0001145549-14-002760.txt : 20140318
0001145549-14-002760.hdr.sgml : 20140318
20140318111417
ACCESSION NUMBER: 0001145549-14-002760
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120930
FILED AS OF DATE: 20140318
DATE AS OF CHANGE: 20140318
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: 14699806
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
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000012384
Select Shares
SWBXX
C000012385
Institutional Shares
SWAXX
C000038267
Institutional Prime Shares
SNAXX
N-MFP/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2012-09-30
0000857156
S000004508
4
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
44
64
14892474349.89
5098527.98
761808.92
14896811068.95
0.0033
1.0002
2012-09-30
1.0002
2012-09-30
C000012383
25000.00
10189563205.32
1.00
-132498587.77
128821289.96
261319877.73
0.0001
1.0002
2012-09-30
1.0002
2012-09-30
C000012384
1000000.00
1563735715.36
1.00
-37728006.30
33256011.12
70984017.42
0.0001
1.0002
2012-09-30
1.0002
2012-09-30
C000012385
3000000.00
1309573345.61
1.00
27887474.04
111339069.20
83451595.16
0.0010
1.0002
2012-09-30
1.0002
2012-09-30
C000038267
10000000.00
1833938802.65
1.00
41717728.94
128469866.54
86752137.60
0.0012
1.0002
2012-09-30
1.0002
2012-09-30
Alpine Securitization Corp
Alpine Securitization Corp 0.460000%
02086LP42
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-04
2013-02-04
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
10000000.00
9983900.00
0.0007
N
9987100.00
9987100.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.300000%
04915TK43
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-04
2012-10-04
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
32000000.00
31999200.00
0.0021
N
31999360.00
31999360.00
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
28572000.00
28532880.17
0.0019
N
28554571.08
28554571.08
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
40000000.00
39941700.00
0.0027
N
39973200.00
39973200.00
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
11000000.00
10976472.22
0.0007
N
10986360.00
10986360.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.266500%
05253MBA1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-22
2012-11-26
N
N
N
131000000.00
131000000.00
0.0088
N
131002620.00
131002620.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
17000000.00
17000000.00
0.0011
Security is a time deposit.
N
17000000.00
17000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.190000%
052992005_M121003
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-10-03
2012-10-03
N
N
N
274000000.00
274000000.00
0.0184
Security is a time deposit.
N
274000000.00
274000000.00
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
24000000.00
24000000.00
0.0016
N
24011280.00
24011280.00
Bank of America, NA
Bank of America, NA 0.350000%
06052WQU0
Other Note
N
First Tier Security
N/A
N/A
2012-10-25
2012-10-25
N
N
N
30000000.00
30000000.00
0.0020
N
30002700.00
30002700.00
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
97000000.00
97000000.00
0.0065
N
97003880.00
97003880.00
Bank of America, NA
Bank of America, NA 0.400000%
06052WRP0
Other Note
N
First Tier Security
N/A
N/A
2012-12-20
2012-12-20
N
N
N
8000000.00
8000000.00
0.0005
N
8000000.00
8000000.00
Bank of Montreal
Bank of Montreal 0.310000%
06366VD86
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-07
2013-02-07
N
N
N
15000000.00
15000536.68
0.0010
N
15007200.00
15007200.00
Bank of Montreal
Bank of Montreal 0.310000%
06366VD94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-11
2013-02-11
N
N
N
87000000.00
87000000.00
0.0058
N
87042630.00
87042630.00
Bank of Nova Scotia
Bank of Nova Scotia 0.430000%
06417E6T5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-01
2013-07-26
N
N
N
127000000.00
127000000.00
0.0085
N
127160020.00
127160020.00
Bank of Nova Scotia
Bank of Nova Scotia 0.320000%
06417EM91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-04
2012-10-04
N
N
N
95000000.00
95000000.00
0.0064
N
95003800.00
95003800.00
Bank of Nova Scotia
Bank of Nova Scotia 0.330000%
06417EP64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-16
2012-10-16
N
N
N
7000000.00
7000000.00
0.0005
N
7000770.00
7000770.00
Bank of Nova Scotia
Bank of Nova Scotia 0.270000%
06417EV83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-01
2012-11-15
N
N
N
57000000.00
57000000.00
0.0038
N
57013110.00
57013110.00
Bank of Nova Scotia
Bank of Nova Scotia 0.070000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
100000000.00
100000000.00
0.0067
Security is a time deposit.
N
100000000.00
100000000.00
Bank of the West
Bank of the West 0.450000%
0642G0XU0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-25
2012-10-25
N
N
N
9000000.00
9000000.00
0.0006
N
9002250.00
9002250.00
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
36000000.00
36000000.00
0.0024
N
36012600.00
36012600.00
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
3000000.00
3000000.00
0.0002
N
3000169.80
3000169.80
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
55000000.00
55000000.00
0.0037
N
55006050.00
55006050.00
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
112000000.00
112000000.00
0.0075
N
112015680.00
112015680.00
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
26000000.00
26000000.00
0.0017
N
26003380.00
26003380.00
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
117000000.00
117000000.00
0.0079
N
117077220.00
117077220.00
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
35000000.00
35000000.00
0.0023
N
35023100.00
35023100.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.520000%
06538EJ99
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-10
2013-01-10
N
N
N
6000000.00
6003526.14
0.0004
N
6003660.00
6003660.00
Barclays Bank Plc
Barclays Bank Plc 0.660000%
06741XBJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-30
2012-10-30
N
N
N
54000000.00
54000000.00
0.0036
N
54024840.00
54024840.00
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
15000000.00
15000000.00
0.0010
N
15007650.00
15007650.00
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
138000000.00
138000000.00
0.0093
N
138093840.00
138093840.00
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
15000000.00
15000000.00
0.0010
N
15004050.00
15004050.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
07699U005_0.1800_M121005_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-06-01
5.000000
Government Agency Debt
10250000.00
1120472.33
Fannie Mae
2018-07-01
5.000000
Government Agency Debt
10040000.00
1132626.82
Fannie Mae
2018-09-01
4.000000
Government Agency Debt
2676811.00
633098.02
Fannie Mae
2018-09-01
5.000000
Government Agency Debt
10000000.00
1553555.51
Fannie Mae
2019-03-01
4.000000
Government Agency Debt
9910000.00
1777372.55
Fannie Mae
2021-01-01
4.071000
Government Agency Debt
1500000.00
1713706.88
Fannie Mae
2022-05-01
2.500000
Government Agency Debt
2948963.00
2953312.47
Fannie Mae
2025-09-01
3.500000
Government Agency Debt
398083.00
223653.21
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
2540719.00
2064865.99
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
70417.00
62010.46
Fannie Mae
2026-05-01
4.500000
Government Agency Debt
2000000.00
1591450.46
Fannie Mae
2026-09-01
3.500000
Government Agency Debt
2500000.00
2063620.93
Fannie Mae
2027-04-01
3.500000
Government Agency Debt
1521095.00
1579544.02
Fannie Mae
2027-04-01
3.500000
Government Agency Debt
1172625.00
1085875.07
Fannie Mae
2027-05-01
3.500000
Government Agency Debt
1064382.00
1125361.39
Fannie Mae
2027-06-01
2.500000
Government Agency Debt
1981891.00
2081692.23
Fannie Mae
2027-06-01
3.500000
Government Agency Debt
1923098.00
2047145.62
Fannie Mae
2027-06-01
3.500000
Government Agency Debt
1058332.00
1124179.86
Fannie Mae
2027-07-01
3.500000
Government Agency Debt
1297304.00
1371880.89
Fannie Mae
2027-08-01
3.500000
Government Agency Debt
1418582.00
1522386.57
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
1687009.00
1796625.78
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
1539297.00
1639315.90
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
1451151.00
1545896.65
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
1427224.00
1519960.73
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
1138100.00
1212050.32
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
1115057.00
1187510.06
Fannie Mae
2027-09-01
3.000000
Government Agency Debt
1439680.00
1550412.99
Fannie Mae
2027-09-01
3.000000
Government Agency Debt
1277350.00
1372404.00
Fannie Mae
2027-09-01
3.500000
Government Agency Debt
1116770.00
1196266.09
Fannie Mae
2029-06-01
4.500000
Government Agency Debt
1016073.00
601439.76
Fannie Mae
2029-11-01
4.500000
Government Agency Debt
625165.00
349653.74
Fannie Mae
2033-08-01
2.345000
Government Agency Debt
14543162.00
1594111.10
Fannie Mae
2033-11-01
2.340000
Government Agency Debt
10311848.00
1687399.15
Fannie Mae
2034-01-01
5.000000
Government Agency Debt
6600000.00
1483948.43
Fannie Mae
2034-02-01
4.808000
Government Agency Debt
22100995.00
1603899.21
Fannie Mae
2035-01-01
5.500000
Government Agency Debt
6056000.00
1273238.55
Fannie Mae
2035-01-01
7.000000
Government Agency Debt
4042096.00
902590.56
Fannie Mae
2035-02-01
4.735000
Government Agency Debt
1954625.00
271442.29
Fannie Mae
2035-03-01
2.608000
Government Agency Debt
1239686.00
236351.02
Fannie Mae
2035-05-01
2.295000
Government Agency Debt
2865.00
2271.82
Fannie Mae
2035-05-01
5.000000
Government Agency Debt
5144499.00
1378614.57
Fannie Mae
2035-10-01
2.018000
Government Agency Debt
48942940.00
6307627.98
Fannie Mae
2036-02-01
6.000000
Government Agency Debt
7750992.00
3941498.81
Fannie Mae
2036-03-01
4.000000
Government Agency Debt
1226968.00
1182854.23
Fannie Mae
2036-04-01
2.636000
Government Agency Debt
7041848.00
1629548.52
Fannie Mae
2036-04-01
5.500000
Government Agency Debt
5441961.00
1630969.03
Fannie Mae
2036-09-01
2.485000
Government Agency Debt
36292198.00
5200477.85
Fannie Mae
2036-11-01
6.050000
Government Agency Debt
4117694.00
517907.17
Fannie Mae
2037-03-01
6.000000
Government Agency Debt
5000000.00
1445504.31
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
3225998.00
1121743.18
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
2166786.00
1272582.46
Fannie Mae
2039-07-01
5.500000
Government Agency Debt
1630555.00
1369206.36
Fannie Mae
2039-09-01
4.275000
Government Agency Debt
2714377.00
1499451.19
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
2975441.00
2571449.83
Fannie Mae
2040-06-01
3.604000
Government Agency Debt
2900000.00
1587063.66
Fannie Mae
2040-07-01
4.000000
Government Agency Debt
842327.00
639658.38
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
2866019.00
2066877.60
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
1000000.00
1065965.51
Fannie Mae
2041-02-01
4.000000
Government Agency Debt
2142364.00
2089095.98
Fannie Mae
2041-06-01
3.374000
Government Agency Debt
7515647.00
6277026.18
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
1205754.00
1169674.91
Fannie Mae
2041-07-01
3.460000
Government Agency Debt
1984528.00
1703915.68
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
2000000.00
1499258.81
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
3013641.00
3231748.72
Fannie Mae
2041-10-01
4.500000
Government Agency Debt
1950823.00
2068792.36
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
609105.00
599291.32
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
568650.00
551851.46
Fannie Mae
2041-12-01
4.500000
Government Agency Debt
1696329.00
1806669.11
Fannie Mae
2041-12-01
4.500000
Government Agency Debt
1155227.00
1273443.37
Fannie Mae
2041-12-01
4.500000
Government Agency Debt
1166899.00
1203940.23
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
618273.00
595606.78
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
184804.00
200119.42
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
1315376.00
1448005.44
Fannie Mae
2042-06-01
3.000000
Government Agency Debt
1264222.00
1290553.32
Fannie Mae
2042-06-01
3.000000
Government Agency Debt
1084142.00
1143688.06
Fannie Mae
2042-06-01
3.500000
Government Agency Debt
3482640.00
3766299.98
Fannie Mae
2042-06-01
3.500000
Government Agency Debt
1502948.00
1620022.06
Fannie Mae
2042-06-01
3.500000
Government Agency Debt
1363155.00
1472480.70
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
1027522.00
1116697.50
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1931847.00
1953996.32
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1079011.00
1198563.86
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1008303.00
1122622.48
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
3549206.00
3843278.60
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
3520562.00
3882701.90
Fannie Mae
2042-08-01
3.000000
Government Agency Debt
2045921.00
2167532.04
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
3496323.00
3801977.98
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
1473969.00
1594603.04
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
1031497.00
1123436.05
Fannie Mae
2042-08-01
4.500000
Government Agency Debt
1143820.00
1275856.80
Fannie Mae
2042-09-01
2.516000
Government Agency Debt
4023096.00
4221108.76
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
2418616.00
2563505.61
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
1731277.00
1834990.88
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
210653.00
223272.38
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
3325903.00
3598104.88
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
3013810.00
3260469.25
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
2777984.00
3005342.54
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
1632553.00
1766166.04
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
1588094.00
1718068.38
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
1311861.00
1419227.64
Fannie Mae
2042-10-01
3.000000
Government Agency Debt
2266320.00
2406335.52
Fannie Mae
2042-10-01
4.000000
Government Agency Debt
1505450.00
1643575.04
Freddie Mac
2020-10-01
5.500000
Government Agency Debt
5145014.00
1118561.08
Freddie Mac
2022-05-01
5.500000
Government Agency Debt
660204.00
116163.53
Freddie Mac
2024-01-01
6.000000
Government Agency Debt
1855945.00
1498068.42
Freddie Mac
2024-12-01
5.500000
Government Agency Debt
4750760.00
2029476.10
Freddie Mac
2024-12-01
5.500000
Government Agency Debt
1100114.00
1099649.75
Freddie Mac
2025-12-01
3.000000
Government Agency Debt
1303391.00
1133766.41
Freddie Mac
2026-02-01
3.500000
Government Agency Debt
1862370.00
1659687.63
Freddie Mac
2026-07-01
4.000000
Government Agency Debt
1436033.00
1329552.14
Freddie Mac
2026-09-01
3.500000
Government Agency Debt
1219042.00
903537.03
Freddie Mac
2026-10-01
4.000000
Government Agency Debt
1717632.00
1748982.18
Freddie Mac
2027-01-01
3.000000
Government Agency Debt
1412529.00
1298642.39
Freddie Mac
2027-09-01
2.500000
Government Agency Debt
1100685.00
1167954.46
Freddie Mac
2030-03-01
5.000000
Government Agency Debt
4204224.00
2900166.72
Freddie Mac
2031-03-01
7.500000
Government Agency Debt
275365.00
67510.05
Freddie Mac
2031-10-01
7.500000
Government Agency Debt
25006373.00
1131081.37
Freddie Mac
2032-04-01
7.500000
Government Agency Debt
98658289.00
2900639.84
Freddie Mac
2032-05-01
3.000000
Government Agency Debt
2000000.00
2082334.06
Freddie Mac
2034-11-01
7.500000
Government Agency Debt
2445479.00
1787926.16
Freddie Mac
2035-03-01
5.500000
Government Agency Debt
3234054.00
604294.19
Freddie Mac
2036-07-01
5.500000
Government Agency Debt
7500000.00
1297775.67
Freddie Mac
2037-09-15
7.500000
Government Agency Debt
1186542.00
1163427.53
Freddie Mac
2038-05-01
5.500000
Government Agency Debt
3541125.00
1175974.40
Freddie Mac
2039-07-01
5.000000
Government Agency Debt
2868057.00
1130398.70
Freddie Mac
2040-09-01
5.000000
Government Agency Debt
1375600.00
1141005.98
Freddie Mac
2040-12-01
4.500000
Government Agency Debt
1299438.00
1369244.68
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
2097861.00
1625244.24
Freddie Mac
2041-09-01
4.500000
Government Agency Debt
1990519.00
2080347.84
Freddie Mac
2041-12-01
4.500000
Government Agency Debt
1005900.00
1113642.94
Freddie Mac
2042-02-01
4.500000
Government Agency Debt
1040634.00
1123252.14
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
2284204.00
1772540.80
Freddie Mac
2042-06-01
4.000000
Government Agency Debt
1220903.00
1335842.67
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
1920173.00
2096497.56
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
1174792.00
1280910.20
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
1040329.00
1125473.45
Freddie Mac
2042-08-01
4.000000
Government Agency Debt
2656780.00
2965898.19
Freddie Mac
2042-08-01
4.500000
Government Agency Debt
1141845.00
1268012.58
First Tier Security
N/A
N/A
2012-10-05
2012-10-05
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
217000000.00
217000000.00
0.0146
N
217000000.00
217000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.200000%
07699U005_0.2000_M121005_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-02-01
5.604000
Government Agency Debt
22179047.00
22171967.61
Fannie Mae
2017-02-01
2.395000
Government Agency Debt
6173932.00
819685.97
Fannie Mae
2017-10-01
6.134000
Government Agency Debt
1247000.00
1223582.36
Fannie Mae
2019-08-01
4.172000
Government Agency Debt
5467074.00
4397649.86
Fannie Mae
2020-01-01
4.505000
Government Agency Debt
1297177.00
1457415.26
Fannie Mae
2020-11-01
3.379000
Government Agency Debt
5314000.00
5844237.56
Fannie Mae
2023-06-01
5.000000
Government Agency Debt
523193.00
95105.61
Fannie Mae
2033-06-01
2.250000
Government Agency Debt
10000000.00
1267700.16
Fannie Mae
2033-07-01
2.405000
Government Agency Debt
19328270.00
839572.67
Fannie Mae
2035-02-01
2.470000
Government Agency Debt
33985000.00
1247426.59
Fannie Mae
2035-05-01
2.295000
Government Agency Debt
15416.00
12224.19
Fannie Mae
2035-07-01
2.789000
Government Agency Debt
3988600.00
814808.33
Fannie Mae
2035-11-01
2.793000
Government Agency Debt
1437322.00
1369125.90
Fannie Mae
2035-12-01
5.106000
Government Agency Debt
4488700.00
1238418.55
Fannie Mae
2036-02-01
2.001000
Government Agency Debt
40007450.00
1948863.13
Fannie Mae
2036-03-01
5.645000
Government Agency Debt
10200000.00
2245711.48
Fannie Mae
2036-08-01
2.608000
Government Agency Debt
4610000.00
1228871.03
Fannie Mae
2036-08-01
2.889000
Government Agency Debt
23680000.00
5775490.43
Fannie Mae
2036-09-01
2.635000
Government Agency Debt
14143030.00
987342.71
Fannie Mae
2036-09-01
6.266000
Government Agency Debt
13351050.00
1522925.58
Fannie Mae
2036-10-01
5.918000
Government Agency Debt
12794573.00
1051674.95
Fannie Mae
2037-04-01
1.738000
Government Agency Debt
10185158.00
1722147.28
Fannie Mae
2037-08-01
5.558000
Government Agency Debt
1384603.00
284533.12
Fannie Mae
2037-08-01
5.763000
Government Agency Debt
30013267.00
5615829.18
Fannie Mae
2037-11-01
5.910000
Government Agency Debt
2980000.00
1258688.52
Fannie Mae
2038-02-01
5.856000
Government Agency Debt
28262118.00
18863775.77
Fannie Mae
2038-04-01
4.367000
Government Agency Debt
53668.00
24482.31
Fannie Mae
2038-04-01
4.784000
Government Agency Debt
5514904.00
1347445.64
Fannie Mae
2038-05-01
4.674000
Government Agency Debt
10500000.00
1237157.67
Fannie Mae
2038-07-01
5.057000
Government Agency Debt
3157653.00
982490.66
Fannie Mae
2038-09-01
5.598000
Government Agency Debt
3830600.00
1218513.90
Fannie Mae
2039-03-01
5.267000
Government Agency Debt
2352000.00
718087.81
Fannie Mae
2039-10-01
4.001000
Government Agency Debt
50000000.00
19467055.16
Fannie Mae
2040-03-01
3.877000
Government Agency Debt
2000000.00
1265653.46
Fannie Mae
2040-05-01
3.645000
Government Agency Debt
10375971.00
5103357.26
Fannie Mae
2040-05-01
4.134000
Government Agency Debt
9065000.00
2268471.97
Fannie Mae
2040-07-01
4.086000
Government Agency Debt
14279429.00
9134965.62
Fannie Mae
2040-09-01
3.820000
Government Agency Debt
2680000.00
1222610.03
Fannie Mae
2041-01-01
2.826000
Government Agency Debt
35947167.00
22021852.32
Fannie Mae
2041-07-01
2.563000
Government Agency Debt
2020000.00
1220659.87
Fannie Mae
2041-08-01
3.760000
Government Agency Debt
3130000.00
2263917.89
Fannie Mae
2041-12-01
2.528000
Government Agency Debt
692046.00
671229.57
Fannie Mae
2042-02-01
2.178000
Government Agency Debt
25188016.00
21444582.75
Fannie Mae
2042-02-01
2.266000
Government Agency Debt
3736.00
3268.64
Fannie Mae
2042-03-01
2.882000
Government Agency Debt
17830079.00
16441065.82
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
1096680.00
1216308.76
Fannie Mae
2042-08-01
2.461000
Government Agency Debt
1448430.00
1473249.61
Fannie Mae
2042-08-01
2.615000
Government Agency Debt
3187619.00
3361517.62
Fannie Mae
2042-08-01
3.000000
Government Agency Debt
4720.00
5000.56
Fannie Mae
2042-09-01
2.370000
Government Agency Debt
25597776.00
26838794.58
Fannie Mae
2042-09-01
3.000000
Government Agency Debt
1932117.00
2047862.40
Fannie Mae
2042-09-01
3.238000
Government Agency Debt
1226000.00
1305287.26
Fannie Mae
2042-10-01
2.238900
Government Agency Debt
1261420.00
1320249.07
Fannie Mae
2044-03-01
1.348000
Government Agency Debt
16213947.00
1169459.51
Freddie Mac
2027-02-01
5.000000
Government Agency Debt
33150.00
7129.01
Freddie Mac
2027-09-01
3.000000
Government Agency Debt
552462.00
590058.70
Freddie Mac
2032-03-01
3.500000
Government Agency Debt
2749354.00
2917439.17
Freddie Mac
2039-07-01
6.000000
Government Agency Debt
1280970.00
1218706.62
Freddie Mac
2042-04-01
4.500000
Government Agency Debt
265276.00
287296.09
First Tier Security
N/A
N/A
2012-10-05
2012-10-05
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
228000000.00
228000000.00
0.0153
N
228000000.00
228000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.240000%
07699U005_0.2400_M121005_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2012-10-01
6.000000
Government Agency Debt
746912.00
73.93
Fannie Mae
2012-11-01
7.500000
Government Agency Debt
784996.00
23.33
Fannie Mae
2013-02-01
6.000000
Government Agency Debt
800000.00
263.28
Fannie Mae
2013-03-01
6.000000
Government Agency Debt
3000000.00
6139.17
Fannie Mae
2013-03-01
8.000000
Government Agency Debt
4900000.00
401.46
Fannie Mae
2013-04-01
6.000000
Government Agency Debt
270879.00
929.79
Fannie Mae
2013-05-01
6.500000
Government Agency Debt
65316.00
88.66
Fannie Mae
2013-06-01
6.000000
Government Agency Debt
600000.00
948.18
Fannie Mae
2013-07-01
6.000000
Government Agency Debt
3650000.00
6414.76
Fannie Mae
2013-07-01
6.000000
Government Agency Debt
460318.00
1521.77
Fannie Mae
2013-07-01
6.500000
Government Agency Debt
8708374.00
14218.50
Fannie Mae
2013-08-01
6.000000
Government Agency Debt
1000001.00
1926.05
Fannie Mae
2013-08-01
6.000000
Government Agency Debt
3427576.00
760.93
Fannie Mae
2013-08-01
6.500000
Government Agency Debt
439815.00
684.11
Fannie Mae
2013-09-01
6.000000
Government Agency Debt
2873044.00
4558.24
Fannie Mae
2013-10-01
6.000000
Government Agency Debt
1350000.00
3149.20
Fannie Mae
2013-11-01
6.000000
Government Agency Debt
1000000.00
5610.73
Fannie Mae
2013-12-01
5.500000
Government Agency Debt
1980000.00
14055.70
Fannie Mae
2013-12-01
5.500000
Government Agency Debt
235000.00
2177.82
Fannie Mae
2013-12-01
6.000000
Government Agency Debt
1000000.00
4800.51
Fannie Mae
2013-12-01
6.000000
Government Agency Debt
900000.00
2649.60
Fannie Mae
2013-12-01
6.000000
Government Agency Debt
2027596.00
2045.11
Fannie Mae
2013-12-01
6.000000
Government Agency Debt
500000.00
1515.99
Fannie Mae
2013-12-01
6.000000
Government Agency Debt
350000.00
1279.73
Fannie Mae
2013-12-01
6.000000
Government Agency Debt
200000.00
1002.26
Fannie Mae
2014-01-01
5.500000
Government Agency Debt
1875965.00
11875.36
Fannie Mae
2014-01-01
6.000000
Government Agency Debt
4476803.00
8927.87
Fannie Mae
2014-01-01
6.000000
Government Agency Debt
1137500.00
6219.19
Fannie Mae
2014-01-01
6.000000
Government Agency Debt
500000.00
2669.49
Fannie Mae
2014-02-01
6.000000
Government Agency Debt
2075000.00
8048.65
Fannie Mae
2014-02-01
6.000000
Government Agency Debt
487181.00
2493.76
Fannie Mae
2014-02-01
6.000000
Government Agency Debt
217692.00
1089.53
Fannie Mae
2014-02-01
7.000000
Government Agency Debt
4100000.00
14506.93
Fannie Mae
2014-03-01
6.000000
Government Agency Debt
740000.00
3753.89
Fannie Mae
2014-03-01
6.000000
Government Agency Debt
404000.00
1973.63
Fannie Mae
2014-03-01
7.000000
Government Agency Debt
1500000.00
5664.75
Fannie Mae
2014-04-01
6.000000
Government Agency Debt
34234.00
6508.23
Fannie Mae
2014-04-01
6.000000
Government Agency Debt
2003568.00
4168.21
Fannie Mae
2014-04-01
6.500000
Government Agency Debt
1128934.00
1796.59
Fannie Mae
2014-05-01
6.000000
Government Agency Debt
2328160.00
12919.28
Fannie Mae
2014-05-01
6.000000
Government Agency Debt
2800000.00
8932.65
Fannie Mae
2014-05-01
6.000000
Government Agency Debt
550000.00
2271.88
Fannie Mae
2014-06-01
6.000000
Government Agency Debt
3035680.00
11270.77
Fannie Mae
2014-06-01
6.000000
Government Agency Debt
1350000.00
10275.49
Fannie Mae
2014-06-01
7.500000
Government Agency Debt
654584.00
6849.71
Fannie Mae
2014-07-01
6.000000
Government Agency Debt
495768.00
2908.58
Fannie Mae
2014-07-01
6.000000
Government Agency Debt
400000.00
1214.53
Fannie Mae
2014-07-01
7.500000
Government Agency Debt
140444.00
545.72
Fannie Mae
2014-08-01
7.500000
Government Agency Debt
529992.00
139.98
Fannie Mae
2014-09-01
7.500000
Government Agency Debt
475000.00
3227.07
Fannie Mae
2014-11-01
6.000000
Government Agency Debt
1950000.00
9796.82
Fannie Mae
2014-11-01
6.000000
Government Agency Debt
856534.00
5692.20
Fannie Mae
2014-11-01
6.000000
Government Agency Debt
1145115.00
4599.90
Fannie Mae
2014-11-01
6.500000
Government Agency Debt
98794.00
651.50
Fannie Mae
2014-11-01
7.000000
Government Agency Debt
612000.00
1640.37
Fannie Mae
2015-03-01
6.000000
Government Agency Debt
20575.00
6733.16
Fannie Mae
2015-03-01
7.500000
Government Agency Debt
53896.00
353.79
Fannie Mae
2015-05-01
5.500000
Government Agency Debt
115282.00
12437.05
Fannie Mae
2015-05-01
7.500000
Government Agency Debt
500000.00
4735.31
Fannie Mae
2015-06-01
8.000000
Government Agency Debt
1016537.00
8886.63
Fannie Mae
2015-08-01
8.000000
Government Agency Debt
204991.00
954.35
Fannie Mae
2015-09-01
8.000000
Government Agency Debt
309908.00
2202.67
Fannie Mae
2015-09-01
11.000000
Government Agency Debt
140000.00
11.78
Fannie Mae
2015-10-01
8.000000
Government Agency Debt
501413.00
14347.28
Fannie Mae
2015-12-01
6.500000
Government Agency Debt
325000.00
8240.07
Fannie Mae
2016-01-01
6.500000
Government Agency Debt
3000000.00
6469.25
Fannie Mae
2016-01-01
8.000000
Government Agency Debt
375000.00
0.40
Fannie Mae
2016-02-01
5.604000
Government Agency Debt
221028.00
220957.45
Fannie Mae
2016-03-01
5.500000
Government Agency Debt
47951.00
1714.32
Fannie Mae
2016-03-01
5.500000
Government Agency Debt
349033.00
1028.25
Fannie Mae
2016-04-01
5.500000
Government Agency Debt
300000.00
11785.96
Fannie Mae
2016-04-01
5.500000
Government Agency Debt
535107.00
6369.81
Fannie Mae
2016-04-01
5.500000
Government Agency Debt
254909.00
4337.41
Fannie Mae
2016-04-01
5.500000
Government Agency Debt
77413.00
1235.05
Fannie Mae
2016-04-01
6.000000
Government Agency Debt
1000100.00
14238.27
Fannie Mae
2016-04-01
6.000000
Government Agency Debt
986020.00
9732.47
Fannie Mae
2016-04-01
6.000000
Government Agency Debt
25511.00
718.44
Fannie Mae
2016-04-01
7.000000
Government Agency Debt
2730000.00
13453.74
Fannie Mae
2016-04-01
7.000000
Government Agency Debt
350000.00
4239.56
Fannie Mae
2016-05-01
5.500000
Government Agency Debt
1010474.00
9982.50
Fannie Mae
2016-05-01
6.000000
Government Agency Debt
371987.00
8726.18
Fannie Mae
2016-06-01
5.500000
Government Agency Debt
673000.00
8192.56
Fannie Mae
2016-06-01
6.000000
Government Agency Debt
319000.00
14617.53
Fannie Mae
2016-06-01
6.000000
Government Agency Debt
95466.00
1477.36
Fannie Mae
2016-07-01
5.500000
Government Agency Debt
325500.00
7149.69
Fannie Mae
2016-08-01
5.500000
Government Agency Debt
115361.00
3204.82
Fannie Mae
2016-09-01
6.000000
Government Agency Debt
1000000.00
14039.29
Fannie Mae
2016-09-01
6.000000
Government Agency Debt
1000000.00
12965.78
Fannie Mae
2016-10-01
6.000000
Government Agency Debt
54935.00
2339.53
Fannie Mae
2016-10-01
7.500000
Government Agency Debt
955637.00
10633.68
Fannie Mae
2016-10-01
7.500000
Government Agency Debt
498479.00
6019.67
Fannie Mae
2016-11-01
6.000000
Government Agency Debt
73917.00
2186.58
Fannie Mae
2016-11-01
6.500000
Government Agency Debt
86899.00
13577.06
Fannie Mae
2017-01-01
6.000000
Government Agency Debt
50500.00
1708.10
Fannie Mae
2017-02-01
6.000000
Government Agency Debt
193120.00
8277.46
Fannie Mae
2017-02-01
6.000000
Government Agency Debt
47948.00
2158.77
Fannie Mae
2017-02-01
6.500000
Government Agency Debt
44111.00
998.83
Fannie Mae
2017-03-01
6.000000
Government Agency Debt
54754.00
2011.97
Fannie Mae
2017-03-01
6.000000
Government Agency Debt
89533.00
1847.54
Fannie Mae
2017-03-01
6.000000
Government Agency Debt
73495.00
1479.33
Fannie Mae
2017-03-01
6.500000
Government Agency Debt
39815.00
4133.47
Fannie Mae
2017-04-01
6.000000
Government Agency Debt
107299.00
4962.36
Fannie Mae
2017-04-01
6.000000
Government Agency Debt
1042572.00
3379.83
Fannie Mae
2017-04-01
6.000000
Government Agency Debt
49860.00
1412.97
Fannie Mae
2017-04-01
7.500000
Government Agency Debt
425000.00
4602.00
Fannie Mae
2017-05-01
6.000000
Government Agency Debt
66350.00
3966.45
Fannie Mae
2017-05-01
6.000000
Government Agency Debt
67794.00
1782.74
Fannie Mae
2017-05-01
6.500000
Government Agency Debt
74870.00
13658.27
Fannie Mae
2017-05-01
6.500000
Government Agency Debt
314874.00
7516.54
Fannie Mae
2017-06-01
6.000000
Government Agency Debt
594279.00
5394.29
Fannie Mae
2017-07-01
5.500000
Government Agency Debt
54000.00
9742.56
Fannie Mae
2017-07-01
6.000000
Government Agency Debt
88998.00
4038.54
Fannie Mae
2017-08-01
6.000000
Government Agency Debt
176000.00
4837.45
Fannie Mae
2017-09-01
5.500000
Government Agency Debt
4450000.00
197854.00
Fannie Mae
2017-09-01
5.500000
Government Agency Debt
90395.00
3115.78
Fannie Mae
2017-10-01
5.500000
Government Agency Debt
135000.00
7301.22
Fannie Mae
2017-10-01
6.000000
Government Agency Debt
130000.00
3750.55
Fannie Mae
2017-11-01
5.500000
Government Agency Debt
225000.00
11445.89
Fannie Mae
2017-11-01
6.000000
Government Agency Debt
188130.00
12451.67
Fannie Mae
2017-11-01
6.000000
Government Agency Debt
200000.00
2238.35
Fannie Mae
2017-12-01
5.500000
Government Agency Debt
98000.00
5781.02
Fannie Mae
2017-12-01
6.500000
Government Agency Debt
44282.00
12490.52
Fannie Mae
2017-12-01
8.000000
Government Agency Debt
740000.00
3057.98
Fannie Mae
2018-01-01
5.500000
Government Agency Debt
83802.00
8327.38
Fannie Mae
2018-01-01
6.500000
Government Agency Debt
2200000.00
14075.69
Fannie Mae
2018-02-01
6.500000
Government Agency Debt
1000000.00
9326.91
Fannie Mae
2018-02-01
6.500000
Government Agency Debt
1010000.00
3341.07
Fannie Mae
2018-03-01
6.000000
Government Agency Debt
156393.00
10910.89
Fannie Mae
2018-03-01
6.500000
Government Agency Debt
1010000.00
7835.48
Fannie Mae
2018-04-01
5.500000
Government Agency Debt
96872.00
10033.70
Fannie Mae
2018-04-01
6.000000
Government Agency Debt
25000.00
482.73
Fannie Mae
2018-04-01
6.500000
Government Agency Debt
1370281.00
11030.34
Fannie Mae
2018-04-01
6.500000
Government Agency Debt
100000.00
6282.47
Fannie Mae
2018-05-01
6.000000
Government Agency Debt
20000.00
1244.31
Fannie Mae
2018-05-01
7.000000
Government Agency Debt
100000.00
327.54
Fannie Mae
2018-06-01
4.500000
Government Agency Debt
9330.00
5531.94
Fannie Mae
2018-06-01
5.000000
Government Agency Debt
130000.00
9685.41
Fannie Mae
2018-06-01
5.500000
Government Agency Debt
79091.00
9137.59
Fannie Mae
2018-07-01
6.000000
Government Agency Debt
257960.00
10245.68
Fannie Mae
2018-07-01
6.500000
Government Agency Debt
1000000.00
10566.76
Fannie Mae
2018-08-01
5.000000
Government Agency Debt
50000.00
7393.46
Fannie Mae
2018-08-01
5.000000
Government Agency Debt
125000.00
4722.69
Fannie Mae
2018-08-01
6.500000
Government Agency Debt
9670679.00
118525.04
Fannie Mae
2018-08-01
6.500000
Government Agency Debt
658290.00
9828.76
Fannie Mae
2018-09-01
5.500000
Government Agency Debt
30000.00
7099.77
Fannie Mae
2018-11-01
5.000000
Government Agency Debt
50000.00
9203.44
Fannie Mae
2018-12-01
5.500000
Government Agency Debt
65000.00
9921.57
Fannie Mae
2019-01-01
5.000000
Government Agency Debt
100000.00
14628.55
Fannie Mae
2019-01-01
5.500000
Government Agency Debt
30229.00
5610.47
Fannie Mae
2019-01-01
10.000000
Government Agency Debt
165000.00
2257.11
Fannie Mae
2019-02-01
4.500000
Government Agency Debt
60077.00
10326.64
Fannie Mae
2019-02-01
5.000000
Government Agency Debt
30503.00
8746.21
Fannie Mae
2019-02-01
10.500000
Government Agency Debt
200000.00
200.82
Fannie Mae
2019-03-01
4.500000
Government Agency Debt
116525.00
14320.26
Fannie Mae
2019-03-01
4.500000
Government Agency Debt
48272.00
9046.23
Fannie Mae
2019-04-01
4.500000
Government Agency Debt
119652.00
13671.66
Fannie Mae
2019-04-01
4.500000
Government Agency Debt
15835.00
2994.65
Fannie Mae
2019-04-01
5.000000
Government Agency Debt
38129.00
10060.11
Fannie Mae
2019-04-01
5.000000
Government Agency Debt
41000.00
6713.69
Fannie Mae
2019-04-01
7.000000
Government Agency Debt
401847.00
4956.15
Fannie Mae
2019-05-01
4.000000
Government Agency Debt
20099.00
3754.06
Fannie Mae
2019-05-01
4.500000
Government Agency Debt
55000.00
13418.33
Fannie Mae
2019-05-01
4.500000
Government Agency Debt
13347.00
3739.17
Fannie Mae
2019-05-01
4.500000
Government Agency Debt
13460.00
3007.18
Fannie Mae
2019-05-01
4.500000
Government Agency Debt
15005.00
1604.48
Fannie Mae
2019-06-01
4.500000
Government Agency Debt
1111911.00
209020.56
Fannie Mae
2019-06-01
5.000000
Government Agency Debt
78321.00
14732.85
Fannie Mae
2019-06-01
5.000000
Government Agency Debt
56724.00
11910.91
Fannie Mae
2019-06-01
5.000000
Government Agency Debt
67044.00
11887.49
Fannie Mae
2019-06-01
5.000000
Government Agency Debt
48427.00
10469.27
Fannie Mae
2019-06-01
5.000000
Government Agency Debt
45915.00
8514.40
Fannie Mae
2019-06-01
5.000000
Government Agency Debt
40464.00
7001.27
Fannie Mae
2019-06-01
10.500000
Government Agency Debt
120000.00
7.64
Fannie Mae
2019-07-01
5.000000
Government Agency Debt
65211.00
7949.81
Fannie Mae
2019-08-01
4.500000
Government Agency Debt
40000.00
7885.48
Fannie Mae
2019-09-01
6.000000
Government Agency Debt
80000.00
11901.33
Fannie Mae
2019-10-01
4.000000
Government Agency Debt
6000.00
1589.37
Fannie Mae
2019-10-01
4.500000
Government Agency Debt
25000.00
4416.91
Fannie Mae
2019-10-01
5.000000
Government Agency Debt
17000.00
5937.96
Fannie Mae
2019-11-01
4.000000
Government Agency Debt
10000.00
2210.19
Fannie Mae
2019-11-01
4.500000
Government Agency Debt
34000.00
4881.31
Fannie Mae
2019-11-01
5.000000
Government Agency Debt
5258.00
1016.20
Fannie Mae
2019-11-01
8.000000
Government Agency Debt
13000.00
286.30
Fannie Mae
2019-12-01
4.500000
Government Agency Debt
25256.00
5402.68
Fannie Mae
2019-12-01
5.000000
Government Agency Debt
53092.00
10834.95
Fannie Mae
2020-01-01
4.505000
Government Agency Debt
142655.00
160276.95
Fannie Mae
2020-01-01
5.000000
Government Agency Debt
29091.00
4112.79
Fannie Mae
2020-02-01
4.500000
Government Agency Debt
27116.00
4746.90
Fannie Mae
2020-02-01
5.000000
Government Agency Debt
51607.00
13344.15
Fannie Mae
2020-02-01
5.000000
Government Agency Debt
32000.00
5375.18
Fannie Mae
2020-03-01
5.000000
Government Agency Debt
7000.00
1167.09
Fannie Mae
2020-03-01
8.000000
Government Agency Debt
942796.00
12431.96
Fannie Mae
2020-04-01
5.000000
Government Agency Debt
31260.00
6537.05
Fannie Mae
2020-04-01
10.000000
Government Agency Debt
989362.00
1938.74
Fannie Mae
2020-05-01
4.000000
Government Agency Debt
23000.00
4665.95
Fannie Mae
2020-05-01
10.000000
Government Agency Debt
500000.00
347.19
Fannie Mae
2020-06-01
5.000000
Government Agency Debt
55000.00
10249.43
Fannie Mae
2020-06-01
5.000000
Government Agency Debt
50000.00
9380.82
Fannie Mae
2020-06-01
5.000000
Government Agency Debt
40790.00
7246.98
Fannie Mae
2020-06-01
8.000000
Government Agency Debt
357023.00
3321.08
Fannie Mae
2020-06-01
10.500000
Government Agency Debt
1500000.00
4394.32
Fannie Mae
2020-07-01
4.500000
Government Agency Debt
47501.00
11113.99
Fannie Mae
2020-07-01
4.500000
Government Agency Debt
31587.00
10945.46
Fannie Mae
2020-07-01
5.000000
Government Agency Debt
40000.00
7430.45
Fannie Mae
2020-07-01
5.000000
Government Agency Debt
32000.00
5406.63
Fannie Mae
2020-07-01
5.000000
Government Agency Debt
25000.00
5137.50
Fannie Mae
2020-07-01
5.000000
Government Agency Debt
19000.00
3536.96
Fannie Mae
2020-07-01
5.000000
Government Agency Debt
7000.00
806.56
Fannie Mae
2020-07-01
5.500000
Government Agency Debt
27000.00
5208.39
Fannie Mae
2020-08-01
5.000000
Government Agency Debt
25000.00
4537.69
Fannie Mae
2020-09-01
4.500000
Government Agency Debt
68105.00
8569.27
Fannie Mae
2020-09-01
4.500000
Government Agency Debt
26456.00
4014.44
Fannie Mae
2020-09-01
4.500000
Government Agency Debt
17000.00
2884.30
Fannie Mae
2020-09-01
5.000000
Government Agency Debt
28303.00
7293.18
Fannie Mae
2020-09-01
10.500000
Government Agency Debt
149442.00
135.95
Fannie Mae
2020-10-01
4.500000
Government Agency Debt
68038.00
12173.15
Fannie Mae
2020-10-01
4.500000
Government Agency Debt
30320.00
5676.30
Fannie Mae
2020-10-01
5.000000
Government Agency Debt
53049.00
10311.54
Fannie Mae
2020-10-01
5.000000
Government Agency Debt
18265.00
4657.00
Fannie Mae
2020-11-01
4.500000
Government Agency Debt
20708.00
4120.84
Fannie Mae
2020-11-01
5.000000
Government Agency Debt
125000.00
12590.25
Fannie Mae
2020-11-01
5.000000
Government Agency Debt
5962.00
1430.12
Fannie Mae
2020-11-01
5.000000
Government Agency Debt
7000.00
900.17
Fannie Mae
2020-12-01
4.500000
Government Agency Debt
75229.00
13143.83
Fannie Mae
2020-12-01
5.000000
Government Agency Debt
14000.00
3521.36
Fannie Mae
2020-12-01
5.000000
Government Agency Debt
23000.00
3325.18
Fannie Mae
2021-01-01
5.000000
Government Agency Debt
59348.00
14161.08
Fannie Mae
2021-01-01
5.500000
Government Agency Debt
41000.00
9052.07
Fannie Mae
2021-01-01
10.000000
Government Agency Debt
40000.00
61.98
Fannie Mae
2021-01-04
8.000000
Government Agency Debt
93000.00
2156.48
Fannie Mae
2021-02-01
4.500000
Government Agency Debt
40561.00
6490.03
Fannie Mae
2021-02-01
4.500000
Government Agency Debt
72493.00
3186.18
Fannie Mae
2021-02-01
5.000000
Government Agency Debt
8000.00
1143.78
Fannie Mae
2021-02-01
5.500000
Government Agency Debt
95163.00
9775.06
Fannie Mae
2021-03-01
4.500000
Government Agency Debt
87563.00
10327.78
Fannie Mae
2021-03-01
5.000000
Government Agency Debt
60200.00
13217.99
Fannie Mae
2021-03-01
5.000000
Government Agency Debt
45448.00
12546.60
Fannie Mae
2021-03-01
5.000000
Government Agency Debt
32662.00
9702.10
Fannie Mae
2021-03-01
5.000000
Government Agency Debt
20000.00
5893.44
Fannie Mae
2021-03-01
5.000000
Government Agency Debt
36201.00
4458.16
Fannie Mae
2021-03-01
5.000000
Government Agency Debt
19000.00
2030.51
Fannie Mae
2021-03-01
5.500000
Government Agency Debt
47000.00
6837.24
Fannie Mae
2021-04-01
4.500000
Government Agency Debt
70158.00
12112.67
Fannie Mae
2021-04-01
4.500000
Government Agency Debt
35000.00
7129.56
Fannie Mae
2021-04-01
5.000000
Government Agency Debt
73435.00
13386.65
Fannie Mae
2021-04-01
5.000000
Government Agency Debt
57517.00
13120.72
Fannie Mae
2021-04-01
5.000000
Government Agency Debt
33561.00
7661.04
Fannie Mae
2021-04-01
5.000000
Government Agency Debt
2000.00
327.86
Fannie Mae
2021-05-01
5.000000
Government Agency Debt
96221.00
14168.84
Fannie Mae
2021-05-01
5.000000
Government Agency Debt
118659.00
8642.49
Fannie Mae
2021-05-01
6.000000
Government Agency Debt
49370.00
1217.08
Fannie Mae
2021-06-01
5.000000
Government Agency Debt
40258.00
10547.56
Fannie Mae
2021-06-01
5.000000
Government Agency Debt
45885.00
7873.69
Fannie Mae
2021-07-01
5.000000
Government Agency Debt
32883.00
11978.32
Fannie Mae
2021-08-01
5.000000
Government Agency Debt
43862.00
9036.50
Fannie Mae
2021-09-01
5.000000
Government Agency Debt
81454.00
11844.69
Fannie Mae
2021-09-01
5.000000
Government Agency Debt
34266.00
2526.63
Fannie Mae
2021-10-01
5.000000
Government Agency Debt
64913.00
12884.72
Fannie Mae
2021-10-01
5.000000
Government Agency Debt
50000.00
10737.09
Fannie Mae
2021-10-01
8.500000
Government Agency Debt
3059000.00
6957.21
Fannie Mae
2021-11-01
5.500000
Government Agency Debt
100000.00
10925.95
Fannie Mae
2021-11-01
5.500000
Government Agency Debt
71239.00
7042.32
Fannie Mae
2021-12-01
5.000000
Government Agency Debt
48219.00
9583.40
Fannie Mae
2021-12-01
6.000000
Government Agency Debt
25211.00
803.27
Fannie Mae
2022-03-01
5.500000
Government Agency Debt
41000.00
7287.64
Fannie Mae
2022-04-01
10.500000
Government Agency Debt
245000.00
22.64
Fannie Mae
2022-08-01
2.500000
Government Agency Debt
3250000.00
3357029.62
Fannie Mae
2022-12-01
6.000000
Government Agency Debt
138528.00
29015.59
Fannie Mae
2023-09-01
8.000000
Government Agency Debt
8262.00
498.77
Fannie Mae
2023-11-01
5.500000
Government Agency Debt
31000.00
8015.48
Fannie Mae
2024-07-01
6.250000
Government Agency Debt
160000.00
13341.78
Fannie Mae
2025-03-01
4.000000
Government Agency Debt
10000.00
5607.36
Fannie Mae
2025-04-01
4.000000
Government Agency Debt
327280.00
175968.91
Fannie Mae
2025-04-01
5.000000
Government Agency Debt
600000.00
124823.36
Fannie Mae
2025-05-01
4.000000
Government Agency Debt
22068.00
11316.95
Fannie Mae
2025-10-25
2.000000
Government Agency Debt
16446561.00
7527958.37
Fannie Mae
2026-01-01
4.000000
Government Agency Debt
2826.00
1773.85
Fannie Mae
2026-01-01
5.500000
Government Agency Debt
25000.00
5936.41
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
3596168.00
3265832.74
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
3425112.00
3206702.68
Fannie Mae
2026-04-01
5.500000
Government Agency Debt
53000.00
10719.95
Fannie Mae
2026-05-01
4.000000
Government Agency Debt
5000.00
4128.50
Fannie Mae
2026-12-01
3.500000
Government Agency Debt
547082.00
559297.68
Fannie Mae
2027-04-01
2.500000
Government Agency Debt
1021802.00
1022860.48
Fannie Mae
2027-04-01
8.500000
Government Agency Debt
281790.00
4727.83
Fannie Mae
2027-05-01
3.500000
Government Agency Debt
1265627.00
1328687.46
Fannie Mae
2027-05-01
4.000000
Government Agency Debt
67405.00
72690.63
Fannie Mae
2027-06-01
3.000000
Government Agency Debt
14238644.00
14900259.67
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
778786.00
820925.20
Fannie Mae
2027-12-01
7.000000
Government Agency Debt
16000.00
142.95
Fannie Mae
2028-05-01
7.500000
Government Agency Debt
383759.00
5485.23
Fannie Mae
2028-06-25
3.500000
Government Agency Debt
2505000.00
1245785.75
Fannie Mae
2028-07-01
5.500000
Government Agency Debt
258198.00
64154.17
Fannie Mae
2028-09-01
6.000000
Government Agency Debt
5000.00
229.29
Fannie Mae
2029-01-01
5.500000
Government Agency Debt
1476473.00
14041.85
Fannie Mae
2029-09-01
7.500000
Government Agency Debt
27661.00
332.91
Fannie Mae
2029-10-01
7.500000
Government Agency Debt
11000.00
96.55
Fannie Mae
2030-01-01
4.000000
Government Agency Debt
218956.00
112316.96
Fannie Mae
2030-01-01
7.500000
Government Agency Debt
35363.00
291.95
Fannie Mae
2030-02-01
7.500000
Government Agency Debt
500000.00
4792.04
Fannie Mae
2030-03-01
7.500000
Government Agency Debt
37488.00
25.56
Fannie Mae
2030-06-01
7.500000
Government Agency Debt
37375.00
219.50
Fannie Mae
2030-11-01
7.500000
Government Agency Debt
18000.00
155.37
Fannie Mae
2031-03-01
6.000000
Government Agency Debt
50000.00
986.34
Fannie Mae
2031-03-01
7.000000
Government Agency Debt
8000.00
97.32
Fannie Mae
2031-09-01
7.000000
Government Agency Debt
655000.00
14560.31
Fannie Mae
2031-09-01
7.500000
Government Agency Debt
272264.00
2901.14
Fannie Mae
2031-10-01
7.000000
Government Agency Debt
50000.00
10119.16
Fannie Mae
2031-10-01
8.000000
Government Agency Debt
253927.00
7998.94
Fannie Mae
2031-11-01
6.000000
Government Agency Debt
411950.00
10770.96
Fannie Mae
2032-01-01
4.000000
Government Agency Debt
13716776.00
14414015.57
Fannie Mae
2032-04-01
7.000000
Government Agency Debt
231736.00
5495.72
Fannie Mae
2032-06-01
3.500000
Government Agency Debt
13226838.00
14008146.74
Fannie Mae
2032-06-01
7.000000
Government Agency Debt
20000.00
601.60
Fannie Mae
2032-07-01
7.000000
Government Agency Debt
110492.00
4792.93
Fannie Mae
2032-07-01
7.000000
Government Agency Debt
35734.00
1163.74
Fannie Mae
2032-08-01
6.000000
Government Agency Debt
300769.00
9471.56
Fannie Mae
2032-09-01
7.000000
Government Agency Debt
62903.00
3886.46
Fannie Mae
2032-10-01
6.000000
Government Agency Debt
34385.00
2263.52
Fannie Mae
2032-11-01
6.000000
Government Agency Debt
147672.00
9101.21
Fannie Mae
2032-12-01
5.000000
Government Agency Debt
200000.00
37240.30
Fannie Mae
2033-01-01
6.000000
Government Agency Debt
43000.00
2431.71
Fannie Mae
2033-02-01
4.500000
Government Agency Debt
19000.00
3382.34
Fannie Mae
2033-03-01
6.000000
Government Agency Debt
1305000.00
75559.92
Fannie Mae
2033-05-01
6.000000
Government Agency Debt
604311.00
180615.44
Fannie Mae
2033-06-01
5.500000
Government Agency Debt
28052.00
5675.22
Fannie Mae
2033-07-01
5.000000
Government Agency Debt
19000.00
3408.28
Fannie Mae
2033-07-01
5.000000
Government Agency Debt
7000.00
1591.82
Fannie Mae
2033-08-01
5.000000
Government Agency Debt
21000.00
3779.08
Fannie Mae
2033-09-01
4.500000
Government Agency Debt
15000.00
4422.79
Fannie Mae
2033-09-01
5.000000
Government Agency Debt
20000.00
4228.59
Fannie Mae
2033-09-01
5.000000
Government Agency Debt
10000.00
1674.20
Fannie Mae
2033-10-01
5.000000
Government Agency Debt
10021.00
1712.91
Fannie Mae
2033-10-01
5.000000
Government Agency Debt
10000.00
1288.65
Fannie Mae
2033-12-01
4.500000
Government Agency Debt
19000.00
7989.31
Fannie Mae
2033-12-01
5.000000
Government Agency Debt
5000.00
1327.53
Fannie Mae
2033-12-01
5.500000
Government Agency Debt
8000.00
4068.95
Fannie Mae
2034-03-01
4.500000
Government Agency Debt
20029.00
5122.24
Fannie Mae
2034-03-01
5.000000
Government Agency Debt
9000.00
3198.37
Fannie Mae
2034-04-01
6.000000
Government Agency Debt
48757.00
3594.65
Fannie Mae
2034-05-01
4.500000
Government Agency Debt
5000.00
703.19
Fannie Mae
2034-09-01
6.000000
Government Agency Debt
45458.00
5397.63
Fannie Mae
2034-09-01
6.000000
Government Agency Debt
1170.00
239.37
Fannie Mae
2034-10-01
6.000000
Government Agency Debt
70000.00
12666.50
Fannie Mae
2035-01-01
6.000000
Government Agency Debt
38965.00
8621.32
Fannie Mae
2035-02-01
5.000000
Government Agency Debt
1171116.00
171864.99
Fannie Mae
2035-03-01
4.500000
Government Agency Debt
14000.00
4185.35
Fannie Mae
2035-04-01
2.405000
Government Agency Debt
1546234.00
523744.92
Fannie Mae
2035-05-01
5.500000
Government Agency Debt
4000.00
942.26
Fannie Mae
2035-06-01
5.500000
Government Agency Debt
894076.00
157660.57
Fannie Mae
2035-07-01
4.500000
Government Agency Debt
23000.00
5501.93
Fannie Mae
2035-10-01
7.000000
Government Agency Debt
17174.00
2740.74
Fannie Mae
2035-11-01
5.000000
Government Agency Debt
20000.00
5297.70
Fannie Mae
2035-11-01
5.500000
Government Agency Debt
34000.00
9144.49
Fannie Mae
2035-12-01
5.500000
Government Agency Debt
44940.00
11969.01
Fannie Mae
2035-12-01
5.500000
Government Agency Debt
2000.00
532.28
Fannie Mae
2035-12-01
6.000000
Government Agency Debt
32628.00
9975.83
Fannie Mae
2035-12-01
6.000000
Government Agency Debt
28944.00
8222.47
Fannie Mae
2035-12-01
6.000000
Government Agency Debt
25000.00
5673.10
Fannie Mae
2036-01-01
2.335000
Government Agency Debt
9187809.00
1756810.78
Fannie Mae
2036-01-01
4.500000
Government Agency Debt
237045.00
83222.74
Fannie Mae
2036-01-01
5.500000
Government Agency Debt
6667637.00
1734537.12
Fannie Mae
2036-03-01
6.000000
Government Agency Debt
1186.00
271.01
Fannie Mae
2036-04-25
0.585500
Government Agency Debt
5000000.00
1098609.09
Fannie Mae
2036-05-25
0.616500
Government Agency Debt
5000000.00
1183372.19
Fannie Mae
2036-07-01
5.000000
Government Agency Debt
1000.00
392.21
Fannie Mae
2036-07-01
5.500000
Government Agency Debt
2000.00
784.45
Fannie Mae
2036-11-01
6.000000
Government Agency Debt
12000.00
3227.29
Fannie Mae
2036-12-01
5.500000
Government Agency Debt
17000.00
3752.88
Fannie Mae
2036-12-01
7.000000
Government Agency Debt
5379576.00
3278562.17
Fannie Mae
2037-01-01
5.500000
Government Agency Debt
1000.00
792.85
Fannie Mae
2037-02-01
2.953000
Government Agency Debt
2289564.00
409283.31
Fannie Mae
2037-02-01
5.500000
Government Agency Debt
12000.00
2762.10
Fannie Mae
2037-03-01
5.500000
Government Agency Debt
32302.00
8156.69
Fannie Mae
2037-03-01
8.000000
Government Agency Debt
59326.00
4906.55
Fannie Mae
2037-03-25
4.000000
Government Agency Debt
1697020.00
1171695.66
Fannie Mae
2037-05-01
5.000000
Government Agency Debt
8000.00
2159.52
Fannie Mae
2037-05-01
5.500000
Government Agency Debt
86381.00
34813.53
Fannie Mae
2037-05-01
5.500000
Government Agency Debt
6000.00
1612.26
Fannie Mae
2037-05-01
6.000000
Government Agency Debt
17000.00
5933.97
Fannie Mae
2037-07-01
6.000000
Government Agency Debt
25935.00
10625.40
Fannie Mae
2037-07-01
6.500000
Government Agency Debt
10000.00
3921.73
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
2000.00
769.22
Fannie Mae
2037-08-01
5.558000
Government Agency Debt
1595267.00
327824.15
Fannie Mae
2037-08-01
5.643000
Government Agency Debt
12000000.00
1820511.86
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
257447.00
74959.20
Fannie Mae
2037-10-01
6.000000
Government Agency Debt
39227.00
14376.75
Fannie Mae
2037-12-01
5.500000
Government Agency Debt
7000.00
2146.32
Fannie Mae
2037-12-01
7.000000
Government Agency Debt
1099.00
51.19
Fannie Mae
2038-02-01
5.000000
Government Agency Debt
11630.00
4283.61
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
4000.00
900.19
Fannie Mae
2038-04-01
4.367000
Government Agency Debt
1381729.00
630318.21
Fannie Mae
2038-04-01
4.784000
Government Agency Debt
2549195.00
622839.80
Fannie Mae
2038-04-01
5.500000
Government Agency Debt
25963.00
12449.36
Fannie Mae
2038-04-01
5.500000
Government Agency Debt
10000.00
6492.78
Fannie Mae
2038-04-01
6.000000
Government Agency Debt
28000.00
13455.10
Fannie Mae
2038-05-01
5.000000
Government Agency Debt
6000.00
2473.29
Fannie Mae
2038-05-01
5.500000
Government Agency Debt
7000.00
1918.06
Fannie Mae
2038-05-01
5.500000
Government Agency Debt
5000.00
1315.87
Fannie Mae
2038-05-01
6.000000
Government Agency Debt
675000.00
160287.90
Fannie Mae
2038-05-01
6.000000
Government Agency Debt
1000.00
417.09
Fannie Mae
2038-05-01
6.500000
Government Agency Debt
47141.00
9206.20
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
24000.00
6729.78
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
19184.00
5515.60
Fannie Mae
2038-06-01
6.000000
Government Agency Debt
12000.00
4406.01
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
27890.00
7420.98
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
18256.00
3732.72
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
4000.00
1163.39
Fannie Mae
2038-07-01
5.500000
Government Agency Debt
2000.00
481.80
Fannie Mae
2038-08-01
5.745000
Government Agency Debt
5423409.00
1487035.49
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
5015993.00
3390437.51
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
11000.00
4355.45
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
6000.00
1833.02
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
2000.00
364.82
Fannie Mae
2038-12-01
5.500000
Government Agency Debt
35000.00
5031.18
Fannie Mae
2038-12-01
5.500000
Government Agency Debt
6398.00
1425.89
Fannie Mae
2039-01-01
5.000000
Government Agency Debt
1000.00
229.48
Fannie Mae
2039-02-01
6.000000
Government Agency Debt
7000.00
2201.64
Fannie Mae
2039-02-01
7.000000
Government Agency Debt
200000.00
185351.37
Fannie Mae
2039-03-01
4.500000
Government Agency Debt
9343.00
6425.41
Fannie Mae
2039-03-01
4.500000
Government Agency Debt
7386.00
2363.53
Fannie Mae
2039-03-01
5.500000
Government Agency Debt
27874.00
13073.81
Fannie Mae
2039-04-01
4.500000
Government Agency Debt
2000.00
1447.40
Fannie Mae
2039-05-01
4.000000
Government Agency Debt
28634.00
19790.34
Fannie Mae
2039-05-01
4.500000
Government Agency Debt
12000.00
7550.42
Fannie Mae
2039-09-01
4.275000
Government Agency Debt
2285623.00
1262602.85
Fannie Mae
2039-09-01
5.500000
Government Agency Debt
85232.00
51145.56
Fannie Mae
2040-01-01
6.000000
Government Agency Debt
7000.00
3341.95
Fannie Mae
2040-02-01
4.000000
Government Agency Debt
15388.00
10913.99
Fannie Mae
2040-04-01
3.787000
Government Agency Debt
4897508.00
2187086.33
Fannie Mae
2040-04-01
6.000000
Government Agency Debt
19173.00
9523.64
Fannie Mae
2040-04-01
6.000000
Government Agency Debt
7353.00
4326.14
Fannie Mae
2040-07-01
3.836000
Government Agency Debt
64075.00
35301.21
Fannie Mae
2040-09-01
4.210000
Government Agency Debt
382577.00
196081.25
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
3000.00
2171.12
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
2000.00
1413.67
Fannie Mae
2040-10-01
3.126000
Government Agency Debt
3188018.00
1510606.97
Fannie Mae
2040-10-01
3.500000
Government Agency Debt
20405.00
15188.75
Fannie Mae
2040-10-01
6.000000
Government Agency Debt
80000.00
57966.09
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
15698.00
13012.09
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
7000.00
6920.29
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
1560.00
1016.57
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
15000000.00
14398837.53
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
212471.00
215551.18
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
115198.00
104533.33
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
40068.00
39761.95
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
14000.00
13727.10
Fannie Mae
2041-01-01
2.968000
Government Agency Debt
361640.00
220721.77
Fannie Mae
2041-02-01
3.097000
Government Agency Debt
7777200.00
4579476.47
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
14178386.00
14847850.76
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
6000.00
5093.76
Fannie Mae
2041-03-01
5.000000
Government Agency Debt
13315.00
8007.82
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
9000.00
5695.26
Fannie Mae
2041-05-01
2.596000
Government Agency Debt
683007.00
315161.26
Fannie Mae
2041-05-01
3.183000
Government Agency Debt
607686.00
533181.76
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
12000.00
11470.30
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
8000.00
5851.54
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
3000.00
2641.55
Fannie Mae
2041-06-01
3.374000
Government Agency Debt
329856.00
275493.88
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
15018630.00
14117798.84
Fannie Mae
2041-07-01
3.296000
Government Agency Debt
425030.00
325427.23
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
154909.00
160210.66
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
122245.00
135200.78
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
115407.00
127355.87
Fannie Mae
2041-07-01
5.500000
Government Agency Debt
125878.00
140563.87
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
10136.00
6508.06
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
148811.00
165090.18
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
5000.00
3863.05
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
11849.00
11344.11
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
14002350.00
14684701.41
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
134307.00
149242.70
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
125822.00
129653.63
Fannie Mae
2041-10-01
2.781000
Government Agency Debt
1783153.00
1811244.95
Fannie Mae
2041-10-01
4.609000
Government Agency Debt
1070776.00
1100268.30
Fannie Mae
2041-10-25
2.500000
Government Agency Debt
1200000.00
1202382.21
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
509819.00
556304.39
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
147621.00
164369.49
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
138878.00
154216.15
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
148911.00
143376.81
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
123605.00
137194.83
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
126790.00
136835.97
Fannie Mae
2041-12-01
2.528000
Government Agency Debt
8617751.00
8358532.91
Fannie Mae
2041-12-01
3.500000
Government Agency Debt
2000.00
1832.29
Fannie Mae
2041-12-01
3.500000
Government Agency Debt
1556.00
1584.14
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
1470.00
1071.12
Fannie Mae
2041-12-01
4.500000
Government Agency Debt
127397.00
141826.93
Fannie Mae
2042-01-01
3.500000
Government Agency Debt
7000.00
6953.75
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
13335766.00
14091804.61
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
3000.00
3263.95
Fannie Mae
2042-02-01
2.178000
Government Agency Debt
33562.00
28574.03
Fannie Mae
2042-02-01
2.266000
Government Agency Debt
344435.00
301347.16
Fannie Mae
2042-02-01
2.506000
Government Agency Debt
303001.00
272045.65
Fannie Mae
2042-02-01
3.500000
Government Agency Debt
800000.00
854286.25
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
12000.00
11399.91
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
3000.00
2919.97
Fannie Mae
2042-04-01
2.709000
Government Agency Debt
88135.00
88483.54
Fannie Mae
2042-05-01
2.500000
Government Agency Debt
264113.00
270722.75
Fannie Mae
2042-05-01
2.681000
Government Agency Debt
34984660.00
35084904.25
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
4327052.00
4669898.77
Fannie Mae
2042-06-01
3.114000
Government Agency Debt
1728532.00
1737679.89
Fannie Mae
2042-06-01
3.500000
Government Agency Debt
13000.00
13608.75
Fannie Mae
2042-06-01
3.500000
Government Agency Debt
7000.00
7497.18
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1781338.00
1973307.31
Fannie Mae
2042-07-01
2.393000
Government Agency Debt
155688.00
161034.06
Fannie Mae
2042-07-01
2.615000
Government Agency Debt
1404428.00
1469290.32
Fannie Mae
2042-07-01
2.769000
Government Agency Debt
966796.00
1009246.40
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
35326.00
38389.44
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
199422.00
216960.23
Fannie Mae
2042-08-01
3.000000
Government Agency Debt
1152953.00
1221485.37
Fannie Mae
2042-09-01
2.516000
Government Agency Debt
2518814.00
2642787.51
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
5910059.00
6363283.69
Freddie Mac
2012-11-01
7.000000
Government Agency Debt
9182392.00
455.85
Freddie Mac
2013-02-01
7.000000
Government Agency Debt
20000000.00
662.98
Freddie Mac
2013-04-01
7.000000
Government Agency Debt
139123.00
97.46
Freddie Mac
2013-06-01
6.500000
Government Agency Debt
1100000.00
1301.33
Freddie Mac
2013-07-01
6.500000
Government Agency Debt
1499425.00
9878.84
Freddie Mac
2013-07-01
6.500000
Government Agency Debt
1703879.00
3444.71
Freddie Mac
2013-08-01
7.000000
Government Agency Debt
148815.00
357.56
Freddie Mac
2013-11-01
5.500000
Government Agency Debt
1250000.00
3324.88
Freddie Mac
2013-11-01
6.500000
Government Agency Debt
3900000.00
8516.68
Freddie Mac
2013-11-01
6.500000
Government Agency Debt
675000.00
1781.14
Freddie Mac
2013-12-01
6.000000
Government Agency Debt
2400000.00
13186.88
Freddie Mac
2013-12-01
6.500000
Government Agency Debt
4000000.00
12453.09
Freddie Mac
2014-04-01
6.500000
Government Agency Debt
500000.00
2869.05
Freddie Mac
2014-05-01
7.500000
Government Agency Debt
2379999.00
13936.61
Freddie Mac
2014-07-01
6.000000
Government Agency Debt
1000552.00
13263.63
Freddie Mac
2014-09-01
6.000000
Government Agency Debt
1714528.00
1178.92
Freddie Mac
2014-09-01
6.500000
Government Agency Debt
2500000.00
12038.04
Freddie Mac
2014-09-01
7.000000
Government Agency Debt
63500.00
299.42
Freddie Mac
2014-10-01
8.000000
Government Agency Debt
839379.00
11447.41
Freddie Mac
2014-11-01
7.500000
Government Agency Debt
1421809.00
2658.59
Freddie Mac
2015-01-01
7.000000
Government Agency Debt
118574.00
3445.06
Freddie Mac
2015-01-01
7.000000
Government Agency Debt
213916.00
1204.58
Freddie Mac
2015-01-01
7.500000
Government Agency Debt
515856.00
3292.48
Freddie Mac
2015-01-01
7.500000
Government Agency Debt
39000.00
109.14
Freddie Mac
2015-02-01
7.000000
Government Agency Debt
1999800.00
7699.57
Freddie Mac
2015-02-01
7.000000
Government Agency Debt
1668377.00
6865.74
Freddie Mac
2015-02-01
7.000000
Government Agency Debt
999900.00
5060.57
Freddie Mac
2015-04-01
7.000000
Government Agency Debt
3812800.00
14113.27
Freddie Mac
2015-05-01
7.500000
Government Agency Debt
50509.00
229.01
Freddie Mac
2015-06-01
7.500000
Government Agency Debt
101429.00
1005.16
Freddie Mac
2015-06-01
7.500000
Government Agency Debt
137564.00
435.70
Freddie Mac
2015-07-01
7.000000
Government Agency Debt
3286675.00
8085.31
Freddie Mac
2015-07-01
7.000000
Government Agency Debt
1077864.00
2191.53
Freddie Mac
2015-07-01
7.000000
Government Agency Debt
500000.00
1811.84
Freddie Mac
2015-08-01
7.500000
Government Agency Debt
501490.00
2117.85
Freddie Mac
2015-09-01
7.000000
Government Agency Debt
1150000.00
3944.26
Freddie Mac
2015-09-01
7.000000
Government Agency Debt
723288.00
1367.48
Freddie Mac
2015-10-01
7.000000
Government Agency Debt
325000.00
1315.96
Freddie Mac
2016-01-01
7.000000
Government Agency Debt
118395.00
717.38
Freddie Mac
2016-01-01
7.500000
Government Agency Debt
2183499.00
2788.25
Freddie Mac
2016-02-01
7.500000
Government Agency Debt
776014.00
5760.53
Freddie Mac
2016-02-01
7.500000
Government Agency Debt
239000.00
998.01
Freddie Mac
2016-04-01
6.000000
Government Agency Debt
398000.00
4639.88
Freddie Mac
2016-06-01
6.000000
Government Agency Debt
1000000.00
14220.74
Freddie Mac
2016-12-01
9.500000
Government Agency Debt
800000.00
3227.02
Freddie Mac
2017-02-01
6.000000
Government Agency Debt
721135.00
6278.51
Freddie Mac
2017-03-01
6.000000
Government Agency Debt
275656.00
4615.23
Freddie Mac
2017-06-01
6.000000
Government Agency Debt
42740.00
813.44
Freddie Mac
2017-07-01
6.000000
Government Agency Debt
1003455.00
13073.23
Freddie Mac
2017-07-01
6.000000
Government Agency Debt
538997.00
10150.76
Freddie Mac
2017-08-01
6.000000
Government Agency Debt
499950.00
13026.57
Freddie Mac
2017-09-01
5.000000
Government Agency Debt
203745.00
8467.20
Freddie Mac
2017-09-01
5.500000
Government Agency Debt
114000.00
11264.57
Freddie Mac
2017-12-01
6.500000
Government Agency Debt
1195000.00
14178.31
Freddie Mac
2018-02-01
10.000000
Government Agency Debt
750000.00
783.79
Freddie Mac
2018-04-01
5.500000
Government Agency Debt
20234.00
1806.17
Freddie Mac
2018-04-01
5.500000
Government Agency Debt
24000.00
1000.06
Freddie Mac
2018-05-01
5.000000
Government Agency Debt
85632.00
9605.83
Freddie Mac
2018-05-01
6.000000
Government Agency Debt
80000.00
3087.79
Freddie Mac
2018-09-01
4.500000
Government Agency Debt
50000.00
14345.50
Freddie Mac
2018-10-01
4.500000
Government Agency Debt
72500.00
11953.20
Freddie Mac
2018-11-01
4.500000
Government Agency Debt
100000.00
14611.83
Freddie Mac
2018-11-01
4.500000
Government Agency Debt
30000.00
4889.25
Freddie Mac
2018-12-01
8.500000
Government Agency Debt
526522.00
2103.06
Freddie Mac
2019-01-01
4.500000
Government Agency Debt
80000.00
14181.29
Freddie Mac
2019-01-01
4.500000
Government Agency Debt
51056.00
8490.74
Freddie Mac
2019-01-01
4.500000
Government Agency Debt
62500.00
8174.19
Freddie Mac
2019-02-01
4.500000
Government Agency Debt
60251.00
11443.10
Freddie Mac
2019-03-01
5.000000
Government Agency Debt
80000.00
12406.19
Freddie Mac
2019-03-01
7.500000
Government Agency Debt
1284517.00
8690.43
Freddie Mac
2019-03-01
9.000000
Government Agency Debt
3052079.00
2755.40
Freddie Mac
2019-05-01
8.000000
Government Agency Debt
855514.00
124.70
Freddie Mac
2019-09-01
5.500000
Government Agency Debt
70000.00
10019.23
Freddie Mac
2019-10-01
4.500000
Government Agency Debt
75000.00
13861.74
Freddie Mac
2020-04-01
4.500000
Government Agency Debt
60000.00
10790.13
Freddie Mac
2020-04-01
5.000000
Government Agency Debt
45522.00
10949.02
Freddie Mac
2020-04-01
6.000000
Government Agency Debt
100000.00
13285.82
Freddie Mac
2020-04-01
8.500000
Government Agency Debt
417725.00
3203.05
Freddie Mac
2020-05-01
10.000000
Government Agency Debt
845359.00
2242.14
Freddie Mac
2020-07-01
5.000000
Government Agency Debt
43000.00
11548.73
Freddie Mac
2020-09-01
8.500000
Government Agency Debt
110000.00
1363.71
Freddie Mac
2020-09-01
8.500000
Government Agency Debt
172321.00
243.03
Freddie Mac
2020-10-01
5.500000
Government Agency Debt
80000.00
8682.15
Freddie Mac
2020-12-01
5.000000
Government Agency Debt
60638.00
12600.06
Freddie Mac
2020-12-01
5.500000
Government Agency Debt
100637.00
11182.65
Freddie Mac
2020-12-01
5.500000
Government Agency Debt
25300.00
6185.94
Freddie Mac
2021-01-01
5.500000
Government Agency Debt
41371.00
8400.51
Freddie Mac
2021-02-01
6.000000
Government Agency Debt
1316649.00
3758.81
Freddie Mac
2021-02-01
6.500000
Government Agency Debt
1927259.00
13077.19
Freddie Mac
2021-02-01
8.000000
Government Agency Debt
212662.00
3544.39
Freddie Mac
2021-03-01
5.000000
Government Agency Debt
108376.00
11617.11
Freddie Mac
2021-03-01
5.500000
Government Agency Debt
48000.00
8344.38
Freddie Mac
2021-03-01
6.500000
Government Agency Debt
750000.00
11161.78
Freddie Mac
2021-04-01
5.000000
Government Agency Debt
36000.00
3206.90
Freddie Mac
2021-04-01
5.500000
Government Agency Debt
50000.00
10836.71
Freddie Mac
2021-04-01
5.500000
Government Agency Debt
37000.00
8792.63
Freddie Mac
2021-05-01
4.500000
Government Agency Debt
500000.00
92605.11
Freddie Mac
2021-05-01
6.000000
Government Agency Debt
60000.00
6790.84
Freddie Mac
2021-05-01
8.500000
Government Agency Debt
365000.00
440.69
Freddie Mac
2021-07-01
6.000000
Government Agency Debt
75335.00
12444.60
Freddie Mac
2021-07-01
6.500000
Government Agency Debt
1746736.00
10431.27
Freddie Mac
2021-08-01
8.500000
Government Agency Debt
365000.00
687.46
Freddie Mac
2021-09-01
5.000000
Government Agency Debt
27000.00
7078.35
Freddie Mac
2021-12-01
5.000000
Government Agency Debt
36000.00
8830.16
Freddie Mac
2021-12-01
5.500000
Government Agency Debt
27813.00
4455.39
Freddie Mac
2022-02-01
5.000000
Government Agency Debt
132000.00
14072.96
Freddie Mac
2022-02-01
8.500000
Government Agency Debt
760000.00
2111.56
Freddie Mac
2022-04-01
5.000000
Government Agency Debt
59000.00
9764.72
Freddie Mac
2022-04-01
6.000000
Government Agency Debt
22131.00
4590.21
Freddie Mac
2022-05-01
5.500000
Government Agency Debt
867037.00
152556.00
Freddie Mac
2022-05-17
9.500000
Government Agency Debt
1770.00
30.32
Freddie Mac
2022-06-01
5.000000
Government Agency Debt
71000.00
13060.86
Freddie Mac
2022-08-01
5.500000
Government Agency Debt
67000.00
3215.18
Freddie Mac
2022-10-01
5.000000
Government Agency Debt
65667.00
9297.77
Freddie Mac
2022-11-01
5.000000
Government Agency Debt
73000.00
14518.39
Freddie Mac
2022-11-01
5.000000
Government Agency Debt
5000.00
867.11
Freddie Mac
2023-01-01
5.000000
Government Agency Debt
60000.00
9883.60
Freddie Mac
2023-06-01
6.000000
Government Agency Debt
5380000.00
1323605.75
Freddie Mac
2023-07-01
5.500000
Government Agency Debt
79937.00
13819.96
Freddie Mac
2024-01-01
5.000000
Government Agency Debt
42361.00
6969.37
Freddie Mac
2024-02-01
4.500000
Government Agency Debt
48000.00
10752.09
Freddie Mac
2024-06-01
6.500000
Government Agency Debt
432012.00
3794.30
Freddie Mac
2024-07-01
4.500000
Government Agency Debt
46505.00
14566.23
Freddie Mac
2024-07-01
8.500000
Government Agency Debt
185000.00
1275.66
Freddie Mac
2024-08-01
8.500000
Government Agency Debt
153119.00
1297.29
Freddie Mac
2024-11-01
8.500000
Government Agency Debt
73867.00
453.09
Freddie Mac
2024-12-01
8.500000
Government Agency Debt
28454.00
311.83
Freddie Mac
2024-12-01
8.500000
Government Agency Debt
58643.00
218.56
Freddie Mac
2025-06-01
8.500000
Government Agency Debt
44433.00
405.52
Freddie Mac
2025-11-15
3.500000
Government Agency Debt
2000000.00
1249875.82
Freddie Mac
2026-02-01
3.500000
Government Agency Debt
225182.00
200675.37
Freddie Mac
2026-04-15
3.000000
Government Agency Debt
2175000.00
1353608.43
Freddie Mac
2026-10-01
3.000000
Government Agency Debt
29784.00
20665.06
Freddie Mac
2027-01-01
3.000000
Government Agency Debt
3707758.00
3244522.31
Freddie Mac
2027-04-01
5.500000
Government Agency Debt
56875.00
12846.93
Freddie Mac
2027-05-01
5.000000
Government Agency Debt
1067592.00
209912.49
Freddie Mac
2027-06-01
8.000000
Government Agency Debt
813000.00
6278.26
Freddie Mac
2027-10-01
8.000000
Government Agency Debt
458336.00
9338.16
Freddie Mac
2028-02-01
5.000000
Government Agency Debt
31829.00
5299.44
Freddie Mac
2028-04-01
6.000000
Government Agency Debt
409000.00
9231.39
Freddie Mac
2028-06-15
3.500000
Government Agency Debt
1750000.00
1299026.76
Freddie Mac
2028-11-01
6.500000
Government Agency Debt
990000.00
14477.74
Freddie Mac
2029-07-01
6.500000
Government Agency Debt
512685.00
4630.11
Freddie Mac
2029-07-01
6.500000
Government Agency Debt
212446.00
4610.30
Freddie Mac
2030-04-01
7.500000
Government Agency Debt
1000651.00
4465.67
Freddie Mac
2030-08-01
6.500000
Government Agency Debt
305000.00
3416.49
Freddie Mac
2030-08-01
8.000000
Government Agency Debt
289144.00
895.59
Freddie Mac
2031-02-01
6.000000
Government Agency Debt
145000.00
2241.28
Freddie Mac
2031-06-01
6.000000
Government Agency Debt
280000.00
1134.79
Freddie Mac
2031-12-01
6.000000
Government Agency Debt
117040.00
7033.24
Freddie Mac
2032-01-01
6.000000
Government Agency Debt
79063.00
983.63
Freddie Mac
2034-05-01
6.500000
Government Agency Debt
101148.00
14673.74
Freddie Mac
2034-11-01
6.000000
Government Agency Debt
41000.00
8656.75
Freddie Mac
2035-06-15
6.000000
Government Agency Debt
1481916.00
191733.90
Freddie Mac
2036-04-15
5.000000
Government Agency Debt
1959853.00
1125262.69
Freddie Mac
2036-07-01
7.000000
Government Agency Debt
161382.00
13276.00
Freddie Mac
2036-08-01
7.000000
Government Agency Debt
75657.00
12078.79
Freddie Mac
2036-09-01
6.500000
Government Agency Debt
53484.00
10436.97
Freddie Mac
2037-04-01
7.500000
Government Agency Debt
334946.00
166491.23
Freddie Mac
2037-06-01
5.000000
Government Agency Debt
3000.00
869.77
Freddie Mac
2037-06-01
5.500000
Government Agency Debt
18000.00
3359.26
Freddie Mac
2037-09-01
6.500000
Government Agency Debt
27184.00
13895.39
Freddie Mac
2037-10-01
6.000000
Government Agency Debt
932257.00
209061.46
Freddie Mac
2037-10-01
6.000000
Government Agency Debt
23403.00
11289.27
Freddie Mac
2037-11-01
6.500000
Government Agency Debt
230489.00
107378.60
Freddie Mac
2037-11-01
7.000000
Government Agency Debt
49219.00
8568.66
Freddie Mac
2037-12-01
6.000000
Government Agency Debt
38000.00
11917.23
Freddie Mac
2037-12-01
6.500000
Government Agency Debt
38419.00
11502.55
Freddie Mac
2038-02-01
5.500000
Government Agency Debt
9000.00
2038.41
Freddie Mac
2038-05-01
5.500000
Government Agency Debt
458875.00
152388.08
Freddie Mac
2038-06-01
6.000000
Government Agency Debt
221000.00
61282.82
Freddie Mac
2038-10-01
7.000000
Government Agency Debt
17282.00
7010.15
Freddie Mac
2038-12-01
7.000000
Government Agency Debt
1736500.00
1230196.95
Freddie Mac
2040-01-01
5.500000
Government Agency Debt
3000.00
1583.90
Freddie Mac
2040-04-01
5.000000
Government Agency Debt
2000000.00
1326420.43
Freddie Mac
2040-09-01
4.500000
Government Agency Debt
249256.00
182510.24
Freddie Mac
2040-10-01
4.000000
Government Agency Debt
278862.00
255349.14
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
1510106.00
1595895.01
Freddie Mac
2041-05-01
5.000000
Government Agency Debt
15028134.00
15622497.27
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
2232.00
1930.17
Freddie Mac
2042-01-01
4.000000
Government Agency Debt
34371.00
37839.24
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
6000.00
6253.91
Freddie Mac
2042-06-01
4.000000
Government Agency Debt
1403.00
1536.83
Freddie Mac
2042-07-01
3.000000
Government Agency Debt
13470.00
14207.98
Freddie Mac
2042-08-01
4.000000
Government Agency Debt
85431.00
93837.17
Freddie Mac
2042-08-01
4.500000
Government Agency Debt
789176.00
856137.28
GNMA
2038-04-20
2.750000
Government Agency Debt
3075444.00
2779074.70
GNMA
2040-07-20
0.668500
Government Agency Debt
43722608.00
29875578.20
First Tier Security
N/A
N/A
2012-10-05
2012-10-05
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
301000000.00
301000000.00
0.0202
N
300996990.00
300996990.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.250000%
987WVU007_0.2500_M121001_2MN4
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-05-20
4.000000
Government Agency Debt
84024000.00
89155778.26
Freddie Mac
2039-08-15
5.000000
Government Agency Debt
72614847.00
42127823.74
GNMA
2040-05-15
5.000000
Government Agency Debt
107920310.00
69517095.40
GNMA
2042-06-20
4.000000
Government Agency Debt
97304485.00
106139302.64
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
298000000.00
298000000.00
0.0200
N
298000000.00
298000000.00
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
22000000.00
21988853.33
0.0015
N
21996480.00
21996480.00
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
34000000.00
33980620.00
0.0023
N
33993540.00
33993540.00
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
12000000.00
11990613.33
0.0008
N
11995680.00
11995680.00
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
79000000.00
78810399.99
0.0053
N
78920320.60
78920320.60
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
4000000.00
3982888.89
0.0003
N
3995560.00
3995560.00
California
RAN 2012-2013 Series A1 0.210000%
46636YW89
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
26000000.00
26000000.00
0.0017
N
26000000.00
26000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.390800%
13606YLN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-16
2013-04-16
N
N
N
124000000.00
124000000.00
0.0083
N
124064480.00
124064480.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.316800%
13606YNW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-11
2013-06-11
N
N
N
100000000.00
100000000.00
0.0067
N
100003000.00
100003000.00
Catholic Health Initiatives
Taxable CP Notes Series A 0.210000%
1491M0MM4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-16
2012-10-16
N
N
N
30000000.00
30000000.00
0.0020
N
29997000.00
29997000.00
Catholic Health Initiatives
Taxable CP Notes Series A 0.210000%
1491M0MR3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-10
2012-12-10
N
N
N
6000000.00
6000000.00
0.0004
N
5996040.00
5996040.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RRU9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-17
2012-10-17
N
N
N
158000000.00
158000000.00
0.0106
N
158009480.00
158009480.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RRW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-22
2012-10-22
N
N
N
40000000.00
40000000.00
0.0027
N
40003200.00
40003200.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RSB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-26
2012-10-26
N
N
N
2000000.00
2000000.00
0.0001
N
2000180.00
2000180.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RSC8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-30
2012-10-30
N
N
N
43000000.00
43000000.00
0.0029
N
43004730.00
43004730.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RSF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-19
2012-11-19
N
N
N
57000000.00
57000000.00
0.0038
N
57010830.00
57010830.00
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
18000000.00
17988220.02
0.0012
N
17996400.00
17996400.00
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
13000000.00
12989762.50
0.0009
N
12995320.00
12995320.00
Ciesco, LLC
Ciesco, LLC 1.005000%
17178BP17
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
21000000.00
20928250.00
0.0014
N
20983410.00
20983410.00
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
65000000.00
64721944.49
0.0043
N
64927850.00
64927850.00
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
57000000.00
57000000.00
0.0038
N
57035910.00
57035910.00
Citibank, NA
Citibank, NA 0.200000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-10-02
2012-10-02
N
N
N
121000000.00
121000000.00
0.0081
Security is a time deposit.
N
121000000.00
121000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.668100%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2012-10-29
2013-10-25
N
N
N
50000000.00
50000000.00
0.0034
N
50032750.00
50032750.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.200000%
20272DM49
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-04
2012-12-04
N
N
N
5000000.00
4998222.22
0.0003
N
4998450.00
4998450.00
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
79000000.00
78948650.00
0.0053
N
78975510.00
78975510.00
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
21000000.00
21000000.00
0.0014
N
21001260.00
21001260.00
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
20000000.00
20000000.00
0.0013
N
20007400.00
20007400.00
CRC Funding, LLC
CRC Funding, LLC 0.700000%
12622UKN5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-22
2012-10-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4997958.33
0.0003
N
4999300.00
4999300.00
CRC Funding, LLC
CRC Funding, LLC 0.680000%
12622UKQ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-24
2012-10-24
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
44000000.00
43980884.44
0.0030
N
43992960.00
43992960.00
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
32000000.00
31982364.45
0.0021
N
31992640.00
31992640.00
CRC Funding, LLC
CRC Funding, LLC 0.440000%
12622UMH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-17
2012-12-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
36000000.00
35966120.00
0.0024
N
35972640.00
35972640.00
CRC Funding, LLC
CRC Funding, LLC 1.004900%
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
61000000.00
60791583.33
0.0041
N
60895690.00
60895690.00
Credit Suisse AG
Credit Suisse AG 0.540000%
22550DVC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-17
2013-01-17
N
N
N
48000000.00
48000000.00
0.0032
N
48044160.00
48044160.00
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
103000000.00
103000000.00
0.0069
N
103091670.00
103091670.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.210000%
22799D001_0.2100_M121001_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2018-10-15
5.000000
Government Agency Debt
15000000.00
2352971.66
Freddie Mac
2020-07-15
5.000000
Government Agency Debt
14573051.00
3571089.64
Freddie Mac
2022-06-15
6.500000
Government Agency Debt
13700000.00
2723118.19
Freddie Mac
2024-09-20
4.500000
Government Agency Debt
16600000.00
10151842.36
Freddie Mac
2025-03-15
4.500000
Government Agency Debt
16520549.00
11236539.57
Freddie Mac
2027-09-20
2.500000
Government Agency Debt
15905381.00
16852247.61
Freddie Mac
2028-11-15
6.000000
Government Agency Debt
15000000.00
507288.20
Freddie Mac
2028-12-15
6.000000
Government Agency Debt
15000000.00
411541.42
Freddie Mac
2029-02-15
6.000000
Government Agency Debt
14670000.00
791365.19
Freddie Mac
2029-03-15
6.000000
Government Agency Debt
15750000.00
1049467.54
Freddie Mac
2034-04-15
5.000000
Government Agency Debt
15390280.00
4633167.77
Freddie Mac
2038-03-15
5.500000
Government Agency Debt
5295000.00
2011687.32
Freddie Mac
2038-04-20
5.000000
Government Agency Debt
16000000.00
6378588.20
Freddie Mac
2038-09-20
6.500000
Government Agency Debt
17435000.00
1091679.01
Freddie Mac
2038-12-20
5.500000
Government Agency Debt
13418257.00
13293647.25
Freddie Mac
2039-01-20
6.500000
Government Agency Debt
16358048.00
1381140.25
Freddie Mac
2039-08-15
5.000000
Government Agency Debt
13605200.00
10857043.37
Freddie Mac
2039-09-15
2.140000
Government Agency Debt
13200000.00
13802288.96
Freddie Mac
2039-09-15
5.000000
Government Agency Debt
15132914.00
12418520.72
Freddie Mac
2039-09-20
5.000000
Government Agency Debt
15669214.00
5911635.24
Freddie Mac
2040-12-15
4.000000
Government Agency Debt
15299062.00
15972374.38
Freddie Mac
2041-08-20
4.500000
Government Agency Debt
14415158.00
8740053.73
Freddie Mac
2042-05-20
4.500000
Government Agency Debt
15335384.00
16481242.45
Freddie Mac
2042-07-20
5.000000
Government Agency Debt
13357460.00
14724291.85
Freddie Mac
2042-09-20
3.500000
Government Agency Debt
12802152.00
13785917.22
Freddie Mac
2047-09-15
2.150000
Government Agency Debt
12380000.00
12928172.29
Freddie Mac
2047-09-15
2.650000
Government Agency Debt
12583300.00
13590239.05
Freddie Mac
2052-09-15
1.730000
Government Agency Debt
14179300.00
14587065.62
Freddie Mac
2052-09-15
2.970000
Government Agency Debt
11014600.00
11982480.50
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
239429900.00
239429900.00
0.0161
N
239429900.00
239429900.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.250000%
992JYD004_0.2500_M121120_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-07-01
2.500000
Government Agency Debt
27244156.00
28246569.54
Freddie Mac
2029-04-01
6.500000
Government Agency Debt
168845061.00
3487347.33
Freddie Mac
2032-06-01
3.500000
Government Agency Debt
69190000.00
73808221.48
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
165000005.00
174960774.72
First Tier Security
N/A
N/A
2012-11-20
2012-11-20
N
N
N
275000000.00
275000000.00
0.0185
Y
274997250.00
274997250.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.430000%
2284K0MA0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-10
2012-12-10
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
2000000.00
1998327.78
0.0001
N
1998900.00
1998900.00
Deutsche Bank AG
Deutsche Bank AG 0.420000%
25154U2Y9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
32000000.00
32000000.00
0.0021
N
32008320.00
32008320.00
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
155000000.00
155000000.00
0.0104
N
155043400.00
155043400.00
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
36000000.00
36000000.00
0.0024
N
36009000.00
36009000.00
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
91000000.00
91000000.00
0.0061
N
91025480.00
91025480.00
Deutsche Bank AG
Deutsche Bank AG 0.460000%
25154UZ49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-25
2012-10-25
N
N
N
25000000.00
25000000.00
0.0017
N
25006000.00
25006000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.150000%
21599B009_0.1500_M121001_2MN4
0001074042
Treasury Repurchase Agreement
Y
United States Treasury Department
2040-08-15
3.875000
Treasury Debt
45669790.00
56100000.60
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
55000000.00
55000000.00
0.0037
N
55000000.00
55000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.250000%
21599B009_0.2500_M121001_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-05-15
3.000000
Government Agency Debt
44839473.00
46931720.64
Freddie Mac
2041-12-15
4.500000
Government Agency Debt
41660501.00
41468279.45
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
85000000.00
85000000.00
0.0057
N
85000000.00
85000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.230000%
991JCA005_0.2300_M121001_2MN4
0001074042
Other Repurchase Agreement
N
AEROFLEX HLDG CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
540558.90
ALPHA NATURAL RESOURCES INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
749999.25
AMERICAN INTL GROUP INC COM NEW
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
749988.00
AMN HEALTHCARE SERVICES INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
448303.68
AVX CORP NEW COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
749990.69
BANK OF AMERICA CORPORATION COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
749999.64
BLUEGREEN CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
54568.80
CAPITAL ONE FINL CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
749992.32
CARRIAGE SVCS INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
33495.00
COOPER INDUSTRIES PLC SHS
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
749998.92
ENTRAVISION COMMUNICATIONS CCL A
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
161597.23
FIVE STAR QUALITY CARE INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
407682.00
HEADWATERS INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
749999.20
IMATION CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
8610.00
KEY ENERGY SVCS INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
749995.68
KEYCORP NEW COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
749995.30
METROPOLITAN HEALTH NETWORKSCOM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
233427.45
MONSTER WORLDWIDE INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
749999.88
NORANDA ALUM HLDG CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
749997.58
OMEGA PROTEIN CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
314694.30
ORION MARINE GROUP INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
287250.00
PIONEER ENERGY SVCS CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
652887.44
QUIKSILVER INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
749999.20
RENTECH INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
749999.12
SPRINT NEXTEL CORP COM SER
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
749996.80
STATE STR CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
749993.60
WELLS FARGO & CO NEW COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
443016.20
WILLBROS GROUP INC DEL COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
163968.70
XO GROUP INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
749996.65
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
15000000.00
15000000.00
0.0010
Repurchase agreement collateralized by common stock and ETFs.
N
15000000.00
15000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
991JCA005_0.2800_M121001_2MN4
0001074042
Other Repurchase Agreement
N
ABBOTT LABS COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
999941.00
AES CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
304898.22
ALPHA NATURAL RESOURCES INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
999999.00
ALTRIA GROUP INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
999982.20
AMERICAN INTL GROUP INC COM NEW
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
999984.00
AVX CORP NEW COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
209949.62
BANK OF AMERICA CORPORATION COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
999993.54
CAPITAL ONE FINL CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
999989.76
CARDINAL HEALTH INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
999983.79
CHEVRON CORP NEW COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
999950.40
COOPER INDUSTRIES PLC SHS
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
999973.59
ENTRAVISION COMMUNICATIONS CCL A
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
161597.23
HEADWATERS INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
999994.40
KEY ENERGY SVCS INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
999994.24
KEYCORP NEW COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
999996.67
MCDONALDS CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
999947.67
MONSTER WORLDWIDE INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
999999.84
NORANDA ALUM HLDG CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
999994.47
QUIKSILVER INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
323897.60
RENTECH INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
999998.00
SPRINT NEXTEL CORP COM SER
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
999997.60
STATE STR CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
999963.44
WELLS FARGO & CO NEW COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
999975.68
XO GROUP INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
999998.35
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
20000000.00
20000000.00
0.0013
Repurchase agreement collateralized by common stock and ETFs.
N
20000000.00
20000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.170000%
99ETSZ007_0.1700_M121005_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
123611087.00
52046967.72
First Tier Security
N/A
N/A
2012-10-05
2012-10-05
N
N
N
50000000.00
50000000.00
0.0034
N
50000000.00
50000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
99ETSZ007_0.1800_M121015_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
77169181.00
88883308.34
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
31397701.00
36258630.27
First Tier Security
N/A
N/A
2012-10-15
2012-10-15
N
N
N
120000000.00
120000000.00
0.0081
Y
120000000.00
120000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
99ETSZ007_0.1800_M121024_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-08-01
4.000000
Government Agency Debt
28045786.00
29800778.11
Fannie Mae
2032-02-01
3.500000
Government Agency Debt
42278830.00
42938746.21
Freddie Mac
2032-05-15
4.000000
Government Agency Debt
61044.00
60476.41
First Tier Security
N/A
N/A
2012-10-24
2012-10-24
N
N
N
70000000.00
70000000.00
0.0047
Y
70000000.00
70000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M121009_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2030-10-25
6.500000
Government Agency Debt
22616316.00
14319456.18
Fannie Mae
2032-09-01
3.000000
Government Agency Debt
504152.00
535470.52
Fannie Mae
2038-07-25
1.166500
Government Agency Debt
9326128.00
3301203.19
Fannie Mae
2040-07-25
7.000000
Government Agency Debt
30122000.00
34720507.08
Fannie Mae
2041-02-25
7.000000
Government Agency Debt
31250000.00
36047183.27
Fannie Mae
2042-05-25
3.500000
Government Agency Debt
3087228.00
2977757.16
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
26552359.00
30582953.99
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
16255074.00
18647602.83
Freddie Mac
2032-05-15
4.000000
Government Agency Debt
6326245.00
6267423.57
Freddie Mac
2039-03-01
7.000000
Government Agency Debt
47042183.00
31480443.01
First Tier Security
N/A
N/A
2012-10-09
2012-10-09
N
N
N
172000000.00
172000000.00
0.0115
Y
171996560.00
171996560.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M121120_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
68850391.00
71069955.93
First Tier Security
N/A
N/A
2012-11-20
2012-11-20
N
N
N
68000000.00
68000000.00
0.0046
Y
68000000.00
68000000.00
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
18000000.00
18000000.00
0.0012
N
18013500.00
18013500.00
DNB Bank ASA
DNB Bank ASA 0.510000%
23330LJA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-14
2013-01-14
N
N
N
57000000.00
57000000.00
0.0038
N
57044460.00
57044460.00
DNB Bank ASA
DNB Bank ASA 0.330000%
23330LJM9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
20000000.00
20000000.00
0.0013
N
20003600.00
20003600.00
DNB Bank ASA
DNB Bank ASA 0.250000%
23330LKN5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-16
2012-11-16
N
N
N
75000000.00
75000000.00
0.0050
N
75008250.00
75008250.00
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
9000000.00
9000000.00
0.0006
N
9001080.00
9001080.00
EMF LLC
Bonds (One Workplace) Series 2012 0.350000%
26868TAA0
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-10-05
2012-10-05
Y
Comerica Bank
N/A
N/A
Y
Comerica Bank
N/A
N/A
N
4600000.00
4600000.00
0.0003
N
4600000.00
4600000.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.240000%
30601VN98
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-09
2013-01-09
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
17000000.00
16988666.66
0.0011
N
16985380.00
16985380.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384J42
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-10-04
2012-10-04
N
N
N
5500000.00
5499940.42
0.0004
N
5499994.50
5499994.50
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
313384J59
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-10-05
2012-10-05
N
N
N
57000000.00
56999208.34
0.0038
N
56999943.00
56999943.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384K24
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-10-10
2012-10-10
N
N
N
5000000.00
4999850.00
0.0003
N
4999985.00
4999985.00
Federal Home Loan Bank
Federal Home Loan Bank 0.125000%
313384K40
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-10-12
2012-10-12
N
N
N
153000000.00
152994156.26
0.0103
N
152999541.00
152999541.00
Federal Home Loan Bank
Federal Home Loan Bank 0.115000%
313384K99
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-10-17
2012-10-17
N
N
N
31000000.00
30998415.55
0.0021
N
30999876.00
30999876.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384M71
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-10-31
2012-10-31
N
N
N
15700000.00
15698822.50
0.0011
N
15699874.40
15699874.40
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
2999693.33
0.0002
N
2999946.00
2999946.00
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
2400000.00
2399792.00
0.0002
N
2399947.20
2399947.20
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
60200000.00
60190769.35
0.0040
N
60198434.80
60198434.80
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384Q69
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-23
2012-11-23
N
N
N
9000000.00
8998542.50
0.0006
N
8999739.00
8999739.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384R35
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-28
2012-11-28
N
N
N
10000000.00
9998227.78
0.0007
N
9999680.00
9999680.00
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
20000000.00
19998055.55
0.0013
N
19999620.00
19999620.00
Freddie Mac
Freddie Mac 0.407600%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-10-10
2013-08-09
N
N
N
350000000.00
350000000.00
0.0235
N
350272300.00
350272300.00
General Electric Capital Corp
General Electric Capital Corp 0.340000%
36959HKH9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-17
2012-10-17
N
N
N
96000000.00
95985493.33
0.0064
N
95995200.00
95995200.00
General Electric Capital Corp
General Electric Capital Corp 0.330000%
36959HKP1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-23
2012-10-23
N
N
N
41000000.00
40991731.67
0.0028
N
40997130.00
40997130.00
General Electric Capital Corp
General Electric Capital Corp 0.330000%
36959HKQ9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-24
2012-10-24
N
N
N
25000000.00
24994729.17
0.0017
N
24998250.00
24998250.00
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
78000000.00
77975040.00
0.0052
N
77991420.00
77991420.00
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
100000000.00
99967111.12
0.0067
N
99989000.00
99989000.00
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
15000000.00
14989645.83
0.0010
N
14995950.00
14995950.00
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
29000000.00
28977049.72
0.0019
N
28991300.00
28991300.00
GFRE Holdings LLC
Taxable Notes Series 2009A 0.220000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-10-05
2012-10-05
Y
Federal Home Loan Bank
N/A
N/A
Y
Federal Home Loan Bank
N/A
N/A
N
2810000.00
2810000.00
0.0002
N
2810000.00
2810000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.210000%
38399H002_0.2100_M121001_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-05-01
3.000000
Government Agency Debt
38000000.00
38901276.91
Fannie Mae
2040-05-01
5.000000
Government Agency Debt
8137529.00
6297915.82
Fannie Mae
2040-06-01
5.000000
Government Agency Debt
103499404.00
38898076.28
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
30516454.00
32701765.21
Fannie Mae
2042-05-01
2.088000
Government Agency Debt
39966211.00
38743864.73
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
35950189.00
38707101.14
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
185000000.00
185000000.00
0.0124
N
185000000.00
185000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.210000%
992JYE002_0.2100_M121004_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
79890196.00
26832346.17
Fannie Mae
2040-08-01
5.500000
Government Agency Debt
28109458.00
26963254.73
Fannie Mae
2042-09-01
3.500000
Government Agency Debt
11520756.00
12121621.03
Fannie Mae
2042-10-01
3.500000
Government Agency Debt
25076552.00
26999547.39
Freddie Mac
2040-07-01
4.500000
Government Agency Debt
31022276.00
27005157.39
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
9465526.00
10278073.59
First Tier Security
N/A
N/A
2012-10-04
2012-10-04
N
N
N
124000000.00
124000000.00
0.0083
N
124000000.00
124000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.210000%
992JYE002_0.2100_M121005_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-06-01
3.500000
Government Agency Debt
26772640.00
28409519.04
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
13006763.00
10440481.24
First Tier Security
N/A
N/A
2012-10-05
2012-10-05
N
N
N
37000000.00
37000000.00
0.0025
N
37000000.00
37000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.220000%
992JYE002_0.2200_M121003_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-07-01
3.000000
Government Agency Debt
32339753.00
31999321.84
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
5788920.00
5564034.60
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
30375081.00
31946085.37
Freddie Mac
2032-02-01
4.000000
Government Agency Debt
1826766.00
1890558.66
First Tier Security
N/A
N/A
2012-10-03
2012-10-03
N
N
N
68000000.00
68000000.00
0.0046
N
68000000.00
68000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.540000%
992JYE002_0.5400_M121114_2MN4
0000769993
Other Repurchase Agreement
N
ALLIED NEVADA GOLD CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
1249970.43
AMERICAN AXLE & MFG HLDGS INCOM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
289653.15
BALL CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
1157721.95
BLOCK H & R INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
11524.45
BORGWARNER INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
517227.90
CAMERON INTERNATIONAL CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
185733.90
COACH INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
1249998.96
CONSTELLATION BRANDS INC CL A
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
261126.00
CYS INVTS INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
1249990.24
EQUIFAX INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
1249969.50
EVERBANK FINL CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
117585.95
FAIR ISAAC CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
1249976.75
GANNETT INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
1249996.96
HOWARD HUGHES CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
1249980.65
INGREDION INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
1249958.40
K12 INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
59710.80
KORN FERRY INTL COM NEW
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
223049.44
L-3 COMMUNICATIONS HLDGS INCCOM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
200017.20
MEADWESTVACO CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
101944.50
MURPHY OIL CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
118996.08
QUIKSILVER INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
258019.20
RPM INTL INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
1249982.80
SCHLUMBERGER LTD COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
1249987.08
SKECHERS U S A INC CL A
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
1249992.80
SUNCOKE ENERGY INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
1249985.50
SWIFT TRANSN CO CL A
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
227568.72
TENET HEALTHCARE CORP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
1249994.40
TITANIUM METALS CORP COM NEW
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
1249994.86
TJX COS INC NEW COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
1249957.30
UNUM GROUP COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
1249990.19
VERIFONE SYS INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
1249998.75
WASHINGTON POST CO CL B
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
20437.35
WASTE CONNECTIONS INC COM
2012-09-28
N/A
Other Instrument
common stock or ETF
0.00
1249983.20
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
N
25000000.00
25000000.00
0.0017
Repurchase agreement collateralized by common stock and ETFs.
Y
25000000.00
25000000.00
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
62000000.00
61965280.00
0.0042
N
61987600.00
61987600.00
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
54000000.00
53966520.00
0.0036
N
53987040.00
53987040.00
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
72000000.00
71949840.00
0.0048
N
71978400.00
71978400.00
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
14000000.00
13990900.00
0.0009
N
13995660.00
13995660.00
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
14000000.00
13986824.45
0.0009
N
13991180.00
13991180.00
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
22000000.00
21979026.66
0.0015
N
21985920.00
21985920.00
HSBC Bank Plc
HSBC Bank Plc 0.425000%
972XGJ004
0001050258
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-18
2013-01-18
N
N
N
59000000.00
59000891.28
0.0040
N
59026550.00
59026550.00
HSBC USA, Inc
HSBC USA, Inc 0.320000%
40427RKW0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-30
2012-10-30
N
N
N
75000000.00
74980666.67
0.0050
N
74985750.00
74985750.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.370000%
4497W0KH0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-17
2012-10-17
N
Y
ING Bank NV
N/A
N/A
N
148000000.00
147975662.23
0.0099
N
147983720.00
147983720.00
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
40000000.00
39985600.00
0.0027
N
39989600.00
39989600.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.270000%
4662J0K27
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-02
2012-10-02
N
N
N
11000000.00
10999917.50
0.0007
N
10999890.00
10999890.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.280000%
4662J0LK6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-19
2012-11-19
N
N
N
35000000.00
34986661.11
0.0023
N
34993350.00
34993350.00
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
23000000.00
22983612.50
0.0015
N
22990340.00
22990340.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.300000%
4662J0Q88
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
N
N
43000000.00
42943383.33
0.0029
N
42960010.00
42960010.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.383500%
46636JAW3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-01
2013-03-01
N
N
N
109000000.00
109000000.00
0.0073
N
109006540.00
109006540.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.250000%
46899T004_0.2500_M121001_2MN4
0001168163
Government Agency Repurchase Agreement
Y
Freddie Mac
2038-11-15
2.000000
Government Agency Debt
150000000.00
86479758.30
Freddie Mac
2039-12-15
2.000000
Government Agency Debt
58515158.00
49024888.34
GNMA
2038-04-20
2.750000
Government Agency Debt
33223638.00
29295353.51
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
160000000.00
160000000.00
0.0107
N
160000000.00
160000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.338500%
48125LBA9
Other Note
N
First Tier Security
N/A
N/A
2012-10-22
2012-12-21
N
N
N
500000000.00
500000000.00
0.0336
N
500050000.00
500050000.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2KJ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-18
2012-10-18
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
51000000.00
50994701.67
0.0034
N
50994390.00
50994390.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.400000%
53943RM55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-05
2012-12-05
N
N
N
16000000.00
15988444.44
0.0011
N
15990400.00
15990400.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.450000%
53944LEW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
90000000.00
90000000.00
0.0060
N
90001800.00
90001800.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.450000%
53944LEZ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-10
2012-10-10
N
N
N
33000000.00
33000000.00
0.0022
N
33002970.00
33002970.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.230000%
56274LK29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-02
2012-10-02
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
16000000.00
15999897.78
0.0011
N
15999680.00
15999680.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.230000%
56274LKC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-12
2012-10-12
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
7000000.00
6999508.06
0.0005
N
6999510.00
6999510.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LKK9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-19
2012-10-19
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
8000000.00
7999120.00
0.0005
N
7999040.00
7999040.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.270000%
56274LKN3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-22
2012-10-22
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
27000000.00
26995747.50
0.0018
N
26996490.00
26996490.00
Market Street Funding Corp
Market Street Funding Corp 0.050000%
5705X4K11
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
38000000.00
38000000.00
0.0026
N
37999525.00
37999525.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4M76
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
60070000.00
60046522.64
0.0040
N
60047173.40
60047173.40
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
27000000.00
26988660.00
0.0018
N
26988660.00
26988660.00
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
19000000.00
18988103.89
0.0013
N
18988600.00
18988600.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.190000%
06399U000_0.1900_M121001_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-01-25
2.911000
Government Agency Debt
21226361.00
22499183.69
Fannie Mae
2029-03-25
4.000000
Government Agency Debt
18572755.00
20775335.16
Fannie Mae
2033-05-25
5.250000
Government Agency Debt
18000000.00
20879613.00
Fannie Mae
2037-03-25
6.000000
Government Agency Debt
75000000.00
17939683.36
Fannie Mae
2042-04-25
4.000000
Government Agency Debt
16917000.00
18794770.08
Freddie Mac
2029-08-15
3.000000
Government Agency Debt
25000000.00
22508426.51
Freddie Mac
2029-11-15
3.000000
Government Agency Debt
25000000.00
21162625.35
Freddie Mac
2032-02-15
6.500000
Government Agency Debt
22600000.00
21202310.56
Freddie Mac
2035-04-15
5.500000
Government Agency Debt
19200000.00
22601971.20
Freddie Mac
2036-09-15
6.000000
Government Agency Debt
18175000.00
20924568.52
Freddie Mac
2037-02-15
5.700000
Government Agency Debt
93700000.00
20087705.19
Freddie Mac
2040-10-15
1.500000
Government Agency Debt
37026425.00
16902883.96
GNMA
2032-10-20
6.000000
Government Agency Debt
15023753.00
18176307.28
GNMA
2033-11-20
5.500000
Government Agency Debt
18843333.00
21976074.80
GNMA
2037-06-20
4.350000
Government Agency Debt
25000000.00
18703311.80
GNMA
2038-04-20
2.000000
Government Agency Debt
25000000.00
21170045.17
GNMA
2038-05-16
4.000000
Government Agency Debt
18646890.00
11005450.09
GNMA
2038-08-20
3.500000
Government Agency Debt
20415333.00
20472041.24
GNMA
2038-08-20
5.500000
Government Agency Debt
15750000.00
18235381.50
GNMA
2038-09-20
4.150000
Government Agency Debt
25000000.00
20428371.68
GNMA
2038-12-20
4.500000
Government Agency Debt
27000000.00
22524154.52
GNMA
2039-08-20
4.000000
Government Agency Debt
50000000.00
18779785.72
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
425000000.00
425000000.00
0.0285
N
425000000.00
425000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.180000%
06399V008_0.1800_M121005_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-10-25
4.000000
Government Agency Debt
1863997.00
1777903.30
Freddie Mac
2041-04-15
3.500000
Government Agency Debt
69579000.00
62376431.40
GNMA
2026-11-16
3.000000
Government Agency Debt
74538486.00
64595665.40
GNMA
2041-03-20
3.000000
Government Agency Debt
42847797.00
42089447.65
GNMA
2041-10-20
2.500000
Government Agency Debt
68526628.00
68120553.17
First Tier Security
N/A
N/A
2012-10-05
2012-10-05
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
232000000.00
232000000.00
0.0156
N
232000000.00
232000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.190000%
06399V008_0.1900_M121005_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-10-25
4.000000
Government Agency Debt
3857705.00
3336559.61
Freddie Mac
2041-04-15
0.789000
Government Agency Debt
130231890.00
77003440.66
First Tier Security
N/A
N/A
2012-10-05
2012-10-05
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
78000000.00
78000000.00
0.0052
N
77997660.00
77997660.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.400000%
59157TP56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
44000000.00
43937911.11
0.0029
N
43944120.00
43944120.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.395000%
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
76000000.00
75889092.78
0.0051
N
75892840.00
75892840.00
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
14000000.00
14000000.00
0.0009
N
14008820.00
14008820.00
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
24000000.00
24000000.00
0.0016
N
24014880.00
24014880.00
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
55000000.00
55000000.00
0.0037
N
54964800.00
54964800.00
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
55000000.00
55000000.00
0.0037
N
54963700.00
54963700.00
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
20000000.00
20000000.00
0.0013
N
19998200.00
19998200.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.400000%
60687GG77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-15
2012-10-15
N
N
N
76000000.00
76000000.00
0.0051
N
76008360.00
76008360.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.330000%
60687GQ50
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
N
70000000.00
70000000.00
0.0047
N
70009100.00
70009100.00
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
2000000.00
2000000.00
0.0001
N
2000200.00
2000200.00
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
76000000.00
76000000.00
0.0051
N
76006840.00
76006840.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.250000%
55799C003_0.2500_M121001_2MN4
0000068136
Government Agency Repurchase Agreement
Y
Freddie Mac
2027-09-01
2.500000
Government Agency Debt
96756293.00
102000000.30
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
100000000.00
100000000.00
0.0067
N
100000000.00
100000000.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.120000%
992JYJ001_0.1200_M121001_2MN4
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
96674824.00
102306904.09
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
37001062.00
39714701.89
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
139000000.00
139000000.00
0.0093
N
139000000.00
139000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.335000%
972CAZ000
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-19
2012-10-19
N
N
N
70000000.00
70000000.00
0.0047
N
70010500.00
70010500.00
National Australia Bank Ltd
National Australia Bank Ltd 0.340000%
972CAZ000_M121022
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-22
2012-10-22
N
N
N
4000000.00
4000000.00
0.0003
N
4000600.00
4000600.00
National Australia Bank Ltd
National Australia Bank Ltd 0.340000%
972DLK009
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-25
2012-10-25
N
N
N
38000000.00
38000000.00
0.0026
N
38007220.00
38007220.00
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
51000000.00
51000000.00
0.0034
N
51034680.00
51034680.00
National Australia Bank Ltd
National Australia Bank Ltd 0.380000%
988DCK001
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-30
2013-05-30
N
N
N
75000000.00
75000000.00
0.0050
N
75066000.00
75066000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.340000%
988FTY008
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-17
2013-06-17
N
N
N
13000000.00
13000000.00
0.0009
N
13005720.00
13005720.00
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
49000000.00
48938137.50
0.0033
N
48941690.00
48941690.00
New Jersey Economic Development Auth
Economic Development Bonds (MSNBC/CNBC) Series 1997A 0.300000%
64577M3F5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
Y
General Electric Co
N/A
N/A
N
200000.00
200000.00
0.0000
N
200000.00
200000.00
Nordea North America, Inc
Nordea North America, Inc 0.350000%
6555P0P86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-08
2013-02-08
N
Y
Nordea Bank AB
N/A
N/A
N
41000000.00
40948180.55
0.0027
N
40965560.00
40965560.00
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
8000000.00
7988720.00
0.0005
N
7992480.00
7992480.00
Nordea North America, Inc
Nordea North America, Inc 0.350000%
6555P0PN3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-22
2013-02-22
N
Y
Nordea Bank AB
N/A
N/A
N
22000000.00
21969200.00
0.0015
N
21978660.00
21978660.00
Nordea North America, Inc
Nordea North America, Inc 0.365000%
6555P0PN3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-22
2013-02-22
N
Y
Nordea Bank AB
N/A
N/A
N
19000000.00
18972260.00
0.0013
N
18981570.00
18981570.00
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
51000000.00
50927112.50
0.0034
N
50949000.00
50949000.00
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
83000000.00
82879765.29
0.0056
N
82914510.00
82914510.00
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
143000000.00
142943753.33
0.0096
N
142942800.00
142942800.00
Old Line Funding, LLC
Old Line Funding, LLC 0.200000%
67983TLK0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-19
2012-11-19
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
50066000.00
50052370.92
0.0034
N
50060492.74
50060492.74
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
120000000.00
120000000.00
0.0081
N
120097200.00
120097200.00
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
15000000.00
15000000.00
0.0010
N
15005700.00
15005700.00
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
159000000.00
159000000.00
0.0107
N
159054060.00
159054060.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.500000%
74927JLW1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-30
2012-11-30
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
15000000.00
14987500.00
0.0010
N
14991900.00
14991900.00
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
19000000.00
18979828.33
0.0013
N
18985370.00
18985370.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.500000%
7562E0K54
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-05
2012-10-05
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
18000000.00
17999000.00
0.0012
N
17999280.00
17999280.00
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
1000000.00
999053.33
0.0001
N
999430.00
999430.00
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
5000000.00
4995000.00
0.0003
N
4997100.00
4997100.00
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
13000000.00
12985765.00
0.0009
N
12992330.00
12992330.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.560000%
7562E0NP7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-23
2013-01-23
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
25000000.00
24955666.66
0.0017
N
24975750.00
24975750.00
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
28000000.00
27921351.11
0.0019
N
27959400.00
27959400.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.490000%
7562E0TA4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
21000000.00
20927970.00
0.0014
N
20923350.00
20923350.00
Royal Bank of Canada
Royal Bank of Canada 0.080000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
55000000.00
55000000.00
0.0037
Security is a time deposit.
N
55000000.00
55000000.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.300000%
82124LKQ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-24
2012-10-24
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
3000000.00
2999425.00
0.0002
N
2999610.00
2999610.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.300000%
82124LKR2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-25
2012-10-25
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
30000000.00
29994000.00
0.0020
N
29996100.00
29996100.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.300000%
82124LKS0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-26
2012-10-26
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
20000000.00
19995833.33
0.0013
N
19997200.00
19997200.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.300000%
82124LKW1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-30
2012-10-30
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
44000000.00
43989366.67
0.0030
N
43992960.00
43992960.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.360000%
83050TKK6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-19
2012-10-19
N
N
N
12000000.00
11997840.00
0.0008
N
11999400.00
11999400.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.310000%
83050TMM0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-21
2012-12-21
N
N
N
13000000.00
12990932.50
0.0009
N
12991680.00
12991680.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.410000%
83051A3X7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-22
2012-10-22
N
N
N
31000000.00
31000000.00
0.0021
N
31006200.00
31006200.00
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
15000000.00
15000000.00
0.0010
N
15003600.00
15003600.00
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
45000000.00
45000000.00
0.0030
N
45003600.00
45003600.00
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
112000000.00
112000000.00
0.0075
N
112019040.00
112019040.00
State Street Corp
State Street Corp 0.250000%
85747JKB2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-11
2012-10-11
N
N
N
58000000.00
57995972.22
0.0039
N
57996520.00
57996520.00
State Street Corp
State Street Corp 0.270000%
85747JKF3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-15
2012-10-15
N
N
N
14000000.00
13998530.00
0.0009
N
13998880.00
13998880.00
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
1000000.00
999361.11
0.0001
N
999410.00
999410.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FJW6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-10-16
2012-10-16
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
25186000.00
25184111.05
0.0017
N
25184992.56
25184992.56
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.320000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-01
2012-11-02
N
N
N
55000000.00
55000000.00
0.0037
N
55007150.00
55007150.00
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
104000000.00
104000000.00
0.0070
N
104058240.00
104058240.00
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
46000000.00
46000000.00
0.0031
N
46017480.00
46017480.00
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
25000000.00
25001964.15
0.0017
N
25004000.00
25004000.00
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
15000000.00
15000000.00
0.0010
N
15000300.00
15000300.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562DUG3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-13
2012-12-13
N
N
N
63000000.00
63000000.00
0.0042
N
63001260.00
63001260.00
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
27000000.00
27000000.00
0.0018
N
27000540.00
27000540.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.320000%
86562DUZ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
18000000.00
18000000.00
0.0012
N
18000540.00
18000540.00
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
33000000.00
33000000.00
0.0022
N
33005610.00
33005610.00
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
32000000.00
32000000.00
0.0021
N
32006080.00
32006080.00
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
77000000.00
77000000.00
0.0052
N
77008470.00
77008470.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.320000%
86562WN61
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
6000000.00
6000000.00
0.0004
N
6000180.00
6000180.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.310000%
86562WP69
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-10
2013-01-10
N
N
N
22000000.00
22000000.00
0.0015
N
22000000.00
22000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.290000%
86958CEM2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-25
2012-10-25
N
N
N
21000000.00
21000000.00
0.0014
N
21001470.00
21001470.00
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
9000000.00
9000000.00
0.0006
N
9000720.00
9000720.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.250000%
86958CFJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
72000000.00
72000000.00
0.0048
N
72004320.00
72004320.00
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
8000000.00
7997327.78
0.0005
N
7997840.00
7997840.00
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
35000000.00
34988547.22
0.0023
N
34990200.00
34990200.00
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
16000000.00
15992266.67
0.0011
N
15991840.00
15991840.00
Texas
TRAN Series 2012 0.200000%
46636YW48
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
11000000.00
11000000.00
0.0007
N
11000000.00
11000000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.400000%
88324LKB2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-11
2012-10-11
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
79000000.00
78991222.22
0.0053
N
78994470.00
78994470.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.250000%
67983TNJ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-18
2013-01-18
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
19085000.00
19070553.71
0.0013
N
19076602.60
19076602.60
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.210000%
88602TL50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
22412000.00
22407424.21
0.0015
N
22406845.24
22406845.24
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.210000%
88602TL92
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
14924000.00
14920604.79
0.0010
N
14920269.00
14920269.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.200000%
88602TLE1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
70700000.00
70682717.78
0.0047
N
70679497.00
70679497.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.190000%
89112WAP2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
67000000.00
67000000.00
0.0045
N
66951760.00
66951760.00
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
144000000.00
144000000.00
0.0097
N
144005760.00
144005760.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.308500%
89112XP90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-22
2013-04-22
N
N
N
74000000.00
74000000.00
0.0050
N
74027380.00
74027380.00
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
96000000.00
96000000.00
0.0064
N
96048000.00
96048000.00
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
7000000.00
7000000.00
0.0005
N
7003360.00
7003360.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.290000%
89112XW27
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-08
2013-02-08
N
N
N
50000000.00
50000000.00
0.0034
N
50024000.00
50024000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.290000%
89112XX83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-13
2013-02-13
N
N
N
10000000.00
10000000.00
0.0007
N
10005000.00
10005000.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.400000%
89233GL79
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
9000000.00
8996300.00
0.0006
N
8998830.00
8998830.00
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
30000000.00
29982033.33
0.0020
N
29994600.00
29994600.00
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
50000000.00
49928444.45
0.0034
N
49945500.00
49945500.00
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
8000000.00
7988053.33
0.0005
N
7990880.00
7990880.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.320000%
89233GQL3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-20
2013-03-20
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
44000000.00
43933511.11
0.0029
N
43949400.00
43949400.00
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
228000000.00
228000000.00
0.0153
N
228116280.00
228116280.00
UBS Securities LLC
UBS Securities LLC 0.180000%
936991009_0.1800_M121005_2MN4
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-01-01
3.500000
Government Agency Debt
182942.00
160780.23
Fannie Mae
2042-05-01
3.500000
Government Agency Debt
7581118.00
8167552.48
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
59284156.00
60508137.96
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
5931749.00
6488904.95
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
5882.00
6314.34
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
137962.00
148310.60
First Tier Security
N/A
N/A
2012-10-05
2012-10-05
Y
UBS Securities LLC
N/A
N/A
N
N
74000000.00
74000000.00
0.0050
N
74000000.00
74000000.00
UBS Securities LLC
UBS Securities LLC 0.200000%
992JYH005_0.2000_M121001_2MN4
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-06-01
3.000000
Government Agency Debt
7360593.00
7690912.33
Fannie Mae
2032-09-01
3.000000
Government Agency Debt
20104371.00
21410353.34
Fannie Mae
2042-09-01
4.000000
Government Agency Debt
43564656.00
47561713.19
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
75000000.00
75000000.00
0.0050
N
75000000.00
75000000.00
United States Treasury Department
United States Treasury Department 0.037000%
9127956N6
Treasury Debt
N
First Tier Security
N/A
N/A
2012-10-25
2012-10-25
N
N
N
20000000.00
19999506.66
0.0013
N
19999260.00
19999260.00
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
5000000.00
4998225.00
0.0003
N
4998200.00
4998200.00
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
0.0003
N
4000640.00
4000640.00
Westpac Banking Corp
Westpac Banking Corp 0.290000%
96121TNF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-01
2012-11-26
N
N
N
116000000.00
116000000.00
0.0078
N
116008120.00
116008120.00
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
72000000.00
71925600.00
0.0048
N
71967600.00
71967600.00
Westpac Banking Corp
Westpac Banking Corp 0.400000%
9612C0N39
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-03
2013-01-03
N
N
N
28000000.00
27970755.56
0.0019
N
27987120.00
27987120.00
Westpac Banking Corp
Westpac Banking Corp 0.418000%
9612C4DN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-09
2013-02-07
N
N
N
118000000.00
118000000.00
0.0079
N
118067260.00
118067260.00
Westpac Securities NZ Ltd
Westpac Securities NZ Ltd 0.200000%
96122GMM4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-21
2012-12-21
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
36000000.00
35983800.00
0.0024
N
35987040.00
35987040.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
517215.89
517215.89
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
451426.02
451426.02
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
418372.51
418372.51
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
365155.53
365155.53
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJR5
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
614859.85
614859.85
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
536649.68
536649.68
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
737886.98
737886.98
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
644027.76
644027.76
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WJW4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
1843915.32
1843915.32
0.0001
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
1609369.29
1609369.29
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
664260.48
664260.48
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
579766.55
579766.55
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKC6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
233751.80
233751.80
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
204018.58
204018.58
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
369082.00
369082.00
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
322134.77
322134.77
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
110703.48
110703.48
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
96622.00
96622.00
Windmill Funding Corp
Windmill Funding Corp 0.400000%
97342GK97
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-09
2012-10-09
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
20000000.00
19998222.22
0.0013
N
19999000.00
19999000.00