0001145549-14-002748.txt : 20140317
0001145549-14-002748.hdr.sgml : 20140317
20140317134126
ACCESSION NUMBER: 0001145549-14-002748
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20121031
FILED AS OF DATE: 20140317
DATE AS OF CHANGE: 20140317
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/A
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 14696948
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/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2012-10-31
0000857156
S000004504
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
43
67
35486845131.34
12741564.01
2139168.26
35497447527.09
0.0033
1.0002
2012-10-31
1.0002
2012-10-31
C000012378
1.00
35497447527.09
1.00
125225987.12
6459728252.73
6334502265.61
0.0006
1.0002
2012-10-31
1.0002
2012-10-31
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
12984219.44
0.0004
N
12991030.00
12991030.00
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
6996393.05
0.0002
N
6998740.00
6998740.00
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
169844827.78
0.0048
N
169943900.00
169943900.00
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
3995995.55
0.0001
N
3998440.00
3998440.00
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
55971020.00
0.0016
N
55977600.00
55977600.00
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
233716079.99
0.0066
N
233868960.00
233868960.00
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
998666.67
0.0000
N
999300.00
999300.00
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
32943625.00
0.0009
N
32966010.00
32966010.00
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
3993758.89
0.0001
N
3995400.00
3995400.00
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
70877899.73
0.0020
N
70909830.00
70909830.00
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
55908393.33
0.0016
N
55928880.00
55928880.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.260700%
05253MBA1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-22
2012-11-26
N
N
N
126000000.00
126000000.00
0.0035
N
126012600.00
126012600.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.170000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
335000000.00
335000000.00
0.0094
Security is a time deposit.
N
335000000.00
335000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.360000%
972NJB000
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-26
2012-11-26
N
N
N
56000000.00
56000000.00
0.0016
N
56008400.00
56008400.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.360000%
972NKF009
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-30
2012-11-30
N
N
N
53000000.00
53000000.00
0.0015
N
53009010.00
53009010.00
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
10001334.00
10001334.00
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
0.0045
N
159013864.80
159013864.80
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
0.0021
N
73046720.00
73046720.00
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
54005940.00
54005940.00
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
0.0085
N
303039390.00
303039390.00
Bank of Montreal
Bank of Montreal 0.250000%
06366VZK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-27
2012-11-27
N
N
N
82000000.00
82000000.00
0.0023
N
82011480.00
82011480.00
Bank of Nova Scotia
Bank of Nova Scotia 0.460000%
06417E6K4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2013-07-24
N
N
N
338000000.00
338000000.00
0.0095
N
338523900.00
338523900.00
Bank of Nova Scotia
Bank of Nova Scotia 0.310000%
06417EV83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-15
N
N
N
190000000.00
190000000.00
0.0054
N
190011400.00
190011400.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290700%
06417FAK6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-21
2013-05-21
N
N
N
22000000.00
21999390.96
0.0006
N
22009240.00
22009240.00
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
12999350.00
12999350.00
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
0.0038
N
133993300.00
133993300.00
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
0.0047
N
166000000.00
166000000.00
Bank of the West
Bank of the West 0.450000%
0642G0XW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
N
32000000.00
32000000.00
0.0009
N
32004480.00
32004480.00
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
3000810.00
3000810.00
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
0.0014
N
48014880.00
48014880.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000%
06538E3K1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-29
2012-11-29
N
N
N
8000000.00
8000000.00
0.0002
N
8000800.00
8000800.00
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
126016380.00
126016380.00
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
171030780.00
171030780.00
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
3000510.00
3000510.00
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
13002210.00
13002210.00
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
243136080.00
243136080.00
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
92051520.00
92051520.00
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
7004130.00
7004130.00
Barclays Bank Plc
Barclays Bank Plc 0.660000%
06741XBT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
32000000.00
32000000.00
0.0009
N
32003200.00
32003200.00
Barclays Bank Plc
Barclays Bank Plc 0.700000%
06741XBV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-16
2012-11-16
N
N
N
333000000.00
333000000.00
0.0094
N
333079920.00
333079920.00
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
17015980.00
17015980.00
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
17025670.00
17025670.00
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
18027360.00
18027360.00
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
35047250.00
35047250.00
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
35047250.00
35047250.00
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
83107900.00
83107900.00
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
11001540.00
11001540.00
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
63000000.00
63000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.170000%
07699U005_0.1700_M121106_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
836771.00
874803.90
Fannie Mae
2035-05-01
2.295000
Government Agency Debt
14135.00
11221.22
Fannie Mae
2035-06-01
2.645000
Government Agency Debt
11817104.00
7332364.14
Fannie Mae
2036-11-01
2.462000
Government Agency Debt
40594559.00
7379871.14
Fannie Mae
2037-05-01
5.899000
Government Agency Debt
21462608.00
7107158.74
Fannie Mae
2038-03-01
2.767000
Government Agency Debt
3530232.00
765314.21
Fannie Mae
2039-03-01
2.862000
Government Agency Debt
11065.00
11692.29
Fannie Mae
2040-04-01
3.779000
Government Agency Debt
13428836.00
5916041.49
Fannie Mae
2040-06-01
3.529000
Government Agency Debt
15033020.00
7116803.06
Fannie Mae
2040-06-01
5.500000
Government Agency Debt
39027.00
31432.59
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
63285.00
63589.32
Fannie Mae
2041-06-01
3.301000
Government Agency Debt
8829.00
6283.77
Fannie Mae
2041-09-01
3.043000
Government Agency Debt
9944271.00
7234271.74
Fannie Mae
2042-06-01
2.543000
Government Agency Debt
7596351.00
7647636.87
Fannie Mae
2042-06-01
2.622000
Government Agency Debt
13757.00
13693.04
Fannie Mae
2042-07-01
2.380000
Government Agency Debt
7509450.00
7663294.73
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
2988.00
3231.99
Fannie Mae
2042-10-01
2.500000
Government Agency Debt
6363.00
6452.59
Freddie Mac
2036-12-01
7.000000
Government Agency Debt
16727.00
11787.21
Freddie Mac
2040-10-01
4.000000
Government Agency Debt
7657.00
7269.33
Freddie Mac
2040-11-01
5.000000
Government Agency Debt
75789.00
75787.38
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
57000000.00
57000000.00
0.0016
N
57000000.00
57000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
07699U005_0.1800_M121107_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-07-01
3.000000
Government Agency Debt
9000000.00
6148032.43
Fannie Mae
2027-06-01
3.500000
Government Agency Debt
5867842.00
5998099.02
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
2036989.00
2129574.18
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
1016846.00
1063063.66
Fannie Mae
2032-01-01
4.000000
Government Agency Debt
4082889.00
4197526.08
Fannie Mae
2032-01-01
4.500000
Government Agency Debt
1591916.00
1581012.86
Fannie Mae
2032-05-01
3.500000
Government Agency Debt
5973470.00
6267042.53
Fannie Mae
2032-06-01
7.000000
Government Agency Debt
8800000.00
1139810.33
Fannie Mae
2033-06-01
5.000000
Government Agency Debt
4330877.00
1149985.10
Fannie Mae
2035-02-01
2.471000
Government Agency Debt
16795665.00
2566081.53
Fannie Mae
2035-04-01
2.405000
Government Agency Debt
14145777.00
4739711.88
Fannie Mae
2035-05-01
2.295000
Government Agency Debt
226420.00
179745.98
Fannie Mae
2035-05-01
2.295000
Government Agency Debt
21090.00
16742.53
Fannie Mae
2035-06-01
2.645000
Government Agency Debt
7175318.00
4452194.41
Fannie Mae
2035-08-01
2.189000
Government Agency Debt
6939721.00
4483922.59
Fannie Mae
2035-09-01
7.500000
Government Agency Debt
3270000.00
1163412.73
Fannie Mae
2036-02-01
6.000000
Government Agency Debt
249008.00
124809.08
Fannie Mae
2036-05-01
2.883000
Government Agency Debt
25646270.00
4806890.88
Fannie Mae
2036-09-01
2.821000
Government Agency Debt
7678200.00
1099934.99
Fannie Mae
2036-12-01
5.938000
Government Agency Debt
20019191.00
4513220.18
Fannie Mae
2038-01-01
2.615000
Government Agency Debt
11657409.00
3640454.07
Fannie Mae
2038-01-01
5.500000
Government Agency Debt
2000000.00
1851542.50
Fannie Mae
2038-03-01
4.118000
Government Agency Debt
14600000.00
4601125.28
Fannie Mae
2038-04-01
4.367000
Government Agency Debt
9851656.00
4440903.39
Fannie Mae
2038-04-01
7.500000
Government Agency Debt
1225267.00
759981.28
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
3767556.00
295709.92
Fannie Mae
2038-10-01
2.243000
Government Agency Debt
12638491.00
4621926.35
Fannie Mae
2039-03-01
2.862000
Government Agency Debt
20581.00
21747.76
Fannie Mae
2039-03-01
2.862000
Government Agency Debt
12283.00
12979.34
Fannie Mae
2040-01-01
3.560000
Government Agency Debt
6445670.00
3672382.49
Fannie Mae
2040-06-01
5.500000
Government Agency Debt
21334.00
17182.54
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
361162.00
362898.72
Fannie Mae
2041-02-01
3.096000
Government Agency Debt
7938074.00
4485547.74
Fannie Mae
2041-03-01
5.500000
Government Agency Debt
5803593.00
6199699.86
Fannie Mae
2041-06-01
3.301000
Government Agency Debt
2689546.00
1914201.51
Fannie Mae
2041-06-01
3.301000
Government Agency Debt
8732.00
6214.73
Fannie Mae
2041-10-01
2.995000
Government Agency Debt
4847795.00
4227336.74
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
4851947.00
5045720.12
Fannie Mae
2041-12-01
4.500000
Government Agency Debt
1078359.00
1180076.11
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
1046498.00
1171022.47
Fannie Mae
2042-06-01
2.622000
Government Agency Debt
323537.00
322032.84
Fannie Mae
2042-06-01
2.622000
Government Agency Debt
21185.00
21086.51
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
680755.00
754727.52
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
724804.00
802983.89
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
1088027.00
1177610.60
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
1074245.00
1167419.70
Fannie Mae
2042-07-25
3.000000
Government Agency Debt
26646.00
26344.10
Fannie Mae
2042-07-25
3.000000
Government Agency Debt
12338.00
12198.21
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
1672496.00
1838916.11
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
291518.00
304869.44
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
74479.00
80560.64
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
24843.00
26871.58
Fannie Mae
2042-09-01
4.500000
Government Agency Debt
372985.00
421034.89
Fannie Mae
2042-10-01
2.516000
Government Agency Debt
4836403.00
5023370.84
Fannie Mae
2042-10-01
2.516000
Government Agency Debt
251858.00
261594.44
Fannie Mae
2048-02-01
4.726000
Government Agency Debt
27395630.00
5991771.15
Freddie Mac
2018-11-01
5.000000
Government Agency Debt
8200000.00
1147141.31
Freddie Mac
2022-06-01
3.000000
Government Agency Debt
1799858.00
1847368.15
Freddie Mac
2022-10-01
2.500000
Government Agency Debt
365889.00
382748.19
Freddie Mac
2025-10-01
4.000000
Government Agency Debt
7349625.00
6181144.04
Freddie Mac
2026-01-01
3.500000
Government Agency Debt
7048828.00
6086115.44
Freddie Mac
2026-10-01
4.000000
Government Agency Debt
1812046.00
1837054.23
Freddie Mac
2027-11-15
3.500000
Government Agency Debt
27974746.00
12933498.13
Freddie Mac
2030-08-01
4.500000
Government Agency Debt
361875.00
234565.60
Freddie Mac
2030-09-01
4.000000
Government Agency Debt
379078.00
240664.48
Freddie Mac
2033-10-15
2.000000
Government Agency Debt
42648214.00
22804321.53
Freddie Mac
2035-06-01
5.000000
Government Agency Debt
26449.00
6344.03
Freddie Mac
2036-06-01
6.000000
Government Agency Debt
8354115.00
1849258.85
Freddie Mac
2036-10-01
7.000000
Government Agency Debt
259637.00
91942.87
Freddie Mac
2036-12-01
7.000000
Government Agency Debt
17658.00
12443.27
Freddie Mac
2037-07-01
6.500000
Government Agency Debt
13157017.00
6346045.53
Freddie Mac
2039-11-01
6.000000
Government Agency Debt
1100000.00
666747.47
Freddie Mac
2040-10-01
4.000000
Government Agency Debt
82430.00
78256.61
Freddie Mac
2040-10-01
4.000000
Government Agency Debt
6581.00
6247.81
Freddie Mac
2041-01-01
4.500000
Government Agency Debt
860000.00
708193.03
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
1085064.00
1169661.63
Freddie Mac
2042-09-01
3.000000
Government Agency Debt
62284.00
65327.82
Freddie Mac
2042-09-01
4.000000
Government Agency Debt
5896798.00
6305468.89
GNMA
2040-01-16
0.814000
Government Agency Debt
5078708.00
2380028.42
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
190000000.00
190000000.00
0.0054
N
190000000.00
190000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.200000%
07699U005_0.2000_M121107_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2017-07-01
4.002000
Government Agency Debt
27500000.00
212664.41
Fannie Mae
2019-09-01
4.760000
Government Agency Debt
5950000.00
6718946.11
Fannie Mae
2020-01-01
3.286000
Government Agency Debt
3250000.00
2330176.39
Fannie Mae
2020-12-01
4.500000
Government Agency Debt
1203402.00
307785.74
Fannie Mae
2021-08-01
4.010000
Government Agency Debt
20000000.00
22550038.13
Fannie Mae
2023-02-01
5.170000
Government Agency Debt
38266788.00
22897839.94
Fannie Mae
2023-02-01
5.170000
Government Agency Debt
2495106.00
1493005.84
Fannie Mae
2023-06-01
5.000000
Government Agency Debt
854991.00
151688.03
Fannie Mae
2024-04-01
4.000000
Government Agency Debt
984062.00
290996.01
Fannie Mae
2026-11-01
3.000000
Government Agency Debt
1705628.00
1671890.54
Fannie Mae
2027-03-01
5.857000
Government Agency Debt
66512384.00
197284.06
Fannie Mae
2027-06-01
3.000000
Government Agency Debt
235164.00
244556.36
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
3344324.00
3496330.14
Fannie Mae
2030-10-01
3.891000
Government Agency Debt
14875710.00
171975.57
Fannie Mae
2032-01-01
7.000000
Government Agency Debt
14461643.00
969570.94
Fannie Mae
2032-11-01
1.529000
Government Agency Debt
31281385.00
2415292.15
Fannie Mae
2033-06-01
1.784000
Government Agency Debt
7000993.00
221851.59
Fannie Mae
2033-08-01
2.500000
Government Agency Debt
1619395.00
146032.71
Fannie Mae
2034-01-01
2.252000
Government Agency Debt
18811650.00
2608554.91
Fannie Mae
2034-05-01
5.500000
Government Agency Debt
934000.00
314002.72
Fannie Mae
2034-08-01
4.016000
Government Agency Debt
7865154.00
535385.42
Fannie Mae
2034-11-01
2.704000
Government Agency Debt
2700343.00
239951.08
Fannie Mae
2034-12-01
2.553000
Government Agency Debt
7824495.00
2239702.18
Fannie Mae
2035-01-01
7.500000
Government Agency Debt
436970.00
212819.38
Fannie Mae
2035-04-01
2.405000
Government Agency Debt
47530901.00
15925797.23
Fannie Mae
2035-04-01
2.405000
Government Agency Debt
9863843.00
3339232.00
Fannie Mae
2035-06-01
6.000000
Government Agency Debt
2254794.00
328216.93
Fannie Mae
2035-07-01
2.453000
Government Agency Debt
25153230.00
25154621.18
Fannie Mae
2035-07-01
2.732000
Government Agency Debt
41905738.00
9391901.33
Fannie Mae
2035-10-01
1.926000
Government Agency Debt
50000000.00
7316746.76
Fannie Mae
2035-12-01
2.515000
Government Agency Debt
5995648.00
1310588.36
Fannie Mae
2036-02-01
2.124000
Government Agency Debt
8448791.00
1641949.33
Fannie Mae
2036-03-01
2.754000
Government Agency Debt
2403894.00
2400401.02
Fannie Mae
2036-03-01
5.000000
Government Agency Debt
2600000.00
299799.11
Fannie Mae
2036-07-01
2.758000
Government Agency Debt
34570422.00
8335646.01
Fannie Mae
2036-07-01
6.154000
Government Agency Debt
32828884.00
6561358.35
Fannie Mae
2036-10-01
2.563000
Government Agency Debt
36920030.00
7163253.20
Fannie Mae
2036-10-01
6.059000
Government Agency Debt
6343850.00
887139.76
Fannie Mae
2036-11-01
2.849000
Government Agency Debt
27975276.00
5904245.34
Fannie Mae
2037-01-01
2.509000
Government Agency Debt
29845210.00
6082935.98
Fannie Mae
2037-02-01
2.263000
Government Agency Debt
2652950.00
2580027.41
Fannie Mae
2037-05-01
2.480000
Government Agency Debt
1113431.00
220350.45
Fannie Mae
2037-08-01
6.203000
Government Agency Debt
20928062.00
7017665.99
Fannie Mae
2037-09-01
2.699000
Government Agency Debt
3083081.00
1981026.65
Fannie Mae
2037-11-01
5.648000
Government Agency Debt
46500000.00
9800141.08
Fannie Mae
2037-11-01
5.874000
Government Agency Debt
6664985.00
6113593.41
Fannie Mae
2038-01-01
5.225000
Government Agency Debt
18833402.00
6610379.48
Fannie Mae
2038-04-01
4.367000
Government Agency Debt
5245218.00
2364425.47
Fannie Mae
2038-04-01
4.757000
Government Agency Debt
17637536.00
4140361.06
Fannie Mae
2038-05-01
4.853000
Government Agency Debt
8300000.00
2338585.48
Fannie Mae
2038-08-01
5.756000
Government Agency Debt
4583055.00
1255443.26
Fannie Mae
2038-09-01
4.333000
Government Agency Debt
1274189.00
1132942.85
Fannie Mae
2038-09-01
6.500000
Government Agency Debt
4076789.00
1943226.01
Fannie Mae
2038-11-01
4.520000
Government Agency Debt
87790759.00
17561860.76
Fannie Mae
2038-11-01
4.520000
Government Agency Debt
1754534.00
350980.93
Fannie Mae
2039-03-01
2.862000
Government Agency Debt
4540487.00
4797892.21
Fannie Mae
2039-03-01
2.862000
Government Agency Debt
4263254.00
4504942.57
Fannie Mae
2039-03-01
5.500000
Government Agency Debt
4146223.00
1767535.79
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
1592000.00
1098670.92
Fannie Mae
2039-10-01
5.511000
Government Agency Debt
3447619.00
2315382.99
Fannie Mae
2039-12-01
3.963000
Government Agency Debt
3432835.00
3087392.24
Fannie Mae
2040-02-01
4.235000
Government Agency Debt
2068024.00
1121790.28
Fannie Mae
2040-04-01
3.779000
Government Agency Debt
9623625.00
4239664.91
Fannie Mae
2040-04-01
3.779000
Government Agency Debt
2332191.00
1027441.15
Fannie Mae
2040-05-01
4.364000
Government Agency Debt
22861902.00
11952938.23
Fannie Mae
2040-06-01
5.500000
Government Agency Debt
110377.00
88898.32
Fannie Mae
2040-07-01
3.493000
Government Agency Debt
25035113.00
12850373.95
Fannie Mae
2040-07-01
5.500000
Government Agency Debt
359974.00
334795.89
Fannie Mae
2040-10-01
3.018000
Government Agency Debt
897700.00
553695.93
Fannie Mae
2040-10-01
3.126000
Government Agency Debt
11875000.00
5606536.63
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
795607.00
687239.18
Fannie Mae
2041-01-01
2.520000
Government Agency Debt
18263873.00
7996940.90
Fannie Mae
2041-01-01
2.820000
Government Agency Debt
10417168.00
6335401.19
Fannie Mae
2041-01-01
2.970000
Government Agency Debt
18867406.00
11173576.16
Fannie Mae
2041-01-01
3.173000
Government Agency Debt
25047794.00
19031365.37
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
1113992.00
1119348.87
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
654362.00
657508.64
Fannie Mae
2041-02-01
3.096000
Government Agency Debt
56191270.00
31751861.24
Fannie Mae
2041-02-01
3.983000
Government Agency Debt
4935224.00
4802271.71
Fannie Mae
2041-02-01
3.983000
Government Agency Debt
4165314.00
4053102.67
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
4897190.00
3490943.64
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
22442.00
23633.18
Fannie Mae
2041-03-01
3.284000
Government Agency Debt
10546000.00
8363664.11
Fannie Mae
2041-04-01
3.162000
Government Agency Debt
25130786.00
16010922.63
Fannie Mae
2041-05-01
2.559000
Government Agency Debt
35527963.00
21243391.75
Fannie Mae
2041-05-01
3.262000
Government Agency Debt
52213343.00
40431074.64
Fannie Mae
2041-05-01
3.619000
Government Agency Debt
15030706.00
8937490.91
Fannie Mae
2041-06-01
3.301000
Government Agency Debt
3031379.00
2157490.62
Fannie Mae
2041-06-01
3.301000
Government Agency Debt
201924.00
143713.19
Fannie Mae
2041-06-01
3.301000
Government Agency Debt
91435.00
65076.04
Fannie Mae
2041-06-01
3.374000
Government Agency Debt
23107979.00
18572251.75
Fannie Mae
2041-06-01
3.616000
Government Agency Debt
640189.00
458113.19
Fannie Mae
2041-07-01
3.336000
Government Agency Debt
30218294.00
29596688.59
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
288531.00
296458.76
Fannie Mae
2041-08-01
2.912000
Government Agency Debt
28500000.00
19373231.10
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
282212.00
310354.98
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
6061142.00
6447084.92
Fannie Mae
2041-10-01
3.295000
Government Agency Debt
17305599.00
13443880.18
Fannie Mae
2041-10-01
3.306000
Government Agency Debt
21507618.00
17192959.58
Fannie Mae
2041-10-01
3.306000
Government Agency Debt
11367318.00
9086912.32
Fannie Mae
2041-10-01
4.577000
Government Agency Debt
42698806.00
41643846.74
Fannie Mae
2041-10-01
4.577000
Government Agency Debt
2505946.00
2444031.60
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
707373.00
775631.95
Fannie Mae
2041-12-01
2.523000
Government Agency Debt
1774801.00
1685130.79
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
3031174.00
2669044.78
Fannie Mae
2041-12-01
4.500000
Government Agency Debt
1104431.00
1209198.65
Fannie Mae
2042-01-01
2.313000
Government Agency Debt
6111852.00
5742791.08
Fannie Mae
2042-01-01
3.087000
Government Agency Debt
21361826.00
17783984.01
Fannie Mae
2042-01-01
5.500000
Government Agency Debt
110857.00
121152.64
Fannie Mae
2042-02-01
2.261000
Government Agency Debt
29067.00
24752.07
Fannie Mae
2042-02-01
2.279000
Government Agency Debt
10680134.00
8823099.89
Fannie Mae
2042-02-01
2.279000
Government Agency Debt
7254326.00
5992962.54
Fannie Mae
2042-03-01
2.610000
Government Agency Debt
3029854.00
2897340.96
Fannie Mae
2042-03-01
2.878000
Government Agency Debt
6278046.00
5463558.05
Fannie Mae
2042-03-01
2.878000
Government Agency Debt
879148.00
765090.94
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
308175.00
329775.24
Fannie Mae
2042-04-01
2.708000
Government Agency Debt
10734053.00
10447015.74
Fannie Mae
2042-04-01
2.708000
Government Agency Debt
5441368.00
5295861.42
Fannie Mae
2042-05-01
2.499000
Government Agency Debt
151994.00
155448.91
Fannie Mae
2042-05-01
2.683000
Government Agency Debt
43210727.00
41614853.84
Fannie Mae
2042-06-01
2.595000
Government Agency Debt
10546359.00
10960767.53
Fannie Mae
2042-06-01
2.622000
Government Agency Debt
8280222.00
8241726.25
Fannie Mae
2042-06-01
2.622000
Government Agency Debt
1932588.00
1923603.17
Fannie Mae
2042-06-01
3.106000
Government Agency Debt
22336867.00
21802118.39
Fannie Mae
2042-06-01
3.106000
Government Agency Debt
14587423.00
14238197.47
Fannie Mae
2042-06-01
3.106000
Government Agency Debt
1954251.00
1907465.88
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
1293741.00
1434322.10
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
62705.00
69416.08
Fannie Mae
2042-07-01
1.348000
Government Agency Debt
64390317.00
2368207.34
Fannie Mae
2042-07-01
2.445000
Government Agency Debt
6092128.00
6122853.26
Fannie Mae
2042-07-01
2.769000
Government Agency Debt
1945062.00
2017305.91
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
1055310.00
1099969.53
Fannie Mae
2042-07-25
3.000000
Government Agency Debt
17741.00
17539.99
Fannie Mae
2042-07-25
3.000000
Government Agency Debt
13745.00
13589.27
Fannie Mae
2042-07-25
3.000000
Government Agency Debt
7450.00
7365.59
Fannie Mae
2042-08-01
2.235000
Government Agency Debt
21107415.00
21663999.58
Fannie Mae
2042-08-01
2.616000
Government Agency Debt
9685515.00
10089646.66
Fannie Mae
2042-08-01
3.000000
Government Agency Debt
162274.00
170053.23
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
125869.00
130809.56
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
299930.00
325154.62
Fannie Mae
2042-08-25
3.000000
Government Agency Debt
7466677.00
7724065.13
Fannie Mae
2042-08-25
3.000000
Government Agency Debt
5874611.00
6077118.10
Fannie Mae
2042-09-01
2.122000
Government Agency Debt
5612114.00
5830668.13
Fannie Mae
2042-09-01
2.238000
Government Agency Debt
1994294.00
2065568.14
Fannie Mae
2042-09-01
2.500000
Government Agency Debt
703054.00
711743.51
Fannie Mae
2042-09-01
2.985000
Government Agency Debt
902616.00
956245.38
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
3227333.00
3394489.80
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
237234.00
256605.53
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
60477.00
65415.30
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
5633522.00
6139651.10
Fannie Mae
2042-10-01
2.500000
Government Agency Debt
4000000.00
4056317.33
Fannie Mae
2042-10-01
2.500000
Government Agency Debt
1597106.00
1619592.19
Fannie Mae
2042-10-01
2.516000
Government Agency Debt
11849082.00
12307149.13
Fannie Mae
2042-10-01
2.516000
Government Agency Debt
366580.00
380751.41
Fannie Mae
2042-10-25
7.244920
Government Agency Debt
7000000.00
1064158.96
Fannie Mae
2043-10-25
6.500000
Government Agency Debt
2500000.00
582369.39
Fannie Mae
2044-07-25
7.000000
Government Agency Debt
9491362.00
2786518.55
Fannie Mae
2045-12-25
7.000000
Government Agency Debt
11794229.00
4066139.02
Fannie Mae
2048-01-25
7.000000
Government Agency Debt
25551000.00
3888109.24
Fannie Mae
2048-02-01
5.040000
Government Agency Debt
19964606.00
4966160.89
Freddie Mac
2014-03-15
5.500000
Government Agency Debt
3000000.00
61719.79
Freddie Mac
2014-06-15
6.000000
Government Agency Debt
1331000.00
300085.44
Freddie Mac
2016-08-15
5.500000
Government Agency Debt
1300000.00
549297.81
Freddie Mac
2018-10-15
4.000000
Government Agency Debt
5800000.00
43009.52
Freddie Mac
2020-02-01
4.000000
Government Agency Debt
1300000.00
307307.03
Freddie Mac
2024-01-15
4.000000
Government Agency Debt
5250000.00
1473830.10
Freddie Mac
2024-07-01
4.500000
Government Agency Debt
1775871.00
780386.09
Freddie Mac
2027-09-01
3.000000
Government Agency Debt
584357.00
616331.70
Freddie Mac
2028-03-01
5.000000
Government Agency Debt
1500000.00
236110.14
Freddie Mac
2028-08-15
3.500000
Government Agency Debt
2838578.00
1911337.79
Freddie Mac
2028-11-15
5.000000
Government Agency Debt
1500000.00
1091660.14
Freddie Mac
2029-08-15
7.000000
Government Agency Debt
8556753.00
1697240.31
Freddie Mac
2030-11-15
3.500000
Government Agency Debt
2500000.00
1852822.12
Freddie Mac
2030-11-15
5.500000
Government Agency Debt
2000000.00
69750.04
Freddie Mac
2031-06-15
5.000000
Government Agency Debt
1400000.00
469767.95
Freddie Mac
2031-10-15
5.500000
Government Agency Debt
1500000.00
1341661.39
Freddie Mac
2032-04-15
4.500000
Government Agency Debt
1000000.00
18549.72
Freddie Mac
2032-07-15
5.500000
Government Agency Debt
2600000.00
658716.16
Freddie Mac
2032-11-15
4.500000
Government Agency Debt
1000000.00
618542.27
Freddie Mac
2033-01-15
5.000000
Government Agency Debt
1900000.00
1534699.36
Freddie Mac
2033-04-15
5.000000
Government Agency Debt
1500000.00
180396.31
Freddie Mac
2033-11-15
5.500000
Government Agency Debt
1500000.00
654191.96
Freddie Mac
2034-01-15
4.500000
Government Agency Debt
1904315.00
1942098.75
Freddie Mac
2034-01-15
5.500000
Government Agency Debt
812605.00
597627.15
Freddie Mac
2034-01-15
5.500000
Government Agency Debt
750000.00
419401.39
Freddie Mac
2034-04-15
5.500000
Government Agency Debt
1000000.00
1044565.33
Freddie Mac
2036-03-15
6.000000
Government Agency Debt
1000000.00
1082039.00
Freddie Mac
2036-08-01
7.500000
Government Agency Debt
2558998.00
315190.08
Freddie Mac
2036-10-01
7.000000
Government Agency Debt
2323257.00
822713.73
Freddie Mac
2036-11-15
6.000000
Government Agency Debt
3000000.00
611295.97
Freddie Mac
2037-03-15
4.500000
Government Agency Debt
3750000.00
1158441.07
Freddie Mac
2039-01-15
3.500000
Government Agency Debt
4000000.00
979583.54
Freddie Mac
2039-04-15
4.500000
Government Agency Debt
1000000.00
845969.63
Freddie Mac
2039-06-01
4.500000
Government Agency Debt
2576439.00
1061652.38
Freddie Mac
2039-12-15
3.500000
Government Agency Debt
6218680.00
6436933.66
Freddie Mac
2040-07-15
3.500000
Government Agency Debt
2500000.00
1350662.07
Freddie Mac
2040-10-01
4.000000
Government Agency Debt
235480.00
223557.77
Freddie Mac
2040-10-01
4.000000
Government Agency Debt
133894.00
127115.01
Freddie Mac
2040-10-01
4.000000
Government Agency Debt
83665.00
79429.08
Freddie Mac
2040-12-01
4.500000
Government Agency Debt
352808.00
288715.50
Freddie Mac
2040-12-01
4.500000
Government Agency Debt
80119.00
62134.79
Freddie Mac
2040-12-01
4.500000
Government Agency Debt
52445.00
40672.73
Freddie Mac
2041-05-15
3.500000
Government Agency Debt
4000000.00
4089271.80
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
351828.00
292215.68
Freddie Mac
2041-12-01
4.500000
Government Agency Debt
118650.00
104680.61
Freddie Mac
2042-03-01
3.500000
Government Agency Debt
1010000.00
1058859.73
Freddie Mac
2042-04-01
4.500000
Government Agency Debt
861649.00
928191.99
Freddie Mac
2042-05-01
3.500000
Government Agency Debt
2740505.00
2824588.69
Freddie Mac
2042-06-01
3.500000
Government Agency Debt
360365.00
374044.33
Freddie Mac
2042-09-01
3.000000
Government Agency Debt
22088.00
23167.44
Freddie Mac
2042-09-01
3.000000
Government Agency Debt
18533.00
19438.71
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
3342482.00
3579493.12
Freddie Mac
2042-09-01
4.000000
Government Agency Debt
551393.00
613364.20
Freddie Mac
2043-02-25
7.000000
Government Agency Debt
16355000.00
2298809.65
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
942000000.00
942000000.00
0.0265
N
942000000.00
942000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.240000%
07699U005_0.2400_M121101_2M49
0000851376
Government Agency Repurchase Agreement
Y
07.000 FRPC G80375 G
2033-01-20
7.000000
Government Agency Debt
4832818.00
4003274.59
Fannie Mae
2016-02-01
5.424000
Government Agency Debt
66843.00
66542.70
Fannie Mae
2017-03-01
5.500000
Government Agency Debt
1555125.00
230401.22
Fannie Mae
2018-09-01
6.000000
Government Agency Debt
376056.00
108381.50
Fannie Mae
2019-06-01
5.500000
Government Agency Debt
27900000.00
4002868.77
Fannie Mae
2020-01-01
4.360000
Government Agency Debt
18759.00
21034.41
Fannie Mae
2020-03-01
5.000000
Government Agency Debt
1928101.00
532450.06
Fannie Mae
2020-07-01
5.000000
Government Agency Debt
2100000.00
537354.49
Fannie Mae
2021-11-01
3.000000
Government Agency Debt
3002157.00
2530178.36
Fannie Mae
2023-06-01
5.000000
Government Agency Debt
440594.00
78167.88
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
4810924.00
4162324.46
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
5105824.00
4046896.68
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
4821795.00
3995335.36
Fannie Mae
2027-03-01
3.000000
Government Agency Debt
4236347.00
4378763.73
Fannie Mae
2027-05-01
4.000000
Government Agency Debt
34093.00
36478.31
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
4101002.00
4287400.65
Fannie Mae
2029-09-01
8.500000
Government Agency Debt
1079535.00
536577.71
Fannie Mae
2031-04-01
6.000000
Government Agency Debt
17880762.00
319419.43
Fannie Mae
2031-12-01
2.353000
Government Agency Debt
9627410.00
156979.94
Fannie Mae
2032-05-01
3.500000
Government Agency Debt
4000000.00
4121298.38
Fannie Mae
2032-11-01
8.000000
Government Agency Debt
5236250.00
4079919.11
Fannie Mae
2033-03-01
5.500000
Government Agency Debt
38480000.00
4092633.87
Fannie Mae
2033-04-01
6.000000
Government Agency Debt
854216.00
549322.55
Fannie Mae
2033-04-01
6.000000
Government Agency Debt
7600000.00
432707.83
Fannie Mae
2034-02-01
4.816000
Government Agency Debt
1869985.00
135291.50
Fannie Mae
2034-07-01
2.140000
Government Agency Debt
1324498.00
172188.97
Fannie Mae
2034-07-01
2.357000
Government Agency Debt
1102667.00
228701.77
Fannie Mae
2034-12-01
5.000000
Government Agency Debt
12717564.00
3858772.99
Fannie Mae
2035-01-01
7.500000
Government Agency Debt
467750.00
227810.29
Fannie Mae
2035-05-01
2.295000
Government Agency Debt
146090.00
115975.14
Fannie Mae
2036-06-01
6.500000
Government Agency Debt
4275580.00
4105845.52
Fannie Mae
2036-10-01
5.698000
Government Agency Debt
590000.00
175011.50
Fannie Mae
2037-01-01
5.837000
Government Agency Debt
317000.00
69687.69
Fannie Mae
2037-02-01
3.271000
Government Agency Debt
1172000.00
105908.45
Fannie Mae
2037-09-01
4.607000
Government Agency Debt
665000.00
215024.13
Fannie Mae
2037-11-01
6.117000
Government Agency Debt
16276233.00
2057763.11
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
219946.00
111959.92
Fannie Mae
2038-02-01
7.000000
Government Agency Debt
19300000.00
4266352.83
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
963462.00
440314.63
Fannie Mae
2038-04-01
4.367000
Government Agency Debt
321639.00
144987.58
Fannie Mae
2038-04-01
4.927000
Government Agency Debt
260000.00
93009.20
Fannie Mae
2039-03-01
2.862000
Government Agency Debt
48326.00
51065.65
Fannie Mae
2039-03-01
4.500000
Government Agency Debt
6091326.00
4054199.50
Fannie Mae
2039-06-01
4.026000
Government Agency Debt
276146.00
58549.84
Fannie Mae
2039-07-01
5.500000
Government Agency Debt
6428182.00
3311726.68
Fannie Mae
2040-04-01
3.779000
Government Agency Debt
5907839.00
2602684.30
Fannie Mae
2040-06-01
5.500000
Government Agency Debt
10313.00
8306.15
Fannie Mae
2041-01-01
2.970000
Government Agency Debt
258544.00
153113.84
Fannie Mae
2041-02-01
3.096000
Government Agency Debt
7846924.00
4434041.84
Fannie Mae
2041-05-01
3.182000
Government Agency Debt
31324.00
26265.78
Fannie Mae
2041-06-01
3.301000
Government Agency Debt
12153621.00
8649965.34
Fannie Mae
2041-06-01
3.374000
Government Agency Debt
144056.00
115780.11
Fannie Mae
2041-06-01
3.616000
Government Agency Debt
2186541.00
1564668.04
Fannie Mae
2041-07-01
3.296000
Government Agency Debt
1090763.00
825329.09
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
6218106.00
3785717.10
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
503480.00
544472.75
Fannie Mae
2041-12-01
2.523000
Government Agency Debt
87481.00
83061.10
Fannie Mae
2042-01-01
5.500000
Government Agency Debt
78320.00
85593.83
Fannie Mae
2042-02-01
2.188000
Government Agency Debt
74347.00
60630.67
Fannie Mae
2042-02-01
2.261000
Government Agency Debt
487531.00
415158.20
Fannie Mae
2042-02-01
2.502000
Government Agency Debt
58234.00
51000.50
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
4197755.00
4425268.66
Fannie Mae
2042-04-01
2.708000
Government Agency Debt
32092.00
31233.83
Fannie Mae
2042-05-01
2.499000
Government Agency Debt
229731.00
234952.92
Fannie Mae
2042-05-01
2.683000
Government Agency Debt
4907359.00
4726118.76
Fannie Mae
2042-05-01
5.000000
Government Agency Debt
90496.00
100882.14
Fannie Mae
2042-06-01
2.622000
Government Agency Debt
55833.00
55573.43
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
226581.00
251201.85
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
3822367.00
4084153.17
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
3229477.00
3611908.28
Fannie Mae
2042-07-01
2.769000
Government Agency Debt
412089.00
427394.90
Fannie Mae
2042-07-01
4.500000
Government Agency Debt
4074801.00
4353245.16
Fannie Mae
2042-07-25
3.000000
Government Agency Debt
2444.00
2416.31
Fannie Mae
2042-08-01
2.616000
Government Agency Debt
2674113.00
2785691.35
Fannie Mae
2042-08-01
3.000000
Government Agency Debt
5362636.00
5619714.72
Fannie Mae
2042-08-25
3.000000
Government Agency Debt
4049149.00
4188729.55
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
426276.00
461083.91
Fannie Mae
2042-10-01
2.516000
Government Agency Debt
368430.00
382672.93
Fannie Mae
2042-10-01
4.500000
Government Agency Debt
1148131.00
1280682.72
Fannie Mae
2043-05-01
1.348000
Government Agency Debt
10065889.00
248908.07
Freddie Mac
2019-03-01
4.500000
Government Agency Debt
2736110.00
532751.07
Freddie Mac
2022-05-01
5.500000
Government Agency Debt
2479344.00
417179.72
Freddie Mac
2023-02-01
5.500000
Government Agency Debt
8800000.00
1697234.93
Freddie Mac
2023-07-01
4.500000
Government Agency Debt
2672297.00
515267.29
Freddie Mac
2024-09-01
4.500000
Government Agency Debt
1220872.00
427016.52
Freddie Mac
2026-01-01
3.000000
Government Agency Debt
5000000.00
3793709.63
Freddie Mac
2026-08-01
3.500000
Government Agency Debt
574891.00
537061.44
Freddie Mac
2027-07-01
6.000000
Government Agency Debt
9730949.00
2237118.24
Freddie Mac
2031-03-01
7.500000
Government Agency Debt
874773.00
211558.22
Freddie Mac
2034-11-01
7.500000
Government Agency Debt
54521.00
38546.99
Freddie Mac
2037-02-01
7.000000
Government Agency Debt
5868181.00
4070549.19
Freddie Mac
2037-05-01
6.000000
Government Agency Debt
10837000.00
3834006.28
Freddie Mac
2037-10-01
6.000000
Government Agency Debt
1320000.00
537164.61
Freddie Mac
2038-08-01
6.500000
Government Agency Debt
8755476.00
4079578.43
Freddie Mac
2040-05-01
5.500000
Government Agency Debt
4336048.00
4343965.31
Freddie Mac
2040-10-01
4.000000
Government Agency Debt
190042.00
180420.27
Freddie Mac
2040-12-01
4.500000
Government Agency Debt
36171.00
28051.74
Freddie Mac
2041-01-01
4.000000
Government Agency Debt
5000000.00
4149094.29
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
6228173.00
3947126.98
Freddie Mac
2041-05-01
4.500000
Government Agency Debt
148315.00
148467.10
Freddie Mac
2041-06-01
4.500000
Government Agency Debt
582199.00
443992.26
Freddie Mac
2041-10-01
4.000000
Government Agency Debt
5000000.00
3937750.91
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
3829098.00
4128765.08
Freddie Mac
2042-07-01
4.000000
Government Agency Debt
500000.00
518012.44
Freddie Mac
2042-07-01
4.500000
Government Agency Debt
656463.00
725652.82
Freddie Mac
2042-08-01
4.500000
Government Agency Debt
80938.00
89403.28
Freddie Mac
2042-09-01
3.000000
Government Agency Debt
310802.00
325990.89
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
171000000.00
171000000.00
0.0048
N
171000000.00
171000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.280000%
07699U005_0.2800_M121107_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-02-01
5.424000
Government Agency Debt
2332855.00
2322374.31
Fannie Mae
2023-02-01
5.170000
Government Agency Debt
327187.00
195780.10
Fannie Mae
2035-08-01
2.189000
Government Agency Debt
45671.00
29509.14
Fannie Mae
2035-10-01
2.018000
Government Agency Debt
53968.00
6734.43
Fannie Mae
2036-02-01
2.124000
Government Agency Debt
8973627.00
1743946.66
Fannie Mae
2036-10-01
2.800000
Government Agency Debt
42283961.00
8227008.00
Fannie Mae
2036-12-01
5.844000
Government Agency Debt
28595000.00
3114341.85
Fannie Mae
2037-02-01
2.954000
Government Agency Debt
57744017.00
10261584.49
Fannie Mae
2037-04-01
5.518000
Government Agency Debt
75629492.00
8136932.87
Fannie Mae
2037-08-01
2.480000
Government Agency Debt
38075.00
21610.63
Fannie Mae
2037-12-01
5.651000
Government Agency Debt
36357689.00
8164529.00
Fannie Mae
2038-04-01
4.367000
Government Agency Debt
17379619.00
7834338.61
Fannie Mae
2039-03-01
4.796000
Government Agency Debt
19995950.00
7963657.85
Fannie Mae
2039-12-01
3.963000
Government Agency Debt
79295.00
71315.62
Fannie Mae
2039-12-01
4.044000
Government Agency Debt
12252000.00
4606064.23
Fannie Mae
2040-01-01
3.560000
Government Agency Debt
11039.00
4063.31
Fannie Mae
2040-04-01
3.714000
Government Agency Debt
17423000.00
9192238.81
Fannie Mae
2040-07-01
4.608000
Government Agency Debt
7060011.00
7084580.00
Fannie Mae
2040-11-01
3.056000
Government Agency Debt
233269.00
113792.27
Fannie Mae
2041-01-01
2.820000
Government Agency Debt
13757916.00
8367141.38
Fannie Mae
2041-01-01
3.459000
Government Agency Debt
12093000.00
10318593.13
Fannie Mae
2041-02-01
3.307000
Government Agency Debt
13478663.00
9116395.31
Fannie Mae
2041-04-01
3.351000
Government Agency Debt
10000000.00
7644361.76
Fannie Mae
2041-06-01
2.998000
Government Agency Debt
36690.00
27978.45
Fannie Mae
2041-06-01
3.511000
Government Agency Debt
212986.00
163576.97
Fannie Mae
2041-06-01
3.616000
Government Agency Debt
3500000.00
2504566.86
Fannie Mae
2041-06-01
3.622000
Government Agency Debt
7945340.00
8255389.50
Fannie Mae
2041-07-01
3.296000
Government Agency Debt
176654.00
133665.78
Fannie Mae
2041-07-01
3.783000
Government Agency Debt
6377465.00
4678240.22
Fannie Mae
2041-07-01
4.066000
Government Agency Debt
14332085.00
8862313.80
Fannie Mae
2041-08-01
2.835000
Government Agency Debt
3682050.00
3342433.44
Fannie Mae
2041-10-01
3.295000
Government Agency Debt
67483.00
52424.27
Fannie Mae
2041-12-01
2.523000
Government Agency Debt
56417.00
53566.58
Fannie Mae
2041-12-01
3.321000
Government Agency Debt
7799842.00
7955933.43
Fannie Mae
2042-01-01
2.713000
Government Agency Debt
240921.00
185039.46
Fannie Mae
2042-03-01
2.471000
Government Agency Debt
11137784.00
9665469.42
Fannie Mae
2042-04-01
2.368000
Government Agency Debt
3025.00
3000.68
Fannie Mae
2042-05-01
2.499000
Government Agency Debt
3883226.00
3971494.04
Fannie Mae
2042-05-01
2.683000
Government Agency Debt
4691481.00
4518213.64
Fannie Mae
2042-07-01
2.380000
Government Agency Debt
28933.00
29525.75
Fannie Mae
2042-08-01
1.977000
Government Agency Debt
10036192.00
10214143.35
Fannie Mae
2042-09-01
2.496000
Government Agency Debt
1428574.00
1496876.98
Fannie Mae
2042-10-01
2.198000
Government Agency Debt
2490725.00
2573864.57
Fannie Mae
2042-10-01
2.516000
Government Agency Debt
7522204.00
7813000.74
Fannie Mae
2042-11-01
2.177000
Government Agency Debt
2512430.00
2584007.04
Fannie Mae
2042-11-01
2.295000
Government Agency Debt
10153607.00
10543967.50
Fannie Mae
2043-06-01
1.348000
Government Agency Debt
104125516.00
7990414.42
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
204000000.00
204000000.00
0.0057
N
204000000.00
204000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.250000%
992JYM004_0.2500_M121105_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-09-01
3.562000
Government Agency Debt
1936356.00
1646086.29
Fannie Mae
2042-04-01
2.368000
Government Agency Debt
45519876.00
45153913.70
Freddie Mac
2040-11-20
4.000000
Government Agency Debt
1000.00
907.29
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
45000000.00
45000000.00
0.0013
N
45000000.00
45000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.400000%
992JYM004_0.4000_M121106_2M49
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-10-01
2.820000
Government Agency Debt
5142281.00
5466298.48
Fannie Mae
2018-10-01
3.040000
Government Agency Debt
8600000.00
9202284.59
Fannie Mae
2019-08-01
4.520000
Government Agency Debt
10000000.00
11130379.09
Fannie Mae
2021-02-01
4.380000
Government Agency Debt
10455000.00
11963495.59
Fannie Mae
2036-08-01
2.450000
Government Agency Debt
55581559.00
11795914.38
Fannie Mae
2037-09-01
4.774000
Government Agency Debt
10851017.00
11077074.05
Fannie Mae
2037-11-01
5.874000
Government Agency Debt
11951180.00
10962463.58
Fannie Mae
2038-03-01
5.658000
Government Agency Debt
10173952.00
9451454.33
Fannie Mae
2038-07-01
2.572000
Government Agency Debt
26255941.00
11239893.01
Fannie Mae
2040-05-01
4.364000
Government Agency Debt
15119295.00
7904854.08
Fannie Mae
2040-07-01
4.608000
Government Agency Debt
10530599.00
10567245.72
Fannie Mae
2041-01-01
2.970000
Government Agency Debt
17757210.00
10516100.53
Fannie Mae
2041-07-01
3.933000
Government Agency Debt
11761865.00
8047657.88
Fannie Mae
2042-02-01
2.261000
Government Agency Debt
14480256.00
12330696.90
Fannie Mae
2042-04-01
2.368000
Government Agency Debt
14519998.00
14403262.80
Fannie Mae
2042-10-01
2.503000
Government Agency Debt
14839251.00
15540981.87
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
N
165000000.00
165000000.00
0.0046
N
165000000.00
165000000.00
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
1996022.23
0.0001
N
1994700.00
1994700.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.200000%
0554M2LT2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-27
2012-11-27
N
Y
BHP Billiton Ltd
N/A
N/A
N
56000000.00
55991911.11
0.0016
N
55991600.00
55991600.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.200000%
0554M2LU9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-28
2012-11-28
N
Y
BHP Billiton Ltd
N/A
N/A
N
10000000.00
9998500.00
0.0003
N
9998500.00
9998500.00
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
99982222.22
0.0028
N
99981000.00
99981000.00
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
0.0050
N
175985920.00
175985920.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.350000%
987WVU007_0.3500_M121101_2M49
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-04-01
4.500000
Government Agency Debt
40310006.00
6251251.47
Fannie Mae
2020-04-01
4.000000
Government Agency Debt
13159711.00
6262658.84
Fannie Mae
2021-01-01
5.000000
Government Agency Debt
20000000.00
6265707.14
Fannie Mae
2024-07-01
4.000000
Government Agency Debt
18055561.00
6241137.65
Fannie Mae
2024-09-01
4.000000
Government Agency Debt
8444602.00
6332224.03
Fannie Mae
2025-08-01
4.000000
Government Agency Debt
11383275.00
6308477.66
Fannie Mae
2025-12-01
4.000000
Government Agency Debt
8738644.00
6351276.34
Fannie Mae
2026-03-01
3.500000
Government Agency Debt
8000000.00
6328857.74
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
6731671.00
6373384.21
Fannie Mae
2026-03-01
4.000000
Government Agency Debt
7064449.00
6288484.96
Fannie Mae
2026-11-01
3.500000
Government Agency Debt
7645399.00
6268077.09
Fannie Mae
2027-04-01
2.500000
Government Agency Debt
6261400.00
6368803.91
Fannie Mae
2027-05-01
2.500000
Government Agency Debt
6195398.00
6299037.94
Fannie Mae
2027-06-01
3.500000
Government Agency Debt
5989336.00
6356107.32
Fannie Mae
2027-08-01
2.500000
Government Agency Debt
6110519.00
6344914.81
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
6005945.00
6265712.16
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
5999606.00
6259817.07
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
5960731.00
6248296.53
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
6066411.00
6359074.89
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
5971645.00
6259737.06
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
5961533.00
6249137.22
Fannie Mae
2031-11-01
4.000000
Government Agency Debt
6137223.00
6337427.81
Fannie Mae
2032-03-01
3.500000
Government Agency Debt
5958567.00
6298609.10
Fannie Mae
2032-09-01
3.500000
Government Agency Debt
5756802.00
6270103.92
Fannie Mae
2035-04-01
2.748000
Government Agency Debt
61814810.00
13750635.49
Fannie Mae
2035-10-01
6.000000
Government Agency Debt
12307000.00
6253972.21
Fannie Mae
2035-11-01
5.000000
Government Agency Debt
32617469.00
6279826.73
Fannie Mae
2037-07-01
3.024000
Government Agency Debt
50840143.00
14635343.61
Fannie Mae
2038-01-01
6.000000
Government Agency Debt
25409542.00
6365965.33
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
21749040.00
6324280.66
Fannie Mae
2039-01-01
5.500000
Government Agency Debt
7140340.00
6351786.69
Fannie Mae
2039-07-01
3.746000
Government Agency Debt
34659651.00
13011361.77
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
8896859.00
6346416.52
Fannie Mae
2040-11-01
2.930000
Government Agency Debt
40021540.00
16513623.19
Fannie Mae
2040-12-01
4.500000
Government Agency Debt
6391536.00
6343815.17
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
6304191.00
6316608.20
Fannie Mae
2041-02-01
3.121000
Government Agency Debt
20073736.00
12949670.96
Fannie Mae
2041-05-01
3.569000
Government Agency Debt
19858555.00
16207037.98
Fannie Mae
2041-06-01
2.420000
Government Agency Debt
23460400.00
14084129.65
Fannie Mae
2041-06-01
2.436000
Government Agency Debt
23250950.00
14376105.14
Fannie Mae
2041-06-01
2.452000
Government Agency Debt
22059100.00
15183443.66
Fannie Mae
2041-06-01
2.473000
Government Agency Debt
22784923.00
12911611.65
Fannie Mae
2041-06-01
3.296000
Government Agency Debt
20500975.00
15025770.18
Fannie Mae
2041-06-01
3.434000
Government Agency Debt
19959931.00
15982596.20
Fannie Mae
2041-07-01
2.267000
Government Agency Debt
16543015.00
13187148.74
Fannie Mae
2041-07-01
2.339000
Government Agency Debt
2324151.00
1602602.74
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
6261750.00
6360569.60
Fannie Mae
2041-10-01
5.000000
Government Agency Debt
7174929.00
6355483.50
Fannie Mae
2041-11-01
2.566000
Government Agency Debt
20597547.00
15838872.41
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
6531503.00
6275112.30
Fannie Mae
2041-12-01
2.400000
Government Agency Debt
15661852.00
13455968.96
Fannie Mae
2041-12-01
2.459000
Government Agency Debt
15182250.00
14448056.35
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
6907730.00
6317659.74
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
5829640.00
6304725.61
Fannie Mae
2041-12-01
4.500000
Government Agency Debt
5985561.00
6369496.50
Fannie Mae
2041-12-01
4.500000
Government Agency Debt
5985951.00
6318602.52
Fannie Mae
2042-02-01
2.811000
Government Agency Debt
17342701.00
16058455.55
Fannie Mae
2042-02-01
2.978000
Government Agency Debt
14591143.00
13298844.37
Fannie Mae
2042-02-01
4.500000
Government Agency Debt
5801517.00
6252141.50
Fannie Mae
2042-04-01
2.570000
Government Agency Debt
16244122.00
14763923.38
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
5634617.00
6291753.61
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
5871128.00
6354761.59
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
5785022.00
6336080.74
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
5708232.00
6289971.06
Fannie Mae
2042-06-01
2.422000
Government Agency Debt
14675250.00
13781536.63
Fannie Mae
2042-06-01
2.455000
Government Agency Debt
16118476.00
15825400.41
Fannie Mae
2042-06-01
3.500000
Government Agency Debt
5883630.00
6281704.07
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
5993066.00
6373516.44
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
5613850.00
6233323.46
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
5899485.00
6330027.88
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
5931366.00
6320050.62
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
5852726.00
6234206.38
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
5991020.00
6309817.51
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
5871084.00
6279247.13
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
393253.00
436828.97
Fannie Mae
2042-09-01
4.500000
Government Agency Debt
5652937.00
6362965.66
Fannie Mae
2042-09-01
4.500000
Government Agency Debt
5677515.00
6361693.78
Fannie Mae
2042-10-01
2.228000
Government Agency Debt
13434726.00
13938351.39
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
5929549.00
6232768.35
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
5873630.00
6314453.33
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
5855768.00
6311783.98
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
5854194.00
6255754.63
Fannie Mae
2042-10-01
4.000000
Government Agency Debt
5842524.00
6285138.04
Freddie Mac
2021-08-01
3.500000
Government Agency Debt
10751968.00
6262892.73
Freddie Mac
2026-08-01
3.500000
Government Agency Debt
6285458.00
6243701.79
Freddie Mac
2027-05-01
3.500000
Government Agency Debt
6031782.00
6286046.45
Freddie Mac
2027-11-01
3.000000
Government Agency Debt
5958326.00
6357647.05
Freddie Mac
2038-11-01
6.000000
Government Agency Debt
24304328.00
6331068.54
Freddie Mac
2040-07-01
4.500000
Government Agency Debt
8500000.00
6237414.44
Freddie Mac
2041-07-01
5.000000
Government Agency Debt
7644839.00
6232497.16
Freddie Mac
2041-09-01
4.500000
Government Agency Debt
5914554.00
6290245.70
Freddie Mac
2042-03-01
3.500000
Government Agency Debt
5827434.00
6250930.08
Freddie Mac
2042-04-01
4.000000
Government Agency Debt
6400403.00
6298435.82
Freddie Mac
2042-07-01
4.000000
Government Agency Debt
5857079.00
6364738.00
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
5867721.00
6332205.04
Freddie Mac
2042-11-01
3.500000
Government Agency Debt
5967422.00
6364808.54
Freddie Mac
2042-11-01
3.500000
Government Agency Debt
5966789.00
6364133.39
GNMA
2041-08-20
3.000000
Government Agency Debt
14248000.00
14594804.31
GNMA
2042-10-20
4.000000
Government Agency Debt
15078762.00
16507313.86
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
789000000.00
789000000.00
0.0222
N
789000000.00
789000000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.250000%
0556X0L10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
Y
Bank of New Zealand
N/A
N/A
N
84000000.00
84000000.00
0.0024
N
84000000.00
84000000.00
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
103000000.00
103000000.00
CAFCO, LLC
CAFCO, LLC 0.630000%
12476EL23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
7000000.00
6999877.50
0.0002
N
6999930.00
6999930.00
CAFCO, LLC
CAFCO, LLC 0.570000%
12476EL23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
999984.17
0.0000
N
999990.00
999990.00
CAFCO, LLC
CAFCO, LLC 0.570000%
12476EL64
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
33000000.00
32997387.50
0.0009
N
32999340.00
32999340.00
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
50979430.00
0.0014
N
50992350.00
50992350.00
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
2998762.50
0.0001
N
2999550.00
2999550.00
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
32988468.33
0.0009
N
32994720.00
32994720.00
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
20988712.50
0.0006
N
20995170.00
20995170.00
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
3997866.67
0.0001
N
3998960.00
3998960.00
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
6986816.66
0.0002
N
6994260.00
6994260.00
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
178388416.65
0.0050
N
178837110.00
178837110.00
California
RAN 2012-2013 Series A1 0.230000%
46636YW89
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
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 0.430000%
13606YLG9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2013-04-12
N
N
N
236000000.00
236000000.00
0.0066
N
236179360.00
236179360.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.384000%
13606YLN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-16
2013-04-16
N
N
N
181000000.00
181000000.00
0.0051
N
181208150.00
181208150.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.301000%
13606YNA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-28
2013-05-28
N
N
N
104000000.00
104000000.00
0.0029
N
104009360.00
104009360.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.200000%
13738JLL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-20
2012-11-20
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
27000000.00
26997150.00
0.0008
N
26995950.00
26995950.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.210000%
13738JLT5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-27
2012-11-27
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
151000000.00
150977098.34
0.0043
N
150969800.00
150969800.00
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
44975625.00
0.0013
N
44973450.00
44973450.00
Catholic Health Initiatives
Taxable CP Notes Series A 0.210000%
1491M0MN2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
N
9049000.00
9049000.00
0.0003
N
9049090.49
9049090.49
Chariot Funding, LLC
Chariot Funding, LLC 0.190000%
15963TLD9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-13
2012-11-13
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
18000000.00
17998860.00
0.0005
N
17999100.00
17999100.00
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
64982666.67
0.0018
N
64988300.00
64988300.00
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
19994444.44
0.0006
N
19996400.00
19996400.00
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
50034651.34
0.0014
N
50039489.50
50039489.50
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
20993140.00
0.0006
N
20995380.00
20995380.00
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
14995000.00
0.0004
N
14996550.00
14996550.00
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
29987400.00
0.0008
N
29991300.00
29991300.00
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
21990613.33
0.0006
N
21993620.00
21993620.00
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
49975694.44
0.0014
N
49983500.00
49983500.00
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
26986687.50
0.0008
N
26990820.00
26990820.00
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
37980472.22
0.0011
N
37986700.00
37986700.00
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
45971198.89
0.0013
N
45975620.00
45975620.00
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
16981923.33
0.0005
N
16988100.00
16988100.00
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
93913285.00
0.0026
N
93927620.00
93927620.00
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
23972499.94
0.0007
N
23981280.00
23981280.00
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
18978055.00
0.0005
N
18984990.00
18984990.00
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
3995343.34
0.0001
N
3996800.00
3996800.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RSE4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-16
2012-11-16
N
N
N
48000000.00
48000000.00
0.0014
N
48002880.00
48002880.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RSH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-19
2012-11-19
N
N
N
135000000.00
135000000.00
0.0038
N
135009450.00
135009450.00
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
0.0086
N
304000000.00
304000000.00
Ciesco, LLC
Ciesco, LLC 0.630000%
17178BL29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
25000000.00
24999562.50
0.0007
N
24999750.00
24999750.00
Ciesco, LLC
Ciesco, LLC 0.620000%
17178BL86
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
128000000.00
127984568.89
0.0036
N
127996160.00
127996160.00
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
8996400.00
0.0003
N
8998740.00
8998740.00
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
95671999.99
0.0027
N
95912640.00
95912640.00
Citibank, NA
Citibank, NA 0.580000%
1730D24Y5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
N
129000000.00
129000000.00
0.0036
N
129003870.00
129003870.00
Citibank, NA
Citibank, NA 0.580000%
1730D25B4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-15
2012-11-15
N
N
N
131000000.00
131000000.00
0.0037
N
131026200.00
131026200.00
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
89029370.00
89029370.00
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
100034000.00
100034000.00
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
101915680.00
0.0029
N
101921460.00
101921460.00
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
79933333.33
0.0023
N
79937600.00
79937600.00
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
56980620.00
0.0016
N
56991450.00
56991450.00
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
86929965.00
0.0024
N
86945190.00
86945190.00
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
49959097.22
0.0014
N
49967500.00
49967500.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.320000%
972DRY003
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
N
150000000.00
150000000.00
0.0042
N
150010500.00
150010500.00
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
6999860.00
6999860.00
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
0.0032
N
113029380.00
113029380.00
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
0.0068
N
240062400.00
240062400.00
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
36009000.00
36009000.00
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
132002640.00
132002640.00
CRC Funding, LLC
CRC Funding, LLC 0.620000%
12622UL20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
49000000.00
48999156.11
0.0014
N
48999510.00
48999510.00
CRC Funding, LLC
CRC Funding, LLC 0.620000%
12622UL53
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
48000000.00
47996693.33
0.0014
N
47999040.00
47999040.00
CRC Funding, LLC
CRC Funding, LLC 0.570000%
12622UL61
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
48000000.00
47996200.00
0.0014
N
47999040.00
47999040.00
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
55970568.89
0.0016
N
55984320.00
55984320.00
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
4997312.50
0.0001
N
4998600.00
4998600.00
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
68823666.67
0.0019
N
68943420.00
68943420.00
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
0.0106
N
378283500.00
378283500.00
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
32017920.00
32017920.00
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
101021210.00
101021210.00
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
185053650.00
185053650.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.250000%
22799D001_0.2500_M121101_2M49
0001230485
Treasury Repurchase Agreement
Y
United States Treasury Department
2015-05-15
4.125000
Treasury Debt
183120000.00
204000017.28
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
200000000.00
200000000.00
0.0056
N
200000000.00
200000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.270000%
22799D001_0.2700_M121101_2M49
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2012-11-02
1.650000
Government Agency Debt
1949000.00
1965037.19
Fannie Mae
2013-02-12
4.000000
Government Agency Debt
147000.00
149871.88
Fannie Mae
2013-04-15
4.125000
Government Agency Debt
525000.00
535383.83
Fannie Mae
2014-03-17
1.300000
Government Agency Debt
22475000.00
22793983.62
Fannie Mae
2016-07-25
0.545000
Government Agency Debt
24176000.00
24126335.87
Fannie Mae
2022-09-28
2.500000
Government Agency Debt
15000000.00
15093183.52
Fannie Mae
2028-01-25
6.000000
Government Agency Debt
21000000.00
21565809.85
Fannie Mae
2032-04-12
4.000000
Government Agency Debt
22900000.00
23202736.91
Fannie Mae
2036-06-05
6.210000
Government Agency Debt
30000000.00
36862574.82
Fannie Mae
2037-01-22
5.730000
Government Agency Debt
21575000.00
22165687.27
Fannie Mae
2039-10-23
6.080000
Government Agency Debt
20000000.00
20988645.55
Freddie Mac
2012-11-23
0.00
Government Agency Debt
425000.00
425055.27
Freddie Mac
2012-11-23
0.259800
Government Agency Debt
94035000.00
94049158.03
Freddie Mac
2017-03-08
1.000000
Government Agency Debt
167721000.00
169434177.43
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
444466750.00
444466750.00
0.0125
N
444466750.00
444466750.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.210000%
992JYD004_0.2100_M121102_2M49
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2025-04-15
4.000000
Government Agency Debt
490000.00
353704.36
GNMA
2041-12-20
4.000000
Government Agency Debt
50000000.00
48105108.74
GNMA
2041-12-20
4.000000
Government Agency Debt
34450000.00
33144419.92
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
N
80000000.00
80000000.00
0.0023
N
80000000.00
80000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.250000%
992JYD004_0.2500_M121120_2M49
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2038-10-15
6.000000
Government Agency Debt
45000000.00
8442576.08
Freddie Mac
2038-11-15
6.000000
Government Agency Debt
40000000.00
6366596.82
Freddie Mac
2039-09-20
5.000000
Government Agency Debt
40044214.00
14299125.68
Freddie Mac
2039-10-20
5.000000
Government Agency Debt
6025000.00
3931705.58
Freddie Mac
2040-05-20
6.500000
Government Agency Debt
43200000.00
18249584.05
Freddie Mac
2042-02-15
4.500000
Government Agency Debt
44000000.00
44953133.11
Freddie Mac
2042-08-20
3.500000
Government Agency Debt
40459361.00
44133777.05
Freddie Mac
2051-02-15
3.000000
Government Agency Debt
46405000.00
47997204.56
Freddie Mac
2052-03-15
4.800000
Government Agency Debt
40484816.00
45153692.57
GNMA
2040-05-20
4.500000
Government Agency Debt
46250000.00
38817615.66
First Tier Security
N/A
N/A
2012-11-20
2012-11-20
N
N
N
267000000.00
267000000.00
0.0075
Y
267000000.00
267000000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.480000%
2284K0LD5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-13
2012-11-13
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
102000000.00
101983680.00
0.0029
N
101989800.00
101989800.00
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
2998817.50
0.0001
N
2999250.00
2999250.00
Deutsche Bank AG
Deutsche Bank AG 0.410000%
25154U3N2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
68000000.00
68000000.00
0.0019
N
68004080.00
68004080.00
Deutsche Bank AG
Deutsche Bank AG 0.390000%
25154U3S1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
N
190000000.00
190000000.00
0.0054
N
190009500.00
190009500.00
Deutsche Bank AG
Deutsche Bank AG 0.340000%
25154U4X9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-26
2012-11-26
N
N
N
181000000.00
181000000.00
0.0051
N
181021720.00
181021720.00
Deutsche Bank AG
Deutsche Bank AG 0.340000%
25154U5E0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-27
2012-11-27
N
N
N
1000000.00
1000000.00
0.0000
N
1000130.00
1000130.00
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
0.0063
N
224006720.00
224006720.00
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
0.0028
N
98004900.00
98004900.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
21599B009_0.2800_M121101_2M49
0001074042
Treasury Repurchase Agreement
Y
United States Treasury Department
2013-11-15
0.500000
Treasury Debt
110834100.00
111417663.22
United States Treasury Department
2015-06-30
1.875000
Treasury Debt
190881400.00
199682365.60
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
305000000.00
305000000.00
0.0086
N
305000000.00
305000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.350000%
21599B009_0.3500_M121101_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-11-25
6.500000
Government Agency Debt
65976227.00
67105652.04
Fannie Mae
2042-11-25
6.500000
Government Agency Debt
59796935.00
60820578.80
GNMA
2042-10-16
2.000000
Government Agency Debt
208722000.00
198633770.00
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
314000000.00
314000000.00
0.0088
N
314000000.00
314000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.320000%
991JCA005_0.3200_M121101_2M49
0001074042
Other Repurchase Agreement
N
ABBOTT LABS COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8499958.80
ALTRIA GROUP INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8499992.32
AMERICAN EXPRESS CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8499979.50
AMERICAN INTL GROUP INC COM NEW
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8499976.80
AMERICAN TOWER CORP NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8499987.87
AMERIGROUP CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8499951.68
AT&T INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8499968.13
BANK OF AMERICA CORPORATION COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8499995.04
BERKSHIRE HATHAWAY INC DEL CL B NEW
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8499959.44
CAPITAL ONE FINL CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8499960.00
CATERPILLAR INC DEL COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8499982.50
CHEVRON CORP NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8499933.36
COCA COLA CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8499939.20
COOPER INDUSTRIES PLC SHS
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8499963.08
EXXON MOBIL CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8499974.76
GENERAL ELECTRIC CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8499983.72
INTERNATIONAL BUSINESS MACHSCOM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8499821.33
ISHARES INC MSCI MEX
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8499984.19
PROCTER & GAMBLE CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8499942.08
SIMON PPTY GROUP INC NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8499915.90
UNITED TECHNOLOGIES CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
860.20
WELLS FARGO & CO NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
8499973.40
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
170000000.00
170000000.00
0.0048
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
N
170000000.00
170000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.370000%
991JCA005_0.3700_M121101_2M49
0001074042
Other Repurchase Agreement
N
ABBOTT LABS COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7499948.24
ALTRIA GROUP INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7499996.96
AMERICAN EXPRESS CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7499991.75
AMERICAN INTL GROUP INC COM NEW
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7499971.36
AMERICAN TOWER CORP NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7499954.77
AMERIGROUP CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7499925.12
AT&T INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7499992.25
BANK OF AMERICA CORPORATION COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7499996.16
BERKSHIRE HATHAWAY INC DEL CL B NEW
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7499989.70
CAPITAL ONE FINL CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7500000.00
CATERPILLAR INC DEL COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7499935.00
CHEVRON CORP NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7499980.44
COCA COLA CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7499970.32
COOPER INDUSTRIES PLC SHS
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7499993.34
EXXON MOBIL CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7499983.06
GENERAL ELECTRIC CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7499981.91
INTERNATIONAL BUSINESS MACHSCOM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7499842.35
ISHARES INC MSCI MEX
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7499943.04
PROCTER & GAMBLE CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7499936.64
SIMON PPTY GROUP INC NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7499970.00
UNITED TECHNOLOGIES CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
703.80
WELLS FARGO & CO NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7499998.51
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
150000000.00
150000000.00
0.0042
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
N
150000000.00
150000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M121101_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
63499623.00
65928564.78
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
181539952.00
97739105.59
Fannie Mae
2041-11-01
3.500000
Government Agency Debt
84361329.00
70296777.47
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
56743322.00
62657127.09
GNMA
2042-10-20
3.000000
Government Agency Debt
42720736.00
45608657.75
GNMA
2042-10-20
3.500000
Government Agency Debt
113599932.00
124165596.61
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
450000000.00
450000000.00
0.0127
N
450000000.00
450000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M121120_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-04-01
4.340000
Government Agency Debt
5715459.00
6417596.39
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
85613.00
89743.26
Fannie Mae
2036-08-01
2.698000
Government Agency Debt
29242438.00
6634378.66
Fannie Mae
2037-06-01
5.000000
Government Agency Debt
56228.00
16677.08
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
52067.00
19111.98
Fannie Mae
2039-10-01
5.258000
Government Agency Debt
9712.00
9585.12
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
290056.00
235544.72
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
42566468.00
42889758.54
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
797168.00
912470.91
Freddie Mac
2032-05-15
4.000000
Government Agency Debt
97240.00
104782.36
First Tier Security
N/A
N/A
2012-11-20
2012-11-20
N
N
N
55000000.00
55000000.00
0.0015
Y
55000000.00
55000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M121108_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
291281.00
305333.37
Fannie Mae
2031-05-25
1.750000
Government Agency Debt
20417524.00
19200687.21
Fannie Mae
2032-10-01
3.000000
Government Agency Debt
1124817.00
1181487.24
Fannie Mae
2035-02-01
5.134000
Government Agency Debt
58020824.00
7980780.81
Fannie Mae
2037-11-25
4.500000
Government Agency Debt
32750000.00
23746233.25
Fannie Mae
2038-06-01
4.844000
Government Agency Debt
24860688.00
10070346.03
Fannie Mae
2038-07-01
4.998000
Government Agency Debt
30030945.00
10058418.41
Fannie Mae
2040-07-25
4.000000
Government Agency Debt
3104245.00
1868246.54
Fannie Mae
2041-03-25
0.866500
Government Agency Debt
16375313.00
10651674.21
Fannie Mae
2041-05-25
4.500000
Government Agency Debt
25929940.00
29140455.52
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
18233718.00
17811919.16
Fannie Mae
2042-04-01
2.842000
Government Agency Debt
2975656.00
2852937.68
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
56582813.00
64836000.96
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
N
192000000.00
192000000.00
0.0054
Y
192000000.00
192000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M121126_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-07-01
2.500000
Government Agency Debt
15557658.00
15997624.33
Fannie Mae
2031-08-25
2.500000
Government Agency Debt
482579.00
493908.42
Fannie Mae
2032-10-01
3.000000
Government Agency Debt
2263087.00
2377105.27
Fannie Mae
2035-01-01
2.616000
Government Agency Debt
24902653.00
4707564.10
Fannie Mae
2035-03-25
6.000000
Government Agency Debt
103000000.00
17277993.17
Fannie Mae
2036-07-01
2.963000
Government Agency Debt
27248607.00
11592069.02
Fannie Mae
2036-08-01
2.698000
Government Agency Debt
20757562.00
4709372.26
Fannie Mae
2037-11-25
4.500000
Government Agency Debt
27211000.00
19730038.26
Fannie Mae
2039-01-01
2.431000
Government Agency Debt
19544296.00
7530200.54
Fannie Mae
2039-01-01
5.024000
Government Agency Debt
1690176.00
505300.76
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
19229305.00
7809302.89
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
347299.00
127481.35
Fannie Mae
2039-10-01
5.258000
Government Agency Debt
6497209.00
6412327.65
Fannie Mae
2040-05-01
3.518000
Government Agency Debt
14815279.00
5706968.22
Fannie Mae
2041-03-25
0.866500
Government Agency Debt
9863827.00
6416138.22
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
707016.00
574143.92
Fannie Mae
2041-11-01
2.611000
Government Agency Debt
5319225.00
4763280.89
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
200751.00
229787.76
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
168286.00
183011.77
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
404192.00
432209.99
Freddie Mac
2032-06-15
2.500000
Government Agency Debt
23320218.00
24243031.14
Freddie Mac
2041-09-15
4.000000
Government Agency Debt
6350607.00
6895173.67
GNMA
2026-10-20
3.000000
Government Agency Debt
26666440.00
18739722.37
GNMA
2033-01-16
3.137000
Government Agency Debt
500000.00
295228.95
GNMA
2033-08-20
5.000000
Government Agency Debt
5246875.00
6223626.25
GNMA
2036-10-16
2.500000
Government Agency Debt
16738532.00
13652930.65
GNMA
2040-07-20
4.500000
Government Agency Debt
5400000.00
3323651.22
GNMA
2040-08-20
3.000000
Government Agency Debt
10000000.00
10349050.43
GNMA
2041-06-20
4.000000
Government Agency Debt
13402000.00
14639183.29
GNMA
2041-09-20
2.000000
Government Agency Debt
20772000.00
20453481.29
GNMA
2041-10-20
3.500000
Government Agency Debt
5087103.00
5404982.26
GNMA
2042-03-20
7.000000
Government Agency Debt
18292642.00
20912793.86
GNMA
2042-05-16
2.000000
Government Agency Debt
10298000.00
9967198.99
GNMA
2042-05-20
3.000000
Government Agency Debt
17802311.00
18436393.71
GNMA
2042-08-16
2.500000
Government Agency Debt
16303000.00
16105592.41
GNMA
2042-08-20
2.500000
Government Agency Debt
21853000.00
21422131.68
First Tier Security
N/A
N/A
2012-11-26
2012-11-26
N
N
N
316000000.00
316000000.00
0.0089
Y
316000000.00
316000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.240000%
99ETSZ007_0.2400_M121119_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
109347.00
114622.26
Fannie Mae
2031-12-01
3.500000
Government Agency Debt
33258.00
30595.49
Fannie Mae
2038-05-01
5.000000
Government Agency Debt
36210779.00
9962745.38
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
119859.00
43996.06
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
34507132.00
36806089.90
First Tier Security
N/A
N/A
2012-11-19
2012-11-19
N
N
N
45000000.00
45000000.00
0.0013
Y
45000000.00
45000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.250000%
99ETSZ007_0.2500_M121115_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
218693.00
229243.48
Fannie Mae
2039-07-01
5.000000
Government Agency Debt
252589.00
92716.61
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
72688465.00
74820368.62
First Tier Security
N/A
N/A
2012-11-15
2012-11-15
N
N
N
72000000.00
72000000.00
0.0020
Y
72000000.00
72000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.250000%
99ETSZ007_0.2500_M121116_2M49
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-10-01
2.500000
Government Agency Debt
27437.00
28760.65
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
26589320.00
25974231.82
First Tier Security
N/A
N/A
2012-11-16
2012-11-16
N
N
N
25000000.00
25000000.00
0.0007
Y
25000000.00
25000000.00
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
0.0039
N
138070380.00
138070380.00
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
4002160.00
4002160.00
DNB Bank ASA
DNB Bank ASA 0.260000%
23330LKB1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-13
2012-11-13
N
N
N
68200000.00
68199999.82
0.0019
N
68202728.00
68202728.00
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
30012900.00
30012900.00
DNB Bank ASA
DNB Bank ASA 0.250000%
23330LKT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-20
2012-11-20
N
N
N
139000000.00
139000000.00
0.0039
N
139008340.00
139008340.00
Fannie Mae
Fannie Mae 0.140000%
313588P58
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
N
285750000.00
285735553.74
0.0080
N
285742856.25
285742856.25
Fannie Mae
Fannie Mae 0.130000%
313588P58
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
N
2000000.00
1999906.11
0.0001
N
1999950.00
1999950.00
Fannie Mae
Fannie Mae 6.410000%
31364FGL9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-13
2012-11-13
N
N
N
3000000.00
3006154.40
0.0001
N
3006147.00
3006147.00
Fannie Mae
Fannie Mae 4.750000%
31398AHZ8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-19
2012-11-19
N
N
N
6909000.00
6924653.77
0.0002
N
6924932.15
6924932.15
Farm Credit System
Farm Credit System 0.125000%
313312N71
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
N
28000000.00
27999319.44
0.0008
N
27999608.00
27999608.00
Federal Home Loan Bank
Federal Home Loan Bank 0.121000%
313384M97
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
N
194000000.00
193999347.93
0.0055
N
193999612.00
193999612.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384M97
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
N
98125000.00
98124645.66
0.0028
N
98124803.75
98124803.75
Federal Home Loan Bank
Federal Home Loan Bank 0.115000%
313384M97
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
N
3000000.00
2999990.42
0.0001
N
2999994.00
2999994.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384N62
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
82147000.00
82145220.15
0.0023
N
82146014.24
82146014.24
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
313384N62
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
32000000.00
31999333.34
0.0009
N
31999616.00
31999616.00
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
313384N88
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
22000000.00
21999388.89
0.0006
N
21999648.00
21999648.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384N88
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
20000000.00
19999422.22
0.0006
N
19999680.00
19999680.00
Federal Home Loan Bank
Federal Home Loan Bank 0.105000%
313384N88
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
14550000.00
14549660.50
0.0004
N
14549767.20
14549767.20
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384N88
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
10000000.00
9999822.22
0.0003
N
9999840.00
9999840.00
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313384N88
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
8000000.00
7999751.11
0.0002
N
7999872.00
7999872.00
Federal Home Loan Bank
Federal Home Loan Bank 0.135000%
313384N88
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
7000000.00
6999790.00
0.0002
N
6999888.00
6999888.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384P45
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-13
2012-11-13
N
N
N
3000000.00
2999870.00
0.0001
N
2999931.00
2999931.00
Federal Home Loan Bank
Federal Home Loan Bank 0.115000%
313384P52
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
N
75000000.00
74996885.42
0.0021
N
74998125.00
74998125.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384P52
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
N
46000000.00
45998006.66
0.0013
N
45998850.00
45998850.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384P52
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
N
29793000.00
29791601.39
0.0008
N
29792255.18
29792255.18
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384P52
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
N
11300000.00
11299551.14
0.0003
N
11299717.50
11299717.50
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313384P52
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
N
2000000.00
1999898.89
0.0001
N
1999950.00
1999950.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384P60
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-15
2012-11-15
N
N
N
31000000.00
30998432.78
0.0009
N
30999163.00
30999163.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384P78
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-16
2012-11-16
N
N
N
60000000.00
59997000.00
0.0017
N
59998260.00
59998260.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384Q44
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-21
2012-11-21
N
N
N
31470000.00
31467727.18
0.0009
N
31468772.67
31468772.67
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384Q69
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-23
2012-11-23
N
N
N
59700000.00
59695257.16
0.0017
N
59697432.90
59697432.90
Federal Home Loan Bank
Federal Home Loan Bank 0.140000%
313384R35
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-28
2012-11-28
N
N
N
65000000.00
64993174.85
0.0018
N
64996620.00
64996620.00
Federal Home Loan Bank
Federal Home Loan Bank 0.150000%
313384R50
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-30
2012-11-30
N
N
N
8800000.00
8798936.67
0.0002
N
8799507.20
8799507.20
Federal Home Loan Bank
Federal Home Loan Bank 0.105000%
313384R50
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-30
2012-11-30
N
N
N
4000000.00
3999661.67
0.0001
N
3999776.00
3999776.00
Freddie Mac
Freddie Mac 0.130000%
313396M83
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
50000000.00
50000000.00
0.0014
N
50000000.00
50000000.00
Freddie Mac
Freddie Mac 0.125000%
313396M83
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
20567000.00
20567000.00
0.0006
N
20567000.00
20567000.00
Freddie Mac
Freddie Mac 0.110000%
313396M91
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
N
4000000.00
3999987.78
0.0001
N
3999992.00
3999992.00
Freddie Mac
Freddie Mac 0.100000%
313396N41
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
80000000.00
79999111.11
0.0023
N
79999360.00
79999360.00
Freddie Mac
Freddie Mac 0.130000%
313396N41
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
28000000.00
27999595.56
0.0008
N
27999776.00
27999776.00
Freddie Mac
Freddie Mac 0.110000%
313396N58
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
N
7000000.00
6999893.06
0.0002
N
6999930.00
6999930.00
Freddie Mac
Freddie Mac 0.125000%
313396P56
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
N
11000000.00
10999503.47
0.0003
N
10999725.00
10999725.00
Freddie Mac
Freddie Mac 0.140000%
313396Q22
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-19
2012-11-19
N
N
N
11000000.00
10999230.00
0.0003
N
10999615.00
10999615.00
Freddie Mac
Freddie Mac 0.140000%
313396Q97
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-26
2012-11-26
N
N
N
47450000.00
47445386.81
0.0013
N
47447674.95
47447674.95
Freddie Mac
Freddie Mac 0.130000%
313396R39
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-28
2012-11-28
N
N
N
20352000.00
20350015.68
0.0006
N
20350941.70
20350941.70
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
0.0062
N
220201300.00
220201300.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.270000%
3686M0LS5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-26
2012-11-26
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
5000000.00
4999062.50
0.0001
N
4999050.00
4999050.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HL62
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
N
174000000.00
173992266.67
0.0049
N
173996520.00
173996520.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HL70
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
25500000.00
25498640.00
0.0007
N
25499235.00
25499235.00
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
99961111.12
0.0028
N
99982000.00
99982000.00
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
6996690.56
0.0002
N
6998530.00
6998530.00
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
146927479.99
0.0041
N
146967660.00
146967660.00
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
5995306.66
0.0002
N
5997360.00
5997360.00
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
9991841.67
0.0003
N
9995500.00
9995500.00
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
27972373.33
0.0008
N
27981800.00
27981800.00
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
998992.50
0.0000
N
999290.00
999290.00
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
183811400.00
0.0052
N
183858320.00
183858320.00
GFRE Holdings LLC
Taxable Notes Series 2009A 0.210000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
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 0.270000%
38399H002_0.2700_M121101_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
33136147.00
33683081.85
Freddie Mac
2040-09-01
4.500000
Government Agency Debt
36258331.00
30892428.22
Freddie Mac
2042-07-01
3.500000
Government Agency Debt
53450038.00
56174489.97
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
115000000.00
115000000.00
0.0032
N
115000000.00
115000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.210000%
992JYE002_0.2100_M121102_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-06-01
2.500000
Government Agency Debt
19741550.00
20248592.62
Fannie Mae
2032-10-01
3.500000
Government Agency Debt
18600585.00
19992720.98
Fannie Mae
2033-06-01
5.500000
Government Agency Debt
491358.00
99877.73
Fannie Mae
2038-08-01
6.000000
Government Agency Debt
77700000.00
20081837.37
Fannie Mae
2041-02-01
3.500000
Government Agency Debt
23275247.00
20035624.29
Fannie Mae
2041-05-01
5.000000
Government Agency Debt
20184296.00
20014501.29
Fannie Mae
2042-05-01
2.274000
Government Agency Debt
20619000.00
19925136.25
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
18053010.00
20167391.96
Freddie Mac
2031-04-01
4.500000
Government Agency Debt
20820372.00
16454164.94
Freddie Mac
2039-10-01
5.000000
Government Agency Debt
27300000.00
20065375.63
Freddie Mac
2041-03-01
5.000000
Government Agency Debt
20076349.00
20047931.52
Freddie Mac
2041-06-01
4.500000
Government Agency Debt
38822404.00
20136007.23
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
18604804.00
19959547.26
Freddie Mac
2042-10-01
3.000000
Government Agency Debt
19432166.00
20021290.98
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
N
245000000.00
245000000.00
0.0069
N
245000000.00
245000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.250000%
992JYE002_0.2500_M121105_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-05-01
4.000000
Government Agency Debt
48650000.00
23486404.12
Fannie Mae
2031-04-01
4.500000
Government Agency Debt
25116192.00
23475398.79
Fannie Mae
2035-02-01
5.500000
Government Agency Debt
26101801.00
5805926.02
Fannie Mae
2036-03-01
6.000000
Government Agency Debt
75048160.00
23305125.71
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
22432481.00
23274106.78
Fannie Mae
2041-12-01
2.582000
Government Agency Debt
25026799.00
23382601.63
Fannie Mae
2042-07-01
4.500000
Government Agency Debt
21992265.00
23518964.15
Freddie Mac
2035-08-01
5.500000
Government Agency Debt
17316874.00
9419509.89
Freddie Mac
2038-04-01
5.500000
Government Agency Debt
50000000.00
23419255.57
Freddie Mac
2038-11-01
6.000000
Government Agency Debt
61453105.00
23224450.78
Freddie Mac
2040-08-01
5.000000
Government Agency Debt
32430000.00
23438256.62
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
215000000.00
215000000.00
0.0061
N
215000000.00
215000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.250000%
992JYE002_0.2500_M121107_2M49
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-06-01
3.500000
Government Agency Debt
4204632.00
4408966.87
Fannie Mae
2032-04-01
4.000000
Government Agency Debt
1115021.00
1163748.56
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
133098693.00
33246291.93
Fannie Mae
2039-12-01
5.500000
Government Agency Debt
50000000.00
33222882.08
Freddie Mac
2038-06-01
6.000000
Government Agency Debt
100000000.00
33276352.24
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
32120000.00
33281758.43
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
132000000.00
132000000.00
0.0037
N
132000000.00
132000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.500000%
992JYE002_0.5000_M121220_2M49
0000769993
Other Repurchase Agreement
N
AMERICAN AXLE & MFG HLDGS INCOM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149991.00
ATWOOD OCEANICS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149966.40
BABCOCK & WILCOX CO NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149999.40
CALLAWAY GOLF CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149998.56
CBS CORP NEW CL B
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149985.81
CHIMERA INVT CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149998.05
CORPORATE EXECUTIVE BRD CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149977.55
EXCEL TR INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149994.45
FAIR ISAAC CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149955.76
HERSHEY CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149960.79
LEUCADIA NATL CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149984.13
MICHAEL KORS HLDGS LTD SHS
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149956.48
MSC INDL DIRECT INC CL A
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149954.70
NOBLE ENERGY INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149986.60
PARTNERRE LTD COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149954.08
PLAINS EXPL& PRODTN CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149972.47
SCHLUMBERGER LTD COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149943.90
SCHWAB CHARLES CORP NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149988.45
SUPERIOR ENERGY SVCS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149982.58
TITANIUM METALS CORP COM NEW
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149995.80
ULTRA PETROLEUM CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149981.46
WESTAR ENERGY INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
472.48
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
3000000.00
3000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.540000%
992JYE002_0.5400_M121114_2M49
0000769993
Other Repurchase Agreement
N
3-D SYS CORP DEL COM NEW
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
213563.35
AARONS INC COM PAR
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
137031.75
ABM INDS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
44608.68
AECOM TECHNOLOGY CORP DELAWACOM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
65865.15
AES CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
424395.40
AK STL HLDG CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
665010.27
ALAMO GROUP INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
31062.00
ALBANY INTL CORP CL A
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
51148.75
ALEXANDER & BALDWIN INC NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
202795.88
ALLIANCE ONE INTL INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
313737.84
ALLIANT TECHSYSTEMS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
45449.34
AMERICAN ASSETS TR INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
26845.10
AMERICAN DG ENERGY INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
652.68
AMERICAN SAFETY INS HLDGS LTORD
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
173784.24
AMERICAN VANGUARD CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
129489.18
ANN INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
355054.39
APPLIED INDL TECHNOLOGIES INCOM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
45780.12
ARES COML REAL ESTATE CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
135.04
ARROW ELECTRS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
360391.05
ATMOS ENERGY CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
450364.00
BABCOCK & WILCOX CO NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
3399986.40
BAKER MICHAEL CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
345181.20
BALLY TECHNOLOGIES INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
637297.44
BASIC ENERGY SVCS INC NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
27645.12
BELDEN INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
235595.52
BELO CORP COM SER
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
67403.32
BEMIS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
70680.24
BERKLEY W R CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
4429.60
BIGLARI HLDGS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
357607.38
BIO RAD LABS INC CL A
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
60866.82
BIOTIME INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
2244.55
BORGWARNER INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
462853.15
BOSTON PROPERTIES INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
199317.63
BRANDYWINE RLTY TR SH BEN I
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
355789.82
BRINKS CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
17844.84
BROWN & BROWN INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
301070.00
BROWN FORMAN CORP CL B
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
60420.00
BROWN SHOE INC NEW COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
81110.73
BUCKLE INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
94619.40
CALGON CARBON CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
122778.24
CAMERON INTERNATIONAL CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
123129.72
CANTEL MEDICAL CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
12638.34
CAPITALSOURCE INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
25849.12
CAREFUSION CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
434486.34
CARLISLE COS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
136610.91
CBS CORP NEW CL B
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
3399974.19
CHENIERE ENERGY INC COM NEW
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
283104.00
CHICOS FAS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
15681.03
CHUBB CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
339515.80
CLARCOR INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
445396.75
CLEAN HARBORS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
296689.44
COHEN & STEERS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
53871.09
CORESITE RLTY CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
217598.92
COUSINS PPTYS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
607381.88
CRANE CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
132329.70
CREXUS INVT CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
258144.01
DONALDSON INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
198510.23
DYCOM INDS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
473553.99
EATON VANCE CORP COM NON
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
93184.65
EDUCATION RLTY TR INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
164983.32
EMERGENT BIOSOLUTIONS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
102604.94
EMPLOYERS HOLDINGS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
344076.74
ENDEAVOUR INTL CORP COM NEW
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6088.72
ENDURANCE SPECIALTY HLDGS LTSHS
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
196199.10
ENTRAVISION COMMUNICATIONS CCL A
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
16654.44
EPL OIL & GAS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
322777.32
EQUITY LIFESTYLE PPTYS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
645165.59
ESTERLINE TECHNOLOGIES CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
207529.88
EVERCORE PARTNERS INC CLASS A
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
441187.01
EXCO RESOURCES INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
173103.84
EXTERRAN HLDGS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
58922.16
F M C CORP COM NEW
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
77077.60
FIRST HORIZON NATL CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
404864.40
FLOTEK INDS INC DEL COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
15647.99
FLOWERS FOODS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
12505.36
FMC TECHNOLOGIES INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
461541.72
FNB CORP PA COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
300100.37
FORTEGRA FINL CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
76641.00
FRONTLINE LTD SHS
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
320386.28
FURMANITE CORPORATION COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
148585.32
FUTUREFUEL CORPORATION COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
106262.07
GARTNER INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
240534.99
GATX CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
72008.91
GENERAL GROWTH PPTYS INC NEWCOM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
470556.90
GENUINE PARTS CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
71160.88
GENWORTH FINL INC COM CL A
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
17283.92
GFI GROUP INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
11123.10
GLOBAL PMTS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
431762.62
GOLD RESOURCE CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
48932.60
GOLD RESV INC CL A
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
64224.20
GP STRATEGIES CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
117628.06
GRAHAM CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
16261.50
GREENHILL & CO INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
29650.00
GREIF INC CL A
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
330726.33
GSE HLDG INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
47475.81
HARRIS CORP DEL COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
502276.70
HATTERAS FINL CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
425266.40
HAVERTY FURNITURE INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
53251.90
HAWAIIAN ELEC INDUSTRIES COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
12292.29
HCA HOLDINGS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
441104.70
HEADWATERS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
138139.56
HEALTHCARE RLTY TR COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
634613.76
HEARTLAND PMT SYS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
448020.00
HILLENBRAND INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
47467.92
HORACE MANN EDUCATORS CORP NCOM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
52601.10
HOST HOTELS & RESORTS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
195272.37
HOWARD HUGHES CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
175474.65
HUNTINGTON INGALLS INDS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
284239.56
IDEX CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
581751.16
IMATION CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1000.08
INPHI CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
165819.08
INTERMEC INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
18859.50
INTERNATIONAL FLAVORS&FRAGRACOM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
69502.78
INTERNATIONAL GAME TECHNOLOGCOM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
506711.31
INVESTMENT TECHNOLOGY GRP NECOM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
9267.72
ITT EDUCATIONAL SERVICES INCCOM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
94770.90
JOHN BEAN TECHNOLOGIES CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
182871.20
KADANT INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
659917.38
KEY ENERGY SVCS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
432043.95
KITE RLTY GROUP TR COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
254848.52
LEXINGTON REALTY TRUST COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
211067.60
LEXMARK INTL NEW CL A
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
15350.84
LIBBEY INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
169494.05
LIBERTY PPTY TR SH BEN I
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
14564.52
LTC PPTYS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
422520.77
MAGNUM HUNTER RES CORP DEL COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
72285.00
MAIDENFORM BRANDS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
185523.48
MAIN STREET CAPITAL CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
18640.71
MANNING & NAPIER INC CL A
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
69804.63
MASTEC INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
543945.75
MAXIMUS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
381042.88
MAXLINEAR INC CL A
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
428221.56
MERITAGE HOMES CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
158051.40
MICHAEL KORS HLDGS LTD SHS
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
3399958.04
MID-AMER APT CMNTYS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
340179.42
MIDSOUTH BANCORP INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
60.48
MILLER INDS INC TENN COM NEW
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
14328.25
MOLINA HEALTHCARE INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
108945.20
MOLYCORP INC DEL COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
664879.71
MONSTER WORLDWIDE INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
418920.39
NCI BUILDING SYS INC COM NEW
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
196744.96
NEUSTAR INC CL A
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
236503.15
NEW YORK CMNTY BANCORP INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
206797.28
NOBLE ENERGY INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
3399916.65
NORANDA ALUM HLDG CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
17693.77
NORTHROP GRUMMAN CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
82984.40
OGE ENERGY CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
319156.11
OM GROUP INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
48246.24
OMNOVA SOLUTIONS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
157791.96
ONEBEACON INSURANCE GROUP LTCL A
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
104910.40
ORIENTAL FINL GROUP INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
233893.44
ORMAT TECHNOLOGIES INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
266396.00
OSHKOSH CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
415618.72
PACKAGING CORP AMER COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
20615.20
PANHANDLE OIL AND GAS INC CL A
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
21097.44
PARAMOUNT GOLD & SILVER CORPCOM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
69590.71
PARK ELECTROCHEMICAL CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
685080.00
PARK NATL CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
70953.96
PARKER DRILLING CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
621736.04
PARKER HANNIFIN CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
280994.76
PHARMERICA CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
242110.00
PINNACLE WEST CAP CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
52595.70
PIONEER ENERGY SVCS CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
480424.98
PIPER JAFFRAY COS COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
31815.90
PLAINS EXPL& PRODTN CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
3399973.82
PRESTIGE BRANDS HLDGS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
6689.28
PRINCIPAL FINL GROUP INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
211960.40
PROASSURANCE CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
349473.04
PROTECTIVE LIFE CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
221104.40
PROTO LABS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
22085.92
PS BUSINESS PKS INC CALIF COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
482686.89
REALTY INCOME CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
1188.30
REGENCY CTRS CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
233026.40
REINSURANCE GROUP AMER INC COM NEW
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
153819.86
RELIANCE STEEL & ALUMINUM COCOM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
642021.84
RETAIL PPTYS AMER INC CL A
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
505821.67
RLJ LODGING TR COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
149479.33
ROGERS CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
137763.92
ROSETTA STONE INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
113229.05
RPC INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
73163.43
RUBY TUESDAY INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
176637.75
SAIC INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
226573.20
SAUL CTRS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
24320.94
SCHLUMBERGER LTD COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
3399990.20
SCORPIO TANKERS INC SHS
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
389982.60
SEABRIGHT HOLDINGS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
442592.82
SELECT MED HLDGS CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
120840.75
SERVICE CORP INTL COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
76259.40
SIGNET JEWELERS LIMITED SHS
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
136369.00
SJW CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
18566.60
SKILLED HEALTHCARE GROUP INCCL A
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
161510.97
SOLERA HOLDINGS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
55965.12
SONOCO PRODS CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
595389.14
SOUTH JERSEY INDS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
380565.70
SPECTRA ENERGY CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
428219.12
ST JOE CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
28518.48
STANCORP FINL GROUP INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
480441.32
STERLING BANCORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
10100.80
STURM RUGER & CO INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
115875.00
SUPERIOR ENERGY SVCS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
3399994.52
SUPERVALU INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
618840.95
SYNNEX CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
42005.81
SYSCO CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
65392.34
TD AMERITRADE HLDG CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
112033.40
TECO ENERGY INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
398708.01
TENNANT CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
111564.45
TERADYNE INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
102776.00
THERMON GROUP HLDGS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
598632.24
TILLYS INC CL A
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
18868.52
TORCHMARK CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
103392.54
TOWERS WATSON & CO CL A
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
83923.85
TREDEGAR CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
268152.39
TRINITY INDS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
514875.00
TRW AUTOMOTIVE HLDGS CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
132843.78
TYLER TECHNOLOGIES INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
123134.48
U S PHYSICAL THERAPY INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
12459.25
UNITED STATES ANTIMONY CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
10397.10
UNITED STATES CELLULAR CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
22909.00
UNUM GROUP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
509683.20
V F CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
76082.88
VALMONT INDS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
28576.80
VECTOR GROUP LTD COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
94167.66
VECTREN CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
99317.76
VULCAN MATLS CO COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
442584.80
WABASH NATL CORP COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
73890.48
WABCO HLDGS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
217808.80
WAL MART STORES INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
60763.99
WASHINGTON REAL ESTATE INVT SH BEN I
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
215846.40
WASTE MGMT INC DEL COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
265363.70
WEST PHARMACEUTICAL SVSC INCCOM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
48229.23
WHITE MTNS INS GROUP LTD COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
89140.20
WILEY JOHN & SONS INC CL A
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
49680.00
WINNEBAGO INDS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
596383.58
WMS INDS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
186623.70
WORLD WRESTLING ENTMT INC CL A
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
7172.00
XPO LOGISTICS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
76087.64
ZIMMER HLDGS INC COM
2012-10-31
N/A
Other Instrument
common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
0.00
499185.25
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
N
68000000.00
68000000.00
0.0019
Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, or non-agency collateralized mortgage obligations
Y
68000000.00
68000000.00
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
36990164.17
0.0010
N
36990750.00
36990750.00
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
3999055.56
0.0001
N
3998950.00
3998950.00
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
55975500.00
0.0016
N
55973120.00
55973120.00
Govco, LLC
Govco, LLC 0.620000%
38362VL27
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
29000000.00
28999500.56
0.0008
N
28999710.00
28999710.00
Govco, LLC
Govco, LLC 0.630000%
38362VL27
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
9000000.00
8999842.50
0.0003
N
8999910.00
8999910.00
Govco, LLC
Govco, LLC 0.620000%
38362VL68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
122000000.00
121989494.44
0.0034
N
121995120.00
121995120.00
Govco, LLC
Govco, LLC 0.570000%
38362VLE1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
84000000.00
83982710.00
0.0024
N
83991600.00
83991600.00
Govco, LLC
Govco, LLC 0.520000%
38362VLF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-15
2012-11-15
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
19000000.00
18996157.78
0.0005
N
18997910.00
18997910.00
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
269848200.00
0.0076
N
269905500.00
269905500.00
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
31981617.78
0.0009
N
31988480.00
31988480.00
Houston Combined Utility System
First Lien Refunding RB Series 2008D1 0.190000%
442435SG9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
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
78900591.68
0.0022
N
78899670.00
78899670.00
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
126046620.00
126046620.00
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
134914950.00
0.0038
N
134925750.00
134925750.00
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
33976426.67
0.0010
N
33977220.00
33977220.00
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
6994944.44
0.0002
N
6994794.10
6994794.10
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.360000%
4497W0L63
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
Y
ING Bank NV
N/A
N/A
N
86000000.00
85995700.00
0.0024
N
85998280.00
85998280.00
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
199896555.56
0.0056
N
199876000.00
199876000.00
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
241826835.55
0.0068
N
241801560.00
241801560.00
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
999253.33
0.0000
N
999110.00
999110.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.270000%
4662J0LF7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-15
2012-11-15
N
N
N
7000000.00
6999265.00
0.0002
N
6999860.00
6999860.00
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
3998747.78
0.0001
N
3999520.00
3999520.00
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
57972160.00
0.0016
N
57990140.00
57990140.00
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
99950694.44
0.0028
N
99980000.00
99980000.00
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
42945533.33
0.0012
N
42975920.00
42975920.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.360700%
46636JAU7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-21
2013-02-21
N
N
N
109000000.00
109000000.00
0.0031
N
109040330.00
109040330.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.364500%
46636JAW3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-01
2013-03-01
N
N
N
200000000.00
200000000.00
0.0056
N
200070000.00
200070000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.350000%
46899T004_0.3500_M121101_2M49
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-11-25
2.000000
Government Agency Debt
127000000.00
45495597.89
Fannie Mae
2039-12-25
1.066500
Government Agency Debt
34510465.00
10213412.63
Fannie Mae
2040-02-25
1.006500
Government Agency Debt
179914068.00
55923676.65
Freddie Mac
2039-12-15
2.000000
Government Agency Debt
50116177.00
41286913.95
Freddie Mac
2042-01-01
4.000000
Government Agency Debt
50000000.00
53080399.18
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
200000000.00
200000000.00
0.0056
N
200000000.00
200000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.330700%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2012-11-21
2013-11-21
N
N
N
250000000.00
250000000.00
0.0070
N
250136500.00
250136500.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.394800%
48125LEB4
Other Note
N
First Tier Security
N/A
N/A
2013-01-18
2013-11-18
N
N
N
110000000.00
110000000.00
0.0031
N
110161700.00
110161700.00
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
20994242.50
0.0006
N
20992440.00
20992440.00
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
33984180.56
0.0010
N
33982660.00
33982660.00
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
49975694.44
0.0014
N
49973500.00
49973500.00
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
25986638.89
0.0007
N
25985440.00
25985440.00
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
46046254.30
0.0013
N
46049749.76
46049749.76
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
31987377.78
0.0009
N
31992000.00
31992000.00
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
6996951.11
0.0002
N
6996640.00
6996640.00
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
215898000.00
0.0061
N
215885520.00
215885520.00
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
53000000.00
53000000.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LL28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
25000000.00
24999847.22
0.0007
N
24999750.00
24999750.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LL69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
26000000.00
25999205.56
0.0007
N
25998960.00
25998960.00
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
82975791.67
0.0023
N
82973440.00
82973440.00
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
6997715.28
0.0002
N
6997480.00
6997480.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X4LE2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
12000000.00
11999046.67
0.0003
N
11999280.00
11999280.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4LS1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-26
2012-11-26
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
55000000.00
54991979.16
0.0015
N
54993950.00
54993950.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4LT9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-27
2012-11-27
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
70000000.00
69989383.34
0.0020
N
69992300.00
69992300.00
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
1999591.67
0.0001
N
1999660.00
1999660.00
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
24994020.83
0.0007
N
24994750.00
24994750.00
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
64976888.89
0.0018
N
64976600.00
64976600.00
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
30986730.28
0.0009
N
30987910.00
30987910.00
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
24990083.34
0.0007
N
24990000.00
24990000.00
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
46981082.37
0.0013
N
46980730.00
46980730.00
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
14993437.50
0.0004
N
14992950.00
14992950.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.350000%
06399U000_0.3500_M121101_2M49
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-03-25
5.000000
Government Agency Debt
5000000.00
1632542.24
Fannie Mae
2017-12-25
0.978000
Government Agency Debt
7500000.00
7473918.75
Fannie Mae
2017-12-25
4.000000
Government Agency Debt
13000000.00
547544.53
Fannie Mae
2018-05-25
5.000000
Government Agency Debt
70000.00
1235.12
Fannie Mae
2018-09-25
2.578000
Government Agency Debt
1130000.00
1211181.84
Fannie Mae
2018-11-25
4.500000
Government Agency Debt
40000.00
2521.74
Fannie Mae
2019-01-25
4.001000
Government Agency Debt
730000.00
831613.93
Fannie Mae
2019-02-25
5.000000
Government Agency Debt
270000.00
291426.30
Fannie Mae
2019-07-25
4.287000
Government Agency Debt
2398000.00
2782201.56
Fannie Mae
2019-12-25
1.166000
Government Agency Debt
7000000.00
6859422.01
Fannie Mae
2019-12-25
1.500000
Government Agency Debt
15000000.00
6630791.55
Fannie Mae
2020-07-25
9.000000
Government Agency Debt
56000.00
1177.19
Fannie Mae
2020-09-25
6.500000
Government Agency Debt
9000.00
92.43
Fannie Mae
2021-10-25
2.710000
Government Agency Debt
1000000.00
1006775.97
Fannie Mae
2022-05-25
2.377000
Government Agency Debt
3500000.00
3573709.42
Fannie Mae
2022-07-25
5.000000
Government Agency Debt
25000000.00
461883.03
Fannie Mae
2022-07-25
5.000000
Government Agency Debt
25000000.00
420221.71
Fannie Mae
2022-09-25
4.250000
Government Agency Debt
4550000.00
173151.43
Fannie Mae
2022-09-25
5.000000
Government Agency Debt
100000000.00
5268197.05
Fannie Mae
2022-11-25
4.000000
Government Agency Debt
50000000.00
2381111.80
Fannie Mae
2022-12-25
4.500000
Government Agency Debt
100000000.00
1966627.81
Fannie Mae
2023-01-25
7.900000
Government Agency Debt
3000.00
370.66
Fannie Mae
2023-03-25
4.500000
Government Agency Debt
100000000.00
7739688.05
Fannie Mae
2023-04-25
4.350000
Government Agency Debt
12000000.00
848627.41
Fannie Mae
2023-04-25
7.250000
Government Agency Debt
5100000.00
673439.03
Fannie Mae
2023-05-25
1.318700
Government Agency Debt
10315000.00
136471.73
Fannie Mae
2023-07-25
4.750000
Government Agency Debt
7300000.00
319221.77
Fannie Mae
2023-10-25
4.875000
Government Agency Debt
60500000.00
2961925.96
Fannie Mae
2023-12-25
4.500000
Government Agency Debt
2330000.00
472775.82
Fannie Mae
2023-12-25
6.500000
Government Agency Debt
7000.00
2127.08
Fannie Mae
2024-12-25
4.500000
Government Agency Debt
2000000.00
2153850.00
Fannie Mae
2025-03-25
3.000000
Government Agency Debt
3600000.00
2920045.23
Fannie Mae
2026-03-25
4.000000
Government Agency Debt
2890000.00
1531668.01
Fannie Mae
2027-03-25
4.500000
Government Agency Debt
1920000.00
559373.82
Fannie Mae
2027-06-25
4.500000
Government Agency Debt
3323000.00
1311334.84
Fannie Mae
2027-07-25
4.500000
Government Agency Debt
3000000.00
955794.12
Fannie Mae
2027-09-25
4.500000
Government Agency Debt
3500000.00
888764.83
Fannie Mae
2027-10-25
4.000000
Government Agency Debt
17890855.00
5867534.32
Fannie Mae
2028-04-25
3.500000
Government Agency Debt
2506702.00
1137523.61
Fannie Mae
2028-06-25
3.500000
Government Agency Debt
3195000.00
1518050.79
Fannie Mae
2028-12-25
3.500000
Government Agency Debt
3050000.00
2323452.03
Fannie Mae
2029-08-25
5.500000
Government Agency Debt
2415000.00
753229.47
Fannie Mae
2029-09-25
3.500000
Government Agency Debt
1611000.00
1689658.42
Fannie Mae
2030-01-25
4.000000
Government Agency Debt
3777000.00
4062651.99
Fannie Mae
2030-03-25
4.000000
Government Agency Debt
5000000.00
5438926.67
Fannie Mae
2030-05-25
4.000000
Government Agency Debt
4606989.00
2777448.69
Fannie Mae
2031-10-25
0.566500
Government Agency Debt
42784500.00
7368747.84
Fannie Mae
2031-10-25
6.000000
Government Agency Debt
1000.00
145.62
Fannie Mae
2032-01-25
5.690000
Government Agency Debt
16603367.00
997925.07
Fannie Mae
2032-03-18
1.470000
Government Agency Debt
48812849.00
744560.28
Fannie Mae
2032-04-25
1.216500
Government Agency Debt
100000000.00
2161563.97
Fannie Mae
2032-10-25
3.000000
Government Agency Debt
5216146.00
5282897.02
Fannie Mae
2032-10-25
5.500000
Government Agency Debt
69000.00
30506.92
Fannie Mae
2033-02-25
3.500000
Government Agency Debt
14850000.00
1945568.58
Fannie Mae
2033-02-25
5.500000
Government Agency Debt
75000.00
86561.27
Fannie Mae
2033-02-25
5.500000
Government Agency Debt
44000.00
52050.17
Fannie Mae
2033-03-25
5.000000
Government Agency Debt
5300000.00
298751.26
Fannie Mae
2033-03-25
5.500000
Government Agency Debt
19850000.00
1448159.38
Fannie Mae
2033-04-25
3.500000
Government Agency Debt
82000000.00
4799431.20
Fannie Mae
2033-04-25
5.000000
Government Agency Debt
3000.00
3267.49
Fannie Mae
2033-06-25
6.000000
Government Agency Debt
700000.00
443859.48
Fannie Mae
2033-08-25
3.500000
Government Agency Debt
100000000.00
2143459.38
Fannie Mae
2033-08-25
3.500000
Government Agency Debt
9000000.00
2009982.02
Fannie Mae
2033-08-25
4.500000
Government Agency Debt
20000.00
22671.70
Fannie Mae
2033-08-25
5.000000
Government Agency Debt
50000.00
52263.73
Fannie Mae
2033-09-25
6.000000
Government Agency Debt
3070000.00
440449.66
Fannie Mae
2033-10-25
5.000000
Government Agency Debt
10000000.00
2947875.58
Fannie Mae
2033-11-25
5.500000
Government Agency Debt
2000000.00
1706213.53
Fannie Mae
2033-11-25
5.500000
Government Agency Debt
860000.00
107687.92
Fannie Mae
2033-12-25
6.000000
Government Agency Debt
4059632.00
4926095.50
Fannie Mae
2034-06-25
5.000000
Government Agency Debt
9625000.00
2988865.67
Fannie Mae
2034-07-25
5.500000
Government Agency Debt
10000000.00
3404476.03
Fannie Mae
2034-08-25
5.500000
Government Agency Debt
1300000.00
1376249.33
Fannie Mae
2034-08-25
6.000000
Government Agency Debt
7140000.00
1116906.34
Fannie Mae
2034-12-25
5.500000
Government Agency Debt
1000000.00
1054830.33
Fannie Mae
2035-05-25
5.500000
Government Agency Debt
1390000.00
1496616.24
Fannie Mae
2035-06-25
4.500000
Government Agency Debt
16278800.00
508984.25
Fannie Mae
2035-06-25
5.500000
Government Agency Debt
300000.00
329454.40
Fannie Mae
2035-09-25
5.500000
Government Agency Debt
285000.00
104441.03
Fannie Mae
2035-10-25
0.716500
Government Agency Debt
2138040.00
531278.76
Fannie Mae
2035-12-25
5.500000
Government Agency Debt
1400000.00
42817.81
Fannie Mae
2036-01-25
5.500000
Government Agency Debt
3092000.00
3612594.89
Fannie Mae
2036-01-25
5.750000
Government Agency Debt
20000000.00
1661630.76
Fannie Mae
2036-02-25
6.000000
Government Agency Debt
7455587.00
8967818.62
Fannie Mae
2036-03-25
6.000000
Government Agency Debt
10000000.00
5924027.82
Fannie Mae
2036-05-25
4.500000
Government Agency Debt
15000000.00
2136380.76
Fannie Mae
2036-05-25
4.500000
Government Agency Debt
10000000.00
732928.43
Fannie Mae
2036-10-25
4.500000
Government Agency Debt
7000000.00
183716.95
Fannie Mae
2036-10-25
5.500000
Government Agency Debt
2000000.00
661401.68
Fannie Mae
2036-10-25
5.750000
Government Agency Debt
12680000.00
2843240.81
Fannie Mae
2037-01-25
5.600000
Government Agency Debt
9700000.00
1048262.54
Fannie Mae
2037-02-25
0.546500
Government Agency Debt
6200000.00
1014749.87
Fannie Mae
2037-02-25
5.000000
Government Agency Debt
10000000.00
3045697.84
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
2000000.00
2358370.67
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
4000000.00
1596121.82
Fannie Mae
2037-03-25
0.616500
Government Agency Debt
5449496.00
1259114.12
Fannie Mae
2037-03-25
4.500000
Government Agency Debt
5572000.00
620378.58
Fannie Mae
2037-03-25
5.000000
Government Agency Debt
2325000.00
2448605.52
Fannie Mae
2037-03-25
5.700000
Government Agency Debt
32000000.00
5159131.06
Fannie Mae
2037-03-25
5.750000
Government Agency Debt
18240000.00
2925965.54
Fannie Mae
2037-03-25
6.000000
Government Agency Debt
23000000.00
5216796.05
Fannie Mae
2037-04-25
1.116500
Government Agency Debt
1250000.00
572022.78
Fannie Mae
2037-07-25
5.000000
Government Agency Debt
3120000.00
862257.07
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
5000000.00
5864960.00
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
3194100.00
3697007.85
Fannie Mae
2037-08-25
7.022000
Government Agency Debt
10000000.00
2184648.69
Fannie Mae
2037-09-25
6.000000
Government Agency Debt
4500000.00
4048269.08
Fannie Mae
2037-10-25
5.962000
Government Agency Debt
10250000.00
2516151.14
Fannie Mae
2037-11-25
6.000000
Government Agency Debt
10000000.00
292704.15
Fannie Mae
2038-02-25
5.500000
Government Agency Debt
31825000.00
5731289.94
Fannie Mae
2038-06-25
3.000000
Government Agency Debt
11900243.00
7991653.13
Fannie Mae
2038-07-25
4.000000
Government Agency Debt
5074000.00
4956592.39
Fannie Mae
2038-10-25
3.000000
Government Agency Debt
1000000.00
1012180.69
Fannie Mae
2039-02-25
4.000000
Government Agency Debt
50000000.00
3926289.34
Fannie Mae
2039-02-25
4.000000
Government Agency Debt
1000000.00
856163.21
Fannie Mae
2039-04-25
6.000000
Government Agency Debt
50000000.00
5021849.25
Fannie Mae
2039-05-25
2.000000
Government Agency Debt
2700000.00
2714235.48
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
6500000.00
3124633.90
Fannie Mae
2039-06-25
2.000000
Government Agency Debt
8143076.00
8407682.54
Fannie Mae
2039-07-25
4.500000
Government Agency Debt
15370000.00
6193317.22
Fannie Mae
2039-08-25
0.638500
Government Agency Debt
1444444.00
1444315.63
Fannie Mae
2039-08-25
5.000000
Government Agency Debt
7070000.00
2784356.84
Fannie Mae
2039-10-25
3.500000
Government Agency Debt
235000.00
246237.62
Fannie Mae
2039-10-25
4.500000
Government Agency Debt
4735000.00
1920835.27
Fannie Mae
2039-11-25
5.000000
Government Agency Debt
3000.00
3573.50
Fannie Mae
2039-12-25
4.000000
Government Agency Debt
422000.00
457164.13
Fannie Mae
2040-03-25
4.500000
Government Agency Debt
3000.00
3137.06
Fannie Mae
2040-06-25
3.000000
Government Agency Debt
12000000.00
5989914.23
Fannie Mae
2040-06-25
4.500000
Government Agency Debt
1200000.00
1307736.00
Fannie Mae
2040-06-25
4.500000
Government Agency Debt
6000.00
6306.28
Fannie Mae
2040-11-25
4.000000
Government Agency Debt
5750000.00
6347392.42
Fannie Mae
2040-11-25
4.000000
Government Agency Debt
2503000.00
2703588.75
Fannie Mae
2041-01-25
2.000000
Government Agency Debt
5700000.00
5535486.82
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
5000000.00
5524366.67
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
4863333.00
2866152.54
Fannie Mae
2041-04-25
2.500000
Government Agency Debt
5000000.00
4658742.36
Fannie Mae
2041-05-25
3.500000
Government Agency Debt
207000.00
219954.43
Fannie Mae
2041-06-25
0.666500
Government Agency Debt
8998901.00
8565578.93
Fannie Mae
2041-06-25
4.000000
Government Agency Debt
3065789.00
3380477.93
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
6150000.00
6770149.60
Fannie Mae
2041-10-25
0.760700
Government Agency Debt
6300000.00
5824378.89
Fannie Mae
2041-10-25
2.500000
Government Agency Debt
5750000.00
5734955.13
Fannie Mae
2041-10-25
3.000000
Government Agency Debt
1200000.00
1180944.06
Fannie Mae
2041-10-25
3.500000
Government Agency Debt
1000000.00
1008023.67
Fannie Mae
2041-12-25
3.000000
Government Agency Debt
4800000.00
4878121.70
Fannie Mae
2042-01-25
3.500000
Government Agency Debt
50000.00
40198.44
Fannie Mae
2042-04-25
3.500000
Government Agency Debt
185000.00
186389.77
Fannie Mae
2042-10-25
3.000000
Government Agency Debt
47000.00
45076.15
Fannie Mae
2042-11-25
2.000000
Government Agency Debt
430000.00
437347.70
Fannie Mae
2045-09-25
6.000000
Government Agency Debt
71222000.00
1546759.80
Fannie Mae
2047-06-25
6.000000
Government Agency Debt
4000000.00
4627572.00
Fannie Mae
2051-10-25
7.000000
Government Agency Debt
10000000.00
7452450.19
Freddie Mac
2014-02-15
6.500000
Government Agency Debt
102000.00
2010.42
Freddie Mac
2015-01-15
5.500000
Government Agency Debt
385250.00
98776.29
Freddie Mac
2017-05-15
4.500000
Government Agency Debt
7441500.00
833558.71
Freddie Mac
2018-01-15
4.500000
Government Agency Debt
17500000.00
1227723.45
Freddie Mac
2018-03-15
4.150000
Government Agency Debt
11000000.00
13201.16
Freddie Mac
2018-04-15
5.000000
Government Agency Debt
10000000.00
651876.10
Freddie Mac
2018-07-15
4.500000
Government Agency Debt
27000.00
6481.63
Freddie Mac
2018-10-15
4.000000
Government Agency Debt
4200000.00
31144.82
Freddie Mac
2019-04-15
4.500000
Government Agency Debt
9000.00
648.26
Freddie Mac
2019-05-15
5.000000
Government Agency Debt
10000.00
331.24
Freddie Mac
2019-07-15
5.000000
Government Agency Debt
21000.00
4581.59
Freddie Mac
2019-12-15
9.000000
Government Agency Debt
8000.00
34.96
Freddie Mac
2020-11-15
2.000000
Government Agency Debt
6550000.00
3620319.64
Freddie Mac
2020-12-15
5.500000
Government Agency Debt
43000.00
3593.37
Freddie Mac
2021-06-15
7.000000
Government Agency Debt
7000.00
107.01
Freddie Mac
2021-10-15
4.000000
Government Agency Debt
5850000.00
2857007.41
Freddie Mac
2021-10-15
6.500000
Government Agency Debt
50.00
1.26
Freddie Mac
2022-02-15
1.190000
Government Agency Debt
10000.00
125.98
Freddie Mac
2022-03-15
2.000000
Government Agency Debt
7000000.00
7178665.67
Freddie Mac
2022-05-15
5.000000
Government Agency Debt
100000000.00
332578.93
Freddie Mac
2022-07-15
5.500000
Government Agency Debt
6000.00
6394.26
Freddie Mac
2022-08-15
4.000000
Government Agency Debt
5000000.00
1668137.71
Freddie Mac
2022-08-15
4.000000
Government Agency Debt
4000000.00
791743.89
Freddie Mac
2022-08-15
5.000000
Government Agency Debt
25000000.00
534974.04
Freddie Mac
2022-10-15
4.000000
Government Agency Debt
100000000.00
3992849.59
Freddie Mac
2022-10-15
4.000000
Government Agency Debt
25000000.00
819652.24
Freddie Mac
2022-11-15
4.000000
Government Agency Debt
5600000.00
1851517.80
Freddie Mac
2022-11-15
7.500000
Government Agency Debt
9000.00
2128.70
Freddie Mac
2022-12-15
5.500000
Government Agency Debt
25000000.00
1723975.81
Freddie Mac
2023-04-15
4.500000
Government Agency Debt
16794000.00
4764668.27
Freddie Mac
2023-05-15
4.750000
Government Agency Debt
43500000.00
45486.34
Freddie Mac
2023-07-15
4.000000
Government Agency Debt
10000000.00
3930987.89
Freddie Mac
2023-08-15
5.500000
Government Agency Debt
83927365.00
1545590.39
Freddie Mac
2023-09-15
3.500000
Government Agency Debt
1281000.00
1350392.82
Freddie Mac
2023-12-15
6.750000
Government Agency Debt
5000.00
3220.01
Freddie Mac
2024-04-15
7.000000
Government Agency Debt
15000.00
5374.20
Freddie Mac
2024-05-15
4.000000
Government Agency Debt
9000000.00
794425.01
Freddie Mac
2024-12-15
3.500000
Government Agency Debt
3900000.00
2293182.19
Freddie Mac
2025-01-15
3.000000
Government Agency Debt
4000000.00
3735793.78
Freddie Mac
2025-02-15
3.000000
Government Agency Debt
2400000.00
1370098.61
Freddie Mac
2025-03-15
3.500000
Government Agency Debt
2300000.00
1830742.56
Freddie Mac
2025-05-15
4.500000
Government Agency Debt
2000000.00
1799102.06
Freddie Mac
2025-05-15
5.500000
Government Agency Debt
3000000.00
3198476.72
Freddie Mac
2025-06-15
3.500000
Government Agency Debt
565000.00
323895.54
Freddie Mac
2025-07-15
3.000000
Government Agency Debt
800000.00
442964.93
Freddie Mac
2025-11-15
4.000000
Government Agency Debt
3500000.00
1623729.83
Freddie Mac
2026-04-15
3.000000
Government Agency Debt
800000.00
481253.49
Freddie Mac
2026-06-15
3.500000
Government Agency Debt
19095000.00
7100803.17
Freddie Mac
2027-05-15
6.000000
Government Agency Debt
2000000.00
2244608.00
Freddie Mac
2027-06-15
4.500000
Government Agency Debt
1350000.00
501837.32
Freddie Mac
2027-07-15
4.000000
Government Agency Debt
19500000.00
6662260.53
Freddie Mac
2027-10-15
5.000000
Government Agency Debt
8000000.00
726352.89
Freddie Mac
2028-03-15
6.950000
Government Agency Debt
25000000.00
4316353.97
Freddie Mac
2028-04-15
3.000000
Government Agency Debt
3000000.00
1186314.66
Freddie Mac
2028-06-15
3.000000
Government Agency Debt
10000000.00
5453584.68
Freddie Mac
2028-06-15
3.500000
Government Agency Debt
6772443.00
4870211.36
Freddie Mac
2028-07-15
3.500000
Government Agency Debt
5000000.00
2505585.13
Freddie Mac
2028-08-15
3.500000
Government Agency Debt
1235000.00
831579.11
Freddie Mac
2028-11-15
3.500000
Government Agency Debt
400000.00
290363.19
Freddie Mac
2028-11-15
4.000000
Government Agency Debt
1695000.00
1221507.23
Freddie Mac
2029-01-15
3.500000
Government Agency Debt
10845000.00
7640032.39
Freddie Mac
2029-02-15
5.500000
Government Agency Debt
3333333.00
2554553.30
Freddie Mac
2029-03-15
6.250000
Government Agency Debt
5000.00
663.11
Freddie Mac
2029-04-15
4.000000
Government Agency Debt
20000000.00
6748675.84
Freddie Mac
2029-06-15
5.500000
Government Agency Debt
245000.00
173217.65
Freddie Mac
2029-09-15
3.500000
Government Agency Debt
7568000.00
8032211.03
Freddie Mac
2029-09-15
3.500000
Government Agency Debt
5136000.00
5454579.23
Freddie Mac
2030-10-15
4.250000
Government Agency Debt
63000000.00
1085292.93
Freddie Mac
2030-11-15
4.000000
Government Agency Debt
62000000.00
699892.46
Freddie Mac
2031-10-15
5.000000
Government Agency Debt
475000.00
117737.58
Freddie Mac
2031-11-15
4.500000
Government Agency Debt
10000000.00
510521.32
Freddie Mac
2032-03-15
5.000000
Government Agency Debt
10200000.00
121765.13
Freddie Mac
2032-06-15
3.750000
Government Agency Debt
19300000.00
2955492.00
Freddie Mac
2032-06-15
5.000000
Government Agency Debt
1200000.00
776943.65
Freddie Mac
2032-07-15
6.000000
Government Agency Debt
14000000.00
5583719.33
Freddie Mac
2032-07-15
6.000000
Government Agency Debt
11372932.00
3169302.51
Freddie Mac
2032-09-15
3.500000
Government Agency Debt
3000000.00
464063.47
Freddie Mac
2032-09-15
6.000000
Government Agency Debt
2000000.00
1416247.47
Freddie Mac
2032-10-15
5.000000
Government Agency Debt
1625000.00
1452797.73
Freddie Mac
2032-10-15
5.250000
Government Agency Debt
19500000.00
5478686.42
Freddie Mac
2032-11-15
5.500000
Government Agency Debt
2100000.00
1648318.13
Freddie Mac
2032-12-15
4.500000
Government Agency Debt
41000000.00
2318262.79
Freddie Mac
2033-01-15
5.500000
Government Agency Debt
10000.00
11550.65
Freddie Mac
2033-02-15
4.500000
Government Agency Debt
10000000.00
1698074.33
Freddie Mac
2033-02-15
5.000000
Government Agency Debt
5072000.00
5238040.37
Freddie Mac
2033-02-15
5.500000
Government Agency Debt
10000000.00
8940702.09
Freddie Mac
2033-02-15
5.500000
Government Agency Debt
16000.00
18630.47
Freddie Mac
2033-03-15
4.000000
Government Agency Debt
43000000.00
3093620.21
Freddie Mac
2033-03-15
4.000000
Government Agency Debt
40000000.00
150843.53
Freddie Mac
2033-04-15
5.000000
Government Agency Debt
1025000.00
924636.23
Freddie Mac
2033-04-15
5.500000
Government Agency Debt
2690000.00
1749565.18
Freddie Mac
2033-05-15
5.000000
Government Agency Debt
1590000.00
1322727.56
Freddie Mac
2033-05-15
5.000000
Government Agency Debt
1660000.00
1199637.25
Freddie Mac
2033-05-15
5.000000
Government Agency Debt
1400000.00
809838.54
Freddie Mac
2033-05-15
5.500000
Government Agency Debt
1000000.00
1034768.33
Freddie Mac
2033-05-15
5.500000
Government Agency Debt
5000.00
5723.35
Freddie Mac
2033-06-15
5.000000
Government Agency Debt
3000000.00
2155167.21
Freddie Mac
2033-06-15
5.000000
Government Agency Debt
1821000.00
1519297.66
Freddie Mac
2033-07-15
1.631000
Government Agency Debt
5000000.00
5063225.83
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
2000000.00
2331635.33
Freddie Mac
2033-07-15
5.500000
Government Agency Debt
6716000.00
2826189.01
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
5310000.00
5942371.44
Freddie Mac
2033-08-15
5.000000
Government Agency Debt
4000000.00
2393232.46
Freddie Mac
2033-09-15
5.000000
Government Agency Debt
5000.00
5683.68
Freddie Mac
2033-10-15
5.500000
Government Agency Debt
1000.00
1171.28
Freddie Mac
2033-11-15
6.000000
Government Agency Debt
20830255.00
2512518.53
Freddie Mac
2033-12-15
5.500000
Government Agency Debt
2050000.00
2192178.43
Freddie Mac
2033-12-15
5.500000
Government Agency Debt
12000.00
13395.88
Freddie Mac
2034-01-15
4.000000
Government Agency Debt
112000.00
16651.19
Freddie Mac
2034-01-15
5.000000
Government Agency Debt
5900000.00
6668567.43
Freddie Mac
2034-03-15
6.000000
Government Agency Debt
50000000.00
9133478.94
Freddie Mac
2034-04-15
5.000000
Government Agency Debt
3890000.00
3941525.64
Freddie Mac
2034-04-15
6.000000
Government Agency Debt
1000000.00
1094001.00
Freddie Mac
2034-05-15
6.000000
Government Agency Debt
28700000.00
6148931.05
Freddie Mac
2034-06-15
6.000000
Government Agency Debt
11692000.00
6590799.69
Freddie Mac
2034-07-15
5.000000
Government Agency Debt
56792740.00
2059211.17
Freddie Mac
2034-07-15
6.000000
Government Agency Debt
4000000.00
4814920.00
Freddie Mac
2034-08-15
5.000000
Government Agency Debt
2000000.00
2077585.33
Freddie Mac
2034-08-15
5.500000
Government Agency Debt
1737000.00
2038187.69
Freddie Mac
2034-09-15
4.000000
Government Agency Debt
18850000.00
4394802.94
Freddie Mac
2034-09-15
5.000000
Government Agency Debt
2475000.00
417871.81
Freddie Mac
2034-10-15
5.000000
Government Agency Debt
4300000.00
4491365.77
Freddie Mac
2034-12-15
5.000000
Government Agency Debt
3125000.00
3266130.21
Freddie Mac
2035-02-15
4.500000
Government Agency Debt
12000000.00
3135728.88
Freddie Mac
2035-06-15
6.000000
Government Agency Debt
6100000.00
6624221.80
Freddie Mac
2035-06-15
6.000000
Government Agency Debt
41000000.00
634795.46
Freddie Mac
2035-08-15
6.000000
Government Agency Debt
55020000.00
1847738.96
Freddie Mac
2035-08-15
6.000000
Government Agency Debt
200000.00
207048.12
Freddie Mac
2035-09-15
5.500000
Government Agency Debt
8200000.00
162047.36
Freddie Mac
2035-10-15
6.000000
Government Agency Debt
163210000.00
5380558.34
Freddie Mac
2035-11-15
6.000000
Government Agency Debt
15140000.00
637323.96
Freddie Mac
2036-01-15
6.000000
Government Agency Debt
99942000.00
2254907.08
Freddie Mac
2036-02-15
6.000000
Government Agency Debt
6667498.00
1177329.08
Freddie Mac
2036-03-15
0.591000
Government Agency Debt
4000000.00
1389764.79
Freddie Mac
2036-03-15
6.000000
Government Agency Debt
55000000.00
1877376.60
Freddie Mac
2036-04-15
0.571000
Government Agency Debt
3000000.00
1129272.12
Freddie Mac
2036-04-15
5.500000
Government Agency Debt
5000000.00
5840916.67
Freddie Mac
2036-06-15
4.500000
Government Agency Debt
25000.00
12346.42
Freddie Mac
2036-07-15
0.420700
Government Agency Debt
22446333.00
5494328.99
Freddie Mac
2036-07-15
6.000000
Government Agency Debt
2100000.00
2473413.60
Freddie Mac
2036-08-15
0.720700
Government Agency Debt
4980000.00
226342.75
Freddie Mac
2036-08-15
4.000000
Government Agency Debt
20500000.00
3623036.15
Freddie Mac
2036-09-15
5.500000
Government Agency Debt
4000000.00
4669473.33
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
5099000.00
6137803.97
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
4000000.00
4592924.00
Freddie Mac
2036-11-15
5.750000
Government Agency Debt
4000000.00
4750106.67
Freddie Mac
2037-03-15
5.500000
Government Agency Debt
6106500.00
7023997.55
Freddie Mac
2037-04-15
5.500000
Government Agency Debt
4000000.00
4774681.33
Freddie Mac
2037-05-15
5.500000
Government Agency Debt
6767000.00
8026462.76
Freddie Mac
2037-06-15
0.670700
Government Agency Debt
2770000.00
862458.54
Freddie Mac
2037-06-15
6.000000
Government Agency Debt
6000000.00
5228740.28
Freddie Mac
2037-07-15
6.000000
Government Agency Debt
6000000.00
6960330.00
Freddie Mac
2037-07-15
6.000000
Government Agency Debt
1000000.00
1151457.00
Freddie Mac
2037-07-15
6.000000
Government Agency Debt
798.00
211.01
Freddie Mac
2037-12-15
5.000000
Government Agency Debt
470000.00
241029.93
Freddie Mac
2038-01-15
6.000000
Government Agency Debt
5500000.00
6155374.50
Freddie Mac
2038-03-15
4.500000
Government Agency Debt
15000000.00
4791266.28
Freddie Mac
2038-06-15
5.000000
Government Agency Debt
2400000.00
673095.77
Freddie Mac
2038-07-15
5.000000
Government Agency Debt
2000000.00
2207941.33
Freddie Mac
2039-04-15
5.000000
Government Agency Debt
920000.00
370225.31
Freddie Mac
2039-04-15
5.500000
Government Agency Debt
5250000.00
3017652.52
Freddie Mac
2039-05-15
2.000000
Government Agency Debt
350000.00
338414.58
Freddie Mac
2039-05-15
4.500000
Government Agency Debt
14000000.00
4919269.20
Freddie Mac
2039-10-15
2.250000
Government Agency Debt
5650000.00
5456324.82
Freddie Mac
2040-01-15
3.500000
Government Agency Debt
2000000.00
1949770.79
Freddie Mac
2040-02-15
2.000000
Government Agency Debt
6945000.00
5786112.26
Freddie Mac
2040-03-15
2.750000
Government Agency Debt
10200000.00
8977543.31
Freddie Mac
2040-07-15
4.500000
Government Agency Debt
5000000.00
5717430.00
Freddie Mac
2041-03-15
2.500000
Government Agency Debt
10000000.00
4032086.75
Freddie Mac
2041-04-15
2.000000
Government Agency Debt
350000.00
312213.05
Freddie Mac
2041-07-15
2.250000
Government Agency Debt
8800000.00
4969179.24
Freddie Mac
2041-07-15
3.000000
Government Agency Debt
650000.00
562273.07
Freddie Mac
2041-08-15
2.250000
Government Agency Debt
10000.00
10242.94
Freddie Mac
2041-09-15
2.000000
Government Agency Debt
4750000.00
4573396.07
Freddie Mac
2042-05-15
4.000000
Government Agency Debt
6100000.00
6564407.23
Freddie Mac
2042-06-15
4.000000
Government Agency Debt
6109000.00
6780649.93
Freddie Mac
2042-08-15
3.000000
Government Agency Debt
3251000.00
3220866.48
Freddie Mac
2042-08-15
3.500000
Government Agency Debt
3609000.00
3711171.39
Freddie Mac
2042-09-15
3.000000
Government Agency Debt
169000.00
172651.23
Freddie Mac
2042-10-15
3.000000
Government Agency Debt
3528000.00
3647482.78
Freddie Mac
2047-10-15
4.500000
Government Agency Debt
30000000.00
2450326.83
GNMA
2023-11-25
6.000000
Government Agency Debt
5000.00
1238.60
GNMA
2024-03-25
1.875000
Government Agency Debt
5560000.00
365451.94
GNMA
2026-02-16
4.000000
Government Agency Debt
900232.00
1013813.67
GNMA
2026-09-20
7.500000
Government Agency Debt
14000.00
505.88
GNMA
2026-11-16
4.000000
Government Agency Debt
3569128.00
4013435.66
GNMA
2029-02-16
1.071000
Government Agency Debt
10321666.00
820252.81
GNMA
2031-11-16
5.500000
Government Agency Debt
5000.00
924.35
GNMA
2032-01-20
4.500000
Government Agency Debt
96000000.00
3145914.19
GNMA
2032-01-20
5.000000
Government Agency Debt
33000.00
34019.46
GNMA
2032-02-16
5.000000
Government Agency Debt
20000000.00
1317712.72
GNMA
2032-03-16
5.500000
Government Agency Debt
7000.00
7129.36
GNMA
2032-07-16
1.852000
Government Agency Debt
1000000.00
598873.94
GNMA
2032-12-20
5.500000
Government Agency Debt
56000.00
49067.75
GNMA
2033-02-20
0.668000
Government Agency Debt
10000000.00
695020.39
GNMA
2033-03-20
5.500000
Government Agency Debt
80700.00
90207.62
GNMA
2033-03-20
5.500000
Government Agency Debt
58000.00
63847.23
GNMA
2033-04-16
5.500000
Government Agency Debt
30000.00
36068.41
GNMA
2033-05-16
0.571000
Government Agency Debt
50000000.00
2455226.42
GNMA
2033-05-20
5.000000
Government Agency Debt
2000.00
2372.59
GNMA
2033-07-20
5.500000
Government Agency Debt
13000.00
9701.50
GNMA
2033-08-20
5.500000
Government Agency Debt
50000.00
56997.37
GNMA
2033-09-20
4.000000
Government Agency Debt
4800000.00
3718851.65
GNMA
2033-10-20
5.500000
Government Agency Debt
65000.00
77811.91
GNMA
2034-03-20
5.500000
Government Agency Debt
5000.00
5601.44
GNMA
2034-06-16
5.000000
Government Agency Debt
29000.00
30962.39
GNMA
2034-07-20
5.500000
Government Agency Debt
192686.00
95142.07
GNMA
2034-09-16
3.000000
Government Agency Debt
2500000.00
2663267.50
GNMA
2034-10-20
4.000000
Government Agency Debt
10000000.00
345257.08
GNMA
2034-10-20
5.000000
Government Agency Debt
150000.00
173029.60
GNMA
2035-01-16
5.000000
Government Agency Debt
45000.00
53977.53
GNMA
2035-02-20
5.000000
Government Agency Debt
2000.00
2225.46
GNMA
2035-05-20
5.500000
Government Agency Debt
2000000.00
275463.70
GNMA
2035-05-20
5.500000
Government Agency Debt
27000.00
26532.63
GNMA
2035-06-16
4.500000
Government Agency Debt
1650000.00
1121387.39
GNMA
2035-06-20
2.794000
Government Agency Debt
2892079.00
727158.99
GNMA
2035-06-20
5.500000
Government Agency Debt
5000.00
5996.14
GNMA
2035-07-20
4.000000
Government Agency Debt
2200000.00
739807.87
GNMA
2035-07-20
5.000000
Government Agency Debt
4150000.00
4493784.62
GNMA
2035-08-20
5.500000
Government Agency Debt
5000.00
5631.64
GNMA
2035-09-20
5.000000
Government Agency Debt
33000.00
39334.04
GNMA
2035-12-20
5.500000
Government Agency Debt
16000.00
18555.62
GNMA
2036-01-20
5.000000
Government Agency Debt
500000.00
213453.59
GNMA
2036-07-16
5.000000
Government Agency Debt
104000.00
115719.62
GNMA
2036-07-20
5.250000
Government Agency Debt
93000.00
82435.53
GNMA
2036-07-20
6.000000
Government Agency Debt
6500000.00
7699185.00
GNMA
2036-07-20
6.000000
Government Agency Debt
2548225.00
3031472.94
GNMA
2036-08-20
4.500000
Government Agency Debt
500000.00
550142.00
GNMA
2036-09-20
4.500000
Government Agency Debt
500000.00
291828.30
GNMA
2037-01-20
3.500000
Government Agency Debt
1175000.00
320195.42
GNMA
2037-01-20
4.250000
Government Agency Debt
1969674.00
612913.80
GNMA
2037-05-20
3.500000
Government Agency Debt
920000.00
261277.18
GNMA
2037-07-16
5.250000
Government Agency Debt
51000.00
59590.54
GNMA
2037-07-20
6.000000
Government Agency Debt
184000.00
220251.50
GNMA
2037-11-20
5.000000
Government Agency Debt
12000.00
13464.14
GNMA
2037-11-20
5.500000
Government Agency Debt
4000.00
4618.63
GNMA
2038-01-20
5.250000
Government Agency Debt
7000.00
8164.18
GNMA
2038-02-20
5.250000
Government Agency Debt
47000.00
54738.60
GNMA
2038-03-20
5.000000
Government Agency Debt
9000.00
10155.29
GNMA
2038-03-20
5.250000
Government Agency Debt
21000.00
24869.23
GNMA
2038-04-20
3.500000
Government Agency Debt
2500000.00
2158059.33
GNMA
2038-04-20
5.250000
Government Agency Debt
15000.00
17764.44
GNMA
2038-05-16
5.000000
Government Agency Debt
54000.00
61278.91
GNMA
2038-06-20
1.019000
Government Agency Debt
1400000.00
319039.94
GNMA
2038-06-20
5.500000
Government Agency Debt
46000.00
54678.79
GNMA
2038-06-20
5.500000
Government Agency Debt
15000.00
17818.19
GNMA
2038-06-20
6.000000
Government Agency Debt
139000.00
162437.90
GNMA
2038-08-20
6.000000
Government Agency Debt
55000.00
66823.84
GNMA
2038-09-20
4.000000
Government Agency Debt
2200000.00
2440843.53
GNMA
2038-09-20
4.000000
Government Agency Debt
600000.00
480384.16
GNMA
2038-12-20
5.000000
Government Agency Debt
3000.00
3375.66
GNMA
2039-02-16
4.500000
Government Agency Debt
50000.00
17210.20
GNMA
2039-02-16
5.000000
Government Agency Debt
3000.00
3467.69
GNMA
2039-02-20
4.000000
Government Agency Debt
5000000.00
5364231.67
GNMA
2039-03-16
2.760000
Government Agency Debt
2775000.00
2926007.17
GNMA
2039-03-20
0.869000
Government Agency Debt
15000000.00
5995175.79
GNMA
2039-03-20
5.000000
Government Agency Debt
8000.00
9422.81
GNMA
2039-04-16
4.000000
Government Agency Debt
5000.00
2038.31
GNMA
2039-04-16
4.500000
Government Agency Debt
9000.00
10367.30
GNMA
2039-06-16
4.000000
Government Agency Debt
5000.00
1914.23
GNMA
2039-06-20
3.500000
Government Agency Debt
2500000.00
2180640.85
GNMA
2039-06-20
4.000000
Government Agency Debt
2500000.00
1118614.72
GNMA
2039-06-20
4.500000
Government Agency Debt
18478.00
21227.53
GNMA
2039-08-20
2.500000
Government Agency Debt
6275000.00
5421340.33
GNMA
2039-09-16
4.500000
Government Agency Debt
727000.00
385590.52
GNMA
2039-09-20
5.000000
Government Agency Debt
9000.00
10622.66
GNMA
2039-10-20
3.500000
Government Agency Debt
8436138.00
5068408.06
GNMA
2039-10-20
5.000000
Government Agency Debt
44000.00
51282.78
GNMA
2039-12-16
5.000000
Government Agency Debt
3500000.00
1317780.94
GNMA
2040-06-20
4.500000
Government Agency Debt
3000.00
3104.94
GNMA
2040-11-20
5.000000
Government Agency Debt
12600000.00
8455074.30
GNMA
2040-12-20
4.500000
Government Agency Debt
30000.00
34484.34
GNMA
2041-06-20
3.500000
Government Agency Debt
4000000.00
4006101.62
GNMA
2041-07-20
4.000000
Government Agency Debt
263000.00
287747.60
GNMA
2041-12-20
3.500000
Government Agency Debt
42000.00
43306.40
GNMA
2042-05-16
3.000000
Government Agency Debt
15000.00
15414.54
GNMA
2042-10-20
2.500000
Government Agency Debt
3945000.00
3755968.75
GNMA
2045-12-16
3.960000
Government Agency Debt
250000.00
270865.75
GNMA
2046-10-16
4.800000
Government Agency Debt
5000000.00
5692710.00
GNMA
2051-02-16
3.946000
Government Agency Debt
8000000.00
8818034.67
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
900000000.00
900000000.00
0.0254
N
900000000.00
900000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000%
06399V008_0.2000_M121107_2M49
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2040-05-15
3.000000
Government Agency Debt
57461995.00
60850931.08
Freddie Mac
2041-04-15
0.771000
Government Agency Debt
41736191.00
23609069.18
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
82000000.00
82000000.00
0.0023
N
81996720.00
81996720.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000%
992JYF009_0.2000_M121105_2M49
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-04-15
0.771000
Government Agency Debt
99252946.00
56144789.76
GNMA
2038-06-20
2.500000
Government Agency Debt
23855933.00
21105210.59
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
75000000.00
75000000.00
0.0021
N
75000000.00
75000000.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.230000%
59157TL19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
29650000.00
29650000.00
0.0008
N
29649703.50
29649703.50
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.270000%
59157TLS0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-26
2012-11-26
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
76796000.00
76781600.75
0.0022
N
76782944.68
76782944.68
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
59936666.66
0.0017
N
59960400.00
59960400.00
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
30065886.66
0.0008
N
30077726.00
30077726.00
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
28964233.33
0.0008
N
28975640.00
28975640.00
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
6991040.00
0.0002
N
6990200.00
6990200.00
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
140075600.00
140075600.00
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
57031350.00
57031350.00
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
6003300.00
6003300.00
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
85056100.00
85056100.00
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
40020800.00
40020800.00
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
0.0050
N
176019360.00
176019360.00
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
12002520.00
12002520.00
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
13002210.00
13002210.00
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
10000000.00
10000000.00
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
11002577.04
0.0003
N
11004400.00
11004400.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.330000%
60687GQ27
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
112000000.00
112000000.00
0.0032
N
112002240.00
112002240.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.340000%
60687GT24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-21
2012-11-21
N
N
N
45000000.00
45000000.00
0.0013
N
45004050.00
45004050.00
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
23002530.00
23002530.00
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
0.0044
N
155021700.00
155021700.00
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
5000700.00
5000700.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.350000%
55799C003_0.3500_M121101_2M49
0000068136
Government Agency Repurchase Agreement
Y
Freddie Mac
2035-01-01
4.500000
Government Agency Debt
47305428.00
17629040.73
Freddie Mac
2042-06-01
4.000000
Government Agency Debt
11672125.00
12436605.68
Freddie Mac
2042-09-01
3.000000
Government Agency Debt
53869437.00
56202636.52
Freddie Mac
2042-10-01
3.500000
Government Agency Debt
35071317.00
38034174.26
Freddie Mac
2042-10-01
4.000000
Government Agency Debt
65603666.00
73451460.81
Freddie Mac
2042-11-01
3.000000
Government Agency Debt
22113143.00
23193834.41
Freddie Mac
2042-11-01
3.500000
Government Agency Debt
26970769.00
28952248.47
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
245000000.00
245000000.00
0.0069
N
245000000.00
245000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.220000%
992JYJ001_0.2200_M121105_2M49
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-05-01
3.000000
Government Agency Debt
7381144.00
7583744.09
Fannie Mae
2027-08-01
2.500000
Government Agency Debt
7200000.00
7422203.99
Fannie Mae
2038-08-01
6.500000
Government Agency Debt
28043854.00
7719096.09
Fannie Mae
2040-11-01
5.000000
Government Agency Debt
7516538.00
7275816.10
Fannie Mae
2041-04-01
5.000000
Government Agency Debt
10095934.00
7549224.21
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
12933176.00
9332181.97
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
2495842.00
2607475.07
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
7247936.00
7547910.15
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
7010976.00
7494172.23
Fannie Mae
2042-08-01
3.000000
Government Agency Debt
7820959.00
8153732.33
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
6958304.00
7617476.03
Fannie Mae
2047-10-01
6.500000
Government Agency Debt
37097662.00
7462912.29
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
86000000.00
86000000.00
0.0024
N
86000000.00
86000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.500000%
992JYJ001_0.5000_M121106_2M49
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-07-01
3.000000
Government Agency Debt
11789787.00
12412733.21
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
49320450.00
13453358.06
Fannie Mae
2039-10-01
5.000000
Government Agency Debt
1876344.00
1418610.32
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
12803026.00
12410208.39
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
11512898.00
12763129.66
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
11427000.00
12442457.06
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
12600858.00
13626094.84
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
12005036.00
13283180.87
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
N
90000000.00
90000000.00
0.0025
N
90000000.00
90000000.00
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
2000620.00
2000620.00
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
7003360.00
7003360.00
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
161045080.00
161045080.00
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
0.0035
N
123018450.00
123018450.00
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
69010350.00
69010350.00
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
37977390.00
0.0011
N
37982140.00
37982140.00
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
127888000.00
0.0036
N
127929600.00
127929600.00
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
9991872.22
0.0003
N
9993700.00
9993700.00
New York State HFA
Housing RB (2180 Broadway) Series 2011B 0.180000%
64986UGU5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
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 0.300000%
65409RL24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
5000000.00
4999958.33
0.0001
N
4999950.00
4999950.00
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
128926470.00
0.0036
N
128931630.00
128931630.00
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
34969588.89
0.0010
N
34979000.00
34979000.00
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
13984600.00
0.0004
N
13988800.00
13988800.00
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
102883838.89
0.0029
N
102911420.00
102911420.00
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
309644361.12
0.0087
N
309724100.00
309724100.00
NRW.BANK
NRW.BANK 0.240000%
62939LLV9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-29
2012-11-29
N
N
N
209000000.00
208960986.68
0.0059
N
208962380.00
208962380.00
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
0.0010
N
34026180.00
34026180.00
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
35023450.00
35023450.00
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
3000660.00
3000660.00
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
32006080.00
32006080.00
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
49918208.33
0.0014
N
49940500.00
49940500.00
Rabobank Nederland
Rabobank Nederland 0.510000%
74977MZ73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
328000000.00
328000000.00
0.0092
N
328003280.00
328003280.00
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
8988500.00
0.0003
N
8995500.00
8995500.00
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
1997440.00
0.0001
N
1998940.00
1998940.00
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
22965212.50
0.0006
N
22968030.00
22968030.00
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
34983550.00
0.0010
N
34992300.00
34992300.00
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
36976330.28
0.0010
N
36988530.00
36988530.00
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
13988800.00
0.0004
N
13993280.00
13993280.00
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
34970055.55
0.0010
N
34980750.00
34980750.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.490000%
7562E0LD6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-13
2012-11-13
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
23000000.00
22996243.33
0.0006
N
22998390.00
22998390.00
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
1998933.33
0.0001
N
1999500.00
1999500.00
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
28983486.11
0.0008
N
28992750.00
28992750.00
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
46970390.00
0.0013
N
46987780.00
46987780.00
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
43901440.00
0.0012
N
43959960.00
43959960.00
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
73832924.44
0.0021
N
73932660.00
73932660.00
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
10212690.00
0.0003
N
10219762.50
10219762.50
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
7969955.56
0.0002
N
7974320.00
7974320.00
Royal Bank of Canada
Royal Bank of Canada 0.404000%
78009NJE7
Other Note
N
First Tier Security
N/A
N/A
2013-01-04
2013-11-04
N
N
N
243000000.00
243000000.00
0.0068
N
243031590.00
243031590.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.310000%
82124LL59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
26000000.00
25999104.44
0.0007
N
25999220.00
25999220.00
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
4997083.34
0.0001
N
4997050.00
4997050.00
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
4998519.44
0.0001
N
4999150.00
4999150.00
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
8994875.00
0.0003
N
8995050.00
8995050.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.380000%
83051A5J6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-20
2012-11-20
N
N
N
130000000.00
130000000.00
0.0037
N
130020800.00
130020800.00
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
139020850.00
139020850.00
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
96012480.00
96012480.00
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
47006110.00
47006110.00
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
121010890.00
121010890.00
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
73995560.00
73995560.00
State Street Corp
State Street Corp 0.180000%
85747JL54
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
11000000.00
10999780.00
0.0003
N
10999780.00
10999780.00
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
91959443.33
0.0026
N
91971480.00
91971480.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.390000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-12-05
N
N
N
116000000.00
116000000.00
0.0033
N
115967520.00
115967520.00
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
81038070.00
81038070.00
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
88999038.25
0.0025
N
89044500.00
89044500.00
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
23011960.00
23011960.00
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
0.0005
N
16007840.00
16007840.00
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
133065170.00
133065170.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.320000%
86562DPW4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
N
5000000.00
5000000.00
0.0001
N
5000150.00
5000150.00
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
108005771.47
0.0030
N
108021600.00
108021600.00
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
9001280.11
0.0003
N
9002070.00
9002070.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.320000%
86562DSH4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-28
2012-11-28
N
N
N
1000000.00
1000000.00
0.0000
N
1000110.00
1000110.00
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
1000100.00
1000100.00
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
0.0050
N
176017600.00
176017600.00
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
0.0050
N
177019470.00
177019470.00
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
7999600.00
7999600.00
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
2999850.00
2999850.00
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
2999850.00
2999850.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.390000%
86562WF37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
138000000.00
138000000.00
0.0039
N
138001380.00
138001380.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.380000%
86562WG77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
N
1000000.00
1000000.00
0.0000
N
1000040.00
1000040.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.370000%
86562WH76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-15
2012-11-15
N
N
N
3000000.00
3000000.00
0.0001
N
3000240.00
3000240.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.350000%
86562WK72
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-29
2012-11-29
N
N
N
22000000.00
22000000.00
0.0006
N
22003080.00
22003080.00
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
153024480.00
153024480.00
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
20002000.00
20002000.00
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
0.0045
N
158011060.00
158011060.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.280000%
86958CEY6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
81000000.00
81000000.00
0.0023
N
81000000.00
81000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.270000%
86958CEZ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
131000000.00
131000000.00
0.0037
N
131000000.00
131000000.00
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
14999700.00
14999700.00
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
127993600.00
127993600.00
Swedbank AB
Swedbank AB 0.320000%
87019RL61
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
N
43000000.00
42998088.89
0.0012
N
42999140.00
42999140.00
Swedbank AB
Swedbank AB 0.325000%
87019RL79
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
63000000.00
62996587.50
0.0018
N
62998110.00
62998110.00
Swedbank AB
Swedbank AB 0.310000%
87019RL87
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
N
1000000.00
999939.72
0.0000
N
999970.00
999970.00
Swedbank AB
Swedbank AB 0.300000%
87019RLU8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-28
2012-11-28
N
N
N
31000000.00
30993025.00
0.0009
N
30995350.00
30995350.00
Tenderfoot Seasonal Housing, LLC
Taxable Housing Facilities Revenue Notes Series 2000B 0.230000%
88033VAB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
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 0.230000%
46636YW48
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
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 0.230000%
46636YW63
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
86995000.00
86995000.00
0.0025
N
86995000.00
86995000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.270000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
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 0.270000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
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
40072876.94
0.0011
N
40102105.68
40102105.68
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
116997530.43
0.0033
N
116969580.00
116969580.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.301000%
89112X2N4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-27
2013-05-28
N
N
N
58000000.00
58000000.00
0.0016
N
58027840.00
58027840.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.301000%
89112X3E3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-29
2013-05-29
N
N
N
165000000.00
165000000.00
0.0046
N
165080850.00
165080850.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112X5F8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-13
2012-11-13
N
N
N
108000000.00
108000000.00
0.0030
N
107998920.00
107998920.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.300700%
89112XP90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-20
2013-04-22
N
N
N
222000000.00
222000000.00
0.0063
N
222111000.00
222111000.00
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
83015770.00
83015770.00
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
0.0073
N
260044200.00
260044200.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.301700%
89112XZ99
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-20
2013-05-20
N
N
N
334000000.00
334000000.00
0.0094
N
334153640.00
334153640.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.440000%
89233GLK0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-19
2012-11-19
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
50000000.00
49989000.00
0.0014
N
49996000.00
49996000.00
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
114867111.11
0.0032
N
114896500.00
114896500.00
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
162801502.25
0.0046
N
162841890.00
162841890.00
UBS AG
UBS AG 0.510000%
90267RJF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
500000000.00
500000000.00
0.0141
N
500060000.00
500060000.00
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
21010710.00
21010710.00
UBS Securities LLC
UBS Securities LLC 0.210000%
936991009_0.2100_M121107_2M49
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
353399.00
289610.37
Fannie Mae
2027-04-01
2.500000
Government Agency Debt
51647095.00
52090545.76
Fannie Mae
2032-10-01
3.500000
Government Agency Debt
78637.00
84007.29
Fannie Mae
2040-03-01
5.000000
Government Agency Debt
120474545.00
40905000.39
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
27342497.00
28631264.85
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
168275.00
181608.36
Freddie Mac
2042-01-01
4.500000
Government Agency Debt
113061.00
122522.98
Freddie Mac
2042-05-01
3.500000
Government Agency Debt
460279.00
474401.20
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
Y
UBS Securities LLC
N/A
N/A
N
N
120000000.00
120000000.00
0.0034
N
119995200.00
119995200.00
UBS Securities LLC
UBS Securities LLC 0.200000%
992JYH005_0.2000_M121102_2M49
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
9867080.00
6797290.18
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
31856383.00
34702636.81
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
34840005.00
37801866.98
Freddie Mac
2025-06-01
4.000000
Government Agency Debt
78216000.00
38189385.51
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
N
115000000.00
115000000.00
0.0032
N
115000000.00
115000000.00
UBS Securities LLC
UBS Securities LLC 0.350000%
99EPPA003_0.3500_M121101_2M49
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-07-01
3.000000
Government Agency Debt
11786790.00
11941394.89
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
21688655.00
17248992.80
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
41295848.00
43984774.14
Freddie Mac
2026-03-01
4.000000
Government Agency Debt
51670521.00
44124838.48
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
115000000.00
115000000.00
0.0032
N
115000000.00
115000000.00
Union Bank, NA
Union Bank, NA 0.400000%
90527MS23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
N
30000000.00
30000000.00
0.0008
N
30000600.00
30000600.00
Union Bank, NA
Union Bank, NA 0.360000%
90527MU87
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-29
2012-11-29
N
N
N
27000000.00
27000000.00
0.0008
N
27005670.00
27005670.00
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
4000960.00
4000960.00
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
11868625.80
0.0003
N
11868625.80
11868625.80
Victory Receivables Corp
Victory Receivables Corp 0.210000%
92646KLL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-20
2012-11-20
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
65000000.00
64992795.84
0.0018
N
64990250.00
64990250.00
Victory Receivables Corp
Victory Receivables Corp 0.210000%
92646KLU4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-28
2012-11-28
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
55003000.00
54994337.03
0.0015
N
54991449.37
54991449.37
Victory Receivables Corp
Victory Receivables Corp 0.200000%
92646KLV2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-29
2012-11-29
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
70000000.00
69989111.11
0.0020
N
69984600.00
69984600.00
Wells Fargo Bank, NA
Wells Fargo Bank, NA 0.443000%
94985HD27
Other Note
N
First Tier Security
N/A
N/A
2012-12-22
2013-11-22
N
N
N
275000000.00
275000000.00
0.0077
N
275441375.00
275441375.00
Westpac Banking Corp
Westpac Banking Corp 0.533300%
91621CAT8
Other Note
N
First Tier Security
N/A
N/A
2013-01-28
2013-11-27
N
N
N
100000000.00
100000000.00
0.0028
N
100021000.00
100021000.00
Westpac Banking Corp
Westpac Banking Corp 0.300000%
96121TMR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
N
4000000.00
4000000.00
0.0001
N
4000160.00
4000160.00
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
18005220.00
18005220.00
Westpac Banking Corp
Westpac Banking Corp 0.465500%
96121TPP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-13
2013-07-11
N
N
N
360000000.00
360000000.00
0.0101
N
360457200.00
360457200.00
Westpac Banking Corp
Westpac Banking Corp 0.430700%
96121TQA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-23
2013-08-23
N
N
N
83000000.00
83000000.00
0.0023
N
83090470.00
83090470.00
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
52963488.88
0.0015
N
52987810.00
52987810.00
Westpac Banking Corp
Westpac Banking Corp 0.408500%
9612C4DN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-07
2013-02-07
N
N
N
152000000.00
152000000.00
0.0043
N
152091200.00
152091200.00
Westpac Banking Corp
Westpac Banking Corp 0.304500%
9612C4DV0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-05
2013-02-04
N
N
N
50000000.00
50000000.00
0.0014
N
50016500.00
50016500.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
173207.64
173207.64
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
140786.16
140786.16
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
541190.75
541190.75
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
995768.12
995768.12
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
151567.46
151567.46
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
108276.07
108276.07
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
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
43301.70
43301.70