0001145549-12-010896.txt : 20130129
0001145549-12-010896.hdr.sgml : 20130129
20121207142556
ACCESSION NUMBER: 0001145549-12-010896
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20121130
FILED AS OF DATE: 20121207
DATE AS OF CHANGE: 20121207
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: 121249498
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
2012-11-30
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
46
68
36032080639.26
11401290.81
130615396.53
35912866533.54
0.0031
1.0002
2012-11-30
1.0002
2012-11-30
C000012378
1.00
35912866533.54
1.00
415419006.45
6683695223.42
6268276216.97
0.0006
1.0002
2012-11-30
1.0002
2012-11-30
Alpine Securitization Corp
Alpine Securitization Corp 0.460000%
02086LP42
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-04
2013-02-04
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
13000000.00
12989535.00
0.0004
N
12995060.00
12995060.00
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
6999690.83
0.0002
N
6999860.00
6999860.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.530000%
04915TN24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
170000000.00
169924916.68
0.0047
N
169981300.00
169981300.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.530000%
04915TN81
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
4000000.00
3997880.00
0.0001
N
3999400.00
3999400.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.270000%
04915TN99
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-09
2013-01-09
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
56000000.00
55984460.00
0.0016
N
55991600.00
55991600.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.520000%
04915TNQ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-24
2013-01-24
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
234000000.00
233824239.98
0.0065
N
233941500.00
233941500.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.500000%
04915TP55
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
1000000.00
999111.11
0.0000
N
999650.00
999650.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.500000%
04915TQ47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
33000000.00
32958291.67
0.0009
N
32978220.00
32978220.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.410000%
04915TQJ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-18
2013-03-18
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
4000000.00
3995216.67
0.0001
N
3996480.00
3996480.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.410000%
04915TR12
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
71000000.00
70903775.28
0.0020
N
70920480.00
70920480.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.390000%
04915TR12
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
56000000.00
55927806.66
0.0016
N
55937280.00
55937280.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.310000%
04915TSE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-14
2013-05-14
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
15024000.00
15003041.52
0.0004
N
15001614.24
15001614.24
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.180000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
640000000.00
640000000.00
0.0178
Security is a time deposit.
N
640000000.00
640000000.00
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
2012-12-03
2012-12-03
N
N
N
150000000.00
150000000.00
0.0042
Security is a time deposit.
N
150000000.00
150000000.00
Bank of America, NA
Bank of America, NA 0.420000%
06052WRC9
Other Note
N
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
N
N
N
10000000.00
10000000.00
0.0003
N
10000388.00
10000388.00
Bank of America, NA
Bank of America, NA 0.410000%
06052WRV7
Other Note
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
159000000.00
159000000.00
0.0044
N
159017458.20
159017458.20
Bank of Montreal
Bank of Montreal 0.190000%
06999G005
0000009622
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-12-04
2012-12-04
N
N
N
83000000.00
83000000.00
0.0023
Security is a time deposit.
N
83000000.00
83000000.00
Bank of Montreal
Bank of Montreal 0.300000%
06366VT63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
73000000.00
73000000.00
0.0020
N
73013140.00
73013140.00
Bank of Montreal
Bank of Montreal 0.180000%
06366VV60
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-04
2012-12-04
N
N
N
54000000.00
54000000.00
0.0015
N
54000000.00
54000000.00
Bank of Montreal
Bank of Montreal 0.190000%
06366VV86
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-05
2012-12-05
N
N
N
303000000.00
303000000.00
0.0084
N
303000000.00
303000000.00
Bank of Montreal
Bank of Montreal 0.220000%
06366XCN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
N
210000000.00
210000000.00
0.0058
N
210004200.00
210004200.00
Bank of Montreal
Bank of Montreal 0.220000%
06366XDG4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-08
2013-02-08
N
N
N
161000000.00
161000000.00
0.0045
N
161003220.00
161003220.00
Bank of Nova Scotia
Bank of Nova Scotia 0.450000%
06417E6K4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-03
2013-07-24
N
N
N
338000000.00
338000000.00
0.0094
N
338463060.00
338463060.00
Bank of Nova Scotia
Bank of Nova Scotia 0.287500%
06417FAK6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-21
2013-05-21
N
N
N
22000000.00
21999487.92
0.0006
N
22007700.00
22007700.00
Bank of Nova Scotia
Bank of Nova Scotia 0.210000%
06417FEN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-23
2013-01-23
N
N
N
13000000.00
13000000.00
0.0004
N
13000390.00
13000390.00
Bank of Nova Scotia
Bank of Nova Scotia 0.210000%
06417FEV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-23
2013-01-23
N
N
N
134000000.00
134000000.00
0.0037
N
134004020.00
134004020.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417FFA3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-30
2013-01-30
N
N
N
166000000.00
166000000.00
0.0046
N
166008300.00
166008300.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417FFH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-06
2013-02-06
N
N
N
39000000.00
38999648.13
0.0011
N
38999220.00
38999220.00
Bank of Nova Scotia
Bank of Nova Scotia 0.220000%
06417FGQ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-26
2013-02-26
N
N
N
10000000.00
10000000.00
0.0003
N
9999800.00
9999800.00
Bank of Nova Scotia
Bank of Nova Scotia 0.160000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
235000000.00
235000000.00
0.0065
Security is a time deposit.
N
235000000.00
235000000.00
Bank of the West
Bank of the West 0.450000%
0642G0XZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-04
2012-12-04
N
N
N
3000000.00
3000000.00
0.0001
N
3000120.00
3000120.00
Bank of the West
Bank of the West 0.380000%
0642G0YD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
N
N
48000000.00
48000000.00
0.0013
N
48011520.00
48011520.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538E4E4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-06
2012-12-06
N
N
N
126000000.00
126000000.00
0.0035
N
126002520.00
126002520.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538E4P9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-19
2012-12-19
N
N
N
171000000.00
171000000.00
0.0048
N
171011970.00
171011970.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.315000%
06538E4V6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-20
2012-12-20
N
N
N
3000000.00
3000000.00
0.0001
N
3000210.00
3000210.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.315000%
06538E5C7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-20
2012-12-20
N
N
N
13000000.00
13000000.00
0.0004
N
13000910.00
13000910.00
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
0.0068
N
243082620.00
243082620.00
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
0.0026
N
92031280.00
92031280.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.500000%
06538EU21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
7000000.00
7000000.00
0.0002
N
7003150.00
7003150.00
Barclays Bank Plc
Barclays Bank Plc 0.650000%
06741XCZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-14
2013-01-14
N
N
N
17000000.00
17000000.00
0.0005
N
17010200.00
17010200.00
Barclays Bank Plc
Barclays Bank Plc 0.740000%
06741XEL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-19
2013-02-19
N
N
N
17000000.00
17000000.00
0.0005
N
17021080.00
17021080.00
Barclays Bank Plc
Barclays Bank Plc 0.740000%
06741XEM6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-20
2013-02-20
N
N
N
18000000.00
18000000.00
0.0005
N
18022500.00
18022500.00
Barclays Bank Plc
Barclays Bank Plc 0.690000%
06741XFP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
N
35000000.00
35000000.00
0.0010
N
35044450.00
35044450.00
Barclays Bank Plc
Barclays Bank Plc 0.690000%
06741XFS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
N
35000000.00
35000000.00
0.0010
N
35044450.00
35044450.00
Barclays Bank Plc
Barclays Bank Plc 0.670000%
06741XFT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-14
2013-03-14
N
N
N
83000000.00
83000000.00
0.0023
N
83102920.00
83102920.00
Barclays Bank Plc
Barclays Bank Plc 0.440000%
06741XGY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-19
2013-04-19
N
N
N
11000000.00
11000000.00
0.0003
N
11005940.00
11005940.00
Barclays Bank Plc
Barclays Bank Plc 0.400000%
06741XHD3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-02
2013-05-02
N
N
N
63000000.00
63000000.00
0.0018
N
63005040.00
63005040.00
Barclays Bank Plc
Barclays Bank Plc 0.400000%
06741XHL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-09
2013-05-09
N
N
N
23000000.00
23000000.00
0.0006
N
23002070.00
23002070.00
Barclays Bank Plc
Barclays Bank Plc 0.450000%
06741XHY7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-16
2013-05-16
N
N
N
46000000.00
46000000.00
0.0013
N
46014720.00
46014720.00
Barclays Bank Plc
Barclays Bank Plc 0.470000%
06741XJB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-17
2013-05-17
N
N
N
149000000.00
149000000.00
0.0041
N
149062580.00
149062580.00
Barclays Bank Plc
Barclays Bank Plc 0.250000%
06741XJD1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
N
190000000.00
190000000.00
0.0053
N
190020900.00
190020900.00
Barclays Bank Plc
Barclays Bank Plc 0.450000%
06741XJH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-28
2013-05-28
N
N
N
4000000.00
4000000.00
0.0001
N
4001400.00
4001400.00
Barclays Capital, Inc
Barclays Capital, Inc 0.240000%
00799J004_0.2400_M121203_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-04-25
2.000000
Government Agency Debt
69728000.00
71834908.99
Fannie Mae
2042-10-25
2.000000
Government Agency Debt
12900023.00
13280833.11
Freddie Mac
2027-11-15
1.500000
Government Agency Debt
62200000.00
63388662.73
Freddie Mac
2042-11-15
0.00
Government Agency Debt
46486450.00
45745595.45
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
185000000.00
185000000.00
0.0052
N
185000000.00
185000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.200000%
07699U005_0.2000_M121207_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-09-01
4.918000
Government Agency Debt
5950000.00
6740367.38
Fannie Mae
2020-01-01
3.255000
Government Agency Debt
3250000.00
2322864.57
Fannie Mae
2020-11-01
3.379000
Government Agency Debt
5314000.00
5875099.80
Fannie Mae
2021-02-01
3.000000
Government Agency Debt
7216297.00
5162988.93
Fannie Mae
2021-08-01
4.143000
Government Agency Debt
17500000.00
19864626.34
Fannie Mae
2023-02-01
5.133000
Government Agency Debt
37590738.00
22277752.85
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
2473826.00
1467232.55
Fannie Mae
2027-06-01
3.000000
Government Agency Debt
235164.00
243407.64
Fannie Mae
2027-06-01
3.500000
Government Agency Debt
2125329.00
2251734.49
Fannie Mae
2032-11-01
1.529000
Government Agency Debt
31281385.00
2396093.91
Fannie Mae
2034-01-01
2.252000
Government Agency Debt
18811650.00
2590927.40
Fannie Mae
2034-08-01
4.025000
Government Agency Debt
7865154.00
527520.12
Fannie Mae
2035-04-01
2.405000
Government Agency Debt
47530901.00
15828510.71
Fannie Mae
2035-07-01
2.454000
Government Agency Debt
25153230.00
24674041.00
Fannie Mae
2035-07-01
2.732000
Government Agency Debt
41905738.00
9226432.52
Fannie Mae
2035-10-01
2.015000
Government Agency Debt
40234603.00
4781686.10
Fannie Mae
2035-12-01
2.536000
Government Agency Debt
5995648.00
1285824.40
Fannie Mae
2035-12-01
7.000000
Government Agency Debt
6628552.00
1247906.71
Fannie Mae
2036-01-01
2.405000
Government Agency Debt
1842364.00
303641.59
Fannie Mae
2036-02-01
2.126000
Government Agency Debt
100319663.00
19349054.82
Fannie Mae
2036-07-01
2.758000
Government Agency Debt
5588074.00
1346522.55
Fannie Mae
2036-10-01
2.761000
Government Agency Debt
36920030.00
7151911.28
Fannie Mae
2036-10-01
5.930000
Government Agency Debt
6343850.00
884772.06
Fannie Mae
2036-11-01
3.079000
Government Agency Debt
27975276.00
5893088.34
Fannie Mae
2037-01-01
2.551000
Government Agency Debt
29845210.00
5992761.83
Fannie Mae
2037-08-01
6.203000
Government Agency Debt
20928062.00
6372160.28
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
5000597.00
1254926.32
Fannie Mae
2038-01-01
5.215000
Government Agency Debt
18833402.00
6569279.01
Fannie Mae
2038-05-01
4.853000
Government Agency Debt
8300000.00
2215550.59
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
2340674.00
1092844.17
Fannie Mae
2038-11-01
4.505000
Government Agency Debt
87790759.00
16901553.78
Fannie Mae
2038-11-01
4.505000
Government Agency Debt
1754534.00
337784.42
Fannie Mae
2038-11-01
7.500000
Government Agency Debt
1500000.00
1240161.21
Fannie Mae
2039-03-01
2.855000
Government Agency Debt
4263254.00
4459882.63
Fannie Mae
2039-10-01
3.991000
Government Agency Debt
12828115.00
4642147.11
Fannie Mae
2039-10-01
3.991000
Government Agency Debt
509682.00
184440.10
Fannie Mae
2039-10-01
5.513000
Government Agency Debt
3447619.00
2208427.37
Fannie Mae
2039-12-01
3.789000
Government Agency Debt
35317191.00
31349033.38
Fannie Mae
2040-03-01
3.629000
Government Agency Debt
40005102.00
26814336.36
Fannie Mae
2040-04-01
3.781000
Government Agency Debt
50430328.00
21429309.98
Fannie Mae
2040-07-01
3.466000
Government Agency Debt
25035113.00
12427453.48
Fannie Mae
2040-07-01
3.835000
Government Agency Debt
59990001.00
31662194.18
Fannie Mae
2041-01-01
2.820000
Government Agency Debt
13002909.00
7586396.80
Fannie Mae
2041-01-01
3.173000
Government Agency Debt
25047794.00
18725266.88
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
1113992.00
1113267.24
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
750246.00
749757.89
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
132699.00
134208.91
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
78565.00
79458.95
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
63171.00
63889.79
Fannie Mae
2041-02-01
3.096000
Government Agency Debt
56191270.00
30211965.80
Fannie Mae
2041-02-01
3.096000
Government Agency Debt
36283980.00
19508552.89
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
1255992.00
1211876.26
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
141124.00
136167.13
Fannie Mae
2041-04-01
3.166000
Government Agency Debt
25130786.00
15138783.91
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
4944716.00
5156533.40
Fannie Mae
2041-05-01
2.558000
Government Agency Debt
35527963.00
20994020.59
Fannie Mae
2041-05-01
2.596000
Government Agency Debt
35136177.00
15669381.70
Fannie Mae
2041-05-01
3.257000
Government Agency Debt
52213343.00
39389278.96
Fannie Mae
2041-05-01
3.629000
Government Agency Debt
15030706.00
8920711.14
Fannie Mae
2041-06-01
3.384000
Government Agency Debt
23107979.00
17602354.53
Fannie Mae
2041-06-01
3.502000
Government Agency Debt
10785027.00
7850907.58
Fannie Mae
2041-07-01
3.296000
Government Agency Debt
23039079.00
16892967.50
Fannie Mae
2041-07-01
3.332000
Government Agency Debt
30218294.00
28797147.11
Fannie Mae
2041-08-01
2.531000
Government Agency Debt
3575692.00
2883786.99
Fannie Mae
2041-08-01
2.911000
Government Agency Debt
17000000.00
11224550.87
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
163068.00
151265.14
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
160361.00
148754.07
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
51421.00
47699.15
Fannie Mae
2041-10-01
3.310000
Government Agency Debt
21507618.00
16907025.37
Fannie Mae
2041-10-01
3.310000
Government Agency Debt
4369308.00
3434690.03
Fannie Mae
2041-10-01
4.545000
Government Agency Debt
42505145.00
40032594.46
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
707373.00
774729.87
Fannie Mae
2041-12-01
2.514000
Government Agency Debt
4698516.00
4446622.96
Fannie Mae
2042-01-01
2.303000
Government Agency Debt
6111852.00
5654283.22
Fannie Mae
2042-01-01
2.713000
Government Agency Debt
23324720.00
16765941.72
Fannie Mae
2042-01-01
3.095000
Government Agency Debt
21361826.00
17450804.42
Fannie Mae
2042-01-01
5.500000
Government Agency Debt
110857.00
120026.16
Fannie Mae
2042-02-01
2.289000
Government Agency Debt
10680134.00
7861113.41
Fannie Mae
2042-02-01
2.289000
Government Agency Debt
7254326.00
5339547.18
Fannie Mae
2042-02-01
2.502000
Government Agency Debt
1346225.00
1135825.65
Fannie Mae
2042-02-01
2.502000
Government Agency Debt
1108601.00
935339.53
Fannie Mae
2042-02-01
2.502000
Government Agency Debt
40289.00
33992.30
Fannie Mae
2042-02-01
2.773000
Government Agency Debt
4351213.00
4353174.82
Fannie Mae
2042-02-01
3.500000
Government Agency Debt
571897.00
614635.30
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
1339569.00
1477845.99
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
1166449.00
1263611.30
Fannie Mae
2042-03-01
2.465000
Government Agency Debt
2469590.00
2077991.10
Fannie Mae
2042-03-01
2.507000
Government Agency Debt
20659.00
17179.28
Fannie Mae
2042-03-01
2.866000
Government Agency Debt
879148.00
721591.50
Fannie Mae
2042-04-01
2.705000
Government Agency Debt
10734053.00
10155470.81
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
705653.00
771025.24
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
320670.00
345572.29
Fannie Mae
2042-05-01
2.674000
Government Agency Debt
46248173.00
43701621.53
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
1124553.00
1229498.60
Fannie Mae
2042-05-01
5.000000
Government Agency Debt
1325894.00
1460795.00
Fannie Mae
2042-06-01
2.616000
Government Agency Debt
8280222.00
7941274.24
Fannie Mae
2042-06-01
3.103000
Government Agency Debt
22336867.00
20998993.16
Fannie Mae
2042-06-01
3.103000
Government Agency Debt
14587423.00
13713704.61
Fannie Mae
2042-07-01
1.353000
Government Agency Debt
64390317.00
2359180.20
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
1255415.00
1253751.15
Fannie Mae
2042-07-25
3.000000
Government Agency Debt
17741.00
17732.50
Fannie Mae
2042-07-25
3.000000
Government Agency Debt
13745.00
13738.41
Fannie Mae
2042-08-01
2.236000
Government Agency Debt
21107415.00
21583312.30
Fannie Mae
2042-08-01
2.616000
Government Agency Debt
8314461.00
8437269.53
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
1101446.00
1194964.45
Fannie Mae
2042-08-25
3.000000
Government Agency Debt
7466677.00
7736180.67
Fannie Mae
2042-09-01
2.238000
Government Agency Debt
1994294.00
2064010.35
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
3227333.00
3412225.07
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
60477.00
65718.62
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
465311.00
504611.17
Fannie Mae
2042-10-01
2.500000
Government Agency Debt
4000000.00
4105770.27
Fannie Mae
2042-10-01
2.517000
Government Agency Debt
366580.00
379327.95
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
4240263.00
4541449.93
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
1128682.00
1229814.56
Fannie Mae
2042-10-25
7.235420
Government Agency Debt
7000000.00
1056448.65
Fannie Mae
2043-10-25
6.500000
Government Agency Debt
2500000.00
577391.51
Fannie Mae
2044-07-25
7.000000
Government Agency Debt
9491362.00
2725247.74
Fannie Mae
2045-12-25
7.000000
Government Agency Debt
11794229.00
4017159.16
Fannie Mae
2048-01-25
7.000000
Government Agency Debt
25551000.00
3871942.87
Fannie Mae
2048-02-01
5.040000
Government Agency Debt
19964606.00
4578112.17
Freddie Mac
2014-03-15
5.500000
Government Agency Debt
3000000.00
56512.19
Freddie Mac
2014-06-15
6.000000
Government Agency Debt
1331000.00
5993.55
Freddie Mac
2016-08-15
5.500000
Government Agency Debt
1300000.00
386018.59
Freddie Mac
2024-01-15
4.000000
Government Agency Debt
5250000.00
1362536.09
Freddie Mac
2024-07-01
4.500000
Government Agency Debt
1775871.00
754577.06
Freddie Mac
2028-08-15
3.500000
Government Agency Debt
2838578.00
1813842.67
Freddie Mac
2028-11-15
5.000000
Government Agency Debt
1500000.00
1036639.89
Freddie Mac
2029-08-15
7.000000
Government Agency Debt
8556753.00
1678249.04
Freddie Mac
2030-11-15
3.500000
Government Agency Debt
2500000.00
1776879.13
Freddie Mac
2031-06-15
5.000000
Government Agency Debt
1400000.00
333195.27
Freddie Mac
2031-10-15
5.500000
Government Agency Debt
1500000.00
1084117.05
Freddie Mac
2032-04-15
4.500000
Government Agency Debt
1000000.00
15819.50
Freddie Mac
2032-07-15
5.500000
Government Agency Debt
2600000.00
589480.78
Freddie Mac
2032-11-15
4.500000
Government Agency Debt
1000000.00
567953.42
Freddie Mac
2033-01-15
5.000000
Government Agency Debt
1900000.00
1430630.90
Freddie Mac
2033-11-15
5.500000
Government Agency Debt
1500000.00
595931.39
Freddie Mac
2034-01-15
4.500000
Government Agency Debt
1904315.00
1760877.77
Freddie Mac
2034-01-15
5.500000
Government Agency Debt
812605.00
545664.99
Freddie Mac
2034-01-15
5.500000
Government Agency Debt
750000.00
373674.80
Freddie Mac
2034-04-15
5.500000
Government Agency Debt
1000000.00
994557.33
Freddie Mac
2035-01-01
5.500000
Government Agency Debt
7473307.00
1530127.35
Freddie Mac
2036-03-15
6.000000
Government Agency Debt
1000000.00
1077816.33
Freddie Mac
2036-08-01
6.000000
Government Agency Debt
13605000.00
1248064.14
Freddie Mac
2036-10-01
7.000000
Government Agency Debt
2323257.00
819746.88
Freddie Mac
2036-11-15
6.000000
Government Agency Debt
3000000.00
554692.88
Freddie Mac
2037-03-15
4.500000
Government Agency Debt
3750000.00
1089359.85
Freddie Mac
2038-12-01
7.000000
Government Agency Debt
1832636.00
1247753.45
Freddie Mac
2039-01-15
3.500000
Government Agency Debt
4000000.00
939401.42
Freddie Mac
2039-04-15
4.500000
Government Agency Debt
1000000.00
794945.25
Freddie Mac
2039-10-01
5.500000
Government Agency Debt
63999.00
33835.39
Freddie Mac
2039-12-15
3.500000
Government Agency Debt
6218680.00
6412364.87
Freddie Mac
2040-07-15
3.500000
Government Agency Debt
2500000.00
1294183.19
Freddie Mac
2041-05-15
3.500000
Government Agency Debt
4000000.00
4089154.72
Freddie Mac
2042-01-01
4.500000
Government Agency Debt
1152593.00
1235217.65
Freddie Mac
2042-04-01
4.500000
Government Agency Debt
861649.00
925609.14
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
3342482.00
3601920.92
Freddie Mac
2042-09-01
4.000000
Government Agency Debt
551393.00
610775.93
Freddie Mac
2043-02-25
7.000000
Government Agency Debt
16355000.00
2276152.36
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
928000000.00
928000000.00
0.0258
N
928000000.00
928000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.210000%
07699U005_0.2100_M121207_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
472390.00
477765.08
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
30339.00
28143.06
Fannie Mae
2042-02-01
2.502000
Government Agency Debt
59610.00
50293.65
Freddie Mac
2026-01-01
3.500000
Government Agency Debt
1533428.00
1295365.31
GNMA
2038-04-20
2.750000
Government Agency Debt
128574925.00
113554670.47
GNMA
2040-04-20
1.047500
Government Agency Debt
23648233.00
14775960.20
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
124000000.00
124000000.00
0.0035
N
123998760.00
123998760.00
Barclays Capital, Inc
Barclays Capital, Inc 0.220000%
07699U005_0.2200_M121203_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-02-01
3.500000
Government Agency Debt
4997274.00
2222842.77
Fannie Mae
2035-09-01
5.000000
Government Agency Debt
5330610.00
2218218.88
Fannie Mae
2036-05-01
5.838000
Government Agency Debt
45501697.00
15618284.83
Fannie Mae
2039-10-01
3.991000
Government Agency Debt
1659806.00
600638.80
Fannie Mae
2040-07-01
4.574000
Government Agency Debt
24346072.00
23738064.51
Fannie Mae
2040-10-01
3.146000
Government Agency Debt
11875000.00
5590509.55
Fannie Mae
2040-11-01
2.918000
Government Agency Debt
19631989.00
10471107.63
Fannie Mae
2041-01-01
2.820000
Government Agency Debt
7334118.00
4279006.28
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
48089.00
48636.18
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
37154.00
35848.99
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
922717.00
873107.49
Fannie Mae
2041-07-01
3.332000
Government Agency Debt
34350447.00
32734967.62
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
52409.00
48615.64
Fannie Mae
2041-09-01
3.569000
Government Agency Debt
34238593.00
27324088.36
Fannie Mae
2041-10-01
3.290000
Government Agency Debt
2623668.00
1944321.88
Fannie Mae
2041-10-01
4.545000
Government Agency Debt
33468823.00
31521920.89
Fannie Mae
2042-02-01
2.502000
Government Agency Debt
37604.00
31726.93
Fannie Mae
2042-03-01
2.507000
Government Agency Debt
17658.00
14683.76
Fannie Mae
2042-03-01
4.500000
Government Agency Debt
2019745.00
2220703.27
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
2095750.00
2231689.46
Fannie Mae
2042-05-01
2.674000
Government Agency Debt
33683819.00
31829095.38
Fannie Mae
2042-06-01
2.684000
Government Agency Debt
50162.00
45890.40
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
2012581.00
2227345.87
Fannie Mae
2042-11-01
2.322000
Government Agency Debt
15023580.00
15626934.48
Fannie Mae
2042-12-01
2.298900
Government Agency Debt
5369659.00
5591473.66
Freddie Mac
2032-07-01
3.500000
Government Agency Debt
2103687.00
2225954.59
Freddie Mac
2042-06-01
4.000000
Government Agency Debt
1165186.00
1244322.20
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
214000000.00
214000000.00
0.0060
N
214000000.00
214000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.220000%
07699U005_0.2200_M121207_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-01-01
4.341000
Government Agency Debt
50000000.00
15199124.08
Fannie Mae
2038-03-01
5.675000
Government Agency Debt
14626881.00
12998725.47
Fannie Mae
2040-05-01
4.363000
Government Agency Debt
30267774.00
15342267.56
Fannie Mae
2041-05-01
3.648000
Government Agency Debt
22306736.00
15567523.54
Fannie Mae
2041-10-01
3.290000
Government Agency Debt
18471285.00
13688516.83
Fannie Mae
2042-03-01
2.507000
Government Agency Debt
4622.00
3843.49
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
70000000.00
70000000.00
0.0019
N
69999300.00
69999300.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
992JYM004_0.1900_M121204_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-07-01
2.500000
Government Agency Debt
2233534.00
2198194.25
Fannie Mae
2022-12-01
6.425000
Government Agency Debt
2575300.00
1452314.71
Fannie Mae
2024-01-01
5.000000
Government Agency Debt
4922903.00
1082639.49
Fannie Mae
2025-09-01
3.500000
Government Agency Debt
4000000.00
2196837.95
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
1881662.00
1538298.15
Fannie Mae
2026-04-01
6.000000
Government Agency Debt
7000000.00
1556957.45
Fannie Mae
2026-06-01
3.500000
Government Agency Debt
1590340.00
1459133.16
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
2030000.00
1500042.46
Fannie Mae
2027-04-01
4.000000
Government Agency Debt
1466620.00
1541427.29
Fannie Mae
2027-05-01
3.500000
Government Agency Debt
1456376.00
1526263.85
Fannie Mae
2036-09-01
6.000000
Government Agency Debt
6811600.00
1578653.77
Fannie Mae
2037-10-01
7.500000
Government Agency Debt
3510152.00
333129.35
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
2400000.00
1554382.99
Fannie Mae
2040-01-01
7.000000
Government Agency Debt
2000000.00
1520032.83
Fannie Mae
2040-08-01
3.513000
Government Agency Debt
16011752.00
9090282.45
Fannie Mae
2040-10-01
4.500000
Government Agency Debt
2033750.00
2190240.54
Fannie Mae
2041-06-01
5.500000
Government Agency Debt
2042865.00
2170689.93
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
2442578.00
1735146.21
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
1434180.00
1454376.77
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
1406876.00
1557459.30
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
1410295.00
1550300.37
Fannie Mae
2042-06-01
3.500000
Government Agency Debt
1377271.00
1484998.44
Fannie Mae
2042-08-01
2.458000
Government Agency Debt
16804127.00
16095723.14
Fannie Mae
2042-11-01
3.000000
Government Agency Debt
1576000.00
1668805.39
Fannie Mae
2042-11-01
4.000000
Government Agency Debt
1403942.00
1548999.88
Freddie Mac
2019-06-01
5.000000
Government Agency Debt
9000000.00
1443507.06
Freddie Mac
2024-08-01
4.500000
Government Agency Debt
4500579.00
1424782.52
Freddie Mac
2027-06-01
3.500000
Government Agency Debt
1462346.00
1514092.77
Freddie Mac
2028-05-01
5.500000
Government Agency Debt
906322.00
192143.06
Freddie Mac
2038-10-01
6.500000
Government Agency Debt
13195991.00
2190005.75
Freddie Mac
2041-01-01
4.500000
Government Agency Debt
1927021.00
1537571.63
Freddie Mac
2041-11-01
4.500000
Government Agency Debt
1599082.00
1722736.14
Freddie Mac
2042-01-01
3.500000
Government Agency Debt
1707173.00
1771050.87
Freddie Mac
2042-03-01
4.500000
Government Agency Debt
2123404.00
1543861.02
Freddie Mac
2042-05-01
3.500000
Government Agency Debt
1454358.00
1552101.28
Freddie Mac
2042-08-01
4.500000
Government Agency Debt
1303963.00
1439029.53
Freddie Mac
2042-10-01
4.000000
Government Agency Debt
1940431.00
2163788.25
First Tier Security
N/A
N/A
2012-12-04
2012-12-04
N
N
N
77000000.00
77000000.00
0.0021
N
77000000.00
77000000.00
Barclays US Funding Corp
Barclays US Funding Corp 0.400000%
06737HRV3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-29
2013-04-29
N
Y
Barclays Bank Plc
N/A
N/A
N
2000000.00
1996733.34
0.0001
N
1996500.00
1996500.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.200000%
0554M2M38
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
Y
BHP Billiton Ltd
N/A
N/A
N
100000000.00
100000000.00
0.0028
N
99999000.00
99999000.00
BNP Paribas
BNP Paribas 0.380000%
05572NKL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-04
2013-02-04
N
N
N
176000000.00
176000000.00
0.0049
N
176026400.00
176026400.00
BNP Paribas
BNP Paribas 0.600000%
05572NKU9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
36000000.00
36000000.00
0.0010
N
35996400.00
35996400.00
BNP Paribas
BNP Paribas 0.585000%
05572NKY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
N
221000000.00
221000000.00
0.0062
N
220958010.00
220958010.00
BNP Paribas
BNP Paribas 0.340000%
05572NKZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-13
2013-03-13
N
N
N
225000000.00
225000000.00
0.0063
N
225000000.00
225000000.00
BNP Paribas
BNP Paribas 0.590000%
988VHP005
0001197610
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
N
64000000.00
64000000.00
0.0018
N
63989760.00
63989760.00
BNP Paribas Finance, Inc
BNP Paribas Finance, Inc 0.360000%
0556N0P17
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
Y
BNP Paribas
N/A
N/A
N
1000000.00
999400.00
0.0000
N
999610.00
999610.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.240000%
987WVU007_0.2400_M121203_2M49
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-12-01
3.528000
Government Agency Debt
14432897.00
12714397.82
Freddie Mac
2027-02-20
3.000000
Government Agency Debt
16939229.00
17393611.36
Freddie Mac
2027-03-20
3.500000
Government Agency Debt
18592054.00
18537881.11
Freddie Mac
2027-05-20
3.000000
Government Agency Debt
18298961.00
18767731.25
Freddie Mac
2027-09-20
2.500000
Government Agency Debt
17425083.00
18249141.65
Freddie Mac
2039-06-15
4.500000
Government Agency Debt
34670000.00
17654669.95
Freddie Mac
2039-06-15
4.500000
Government Agency Debt
19574438.00
17394984.75
Freddie Mac
2040-04-15
5.000000
Government Agency Debt
20966429.00
18858962.37
Freddie Mac
2040-05-15
4.500000
Government Agency Debt
28564824.00
17052001.37
Freddie Mac
2041-03-15
4.000000
Government Agency Debt
18769026.00
19113486.14
Freddie Mac
2041-05-15
4.500000
Government Agency Debt
17772675.00
18543482.61
Freddie Mac
2041-05-20
5.000000
Government Agency Debt
20096585.00
19091164.75
Freddie Mac
2041-05-20
5.000000
Government Agency Debt
19546019.00
18395051.48
Freddie Mac
2041-05-20
5.000000
Government Agency Debt
19939409.00
17242148.35
Freddie Mac
2041-06-15
4.500000
Government Agency Debt
18794948.00
18625629.78
Freddie Mac
2041-06-20
5.000000
Government Agency Debt
18098196.00
17838482.93
Freddie Mac
2041-09-20
5.000000
Government Agency Debt
24353645.00
18450268.59
Freddie Mac
2042-08-20
4.000000
Government Agency Debt
17291487.00
18633710.31
Freddie Mac
2042-09-20
3.000000
Government Agency Debt
17400504.00
18690130.40
GNMA
2025-04-15
4.000000
Government Agency Debt
25004500.00
18437196.78
GNMA
2027-06-15
3.000000
Government Agency Debt
17200302.00
17645764.16
GNMA
2027-09-20
3.500000
Government Agency Debt
16245765.00
17263056.51
GNMA
2033-10-20
5.000000
Government Agency Debt
61419330.00
14617818.15
GNMA
2036-05-20
5.500000
Government Agency Debt
74536114.00
18792759.08
GNMA
2038-05-20
5.500000
Government Agency Debt
62736391.00
19233314.66
GNMA
2039-06-15
4.500000
Government Agency Debt
21400000.00
18432491.68
GNMA
2039-08-15
5.000000
Government Agency Debt
41780000.00
18808629.03
GNMA
2039-09-15
5.000000
Government Agency Debt
30000000.00
17310834.42
GNMA
2039-11-15
5.500000
Government Agency Debt
31580297.00
17318053.54
GNMA
2040-08-20
6.000000
Government Agency Debt
41069809.00
19208739.01
GNMA
2040-09-15
4.500000
Government Agency Debt
26118961.00
18653317.74
GNMA
2041-03-20
4.500000
Government Agency Debt
22282218.00
18028855.13
GNMA
2041-08-15
4.500000
Government Agency Debt
18404230.00
18514724.00
GNMA
2042-03-20
4.500000
Government Agency Debt
16562873.00
17892243.45
GNMA
2042-04-15
3.500000
Government Agency Debt
16754000.00
17761375.90
GNMA
2042-06-20
4.000000
Government Agency Debt
15687126.00
17112768.83
GNMA
2042-08-15
3.500000
Government Agency Debt
16563087.00
17970433.47
GNMA
2042-09-15
3.500000
Government Agency Debt
17342982.00
18895427.07
GNMA
2042-11-15
3.500000
Government Agency Debt
17293210.00
18881045.64
GNMA
2042-11-20
3.500000
Government Agency Debt
16733221.00
18356451.27
GNMA
2047-07-15
2.850000
Government Agency Debt
18000000.00
18483020.90
GNMA
2047-09-15
2.490000
Government Agency Debt
18000000.00
18890911.75
GNMA
2047-12-15
2.450000
Government Agency Debt
18219400.00
18526316.93
GNMA
2052-07-15
3.600000
Government Agency Debt
16529100.00
17706883.48
GNMA
2052-11-15
2.200000
Government Agency Debt
17788600.00
18680631.09
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
789000000.00
789000000.00
0.0220
N
789000000.00
789000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.310000%
988VEL007_0.3100_M121207_2M49
0001197610
Other Repurchase Agreement
N
KRAFT FOODS GROUP INC
2040-02-09
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
4365601.00
5883149.39
NEWS AMERICA INC
2037-03-01
6.150000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
2032154.00
2516851.51
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
8000000.00
8000000.00
0.0002
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
N
8000160.00
8000160.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.220000%
0556X0P57
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
Y
Bank of New Zealand
N/A
N/A
N
43000000.00
42983182.22
0.0012
N
42981080.00
42981080.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.230000%
0556X0PM0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-21
2013-02-21
N
Y
Bank of New Zealand
N/A
N/A
N
12000000.00
11993866.67
0.0003
N
11993160.00
11993160.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.250000%
10513DPE4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
104000000.00
104000000.00
0.0029
N
104023920.00
104023920.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.230000%
10513DQE3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-28
2013-02-28
N
N
N
103000000.00
103000000.00
0.0029
N
103027810.00
103027810.00
CAFCO, LLC
CAFCO, LLC 0.440000%
12476EM48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-04
2012-12-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
51000000.00
50999376.67
0.0014
N
50998980.00
50998980.00
CAFCO, LLC
CAFCO, LLC 0.450000%
12476EM48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-04
2012-12-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2999962.50
0.0001
N
2999940.00
2999940.00
CAFCO, LLC
CAFCO, LLC 0.370000%
12476EM55
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-05
2012-12-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
33000000.00
32999321.67
0.0009
N
32999340.00
32999340.00
CAFCO, LLC
CAFCO, LLC 0.450000%
12476EME6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-14
2012-12-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
21000000.00
20997112.50
0.0006
N
20998740.00
20998740.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EMK2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-19
2012-12-19
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3999288.89
0.0001
N
3999680.00
3999680.00
CAFCO, LLC
CAFCO, LLC 0.600000%
12476EPN3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-22
2013-02-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
7000000.00
6990550.00
0.0002
N
6996080.00
6996080.00
CAFCO, LLC
CAFCO, LLC 1.004600%
12476EQ44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
179000000.00
178547527.78
0.0050
N
178881860.00
178881860.00
California
RAN 2012-2013 Series A1 0.180000%
46636YW89
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
Y
JP Morgan Chase & Co
N/A
N/A
N
N
60995000.00
60995000.00
0.0017
N
60995000.00
60995000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.410000%
13606YLG9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-03
2013-04-12
N
N
N
236000000.00
236000000.00
0.0066
N
236169920.00
236169920.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.377500%
13606YLN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-17
2013-04-16
N
N
N
181000000.00
181000000.00
0.0050
N
181110410.00
181110410.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.299000%
13606YNA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-28
2013-05-28
N
N
N
104000000.00
104000000.00
0.0029
N
104022880.00
104022880.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.230000%
13738JNG1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-16
2013-01-16
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
2000000.00
1999437.78
0.0001
N
1999440.00
1999440.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.230000%
13738JNH9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-17
2013-01-17
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
4000000.00
3998850.00
0.0001
N
3998880.00
3998880.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
13738JNJ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-18
2013-01-18
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
45000000.00
44985625.00
0.0013
N
44986950.00
44986950.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
13738JP53
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
12000000.00
11994666.67
0.0003
N
11994960.00
11994960.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
13738JPB0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-11
2013-02-11
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
21000000.00
20989791.67
0.0006
N
20990130.00
20990130.00
Chariot Funding, LLC
Chariot Funding, LLC 0.240000%
15963TMB2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-11
2012-12-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
65000000.00
64996533.33
0.0018
N
64998050.00
64998050.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TMB2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-11
2012-12-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
20000000.00
19998888.89
0.0006
N
19999400.00
19999400.00
Chariot Funding, LLC
Chariot Funding, LLC 0.240000%
15963TMH9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-17
2012-12-17
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50050000.00
50045328.66
0.0014
N
50047497.50
50047497.50
Chariot Funding, LLC
Chariot Funding, LLC 0.240000%
15963TML0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-20
2012-12-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
21000000.00
20997620.00
0.0006
N
20998740.00
20998740.00
Chariot Funding, LLC
Chariot Funding, LLC 0.240000%
15963TMM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-21
2012-12-21
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
15000000.00
14998200.00
0.0004
N
14999100.00
14999100.00
Chariot Funding, LLC
Chariot Funding, LLC 0.240000%
15963TN39
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-03
2013-01-03
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
30000000.00
29993800.00
0.0008
N
29997000.00
29997000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.240000%
15963TN47
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-04
2013-01-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
22000000.00
21995306.67
0.0006
N
21997800.00
21997800.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TNA3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-10
2013-01-10
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
49986805.55
0.0014
N
49993500.00
49993500.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TNB1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-11
2013-01-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
27000000.00
26992687.50
0.0008
N
26996220.00
26996220.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TNE5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-14
2013-01-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
38000000.00
37988916.67
0.0011
N
37994300.00
37994300.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TP78
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
46000000.00
45980603.33
0.0013
N
45986200.00
45986200.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TPF0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-15
2013-02-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24988694.44
0.0007
N
24991500.00
24991500.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TPK9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-19
2013-02-19
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
46000000.00
45978073.34
0.0013
N
45982980.00
45982980.00
Chariot Funding, LLC
Chariot Funding, LLC 0.330000%
15963TPR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-25
2013-02-25
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
17000000.00
16986910.00
0.0005
N
16993030.00
16993030.00
Chariot Funding, LLC
Chariot Funding, LLC 0.270000%
15963TQ44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
94000000.00
93935845.00
0.0026
N
93955820.00
93955820.00
Chariot Funding, LLC
Chariot Funding, LLC 0.330000%
15963TQ69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
24000000.00
23979539.96
0.0007
N
23988000.00
23988000.00
Chariot Funding, LLC
Chariot Funding, LLC 0.330000%
15963TQ77
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
19000000.00
18983628.33
0.0005
N
18990310.00
18990310.00
Chariot Funding, LLC
Chariot Funding, LLC 0.330000%
15963TQ85
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
4000000.00
3996516.67
0.0001
N
3997920.00
3997920.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TQK8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-19
2013-03-19
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
25000000.00
24981597.23
0.0007
N
24983250.00
24983250.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TQL6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-20
2013-03-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
35000000.00
34973993.05
0.0010
N
34976200.00
34976200.00
Chariot Funding, LLC
Chariot Funding, LLC 0.250000%
15963TQM4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-21
2013-03-21
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
38000000.00
37971500.00
0.0011
N
37973400.00
37973400.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RSN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-25
2013-01-25
N
N
N
304000000.00
304000000.00
0.0085
N
304060800.00
304060800.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RSP9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
N
35000000.00
35000000.00
0.0010
N
35008750.00
35008750.00
Chase Bank USA, NA
Chase Bank USA, NA 0.250000%
16144RSQ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-26
2013-03-26
N
N
N
126000000.00
126000000.00
0.0035
N
126080640.00
126080640.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RSS3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-22
2013-02-22
N
N
N
165000000.00
165000000.00
0.0046
N
165049500.00
165049500.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RSU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-22
2013-02-22
N
N
N
60000000.00
60000000.00
0.0017
N
60018000.00
60018000.00
Ciesco, LLC
Ciesco, LLC 0.450000%
17178BM36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
9000000.00
9000000.00
0.0003
N
8999910.00
8999910.00
Ciesco, LLC
Ciesco, LLC 1.004600%
17178BQ40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
96000000.00
95757333.33
0.0027
N
95936640.00
95936640.00
Citibank, NA
Citibank, NA 0.410000%
1730D25L2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-06
2012-12-06
N
N
N
89000000.00
89000000.00
0.0025
N
89004450.00
89004450.00
Citibank, NA
Citibank, NA 0.360000%
1730D25R9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-14
2012-12-14
N
N
N
100000000.00
100000000.00
0.0028
N
100011000.00
100011000.00
Coca-Cola Co
Coca-Cola Co 0.240000%
19121AQ53
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
102000000.00
101937439.99
0.0028
N
101950020.00
101950020.00
Coca-Cola Co
Coca-Cola Co 0.240000%
19121AQ61
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
80000000.00
79950400.00
0.0022
N
79960000.00
79960000.00
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
56998860.00
0.0016
N
56999430.00
56999430.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.310000%
20272DP12
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
87000000.00
86954325.00
0.0024
N
86970420.00
86970420.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.310000%
20272DP46
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-04
2013-02-04
N
N
N
50000000.00
49972875.00
0.0014
N
49981500.00
49981500.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.220000%
972YQZ005
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
N
7000000.00
7000000.00
0.0002
N
7000350.00
7000350.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.330000%
988BJG007
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-11
2013-02-11
N
N
N
113000000.00
113000000.00
0.0031
N
113033900.00
113033900.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.330000%
988BJK008
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-12
2013-02-12
N
N
N
240000000.00
240000000.00
0.0067
N
240074400.00
240074400.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.330000%
988BPK001
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-08
2013-02-08
N
N
N
36000000.00
36000000.00
0.0010
N
36010440.00
36010440.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.240000%
988NGU003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-22
2013-01-22
N
N
N
132000000.00
132000000.00
0.0037
N
132013200.00
132013200.00
CRC Funding, LLC
CRC Funding, LLC 0.440000%
12622UME3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-14
2012-12-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
56000000.00
55992471.11
0.0016
N
55996080.00
55996080.00
CRC Funding, LLC
CRC Funding, LLC 0.450000%
12622UME3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-14
2012-12-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4999312.50
0.0001
N
4999650.00
4999650.00
CRC Funding, LLC
CRC Funding, LLC 1.005000%
12622UP18
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
69000000.00
68885000.00
0.0019
N
68966880.00
68966880.00
CRC Funding, LLC
CRC Funding, LLC 0.380000%
12622UQ82
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
175000000.00
174824513.89
0.0049
N
174844250.00
174844250.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22550DD30
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-06
2013-05-06
N
N
N
1000000.00
1000000.00
0.0000
N
1000390.00
1000390.00
Credit Suisse AG
Credit Suisse AG 0.500000%
22550DVY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-29
2013-01-29
N
N
N
378000000.00
378000000.00
0.0105
N
378196560.00
378196560.00
Credit Suisse AG
Credit Suisse AG 0.390000%
22550DXD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-26
2013-02-26
N
N
N
32000000.00
32000000.00
0.0009
N
32014720.00
32014720.00
Credit Suisse AG
Credit Suisse AG 0.320000%
22550DZR3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
N
N
N
101000000.00
101000000.00
0.0028
N
101035350.00
101035350.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22550DZV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-23
2013-04-23
N
N
N
185000000.00
185000000.00
0.0052
N
185081400.00
185081400.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.240000%
22799D001_0.2400_M121203_2M49
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2012-12-12
0.00
Government Agency Debt
250000.00
249995.01
Fannie Mae
2013-08-16
0.00
Government Agency Debt
1000000.00
998919.96
Fannie Mae
2013-08-23
0.00
Government Agency Debt
15000000.00
14983349.74
Federal Home Loan Bank
2013-03-01
0.00
Government Agency Debt
123345000.00
123314158.63
FHDN 08/30/13
2013-08-30
0.00
Government Agency Debt
10000000.00
9988600.02
Freddie Mac
2012-12-31
0.00
Government Agency Debt
1207000.00
1206927.63
Freddie Mac
2013-01-07
0.00
Government Agency Debt
750000.00
749947.47
Freddie Mac
2013-02-08
0.00
Government Agency Debt
20000000.00
19996800.42
Freddie Mac
2013-02-19
0.00
Government Agency Debt
206000.00
205962.92
Freddie Mac
2013-07-08
0.00
Government Agency Debt
500000.00
499539.97
United States Treasury Department
2012-12-06
0.00
Treasury Debt
76000.00
75999.24
United States Treasury Department
2012-12-13
0.00
Treasury Debt
35547400.00
35546690.21
United States Treasury Department
2012-12-14
0.00
Treasury Debt
2068000.00
2067925.55
United States Treasury Department
2012-12-20
0.00
Treasury Debt
9228200.00
9227646.66
United States Treasury Department
2012-12-27
0.00
Treasury Debt
213690000.00
213666487.65
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
424291409.00
424291409.00
0.0118
N
424291409.00
424291409.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.180000%
992JYD004_0.1800_M121205_2M49
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-04-01
3.000000
Government Agency Debt
50749859.00
48498804.89
Freddie Mac
2027-10-01
2.500000
Government Agency Debt
46160000.00
48104186.74
Freddie Mac
2032-11-01
3.000000
Government Agency Debt
29250863.00
30900317.05
First Tier Security
N/A
N/A
2012-12-05
2012-12-05
N
N
N
125000000.00
125000000.00
0.0035
N
125000000.00
125000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.220000%
992JYD004_0.2200_M121203_2M49
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-08-01
2.500000
Government Agency Debt
43460000.00
44703825.40
Freddie Mac
2027-10-01
2.500000
Government Agency Debt
4692526.00
4890167.83
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
51539788.00
54448791.72
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
102000000.00
102000000.00
0.0028
N
102000000.00
102000000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.430000%
2284K0M44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-04
2012-12-04
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
3000000.00
2999964.17
0.0001
N
2999940.00
2999940.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.350000%
2284K0PD1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-13
2013-02-13
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
Credit Suisse AG
N/A
N/A
26000000.00
25981800.00
0.0007
N
25987260.00
25987260.00
Deutsche Bank AG
Deutsche Bank AG 0.230000%
25155BBJ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-21
2012-12-21
N
N
N
224000000.00
224000000.00
0.0062
N
224004480.00
224004480.00
Deutsche Bank AG
Deutsche Bank AG 0.250000%
25155BCC7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-30
2013-01-30
N
N
N
24000000.00
24000000.00
0.0007
N
24001200.00
24001200.00
Deutsche Bank AG
Deutsche Bank AG 0.250000%
25155BCD5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-30
2013-01-30
N
N
N
98000000.00
98000000.00
0.0027
N
98004900.00
98004900.00
Deutsche Bank AG
Deutsche Bank AG 0.250000%
25155BCY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-14
2013-02-14
N
N
N
162000000.00
162000000.00
0.0045
N
161996760.00
161996760.00
Deutsche Bank AG
Deutsche Bank AG 0.250000%
25155BDC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-15
2013-02-15
N
N
N
28000000.00
28000000.00
0.0008
N
27999440.00
27999440.00
Deutsche Bank AG
Deutsche Bank AG 0.260000%
25155BDQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-21
2013-02-21
N
N
N
160000000.00
160000000.00
0.0045
N
160000000.00
160000000.00
Deutsche Bank AG
Deutsche Bank AG 0.450000%
25155BDU6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-15
2013-05-15
N
N
N
91000000.00
91000000.00
0.0025
N
91000000.00
91000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.230000%
21599B009_0.2300_M121203_2M49
0001074042
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-01-31
2.250000
Treasury Debt
145741600.00
153000003.76
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
150000000.00
150000000.00
0.0042
N
150000000.00
150000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.250000%
21599B009_0.2500_M121203_2M49
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2042-07-20
3.500000
Government Agency Debt
143634446.00
154500000.17
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
150000000.00
150000000.00
0.0042
N
150000000.00
150000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.330000%
988RGN000_0.3300_M121203_2M49
0001074042
Other Repurchase Agreement
N
ABBOTT LABS COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6749967.44
ALTRIA GROUP INC COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6749987.04
AMERICAN EXPRESS CO COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6749991.36
AMERICAN INTL GROUP INC COM NEW
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6749973.30
AMERICAN TOWER CORP NEW COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6749988.00
AMERIGROUP CORP COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6749964.15
AT&T INC COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6749966.34
BANK OF AMERICA CORPORATION COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6749995.59
BERKSHIRE HATHAWAY INC DEL CL B NEW
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6749938.10
BOEING CO COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6749960.16
CAPITAL ONE FINL CORP COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6749945.34
CARDINAL HEALTH INC COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6749967.90
CAREFUSION CORP COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6749994.42
CATERPILLAR INC DEL COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6749925.00
COOPER INDUSTRIES PLC SHS
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6749987.10
EXXON MOBIL CORP COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6749992.00
GENERAL ELECTRIC CO COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6749999.63
INTERNATIONAL BUSINESS MACHSCOM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6749900.26
MCDONALDS CORP COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
691.92
MONSANTO CO NEW COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6749924.40
PFIZER INC COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6749980.65
WELLS FARGO & CO NEW COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6749983.28
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
135000000.00
135000000.00
0.0038
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
N
135000000.00
135000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.380000%
988RGN000_0.3800_M121203_2M49
0001074042
Other Repurchase Agreement
N
ABBOTT LABS COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6249957.80
ALTRIA GROUP INC COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6249995.46
AMERICAN EXPRESS CO COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6249954.72
AMERICAN INTL GROUP INC COM NEW
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6249990.10
AMERICAN TOWER CORP NEW COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6249955.60
AMERIGROUP CORP COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6249949.80
ANADARKO PETE CORP COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6249950.08
AT&T INC COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6249973.86
BANK OF AMERICA CORPORATION COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6249992.64
BERKSHIRE HATHAWAY INC DEL CL B NEW
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6249916.62
BOEING CO COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6249946.64
BOSTON SCIENTIFIC CORP COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6249981.23
CAPITAL ONE FINL CORP COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6249958.02
CARDINAL HEALTH INC COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6249965.80
CAREFUSION CORP COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6249874.28
CATERPILLAR INC DEL COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6249933.75
COOPER INDUSTRIES PLC SHS
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6249923.40
ENTRAVISION COMMUNICATIONS CCL A
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
138299.76
EXXON MOBIL CORP COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6249999.12
INTERNATIONAL BUSINESS MACHSCOM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6112488.42
PFIZER INC COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6249998.65
WELLS FARGO & CO NEW COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6249996.80
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
125000000.00
125000000.00
0.0035
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
N
125000000.00
125000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.500000%
988VHX008_0.5000_M121207_2M49
0001074042
Other Repurchase Agreement
N
144A MONTELL FIN
2027-03-15
8.100000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
2000000.00
2720250.00
AI CHS/COMMUNITY HEALTH SYSTEMS, INC.
2018-08-15
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3000000.00
3193989.58
ALCOA INC PRF
2037-02-01
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
4176000.00
4210276.83
ARCELORMITTAL CLASS A NY REGISTRY
2039-10-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
4200000.00
3875277.00
BARCLAYS BANK
2099-12-15
5.926000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1725000.00
1711477.44
BNP PARIBAS ADR
2056-12-25
7.195000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
800000.00
816782.78
CC HOLDINGS GS V LLC CROWN CASTLE GS III
2014-05-01
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
715000.00
764151.29
CD 2007 CD4 COMML MTGE TR
2049-12-11
0.00
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3507798.00
3675337.45
CENTURYTEL INC
2022-03-15
5.800000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1109717.00
1171694.69
CHOICE HOTELS INTL INC
2020-08-28
5.700000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
600000.00
656740.00
CITIGROUP INC
2015-05-07
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3375000.00
3611130.47
CITIGROUP INC
2099-12-31
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
2000000.00
2048077.78
CITIZENS COMMUNICATIONS CO CLASS
2031-08-15
9.000000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3000000.00
3258750.00
CONSTELLATION BRANDS INC
2016-09-01
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
200000.00
234084.72
CONSTELLATION BRANDS INC
2023-03-01
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
2805000.00
2922103.30
CREDIT SUISSE COMM MTG TRUST
2017-03-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
4093246.00
4362426.04
CWALT INC 2005
2035-08-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
653606.00
290715.13
DAYTON PWR & LGHT CO
2013-10-01
5.125000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1000000.00
1045769.30
DIRECTTV HOLDINGS LLC
2016-02-15
3.125000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
860000.00
911268.54
DISH DBS CORP
2022-07-15
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
2100000.00
2241750.00
DOLPHIN SUBSIDIARY II INC
2016-10-15
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1789000.00
1888513.12
DOLPHIN SUBSIDIARY II INC
2021-10-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
30000.00
31921.87
DOW CHEMICAL COMPANY
2020-11-15
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1500000.00
1681496.25
ENDO PHARMA HLDG INC
2019-07-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
2730000.00
2979112.50
ENDO PHARMA HLDG INC
2022-01-15
7.250000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1837421.00
1961446.92
ENTERPRISE PROD OPER LP
2049-08-01
8.375000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
2565000.00
2975872.03
FORD MOTOR CREDIT CO
2015-04-15
7.000000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
500000.00
559800.00
FORD MOTOR CREDIT COMPANY
2021-02-01
5.750000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
748000.00
859047.04
GCB ROYAL BANL OF SCOT
2031-09-30
7.648000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
771000.00
778900.18
HCA THE HEALTHCAR CO
2019-04-15
8.500000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3653000.00
4130173.13
HILCORP ENERGY I LP HILCORP FINANCE
2021-04-15
7.625000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3416000.00
3721838.75
ING GROEP NV
2099-12-08
5.775000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
2285000.00
2202378.21
INTERNATIONAL LEASE FINANCE CORP
2019-04-01
5.875000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
2985000.00
3083624.40
INTERNATIONAL LEASE FINANCE CORP
2022-01-15
8.625000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1162264.00
1421279.37
INTERNL PAPER CAPITAL TRUST
2039-11-15
7.300000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
2450000.00
3377966.08
INTL LEASE FIN CORP
2016-09-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
450000.00
511509.37
INTL LEASE FINANCE,CA
2013-11-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3000000.00
3117031.25
JP Morgan Chase & Co
2099-01-01
7.900000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
500000.00
566666.67
KRAFT FOODS INC.
2020-02-10
5.375000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
250000.00
307163.40
LOUISANA PAC CORP
2020-06-01
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1530000.00
1769381.25
LYONDELL BASELL INDS N V
2019-04-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3000000.00
3352500.00
NOBLE GROUP LTD
2020-08-05
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1000000.00
1051163.19
NSG HLDGS LLC AND NSG HLDGS INC
2025-12-15
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
4480000.00
4751133.35
PEABOBY ENERGY CORP
2021-11-15
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3937000.00
4095026.81
PEABODY ENERGY CORP
2016-11-01
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
46000.00
53173.28
PHH ALT MTG TRUST SERIES 200701
2037-02-25
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
991732.00
476551.21
ROCKWOOD SPECIALTIES GROUP, INC
2020-10-15
4.625000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1440231.00
1484663.13
ROUSE COMPANY LCC
2015-11-09
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3239600.00
3427294.33
ROWAN COMPANIES INC
2022-06-01
4.875000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1960000.00
2136066.80
SLM CORP
2018-06-15
8.450000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1809000.00
2168501.07
SLM CORP
2033-08-01
5.625000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3500000.00
3328828.13
SM ENERGY COMPANY
2023-01-01
6.500000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
2008000.00
2130041.78
SYDNEY AIRPORT FINANCE CO
2023-03-22
3.900000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
5066341.00
5253170.77
TARGA RESOURCES PARTNERS LP FINANCE COR
2022-08-01
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1458000.00
1612654.31
TENET HEALTHCARE CORP
2018-11-01
6.250000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1195000.00
1317528.99
THE GAP, INC.
2021-04-12
5.950000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
165224.00
189621.53
TRANSOCEAN SEDCO FOREX
2021-12-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3221000.00
3988659.58
VPI ESCROW CORP
2020-10-15
6.375000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1710000.00
1816875.00
WASTE MGT INC
2022-09-15
2.900000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3346593.00
3344250.38
WATSON PHARMACEUTICALS INC
2014-08-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1000000.00
1083013.33
Wells Fargo & Company
2099-12-31
7.980000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
1250000.00
1455156.25
WILLIAMS PARTNERS
2022-08-15
3.350000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
665000.00
684491.15
ZION BANCORPORATION
2014-09-23
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
370000.00
411722.54
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
117000000.00
117000000.00
0.0033
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
N
117063180.00
117063180.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.210000%
99ETSZ007_0.2100_M121207_2M49
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2042-07-20
3.500000
Government Agency Debt
82963739.00
89239719.62
GNMA
2042-11-20
3.000000
Government Agency Debt
70630837.00
75560280.83
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
160000000.00
160000000.00
0.0045
N
160000000.00
160000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M121207_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
216488874.00
84271178.55
GNMA
2041-10-20
6.500000
Government Agency Debt
17008562.00
19762698.59
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
100000000.00
100000000.00
0.0028
N
100000000.00
100000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.230000%
99ETSZ007_0.2300_M121207_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
108420733.00
113066665.61
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
74889.00
56380.55
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
15986629.00
18328636.40
Fannie Mae
2042-11-25
6.500000
Government Agency Debt
52215059.00
59754741.83
Freddie Mac
2031-09-15
6.500000
Government Agency Debt
7259948.00
8263272.70
Freddie Mac
2032-05-15
4.000000
Government Agency Debt
1674716.00
1785153.84
Freddie Mac
2032-06-15
2.500000
Government Agency Debt
7459882.00
7708529.06
Freddie Mac
2032-06-15
6.500000
Government Agency Debt
2181250.00
2505956.08
Freddie Mac
2032-09-15
1.750000
Government Agency Debt
405000.00
409169.95
Freddie Mac
2032-10-15
2.000000
Government Agency Debt
17184184.00
16725429.89
Freddie Mac
2032-11-01
3.000000
Government Agency Debt
9807896.00
10360930.56
Freddie Mac
2037-03-15
0.518000
Government Agency Debt
28200000.00
8836920.92
Freddie Mac
2041-05-15
0.764000
Government Agency Debt
138601792.00
79554639.25
Freddie Mac
2041-09-15
4.000000
Government Agency Debt
6350607.00
6966083.84
Freddie Mac
2041-11-15
0.514000
Government Agency Debt
26743912.00
26319189.15
Freddie Mac
2042-06-15
6.500000
Government Agency Debt
35555793.00
37392411.16
Freddie Mac
2042-09-15
6.500000
Government Agency Debt
10409400.00
11965069.98
Freddie Mac
2042-10-15
6.500000
Government Agency Debt
5200190.00
6140578.43
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
400000000.00
400000000.00
0.0111
N
399989500.00
399989500.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.250000%
99ETSZ007_0.2500_M121207_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-10-01
3.000000
Government Agency Debt
4699457.00
4639139.78
Fannie Mae
2031-08-25
6.500000
Government Agency Debt
35836.00
40137.70
Fannie Mae
2032-07-01
3.000000
Government Agency Debt
50405774.00
51580668.31
Fannie Mae
2038-05-01
5.000000
Government Agency Debt
123549170.00
31692119.71
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
165394857.00
189223771.85
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
32824724.00
34986081.66
Freddie Mac
2032-11-01
3.000000
Government Agency Debt
1687196.00
1782331.36
GNMA
2041-10-20
6.500000
Government Agency Debt
260147.00
302271.69
GNMA
2042-10-16
2.000000
Government Agency Debt
30474352.00
29334415.81
GNMA
2042-11-20
3.500000
Government Agency Debt
39081.00
42701.05
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
330000000.00
330000000.00
0.0092
N
329988000.00
329988000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.290000%
99ETSZ007_0.2900_M121203_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
2365151.00
2466499.99
Fannie Mae
2027-10-01
3.000000
Government Agency Debt
3157169.00
3116646.94
Fannie Mae
2031-08-25
6.500000
Government Agency Debt
9797908.00
10974034.20
Fannie Mae
2039-09-20
4.000000
Government Agency Debt
2962000.00
3318829.84
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
1977189.00
1436859.54
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
130919.00
142152.82
Freddie Mac
2042-11-01
2.500000
Government Agency Debt
23939074.00
24520024.79
Freddie Mac
2042-12-01
4.000000
Government Agency Debt
37577216.00
41959704.74
GNMA
2025-04-20
3.500000
Government Agency Debt
78000.00
83491.42
GNMA
2026-10-20
3.000000
Government Agency Debt
48576986.00
33336803.67
GNMA
2026-11-20
3.000000
Government Agency Debt
62391535.00
42978763.01
GNMA
2027-08-20
1.500000
Government Agency Debt
320590.00
318935.57
GNMA
2030-09-20
0.611000
Government Agency Debt
1100000.00
6774.73
GNMA
2032-05-20
6.000000
Government Agency Debt
10709000.00
5206186.35
GNMA
2032-08-20
6.500000
Government Agency Debt
8333333.00
9390610.07
GNMA
2033-03-20
4.000000
Government Agency Debt
2000000.00
205743.87
GNMA
2033-07-16
5.000000
Government Agency Debt
5000000.00
5986238.89
GNMA
2033-08-20
5.000000
Government Agency Debt
4254181.00
5071276.34
GNMA
2033-11-16
5.500000
Government Agency Debt
3876181.00
4642911.14
GNMA
2036-06-20
6.000000
Government Agency Debt
4000000.00
4767385.33
GNMA
2036-07-20
6.000000
Government Agency Debt
5000000.00
5966096.67
GNMA
2037-06-16
5.784000
Government Agency Debt
840000.00
982033.36
GNMA
2037-10-16
2.250000
Government Agency Debt
48585000.00
40735438.65
GNMA
2038-08-20
7.000000
Government Agency Debt
36948372.00
38808881.24
GNMA
2038-12-16
3.000000
Government Agency Debt
2000000.00
813790.81
GNMA
2038-12-20
4.000000
Government Agency Debt
400000.00
194116.30
GNMA
2038-12-20
4.500000
Government Agency Debt
180000.00
86671.14
GNMA
2039-10-16
4.000000
Government Agency Debt
200000.00
183918.42
GNMA
2039-12-16
0.727500
Government Agency Debt
100000000.00
36159570.11
GNMA
2040-02-16
0.757500
Government Agency Debt
92815068.00
34181532.18
GNMA
2040-05-20
0.707500
Government Agency Debt
60000000.00
38450480.96
GNMA
2040-12-20
3.000000
Government Agency Debt
814000.00
783263.13
GNMA
2041-01-20
3.000000
Government Agency Debt
8891759.00
8894648.52
GNMA
2041-02-16
4.000000
Government Agency Debt
714000.00
799505.94
GNMA
2041-02-20
4.000000
Government Agency Debt
100000.00
114387.02
GNMA
2041-03-20
5.000000
Government Agency Debt
239265.00
292470.78
GNMA
2041-04-20
0.457500
Government Agency Debt
4590150.00
4354250.24
GNMA
2041-10-20
3.500000
Government Agency Debt
13287385.00
14100171.70
GNMA
2042-05-20
3.000000
Government Agency Debt
32719013.00
34225450.89
GNMA
2042-06-20
2.500000
Government Agency Debt
1000000.00
946884.89
GNMA
2042-07-16
0.657500
Government Agency Debt
5615000.00
5547591.58
GNMA
2042-10-20
2.000000
Government Agency Debt
39400402.00
40394869.16
GNMA
2043-02-16
2.948600
Government Agency Debt
1000000.00
1014391.74
GNMA
2047-04-16
2.211000
Government Agency Debt
8000000.00
8308535.33
GNMA
2050-12-16
3.074100
Government Agency Debt
4066945.00
3731176.91
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
500000000.00
500000000.00
0.0139
N
500000000.00
500000000.00
DNB Bank ASA
DNB Bank ASA 0.530000%
23330LHA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-03
2013-01-03
N
N
N
138000000.00
138000000.00
0.0038
N
138045540.00
138045540.00
DNB Bank ASA
DNB Bank ASA 0.520000%
23330LHP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
N
N
4000000.00
4000000.00
0.0001
N
4001480.00
4001480.00
DNB Bank ASA
DNB Bank ASA 0.400000%
23330LKD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-19
2013-02-19
N
N
N
30000000.00
30000000.00
0.0008
N
30010200.00
30010200.00
DNB Bank ASA
DNB Bank ASA 0.235000%
23330LPM2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
N
45000000.00
44999587.75
0.0013
N
44998650.00
44998650.00
DNB Bank ASA
DNB Bank ASA 0.300000%
23330LPS9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
N
69000000.00
69000000.00
0.0019
N
68996550.00
68996550.00
DNB Bank ASA
DNB Bank ASA 0.235000%
23330LQA7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-15
2013-02-15
N
N
N
4000000.00
4000000.00
0.0001
N
3999880.00
3999880.00
DNB Bank ASA
DNB Bank ASA 0.250000%
23330LQF6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
143000000.00
143000000.00
0.0040
N
142992850.00
142992850.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.220000%
30601VPS4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-26
2013-02-26
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
16000000.00
15991688.88
0.0004
N
15991040.00
15991040.00
Fannie Mae
Fannie Mae 0.085000%
313589AB9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
14000000.00
13999008.34
0.0004
N
13999300.00
13999300.00
Fannie Mae
Fannie Mae 0.120000%
313589AJ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-09
2013-01-09
N
N
N
20400000.00
20397484.00
0.0006
N
20398735.20
20398735.20
Fannie Mae
Fannie Mae 0.100000%
313589AS2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-17
2013-01-17
N
N
N
20000000.00
19997500.00
0.0006
N
19998500.00
19998500.00
Fannie Mae
Fannie Mae 0.135000%
313589BF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-30
2013-01-30
N
N
N
101000000.00
100978032.50
0.0028
N
100990203.00
100990203.00
Federal Home Loan Bank
Federal Home Loan Bank 0.138000%
313384S42
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
N
N
N
97000000.00
96998512.66
0.0027
N
96999418.00
96999418.00
Federal Home Loan Bank
Federal Home Loan Bank 0.135000%
313384S42
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
N
N
N
82000000.00
81998770.00
0.0023
N
81999508.00
81999508.00
Federal Home Loan Bank
Federal Home Loan Bank 0.137000%
313384S91
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-12-12
2012-12-12
N
N
N
115000000.00
114996061.25
0.0032
N
114998505.00
114998505.00
Federal Home Loan Bank
Federal Home Loan Bank 0.138000%
313384S91
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-12-12
2012-12-12
N
N
N
19400000.00
19399330.70
0.0005
N
19399747.80
19399747.80
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
313384U23
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-12-21
2012-12-21
N
N
N
23900000.00
23898506.25
0.0007
N
23899402.50
23899402.50
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313385AB2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
53000000.00
52996245.84
0.0015
N
52997350.00
52997350.00
Federal Home Loan Bank
Federal Home Loan Bank 0.115000%
313385AD8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-04
2013-01-04
N
N
N
107140000.00
107129047.91
0.0030
N
107134321.58
107134321.58
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313385AD8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-04
2013-01-04
N
N
N
50000000.00
49995111.12
0.0014
N
49997350.00
49997350.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313385AD8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-04
2013-01-04
N
N
N
24600000.00
24597376.00
0.0007
N
24598696.20
24598696.20
Federal Home Loan Bank
Federal Home Loan Bank 0.095000%
313385AD8
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-04
2013-01-04
N
N
N
5000000.00
4999577.78
0.0001
N
4999735.00
4999735.00
Federal Home Loan Bank
Federal Home Loan Bank 0.131000%
313385AJ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-09
2013-01-09
N
N
N
96000000.00
95987074.67
0.0027
N
95994048.00
95994048.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313385AJ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-09
2013-01-09
N
N
N
35000000.00
34996043.05
0.0010
N
34997830.00
34997830.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313385AL0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-11
2013-01-11
N
N
N
115900000.00
115886188.59
0.0032
N
115892466.50
115892466.50
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313385AL0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-11
2013-01-11
N
N
N
57450000.00
57444398.63
0.0016
N
57446265.75
57446265.75
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313385AL0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-11
2013-01-11
N
N
N
7000000.00
6999241.67
0.0002
N
6999545.00
6999545.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313385AL0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-11
2013-01-11
N
N
N
5000000.00
4999350.00
0.0001
N
4999675.00
4999675.00
Federal Home Loan Bank
Federal Home Loan Bank 0.095000%
313385AT3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-18
2013-01-18
N
N
N
25000000.00
24996965.28
0.0007
N
24998075.00
24998075.00
Federal Home Loan Bank
Federal Home Loan Bank 0.105000%
313385BA3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-25
2013-01-25
N
N
N
43000000.00
42993352.92
0.0012
N
42996216.00
42996216.00
Federal Home Loan Bank
Federal Home Loan Bank 0.160000%
3133XDTB7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-12-14
2012-12-14
N
N
N
15000000.00
15021637.00
0.0004
N
15021285.00
15021285.00
Federal Reserve Bank of New York
Federal Reserve Bank of New York 0.180000%
98599G006_0.1800_M121203_2M49
0001457970
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-08-31
1.000000
Treasury Debt
9775500.00
10000168.48
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
10000000.00
10000000.00
0.0003
N
10000000.00
10000000.00
Freddie Mac
Freddie Mac 0.110000%
313397AC5
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-03
2013-01-03
N
N
N
52817000.00
52811997.05
0.0015
N
52814253.52
52814253.52
Freddie Mac
Freddie Mac 0.110000%
313397AG6
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
N
36000000.00
35996150.00
0.0010
N
35997912.00
35997912.00
Freddie Mac
Freddie Mac 0.095000%
313397AJ0
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-09
2013-01-09
N
N
N
22000000.00
21997851.94
0.0006
N
21998636.00
21998636.00
Freddie Mac
Freddie Mac 0.300300%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-01-10
2013-11-08
N
N
N
220000000.00
220000000.00
0.0061
N
220171600.00
220171600.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.280000%
3686M0PC6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-12
2013-02-12
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
5000000.00
4997238.89
0.0001
N
4997600.00
4997600.00
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
99992222.22
0.0028
N
99997000.00
99997000.00
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
6998992.78
0.0002
N
6999650.00
6999650.00
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
146975826.67
0.0041
N
146992650.00
146992650.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HNU7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-28
2013-01-28
N
N
N
6000000.00
5997013.33
0.0002
N
5998560.00
5998560.00
General Electric Capital Corp
General Electric Capital Corp 0.330000%
36959HNV5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-29
2013-01-29
N
N
N
10000000.00
9994775.00
0.0003
N
9997500.00
9997500.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HPL5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-20
2013-02-20
N
N
N
28000000.00
27980337.78
0.0008
N
27989360.00
27989360.00
General Electric Capital Corp
General Electric Capital Corp 0.310000%
36959HPS0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-26
2013-02-26
N
N
N
1000000.00
999268.06
0.0000
N
999590.00
999590.00
General Electric Capital Corp
General Electric Capital Corp 0.300000%
36959HQ42
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
N
184000000.00
183860466.66
0.0051
N
183913520.00
183913520.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HQ59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
53000000.00
52968847.78
0.0015
N
52974560.00
52974560.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HQ75
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
N
352000000.00
351788604.48
0.0098
N
351820480.00
351820480.00
General Electric Capital Corp
General Electric Capital Corp 0.230000%
36959HQT7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-27
2013-03-27
N
N
N
14000000.00
13989803.33
0.0004
N
13988940.00
13988940.00
GFRE Holdings LLC
Taxable Notes Series 2009A 0.210000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
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 0.240000%
38399H002_0.2400_M121203_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-01-01
2.686000
Government Agency Debt
64529000.00
69521719.86
Fannie Mae
2026-02-01
4.000000
Government Agency Debt
99300878.00
68170667.27
Fannie Mae
2027-11-01
2.500000
Government Agency Debt
27702724.00
29046469.25
Fannie Mae
2032-11-01
3.000000
Government Agency Debt
65621275.00
69383123.96
Fannie Mae
2041-12-01
4.500000
Government Agency Debt
24797608.00
25717185.55
Freddie Mac
2042-12-01
3.500000
Government Agency Debt
63318442.00
68794882.19
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
314889569.00
314889569.00
0.0088
N
314889569.00
314889569.00
Goldman Sachs & Co
Goldman Sachs & Co 0.210000%
992JYE002_0.2100_M121204_2M49
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2042-03-20
4.500000
Government Agency Debt
8545995.00
8282336.82
GNMA
2026-12-20
3.500000
Government Agency Debt
20000000.00
18497771.51
GNMA
2039-10-15
5.500000
Government Agency Debt
21023379.00
18226837.54
GNMA
2039-12-15
5.500000
Government Agency Debt
20867068.00
15305657.90
GNMA
2042-10-15
3.500000
Government Agency Debt
16921096.00
18437396.91
First Tier Security
N/A
N/A
2012-12-04
2012-12-04
N
N
N
75000000.00
75000000.00
0.0021
N
75000000.00
75000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.210000%
992JYE002_0.2100_M121206_2M49
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2027-09-15
3.000000
Government Agency Debt
15177498.00
16081805.85
GNMA
2039-08-15
5.500000
Government Agency Debt
20946032.00
15607792.04
GNMA
2040-07-15
4.500000
Government Agency Debt
19069886.00
15347251.36
GNMA
2040-08-15
5.000000
Government Agency Debt
26264000.00
15281062.93
GNMA
2042-11-20
3.500000
Government Agency Debt
4450373.00
4882087.86
First Tier Security
N/A
N/A
2012-12-06
2012-12-06
N
N
N
64000000.00
64000000.00
0.0018
N
64000000.00
64000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.220000%
992JYE002_0.2200_M121203_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-10-01
3.844000
Government Agency Debt
1643357.00
1839751.34
Fannie Mae
2022-09-01
2.500000
Government Agency Debt
1751597.00
1805931.60
Fannie Mae
2024-05-01
6.000000
Government Agency Debt
2146691.00
1775895.96
Fannie Mae
2025-10-01
4.500000
Government Agency Debt
2117351.00
1824724.28
Fannie Mae
2026-04-01
5.000000
Government Agency Debt
1957675.00
1802121.05
Fannie Mae
2026-05-01
5.000000
Government Agency Debt
2105239.00
1850360.71
Fannie Mae
2026-08-01
4.000000
Government Agency Debt
1765300.00
1791936.46
Fannie Mae
2027-02-01
3.500000
Government Agency Debt
1834650.00
1861907.25
Fannie Mae
2027-06-01
4.000000
Government Agency Debt
1721350.00
1860044.83
Fannie Mae
2027-07-01
2.500000
Government Agency Debt
1772833.00
1824809.82
Fannie Mae
2027-09-01
3.000000
Government Agency Debt
1738254.00
1836773.52
Fannie Mae
2027-10-01
3.000000
Government Agency Debt
1669027.00
1775903.60
Fannie Mae
2027-11-01
2.500000
Government Agency Debt
1711490.00
1794503.92
Fannie Mae
2027-11-01
3.500000
Government Agency Debt
1635173.00
1798828.38
Fannie Mae
2030-08-01
4.500000
Government Agency Debt
2320451.00
1853113.52
Fannie Mae
2031-07-01
4.000000
Government Agency Debt
2002880.00
1844171.35
Fannie Mae
2032-05-01
4.000000
Government Agency Debt
1934108.00
1852115.43
Fannie Mae
2032-05-01
4.000000
Government Agency Debt
1713987.00
1843218.75
Fannie Mae
2032-07-01
3.000000
Government Agency Debt
1751605.00
1828594.92
Fannie Mae
2032-07-01
4.000000
Government Agency Debt
1660943.00
1799668.39
Fannie Mae
2032-11-01
4.000000
Government Agency Debt
1633225.00
1831102.00
Fannie Mae
2032-12-01
2.484000
Government Agency Debt
25011526.00
1843255.18
Fannie Mae
2033-05-01
6.000000
Government Agency Debt
7745000.00
1842635.54
Fannie Mae
2033-05-01
6.000000
Government Agency Debt
32810696.00
1828652.38
Fannie Mae
2033-07-01
4.500000
Government Agency Debt
8678853.00
1813765.14
Fannie Mae
2034-03-01
5.500000
Government Agency Debt
8111049.00
1870271.96
Fannie Mae
2034-07-01
5.500000
Government Agency Debt
10000000.00
1861501.27
Fannie Mae
2035-06-01
7.000000
Government Agency Debt
3882554.00
1843793.28
Fannie Mae
2035-07-01
5.000000
Government Agency Debt
4796724.00
1831334.93
Fannie Mae
2035-11-01
2.085000
Government Agency Debt
10741392.00
1791790.39
Fannie Mae
2035-11-01
3.322000
Government Agency Debt
12273626.00
1763849.79
Fannie Mae
2036-09-01
6.000000
Government Agency Debt
6938062.00
1796747.45
Fannie Mae
2036-10-01
2.575000
Government Agency Debt
2000000.00
1866353.03
Fannie Mae
2037-02-01
3.000000
Government Agency Debt
1730929.00
1791687.07
Fannie Mae
2037-02-01
6.000000
Government Agency Debt
4173499.00
1766156.81
Fannie Mae
2037-04-01
5.500000
Government Agency Debt
3180000.00
1858017.30
Fannie Mae
2037-04-01
6.000000
Government Agency Debt
5522983.00
1865966.90
Fannie Mae
2037-05-01
6.000000
Government Agency Debt
4212970.00
1836836.51
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
2986252.00
1820499.44
Fannie Mae
2037-11-01
5.500000
Government Agency Debt
2890646.00
1864673.53
Fannie Mae
2038-05-01
5.500000
Government Agency Debt
4400000.00
1815930.98
Fannie Mae
2038-06-01
6.500000
Government Agency Debt
3188823.00
1767671.84
Fannie Mae
2039-04-01
4.500000
Government Agency Debt
1936620.00
1785249.15
Fannie Mae
2039-05-01
5.000000
Government Agency Debt
3420000.00
1788221.89
Fannie Mae
2039-05-01
6.000000
Government Agency Debt
1879825.00
1771251.65
Fannie Mae
2039-08-01
5.000000
Government Agency Debt
2386279.00
1787017.39
Fannie Mae
2039-09-01
5.500000
Government Agency Debt
2000021.00
1814092.44
Fannie Mae
2040-02-01
5.000000
Government Agency Debt
1900000.00
1769301.95
Fannie Mae
2040-02-01
5.500000
Government Agency Debt
2191384.00
1858165.81
Fannie Mae
2040-04-01
5.500000
Government Agency Debt
2037989.00
1849672.70
Fannie Mae
2040-06-01
4.500000
Government Agency Debt
2140000.00
1764485.87
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
2235000.00
1864679.20
Fannie Mae
2040-07-01
5.500000
Government Agency Debt
2555866.00
1801162.24
Fannie Mae
2040-07-01
5.500000
Government Agency Debt
1671626.00
1790804.22
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
2000000.00
1810436.07
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
2066038.00
1777505.73
Fannie Mae
2041-02-01
5.500000
Government Agency Debt
1864136.00
1837871.81
Fannie Mae
2041-04-01
5.500000
Government Agency Debt
1783951.00
1767006.54
Fannie Mae
2041-04-01
5.500000
Government Agency Debt
2045577.00
1763346.91
Fannie Mae
2041-05-01
5.500000
Government Agency Debt
1961522.00
1861115.28
Fannie Mae
2041-06-01
5.500000
Government Agency Debt
1644280.00
1775487.77
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
1803500.00
1779363.24
Fannie Mae
2041-08-01
5.500000
Government Agency Debt
1724123.00
1831550.11
Fannie Mae
2041-08-01
5.500000
Government Agency Debt
1988742.00
1825835.97
Fannie Mae
2041-09-01
5.000000
Government Agency Debt
2150600.00
1817793.98
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
2403754.00
1849151.62
Fannie Mae
2041-12-01
3.270000
Government Agency Debt
1860000.00
1841975.35
Fannie Mae
2042-03-01
4.500000
Government Agency Debt
1670274.00
1856792.15
Fannie Mae
2042-03-01
4.500000
Government Agency Debt
1737629.00
1828779.77
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
2631203.00
1779264.17
Fannie Mae
2042-04-01
5.000000
Government Agency Debt
1607366.00
1800742.43
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
1643925.00
1800987.59
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
1724750.00
1854005.58
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
1643260.00
1773546.15
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1663266.00
1864387.68
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1686000.00
1860016.92
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1706399.00
1847785.65
Fannie Mae
2042-07-01
4.500000
Government Agency Debt
1599366.00
1792703.91
Fannie Mae
2042-07-01
4.500000
Government Agency Debt
1580385.00
1771976.43
Fannie Mae
2042-08-01
3.000000
Government Agency Debt
1773445.00
1863696.74
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
1703342.00
1845531.02
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
1664759.00
1774110.82
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
1663239.00
1835729.03
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
1696618.00
1841697.03
Fannie Mae
2042-09-01
4.500000
Government Agency Debt
1572212.00
1763585.63
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
1724245.00
1819216.02
Fannie Mae
2042-10-01
4.000000
Government Agency Debt
1603514.00
1770692.55
Fannie Mae
2042-11-01
3.000000
Government Agency Debt
1685324.00
1785097.99
Freddie Mac
2021-01-01
4.000000
Government Agency Debt
2320228.00
1860793.93
Freddie Mac
2021-04-01
6.000000
Government Agency Debt
9824320.00
1802747.62
Freddie Mac
2022-02-01
6.000000
Government Agency Debt
6894240.00
1773025.11
Freddie Mac
2022-05-01
3.000000
Government Agency Debt
1862301.00
1843552.26
Freddie Mac
2022-12-01
2.500000
Government Agency Debt
1719105.00
1797559.60
Freddie Mac
2025-08-01
4.000000
Government Agency Debt
3160812.00
1615698.44
Freddie Mac
2026-05-01
4.500000
Government Agency Debt
1909205.00
1849534.36
Freddie Mac
2026-06-01
4.500000
Government Agency Debt
1869246.00
1851600.25
Freddie Mac
2026-12-01
3.500000
Government Agency Debt
1793792.00
1822473.88
Freddie Mac
2027-01-01
4.000000
Government Agency Debt
1759311.00
1824247.96
Freddie Mac
2027-03-01
3.500000
Government Agency Debt
1815443.00
1867241.73
Freddie Mac
2027-04-01
3.500000
Government Agency Debt
1757582.00
1801127.60
Freddie Mac
2027-08-01
3.000000
Government Agency Debt
1796774.00
1857424.57
Freddie Mac
2027-08-01
3.500000
Government Agency Debt
1703625.00
1799718.56
Freddie Mac
2027-09-01
3.500000
Government Agency Debt
1777039.00
1856240.61
Freddie Mac
2027-09-01
3.500000
Government Agency Debt
1737308.00
1828186.82
Freddie Mac
2027-10-01
3.500000
Government Agency Debt
1668946.00
1784334.06
Freddie Mac
2031-03-01
6.000000
Government Agency Debt
37022158.00
1837970.83
Freddie Mac
2032-07-01
3.500000
Government Agency Debt
1689428.00
1798714.70
Freddie Mac
2032-09-01
3.000000
Government Agency Debt
1765748.00
1848089.53
Freddie Mac
2032-10-01
3.000000
Government Agency Debt
1719658.00
1799867.07
Freddie Mac
2036-02-01
6.000000
Government Agency Debt
12112741.00
1812427.46
Freddie Mac
2037-07-01
6.000000
Government Agency Debt
5738713.00
1810537.85
Freddie Mac
2039-03-01
4.500000
Government Agency Debt
3703973.00
1793706.52
Freddie Mac
2039-05-01
4.500000
Government Agency Debt
2470674.00
1777230.83
Freddie Mac
2040-04-01
5.500000
Government Agency Debt
1980947.00
1791049.20
Freddie Mac
2040-09-01
5.000000
Government Agency Debt
4789775.00
1802151.50
Freddie Mac
2040-09-01
5.500000
Government Agency Debt
1908615.00
1775415.20
Freddie Mac
2041-08-01
5.500000
Government Agency Debt
1897567.00
1794806.78
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
1801433.00
1813120.53
Freddie Mac
2041-12-01
5.000000
Government Agency Debt
1915039.00
1813338.59
Freddie Mac
2042-02-01
4.000000
Government Agency Debt
1696090.00
1804284.74
Freddie Mac
2042-02-01
4.500000
Government Agency Debt
2331483.00
1810351.20
Freddie Mac
2042-02-01
5.000000
Government Agency Debt
1616821.00
1780771.11
Freddie Mac
2042-03-01
3.500000
Government Agency Debt
1821475.00
1803547.46
Freddie Mac
2042-03-01
4.500000
Government Agency Debt
1646539.00
1807728.35
Freddie Mac
2042-04-01
4.000000
Government Agency Debt
1701415.00
1822286.13
Freddie Mac
2042-04-01
4.500000
Government Agency Debt
1634444.00
1793038.82
Freddie Mac
2042-05-01
4.000000
Government Agency Debt
1701233.00
1830961.70
Freddie Mac
2042-05-01
4.000000
Government Agency Debt
2158989.00
1792249.85
Freddie Mac
2042-05-01
4.000000
Government Agency Debt
1233698.00
1331633.41
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
1702935.00
1839472.83
Freddie Mac
2042-07-01
4.500000
Government Agency Debt
1782985.00
1805103.94
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
1715000.00
1805632.60
Freddie Mac
2042-08-01
4.000000
Government Agency Debt
1710705.00
1845858.28
Freddie Mac
2042-08-01
4.500000
Government Agency Debt
1606538.00
1777641.61
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
1717529.00
1832307.55
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
1683900.00
1821803.49
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
1645754.00
1787144.74
Freddie Mac
2042-10-01
3.500000
Government Agency Debt
1631129.00
1779804.06
Freddie Mac
2042-10-01
4.000000
Government Agency Debt
1642448.00
1829516.49
Freddie Mac
2042-11-01
3.000000
Government Agency Debt
1777876.00
1867794.94
Freddie Mac
2042-11-01
3.500000
Government Agency Debt
1709395.00
1826923.31
Freddie Mac
2042-11-01
4.000000
Government Agency Debt
1638542.00
1800451.61
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
245000000.00
245000000.00
0.0068
N
245000000.00
245000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.500000%
992JYE002_0.5000_M121220_2M49
0000769993
Other Repurchase Agreement
N
AMERICAN REPROGRAPHICS CO COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149997.60
ARLINGTON ASSET INVT CORP CL A NEW
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
51010.19
ASSURED GUARANTY LTD COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
127429.51
CONSOLIDATED EDISON INC COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149965.20
COPA HOLDINGS SA CL A
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149949.09
GOVERNMENT PPTYS INCOME TR COM SHS
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149978.07
INTL PAPER CO COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149986.20
INVESCO LTD SHS
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149979.76
ITT EDUCATIONAL SERVICES INCCOM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149986.20
KORN FERRY INTL COM NEW
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
113068.80
LYONDELLBASELL INDUSTRIES N SHS - A
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149972.98
MICHAEL KORS HLDGS LTD SHS
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149997.12
NOBLE ENERGY INC COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149927.40
NORFOLK SOUTHERN CORP COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149990.40
OCWEN FINL CORP COM NEW
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149986.35
ORBITAL SCIENCES CORP COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149988.90
PLAINS EXPL& PRODTN CO COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149988.28
SCRIPPS NETWORKS INTERACT INCL A COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8883.00
SPRINT NEXTEL CORP COM SER
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149995.56
SUPERVALU INC COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149998.92
TYSON FOODS INC CL A
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149989.04
WHITESTONE REIT COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149993.83
XYLEM INC COM
2012-11-30
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149986.20
First Tier Security
N/A
N/A
2012-12-20
2012-12-20
N
N
N
3000000.00
3000000.00
0.0001
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
Y
3000330.00
3000330.00
Gotham Funding Corp
Gotham Funding Corp 0.290000%
38346LM45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-04
2012-12-04
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
37000000.00
36999701.94
0.0010
N
36999260.00
36999260.00
Gotham Funding Corp
Gotham Funding Corp 0.250000%
38346LM52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-05
2012-12-05
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
4000000.00
3999944.44
0.0001
N
3999880.00
3999880.00
Gotham Funding Corp
Gotham Funding Corp 0.250000%
38346LN36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-03
2013-01-03
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
56000000.00
55987944.44
0.0016
N
55988800.00
55988800.00
Govco, LLC
Govco, LLC 0.440000%
38362VMH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-17
2012-12-17
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
270000000.00
269953799.98
0.0075
N
269973000.00
269973000.00
Govco, LLC
Govco, LLC 0.440000%
38362VMJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-18
2012-12-18
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
32000000.00
31994133.34
0.0009
N
31996800.00
31996800.00
Govco, LLC
Govco, LLC 0.370000%
38362VPK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-19
2013-02-19
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
50000000.00
49959916.66
0.0014
N
49973000.00
49973000.00
Govco, LLC
Govco, LLC 0.370000%
38362VPM9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-21
2013-02-21
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
50000000.00
49958888.88
0.0014
N
49972000.00
49972000.00
Govco, LLC
Govco, LLC 0.380000%
38362VQ89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
998997.22
0.0000
N
999300.00
999300.00
Houston
First Lien Refunding RB Series 2008D1 0.190000%
442435SG9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
Y
JPMorgan Chase Bank NA
N/A
N/A
Y
JPMorgan Chase Bank NA
N/A
N/A
N
44000000.00
44000000.00
0.0012
N
44000000.00
44000000.00
HSBC Bank Plc
HSBC Bank Plc 0.300000%
40433GR17
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
79000000.00
78921658.34
0.0022
N
78927320.00
78927320.00
HSBC Bank Plc
HSBC Bank Plc 0.410000%
972VXH003
0001050258
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-10
2013-01-10
N
N
N
126000000.00
126000000.00
0.0035
N
126035280.00
126035280.00
HSBC USA, Inc
HSBC USA, Inc 0.270000%
40427RNQ0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-24
2013-01-24
N
N
N
135000000.00
134947350.00
0.0038
N
134956800.00
134956800.00
HSBC USA, Inc
HSBC USA, Inc 0.260000%
40427RP54
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
N
34000000.00
33984284.45
0.0009
N
33986060.00
33986060.00
HSBC USA, Inc
HSBC USA, Inc 0.250000%
40427RPD7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-13
2013-02-13
N
N
N
7000000.00
6996500.00
0.0002
N
6996640.00
6996640.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.245000%
4497W0NG9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-16
2013-01-16
N
Y
ING Bank NV
N/A
N/A
N
200000000.00
199940111.12
0.0056
N
199938000.00
199938000.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.280000%
4497W0P10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
Y
ING Bank NV
N/A
N/A
N
242000000.00
241887066.68
0.0067
N
241883840.00
241883840.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.280000%
4497W0P51
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
Y
ING Bank NV
N/A
N/A
N
1000000.00
999502.22
0.0000
N
999480.00
999480.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.230000%
4662J0ML3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-20
2012-12-20
N
N
N
4000000.00
3999565.55
0.0001
N
3999840.00
3999840.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.270000%
4662J0N40
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-04
2013-01-04
N
N
N
58000000.00
57986080.00
0.0016
N
57995360.00
57995360.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.250000%
4662J0NB4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-11
2013-01-11
N
N
N
100000000.00
99972916.66
0.0028
N
99991000.00
99991000.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.300000%
4662J0R20
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
43000000.00
42957000.00
0.0012
N
42982370.00
42982370.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.300000%
4662J0S78
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
N
N
4000000.00
3994833.34
0.0001
N
3997800.00
3997800.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.357500%
46636JAU7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-21
2013-02-21
N
N
N
109000000.00
109000000.00
0.0030
N
109029430.00
109029430.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.362000%
46636JAW3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-03
2013-03-01
N
N
N
200000000.00
200000000.00
0.0056
N
200052000.00
200052000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.250000%
46899T004_0.2500_M121203_2M49
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
8072563.00
8239204.26
Fannie Mae
2042-04-25
5.000000
Government Agency Debt
30574324.00
31821576.14
Freddie Mac
2038-11-15
2.000000
Government Agency Debt
150000000.00
80015374.61
GNMA
2038-04-20
2.750000
Government Agency Debt
100000000.00
85923845.29
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
200000000.00
200000000.00
0.0056
N
200000000.00
200000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.327500%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2012-12-21
2013-12-20
N
N
N
250000000.00
250000000.00
0.0070
N
250131250.00
250131250.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.394800%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2013-01-18
2013-12-18
N
N
N
110000000.00
110000000.00
0.0031
N
110162360.00
110162360.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.210000%
4820P2MJ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-18
2012-12-18
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
21000000.00
20998162.50
0.0006
N
20998530.00
20998530.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.250000%
4820P2N76
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
34000000.00
33991736.11
0.0009
N
33993880.00
33993880.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.250200%
4820P2NA9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-10
2013-01-10
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
50000000.00
49986805.56
0.0014
N
49990500.00
49990500.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.250000%
4820P2NE1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-14
2013-01-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
26000000.00
25992416.67
0.0007
N
25994540.00
25994540.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.210000%
4820P2PE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-14
2013-02-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
44000000.00
43981263.33
0.0012
N
43982400.00
43982400.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.210000%
4820P2PF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-15
2013-02-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
42000000.00
41981870.00
0.0012
N
41982780.00
41982780.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.330000%
4820P2PN9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-22
2013-02-22
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
46094000.00
46059775.20
0.0013
N
46072796.76
46072796.76
Jupiter Securitization Corp
Jupiter Securitization Corp 0.250000%
4820P2QK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-19
2013-03-19
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
53000000.00
52960986.11
0.0015
N
52966080.00
52966080.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.250000%
4820P2QL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-20
2013-03-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
32000000.00
31976222.23
0.0009
N
31979200.00
31979200.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.250000%
4820P2R15
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
17000000.00
16985951.39
0.0005
N
16987037.50
16987037.50
Jupiter Securitization Corp
Jupiter Securitization Corp 0.320000%
4820P2SD8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
20000000.00
19971377.78
0.0006
N
19971800.00
19971800.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.355000%
53943RMB2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-11
2012-12-11
N
N
N
32000000.00
31997475.56
0.0009
N
31998400.00
31998400.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.245000%
53943RN47
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-04
2013-01-04
N
N
N
7000000.00
6998475.55
0.0002
N
6998600.00
6998600.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.250000%
53943RN88
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
N
N
216000000.00
215946000.00
0.0060
N
215948160.00
215948160.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.260000%
53944LGD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-28
2013-01-28
N
N
N
53000000.00
53000000.00
0.0015
N
53005830.00
53005830.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.230000%
56274LM35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
26000000.00
26000000.00
0.0007
N
25999480.00
25999480.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.230000%
56274LM43
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-04
2012-12-04
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
25000000.00
24999840.28
0.0007
N
24999500.00
24999500.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.250000%
56274LMD3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-13
2012-12-13
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
83000000.00
82994236.11
0.0023
N
82993360.00
82993360.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.250000%
56274LMJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-18
2012-12-18
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
7000000.00
6999270.83
0.0002
N
6999300.00
6999300.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.230000%
56274LML5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-20
2012-12-20
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
2000000.00
1999782.78
0.0001
N
1999760.00
1999760.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4M68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-06
2012-12-06
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
2000000.00
1999965.00
0.0001
N
1999960.00
1999960.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4MC5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-12
2012-12-12
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
25000000.00
24998687.50
0.0007
N
24998750.00
24998750.00
Market Street Funding Corp
Market Street Funding Corp 0.200000%
5705X4N42
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-04
2013-01-04
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
65000000.00
64988444.44
0.0018
N
64989600.00
64989600.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4N75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
31000000.00
30993068.05
0.0009
N
30994420.00
30994420.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4N83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
25000000.00
24994750.00
0.0007
N
24995250.00
24995250.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4N91
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-09
2013-01-09
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
47000000.00
46989855.76
0.0013
N
46990600.00
46990600.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4NF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-15
2013-01-15
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
15000000.00
14996237.50
0.0004
N
14996400.00
14996400.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4P57
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
3000000.00
2998880.00
0.0001
N
2998860.00
2998860.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4P65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-06
2013-02-06
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
23000000.00
22991279.16
0.0006
N
22991030.00
22991030.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4PS7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-26
2013-02-26
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
123040000.00
122976087.55
0.0034
N
122966176.00
122966176.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.230000%
06399U000_0.2300_M121203_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-03-25
5.000000
Government Agency Debt
5000000.00
1591767.60
Fannie Mae
2017-12-25
4.000000
Government Agency Debt
13000000.00
507320.45
Fannie Mae
2018-05-25
5.000000
Government Agency Debt
70000.00
1144.64
Fannie Mae
2018-09-25
2.578000
Government Agency Debt
1130000.00
1216963.36
Fannie Mae
2018-10-25
7.000000
Government Agency Debt
1000.00
9.67
Fannie Mae
2018-11-25
4.500000
Government Agency Debt
40000.00
1867.36
Fannie Mae
2019-01-25
4.001000
Government Agency Debt
730000.00
835127.32
Fannie Mae
2019-02-25
5.000000
Government Agency Debt
270000.00
290533.44
Fannie Mae
2019-07-25
4.287000
Government Agency Debt
2563000.00
2987838.82
Fannie Mae
2019-12-25
1.166000
Government Agency Debt
6000000.00
5852396.54
Fannie Mae
2019-12-25
1.500000
Government Agency Debt
15000000.00
6395625.92
Fannie Mae
2019-12-25
1.800000
Government Agency Debt
200000.00
206497.60
Fannie Mae
2020-03-25
4.500000
Government Agency Debt
5000000.00
5392655.00
Fannie Mae
2020-05-25
7.500000
Government Agency Debt
56000.00
554.42
Fannie Mae
2020-06-25
8.500000
Government Agency Debt
25000.00
324.65
Fannie Mae
2020-07-25
9.000000
Government Agency Debt
75000.00
1563.07
Fannie Mae
2020-09-25
6.500000
Government Agency Debt
9000.00
91.10
Fannie Mae
2020-09-25
7.000000
Government Agency Debt
25000.00
437.12
Fannie Mae
2021-06-25
8.500000
Government Agency Debt
57000.00
848.49
Fannie Mae
2021-10-25
2.710000
Government Agency Debt
1000000.00
1010767.70
Fannie Mae
2022-02-25
7.000000
Government Agency Debt
5000.00
306.58
Fannie Mae
2022-07-25
5.000000
Government Agency Debt
25000000.00
391859.02
Fannie Mae
2022-07-25
5.000000
Government Agency Debt
25000000.00
344664.48
Fannie Mae
2022-07-25
6.000000
Government Agency Debt
25000.00
1415.00
Fannie Mae
2022-09-25
4.250000
Government Agency Debt
4550000.00
158601.14
Fannie Mae
2022-09-25
5.000000
Government Agency Debt
100000000.00
4560370.87
Fannie Mae
2022-10-25
7.500000
Government Agency Debt
2000.00
54.20
Fannie Mae
2022-11-25
4.000000
Government Agency Debt
50000000.00
2203923.99
Fannie Mae
2022-12-25
4.500000
Government Agency Debt
100000000.00
1150588.61
Fannie Mae
2023-01-25
7.900000
Government Agency Debt
3000.00
366.01
Fannie Mae
2023-03-25
4.500000
Government Agency Debt
100000000.00
7406943.67
Fannie Mae
2023-04-25
4.350000
Government Agency Debt
12000000.00
715978.84
Fannie Mae
2023-04-25
7.250000
Government Agency Debt
5100000.00
665726.17
Fannie Mae
2023-05-25
1.319000
Government Agency Debt
10315000.00
133666.56
Fannie Mae
2023-07-25
4.000000
Government Agency Debt
2930000.00
991553.27
Fannie Mae
2023-07-25
4.750000
Government Agency Debt
7300000.00
250397.98
Fannie Mae
2023-07-25
6.500000
Government Agency Debt
31000.00
6016.02
Fannie Mae
2023-07-25
6.500000
Government Agency Debt
35000.00
3780.40
Fannie Mae
2023-08-25
5.000000
Government Agency Debt
1000.00
1103.98
Fannie Mae
2023-10-25
4.875000
Government Agency Debt
60500000.00
2809279.94
Fannie Mae
2023-11-25
6.500000
Government Agency Debt
20000.00
5691.47
Fannie Mae
2023-12-25
4.500000
Government Agency Debt
2330000.00
449405.51
Fannie Mae
2023-12-25
6.500000
Government Agency Debt
97000.00
11126.77
Fannie Mae
2023-12-25
6.500000
Government Agency Debt
1000.00
909.06
Fannie Mae
2024-12-25
4.500000
Government Agency Debt
2000000.00
2150422.00
Fannie Mae
2025-03-25
3.000000
Government Agency Debt
3600000.00
2826128.55
Fannie Mae
2025-12-25
3.500000
Government Agency Debt
6193000.00
6678942.69
Fannie Mae
2026-03-25
4.000000
Government Agency Debt
2890000.00
1499022.30
Fannie Mae
2027-03-25
4.500000
Government Agency Debt
1920000.00
509721.59
Fannie Mae
2027-06-25
4.500000
Government Agency Debt
3323000.00
1229401.99
Fannie Mae
2027-07-25
4.500000
Government Agency Debt
3000000.00
880081.99
Fannie Mae
2027-09-25
4.500000
Government Agency Debt
3500000.00
805404.57
Fannie Mae
2027-10-25
4.000000
Government Agency Debt
28000000.00
8352570.00
Fannie Mae
2028-04-25
3.500000
Government Agency Debt
2506702.00
1069323.00
Fannie Mae
2028-06-25
3.500000
Government Agency Debt
3195000.00
1423900.18
Fannie Mae
2028-12-25
3.500000
Government Agency Debt
3050000.00
2223955.78
Fannie Mae
2029-08-25
5.500000
Government Agency Debt
2415000.00
488657.86
Fannie Mae
2029-10-25
3.500000
Government Agency Debt
3819000.00
4142799.43
Fannie Mae
2029-11-25
3.500000
Government Agency Debt
2507000.00
2653898.78
Fannie Mae
2030-01-25
4.000000
Government Agency Debt
3777000.00
4115163.20
Fannie Mae
2030-03-25
4.000000
Government Agency Debt
5000000.00
5457706.11
Fannie Mae
2030-05-25
4.000000
Government Agency Debt
4606989.00
2641294.17
Fannie Mae
2031-10-25
0.561000
Government Agency Debt
42784500.00
7262368.33
Fannie Mae
2031-10-25
6.000000
Government Agency Debt
61000.00
8549.96
Fannie Mae
2032-01-25
5.000000
Government Agency Debt
4000.00
502.95
Fannie Mae
2032-01-25
5.690000
Government Agency Debt
16603367.00
838578.90
Fannie Mae
2032-03-18
1.463000
Government Agency Debt
48812849.00
720254.56
Fannie Mae
2032-04-25
1.211000
Government Agency Debt
100000000.00
2102469.87
Fannie Mae
2032-04-25
6.000000
Government Agency Debt
62000.00
69333.26
Fannie Mae
2032-10-25
3.000000
Government Agency Debt
5216146.00
5341587.36
Fannie Mae
2032-10-25
5.500000
Government Agency Debt
6000.00
2598.08
Fannie Mae
2032-12-25
2.000000
Government Agency Debt
3568000.00
3438039.56
Fannie Mae
2033-02-25
3.500000
Government Agency Debt
14850000.00
1850914.75
Fannie Mae
2033-02-25
5.500000
Government Agency Debt
75000.00
86541.79
Fannie Mae
2033-02-25
5.500000
Government Agency Debt
44000.00
52047.80
Fannie Mae
2033-03-25
5.000000
Government Agency Debt
5300000.00
227360.18
Fannie Mae
2033-03-25
5.500000
Government Agency Debt
19850000.00
1083373.26
Fannie Mae
2033-03-25
5.500000
Government Agency Debt
55000.00
61495.81
Fannie Mae
2033-04-25
3.500000
Government Agency Debt
82000000.00
4426636.50
Fannie Mae
2033-04-25
5.000000
Government Agency Debt
15000.00
15629.62
Fannie Mae
2033-05-25
4.000000
Government Agency Debt
515000.00
29285.29
Fannie Mae
2033-05-25
4.000000
Government Agency Debt
495000.00
28148.00
Fannie Mae
2033-05-25
5.500000
Government Agency Debt
10000.00
12076.45
Fannie Mae
2033-05-25
5.500000
Government Agency Debt
4000.00
4463.36
Fannie Mae
2033-06-25
6.000000
Government Agency Debt
700000.00
331361.60
Fannie Mae
2033-08-25
3.500000
Government Agency Debt
100000000.00
2051869.14
Fannie Mae
2033-08-25
3.500000
Government Agency Debt
9000000.00
1903373.42
Fannie Mae
2033-08-25
4.500000
Government Agency Debt
20000.00
22860.38
Fannie Mae
2033-08-25
5.000000
Government Agency Debt
50000.00
52103.99
Fannie Mae
2033-09-25
6.000000
Government Agency Debt
3070000.00
401257.03
Fannie Mae
2033-10-25
5.000000
Government Agency Debt
10000000.00
2730290.12
Fannie Mae
2033-10-25
5.000000
Government Agency Debt
40000.00
3647.89
Fannie Mae
2033-11-25
5.500000
Government Agency Debt
2000000.00
1581083.98
Fannie Mae
2033-11-25
5.500000
Government Agency Debt
860000.00
96864.27
Fannie Mae
2033-12-25
6.000000
Government Agency Debt
4059632.00
4942006.55
Fannie Mae
2034-04-25
3.500000
Government Agency Debt
4000000.00
2120295.00
Fannie Mae
2034-06-25
5.000000
Government Agency Debt
9625000.00
2871993.86
Fannie Mae
2034-07-25
5.500000
Government Agency Debt
10000000.00
3326068.52
Fannie Mae
2034-08-25
5.500000
Government Agency Debt
1300000.00
1373405.22
Fannie Mae
2034-08-25
6.000000
Government Agency Debt
7140000.00
1000500.49
Fannie Mae
2034-09-25
5.500000
Government Agency Debt
90000.00
70254.19
Fannie Mae
2034-12-25
5.500000
Government Agency Debt
1000000.00
1050618.56
Fannie Mae
2035-05-25
5.500000
Government Agency Debt
1390000.00
1491882.21
Fannie Mae
2035-06-25
4.500000
Government Agency Debt
16278800.00
43091.88
Fannie Mae
2035-06-25
5.500000
Government Agency Debt
300000.00
328456.37
Fannie Mae
2035-08-25
5.000000
Government Agency Debt
150000.00
31106.39
Fannie Mae
2035-09-25
5.500000
Government Agency Debt
285000.00
101748.18
Fannie Mae
2035-10-25
0.507500
Government Agency Debt
4200000.00
1508090.71
Fannie Mae
2035-10-25
0.711000
Government Agency Debt
2138040.00
511388.06
Fannie Mae
2035-12-25
4.700000
Government Agency Debt
110000.00
33644.71
Fannie Mae
2035-12-25
5.500000
Government Agency Debt
100000.00
6542.44
Fannie Mae
2036-01-25
5.500000
Government Agency Debt
3092000.00
3633772.68
Fannie Mae
2036-03-25
6.000000
Government Agency Debt
10000000.00
5244046.04
Fannie Mae
2036-05-25
4.500000
Government Agency Debt
15000000.00
1803099.08
Fannie Mae
2036-05-25
4.500000
Government Agency Debt
10000000.00
505425.84
Fannie Mae
2036-10-25
4.500000
Government Agency Debt
7000000.00
33992.08
Fannie Mae
2036-10-25
5.500000
Government Agency Debt
2000000.00
628799.54
Fannie Mae
2036-10-25
5.750000
Government Agency Debt
12680000.00
2761924.23
Fannie Mae
2037-01-25
0.490700
Government Agency Debt
8000000.00
1551431.36
Fannie Mae
2037-01-25
5.600000
Government Agency Debt
9700000.00
900796.65
Fannie Mae
2037-02-25
0.541000
Government Agency Debt
6200000.00
956459.48
Fannie Mae
2037-02-25
5.000000
Government Agency Debt
10000000.00
2893664.49
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
2000000.00
2373329.11
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
4000000.00
1501962.03
Fannie Mae
2037-03-25
0.611000
Government Agency Debt
5449496.00
1190336.58
Fannie Mae
2037-03-25
5.000000
Government Agency Debt
2325000.00
2442486.38
Fannie Mae
2037-03-25
5.700000
Government Agency Debt
32000000.00
4657975.41
Fannie Mae
2037-03-25
5.750000
Government Agency Debt
26940000.00
4027198.85
Fannie Mae
2037-03-25
6.000000
Government Agency Debt
34500000.00
7484009.20
Fannie Mae
2037-04-25
1.111000
Government Agency Debt
1250000.00
558584.02
Fannie Mae
2037-07-25
3.500000
Government Agency Debt
15000000.00
7182573.43
Fannie Mae
2037-07-25
5.000000
Government Agency Debt
3120000.00
789254.07
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
5000000.00
5868846.67
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
3194100.00
3696331.77
Fannie Mae
2037-08-25
7.001000
Government Agency Debt
10000000.00
2104784.87
Fannie Mae
2037-09-25
6.000000
Government Agency Debt
4500000.00
3659957.69
Fannie Mae
2037-10-25
4.000000
Government Agency Debt
15000000.00
4289422.84
Fannie Mae
2037-10-25
5.969000
Government Agency Debt
10250000.00
2477504.58
Fannie Mae
2037-11-25
6.000000
Government Agency Debt
10000000.00
163841.63
Fannie Mae
2038-02-25
5.500000
Government Agency Debt
15000.00
16107.74
Fannie Mae
2038-06-25
3.000000
Government Agency Debt
11900243.00
7573121.02
Fannie Mae
2038-07-25
4.000000
Government Agency Debt
5074000.00
4896209.72
Fannie Mae
2038-10-25
3.000000
Government Agency Debt
1000000.00
1008649.53
Fannie Mae
2039-02-25
4.000000
Government Agency Debt
50000000.00
3687873.42
Fannie Mae
2039-02-25
4.000000
Government Agency Debt
1000000.00
794453.00
Fannie Mae
2039-04-25
6.000000
Government Agency Debt
50000000.00
3975058.94
Fannie Mae
2039-05-25
2.000000
Government Agency Debt
3300000.00
3256881.12
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
6500000.00
2942086.02
Fannie Mae
2039-06-25
2.000000
Government Agency Debt
4566112.00
4487205.21
Fannie Mae
2039-07-25
4.500000
Government Agency Debt
15370000.00
5832702.34
Fannie Mae
2039-08-25
0.610700
Government Agency Debt
1444444.00
1443139.22
Fannie Mae
2039-08-25
5.000000
Government Agency Debt
7070000.00
2618559.98
Fannie Mae
2039-09-25
4.500000
Government Agency Debt
2500000.00
926227.19
Fannie Mae
2039-10-25
3.500000
Government Agency Debt
235000.00
243391.44
Fannie Mae
2039-10-25
4.500000
Government Agency Debt
4735000.00
1842900.96
Fannie Mae
2039-12-25
4.000000
Government Agency Debt
422000.00
458812.42
Fannie Mae
2040-03-25
4.500000
Government Agency Debt
3000.00
3139.67
Fannie Mae
2040-05-25
3.000000
Government Agency Debt
5952000.00
6035093.89
Fannie Mae
2040-05-25
3.000000
Government Agency Debt
809000.00
873371.86
Fannie Mae
2040-06-25
3.000000
Government Agency Debt
12000000.00
5810467.80
Fannie Mae
2040-06-25
4.500000
Government Agency Debt
1200000.00
1322707.20
Fannie Mae
2040-06-25
4.500000
Government Agency Debt
6000.00
6313.32
Fannie Mae
2040-07-25
3.500000
Government Agency Debt
3462143.00
3565780.33
Fannie Mae
2040-11-25
4.000000
Government Agency Debt
5750000.00
6404587.03
Fannie Mae
2040-11-25
4.000000
Government Agency Debt
2503000.00
2732055.09
Fannie Mae
2041-01-25
2.000000
Government Agency Debt
5700000.00
5428174.77
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
5000000.00
5519131.11
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
4863333.00
2730326.08
Fannie Mae
2041-04-25
2.500000
Government Agency Debt
5000000.00
4531385.57
Fannie Mae
2041-06-25
0.661000
Government Agency Debt
8998901.00
8509704.66
Fannie Mae
2041-06-25
4.000000
Government Agency Debt
3065789.00
3410687.88
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
6150000.00
6806476.97
Fannie Mae
2041-10-25
0.761000
Government Agency Debt
6300000.00
5801891.21
Fannie Mae
2041-10-25
2.500000
Government Agency Debt
5750000.00
5621698.56
Fannie Mae
2041-10-25
3.000000
Government Agency Debt
1200000.00
1186289.95
Fannie Mae
2041-10-25
3.500000
Government Agency Debt
1000000.00
1018471.44
Fannie Mae
2041-12-25
3.000000
Government Agency Debt
4800000.00
4881933.67
Fannie Mae
2042-01-25
2.500000
Government Agency Debt
124000.00
122640.66
Fannie Mae
2042-04-25
3.500000
Government Agency Debt
185000.00
181321.73
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
7450000.00
8461219.13
Fannie Mae
2042-09-25
2.500000
Government Agency Debt
6550000.00
6040291.37
Fannie Mae
2042-11-25
2.000000
Government Agency Debt
34000.00
33669.60
Fannie Mae
2042-11-25
2.500000
Government Agency Debt
1923000.00
1794703.00
Fannie Mae
2047-06-25
6.000000
Government Agency Debt
4000000.00
4629253.33
Fannie Mae
2051-10-25
7.000000
Government Agency Debt
10000000.00
7059932.89
Freddie Mac
2014-02-15
6.500000
Government Agency Debt
112000.00
1999.70
Freddie Mac
2015-01-15
5.500000
Government Agency Debt
385250.00
94806.91
Freddie Mac
2017-05-15
4.500000
Government Agency Debt
7441500.00
612022.65
Freddie Mac
2017-11-15
5.000000
Government Agency Debt
27000.00
12730.96
Freddie Mac
2018-01-15
4.500000
Government Agency Debt
17500000.00
1155080.49
Freddie Mac
2018-03-15
4.150000
Government Agency Debt
11000000.00
13196.81
Freddie Mac
2018-04-15
5.000000
Government Agency Debt
10000000.00
586133.53
Freddie Mac
2018-07-15
4.500000
Government Agency Debt
27000.00
6283.96
Freddie Mac
2018-09-15
4.500000
Government Agency Debt
27000.00
5728.45
Freddie Mac
2019-04-15
4.500000
Government Agency Debt
9000.00
618.18
Freddie Mac
2019-05-15
5.000000
Government Agency Debt
10000.00
270.43
Freddie Mac
2019-07-15
4.500000
Government Agency Debt
8000000.00
855315.03
Freddie Mac
2019-07-15
5.000000
Government Agency Debt
21000.00
4434.79
Freddie Mac
2019-12-15
9.000000
Government Agency Debt
8000.00
34.26
Freddie Mac
2020-10-15
7.950000
Government Agency Debt
24000.00
221.14
Freddie Mac
2020-11-15
2.000000
Government Agency Debt
6550000.00
3497581.91
Freddie Mac
2020-12-15
5.500000
Government Agency Debt
43000.00
2852.86
Freddie Mac
2020-12-15
7.000000
Government Agency Debt
18000.00
275.33
Freddie Mac
2021-01-15
8.600000
Government Agency Debt
25000.00
362.79
Freddie Mac
2021-04-15
7.000000
Government Agency Debt
1000.00
10.58
Freddie Mac
2021-06-15
7.000000
Government Agency Debt
7000.00
105.03
Freddie Mac
2021-09-15
7.000000
Government Agency Debt
13000.00
153.80
Freddie Mac
2021-10-15
4.000000
Government Agency Debt
5850000.00
2721263.69
Freddie Mac
2021-10-15
6.500000
Government Agency Debt
50.00
1.25
Freddie Mac
2022-02-15
1.290000
Government Agency Debt
10000.00
123.98
Freddie Mac
2022-03-15
2.000000
Government Agency Debt
7000000.00
7185423.78
Freddie Mac
2022-05-15
5.000000
Government Agency Debt
100000000.00
76354.58
Freddie Mac
2022-07-15
5.500000
Government Agency Debt
6000.00
6362.00
Freddie Mac
2022-08-15
4.000000
Government Agency Debt
5000000.00
1529641.87
Freddie Mac
2022-08-15
4.000000
Government Agency Debt
4000000.00
706226.32
Freddie Mac
2022-10-15
4.000000
Government Agency Debt
100000000.00
3668204.01
Freddie Mac
2022-10-15
4.000000
Government Agency Debt
50000000.00
1314810.84
Freddie Mac
2022-10-15
7.000000
Government Agency Debt
5000.00
212.56
Freddie Mac
2022-11-15
4.000000
Government Agency Debt
5600000.00
1723912.88
Freddie Mac
2022-11-15
7.500000
Government Agency Debt
9000.00
2083.98
Freddie Mac
2023-04-15
4.500000
Government Agency Debt
16794000.00
4435197.21
Freddie Mac
2023-07-15
4.000000
Government Agency Debt
10000000.00
3706153.48
Freddie Mac
2023-08-15
5.500000
Government Agency Debt
83927365.00
801832.22
Freddie Mac
2023-09-15
3.500000
Government Agency Debt
1281000.00
1354255.81
Freddie Mac
2023-11-15
4.000000
Government Agency Debt
60000.00
59071.31
Freddie Mac
2023-12-15
6.750000
Government Agency Debt
5000.00
3124.64
Freddie Mac
2024-03-15
7.000000
Government Agency Debt
10000.00
6751.77
Freddie Mac
2024-05-15
4.000000
Government Agency Debt
9000000.00
706430.67
Freddie Mac
2024-12-15
3.500000
Government Agency Debt
4750000.00
2669544.79
Freddie Mac
2025-01-15
3.000000
Government Agency Debt
4000000.00
3686732.18
Freddie Mac
2025-02-15
3.000000
Government Agency Debt
2400000.00
1310642.84
Freddie Mac
2025-03-15
3.500000
Government Agency Debt
2300000.00
1792034.27
Freddie Mac
2025-05-15
4.500000
Government Agency Debt
2000000.00
1678205.39
Freddie Mac
2025-05-15
5.500000
Government Agency Debt
3000000.00
3094182.76
Freddie Mac
2025-06-15
3.250000
Government Agency Debt
37000.00
17218.40
Freddie Mac
2025-06-15
3.500000
Government Agency Debt
545000.00
288972.80
Freddie Mac
2025-07-15
3.000000
Government Agency Debt
800000.00
423719.49
Freddie Mac
2025-11-15
4.000000
Government Agency Debt
14500000.00
6261670.91
Freddie Mac
2026-04-15
3.000000
Government Agency Debt
800000.00
464289.07
Freddie Mac
2026-06-15
3.500000
Government Agency Debt
19095000.00
7088627.57
Freddie Mac
2026-10-15
3.000000
Government Agency Debt
4941690.00
5334612.01
Freddie Mac
2027-05-15
6.000000
Government Agency Debt
2000000.00
2242164.67
Freddie Mac
2027-06-15
4.500000
Government Agency Debt
1350000.00
464536.40
Freddie Mac
2027-07-15
4.000000
Government Agency Debt
19500000.00
6099078.88
Freddie Mac
2027-10-15
5.000000
Government Agency Debt
8000000.00
657841.46
Freddie Mac
2027-11-15
3.000000
Government Agency Debt
705870.00
751473.20
Freddie Mac
2028-03-15
6.950000
Government Agency Debt
25000000.00
4260591.30
Freddie Mac
2028-04-15
3.000000
Government Agency Debt
3000000.00
1095038.73
Freddie Mac
2028-06-15
3.000000
Government Agency Debt
10000000.00
4923446.29
Freddie Mac
2028-06-15
3.500000
Government Agency Debt
6772443.00
4585612.15
Freddie Mac
2028-07-15
3.500000
Government Agency Debt
5000000.00
2362939.89
Freddie Mac
2028-07-15
6.500000
Government Agency Debt
25000.00
717.01
Freddie Mac
2028-08-15
3.500000
Government Agency Debt
1235000.00
789161.23
Freddie Mac
2028-11-15
3.500000
Government Agency Debt
400000.00
274518.39
Freddie Mac
2028-11-15
4.000000
Government Agency Debt
1695000.00
1165527.22
Freddie Mac
2029-01-15
3.500000
Government Agency Debt
10845000.00
7180555.58
Freddie Mac
2029-02-15
5.500000
Government Agency Debt
3333333.00
2451588.59
Freddie Mac
2029-04-15
4.000000
Government Agency Debt
20000000.00
6424576.20
Freddie Mac
2029-06-15
5.000000
Government Agency Debt
5000000.00
5547403.89
Freddie Mac
2029-06-15
5.500000
Government Agency Debt
245000.00
164259.20
Freddie Mac
2029-09-15
3.500000
Government Agency Debt
7568000.00
8194194.82
Freddie Mac
2029-09-15
3.500000
Government Agency Debt
5136000.00
5551566.31
Freddie Mac
2030-04-15
4.500000
Government Agency Debt
1000000.00
1121844.00
Freddie Mac
2030-10-15
4.250000
Government Agency Debt
63000000.00
599590.47
Freddie Mac
2030-11-15
4.000000
Government Agency Debt
62000000.00
226336.60
Freddie Mac
2031-10-15
5.000000
Government Agency Debt
475000.00
57578.58
Freddie Mac
2031-11-15
4.500000
Government Agency Debt
10000000.00
404991.55
Freddie Mac
2032-01-15
5.000000
Government Agency Debt
20000.00
168.68
Freddie Mac
2032-03-15
5.000000
Government Agency Debt
10200000.00
6018.25
Freddie Mac
2032-06-15
3.750000
Government Agency Debt
19300000.00
2868204.09
Freddie Mac
2032-06-15
5.000000
Government Agency Debt
1200000.00
701568.60
Freddie Mac
2032-07-15
6.000000
Government Agency Debt
14000000.00
5440347.45
Freddie Mac
2032-07-15
6.000000
Government Agency Debt
11372932.00
3059187.94
Freddie Mac
2032-09-15
3.500000
Government Agency Debt
3000000.00
453070.84
Freddie Mac
2032-09-15
6.000000
Government Agency Debt
2000000.00
1335553.44
Freddie Mac
2032-10-15
5.000000
Government Agency Debt
1625000.00
1411264.17
Freddie Mac
2032-10-15
5.250000
Government Agency Debt
19500000.00
5317309.93
Freddie Mac
2032-10-15
5.500000
Government Agency Debt
20000.00
8455.68
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
2100000.00
1549901.89
Freddie Mac
2032-12-15
4.500000
Government Agency Debt
41000000.00
2159396.06
Freddie Mac
2032-12-15
5.500000
Government Agency Debt
14000.00
15795.90
Freddie Mac
2033-01-15
5.500000
Government Agency Debt
18000.00
20795.90
Freddie Mac
2033-02-15
4.500000
Government Agency Debt
10000000.00
1588757.38
Freddie Mac
2033-02-15
5.000000
Government Agency Debt
5072000.00
4868818.24
Freddie Mac
2033-02-15
5.500000
Government Agency Debt
10000000.00
8472302.91
Freddie Mac
2033-02-15
5.500000
Government Agency Debt
16000.00
18734.95
Freddie Mac
2033-02-15
5.500000
Government Agency Debt
10000.00
11549.33
Freddie Mac
2033-03-15
4.000000
Government Agency Debt
43000000.00
2928670.41
Freddie Mac
2033-04-15
5.000000
Government Agency Debt
1025000.00
833957.44
Freddie Mac
2033-04-15
5.500000
Government Agency Debt
2690000.00
1125510.03
Freddie Mac
2033-05-15
5.000000
Government Agency Debt
6590000.00
4902194.92
Freddie Mac
2033-05-15
5.000000
Government Agency Debt
1660000.00
1083619.72
Freddie Mac
2033-05-15
5.000000
Government Agency Debt
1400000.00
719711.95
Freddie Mac
2033-05-15
5.500000
Government Agency Debt
1000000.00
1030543.56
Freddie Mac
2033-05-15
5.500000
Government Agency Debt
5000.00
5710.05
Freddie Mac
2033-06-15
5.000000
Government Agency Debt
3000000.00
1974075.05
Freddie Mac
2033-06-15
5.000000
Government Agency Debt
1821000.00
1407328.94
Freddie Mac
2033-07-15
1.614000
Government Agency Debt
5000000.00
5063760.83
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
2000000.00
2354853.56
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
1000.00
1134.29
Freddie Mac
2033-07-15
5.500000
Government Agency Debt
6716000.00
2677664.96
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
5310000.00
5936069.06
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
4000000.00
2194000.10
Freddie Mac
2033-09-15
5.500000
Government Agency Debt
9000.00
10541.61
Freddie Mac
2033-09-15
5.500000
Government Agency Debt
9000.00
6408.89
Freddie Mac
2033-10-15
5.500000
Government Agency Debt
19000.00
22268.43
Freddie Mac
2033-11-15
6.000000
Government Agency Debt
20830255.00
1542138.23
Freddie Mac
2033-12-15
5.500000
Government Agency Debt
2950000.00
3144123.44
Freddie Mac
2033-12-15
5.500000
Government Agency Debt
12000.00
12929.71
Freddie Mac
2033-12-15
5.500000
Government Agency Debt
9000.00
10151.96
Freddie Mac
2034-01-15
4.000000
Government Agency Debt
112000.00
15960.01
Freddie Mac
2034-01-15
5.000000
Government Agency Debt
5900000.00
6675311.79
Freddie Mac
2034-02-15
5.500000
Government Agency Debt
5000.00
5727.50
Freddie Mac
2034-03-15
6.000000
Government Agency Debt
50000000.00
8719161.49
Freddie Mac
2034-04-15
5.000000
Government Agency Debt
3890000.00
3879260.64
Freddie Mac
2034-04-15
6.000000
Government Agency Debt
1000000.00
1089565.33
Freddie Mac
2034-05-15
5.500000
Government Agency Debt
30000.00
34725.29
Freddie Mac
2034-05-15
6.000000
Government Agency Debt
28700000.00
5138058.92
Freddie Mac
2034-06-15
5.500000
Government Agency Debt
8000.00
9128.08
Freddie Mac
2034-06-15
6.000000
Government Agency Debt
11692000.00
5820076.94
Freddie Mac
2034-07-15
5.000000
Government Agency Debt
56792740.00
521122.47
Freddie Mac
2034-07-15
6.000000
Government Agency Debt
4000000.00
4838485.33
Freddie Mac
2034-08-15
5.000000
Government Agency Debt
2000000.00
2067847.56
Freddie Mac
2034-08-15
5.500000
Government Agency Debt
1737000.00
2040328.06
Freddie Mac
2034-09-15
4.000000
Government Agency Debt
18850000.00
3890777.98
Freddie Mac
2034-09-15
5.000000
Government Agency Debt
2475000.00
377985.61
Freddie Mac
2034-10-15
5.000000
Government Agency Debt
4300000.00
4328521.17
Freddie Mac
2034-12-15
5.000000
Government Agency Debt
3125000.00
3145410.11
Freddie Mac
2035-02-15
4.500000
Government Agency Debt
12000000.00
2949357.60
Freddie Mac
2035-02-15
5.000000
Government Agency Debt
9000.00
10187.12
Freddie Mac
2035-06-15
6.000000
Government Agency Debt
6100000.00
6599958.03
Freddie Mac
2035-06-15
6.000000
Government Agency Debt
41000000.00
184799.24
Freddie Mac
2035-08-15
6.000000
Government Agency Debt
55020000.00
1467889.42
Freddie Mac
2035-08-15
6.000000
Government Agency Debt
200000.00
193225.86
Freddie Mac
2035-10-15
6.000000
Government Agency Debt
163210000.00
3064119.18
Freddie Mac
2035-11-15
3.500000
Government Agency Debt
10000000.00
5913946.49
Freddie Mac
2036-02-15
6.000000
Government Agency Debt
6667498.00
1100390.60
Freddie Mac
2036-03-15
0.584000
Government Agency Debt
4000000.00
1348657.15
Freddie Mac
2036-03-15
6.000000
Government Agency Debt
55000000.00
1032240.30
Freddie Mac
2036-04-15
0.564000
Government Agency Debt
3000000.00
1073023.64
Freddie Mac
2036-04-15
5.500000
Government Agency Debt
5000000.00
5838177.78
Freddie Mac
2036-06-15
3.500000
Government Agency Debt
10000000.00
6098213.35
Freddie Mac
2036-06-15
4.500000
Government Agency Debt
25000.00
11757.42
Freddie Mac
2036-07-15
6.000000
Government Agency Debt
2100000.00
2475648.70
Freddie Mac
2036-08-15
0.714000
Government Agency Debt
4980000.00
187647.51
Freddie Mac
2036-08-15
4.000000
Government Agency Debt
22600000.00
3229510.81
Freddie Mac
2036-09-15
5.500000
Government Agency Debt
4000000.00
4683622.22
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
5099000.00
6194567.74
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
4000000.00
4590137.33
Freddie Mac
2036-11-15
5.750000
Government Agency Debt
4000000.00
4760479.78
Freddie Mac
2037-03-15
5.500000
Government Agency Debt
6106500.00
7015828.41
Freddie Mac
2037-04-15
5.500000
Government Agency Debt
4000000.00
4784638.22
Freddie Mac
2037-05-15
5.500000
Government Agency Debt
6767000.00
8066511.37
Freddie Mac
2037-06-15
0.664000
Government Agency Debt
2770000.00
817004.56
Freddie Mac
2037-06-15
6.000000
Government Agency Debt
6000000.00
5007695.17
Freddie Mac
2037-07-15
6.000000
Government Agency Debt
6000000.00
6945218.00
Freddie Mac
2037-07-15
6.000000
Government Agency Debt
1000000.00
1158462.33
Freddie Mac
2037-07-15
6.000000
Government Agency Debt
798.00
203.12
Freddie Mac
2037-12-15
5.000000
Government Agency Debt
470000.00
236501.16
Freddie Mac
2038-01-15
6.000000
Government Agency Debt
5500000.00
6144601.83
Freddie Mac
2038-03-15
4.500000
Government Agency Debt
15000000.00
4518377.90
Freddie Mac
2038-06-15
5.000000
Government Agency Debt
2400000.00
622127.87
Freddie Mac
2038-07-15
5.000000
Government Agency Debt
2000000.00
2206647.56
Freddie Mac
2039-04-15
5.000000
Government Agency Debt
920000.00
352779.31
Freddie Mac
2039-04-15
5.500000
Government Agency Debt
5250000.00
2796734.44
Freddie Mac
2039-05-15
4.500000
Government Agency Debt
14000000.00
4731045.58
Freddie Mac
2039-10-15
2.250000
Government Agency Debt
5650000.00
5325458.55
Freddie Mac
2040-01-15
3.500000
Government Agency Debt
2000000.00
1933781.71
Freddie Mac
2040-02-15
2.000000
Government Agency Debt
6945000.00
5555609.90
Freddie Mac
2040-03-15
2.750000
Government Agency Debt
10200000.00
8819277.03
Freddie Mac
2040-07-15
4.500000
Government Agency Debt
5000000.00
5671850.00
Freddie Mac
2040-11-15
3.500000
Government Agency Debt
154000.00
163631.03
Freddie Mac
2041-03-15
2.500000
Government Agency Debt
10000000.00
3659834.17
Freddie Mac
2041-04-15
2.000000
Government Agency Debt
350000.00
305260.40
Freddie Mac
2041-07-15
2.250000
Government Agency Debt
8800000.00
4494587.28
Freddie Mac
2041-07-15
3.000000
Government Agency Debt
650000.00
556006.89
Freddie Mac
2041-09-15
2.000000
Government Agency Debt
4750000.00
4471561.48
Freddie Mac
2042-02-15
2.000000
Government Agency Debt
1711000.00
1640832.08
Freddie Mac
2042-02-15
3.000000
Government Agency Debt
20000.00
18394.48
Freddie Mac
2042-05-15
4.000000
Government Agency Debt
6100000.00
6631793.26
Freddie Mac
2042-06-15
4.000000
Government Agency Debt
6109000.00
6857274.44
Freddie Mac
2042-08-15
3.000000
Government Agency Debt
3251000.00
3278515.38
Freddie Mac
2047-10-15
4.500000
Government Agency Debt
30000000.00
2323620.93
GNMA
2023-09-20
5.500000
Government Agency Debt
12000.00
13186.97
GNMA
2023-11-25
6.000000
Government Agency Debt
5000.00
1222.86
GNMA
2024-03-25
1.875000
Government Agency Debt
5560000.00
361171.29
GNMA
2026-02-16
4.000000
Government Agency Debt
900232.00
1020565.31
GNMA
2026-09-20
7.500000
Government Agency Debt
14000.00
504.62
GNMA
2026-11-16
4.000000
Government Agency Debt
3569128.00
4047980.85
GNMA
2029-02-16
1.064000
Government Agency Debt
10321666.00
815701.34
GNMA
2030-07-17
0.457500
Government Agency Debt
63971969.00
1012090.97
GNMA
2031-10-20
6.000000
Government Agency Debt
49000.00
13485.78
GNMA
2031-11-16
5.500000
Government Agency Debt
5000.00
833.17
GNMA
2031-12-16
5.500000
Government Agency Debt
10000.00
7246.86
GNMA
2032-01-20
4.500000
Government Agency Debt
96000000.00
2805975.95
GNMA
2032-01-20
5.000000
Government Agency Debt
34000.00
34541.00
GNMA
2032-02-16
5.000000
Government Agency Debt
20000000.00
540386.51
GNMA
2032-03-20
6.000000
Government Agency Debt
3000.00
265.43
GNMA
2032-05-20
5.500000
Government Agency Debt
9000.00
6135.96
GNMA
2032-07-16
1.852000
Government Agency Debt
1000000.00
509197.32
GNMA
2032-07-20
6.000000
Government Agency Debt
1000.00
261.91
GNMA
2032-11-20
5.500000
Government Agency Debt
7000.00
7314.29
GNMA
2032-11-20
5.500000
Government Agency Debt
5000.00
5530.66
GNMA
2032-12-20
5.500000
Government Agency Debt
56000.00
47768.50
GNMA
2033-02-20
0.661000
Government Agency Debt
10000000.00
682415.52
GNMA
2033-03-20
5.000000
Government Agency Debt
12000.00
9166.50
GNMA
2033-03-20
5.500000
Government Agency Debt
15700.00
17541.02
GNMA
2033-04-20
4.500000
Government Agency Debt
12000.00
13336.79
GNMA
2033-05-16
0.564000
Government Agency Debt
50000000.00
2437457.01
GNMA
2033-07-20
5.000000
Government Agency Debt
8000.00
9558.59
GNMA
2033-07-20
5.000000
Government Agency Debt
2000.00
2306.18
GNMA
2033-07-20
5.500000
Government Agency Debt
10000.00
7266.40
GNMA
2033-08-20
5.500000
Government Agency Debt
10000.00
12171.07
GNMA
2033-09-20
4.000000
Government Agency Debt
5800000.00
4291480.41
GNMA
2033-10-20
5.500000
Government Agency Debt
65000.00
78147.39
GNMA
2033-12-20
4.000000
Government Agency Debt
7434221.00
2360314.69
GNMA
2034-07-20
5.500000
Government Agency Debt
192686.00
95344.06
GNMA
2034-09-16
3.000000
Government Agency Debt
2500000.00
2665916.67
GNMA
2034-10-20
4.000000
Government Agency Debt
10000000.00
257984.76
GNMA
2034-10-20
5.000000
Government Agency Debt
150000.00
173566.17
GNMA
2034-12-20
5.000000
Government Agency Debt
5000.00
5481.80
GNMA
2035-02-20
5.000000
Government Agency Debt
121000.00
141013.37
GNMA
2035-05-18
5.000000
Government Agency Debt
12000.00
12599.28
GNMA
2035-05-20
5.500000
Government Agency Debt
2000000.00
252543.51
GNMA
2035-06-16
4.500000
Government Agency Debt
1650000.00
979373.31
GNMA
2035-06-20
2.782500
Government Agency Debt
2892079.00
734495.94
GNMA
2035-07-20
4.000000
Government Agency Debt
1894000.00
639698.80
GNMA
2035-07-20
5.000000
Government Agency Debt
4150000.00
4398874.58
GNMA
2035-07-20
5.000000
Government Agency Debt
75000.00
86708.53
GNMA
2035-09-20
5.000000
Government Agency Debt
33000.00
39685.86
GNMA
2036-01-20
5.000000
Government Agency Debt
500000.00
199120.49
GNMA
2036-06-20
5.000000
Government Agency Debt
199000.00
225003.68
GNMA
2036-07-16
5.000000
Government Agency Debt
22000.00
24469.87
GNMA
2036-07-20
5.250000
Government Agency Debt
117000.00
100339.15
GNMA
2036-07-20
6.000000
Government Agency Debt
6500000.00
7718674.17
GNMA
2036-07-20
6.000000
Government Agency Debt
2548225.00
3040591.34
GNMA
2036-08-20
4.500000
Government Agency Debt
500000.00
550040.00
GNMA
2036-09-20
4.500000
Government Agency Debt
500000.00
277350.73
GNMA
2037-01-20
3.500000
Government Agency Debt
1175000.00
286116.27
GNMA
2037-01-20
4.000000
Government Agency Debt
30000.00
6457.79
GNMA
2037-01-20
4.250000
Government Agency Debt
1969674.00
589651.16
GNMA
2037-05-20
3.500000
Government Agency Debt
920000.00
248404.44
GNMA
2037-06-20
5.500000
Government Agency Debt
108000.00
127593.74
GNMA
2037-07-16
5.250000
Government Agency Debt
51000.00
59919.45
GNMA
2037-07-20
4.500000
Government Agency Debt
2000000.00
2178006.00
GNMA
2037-08-20
5.750000
Government Agency Debt
6000.00
6992.08
GNMA
2037-10-16
5.250000
Government Agency Debt
410000.00
154258.57
GNMA
2037-11-20
5.000000
Government Agency Debt
12000.00
13490.75
GNMA
2038-01-20
5.250000
Government Agency Debt
2000.00
2340.17
GNMA
2038-03-20
5.000000
Government Agency Debt
4000.00
4513.69
GNMA
2038-04-20
3.500000
Government Agency Debt
2500000.00
2131156.18
GNMA
2038-04-20
5.500000
Government Agency Debt
50000.00
58097.58
GNMA
2038-05-16
5.000000
Government Agency Debt
54000.00
61902.83
GNMA
2038-06-20
1.007500
Government Agency Debt
1400000.00
308357.61
GNMA
2038-06-20
5.500000
Government Agency Debt
10000.00
11977.69
GNMA
2038-06-20
5.500000
Government Agency Debt
4000.00
4932.48
GNMA
2038-06-20
6.000000
Government Agency Debt
239000.00
279423.11
GNMA
2038-08-20
3.500000
Government Agency Debt
6915333.00
6532792.23
GNMA
2038-09-20
4.000000
Government Agency Debt
2200000.00
2449909.49
GNMA
2038-09-20
4.000000
Government Agency Debt
600000.00
463505.72
GNMA
2038-09-20
6.000000
Government Agency Debt
8000.00
8571.88
GNMA
2038-12-20
5.000000
Government Agency Debt
4000.00
4509.62
GNMA
2039-01-20
4.500000
Government Agency Debt
50000.00
27005.93
GNMA
2039-02-16
5.000000
Government Agency Debt
3000.00
3502.42
GNMA
2039-02-20
4.000000
Government Agency Debt
5000000.00
5364231.11
GNMA
2039-03-20
0.857500
Government Agency Debt
15000000.00
5742115.95
GNMA
2039-04-16
4.000000
Government Agency Debt
5000.00
1958.87
GNMA
2039-04-16
4.500000
Government Agency Debt
5000.00
5807.06
GNMA
2039-04-20
4.000000
Government Agency Debt
9000000.00
4222766.71
GNMA
2039-05-16
4.500000
Government Agency Debt
22000.00
3665.44
GNMA
2039-06-16
4.000000
Government Agency Debt
5000.00
1822.09
GNMA
2039-06-16
4.500000
Government Agency Debt
11000.00
4514.32
GNMA
2039-06-20
3.500000
Government Agency Debt
2500000.00
2154417.68
GNMA
2039-06-20
4.000000
Government Agency Debt
2500000.00
1055659.63
GNMA
2039-06-20
4.500000
Government Agency Debt
3478.00
4007.49
GNMA
2039-06-20
5.000000
Government Agency Debt
95000.00
115121.55
GNMA
2039-06-20
5.000000
Government Agency Debt
25000.00
29706.62
GNMA
2039-08-20
2.500000
Government Agency Debt
6275000.00
5355296.50
GNMA
2039-10-20
3.500000
Government Agency Debt
8436138.00
4980869.46
GNMA
2039-12-16
5.000000
Government Agency Debt
3500000.00
970873.23
GNMA
2040-05-16
4.000000
Government Agency Debt
7342000.00
8247218.84
GNMA
2040-11-20
5.000000
Government Agency Debt
12600000.00
8089343.01
GNMA
2040-12-20
4.500000
Government Agency Debt
212000.00
246403.36
GNMA
2040-12-20
4.500000
Government Agency Debt
30000.00
34743.99
GNMA
2041-02-20
4.500000
Government Agency Debt
6000.00
6944.78
GNMA
2041-06-20
2.000000
Government Agency Debt
5339000.00
5080651.72
GNMA
2041-06-20
3.500000
Government Agency Debt
4000000.00
3804179.53
GNMA
2041-07-20
4.000000
Government Agency Debt
2263000.00
2503306.21
GNMA
2042-11-20
2.000000
Government Agency Debt
4484000.00
4267024.22
GNMA
2045-12-16
3.960000
Government Agency Debt
250000.00
273879.50
GNMA
2046-10-16
4.800000
Government Agency Debt
5000000.00
5725808.33
GNMA
2047-03-16
2.281900
Government Agency Debt
7000000.00
7254861.27
GNMA
2051-02-16
3.945600
Government Agency Debt
5675084.00
6299090.13
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
950000000.00
950000000.00
0.0265
N
950000000.00
950000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.580000%
988RJQ000_0.5800_M121203_2M49
0000728612
Other Repurchase Agreement
N
ATHILON CAPITAL CORP.
2048-06-20
2.688000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
10200000.00
6929689.60
BEAZER HOMES USA INC
2018-04-15
6.625000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
10075000.00
10929800.78
HALCON RES CORP
2021-05-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
7842200.00
8202287.68
HUDBAY MINERALS INC
2020-10-01
9.500000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
8478000.00
8944290.00
LARERDO PETE INC
2022-05-01
7.375000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
3151552.00
3430278.32
TENET HEALTHCARE CORP
2020-02-01
6.750000
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
7445000.00
7563654.69
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
40000000.00
40000000.00
0.0011
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
N
40000000.00
40000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.180000%
992JYF009_0.1800_M121205_2M49
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-04-15
0.764000
Government Agency Debt
196288667.00
106090000.08
First Tier Security
N/A
N/A
2012-12-05
2012-12-05
N
N
N
103000000.00
103000000.00
0.0029
N
102998970.00
102998970.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000%
992JYF009_0.2000_M121203_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-10-25
4.000000
Government Agency Debt
90800000.00
76739071.15
Fannie Mae
2042-03-25
1.500000
Government Agency Debt
82212855.00
78942663.62
GNMA
2038-06-20
2.500000
Government Agency Debt
40042782.00
35066507.70
GNMA
2040-09-20
0.657500
Government Agency Debt
27676928.00
20401757.63
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
205000000.00
205000000.00
0.0057
N
205000000.00
205000000.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.400000%
59157TP49
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-04
2013-02-04
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
60000000.00
59958000.00
0.0017
N
59978400.00
59978400.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.400000%
59157TPB3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-11
2013-02-11
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
30100000.00
30076588.89
0.0008
N
30087659.00
30087659.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.400000%
59157TPL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-20
2013-02-20
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
29000000.00
28974544.45
0.0008
N
28986080.00
28986080.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.320000%
59157TQR7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-25
2013-03-25
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
7000000.00
6993031.11
0.0002
N
6994540.00
6994540.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.535000%
60681P6N9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
N
140000000.00
140000000.00
0.0039
N
140050400.00
140050400.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.540000%
60681P6P4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
N
57000000.00
57000000.00
0.0016
N
57021090.00
57021090.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.500000%
60681P7A6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-18
2013-01-18
N
N
N
6000000.00
6000000.00
0.0002
N
6002520.00
6002520.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.530000%
60681P7H1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
N
85000000.00
85000000.00
0.0024
N
85045900.00
85045900.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.485000%
60682AAT3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
21000000.00
21000000.00
0.0006
N
21011340.00
21011340.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.480000%
60682AAU0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
40000000.00
40000000.00
0.0011
N
40021200.00
40021200.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.315000%
60682AAW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
N
N
N
176000000.00
176000000.00
0.0049
N
176003520.00
176003520.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.410000%
60682ABB1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
12000000.00
12000000.00
0.0003
N
12004440.00
12004440.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.400000%
60682ABC9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-02
2013-04-02
N
N
N
13000000.00
13000000.00
0.0004
N
13004420.00
13004420.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.350000%
60682ABX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-08
2013-05-08
N
N
N
1000000.00
1000000.00
0.0000
N
1000090.00
1000090.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.260000%
60687G3B2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-28
2013-01-28
N
N
N
10000000.00
10000000.00
0.0003
N
10000700.00
10000700.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.250000%
60687G3S5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-15
2013-02-15
N
N
N
99000000.00
99000000.00
0.0028
N
98996040.00
98996040.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.250000%
60687G4B1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-28
2013-02-28
N
N
N
15000000.00
15000000.00
0.0004
N
14999250.00
14999250.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.510000%
60687GD70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-18
2012-12-18
N
N
N
11000000.00
11000822.46
0.0003
N
11001760.00
11001760.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.320000%
60687GW61
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-06
2012-12-06
N
N
N
23000000.00
23000000.00
0.0006
N
23000460.00
23000460.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.310000%
60687GY51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-20
2012-12-20
N
N
N
155000000.00
155000000.00
0.0043
N
155010850.00
155010850.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.310000%
60687GY85
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-20
2012-12-20
N
N
N
5000000.00
5000000.00
0.0001
N
5000350.00
5000350.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.190000%
992JYJ001_0.1900_M121204_2M49
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-06-01
6.000000
Government Agency Debt
107100000.00
24894367.98
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
82531438.00
19484382.26
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
76059306.00
25512552.72
Fannie Mae
2040-01-01
5.000000
Government Agency Debt
18500506.00
18098511.88
Fannie Mae
2040-03-01
5.000000
Government Agency Debt
39083308.00
24859124.14
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
24709000.00
23829290.38
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
1709.00
1771.39
First Tier Security
N/A
N/A
2012-12-04
2012-12-04
N
N
N
134000000.00
134000000.00
0.0037
N
134000000.00
134000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.190000%
992JYJ001_0.1900_M121205_2M49
0000068136
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-11-01
2.500000
Government Agency Debt
5588419.00
5849011.95
Freddie Mac
2041-08-01
4.000000
Government Agency Debt
204110507.00
152133453.84
Freddie Mac
2042-05-01
3.500000
Government Agency Debt
94538041.00
95997534.77
First Tier Security
N/A
N/A
2012-12-05
2012-12-05
N
N
N
249000000.00
249000000.00
0.0069
N
248997510.00
248997510.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.210000%
992JYJ001_0.2100_M121203_2M49
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-04-01
3.000000
Government Agency Debt
11844112.00
11435405.99
Fannie Mae
2027-05-01
3.000000
Government Agency Debt
7732475.00
7897057.87
Fannie Mae
2036-07-01
4.500000
Government Agency Debt
11723228.00
11337223.80
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
8828402.00
9411736.38
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
10014160.00
11005908.80
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
50000000.00
50000000.00
0.0014
N
50000000.00
50000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.220000%
63253TRN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-06
2013-02-06
N
N
N
305000000.00
305000000.00
0.0085
N
305000000.00
305000000.00
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
2000180.00
2000180.00
National Australia Bank Ltd
National Australia Bank Ltd 0.410000%
972WCD003
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
N
N
7000000.00
7000000.00
0.0002
N
7001610.00
7001610.00
National Australia Bank Ltd
National Australia Bank Ltd 0.360000%
988KLW009
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-11
2013-07-11
N
N
N
161000000.00
161000000.00
0.0045
N
161069230.00
161069230.00
National Australia Bank Ltd
National Australia Bank Ltd 0.340000%
988NJU000
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-23
2013-07-23
N
N
N
123000000.00
123000000.00
0.0034
N
123040590.00
123040590.00
National Australia Bank Ltd
National Australia Bank Ltd 0.350000%
988QKC001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
69000000.00
69000000.00
0.0019
N
69018630.00
69018630.00
Nationwide Building Society
Nationwide Building Society 0.340000%
6385E0N33
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-03
2013-01-03
N
N
N
38000000.00
37988874.44
0.0011
N
37991640.00
37991640.00
Nationwide Building Society
Nationwide Building Society 0.450000%
6385E0NA7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-10
2013-01-10
N
N
N
128000000.00
127939200.00
0.0036
N
127964160.00
127964160.00
Nationwide Building Society
Nationwide Building Society 0.380000%
6385E0NH2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-17
2013-01-17
N
N
N
10000000.00
9995250.00
0.0003
N
9996600.00
9996600.00
New York State HFA
Housing RB (2180 Broadway) Series 2011B 0.190000%
64986UGU5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
5450000.00
5450000.00
0.0002
N
5450000.00
5450000.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.270000%
65409RNG1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-16
2013-01-16
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
129000000.00
128957430.00
0.0036
N
128967750.00
128967750.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.240000%
65558EDC9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-14
2013-02-14
N
N
N
248000000.00
248000000.00
0.0069
N
248004960.00
248004960.00
Nordea North America, Inc
Nordea North America, Inc 0.340000%
6555P0P11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
Y
Nordea Bank AB
N/A
N/A
N
35000000.00
34980166.67
0.0010
N
34988450.00
34988450.00
Nordea North America, Inc
Nordea North America, Inc 0.360000%
6555P0PK9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-19
2013-02-19
N
Y
Nordea Bank AB
N/A
N/A
N
14000000.00
13989080.00
0.0004
N
13993000.00
13993000.00
Nordea North America, Inc
Nordea North America, Inc 0.350000%
6555P0PR4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-25
2013-02-25
N
Y
Nordea Bank AB
N/A
N/A
N
103000000.00
102915883.32
0.0029
N
102941290.00
102941290.00
Nordea North America, Inc
Nordea North America, Inc 0.350000%
6555P0PT0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-27
2013-02-27
N
Y
Nordea Bank AB
N/A
N/A
N
310000000.00
309740805.59
0.0086
N
309817100.00
309817100.00
NRW.BANK
NRW.BANK 0.210000%
62939LM55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-05
2012-12-05
N
N
N
105000000.00
104998775.01
0.0029
N
104996850.00
104996850.00
Rabobank Nederland
Rabobank Nederland 0.300000%
21684BAD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-14
2013-05-14
N
N
N
330000000.00
330000000.00
0.0092
N
329970300.00
329970300.00
Rabobank Nederland
Rabobank Nederland 0.300000%
21684BAR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
N
128000000.00
128000000.00
0.0036
N
128000000.00
128000000.00
Rabobank Nederland
Rabobank Nederland 0.510000%
74977JRQ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-23
2013-01-23
N
N
N
34000000.00
34000000.00
0.0009
N
34017680.00
34017680.00
Rabobank Nederland
Rabobank Nederland 0.480000%
74977JRZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
35000000.00
35000000.00
0.0010
N
35023800.00
35023800.00
Rabobank Nederland
Rabobank Nederland 0.370000%
74977JSD5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
N
N
N
3000000.00
3000000.00
0.0001
N
3001170.00
3001170.00
Rabobank Nederland
Rabobank Nederland 0.360000%
74977JSF0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-17
2013-04-17
N
N
N
32000000.00
32000000.00
0.0009
N
32012160.00
32012160.00
Rabobank Nederland
Rabobank Nederland 0.310000%
74977JSL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-07
2013-05-07
N
N
N
9000000.00
9000000.00
0.0003
N
8999640.00
8999640.00
Rabobank Nederland
Rabobank Nederland 0.390000%
74977KR19
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-01
2013-04-01
N
N
N
50000000.00
49935541.66
0.0014
N
49962500.00
49962500.00
Rabobank USA Financial Corp
Rabobank USA Financial Corp 0.500000%
74977KP11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
Y
Rabobank Nederland
N/A
N/A
N
9000000.00
8992500.00
0.0003
N
8997120.00
8997120.00
Rabobank USA Financial Corp
Rabobank USA Financial Corp 0.480000%
74977KP52
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
Y
Rabobank Nederland
N/A
N/A
N
2000000.00
1998293.33
0.0001
N
1999320.00
1999320.00
Rabobank USA Financial Corp
Rabobank USA Financial Corp 0.330000%
74977KRF8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-15
2013-04-15
N
Y
Rabobank Nederland
N/A
N/A
N
23000000.00
22971959.16
0.0006
N
22979070.00
22979070.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.470000%
74927JM75
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
35000000.00
34998172.22
0.0010
N
34998950.00
34998950.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.490000%
74927JMJ9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-18
2012-12-18
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
37000000.00
36992445.83
0.0010
N
36996670.00
36996670.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.450000%
74927JN41
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-04
2013-01-04
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
14000000.00
13994400.00
0.0004
N
13997200.00
13997200.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.440000%
74927JNA7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-10
2013-01-10
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
35000000.00
34983744.44
0.0010
N
34991250.00
34991250.00
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
1999786.67
0.0001
N
1999880.00
1999880.00
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
28996375.00
0.0008
N
28997970.00
28997970.00
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
46992950.00
0.0013
N
46996240.00
46996240.00
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
43926471.11
0.0012
N
43971400.00
43971400.00
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
73875022.23
0.0021
N
73951900.00
73951900.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.520000%
7562E0UB0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-11
2013-07-11
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
10250000.00
10217427.78
0.0003
N
10230422.50
10230422.50
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.520000%
7562E0UK0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-19
2013-07-19
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
8000000.00
7973653.33
0.0002
N
7982880.00
7982880.00
Royal Bank of Canada
Royal Bank of Canada 0.404000%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2013-01-04
2013-12-04
N
N
N
243000000.00
243000000.00
0.0068
N
243014580.00
243014580.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.220000%
82124LN40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-04
2013-01-04
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
19000000.00
18996284.44
0.0005
N
18996580.00
18996580.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124LNQ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-24
2013-01-24
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
5000000.00
4998194.45
0.0001
N
4998500.00
4998500.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124LP55
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
13000000.00
12994222.22
0.0004
N
12994930.00
12994930.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.250000%
82124LPS5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-26
2013-02-26
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
7000000.00
6995868.06
0.0002
N
6996080.00
6996080.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.260000%
83050TMC2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-12
2012-12-12
N
N
N
5000000.00
4999675.00
0.0001
N
4999850.00
4999850.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83050TNN7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-22
2013-01-22
N
N
N
9000000.00
8996875.00
0.0003
N
8997840.00
8997840.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.270000%
83050TQ12
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
8000000.00
7994720.00
0.0002
N
7994720.00
7994720.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.315000%
83051A7F2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-21
2012-12-21
N
N
N
139000000.00
139000000.00
0.0039
N
139016680.00
139016680.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HDJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-06
2013-03-06
N
N
N
60000000.00
60000000.00
0.0017
N
59995200.00
59995200.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.280000%
83051HDM5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
N
75000000.00
75000000.00
0.0021
N
74994000.00
74994000.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.370000%
83051HED4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
5000000.00
5000000.00
0.0001
N
5000000.00
5000000.00
Societe Generale
Societe Generale 0.380000%
83369THD2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-04
2013-02-04
N
N
N
354000000.00
354000000.00
0.0099
N
354046020.00
354046020.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.200000%
8574P07D4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-14
2012-12-14
N
N
N
96000000.00
96000000.00
0.0027
N
96003840.00
96003840.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.200000%
8574P07E2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-12
2012-12-12
N
N
N
47000000.00
47000000.00
0.0013
N
47001880.00
47001880.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.180000%
8574P07G7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-06
2012-12-06
N
N
N
121000000.00
121000000.00
0.0034
N
121002420.00
121002420.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.190000%
8574P1AG1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-15
2013-01-15
N
N
N
74000000.00
74000000.00
0.0021
N
74002960.00
74002960.00
State Street Corp
State Street Corp 0.230000%
85747JN94
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-09
2013-01-09
N
N
N
92000000.00
91978252.23
0.0026
N
91984360.00
91984360.00
State Street Corp
State Street Corp 0.230000%
85747JQ59
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
3000000.00
2998236.67
0.0001
N
2998650.00
2998650.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DA26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
9000000.00
9000000.00
0.0003
N
9000000.00
9000000.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.400000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-03
2013-01-04
N
N
N
116000000.00
116000000.00
0.0032
N
116039440.00
116039440.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DE97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-13
2013-05-13
N
N
N
6000000.00
6000000.00
0.0002
N
5999700.00
5999700.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DF62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-15
2013-05-15
N
N
N
29000000.00
29000000.00
0.0008
N
28998550.00
28998550.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DF96
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-20
2013-05-20
N
N
N
11000000.00
11000000.00
0.0003
N
10999450.00
10999450.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.340000%
86562DH29
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-21
2013-05-21
N
N
N
43000000.00
43000000.00
0.0012
N
42997850.00
42997850.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.510000%
86562DLA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
N
81000000.00
81000000.00
0.0023
N
81025110.00
81025110.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.490000%
86562DMR8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-18
2013-01-18
N
N
N
89000000.00
88999432.82
0.0025
N
89032930.00
89032930.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.470000%
86562DNU0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-28
2013-01-28
N
N
N
23000000.00
23000000.00
0.0006
N
23009430.00
23009430.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.470000%
86562DNZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
16000000.00
16000000.00
0.0004
N
16006080.00
16006080.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.460000%
86562DPD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-06
2013-02-06
N
N
N
133000000.00
133000000.00
0.0037
N
133053200.00
133053200.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.360000%
86562DRF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-21
2012-12-21
N
N
N
108000000.00
108002077.72
0.0030
N
108010800.00
108010800.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.360000%
86562DSF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-28
2012-12-28
N
N
N
9000000.00
9000561.45
0.0003
N
9001170.00
9001170.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.310000%
86562DTG5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-10
2012-12-10
N
N
N
1000000.00
1000000.00
0.0000
N
1000030.00
1000030.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562DUA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-13
2012-12-13
N
N
N
176000000.00
176000000.00
0.0049
N
176007040.00
176007040.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562DUQ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-18
2012-12-18
N
N
N
177000000.00
177000000.00
0.0049
N
177008850.00
177008850.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DXZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-15
2013-04-15
N
N
N
8000000.00
8000000.00
0.0002
N
8001200.00
8001200.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DYR5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-22
2013-04-22
N
N
N
3000000.00
3000000.00
0.0001
N
3000480.00
3000480.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DYT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-04-22
2013-04-22
N
N
N
3000000.00
3000000.00
0.0001
N
3000480.00
3000480.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DZT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
141000000.00
141000000.00
0.0039
N
141000000.00
141000000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.340000%
86562WM70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-18
2012-12-18
N
N
N
153000000.00
153000000.00
0.0043
N
153010710.00
153010710.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.320000%
86562WN95
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
20000000.00
20000000.00
0.0006
N
20001800.00
20001800.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.290000%
86562WQ76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-25
2013-01-25
N
N
N
158000000.00
158000000.00
0.0044
N
158017380.00
158017380.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.260000%
86562WS41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-04
2013-02-04
N
N
N
5000000.00
5000000.00
0.0001
N
5000100.00
5000100.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.265000%
86562WV54
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-14
2013-03-14
N
N
N
16000000.00
16000000.00
0.0004
N
15999840.00
15999840.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.240000%
86958CKU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-17
2013-01-17
N
N
N
15000000.00
15000000.00
0.0004
N
15000600.00
15000600.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.230000%
86958CLK8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-23
2013-01-23
N
N
N
128000000.00
128000000.00
0.0036
N
128003840.00
128003840.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.240000%
86958CLS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-14
2013-02-14
N
N
N
217000000.00
217000000.00
0.0060
N
216995660.00
216995660.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.235000%
86958CMX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-21
2013-02-21
N
N
N
122000000.00
122000000.00
0.0034
N
121996340.00
121996340.00
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.210000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
3000000.00
3000000.00
0.0001
N
3000000.00
3000000.00
Texas
TRAN Series 2012 0.180000%
46636YW48
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
100000000.00
100000000.00
0.0028
N
100000000.00
100000000.00
Texas
TRAN Series 2012 0.180000%
46636YW63
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
86995000.00
86995000.00
0.0024
N
86995000.00
86995000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.260000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
Y
Texas
N/A
N/A
N
N
32000000.00
32000000.00
0.0009
N
32000000.00
32000000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.260000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
Y
Texas
N/A
N/A
N
N
23410000.00
23410000.00
0.0007
N
23410000.00
23410000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.330000%
88602TR88
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-08
2013-04-08
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
40131000.00
40084648.70
0.0011
N
40110131.88
40110131.88
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112WCZ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-16
2013-01-16
N
N
N
117000000.00
116998570.26
0.0033
N
116998830.00
116998830.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.230000%
89112WFP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-05
2013-03-05
N
N
N
8000000.00
8000000.00
0.0002
N
7999760.00
7999760.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112WJE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-15
2013-02-15
N
N
N
8000000.00
8000000.00
0.0002
N
7999840.00
7999840.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.180000%
89112WJR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-18
2012-12-18
N
N
N
165000000.00
165000000.00
0.0046
N
164998350.00
164998350.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.298500%
89112X2N4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-27
2013-05-28
N
N
N
58000000.00
58000000.00
0.0016
N
58018560.00
58018560.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.299000%
89112X3E3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-31
2013-05-29
N
N
N
165000000.00
165000000.00
0.0046
N
165054450.00
165054450.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.297500%
89112XP90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-20
2013-04-22
N
N
N
222000000.00
222000000.00
0.0062
N
222066600.00
222066600.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.300000%
89112XT47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-25
2013-01-25
N
N
N
83000000.00
83000000.00
0.0023
N
83011620.00
83011620.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.290000%
89112XV36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-08
2013-02-08
N
N
N
260000000.00
260000000.00
0.0072
N
260031200.00
260031200.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.297500%
89112XZ99
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-20
2013-05-20
N
N
N
334000000.00
334000000.00
0.0093
N
334100200.00
334100200.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.250000%
89233GPT7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-27
2013-02-27
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
35000000.00
34979097.22
0.0010
N
34983550.00
34983550.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.320000%
89233GQB5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
115000000.00
114899822.23
0.0032
N
114929850.00
114929850.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.270000%
89233GQD1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-13
2013-03-13
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
75000000.00
74943750.00
0.0021
N
74952000.00
74952000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.320000%
89233GQJ8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-18
2013-03-18
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
163000000.00
162847866.69
0.0045
N
162884270.00
162884270.00
UBS AG
UBS AG 0.420000%
90267RLG2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-10
2013-01-10
N
N
N
21000000.00
21000000.00
0.0006
N
21008820.00
21008820.00
UBS Securities LLC
UBS Securities LLC 0.240000%
99EPPA003_0.2400_M121203_2M49
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
80950337.00
85619113.42
Freddie Mac
2039-12-01
4.500000
Government Agency Debt
21484477.00
16380886.74
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
100000000.00
100000000.00
0.0028
N
100000000.00
100000000.00
Union Bank, NA
Union Bank, NA 0.330000%
90527MW36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-21
2012-12-21
N
N
N
4000000.00
4000000.00
0.0001
N
4000520.00
4000520.00
United States Treasury Department
United States Treasury Department 0.115000%
9127956V8
Treasury Debt
N
First Tier Security
N/A
N/A
2012-12-06
2012-12-06
N
N
N
32000000.00
31999693.33
0.0009
N
31999872.00
31999872.00
Univ of California
CP Series B 0.180000%
91411SMB3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-11
2012-12-11
N
N
N
11871000.00
11870525.16
0.0003
N
11870287.74
11870287.74
Victory Receivables Corp
Victory Receivables Corp 0.230000%
92646KNR9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-25
2013-01-25
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
34650000.00
34638267.13
0.0010
N
34638219.00
34638219.00
Victory Receivables Corp
Victory Receivables Corp 0.230000%
92646KP14
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
28000000.00
27989266.67
0.0008
N
27989074.40
27989074.40
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.443000%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2012-12-22
2013-12-23
N
N
N
275000000.00
275000000.00
0.0077
N
275402050.00
275402050.00
Westpac Banking Corp
Westpac Banking Corp 0.533300%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2013-01-28
2013-12-27
N
N
N
100000000.00
100000000.00
0.0028
N
100026400.00
100026400.00
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
18001800.00
18001800.00
Westpac Banking Corp
Westpac Banking Corp 0.459000%
96121TPP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-11
2013-07-11
N
N
N
360000000.00
360000000.00
0.0100
N
360403200.00
360403200.00
Westpac Banking Corp
Westpac Banking Corp 0.427500%
96121TQA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-24
2013-08-23
N
N
N
83000000.00
83000000.00
0.0023
N
83081340.00
83081340.00
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
52982333.33
0.0015
N
52995230.00
52995230.00
Westpac Banking Corp
Westpac Banking Corp 0.398000%
9612C4DN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-07
2013-02-07
N
N
N
152000000.00
152000000.00
0.0042
N
152062320.00
152062320.00
Westpac Banking Corp
Westpac Banking Corp 0.300000%
9612C4DV0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-04
2013-02-04
N
N
N
50000000.00
50000000.00
0.0014
N
50011000.00
50011000.00
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
173916.15
173916.15
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
141362.03
141362.03
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
543404.47
543404.47
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
999841.25
999841.25
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
152187.43
152187.43
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
108718.96
108718.96
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
43478.83
43478.83