0001145549-14-002775.txt : 20140318
0001145549-14-002775.hdr.sgml : 20140318
20140318113848
ACCESSION NUMBER: 0001145549-14-002775
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120831
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: 14699898
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
2012-08-31
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
47
68
14993910055.96
4692446.74
1170042.66
14997432460.04
0.0034
1.0001
2012-08-31
1.0001
2012-08-31
C000012383
25000.00
10322061793.09
1.00
-121777844.10
140775400.27
262553244.37
0.0001
1.0001
2012-08-31
1.0001
2012-08-31
C000012384
1000000.00
1601463721.66
1.00
-55656504.47
48928911.02
104585415.49
0.0001
1.0001
2012-08-31
1.0001
2012-08-31
C000012385
3000000.00
1281685871.57
1.00
16586132.60
102236769.31
85650636.71
0.0011
1.0001
2012-08-31
1.0001
2012-08-31
C000038267
10000000.00
1792221073.71
1.00
-13801416.10
134584216.22
148385632.32
0.0013
1.0001
2012-08-31
1.0001
2012-08-31
Alpine Securitization Corp
Alpine Securitization Corp 0.220000%
02086LJE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
60000000.00
59996333.33
0.0040
N
59995200.00
59995200.00
Alpine Securitization Corp
Alpine Securitization Corp 0.340000%
02086LJK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-19
2012-09-19
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
15000000.00
14997875.00
0.0010
N
14998350.00
14998350.00
Alpine Securitization Corp
Alpine Securitization Corp 0.340000%
02086LJL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
57000000.00
56991386.66
0.0038
N
56993730.00
56993730.00
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
9980450.00
0.0007
N
9980200.00
9980200.00
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
31992000.00
0.0021
N
31995840.00
31995840.00
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
28521522.80
0.0019
N
28533142.08
28533142.08
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
39925800.00
0.0027
N
39941600.00
39941600.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.286000%
05253MBA1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-24
2012-11-26
N
N
N
131000000.00
131000000.00
0.0087
N
131002620.00
131002620.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.160000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
220000000.00
220000000.00
0.0147
Security is a time deposit.
N
220000000.00
220000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.180000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
13000000.00
13000000.00
0.0009
Security is a time deposit.
N
13000000.00
13000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.180000%
052992005_M120907
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
15000000.00
15000000.00
0.0010
Security is a time deposit.
N
15000000.00
15000000.00
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
24014640.00
24014640.00
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
30000900.00
30000900.00
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
15000649.00
0.0010
N
15003300.00
15003300.00
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
87020010.00
87020010.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VPQ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
12000000.00
12000000.00
0.0008
N
12000120.00
12000120.00
Bank of Nova Scotia
Bank of Nova Scotia 0.210000%
06417E2V4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
N
16000000.00
15999928.91
0.0011
N
16000480.00
16000480.00
Bank of Nova Scotia
Bank of Nova Scotia 0.430000%
06417E6T5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-04
2013-07-26
N
N
N
127000000.00
127000000.00
0.0085
N
126994920.00
126994920.00
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
0.0063
N
95018050.00
95018050.00
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
7001890.00
7001890.00
Bank of Nova Scotia
Bank of Nova Scotia 0.270000%
06417EV83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-04
2012-11-15
N
N
N
57000000.00
57000000.00
0.0038
N
56999430.00
56999430.00
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
9003420.00
9003420.00
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
36004680.00
36004680.00
Bank of the West
Bank of the West 0.240000%
0642G0YA3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-25
2012-09-25
N
N
N
6000000.00
6000000.00
0.0004
N
6000480.00
6000480.00
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
0.0078
N
117039780.00
117039780.00
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
35011900.00
35011900.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EYS0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
N
45000000.00
45000000.00
0.0030
N
45001350.00
45001350.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EYW1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-10
2012-09-10
N
N
N
111000000.00
111000000.00
0.0074
N
111005550.00
111005550.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EZK6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
N
28000000.00
28000000.00
0.0019
N
28001680.00
28001680.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EZZ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-18
2012-09-18
N
N
N
83000000.00
83000000.00
0.0055
N
83006640.00
83006640.00
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
54040500.00
54040500.00
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
15009000.00
15009000.00
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
0.0092
N
138106260.00
138106260.00
Barclays Capital, Inc
Barclays Capital, Inc 0.200000%
00799J004_0.2000_M120904_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-04-25
3.000000
Government Agency Debt
146862110.00
154708952.54
GNMA
2039-06-20
2.600000
Government Agency Debt
134896473.00
123541047.93
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
265000000.00
265000000.00
0.0177
N
265000000.00
265000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.200000%
07699U005_0.2000_M120907_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-02-01
5.604000
Government Agency Debt
22714567.00
22787848.59
Fannie Mae
2017-02-01
2.395000
Government Agency Debt
6173932.00
822477.88
Fannie Mae
2033-07-01
2.405000
Government Agency Debt
19328270.00
842517.93
Fannie Mae
2035-11-01
2.784000
Government Agency Debt
1437322.00
1419259.92
Fannie Mae
2035-12-01
5.108000
Government Agency Debt
5250500.00
1541695.55
Fannie Mae
2036-09-01
2.635000
Government Agency Debt
14143030.00
988796.98
Fannie Mae
2036-09-01
6.266000
Government Agency Debt
13351050.00
1521688.48
Fannie Mae
2036-10-01
5.928000
Government Agency Debt
12794573.00
1184057.04
Fannie Mae
2037-07-01
6.067000
Government Agency Debt
6432433.00
1040629.86
Fannie Mae
2037-08-01
5.719000
Government Agency Debt
1384603.00
306053.19
Fannie Mae
2038-02-01
5.864000
Government Agency Debt
28262118.00
20493712.12
Fannie Mae
2038-04-01
4.795000
Government Agency Debt
5514904.00
1415281.86
Fannie Mae
2038-07-01
5.059000
Government Agency Debt
3157653.00
1017132.88
Fannie Mae
2038-07-01
5.139000
Government Agency Debt
68114346.00
21773753.55
Fannie Mae
2039-03-01
5.270000
Government Agency Debt
2352000.00
783433.01
Fannie Mae
2039-05-01
4.240000
Government Agency Debt
2774000.00
1229121.98
Fannie Mae
2039-10-01
4.001000
Government Agency Debt
50000000.00
19831852.31
Fannie Mae
2040-05-01
3.641000
Government Agency Debt
50000000.00
22234946.59
Fannie Mae
2040-07-01
4.086000
Government Agency Debt
14279429.00
9121624.76
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
378963.00
209393.80
Fannie Mae
2041-12-01
2.528000
Government Agency Debt
692046.00
680647.56
Fannie Mae
2042-02-01
2.178000
Government Agency Debt
25284941.00
22853422.05
Fannie Mae
2042-04-01
2.441000
Government Agency Debt
19577059.00
19332946.01
Fannie Mae
2042-05-01
2.687000
Government Agency Debt
678739.00
684517.77
Fannie Mae
2042-08-01
1.864000
Government Agency Debt
1272000.00
1302034.08
Fannie Mae
2042-08-01
1.900000
Government Agency Debt
1033499.00
1068197.01
Fannie Mae
2042-08-01
2.461000
Government Agency Debt
9991932.00
10246654.58
Fannie Mae
2042-08-01
3.000000
Government Agency Debt
4720.00
4902.03
Fannie Mae
2042-09-01
3.238000
Government Agency Debt
1226000.00
1295628.63
Freddie Mac
2039-01-01
6.500000
Government Agency Debt
415066.00
205771.99
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
181000000.00
181000000.00
0.0121
N
181000000.00
181000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.240000%
07699U005_0.2400_M120907_2MN4
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2016-02-01
5.604000
Government Agency Debt
221028.00
221741.08
Fannie Mae
2016-03-01
7.000000
Government Agency Debt
15000000.00
106198.20
Fannie Mae
2016-04-01
8.500000
Government Agency Debt
1289229.00
28627.57
Fannie Mae
2016-05-01
7.000000
Government Agency Debt
2628252.00
68629.30
Fannie Mae
2017-05-01
7.000000
Government Agency Debt
2945552.00
183617.31
Fannie Mae
2017-09-01
5.500000
Government Agency Debt
4450000.00
203947.84
Fannie Mae
2017-11-01
7.000000
Government Agency Debt
1840000.00
40816.39
Fannie Mae
2017-12-01
7.500000
Government Agency Debt
2545972.00
33582.11
Fannie Mae
2018-08-01
6.500000
Government Agency Debt
9670679.00
124726.22
Fannie Mae
2019-06-01
4.500000
Government Agency Debt
1111911.00
214386.60
Fannie Mae
2020-01-01
4.505000
Government Agency Debt
142655.00
159050.63
Fannie Mae
2020-04-01
4.500000
Government Agency Debt
174554.00
59952.29
Fannie Mae
2020-12-01
4.500000
Government Agency Debt
2430126.00
739874.98
Fannie Mae
2021-11-01
6.000000
Government Agency Debt
1040238.00
190284.84
Fannie Mae
2022-07-01
2.500000
Government Agency Debt
4000000.00
4154912.93
Fannie Mae
2022-12-01
6.000000
Government Agency Debt
714847.00
151199.19
Fannie Mae
2023-06-01
4.500000
Government Agency Debt
548977.00
151009.69
Fannie Mae
2024-09-01
4.500000
Government Agency Debt
158531.00
58634.55
Fannie Mae
2024-10-01
4.500000
Government Agency Debt
115041.00
53310.04
Fannie Mae
2024-12-01
2.873000
Government Agency Debt
19434054.00
225104.38
Fannie Mae
2025-04-01
4.000000
Government Agency Debt
327280.00
179577.62
Fannie Mae
2025-04-01
5.000000
Government Agency Debt
600000.00
129942.02
Fannie Mae
2025-09-01
4.500000
Government Agency Debt
600000.00
119887.42
Fannie Mae
2025-10-25
2.000000
Government Agency Debt
16446561.00
7749704.16
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
3596168.00
3403258.70
Fannie Mae
2026-02-01
3.500000
Government Agency Debt
3425112.00
3278266.14
Fannie Mae
2026-10-01
3.500000
Government Agency Debt
136358.00
108997.02
Fannie Mae
2026-12-01
3.500000
Government Agency Debt
547082.00
560193.46
Fannie Mae
2027-04-01
2.500000
Government Agency Debt
1021802.00
1030202.03
Fannie Mae
2027-06-01
3.000000
Government Agency Debt
14238644.00
14925519.90
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
778786.00
810103.58
Fannie Mae
2027-09-01
2.500000
Government Agency Debt
260781.00
271268.92
Fannie Mae
2027-12-01
7.000000
Government Agency Debt
3209523.00
37568.16
Fannie Mae
2028-06-25
3.500000
Government Agency Debt
2505000.00
1314658.95
Fannie Mae
2028-07-01
5.500000
Government Agency Debt
258198.00
66662.02
Fannie Mae
2028-09-01
5.000000
Government Agency Debt
505286.00
109711.72
Fannie Mae
2028-09-01
6.500000
Government Agency Debt
876879.00
45493.59
Fannie Mae
2029-01-01
6.500000
Government Agency Debt
1427623.00
42827.44
Fannie Mae
2029-02-01
7.000000
Government Agency Debt
865659.00
32569.87
Fannie Mae
2029-03-01
7.000000
Government Agency Debt
6000000.00
139037.76
Fannie Mae
2029-05-01
7.000000
Government Agency Debt
4618166.00
34928.31
Fannie Mae
2029-06-01
6.500000
Government Agency Debt
553697.00
36087.52
Fannie Mae
2029-06-01
7.000000
Government Agency Debt
500050.00
38351.53
Fannie Mae
2029-09-01
2.493000
Government Agency Debt
10416529.00
254547.95
Fannie Mae
2029-09-01
7.000000
Government Agency Debt
4131868.00
62349.96
Fannie Mae
2030-01-01
2.410000
Government Agency Debt
5000000.00
282950.77
Fannie Mae
2030-01-01
4.000000
Government Agency Debt
218956.00
117956.62
Fannie Mae
2030-05-01
7.000000
Government Agency Debt
1000527.00
157064.95
Fannie Mae
2030-05-01
8.000000
Government Agency Debt
9800966.00
73135.18
Fannie Mae
2030-07-01
8.000000
Government Agency Debt
5279469.00
31993.67
Fannie Mae
2031-05-01
8.000000
Government Agency Debt
1268073.00
56106.36
Fannie Mae
2031-08-01
7.000000
Government Agency Debt
4234853.00
95119.19
Fannie Mae
2031-09-01
7.000000
Government Agency Debt
1120881.00
41389.73
Fannie Mae
2031-09-01
7.000000
Government Agency Debt
2187681.00
29439.20
Fannie Mae
2031-11-01
8.000000
Government Agency Debt
986682.00
33164.41
Fannie Mae
2031-12-01
7.000000
Government Agency Debt
3170000.00
90752.81
Fannie Mae
2031-12-01
7.000000
Government Agency Debt
607937.00
27291.67
Fannie Mae
2032-01-01
4.000000
Government Agency Debt
13716776.00
14376378.46
Fannie Mae
2032-02-01
7.000000
Government Agency Debt
2170000.00
55666.57
Fannie Mae
2032-02-01
7.000000
Government Agency Debt
2986797.00
53094.50
Fannie Mae
2032-03-01
2.374000
Government Agency Debt
10000000.00
261447.96
Fannie Mae
2032-04-01
2.375000
Government Agency Debt
15000000.00
264620.81
Fannie Mae
2032-04-01
7.000000
Government Agency Debt
335000.00
35479.29
Fannie Mae
2032-05-01
7.000000
Government Agency Debt
800000.00
115103.37
Fannie Mae
2032-06-01
3.500000
Government Agency Debt
13226838.00
13951311.22
Fannie Mae
2032-06-01
7.000000
Government Agency Debt
1265573.00
52629.21
Fannie Mae
2032-06-01
7.000000
Government Agency Debt
1870000.00
52502.84
Fannie Mae
2032-06-01
7.500000
Government Agency Debt
4325860.00
129484.99
Fannie Mae
2032-07-01
7.000000
Government Agency Debt
1999888.00
47211.79
Fannie Mae
2032-10-01
6.500000
Government Agency Debt
295334.00
52753.79
Fannie Mae
2032-11-01
2.400000
Government Agency Debt
2499750.00
236538.76
Fannie Mae
2032-12-01
2.502000
Government Agency Debt
5000000.00
278014.22
Fannie Mae
2032-12-01
5.000000
Government Agency Debt
200000.00
37306.68
Fannie Mae
2032-12-01
6.000000
Government Agency Debt
344609.00
47710.85
Fannie Mae
2033-01-01
6.000000
Government Agency Debt
1700000.00
121862.15
Fannie Mae
2033-01-01
6.000000
Government Agency Debt
630000.00
101956.39
Fannie Mae
2033-01-01
6.000000
Government Agency Debt
847994.00
92735.49
Fannie Mae
2033-02-01
6.000000
Government Agency Debt
2439802.00
176898.63
Fannie Mae
2033-02-01
6.000000
Government Agency Debt
925000.00
88936.79
Fannie Mae
2033-03-01
2.402000
Government Agency Debt
2200000.00
230799.50
Fannie Mae
2033-03-01
6.000000
Government Agency Debt
1305000.00
77552.74
Fannie Mae
2033-04-01
2.162000
Government Agency Debt
1600000.00
311553.63
Fannie Mae
2033-04-01
2.790000
Government Agency Debt
8527411.00
312119.01
Fannie Mae
2033-05-01
6.000000
Government Agency Debt
604311.00
180004.59
Fannie Mae
2033-05-01
6.500000
Government Agency Debt
1615518.00
184318.77
Fannie Mae
2033-05-01
6.500000
Government Agency Debt
4755505.00
72702.65
Fannie Mae
2033-06-01
1.650000
Government Agency Debt
2786412.00
300417.99
Fannie Mae
2033-06-01
6.500000
Government Agency Debt
1560345.00
58484.46
Fannie Mae
2033-07-01
2.061900
Government Agency Debt
1734200.00
292390.63
Fannie Mae
2033-07-01
2.485000
Government Agency Debt
2800000.00
331792.66
Fannie Mae
2033-07-01
5.000000
Government Agency Debt
300315.00
94039.95
Fannie Mae
2033-07-01
5.000000
Government Agency Debt
200000.00
44724.69
Fannie Mae
2033-07-01
6.500000
Government Agency Debt
1384075.00
120915.32
Fannie Mae
2033-08-01
6.500000
Government Agency Debt
567197.00
146070.29
Fannie Mae
2033-09-01
2.166900
Government Agency Debt
1500000.00
322513.23
Fannie Mae
2033-09-01
6.500000
Government Agency Debt
1600000.00
217522.34
Fannie Mae
2033-09-01
6.500000
Government Agency Debt
4220861.00
172305.99
Fannie Mae
2033-10-01
2.415000
Government Agency Debt
1945101.00
317071.97
Fannie Mae
2033-10-01
6.500000
Government Agency Debt
1163373.00
197188.71
Fannie Mae
2033-10-01
6.500000
Government Agency Debt
582946.00
185466.09
Fannie Mae
2033-10-01
6.500000
Government Agency Debt
1753983.00
127446.94
Fannie Mae
2033-10-01
6.500000
Government Agency Debt
2322529.00
93515.19
Fannie Mae
2033-10-01
6.500000
Government Agency Debt
662868.00
85063.41
Fannie Mae
2033-10-01
6.500000
Government Agency Debt
517638.00
78491.12
Fannie Mae
2033-10-01
6.500000
Government Agency Debt
515579.00
63830.47
Fannie Mae
2033-10-01
6.500000
Government Agency Debt
556878.00
54333.42
Fannie Mae
2033-10-01
6.500000
Government Agency Debt
1513355.00
38086.67
Fannie Mae
2033-10-01
6.500000
Government Agency Debt
444052.00
33619.60
Fannie Mae
2033-10-01
6.500000
Government Agency Debt
528869.00
30698.27
Fannie Mae
2033-11-01
2.482000
Government Agency Debt
1000000.00
260509.65
Fannie Mae
2033-11-01
2.539000
Government Agency Debt
4000000.00
354862.58
Fannie Mae
2033-11-01
4.000000
Government Agency Debt
220470.00
103047.83
Fannie Mae
2033-11-01
6.500000
Government Agency Debt
2305828.00
219767.47
Fannie Mae
2033-11-01
6.500000
Government Agency Debt
1839739.00
134617.88
Fannie Mae
2033-11-01
6.500000
Government Agency Debt
1672374.00
116216.52
Fannie Mae
2033-11-01
6.500000
Government Agency Debt
1196867.00
98804.49
Fannie Mae
2033-11-01
6.500000
Government Agency Debt
1777573.00
60033.92
Fannie Mae
2033-11-01
6.500000
Government Agency Debt
306339.00
58103.71
Fannie Mae
2033-11-01
6.500000
Government Agency Debt
230428.00
42866.41
Fannie Mae
2033-11-01
7.000000
Government Agency Debt
1126207.00
146677.13
Fannie Mae
2033-12-01
2.625000
Government Agency Debt
2000000.00
240370.71
Fannie Mae
2033-12-01
2.625000
Government Agency Debt
3000000.00
237986.52
Fannie Mae
2033-12-01
6.500000
Government Agency Debt
702475.00
61875.59
Fannie Mae
2033-12-01
6.500000
Government Agency Debt
471382.00
43552.12
Fannie Mae
2033-12-01
6.500000
Government Agency Debt
1159634.00
39705.13
Fannie Mae
2033-12-01
6.500000
Government Agency Debt
387915.00
33010.39
Fannie Mae
2034-01-01
6.500000
Government Agency Debt
2764614.00
179629.02
Fannie Mae
2034-01-01
6.500000
Government Agency Debt
661250.00
156330.19
Fannie Mae
2034-02-01
2.624000
Government Agency Debt
3000000.00
194275.87
Fannie Mae
2034-02-01
6.500000
Government Agency Debt
1522927.00
67249.48
Fannie Mae
2034-04-01
2.170000
Government Agency Debt
467071.00
195428.40
Fannie Mae
2034-04-01
6.500000
Government Agency Debt
556514.00
48908.99
Fannie Mae
2034-05-01
6.500000
Government Agency Debt
959320.00
66882.57
Fannie Mae
2034-07-01
2.305000
Government Agency Debt
1450000.00
311214.65
Fannie Mae
2034-07-01
2.657000
Government Agency Debt
2000000.00
275663.37
Fannie Mae
2034-07-01
2.725000
Government Agency Debt
9399816.00
631154.59
Fannie Mae
2034-07-01
6.500000
Government Agency Debt
1080000.00
145109.04
Fannie Mae
2034-07-01
6.500000
Government Agency Debt
199678.00
72837.54
Fannie Mae
2034-07-01
6.500000
Government Agency Debt
609223.00
64178.72
Fannie Mae
2034-07-01
6.500000
Government Agency Debt
1023170.00
43802.05
Fannie Mae
2034-08-01
6.500000
Government Agency Debt
1161704.00
152376.05
Fannie Mae
2034-08-01
6.500000
Government Agency Debt
500000.00
87177.34
Fannie Mae
2034-09-01
2.457000
Government Agency Debt
576800.00
240713.54
Fannie Mae
2034-09-01
6.500000
Government Agency Debt
223889.00
33167.08
Fannie Mae
2034-11-01
2.614000
Government Agency Debt
560861.00
340459.06
Fannie Mae
2034-12-01
2.625000
Government Agency Debt
3696264.00
292767.00
Fannie Mae
2035-01-01
2.273000
Government Agency Debt
1045000.00
300241.55
Fannie Mae
2035-01-01
2.458000
Government Agency Debt
1250000.00
198192.10
Fannie Mae
2035-01-01
2.633000
Government Agency Debt
2000000.00
325427.89
Fannie Mae
2035-02-01
2.160000
Government Agency Debt
1200000.00
238434.89
Fannie Mae
2035-02-01
2.320000
Government Agency Debt
617000.00
218439.42
Fannie Mae
2035-02-01
2.335000
Government Agency Debt
2000000.00
277060.65
Fannie Mae
2035-02-01
2.546000
Government Agency Debt
689549.00
270581.68
Fannie Mae
2035-02-01
5.000000
Government Agency Debt
1171116.00
172542.53
Fannie Mae
2035-02-01
6.500000
Government Agency Debt
917167.00
143284.11
Fannie Mae
2035-03-01
2.712000
Government Agency Debt
1000000.00
218178.97
Fannie Mae
2035-03-01
3.000000
Government Agency Debt
1946429.00
271957.36
Fannie Mae
2035-03-01
3.598000
Government Agency Debt
1000000.00
342798.58
Fannie Mae
2035-03-01
6.000000
Government Agency Debt
452884.00
121472.55
Fannie Mae
2035-03-01
7.000000
Government Agency Debt
1330000.00
127353.96
Fannie Mae
2035-04-01
2.403000
Government Agency Debt
1546234.00
530304.71
Fannie Mae
2035-04-01
2.875000
Government Agency Debt
2249994.00
316083.35
Fannie Mae
2035-04-01
6.500000
Government Agency Debt
609001.00
96201.30
Fannie Mae
2035-05-01
2.185000
Government Agency Debt
747000.00
224005.85
Fannie Mae
2035-05-01
2.350000
Government Agency Debt
1175810.00
347638.06
Fannie Mae
2035-05-01
2.620000
Government Agency Debt
853187.00
209497.40
Fannie Mae
2035-05-01
2.815000
Government Agency Debt
1793924.00
284354.24
Fannie Mae
2035-06-01
5.500000
Government Agency Debt
894076.00
157615.67
Fannie Mae
2035-07-01
6.500000
Government Agency Debt
254708.00
43312.62
Fannie Mae
2035-08-01
2.035000
Government Agency Debt
3367200.00
328346.48
Fannie Mae
2035-08-01
5.092000
Government Agency Debt
900000.00
192797.65
Fannie Mae
2035-09-01
2.508000
Government Agency Debt
550000.00
200169.47
Fannie Mae
2035-09-01
5.000000
Government Agency Debt
53000.00
21701.81
Fannie Mae
2035-10-01
6.500000
Government Agency Debt
699000.00
159361.52
Fannie Mae
2035-11-01
6.000000
Government Agency Debt
34440.00
8388.93
Fannie Mae
2035-12-01
2.420000
Government Agency Debt
1004539.00
243833.94
Fannie Mae
2035-12-01
2.844000
Government Agency Debt
1565205.00
274735.41
Fannie Mae
2036-01-01
2.370000
Government Agency Debt
790000.00
205147.72
Fannie Mae
2036-01-01
2.711000
Government Agency Debt
682371.00
277944.50
Fannie Mae
2036-01-01
4.500000
Government Agency Debt
237045.00
86932.02
Fannie Mae
2036-01-01
5.500000
Government Agency Debt
6667637.00
1818174.55
Fannie Mae
2036-03-01
2.649000
Government Agency Debt
1500000.00
255619.64
Fannie Mae
2036-04-01
2.745000
Government Agency Debt
766122.00
231288.94
Fannie Mae
2036-04-25
0.596200
Government Agency Debt
5000000.00
1139277.22
Fannie Mae
2036-05-01
2.722000
Government Agency Debt
915000.00
231369.01
Fannie Mae
2036-05-01
3.545000
Government Agency Debt
5071092.00
225141.63
Fannie Mae
2036-05-01
3.922000
Government Agency Debt
3095950.00
266704.56
Fannie Mae
2036-05-25
0.646200
Government Agency Debt
5000000.00
1229451.25
Fannie Mae
2036-06-01
2.870000
Government Agency Debt
1290000.00
313236.88
Fannie Mae
2036-06-01
5.000000
Government Agency Debt
417686.00
109602.61
Fannie Mae
2036-07-01
6.000000
Government Agency Debt
590220.00
128518.18
Fannie Mae
2036-07-01
6.000000
Government Agency Debt
442638.00
89563.24
Fannie Mae
2036-08-01
2.644000
Government Agency Debt
1000000.00
198164.29
Fannie Mae
2036-09-01
6.000000
Government Agency Debt
71403.00
9457.06
Fannie Mae
2036-10-01
6.500000
Government Agency Debt
1263247.00
158118.00
Fannie Mae
2036-11-01
2.125000
Government Agency Debt
522600.00
194743.25
Fannie Mae
2036-12-01
2.572000
Government Agency Debt
1060000.00
253052.09
Fannie Mae
2036-12-01
5.500000
Government Agency Debt
531662.00
105806.30
Fannie Mae
2036-12-01
7.000000
Government Agency Debt
5379576.00
3237192.11
Fannie Mae
2037-01-01
6.000000
Government Agency Debt
271315.00
44514.50
Fannie Mae
2037-02-01
2.953000
Government Agency Debt
2289564.00
424570.30
Fannie Mae
2037-02-01
5.000000
Government Agency Debt
548748.00
164717.60
Fannie Mae
2037-03-25
4.000000
Government Agency Debt
1697020.00
1255115.02
Fannie Mae
2037-05-01
5.500000
Government Agency Debt
70699.00
29243.38
Fannie Mae
2037-06-01
5.513000
Government Agency Debt
900000.00
251199.42
Fannie Mae
2037-07-01
2.320000
Government Agency Debt
2410000.00
354655.18
Fannie Mae
2037-08-01
5.719000
Government Agency Debt
1595267.00
352618.45
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
257447.00
76392.24
Fannie Mae
2037-10-01
6.500000
Government Agency Debt
675802.00
142172.66
Fannie Mae
2037-12-01
6.500000
Government Agency Debt
325196.00
60392.49
Fannie Mae
2038-01-01
6.000000
Government Agency Debt
393833.00
95836.99
Fannie Mae
2038-02-01
6.500000
Government Agency Debt
370000.00
210062.78
Fannie Mae
2038-03-01
5.376000
Government Agency Debt
1000000.00
246076.71
Fannie Mae
2038-03-01
6.000000
Government Agency Debt
362792.00
80550.01
Fannie Mae
2038-04-01
4.375000
Government Agency Debt
616644.00
281108.06
Fannie Mae
2038-04-01
4.795000
Government Agency Debt
2549195.00
654196.24
Fannie Mae
2038-04-01
5.500000
Government Agency Debt
10000.00
6711.67
Fannie Mae
2038-05-01
6.000000
Government Agency Debt
675000.00
167720.71
Fannie Mae
2038-06-01
4.500000
Government Agency Debt
397881.00
198202.86
Fannie Mae
2038-06-01
6.000000
Government Agency Debt
197086.00
61619.09
Fannie Mae
2038-06-01
6.500000
Government Agency Debt
295774.00
127055.77
Fannie Mae
2038-09-01
6.000000
Government Agency Debt
5015993.00
3383922.21
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
639047.00
114703.59
Fannie Mae
2038-10-01
6.000000
Government Agency Debt
636607.00
100001.05
Fannie Mae
2039-01-01
5.500000
Government Agency Debt
147872.00
67645.34
Fannie Mae
2039-02-01
4.500000
Government Agency Debt
19520.00
7899.76
Fannie Mae
2039-02-01
7.000000
Government Agency Debt
200000.00
191743.25
Fannie Mae
2039-03-01
4.000000
Government Agency Debt
304660.00
123352.46
Fannie Mae
2039-03-01
5.000000
Government Agency Debt
464674.00
169828.55
Fannie Mae
2039-05-01
4.000000
Government Agency Debt
28634.00
20829.34
Fannie Mae
2039-07-01
4.500000
Government Agency Debt
148025.00
81351.12
Fannie Mae
2039-07-01
4.755000
Government Agency Debt
85203.00
37832.69
Fannie Mae
2039-09-01
5.500000
Government Agency Debt
85232.00
51656.08
Fannie Mae
2039-11-01
3.500000
Government Agency Debt
178068.00
175885.64
Fannie Mae
2039-12-01
3.838000
Government Agency Debt
500000.00
328562.05
Fannie Mae
2040-01-01
4.500000
Government Agency Debt
132380.00
79185.39
Fannie Mae
2040-02-01
4.500000
Government Agency Debt
383418.00
218846.89
Fannie Mae
2040-04-01
2.649000
Government Agency Debt
6260126.00
219417.76
Fannie Mae
2040-04-01
3.794000
Government Agency Debt
4897508.00
2278711.50
Fannie Mae
2040-04-01
4.500000
Government Agency Debt
358417.00
217559.57
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
280000.00
205702.49
Fannie Mae
2040-07-01
3.833000
Government Agency Debt
64075.00
38457.87
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
105506.00
68278.15
Fannie Mae
2040-07-01
4.500000
Government Agency Debt
30606.00
16492.38
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
133906.00
119115.87
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
33719.00
22928.98
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
20796.00
13424.44
Fannie Mae
2040-08-01
4.500000
Government Agency Debt
17290.00
10168.87
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
200287.00
163089.94
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
97782.00
55637.53
Fannie Mae
2040-09-01
4.204000
Government Agency Debt
382577.00
208915.97
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
1084177.00
599055.70
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
111112.00
97773.55
Fannie Mae
2040-10-01
3.500000
Government Agency Debt
20405.00
15819.79
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
1708298.00
1558403.24
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
100431.00
105783.61
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
65898.00
58488.51
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
21478.00
16154.32
Fannie Mae
2040-10-01
6.000000
Government Agency Debt
80000.00
60704.11
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
4821746.00
3279074.75
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
240178.00
154831.27
Fannie Mae
2040-12-01
3.000000
Government Agency Debt
92334.00
74732.87
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
15000000.00
14645326.53
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
669231.00
613480.12
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
212471.00
214557.23
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
237451.00
176819.97
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
86589.00
68780.57
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
63000.00
54166.33
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
40068.00
39574.19
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
17483.00
13084.40
Fannie Mae
2041-01-01
2.967000
Government Agency Debt
361640.00
222330.25
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
148814.00
142856.66
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
120440.00
106281.53
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
71093.00
62849.27
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
45283.00
41738.65
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
14178386.00
14354575.94
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
153352.00
128163.79
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
95108.00
76409.51
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
29394.00
27883.58
Fannie Mae
2041-04-01
4.000000
Government Agency Debt
70125.00
66690.11
Fannie Mae
2041-04-01
4.500000
Government Agency Debt
1096813.00
625774.48
Fannie Mae
2041-05-01
2.600000
Government Agency Debt
683007.00
345059.74
Fannie Mae
2041-05-01
3.180000
Government Agency Debt
607686.00
536550.28
Fannie Mae
2041-06-01
3.373000
Government Agency Debt
329856.00
281557.95
Fannie Mae
2041-06-01
4.500000
Government Agency Debt
15018630.00
14277743.23
Fannie Mae
2041-07-01
3.296000
Government Agency Debt
425030.00
333067.96
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
200000.00
129798.10
Fannie Mae
2041-07-01
4.000000
Government Agency Debt
140077.00
118387.70
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
154909.00
159980.97
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
122245.00
134995.29
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
115407.00
127196.36
Fannie Mae
2041-07-01
5.500000
Government Agency Debt
125878.00
140461.98
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
3086458.00
3417406.85
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
148811.00
164831.34
Fannie Mae
2041-09-01
4.000000
Government Agency Debt
3013641.00
3206399.97
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
14002350.00
15012719.59
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
134307.00
149009.09
Fannie Mae
2041-09-01
4.500000
Government Agency Debt
125822.00
129485.48
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
55270.00
48539.85
Fannie Mae
2041-10-25
2.500000
Government Agency Debt
1200000.00
1201096.15
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
153182.00
137064.28
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
147621.00
164124.02
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
138878.00
154029.75
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
148911.00
142634.18
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
123605.00
137033.64
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
126790.00
136911.14
Fannie Mae
2041-12-01
2.528000
Government Agency Debt
8617751.00
8475811.14
Fannie Mae
2041-12-01
4.500000
Government Agency Debt
127397.00
141609.41
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
13335766.00
13986056.21
Fannie Mae
2042-02-01
2.178000
Government Agency Debt
33562.00
30334.52
Fannie Mae
2042-02-01
2.507000
Government Agency Debt
303001.00
277053.09
Fannie Mae
2042-02-01
3.000000
Government Agency Debt
79157.00
81233.81
Fannie Mae
2042-02-01
3.500000
Government Agency Debt
800000.00
838528.89
Fannie Mae
2042-04-01
2.710000
Government Agency Debt
88135.00
90204.37
Fannie Mae
2042-05-01
2.501000
Government Agency Debt
264113.00
270804.67
Fannie Mae
2042-05-01
2.687000
Government Agency Debt
1802135.00
1817478.34
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
4327052.00
4612298.50
Fannie Mae
2042-06-01
4.500000
Government Agency Debt
1781338.00
1972937.85
Fannie Mae
2042-07-01
1.347000
Government Agency Debt
5100000.00
189304.55
Fannie Mae
2042-07-01
2.394000
Government Agency Debt
155688.00
162090.10
Fannie Mae
2042-07-01
2.770000
Government Agency Debt
966796.00
1005516.66
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
36792.00
38898.98
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
35326.00
37954.02
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
199422.00
214857.59
Fannie Mae
2042-08-01
2.461000
Government Agency Debt
71588.00
73412.98
Fannie Mae
2042-08-01
2.639000
Government Agency Debt
79203.00
83124.04
Fannie Mae
2042-08-01
3.000000
Government Agency Debt
431000.00
446965.10
Fannie Mae
2042-08-01
3.000000
Government Agency Debt
171415.00
177764.21
Fannie Mae
2042-08-01
3.000000
Government Agency Debt
69466.00
72145.03
Fannie Mae
2044-03-01
1.347000
Government Agency Debt
2900000.00
264213.12
Freddie Mac
2013-07-01
7.000000
Government Agency Debt
74600000.00
29952.09
Freddie Mac
2014-09-01
7.000000
Government Agency Debt
25000000.00
125564.71
Freddie Mac
2017-04-01
6.000000
Government Agency Debt
3999600.00
91598.72
Freddie Mac
2021-05-01
4.500000
Government Agency Debt
500000.00
95866.11
Freddie Mac
2021-05-01
7.500000
Government Agency Debt
265786.00
32916.41
Freddie Mac
2021-08-01
7.000000
Government Agency Debt
1672015.00
185438.84
Freddie Mac
2022-05-01
5.500000
Government Agency Debt
867037.00
159224.55
Freddie Mac
2024-08-01
8.000000
Government Agency Debt
4480435.00
64736.76
Freddie Mac
2025-11-15
3.500000
Government Agency Debt
2000000.00
1320452.85
Freddie Mac
2026-01-01
3.500000
Government Agency Debt
68187.00
51092.70
Freddie Mac
2026-04-15
3.000000
Government Agency Debt
2175000.00
1397636.30
Freddie Mac
2026-06-01
7.500000
Government Agency Debt
5991538.00
106834.35
Freddie Mac
2026-06-01
7.500000
Government Agency Debt
1463668.00
40966.51
Freddie Mac
2026-07-01
4.500000
Government Agency Debt
197854.00
154416.18
Freddie Mac
2026-07-01
7.500000
Government Agency Debt
2028352.00
43826.53
Freddie Mac
2026-07-01
7.500000
Government Agency Debt
877638.00
41288.57
Freddie Mac
2026-07-01
7.500000
Government Agency Debt
4125442.00
31372.48
Freddie Mac
2026-10-01
3.000000
Government Agency Debt
235702.00
178906.20
Freddie Mac
2026-12-01
7.500000
Government Agency Debt
3099159.00
28144.32
Freddie Mac
2027-01-01
3.000000
Government Agency Debt
3707758.00
3410830.92
Freddie Mac
2027-05-01
5.000000
Government Agency Debt
1067592.00
213784.46
Freddie Mac
2028-06-15
3.500000
Government Agency Debt
1750000.00
1363853.99
Freddie Mac
2031-03-01
7.000000
Government Agency Debt
1789000.00
82885.85
Freddie Mac
2032-01-01
7.000000
Government Agency Debt
2162167.00
200910.91
Freddie Mac
2032-01-01
7.000000
Government Agency Debt
249000.00
58952.64
Freddie Mac
2032-04-01
7.000000
Government Agency Debt
1836285.00
41183.11
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
401207.00
263670.93
Freddie Mac
2035-06-15
6.000000
Government Agency Debt
1481916.00
207445.07
Freddie Mac
2036-04-15
5.000000
Government Agency Debt
1959853.00
1190292.08
Freddie Mac
2037-04-01
7.500000
Government Agency Debt
334946.00
171382.81
Freddie Mac
2037-10-01
6.000000
Government Agency Debt
932257.00
220527.49
Freddie Mac
2037-11-01
6.500000
Government Agency Debt
230489.00
111019.77
Freddie Mac
2038-06-01
6.000000
Government Agency Debt
221000.00
61335.23
Freddie Mac
2038-08-01
6.000000
Government Agency Debt
436961.00
171688.55
Freddie Mac
2038-08-01
6.000000
Government Agency Debt
79599.00
32521.12
Freddie Mac
2038-09-01
6.500000
Government Agency Debt
77262.00
49963.89
Freddie Mac
2040-09-01
4.500000
Government Agency Debt
249256.00
187342.46
Freddie Mac
2040-10-01
4.000000
Government Agency Debt
278862.00
253196.88
Freddie Mac
2041-01-01
4.000000
Government Agency Debt
74529.00
68237.45
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
1510106.00
1596591.40
Freddie Mac
2041-05-01
5.000000
Government Agency Debt
15028134.00
15065302.81
Freddie Mac
2041-10-01
4.000000
Government Agency Debt
935056.00
932236.17
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
1978888.00
1713914.69
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
114066.00
101722.52
Freddie Mac
2042-01-01
4.000000
Government Agency Debt
34371.00
37454.24
Freddie Mac
2042-02-01
4.000000
Government Agency Debt
181078.00
169409.71
Freddie Mac
2042-05-01
4.000000
Government Agency Debt
899534.00
981749.75
Freddie Mac
2042-05-01
4.000000
Government Agency Debt
724542.00
790372.50
Freddie Mac
2042-08-01
4.000000
Government Agency Debt
85431.00
91889.70
Freddie Mac
2042-08-01
4.500000
Government Agency Debt
789176.00
856355.40
GNMA
2038-04-20
2.750000
Government Agency Debt
3075444.00
2805566.02
GNMA
2040-07-20
0.687000
Government Agency Debt
45242380.00
31555718.34
GNMA
2042-03-20
4.000000
Government Agency Debt
13725161.00
14517435.12
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
301000000.00
301000000.00
0.0201
N
301003010.00
301003010.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.170000%
977BXL003_0.1700_M120905_2MN4
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2029-03-25
4.000000
Government Agency Debt
28469245.00
31379755.34
Fannie Mae
2039-12-25
3.500000
Government Agency Debt
6881441.00
6693238.44
Fannie Mae
2040-05-25
4.000000
Government Agency Debt
58200000.00
31286855.70
Fannie Mae
2040-10-25
4.500000
Government Agency Debt
31350000.00
27336664.97
Freddie Mac
2032-05-15
5.500000
Government Agency Debt
40000000.00
29419436.02
Freddie Mac
2041-08-15
3.750000
Government Agency Debt
24040000.00
23287002.82
GNMA
2038-02-20
0.737000
Government Agency Debt
136371534.00
29347947.66
GNMA
2038-03-20
0.787000
Government Agency Debt
34480354.00
7979583.89
GNMA
2038-03-20
0.917000
Government Agency Debt
100000000.00
23269515.34
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
200000000.00
200000000.00
0.0133
N
200000000.00
200000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.200000%
987WVU007_0.2000_M120904_2MN4
0001197610
Government Agency Repurchase Agreement
Y
GNMA
2041-08-15
4.000000
Government Agency Debt
145973772.00
144579749.05
GNMA
2041-08-15
4.000000
Government Agency Debt
35574112.00
34640251.08
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
174000000.00
174000000.00
0.0116
N
174000000.00
174000000.00
CAFCO, LLC
CAFCO, LLC 0.620000%
12476EJE0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
8000000.00
7998622.22
0.0005
N
7999360.00
7999360.00
CAFCO, LLC
CAFCO, LLC 0.610000%
12476EJH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3999118.89
0.0003
N
3999640.00
3999640.00
CAFCO, LLC
CAFCO, LLC 0.590000%
12476EJQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-24
2012-09-24
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
80000000.00
79973777.78
0.0053
N
79989600.00
79989600.00
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
21979448.33
0.0015
N
21990760.00
21990760.00
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
33966085.00
0.0023
N
33984360.00
33984360.00
CAFCO, LLC
CAFCO, LLC 1.005000%
12476ENR6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-25
2013-01-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3984111.11
0.0003
N
3995160.00
3995160.00
California
RAN Series A1 0.210000%
46636YW89
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
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 0.680000%
13606YAV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-27
2012-09-27
N
N
N
3000000.00
3000000.00
0.0002
N
3001200.00
3001200.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.606500%
13606YLN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-17
2013-04-16
N
N
N
124000000.00
124000000.00
0.0083
N
123988840.00
123988840.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
13738JJQ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-24
2012-09-24
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
28000000.00
27993000.00
0.0019
N
27995800.00
27995800.00
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
29989500.00
29989500.00
Chariot Funding, LLC
Chariot Funding, LLC 0.200000%
15963TJJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-18
2012-09-18
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
75000000.00
74994166.67
0.0050
N
74997000.00
74997000.00
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
0.0105
N
158025280.00
158025280.00
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
40006800.00
40006800.00
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
2000380.00
2000380.00
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
43008600.00
43008600.00
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
57011400.00
57011400.00
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
17979850.03
0.0012
N
17991540.00
17991540.00
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
12985375.00
0.0009
N
12991160.00
12991160.00
Ciesco, LLC
Ciesco, LLC 1.005000%
17178BNN1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-22
2013-01-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
52000000.00
51797777.78
0.0035
N
51938640.00
51938640.00
Ciesco, LLC
Ciesco, LLC 1.005000%
17178BNR2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-25
2013-01-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
13000000.00
12948361.11
0.0009
N
12984270.00
12984270.00
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
20912500.00
0.0014
N
20972700.00
20972700.00
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
57053010.00
57053010.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.668100%
20271FAP1
Other Note
N
First Tier Security
N/A
N/A
2012-10-29
2013-09-27
N
N
N
50000000.00
50000000.00
0.0033
N
50033850.00
50033850.00
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
78927320.00
0.0053
N
78953390.00
78953390.00
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
20004400.00
20004400.00
CRC Funding, LLC
CRC Funding, LLC 0.610000%
12622UJE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
38000000.00
37993561.11
0.0025
N
37996960.00
37996960.00
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
4995333.33
0.0003
N
4997950.00
4997950.00
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
43958444.44
0.0029
N
43981080.00
43981080.00
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
31967484.45
0.0021
N
31982720.00
31982720.00
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
60745833.33
0.0041
N
60840180.00
60840180.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22550DTB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
8000000.00
8000000.00
0.0005
N
8000320.00
8000320.00
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
48036960.00
48036960.00
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
103069010.00
103069010.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.200000%
22799D001_0.2000_M120904_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2038-04-15
5.000000
Government Agency Debt
12423000.00
4206037.32
Freddie Mac
2038-10-20
5.500000
Government Agency Debt
12117546.00
4144761.66
Freddie Mac
2038-12-20
5.500000
Government Agency Debt
12733660.00
14269147.94
Freddie Mac
2038-12-20
6.500000
Government Agency Debt
12100819.00
12663114.32
Freddie Mac
2039-02-15
5.000000
Government Agency Debt
13070257.00
6765227.35
Freddie Mac
2040-09-15
4.500000
Government Agency Debt
12202170.00
12446427.00
Freddie Mac
2040-10-15
5.000000
Government Agency Debt
12803000.00
8843108.34
Freddie Mac
2041-04-20
4.500000
Government Agency Debt
12740600.00
12803496.46
Freddie Mac
2041-05-20
5.000000
Government Agency Debt
12943830.00
12309257.97
Freddie Mac
2041-06-20
4.000000
Government Agency Debt
12500000.00
11788406.22
Freddie Mac
2041-08-15
4.500000
Government Agency Debt
457342.00
488783.62
Freddie Mac
2041-09-15
4.500000
Government Agency Debt
12178924.00
12370617.81
Freddie Mac
2041-10-15
2.950000
Government Agency Debt
10285000.00
10686723.48
Freddie Mac
2042-07-20
4.000000
Government Agency Debt
12596406.00
14019933.97
Freddie Mac
2042-08-20
4.000000
Government Agency Debt
12939528.00
14389507.73
Freddie Mac
2044-08-15
2.140000
Government Agency Debt
11910300.00
12572825.60
Freddie Mac
2047-07-15
2.140000
Government Agency Debt
12015059.00
11831919.98
Freddie Mac
2047-09-15
2.000000
Government Agency Debt
12400000.00
12823678.83
Freddie Mac
2047-09-15
2.800000
Government Agency Debt
12680700.00
13010581.40
Freddie Mac
2053-04-15
3.950000
Government Agency Debt
12072318.00
12875102.06
Freddie Mac
2053-07-15
4.450000
Government Agency Debt
12266922.00
13559533.45
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
224379547.00
224379547.00
0.0150
N
224379547.00
224379547.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.270000%
22799E009_0.2700_M120913_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-08-25
4.000000
Government Agency Debt
4000000.00
3787954.81
Fannie Mae
2041-10-25
2.000000
Government Agency Debt
65380000.00
61902691.57
GNMA
2027-12-18
6.850000
Government Agency Debt
1700000.00
416034.94
GNMA
2032-03-20
6.500000
Government Agency Debt
1385000.00
603534.89
GNMA
2032-05-20
0.535800
Government Agency Debt
150000.00
14573.20
GNMA
2032-06-20
6.500000
Government Agency Debt
150000.00
51115.68
GNMA
2032-10-20
4.500000
Government Agency Debt
1000000.00
556762.28
GNMA
2032-11-20
4.500000
Government Agency Debt
3000000.00
2133611.98
GNMA
2033-02-20
5.500000
Government Agency Debt
750000.00
699203.92
GNMA
2033-05-20
4.500000
Government Agency Debt
1000000.00
688206.08
GNMA
2036-04-20
4.500000
Government Agency Debt
1500000.00
315236.92
GNMA
2037-01-20
3.500000
Government Agency Debt
674000.00
170950.65
GNMA
2037-02-20
4.200000
Government Agency Debt
2000000.00
448677.66
GNMA
2037-04-20
4.000000
Government Agency Debt
1650000.00
1256496.54
GNMA
2037-07-20
4.000000
Government Agency Debt
848689.00
281322.57
GNMA
2037-08-20
4.000000
Government Agency Debt
1155000.00
390821.23
GNMA
2037-12-20
4.000000
Government Agency Debt
1500000.00
1210876.11
GNMA
2037-12-20
4.000000
Government Agency Debt
1500000.00
1210864.75
GNMA
2038-01-20
3.000000
Government Agency Debt
1000000.00
887939.16
GNMA
2038-08-20
4.000000
Government Agency Debt
1000000.00
860397.16
GNMA
2038-08-20
5.000000
Government Agency Debt
1950000.00
1574717.41
GNMA
2038-09-20
4.000000
Government Agency Debt
1550000.00
1282887.27
GNMA
2039-03-20
3.500000
Government Agency Debt
1000000.00
430493.71
GNMA
2039-04-20
4.000000
Government Agency Debt
500000.00
432761.01
GNMA
2039-06-20
4.000000
Government Agency Debt
2000000.00
1004629.85
GNMA
2039-06-20
4.000000
Government Agency Debt
400000.00
224466.85
GNMA
2039-08-20
2.500000
Government Agency Debt
2050000.00
1818577.93
GNMA
2039-08-20
4.000000
Government Agency Debt
3060000.00
1397039.09
GNMA
2039-11-20
3.000000
Government Agency Debt
5000000.00
4197053.02
GNMA
2039-12-20
3.500000
Government Agency Debt
5000000.00
4565665.72
GNMA
2040-05-20
4.500000
Government Agency Debt
2124000.00
796505.32
GNMA
2041-07-20
4.500000
Government Agency Debt
4714488.00
5369419.94
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
99000000.00
99000000.00
0.0066
Y
99000990.00
99000990.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.270000%
22799E009_0.2700_M120914_2MN4
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
51555000.00
46923667.81
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
46000000.00
46000000.00
0.0031
Y
46000460.00
46000460.00
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
149029156.00
154227867.73
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
120185000.00
126277155.59
First Tier Security
N/A
N/A
2012-11-20
2012-11-20
N
N
N
275000000.00
275000000.00
0.0183
Y
275005500.00
275005500.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.570000%
2284K0J63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
Freddie Mac
N/A
N/A
50000000.00
49998416.67
0.0033
N
49998000.00
49998000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.450000%
2284K0JC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
Freddie Mac
N/A
N/A
104000000.00
103989600.00
0.0069
N
103992720.00
103992720.00
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
32007040.00
32007040.00
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
0.0103
N
155032550.00
155032550.00
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
36006120.00
36006120.00
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
91009100.00
91009100.00
Deutsche Bank AG
Deutsche Bank AG 0.470000%
25154UM43
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
N
73000000.00
73000000.00
0.0049
N
73009490.00
73009490.00
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
25009250.00
25009250.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
21599B009_0.1900_M120904_2MN4
0001074042
Treasury Repurchase Agreement
Y
United States Treasury Department
2016-10-31
1.000000
Treasury Debt
83015300.00
84927174.84
United States Treasury Department
2019-08-31
1.000000
Treasury Debt
68447200.00
68072862.26
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
150000000.00
150000000.00
0.0100
N
150000000.00
150000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.210000%
21599B009_0.2100_M120904_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-02-25
2.717000
Government Agency Debt
25000.00
26103.80
Fannie Mae
2027-09-25
1.500000
Government Agency Debt
4934728.00
4669802.19
Fannie Mae
2027-09-25
1.500000
Government Agency Debt
3746921.00
3562197.79
Fannie Mae
2027-09-25
1.500000
Government Agency Debt
2233768.00
2100561.71
Fannie Mae
2030-10-25
5.000000
Government Agency Debt
1017000.00
1213511.52
Fannie Mae
2032-03-25
3.500000
Government Agency Debt
2012000.00
2112836.75
Fannie Mae
2032-03-25
3.500000
Government Agency Debt
658333.00
689602.94
Fannie Mae
2032-07-25
3.000000
Government Agency Debt
605000.00
599766.75
Fannie Mae
2032-08-25
6.000000
Government Agency Debt
20000000.00
5472847.34
Fannie Mae
2032-09-25
1.750000
Government Agency Debt
8734139.00
8644058.00
Fannie Mae
2033-05-25
4.000000
Government Agency Debt
1250000.00
76144.18
Fannie Mae
2033-06-25
5.500000
Government Agency Debt
100000.00
116799.13
Fannie Mae
2035-02-25
5.500000
Government Agency Debt
8776370.00
2515754.18
Fannie Mae
2036-03-25
5.500000
Government Agency Debt
3717000.00
4379292.58
Fannie Mae
2036-08-25
5.750000
Government Agency Debt
21507000.00
2032900.99
Fannie Mae
2037-02-25
5.500000
Government Agency Debt
2836000.00
3338664.93
Fannie Mae
2037-02-25
6.000000
Government Agency Debt
18838000.00
581179.21
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
5651000.00
6725667.62
Fannie Mae
2039-05-25
2.000000
Government Agency Debt
2990889.00
3052090.56
Fannie Mae
2039-09-25
4.500000
Government Agency Debt
25664000.00
9986509.80
Fannie Mae
2039-10-25
4.500000
Government Agency Debt
28175000.00
11647549.21
Fannie Mae
2039-11-25
7.000000
Government Agency Debt
66000.00
84919.45
Fannie Mae
2039-12-25
5.000000
Government Agency Debt
1405898.00
1613035.51
Fannie Mae
2039-12-25
5.000000
Government Agency Debt
770652.00
878768.05
Fannie Mae
2040-02-25
4.500000
Government Agency Debt
137000.00
153436.30
Fannie Mae
2040-06-25
4.500000
Government Agency Debt
2500000.00
2699790.00
Fannie Mae
2040-08-25
4.500000
Government Agency Debt
189000.00
206879.59
Fannie Mae
2040-12-25
4.000000
Government Agency Debt
3328518.00
3568748.24
Fannie Mae
2040-12-25
4.000000
Government Agency Debt
2821000.00
3076913.60
Fannie Mae
2040-12-25
7.000000
Government Agency Debt
3333333.00
3679327.45
Fannie Mae
2041-01-25
4.000000
Government Agency Debt
825833.00
896288.39
Fannie Mae
2041-01-25
4.500000
Government Agency Debt
1854000.00
2119235.09
Fannie Mae
2041-02-25
7.000000
Government Agency Debt
16965859.00
17285416.61
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
410000.00
431179.10
Fannie Mae
2041-03-25
4.000000
Government Agency Debt
407000.00
425661.09
Fannie Mae
2041-04-25
4.500000
Government Agency Debt
5583069.00
6305177.56
Fannie Mae
2041-05-25
4.500000
Government Agency Debt
5229000.00
5966126.90
Fannie Mae
2041-09-25
4.000000
Government Agency Debt
1325000.00
1475467.44
Fannie Mae
2041-12-25
4.000000
Government Agency Debt
4866000.00
5168540.31
Fannie Mae
2042-02-25
4.000000
Government Agency Debt
5339000.00
5679581.93
Fannie Mae
2042-04-25
3.000000
Government Agency Debt
4865000.00
4824654.55
Fannie Mae
2042-04-25
4.000000
Government Agency Debt
82000.00
88651.29
Fannie Mae
2042-04-25
7.000000
Government Agency Debt
8000000.00
8433051.22
Fannie Mae
2042-05-25
3.500000
Government Agency Debt
6503.00
6836.89
Fannie Mae
2042-06-25
3.500000
Government Agency Debt
134000.00
138016.47
Fannie Mae
2042-06-25
3.500000
Government Agency Debt
106000.00
108945.81
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
677191.00
778879.58
Fannie Mae
2042-07-25
3.000000
Government Agency Debt
7137000.00
7115624.68
Fannie Mae
2042-07-25
3.000000
Government Agency Debt
1506000.00
1511834.24
Fannie Mae
2042-09-25
2.500000
Government Agency Debt
16397000.00
16679886.51
Fannie Mae
2042-09-25
2.500000
Government Agency Debt
6244000.00
6338136.63
Fannie Mae
2042-09-25
2.500000
Government Agency Debt
5746000.00
5542501.58
Fannie Mae
2042-09-25
2.500000
Government Agency Debt
597000.00
564664.29
Fannie Mae
2042-09-25
2.500000
Government Agency Debt
433000.00
410331.30
Fannie Mae
2042-09-25
3.000000
Government Agency Debt
16804789.00
17573624.90
Fannie Mae
2042-09-25
3.000000
Government Agency Debt
1501000.00
1518732.81
Fannie Mae
2042-09-25
3.000000
Government Agency Debt
767000.00
776061.34
Fannie Mae
2042-09-25
3.500000
Government Agency Debt
14715000.00
15289880.71
Fannie Mae
2042-09-25
3.500000
Government Agency Debt
5017000.00
5324901.65
Fannie Mae
2047-06-25
6.000000
Government Agency Debt
3878000.00
4529372.15
GNMA
2047-03-16
2.694000
Government Agency Debt
4000000.00
4200265.30
GNMA
2050-12-16
3.074000
Government Agency Debt
2100000.00
2186812.60
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
230000000.00
230000000.00
0.0153
N
230000000.00
230000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
991JCA005_0.1800_M120905_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
57086100.00
15608501.37
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
15000000.00
15000000.00
0.0010
N
15000000.00
15000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.300000%
991JCA005_0.3000_M120904_2MN4
0001074042
Other Repurchase Agreement
N
ABBOTT LABS COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1199959.20
ADVANCE AUTO PARTS INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1199953.92
AETNA INC NEW COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1199967.60
ALPHA NATURAL RESOURCES INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1199998.80
BARD C R INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1199956.16
BOEING CO COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1199974.08
BOSTON SCIENTIFIC CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1199997.42
CAREFUSION CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1199985.60
CF INDS HLDGS INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1199986.20
CITIGROUP INC COM NEW
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1199994.80
COEUR D ALENE MINES CORP IDACOM NEW
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
871985.70
COOPER INDUSTRIES PLC SHS
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1199952.78
ENTRAVISION COMMUNICATIONS CCL A
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
117291.33
GENERAL ELECTRIC CO COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1199988.96
HONEYWELL INTL INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1199971.50
MERCK & CO INC NEW COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1199986.48
PFIZER INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1199986.40
PG&E CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1199990.88
PPG INDS INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1199899.40
SPECTRA ENERGY CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1199979.00
SPRINT NEXTEL CORP COM SER
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1199999.01
WELLS FARGO & CO NEW COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1199980.23
XO GROUP INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
211215.60
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
24000000.00
24000000.00
0.0016
Repurchase agreement collateralized by common stock and ETFs.
N
24000000.00
24000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.350000%
991JCA005_0.3500_M120904_2MN4
0001074042
Other Repurchase Agreement
N
ABBOTT LABS COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
999966.00
ADVANCE AUTO PARTS INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
999961.60
AETNA INC NEW COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
999992.40
ALPHA NATURAL RESOURCES INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
999999.00
BARD C R INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
999996.06
BOSTON SCIENTIFIC CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
999999.66
CAREFUSION CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
999979.20
CF INDS HLDGS INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
999886.72
CITIGROUP INC COM NEW
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
999975.90
COOPER INDUSTRIES PLC SHS
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
999960.65
ENTRAVISION COMMUNICATIONS CCL A
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
117280.80
GENERAL ELECTRIC CO COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
999987.36
HONEYWELL INTL INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
999956.88
MERCK & CO INC NEW COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
999995.92
PFIZER INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
999992.64
PG&E CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
630400.32
PIONEER ENERGY SVCS CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
763556.14
PPG INDS INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
999952.33
QUIKSILVER INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
534424.86
SPECTRA ENERGY CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
999996.76
SPRINT NEXTEL CORP COM SER
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
999998.37
WELLS FARGO & CO NEW COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
999977.88
XO GROUP INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
954763.20
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
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 0.200000%
99ETSZ007_0.2000_M120907_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
278085.00
291615.01
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
160156603.00
169552394.33
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
163000000.00
163000000.00
0.0109
N
162998370.00
162998370.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.210000%
99ETSZ007_0.2100_M120917_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-07-01
5.500000
Government Agency Debt
52177408.00
31238454.70
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
N
30000000.00
30000000.00
0.0020
Y
30000000.00
30000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M120924_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-12-01
3.000000
Government Agency Debt
2311129.00
2354018.49
Fannie Mae
2036-12-01
6.000000
Government Agency Debt
12465000.00
3672767.10
Fannie Mae
2039-01-01
6.500000
Government Agency Debt
157477.00
50084.98
Fannie Mae
2041-03-25
0.896000
Government Agency Debt
151976.00
104629.81
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
4401102.00
3679297.20
Fannie Mae
2041-10-01
5.000000
Government Agency Debt
4558456.00
3711727.60
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
3494608.00
3705006.70
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
3462667.00
3665745.85
First Tier Security
N/A
N/A
2012-09-24
2012-09-24
N
N
N
20000000.00
20000000.00
0.0013
Y
19999800.00
19999800.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.240000%
99ETSZ007_0.2400_M120920_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-09-01
4.000000
Government Agency Debt
484225.00
285834.91
Fannie Mae
2025-11-01
3.500000
Government Agency Debt
286257.00
236235.73
Fannie Mae
2026-03-01
3.500000
Government Agency Debt
85034.00
66393.03
Fannie Mae
2026-05-01
4.500000
Government Agency Debt
322482.00
312440.23
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
842583.00
775347.01
Fannie Mae
2026-09-01
3.500000
Government Agency Debt
351722.00
299152.45
Fannie Mae
2026-11-01
3.500000
Government Agency Debt
71727.00
66002.34
Fannie Mae
2027-05-01
3.500000
Government Agency Debt
71087.00
74110.73
Fannie Mae
2029-02-01
6.500000
Government Agency Debt
543582.00
15101.53
Fannie Mae
2035-11-01
5.000000
Government Agency Debt
135000.00
41394.52
Fannie Mae
2036-06-01
6.000000
Government Agency Debt
587000.00
142873.79
Fannie Mae
2037-04-01
5.526000
Government Agency Debt
2550000.00
590861.94
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
58358.00
15401.28
Fannie Mae
2039-04-01
4.000000
Government Agency Debt
76922.00
29086.49
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
153789.00
113006.51
Fannie Mae
2040-09-01
4.000000
Government Agency Debt
136773.00
104360.56
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
48397.00
33656.38
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
213304.00
159583.23
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
112990.00
62280.31
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
55074.00
44446.06
Fannie Mae
2041-03-25
0.896000
Government Agency Debt
21411.00
14740.68
Fannie Mae
2041-04-25
4.500000
Government Agency Debt
4416931.00
4988212.44
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
7248630.00
6116717.02
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
187177.00
135633.56
Fannie Mae
2041-11-01
4.000000
Government Agency Debt
499347.00
459796.96
Fannie Mae
2041-12-01
4.000000
Government Agency Debt
67558.00
65195.34
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
54006.00
56569.80
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
930121.00
964887.62
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
1412889.00
1545743.83
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
38610.00
43243.67
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
3306165.00
3802626.45
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
232225.00
245686.24
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
34234.00
37745.98
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
21747.00
25016.13
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
21036.00
24242.04
Freddie Mac
2026-12-01
3.000000
Government Agency Debt
1316563.00
1344873.62
GNMA
2034-12-20
3.000000
Government Agency Debt
705392.00
707393.34
GNMA
2041-10-20
3.500000
Government Agency Debt
876412.00
939451.53
GNMA
2042-01-20
4.000000
Government Agency Debt
1068895.00
1085285.92
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
N
N
25000000.00
25000000.00
0.0017
Y
25000250.00
25000250.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
99ETSZ007_0.2800_M120924_2MN4
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-06-25
4.000000
Government Agency Debt
16736000.00
16344595.05
Fannie Mae
2029-07-25
4.500000
Government Agency Debt
16539007.00
15754106.58
Fannie Mae
2032-09-25
6.500000
Government Agency Debt
17929148.00
18236071.11
Fannie Mae
2032-12-25
3.500000
Government Agency Debt
6083903.00
6504907.06
Fannie Mae
2037-08-25
4.000000
Government Agency Debt
4717469.00
5087339.01
Fannie Mae
2038-10-01
7.000000
Government Agency Debt
215495.00
56871.37
Fannie Mae
2040-03-25
0.735500
Government Agency Debt
32500000.00
17931230.02
Fannie Mae
2040-09-01
4.500000
Government Agency Debt
96188.00
66891.32
Fannie Mae
2041-03-25
0.896000
Government Agency Debt
191363.00
131746.30
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
346706.00
292565.97
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
12278.00
12860.87
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
169329.00
177567.57
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
304655.00
350402.71
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
15504571.00
17835305.97
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
52516.00
57903.48
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
145848.00
168076.30
GNMA
2034-12-20
3.000000
Government Agency Debt
544139.00
545682.84
GNMA
2040-03-15
5.000000
Government Agency Debt
191956.00
170813.95
GNMA
2040-08-16
2.500000
Government Agency Debt
237426.00
248759.37
GNMA
2040-11-15
5.000000
Government Agency Debt
2102477.00
1925946.54
First Tier Security
N/A
N/A
2012-09-24
2012-09-24
N
N
N
98000000.00
98000000.00
0.0065
Y
97999020.00
97999020.00
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
18011160.00
18011160.00
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
57034200.00
57034200.00
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
20003000.00
20003000.00
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
75000000.00
75000000.00
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
9000000.00
9000000.00
EMF LLC
Bonds (One Workplace) Series 2012 0.380000%
26868TAA0
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
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
Fannie Mae
Fannie Mae 0.115000%
313588H40
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-09-26
2012-09-26
N
N
N
2000000.00
1999859.45
0.0001
N
1999938.00
1999938.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384E70
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
3000000.00
2999990.00
0.0002
N
2999997.00
2999997.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384E96
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
47000000.00
46999569.17
0.0031
N
46999812.00
46999812.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384F61
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
N
21000000.00
20999440.00
0.0014
N
20999769.00
20999769.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384F87
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
105000000.00
104996791.64
0.0070
N
104998530.00
104998530.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384F87
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
48250000.00
48248257.68
0.0032
N
48249324.50
48249324.50
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313384G52
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-09-19
2012-09-19
N
N
N
50000000.00
49998229.17
0.0033
N
49998950.00
49998950.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384H28
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-09-24
2012-09-24
N
N
N
32000000.00
31998044.44
0.0021
N
31999104.00
31999104.00
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
30995741.80
0.0021
N
30997024.00
30997024.00
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
0.0233
N
350316750.00
350316750.00
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
95961013.33
0.0064
N
95987520.00
95987520.00
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
40981584.17
0.0027
N
40993440.00
40993440.00
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
24988541.67
0.0017
N
24995750.00
24995750.00
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
77956320.00
0.0052
N
77980500.00
77980500.00
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
99943111.12
0.0067
N
99974000.00
99974000.00
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
14985708.33
0.0010
N
14990850.00
14990850.00
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
28969002.22
0.0019
N
28980280.00
28980280.00
GFRE Holdings LLC
Taxable Notes Series 2009A 0.280000%
36169XAA6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
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 0.180000%
992JYE002_0.1800_M120905_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-08-01
4.500000
Government Agency Debt
69526408.00
24606056.79
Fannie Mae
2042-05-01
2.337000
Government Agency Debt
27161036.00
27893944.02
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
50000000.00
50000000.00
0.0033
N
50000000.00
50000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.190000%
992JYE002_0.1900_M120904_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
38214044.00
40418573.98
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
25248056.00
27875200.39
Freddie Mac
2026-05-01
4.000000
Government Agency Debt
27893273.00
26206226.24
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
90000000.00
90000000.00
0.0060
N
90000000.00
90000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.190000%
992JYE002_0.1900_M120907_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-08-01
5.500000
Government Agency Debt
72283000.00
13761393.72
Fannie Mae
2025-09-01
3.500000
Government Agency Debt
23000000.00
13619981.96
Fannie Mae
2026-07-01
4.000000
Government Agency Debt
15105873.00
13531264.98
Fannie Mae
2027-06-01
3.000000
Government Agency Debt
13092711.00
13786272.03
Fannie Mae
2027-07-01
3.000000
Government Agency Debt
12610648.00
13275623.52
Fannie Mae
2027-08-01
3.000000
Government Agency Debt
12943642.00
13727204.53
Fannie Mae
2032-08-01
3.500000
Government Agency Debt
12389850.00
13334249.80
Fannie Mae
2034-04-01
4.697000
Government Agency Debt
111098681.00
13835543.91
Fannie Mae
2035-12-01
5.000000
Government Agency Debt
46615000.00
13322943.65
Fannie Mae
2037-08-01
5.500000
Government Agency Debt
36200000.00
13538526.41
Fannie Mae
2040-01-01
3.827000
Government Agency Debt
30652498.00
13808537.12
Fannie Mae
2040-04-01
4.500000
Government Agency Debt
15960260.00
13491261.93
Fannie Mae
2040-06-01
4.500000
Government Agency Debt
14395639.00
13324205.64
Fannie Mae
2041-05-01
5.500000
Government Agency Debt
13302625.00
13567205.02
Fannie Mae
2041-07-01
3.466000
Government Agency Debt
15007008.00
13790167.46
Fannie Mae
2041-09-01
2.846000
Government Agency Debt
16536807.00
13863009.13
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
14213174.00
13610010.75
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
1863800.00
1723233.80
Fannie Mae
2041-11-01
4.500000
Government Agency Debt
15682514.00
13527875.30
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
12353852.00
13350596.99
Fannie Mae
2042-04-01
2.645000
Government Agency Debt
13500000.00
13580793.90
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
13086596.00
13622019.92
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
12405181.00
13344011.73
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
12935442.00
13713750.30
Fannie Mae
2042-08-01
3.500000
Government Agency Debt
12679848.00
13646352.51
Freddie Mac
2020-12-01
5.000000
Government Agency Debt
40099000.00
13530239.11
Freddie Mac
2038-07-01
6.000000
Government Agency Debt
22136197.00
13329129.24
Freddie Mac
2039-02-01
4.500000
Government Agency Debt
22977851.00
13410009.02
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
5405486.00
5720510.52
Freddie Mac
2042-09-01
3.500000
Government Agency Debt
12888114.00
13764076.15
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
369000000.00
369000000.00
0.0246
N
369000000.00
369000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.540000%
992JYE002_0.5400_M121114_2MN4
0000769993
Other Repurchase Agreement
N
ALPHA NATURAL RESOURCES INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
525268.26
ASTORIA FINL CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249998.78
CBS CORP NEW CL B
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249992.00
COLE KENNETH PRODTNS INC CL A
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
150365.04
CONSTELLATION BRANDS INC CL A
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
371194.20
DEVRY INC DEL COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
326949.48
DUKE REALTY CORP COM NEW
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249987.35
EAGLE MATERIALS INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
445053.94
FEDERATED INVS INC PA CL B
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
630720.42
GATX CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
665623.92
HEWLETT PACKARD CO COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249992.54
INTL PAPER CO COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
384385.32
JABIL CIRCUIT INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249990.89
JPMORGAN CHASE & CO COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249987.50
KODIAK OIL & GAS CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249998.23
LOWES COS INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
451697.22
MARKEL CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
513172.40
MCDONALDS CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
85861.60
NEW YORK CMNTY BANCORP INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
818557.08
POST PPTYS INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
499948.92
PROGRESSIVE CORP OHIO COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249982.72
PROLOGIS INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249994.23
QUEST DIAGNOSTICS INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
550641.84
RENTECH INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
737979.06
ROBBINS & MYERS INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
514526.46
ROLLINS INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
821962.80
ROPER INDS INC NEW COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
541408.12
SOUTHERN CO COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249992.10
SOUTHERN COPPER CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249970.75
TUPPERWARE BRANDS CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
1249991.04
UDR INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
805399.25
WAL MART STORES INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
637606.25
WYNDHAM WORLDWIDE CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
771800.40
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 0.620000%
38362VJE4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
16000000.00
15997244.45
0.0011
N
15998560.00
15998560.00
Govco, LLC
Govco, LLC 0.610000%
38362VJH7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
22000000.00
21995153.89
0.0015
N
21997800.00
21997800.00
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
61935985.00
0.0041
N
61970860.00
61970860.00
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
53941410.00
0.0036
N
53972460.00
53972460.00
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
71919060.00
0.0048
N
71956800.00
71956800.00
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
13985440.00
0.0009
N
13991320.00
13991320.00
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
59001112.06
0.0039
N
59024190.00
59024190.00
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
74962666.67
0.0050
N
74967750.00
74967750.00
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
147934592.23
0.0099
N
147946720.00
147946720.00
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
39974800.00
0.0027
N
39976000.00
39976000.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.240000%
4662J0J78
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
43000000.00
42999140.00
0.0029
N
42999570.00
42999570.00
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
10997690.00
0.0007
N
10998790.00
10998790.00
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
34979311.11
0.0023
N
34985650.00
34985650.00
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
109000000.00
109000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.190000%
992JYG007_0.1900_M120907_2MN4
0001168163
Government Agency Repurchase Agreement
Y
Freddie Mac
2039-12-15
2.000000
Government Agency Debt
50599633.00
42720250.28
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
92738658.00
98389749.95
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
137000000.00
137000000.00
0.0091
N
137000000.00
137000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.357000%
48125LBA9
Other Note
N
First Tier Security
N/A
N/A
2012-09-21
2012-12-21
N
N
N
500000000.00
500000000.00
0.0333
N
500053500.00
500053500.00
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
50986286.67
0.0034
N
50983170.00
50983170.00
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
15983644.44
0.0011
N
15982080.00
15982080.00
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
90013500.00
90013500.00
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
33006600.00
33006600.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.230000%
56274LJK1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-19
2012-09-19
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
8000000.00
7999233.34
0.0005
N
7999040.00
7999040.00
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
15997137.78
0.0011
N
15996800.00
15996800.00
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
26990280.00
0.0018
N
26990280.00
26990280.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4JE5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
20000000.00
19998611.11
0.0013
N
19998400.00
19998400.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4JH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
50463000.00
50458444.31
0.0034
N
50458458.33
50458458.33
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000%
06399U000_0.2000_M120904_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-03-25
4.500000
Government Agency Debt
100000000.00
8400169.71
Fannie Mae
2023-09-25
3.500000
Government Agency Debt
11462000.00
11931594.34
Fannie Mae
2023-09-25
4.000000
Government Agency Debt
8533000.00
9241014.31
Fannie Mae
2027-10-25
4.000000
Government Agency Debt
24500000.00
9426826.14
Fannie Mae
2029-02-25
4.000000
Government Agency Debt
10238000.00
11335250.82
Fannie Mae
2029-03-25
4.000000
Government Agency Debt
10586000.00
11725088.89
Fannie Mae
2031-10-25
0.596000
Government Agency Debt
42784500.00
7731720.78
Fannie Mae
2032-11-25
5.500000
Government Agency Debt
15829499.00
11290388.31
Fannie Mae
2033-09-25
6.000000
Government Agency Debt
53070000.00
8860920.53
Fannie Mae
2035-08-25
5.500000
Government Agency Debt
11377000.00
12312909.94
Fannie Mae
2036-02-25
6.000000
Government Agency Debt
7455587.00
9001443.32
Fannie Mae
2036-03-25
5.500000
Government Agency Debt
8433000.00
9935586.32
Fannie Mae
2037-02-25
5.000000
Government Agency Debt
24840000.00
11590956.22
Fannie Mae
2037-08-25
6.000000
Government Agency Debt
8428554.00
10031437.40
Fannie Mae
2037-10-25
4.000000
Government Agency Debt
29444000.00
10618963.56
Fannie Mae
2038-03-25
4.000000
Government Agency Debt
10000000.00
10697873.33
Fannie Mae
2038-06-25
3.000000
Government Agency Debt
11900243.00
8738564.47
Fannie Mae
2039-11-25
4.000000
Government Agency Debt
15912216.00
10195260.11
Fannie Mae
2040-05-25
1.076000
Government Agency Debt
21346362.00
9782247.07
Fannie Mae
2040-07-25
3.250000
Government Agency Debt
10000000.00
10235635.43
Fannie Mae
2040-07-25
4.000000
Government Agency Debt
18005641.00
11783926.10
Fannie Mae
2041-11-25
3.500000
Government Agency Debt
11710000.00
11997019.91
Fannie Mae
2042-04-25
4.000000
Government Agency Debt
10325000.00
11272838.44
Fannie Mae
2042-04-25
4.000000
Government Agency Debt
10000000.00
10920273.33
Fannie Mae
2051-10-25
7.000000
Government Agency Debt
10000000.00
8376962.97
Freddie Mac
2024-12-15
2.300000
Government Agency Debt
78059885.00
10643063.10
Freddie Mac
2025-08-15
4.000000
Government Agency Debt
2814192.00
3111537.65
Freddie Mac
2027-05-15
5.500000
Government Agency Debt
8000000.00
9193770.67
Freddie Mac
2027-07-15
4.000000
Government Agency Debt
19500000.00
7706797.06
Freddie Mac
2028-07-15
4.500000
Government Agency Debt
22200000.00
11907469.02
Freddie Mac
2029-01-15
3.500000
Government Agency Debt
10845000.00
8210781.06
Freddie Mac
2032-04-15
5.750000
Government Agency Debt
66619000.00
12226460.24
Freddie Mac
2032-11-15
5.000000
Government Agency Debt
75000000.00
9782918.95
Freddie Mac
2033-02-15
5.500000
Government Agency Debt
10000000.00
9599591.43
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
9100000.00
10177236.77
Freddie Mac
2034-03-15
6.000000
Government Agency Debt
50000000.00
9875962.66
Freddie Mac
2034-06-15
6.000000
Government Agency Debt
11692000.00
8133752.10
Freddie Mac
2035-10-15
6.000000
Government Agency Debt
163210000.00
9837007.37
Freddie Mac
2035-11-15
1.249000
Government Agency Debt
45578421.00
12032727.20
Freddie Mac
2036-02-15
5.500000
Government Agency Debt
6824270.00
8104518.98
Freddie Mac
2036-04-15
6.000000
Government Agency Debt
9890823.00
11849888.42
Freddie Mac
2037-05-15
5.500000
Government Agency Debt
6767000.00
8026354.49
Freddie Mac
2038-11-15
2.500000
Government Agency Debt
10950000.00
8375990.29
Freddie Mac
2040-03-15
2.750000
Government Agency Debt
10200000.00
9110774.20
Freddie Mac
2041-09-15
2.500000
Government Agency Debt
8000000.00
8134666.04
Freddie Mac
2041-11-15
3.500000
Government Agency Debt
10000000.00
10417996.67
Freddie Mac
2042-04-15
0.799000
Government Agency Debt
13000000.00
12010433.29
GNMA
2036-08-20
6.000000
Government Agency Debt
10000000.00
11742370.00
GNMA
2036-09-20
6.000000
Government Agency Debt
10575845.00
12416856.37
GNMA
2040-03-20
3.500000
Government Agency Debt
11471000.00
12484631.09
GNMA
2040-08-20
4.500000
Government Agency Debt
17478546.00
12451573.97
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
500000000.00
500000000.00
0.0333
N
500000000.00
500000000.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.190000%
06399V008_0.1900_M120907_2MN4
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-06-25
3.500000
Government Agency Debt
26334832.00
23127357.03
Freddie Mac
2033-06-15
4.000000
Government Agency Debt
106871955.00
28372643.12
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
50000000.00
50000000.00
0.0033
N
49999000.00
49999000.00
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
43924711.11
0.0029
N
43913760.00
43913760.00
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
75866577.78
0.0051
N
75841160.00
75841160.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.380000%
60681P6D1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
68000000.00
68000000.00
0.0045
N
68001360.00
68001360.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.370000%
60681P6E9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
20000000.00
20000000.00
0.0013
N
20000800.00
20000800.00
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
14003780.00
14003780.00
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
24005280.00
24005280.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.360000%
60687GB98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
N
76000000.00
76000000.00
0.0051
N
76002280.00
76002280.00
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
76014440.00
76014440.00
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
69998600.00
69998600.00
Morgan Stanley & Co. LLC
Morgan Stanley & Co. LLC 0.170000%
992JYJ001_0.1700_M120904_2MN4
0000068136
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-12-01
5.000000
Government Agency Debt
32491373.00
10470887.81
Fannie Mae
2021-04-01
5.000000
Government Agency Debt
15600000.00
9787292.89
Fannie Mae
2021-12-01
5.000000
Government Agency Debt
17036000.00
10130665.29
Fannie Mae
2023-06-01
5.000000
Government Agency Debt
43791792.00
10330935.54
Fannie Mae
2023-10-01
5.000000
Government Agency Debt
19829468.00
4708633.66
Fannie Mae
2023-11-01
5.000000
Government Agency Debt
86447689.00
9667254.35
Fannie Mae
2026-04-01
4.500000
Government Agency Debt
1478278.00
1401875.93
Fannie Mae
2026-11-01
3.500000
Government Agency Debt
11395666.00
9901064.18
Fannie Mae
2038-03-01
5.500000
Government Agency Debt
17080000.00
10235190.91
Fannie Mae
2038-12-01
5.000000
Government Agency Debt
29069779.00
10272908.02
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
9711861.00
9605355.46
Fannie Mae
2042-02-01
4.000000
Government Agency Debt
2810302.00
2895755.14
Fannie Mae
2042-05-01
4.000000
Government Agency Debt
9885740.00
10614789.12
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
9179185.00
9717445.04
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
9102986.00
9678332.02
Fannie Mae
2042-07-01
4.000000
Government Agency Debt
9174289.00
9888952.68
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
10032107.00
10828318.55
Fannie Mae
2042-08-01
4.000000
Government Agency Debt
7525726.00
8123015.28
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
155000000.00
155000000.00
0.0103
N
155000000.00
155000000.00
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
70020300.00
70020300.00
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
4001160.00
4001160.00
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
0.0025
N
38012920.00
38012920.00
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
51033150.00
51033150.00
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
75017250.00
75017250.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.350000%
63253JJH4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
Y
National Australia Bank Ltd
N/A
N/A
N
47000000.00
46994059.72
0.0031
N
46999060.00
46999060.00
Nationwide Building Society
Nationwide Building Society 0.630000%
6385E0J46
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
25000000.00
25000000.00
0.0017
N
24999500.00
24999500.00
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
48921600.00
0.0033
N
48902980.00
48902980.00
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
2012-09-01
2012-09-04
Y
General Electric Co
N/A
N/A
Y
General Electric Co
N/A
N/A
N
200000.00
200000.00
0.0000
N
200000.00
200000.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.210000%
65409RJA9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-10
2012-09-10
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
16000000.00
15999440.00
0.0011
N
15999040.00
15999040.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.300000%
65557V6V8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
N
31000000.00
31000000.00
0.0021
N
31002170.00
31002170.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.300000%
65557V6X4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-18
2012-09-18
N
N
N
11000000.00
11000000.00
0.0007
N
11000770.00
11000770.00
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
40937418.05
0.0027
N
40942190.00
40942190.00
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
7986560.00
0.0005
N
7986960.00
7986960.00
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
21963425.00
0.0015
N
21962820.00
21962820.00
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
18967058.75
0.0013
N
18967890.00
18967890.00
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
50913725.00
0.0034
N
50910240.00
50910240.00
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
82857977.79
0.0055
N
82850600.00
82850600.00
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
142918013.33
0.0095
N
142904190.00
142904190.00
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
50044861.02
0.0033
N
50050980.20
50050980.20
PNC Bank NA
PNC Bank NA 0.230000%
69349JJC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
N
23000000.00
22998824.44
0.0015
N
22998850.00
22998850.00
Rabobank Nederland
Rabobank Nederland 0.510000%
74977JRQ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-23
2013-01-23
N
N
N
120000000.00
120000000.00
0.0080
N
120048000.00
120048000.00
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
14996250.00
14996250.00
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
0.0106
N
159063600.00
159063600.00
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
14981875.00
0.0010
N
14984719.50
14984719.50
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
17992250.00
0.0012
N
17995500.00
17995500.00
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
998693.33
0.0001
N
999110.00
999110.00
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
4993125.00
0.0003
N
4995500.00
4995500.00
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
12980500.00
0.0009
N
12988170.00
12988170.00
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
24945166.66
0.0017
N
24965250.00
24965250.00
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
27907911.11
0.0019
N
27941760.00
27941760.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.310000%
82124LJC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
11000000.00
10999242.22
0.0007
N
10999230.00
10999230.00
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
2998750.00
0.0002
N
2998950.00
2998950.00
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
29987250.00
0.0020
N
29989200.00
29989200.00
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
19991333.33
0.0013
N
19992600.00
19992600.00
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
43979466.67
0.0029
N
43982400.00
43982400.00
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
11994600.00
0.0008
N
11997000.00
11997000.00
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
31008990.00
31008990.00
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
15002400.00
15002400.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.480000%
83051AZ53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
62000000.00
62000000.00
0.0041
N
62004340.00
62004340.00
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
57985097.22
0.0039
N
57988400.00
57988400.00
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
13995695.00
0.0009
N
13996920.00
13996920.00
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
25180710.94
0.0017
N
25179451.64
25179451.64
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-04
2012-10-05
N
N
N
55000000.00
55000000.00
0.0037
N
55008250.00
55008250.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DHP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
17000000.00
17000000.00
0.0011
N
17000510.00
17000510.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DJA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
154000000.00
154000000.00
0.0103
N
154009240.00
154009240.00
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
0.0069
N
104033280.00
104033280.00
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
46005980.00
46005980.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.370000%
86562WA57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
77000000.00
77000000.00
0.0051
N
77002310.00
77002310.00
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
33003300.00
33003300.00
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
32003200.00
32003200.00
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
21002940.00
21002940.00
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
9000630.00
9000630.00
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
72001440.00
72001440.00
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
7995377.78
0.0005
N
7995040.00
7995040.00
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
34980409.72
0.0023
N
34977950.00
34977950.00
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
15988666.67
0.0011
N
15984320.00
15984320.00
Texas
TRAN Series 2012 0.200000%
46636YW48
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
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
78967522.21
0.0053
N
78978670.00
78978670.00
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
22403894.32
0.0015
N
22402586.96
22402586.96
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
14918254.26
0.0010
N
14917284.20
14917284.20
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
70672112.78
0.0047
N
70666064.00
70666064.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.327000%
89112XP90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-20
2013-04-22
N
N
N
74000000.00
74000000.00
0.0049
N
74017020.00
74017020.00
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
96035520.00
96035520.00
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
7000280.00
7000280.00
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
0.0033
N
50002000.00
50002000.00
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
10000500.00
10000500.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112XYL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
8000000.00
8000000.00
0.0005
N
8000080.00
8000080.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112XYR0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
61000000.00
61000000.00
0.0041
N
61000610.00
61000610.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112XZD0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
291000000.00
291000000.00
0.0194
N
291002910.00
291002910.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.450000%
89233GJ64
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
47000000.00
46998825.00
0.0031
N
46999530.00
46999530.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233GJD9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
75000000.00
74995687.50
0.0050
N
74998500.00
74998500.00
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
8993600.00
0.0006
N
8997300.00
8997300.00
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
29972133.33
0.0020
N
29987400.00
29987400.00
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
49916444.45
0.0033
N
49912000.00
49912000.00
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
0.0152
N
228127680.00
228127680.00
Union Bank, NA
Union Bank, NA 0.420000%
90527MN44
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-26
2012-09-26
N
N
N
46000000.00
46000000.00
0.0031
N
46009660.00
46009660.00
Union Bank, NA
Union Bank, NA 0.420000%
90527MP26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-25
2012-09-25
N
N
N
14000000.00
14000000.00
0.0009
N
14002800.00
14002800.00
United States Treasury Department
United States Treasury Department 0.105000%
9127955C1
Treasury Debt
N
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
N
N
32000000.00
31998506.67
0.0021
N
31998784.00
31998784.00
United States Treasury Department
United States Treasury Department 0.120000%
9127956J5
Treasury Debt
N
First Tier Security
N/A
N/A
2012-09-27
2012-09-27
N
N
N
25000000.00
24998083.40
0.0017
N
24998675.00
24998675.00
Univ of California
CP Series B 0.190000%
91411SJL5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
N
N
33000000.00
32997213.33
0.0022
N
32996700.00
32996700.00
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
4000760.00
4000760.00
Westpac Banking Corp
Westpac Banking Corp 0.290000%
96121TNF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-04
2012-11-26
N
N
N
116000000.00
116000000.00
0.0077
N
116011600.00
116011600.00
Westpac Banking Corp
Westpac Banking Corp 0.250000%
9612C0JE0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
29000000.00
28997986.11
0.0019
N
28998550.00
28998550.00
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
71904000.00
0.0048
N
71935920.00
71935920.00
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
27962355.56
0.0019
N
27974520.00
27974520.00
Westpac Banking Corp
Westpac Banking Corp 0.433800%
9612C4DN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-07
2013-02-07
N
N
N
118000000.00
118000000.00
0.0079
N
118082600.00
118082600.00
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 0.320000%
97342GJK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-19
2012-09-19
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
10000000.00
9998666.67
0.0007
N
9998900.00
9998900.00
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
19992222.22
0.0013
N
19994400.00
19994400.00