0001145549-12-006414.txt : 20120829
0001145549-12-006414.hdr.sgml : 20120829
20120709135326
ACCESSION NUMBER: 0001145549-12-006414
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120630
FILED AS OF DATE: 20120709
DATE AS OF CHANGE: 20120709
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: 12952784
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
2012-06-30
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
43
55
33608705684.05
8890854.31
7137283.74
33610459254.62
0.0030
1.0001
2012-06-30
1.0001
2012-06-30
C000012378
1.00
33610459254.62
1.00
131139202.98
5854782123.95
5723642920.97
0.0007
1.0001
2012-06-30
1.0001
2012-06-30
Alpine Securitization Corp
Alpine Securitization Corp 0.300000%
02086LH66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
35000000.00
34989791.67
0.0010
N
34991950.00
34991950.00
Alpine Securitization Corp
Alpine Securitization Corp 0.340000%
02086LJK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-19
2012-09-19
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
12000000.00
11991046.67
0.0004
N
11991480.00
11991480.00
Alpine Securitization Corp
Alpine Securitization Corp 0.340000%
02086LJL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
4000000.00
3996977.78
0.0001
N
3997120.00
3997120.00
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
276000000.00
0.0082
N
275997240.00
275997240.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.300000%
04915TK43
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-04
2012-10-04
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
71000000.00
70944383.34
0.0021
N
70937520.00
70937520.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.530000%
04915TM66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-06
2012-12-06
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
7000000.00
6983820.27
0.0002
N
6985510.00
6985510.00
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
28996850.28
0.0009
N
28997390.00
28997390.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.295300%
05253MBA1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-23
2012-11-26
N
N
N
126000000.00
126000000.00
0.0037
N
126000000.00
126000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.190000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
500000000.00
500000000.00
0.0149
Security is a time deposit.
N
500005000.00
500005000.00
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
0.0029
N
99041580.00
99041580.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.360000%
972NJB000
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-26
2012-11-26
N
N
N
56000000.00
56000000.00
0.0017
N
56028000.00
56028000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.360000%
972NKF009
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-30
2012-11-30
N
N
N
53000000.00
53000000.00
0.0016
N
53027030.00
53027030.00
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
173993040.00
173993040.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VMQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
N
2000000.00
2000000.00
0.0001
N
2000080.00
2000080.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VNY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-28
2012-08-28
N
N
N
228000000.00
228000000.00
0.0068
N
228011400.00
228011400.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VPJ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-31
2012-08-31
N
N
N
46000000.00
46000000.00
0.0014
N
46002300.00
46002300.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VPQ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
149000000.00
149000000.00
0.0044
N
149008940.00
149008940.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VPR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-31
2012-08-31
N
N
N
97000000.00
97000000.00
0.0029
N
97004850.00
97004850.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VQN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
2000000.00
2000000.00
0.0001
N
2000120.00
2000120.00
Bank of Nova Scotia
Bank of Nova Scotia 0.210000%
06417E2V4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
N
7000000.00
6999720.12
0.0002
N
6999860.00
6999860.00
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
31004030.00
31004030.00
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
0.0033
N
112020160.00
112020160.00
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
7000000.00
7000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.280000%
06417EV83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-02
2012-11-15
N
N
N
190000000.00
190000000.00
0.0057
N
190000000.00
190000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.325300%
06417EXR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-26
2012-07-26
N
N
N
323000000.00
323000000.00
0.0096
N
323009690.00
323009690.00
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
100020000.00
100020000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EA64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-18
2012-09-18
N
N
N
66000000.00
66000000.00
0.0020
N
65998680.00
65998680.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000%
06538EC96
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
243000000.00
243000000.00
0.0072
N
242961120.00
242961120.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000%
06538ED46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
92000000.00
92000000.00
0.0027
N
91985280.00
91985280.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EUV7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
78000000.00
78000000.00
0.0023
N
78008580.00
78008580.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EYW1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-10
2012-09-10
N
N
N
169000000.00
169000000.00
0.0050
N
168996620.00
168996620.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EZB6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-11
2012-09-11
N
N
N
2000000.00
2000000.00
0.0001
N
1999960.00
1999960.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EZK6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
N
4000000.00
4000000.00
0.0001
N
3999920.00
3999920.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EZN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
69000000.00
69000000.00
0.0021
N
68998620.00
68998620.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EZU4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
67000000.00
67000000.00
0.0020
N
66998660.00
66998660.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EZZ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-18
2012-09-18
N
N
N
45000000.00
45000000.00
0.0013
N
44999100.00
44999100.00
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
63056070.00
63056070.00
Barclays Bank Plc
Barclays Bank Plc 0.660000%
06741XBT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
32000000.00
32000000.00
0.0010
N
32013760.00
32013760.00
Barclays Bank Plc
Barclays Bank Plc 0.700000%
06741XBV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-16
2012-11-16
N
N
N
333000000.00
333000000.00
0.0099
N
333206460.00
333206460.00
Barclays Capital, Inc
Barclays Capital, Inc 0.200000%
00799J004_0.2000_M120702_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-07-01
2.481000
Government Agency Debt
43783271.00
11012866.31
Fannie Mae
2037-02-01
2.974000
Government Agency Debt
60033581.00
11299865.37
Fannie Mae
2037-11-01
5.672000
Government Agency Debt
24726065.00
5851884.81
Fannie Mae
2038-07-01
2.593000
Government Agency Debt
19484809.00
8565757.60
Fannie Mae
2041-01-01
3.448000
Government Agency Debt
12093000.00
11212954.27
Fannie Mae
2041-07-01
3.542000
Government Agency Debt
13794685.00
11500344.66
Fannie Mae
2042-02-01
2.533000
Government Agency Debt
10808307.00
11099659.12
Fannie Mae
2042-03-01
2.460000
Government Agency Debt
11137784.00
11253969.82
Fannie Mae
2042-03-01
2.606000
Government Agency Debt
10926708.00
11094797.28
Fannie Mae
2042-06-01
2.282000
Government Agency Debt
10703781.00
11107901.06
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
100000000.00
100000000.00
0.0030
N
100000000.00
100000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.210000%
07699U005_0.2100_M120706_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-01-01
4.505000
Government Agency Debt
71586.00
78897.04
Fannie Mae
2020-01-01
4.505000
Government Agency Debt
40911.00
45089.22
Fannie Mae
2023-01-01
4.238000
Government Agency Debt
98457299.00
33985652.93
Fannie Mae
2035-04-01
2.279000
Government Agency Debt
90137786.00
31121750.37
Fannie Mae
2035-05-01
3.279000
Government Agency Debt
41527602.00
12055247.25
Fannie Mae
2035-12-01
4.500000
Government Agency Debt
37714.00
16340.06
Fannie Mae
2036-03-01
2.795000
Government Agency Debt
5095509.00
4964080.99
Fannie Mae
2036-07-01
2.534000
Government Agency Debt
278726.00
70465.85
Fannie Mae
2036-11-01
5.853000
Government Agency Debt
32894766.00
7076729.65
Fannie Mae
2037-02-01
2.798000
Government Agency Debt
36390968.00
8100916.86
Fannie Mae
2037-04-01
2.828000
Government Agency Debt
1000.00
241.40
Fannie Mae
2037-11-01
5.871000
Government Agency Debt
42417933.00
7557133.45
Fannie Mae
2038-04-01
4.400000
Government Agency Debt
26163480.00
10255983.86
Fannie Mae
2038-09-01
2.279000
Government Agency Debt
16011178.00
9014923.77
Fannie Mae
2039-12-01
4.836000
Government Agency Debt
64597964.00
65455600.96
Fannie Mae
2040-03-01
3.633000
Government Agency Debt
39536736.00
28829142.47
Fannie Mae
2040-07-01
3.820000
Government Agency Debt
58569642.00
38921469.47
Fannie Mae
2040-12-01
3.665000
Government Agency Debt
12946858.00
10478353.65
Fannie Mae
2041-01-01
2.829000
Government Agency Debt
52787367.00
36434007.88
Fannie Mae
2041-01-01
2.829000
Government Agency Debt
3137913.00
2165797.49
Fannie Mae
2041-01-01
2.970000
Government Agency Debt
5591829.00
3475780.48
Fannie Mae
2041-06-01
3.622000
Government Agency Debt
7945340.00
8264120.81
Fannie Mae
2041-09-01
3.392000
Government Agency Debt
648723.00
630010.78
Fannie Mae
2041-10-01
3.240000
Government Agency Debt
18644507.00
16480884.59
Fannie Mae
2041-10-01
3.299000
Government Agency Debt
3186395.00
2995617.23
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
719380.00
747633.72
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
431742.00
448698.71
Fannie Mae
2041-11-01
3.169000
Government Agency Debt
33836893.00
32395793.65
Fannie Mae
2041-12-01
3.321000
Government Agency Debt
10076519.00
10512423.96
Fannie Mae
2042-02-01
2.529000
Government Agency Debt
58325063.00
56901668.47
Fannie Mae
2042-02-01
2.985000
Government Agency Debt
10003686.00
10281489.54
Fannie Mae
2042-04-01
2.712000
Government Agency Debt
44033065.00
45560870.61
Fannie Mae
2042-04-01
2.800000
Government Agency Debt
12441000.00
12779971.08
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
40525.00
42704.81
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
15621.00
16461.24
Fannie Mae
2042-06-01
2.594000
Government Agency Debt
2259673.00
2350926.63
Fannie Mae
2042-06-01
2.594000
Government Agency Debt
79860.00
83085.03
Fannie Mae
2042-06-01
3.249000
Government Agency Debt
7943489.00
8361949.00
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
1000.00
1042.76
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
1000.00
1042.76
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
499000000.00
499000000.00
0.0148
N
498995010.00
498995010.00
Barclays Capital, Inc
Barclays Capital, Inc 0.220000%
07699U005_0.2200_M120706_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-12-01
6.000000
Government Agency Debt
1948836.00
591751.24
Fannie Mae
2019-06-01
5.500000
Government Agency Debt
27900000.00
4402945.07
Fannie Mae
2019-07-01
4.000000
Government Agency Debt
1290123.00
590033.63
Fannie Mae
2019-10-01
5.000000
Government Agency Debt
2500000.00
606252.09
Fannie Mae
2020-01-01
4.505000
Government Agency Debt
1079932.00
1190224.95
Fannie Mae
2020-03-01
5.000000
Government Agency Debt
1928101.00
589690.40
Fannie Mae
2021-01-01
5.000000
Government Agency Debt
3799001.00
592063.06
Fannie Mae
2021-05-01
5.000000
Government Agency Debt
2305000.00
613776.12
Fannie Mae
2023-02-01
5.185000
Government Agency Debt
3546732.00
2194880.36
Fannie Mae
2025-04-01
4.000000
Government Agency Debt
806711.00
483525.50
Fannie Mae
2025-05-01
4.000000
Government Agency Debt
1000000.00
591021.30
Fannie Mae
2025-11-01
3.000000
Government Agency Debt
750000.00
600575.20
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
5177692.00
5020065.49
Fannie Mae
2025-12-01
4.500000
Government Agency Debt
4950186.00
4916773.62
Fannie Mae
2026-01-01
3.000000
Government Agency Debt
5200000.00
4963808.06
Fannie Mae
2026-12-01
3.000000
Government Agency Debt
5000000.00
5002477.23
Fannie Mae
2026-12-01
3.000000
Government Agency Debt
5000000.00
4956821.35
Fannie Mae
2027-01-01
3.500000
Government Agency Debt
607470.00
615911.07
Fannie Mae
2027-02-01
3.500000
Government Agency Debt
5322682.00
3976571.86
Fannie Mae
2027-03-01
3.500000
Government Agency Debt
4597198.00
4862123.25
Fannie Mae
2027-04-01
5.500000
Government Agency Debt
2520000.00
602366.15
Fannie Mae
2027-06-01
3.000000
Government Agency Debt
165584.00
174297.58
Fannie Mae
2029-09-01
8.500000
Government Agency Debt
1079535.00
605789.19
Fannie Mae
2032-03-01
7.000000
Government Agency Debt
13304115.00
618876.87
Fannie Mae
2032-05-01
3.500000
Government Agency Debt
4410706.00
4661483.28
Fannie Mae
2032-05-01
6.500000
Government Agency Debt
7242934.00
584638.10
Fannie Mae
2033-02-01
5.500000
Government Agency Debt
4423097.00
576807.52
Fannie Mae
2033-03-01
5.500000
Government Agency Debt
38480000.00
4656268.08
Fannie Mae
2033-11-01
5.500000
Government Agency Debt
3850000.00
588999.49
Fannie Mae
2034-12-01
5.000000
Government Agency Debt
12717564.00
4476044.72
Fannie Mae
2035-03-01
5.500000
Government Agency Debt
2173182.00
581909.57
Fannie Mae
2035-04-01
2.234000
Government Agency Debt
13754534.00
4736160.03
Fannie Mae
2035-07-01
3.239000
Government Agency Debt
1657827.00
1676460.89
Fannie Mae
2036-06-01
6.500000
Government Agency Debt
4275580.00
4560461.39
Fannie Mae
2036-07-01
6.137000
Government Agency Debt
7907112.00
1934183.36
Fannie Mae
2037-03-01
5.500000
Government Agency Debt
974225.00
602245.10
Fannie Mae
2037-12-01
5.500000
Government Agency Debt
3730243.00
609592.63
Fannie Mae
2038-05-01
5.500000
Government Agency Debt
1867730.00
602673.44
Fannie Mae
2038-05-01
6.500000
Government Agency Debt
2056888.00
611819.68
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
1947916.00
604991.11
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
2221017.00
580532.24
Fannie Mae
2038-10-01
2.113000
Government Agency Debt
12638491.00
4745432.15
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
4452556.00
4626771.53
Fannie Mae
2039-01-01
6.500000
Government Agency Debt
13223166.00
4723535.84
Fannie Mae
2039-02-01
5.000000
Government Agency Debt
1070299.00
593160.58
Fannie Mae
2039-03-01
5.000000
Government Agency Debt
1646840.00
603370.48
Fannie Mae
2039-03-01
5.000000
Government Agency Debt
6520890.00
590116.91
Fannie Mae
2039-04-01
4.500000
Government Agency Debt
7652441.00
4774767.17
Fannie Mae
2039-05-01
4.000000
Government Agency Debt
1033331.00
612292.79
Fannie Mae
2039-08-01
4.000000
Government Agency Debt
1018034.00
606475.29
Fannie Mae
2039-10-01
4.000000
Government Agency Debt
797786.00
602991.81
Fannie Mae
2040-01-01
4.000000
Government Agency Debt
681997.00
600232.86
Fannie Mae
2040-04-01
4.769000
Government Agency Debt
23234129.00
23305419.02
Fannie Mae
2040-06-01
6.500000
Government Agency Debt
23450.00
24569.94
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
859641.00
592378.18
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
705611.00
602114.96
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
851650.00
577568.03
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
817581.00
595063.82
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
750000.00
584045.61
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
690335.00
583794.27
Fannie Mae
2040-10-01
3.032000
Government Agency Debt
1166362.00
846728.93
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
663477.00
608390.96
Fannie Mae
2040-11-01
4.500000
Government Agency Debt
432059.00
319269.01
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
639290.00
590271.47
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
594326.00
585237.29
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
600000.00
584273.72
Fannie Mae
2040-12-01
5.000000
Government Agency Debt
4573009.00
4597185.47
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
654120.00
615395.27
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
588660.00
613854.52
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
808208.00
579808.64
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
4697818.00
4843325.84
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
565256.00
586826.95
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
1000.00
960.75
Fannie Mae
2041-03-01
5.000000
Government Agency Debt
760218.00
598257.56
Fannie Mae
2041-04-01
3.500000
Government Agency Debt
608228.00
610725.75
Fannie Mae
2041-04-01
3.500000
Government Agency Debt
590828.00
592180.42
Fannie Mae
2041-05-01
4.000000
Government Agency Debt
595432.00
581420.64
Fannie Mae
2041-06-01
3.539000
Government Agency Debt
20226009.00
17397418.27
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
620000.00
600511.47
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
615416.00
580371.51
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
539329.00
587527.72
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
587998.00
598022.63
Fannie Mae
2041-10-01
3.500000
Government Agency Debt
4966799.00
5041977.59
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
4361125.00
4613197.13
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
552726.00
607342.08
Fannie Mae
2041-12-01
2.526000
Government Agency Debt
3440026.00
3406860.79
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
4252059.00
4554862.74
Fannie Mae
2042-01-01
5.000000
Government Agency Debt
4275567.00
4767540.93
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
579367.00
609032.76
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
4269456.00
4511928.08
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
220073.00
238897.60
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
4596511.00
4879399.42
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
4680702.00
5005248.02
Fannie Mae
2042-06-01
2.594000
Government Agency Debt
1000.00
1040.38
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
550271.00
592028.38
Fannie Mae
2042-07-01
2.379000
Government Agency Debt
14520953.00
15071737.59
Freddie Mac
2019-02-01
6.500000
Government Agency Debt
28810000.00
612714.46
Freddie Mac
2019-03-01
4.500000
Government Agency Debt
2736110.00
593157.19
Freddie Mac
2021-12-01
5.500000
Government Agency Debt
3658149.00
589550.22
Freddie Mac
2024-08-01
4.500000
Government Agency Debt
1400000.00
592600.05
Freddie Mac
2031-10-01
7.000000
Government Agency Debt
40000000.00
612554.84
Freddie Mac
2033-10-01
6.500000
Government Agency Debt
4453409.00
608718.96
Freddie Mac
2036-09-01
6.000000
Government Agency Debt
1910755.00
581372.67
Freddie Mac
2037-02-01
6.000000
Government Agency Debt
2445070.00
590754.41
Freddie Mac
2037-02-01
7.000000
Government Agency Debt
5868181.00
4700418.11
Freddie Mac
2037-05-01
7.000000
Government Agency Debt
2691744.00
598853.72
Freddie Mac
2037-10-01
6.000000
Government Agency Debt
1320000.00
618721.69
Freddie Mac
2039-08-01
5.000000
Government Agency Debt
5657520.00
4565750.43
Freddie Mac
2040-05-01
5.500000
Government Agency Debt
472538.00
477370.95
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
4856215.00
4916812.88
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
6228173.00
4554237.71
Freddie Mac
2041-05-01
4.500000
Government Agency Debt
4278261.00
4525308.52
Freddie Mac
2041-10-01
4.000000
Government Agency Debt
5000000.00
4621830.40
Freddie Mac
2042-03-01
3.500000
Government Agency Debt
2498609.00
2623833.72
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
4737404.00
4935602.46
Freddie Mac
2042-05-01
3.500000
Government Agency Debt
4498053.00
4738646.79
Freddie Mac
2042-05-01
3.500000
Government Agency Debt
4472023.00
4711209.77
GNMA
2042-05-20
3.500000
Government Agency Debt
8605797.00
9268238.26
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
273000000.00
273000000.00
0.0081
N
273000000.00
273000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.240000%
07699U005_0.2400_M120706_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-10-01
6.134000
Government Agency Debt
1247000.00
1220501.79
Fannie Mae
2018-09-01
2.550000
Government Agency Debt
42926086.00
2194148.51
Fannie Mae
2020-01-01
3.360000
Government Agency Debt
1990874.00
1214467.94
Fannie Mae
2020-01-01
3.365000
Government Agency Debt
3250000.00
2350405.74
Fannie Mae
2020-01-01
4.505000
Government Agency Debt
43088.00
47488.56
Fannie Mae
2020-05-01
4.660000
Government Agency Debt
700000.00
783758.33
Fannie Mae
2020-06-01
1.754000
Government Agency Debt
155993285.00
1591587.42
Fannie Mae
2020-12-01
3.647000
Government Agency Debt
2000000.00
2180071.11
Fannie Mae
2021-01-01
2.286000
Government Agency Debt
43250332.00
3811661.28
Fannie Mae
2023-02-01
5.185000
Government Agency Debt
2693783.00
1667036.42
Fannie Mae
2023-02-01
5.185000
Government Agency Debt
1000.00
618.85
Fannie Mae
2024-11-01
5.135000
Government Agency Debt
2000000.00
2250221.16
Fannie Mae
2026-06-01
4.000000
Government Agency Debt
419691.00
413072.71
Fannie Mae
2029-11-01
2.612000
Government Agency Debt
5681329.00
1899226.09
Fannie Mae
2030-08-01
2.212000
Government Agency Debt
13725812.00
550564.61
Fannie Mae
2031-01-01
2.386000
Government Agency Debt
41697593.00
693730.82
Fannie Mae
2032-05-01
2.250000
Government Agency Debt
375000.00
3874.02
Fannie Mae
2032-05-01
2.375000
Government Agency Debt
12445674.00
572403.83
Fannie Mae
2032-06-01
2.143000
Government Agency Debt
43000000.00
378886.18
Fannie Mae
2032-06-01
2.400000
Government Agency Debt
15138608.00
297979.89
Fannie Mae
2032-08-15
7.285000
Government Agency Debt
2258101.00
729994.53
Fannie Mae
2032-09-01
2.340000
Government Agency Debt
300000.00
4237.59
Fannie Mae
2032-11-01
1.528000
Government Agency Debt
31281385.00
2407309.58
Fannie Mae
2032-11-01
2.161000
Government Agency Debt
290000.00
3483.34
Fannie Mae
2032-12-01
2.125000
Government Agency Debt
300000.00
2835.45
Fannie Mae
2033-01-01
2.127000
Government Agency Debt
1000000.00
21526.08
Fannie Mae
2033-02-01
2.268000
Government Agency Debt
15000000.00
940996.60
Fannie Mae
2033-03-01
2.225000
Government Agency Debt
8000000.00
971414.79
Fannie Mae
2033-04-01
2.260000
Government Agency Debt
8000000.00
1146745.00
Fannie Mae
2033-04-01
2.277000
Government Agency Debt
28760869.00
1987919.51
Fannie Mae
2033-04-01
2.294000
Government Agency Debt
11666615.00
1197961.44
Fannie Mae
2033-04-01
2.340000
Government Agency Debt
12000000.00
730575.39
Fannie Mae
2033-04-01
2.415000
Government Agency Debt
1100000.00
34335.29
Fannie Mae
2033-05-01
2.335000
Government Agency Debt
425000.00
5950.37
Fannie Mae
2033-05-01
2.340000
Government Agency Debt
35400000.00
833113.67
Fannie Mae
2033-05-01
2.473000
Government Agency Debt
11000000.00
976556.13
Fannie Mae
2033-06-01
2.837000
Government Agency Debt
11083978.00
793262.09
Fannie Mae
2033-07-01
2.333000
Government Agency Debt
19100859.00
2525232.08
Fannie Mae
2033-07-01
2.403000
Government Agency Debt
17847230.00
716863.76
Fannie Mae
2033-08-01
2.285000
Government Agency Debt
525000.00
23313.08
Fannie Mae
2033-08-01
2.355000
Government Agency Debt
14543162.00
1653707.38
Fannie Mae
2033-08-01
2.366000
Government Agency Debt
40000562.00
3281168.56
Fannie Mae
2033-08-01
2.500000
Government Agency Debt
1529761.00
138837.85
Fannie Mae
2033-08-01
2.560000
Government Agency Debt
25000000.00
3843909.05
Fannie Mae
2033-08-01
3.000000
Government Agency Debt
5400000.00
443580.39
Fannie Mae
2033-09-01
2.343000
Government Agency Debt
22000000.00
3214619.83
Fannie Mae
2033-09-01
2.384000
Government Agency Debt
14043483.00
1453287.26
Fannie Mae
2033-09-01
2.403000
Government Agency Debt
20030252.00
3169613.02
Fannie Mae
2033-09-01
2.750000
Government Agency Debt
3910807.00
568368.84
Fannie Mae
2033-09-15
7.855000
Government Agency Debt
2524572.00
615399.20
Fannie Mae
2033-10-01
2.063000
Government Agency Debt
5003667.00
604897.95
Fannie Mae
2033-10-01
2.250000
Government Agency Debt
7000000.00
859645.93
Fannie Mae
2033-10-01
2.367000
Government Agency Debt
10000000.00
494433.86
Fannie Mae
2033-10-01
2.405000
Government Agency Debt
3800000.00
479153.41
Fannie Mae
2033-10-01
2.520000
Government Agency Debt
3884261.00
332391.41
Fannie Mae
2033-10-01
4.592000
Government Agency Debt
3000000.00
375042.27
Fannie Mae
2033-11-01
2.030000
Government Agency Debt
2940112.00
342396.13
Fannie Mae
2033-11-01
2.340000
Government Agency Debt
10311848.00
1683021.22
Fannie Mae
2033-12-01
2.514000
Government Agency Debt
5948416.00
311137.02
Fannie Mae
2034-01-01
2.252000
Government Agency Debt
18811650.00
2718626.45
Fannie Mae
2034-01-01
2.415000
Government Agency Debt
50000000.00
3779624.87
Fannie Mae
2034-03-01
2.179000
Government Agency Debt
5000000.00
1120691.98
Fannie Mae
2034-03-01
2.270000
Government Agency Debt
20000411.00
1332365.04
Fannie Mae
2034-03-01
2.355000
Government Agency Debt
33830314.00
3582947.19
Fannie Mae
2034-03-01
2.711000
Government Agency Debt
30008668.00
3389259.77
Fannie Mae
2034-03-01
2.875000
Government Agency Debt
11700000.00
2009340.11
Fannie Mae
2034-04-01
2.680000
Government Agency Debt
15689417.00
3417286.95
Fannie Mae
2034-04-01
2.681000
Government Agency Debt
5231239.00
1300748.91
Fannie Mae
2034-04-01
2.727000
Government Agency Debt
4429949.00
1084162.94
Fannie Mae
2034-05-01
2.282000
Government Agency Debt
7000000.00
1096392.69
Fannie Mae
2034-05-01
2.342000
Government Agency Debt
4906367.00
1126353.66
Fannie Mae
2034-05-01
2.596000
Government Agency Debt
5400000.00
697114.90
Fannie Mae
2034-05-01
2.802000
Government Agency Debt
3020370.00
476872.44
Fannie Mae
2034-06-01
2.221000
Government Agency Debt
3140000.00
976223.91
Fannie Mae
2034-06-01
2.335000
Government Agency Debt
2000000.00
305298.89
Fannie Mae
2034-06-01
2.386000
Government Agency Debt
8754308.00
1515038.63
Fannie Mae
2034-07-01
2.087000
Government Agency Debt
1950000.00
427388.90
Fannie Mae
2034-07-01
2.190000
Government Agency Debt
45787072.00
3235167.73
Fannie Mae
2034-07-01
2.194000
Government Agency Debt
3675502.00
478321.22
Fannie Mae
2034-07-01
2.257000
Government Agency Debt
810000.00
91117.45
Fannie Mae
2034-07-01
2.482000
Government Agency Debt
18094942.00
3748120.05
Fannie Mae
2034-07-01
2.725000
Government Agency Debt
6542048.00
489421.35
Fannie Mae
2034-08-01
2.364000
Government Agency Debt
1750947.00
742623.75
Fannie Mae
2034-08-01
2.418000
Government Agency Debt
19387053.00
1275308.40
Fannie Mae
2034-08-01
2.478000
Government Agency Debt
17903127.00
1492026.91
Fannie Mae
2034-08-01
2.499000
Government Agency Debt
20000000.00
2792750.15
Fannie Mae
2034-08-01
2.775000
Government Agency Debt
11455904.00
2056504.89
Fannie Mae
2034-09-01
2.423000
Government Agency Debt
6200000.00
333902.16
Fannie Mae
2034-09-01
2.516000
Government Agency Debt
2235159.00
500282.00
Fannie Mae
2034-10-01
2.310000
Government Agency Debt
12461929.00
1501897.54
Fannie Mae
2034-10-01
5.096000
Government Agency Debt
2544000.00
305785.36
Fannie Mae
2034-11-01
2.134000
Government Agency Debt
22933345.00
2993601.69
Fannie Mae
2034-11-01
2.339000
Government Agency Debt
2299313.00
343146.69
Fannie Mae
2034-11-01
2.688000
Government Agency Debt
2800000.00
690947.71
Fannie Mae
2034-11-01
2.708000
Government Agency Debt
7413541.00
760763.29
Fannie Mae
2034-12-01
2.307000
Government Agency Debt
27490937.00
3297663.93
Fannie Mae
2035-01-01
2.120000
Government Agency Debt
19757200.00
2682151.84
Fannie Mae
2035-01-01
2.409000
Government Agency Debt
23834582.00
3527143.63
Fannie Mae
2035-01-01
2.506000
Government Agency Debt
32195000.00
3094754.25
Fannie Mae
2035-01-01
2.550000
Government Agency Debt
5549000.00
956039.05
Fannie Mae
2035-01-01
2.703000
Government Agency Debt
10004898.00
1154068.23
Fannie Mae
2035-02-01
2.480000
Government Agency Debt
33985000.00
1285612.58
Fannie Mae
2035-02-01
3.384000
Government Agency Debt
13066344.00
3186113.18
Fannie Mae
2035-02-01
4.732000
Government Agency Debt
20155248.00
3312345.87
Fannie Mae
2035-03-01
2.608000
Government Agency Debt
9000000.00
1715975.36
Fannie Mae
2035-03-01
2.796000
Government Agency Debt
21493663.00
3523051.58
Fannie Mae
2035-04-01
2.234000
Government Agency Debt
57309521.00
19733642.93
Fannie Mae
2035-04-01
2.234000
Government Agency Debt
47486681.00
16351300.63
Fannie Mae
2035-05-01
2.195000
Government Agency Debt
20019329.00
2459609.19
Fannie Mae
2035-05-01
2.405000
Government Agency Debt
5150000.00
1183409.38
Fannie Mae
2035-05-01
2.504000
Government Agency Debt
3750000.00
830760.18
Fannie Mae
2035-05-01
5.150000
Government Agency Debt
5673000.00
1067853.69
Fannie Mae
2035-06-01
2.375000
Government Agency Debt
4200000.00
1188724.33
Fannie Mae
2035-06-01
2.567000
Government Agency Debt
1000.00
654.44
Fannie Mae
2035-06-01
2.603000
Government Agency Debt
5000000.00
1023843.09
Fannie Mae
2035-06-01
2.825000
Government Agency Debt
3000000.00
2714419.22
Fannie Mae
2035-07-01
2.312000
Government Agency Debt
965070.00
308202.73
Fannie Mae
2035-07-01
2.436000
Government Agency Debt
1695000.00
351519.85
Fannie Mae
2035-07-01
2.442000
Government Agency Debt
770000.00
181012.19
Fannie Mae
2035-08-01
2.455000
Government Agency Debt
1655000.00
451042.41
Fannie Mae
2035-09-01
2.137000
Government Agency Debt
4604880.00
948058.42
Fannie Mae
2035-09-01
2.318000
Government Agency Debt
4170000.00
1036060.81
Fannie Mae
2035-09-01
5.237000
Government Agency Debt
5100000.00
825544.59
Fannie Mae
2035-10-01
1.929000
Government Agency Debt
50000000.00
7679780.42
Fannie Mae
2035-11-01
2.266000
Government Agency Debt
4200000.00
1386648.36
Fannie Mae
2035-12-01
2.397000
Government Agency Debt
4000000.00
1021538.00
Fannie Mae
2035-12-01
2.478000
Government Agency Debt
11727000.00
2842457.33
Fannie Mae
2035-12-01
2.632000
Government Agency Debt
4756496.00
1424299.94
Fannie Mae
2035-12-01
5.040000
Government Agency Debt
6446718.00
1234431.96
Fannie Mae
2036-01-01
2.331000
Government Agency Debt
9187809.00
1816638.07
Fannie Mae
2036-01-01
2.373000
Government Agency Debt
2500000.00
589628.69
Fannie Mae
2036-01-01
2.825000
Government Agency Debt
4000000.00
749458.16
Fannie Mae
2036-02-01
2.122000
Government Agency Debt
8448791.00
1715213.90
Fannie Mae
2036-02-01
2.849000
Government Agency Debt
14001361.00
3208128.44
Fannie Mae
2036-03-01
2.537000
Government Agency Debt
4245836.00
970579.86
Fannie Mae
2036-03-01
2.795000
Government Agency Debt
3218088.00
3135084.14
Fannie Mae
2036-03-01
5.460000
Government Agency Debt
3219339.00
871727.61
Fannie Mae
2036-03-01
5.645000
Government Agency Debt
10200000.00
2528762.00
Fannie Mae
2036-04-01
2.438000
Government Agency Debt
56849085.00
3642699.09
Fannie Mae
2036-04-01
2.536000
Government Agency Debt
16381183.00
2941273.32
Fannie Mae
2036-04-01
2.598000
Government Agency Debt
3000000.00
573659.61
Fannie Mae
2036-04-01
2.636000
Government Agency Debt
7041848.00
1663980.60
Fannie Mae
2036-04-01
5.439000
Government Agency Debt
10835099.00
1340259.03
Fannie Mae
2036-04-01
5.496000
Government Agency Debt
2000000.00
290535.95
Fannie Mae
2036-05-01
5.841000
Government Agency Debt
882303.00
331970.23
Fannie Mae
2036-06-01
2.779000
Government Agency Debt
600000.00
155341.32
Fannie Mae
2036-07-01
2.534000
Government Agency Debt
31778680.00
8034096.48
Fannie Mae
2036-07-01
2.856000
Government Agency Debt
8450000.00
2518427.08
Fannie Mae
2036-07-01
2.895000
Government Agency Debt
15688521.00
2653457.30
Fannie Mae
2036-07-01
6.049000
Government Agency Debt
4244815.00
887841.22
Fannie Mae
2036-07-01
6.137000
Government Agency Debt
32828884.00
8030375.85
Fannie Mae
2036-08-01
2.470000
Government Agency Debt
10735472.00
3733368.58
Fannie Mae
2036-08-01
2.528000
Government Agency Debt
5629000.00
1417575.43
Fannie Mae
2036-08-01
2.598000
Government Agency Debt
4610000.00
1277458.37
Fannie Mae
2036-08-01
3.644000
Government Agency Debt
5600000.00
1072615.39
Fannie Mae
2036-08-01
4.208000
Government Agency Debt
10646900.00
2408674.92
Fannie Mae
2036-08-01
6.204000
Government Agency Debt
2001281.00
517027.53
Fannie Mae
2036-09-01
2.512000
Government Agency Debt
11350000.00
1920180.58
Fannie Mae
2036-09-01
2.602000
Government Agency Debt
26500296.00
2906948.98
Fannie Mae
2036-09-01
2.667000
Government Agency Debt
3076000.00
940380.34
Fannie Mae
2036-10-01
6.133000
Government Agency Debt
15098384.00
3202102.79
Fannie Mae
2036-11-01
2.649000
Government Agency Debt
20005364.00
3232563.28
Fannie Mae
2036-11-01
2.797000
Government Agency Debt
12501108.00
3170739.00
Fannie Mae
2036-11-01
2.825000
Government Agency Debt
3000000.00
685485.28
Fannie Mae
2036-11-01
4.088000
Government Agency Debt
10884651.00
2120406.02
Fannie Mae
2036-11-01
6.017000
Government Agency Debt
12581000.00
1855045.31
Fannie Mae
2036-12-01
5.421000
Government Agency Debt
2000000.00
636871.17
Fannie Mae
2036-12-01
5.830000
Government Agency Debt
2139329.00
655882.63
Fannie Mae
2036-12-01
5.850000
Government Agency Debt
8403000.00
1466597.03
Fannie Mae
2037-01-01
2.787000
Government Agency Debt
2283127.00
311178.86
Fannie Mae
2037-01-01
5.936000
Government Agency Debt
9260000.00
1868810.76
Fannie Mae
2037-02-01
2.302000
Government Agency Debt
1388931.00
1421200.09
Fannie Mae
2037-03-01
6.029000
Government Agency Debt
20019507.00
6553868.20
Fannie Mae
2037-04-01
1.758000
Government Agency Debt
16950000.00
2987910.80
Fannie Mae
2037-04-01
2.821000
Government Agency Debt
11978000.00
2174000.29
Fannie Mae
2037-04-01
2.828000
Government Agency Debt
716891.00
173059.00
Fannie Mae
2037-05-01
4.960000
Government Agency Debt
5954209.00
1182289.28
Fannie Mae
2037-05-01
5.657000
Government Agency Debt
2000000.00
460119.80
Fannie Mae
2037-05-01
5.863000
Government Agency Debt
18457479.00
3212943.33
Fannie Mae
2037-07-01
4.579000
Government Agency Debt
2347324.00
2035368.84
Fannie Mae
2037-07-01
5.604000
Government Agency Debt
13518584.00
3790954.00
Fannie Mae
2037-07-01
6.682000
Government Agency Debt
7902944.00
1191715.87
Fannie Mae
2037-08-01
5.426000
Government Agency Debt
6600000.00
1759632.57
Fannie Mae
2037-08-01
5.646000
Government Agency Debt
12000000.00
2021403.44
Fannie Mae
2037-08-01
5.687000
Government Agency Debt
15200000.00
2252996.78
Fannie Mae
2037-08-01
5.698000
Government Agency Debt
12589000.00
3689501.76
Fannie Mae
2037-08-01
5.719000
Government Agency Debt
6250000.00
1407718.07
Fannie Mae
2037-08-01
6.135000
Government Agency Debt
15271324.00
3912562.27
Fannie Mae
2037-08-01
6.159000
Government Agency Debt
5000000.00
1255786.82
Fannie Mae
2037-09-01
4.934000
Government Agency Debt
11000299.00
8155012.35
Fannie Mae
2037-09-01
5.055000
Government Agency Debt
3083081.00
2106044.42
Fannie Mae
2037-09-01
5.963000
Government Agency Debt
12494779.00
1926093.55
Fannie Mae
2037-10-01
5.640000
Government Agency Debt
32509188.00
3607117.46
Fannie Mae
2037-10-01
5.752000
Government Agency Debt
1940000.00
533423.53
Fannie Mae
2037-10-01
5.946000
Government Agency Debt
2000000.00
542391.70
Fannie Mae
2037-11-01
5.832000
Government Agency Debt
11066035.00
1659821.74
Fannie Mae
2037-11-01
5.846000
Government Agency Debt
17179506.00
3107088.61
Fannie Mae
2037-11-01
5.907000
Government Agency Debt
2980000.00
1485376.28
Fannie Mae
2037-11-01
6.106000
Government Agency Debt
3418200.00
1070646.44
Fannie Mae
2037-11-01
6.138000
Government Agency Debt
16276233.00
2396459.40
Fannie Mae
2037-12-01
5.380000
Government Agency Debt
1849500.00
559620.11
Fannie Mae
2037-12-01
5.791000
Government Agency Debt
10070181.00
2870252.14
Fannie Mae
2037-12-01
6.149000
Government Agency Debt
5000000.00
832408.96
Fannie Mae
2038-01-01
2.545000
Government Agency Debt
4673774.00
1643327.77
Fannie Mae
2038-01-01
5.686000
Government Agency Debt
20041172.00
3501148.48
Fannie Mae
2038-01-01
5.700000
Government Agency Debt
1505823.00
224491.21
Fannie Mae
2038-02-01
5.857000
Government Agency Debt
9842484.00
8399933.10
Fannie Mae
2038-03-01
2.330000
Government Agency Debt
500000.00
123285.00
Fannie Mae
2038-03-01
2.335000
Government Agency Debt
900000.00
225283.00
Fannie Mae
2038-03-01
2.356000
Government Agency Debt
730000.00
318190.88
Fannie Mae
2038-03-01
4.536000
Government Agency Debt
3496555.00
1593644.25
Fannie Mae
2038-03-01
4.615000
Government Agency Debt
3850000.00
2152175.84
Fannie Mae
2038-03-01
5.082000
Government Agency Debt
2000000.00
556868.93
Fannie Mae
2038-04-01
4.505000
Government Agency Debt
4100000.00
1577706.44
Fannie Mae
2038-04-01
4.873000
Government Agency Debt
2000000.00
1073068.92
Fannie Mae
2038-04-01
5.149000
Government Agency Debt
4100000.00
542373.31
Fannie Mae
2038-04-01
5.163000
Government Agency Debt
23929817.00
7777077.41
Fannie Mae
2038-05-01
2.340000
Government Agency Debt
810000.00
407692.26
Fannie Mae
2038-05-01
4.677000
Government Agency Debt
10500000.00
1719715.10
Fannie Mae
2038-05-01
4.800000
Government Agency Debt
3500000.00
1004599.06
Fannie Mae
2038-05-01
4.854000
Government Agency Debt
8300000.00
2517056.39
Fannie Mae
2038-05-01
4.925000
Government Agency Debt
4000000.00
1156147.20
Fannie Mae
2038-07-01
3.666000
Government Agency Debt
3616248.00
3190973.11
Fannie Mae
2038-07-01
4.723000
Government Agency Debt
4269763.00
857270.92
Fannie Mae
2038-07-01
4.933000
Government Agency Debt
4526167.00
681493.29
Fannie Mae
2038-08-01
5.745000
Government Agency Debt
10006464.00
2846006.15
Fannie Mae
2038-09-01
4.584000
Government Agency Debt
2406213.00
2235781.02
Fannie Mae
2038-09-01
5.611000
Government Agency Debt
1514900.00
581733.20
Fannie Mae
2038-10-01
2.113000
Government Agency Debt
9213285.00
3459354.36
Fannie Mae
2039-03-01
3.836000
Government Agency Debt
4398915.00
2037755.01
Fannie Mae
2039-03-01
4.387000
Government Agency Debt
1400000.00
448283.39
Fannie Mae
2039-03-01
5.245000
Government Agency Debt
3532000.00
1333652.48
Fannie Mae
2039-07-01
4.833000
Government Agency Debt
16000000.00
8451596.87
Fannie Mae
2039-07-01
5.006000
Government Agency Debt
31015209.00
14690108.82
Fannie Mae
2039-09-01
4.306000
Government Agency Debt
5000000.00
2764260.68
Fannie Mae
2039-10-01
3.708000
Government Agency Debt
5100000.00
2050516.91
Fannie Mae
2039-12-01
4.836000
Government Agency Debt
1710145.00
1732849.80
Fannie Mae
2040-01-01
2.889000
Government Agency Debt
3200000.00
1897722.78
Fannie Mae
2040-01-01
3.670000
Government Agency Debt
3923063.00
2541076.65
Fannie Mae
2040-01-01
3.713000
Government Agency Debt
5200000.00
1979540.52
Fannie Mae
2040-01-01
4.076000
Government Agency Debt
609000.00
418076.07
Fannie Mae
2040-03-01
3.633000
Government Agency Debt
468366.00
341520.10
Fannie Mae
2040-03-01
4.395000
Government Agency Debt
4602559.00
2468977.63
Fannie Mae
2040-04-01
3.719000
Government Agency Debt
4013000.00
2397162.77
Fannie Mae
2040-04-01
3.784000
Government Agency Debt
3174471.00
1505141.65
Fannie Mae
2040-04-01
3.980000
Government Agency Debt
1822000.00
1456989.81
Fannie Mae
2040-05-01
4.183000
Government Agency Debt
9065000.00
2789479.73
Fannie Mae
2040-06-01
3.596000
Government Agency Debt
2900000.00
1724125.35
Fannie Mae
2040-06-01
3.672000
Government Agency Debt
1733100.00
638355.79
Fannie Mae
2040-07-01
3.463000
Government Agency Debt
1432000.00
937692.43
Fannie Mae
2040-07-01
3.510000
Government Agency Debt
9753354.00
5946472.21
Fannie Mae
2040-07-01
3.574000
Government Agency Debt
1800000.00
1215862.66
Fannie Mae
2040-07-01
3.820000
Government Agency Debt
1663372.00
1105365.86
Fannie Mae
2040-07-01
4.902000
Government Agency Debt
46156577.00
47874037.00
Fannie Mae
2040-09-01
2.854000
Government Agency Debt
1163488.00
528204.72
Fannie Mae
2040-09-01
3.809000
Government Agency Debt
2680000.00
1423643.26
Fannie Mae
2040-09-01
4.755000
Government Agency Debt
7244438.00
7580856.68
Fannie Mae
2040-10-01
1.403000
Government Agency Debt
4849067.00
307770.34
Fannie Mae
2040-10-01
3.650000
Government Agency Debt
1183078.00
890126.76
Fannie Mae
2040-12-01
2.323000
Government Agency Debt
605000.00
414760.25
Fannie Mae
2040-12-01
3.006000
Government Agency Debt
1300000.00
618933.42
Fannie Mae
2041-01-01
2.523000
Government Agency Debt
18263873.00
10008210.93
Fannie Mae
2041-01-01
2.850000
Government Agency Debt
2000000.00
1774711.01
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
2083723.00
2054236.53
Fannie Mae
2041-02-01
3.036000
Government Agency Debt
1000000.00
445222.10
Fannie Mae
2041-02-01
3.474000
Government Agency Debt
2000000.00
1709875.07
Fannie Mae
2041-03-01
2.989000
Government Agency Debt
1500000.00
1266379.39
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
2612665.00
2510113.88
Fannie Mae
2041-04-01
3.158000
Government Agency Debt
760531.00
716524.97
Fannie Mae
2041-04-01
3.418000
Government Agency Debt
1270000.00
811406.24
Fannie Mae
2041-05-01
4.000000
Government Agency Debt
808662.00
782443.33
Fannie Mae
2041-06-01
2.764000
Government Agency Debt
2000000.00
1616555.11
Fannie Mae
2041-06-01
3.217000
Government Agency Debt
1700000.00
1370933.02
Fannie Mae
2041-06-01
3.539000
Government Agency Debt
695292.00
598055.99
Fannie Mae
2041-06-01
4.108000
Government Agency Debt
3624374.00
2815207.04
Fannie Mae
2041-07-01
3.295000
Government Agency Debt
2002335.00
1604879.26
Fannie Mae
2041-07-01
3.460000
Government Agency Debt
1984528.00
1746405.02
Fannie Mae
2041-07-01
3.542000
Government Agency Debt
205315.00
171166.89
Fannie Mae
2041-08-01
3.085000
Government Agency Debt
2042000.00
1843666.79
Fannie Mae
2041-08-01
3.760000
Government Agency Debt
3130000.00
2761264.38
Fannie Mae
2041-08-01
3.793000
Government Agency Debt
1046152.00
895896.09
Fannie Mae
2041-09-01
1.353000
Government Agency Debt
12005617.00
300340.07
Fannie Mae
2041-09-01
2.421000
Government Agency Debt
2000000.00
1854063.48
Fannie Mae
2041-09-01
2.693000
Government Agency Debt
2000000.00
1932227.79
Fannie Mae
2041-09-01
3.392000
Government Agency Debt
6293148.00
6111624.02
Fannie Mae
2041-09-01
3.486000
Government Agency Debt
4222399.00
3826543.27
Fannie Mae
2041-10-01
2.780000
Government Agency Debt
1783153.00
1816002.30
Fannie Mae
2041-10-01
3.240000
Government Agency Debt
1310160.00
1158121.04
Fannie Mae
2041-10-01
3.299000
Government Agency Debt
3488060.00
3279220.76
Fannie Mae
2041-11-01
3.169000
Government Agency Debt
2479630.00
2374023.58
Fannie Mae
2042-03-01
3.098000
Government Agency Debt
47598102.00
48659339.29
Fannie Mae
2042-03-01
3.098000
Government Agency Debt
3163967.00
3234510.14
Fannie Mae
2042-04-01
2.499000
Government Agency Debt
1009258.00
1038266.36
Fannie Mae
2042-04-01
2.543000
Government Agency Debt
3998975.00
3891122.39
Fannie Mae
2042-05-01
2.323000
Government Agency Debt
1206730.00
1251200.48
Fannie Mae
2042-05-01
2.385000
Government Agency Debt
3384126.00
3506237.07
Fannie Mae
2042-06-01
2.253900
Government Agency Debt
2980850.00
3096071.88
Fannie Mae
2042-06-01
2.767000
Government Agency Debt
1765000.00
1850733.31
Fannie Mae
2042-07-01
1.353000
Government Agency Debt
64390317.00
2386316.60
Fannie Mae
2044-03-01
1.353000
Government Agency Debt
4105675.00
302794.44
Fannie Mae
2048-09-01
5.225000
Government Agency Debt
2670000.00
932888.22
Freddie Mac
2027-05-01
3.000000
Government Agency Debt
2072784.00
2173028.45
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
648000000.00
648000000.00
0.0193
N
648000000.00
648000000.00
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
33997025.00
0.0010
N
33996600.00
33996600.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.190000%
987WVU007_0.1900_M120702_2M49
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-12-01
4.000000
Government Agency Debt
3822955.00
2959318.63
Fannie Mae
2032-05-01
3.500000
Government Agency Debt
150000000.00
158913134.83
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
11169094.00
12016661.94
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
151271976.00
160256354.81
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
151233678.00
160215782.21
Freddie Mac
2042-01-01
4.000000
Government Agency Debt
149427383.00
159712366.79
GNMA
2027-04-20
3.000000
Government Agency Debt
150923918.00
158596381.81
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
789000000.00
789000000.00
0.0235
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
43996907.78
0.0013
N
43996920.00
43996920.00
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
3999731.11
0.0001
N
3999720.00
3999720.00
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
33994451.39
0.0010
N
33994560.00
33994560.00
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
12001440.00
12001440.00
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
75009000.00
75009000.00
CAFCO, LLC
CAFCO, LLC 0.430000%
12476EG37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-03
2012-07-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2999964.17
0.0001
N
2999940.00
2999940.00
CAFCO, LLC
CAFCO, LLC 0.500000%
12476EGA1
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
50000000.00
49994444.44
0.0015
N
49997500.00
49997500.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EGC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-12
2012-07-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
26000000.00
25997111.11
0.0008
N
25998180.00
25998180.00
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
32992520.00
0.0010
N
32996700.00
32996700.00
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
84974712.50
0.0025
N
84989800.00
84989800.00
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
12993500.00
0.0004
N
12997140.00
12997140.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.333800%
13606X4R6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-23
2012-07-23
N
N
N
126000000.00
126000000.00
0.0037
N
126000000.00
126000000.00
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
258314760.00
258314760.00
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
98000980.00
98000980.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.170000%
13606YGQ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
N
21000000.00
21000000.00
0.0006
N
20999790.00
20999790.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
13738JJQ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-24
2012-09-24
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
60000000.00
59937000.00
0.0018
N
59950200.00
59950200.00
Chariot Funding, LLC
Chariot Funding, LLC 0.210000%
15963TJ42
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
68000000.00
67974613.34
0.0020
N
67983000.00
67983000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.210000%
15963TJ59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
43000000.00
42983695.83
0.0013
N
42988820.00
42988820.00
Chariot Funding, LLC
Chariot Funding, LLC 0.210000%
15963TJM2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-21
2012-09-21
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
44000000.00
43979210.00
0.0013
N
43981960.00
43981960.00
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
59002950.00
59002950.00
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
20001000.00
20001000.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RRP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-15
2012-08-15
N
N
N
108000000.00
108000000.00
0.0032
N
108008640.00
108008640.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RRQ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-17
2012-08-17
N
N
N
60000000.00
60000000.00
0.0018
N
60004800.00
60004800.00
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
19997733.33
0.0006
N
19999000.00
19999000.00
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
11996260.00
0.0004
N
11998440.00
11998440.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BGR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
264000000.00
263915666.62
0.0079
N
263965680.00
263965680.00
Ciesco, LLC
Ciesco, LLC 0.470000%
17178BGS8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-26
2012-07-26
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
85000000.00
84973366.67
0.0025
N
84988950.00
84988950.00
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
26988750.00
0.0008
N
26995410.00
26995410.00
Citibank, NA
Citibank, NA 0.370000%
1730D23A8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
77000000.00
77000000.00
0.0023
N
77001540.00
77001540.00
Citibank, NA
Citibank, NA 0.400000%
1730D23B6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
N
N
100000000.00
99999025.30
0.0030
N
100008000.00
100008000.00
Citibank, NA
Citibank, NA 0.380000%
1730D23F7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
N
300000000.00
300000000.00
0.0089
N
300015000.00
300015000.00
Citibank, NA
Citibank, NA 0.390000%
1730D23J9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
N
N
213000000.00
213000000.00
0.0063
N
213014910.00
213014910.00
Citibank, NA
Citibank, NA 0.450000%
1730D23U4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
N
7000000.00
7000000.00
0.0002
N
7001610.00
7001610.00
Citibank, NA
Citibank, NA 0.200000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
31000000.00
31000000.00
0.0009
Security is a time deposit.
N
31000000.00
31000000.00
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
11999830.00
0.0004
N
11999880.00
11999880.00
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
199996000.00
0.0060
N
199996000.00
199996000.00
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
54998075.00
0.0016
N
54998900.00
54998900.00
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
93995770.00
0.0028
N
93997180.00
93997180.00
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
29997450.00
0.0009
N
29998200.00
29998200.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.210000%
20272DHM5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
N
4000000.00
3998833.33
0.0001
N
3999040.00
3999040.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.210000%
20272DHQ6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-24
2012-08-24
N
N
N
52000000.00
51983923.34
0.0015
N
51987000.00
51987000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.360000%
20272DM56
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-05
2012-12-05
N
N
N
57000000.00
56911080.00
0.0017
N
56917920.00
56917920.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.320000%
972DRY003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
N
150000000.00
150000000.00
0.0045
N
150006000.00
150006000.00
CRC Funding, LLC
CRC Funding, LLC 0.500000%
12622UG34
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-03
2012-07-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
50000000.00
49999305.56
0.0015
N
49999000.00
49999000.00
CRC Funding, LLC
CRC Funding, LLC 0.400000%
12622UG34
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-03
2012-07-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
25000000.00
24999722.22
0.0007
N
24999500.00
24999500.00
CRC Funding, LLC
CRC Funding, LLC 0.450000%
12622UG59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4999812.50
0.0001
N
4999850.00
4999850.00
CRC Funding, LLC
CRC Funding, LLC 0.400000%
12622UG67
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
76000000.00
75996622.22
0.0023
N
75997720.00
75997720.00
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
69986116.66
0.0021
N
69993000.00
69993000.00
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
9997875.00
0.0003
N
9999000.00
9999000.00
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
53977500.00
0.0016
N
53987040.00
53987040.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550DPT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-02
2012-08-02
N
N
N
367000000.00
367000000.00
0.0109
N
367014680.00
367014680.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22550DTB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
206000000.00
206000000.00
0.0061
N
205987640.00
205987640.00
Credit Suisse AG
Credit Suisse AG 0.340000%
22550DTG4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
50200000.00
50200000.00
0.0015
N
50197992.00
50197992.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.180000%
22799D001_0.1800_M120702_2M49
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2019-12-15
4.500000
Government Agency Debt
50000000.00
11533614.99
Freddie Mac
2025-04-15
4.000000
Government Agency Debt
50000000.00
39290130.14
Freddie Mac
2025-05-15
4.000000
Government Agency Debt
19455000.00
15341201.20
Freddie Mac
2037-09-15
6.000000
Government Agency Debt
50000000.00
14235267.04
Freddie Mac
2037-10-15
6.000000
Government Agency Debt
50000000.00
12050951.27
Freddie Mac
2038-04-15
5.500000
Government Agency Debt
50000000.00
17155723.27
Freddie Mac
2039-01-15
5.500000
Government Agency Debt
50000000.00
17727021.87
Freddie Mac
2039-02-15
4.500000
Government Agency Debt
50000000.00
36069205.40
Freddie Mac
2039-07-20
5.000000
Government Agency Debt
50000000.00
16572286.19
Freddie Mac
2040-08-20
4.500000
Government Agency Debt
50000000.00
45309215.78
Freddie Mac
2041-06-20
4.500000
Government Agency Debt
50000000.00
46397250.89
Freddie Mac
2042-05-20
4.000000
Government Agency Debt
45824483.00
50509440.03
GNMA
2041-11-20
4.000000
Government Agency Debt
50000000.00
52392619.85
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
367236183.00
367236183.00
0.0109
N
367236183.00
367236183.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.270000%
22799E009_0.2700_M120913_2M49
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2034-11-01
5.500000
Government Agency Debt
131815000.00
27540989.96
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
27000000.00
27000000.00
0.0008
Y
26998380.00
26998380.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.270000%
22799E009_0.2700_M120914_2M49
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2039-01-01
5.500000
Government Agency Debt
186186963.00
101253186.29
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
178830000.00
189450192.92
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
285000000.00
285000000.00
0.0085
Y
284982900.00
284982900.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.290000%
22799E009_0.2900_M120921_2M49
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2038-11-01
5.000000
Government Agency Debt
247166661.00
45644238.14
Freddie Mac
2039-01-01
5.500000
Government Agency Debt
70590000.00
38388629.93
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
210395361.00
221969653.09
First Tier Security
N/A
N/A
2012-09-21
2012-09-21
N
N
N
300000000.00
300000000.00
0.0089
Y
300000000.00
300000000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.600000%
2284K0HA6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
Y
Credit / Liquidity
Barclays Bank Plc
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
BANK OF MONTREAL
N/A
N/A
99000000.00
98935650.00
0.0029
N
98972280.00
98972280.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.600000%
2284K0J48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
FEDERAL HOME LOAN BANK
N/A
N/A
Credit / Liquidity
JPMorgan Chase Bank NA
N/A
N/A
164000000.00
163825066.64
0.0049
N
163909800.00
163909800.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.450000%
2284K0JB2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-11
2012-09-11
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
FEDERAL HOME LOAN BANK
N/A
N/A
Credit / Liquidity
JPMorgan Chase Bank NA
N/A
N/A
67000000.00
66940537.50
0.0020
N
66957120.00
66957120.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.450000%
2284K0JC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
FEDERAL HOME LOAN BANK
N/A
N/A
Credit / Liquidity
JPMorgan Chase Bank NA
N/A
N/A
5000000.00
4995500.00
0.0001
N
4996700.00
4996700.00
Deutsche Bank AG
Deutsche Bank AG 0.430000%
25154UB60
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-30
2012-07-30
N
N
N
417000000.00
417000000.00
0.0124
N
417070890.00
417070890.00
Deutsche Bank AG
Deutsche Bank AG 0.430000%
25154UC93
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-27
2012-07-27
N
N
N
2000000.00
2000000.00
0.0001
N
2000320.00
2000320.00
Deutsche Bank AG
Deutsche Bank AG 0.470000%
25154UM43
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
N
167000000.00
167000000.00
0.0050
N
167011690.00
167011690.00
Deutsche Bank AG
Deutsche Bank AG 0.220000%
25154UM50
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
N
55000000.00
55000000.00
0.0016
N
55000000.00
55000000.00
Deutsche Bank AG
Deutsche Bank AG 0.230000%
25154UQ98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-17
2012-07-17
N
N
N
367000000.00
367000000.00
0.0109
N
367000000.00
367000000.00
Deutsche Bank AG
Deutsche Bank AG 0.230000%
25154UR63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-23
2012-07-23
N
N
N
2000000.00
2000000.00
0.0001
N
2000000.00
2000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.140000%
21599B009_0.1400_M120702_2M49
0001074042
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-11-30
1.375000
Treasury Debt
74193400.00
76500034.29
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
75000000.00
75000000.00
0.0022
N
75000000.00
75000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
21599B009_0.2000_M120702_2M49
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2034-12-20
3.000000
Government Agency Debt
50790478.00
52096646.59
GNMA
2038-08-20
7.000000
Government Agency Debt
25692880.00
29212328.71
GNMA
2042-03-20
2.500000
Government Agency Debt
71761808.00
68313254.45
GNMA
2042-06-20
6.500000
Government Agency Debt
61125000.00
58377770.83
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
200000000.00
200000000.00
0.0060
N
200000000.00
200000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
991JCA005_0.1900_M120702_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-04-25
4.500000
Government Agency Debt
8000664.00
6605122.10
Fannie Mae
2024-09-25
4.000000
Government Agency Debt
4330592.00
4461548.83
Fannie Mae
2025-03-25
3.000000
Government Agency Debt
426150.00
446691.85
Fannie Mae
2026-03-25
4.000000
Government Agency Debt
615517.00
691465.71
Fannie Mae
2026-08-25
2.750000
Government Agency Debt
1200000.00
1114203.65
Fannie Mae
2027-04-25
4.500000
Government Agency Debt
7150000.00
3281687.02
Fannie Mae
2029-09-25
4.500000
Government Agency Debt
1000.00
971.85
Fannie Mae
2030-05-25
3.500000
Government Agency Debt
7027994.00
4761763.22
Fannie Mae
2030-10-25
3.500000
Government Agency Debt
1599957.00
1702036.21
Fannie Mae
2030-10-25
5.000000
Government Agency Debt
1017000.00
1230474.29
Fannie Mae
2031-01-25
3.500000
Government Agency Debt
5868000.00
6253094.67
Fannie Mae
2031-01-25
3.500000
Government Agency Debt
4478000.00
4738101.15
Fannie Mae
2032-03-25
3.500000
Government Agency Debt
2012000.00
2125187.52
Fannie Mae
2032-03-25
3.500000
Government Agency Debt
658333.00
693465.75
Fannie Mae
2032-04-25
6.000000
Government Agency Debt
34406000.00
487382.24
Fannie Mae
2032-06-25
6.000000
Government Agency Debt
4000000.00
212875.42
Fannie Mae
2032-08-25
6.000000
Government Agency Debt
20000000.00
8953449.79
Fannie Mae
2033-05-25
4.000000
Government Agency Debt
1250000.00
79890.81
Fannie Mae
2033-06-25
5.500000
Government Agency Debt
100000.00
116458.98
Fannie Mae
2033-11-25
6.000000
Government Agency Debt
22500000.00
4039185.58
Fannie Mae
2035-02-25
5.500000
Government Agency Debt
8776370.00
2526000.19
Fannie Mae
2036-03-25
5.500000
Government Agency Debt
3717000.00
4398351.29
Fannie Mae
2036-08-25
5.750000
Government Agency Debt
21507000.00
2092259.99
Fannie Mae
2037-02-25
5.000000
Government Agency Debt
11900000.00
3709959.96
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
2836000.00
3312271.54
Fannie Mae
2037-02-25
6.000000
Government Agency Debt
18838000.00
1231058.60
Fannie Mae
2037-03-25
5.750000
Government Agency Debt
5000000.00
985324.96
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
5651000.00
6734097.03
Fannie Mae
2037-09-25
6.000000
Government Agency Debt
2500000.00
2796304.17
Fannie Mae
2038-04-25
4.500000
Government Agency Debt
4299524.00
4574951.51
Fannie Mae
2039-09-20
4.000000
Government Agency Debt
2962000.00
3292743.17
Fannie Mae
2039-11-25
7.000000
Government Agency Debt
66000.00
85130.79
Fannie Mae
2039-12-25
5.000000
Government Agency Debt
1405898.00
1608567.88
Fannie Mae
2039-12-25
5.000000
Government Agency Debt
770652.00
875970.76
Fannie Mae
2040-02-25
4.500000
Government Agency Debt
137000.00
159499.10
Fannie Mae
2040-06-25
4.500000
Government Agency Debt
2500000.00
2719417.50
Fannie Mae
2040-07-25
4.500000
Government Agency Debt
2209126.00
2110708.16
Fannie Mae
2040-07-25
4.500000
Government Agency Debt
70000.00
75993.19
Fannie Mae
2040-08-25
4.500000
Government Agency Debt
189000.00
206713.08
Fannie Mae
2040-11-25
4.500000
Government Agency Debt
398000.00
436059.15
Fannie Mae
2040-12-25
4.000000
Government Agency Debt
10347048.00
11164455.59
Fannie Mae
2040-12-25
4.000000
Government Agency Debt
2821000.00
3126906.73
Fannie Mae
2040-12-25
7.000000
Government Agency Debt
3333333.00
3767078.42
Fannie Mae
2041-01-25
4.000000
Government Agency Debt
825833.00
899019.24
Fannie Mae
2041-01-25
4.500000
Government Agency Debt
1854000.00
2169799.24
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
2715000.00
2975178.75
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
410000.00
438625.02
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
407000.00
429477.03
Fannie Mae
2041-03-25
4.500000
Government Agency Debt
595000.00
662079.70
Fannie Mae
2041-04-25
4.500000
Government Agency Debt
2112283.00
2398353.71
Fannie Mae
2041-05-25
4.500000
Government Agency Debt
5229000.00
6026642.12
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
9300000.00
10182459.43
Fannie Mae
2041-09-25
4.000000
Government Agency Debt
1325000.00
1474462.80
Fannie Mae
2041-10-25
4.000000
Government Agency Debt
1032915.00
1126761.64
Fannie Mae
2041-12-25
3.500000
Government Agency Debt
991090.00
1003228.10
Fannie Mae
2041-12-25
3.500000
Government Agency Debt
837603.00
865551.49
Fannie Mae
2041-12-25
4.000000
Government Agency Debt
10000000.00
10805991.11
Fannie Mae
2041-12-25
4.000000
Government Agency Debt
4866000.00
5341228.70
Fannie Mae
2042-02-25
4.000000
Government Agency Debt
5339000.00
5709826.18
Fannie Mae
2042-04-25
3.000000
Government Agency Debt
4865000.00
4844597.81
Fannie Mae
2042-04-25
4.000000
Government Agency Debt
82000.00
89161.56
Fannie Mae
2042-05-25
3.500000
Government Agency Debt
4377866.00
4536139.96
Fannie Mae
2042-06-25
3.500000
Government Agency Debt
134000.00
137832.56
Fannie Mae
2042-06-25
3.500000
Government Agency Debt
106000.00
109033.74
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
21376865.00
21735089.00
Fannie Mae
2047-06-25
6.000000
Government Agency Debt
3878000.00
4539054.22
GNMA
2032-05-20
6.000000
Government Agency Debt
10709000.00
5708119.89
GNMA
2033-02-20
4.500000
Government Agency Debt
1861.00
1473.68
GNMA
2033-03-20
4.000000
Government Agency Debt
2000000.00
224280.85
GNMA
2033-07-16
5.000000
Government Agency Debt
5000000.00
5980799.44
GNMA
2033-12-20
5.000000
Government Agency Debt
1400000.00
1189515.93
GNMA
2034-12-20
3.000000
Government Agency Debt
2786754.00
2858420.40
GNMA
2036-06-20
6.000000
Government Agency Debt
4000000.00
4778806.67
GNMA
2036-07-20
6.000000
Government Agency Debt
5000000.00
5988888.33
GNMA
2036-09-20
4.500000
Government Agency Debt
5354908.00
3638480.30
GNMA
2036-11-16
5.237000
Government Agency Debt
2700000.00
2513040.44
GNMA
2038-09-20
1.043700
Government Agency Debt
29806023.00
6762983.09
GNMA
2038-12-16
3.000000
Government Agency Debt
2000000.00
1056791.51
GNMA
2038-12-20
4.000000
Government Agency Debt
400000.00
283790.07
GNMA
2038-12-20
4.500000
Government Agency Debt
180000.00
129925.76
GNMA
2039-02-20
4.000000
Government Agency Debt
1000000.00
872151.63
GNMA
2039-08-20
5.000000
Government Agency Debt
25498000.00
433754.30
GNMA
2039-10-16
4.000000
Government Agency Debt
200000.00
192310.08
GNMA
2039-11-20
4.500000
Government Agency Debt
517143.00
575588.43
GNMA
2040-01-20
4.000000
Government Agency Debt
1399318.00
1571914.24
GNMA
2040-05-20
3.250000
Government Agency Debt
3458221.00
3631276.53
GNMA
2040-05-20
5.000000
Government Agency Debt
3000000.00
2358957.35
GNMA
2040-05-20
7.000000
Government Agency Debt
3200000.00
3819730.35
GNMA
2040-06-20
4.500000
Government Agency Debt
1801.00
1778.92
GNMA
2040-07-20
4.500000
Government Agency Debt
4717140.00
3675741.83
GNMA
2040-07-20
4.500000
Government Agency Debt
327020.00
365674.09
GNMA
2040-10-20
0.543700
Government Agency Debt
2303235.00
2269773.16
GNMA
2040-12-20
4.000000
Government Agency Debt
6937000.00
7900237.91
GNMA
2041-01-20
3.250000
Government Agency Debt
3893472.00
4056922.98
GNMA
2041-01-20
7.000000
Government Agency Debt
3666666.00
4416218.64
GNMA
2041-02-16
0.689000
Government Agency Debt
1769500.00
1764868.87
GNMA
2041-02-16
4.000000
Government Agency Debt
714000.00
818104.14
GNMA
2041-02-20
4.000000
Government Agency Debt
100000.00
115155.51
GNMA
2041-03-20
5.000000
Government Agency Debt
239265.00
297020.91
GNMA
2041-03-20
7.000000
Government Agency Debt
428571.00
500625.16
GNMA
2041-04-16
4.000000
Government Agency Debt
1166666.00
1181079.79
GNMA
2041-06-20
4.000000
Government Agency Debt
917749.00
939194.42
GNMA
2041-07-20
3.000000
Government Agency Debt
2000000.00
2087347.13
GNMA
2041-07-20
7.000000
Government Agency Debt
1875000.00
2194383.45
GNMA
2041-10-20
4.000000
Government Agency Debt
5667000.00
6352639.63
GNMA
2042-05-20
3.500000
Government Agency Debt
3302000.00
3527761.78
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
288000000.00
288000000.00
0.0086
N
288000000.00
288000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.300000%
991JCA005_0.3000_M120702_2M49
0001074042
Other Repurchase Agreement
N
ALPHA NATURAL RESOURCES INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1999996.24
APOLLO RESIDENTIAL MTG INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1966390.80
BASIC ENERGY SVCS INC NEW COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1999991.37
BAXTER INTL INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1999962.92
CENTERPOINT ENERGY INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1999975.04
COEUR D ALENE MINES CORP IDACOM NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1999991.69
COOPER INDUSTRIES PLC SHS
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1999968.00
CUMMINS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1999920.02
DOLLAR THRIFTY AUTOMOTIVE GPCOM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1999927.08
ENTRAVISION COMMUNICATIONS CCL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
119924.78
FIVE STAR QUALITY CARE INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
3.17
HERSHEY CO COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1999957.05
HONEYWELL INTL INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1999952.64
KEYCORP NEW COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1999992.54
MCDERMOTT INTL INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1999989.87
MOSAIC CO NEW COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1999958.10
PIONEER DRILLING CO COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
959030.80
PNC FINL SVCS GROUP INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1999952.57
PPG INDS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
624519.00
PRAXAIR INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1999985.24
QUIKSILVER INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
330646.35
SPECTRA ENERGY CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1999996.32
STONE ENERGY CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1999980.41
VALERO ENERGY CORP NEW COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1999997.61
VENOCO INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1999991.30
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
40000000.00
40000000.00
0.0012
Repurchase agreement collateralized by common stock and ETFs.
N
40000000.00
40000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M120702_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-07-25
4.500000
Government Agency Debt
34340212.00
32810335.67
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
190016.00
165509.73
Fannie Mae
2041-10-01
5.000000
Government Agency Debt
99905.00
100156.51
Fannie Mae
2042-05-25
7.000000
Government Agency Debt
119664.00
140508.33
GNMA
2033-11-16
5.500000
Government Agency Debt
50639.00
60209.76
GNMA
2034-12-20
3.000000
Government Agency Debt
3198.00
3280.24
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
32000000.00
32000000.00
0.0010
N
32000000.00
32000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M120706_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-10-25
4.000000
Government Agency Debt
54760484.00
59499188.57
Fannie Mae
2038-08-01
6.500000
Government Agency Debt
91237.00
29144.89
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
6176152.00
5379616.76
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
942164.00
995307.14
Fannie Mae
2041-10-01
5.000000
Government Agency Debt
1121398.00
1124221.16
GNMA
2037-10-16
2.250000
Government Agency Debt
92000000.00
82414762.73
GNMA
2037-11-16
2.750000
Government Agency Debt
49599086.00
44853660.62
GNMA
2037-11-16
2.750000
Government Agency Debt
39993166.00
36166793.37
GNMA
2040-07-20
4.500000
Government Agency Debt
102166894.00
79611613.33
GNMA
2041-10-20
3.500000
Government Agency Debt
158691729.00
171359337.13
GNMA
2042-01-20
4.000000
Government Agency Debt
134077796.00
140224565.40
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
595000000.00
595000000.00
0.0177
N
595000000.00
595000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.240000%
99ETSZ007_0.2400_M120706_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-11-25
4.500000
Government Agency Debt
6865550.00
5797248.92
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
60843268.00
70176348.13
GNMA
2026-10-16
3.000000
Government Agency Debt
21802623.00
22173636.04
GNMA
2037-11-16
2.750000
Government Agency Debt
379216.00
342934.26
GNMA
2042-05-20
3.500000
Government Agency Debt
120956852.00
127258126.08
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
216000000.00
216000000.00
0.0064
N
216000000.00
216000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
99ETSZ007_0.2800_M120706_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2030-03-25
4.500000
Government Agency Debt
12532000.00
14061956.69
Fannie Mae
2030-05-25
4.500000
Government Agency Debt
13427000.00
14757736.54
Fannie Mae
2030-09-25
4.000000
Government Agency Debt
12623000.00
13808187.50
Fannie Mae
2030-10-25
4.000000
Government Agency Debt
12576000.00
13625518.90
Fannie Mae
2032-12-25
3.500000
Government Agency Debt
5991097.00
6375409.23
Fannie Mae
2032-12-25
4.500000
Government Agency Debt
12792600.00
13603881.11
Fannie Mae
2033-01-25
6.000000
Government Agency Debt
77800065.00
13668000.90
Fannie Mae
2034-08-25
6.000000
Government Agency Debt
54930000.00
12218729.84
Fannie Mae
2041-10-25
4.000000
Government Agency Debt
1799411.00
1980010.88
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
100000000.00
100000000.00
0.0030
N
100000000.00
100000000.00
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
137001370.00
137001370.00
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
1000010.00
1000010.00
DNB Bank ASA
DNB Bank ASA 0.270000%
23330LDV5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-14
2012-08-14
N
N
N
149000000.00
149000000.00
0.0044
N
149019370.00
149019370.00
DNB Bank ASA
DNB Bank ASA 0.250000%
23330LED4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
N
115000000.00
115000000.00
0.0034
N
115013800.00
115013800.00
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
40023443.47
0.0012
N
40022598.50
40022598.50
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
40031123.18
0.0012
N
40031390.16
40031390.16
Fannie Mae
Fannie Mae 0.090000%
313588ZD0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
N
N
95000000.00
94998337.50
0.0028
N
94999620.00
94999620.00
Fannie Mae
Fannie Mae 0.080000%
313588ZL2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
N
3000000.00
2999906.67
0.0001
N
2999976.00
2999976.00
Fannie Mae
Fannie Mae 0.100000%
313588ZV0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
N
2161000.00
2160861.94
0.0001
N
2160971.91
2160971.91
Fannie Mae
Fannie Mae 1.750000%
31398AYM8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
N
8000000.00
8013559.13
0.0002
N
8013712.00
8013712.00
Farm Credit System
Farm Credit System 0.105000%
313312B41
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-09
2012-08-09
N
N
N
10000000.00
9998891.66
0.0003
N
9999580.00
9999580.00
Farm Credit System
Farm Credit System 0.080000%
313312ZW3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-26
2012-07-26
N
N
N
50000000.00
49997333.33
0.0015
N
49999350.00
49999350.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384A41
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
112300000.00
112292513.34
0.0033
N
112296294.10
112296294.10
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384A41
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
5004000.00
5003583.00
0.0001
N
5003834.87
5003834.87
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384A66
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
95000000.00
94993244.44
0.0028
N
94996580.00
94996580.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384B57
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
N
7448000.00
7447193.13
0.0002
N
7447679.74
7447679.74
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384B57
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
N
1600000.00
1599844.00
0.0000
N
1599931.20
1599931.20
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384C49
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-17
2012-08-17
N
N
N
90000000.00
89986200.01
0.0027
N
89995410.00
89995410.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384E21
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-31
2012-08-31
N
N
N
172650000.00
172621225.01
0.0051
N
172638432.45
172638432.45
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313384YZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
N
308000000.00
307998075.00
0.0092
N
307999384.00
307999384.00
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
41999615.00
0.0012
N
41999916.00
41999916.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384YZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
N
14000000.00
13999906.67
0.0004
N
13999972.00
13999972.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313384ZA0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
N
353000000.00
352997058.31
0.0105
N
352999294.00
352999294.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384ZA0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
N
14125000.00
14124890.14
0.0004
N
14124971.75
14124971.75
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
143500000.00
143495874.37
0.0043
N
143499282.50
143499282.50
Federal Home Loan Bank
Federal Home Loan Bank 0.084000%
313384ZF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
N
115000000.00
114997585.00
0.0034
N
114999425.00
114999425.00
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
64998050.00
0.0019
N
64999675.00
64999675.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384ZH5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
N
N
159000000.00
158995627.50
0.0047
N
158999046.00
158999046.00
Federal Home Loan Bank
Federal Home Loan Bank 0.095000%
313384ZH5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
N
N
120000000.00
119996516.66
0.0036
N
119999280.00
119999280.00
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
114995783.34
0.0034
N
114999310.00
114999310.00
Federal Home Loan Bank
Federal Home Loan Bank 0.097000%
313384ZH5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
N
N
40000000.00
39998814.44
0.0012
N
39999760.00
39999760.00
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
14999472.92
0.0004
N
14999910.00
14999910.00
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
3999865.56
0.0001
N
3999976.00
3999976.00
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
49997333.33
0.0015
N
49999550.00
49999550.00
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
21998924.44
0.0007
N
21999802.00
21999802.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384ZV4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
N
47046000.00
47042994.28
0.0014
N
47045388.40
47045388.40
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384ZV4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
N
44000000.00
43997470.00
0.0013
N
43999428.00
43999428.00
Federal Home Loan Bank
Federal Home Loan Bank 0.095000%
313384ZX0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-27
2012-07-27
N
N
N
100000000.00
99993402.78
0.0030
N
99998600.00
99998600.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384ZX0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-27
2012-07-27
N
N
N
57000000.00
56996041.67
0.0017
N
56999202.00
56999202.00
Freddie Mac
Freddie Mac 0.085000%
313396B28
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
N
N
N
155000000.00
154986825.00
0.0046
N
154993800.00
154993800.00
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
3000000.00
0.0001
N
3000000.00
3000000.00
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
45998032.22
0.0014
N
45999632.00
45999632.00
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
39998211.11
0.0012
N
39999680.00
39999680.00
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
53997240.00
0.0016
N
53999298.00
53999298.00
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
0.0065
N
220297220.00
220297220.00
Freddie Mac
Freddie Mac 5.125000%
3134A4QD9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-15
2012-07-15
N
N
N
58025000.00
58127774.59
0.0017
N
58131824.03
58131824.03
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
17994150.00
0.0005
N
17997480.00
17997480.00
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
177906797.21
0.0053
N
177953720.00
177953720.00
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
8990905.00
0.0003
N
8993340.00
8993340.00
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
92903667.50
0.0028
N
92922810.00
92922810.00
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
89905950.00
0.0027
N
89923500.00
89923500.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HL62
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
N
174000000.00
173803573.31
0.0052
N
173819040.00
173819040.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HL70
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
25500000.00
25470986.66
0.0008
N
25473225.00
25473225.00
General Electric Capital Corp
General Electric Capital Corp 0.350000%
36959HMB0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-11
2012-12-11
N
N
N
100000000.00
99842500.00
0.0030
N
99853000.00
99853000.00
General Electric Capital Corp
General Electric Capital Corp 0.370000%
36959HMH7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-17
2012-12-17
N
N
N
7000000.00
6987913.34
0.0002
N
6989360.00
6989360.00
General Electric Capital Corp
General Electric Capital Corp 0.370000%
36959HMK0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-19
2012-12-19
N
N
N
147000000.00
146743158.34
0.0044
N
146773620.00
146773620.00
GFRE Holdings LLC
GFRE Holdings LLC 0.250000%
36169XAA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
4835000.00
4835000.00
0.0001
N
4835000.00
4835000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.180000%
38399H002_0.1800_M120702_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-04-01
5.000000
Government Agency Debt
99257392.00
35646141.26
Fannie Mae
2040-09-01
3.384000
Government Agency Debt
86930965.00
60831702.13
Freddie Mac
2042-06-01
4.000000
Government Agency Debt
816095.00
873240.46
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
57012585.00
60148916.98
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
150000000.00
150000000.00
0.0045
N
150000000.00
150000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.190000%
992JYE002_0.1900_M120703_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-05-01
3.000000
Government Agency Debt
12145098.00
12600000.52
First Tier Security
N/A
N/A
2012-07-03
2012-07-03
N
N
N
12000000.00
12000000.00
0.0004
N
12000000.00
12000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.220000%
992JYE002_0.2200_M120702_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-04-01
2.439000
Government Agency Debt
38091085.00
39527270.73
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
34504362.00
37122729.34
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
73000000.00
73000000.00
0.0022
N
73000000.00
73000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M120913_2M49
0000769993
Other Repurchase Agreement
N
AGILENT TECHNOLOGIES INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149974.72
AMERICAN CAMPUS CMNTYS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149971.80
APARTMENT INVT & MGMT CO CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149994.96
AUTOZONE INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149823.74
C&J ENERGY SVCS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149989.84
CHICAGO BRIDGE & IRON CO N VN Y REGI
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149983.34
CIGNA CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149991.10
DENBURY RES INC COM NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149990.00
DOUGLAS EMMETT INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149987.25
GAMESTOP CORP NEW CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149995.82
LABORATORY CORP AMER HLDGS COM NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149933.16
NEWMONT MINING CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
753.92
NYSE EURONEXT COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149988.03
OCWEN FINL CORP COM NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149999.18
PERKINELMER INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149993.81
PROASSURANCE CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149917.92
SPECTRUM BRANDS HLDGS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149987.60
STARWOOD HOTELS&RESORTS WRLDCOM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149994.60
TEXTRON INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149994.54
UNIVERSAL HLTH SVCS INC CL B
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149994.60
WASHINGTON POST CO CL B
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149760.90
WEYERHAEUSER CO COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149995.50
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
3000000.00
3000000.00
0.0001
Repurchase agreement collateralized by common stock and ETFs.
Y
3001650.00
3001650.00
Goldman Sachs & Co
Goldman Sachs & Co 0.620000%
992JYE002_0.6200_M120801_2M49
0000769993
Other Repurchase Agreement
N
AMERICAN DG ENERGY INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
28285.00
AMERICAN GREETINGS CORP CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1029544.78
BRANDYWINE RLTY TR SH BEN I
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
769447.92
BUCKLE INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
805669.74
CAMDEN PPTY TR SH BEN I
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
768565.71
DEAN FOODS CO NEW COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
940624.56
DICKS SPORTING GOODS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1021702.96
DIGITALGLOBE INC COM NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
831739.10
EQUITY RESIDENTIAL SH BEN I
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
824115.95
EXELIS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
804805.04
FXCM INC COM CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
829000.80
GENERAL GROWTH PPTYS INC NEWCOM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
983143.92
GENERAL MLS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
900055.80
HECKMANN CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
986812.47
HOST HOTELS & RESORTS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
813387.24
JOHNSON CTLS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1099521.24
KRONOS WORLDWIDE INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
853358.71
L-3 COMMUNICATIONS HLDGS INCCOM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1005230.05
LEXINGTON REALTY TRUST COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
999163.62
LINCOLN NATL CORP IND COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1035888.49
LSI CORPORATION COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
274147.20
MCGRAW HILL COS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
776860.98
NACCO INDS INC CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
910410.84
NOBLE CORPORATION BAAR NAMEN -A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1102588.99
PARK NATL CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1081307.50
PIEDMONT OFFICE REALTY TR INCOM CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
965803.53
PROGRESSIVE CORP OHIO COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
982893.54
PROVIDENT FINL SVCS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
783679.50
RADIAN GROUP INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
770490.69
RADIOSHACK CORP
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1006178.25
ROPER INDS INC NEW COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
961621.16
SMITH A O COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
1080311.38
TERADYNE INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
939442.56
TITANIUM METALS CORP COM NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
888300.35
UNDER ARMOUR INC CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
860478.57
WASTE MGMT INC DEL COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
785431.50
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
30008400.00
30008400.00
Govco, LLC
Govco, LLC 0.390000%
38362VG56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
143000000.00
142995352.50
0.0043
N
142994280.00
142994280.00
Govco, LLC
Govco, LLC 0.400000%
38362VGC1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-12
2012-07-12
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
102000000.00
101988666.66
0.0030
N
101991840.00
101991840.00
Govco, LLC
Govco, LLC 0.500000%
38362VGG2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
291000000.00
290943416.68
0.0087
N
290970900.00
290970900.00
Houston Combined Utility System
First Lien Refunding RB Series 2008D1 0.210000%
442435SG9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
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
ING Bank NV
ING Bank NV 0.460000%
972ERF002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
335000000.00
335000000.00
0.0100
N
335040200.00
335040200.00
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
105969819.45
0.0032
N
105972440.00
105972440.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.240000%
4662J0J78
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
98000000.00
97956226.67
0.0029
N
97963740.00
97963740.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.220000%
4662J0JM5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-21
2012-09-21
N
N
N
32000000.00
31984160.00
0.0010
N
31984640.00
31984640.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.270000%
4662J0K27
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-02
2012-10-02
N
N
N
9000000.00
8993790.00
0.0003
N
8994870.00
8994870.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.210000%
46899T004_0.2100_M120702_2M49
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-09-25
5.000000
Government Agency Debt
52250734.00
24616592.84
Fannie Mae
2040-02-25
1.029000
Government Agency Debt
200000000.00
75992215.25
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
16949557.00
17840936.22
Freddie Mac
2026-05-01
4.000000
Government Agency Debt
125000000.00
108658756.78
Freddie Mac
2038-11-15
2.000000
Government Agency Debt
149921477.00
93689510.47
GNMA
2038-04-20
2.750000
Government Agency Debt
100000000.00
91201989.19
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
400000000.00
400000000.00
0.0119
N
400000000.00
400000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.300000%
992JYG007_0.3000_M120724_2M49
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
66211.00
69693.04
Freddie Mac
2038-11-15
2.000000
Government Agency Debt
46850.00
29277.68
Freddie Mac
2039-12-15
2.000000
Government Agency Debt
84652211.00
73119914.13
First Tier Security
N/A
N/A
2012-07-24
2012-07-24
N
N
N
71000000.00
71000000.00
0.0021
Y
71001420.00
71001420.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.363800%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2012-07-23
2013-07-19
N
N
N
250000000.00
250000000.00
0.0074
N
250184000.00
250184000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.535700%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2012-07-18
2013-07-18
N
N
N
110000000.00
110000000.00
0.0033
N
110200420.00
110200420.00
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
8999950.00
0.0003
N
8999820.00
8999820.00
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
46999216.67
0.0014
N
46998120.00
46998120.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.210000%
4820P2J48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
24000000.00
23991040.00
0.0007
N
23986800.00
23986800.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.450000%
53944LEW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
2000000.00
2000000.00
0.0001
N
1999420.00
1999420.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.450000%
53944LEZ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-10
2012-10-10
N
N
N
5000000.00
5000000.00
0.0001
N
4998450.00
4998450.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LGB4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
2000000.00
1999890.00
0.0001
N
1999860.00
1999860.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LGC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-12
2012-07-12
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
34000000.00
33997922.26
0.0010
N
33997280.00
33997280.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.250000%
56274LGJ7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
20000000.00
19997777.78
0.0006
N
19997600.00
19997600.00
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
4999877.78
0.0001
N
4999800.00
4999800.00
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
52991534.72
0.0016
N
52992580.00
52992580.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4H72
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
6000000.00
5998620.00
0.0002
N
5998680.00
5998680.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HA5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
24000000.00
23994020.00
0.0007
N
23994000.00
23994000.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HD9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-13
2012-08-13
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
35030000.00
35020600.28
0.0010
N
35020191.60
35020191.60
Market Street Funding Corp
Market Street Funding Corp 0.240000%
5705X4HE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-14
2012-08-14
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
25000000.00
24992833.33
0.0007
N
24993000.00
24993000.00
Market Street Funding Corp
Market Street Funding Corp 0.240000%
5705X4HF4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-15
2012-08-15
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
4000000.00
3998826.67
0.0001
N
3998840.00
3998840.00
Market Street Funding Corp
Market Street Funding Corp 0.240000%
5705X4HH0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-17
2012-08-17
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
7500000.00
7497700.00
0.0002
N
7497750.00
7497750.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
9000000.00
8997182.50
0.0003
N
8997120.00
8997120.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HM9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
23000000.00
22992652.78
0.0007
N
22992640.00
22992640.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HN7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-22
2012-08-22
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
15000000.00
14995112.50
0.0004
N
14995050.00
14995050.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HT4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
21000000.00
20992486.67
0.0006
N
20992440.00
20992440.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4JB1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-11
2012-09-11
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
10000000.00
9995069.45
0.0003
N
9995300.00
9995300.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4JE5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
20000000.00
19989722.22
0.0006
N
19990200.00
19990200.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4JH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
62000000.00
61966847.22
0.0018
N
61967760.00
61967760.00
Market Street Funding Corp
Market Street Funding Corp 0.260000%
5705X4JQ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-24
2012-09-24
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
14000000.00
13991506.67
0.0004
N
13991880.00
13991880.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.170000%
06399U000_0.1700_M120702_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-03-25
5.000000
Government Agency Debt
5000000.00
1801245.95
Fannie Mae
2017-02-25
4.000000
Government Agency Debt
200000.00
42393.18
Fannie Mae
2017-04-25
5.500000
Government Agency Debt
5000000.00
2259820.12
Fannie Mae
2017-04-25
6.000000
Government Agency Debt
12500000.00
5655785.45
Fannie Mae
2017-09-25
5.500000
Government Agency Debt
2475000.00
630451.41
Fannie Mae
2017-12-25
4.000000
Government Agency Debt
13000000.00
728254.94
Fannie Mae
2018-05-25
5.000000
Government Agency Debt
70000.00
2038.16
Fannie Mae
2018-11-25
4.500000
Government Agency Debt
40000.00
4144.43
Fannie Mae
2019-01-25
4.001000
Government Agency Debt
90000.00
100212.74
Fannie Mae
2019-02-25
5.000000
Government Agency Debt
270000.00
293158.95
Fannie Mae
2021-09-25
8.500000
Government Agency Debt
119000.00
1398.18
Fannie Mae
2021-10-25
6.000000
Government Agency Debt
3500000.00
350902.40
Fannie Mae
2022-03-25
8.000000
Government Agency Debt
3000.00
5.77
Fannie Mae
2022-07-25
5.000000
Government Agency Debt
25000000.00
722598.92
Fannie Mae
2022-07-25
5.000000
Government Agency Debt
25000000.00
684858.26
Fannie Mae
2022-09-25
4.250000
Government Agency Debt
4550000.00
224414.50
Fannie Mae
2022-11-25
4.000000
Government Agency Debt
50000000.00
3000185.17
Fannie Mae
2022-11-25
4.000000
Government Agency Debt
1225000.00
248170.83
Fannie Mae
2022-12-25
4.500000
Government Agency Debt
100000000.00
4740586.61
Fannie Mae
2023-04-25
4.350000
Government Agency Debt
12000000.00
1264174.37
Fannie Mae
2023-04-25
7.250000
Government Agency Debt
5100000.00
721786.60
Fannie Mae
2023-05-25
1.350000
Government Agency Debt
10315000.00
147290.48
Fannie Mae
2023-06-25
1.350000
Government Agency Debt
7100000.00
368945.56
Fannie Mae
2023-07-25
6.500000
Government Agency Debt
102000.00
22125.00
Fannie Mae
2023-08-25
4.000000
Government Agency Debt
5582000.00
6125817.37
Fannie Mae
2023-08-25
4.000000
Government Agency Debt
4085000.00
4461341.07
Fannie Mae
2023-09-25
6.500000
Government Agency Debt
63000.00
13612.97
Fannie Mae
2023-10-25
1.090000
Government Agency Debt
6000000.00
803980.21
Fannie Mae
2023-10-25
4.875000
Government Agency Debt
60500000.00
3726445.42
Fannie Mae
2023-11-25
4.500000
Government Agency Debt
25000000.00
4250466.74
Fannie Mae
2023-12-25
1.750000
Government Agency Debt
2000000.00
272024.44
Fannie Mae
2023-12-25
4.500000
Government Agency Debt
2330000.00
573428.97
Fannie Mae
2023-12-25
6.500000
Government Agency Debt
42000.00
13635.08
Fannie Mae
2024-02-25
6.500000
Government Agency Debt
25000.00
12247.51
Fannie Mae
2024-09-25
4.500000
Government Agency Debt
940000.00
237169.10
Fannie Mae
2024-12-25
4.500000
Government Agency Debt
2000000.00
2157864.00
Fannie Mae
2025-03-25
3.000000
Government Agency Debt
3600000.00
3180731.92
Fannie Mae
2025-09-25
1.500000
Government Agency Debt
8000000.00
4601514.59
Fannie Mae
2026-03-25
4.000000
Government Agency Debt
1090000.00
676872.46
Fannie Mae
2026-07-25
3.000000
Government Agency Debt
4898000.00
5181218.69
Fannie Mae
2027-03-25
4.500000
Government Agency Debt
4888888.00
2209243.58
Fannie Mae
2027-03-25
4.500000
Government Agency Debt
1920000.00
746250.07
Fannie Mae
2027-04-25
2.500000
Government Agency Debt
5000000.00
5043801.23
Fannie Mae
2027-09-25
4.500000
Government Agency Debt
1330000.00
466653.33
Fannie Mae
2028-04-25
3.500000
Government Agency Debt
2506702.00
1394442.33
Fannie Mae
2028-12-25
3.500000
Government Agency Debt
3050000.00
2544727.56
Fannie Mae
2029-03-25
4.000000
Government Agency Debt
5869000.00
5815082.15
Fannie Mae
2029-05-25
6.000000
Government Agency Debt
480000.00
135854.94
Fannie Mae
2029-08-25
5.500000
Government Agency Debt
2415000.00
1706272.99
Fannie Mae
2030-03-25
4.000000
Government Agency Debt
5000000.00
5481580.56
Fannie Mae
2030-04-25
4.500000
Government Agency Debt
41500000.00
377996.79
Fannie Mae
2030-04-25
5.000000
Government Agency Debt
25000000.00
227936.03
Fannie Mae
2030-04-25
7.500000
Government Agency Debt
25000.00
1921.38
Fannie Mae
2030-05-25
4.000000
Government Agency Debt
4606989.00
3318937.14
Fannie Mae
2030-05-25
5.500000
Government Agency Debt
5000000.00
72116.24
Fannie Mae
2031-03-25
5.000000
Government Agency Debt
1450000.00
362073.74
Fannie Mae
2031-10-25
6.000000
Government Agency Debt
7000.00
1122.95
Fannie Mae
2032-01-25
5.690000
Government Agency Debt
16603367.00
1519931.83
Fannie Mae
2032-03-18
1.490000
Government Agency Debt
48812849.00
842008.70
Fannie Mae
2032-04-25
1.239000
Government Agency Debt
100000000.00
2312390.87
Fannie Mae
2032-04-25
5.000000
Government Agency Debt
22826000.00
5424158.06
Fannie Mae
2032-05-25
5.000000
Government Agency Debt
31000.00
5750.08
Fannie Mae
2032-06-25
6.000000
Government Agency Debt
4067000.00
216441.08
Fannie Mae
2032-08-25
5.500000
Government Agency Debt
3000.00
1549.09
Fannie Mae
2032-10-25
5.500000
Government Agency Debt
30000.00
14390.10
Fannie Mae
2032-12-25
5.500000
Government Agency Debt
5000.00
5152.58
Fannie Mae
2033-02-25
3.500000
Government Agency Debt
14850000.00
2273766.67
Fannie Mae
2033-02-25
4.500000
Government Agency Debt
20000000.00
5328875.98
Fannie Mae
2033-02-25
5.000000
Government Agency Debt
10000000.00
2575621.59
Fannie Mae
2033-02-25
5.500000
Government Agency Debt
3000.00
3487.82
Fannie Mae
2033-03-25
5.000000
Government Agency Debt
5300000.00
630737.54
Fannie Mae
2033-03-25
5.500000
Government Agency Debt
19850000.00
2780761.81
Fannie Mae
2033-03-25
5.500000
Government Agency Debt
2000.00
2239.81
Fannie Mae
2033-04-25
3.500000
Government Agency Debt
82000000.00
5976019.33
Fannie Mae
2033-04-25
5.500000
Government Agency Debt
5000.00
5794.50
Fannie Mae
2033-05-25
4.000000
Government Agency Debt
50000.00
3195.63
Fannie Mae
2033-05-25
5.500000
Government Agency Debt
334000.00
343646.89
Fannie Mae
2033-06-25
5.000000
Government Agency Debt
25000.00
4072.44
Fannie Mae
2033-06-25
6.000000
Government Agency Debt
700000.00
717340.17
Fannie Mae
2033-07-25
5.500000
Government Agency Debt
7050000.00
170302.51
Fannie Mae
2033-08-25
3.500000
Government Agency Debt
100000000.00
3790880.03
Fannie Mae
2033-08-25
3.500000
Government Agency Debt
9000000.00
2264856.42
Fannie Mae
2033-08-25
5.000000
Government Agency Debt
2000.00
2119.66
Fannie Mae
2033-11-25
5.500000
Government Agency Debt
2000000.00
2101133.56
Fannie Mae
2033-11-25
5.500000
Government Agency Debt
860000.00
148685.02
Fannie Mae
2033-12-25
6.000000
Government Agency Debt
4059632.00
4941338.06
Fannie Mae
2034-06-25
5.000000
Government Agency Debt
8925000.00
3192607.24
Fannie Mae
2034-07-25
0.688700
Government Agency Debt
50000000.00
1681263.18
Fannie Mae
2034-07-25
5.500000
Government Agency Debt
10000000.00
3687181.86
Fannie Mae
2034-07-25
6.500000
Government Agency Debt
520000.00
34396.06
Fannie Mae
2034-08-25
5.500000
Government Agency Debt
1300000.00
1385797.11
Fannie Mae
2034-08-25
6.000000
Government Agency Debt
7140000.00
1588234.68
Fannie Mae
2034-12-25
5.500000
Government Agency Debt
1000000.00
1078322.78
Fannie Mae
2035-01-25
5.000000
Government Agency Debt
59000.00
4080.40
Fannie Mae
2035-04-25
5.500000
Government Agency Debt
10000.00
2163.91
Fannie Mae
2035-05-25
5.500000
Government Agency Debt
1390000.00
1526157.14
Fannie Mae
2035-06-25
4.500000
Government Agency Debt
16278800.00
2474257.67
Fannie Mae
2035-08-25
4.500000
Government Agency Debt
45500000.00
5568669.45
Fannie Mae
2035-08-25
5.500000
Government Agency Debt
16800000.00
1075106.92
Fannie Mae
2035-09-25
5.500000
Government Agency Debt
14620000.00
210475.07
Fannie Mae
2035-09-25
5.500000
Government Agency Debt
285000.00
115514.21
Fannie Mae
2035-10-25
0.538700
Government Agency Debt
4200000.00
1610445.56
Fannie Mae
2035-10-25
0.739000
Government Agency Debt
2138040.00
585303.38
Fannie Mae
2035-12-25
5.500000
Government Agency Debt
200000.00
236886.36
Fannie Mae
2035-12-25
5.500000
Government Agency Debt
1400000.00
108369.90
Fannie Mae
2035-12-25
5.500000
Government Agency Debt
5000.00
5543.25
Fannie Mae
2035-12-25
5.500000
Government Agency Debt
20000.00
1999.69
Fannie Mae
2036-01-25
5.500000
Government Agency Debt
3092000.00
3674003.38
Fannie Mae
2036-01-25
5.750000
Government Agency Debt
30000000.00
3386646.89
Fannie Mae
2036-01-25
6.000000
Government Agency Debt
6410000.00
1208798.32
Fannie Mae
2036-03-25
4.000000
Government Agency Debt
40010000.00
4152862.61
Fannie Mae
2036-05-25
4.500000
Government Agency Debt
15000000.00
3546271.14
Fannie Mae
2036-05-25
4.500000
Government Agency Debt
10000000.00
2126288.45
Fannie Mae
2036-07-25
5.000000
Government Agency Debt
20000000.00
4878894.35
Fannie Mae
2036-07-25
6.000000
Government Agency Debt
20000.00
6389.45
Fannie Mae
2036-08-25
5.750000
Government Agency Debt
50000.00
51331.36
Fannie Mae
2036-09-25
5.125000
Government Agency Debt
836000.00
337448.15
Fannie Mae
2036-10-25
4.500000
Government Agency Debt
7000000.00
927506.00
Fannie Mae
2036-10-25
5.500000
Government Agency Debt
2000000.00
1059243.31
Fannie Mae
2036-10-25
5.750000
Government Agency Debt
12680000.00
3023701.98
Fannie Mae
2037-01-25
4.500000
Government Agency Debt
3500000.00
1607880.87
Fannie Mae
2037-01-25
5.600000
Government Agency Debt
9700000.00
1601503.40
Fannie Mae
2037-02-25
0.495200
Government Agency Debt
17000000.00
2785540.81
Fannie Mae
2037-02-25
0.569000
Government Agency Debt
6200000.00
1218499.38
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
2000000.00
2335875.56
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
4000000.00
1846809.81
Fannie Mae
2037-03-25
0.639000
Government Agency Debt
5449496.00
1562520.47
Fannie Mae
2037-03-25
4.500000
Government Agency Debt
5572000.00
999879.51
Fannie Mae
2037-03-25
5.000000
Government Agency Debt
2325000.00
2489095.92
Fannie Mae
2037-03-25
5.500000
Government Agency Debt
7440000.00
8586.86
Fannie Mae
2037-03-25
5.750000
Government Agency Debt
18240000.00
3594465.44
Fannie Mae
2037-03-25
6.000000
Government Agency Debt
2588000.00
3036898.09
Fannie Mae
2037-07-25
5.000000
Government Agency Debt
3120000.00
1136889.06
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
5000000.00
5852118.33
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
3194100.00
3733793.24
Fannie Mae
2037-08-25
7.004000
Government Agency Debt
10000000.00
2379724.35
Fannie Mae
2037-09-25
6.000000
Government Agency Debt
4500000.00
5033347.50
Fannie Mae
2037-10-25
5.933000
Government Agency Debt
10250000.00
2660426.91
Fannie Mae
2037-11-25
6.000000
Government Agency Debt
10000000.00
1054321.22
Fannie Mae
2038-01-25
4.000000
Government Agency Debt
8000000.00
2148391.60
Fannie Mae
2038-02-25
5.500000
Government Agency Debt
100000.00
104564.68
Fannie Mae
2038-02-25
5.500000
Government Agency Debt
100000.00
73917.49
Fannie Mae
2038-03-25
4.000000
Government Agency Debt
5000000.00
3929031.39
Fannie Mae
2038-05-25
4.500000
Government Agency Debt
300000.00
103157.89
Fannie Mae
2038-07-25
4.000000
Government Agency Debt
5074000.00
5159691.18
Fannie Mae
2039-02-25
3.500000
Government Agency Debt
5000000.00
4821355.06
Fannie Mae
2039-02-25
4.000000
Government Agency Debt
50000000.00
5371281.19
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
6500000.00
3794775.10
Fannie Mae
2039-08-25
5.000000
Government Agency Debt
7070000.00
3336696.12
Fannie Mae
2039-10-25
4.500000
Government Agency Debt
4735000.00
2263429.52
Fannie Mae
2040-06-25
3.000000
Government Agency Debt
12000000.00
6654289.62
Fannie Mae
2040-06-25
4.500000
Government Agency Debt
1200000.00
1305320.40
Fannie Mae
2040-06-25
4.500000
Government Agency Debt
100000.00
111789.40
Fannie Mae
2040-11-25
4.000000
Government Agency Debt
5750000.00
6286648.14
Fannie Mae
2040-11-25
4.000000
Government Agency Debt
2503000.00
2719226.94
Fannie Mae
2041-03-25
2.000000
Government Agency Debt
87667.00
84454.10
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
5000000.00
5479150.56
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
4863333.00
3570037.88
Fannie Mae
2041-06-25
4.000000
Government Agency Debt
3065789.00
3345481.27
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
1000000.00
749949.54
Fannie Mae
2041-10-25
2.500000
Government Agency Debt
4900000.00
4913713.95
Fannie Mae
2041-10-25
3.000000
Government Agency Debt
1200000.00
1216843.95
Fannie Mae
2041-10-25
3.500000
Government Agency Debt
1000000.00
1016621.22
Fannie Mae
2041-12-25
3.500000
Government Agency Debt
230000.00
206606.20
Fannie Mae
2042-03-25
2.000000
Government Agency Debt
4000000.00
4000820.53
Fannie Mae
2042-03-25
2.500000
Government Agency Debt
6000000.00
6127097.34
Fannie Mae
2042-05-25
4.000000
Government Agency Debt
5566000.00
6141324.64
Fannie Mae
2045-09-25
5.500000
Government Agency Debt
28000000.00
3502969.74
Fannie Mae
2047-06-25
6.000000
Government Agency Debt
4000000.00
4681850.67
Fannie Mae
2049-03-25
4.500000
Government Agency Debt
15000000.00
5754777.17
Freddie Mac
2014-02-15
6.500000
Government Agency Debt
50000.00
1387.29
Freddie Mac
2015-01-15
5.500000
Government Agency Debt
385250.00
114306.16
Freddie Mac
2016-08-15
5.000000
Government Agency Debt
40000.00
18752.81
Freddie Mac
2016-12-15
6.000000
Government Agency Debt
100000.00
14236.67
Freddie Mac
2017-05-15
4.500000
Government Agency Debt
7441500.00
1769030.22
Freddie Mac
2017-11-15
5.000000
Government Agency Debt
4000.00
2259.54
Freddie Mac
2018-01-15
4.500000
Government Agency Debt
17500000.00
1586476.35
Freddie Mac
2018-01-15
4.500000
Government Agency Debt
4000.00
5.52
Freddie Mac
2018-03-15
4.150000
Government Agency Debt
11000000.00
246862.65
Freddie Mac
2018-04-15
5.000000
Government Agency Debt
10000000.00
828143.17
Freddie Mac
2018-07-15
4.500000
Government Agency Debt
46000.00
10269.48
Freddie Mac
2018-07-15
4.500000
Government Agency Debt
27000.00
7443.13
Freddie Mac
2018-09-15
4.500000
Government Agency Debt
27000.00
6060.10
Freddie Mac
2018-10-15
4.000000
Government Agency Debt
4200000.00
221107.41
Freddie Mac
2018-12-15
2.250000
Government Agency Debt
400000.00
186546.04
Freddie Mac
2018-12-15
5.750000
Government Agency Debt
1521376.00
47857.56
Freddie Mac
2019-05-15
5.000000
Government Agency Debt
10000.00
491.63
Freddie Mac
2020-11-15
2.000000
Government Agency Debt
6550000.00
4097143.83
Freddie Mac
2020-12-15
5.500000
Government Agency Debt
118000.00
8629.92
Freddie Mac
2020-12-15
7.000000
Government Agency Debt
83000.00
1353.56
Freddie Mac
2021-10-15
4.000000
Government Agency Debt
2420000.00
1399128.99
Freddie Mac
2021-10-15
6.500000
Government Agency Debt
50.00
1.33
Freddie Mac
2021-11-15
7.000000
Government Agency Debt
91000.00
2986.73
Freddie Mac
2022-02-15
1.160000
Government Agency Debt
10000.00
157.01
Freddie Mac
2022-05-15
5.000000
Government Agency Debt
100000000.00
1235166.73
Freddie Mac
2022-06-15
5.500000
Government Agency Debt
7000000.00
535854.27
Freddie Mac
2022-08-15
4.000000
Government Agency Debt
5000000.00
2235968.42
Freddie Mac
2022-08-15
4.000000
Government Agency Debt
4000000.00
1147100.44
Freddie Mac
2022-08-15
5.000000
Government Agency Debt
25000000.00
826280.18
Freddie Mac
2022-09-15
6.500000
Government Agency Debt
30000.00
1886.91
Freddie Mac
2022-10-15
4.000000
Government Agency Debt
100000000.00
5372068.06
Freddie Mac
2022-10-15
4.000000
Government Agency Debt
25000000.00
1436394.25
Freddie Mac
2022-11-15
4.000000
Government Agency Debt
5600000.00
2244348.73
Freddie Mac
2022-12-15
5.000000
Government Agency Debt
195000.00
183313.54
Freddie Mac
2022-12-15
5.500000
Government Agency Debt
25000000.00
1965259.10
Freddie Mac
2023-04-15
4.500000
Government Agency Debt
16794000.00
5826894.92
Freddie Mac
2023-05-15
4.750000
Government Agency Debt
43500000.00
1236323.22
Freddie Mac
2023-06-15
5.000000
Government Agency Debt
4000000.00
77587.58
Freddie Mac
2023-07-15
1.639000
Government Agency Debt
6357000.00
1955945.39
Freddie Mac
2023-07-15
4.000000
Government Agency Debt
10000000.00
4878415.45
Freddie Mac
2023-08-15
5.500000
Government Agency Debt
83927365.00
4141962.42
Freddie Mac
2023-09-15
6.000000
Government Agency Debt
6000000.00
25552.87
Freddie Mac
2023-10-15
6.500000
Government Agency Debt
5000.00
1156.04
Freddie Mac
2023-11-15
6.400000
Government Agency Debt
234000.00
61170.64
Freddie Mac
2024-02-15
5.000000
Government Agency Debt
10000.00
2287.89
Freddie Mac
2024-02-15
8.150000
Government Agency Debt
40000.00
1235.93
Freddie Mac
2024-03-15
7.000000
Government Agency Debt
2000.00
1764.32
Freddie Mac
2024-05-15
4.000000
Government Agency Debt
9000000.00
1107972.47
Freddie Mac
2024-12-15
3.500000
Government Agency Debt
2400000.00
1740742.64
Freddie Mac
2025-02-15
3.000000
Government Agency Debt
2400000.00
1609408.32
Freddie Mac
2025-03-15
3.500000
Government Agency Debt
2300000.00
1985648.54
Freddie Mac
2025-05-15
4.500000
Government Agency Debt
2000000.00
2070801.10
Freddie Mac
2025-05-15
5.500000
Government Agency Debt
3000000.00
3299234.33
Freddie Mac
2025-06-15
5.000000
Government Agency Debt
345000.00
332462.61
Freddie Mac
2025-07-15
3.000000
Government Agency Debt
800000.00
531401.37
Freddie Mac
2025-08-15
4.000000
Government Agency Debt
3530000.00
3904999.35
Freddie Mac
2025-11-15
4.000000
Government Agency Debt
3500000.00
1979476.18
Freddie Mac
2026-04-15
3.000000
Government Agency Debt
800000.00
546251.32
Freddie Mac
2026-06-15
3.500000
Government Agency Debt
2000000.00
2182388.44
Freddie Mac
2026-10-15
7.000000
Government Agency Debt
49000.00
1995.71
Freddie Mac
2027-05-15
6.000000
Government Agency Debt
2000000.00
2256117.33
Freddie Mac
2027-08-15
4.000000
Government Agency Debt
10000000.00
4902693.73
Freddie Mac
2027-09-15
4.000000
Government Agency Debt
11366336.00
6044048.86
Freddie Mac
2027-10-15
5.000000
Government Agency Debt
8000000.00
1111889.18
Freddie Mac
2028-01-15
4.250000
Government Agency Debt
12000000.00
430585.55
Freddie Mac
2028-03-15
6.950000
Government Agency Debt
25000000.00
4648304.02
Freddie Mac
2028-04-15
3.000000
Government Agency Debt
3000000.00
1712491.11
Freddie Mac
2028-06-15
3.500000
Government Agency Debt
6772443.00
5592270.34
Freddie Mac
2028-07-15
3.500000
Government Agency Debt
5000000.00
3089784.11
Freddie Mac
2028-08-15
3.500000
Government Agency Debt
810000.00
633622.85
Freddie Mac
2028-11-15
3.500000
Government Agency Debt
400000.00
334675.67
Freddie Mac
2028-11-15
4.000000
Government Agency Debt
1695000.00
1406885.58
Freddie Mac
2029-02-15
5.500000
Government Agency Debt
3333333.00
2923973.58
Freddie Mac
2029-03-15
6.000000
Government Agency Debt
430000.00
168467.23
Freddie Mac
2029-06-15
5.000000
Government Agency Debt
4000000.00
114358.07
Freddie Mac
2029-06-15
5.500000
Government Agency Debt
245000.00
202201.95
Freddie Mac
2029-06-15
6.000000
Government Agency Debt
495000.00
164722.50
Freddie Mac
2030-10-15
4.250000
Government Agency Debt
63000000.00
2935121.91
Freddie Mac
2030-11-15
4.000000
Government Agency Debt
62000000.00
2337679.86
Freddie Mac
2031-04-15
4.500000
Government Agency Debt
275000.00
204419.68
Freddie Mac
2031-06-15
5.500000
Government Agency Debt
1000000.00
839635.72
Freddie Mac
2031-10-15
6.500000
Government Agency Debt
10000.00
3174.90
Freddie Mac
2031-11-15
4.500000
Government Agency Debt
10000000.00
801043.76
Freddie Mac
2032-03-15
5.000000
Government Agency Debt
10200000.00
557830.34
Freddie Mac
2032-05-15
3.500000
Government Agency Debt
697000.00
752934.40
Freddie Mac
2032-06-15
3.750000
Government Agency Debt
19300000.00
3289687.24
Freddie Mac
2032-06-15
5.000000
Government Agency Debt
1200000.00
1074425.90
Freddie Mac
2032-06-15
6.500000
Government Agency Debt
50000.00
14601.50
Freddie Mac
2032-07-15
6.000000
Government Agency Debt
14000000.00
6150413.91
Freddie Mac
2032-07-15
6.000000
Government Agency Debt
11372932.00
3704118.93
Freddie Mac
2032-08-15
5.000000
Government Agency Debt
315000.00
289529.20
Freddie Mac
2032-08-15
6.000000
Government Agency Debt
17187548.00
3100053.41
Freddie Mac
2032-08-15
6.000000
Government Agency Debt
115000.00
39143.00
Freddie Mac
2032-08-15
6.000000
Government Agency Debt
2000.00
1229.42
Freddie Mac
2032-09-15
3.500000
Government Agency Debt
3000000.00
511260.98
Freddie Mac
2032-09-15
5.500000
Government Agency Debt
20000.00
19454.42
Freddie Mac
2032-09-15
6.000000
Government Agency Debt
2000000.00
1530151.76
Freddie Mac
2032-10-15
5.000000
Government Agency Debt
1625000.00
1616633.12
Freddie Mac
2032-10-15
5.250000
Government Agency Debt
19500000.00
5721347.59
Freddie Mac
2032-10-15
5.500000
Government Agency Debt
5780000.00
74722.19
Freddie Mac
2032-10-15
6.000000
Government Agency Debt
15612000.00
601145.00
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
2100000.00
1962641.40
Freddie Mac
2032-12-15
4.500000
Government Agency Debt
41000000.00
2923927.22
Freddie Mac
2032-12-15
5.500000
Government Agency Debt
12460000.00
2186097.50
Freddie Mac
2033-01-15
5.500000
Government Agency Debt
40000.00
46367.43
Freddie Mac
2033-02-15
4.500000
Government Agency Debt
10000000.00
2503696.20
Freddie Mac
2033-02-15
5.000000
Government Agency Debt
5072000.00
5317037.90
Freddie Mac
2033-02-15
5.000000
Government Agency Debt
50000.00
22021.61
Freddie Mac
2033-02-15
5.500000
Government Agency Debt
11244254.00
5216687.53
Freddie Mac
2033-02-15
6.000000
Government Agency Debt
20000.00
12829.95
Freddie Mac
2033-03-15
4.000000
Government Agency Debt
43000000.00
3580902.14
Freddie Mac
2033-03-15
5.000000
Government Agency Debt
385000.00
405670.61
Freddie Mac
2033-04-15
3.750000
Government Agency Debt
2600000.00
106737.50
Freddie Mac
2033-04-15
5.000000
Government Agency Debt
1025000.00
1065469.96
Freddie Mac
2033-04-15
5.500000
Government Agency Debt
2690000.00
2746664.25
Freddie Mac
2033-04-15
5.500000
Government Agency Debt
20000.00
21640.57
Freddie Mac
2033-05-15
5.000000
Government Agency Debt
3361000.00
3489947.75
Freddie Mac
2033-05-15
5.000000
Government Agency Debt
1590000.00
1671023.04
Freddie Mac
2033-05-15
5.000000
Government Agency Debt
1660000.00
1568564.44
Freddie Mac
2033-05-15
5.000000
Government Agency Debt
1400000.00
1257089.94
Freddie Mac
2033-05-15
5.000000
Government Agency Debt
161000.00
168282.82
Freddie Mac
2033-05-15
5.500000
Government Agency Debt
1000000.00
1053872.78
Freddie Mac
2033-05-15
5.500000
Government Agency Debt
21000.00
24459.09
Freddie Mac
2033-06-15
5.000000
Government Agency Debt
3000000.00
2817311.59
Freddie Mac
2033-06-15
5.000000
Government Agency Debt
1821000.00
1896378.27
Freddie Mac
2033-06-15
6.000000
Government Agency Debt
375000.00
173245.89
Freddie Mac
2033-07-15
1.639000
Government Agency Debt
5000000.00
5067958.89
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
2000000.00
2360161.78
Freddie Mac
2033-07-15
5.500000
Government Agency Debt
6716000.00
3675262.40
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
5310000.00
5977078.78
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
4000000.00
3171298.47
Freddie Mac
2033-08-15
5.500000
Government Agency Debt
9000.00
10612.63
Freddie Mac
2033-12-15
5.500000
Government Agency Debt
1000000.00
1077032.78
Freddie Mac
2034-01-15
5.000000
Government Agency Debt
5900000.00
6712317.24
Freddie Mac
2034-01-15
5.000000
Government Agency Debt
1000.00
1134.53
Freddie Mac
2034-02-15
5.500000
Government Agency Debt
52050000.00
2039396.70
Freddie Mac
2034-02-15
5.500000
Government Agency Debt
44000.00
50506.84
Freddie Mac
2034-02-15
5.500000
Government Agency Debt
33000.00
29599.08
Freddie Mac
2034-03-15
4.250000
Government Agency Debt
25000000.00
1896977.13
Freddie Mac
2034-04-15
5.000000
Government Agency Debt
3890000.00
4021454.34
Freddie Mac
2034-04-15
6.000000
Government Agency Debt
1000000.00
1100745.67
Freddie Mac
2034-05-15
5.500000
Government Agency Debt
163000.00
190278.67
Freddie Mac
2034-06-15
5.500000
Government Agency Debt
300000.00
344384.33
Freddie Mac
2034-07-15
6.000000
Government Agency Debt
4000000.00
4816294.67
Freddie Mac
2034-08-15
5.000000
Government Agency Debt
2000000.00
2110121.78
Freddie Mac
2034-08-15
5.500000
Government Agency Debt
1737000.00
2044728.27
Freddie Mac
2034-09-15
4.000000
Government Agency Debt
18850000.00
6245694.03
Freddie Mac
2034-09-15
5.000000
Government Agency Debt
2475000.00
554702.51
Freddie Mac
2034-10-15
5.000000
Government Agency Debt
4300000.00
4561465.32
Freddie Mac
2034-10-15
6.000000
Government Agency Debt
1000.00
1137.23
Freddie Mac
2034-12-15
5.000000
Government Agency Debt
3125000.00
3309521.53
Freddie Mac
2035-02-15
4.500000
Government Agency Debt
12000000.00
4188221.90
Freddie Mac
2035-06-15
5.000000
Government Agency Debt
54000.00
60243.64
Freddie Mac
2035-08-15
6.000000
Government Agency Debt
5500000.00
5927073.17
Freddie Mac
2035-08-15
6.000000
Government Agency Debt
55020000.00
4644027.64
Freddie Mac
2035-08-15
6.000000
Government Agency Debt
200000.00
215634.33
Freddie Mac
2035-09-15
5.500000
Government Agency Debt
8200000.00
615720.41
Freddie Mac
2035-09-15
5.500000
Government Agency Debt
32000.00
12755.61
Freddie Mac
2035-11-15
6.000000
Government Agency Debt
15140000.00
1704407.95
Freddie Mac
2035-11-15
6.000000
Government Agency Debt
14410000.00
396516.17
Freddie Mac
2036-02-15
6.000000
Government Agency Debt
6667498.00
1394467.83
Freddie Mac
2036-03-15
0.609000
Government Agency Debt
4000000.00
1493440.44
Freddie Mac
2036-03-15
6.000000
Government Agency Debt
55000000.00
4874520.05
Freddie Mac
2036-04-15
0.589000
Government Agency Debt
3000000.00
1288031.44
Freddie Mac
2036-04-15
5.500000
Government Agency Debt
5000000.00
5876993.89
Freddie Mac
2036-07-15
6.000000
Government Agency Debt
2100000.00
2493902.60
Freddie Mac
2036-08-15
0.738700
Government Agency Debt
4980000.00
414680.66
Freddie Mac
2036-08-15
4.000000
Government Agency Debt
20500000.00
5240353.73
Freddie Mac
2036-09-15
5.500000
Government Agency Debt
4000000.00
4657247.11
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
5099000.00
6215480.44
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
4000000.00
4636938.67
Freddie Mac
2036-10-15
5.000000
Government Agency Debt
1160000.00
1229857.39
Freddie Mac
2036-10-15
6.000000
Government Agency Debt
125000.00
65711.61
Freddie Mac
2036-11-15
5.500000
Government Agency Debt
10000.00
10859.96
Freddie Mac
2036-11-15
5.750000
Government Agency Debt
4000000.00
4735728.89
Freddie Mac
2036-12-15
5.000000
Government Agency Debt
10000000.00
3524896.37
Freddie Mac
2037-03-15
4.000000
Government Agency Debt
10000000.00
3977979.98
Freddie Mac
2037-04-15
5.500000
Government Agency Debt
4000000.00
4760367.11
Freddie Mac
2037-04-15
5.500000
Government Agency Debt
12230000.00
1606166.37
Freddie Mac
2037-06-15
0.688700
Government Agency Debt
2770000.00
957571.14
Freddie Mac
2037-06-15
6.000000
Government Agency Debt
6000000.00
6059037.94
Freddie Mac
2037-07-15
6.000000
Government Agency Debt
1000000.00
1169334.67
Freddie Mac
2037-07-15
6.000000
Government Agency Debt
10000.00
11452.68
Freddie Mac
2037-07-15
6.000000
Government Agency Debt
798.00
262.52
Freddie Mac
2038-01-15
6.000000
Government Agency Debt
5500000.00
6191276.67
Freddie Mac
2038-03-15
4.500000
Government Agency Debt
15000000.00
6157490.39
Freddie Mac
2038-03-15
5.000000
Government Agency Debt
35000.00
38946.21
Freddie Mac
2038-06-15
5.000000
Government Agency Debt
2400000.00
881483.95
Freddie Mac
2038-07-15
2.000000
Government Agency Debt
3500000.00
3531401.28
Freddie Mac
2038-07-15
5.000000
Government Agency Debt
2000000.00
2234799.78
Freddie Mac
2038-11-15
2.500000
Government Agency Debt
3700000.00
2923424.64
Freddie Mac
2039-04-15
5.000000
Government Agency Debt
920000.00
444451.42
Freddie Mac
2039-04-15
5.500000
Government Agency Debt
5250000.00
4330831.83
Freddie Mac
2039-05-15
4.500000
Government Agency Debt
14000000.00
5964490.02
Freddie Mac
2039-05-15
4.500000
Government Agency Debt
5000000.00
4289624.73
Freddie Mac
2039-10-15
2.250000
Government Agency Debt
5650000.00
5578645.99
Freddie Mac
2040-01-15
3.500000
Government Agency Debt
2000000.00
2000527.70
Freddie Mac
2040-02-15
2.000000
Government Agency Debt
6945000.00
6177042.89
Freddie Mac
2040-05-15
3.500000
Government Agency Debt
8400000.00
5824298.33
Freddie Mac
2040-07-15
4.500000
Government Agency Debt
5000000.00
5623715.00
Freddie Mac
2040-08-15
4.250000
Government Agency Debt
31675875.00
882028.52
Freddie Mac
2040-10-15
3.500000
Government Agency Debt
2000000.00
2007491.67
Freddie Mac
2040-11-15
4.000000
Government Agency Debt
2640000.00
2178515.52
Freddie Mac
2041-02-15
3.500000
Government Agency Debt
1328000.00
1344442.26
Freddie Mac
2041-03-15
2.500000
Government Agency Debt
9550000.00
4980484.12
Freddie Mac
2041-04-15
4.000000
Government Agency Debt
350000.00
324410.70
Freddie Mac
2041-04-15
5.000000
Government Agency Debt
200000.00
239276.38
Freddie Mac
2041-04-15
5.000000
Government Agency Debt
100000.00
117391.79
Freddie Mac
2041-07-15
3.000000
Government Agency Debt
650000.00
588645.56
Freddie Mac
2042-04-15
3.500000
Government Agency Debt
3685000.00
3873812.85
Freddie Mac
2042-05-15
4.000000
Government Agency Debt
3341433.00
3684184.20
Freddie Mac
2042-06-15
3.500000
Government Agency Debt
3941000.00
4068066.60
Freddie Mac
2047-10-15
4.500000
Government Agency Debt
30000000.00
3780857.20
GNMA
2023-07-25
1.650000
Government Agency Debt
75000000.00
815657.23
GNMA
2024-03-25
1.875000
Government Agency Debt
5560000.00
389342.25
GNMA
2028-03-18
6.000000
Government Agency Debt
750000.00
159152.56
GNMA
2029-02-16
1.089000
Government Agency Debt
10321666.00
839047.65
GNMA
2029-05-16
6.500000
Government Agency Debt
16875000.00
5924619.51
GNMA
2029-06-20
6.500000
Government Agency Debt
10000000.00
1922411.70
GNMA
2030-05-16
2.408000
Government Agency Debt
100000.00
88811.86
GNMA
2032-01-20
4.500000
Government Agency Debt
96000000.00
4547801.26
GNMA
2032-02-16
5.000000
Government Agency Debt
20000000.00
4287157.71
GNMA
2032-02-20
5.500000
Government Agency Debt
5000000.00
681980.19
GNMA
2032-08-16
5.500000
Government Agency Debt
18000.00
7161.65
GNMA
2032-12-16
5.000000
Government Agency Debt
25000.00
23801.84
GNMA
2033-02-20
0.690000
Government Agency Debt
10000000.00
732671.46
GNMA
2033-03-20
5.500000
Government Agency Debt
26000.00
30498.51
GNMA
2033-05-16
0.589000
Government Agency Debt
50000000.00
2586171.47
GNMA
2033-05-20
6.000000
Government Agency Debt
3000.00
3608.39
GNMA
2033-07-16
5.000000
Government Agency Debt
4000000.00
1155817.87
GNMA
2033-07-17
5.000000
Government Agency Debt
4000.00
1767.39
GNMA
2033-07-20
5.000000
Government Agency Debt
2000.00
2276.84
GNMA
2033-07-20
5.500000
Government Agency Debt
25000.00
20494.99
GNMA
2033-09-20
4.000000
Government Agency Debt
4100000.00
3439347.51
GNMA
2033-12-20
5.500000
Government Agency Debt
77000.00
85861.22
GNMA
2034-02-16
4.500000
Government Agency Debt
10264000.00
6663189.81
GNMA
2034-06-16
5.000000
Government Agency Debt
3000000.00
1004934.70
GNMA
2034-07-20
5.000000
Government Agency Debt
44000.00
48978.33
GNMA
2034-10-20
4.000000
Government Agency Debt
10000000.00
660964.77
GNMA
2034-10-20
5.000000
Government Agency Debt
33000.00
38181.13
GNMA
2034-12-20
5.500000
Government Agency Debt
92000.00
102813.29
GNMA
2035-03-20
5.500000
Government Agency Debt
1000000.00
406611.15
GNMA
2035-05-20
5.500000
Government Agency Debt
2000000.00
361063.67
GNMA
2035-05-20
5.500000
Government Agency Debt
5000000.00
43270.99
GNMA
2035-06-16
4.500000
Government Agency Debt
1100000.00
891037.27
GNMA
2035-06-20
2.818700
Government Agency Debt
2892079.00
807307.31
GNMA
2035-07-20
5.000000
Government Agency Debt
4150000.00
4506102.74
GNMA
2035-08-20
5.000000
Government Agency Debt
1000.00
1148.51
GNMA
2036-04-20
4.500000
Government Agency Debt
1200000.00
899362.72
GNMA
2036-06-20
4.000000
Government Agency Debt
16000000.00
5829629.73
GNMA
2036-07-16
5.000000
Government Agency Debt
52000.00
57856.29
GNMA
2036-07-20
5.250000
Government Agency Debt
20000.00
19877.87
GNMA
2036-07-20
6.000000
Government Agency Debt
2548225.00
3052206.99
GNMA
2036-08-20
4.000000
Government Agency Debt
50000.00
43078.88
GNMA
2036-09-20
4.500000
Government Agency Debt
500000.00
339733.22
GNMA
2036-11-20
5.500000
Government Agency Debt
1000.00
1091.90
GNMA
2037-01-20
4.250000
Government Agency Debt
1969674.00
725587.16
GNMA
2037-04-20
0.493700
Government Agency Debt
2400000.00
552405.71
GNMA
2037-04-20
4.500000
Government Agency Debt
2000000.00
1585782.76
GNMA
2037-05-20
3.500000
Government Agency Debt
900000.00
305838.17
GNMA
2037-07-16
0.569000
Government Agency Debt
2470000.00
918525.02
GNMA
2037-12-20
5.000000
Government Agency Debt
2500000.00
857581.36
GNMA
2038-02-20
4.500000
Government Agency Debt
18000.00
10158.82
GNMA
2038-02-20
5.000000
Government Agency Debt
15000.00
8148.79
GNMA
2038-03-20
5.250000
Government Agency Debt
241000.00
283115.79
GNMA
2038-04-20
3.500000
Government Agency Debt
2500000.00
2262041.72
GNMA
2038-04-20
4.500000
Government Agency Debt
145000.00
123107.44
GNMA
2038-06-20
1.043700
Government Agency Debt
1400000.00
355962.79
GNMA
2038-06-20
5.500000
Government Agency Debt
185000.00
218056.87
GNMA
2038-07-20
5.750000
Government Agency Debt
16000.00
17736.95
GNMA
2038-08-20
5.500000
Government Agency Debt
10000.00
11773.77
GNMA
2038-11-20
5.000000
Government Agency Debt
27000.00
30407.42
GNMA
2039-02-20
4.000000
Government Agency Debt
5000000.00
5368230.56
GNMA
2039-04-16
4.000000
Government Agency Debt
100000.00
77078.47
GNMA
2039-04-16
5.000000
Government Agency Debt
2000000.00
1086891.99
GNMA
2039-05-16
4.000000
Government Agency Debt
12000000.00
5197172.87
GNMA
2039-05-16
4.000000
Government Agency Debt
8110000.00
3330473.22
GNMA
2039-06-20
3.500000
Government Agency Debt
2500000.00
2285758.31
GNMA
2039-06-20
4.000000
Government Agency Debt
2500000.00
1361529.91
GNMA
2039-06-20
5.000000
Government Agency Debt
2000.00
2340.52
GNMA
2039-08-20
2.500000
Government Agency Debt
6275000.00
5675596.29
GNMA
2039-10-16
4.500000
Government Agency Debt
5000000.00
5743105.00
GNMA
2039-10-20
3.500000
Government Agency Debt
8436138.00
5462999.95
GNMA
2039-12-16
5.000000
Government Agency Debt
3500000.00
1893615.48
GNMA
2039-12-20
2.000000
Government Agency Debt
6000000.00
6019081.47
GNMA
2040-03-20
5.000000
Government Agency Debt
9281842.00
1644658.84
GNMA
2040-05-20
4.500000
Government Agency Debt
41319000.00
6549893.73
GNMA
2040-05-20
4.500000
Government Agency Debt
25000.00
26224.25
GNMA
2040-08-20
4.000000
Government Agency Debt
50000.00
52201.41
GNMA
2040-12-20
4.500000
Government Agency Debt
25000.00
29099.05
GNMA
2041-05-20
3.000000
Government Agency Debt
571119.00
573635.18
GNMA
2041-05-20
4.000000
Government Agency Debt
1632000.00
1472819.91
GNMA
2041-06-20
3.500000
Government Agency Debt
4000000.00
4114126.08
GNMA
2041-06-20
4.000000
Government Agency Debt
2000000.00
2243850.22
GNMA
2041-09-16
5.000000
Government Agency Debt
600000.00
540304.56
GNMA
2042-07-16
5.400000
Government Agency Debt
665000.00
740216.82
GNMA
2044-07-16
4.635000
Government Agency Debt
500000.00
589268.50
GNMA
2044-10-16
4.000000
Government Agency Debt
700000.00
781802.78
GNMA
2045-12-16
3.960000
Government Agency Debt
250000.00
271728.75
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
850000000.00
850000000.00
0.0253
N
850000000.00
850000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.400000%
60681P5H3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
122000000.00
122000000.00
0.0036
N
122018300.00
122018300.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.180000%
60681P6B5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
189000000.00
189000000.00
0.0056
N
189000000.00
189000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.380000%
60681P6D1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
16000000.00
16000000.00
0.0005
N
16000000.00
16000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.370000%
60681P6E9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
165000000.00
165000000.00
0.0049
N
164996700.00
164996700.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.380000%
60681P6J8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
14000000.00
14000000.00
0.0004
N
13998600.00
13998600.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.350000%
60687GB23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
N
167000000.00
167000000.00
0.0050
N
166996660.00
166996660.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.380000%
60687GG36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-12
2012-10-12
N
N
N
168000000.00
168000000.00
0.0050
N
168000000.00
168000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.250000%
55799C003_0.2500_M120702_2M49
0000068136
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-06-01
2.500000
Government Agency Debt
22571370.00
23318785.81
Freddie Mac
2039-10-01
5.000000
Government Agency Debt
20199896.00
21806068.29
Freddie Mac
2041-06-01
5.000000
Government Agency Debt
20152265.00
21754649.96
Freddie Mac
2041-09-01
4.500000
Government Agency Debt
3393494.00
3011129.33
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
20690737.00
21801006.54
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
9770854.00
10308360.62
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
100000000.00
100000000.00
0.0030
N
100000000.00
100000000.00
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
154052360.00
154052360.00
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
2000460.00
2000460.00
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
180045000.00
180045000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.390000%
972QYG005
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-12
2012-12-12
N
N
N
2000000.00
2000000.00
0.0001
N
1999900.00
1999900.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.200000%
63253JH78
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
N
Y
National Australia Bank Ltd
N/A
N/A
N
181000000.00
180963800.00
0.0054
N
180981900.00
180981900.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.200000%
63253JH86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-08
2012-08-08
N
Y
National Australia Bank Ltd
N/A
N/A
N
70000000.00
69985611.11
0.0021
N
69993000.00
69993000.00
Nationwide Building Society
Nationwide Building Society 0.580000%
6385E0HU0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-28
2012-08-28
N
N
N
121000000.00
120888881.66
0.0036
N
120933450.00
120933450.00
Nationwide Building Society
Nationwide Building Society 0.630000%
6385E0J46
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
45000000.00
44949600.00
0.0013
N
44969850.00
44969850.00
New York State HFA
Housing Revenue Bonds (2180 Broadway) Series 2011B 0.180000%
64986UGU5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
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 0.180000%
65409RG20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
34000000.00
34000000.00
0.0010
N
33999320.00
33999320.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.250000%
65409RGA2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-10
2012-07-10
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
14000000.00
13999222.22
0.0004
N
13999160.00
13999160.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.300000%
65557V6V8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
N
135000000.00
135000000.00
0.0040
N
135000000.00
135000000.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.300000%
65557V6X4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-18
2012-09-18
N
N
N
99000000.00
99000000.00
0.0029
N
99000000.00
99000000.00
Nordea North America, Inc
Nordea North America, Inc 0.290000%
6555P0HP7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-23
2012-08-23
N
Y
Nordea Bank AB
N/A
N/A
N
141000000.00
140940936.68
0.0042
N
140953470.00
140953470.00
Nordea North America, Inc
Nordea North America, Inc 0.290000%
6555P0HQ5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-24
2012-08-24
N
Y
Nordea Bank AB
N/A
N/A
N
270000000.00
269884725.01
0.0080
N
269908200.00
269908200.00
NRW.BANK
NRW.BANK 0.290000%
62939LHT9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
N
195000000.00
194912033.33
0.0058
N
194898600.00
194898600.00
NRW.BANK
NRW.BANK 0.290000%
62939LHV4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-29
2012-08-29
N
N
N
72000000.00
71966360.00
0.0021
N
71961120.00
71961120.00
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
69084944.64
0.0021
N
69091163.28
69091163.28
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
9997666.67
0.0003
N
9999000.00
9999000.00
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
19993466.67
0.0006
N
19997400.00
19997400.00
Old Line Funding, LLC
Old Line Funding, LLC 0.240000%
67983TJJ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-18
2012-09-18
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
40612000.00
40590881.76
0.0012
N
40599410.28
40599410.28
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
8000160.00
8000160.00
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
328114800.00
328114800.00
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
29000000.00
0.0009
N
28999710.00
28999710.00
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
26000000.00
0.0008
N
25999480.00
25999480.00
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
3996800.00
0.0001
N
3996960.00
3996960.00
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
22958050.55
0.0007
N
22964810.00
22964810.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.480000%
7562E0MB9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-11
2012-12-11
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
2000000.00
1995680.00
0.0001
N
1996160.00
1996160.00
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
28934347.22
0.0009
N
28943740.00
28943740.00
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
46884380.00
0.0014
N
46907880.00
46907880.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.640000%
7562E0Q74
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
44000000.00
43806008.89
0.0013
N
43812120.00
43812120.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.640000%
7562E0Q82
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
74000000.00
73672426.67
0.0022
N
73681060.00
73681060.00
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
3999258.89
0.0001
N
3999440.00
3999440.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.290000%
82124LHF2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-15
2012-08-15
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
50000000.00
49982277.78
0.0015
N
49984500.00
49984500.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.290000%
82124LHG0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-16
2012-08-16
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
45000000.00
44983687.50
0.0013
N
44986050.00
44986050.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.300000%
82124LHG0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-16
2012-08-16
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
6250000.00
6247656.25
0.0002
N
6248062.50
6248062.50
Sheffield Receivables Corp
Sheffield Receivables Corp 0.320000%
82124LJC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
87000000.00
86944320.00
0.0026
N
86946930.00
86946930.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.310000%
82124LJC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
70000000.00
69956600.00
0.0021
N
69957300.00
69957300.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.400000%
82124LKH4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-17
2012-10-17
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
50000000.00
49940555.55
0.0015
N
49945500.00
49945500.00
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
4999513.89
0.0001
N
4999800.00
4999800.00
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
127034290.00
127034290.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.480000%
83051AZ53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
135000000.00
135000000.00
0.0040
N
135021600.00
135021600.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.300000%
8342E2GR3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
124000000.00
123976233.34
0.0037
N
123982640.00
123982640.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.300000%
8342E2H68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
43000000.00
42987458.34
0.0013
N
42990540.00
42990540.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.300000%
8342E2HF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-15
2012-08-15
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
14000000.00
13994866.67
0.0004
N
13995940.00
13995940.00
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
255002550.00
255002550.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.250000%
8574P06L7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
N
3000000.00
3000000.00
0.0001
N
3000390.00
3000390.00
State Street Corp
State Street Corp 0.220000%
85747JJB4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-11
2012-09-11
N
N
N
92000000.00
91960082.23
0.0027
N
91965040.00
91965040.00
State Street Corp
State Street Corp 0.270000%
85747JKF3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-15
2012-10-15
N
N
N
71000000.00
70944087.50
0.0021
N
70952430.00
70952430.00
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
39000000.00
0.0012
N
38999610.00
38999610.00
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
19999300.00
0.0006
N
19999400.00
19999400.00
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
76994225.00
0.0023
N
76995380.00
76995380.00
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
49995750.00
0.0015
N
49996500.00
49996500.00
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
33846953.50
0.0010
N
33847630.50
33847630.50
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FGZ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
50000000.00
49992000.00
0.0015
N
49992500.00
49992500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FHA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
125000000.00
124978125.00
0.0037
N
124978750.00
124978750.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257GY64
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
12000000.00
11997840.00
0.0004
N
11997840.00
11997840.00
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
34999825.00
0.0010
N
34999650.00
34999650.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257JS32
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-08
2012-08-08
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
73000000.00
72986495.00
0.0022
N
72986860.00
72986860.00
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
24997750.00
0.0007
N
24998250.00
24998250.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257K5X8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
83000000.00
82976760.00
0.0025
N
82974270.00
82974270.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257K6B5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-29
2012-08-29
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
15000000.00
14995650.00
0.0004
N
14995200.00
14995200.00
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
49999000.00
0.0015
N
49999000.00
49999000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257YFB5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-22
2012-08-22
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
15000000.00
14996175.00
0.0004
N
14995800.00
14995800.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-02
2012-08-03
Y
Sumitomo Mitsui Banking Corp
N/A
N/A
N
N
116000000.00
116000000.00
0.0035
N
116026680.00
116026680.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DEH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-02
2012-08-02
N
N
N
117000000.00
117000000.00
0.0035
N
117010530.00
117010530.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DHP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
119000000.00
119000000.00
0.0035
N
118992860.00
118992860.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DHY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
N
156000000.00
156000000.00
0.0046
N
155990640.00
155990640.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DJA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
111000000.00
111000000.00
0.0033
N
110993340.00
110993340.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.370000%
86562WA57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
167000000.00
167000000.00
0.0050
N
166996660.00
166996660.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.190000%
86562WB31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-19
2012-07-19
N
N
N
284000000.00
284000000.00
0.0084
N
283997160.00
283997160.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.190000%
86562WB98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-26
2012-07-26
N
N
N
17000000.00
17000000.00
0.0005
N
16999830.00
16999830.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.380000%
86562WC97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-12
2012-10-12
N
N
N
28000000.00
28000000.00
0.0008
N
28000000.00
28000000.00
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
143005720.00
143005720.00
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
0.0074
N
250012500.00
250012500.00
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
73003650.00
73003650.00
Swedbank AB
Swedbank AB 0.440000%
87019QKD9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
N
29000000.00
29000000.00
0.0009
N
29004640.00
29004640.00
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
2012-07-06
2012-07-06
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
Tax and Revenue Anticipation Note Series 2011A 0.180000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
Y
JP Morgan Chase & Co
N/A
N/A
N
N
60000000.00
60000000.00
0.0018
N
60000000.00
60000000.00
Texas
Tax and Revenue Anticipation Note Series 2011A 0.180000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
Y
JP Morgan Chase & Co
N/A
N/A
N
N
116815000.00
116815000.00
0.0035
N
116815000.00
116815000.00
Texas
Tax and Revenue Anticipation Note Series 2011A 0.180000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
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
2012-07-06
2012-07-06
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
2012-07-06
2012-07-06
Y
Texas
N/A
N/A
N
N
23410000.00
23410000.00
0.0007
N
23410000.00
23410000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.430000%
88324LG50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
27792000.00
27791004.12
0.0008
N
27790888.32
27790888.32
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.430000%
88324LG68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
36000000.00
35998280.00
0.0011
N
35998560.00
35998560.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.440000%
88324LG68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
25000000.00
24998777.78
0.0007
N
24999000.00
24999000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.500000%
88324LGC5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-12
2012-07-12
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
12000000.00
11998333.33
0.0004
N
11999040.00
11999040.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.450000%
88324LGJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
84955000.00
84938009.00
0.0025
N
84944805.40
84944805.40
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.450000%
88324LGL5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-20
2012-07-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
4000000.00
3999100.00
0.0001
N
3999480.00
3999480.00
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
15998817.78
0.0005
N
15998240.00
15998240.00
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
29995600.00
0.0009
N
29995200.00
29995200.00
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
74988500.00
0.0022
N
74988000.00
74988000.00
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
49992013.89
0.0015
N
49992000.00
49992000.00
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
34992173.61
0.0010
N
34991250.00
34991250.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.200000%
88602THL0
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
17074000.00
17069352.08
0.0005
N
17068024.10
17068024.10
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
53001060.00
53001060.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.190000%
89112XXP5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
N
318000000.00
318000000.00
0.0095
N
318000000.00
318000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112XYA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
N
308000000.00
308000000.00
0.0092
N
308006160.00
308006160.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112XYQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
N
334000000.00
334000000.00
0.0099
N
333986640.00
333986640.00
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
199837500.00
0.0059
N
199940000.00
199940000.00
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
65945550.00
0.0020
N
65979540.00
65979540.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233GJD9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
101000000.00
100952894.73
0.0030
N
100962630.00
100962630.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.440000%
89233GLK0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-19
2012-11-19
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
50000000.00
49914444.44
0.0015
N
49935000.00
49935000.00
UBS AG
UBS AG 0.510000%
90267RJF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
500000000.00
500000000.00
0.0149
N
500000000.00
500000000.00
UBS Securities LLC
UBS Securities LLC 0.200000%
936991009_0.2000_M120706_2M49
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
17061110.00
13757896.50
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
73444965.00
62742103.67
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
22719838.00
24411641.81
Freddie Mac
2026-07-01
4.000000
Government Agency Debt
15606986.00
16388358.83
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
UBS Securities LLC
N/A
N/A
N
N
115000000.00
115000000.00
0.0034
N
114998500.00
114998500.00
UBS Securities LLC
UBS Securities LLC 0.190000%
99EPPA003_0.1900_M120702_2M49
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-04-01
4.000000
Government Agency Debt
47328512.00
42376194.42
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
45006344.00
45095648.09
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
67509408.00
44901583.69
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
42929547.00
46342578.81
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
44216184.00
45683995.74
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
220000000.00
220000000.00
0.0065
N
220000000.00
220000000.00
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
27004320.00
27004320.00
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
8001760.00
8001760.00
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
69011730.00
69011730.00
Union Bank, NA
Union Bank, NA 0.400000%
90527MS23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
N
30000000.00
30000000.00
0.0009
N
29984400.00
29984400.00
Univ of California
CP Series B 0.180000%
91411SGJ3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
N
45000000.00
44996400.00
0.0013
N
44995950.00
44995950.00
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
53995155.00
0.0016
N
53994600.00
53994600.00
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
10999187.22
0.0003
N
10999010.00
10999010.00
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
76990161.11
0.0023
N
76989220.00
76989220.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.537600%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2012-09-22
2013-07-19
N
N
N
275000000.00
275000000.00
0.0082
N
275000000.00
275000000.00
Westpac Banking Corp
Westpac Banking Corp 0.615900%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2012-07-30
2013-07-26
N
N
N
100000000.00
100000000.00
0.0030
N
99993600.00
99993600.00
Westpac Banking Corp
Westpac Banking Corp 0.300000%
96121TMR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
N
4000000.00
4000000.00
0.0001
N
3999120.00
3999120.00
Westpac Banking Corp
Westpac Banking Corp 0.370000%
96121TPC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-14
2012-12-14
N
N
N
18000000.00
18000000.00
0.0005
N
17995860.00
17995860.00
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
154930250.00
0.0046
N
154975200.00
154975200.00
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
32987093.33
0.0010
N
32994390.00
32994390.00
Westpac Banking Corp
Westpac Banking Corp 0.250000%
9612C0JE0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
79000000.00
78959402.79
0.0023
N
78955760.00
78955760.00
Westpac Banking Corp
Westpac Banking Corp 0.400000%
9612C0N21
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
53000000.00
52891644.44
0.0016
N
52874390.00
52874390.00
Westpac Banking Corp
Westpac Banking Corp 0.429800%
9612C4DN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-07
2013-02-07
N
N
N
152000000.00
152000000.00
0.0045
N
152000000.00
152000000.00
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
19998850.00
0.0006
N
19999000.00
19999000.00
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
61983544.17
0.0018
N
61985740.00
61985740.00
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
165611.00
165611.00
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
134611.46
134611.46
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
517454.86
517454.86
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WJV6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
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
952095.07
952095.07
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
144919.91
144919.91
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
103527.22
103527.22
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
41402.55
41402.55
Windmill Funding Corp
Windmill Funding Corp 0.400000%
97342GGA9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-10
2012-07-10
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
9000000.00
8999200.00
0.0003
N
8999550.00
8999550.00
Windmill Funding Corp
Windmill Funding Corp 0.400000%
97342GGB7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
10000000.00
9999000.00
0.0003
N
9999400.00
9999400.00
Windmill Funding Corp
Windmill Funding Corp 0.500000%
97342GGT8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-27
2012-07-27
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
186000000.00
185935416.67
0.0055
N
185964660.00
185964660.00