950.01
0.0016
N
53971920.00
53971920.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.250000%
4820P2E76
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
62000000.00
61958666.66
0.0018
N
61946060.00
61946060.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.220000%
53944A6T7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
37000000.00
37000000.00
0.0011
N
37000000.00
37000000.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.220000%
53944A6W0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
11000000.00
11000000.00
0.0003
N
11000110.00
11000110.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.210000%
53944A7G4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
N
7000000.00
7000000.00
0.0002
N
7000070.00
7000070.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274LBH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
49000000.00
48995644.44
0.0015
N
48995604.70
48995604.70
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.200000%
56274LC69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
3000000.00
2999433.33
0.0001
N
2999416.80
2999416.80
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
2000000.00
1999987.22
0.0001
N
1999980.00
1999980.00
Market Street Funding Corp
Market Street Funding Corp 0.260000%
5705X4BD5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
7000000.00
6999393.33
0.0002
N
6999720.00
6999720.00
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
40000000.00
39996677.78
0.0012
N
39998400.00
39998400.00
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
16654000.00
16652297.59
0.0005
N
16653167.30
16653167.30
Market Street Funding Corp
Market Street Funding Corp 0.240000%
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
16639000.00
16636781.47
0.0005
N
16638001.66
16638001.66
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
10008000.00
10006721.20
0.0003
N
10007399.52
10007399.52
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4BQ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
5000000.00
4999265.28
0.0001
N
4999650.00
4999650.00
Market Street Funding Corp
Market Street Funding Corp 0.260000%
5705X4CD4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-13
2012-03-13
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
15000000.00
14995558.33
0.0004
N
14997750.00
14997750.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4CE2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-14
2012-03-14
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
12973000.00
12969518.91
0.0004
N
12971054.05
12971054.05
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4CF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
45027000.00
45014630.06
0.0013
N
45019795.68
45019795.68
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4CG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-16
2012-03-16
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
6083000.00
6081290.00
0.0002
N
6082026.72
6082026.72
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4CK8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-19
2012-03-19
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
21000000.00
20993694.16
0.0006
N
20996430.00
20996430.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4CM4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-21
2012-03-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
3000000.00
2999060.83
0.0001
N
2999460.00
2999460.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4CN2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-22
2012-03-22
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
11935000.00
11931187.43
0.0004
N
11932851.70
11932851.70
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4CU6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-28
2012-03-28
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
5000000.00
4998288.89
0.0001
N
4998950.00
4998950.00
Market Street Funding Corp
Market Street Funding Corp 0.240000%
5705X4DK7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
3000000.00
2998440.00
0.0001
N
2999070.00
2999070.00
Market Street Funding Corp
Market Street Funding Corp 0.240000%
5705X4DQ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
48041000.00
48014417.31
0.0014
N
48024666.06
48024666.06
Market Street Funding Corp
Market Street Funding Corp 0.240000%
5705X4DR2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-25
2012-04-25
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
10000000.00
9994400.00
0.0003
N
9996500.00
9996500.00
Market Street Funding Corp
Market Street Funding Corp 0.240000%
5705X4DT8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
20000000.00
19988533.34
0.0006
N
19992800.00
19992800.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4E34
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
9432000.00
9425973.99
0.0003
N
9428321.52
9428321.52
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4E75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
12000000.00
11991999.99
0.0004
N
11994960.00
11994960.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4E83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
3000000.00
2997979.17
0.0001
N
2998740.00
2998740.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4EA8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
42000000.00
41973435.00
0.0012
N
41981520.00
41981520.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.220000%
06399U000_0.2200_M120201_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-04-25
6.000000
Government Agency Debt
12500000.00
7192876.93
Fannie Mae
2019-12-25
1.500000
Government Agency Debt
15000000.00
8959949.31
Fannie Mae
2022-09-25
5.000000
Government Agency Debt
100000000.00
11164277.51
Fannie Mae
2022-12-25
4.500000
Government Agency Debt
100000000.00
8723506.84
Fannie Mae
2023-03-25
4.500000
Government Agency Debt
100000000.00
11047547.25
Fannie Mae
2025-10-25
3.500000
Government Agency Debt
8566414.00
7168845.95
Fannie Mae
2031-03-25
5.500000
Government Agency Debt
2856238.00
2930386.89
Fannie Mae
2031-10-25
0.644000
Government Agency Debt
42784500.00
9226788.20
Fannie Mae
2031-11-25
5.500000
Government Agency Debt
15000000.00
9527508.62
Fannie Mae
2033-04-25
3.500000
Government Agency Debt
82000000.00
7548514.61
Fannie Mae
2033-08-25
3.500000
Government Agency Debt
100000000.00
6795911.43
Fannie Mae
2036-02-25
6.000000
Government Agency Debt
7455587.00
8865386.31
Fannie Mae
2036-03-25
5.500000
Government Agency Debt
8433000.00
9952604.11
Fannie Mae
2036-03-25
6.000000
Government Agency Debt
10000000.00
10635310.00
Fannie Mae
2037-03-25
5.700000
Government Agency Debt
32000000.00
9130831.26
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
8428554.00
9937686.59
Fannie Mae
2038-02-25
3.500000
Government Agency Debt
12000000.00
10742885.80
Fannie Mae
2038-04-25
4.000000
Government Agency Debt
14243730.00
9892128.40
Fannie Mae
2038-06-25
3.000000
Government Agency Debt
11900243.00
10228497.30
Fannie Mae
2039-01-25
4.000000
Government Agency Debt
17300000.00
7539683.70
Fannie Mae
2039-02-25
4.000000
Government Agency Debt
50000000.00
7453389.66
Fannie Mae
2039-04-25
6.000000
Government Agency Debt
50000000.00
10278503.23
Fannie Mae
2040-06-25
3.000000
Government Agency Debt
12000000.00
7634415.48
Fannie Mae
2040-11-25
4.000000
Government Agency Debt
3997454.00
4250154.39
Fannie Mae
2041-02-25
0.973600
Government Agency Debt
8100000.00
6301901.84
Fannie Mae
2041-12-25
0.793600
Government Agency Debt
8000000.00
7879307.90
Fannie Mae
2041-12-25
3.500000
Government Agency Debt
10000000.00
10330046.67
Fannie Mae
2042-01-25
3.500000
Government Agency Debt
7588000.00
7739294.60
Freddie Mac
2021-06-15
5.500000
Government Agency Debt
21000000.00
10650254.90
Freddie Mac
2022-10-15
4.000000
Government Agency Debt
100000000.00
7299531.03
Freddie Mac
2023-04-15
4.500000
Government Agency Debt
16794000.00
7597608.54
Freddie Mac
2023-07-15
4.000000
Government Agency Debt
10000000.00
6219050.75
Freddie Mac
2023-08-15
5.500000
Government Agency Debt
83927365.00
8395039.44
Freddie Mac
2025-08-15
4.000000
Government Agency Debt
6179000.00
6693218.44
Freddie Mac
2026-06-15
3.500000
Government Agency Debt
15735000.00
9007783.22
Freddie Mac
2027-05-15
5.500000
Government Agency Debt
8000000.00
9180770.67
Freddie Mac
2027-09-15
4.000000
Government Agency Debt
11366336.00
7600130.01
Freddie Mac
2028-06-15
3.000000
Government Agency Debt
10000000.00
8145934.99
Freddie Mac
2028-06-15
3.500000
Government Agency Debt
6772443.00
6223704.72
Freddie Mac
2029-01-15
3.500000
Government Agency Debt
10845000.00
9847688.50
Freddie Mac
2029-04-15
4.000000
Government Agency Debt
20000000.00
9001865.68
Freddie Mac
2029-11-15
3.000000
Government Agency Debt
8000000.00
8152283.60
Freddie Mac
2032-03-15
4.500000
Government Agency Debt
10000000.00
10323600.00
Freddie Mac
2032-05-15
5.500000
Government Agency Debt
10000000.00
10506583.33
Freddie Mac
2032-11-15
5.000000
Government Agency Debt
75000000.00
9810497.57
Freddie Mac
2033-01-15
0.728000
Government Agency Debt
50000000.00
10599607.52
Freddie Mac
2033-02-15
5.500000
Government Agency Debt
10000000.00
11104943.33
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
9100000.00
10325020.77
Freddie Mac
2034-01-15
5.000000
Government Agency Debt
5900000.00
6762424.63
Freddie Mac
2034-05-15
6.000000
Government Agency Debt
28700000.00
8373758.40
Freddie Mac
2034-09-15
4.000000
Government Agency Debt
18850000.00
8606127.12
Freddie Mac
2034-11-15
0.578300
Government Agency Debt
10000000.00
9085244.15
Freddie Mac
2035-06-15
6.000000
Government Agency Debt
6100000.00
6799663.90
Freddie Mac
2035-08-15
6.000000
Government Agency Debt
55020000.00
6598448.34
Freddie Mac
2036-03-15
6.000000
Government Agency Debt
55000000.00
8490516.57
Freddie Mac
2036-08-15
4.000000
Government Agency Debt
21150000.00
7698085.39
Freddie Mac
2037-03-15
5.500000
Government Agency Debt
6106500.00
7059525.17
Freddie Mac
2037-06-15
6.000000
Government Agency Debt
6000000.00
6741816.00
Freddie Mac
2037-07-15
6.000000
Government Agency Debt
6000000.00
7084440.00
Freddie Mac
2038-01-15
6.000000
Government Agency Debt
5500000.00
6233320.50
Freddie Mac
2038-03-15
4.500000
Government Agency Debt
15000000.00
8015956.50
Freddie Mac
2039-05-15
4.500000
Government Agency Debt
14000000.00
7302633.28
Freddie Mac
2040-03-15
2.750000
Government Agency Debt
10200000.00
9720011.03
Freddie Mac
2040-10-15
4.000000
Government Agency Debt
6000000.00
6515957.56
Freddie Mac
2041-04-15
0.828000
Government Agency Debt
9682399.00
7663937.83
Freddie Mac
2041-11-15
3.500000
Government Agency Debt
10000000.00
10304406.67
GNMA
2032-02-16
5.000000
Government Agency Debt
20000000.00
7104501.63
GNMA
2036-07-20
6.000000
Government Agency Debt
6500000.00
7623785.00
GNMA
2037-10-20
0.780900
Government Agency Debt
50000000.00
10015644.43
GNMA
2037-10-20
0.800900
Government Agency Debt
50000000.00
10339711.77
GNMA
2037-11-20
0.750900
Government Agency Debt
50000000.00
9909610.38
GNMA
2039-03-20
0.930900
Government Agency Debt
15000000.00
7800705.40
GNMA
2039-10-20
3.000000
Government Agency Debt
10845000.00
10386511.31
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
600000000.00
600000000.00
0.0178
N
600000000.00
600000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.140000%
06399V008_0.1400_M120207_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-07-25
2.000000
Government Agency Debt
17943555.00
14456557.20
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
14269833.00
13575257.46
Freddie Mac
2024-11-15
3.500000
Government Agency Debt
25000000.00
19700937.88
Freddie Mac
2033-11-15
0.718000
Government Agency Debt
92000000.00
19277938.69
Freddie Mac
2034-03-15
0.678000
Government Agency Debt
61513454.00
19937187.95
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
17175000.00
20114484.07
Freddie Mac
2037-05-15
0.708000
Government Agency Debt
75000000.00
19177799.41
Freddie Mac
2037-05-15
0.708000
Government Agency Debt
75000000.00
19177799.41
Freddie Mac
2039-11-15
2.750000
Government Agency Debt
20675000.00
19634937.00
GNMA
2037-02-20
4.500000
Government Agency Debt
25000000.00
19453958.06
GNMA
2037-04-20
0.680900
Government Agency Debt
100000000.00
19122401.27
GNMA
2039-06-16
4.300000
Government Agency Debt
25403609.00
19831004.70
GNMA
2040-01-20
4.500000
Government Agency Debt
25000000.00
19619737.32
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
236000000.00
236000000.00
0.0070
N
236000000.00
236000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.160000%
06399V008_0.1600_M120207_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-02-25
3.467000
Government Agency Debt
45199908.00
21689432.53
Fannie Mae
2039-12-25
3.000000
Government Agency Debt
13089749.00
10657401.91
Freddie Mac
2035-04-15
5.500000
Government Agency Debt
19200000.00
22674092.80
Freddie Mac
2037-05-15
0.518000
Government Agency Debt
50000000.00
21700516.48
GNMA
2037-06-16
0.583000
Government Agency Debt
55039337.00
22559857.17
GNMA
2037-06-20
4.350000
Government Agency Debt
25000000.00
22445567.43
GNMA
2037-06-20
4.500000
Government Agency Debt
25000000.00
22535645.14
GNMA
2037-07-20
0.600900
Government Agency Debt
67937551.00
14729367.69
GNMA
2038-09-20
4.000000
Government Agency Debt
25000000.00
22288118.91
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
176000000.00
176000000.00
0.0052
N
175994720.00
175994720.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.240000%
60681P2M5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
122000000.00
122000000.00
0.0036
N
122000000.00
122000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.230000%
60681P2N3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
11000000.00
11000000.00
0.0003
N
11000000.00
11000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.190000%
60681P3C6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
N
45000000.00
45000000.00
0.0013
N
44999100.00
44999100.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.190000%
60687GMX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
167000000.00
167000000.00
0.0049
N
166998330.00
166998330.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.140000%
60687GNV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
66000000.00
66000000.00
0.0020
N
65999340.00
65999340.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.230000%
55799C003_0.2300_M120201_2M49
0000068136
Government Agency Repurchase Agreement
Y
Freddie Mac
2022-01-01
3.000000
Government Agency Debt
19790248.00
20835509.53
Freddie Mac
2026-02-01
4.000000
Government Agency Debt
24300000.00
23380432.31
Freddie Mac
2026-09-01
3.500000
Government Agency Debt
18816704.00
19761589.77
Freddie Mac
2026-10-01
3.500000
Government Agency Debt
22489226.00
23167180.54
Freddie Mac
2039-10-01
5.000000
Government Agency Debt
22941918.00
24675260.18
Freddie Mac
2039-12-01
6.000000
Government Agency Debt
25212964.00
26838378.99
Freddie Mac
2040-05-01
5.000000
Government Agency Debt
19884588.00
17356590.68
Freddie Mac
2041-04-01
5.000000
Government Agency Debt
24946473.00
23135685.95
Freddie Mac
2041-06-01
5.000000
Government Agency Debt
21311016.00
21995698.43
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
21196621.00
21569286.07
Freddie Mac
2041-09-01
4.000000
Government Agency Debt
20209642.00
21297025.56
Freddie Mac
2041-09-01
4.500000
Government Agency Debt
26698285.00
26265003.52
Freddie Mac
2041-10-01
4.000000
Government Agency Debt
25450471.00
26613885.34
Freddie Mac
2041-10-01
4.000000
Government Agency Debt
20188558.00
21303047.80
Freddie Mac
2041-10-01
5.000000
Government Agency Debt
26456815.00
26999726.29
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
22501722.00
23773584.61
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
20404566.00
21336603.26
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
7103927.00
7495511.63
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
390000000.00
390000000.00
0.0115
N
390000000.00
390000000.00
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
4000000.00
4000000.00
0.0001
N
4003680.00
4003680.00
National Australia Bank Ltd
National Australia Bank Ltd 0.362500%
971LYK008
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
N
N
N
158000000.00
158000383.68
0.0047
N
158041080.00
158041080.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973SKG005
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-13
2012-04-13
N
N
N
56000000.00
56000000.00
0.0017
N
55992160.00
55992160.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973VHG002
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
274000000.00
274000000.00
0.0081
N
274227420.00
274227420.00
New York State HFA
Housing Revenue Bonds (2180 Broadway) Series 2011B 0.120000%
64986UGU5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
5450000.00
5450000.00
0.0002
N
5450000.00
5450000.00
Nordea North America, Inc
Nordea North America, Inc 0.090000%
6555P0BG3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
Y
Nordea Bank AB
N/A
N/A
N
158000000.00
157994075.00
0.0047
N
157987360.00
157987360.00
Old Line Funding, LLC
Old Line Funding, LLC 0.210000%
67983TD94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
26972000.00
26961301.11
0.0008
N
26967414.76
26967414.76
Philip Morris International, Inc.
Philip Morris International, Inc. 0.070000%
71838LB92
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
N
48000000.00
47999253.33
0.0014
N
47998080.00
47998080.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.070000%
71838LBA9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
57000000.00
56999002.50
0.0017
N
56997150.00
56997150.00
Rabobank Nederland
Rabobank Nederland 0.355300%
74977MUN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-27
2012-03-26
N
N
N
263000000.00
263000000.00
0.0078
N
263013150.00
263013150.00
Rabobank Nederland
Rabobank Nederland 0.365300%
74977MVQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-02
2012-05-02
N
N
N
26000000.00
26000000.00
0.0008
N
26000780.00
26000780.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.270000%
74927JBG7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
69000000.00
68992237.50
0.0020
N
68993790.00
68993790.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.250000%
74927JBQ5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
47000000.00
46992493.05
0.0014
N
46992480.00
46992480.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.460000%
7562E0B39
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
9330000.00
9329761.56
0.0003
N
9329906.70
9329906.70
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.460000%
7562E0BA3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
22000000.00
21997470.00
0.0007
N
21998900.00
21998900.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.520000%
7562E0BP0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
40000000.00
39987288.89
0.0012
N
39994000.00
39994000.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.470000%
7562E0CT1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-27
2012-03-27
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
30000000.00
29978458.33
0.0009
N
29983200.00
29983200.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.600000%
7562E0F19
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
5000000.00
4989916.67
0.0001
N
4990550.00
4990550.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.600000%
7562E0G26
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
26000000.00
25934133.33
0.0008
N
25926160.00
25926160.00
Royal Bank of Canada
Royal Bank of Canada 0.345300%
78009J3G8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-03-05
N
N
N
321000000.00
321000000.00
0.0095
N
321009630.00
321009630.00
Royal Bank of Canada
Royal Bank of Canada 0.290000%
78009J6H3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-03-27
N
N
N
257000000.00
257000000.00
0.0076
N
257017990.00
257017990.00
Royal Bank of Canada
Royal Bank of Canada 0.290000%
78009J6S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-04-09
N
N
N
93000000.00
93000000.00
0.0028
N
93002790.00
93002790.00
Royal Bank of Canada
Royal Bank of Canada 0.340000%
78009J6W0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-04-12
N
N
N
81000000.00
81000000.00
0.0024
N
81015390.00
81015390.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.820000%
78011H2S3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
8000000.00
8000000.00
0.0002
N
8004160.00
8004160.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.580000%
78011H3F0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
141000000.00
141000000.00
0.0042
N
141022560.00
141022560.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.270000%
78011LAD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
83000000.00
83000000.00
0.0025
N
83000000.00
83000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.270000%
78011LAH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
N
78000000.00
78000000.00
0.0023
N
78000000.00
78000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.270000%
78011LAJ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
21000000.00
21000000.00
0.0006
N
21000000.00
21000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.230000%
78011LAM8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
116000000.00
116000000.00
0.0034
N
115998840.00
115998840.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.210000%
78011LAV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
35000000.00
35000000.00
0.0010
N
34998950.00
34998950.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.150000%
83050TBM2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
127000000.00
126989416.66
0.0038
N
126983490.00
126983490.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.320000%
83051AZU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
7000000.00
7000000.00
0.0002
N
7000000.00
7000000.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.250000%
8342E2B23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
10000000.00
9999930.56
0.0003
N
9999900.00
9999900.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.200000%
8342E2B31
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
32000000.00
31999644.44
0.0009
N
31999680.00
31999680.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.250000%
8342E2B31
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
5000000.00
4999930.56
0.0001
N
4999950.00
4999950.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.250000%
8342E2B64
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
87000000.00
86996979.17
0.0026
N
86997390.00
86997390.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.230000%
8342E2BD9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
50000000.00
49996166.67
0.0015
N
49997000.00
49997000.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.230000%
8342E2BH0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
15000000.00
14998466.67
0.0004
N
14998800.00
14998800.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.230000%
8342E2BM9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
63400000.00
63391898.89
0.0019
N
63394294.00
63394294.00
State Street Corp
State Street Corp 0.230000%
85747JBE6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
N
94000000.00
93992192.78
0.0028
N
93992480.00
93992480.00
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
72000000.00
71993100.00
0.0021
N
71993520.00
71993520.00
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
30000000.00
29998100.00
0.0009
N
29999700.00
29999700.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EEC8
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
95714000.00
95702381.39
0.0028
N
95712085.72
95712085.72
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EEF1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
75000000.00
74988125.00
0.0022
N
74997750.00
74997750.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EFJ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-03
2012-04-03
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
22000000.00
21992801.11
0.0007
N
21997800.00
21997800.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EFM5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
35955000.00
35942855.20
0.0011
N
35950315.06
35950315.06
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EFY9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-18
2012-04-18
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
36000000.00
35985370.00
0.0011
N
35992695.60
35992695.60
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FCY9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
75000000.00
74994854.16
0.0022
N
74999250.00
74999250.00
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
25000000.00
24997361.11
0.0007
N
24999500.00
24999500.00
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
65223000.00
65215771.11
0.0019
N
65221695.54
65221695.54
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FDD4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
155000000.00
154982002.76
0.0046
N
154996900.00
154996900.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FDF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
44000000.00
43993265.56
0.0013
N
43999120.00
43999120.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257FDJ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
18000000.00
17997150.00
0.0005
N
17999460.00
17999460.00
Straight A Funding, LLC
Straight A Funding, LLC 0.150000%
86257FDK8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
115000000.00
114996645.84
0.0034
N
114998850.00
114998850.00
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
50000000.00
49997888.89
0.0015
N
49999000.00
49999000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GJ79
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
42000000.00
41998226.67
0.0012
N
41999160.00
41999160.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GL68
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
47402000.00
47396496.10
0.0014
N
47398681.86
47398681.86
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GL92
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
62000000.00
61990183.33
0.0018
N
61993800.00
61993800.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GN58
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
21000000.00
20993239.17
0.0006
N
20994750.00
20994750.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GN82
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
30000000.00
29989866.67
0.0009
N
29991900.00
29991900.00
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
94000000.00
93995535.00
0.0028
N
93997180.00
93997180.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JJ40
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-04
2012-04-04
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
17000000.00
16994347.50
0.0005
N
16995580.00
16995580.00
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
16000000.00
15998057.78
0.0005
N
15998880.00
15998880.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KP32
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
18000000.00
17998005.00
0.0005
N
17998740.00
17998740.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KP57
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
94000000.00
93985612.78
0.0028
N
93991540.00
93991540.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KQ31
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20000000.00
19996833.33
0.0006
N
19998000.00
19998000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KR22
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
17709000.00
17705822.22
0.0005
N
17707052.01
17707052.01
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KR48
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-12
2012-03-12
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
105000000.00
104977833.32
0.0031
N
104986350.00
104986350.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KS47
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-14
2012-03-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
19000000.00
18995788.33
0.0006
N
18997340.00
18997340.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257M7B0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-03-13
2012-03-13
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49989180.56
0.0015
N
49993000.00
49993000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.180000%
86562E3A4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
42000000.00
42000000.00
0.0012
N
41997060.00
41997060.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.200000%
86562EV21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.200000%
86562EW46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
71000000.00
71000000.00
0.0021
N
71000000.00
71000000.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.220000%
86562WVA3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
167000000.00
167000000.00
0.0049
N
167003340.00
167003340.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.140000%
86562WVN5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
N
200000000.00
200000000.00
0.0059
N
200000000.00
200000000.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.140000%
86562WVP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
140000000.00
140000000.00
0.0041
N
139998600.00
139998600.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.405000%
86959BF91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
27000000.00
27000000.00
0.0008
N
27000000.00
27000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.100000%
86959BV77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
258000000.00
258000000.00
0.0076
N
257981940.00
257981940.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.100000%
86959BW27
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
N
71000000.00
71000000.00
0.0021
N
70994320.00
70994320.00
Swedbank AB
Swedbank AB 0.190000%
87019QDM7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
39000000.00
39000000.00
0.0012
N
38999610.00
38999610.00
Swedbank AB
Swedbank AB 0.175000%
87019QDW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
97000000.00
97000000.00
0.0029
N
96998060.00
96998060.00
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.250000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
3000000.00
3000000.00
0.0001
N
3000000.00
3000000.00
Texas
TRAN Series 2011A 0.080000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
60000000.00
60000000.00
0.0018
N
60000000.00
60000000.00
Texas
TRAN Series 2011A 0.080000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
116815000.00
116815000.00
0.0035
N
116815000.00
116815000.00
Texas
TRAN Series 2011A 0.080000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
82355000.00
82355000.00
0.0024
N
82355000.00
82355000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.160000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Texas
N/A
N/A
N
N
32000000.00
32000000.00
0.0009
N
32000000.00
32000000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.160000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
Y
Texas
N/A
N/A
N
N
23825000.00
23825000.00
0.0007
N
23825000.00
23825000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.230000%
88324LB89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
46000000.00
45997942.78
0.0014
N
45998160.00
45998160.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.230000%
88324LBM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
26022000.00
26018674.97
0.0008
N
26019137.58
26019137.58
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.200000%
88324LBV8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-29
2012-02-29
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
58000000.00
57990977.78
0.0017
N
57991300.00
57991300.00
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
3000000.00
2999980.83
0.0001
N
2999970.00
2999970.00
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
3000000.00
2999904.17
0.0001
N
2999910.00
2999910.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602TCE1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-14
2012-03-14
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
18000000.00
17995380.00
0.0005
N
17995500.00
17995500.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602TCL5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-20
2012-03-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
37676000.00
37664948.37
0.0011
N
37665073.96
37665073.96
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602TDG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-16
2012-04-16
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
16000000.00
15992666.67
0.0005
N
15993120.00
15993120.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.250000%
88602TEM1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
50000000.00
49961805.56
0.0015
N
49973945.00
49973945.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.380000%
89112XAQ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-27
2012-03-27
N
N
N
136000000.00
136000000.00
0.0040
N
136057120.00
136057120.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.380000%
89112XCL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
87000000.00
87000000.00
0.0026
N
87046110.00
87046110.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112XCW3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
25000000.00
25000000.00
0.0007
N
25000000.00
25000000.00
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
0.0015
N
50005000.00
50005000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112XJV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
N
298000000.00
298000000.00
0.0088
N
298038740.00
298038740.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112XJW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
47000000.00
47000000.00
0.0014
N
47006580.00
47006580.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.070000%
89112XKQ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
190000000.00
190000000.00
0.0056
N
189998100.00
189998100.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.070000%
89112XKT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
N
94000000.00
94000000.00
0.0028
N
93999060.00
93999060.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.080000%
89112XKV6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
N
418000000.00
418000000.00
0.0124
N
418000000.00
418000000.00
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
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
73000000.00
72863733.34
0.0022
N
72952550.00
72952550.00
UBS AG
UBS AG 0.210000%
90267RBK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
36000000.00
36000000.00
0.0011
N
35999640.00
35999640.00
UBS AG
UBS AG 0.210000%
90267RBQ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
82000000.00
82000000.00
0.0024
N
81999180.00
81999180.00
UBS AG
UBS AG 0.210000%
90267RBR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
110000000.00
110000000.00
0.0033
N
109998900.00
109998900.00
UBS AG
UBS AG 0.210000%
90267RBS7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
150000000.00
150000000.00
0.0044
N
149998500.00
149998500.00
UBS AG
UBS AG 0.210000%
90267RBU2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
N
5000000.00
5000000.00
0.0001
N
4999950.00
4999950.00
UBS AG
UBS AG 0.210000%
90267RBY4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
105000000.00
105000000.00
0.0031
N
104997900.00
104997900.00
UBS Securities LLC
UBS Securities LLC 0.230000%
99EPPA003_0.2300_M120201_2M49
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
2931419.00
3075474.49
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
52546206.00
55240864.99
Fannie Mae
2042-01-01
3.500000
Government Agency Debt
51263260.00
53398203.90
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
52148877.00
55986669.30
Freddie Mac
2037-01-01
5.000000
Government Agency Debt
76960774.00
36298788.26
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
200000000.00
200000000.00
0.0059
N
200000000.00
200000000.00
Union Bank, NA
Union Bank, NA 0.360000%
90527MWF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
N
31000000.00
31000000.00
0.0009
N
31001860.00
31001860.00
Union Bank, NA
Union Bank, NA 0.400000%
90527MWS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-15
2012-03-15
N
N
N
7000000.00
7000000.00
0.0002
N
7000910.00
7000910.00
Union Bank, NA
Union Bank, NA 0.400000%
90527MWZ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-03-08
2012-03-08
N
N
N
27000000.00
27000000.00
0.0008
N
27000270.00
27000270.00
Union Bank, NA
Union Bank, NA 0.450000%
90527MXF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-11
2012-04-11
N
N
N
69000000.00
69000000.00
0.0020
N
68988960.00
68988960.00
Univ of California
Commerical Paper Notes Series B 0.250000%
91411SB82
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
54000000.00
53997374.99
0.0016
N
53997300.00
53997300.00
Univ of California
Commerical Paper Notes Series B 0.140000%
91411SBF6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
53000000.00
52997114.45
0.0016
N
52996820.00
52996820.00
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
2000000.00
1999670.00
0.0001
N
1999700.00
1999700.00
Univ of California
Commerical Paper Notes Series B 0.200000%
91411SE89
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
6000000.00
5996766.67
0.0002
N
5996760.00
5996760.00
Univ of California
General Revenue Bonds Series 2011 Y-1 0.375000%
91412GEZ4
Other Municipal Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-07-01
N
N
N
96000000.00
96000000.00
0.0028
N
96006720.00
96006720.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.220000%
92217LB24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
50000000.00
49999694.44
0.0015
N
49999500.00
49999500.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.110000%
92217LBU2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-28
2012-02-28
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
15000000.00
14998762.50
0.0004
N
14998200.00
14998200.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.110000%
92217LC23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
50000000.00
49995416.67
0.0015
N
49993000.00
49993000.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.180000%
92217LDR7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-25
2012-04-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
55000000.00
54976900.00
0.0016
N
54965350.00
54965350.00
Victory Receivables Corp
Victory Receivables Corp 0.170000%
92646KBG6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
5000000.00
4999645.84
0.0001
N
4999600.00
4999600.00
Westpac Banking Corp
Westpac Banking Corp 0.703100%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2012-04-30
2013-02-27
N
N
N
100000000.00
100000000.00
0.0030
N
99995900.00
99995900.00
Westpac Banking Corp
Westpac Banking Corp 0.385300%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-01
2012-05-01
N
N
N
169000000.00
169000000.00
0.0050
N
168971270.00
168971270.00
Westpac Banking Corp
Westpac Banking Corp 0.500000%
96121TJN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
N
103000000.00
103000000.00
0.0030
N
103046350.00
103046350.00
Westpac Banking Corp
Westpac Banking Corp 0.490000%
9612C0E70
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
N
1000000.00
998693.33
0.0000
N
999180.00
999180.00
Westpac Banking Corp
Westpac Banking Corp 0.540000%
9612C0H10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
155000000.00
154576850.00
0.0046
N
154545850.00
154545850.00
Westpac Banking Corp
Westpac Banking Corp 0.440000%
9612C0H36
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
33000000.00
32925786.67
0.0010
N
32901330.00
32901330.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WFW8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
318225.96
318225.96
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
278161.31
278161.31
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
258579.24
258579.24
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
226024.12
226024.12
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJU8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
994423.82
994423.82
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
869225.86
869225.86
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1829731.39
1829731.39
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1599368.21
1599368.21
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
278451.89
278451.89
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
243394.79
243394.79
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKH5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
198898.89
198898.89
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
173857.52
173857.52
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
79556.24
79556.24
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
69540.11
69540.11
Windmill Funding Corp
Windmill Funding Corp 0.280000%
97342GB63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
50000000.00
49998055.56
0.0015
N
49998500.00
49998500.00
Windmill Funding Corp
Windmill Funding Corp 0.280000%
97342GB71
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
135000000.00
134993700.01
0.0040
N
134995950.00
134995950.00
Windmill Funding Corp
Windmill Funding Corp 0.280000%
97342GB89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
40000000.00
39997822.22
0.0012
N
39998400.00
39998400.00
Windmill Funding Corp
Windmill Funding Corp 0.230000%
97342GBG1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
61000000.00
60994154.17
0.0018
N
60994510.00
60994510.00
Windmill Funding Corp
Windmill Funding Corp 0.230000%
97342GBN6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
7000000.00
6999060.83
0.0002
N
6999020.00
6999020.00
Windmill Funding Corp
Windmill Funding Corp 0.210000%
97342GBQ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
1000000.00
999865.83
0.0000
N
999840.00
999840.00