0001145549-12-004458.txt : 20120629
0001145549-12-004458.hdr.sgml : 20120629
20120507123154
ACCESSION NUMBER: 0001145549-12-004458
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120430
FILED AS OF DATE: 20120507
DATE AS OF CHANGE: 20120507
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: 12816775
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
2012-04-30
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
35
42
33687546047.49
6172145.14
329627080.08
33364091112.55
0.0024
1.0001
2012-04-30
1.0001
2012-04-30
C000012378
1.00
33364091112.55
1.00
-489792510.47
6552214633.57
7042007144.04
0.0006
1.0001
2012-04-30
1.0001
2012-04-30
Abbott Laboratories
Abbott Laboratories 0.140000%
00282CFK3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
N
31000000.00
30994092.78
0.0009
N
30996900.00
30996900.00
Alpine Securitization Corp
Alpine Securitization Corp 0.190000%
02086LE36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
207000000.00
206997814.99
0.0062
N
206997930.00
206997930.00
Alpine Securitization Corp
Alpine Securitization Corp 0.190000%
02086LE44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
84000000.00
83998670.00
0.0025
N
83998320.00
83998320.00
Alpine Securitization Corp
Alpine Securitization Corp 0.190000%
02086LEH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-17
2012-05-17
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
10000000.00
9999155.56
0.0003
N
9999100.00
9999100.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.330000%
03221LEM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
196000000.00
195964066.66
0.0059
N
195976480.00
195976480.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.300000%
03221LEP1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
30113000.00
30107479.29
0.0009
N
30109085.31
30109085.31
Amsterdam Funding Corp
Amsterdam Funding Corp 0.300000%
03221LEW6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-30
2012-05-30
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
10000000.00
9997583.33
0.0003
N
9998250.00
9998250.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.320000%
04915TG22
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
276000000.00
275847893.31
0.0083
N
275881320.00
275881320.00
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
0.0060
N
200004000.00
200004000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.170000%
05253AGR5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
N
29000000.00
28988359.72
0.0009
N
28986950.00
28986950.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.180000%
970LVS005
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
N
26000000.00
26000000.00
0.0008
N
26001560.00
26001560.00
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
48019680.00
48019680.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.330000%
972DEJ000
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-24
2012-10-24
N
N
N
99000000.00
99000000.00
0.0030
N
99024750.00
99024750.00
Bank of America, NA
Bank of America, NA 0.815700%
0605A06S8
Other Note
N
First Tier Security
N/A
N/A
2012-07-23
2012-08-22
N
N
N
174000000.00
174000000.00
0.0052
N
174031320.00
174031320.00
Bank of Montreal
Bank of Montreal 0.160000%
06366VCE4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
398000000.00
398000000.00
0.0119
N
398000000.00
398000000.00
Bank of Montreal
Bank of Montreal 0.170000%
06366VFA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-18
2012-05-18
N
N
N
289000000.00
289000000.00
0.0087
N
288988440.00
288988440.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417EF73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
N
3000000.00
3000000.00
0.0001
N
2999970.00
2999970.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417EG31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
N
6000000.00
6000000.00
0.0002
N
5999940.00
5999940.00
Bank of Nova Scotia
Bank of Nova Scotia 0.320000%
06417EM91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-04
2012-10-04
N
N
N
31000000.00
31000000.00
0.0009
N
31001240.00
31001240.00
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
0.0087
N
290034800.00
290034800.00
Bank of Nova Scotia
Bank of Nova Scotia 0.330000%
06417EP64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-16
2012-10-16
N
N
N
112000000.00
112000000.00
0.0034
N
112010080.00
112010080.00
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
24004800.00
24004800.00
Bank of Nova Scotia
Bank of Nova Scotia 0.170000%
06417ES79
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-26
2012-07-26
N
N
N
7000000.00
7000000.00
0.0002
N
6999300.00
6999300.00
Bank of Nova Scotia
Bank of Nova Scotia 0.318800%
06417EXR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-29
2012-07-26
N
N
N
323000000.00
323000000.00
0.0097
N
323029070.00
323029070.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417EYW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
N
32000000.00
32000000.00
0.0010
N
32000320.00
32000320.00
Bank of the West
Bank of the West 0.440000%
0642G0XQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-23
2012-07-23
N
N
N
100000000.00
100000000.00
0.0030
N
100016000.00
100016000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.510000%
06538EFG7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
N
43300000.00
43307930.01
0.0013
N
43308660.00
43308660.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.170000%
06538ERL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
N
61000000.00
61000000.00
0.0018
N
61000000.00
61000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.180000%
06538ETE7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
N
95000000.00
95000000.00
0.0028
N
94999050.00
94999050.00
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
13000650.00
13000650.00
Barclays Bank Plc
Barclays Bank Plc 0.280000%
06741XAV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
N
334000000.00
334000000.00
0.0100
N
334000000.00
334000000.00
Barclays Bank Plc
Barclays Bank Plc 0.660000%
06741XBJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-30
2012-10-30
N
N
N
63000000.00
63000000.00
0.0019
N
63000000.00
63000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.200000%
00799J004_0.2000_M120501_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-06-01
2.505000
Government Agency Debt
39975603.00
26650756.53
Fannie Mae
2041-07-01
3.190000
Government Agency Debt
14056043.00
13177072.03
Fannie Mae
2042-02-01
2.178000
Government Agency Debt
25392850.00
26061077.24
Fannie Mae
2042-04-01
2.401000
Government Agency Debt
11800856.00
12238999.82
Fannie Mae
2042-05-01
2.731000
Government Agency Debt
24811075.00
25872095.12
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
100000000.00
100000000.00
0.0030
N
100000000.00
100000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.170000%
07699U005_0.1700_M120501_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2014-07-01
4.000000
Government Agency Debt
5260517.00
443831.07
Fannie Mae
2020-01-01
4.505000
Government Agency Debt
3205374.00
3506762.44
Fannie Mae
2022-11-01
6.500000
Government Agency Debt
733363.00
806661.68
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
8728105.00
8109396.62
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
8380766.00
8124934.00
Fannie Mae
2027-04-01
3.000000
Government Agency Debt
1000.00
1047.00
Fannie Mae
2031-12-01
6.000000
Government Agency Debt
36186721.00
7931851.41
Fannie Mae
2033-09-01
2.343000
Government Agency Debt
22000000.00
3267556.68
Fannie Mae
2033-09-01
2.403000
Government Agency Debt
20030252.00
3218768.17
Fannie Mae
2034-04-01
2.438000
Government Agency Debt
15689417.00
3376161.40
Fannie Mae
2034-07-01
2.192000
Government Agency Debt
45787072.00
3596835.73
Fannie Mae
2034-12-01
2.309000
Government Agency Debt
27490937.00
3307524.01
Fannie Mae
2035-01-01
2.483000
Government Agency Debt
32195000.00
3198675.60
Fannie Mae
2035-02-01
3.384000
Government Agency Debt
13066344.00
3197692.30
Fannie Mae
2035-03-01
2.798000
Government Agency Debt
21493663.00
3534870.00
Fannie Mae
2035-07-01
2.500000
Government Agency Debt
530197.00
134253.64
Fannie Mae
2035-11-01
4.500000
Government Agency Debt
2000000.00
1040314.08
Fannie Mae
2036-04-01
2.540000
Government Agency Debt
16381183.00
2952812.93
Fannie Mae
2036-07-01
2.895000
Government Agency Debt
15688521.00
2909593.17
Fannie Mae
2036-09-01
2.650000
Government Agency Debt
1884415.00
603439.57
Fannie Mae
2036-10-01
2.534000
Government Agency Debt
12095373.00
3252733.81
Fannie Mae
2036-10-01
6.164000
Government Agency Debt
15098384.00
3352415.73
Fannie Mae
2037-04-01
4.487000
Government Agency Debt
16561433.00
3000921.18
Fannie Mae
2037-05-01
5.845000
Government Agency Debt
18457479.00
3441046.10
Fannie Mae
2037-09-01
5.652000
Government Agency Debt
11964130.00
2980033.23
Fannie Mae
2037-10-01
3.119000
Government Agency Debt
1000.00
1054.18
Fannie Mae
2038-07-01
3.829000
Government Agency Debt
3616248.00
3598411.77
Fannie Mae
2039-09-01
4.307000
Government Agency Debt
5000000.00
2926212.64
Fannie Mae
2039-11-01
5.000000
Government Agency Debt
35300000.00
7774234.40
Fannie Mae
2040-01-01
3.546000
Government Agency Debt
1000.00
677.86
Fannie Mae
2040-06-01
3.672000
Government Agency Debt
1139876.00
420996.85
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
7931150.00
8031785.89
Fannie Mae
2041-12-01
5.000000
Government Agency Debt
7655365.00
8174763.63
Fannie Mae
2042-01-01
3.162000
Government Agency Debt
2044421.00
2132472.20
Fannie Mae
2042-02-01
2.269000
Government Agency Debt
1000.00
1028.18
Fannie Mae
2042-02-01
2.599000
Government Agency Debt
3383282.00
3129233.82
Fannie Mae
2042-02-01
3.500000
Government Agency Debt
7911477.00
8201618.39
Fannie Mae
2042-04-01
3.123000
Government Agency Debt
2845400.00
2985763.44
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
3576924.00
3734235.13
Freddie Mac
2021-07-15
6.950000
Government Agency Debt
1912171.00
35456.46
Freddie Mac
2023-07-01
5.000000
Government Agency Debt
32572556.00
7909592.73
Freddie Mac
2024-05-01
4.000000
Government Agency Debt
5723557.00
2657068.74
Freddie Mac
2024-12-01
4.000000
Government Agency Debt
10028652.00
5164455.08
Freddie Mac
2025-05-01
4.000000
Government Agency Debt
13257028.00
7936013.89
Freddie Mac
2032-11-15
6.000000
Government Agency Debt
354014.00
49365.22
Freddie Mac
2037-10-01
6.000000
Government Agency Debt
307332.00
91560.68
Freddie Mac
2041-04-01
4.500000
Government Agency Debt
1126089.00
1096248.93
Freddie Mac
2042-02-01
3.500000
Government Agency Debt
7826296.00
8124189.77
Freddie Mac
2042-02-01
4.000000
Government Agency Debt
8075199.00
8203874.92
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
165000000.00
165000000.00
0.0049
N
165000000.00
165000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
07699U005_0.1800_M120504_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-10-01
7.500000
Government Agency Debt
51763.00
41431.34
Fannie Mae
2037-10-01
3.119000
Government Agency Debt
1000.00
1054.18
Fannie Mae
2040-01-01
3.546000
Government Agency Debt
1000.00
677.86
Fannie Mae
2040-04-01
3.981000
Government Agency Debt
70768576.00
61014479.53
Fannie Mae
2041-02-01
3.100000
Government Agency Debt
174679608.00
120665978.24
Fannie Mae
2041-10-01
2.898000
Government Agency Debt
1000.00
877.93
Fannie Mae
2042-04-01
2.367000
Government Agency Debt
196955.00
203582.09
Freddie Mac
2037-10-01
6.000000
Government Agency Debt
244349.00
72796.72
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
175000000.00
175000000.00
0.0052
N
175000000.00
175000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
07699U005_0.1800_M120507_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-02-01
2.243000
Government Agency Debt
36209535.00
4880490.09
Fannie Mae
2018-07-01
6.000000
Government Agency Debt
3932402.00
1498090.84
Fannie Mae
2020-01-01
4.505000
Government Agency Debt
104580.00
114413.24
Fannie Mae
2020-11-01
3.379000
Government Agency Debt
312996.00
332400.49
Fannie Mae
2020-12-01
4.500000
Government Agency Debt
2453252.00
853621.58
Fannie Mae
2021-08-01
3.968000
Government Agency Debt
79515.00
86249.63
Fannie Mae
2022-01-01
2.500000
Government Agency Debt
1007090.00
1018161.24
Fannie Mae
2022-01-01
4.500000
Government Agency Debt
4470000.00
1424397.10
Fannie Mae
2023-02-01
5.189000
Government Agency Debt
4295565.00
2777077.05
Fannie Mae
2025-11-01
3.000000
Government Agency Debt
490519.00
407569.09
Fannie Mae
2026-04-01
4.000000
Government Agency Debt
369758.00
354439.15
Fannie Mae
2026-06-01
4.000000
Government Agency Debt
548961.00
546603.90
Fannie Mae
2026-09-01
3.500000
Government Agency Debt
1021481.00
965199.24
Fannie Mae
2027-01-01
3.500000
Government Agency Debt
21452.00
22517.40
Fannie Mae
2027-03-01
3.500000
Government Agency Debt
340681.00
359024.83
Fannie Mae
2028-06-01
5.000000
Government Agency Debt
5132376.00
1437279.50
Fannie Mae
2029-09-01
8.500000
Government Agency Debt
236091.00
135956.94
Fannie Mae
2030-04-01
4.500000
Government Agency Debt
1151022.00
949641.02
Fannie Mae
2030-10-01
4.000000
Government Agency Debt
1316187.00
1025869.44
Fannie Mae
2031-12-01
6.000000
Government Agency Debt
138354.00
30326.13
Fannie Mae
2032-03-01
3.500000
Government Agency Debt
1089759.00
1142446.05
Fannie Mae
2033-01-01
6.500000
Government Agency Debt
589379.00
122354.73
Fannie Mae
2034-03-25
4.500000
Government Agency Debt
716384.00
289419.79
Fannie Mae
2034-07-01
2.204000
Government Agency Debt
1301624.00
167009.88
Fannie Mae
2034-07-01
2.204000
Government Agency Debt
1286446.00
165062.41
Fannie Mae
2034-08-01
2.481000
Government Agency Debt
1231248.00
173009.95
Fannie Mae
2034-09-01
5.500000
Government Agency Debt
3173450.00
1474372.00
Fannie Mae
2035-04-01
7.000000
Government Agency Debt
1568846.00
1494584.73
Fannie Mae
2035-10-01
7.500000
Government Agency Debt
57169.00
45758.32
Fannie Mae
2035-10-01
7.500000
Government Agency Debt
55237.00
44211.94
Fannie Mae
2035-10-01
7.500000
Government Agency Debt
34772.00
27831.67
Fannie Mae
2036-02-01
6.000000
Government Agency Debt
2030135.00
938095.50
Fannie Mae
2036-05-01
6.500000
Government Agency Debt
8467732.00
1736575.25
Fannie Mae
2036-06-01
6.500000
Government Agency Debt
734774.00
810125.18
Fannie Mae
2037-01-01
5.000000
Government Agency Debt
2203708.00
936507.12
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
592159.00
304311.75
Fannie Mae
2037-10-01
3.119000
Government Agency Debt
1000.00
1054.18
Fannie Mae
2037-10-01
7.000000
Government Agency Debt
11001425.00
1577906.01
Fannie Mae
2037-11-01
5.992000
Government Agency Debt
3268199.00
755250.80
Fannie Mae
2038-04-01
6.500000
Government Agency Debt
2367437.00
1452292.38
Fannie Mae
2038-09-01
6.500000
Government Agency Debt
12548189.00
2844791.97
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
208606.00
217483.37
Fannie Mae
2039-06-01
4.500000
Government Agency Debt
2002671.00
1534852.83
Fannie Mae
2039-12-01
4.024000
Government Agency Debt
9321953.00
4291404.96
Fannie Mae
2040-01-01
3.546000
Government Agency Debt
1000.00
677.86
Fannie Mae
2040-01-01
3.546000
Government Agency Debt
1000.00
677.86
Fannie Mae
2040-01-01
3.663000
Government Agency Debt
151904391.00
103570520.98
Fannie Mae
2040-02-01
3.701000
Government Agency Debt
10090350.00
5655151.21
Fannie Mae
2040-04-01
3.785000
Government Agency Debt
5945079.00
2966631.21
Fannie Mae
2040-04-01
3.981000
Government Agency Debt
49140610.00
42367515.53
Fannie Mae
2040-04-01
4.542000
Government Agency Debt
3800955.00
3915400.56
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
750000.00
623697.48
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1010904.00
1019700.78
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
785541.00
580881.34
Fannie Mae
2040-12-01
5.000000
Government Agency Debt
884118.00
953891.54
Fannie Mae
2041-05-01
5.500000
Government Agency Debt
2192260.00
2446129.56
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
1356660.00
1478483.93
Fannie Mae
2041-10-01
2.898000
Government Agency Debt
2137686.00
1876731.57
Fannie Mae
2041-10-01
3.253000
Government Agency Debt
103330587.00
96456622.34
Fannie Mae
2041-11-01
3.170000
Government Agency Debt
844286.00
831125.30
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
1402836.00
1529248.96
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
965834.00
1034097.53
Fannie Mae
2041-12-01
5.000000
Government Agency Debt
2504902.00
2726103.46
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
1394215.00
1528034.91
Fannie Mae
2042-02-01
2.269000
Government Agency Debt
419589.00
431414.52
Fannie Mae
2042-02-01
2.269000
Government Agency Debt
1000.00
1028.18
Fannie Mae
2042-02-01
2.532000
Government Agency Debt
57337062.00
58416339.38
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
1435557.00
1521507.48
Fannie Mae
2042-04-01
2.367000
Government Agency Debt
701827.00
725441.90
Fannie Mae
2042-04-01
2.367000
Government Agency Debt
256202.00
264822.62
Fannie Mae
2042-04-01
2.367000
Government Agency Debt
12703.00
13130.43
Fannie Mae
2048-12-01
6.000000
Government Agency Debt
3410000.00
1018613.89
Freddie Mac
2024-08-01
4.500000
Government Agency Debt
1387632.00
1124694.03
Freddie Mac
2025-09-15
7.000000
Government Agency Debt
4969186.00
302183.64
Freddie Mac
2025-12-01
3.500000
Government Agency Debt
1775000.00
1444904.23
Freddie Mac
2026-01-01
3.500000
Government Agency Debt
1040412.00
929722.43
Freddie Mac
2026-02-01
3.500000
Government Agency Debt
830710.00
694555.79
Freddie Mac
2026-02-01
3.500000
Government Agency Debt
1000.00
954.13
Freddie Mac
2026-05-01
4.000000
Government Agency Debt
505467.00
349411.42
Freddie Mac
2029-05-01
4.500000
Government Agency Debt
3000000.00
1399719.18
Freddie Mac
2029-07-01
4.500000
Government Agency Debt
77060.00
48264.45
Freddie Mac
2033-08-01
5.500000
Government Agency Debt
8167585.00
1090354.00
Freddie Mac
2034-03-01
5.500000
Government Agency Debt
4700066.00
1481759.48
Freddie Mac
2036-11-01
7.500000
Government Agency Debt
1175000.00
951578.69
Freddie Mac
2037-10-01
6.000000
Government Agency Debt
236422.00
70435.10
Freddie Mac
2038-02-01
7.000000
Government Agency Debt
6941334.00
1485423.29
Freddie Mac
2039-06-01
5.000000
Government Agency Debt
2250434.00
1490884.23
Freddie Mac
2039-10-01
5.000000
Government Agency Debt
1160134.00
892572.88
Freddie Mac
2040-07-01
5.000000
Government Agency Debt
2994376.00
2399173.29
Freddie Mac
2041-05-01
5.000000
Government Agency Debt
489328.00
529163.23
Freddie Mac
2041-07-01
5.000000
Government Agency Debt
1635186.00
1503933.58
Freddie Mac
2041-07-15
4.000000
Government Agency Debt
13971000.00
14921031.10
Freddie Mac
2041-10-01
5.000000
Government Agency Debt
1353030.00
1481270.77
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
910110.00
935182.49
Freddie Mac
2041-11-01
5.000000
Government Agency Debt
1380073.00
1443664.13
Freddie Mac
2042-01-01
5.000000
Government Agency Debt
1209312.00
1310320.49
GNMA
2029-01-16
4.384000
Government Agency Debt
142340.00
144367.43
GNMA
2037-01-16
4.500000
Government Agency Debt
32172000.00
14442796.67
GNMA
2038-04-20
4.000000
Government Agency Debt
16978093.00
17911093.92
GNMA
2038-12-16
4.500000
Government Agency Debt
35303.00
33194.13
GNMA
2038-12-20
4.500000
Government Agency Debt
42784953.00
17294392.34
GNMA
2039-05-20
4.500000
Government Agency Debt
24610181.00
10091720.44
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
455000000.00
455000000.00
0.0136
N
454994700.00
454994700.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
07699U005_0.1900_M120507_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-02-01
5.000000
Government Agency Debt
3365284.00
352696.54
Fannie Mae
2019-01-25
4.000000
Government Agency Debt
303930.00
321709.97
Fannie Mae
2019-05-01
4.500000
Government Agency Debt
26781.00
10596.45
Fannie Mae
2020-01-01
3.411000
Government Agency Debt
2177374.00
1583169.15
Fannie Mae
2020-01-01
4.505000
Government Agency Debt
1000.00
1094.03
Fannie Mae
2021-12-25
8.500000
Government Agency Debt
15000000.00
320511.74
Fannie Mae
2022-01-01
3.000000
Government Agency Debt
4047533.00
4088721.53
Fannie Mae
2022-02-01
3.000000
Government Agency Debt
4040000.00
4141078.94
Fannie Mae
2023-06-01
6.000000
Government Agency Debt
13585694.00
5403577.88
Fannie Mae
2024-02-01
6.500000
Government Agency Debt
3888026.00
3292154.07
Fannie Mae
2024-07-01
4.000000
Government Agency Debt
5274833.00
3884434.55
Fannie Mae
2024-11-01
4.500000
Government Agency Debt
4793614.00
3206085.36
Fannie Mae
2025-01-01
4.000000
Government Agency Debt
2025000.00
1187871.38
Fannie Mae
2025-10-01
4.000000
Government Agency Debt
5977339.00
4985651.79
Fannie Mae
2025-11-01
3.000000
Government Agency Debt
259481.00
215601.10
Fannie Mae
2025-11-01
3.500000
Government Agency Debt
4835000.00
4012919.96
Fannie Mae
2025-12-01
3.000000
Government Agency Debt
3705134.00
3406760.46
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
5808905.00
5324530.10
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
3979441.00
3711553.91
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
4670000.00
4015939.10
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
3425112.00
3389739.60
Fannie Mae
2026-04-01
4.000000
Government Agency Debt
3454280.00
3144318.09
Fannie Mae
2026-06-01
4.000000
Government Agency Debt
1892988.00
1884860.00
Fannie Mae
2026-09-01
4.000000
Government Agency Debt
3255988.00
3358185.83
Fannie Mae
2027-01-01
3.500000
Government Agency Debt
2299265.00
2438964.63
Fannie Mae
2027-03-01
3.500000
Government Agency Debt
3302087.00
3511702.89
Fannie Mae
2030-11-01
4.000000
Government Agency Debt
4000000.00
3243735.08
Fannie Mae
2031-01-01
4.000000
Government Agency Debt
4000000.00
3778887.62
Fannie Mae
2032-01-01
4.000000
Government Agency Debt
5543934.00
5900996.07
Fannie Mae
2032-01-01
4.000000
Government Agency Debt
3835833.00
4083907.95
Fannie Mae
2032-03-01
4.000000
Government Agency Debt
3045413.00
3260866.34
Fannie Mae
2032-10-01
2.641000
Government Agency Debt
22500000.00
1603780.06
Fannie Mae
2033-06-01
2.552000
Government Agency Debt
25686304.00
1466579.15
Fannie Mae
2033-07-01
8.000000
Government Agency Debt
1345219.00
1006219.16
Fannie Mae
2033-08-01
4.500000
Government Agency Debt
10020133.00
3222770.17
Fannie Mae
2033-09-01
2.384000
Government Agency Debt
14043483.00
1468455.82
Fannie Mae
2034-01-01
4.500000
Government Agency Debt
3649200.00
1781130.97
Fannie Mae
2034-06-01
2.250000
Government Agency Debt
8754308.00
1509979.22
Fannie Mae
2034-08-01
3.980000
Government Agency Debt
20284640.00
1535044.59
Fannie Mae
2034-10-01
2.310000
Government Agency Debt
12461929.00
1521403.84
Fannie Mae
2034-12-01
2.375000
Government Agency Debt
9739292.00
1564132.70
Fannie Mae
2035-07-01
2.500000
Government Agency Debt
1969803.00
498782.94
Fannie Mae
2035-10-01
6.000000
Government Agency Debt
7000000.00
3801905.93
Fannie Mae
2035-12-01
2.481000
Government Agency Debt
6045301.00
1507975.24
Fannie Mae
2035-12-01
2.632000
Government Agency Debt
4756496.00
1433388.03
Fannie Mae
2036-01-01
2.172000
Government Agency Debt
9478391.00
1493205.99
Fannie Mae
2036-04-01
5.500000
Government Agency Debt
12150306.00
4120385.49
Fannie Mae
2036-05-01
2.600000
Government Agency Debt
15587346.00
3349244.85
Fannie Mae
2036-06-01
2.159000
Government Agency Debt
10186998.00
1441126.92
Fannie Mae
2036-10-01
6.000000
Government Agency Debt
16944976.00
5452654.70
Fannie Mae
2036-10-01
7.000000
Government Agency Debt
2322225.00
443784.67
Fannie Mae
2036-12-01
5.421000
Government Agency Debt
790696.00
252300.48
Fannie Mae
2036-12-01
5.500000
Government Agency Debt
10802197.00
4100596.70
Fannie Mae
2037-02-01
2.218000
Government Agency Debt
1237054.00
1276235.66
Fannie Mae
2037-06-01
6.500000
Government Agency Debt
12046000.00
3195805.00
Fannie Mae
2037-10-01
3.119000
Government Agency Debt
2735502.00
2883704.48
Fannie Mae
2037-10-01
4.929000
Government Agency Debt
6095886.00
5515746.38
Fannie Mae
2037-11-01
5.907000
Government Agency Debt
2980000.00
1485397.52
Fannie Mae
2037-12-01
6.500000
Government Agency Debt
2901830.00
820435.83
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
17000000.00
4012081.57
Fannie Mae
2038-05-01
4.675000
Government Agency Debt
6984129.00
1593000.04
Fannie Mae
2038-05-01
5.500000
Government Agency Debt
1480808.00
981534.19
Fannie Mae
2039-03-01
5.000000
Government Agency Debt
8455036.00
5214032.26
Fannie Mae
2039-04-01
3.500000
Government Agency Debt
4772571.00
3608772.19
Fannie Mae
2039-06-01
4.000000
Government Agency Debt
3372914.00
3379766.60
Fannie Mae
2039-12-01
4.024000
Government Agency Debt
15664671.00
7211305.05
Fannie Mae
2040-01-01
3.546000
Government Agency Debt
1000.00
677.86
Fannie Mae
2040-03-01
4.500000
Government Agency Debt
2907298.00
2707112.70
Fannie Mae
2040-09-01
5.000000
Government Agency Debt
3079676.00
3276518.43
Fannie Mae
2041-02-01
5.000000
Government Agency Debt
5173819.00
4125185.67
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
3359958.00
3402513.52
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
4424491.00
2987108.70
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
5138841.00
4464834.57
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
3095503.00
3265533.06
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
962404.00
910807.16
Fannie Mae
2041-11-01
3.170000
Government Agency Debt
1000.00
984.41
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
1421034.00
1495816.21
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
3715979.00
3971439.54
Fannie Mae
2041-12-01
5.000000
Government Agency Debt
5026618.00
5482050.59
Fannie Mae
2042-02-01
2.631000
Government Agency Debt
1474944.00
1532076.16
Fannie Mae
2042-02-01
2.761000
Government Agency Debt
1475172.00
1538823.67
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
3084430.00
3270826.66
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
3627193.00
3958880.16
Fannie Mae
2042-02-01
5.000000
Government Agency Debt
1106273.00
1187119.91
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
4325025.00
4499211.30
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
600000.00
624268.57
Fannie Mae
2042-04-01
2.076000
Government Agency Debt
1000.00
1031.17
Fannie Mae
2042-05-01
3.076000
Government Agency Debt
1511873.00
1576384.45
Fannie Mae
2044-04-01
1.369000
Government Agency Debt
51156404.00
5151136.44
Freddie Mac
2017-03-15
5.500000
Government Agency Debt
331424.00
82240.15
Freddie Mac
2025-03-01
4.000000
Government Agency Debt
7000000.00
3785380.36
Freddie Mac
2025-07-01
4.000000
Government Agency Debt
5007252.00
4230705.69
Freddie Mac
2025-09-01
3.500000
Government Agency Debt
5000000.00
3195354.21
Freddie Mac
2025-11-01
4.000000
Government Agency Debt
3510186.00
3334704.89
Freddie Mac
2025-12-01
3.500000
Government Agency Debt
4925000.00
4075258.06
Freddie Mac
2026-02-01
4.000000
Government Agency Debt
3402676.00
3158396.27
Freddie Mac
2026-03-01
4.000000
Government Agency Debt
4045556.00
3928944.23
Freddie Mac
2027-01-01
3.000000
Government Agency Debt
4359375.00
4514709.68
Freddie Mac
2027-02-01
3.000000
Government Agency Debt
4000000.00
4136779.91
Freddie Mac
2027-02-01
3.000000
Government Agency Debt
4000000.00
4125766.16
Freddie Mac
2027-07-01
6.000000
Government Agency Debt
14000000.00
3956787.79
Freddie Mac
2030-10-01
4.000000
Government Agency Debt
307907.00
270603.15
Freddie Mac
2031-03-01
4.500000
Government Agency Debt
5000000.00
3899483.49
Freddie Mac
2031-08-01
7.500000
Government Agency Debt
3989588.00
4050334.25
Freddie Mac
2032-04-01
7.500000
Government Agency Debt
126000000.00
3901530.80
Freddie Mac
2037-05-01
6.000000
Government Agency Debt
10837000.00
4206539.07
Freddie Mac
2039-01-01
7.000000
Government Agency Debt
2134420.00
1002922.39
Freddie Mac
2039-08-01
5.000000
Government Agency Debt
5433197.00
4073034.17
Freddie Mac
2039-12-01
5.000000
Government Agency Debt
4000000.00
3818986.59
Freddie Mac
2040-03-15
4.500000
Government Agency Debt
350000.00
383290.95
Freddie Mac
2041-01-01
4.000000
Government Agency Debt
1509585.00
1396235.43
Freddie Mac
2041-01-01
5.500000
Government Agency Debt
3089808.00
3002223.74
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
3217047.00
3377680.14
Freddie Mac
2041-04-01
5.000000
Government Agency Debt
5676183.00
3932859.82
Freddie Mac
2041-08-01
5.000000
Government Agency Debt
2964426.00
3263978.97
Freddie Mac
2041-09-01
5.000000
Government Agency Debt
3748423.00
4131536.41
Freddie Mac
2041-09-01
5.000000
Government Agency Debt
3078532.00
3371284.32
Freddie Mac
2042-01-01
4.000000
Government Agency Debt
3679736.00
3881008.44
Freddie Mac
2042-02-01
5.000000
Government Agency Debt
3096817.00
3358786.85
GNMA
2039-06-20
3.500000
Government Agency Debt
5431851.00
3165522.44
GNMA
2039-10-16
4.000000
Government Agency Debt
689501.00
385675.05
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
325000000.00
325000000.00
0.0097
N
324996750.00
324996750.00
Barclays Capital, Inc
Barclays Capital, Inc 0.200000%
07699U005_0.2000_M120507_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-10-01
6.500000
Government Agency Debt
2130913.00
496489.08
Fannie Mae
2017-12-01
6.000000
Government Agency Debt
1948836.00
614556.63
Fannie Mae
2018-06-01
4.500000
Government Agency Debt
15348253.00
2215481.61
Fannie Mae
2018-07-01
5.000000
Government Agency Debt
4209783.00
1127454.36
Fannie Mae
2018-09-01
2.550000
Government Agency Debt
28313634.00
1517592.39
Fannie Mae
2018-12-01
5.500000
Government Agency Debt
880069.00
286592.43
Fannie Mae
2019-01-01
5.500000
Government Agency Debt
2812231.00
519458.59
Fannie Mae
2019-03-01
4.000000
Government Agency Debt
9910000.00
2088123.96
Fannie Mae
2019-05-01
5.000000
Government Agency Debt
2910241.00
530865.66
Fannie Mae
2019-11-01
4.000000
Government Agency Debt
1000000.00
481932.40
Fannie Mae
2020-01-01
4.505000
Government Agency Debt
62541.00
68421.48
Fannie Mae
2020-07-01
5.000000
Government Agency Debt
1850000.00
511686.14
Fannie Mae
2020-12-25
4.500000
Government Agency Debt
5833265.00
5033365.35
Fannie Mae
2021-05-15
9.425000
Government Agency Debt
4482577.00
752226.91
Fannie Mae
2021-10-25
8.500000
Government Agency Debt
19000000.00
499199.23
Fannie Mae
2022-03-01
6.000000
Government Agency Debt
10000000.00
495504.09
Fannie Mae
2023-06-01
5.000000
Government Agency Debt
12050000.00
2001173.93
Fannie Mae
2024-07-01
4.000000
Government Agency Debt
3750000.00
1675992.64
Fannie Mae
2024-09-01
4.000000
Government Agency Debt
2500000.00
2001054.06
Fannie Mae
2025-01-01
5.500000
Government Agency Debt
625219.00
613952.78
Fannie Mae
2025-03-01
3.500000
Government Agency Debt
943428.00
602883.65
Fannie Mae
2025-10-25
3.500000
Government Agency Debt
3671419.00
3483609.33
Fannie Mae
2025-12-01
4.500000
Government Agency Debt
2285880.00
2120635.96
Fannie Mae
2026-01-01
4.500000
Government Agency Debt
2011366.00
1936515.25
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
2495076.00
2250441.84
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
2440388.00
2243102.06
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
2365931.00
2214242.18
Fannie Mae
2026-04-01
5.500000
Government Agency Debt
2053000.00
499494.19
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
2030000.00
1862980.24
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
500000.00
508602.09
Fannie Mae
2027-04-01
3.000000
Government Agency Debt
4743386.00
4978119.84
Fannie Mae
2027-04-01
3.000000
Government Agency Debt
1146872.00
1200771.74
Fannie Mae
2027-07-15
10.006000
Government Agency Debt
4502365.00
241129.24
Fannie Mae
2027-11-01
5.500000
Government Agency Debt
3500000.00
552119.78
Fannie Mae
2028-09-01
7.000000
Government Agency Debt
15000000.00
490118.14
Fannie Mae
2029-05-01
8.000000
Government Agency Debt
2500000.00
552648.37
Fannie Mae
2030-12-01
2.190000
Government Agency Debt
1052015.00
219372.10
Fannie Mae
2031-01-01
2.401000
Government Agency Debt
41697593.00
698677.30
Fannie Mae
2032-02-01
4.000000
Government Agency Debt
2281525.00
2265734.60
Fannie Mae
2032-03-01
3.500000
Government Agency Debt
2173670.00
2279863.78
Fannie Mae
2032-03-01
7.500000
Government Agency Debt
22608036.00
497669.28
Fannie Mae
2032-08-15
7.284000
Government Agency Debt
2258101.00
731531.25
Fannie Mae
2032-09-01
2.376000
Government Agency Debt
26279049.00
410758.37
Fannie Mae
2032-10-01
8.000000
Government Agency Debt
2500000.00
2081896.73
Fannie Mae
2032-11-01
1.530000
Government Agency Debt
31281385.00
2567157.10
Fannie Mae
2033-04-01
6.000000
Government Agency Debt
854216.00
549959.27
Fannie Mae
2033-04-01
6.000000
Government Agency Debt
7600000.00
503412.55
Fannie Mae
2033-06-01
2.635000
Government Agency Debt
11083978.00
789329.60
Fannie Mae
2033-06-01
5.000000
Government Agency Debt
2486547.00
2140466.60
Fannie Mae
2033-07-01
2.333000
Government Agency Debt
19100859.00
2542358.88
Fannie Mae
2033-07-01
2.403000
Government Agency Debt
17847230.00
708945.65
Fannie Mae
2033-07-01
4.647000
Government Agency Debt
5020742.00
671631.60
Fannie Mae
2033-07-01
6.000000
Government Agency Debt
1765246.00
534606.79
Fannie Mae
2033-10-01
2.250000
Government Agency Debt
7000000.00
964221.89
Fannie Mae
2033-11-01
6.500000
Government Agency Debt
1187634.00
282966.23
Fannie Mae
2034-01-01
2.252000
Government Agency Debt
18811650.00
2727086.42
Fannie Mae
2034-01-01
5.000000
Government Agency Debt
6600000.00
1756194.74
Fannie Mae
2034-01-01
5.500000
Government Agency Debt
2383594.00
530542.91
Fannie Mae
2034-03-25
4.500000
Government Agency Debt
560616.00
226489.37
Fannie Mae
2034-04-01
2.401000
Government Agency Debt
3599739.00
2738957.43
Fannie Mae
2034-04-01
2.627000
Government Agency Debt
5231239.00
1348607.13
Fannie Mae
2034-05-01
2.032000
Government Agency Debt
7000000.00
1100472.32
Fannie Mae
2034-05-01
2.346000
Government Agency Debt
5400000.00
703301.51
Fannie Mae
2034-08-01
2.422000
Government Agency Debt
1750947.00
769178.98
Fannie Mae
2034-08-01
2.445000
Government Agency Debt
17903127.00
1663288.75
Fannie Mae
2034-11-01
2.134000
Government Agency Debt
13715182.00
1803031.44
Fannie Mae
2034-11-01
2.334000
Government Agency Debt
2299313.00
344963.99
Fannie Mae
2034-11-01
2.687000
Government Agency Debt
2800000.00
694742.58
Fannie Mae
2034-11-01
2.708000
Government Agency Debt
7413541.00
764696.66
Fannie Mae
2034-12-01
2.284000
Government Agency Debt
12140279.00
2565628.37
Fannie Mae
2035-01-01
2.120000
Government Agency Debt
19757200.00
2690870.44
Fannie Mae
2035-01-01
2.555000
Government Agency Debt
5549000.00
989927.92
Fannie Mae
2035-01-01
7.500000
Government Agency Debt
903721.00
524757.55
Fannie Mae
2035-04-01
4.786000
Government Agency Debt
2344267.00
703636.01
Fannie Mae
2035-05-01
2.235000
Government Agency Debt
20019329.00
2457317.34
Fannie Mae
2035-05-01
2.487000
Government Agency Debt
3500000.00
1221741.81
Fannie Mae
2035-05-01
3.248000
Government Agency Debt
43367602.00
13282997.71
Fannie Mae
2035-05-01
5.159000
Government Agency Debt
5673000.00
1233185.90
Fannie Mae
2035-06-01
2.660000
Government Agency Debt
3000000.00
2787374.97
Fannie Mae
2035-06-01
5.000000
Government Agency Debt
4454452.00
2149890.34
Fannie Mae
2035-06-01
7.000000
Government Agency Debt
4025000.00
2148626.06
Fannie Mae
2035-08-01
5.500000
Government Agency Debt
3461240.00
977628.58
Fannie Mae
2035-09-01
5.245000
Government Agency Debt
5100000.00
895756.62
Fannie Mae
2035-10-01
2.056000
Government Agency Debt
18399121.00
2873352.88
Fannie Mae
2035-10-01
7.500000
Government Agency Debt
737281.00
590123.03
Fannie Mae
2035-11-01
2.045000
Government Agency Debt
4200000.00
1373810.04
Fannie Mae
2035-11-01
5.500000
Government Agency Debt
2517478.00
502424.49
Fannie Mae
2035-12-01
2.201000
Government Agency Debt
4000000.00
572600.60
Fannie Mae
2035-12-01
5.071000
Government Agency Debt
6446718.00
1548042.59
Fannie Mae
2035-12-01
6.000000
Government Agency Debt
1174357.00
512811.68
Fannie Mae
2036-01-01
2.373000
Government Agency Debt
2500000.00
598714.10
Fannie Mae
2036-02-01
6.000000
Government Agency Debt
8712000.00
2134100.47
Fannie Mae
2036-03-01
5.460000
Government Agency Debt
3219339.00
874296.66
Fannie Mae
2036-03-01
8.500000
Government Agency Debt
1936701.00
533367.71
Fannie Mae
2036-04-01
5.000000
Government Agency Debt
2261644.00
872282.92
Fannie Mae
2036-05-01
5.841000
Government Agency Debt
882303.00
333177.04
Fannie Mae
2036-05-01
6.500000
Government Agency Debt
4000000.00
528205.19
Fannie Mae
2036-05-01
7.000000
Government Agency Debt
9257343.00
2251208.54
Fannie Mae
2036-06-01
3.794000
Government Agency Debt
9190000.00
2533864.88
Fannie Mae
2036-07-01
2.756000
Government Agency Debt
8450000.00
2595265.93
Fannie Mae
2036-08-01
2.528000
Government Agency Debt
5629000.00
1422390.09
Fannie Mae
2036-08-01
2.619000
Government Agency Debt
4610000.00
1319084.06
Fannie Mae
2036-08-01
4.229000
Government Agency Debt
5924135.00
1361156.83
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
4100000.00
1178504.53
Fannie Mae
2036-09-01
2.495000
Government Agency Debt
11350000.00
1916459.75
Fannie Mae
2036-09-01
4.500000
Government Agency Debt
1536906.00
1288530.82
Fannie Mae
2036-10-01
5.410000
Government Agency Debt
2196459.00
522639.78
Fannie Mae
2036-11-01
4.088000
Government Agency Debt
10884651.00
2126153.06
Fannie Mae
2036-11-01
6.500000
Government Agency Debt
2552771.00
590738.20
Fannie Mae
2036-11-01
7.000000
Government Agency Debt
16384619.00
1619083.74
Fannie Mae
2036-12-01
5.852000
Government Agency Debt
8403000.00
1749595.96
Fannie Mae
2037-01-01
5.926000
Government Agency Debt
9260000.00
2695537.39
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
5000000.00
1802247.30
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
6500000.00
1689367.33
Fannie Mae
2037-04-01
3.324000
Government Agency Debt
11978000.00
2234956.70
Fannie Mae
2037-04-01
7.000000
Government Agency Debt
3000000.00
494224.08
Fannie Mae
2037-05-01
5.785000
Government Agency Debt
5954209.00
1188384.91
Fannie Mae
2037-06-01
6.000000
Government Agency Debt
4284365.00
2329351.79
Fannie Mae
2037-09-01
5.856000
Government Agency Debt
12494779.00
1929964.30
Fannie Mae
2037-11-01
6.161000
Government Agency Debt
16276233.00
2755249.46
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
3148978.00
1813710.51
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
2364379.00
1172858.40
Fannie Mae
2037-12-01
5.762000
Government Agency Debt
10070181.00
2873413.37
Fannie Mae
2038-01-01
5.673000
Government Agency Debt
8837162.00
1670765.16
Fannie Mae
2038-01-01
5.750000
Government Agency Debt
3000000.00
826058.02
Fannie Mae
2038-01-01
6.500000
Government Agency Debt
6276722.00
1854350.12
Fannie Mae
2038-02-01
6.500000
Government Agency Debt
4650000.00
1751601.00
Fannie Mae
2038-03-01
5.078000
Government Agency Debt
192503.00
58526.15
Fannie Mae
2038-03-01
6.500000
Government Agency Debt
5691784.00
1862116.60
Fannie Mae
2038-03-01
6.500000
Government Agency Debt
1662556.00
526560.60
Fannie Mae
2038-05-01
4.844000
Government Agency Debt
8300000.00
2698129.15
Fannie Mae
2038-05-01
6.500000
Government Agency Debt
2056888.00
613703.12
Fannie Mae
2038-08-01
5.753000
Government Agency Debt
10006464.00
2841568.13
Fannie Mae
2038-08-01
6.500000
Government Agency Debt
8953211.00
1937248.44
Fannie Mae
2038-09-01
6.500000
Government Agency Debt
7035441.00
2007690.40
Fannie Mae
2038-09-01
6.500000
Government Agency Debt
6770410.00
1924986.98
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
3718871.00
1955907.16
Fannie Mae
2038-11-01
6.500000
Government Agency Debt
4230746.00
1718641.39
Fannie Mae
2039-04-01
4.500000
Government Agency Debt
40896.00
18036.74
Fannie Mae
2039-05-01
4.500000
Government Agency Debt
2271813.00
2009689.46
Fannie Mae
2039-10-01
4.500000
Government Agency Debt
2923505.00
1550605.10
Fannie Mae
2040-01-01
3.663000
Government Agency Debt
1193588.00
813804.86
Fannie Mae
2040-01-01
4.000000
Government Agency Debt
681997.00
615003.94
Fannie Mae
2040-03-01
4.412000
Government Agency Debt
4602559.00
2790443.75
Fannie Mae
2040-03-01
5.000000
Government Agency Debt
595260.00
499854.18
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
10220482.00
7263567.83
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
2000000.00
1902481.82
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
1679461.00
1805195.76
Fannie Mae
2040-07-01
3.306000
Government Agency Debt
54476311.00
14981698.01
Fannie Mae
2040-07-01
3.572000
Government Agency Debt
1800000.00
1219644.77
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
2000000.00
1784777.09
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
2618375.00
2330832.98
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
1850000.00
1883283.33
Fannie Mae
2040-09-01
3.808000
Government Agency Debt
2680000.00
1491281.84
Fannie Mae
2040-10-01
3.648000
Government Agency Debt
1183078.00
897084.89
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
788163.00
614274.74
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
520382.00
541724.31
Fannie Mae
2040-12-01
5.000000
Government Agency Debt
2142857.00
1897922.11
Fannie Mae
2040-12-01
5.000000
Government Agency Debt
1872131.00
1788067.92
Fannie Mae
2041-01-01
2.825000
Government Agency Debt
13043749.00
9687724.13
Fannie Mae
2041-01-01
5.000000
Government Agency Debt
1934351.00
2076087.74
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
2142364.00
2222544.51
Fannie Mae
2041-04-01
3.414000
Government Agency Debt
1270000.00
860479.93
Fannie Mae
2041-04-01
3.500000
Government Agency Debt
608228.00
615005.89
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
2348815.00
2128243.66
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
2000000.00
1966688.14
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
2082573.00
2044395.28
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
825062.00
892703.82
Fannie Mae
2041-04-01
5.500000
Government Agency Debt
2704784.00
2168136.98
Fannie Mae
2041-05-01
2.569000
Government Agency Debt
1711854.00
1030425.77
Fannie Mae
2041-06-01
4.104000
Government Agency Debt
3624374.00
2877638.40
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
1631686.00
1653272.44
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
618533.00
611180.52
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
2165424.00
2342783.76
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
2150731.00
2331710.38
Fannie Mae
2041-06-01
5.000000
Government Agency Debt
2208125.00
2258063.11
Fannie Mae
2041-07-01
3.542000
Government Agency Debt
205315.00
175198.64
Fannie Mae
2041-07-01
5.000000
Government Agency Debt
2535380.00
2089792.08
Fannie Mae
2041-08-01
2.798000
Government Agency Debt
1251000.00
1063546.46
Fannie Mae
2041-08-01
3.760000
Government Agency Debt
3130000.00
2768765.43
Fannie Mae
2041-08-01
3.806000
Government Agency Debt
1046152.00
897865.09
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
20644.00
22378.39
Fannie Mae
2041-08-01
5.000000
Government Agency Debt
2042700.00
2217487.66
Fannie Mae
2041-09-01
3.820000
Government Agency Debt
1041844.00
990678.57
Fannie Mae
2041-09-01
5.000000
Government Agency Debt
1894475.00
2058910.63
Fannie Mae
2041-10-01
3.297000
Government Agency Debt
3488060.00
3319007.98
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
1386629.00
1279828.27
Fannie Mae
2041-11-01
2.877000
Government Agency Debt
1222755.00
1264884.26
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
2090562.00
2203318.70
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
5059870.00
5052406.09
Fannie Mae
2041-11-01
5.000000
Government Agency Debt
2162350.00
2229981.32
Fannie Mae
2042-01-01
3.162000
Government Agency Debt
721661.00
752742.23
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
1860760.00
1973311.59
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
1718904.00
1822151.74
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
2083458.00
2237321.05
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
2130851.00
1589087.28
Fannie Mae
2042-02-01
3.500000
Government Agency Debt
2217777.00
2304137.97
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
2186859.00
2346249.83
Fannie Mae
2042-03-01
2.692000
Government Agency Debt
1843484.00
1920846.83
Fannie Mae
2042-03-01
3.159000
Government Agency Debt
1274147.00
1332681.71
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
2218076.00
2308457.95
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
2082980.00
2168032.63
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
1775751.00
1846481.36
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
1653944.00
1753205.44
Fannie Mae
2042-03-01
4.500000
Government Agency Debt
1486333.00
1491946.15
Fannie Mae
2048-09-01
5.225000
Government Agency Debt
2670000.00
1097000.03
Freddie Mac
2019-12-01
4.500000
Government Agency Debt
2450000.00
519575.38
Freddie Mac
2021-12-17
7.750000
Government Agency Debt
4876367.00
152699.90
Freddie Mac
2023-04-01
4.500000
Government Agency Debt
120812.00
26691.74
Freddie Mac
2024-06-01
4.500000
Government Agency Debt
748442.00
537831.43
Freddie Mac
2024-07-01
4.500000
Government Agency Debt
6535940.00
4501565.09
Freddie Mac
2024-08-01
4.500000
Government Agency Debt
3388619.00
2179194.90
Freddie Mac
2024-11-01
4.000000
Government Agency Debt
4000000.00
1754352.30
Freddie Mac
2025-01-01
4.500000
Government Agency Debt
2340171.00
1914895.23
Freddie Mac
2025-04-15
10.500000
Government Agency Debt
2000000.00
1093900.24
Freddie Mac
2025-10-01
4.000000
Government Agency Debt
427338.00
384877.47
Freddie Mac
2026-06-01
5.500000
Government Agency Debt
2250000.00
478965.30
Freddie Mac
2026-11-15
2.500000
Government Agency Debt
5000000.00
5037602.44
Freddie Mac
2027-05-01
5.000000
Government Agency Debt
2000000.00
472036.46
Freddie Mac
2029-06-15
7.000000
Government Agency Debt
367905.00
367413.70
Freddie Mac
2030-09-01
4.500000
Government Agency Debt
2500000.00
2182879.66
Freddie Mac
2032-03-01
3.500000
Government Agency Debt
2057477.00
2164719.49
Freddie Mac
2033-01-01
7.000000
Government Agency Debt
6040000.00
501893.14
Freddie Mac
2033-03-15
5.000000
Government Agency Debt
1434558.00
1517413.45
Freddie Mac
2033-08-01
5.500000
Government Agency Debt
15107415.00
2016805.51
Freddie Mac
2034-11-01
7.500000
Government Agency Debt
2500000.00
2004923.53
Freddie Mac
2035-05-01
7.000000
Government Agency Debt
2274790.00
2250330.94
Freddie Mac
2036-10-01
6.500000
Government Agency Debt
1566442.00
524760.09
Freddie Mac
2037-05-15
5.000000
Government Agency Debt
4413662.00
5053121.20
Freddie Mac
2037-08-01
6.500000
Government Agency Debt
2518974.00
479881.06
Freddie Mac
2037-09-15
7.500000
Government Agency Debt
1186542.00
1250098.77
Freddie Mac
2038-01-01
6.500000
Government Agency Debt
1837852.00
490780.54
Freddie Mac
2038-03-01
5.000000
Government Agency Debt
602284.00
240450.88
Freddie Mac
2038-06-01
6.000000
Government Agency Debt
6313393.00
1807278.72
Freddie Mac
2038-08-01
6.000000
Government Agency Debt
6588880.00
1818824.22
Freddie Mac
2039-03-01
6.500000
Government Agency Debt
1701333.00
1892656.73
Freddie Mac
2039-04-01
4.500000
Government Agency Debt
1175378.00
613108.44
Freddie Mac
2039-09-01
6.500000
Government Agency Debt
1676703.00
1076118.48
Freddie Mac
2040-03-01
5.000000
Government Agency Debt
2577692.00
2051177.98
Freddie Mac
2040-07-01
5.000000
Government Agency Debt
1780000.00
1740158.86
Freddie Mac
2040-09-01
7.000000
Government Agency Debt
1060000.00
969102.66
Freddie Mac
2040-09-01
9.000000
Government Agency Debt
800000.00
638058.60
Freddie Mac
2040-12-01
3.500000
Government Agency Debt
2081639.00
2007031.43
Freddie Mac
2041-02-01
5.000000
Government Agency Debt
2136055.00
2274752.23
Freddie Mac
2041-03-01
5.000000
Government Agency Debt
558773.00
551789.03
Freddie Mac
2041-05-01
5.000000
Government Agency Debt
1797905.00
1867878.24
Freddie Mac
2041-05-20
7.000000
Government Agency Debt
1148887.00
1169993.71
Freddie Mac
2041-06-01
4.500000
Government Agency Debt
1837005.00
1723108.31
Freddie Mac
2041-07-01
5.000000
Government Agency Debt
2041309.00
2231880.26
Freddie Mac
2041-07-01
5.000000
Government Agency Debt
2439064.00
2141870.29
Freddie Mac
2041-09-01
5.000000
Government Agency Debt
2120550.00
2347202.10
Freddie Mac
2041-09-01
5.000000
Government Agency Debt
2298190.00
2320609.32
Freddie Mac
2041-09-01
5.000000
Government Agency Debt
2159134.00
2281934.37
Freddie Mac
2041-11-01
4.500000
Government Agency Debt
4893652.00
4834334.30
Freddie Mac
2041-12-01
4.000000
Government Agency Debt
4802845.00
4983311.87
Freddie Mac
2042-01-01
3.500000
Government Agency Debt
1768561.00
1829597.74
Freddie Mac
2042-01-01
5.000000
Government Agency Debt
1075664.00
1179123.88
Freddie Mac
2042-03-01
3.500000
Government Agency Debt
1815002.00
1883875.89
Freddie Mac
2042-03-01
3.500000
Government Agency Debt
1773281.00
1843711.10
GNMA
2038-12-16
4.500000
Government Agency Debt
17138876.00
16115064.33
GNMA
2039-06-20
3.500000
Government Agency Debt
9000000.00
8803022.80
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
444000000.00
444000000.00
0.0133
N
444000000.00
444000000.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.170000%
0554M2E37
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
Y
BHP Billiton Ltd
N/A
N/A
N
15000000.00
14999858.33
0.0004
N
14999850.00
14999850.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.170000%
0554M2E86
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
Y
BHP Billiton Ltd
N/A
N/A
N
50000000.00
49998347.22
0.0015
N
49998000.00
49998000.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.170000%
0554M2E94
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
Y
BHP Billiton Ltd
N/A
N/A
N
96000000.00
95996373.33
0.0029
N
95996160.00
95996160.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.210000%
0554M2GH4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-17
2012-07-17
N
Y
BHP Billiton Ltd
N/A
N/A
N
34000000.00
33984728.34
0.0010
N
33969740.00
33969740.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.220000%
987WVU007_0.2200_M120501_2M49
0001197610
Government Agency Repurchase Agreement
Y
Freddie Mac
2037-07-15
5.800000
Government Agency Debt
35018477.00
40221460.06
Freddie Mac
2039-07-15
4.500000
Government Agency Debt
37000000.00
34841156.42
Freddie Mac
2041-01-20
4.500000
Government Agency Debt
47000000.00
34744377.64
Freddie Mac
2041-04-15
4.500000
Government Agency Debt
2364064.00
2477001.91
GNMA
2035-09-15
5.500000
Government Agency Debt
59350649.00
35041711.05
GNMA
2035-10-20
5.000000
Government Agency Debt
100000000.00
38004754.81
GNMA
2038-08-15
5.000000
Government Agency Debt
68626230.00
34463365.62
GNMA
2039-05-15
4.500000
Government Agency Debt
40000000.00
33877826.49
GNMA
2039-05-15
5.000000
Government Agency Debt
42502312.00
35021473.30
GNMA
2039-08-15
4.500000
Government Agency Debt
35000000.00
32804166.82
GNMA
2039-09-15
5.500000
Government Agency Debt
9220254.00
6230184.33
GNMA
2039-10-15
5.000000
Government Agency Debt
43831861.00
41820853.15
GNMA
2040-01-15
4.500000
Government Agency Debt
48349968.00
34049898.22
GNMA
2040-04-15
6.000000
Government Agency Debt
68000000.00
41586841.98
GNMA
2040-05-15
5.000000
Government Agency Debt
44130000.00
32968236.63
GNMA
2040-06-15
4.500000
Government Agency Debt
34950008.00
34603164.72
GNMA
2040-07-15
5.000000
Government Agency Debt
39210702.00
36432816.53
GNMA
2040-08-15
4.500000
Government Agency Debt
39845729.00
31502072.06
GNMA
2041-04-15
4.500000
Government Agency Debt
41908143.00
35031112.98
GNMA
2042-01-15
3.500000
Government Agency Debt
34498844.00
36235304.36
GNMA
2042-01-20
4.500000
Government Agency Debt
29771611.00
32482828.03
GNMA
2042-04-20
3.000000
Government Agency Debt
39903466.00
40752758.07
GNMA
2047-04-15
2.920000
Government Agency Debt
39552800.00
40128618.45
GNMA
2047-04-15
3.050000
Government Agency Debt
26722800.00
27272299.45
GNMA
2062-04-20
4.572000
Government Agency Debt
19019417.00
20075717.38
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
789000000.00
789000000.00
0.0236
N
789000000.00
789000000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.230000%
0556X0GD0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
Y
Bank of New Zealand
N/A
N/A
N
44000000.00
43979478.89
0.0013
N
43967000.00
43967000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.220000%
0556X0GD0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
Y
Bank of New Zealand
N/A
N/A
N
4000000.00
3998215.56
0.0001
N
3997000.00
3997000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.235000%
0556X0GT5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-27
2012-07-27
N
Y
Bank of New Zealand
N/A
N/A
N
34000000.00
33980690.84
0.0010
N
33965660.00
33965660.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.330000%
10513DJM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
N
114000000.00
114000000.00
0.0034
N
114027360.00
114027360.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.280000%
10513DJT8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
12000000.00
12000000.00
0.0004
N
11999640.00
11999640.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.280000%
10513DJV3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
75000000.00
75000000.00
0.0022
N
74997750.00
74997750.00
CAFCO, LLC
CAFCO, LLC 0.290000%
12476EE39
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
28000000.00
27999548.89
0.0008
N
27999720.00
27999720.00
CAFCO, LLC
CAFCO, LLC 0.290000%
12476EEE5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
38000000.00
37996020.56
0.0011
N
37998100.00
37998100.00
CAFCO, LLC
CAFCO, LLC 0.340000%
12476EEG0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
243000000.00
242965575.00
0.0073
N
242985420.00
242985420.00
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
32963535.00
0.0010
N
32988120.00
32988120.00
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
84900054.17
0.0025
N
84966850.00
84966850.00
CAFCO, LLC
CAFCO, LLC 0.500000%
12476EH77
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
13000000.00
12982305.56
0.0004
N
12993760.00
12993760.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.329800%
13606X4R6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-21
2012-07-23
N
N
N
126000000.00
126000000.00
0.0038
N
126006300.00
126006300.00
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
0.0077
N
258492780.00
258492780.00
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
0.0039
N
129001290.00
129001290.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.170000%
13606YFK7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-12
2012-07-12
N
N
N
98000000.00
98000000.00
0.0029
N
98000000.00
98000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.280000%
13738JEG1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
319000000.00
318962783.35
0.0096
N
318971290.00
318971290.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
13738JEN6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
15000000.00
14997637.50
0.0004
N
14998050.00
14998050.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
13738JEQ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
24000000.00
23995860.00
0.0007
N
23996640.00
23996640.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
13738JER7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
55000000.00
54990100.00
0.0016
N
54984473.50
54984473.50
Catholic Health Initiatives
Taxable CP Notes Series A 0.200000%
1491M0MD4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-11
2012-06-11
N
N
N
50000000.00
50000000.00
0.0015
N
49995000.00
49995000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.190000%
15963TE47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
49999208.33
0.0015
N
49999500.00
49999500.00
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
46997715.28
0.0014
N
46998590.00
46998590.00
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
64996388.89
0.0019
N
64998050.00
64998050.00
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
49996527.78
0.0015
N
49998000.00
49998000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.190000%
15963TEH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-17
2012-05-17
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
39061000.00
39057701.52
0.0012
N
39058656.34
39058656.34
Chariot Funding, LLC
Chariot Funding, LLC 0.190000%
15963TEJ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-18
2012-05-18
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
21000000.00
20998115.83
0.0006
N
20998740.00
20998740.00
Chariot Funding, LLC
Chariot Funding, LLC 0.190000%
15963TEW5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-30
2012-05-30
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
3000000.00
2999540.83
0.0001
N
2999670.00
2999670.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TF53
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
49987847.22
0.0015
N
49993000.00
49993000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.190000%
15963TF79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
999804.72
0.0000
N
999850.00
999850.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TF87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-08
2012-06-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
90000000.00
89976250.00
0.0027
N
89986500.00
89986500.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TFE4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15000000.00
14995783.33
0.0004
N
14997150.00
14997150.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TFJ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-18
2012-06-18
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9996933.33
0.0003
N
9997900.00
9997900.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RQU0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
N
248000000.00
248000000.00
0.0074
N
248007440.00
248007440.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RQV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-17
2012-05-17
N
N
N
282000000.00
282000000.00
0.0085
N
282008460.00
282008460.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RRH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-23
2012-07-23
N
N
N
59000000.00
59000000.00
0.0018
N
59000000.00
59000000.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RRM7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-26
2012-07-26
N
N
N
20000000.00
20000000.00
0.0006
N
20000000.00
20000000.00
Ciesco, LLC
Ciesco, LLC 0.320000%
17178BEN1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
10000000.00
9998133.33
0.0003
N
9999200.00
9999200.00
Ciesco, LLC
Ciesco, LLC 0.300000%
17178BEN1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
7000000.00
6998775.00
0.0002
N
6999440.00
6999440.00
Ciesco, LLC
Ciesco, LLC 0.320000%
17178BEQ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
36000000.00
35992640.00
0.0011
N
35996760.00
35996760.00
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
19980166.67
0.0006
N
19993800.00
19993800.00
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
11985720.00
0.0004
N
11995320.00
11995320.00
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
27000000.00
26965500.00
0.0008
N
26988120.00
26988120.00
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
0.0089
N
297092070.00
297092070.00
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
0.0018
N
59018880.00
59018880.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.516700%
20272ABF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
N
57000000.00
56999464.83
0.0017
N
56988600.00
56988600.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DER7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
N
N
120000000.00
119985600.00
0.0036
N
119992800.00
119992800.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.190000%
20272DEX4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-31
2012-05-31
N
N
N
2000000.00
1999683.33
0.0001
N
1999840.00
1999840.00
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
33973225.00
0.0010
N
33995580.00
33995580.00
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
17836612.50
0.0005
N
17847679.50
17847679.50
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.170000%
20272DG53
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
N
12000000.00
11996316.67
0.0004
N
11997000.00
11997000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DG61
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
N
200000000.00
199934000.00
0.0060
N
199948000.00
199948000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DG95
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
N
N
55000000.00
54981025.00
0.0016
N
54984600.00
54984600.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DGB0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
N
94000000.00
93966630.00
0.0028
N
93972740.00
93972740.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DGK0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-19
2012-07-19
N
N
N
30000000.00
29988150.00
0.0009
N
29989500.00
29989500.00
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
64003840.00
64003840.00
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
100005000.00
100005000.00
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
55004950.00
55004950.00
CRC Funding, LLC
CRC Funding, LLC 0.300000%
12622UE28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
75000000.00
74999375.00
0.0022
N
74999250.00
74999250.00
CRC Funding, LLC
CRC Funding, LLC 0.320000%
12622UEJ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-18
2012-05-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
167000000.00
166974764.46
0.0050
N
166983300.00
166983300.00
CRC Funding, LLC
CRC Funding, LLC 0.330000%
12622UEN2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
33000000.00
32993647.50
0.0010
N
32995380.00
32995380.00
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
69924633.34
0.0021
N
69939100.00
69939100.00
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
9989091.67
0.0003
N
9991100.00
9991100.00
CRC Funding, LLC
CRC Funding, LLC 0.500000%
12622UH17
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
54000000.00
53931000.00
0.0016
N
53935740.00
53935740.00
Credit Suisse AG
Credit Suisse AG 0.170000%
22550DMX4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
158000000.00
158000000.00
0.0047
N
158000000.00
158000000.00
Credit Suisse AG
Credit Suisse AG 0.170000%
22550DMY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
212000000.00
212000000.00
0.0064
N
212000000.00
212000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.190000%
22799D001_0.1900_M120501_2M49
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-08-20
5.000000
Government Agency Debt
97220000.00
101859021.15
GNMA
2042-01-20
4.500000
Government Agency Debt
115047850.00
125524989.84
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
222921033.00
222921033.00
0.0067
N
222921033.00
222921033.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.170000%
22799E009_0.1700_M120504_2M49
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2026-06-01
4.000000
Government Agency Debt
6411776.00
6803113.64
Freddie Mac
2038-02-01
5.000000
Government Agency Debt
145395000.00
64598711.92
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
N
70000000.00
70000000.00
0.0021
N
69999300.00
69999300.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.420000%
2284K0EQ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
Y
Cash
Canadian Imperial Bank of Commerce
N/A
N/A
Credit / Liquidity
FEDERAL HOME LOAN BANK
N/A
N/A
Credit / Liquidity
JPMorgan Chase Bank NA
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
167000000.00
166955188.36
0.0050
N
166976620.00
166976620.00
Deutsche Bank AG
Deutsche Bank AG 0.220000%
25154UXL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
N
93000000.00
93000000.00
0.0028
N
93000000.00
93000000.00
Deutsche Bank AG
Deutsche Bank AG 0.210000%
25154UYW8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
237000000.00
237000000.00
0.0071
N
237000000.00
237000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.210000%
21599B009_0.2100_M120501_2M49
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2041-03-20
3.500000
Government Agency Debt
128006460.00
138260986.39
GNMA
2041-03-20
3.500000
Government Agency Debt
64574390.00
69739013.84
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
200000000.00
200000000.00
0.0060
N
200000000.00
200000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.360000%
21599B009_0.3600_M120501_2M49
0001074042
Other Repurchase Agreement
N
AMERICAN ELEC PWR INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2999985.30
AMERICAN INTL GROUP INC COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
516.90
BAXTER INTL INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2999981.04
CAPITAL ONE FINL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2999994.84
CENTERPOINT ENERGY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2999981.25
DOVER CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2999994.00
EL PASO CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2999999.52
EOG RES INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2999903.34
GENON ENERGY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2999998.00
GOODRICH CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2999954.88
HERBALIFE LTD COM USD
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2999978.37
LOEWS CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2999963.52
MACYS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2999963.00
MARATHON PETE CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2999966.24
MARSH & MCLENNAN COS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2999985.20
NEWELL RUBBERMAID INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2999983.50
PENNEY J C INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2999987.28
POLARIS INDS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
3000000.00
PROCTER & GAMBLE CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2999939.76
PUBLIC SVC ENTERPRISE GROUP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2999978.96
REGIONS FINANCIAL CORP NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2999996.48
SUNTRUST BKS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
2999981.60
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
60000000.00
60000000.00
0.0018
Repurchase agreement collateralized by common stock and ETFs.
N
60000000.00
60000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M120501_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2030-05-25
3.500000
Government Agency Debt
69600000.00
52123582.78
Fannie Mae
2035-06-01
2.121000
Government Agency Debt
4228009.00
1252604.85
Fannie Mae
2037-05-01
6.000000
Government Agency Debt
17738923.00
8069924.80
Fannie Mae
2037-09-25
3.500000
Government Agency Debt
50000000.00
45453010.91
Fannie Mae
2039-02-25
4.000000
Government Agency Debt
34560275.00
36431415.53
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
4196797.00
2089283.69
Fannie Mae
2040-07-25
4.500000
Government Agency Debt
15566964.00
15209982.01
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
33157030.00
30466068.30
Fannie Mae
2040-12-25
4.000000
Government Agency Debt
34476835.00
36951969.12
Fannie Mae
2041-03-25
0.892000
Government Agency Debt
90250000.00
68211089.57
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
7170352.00
6306407.41
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
10459980.00
7299701.02
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
252027052.00
211118992.75
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
1310711.00
1182164.09
Fannie Mae
2041-08-01
5.500000
Government Agency Debt
8254358.00
8161086.79
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
10000000.00
8208319.48
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
77587946.00
77820033.25
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
7662613.00
8066635.80
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
600000000.00
600000000.00
0.0180
N
600000000.00
600000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M120507_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-06-01
2.121000
Government Agency Debt
2032404.00
602127.17
Fannie Mae
2035-06-01
2.121000
Government Agency Debt
402624.00
119282.81
Fannie Mae
2038-08-01
7.500000
Government Agency Debt
49817661.00
11991973.07
Fannie Mae
2039-02-25
4.000000
Government Agency Debt
31402975.00
33103174.99
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
92722.00
78381.23
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
560167.00
592368.43
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
68303.00
72723.31
GNMA
2026-10-16
3.000000
Government Agency Debt
99997237.00
102026264.24
GNMA
2026-10-20
3.000000
Government Agency Debt
75243426.00
64253292.13
GNMA
2040-07-20
4.500000
Government Agency Debt
102166894.00
91366596.24
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
292000000.00
292000000.00
0.0088
N
292000000.00
292000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M120507_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-05-01
5.000000
Government Agency Debt
1151216.00
227926.36
Fannie Mae
2021-01-01
5.500000
Government Agency Debt
568841.00
224527.96
Fannie Mae
2021-04-25
4.500000
Government Agency Debt
8000664.00
6756890.58
Fannie Mae
2022-07-01
5.000000
Government Agency Debt
1026417.00
224796.04
Fannie Mae
2025-03-01
4.000000
Government Agency Debt
209518.00
118055.12
Fannie Mae
2025-03-25
3.000000
Government Agency Debt
426150.00
443800.56
Fannie Mae
2025-04-01
4.000000
Government Agency Debt
366155.00
228715.84
Fannie Mae
2025-06-01
4.000000
Government Agency Debt
351621.00
227934.01
Fannie Mae
2025-10-01
4.000000
Government Agency Debt
302128.00
233490.71
Fannie Mae
2026-08-25
2.750000
Government Agency Debt
1200000.00
1146688.38
Fannie Mae
2026-09-25
3.500000
Government Agency Debt
2000000.00
2127500.89
Fannie Mae
2027-04-25
4.500000
Government Agency Debt
7150000.00
3636359.07
Fannie Mae
2029-07-25
4.500000
Government Agency Debt
16539007.00
16289055.20
Fannie Mae
2031-12-18
0.791700
Government Agency Debt
118500000.00
1714218.05
Fannie Mae
2032-02-25
2.000000
Government Agency Debt
2954592.00
2931446.55
Fannie Mae
2032-03-25
3.500000
Government Agency Debt
2012000.00
2005558.47
Fannie Mae
2032-03-25
3.500000
Government Agency Debt
658333.00
656317.48
Fannie Mae
2032-04-25
6.000000
Government Agency Debt
34406000.00
7073978.79
Fannie Mae
2032-06-25
6.000000
Government Agency Debt
4000000.00
818705.36
Fannie Mae
2032-08-25
6.000000
Government Agency Debt
20000000.00
12436296.21
Fannie Mae
2032-12-01
6.500000
Government Agency Debt
2230096.00
136538.25
Fannie Mae
2033-05-25
4.000000
Government Agency Debt
1250000.00
84608.98
Fannie Mae
2033-06-25
5.500000
Government Agency Debt
100000.00
116353.36
Fannie Mae
2033-09-01
5.000000
Government Agency Debt
1221422.00
236600.55
Fannie Mae
2033-11-01
5.500000
Government Agency Debt
1260000.00
224698.52
Fannie Mae
2034-08-25
6.000000
Government Agency Debt
54930000.00
13462700.13
Fannie Mae
2035-02-25
5.500000
Government Agency Debt
8776370.00
2746886.69
Fannie Mae
2035-03-25
5.000000
Government Agency Debt
10000000.00
11402907.78
Fannie Mae
2035-12-01
6.500000
Government Agency Debt
969147.00
235597.25
Fannie Mae
2036-03-25
5.500000
Government Agency Debt
2300000.00
2696845.58
Fannie Mae
2036-05-01
6.500000
Government Agency Debt
1246111.00
235327.45
Fannie Mae
2036-06-25
5.000000
Government Agency Debt
10000000.00
11448017.78
Fannie Mae
2036-07-25
4.500000
Government Agency Debt
17110000.00
4797938.61
Fannie Mae
2036-11-01
6.500000
Government Agency Debt
794447.00
236013.38
Fannie Mae
2036-12-01
5.000000
Government Agency Debt
550000.00
235663.21
Fannie Mae
2037-02-25
5.000000
Government Agency Debt
11900000.00
4198174.90
Fannie Mae
2037-05-01
5.500000
Government Agency Debt
736595.00
231859.00
Fannie Mae
2037-11-25
4.500000
Government Agency Debt
312462.00
279194.76
Fannie Mae
2037-12-01
6.500000
Government Agency Debt
1291752.00
229099.13
Fannie Mae
2037-12-01
7.000000
Government Agency Debt
2166263.00
234482.56
Fannie Mae
2038-04-25
4.500000
Government Agency Debt
4299524.00
4622874.00
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
12499900.00
7076847.91
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
2832790.00
1410242.61
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
761603.00
558732.47
Fannie Mae
2039-09-20
4.000000
Government Agency Debt
2962000.00
3269568.81
Fannie Mae
2039-10-25
4.000000
Government Agency Debt
7092854.00
7322006.41
Fannie Mae
2039-12-25
5.000000
Government Agency Debt
1405898.00
1538016.95
Fannie Mae
2039-12-25
5.000000
Government Agency Debt
770652.00
835816.62
Fannie Mae
2040-02-25
4.500000
Government Agency Debt
137000.00
154353.65
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
374547.00
233821.92
Fannie Mae
2040-07-25
4.500000
Government Agency Debt
70000.00
76718.11
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
301053.00
309488.10
Fannie Mae
2040-08-25
4.500000
Government Agency Debt
189000.00
198897.17
Fannie Mae
2040-11-25
4.000000
Government Agency Debt
14428985.00
15270198.03
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
229000.00
228230.31
Fannie Mae
2040-12-25
4.000000
Government Agency Debt
10347048.00
10959357.56
Fannie Mae
2040-12-25
4.000000
Government Agency Debt
2821000.00
3029574.08
Fannie Mae
2040-12-25
7.000000
Government Agency Debt
3333333.00
3890628.42
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
241162.00
234393.86
Fannie Mae
2041-01-25
4.000000
Government Agency Debt
825833.00
857726.85
Fannie Mae
2041-03-25
4.500000
Government Agency Debt
595000.00
623695.06
Fannie Mae
2041-04-25
4.500000
Government Agency Debt
10000000.00
11097720.00
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
269000.00
235288.99
Fannie Mae
2041-05-25
4.500000
Government Agency Debt
5229000.00
5824060.20
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
15839596.00
16958175.95
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
219854.00
234338.59
Fannie Mae
2041-09-01
5.500000
Government Agency Debt
214257.00
235738.48
Fannie Mae
2041-09-25
4.000000
Government Agency Debt
1325000.00
1413800.47
Fannie Mae
2041-10-01
5.000000
Government Agency Debt
212713.00
231416.35
Fannie Mae
2041-10-25
4.000000
Government Agency Debt
11095318.00
11935324.80
Fannie Mae
2041-11-25
3.500000
Government Agency Debt
10990157.00
10248866.06
Fannie Mae
2041-12-01
3.500000
Government Agency Debt
228507.00
234207.63
Fannie Mae
2041-12-25
3.500000
Government Agency Debt
991090.00
958932.54
Fannie Mae
2041-12-25
3.500000
Government Agency Debt
837603.00
831231.73
Fannie Mae
2041-12-25
4.000000
Government Agency Debt
15043553.00
15958038.89
Fannie Mae
2041-12-25
4.000000
Government Agency Debt
4866000.00
5056607.17
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
8281154.00
9145350.39
Fannie Mae
2042-04-25
3.000000
Government Agency Debt
4865000.00
4595020.07
Fannie Mae
2047-06-25
6.000000
Government Agency Debt
3878000.00
4518720.57
Freddie Mac
2025-08-01
4.500000
Government Agency Debt
8121398.00
6989549.01
Freddie Mac
2026-01-01
3.500000
Government Agency Debt
2367518.00
2070839.50
Freddie Mac
2027-03-01
3.000000
Government Agency Debt
3165453.00
3320104.32
Freddie Mac
2036-12-01
5.500000
Government Agency Debt
25844000.00
7017216.05
Freddie Mac
2037-08-01
6.500000
Government Agency Debt
13917629.00
2593444.54
Freddie Mac
2038-11-01
5.500000
Government Agency Debt
6680518.00
1207740.55
Freddie Mac
2038-12-01
5.000000
Government Agency Debt
9125180.00
3442487.70
GNMA
2026-11-20
3.000000
Government Agency Debt
5042121.00
4306874.83
GNMA
2032-01-16
0.740200
Government Agency Debt
17000000.00
3559479.85
GNMA
2033-02-20
4.500000
Government Agency Debt
1861.00
1542.93
GNMA
2033-03-20
4.000000
Government Agency Debt
2000000.00
231672.29
GNMA
2033-08-20
5.000000
Government Agency Debt
9501056.00
11101611.28
GNMA
2036-06-20
6.000000
Government Agency Debt
4000000.00
4754357.33
GNMA
2036-09-20
4.500000
Government Agency Debt
5354908.00
3911553.69
GNMA
2036-11-16
5.243000
Government Agency Debt
2700000.00
2579891.48
GNMA
2037-08-20
7.000000
Government Agency Debt
8666667.00
10068680.28
GNMA
2038-09-20
1.039700
Government Agency Debt
29806023.00
7097248.88
GNMA
2038-12-16
3.000000
Government Agency Debt
2000000.00
1123129.78
GNMA
2038-12-20
4.000000
Government Agency Debt
400000.00
339245.65
GNMA
2038-12-20
4.500000
Government Agency Debt
180000.00
154384.42
GNMA
2039-07-20
3.250000
Government Agency Debt
6935083.00
7177589.37
GNMA
2039-08-20
5.000000
Government Agency Debt
25498000.00
614781.31
GNMA
2039-10-16
4.000000
Government Agency Debt
200000.00
198174.95
GNMA
2039-11-20
4.500000
Government Agency Debt
517143.00
569748.34
GNMA
2040-01-20
4.000000
Government Agency Debt
1399318.00
1547055.51
GNMA
2040-05-20
3.250000
Government Agency Debt
3163672.00
3240672.79
GNMA
2040-05-20
5.000000
Government Agency Debt
3000000.00
2674691.19
GNMA
2040-05-20
7.000000
Government Agency Debt
3200000.00
3812044.82
GNMA
2040-06-20
4.500000
Government Agency Debt
1801.00
1803.64
GNMA
2040-07-20
4.500000
Government Agency Debt
327020.00
364966.75
GNMA
2040-09-20
4.000000
Government Agency Debt
10049197.00
10921318.79
GNMA
2040-12-20
4.000000
Government Agency Debt
6937000.00
7481743.34
GNMA
2041-01-20
3.000000
Government Agency Debt
17313487.00
17954754.46
GNMA
2041-01-20
3.250000
Government Agency Debt
3635431.00
3684738.55
GNMA
2041-01-20
7.000000
Government Agency Debt
3666666.00
4398992.45
GNMA
2041-02-16
0.690200
Government Agency Debt
1769500.00
1766485.50
GNMA
2041-02-16
4.000000
Government Agency Debt
714000.00
772248.28
GNMA
2041-02-20
4.000000
Government Agency Debt
100000.00
107999.22
GNMA
2041-03-20
5.000000
Government Agency Debt
239265.00
287847.94
GNMA
2041-04-16
4.000000
Government Agency Debt
1166666.00
1213143.33
GNMA
2041-06-20
4.000000
Government Agency Debt
13402000.00
14549535.83
GNMA
2041-06-20
4.000000
Government Agency Debt
917749.00
974052.43
GNMA
2041-07-20
4.500000
Government Agency Debt
13062000.00
14371987.98
GNMA
2041-10-20
4.000000
Government Agency Debt
5667000.00
6106630.12
GNMA
2041-12-20
3.000000
Government Agency Debt
10619000.00
10164343.98
GNMA
2042-02-20
3.000000
Government Agency Debt
6393000.00
6299608.92
GNMA
2042-03-20
3.000000
Government Agency Debt
1891000.00
1823307.24
GNMA
2042-03-20
3.250000
Government Agency Debt
18869000.00
18478073.11
GNMA
2042-03-20
7.000000
Government Agency Debt
18292642.00
21813946.47
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
494000000.00
494000000.00
0.0148
N
494000000.00
494000000.00
DNB Bank ASA
DNB Bank ASA 0.160000%
23330LCD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
268000000.00
268000000.00
0.0080
N
268000000.00
268000000.00
DNB Bank ASA
DNB Bank ASA 0.260000%
23330LCH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
137000000.00
137000000.00
0.0041
N
137002740.00
137002740.00
DNB Bank ASA
DNB Bank ASA 0.260000%
23330LCL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
1000000.00
1000000.00
0.0000
N
1000020.00
1000020.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.160000%
30601VEE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
13839000.00
13838200.41
0.0004
N
13838031.27
13838031.27
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.200000%
30601VG96
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
40025000.00
40009657.08
0.0012
N
40002586.00
40002586.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.240000%
30601VH87
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-08
2012-08-08
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
40041000.00
40014572.83
0.0012
N
40002961.05
40002961.05
Fannie Mae
Fannie Mae 0.090000%
313588XE0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
N
8000000.00
7999560.00
0.0002
N
7999856.00
7999856.00
Fannie Mae
Fannie Mae 0.100000%
313588XM2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-30
2012-05-30
N
N
N
46500000.00
46496254.17
0.0014
N
46498884.00
46498884.00
Fannie Mae
Fannie Mae 0.090000%
313588XU4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
N
40000000.00
39996400.00
0.0012
N
39997600.00
39997600.00
Fannie Mae
Fannie Mae 0.110000%
313588YB5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-13
2012-06-13
N
N
N
40000000.00
39994744.44
0.0012
N
39997120.00
39997120.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384WH8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
25000000.00
24999930.56
0.0007
N
24999975.00
24999975.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384WK1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
N
20000000.00
19999850.00
0.0006
N
19999940.00
19999940.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384WQ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
N
231500000.00
231494855.55
0.0069
N
231498379.50
231498379.50
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384WQ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
N
50000000.00
49999111.11
0.0015
N
49999650.00
49999650.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384WS4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
N
40000000.00
39998777.78
0.0012
N
39999680.00
39999680.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384XC8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
N
146500000.00
146494302.79
0.0044
N
146497509.50
146497509.50
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384XF1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
N
163000000.00
162992710.28
0.0049
N
162996903.00
162996903.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384XG9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
N
N
62000000.00
61995453.33
0.0019
N
61998760.00
61998760.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384XP9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
174000000.00
173986515.00
0.0052
N
173990952.00
173990952.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384XU8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
N
70000000.00
69992300.00
0.0021
N
69995800.00
69995800.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384XU8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
N
50000000.00
49995500.00
0.0015
N
49997000.00
49997000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.095000%
313384XW4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-08
2012-06-08
N
N
N
189000000.00
188981047.48
0.0057
N
188988093.00
188988093.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384XW4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-08
2012-06-08
N
N
N
91500000.00
91490341.66
0.0027
N
91494235.50
91494235.50
Federal Home Loan Bank
Federal Home Loan Bank 0.105000%
313384YB9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-13
2012-06-13
N
N
N
72000000.00
71990969.99
0.0022
N
71994816.00
71994816.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384YD5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
207000000.00
206971537.50
0.0062
N
206984475.00
206984475.00
Federal Home Loan Bank
Federal Home Loan Bank 0.105000%
313384YD5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
121000000.00
120984118.75
0.0036
N
120990925.00
120990925.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384YZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
N
42000000.00
41991658.33
0.0013
N
41995464.00
41995464.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384ZF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
N
65000000.00
64984616.67
0.0019
N
64992330.00
64992330.00
Federal Home Loan Bank
Federal Home Loan Bank 0.115000%
313384ZF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
N
63500000.00
63485597.84
0.0019
N
63492507.00
63492507.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384ZH5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
N
N
115000000.00
114972016.68
0.0034
N
114985970.00
114985970.00
Federal Home Loan Bank
Federal Home Loan Bank 0.115000%
313384ZH5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
N
N
15000000.00
14996502.08
0.0004
N
14998170.00
14998170.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384ZH5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
N
N
4000000.00
3999107.78
0.0001
N
3999512.00
3999512.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384ZN2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
N
50000000.00
49987000.00
0.0015
N
49993500.00
49993500.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384ZN2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
N
22000000.00
21994756.67
0.0007
N
21997140.00
21997140.00
Freddie Mac
Freddie Mac 0.100000%
313396WQ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
N
11100000.00
11099753.33
0.0003
N
11099922.30
11099922.30
Freddie Mac
Freddie Mac 0.070000%
313396WW9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
N
98000000.00
97997332.22
0.0029
N
97998824.00
97998824.00
Freddie Mac
Freddie Mac 0.100000%
313396XP3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
186000000.00
185983983.32
0.0056
N
185990328.00
185990328.00
Freddie Mac
Freddie Mac 0.092500%
313396XS7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
N
98000000.00
97991438.61
0.0029
N
97994414.00
97994414.00
Freddie Mac
Freddie Mac 0.090000%
313396XS7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
N
68290000.00
68284195.35
0.0020
N
68286107.47
68286107.47
Freddie Mac
Freddie Mac 0.110000%
313396XZ1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-11
2012-06-11
N
N
N
60690000.00
60682396.89
0.0018
N
60685873.08
60685873.08
Freddie Mac
Freddie Mac 0.095000%
313396YW7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
3000000.00
2999509.17
0.0001
N
2999691.00
2999691.00
Freddie Mac
Freddie Mac 0.110000%
313396ZL0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
N
46000000.00
45989317.78
0.0014
N
45994158.00
45994158.00
Freddie Mac
Freddie Mac 0.115000%
313396ZL0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
N
40000000.00
39990288.89
0.0012
N
39994920.00
39994920.00
Freddie Mac
Freddie Mac 0.080000%
313396ZV8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
N
54000000.00
53989800.00
0.0016
N
53992332.00
53992332.00
Freddie Mac
Freddie Mac 0.369200%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-10
2013-05-10
N
N
N
220000000.00
220000000.00
0.0066
N
220309540.00
220309540.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.230000%
3686M0E20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
57000000.00
56999635.84
0.0017
N
56999430.00
56999430.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.230000%
3686M0E38
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
73000000.00
72999067.22
0.0022
N
72998540.00
72998540.00
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
5999926.67
0.0002
N
5999940.00
5999940.00
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
94995936.11
0.0028
N
94997150.00
94997150.00
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
97964284.45
0.0029
N
97983340.00
97983340.00
General Electric Capital Corp
General Electric Capital Corp 0.170000%
36959HFK8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
N
2000000.00
1999537.22
0.0001
N
1999580.00
1999580.00
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
149935000.02
0.0045
N
149965500.00
149965500.00
General Electric Capital Corp
General Electric Capital Corp 0.300000%
36959HHA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
N
18000000.00
17984850.00
0.0005
N
17990280.00
17990280.00
General Electric Capital Corp
General Electric Capital Corp 0.290000%
36959HJ57
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
178000000.00
177817896.11
0.0053
N
177845140.00
177845140.00
General Electric Capital Corp
General Electric Capital Corp 0.340000%
36959HKH9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-17
2012-10-17
N
N
N
9000000.00
8985635.00
0.0003
N
8985690.00
8985690.00
General Electric Capital Corp
General Electric Capital Corp 0.330000%
36959HKP1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-23
2012-10-23
N
N
N
93000000.00
92850812.50
0.0028
N
92842830.00
92842830.00
General Electric Capital Corp
General Electric Capital Corp 0.330000%
36959HKQ9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-24
2012-10-24
N
N
N
90000000.00
89854800.00
0.0027
N
89847000.00
89847000.00
General Electric Co
General Electric Co 0.170000%
36960LEB7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
N
56000000.00
55997355.56
0.0017
N
55997760.00
55997760.00
General Electric Co
General Electric Co 0.150000%
36960LFK6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
N
16000000.00
15996733.33
0.0005
N
15996640.00
15996640.00
General Electric Co
General Electric Co 0.150000%
36960LFT7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-27
2012-06-27
N
N
N
154000000.00
153963425.00
0.0046
N
153959960.00
153959960.00
GFRE Holdings LLC
GFRE Holdings LLC 0.240000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
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 0.210000%
38399H002_0.2100_M120501_2M49
0000769993
Government Agency Repurchase Agreement
Y
Federal Farm Credit Bank
2012-12-05
0.180000
Government Agency Debt
17700000.00
17704336.50
Federal Home Loan Bank
2013-02-15
0.180000
Government Agency Debt
5195000.00
5193675.28
Freddie Mac
2013-04-11
1.720000
Government Agency Debt
11884000.00
12058787.23
Freddie Mac
2032-03-29
4.000000
Government Agency Debt
16950000.00
17043469.83
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
50000000.00
50000000.00
0.0015
N
50000000.00
50000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.130000%
992JYE002_0.1300_M120501_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
30234603.00
31962728.66
Freddie Mac
2026-05-01
4.000000
Government Agency Debt
37501182.00
36134328.05
Freddie Mac
2027-01-01
3.500000
Government Agency Debt
10561458.00
11176716.85
Freddie Mac
2034-05-01
5.000000
Government Agency Debt
119831311.00
36226227.05
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
110000000.00
110000000.00
0.0033
N
110000000.00
110000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.170000%
992JYE002_0.1700_M120502_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-10-01
4.000000
Government Agency Debt
13076983.00
12464076.87
Fannie Mae
2035-12-01
5.500000
Government Agency Debt
68602404.00
22471524.67
Fannie Mae
2038-05-01
6.000000
Government Agency Debt
75546000.00
22541248.14
Fannie Mae
2041-04-01
3.387000
Government Agency Debt
25177448.00
22424305.49
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
1409864.00
1472245.67
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
22246883.00
22552481.00
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
20550028.00
22595601.29
Freddie Mac
2025-09-01
4.000000
Government Agency Debt
25265023.00
22594005.40
Freddie Mac
2038-11-01
5.000000
Government Agency Debt
55000000.00
22667376.74
Freddie Mac
2040-06-01
5.000000
Government Agency Debt
25706088.00
22467134.90
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
185000000.00
185000000.00
0.0055
N
185000000.00
185000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.170000%
992JYE002_0.1700_M120503_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-06-01
5.500000
Government Agency Debt
100000000.00
24415099.09
Fannie Mae
2036-07-01
5.000000
Government Agency Debt
42596060.00
19433687.15
Fannie Mae
2039-10-01
5.000000
Government Agency Debt
28700000.00
24030405.24
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
24867236.00
24515253.72
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
22663654.00
23964472.65
Freddie Mac
2026-08-01
3.500000
Government Agency Debt
24119090.00
24238853.95
Freddie Mac
2041-06-01
4.500000
Government Agency Debt
23201689.00
24202241.42
Freddie Mac
2042-03-01
4.000000
Government Agency Debt
12949135.00
13699987.66
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
N
170000000.00
170000000.00
0.0051
N
170000000.00
170000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.200000%
992JYE002_0.2000_M120507_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-11-01
6.000000
Government Agency Debt
64688578.00
31992742.58
Fannie Mae
2039-12-01
5.500000
Government Agency Debt
6773256.00
4301032.54
Fannie Mae
2040-07-01
4.955000
Government Agency Debt
18438960.00
14287703.39
Fannie Mae
2041-06-01
3.332000
Government Agency Debt
11693394.00
11196478.58
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
30375081.00
31933309.09
Freddie Mac
2042-01-01
4.000000
Government Agency Debt
30335201.00
31999265.99
Freddie Mac
2042-04-01
4.000000
Government Agency Debt
29547745.00
31789467.92
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
N
150000000.00
150000000.00
0.0045
N
150000000.00
150000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M120801_2M49
0000769993
Other Repurchase Agreement
N
ATMOS ENERGY CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1449602.07
AUTONATION INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499977.15
BLOCK H & R INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499994.32
CALPINE CORP COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499996.10
FELCOR LODGING TR INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499999.00
FORD MTR CO DEL COM PAR
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499996.00
FRONTLINE LTD SHS
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499998.36
GENERAL DYNAMICS CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1463039.42
HUDSON PAC PPTYS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1468915.70
KROGER CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1271570.95
MBIA INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499999.75
MORGAN STANLEY COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499990.25
MURPHY OIL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499988.60
NEWELL RUBBERMAID INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499991.75
OPKO HEALTH INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1450583.82
PARTNERRE LTD COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1444733.84
SANDRIDGE ENERGY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499992.52
SCANA CORP NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
473652.40
TJX COS INC NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499984.42
VENTAS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499950.40
WALTER ENERGY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1499973.09
WASHINGTON POST CO CL B
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1478092.00
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
30000000.00
30000000.00
0.0009
Repurchase agreement collateralized by common stock and ETFs.
Y
30000000.00
30000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.700000%
992JYE002_0.7000_M120514_2M49
0000769993
Other Repurchase Agreement
N
ACUITY BRANDS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
151265.85
AMERISOURCEBERGEN CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1049989.50
APOLLO RESIDENTIAL MTG INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
213349.84
BAXTER INTL INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1049960.31
CHIMERA INVT CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
257695.52
CONAGRA FOODS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1049993.28
CUBIC CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1049991.55
ESTERLINE TECHNOLOGIES CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1049936.49
FLUOR CORP NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1049984.82
FORTUNE BRANDS HOME & SEC INCOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
208177.20
GENCO SHIPPING & TRADING LTDSHS
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
170367.00
GRAFTECH INTL LTD COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1049996.46
HARMAN INTL INDS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1049975.42
INVENSENSE INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
330894.24
INVESTMENT TECHNOLOGY GRP NECOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1049998.08
LOCKHEED MARTIN CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
708853.20
LYONDELLBASELL INDUSTRIES N SHS - A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
359254.88
MCCORMICK & CO INC COM NON
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1049960.88
MURPHY OIL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1049959.35
NATIONAL FINL PARTNERS CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
265206.60
NV ENERGY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
242286.38
PEPSICO INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1049998.50
PINNACLE WEST CAP CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
325224.66
PIONEER NAT RES CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
316275.40
PROGRESSIVE CORP OHIO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1049989.14
PRUDENTIAL FINL INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
382335.10
STRATEGIC HOTELS & RESORTS ICOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
270103.68
SYNNEX CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
286748.00
TJX COS INC NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1049993.34
TORO CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
279259.02
UNIFIRST CORP MASS COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
170430.00
VENOCO INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1049990.11
WALTER ENERGY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
1049934.27
WILLIAMS COS INC DEL COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
312624.48
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
Gotham Funding Corp
Gotham Funding Corp 0.190000%
38346LEP7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
20000000.00
19997677.77
0.0006
N
19997400.00
19997400.00
Govco, LLC
Govco, LLC 0.300000%
38362VEB5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
47000000.00
46996083.33
0.0014
N
46997180.00
46997180.00
Govco, LLC
Govco, LLC 0.340000%
38362VEG4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
8000000.00
7998866.67
0.0002
N
7999280.00
7999280.00
Govco, LLC
Govco, LLC 0.320000%
38362VEH2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-17
2012-05-17
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
43480000.00
43473816.18
0.0013
N
43475652.00
43475652.00
Govco, LLC
Govco, LLC 0.320000%
38362VEQ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
61000000.00
60987528.88
0.0018
N
60991460.00
60991460.00
Govco, LLC
Govco, LLC 0.320000%
38362VEV1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
6000000.00
5998506.66
0.0002
N
5998980.00
5998980.00
Govco, LLC
Govco, LLC 0.320000%
38362VEW9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-30
2012-05-30
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
50000000.00
49987111.11
0.0015
N
49991500.00
49991500.00
Govco, LLC
Govco, LLC 0.320000%
38362VEX7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-31
2012-05-31
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
239000000.00
238936266.65
0.0072
N
238956980.00
238956980.00
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
3997066.67
0.0001
N
3998760.00
3998760.00
Govco, LLC
Govco, LLC 0.420000%
38362VFF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
13000000.00
12993175.00
0.0004
N
12995840.00
12995840.00
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
1998312.22
0.0001
N
1999260.00
1999260.00
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
4995608.33
0.0001
N
4998050.00
4998050.00
Houston Combined Utility System
First Lien Refunding RB Series 2008D1 0.250000%
442435SG9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
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 0.240000%
40427RE80
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
4000000.00
3999813.33
0.0001
N
3999840.00
3999840.00
Illinois Regional Transportation Auth
GO CP Sub Working Cash Notes 0.150000%
75914UAR1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
15000000.00
15000000.00
0.0004
N
14999850.00
14999850.00
Illinois Regional Transportation Auth
GO CP Sub Working Cash Notes 0.170000%
75914UAS9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
50000000.00
50000000.00
0.0015
N
49998500.00
49998500.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.180000%
4662J0FE7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
N
32000000.00
31992960.00
0.0010
N
31993280.00
31993280.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.205000%
4662J0HM7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
N
106000000.00
105932395.55
0.0032
N
105924740.00
105924740.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.210000%
46899T004_0.2100_M120501_2M49
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-02-25
1.032000
Government Agency Debt
49393143.00
20659747.71
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
23063302.00
24030794.71
Freddie Mac
2038-11-15
2.000000
Government Agency Debt
150000000.00
98136994.92
Freddie Mac
2039-12-15
2.000000
Government Agency Debt
200000000.00
176876007.67
GNMA
2038-04-20
2.750000
Government Agency Debt
100000000.00
92296455.02
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
400000000.00
400000000.00
0.0120
N
400000000.00
400000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.359800%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2012-05-21
2013-05-21
N
N
N
250000000.00
250000000.00
0.0075
N
250197500.00
250197500.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.535700%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2012-07-18
2013-05-17
N
N
N
110000000.00
110000000.00
0.0033
N
110170170.00
110170170.00
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
61997416.67
0.0019
N
61997520.00
61997520.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P2E92
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
20000000.00
19999155.56
0.0006
N
19999000.00
19999000.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P2EA9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
117060000.00
117054439.65
0.0035
N
117054147.00
117054147.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P2EF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
58000000.00
57995714.44
0.0017
N
57994780.00
57994780.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P2EM3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
86000000.00
85990922.22
0.0026
N
85989680.00
85989680.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P2EP6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
4000000.00
3999535.56
0.0001
N
3999480.00
3999480.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P2F42
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
49991027.78
0.0015
N
49989000.00
49989000.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P2F59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
56000000.00
55989655.56
0.0017
N
55987120.00
55987120.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P2F67
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24995250.00
0.0007
N
24994000.00
24994000.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.230000%
4820P2FJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-18
2012-06-18
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
100095000.00
100064304.20
0.0030
N
100058965.80
100058965.80
Jupiter Securitization Corp
Jupiter Securitization Corp 0.200000%
4820P2FK6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
14000000.00
13996188.89
0.0004
N
13994820.00
13994820.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.200000%
4820P2FL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9997222.22
0.0003
N
9996200.00
9996200.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.200000%
4820P2G33
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-03
2012-07-03
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
9000000.00
8996850.00
0.0003
N
8995230.00
8995230.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.200000%
4820P2G58
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
47000000.00
46983027.78
0.0014
N
46974150.00
46974150.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LE34
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
4000000.00
3999951.11
0.0001
N
3999920.00
3999920.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.230000%
56274LE75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
22000000.00
21999156.67
0.0007
N
21999120.00
21999120.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.230000%
56274LEJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-18
2012-05-18
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
35000000.00
34996198.61
0.0010
N
34996500.00
34996500.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.240000%
56274LEJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-18
2012-05-18
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
23000000.00
22997393.33
0.0007
N
22997700.00
22997700.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LEP5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
49000000.00
48993412.22
0.0015
N
48993630.00
48993630.00
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
9431869.00
0.0003
N
9431905.68
9431905.68
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
11999500.00
0.0004
N
11999640.00
11999640.00
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
2999854.17
0.0001
N
2999910.00
2999910.00
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
41997585.00
0.0013
N
41998320.00
41998320.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4EB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
2000000.00
1999872.22
0.0001
N
1999920.00
1999920.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4EE0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
7523000.00
7522375.17
0.0002
N
7522623.85
7522623.85
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4EG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
14000000.00
13998775.00
0.0004
N
13999160.00
13999160.00
Market Street Funding Corp
Market Street Funding Corp 0.200000%
5705X4EN0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
20977000.00
20974552.68
0.0006
N
20975321.84
20975321.84
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4EP5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
36024000.00
36019376.92
0.0011
N
36021118.08
36021118.08
Market Street Funding Corp
Market Street Funding Corp 0.160000%
5705X4F17
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
19000000.00
18997382.22
0.0006
N
18997720.00
18997720.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4F74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
8000000.00
7998108.89
0.0002
N
7998800.00
7998800.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4FD1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-13
2012-06-13
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
14000000.00
13996488.33
0.0004
N
13997480.00
13997480.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4FJ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-18
2012-06-18
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
12000000.00
11996640.00
0.0004
N
11997600.00
11997600.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4FL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
8000000.00
7997666.67
0.0002
N
7998320.00
7998320.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4FM1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-21
2012-06-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
45000000.00
44985975.00
0.0013
N
44990100.00
44990100.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4FN9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
39068000.00
39056149.37
0.0012
N
39059405.04
39059405.04
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4FR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-25
2012-06-25
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
38049000.00
38036792.61
0.0011
N
38040248.73
38040248.73
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4FS8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-26
2012-06-26
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
10814000.00
10810467.43
0.0003
N
10811404.64
10811404.64
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4G65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
5000000.00
4997983.33
0.0001
N
4998550.00
4998550.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4GT5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-27
2012-07-27
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
53000000.00
52970540.84
0.0016
N
52978270.00
52978270.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.210000%
06399U000_0.2100_M120501_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-03-25
4.000000
Government Agency Debt
229417526.00
249999999.74
Freddie Mac
2041-04-15
0.792000
Government Agency Debt
281890243.00
203414044.33
Freddie Mac
2041-12-15
3.000000
Government Agency Debt
242362253.00
249999999.99
GNMA
2038-06-20
2.500000
Government Agency Debt
25624205.00
24218968.93
GNMA
2039-12-20
3.500000
Government Agency Debt
209239000.00
199366987.73
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
900000000.00
900000000.00
0.0270
N
900000000.00
900000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.180000%
60681P4T8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
N
75000000.00
75000000.00
0.0022
N
75000000.00
75000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.175000%
60681P5A8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
N
N
34000000.00
34000000.00
0.0010
N
33999660.00
33999660.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.170000%
60687GTU2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
N
57000000.00
57000000.00
0.0017
N
57000000.00
57000000.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.170000%
60687GUR7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
N
112000000.00
112000000.00
0.0034
N
111998880.00
111998880.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.140000%
60687GWS3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
N
84000000.00
84000000.00
0.0025
N
83999160.00
83999160.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.140000%
60687GWU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
N
80000000.00
80000000.00
0.0024
N
79999200.00
79999200.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.210000%
55799C003_0.2100_M120501_2M49
0000068136
Government Agency Repurchase Agreement
Y
Freddie Mac
2017-12-01
5.000000
Government Agency Debt
13923510.00
14960585.62
Freddie Mac
2017-12-01
5.000000
Government Agency Debt
9909458.00
10647551.87
Freddie Mac
2025-06-01
5.000000
Government Agency Debt
14403111.00
10803380.81
Freddie Mac
2026-09-01
3.500000
Government Agency Debt
13438322.00
13588618.06
Freddie Mac
2026-11-01
3.500000
Government Agency Debt
10974436.00
11687845.06
Freddie Mac
2027-03-01
3.500000
Government Agency Debt
8976213.00
9425420.34
Freddie Mac
2033-09-01
5.000000
Government Agency Debt
34652589.00
10354626.81
Freddie Mac
2035-09-01
5.500000
Government Agency Debt
11668832.00
12872140.11
Freddie Mac
2035-09-01
6.000000
Government Agency Debt
9668653.00
9850595.78
Freddie Mac
2037-07-01
5.000000
Government Agency Debt
11334818.00
9103861.54
Freddie Mac
2037-08-01
6.000000
Government Agency Debt
48232224.00
9947134.45
Freddie Mac
2037-08-01
6.000000
Government Agency Debt
33800000.00
9318316.10
Freddie Mac
2038-11-01
5.500000
Government Agency Debt
21651569.00
12968471.33
Freddie Mac
2038-11-01
5.500000
Government Agency Debt
5979448.00
2236313.06
Freddie Mac
2038-12-01
5.000000
Government Agency Debt
88266213.00
16337614.93
Freddie Mac
2039-04-01
4.000000
Government Agency Debt
18663216.00
13424659.59
Freddie Mac
2039-04-01
5.000000
Government Agency Debt
26774042.00
9134253.08
Freddie Mac
2039-08-01
5.000000
Government Agency Debt
17730502.00
10491634.64
Freddie Mac
2039-10-01
5.000000
Government Agency Debt
26007642.00
12549324.63
Freddie Mac
2040-02-01
5.500000
Government Agency Debt
10437630.00
8973652.65
Freddie Mac
2040-06-01
5.000000
Government Agency Debt
10009346.00
9335325.42
Freddie Mac
2040-08-01
5.500000
Government Agency Debt
14608897.00
16083424.92
Freddie Mac
2040-11-01
4.000000
Government Agency Debt
15139863.00
13106515.58
Freddie Mac
2041-02-01
4.000000
Government Agency Debt
8477835.00
8698014.03
Freddie Mac
2041-06-01
5.000000
Government Agency Debt
10111016.00
9675480.38
Freddie Mac
2041-10-01
4.000000
Government Agency Debt
11867725.00
12576099.32
Freddie Mac
2041-10-01
4.500000
Government Agency Debt
9229732.00
9795674.98
Freddie Mac
2041-10-01
4.500000
Government Agency Debt
10058385.00
9615681.93
Freddie Mac
2041-10-01
5.000000
Government Agency Debt
15620376.00
16116771.40
Freddie Mac
2041-10-01
5.000000
Government Agency Debt
10020799.00
9945584.72
Freddie Mac
2041-12-01
4.000000
Government Agency Debt
15264762.00
16081781.21
Freddie Mac
2041-12-01
4.000000
Government Agency Debt
11602209.00
12117783.87
Freddie Mac
2042-02-01
4.000000
Government Agency Debt
16503295.00
17563986.58
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
14306076.00
14879680.10
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
13166604.00
13732195.20
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
400000000.00
400000000.00
0.0120
N
400000000.00
400000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.390000%
970MPM003
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-10
2012-09-10
N
N
N
154000000.00
154000000.00
0.0046
N
154080080.00
154080080.00
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
4000360.00
4000360.00
National Australia Bank Ltd
National Australia Bank Ltd 0.335000%
972CAZ000
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-19
2012-10-19
N
N
N
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.340000%
972DDH005
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-22
2012-10-22
N
N
N
180000000.00
180000000.00
0.0054
N
180000000.00
180000000.00
New York State HFA
Housing Revenue Bonds (2180 Broadway) Series 2011B 0.230000%
64986UGU5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
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
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.270000%
65409RFJ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-18
2012-06-18
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
51000000.00
50981640.00
0.0015
N
50983170.00
50983170.00
Northern Trust Co
Northern Trust Co 0.140000%
665857009
0000073124
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
225000000.00
225000000.00
0.0067
Security is a time deposit.
N
225000000.00
225000000.00
Old Line Funding, LLC
Old Line Funding, LLC 0.190000%
67983TER3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
18000000.00
17997720.00
0.0005
N
17998740.00
17998740.00
Old Line Funding, LLC
Old Line Funding, LLC 0.250000%
67983TF19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
40041000.00
40032380.06
0.0012
N
40037396.31
40037396.31
Old Line Funding, LLC
Old Line Funding, LLC 0.190000%
67983TF50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
45000000.00
44991687.50
0.0013
N
44995050.00
44995050.00
Old Line Funding, LLC
Old Line Funding, LLC 0.240000%
67983TGS9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-26
2012-07-26
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
69096000.00
69056384.96
0.0021
N
69072507.36
69072507.36
Old Line Funding, LLC
Old Line Funding, LLC 0.240000%
67983TH66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
10000000.00
9993533.34
0.0003
N
9995800.00
9995800.00
Old Line Funding, LLC
Old Line Funding, LLC 0.240000%
67983THL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
20000000.00
19985200.00
0.0006
N
19989000.00
19989000.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.180000%
71838LEN8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
N
50000000.00
49994750.00
0.0015
N
49993000.00
49993000.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.150000%
71838LF49
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
N
50000000.00
49992916.67
0.0015
N
49987500.00
49987500.00
PNC Bank NA
PNC Bank NA 0.240000%
69349JFE8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
N
100000000.00
99970666.66
0.0030
N
99979000.00
99979000.00
Rabobank Nederland
Rabobank Nederland 0.330000%
74977JQW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-03
2012-07-03
N
N
N
8000000.00
8000000.00
0.0002
N
8000960.00
8000960.00
Rabobank Nederland
Rabobank Nederland 0.311300%
74977MVQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
26000000.00
26000000.00
0.0008
N
26000000.00
26000000.00
Rabobank Nederland
Rabobank Nederland 0.510000%
74977MZ73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
328000000.00
328000000.00
0.0098
N
328000000.00
328000000.00
Rabobank USA Financial Corp
Rabobank USA Financial Corp 0.350000%
74977KG29
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
Y
Rabobank Nederland
N/A
N/A
N
29000000.00
28982519.45
0.0009
N
28987530.00
28987530.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.280000%
74927JER0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
115000000.00
114978533.34
0.0034
N
114981600.00
114981600.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.180000%
7562E0E10
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
1000000.00
1000000.00
0.0000
N
999990.00
999990.00
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
4997416.67
0.0001
N
4998800.00
4998800.00
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
25973133.34
0.0008
N
25985440.00
25985440.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.360000%
7562E0JL1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
4000000.00
3994320.00
0.0001
N
3993920.00
3993920.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.490000%
7562E0LD6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-13
2012-11-13
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
23000000.00
22938641.11
0.0007
N
22947790.00
22947790.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.500000%
7562E0MC7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-12
2012-12-12
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
29000000.00
28909375.00
0.0009
N
28909810.00
28909810.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.540000%
7562E0MD5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-13
2012-12-13
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
47000000.00
46840670.00
0.0014
N
46851950.00
46851950.00
Royal Bank of Canada
Royal Bank of Canada 0.140000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
785000000.00
785000000.00
0.0235
Security is a time deposit.
N
785000000.00
785000000.00
Sanofi
Sanofi 0.180000%
8010M2EA6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
N
7000000.00
6999685.00
0.0002
N
6999860.00
6999860.00
Sanofi
Sanofi 0.180000%
8010M2EB4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
N
37000000.00
36998150.00
0.0011
N
36999260.00
36999260.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.290000%
82124LGR7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
4000000.00
3997261.12
0.0001
N
3996920.00
3996920.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.500000%
83050TG96
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
N
N
5000000.00
4995208.34
0.0001
N
4996300.00
4996300.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.510000%
83051AT76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-09
2012-08-09
N
N
N
127000000.00
127000000.00
0.0038
N
126978410.00
126978410.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.200000%
8342E2ER5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
94000000.00
93987466.68
0.0028
N
93987780.00
93987780.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.190000%
8574P05M6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
N
N
255000000.00
255000000.00
0.0076
N
254994900.00
254994900.00
State Street Corp
State Street Corp 0.230000%
85747JFD4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-13
2012-06-13
N
N
N
94000000.00
93974176.11
0.0028
N
93980260.00
93980260.00
State Street Corp
State Street Corp 0.240000%
85747JFF9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
73000000.00
72978100.00
0.0022
N
72983940.00
72983940.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257EGM4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10000000.00
9999600.00
0.0003
N
9999800.00
9999800.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257EGR3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
100000000.00
99995500.00
0.0030
N
99998000.00
99998000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257EHE1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
52131000.00
52125526.25
0.0016
N
52127872.14
52127872.14
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257EHV3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
39000000.00
38987910.00
0.0012
N
38991030.00
38991030.00
Straight A Funding, LLC
Straight A Funding, LLC 0.170000%
86257EHW1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-26
2012-06-26
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
100000000.00
99973555.56
0.0030
N
99980000.00
99980000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257EHX9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20000000.00
19993100.00
0.0006
N
19994400.00
19994400.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257EJJ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-17
2012-07-17
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
77000000.00
76970355.00
0.0023
N
76974590.00
76974590.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FEV3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
112000000.00
111996640.00
0.0034
N
111997760.00
111997760.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FEW1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
196066000.00
196059137.69
0.0059
N
196062078.68
196062078.68
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FEZ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
43069000.00
43066200.52
0.0013
N
43067707.93
43067707.93
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FFA8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-18
2012-05-18
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
30102000.00
30099441.33
0.0009
N
30100795.92
30100795.92
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FFB6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49994750.00
0.0015
N
49997000.00
49997000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FFC4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
115173000.00
115160330.97
0.0035
N
115166089.62
115166089.62
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FGQ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-19
2012-07-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49980250.00
0.0015
N
49982500.00
49982500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FGR0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-20
2012-07-20
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
33850000.00
33836460.00
0.0010
N
33836710.49
33836710.49
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257GR39
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49998000.00
0.0015
N
49999000.00
49999000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257GS79
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
44429000.00
44424334.96
0.0013
N
44426334.26
44426334.26
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257GV26
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-25
2012-06-25
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
28704000.00
28696106.40
0.0009
N
28698259.20
28698259.20
Straight A Funding, LLC
Straight A Funding, LLC 0.170000%
86257GV67
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-27
2012-06-27
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
64000000.00
63982773.34
0.0019
N
63986560.00
63986560.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257JL88
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
75000000.00
74996625.00
0.0022
N
74998500.00
74998500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257JM61
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
47446000.00
47441255.40
0.0014
N
47443627.70
47443627.70
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257JP43
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25000000.00
24994500.00
0.0007
N
24996250.00
24996250.00
Straight A Funding, LLC
Straight A Funding, LLC 0.170000%
86257JQ67
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-25
2012-06-25
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
39000000.00
38989870.83
0.0012
N
38992200.00
38992200.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257JQ75
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-03
2012-07-03
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
35000000.00
34988975.00
0.0010
N
34991600.00
34991600.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257K2C7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20246000.00
20243165.56
0.0006
N
20244177.86
20244177.86
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257K2T0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-12
2012-06-12
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
17000000.00
16996430.00
0.0005
N
16997620.00
16997620.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257K4D3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-20
2012-07-20
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25000000.00
24990000.00
0.0007
N
24991000.00
24991000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257KZ23
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10000000.00
9999000.00
0.0003
N
9999500.00
9999500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257KZ80
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
125201000.00
125183471.86
0.0038
N
125189731.91
125189731.91
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257YDR2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49983500.00
0.0015
N
49987000.00
49987000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.170000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-06-04
Y
Sumitomo Mitsui Banking Corp
N/A
N/A
N
N
116000000.00
116000000.00
0.0035
N
116032480.00
116032480.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.170000%
86562DDC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
N
N
41000000.00
41000000.00
0.0012
N
40999180.00
40999180.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.180000%
86562WAA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
N
1000000.00
1000000.00
0.0000
N
999990.00
999990.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.180000%
86562WYE2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
N
168000000.00
168000000.00
0.0050
N
168000000.00
168000000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.180000%
86562WYV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
N
N
166000000.00
166000000.00
0.0050
N
165998340.00
165998340.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.265000%
86959B6P5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-17
2012-07-17
N
N
N
143000000.00
143000000.00
0.0043
N
142998570.00
142998570.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.255000%
86959B7G4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-24
2012-07-24
N
N
N
250000000.00
250000000.00
0.0075
N
249990000.00
249990000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.250000%
86959B7H2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-30
2012-07-30
N
N
N
73000000.00
73000000.00
0.0022
N
72996350.00
72996350.00
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.240000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
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 0.250000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
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 0.250000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
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 0.250000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
82355000.00
82355000.00
0.0025
N
82355000.00
82355000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.280000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
Texas
N/A
N/A
N
N
32000000.00
32000000.00
0.0010
N
32000000.00
32000000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.280000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
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 0.350000%
88324LE94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
20691000.00
20689390.70
0.0006
N
20689965.45
20689965.45
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.350000%
88324LEA1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
80664000.00
80656941.92
0.0024
N
80659966.80
80659966.80
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.350000%
88324LEB9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
36688000.00
36684433.14
0.0011
N
36685798.72
36685798.72
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.350000%
88324LEE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
158429000.00
158408976.34
0.0047
N
158416325.68
158416325.68
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.350000%
88324LEG8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
7000000.00
6998979.16
0.0002
N
6999370.00
6999370.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.350000%
88324LEH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-17
2012-05-17
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
34542000.00
34536626.80
0.0010
N
34538545.80
34538545.80
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
49993055.56
0.0015
N
49994000.00
49994000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.200000%
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
4000000.00
3999555.56
0.0001
N
3999520.00
3999520.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.250000%
88602TF16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
27064000.00
27058173.72
0.0008
N
27058587.20
27058587.20
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.190000%
88602TF40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
30000000.00
29994616.67
0.0009
N
29993400.00
29993400.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.190000%
88602TF57
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
35000000.00
34993534.72
0.0010
N
34991950.00
34991950.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.190000%
88602TFT5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-27
2012-06-27
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
20000000.00
19993983.33
0.0006
N
19991600.00
19991600.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.190000%
88602TGG2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
16000000.00
15993582.23
0.0005
N
15991040.00
15991040.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.240000%
88602TGQ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-24
2012-07-24
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
30000000.00
29983200.00
0.0009
N
29981700.00
29981700.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.240000%
88602TGR8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
75000000.00
74957500.00
0.0022
N
74953500.00
74953500.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.250000%
88602TGR8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
50000000.00
49970486.12
0.0015
N
49969000.00
49969000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TH63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
35000000.00
34978309.72
0.0010
N
34975150.00
34975150.00
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
87000870.00
87000870.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.280000%
89112XGJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
50000000.00
50005159.68
0.0015
N
50006000.00
50006000.00
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
0.0089
N
298005960.00
298005960.00
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
47000940.00
47000940.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112XNU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
N
237000000.00
237000000.00
0.0071
N
237004740.00
237004740.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112XNX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
N
319000000.00
319000000.00
0.0096
N
319006380.00
319006380.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.150000%
89112XQH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-12
2012-06-12
N
N
N
138000000.00
138000000.00
0.0041
N
138000000.00
138000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112XSF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-27
2012-06-27
N
N
N
11000000.00
11000000.00
0.0003
N
11000330.00
11000330.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112XSS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-10
2012-07-10
N
N
N
53000000.00
53000000.00
0.0016
N
53000000.00
53000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.160000%
89112XUR4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-26
2012-06-26
N
N
N
185000000.00
185000000.00
0.0055
N
185003700.00
185003700.00
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
72973233.34
0.0022
N
72993430.00
72993430.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.450000%
89233GJ56
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
200000000.00
199682500.00
0.0060
N
199812000.00
199812000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.450000%
89233GJ64
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
66000000.00
65894400.00
0.0020
N
65936640.00
65936640.00
UBS Securities LLC
UBS Securities LLC 0.210000%
99EPPA003_0.2100_M120501_2M49
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-12-01
3.500000
Government Agency Debt
31652844.00
32634387.21
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
220000000.00
103486185.94
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
66631427.00
67879427.20
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
200000000.00
200000000.00
0.0060
N
200000000.00
200000000.00
Union Bank, NA
Union Bank, NA 0.440000%
90527MB21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
N
30000000.00
30000000.00
0.0009
N
30008400.00
30008400.00
Union Bank, NA
Union Bank, NA 0.430000%
90527MD45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-19
2012-07-19
N
N
N
27000000.00
27000000.00
0.0008
N
27003510.00
27003510.00
Union Bank, NA
Union Bank, NA 0.420000%
90527MD94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-27
2012-07-27
N
N
N
8000000.00
8000000.00
0.0002
N
8000960.00
8000960.00
Union Bank, NA
Union Bank, NA 0.450000%
90527MH58
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-24
2012-08-24
N
N
N
69000000.00
69000000.00
0.0021
N
68973090.00
68973090.00
Univ of California
CP 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
5999766.67
0.0002
N
5999580.00
5999580.00
Univ of California
CP Series B 0.150000%
91411SEA4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
N
8000000.00
7999700.00
0.0002
N
7999440.00
7999440.00
Univ of California
CP Series B 0.170000%
91411SEF3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
N
48000000.00
47996826.67
0.0014
N
47995200.00
47995200.00
Univ of California
CP Series B 0.160000%
91411SFD7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-13
2012-06-13
N
N
N
1200000.00
1199770.66
0.0000
N
1199676.00
1199676.00
Univ of California
CP Series B 0.190000%
91411SGK0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-19
2012-07-19
N
N
N
54000000.00
53977485.00
0.0016
N
53975160.00
53975160.00
Univ of California
General Revenue Bonds Series 2011 Y-1 0.321000%
91412GEZ4
Other Municipal Debt
N
First Tier Security
N/A
N/A
2012-05-01
2012-07-01
N
N
N
96000000.00
96000000.00
0.0029
N
96000960.00
96000960.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.190000%
92217LGG8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
11000000.00
10995587.77
0.0003
N
10993070.00
10993070.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.200000%
92217LGR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
77000000.00
76963638.89
0.0023
N
76942250.00
76942250.00
Vermont Economic Development Auth
Economic Development Capitalization Program Taxable CP Notes Series A 0.150000%
92415UAN9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
5000000.00
5000000.00
0.0001
N
4999900.00
4999900.00
Victory Receivables Corp
Victory Receivables Corp 0.190000%
92646KE40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
12000000.00
11999810.00
0.0004
N
11999760.00
11999760.00
Victory Receivables Corp
Victory Receivables Corp 0.190000%
92646KEE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
45000000.00
44996912.50
0.0013
N
44996400.00
44996400.00
Victory Receivables Corp
Victory Receivables Corp 0.200000%
92646KEQ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
75000000.00
74990416.66
0.0022
N
74989500.00
74989500.00
Victory Receivables Corp
Victory Receivables Corp 0.190000%
92646KEV0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
40000000.00
39994088.89
0.0012
N
39993200.00
39993200.00
Westpac Banking Corp
Westpac Banking Corp 0.615900%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2012-07-30
2013-05-28
N
N
N
100000000.00
100000000.00
0.0030
N
100007600.00
100007600.00
Westpac Banking Corp
Westpac Banking Corp 0.331300%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
169000000.00
169000000.00
0.0051
N
169000000.00
169000000.00
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
0.0031
N
103010300.00
103010300.00
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
999918.33
0.0000
N
999960.00
999960.00
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
154786100.00
0.0046
N
154876000.00
154876000.00
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
32962086.67
0.0010
N
32972610.00
32972610.00
Westpac Securities NZ Ltd
Westpac Securities NZ Ltd 0.230000%
96122GGB5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
20000000.00
19990927.78
0.0006
N
19988800.00
19988800.00
Westpac Securities NZ Ltd
Westpac Securities NZ Ltd 0.245000%
96122GHA6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
62000000.00
61957383.62
0.0019
N
61940480.00
61940480.00
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
196804.51
196804.51
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
163957.84
163957.84
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
159966.09
159966.09
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
133267.75
133267.75
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
614919.62
614919.62
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
512289.53
512289.53
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
1131426.11
1131426.11
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
942591.09
942591.09
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
172216.17
172216.17
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
143473.29
143473.29
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
123027.00
123027.00
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
102493.79
102493.79
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
49200.89
49200.89
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
40989.26
40989.26
Windmill Funding Corp
Windmill Funding Corp 0.330000%
97342GEH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-17
2012-05-17
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
105000000.00
104984600.00
0.0031
N
104989500.00
104989500.00
Windmill Funding Corp
Windmill Funding Corp 0.330000%
97342GEM5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
20000000.00
19996333.33
0.0006
N
19997400.00
19997400.00