0000928816-11-000200.txt : 20110401
0000928816-11-000200.hdr.sgml : 20110401
20110207122626
ACCESSION NUMBER: 0000928816-11-000200
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110131
FILED AS OF DATE: 20110207
DATE AS OF CHANGE: 20110207
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PUTNAM MONEY MARKET FUND
CENTRAL INDEX KEY: 0000081248
IRS NUMBER: 046386436
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: N-MFP
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-02608
FILM NUMBER: 11577268
BUSINESS ADDRESS:
STREET 1: ONE POST OFFICE SQ
STREET 2: MAILSTOP A-14 LEGAL DEPARTMENT
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 6172921471
MAIL ADDRESS:
STREET 1: MAILSTOP A-14 LEGAL DEPARTMENT
STREET 2: ONE POST OFFICE SQUARE
CITY: BOSTON
STATE: MA
ZIP: 02109
FORMER COMPANY:
FORMER CONFORMED NAME: PUTNAM DAILY DIVIDEND TRUST
DATE OF NAME CHANGE: 19920703
0000081248
S000006251
PUTNAM MONEY MARKET FUND
C000017191
Class T Shares
C000017192
Class A Shares
PDDXX
C000017193
Class B Shares
PTBXX
C000017194
Class C Shares
PFCXX
C000017195
Class M Shares
PTMXX
C000017196
Class R Shares
PURXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2011-01-31
0000081248
S000006251
6
N
N
N
N
2-55091
Putnam Investment Management, LLC
801-7974
Putnam Investment Limited
801-61441
PricewaterhouseCoopers, LLP
Boston
MA
Putnam Investor Services, Inc.
0001448300
84-06331
N
N
N
Prime
29
41
1958402085.14
796982448.58
832289051.77
1923095481.95
0.0027
0.9984
2011-01-31
0.9984
2011-01-31
C000017192
500.00
1786498876.71
1.00
-31641546.24
62761001.65
94402547.89
0.0002
0.9984
2011-01-31
0.9984
2011-01-31
C000017193
500.00
30549777.16
1.00
-1569609.72
622068.77
2191678.49
0.0002
0.9983
2011-01-31
0.9983
2011-01-31
C000017194
500.00
23495759.49
1.00
-1397334.89
1940719.06
3338053.95
0.0002
0.9985
2011-01-31
0.9985
2011-01-31
C000017195
500.00
33669324.17
1.00
-1439482.15
1484057.29
2923539.44
0.0002
0.9984
2011-01-31
0.9984
2011-01-31
C000017196
500.00
17511236.72
1.00
147879.83
1399956.14
1252076.31
0.0002
0.9985
2011-01-31
0.9985
2011-01-31
C000017191
500.00
31370507.70
1.00
-566651.96
1101482.46
1668134.42
0.0002
0.9985
2011-01-31
0.9985
2011-01-31
FNMA
FNMA 313588EG6 GDC 04/13/2011
313588EG6
Government Agency Debt
First Tier Security
N/A
N/A
2011-04-13
2011-04-13
N
N
N
18550000.00
18543597.68
0.0096
N/A
N
18544880.20
18544880.20
SHEFFIELD RECEIVABLES
SHEFFIELD RECEIVABLES 82124MPA2 DCP 02/10/2011
82124MPA2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-10
2011-02-10
N
N
N
6000000.00
5999625.00
0.0031
N/A
N
5999580.00
5999580.00
JUPITER SECUR CORP
JUPITER SECUR CORP 4820P3PB3 DCP 02/11/2011
4820P3PB3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-11
2011-02-11
N
N
N
10000000.00
9999388.89
0.0052
N/A
N
9999100.00
9999100.00
FALCON ASSET SECURITIZATION CO LLC
FALCON ASSET SECURITIZATION C 30603BPQ0 DCP 02/24/2011
30603BPQ0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-24
2011-02-24
N
N
N
3000000.00
2999520.83
0.0016
N/A
N
2999580.00
2999580.00
THUNDER BAY FUNDING INC
THUNDER BAY FUNDING INC 88602UR10 DCP 04/01/2011
88602UR10
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
2571000.00
2569904.47
0.0013
N/A
N
2569663.08
2569663.08
JUPITER SECUR CORP
JUPITER SECUR CORP 4820P3QQ9 DCP 03/24/2011
4820P3QQ9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-24
2011-03-24
N
N
N
11010000.00
11006100.62
0.0057
N/A
N
11005155.60
11005155.60
JUPITER SECUR CORP
JUPITER SECUR CORP 4820P3P15 DCP 02/01/2011
4820P3P15
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
N
N
N
8000000.00
8000000.00
0.0042
N/A
N
8000000.00
8000000.00
MISSOURI STATE HEALTH & EDUCATIONAL FACILITIES AUTHORITY
MO H/E VAR-WA UNIV-B 00.2700 09/01/2030
606901LC8
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
Y
WASHINGTON UNIVERSITY
N/A
N/A
Y
WASHINGTON UNIVERSITY
N/A
N/A
N
3100000.00
3100000.00
0.0016
N/A
N
3100000.00
3100000.00
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA P/P 144A 00.7013 02/15/2012
78008FAM6
Other Note
First Tier Security
N/A
N/A
2011-02-15
2012-02-15
N
N
N
29425000.00
29431458.50
0.0153
N/A
N
29545995.60
29545995.60
HOUSTON INDEPENDENT SCHOOL DISTRICT
HOUSTON ISD VAR-SCHOO 00.2800 06/15/2031
4424022G7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-02-07
2011-02-07
Y
HOUSTON INDEPENDENT SCHOOL DISTRICT
N/A
N/A
Y
PSF
N/A
N/A
Y
Stand-by Purchase Agreement
BANK OF AMERICA N.A.
N/A
N/A
5400000.00
5400000.00
0.0028
N/A
N
5400000.00
5400000.00
MISSOURI STATE HEALTH & EDUCATIONAL FACILITIES AUTHORITY
MO H/E VAR-WA UNIV-D 00.2500 09/01/2030
606901LE4
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
Y
WASHINGTON UNIVERSITY
N/A
N/A
Y
WASHINGTON UNIVERSITY
N/A
N/A
Y
Stand-by Purchase Agreement
JP MORGAN CHASE BANK
N/A
N/A
4500000.00
4500000.00
0.0023
N/A
N
4500000.00
4500000.00
UNIVERSITY OF WISCONSIN HOSPITALS & CLINICS AUTHORITY
UNIV WI HSP-VAR-RF-B 00.2700 04/01/2034
915260BD4
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
Y
UNIVERSITY OF WISCONSIN HOSPITALS & CLINICS AUTHORITY
N/A
N/A
Y
US BANCORP
N/A
N/A
N
11100000.00
11100000.00
0.0058
N/A
N
11100000.00
11100000.00
CITY OF MURRAY UT
MURRAY CITY HSP-VAR-B 00.2700 05/15/2037
626853CG8
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
Y
IHC HEALTH SERVICES INC
N/A
N/A
Y
IHC HEALTH SERVICES INC
N/A
N/A
Y
Stand-by Purchase Agreement
JP MORGAN CHASE BANK
N/A
N/A
13600000.00
13600000.00
0.0071
N/A
N
13600000.00
13600000.00
CITY OF RENO NV
RENO S/TAX-VAR-RF-RET 00.2700 06/01/2042
759861CF2
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
Y
CITY OF RENO NV SALES TAX
N/A
N/A
Y
BANK OF NEW YORK MELLON/THE
N/A
N/A
N
19200000.00
19200000.00
0.0100
N/A
N
19200000.00
19200000.00
MISSOURI STATE HEALTH & EDUCATIONAL FACILITIES AUTHORITY
MO H/E VAR-REF-A-SIST 00.2700 06/01/2016
60635R2V8
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
Y
SISTERS OF MERCY HEALTH SYSTEM
N/A
N/A
Y
SISTERS OF MERCY HEALTH SYSTEM
N/A
N/A
Y
Stand-by Purchase Agreement
BANK OF AMERICA N.A.
N/A
N/A
4150000.00
4150000.00
0.0022
N/A
N
4150000.00
4150000.00
UNITED STATES OF AMERICA
US TREASURY N/B 01.1250 01/15/2012
912828KB5
Treasury Debt
First Tier Security
N/A
N/A
2012-01-15
2012-01-15
N
N
N
39500000.00
39802036.23
0.0207
N/A
N
39813235.00
39813235.00
OKLAHOMA TURNPIKE AUTHORITY
OK ST TPK-VAR-REF-B 00.2600 01/01/2028
679111SX3
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
Y
OKLAHOMA TURNPIKE AUTHORITY
N/A
N/A
Y
OKLAHOMA ST TURNPIKE AUTH
N/A
N/A
Y
Stand-by Purchase Agreement
LLOYDS TSB BANK PLC
N/A
N/A
6900000.00
6900000.00
0.0036
N/A
N
6900000.00
6900000.00
SAN ANTONIO EDUCATION FACILITIES CORP
SAN ANTONIO ED-VAR-RF 00.2700 06/01/2033
796247AB0
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
Y
TRINITY UNIVERSITY
N/A
N/A
Y
TRINITY UNIVERSITY
N/A
N/A
Y
Stand-by Purchase Agreement
BANK OF AMERICA N.A.
N/A
N/A
8400000.00
8400000.00
0.0044
N/A
N
8400000.00
8400000.00
LLOYDS TSB BANK PLC/NEW YORK NY
LLOYDS TSB BANK PLC NY 01.2606 05/06/2011
53943NF29
Certificate of Deposit
First Tier Security
N/A
N/A
2011-02-07
2011-02-07
N
N
N
15500000.00
15500000.00
0.0081
N/A
N
15500124.00
15500124.00
CITY OF CHICAGO IL
CHICAGO WSTWTR-RF-C3 00.2700 01/01/2039
167727RF5
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
Y
CITY OF CHICAGO IL WASTEWATER TRANSMISSION SYSTEM
N/A
N/A
Y
NORTHERN TRUST CORP
N/A
N/A
N
4000000.00
4000000.00
0.0021
N/A
N
4000000.00
4000000.00
FEDERAL FARM CREDIT BANK
FEDERAL FARM CREDIT BANK 00.2700 02/28/2011
31331GM30
Government Agency Debt
First Tier Security
N/A
N/A
2011-02-28
2011-02-28
N
N
N
23000000.00
23000000.00
0.0120
N/A
N
23000414.00
23000414.00
CITY OF MURRAY UT
MURRAY CITY HSP-VAR-A 00.2700 05/15/2037
626853CF0
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
Y
IHC HEALTH SERVICES INC
N/A
N/A
Y
IHC HOSPITALS INC
N/A
N/A
Y
Stand-by Purchase Agreement
JP MORGAN CHASE BANK
N/A
N/A
7390000.00
7390000.00
0.0038
N/A
N
7390000.00
7390000.00
INDIANA FINANCE AUTHORITY
IN FIN-VAR-LSE APP-A2 00.2700 02/01/2037
455057TQ2
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
Y
LUCAS OIL STADIUM
N/A
N/A
Y
INDIANA FINANCE AUTHORITY
N/A
N/A
Y
Stand-by Purchase Agreement
JP MORGAN CHASE BANK
N/A
N/A
11500000.00
11500000.00
0.0060
N/A
N
11500000.00
11500000.00
UNITED STATES OF AMERICA
US TREASURY N/B 01.0000 10/31/2011
912828LT5
Treasury Debt
First Tier Security
N/A
N/A
2011-10-31
2011-10-31
N
N
N
21775000.00
21897579.67
0.0114
N/A
N
21899182.83
21899182.83
UNITED STATES OF AMERICA
US TREASURY N/B 00.7500 11/30/2011
912828MM9
Treasury Debt
First Tier Security
N/A
N/A
2011-11-30
2011-11-30
N
N
N
20000000.00
20080072.05
0.0104
N/A
N
20082820.00
20082820.00
OKLAHOMA CAPITAL IMPROVEMENT AUTHORITY
OK IMPT-HGR ED-D2-9/1 00.2500 07/01/2032
67908NSK8
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
Y
OKLAHOMA CAPITAL IMPROVEMENT AUTHORITY
N/A
N/A
Y
OKLAHOMA CAPITAL IMPROVEMENT AUTHORITY
N/A
N/A
Y
Stand-by Purchase Agreement
BANK OF AMERICA N.A.
N/A
N/A
2800000.00
2800000.00
0.0015
N/A
N
2800000.00
2800000.00
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 00.2606 02/04/2011
89112YAJ2
Certificate of Deposit
First Tier Security
N/A
N/A
2011-02-04
2011-02-04
N
N
N
25700000.00
25700000.00
0.0134
N/A
N
25699948.60
25699948.60
DNB NOR BANK ASA
DNB NOR BANK ASA - 03/01/2011 00.3506 03/01/2011
2332K4AJ3
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-02-03
2011-03-01
N
N
N
24300000.00
24300000.00
0.0126
N/A
N
24299050.60
24299050.60
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKE P/P 144A 00.3344 02/11/2011
86959JBD9
Other Note
First Tier Security
N/A
N/A
2011-02-11
2011-02-11
N
N
N
27000000.00
27000000.00
0.0140
N/A
N
27000297.00
27000297.00
WESTPAC BANKING CORP
WESTPAC BANKING CORP USD 00.3744 05/27/2011
91621CBF7
Other Note
First Tier Security
N/A
N/A
2011-04-28
2011-05-27
N
N
N
18000000.00
18000000.00
0.0094
N/A
N
17997966.00
17997966.00
WESTPAC BANKING CORP
WESTPAC BANKING CORP P/P 144A 00.3106 07/01/2011
91621CBC4
Other Note
First Tier Security
N/A
N/A
2011-02-04
2011-07-01
N
N
N
16000000.00
16000000.00
0.0083
N/A
N
15997376.00
15997376.00
JPMORGAN CHASE BANK NA
JP MORGAN CHASE BANK NA 00.2600 06/21/2011
48125LAG7
Other Note
First Tier Security
N/A
N/A
2011-02-22
2011-06-21
N
N
N
30800000.00
30800000.00
0.0160
N/A
N
30797936.40
30797936.40
NORDEA BANK AB
NORDEA BANK AB P/P 144A 00.3144 06/20/2011
65557NAH2
Other Note
First Tier Security
N/A
N/A
2011-02-18
2011-06-20
N
N
N
26100000.00
26100000.00
0.0136
N/A
N
26097520.50
26097520.50
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BK AUST P/P 144A 00.3744 06/28/2011
20271FAQ9
Other Note
First Tier Security
N/A
N/A
2011-04-27
2011-06-28
N
N
N
25400000.00
25400000.00
0.0132
N/A
N
25403683.00
25403683.00
RABOBANK NEDERLAND
RABOBANK NEDERLAND P/P 144A 00.3544 06/16/2011
74977RBZ6
Other Note
First Tier Security
N/A
N/A
2011-02-16
2011-06-16
N
N
N
12000000.00
12000000.00
0.0062
N/A
N
12005124.00
12005124.00
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257MXY1 DCP 02/02/2011
86257MXY1
Government Agency Debt
First Tier Security
N/A
N/A
2011-02-02
2011-02-02
N
N
N
13000000.00
12999906.11
0.0068
N/A
N
12999870.00
12999870.00
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.2900 02/01/2011
57421QDW0
Other Commercial Paper
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
9600000.00
9600000.00
0.0050
N/A
N
9600000.00
9600000.00
GENERAL ELECTRIC CAPITAL SVC
GENERAL ELECTRIC CAPITAL SVC 36959SPN7 DCP 02/22/2011
36959SPN7
Other Commercial Paper
First Tier Security
N/A
N/A
2011-02-22
2011-02-22
N
N
N
28500000.00
28495843.75
0.0148
N/A
N
28496865.00
28496865.00
CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY
CALIFORNIA EDUCATIONAL FACILI 00.2700 02/23/2011
13018ADE7
Other Commercial Paper
First Tier Security
N/A
N/A
2011-02-23
2011-02-23
N
N
N
6000000.00
6000000.00
0.0031
N/A
N
5999880.00
5999880.00
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601WP86 DCP 02/08/2011
30601WP86
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-08
2011-02-08
N
N
N
5011000.00
5010736.92
0.0026
N/A
N
5010699.34
5010699.34
FCAR OWNER TRUST I
FCAR OWNER TRUST I 3024A1P31 DCP 02/03/2011
3024A1P31
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-03
2011-02-03
N
N
N
4340000.00
4339930.08
0.0023
N/A
N
4339913.20
4339913.20
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257LK43 DCP 02/14/2011
86257LK43
Government Agency Debt
First Tier Security
N/A
N/A
2011-02-14
2011-02-14
N
N
N
9000000.00
8999220.00
0.0047
N/A
N
8999370.00
8999370.00
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 20272EQ76 DCP 03/07/2011
20272EQ76
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
N
N
N
5250000.00
5248562.08
0.0027
N/A
N
5248740.00
5248740.00
ALPINE SECURITIZATION
ALPINE SECURITIZATION 02086MPA6 DCP 02/10/2011
02086MPA6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-10
2011-02-10
N
N
N
5000000.00
4999687.50
0.0026
N/A
N
4999650.00
4999650.00
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601WQ28 DCP 03/02/2011
30601WQ28
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
N
10080000.00
10077767.00
0.0052
N/A
N
10077782.40
10077782.40
ROCHE HOLDINGS INC
ROCHE HLDGS INC P/P 144A 02.2875 02/25/2011
771196AX0
Other Note
First Tier Security
N/A
N/A
2011-02-25
2011-02-25
N
N
N
15750000.00
15771381.23
0.0082
N/A
N
15771467.25
15771467.25
UNIVERSITY OF VIRGINIA
UNIVERSITY OF VIRGINIA 00.2800 03/02/2011
91521MKM1
Other Commercial Paper
First Tier Security
N/A
N/A
2011-03-02
2011-03-02
N
N
N
7000000.00
7000000.00
0.0036
N/A
N
6999860.00
6999860.00
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 00.2700 03/09/2011
05252A9F0
Certificate of Deposit
First Tier Security
N/A
N/A
2011-03-09
2011-03-09
N
N
N
30600000.00
30600000.00
0.0159
N/A
N
30600306.00
30600306.00
UNIVERSITY OF VIRGINIA
UNIVERSITY OF VIRGINIA 00.2700 03/03/2011
91521MKS8
Other Commercial Paper
First Tier Security
N/A
N/A
2011-03-03
2011-03-03
N
N
N
14500000.00
14500000.00
0.0075
N/A
N
14499710.00
14499710.00
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257MZE3 DCP 03/09/2011
86257MZE3
Government Agency Debt
First Tier Security
N/A
N/A
2011-03-09
2011-03-09
N
N
N
13000000.00
12996750.00
0.0068
N/A
N
12997400.00
12997400.00
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601WPA1 DCP 02/10/2011
30601WPA1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-10
2011-02-10
N
N
N
9693000.00
9692369.96
0.0050
N/A
N
9692321.49
9692321.49
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257LM74 DCP 03/09/2011
86257LM74
Government Agency Debt
First Tier Security
N/A
N/A
2011-03-09
2011-03-09
N
N
N
13000000.00
12996750.00
0.0068
N/A
N
12997400.00
12997400.00
NATIXIS/NEW YORK NY
NATIXIS NY BRANCH 00.3213 07/01/2011
63873BS32
Certificate of Deposit
First Tier Security
N/A
N/A
2011-02-17
2011-02-17
N
N
N
9625000.00
9625000.00
0.0050
N/A
N
9625394.63
9625394.63
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN/NEW YOR 86958UPN8 DCP 02/22/2011
86958UPN8
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-02-22
2011-02-22
N
N
N
1200000.00
1199811.00
0.0006
N/A
N
1199844.00
1199844.00
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 00.2800 03/17/2011
06417DVK8
Certificate of Deposit
First Tier Security
N/A
N/A
2011-03-17
2011-03-17
N
N
N
16450000.00
16450000.00
0.0086
N/A
N
16450658.00
16450658.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MP71 DCP 02/07/2011
56274MP71
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-07
2011-02-07
N
N
N
4000000.00
3999813.33
0.0021
N/A
N
3999800.00
3999800.00
VARIABLE FUNDING CAPITAL CO LLC
VARIABLE FUNDING CAPITAL CO L 92217MPH4 DCP 02/17/2011
92217MPH4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-17
2011-02-17
N
N
N
30000000.00
29996533.33
0.0156
N/A
N
29996400.00
29996400.00
FALCON ASSET SECURITIZATION CO LLC
FALCON ASSET SECURITIZATION C 30603BPB3 DCP 02/11/2011
30603BPB3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-11
2011-02-11
N
N
N
20400000.00
20398596.67
0.0106
N/A
N
20398776.00
20398776.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MPG1 DCP 02/16/2011
56274MPG1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-16
2011-02-16
N
N
N
1300000.00
1299848.33
0.0007
N/A
N
1299844.00
1299844.00
FALCON ASSET SECURITIZATION CO LLC
FALCON ASSET SECURITIZATION C 30603BPP2 DCP 02/23/2011
30603BPP2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-23
2011-02-23
N
N
N
5802000.00
5801113.58
0.0030
N/A
N
5801245.74
5801245.74
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601WPJ2 DCP 02/18/2011
30601WPJ2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-18
2011-02-18
N
N
N
5200000.00
5199435.22
0.0027
N/A
N
5199324.00
5199324.00
FCAR OWNER TRUST I
FCAR OWNER TRUST I 3024A1Q48 DCP 03/04/2011
3024A1Q48
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-04
2011-03-04
N
N
N
25000000.00
24994402.78
0.0130
N/A
N
24994500.00
24994500.00
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN/NEW YOR 86958UR89 DCP 04/08/2011
86958UR89
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-04-08
2011-04-08
N
N
N
1200000.00
1199362.00
0.0006
N/A
N
1199352.00
1199352.00
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257LQ47 DCP 04/06/2011
86257LQ47
Government Agency Debt
First Tier Security
N/A
N/A
2011-04-06
2011-04-06
N
N
N
10436000.00
10431361.78
0.0054
N/A
N
10430990.72
10430990.72
SHEFFIELD RECEIVABLES
SHEFFIELD RECEIVABLES 82124MP95 DCP 02/09/2011
82124MP95
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-09
2011-02-09
N
N
N
18100000.00
18099034.67
0.0094
N/A
N
18098733.00
18098733.00
CANADIAN IMPERIAL BANK OF COMMERCE/CANADA
CANADIAN IMPERIAL BANK OF COM 13607FQ82 DCP 03/08/2011
13607FQ82
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-03-08
2011-03-08
N
N
N
19170000.00
19165899.75
0.0100
N/A
N
19164824.10
19164824.10
TORONTO-DOMINION BANK/NY
TORONTO-DOMINION BANK/NY 89116FQB9 DCP 03/11/2011
89116FQB9
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
N
4000000.00
3998986.67
0.0021
N/A
N
3999240.00
3999240.00
YALE UNIVERSITY
YALE UNIVERSITY 98459SQF8 DCP 03/15/2011
98459SQF8
Other Commercial Paper
First Tier Security
N/A
N/A
2011-03-15
2011-03-15
N
N
N
17500000.00
17495712.50
0.0091
N/A
N
17494750.00
17494750.00
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UP79 DCP 02/07/2011
53127UP79
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-07
2011-02-07
N
N
N
10000000.00
9999600.00
0.0052
N/A
N
9999500.00
9999500.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MQG0 DCP 03/16/2011
56274MQG0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-16
2011-03-16
N
N
N
5400000.00
5398129.51
0.0028
N/A
N
5398002.00
5398002.00
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646LQ78 DCP 03/07/2011
92646LQ78
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
N
N
N
14066000.00
14062280.32
0.0073
N/A
N
14062061.52
14062061.52
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KP19 DCP 02/01/2011
11765KP19
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
N
N
N
4301000.00
4301000.00
0.0022
N/A
N
4300956.99
4300956.99
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KPA9 DCP 02/10/2011
11765KPA9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-10
2011-02-10
N
N
N
18300000.00
18298902.00
0.0095
N/A
N
18298536.00
18298536.00
NORDEA NORTH AMERICA INC
NORDEA NORTH AMERICA INC 6555P1R74 DCP 04/07/2011
6555P1R74
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
N
N
N
4000000.00
3997941.67
0.0021
N/A
N
3997880.00
3997880.00
ALPINE SECURITIZATION
ALPINE SECURITIZATION 02086MPG3 DCP 02/16/2011
02086MPG3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-16
2011-02-16
N
N
N
13500000.00
13498650.00
0.0070
N/A
N
13498380.00
13498380.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MQ88 DCP 03/08/2011
56274MQ88
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-08
2011-03-08
N
N
N
10000000.00
9997083.34
0.0052
N/A
N
9997100.00
9997100.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MPQ9 DCP 02/24/2011
56274MPQ9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-24
2011-02-24
N
N
N
8400000.00
8398390.00
0.0044
N/A
N
8398404.00
8398404.00
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 38346MQG2 DCP 03/16/2011
38346MQG2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-16
2011-03-16
N
N
N
14000000.00
13995401.38
0.0073
N/A
N
13994820.00
13994820.00
OLD LINE FUNDING CORP
OLD LINE FUNDING CORP 67983UPF4 DCP 02/15/2011
67983UPF4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-15
2011-02-15
N
N
N
28011000.00
28008494.57
0.0146
N/A
N
28009039.23
28009039.23
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UP12 DCP 02/01/2011
53127UP12
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
N
N
N
4000000.00
4000000.00
0.0021
N/A
N
3999960.00
3999960.00
SHEFFIELD RECEIVABLES
SHEFFIELD RECEIVABLES 82124MPR5 DCP 02/25/2011
82124MPR5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-25
2011-02-25
N
N
N
5000000.00
4999200.00
0.0026
N/A
N
4999100.00
4999100.00
ALPINE SECURITIZATION
ALPINE SECURITIZATION 02086MPJ7 DCP 02/18/2011
02086MPJ7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-18
2011-02-18
N
N
N
10600000.00
10598798.66
0.0055
N/A
N
10598622.00
10598622.00
THUNDER BAY FUNDING INC
THUNDER BAY FUNDING INC 88602UPH7 DCP 02/17/2011
88602UPH7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-17
2011-02-17
N
N
N
5009000.00
5008465.71
0.0026
N/A
N
5008348.83
5008348.83
THUNDER BAY FUNDING INC
THUNDER BAY FUNDING INC 88602UPB0 DCP 02/11/2011
88602UPB0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-11
2011-02-11
N
N
N
5587000.00
5586627.53
0.0029
N/A
N
5586497.17
5586497.17
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E1PR6 DCP 02/25/2011
6385E1PR6
Other Commercial Paper
First Tier Security
N/A
N/A
2011-02-25
2011-02-25
N
N
N
9850000.00
9848358.33
0.0051
N/A
N
9848227.00
9848227.00
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137SPB8 DCP 02/11/2011
98137SPB8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-11
2011-02-11
N
N
N
9598000.00
9597306.81
0.0050
N/A
N
9597232.16
9597232.16
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137SP36 DCP 02/03/2011
98137SP36
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-03
2011-02-03
N
N
N
7200000.00
7199896.00
0.0037
N/A
N
7199856.00
7199856.00
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137SP10 DCP 02/01/2011
98137SP10
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
N
N
N
14831000.00
14831000.00
0.0077
N/A
N
14830851.69
14830851.69
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 38346MQN7 DCP 03/22/2011
38346MQN7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-22
2011-03-22
N
N
N
1000000.00
999618.89
0.0005
N/A
N
999580.00
999580.00
HSBC USA INC
HSBC USA INC 40427SQX0 DCP 03/31/2011
40427SQX0
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-03-31
2011-03-31
N
N
N
20000000.00
19992266.67
0.0104
N/A
N
19990600.00
19990600.00
FNMA
FNMA 313588EP6 GDC 04/20/2011
313588EP6
Government Agency Debt
First Tier Security
N/A
N/A
2011-04-20
2011-04-20
N
N
N
10000000.00
9996100.00
0.0052
N/A
N
9996970.00
9996970.00
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137SP28 DCP 02/02/2011
98137SP28
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-02
2011-02-02
N
N
N
3000000.00
2999977.50
0.0016
N/A
N
2999970.00
2999970.00
STATE STREET BANK AND TRUST CO
STATE STREET BANK AND TRUST C 00.3400 02/08/2011
8574P0X86
Certificate of Deposit
First Tier Security
N/A
N/A
2011-02-08
2011-02-08
N
N
N
20000000.00
20000531.96
0.0104
N/A
N
20000800.00
20000800.00
VARIABLE FUNDING CAPITAL CO LLC
VARIABLE FUNDING CAPITAL CO L 92217MQW0 DCP 03/30/2011
92217MQW0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-30
2011-03-30
N
N
N
5000000.00
4998020.83
0.0026
N/A
N
4997750.00
4997750.00
DNB NOR BANK ASA
DNB NOR BANK ASA 00.2450 04/01/2011
8465SB9E4
Certificate of Deposit
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
5000000.00
5000040.95
0.0026
N/A
N
5000040.95
5000040.95
US BANK NA/CAYMAN ISLANDS
US BANK NA/CAYMAN ISLANDS 99638P9W8 TD 02/01/2011
99638P9W8
Other Instrument
Time Deposit
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
N
N
N
28700000.00
28700000.00
0.0149
N/A
N
28700000.00
28700000.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KPU5 DCP 02/28/2011
11765KPU5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-02-28
2011-02-28
N
N
N
6607000.00
6605810.74
0.0034
N/A
N
6605810.74
6605810.74
HSBC USA INC
HSBC USA INC 40427SS26 DCP 05/02/2011
40427SS26
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
9000000.00
8994375.00
0.0047
N/A
N
8994375.00
8994375.00
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 00.2600 05/02/2011
6325259U7
Certificate of Deposit
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
29000000.00
29000716.59
0.0151
N/A
N
29000716.59
29000716.59
MERRILL LYNCH, PIERCE, FENNER & SMITH INC.
REPO TRIPA CORPO 0.32 02/01/2011
TRIPARTY2
Other Repurchase Agreement
N
CARGILL INC
2013-01-22
5.20%
Other Note
821846.29
886542.03
CATERPLR FIN SRV
2013-02-08
4.25%
Other Note
6732428.40
7285454.40
CREDIT SUISSE
2020-08-05
4.38%
Other Note
6951432.60
6883717.92
HSBC FINANCE CORP
2014-01-15
0.78%
Other Note
4166908.64
4028879.22
HSBC FNC
2014-09-15
5.65%
Other Note
57742.20
61775.17
HSBC FNC CORP INTNTS
2011-08-15
5.40%
Other Note
85833.00
88156.50
JP MORGAN & CO
2037-05-15
6.00%
Other Note
66585.60
64068.44
JPMORGAN & CO. JPMORGA
2037-11-16
6.25%
Other Note
94676.40
92635.91
LLOYDS TSB BANK PLC
2015-01-12
4.38%
Other Note
7504925.40
7491484.29
MORGAN STANLEY
2030-08-26
0.00%
Other Note
52020.00
50329.35
NATL AGRICULT
2016-01-28
4.25%
Other Note
1014390.00
1019436.10
NAT'L CITY BK CLEVELAN
2011-12-15
6.20%
Other Note
2976408.05
3134313.12
NATIONWIDE LIFE GLOBAL
2011-03-15
5.35%
Other Note
7803000.00
7995664.73
ROYAL BANK OF SCOTLAND
2014-08-25
4.88%
Other Note
7803000.00
8164708.06
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
N
N
N
45000000.00
45000000.00
0.0234
N/A
N
45000000.00
45000000.00
BNP PARIBAS SECURITIES CORP
REPO TRIPA CORPO 0.28 02/01/2011
TRIPARTY2
Other Repurchase Agreement
N
BNK OF AMERICA CORP
2014-09-15
0.63%
Other Note
5012244.90
4849031.14
FEDERATIVE REPUBLIC OF BRAZIL
2034-01-20
8.25%
Treasury Debt
5713993.02
7767578.31
GOLDMAN SACHS INC
2016-03-22
0.75%
Other Note
27128000.00
25818953.12
PCCW-HKT CAPITAL LIMITED
2011-11-15
8.00%
Other Note
2468947.43
2510762.54
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
N
N
N
39000000.00
39000000.00
0.0203
N/A
N
39000000.00
39000000.00
DEUTSCHE BANK SECURITIES INC
REPO TRIPA CORPO 0.3 02/01/2011
TRIPARTY2
Other Repurchase Agreement
N
AMERICAN EXPRESS CR ACCT SEC
2014-01-15
5.65%
Other Note
2065835.94
2108041.19
BUSINESS LOAN EXPRESS BUS LOAN TRU
2031-02-25
0.69%
Other Note
7063784.91
919222.30
CDC MORTGAGE CAPITAL TRUST
2034-03-25
1.24%
Other Note
2789845.64
2028797.90
CITIBANK CREDIT CARD ISSUANCE TRUST
2014-07-15
0.00%
Other Note
3688715.00
3635143.79
L AIRLINES 99-1
2020-08-02
6.55%
Other Note
4980705.05
2498368.10
GABS DELTA FDG98-1
2030-05-25
7.79%
Other Note
4858709.14
2381417.18
EASTL 2007-1A
2022-05-01
0.00%
Other Note
4699000.00
3715838.57
ABS GREENTREE95-6
2026-10-15
8.10%
Other Note
2124659.43
1858414.10
THE KROGER CO
2017-08-15
6.40%
Other Note
3710973.22
4377319.70
MESA WEST CAPITAL
2047-06-25
0.00%
Other Note
9998062.30
8128924.55
NATIONWIDE MUTUAL INS CO
2024-12-15
5.81%
Other Note
2960370.00
2743060.75
RESI ASSET MTG PROD
2034-05-25
1.16%
Other Note
4421695.09
1944379.68
2010 U HAUL S FLEET LLC 2010 T1 LLC
2023-10-25
4.90%
Other Note
4699000.00
4612857.47
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
N
N
N
39000000.00
39000000.00
0.0203
N/A
N
39000000.00
39000000.00
J.P. MORGAN SECURITIES
REPO TRIPA CORPO 0.35 02/01/2011
TRIPARTY2
Other Repurchase Agreement
N
AVNET INC
2015-09-01
6.00%
Other Note
478299.00
528383.28
CNA FINANCIAL CORP
2020-08-15
5.88%
Other Note
4608128.00
4768182.37
CONSOL ENERGY INC
2012-03-01
7.88%
Other Note
360010.00
394244.69
DELHAIZE GROUP
2017-06-15
6.50%
Other Note
406297.00
472486.16
DELHAIZE GROUP
2014-02-01
5.88%
Other Note
827508.70
937408.94
DELHAIZE GROUP
2040-10-01
5.70%
Other Note
5143000.00
4933182.89
ENERGY TRANSFER PART
2018-07-01
6.70%
Other Note
2273206.00
2653025.83
CB ENTERPRISE PRODUC
2011-02-01
7.50%
Other Note
308580.00
320087.46
ENTERPRISE PRODUCTS
2014-01-31
9.75%
Other Note
3558956.00
4373897.43
ENTERPRISE PRODUCTS
2039-10-15
6.13%
Other Note
25715.00
26362.62
ENTERPRISE PRODUCTS
2020-09-01
5.20%
Other Note
1402496.10
1469116.19
ENTERPRISE PRODUCTS
2041-02-01
5.95%
Other Note
51430.00
50722.31
NEXEN, INC.
2013-11-20
5.05%
Other Note
746249.30
806247.29
NEXEN INC
2037-05-15
6.40%
Other Note
2468640.00
2401427.26
NEXEN INC
2019-07-30
6.20%
Other Note
20572.00
22232.57
NISOURCE FINANCE COR
2018-03-15
6.40%
Other Note
3124886.80
3621420.95
NISOURCE FINANCE COR
2019-01-15
6.80%
Other Note
4211602.70
4898102.92
PANHANDLE EAST PIPE
2018-06-15
7.00%
Other Note
462870.00
517914.48
QWEST CORPORATION
2015-06-15
7.63%
Other Note
822880.00
954155.06
QWEST CORP
2016-05-01
8.38%
Other Note
340466.60
414758.06
REYNOLDS AMERICAN IN
2015-07-15
7.30%
Other Note
2057.20
2338.69
CB SOUTHERN UNION CO
2029-11-15
8.25%
Other Note
360010.00
395772.48
SUNOCO INC
2015-04-15
9.63%
Other Note
303437.00
369654.04
TECO ENERGY INC
2015-05-01
6.75%
Other Note
3123858.20
3587837.06
TECO FINANCE INC
2017-11-01
6.57%
Other Note
742649.20
856108.79
UIL HOLDINGS CORPORA
2020-10-01
4.63%
Other Note
225263.40
216646.48
UNITED BUSINESS
2020-11-03
5.75%
Other Note
210863.00
204970.60
US WEST COMM CORP BO
2033-09-15
6.88%
Other Note
2587443.30
2621852.75
US WESTCOMMUNITN 10/
2035-10-15
7.25%
Other Note
1175175.50
1211777.29
VULCAN MATERIALS 5.6
2012-11-30
5.60%
Other Note
14400.40
15236.66
WILLIAMS PARTNERS LP
2020-11-15
4.13%
Other Note
3355807.50
3208726.73
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
N
N
N
45000000.00
45000000.00
0.0234
N/A
N
45000000.00
45000000.00
CITIGROUP GLOBAL MARKETS INC
REPO TRIPA CORPO 0.35 02/01/2011
TRIPARTY2
Other Repurchase Agreement
N
ALTRIA GROUP INC
2038-11-10
9.95%
Other Note
1237883.26
1696367.36
AMER EXP BANK,FSB
2012-06-12
0.49%
Other Note
5543340.00
5529675.67
AMERICAN EXP
2012-10-17
5.55%
Other Note
624250.00
676969.99
AMEX CENTURION BANK
2017-06-12
5.95%
Other Note
49940.00
56142.98
MAEX CENTURION BK
2012-10-17
5.55%
Other Note
374550.00
406182.00
AMERICAN EXP CRT CP
2012-02-24
0.38%
Other Note
2629341.00
2624430.16
AMERICAN EXP CRT
2015-09-15
2.75%
Other Note
764082.00
760669.95
AMERICAN INTL
2016-10-18
5.60%
Other Note
349580.00
374170.23
AMERICAN INTL
2011-10-18
0.63%
Other Note
124850.00
124273.68
AVALONBAY COMM INC
2020-03-16
6.10%
Other Note
323611.20
371293.51
BP CAPITAL MARKETS PLC,GB
2015-03-10
3.88%
Other Note
1102677.70
1174811.66
CATERPILAR FIN SRV CO
2013-09-30
6.20%
Other Note
1337892.60
1536126.66
CATERPLR FIN SRV CO
2019-02-15
7.15%
Other Note
2497.00
3157.63
CITGROUP FDG
2025-04-28
5.25%
Other Note
24970.00
24135.07
JOHN DEERE CAPITAL CO
2017-04-13
5.50%
Other Note
649220.00
743830.83
JOHN DEERE CAPITAL CO
2012-01-17
5.35%
Other Note
495904.20
519370.66
JOHN DEERE CAP
2012-12-17
4.95%
Other Note
491909.00
532447.22
DIRECTV HOLDINGS LLC
2021-02-15
4.60%
Other Note
1835284.01
1846499.64
MNWALT DISNEY CO
2039-04-01
4.75%
Other Note
1039750.80
1034602.30
R R DONNELLEY & SONS CO
2017-01-15
6.13%
Other Note
866490.96
887349.32
GOLDMAN SACHS GRP INC
2012-08-01
3.63%
Other Note
676187.60
712772.73
HBOS PLC
2018-05-21
6.75%
Other Note
566819.00
531690.39
ITAU UNIBANCO HOLDING
2021-01-22
5.75%
Other Note
27966.40
27237.53
KINDER MORGAN
2020-09-15
5.30%
Other Note
1061644.50
1132522.24
KROGER CO
2018-05-01
7.00%
Other Note
843986.00
980585.13
LLOYDS PLC
2020-09-14
6.50%
Other Note
229724.00
220869.54
MDC HLDGS INC
2015-07-01
5.38%
Other Note
2826604.00
2961289.33
MACQUARIE GROUP LIMITE
2021-01-14
6.25%
Other Note
2265777.80
2287192.55
MAYTAG CORP.
2015-05-15
5.00%
Other Note
1203554.00
1261247.03
MCDONALDS CORP
2012-03-01
5.75%
Other Note
249700.00
267782.86
MCDONALDS CORP
2019-02-01
5.00%
Other Note
237215.00
267604.61
MCDONALD CORP
2039-02-01
5.70%
Other Note
372053.00
405370.35
MORGAN & CO
2012-02-15
7.18%
Other Note
1248500.00
1322418.97
MYRAID INTL HLDGS B V
2017-07-28
6.38%
Other Note
784207.82
821874.30
NATL AGRICULT
2016-01-28
4.25%
Other Note
199760.00
200753.71
NATIONWIDE BLDG SOC
2015-08-03
5.00%
Other Note
149820.00
149427.47
NATIONWIDE BLDG SOC
2014-01-15
5.25%
Other Note
749100.00
792768.78
PNC BANK NA
2017-09-21
4.88%
Other Note
699160.00
737952.31
PEMEX PJT FDG MST TRST
2012-12-03
1.14%
Other Note
199760.00
199126.89
PEMEX PJT FDG MST TRST
2012-12-03
0.90%
Other Note
847481.80
844477.94
PETROLEOS MEXICANOS
2049-09-29
6.63%
Other Note
102876.40
105202.51
PITNEY BOWES
2037-01-15
5.25%
Other Note
129844.00
135357.61
PROTECTIVE LIFE SEC TR
2012-10-15
4.00%
Other Note
27467.00
28018.48
PRUDENTIAL FINACIAL INC
2013-07-15
4.50%
Other Note
1498200.00
1593560.43
PRUDENTIAL FINANCIAL INC
2019-06-15
7.38%
Other Note
197263.00
236341.51
PUBLIC SER ELEC & GAS
2020-08-17
3.50%
Other Note
249700.00
243606.21
SOC GEN
2049-09-29
0.00%
Other Note
712970.91
534728.18
TELEFONICA EMISIONES S.A.U
2017-07-03
6.22%
Other Note
1362797.18
1495749.70
UBS AG
2016-07-15
5.88%
Other Note
99880.00
107850.53
UNICREDIT LUX FIN
2017-10-31
6.00%
Other Note
169796.00
162743.81
UNION BANK OF CA NA
2016-05-11
5.95%
Other Note
149820.00
165109.46
UTD MEXICAN STS
2033-04-08
7.50%
Other Note
299.64
358.01
UTD MEXICAN STS
2012-10-12
5.75%
Other Note
1997.60
1782.68
XEROX CORPORATION
2016-04-01
7.20%
Other Note
749100.00
878274.80
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
N
N
N
40700000.00
40700000.00
0.0212
N/A
N
40700000.00
40700000.00
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 0.22 02/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2036-07-01
5.50%
Government Agency Debt
8206316.99
3065161.52
FMAC
2040-04-01
4.50%
Government Agency Debt
3261970.23
2957589.21
FMAC
2039-06-01
5.00%
Government Agency Debt
3808280.00
3007355.19
FMAC
2037-09-01
6.00%
Government Agency Debt
5749144.58
3151490.22
FMAC
2037-06-01
5.56%
Government Agency Debt
9428039.67
3267872.21
FMAC
2037-05-01
5.40%
Government Agency Debt
9395598.38
3262945.65
FMAC
2041-01-01
3.50%
Government Agency Debt
3376800.00
3232619.64
FMAC
2040-07-01
5.00%
Government Agency Debt
2948307.53
3063040.03
FMAC
2040-07-01
5.00%
Government Agency Debt
3255798.00
3136546.60
FMAC
2040-08-01
5.00%
Government Agency Debt
2943140.46
3077059.82
FMAC
2041-01-01
4.50%
Government Agency Debt
3085784.94
3166440.94
FMAC
2040-12-01
5.00%
Government Agency Debt
64700.24
68069.67
FMAC
2037-01-01
5.80%
Government Agency Debt
10505600.00
3238932.25
FNMA
2040-12-01
5.00%
Government Agency Debt
2824275.60
2973333.98
FNMA
2040-12-01
5.00%
Government Agency Debt
2834649.32
3010220.93
FNMA
2041-02-01
4.50%
Government Agency Debt
2463917.20
2534010.72
FNMA
2036-01-01
3.22%
Government Agency Debt
8442000.00
2905293.29
FNMA
2036-06-01
5.19%
Government Agency Debt
8056866.20
2985249.14
FNMA
2035-12-01
2.56%
Government Agency Debt
11262258.34
3206027.86
FNMA
2036-03-01
2.98%
Government Agency Debt
20481686.81
3259439.94
FNMA
2036-09-01
2.91%
Government Agency Debt
5580180.57
3154883.21
FNMA
2037-09-01
3.40%
Government Agency Debt
10366116.59
3160026.70
FNMA
2038-05-01
4.98%
Government Agency Debt
4483080.01
3000890.78
FNMA
2038-04-01
5.05%
Government Agency Debt
4700009.59
3003395.11
FNMA
2037-12-01
5.54%
Government Agency Debt
9428342.83
3239244.70
FNMA
2038-03-01
5.00%
Government Agency Debt
4722468.12
2962457.13
FNMA
2038-05-01
4.92%
Government Agency Debt
4718578.80
3270704.29
FNMA
2038-06-01
5.01%
Government Agency Debt
4697013.99
2909104.96
FNMA
2040-10-01
5.00%
Government Agency Debt
3071931.62
3222355.32
FNMA
2034-07-01
5.00%
Government Agency Debt
4203791.08
3212776.55
FNMA
2030-08-01
4.50%
Government Agency Debt
3162433.23
3079901.56
FNMA
2040-10-01
5.00%
Government Agency Debt
2861177.27
3002997.93
FNMA
2040-11-01
5.00%
Government Agency Debt
2896924.27
3044679.18
FNMA
2040-08-01
4.50%
Government Agency Debt
3390870.94
3273154.35
FNMA
2025-11-01
4.00%
Government Agency Debt
2939490.14
3007811.42
FNMA
2040-12-01
5.00%
Government Agency Debt
2835187.17
3000798.10
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
N
N
N
106000000.00
106000000.00
0.0551
N/A
N
106000000.00
106000000.00
BNP PARIBAS SECURITIES CORP.
REPO TRIPA MORTG 0.22 02/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2035-07-01
4.70%
Government Agency Debt
5640000.00
1130463.45
FMAC
2036-04-01
3.28%
Government Agency Debt
5288391.68
1472274.12
FMAC
2038-04-01
4.86%
Government Agency Debt
4257728.12
1477207.80
FMAC
2038-02-01
5.61%
Government Agency Debt
3766767.44
1641853.64
FMAC
2037-09-01
6.02%
Government Agency Debt
3188323.02
1116291.77
FMAC
2035-03-01
2.41%
Government Agency Debt
4119080.00
1089025.52
FMAC
2025-10-01
3.50%
Government Agency Debt
1684402.17
1650535.32
FMAC
2025-10-01
4.00%
Government Agency Debt
1621404.50
1652003.04
FMAC
2026-01-01
3.50%
Government Agency Debt
1644157.57
1654410.20
FMAC
2036-09-01
6.03%
Government Agency Debt
4290615.15
1207664.19
FMAC
2035-11-01
5.06%
Government Agency Debt
3391390.09
1647542.45
FMAC
2036-05-01
5.78%
Government Agency Debt
3572000.00
1369608.20
FMAC
2040-12-01
2.94%
Government Agency Debt
1575828.22
1613837.54
FMAC
2037-07-01
5.68%
Government Agency Debt
2541493.79
1170028.00
FMAC
2036-07-01
6.14%
Government Agency Debt
6466311.51
1619669.36
FMAC
2035-10-01
2.37%
Government Agency Debt
3041306.08
1250977.73
FMAC
2037-07-01
3.59%
Government Agency Debt
3369583.03
1088160.95
FMAC
2035-05-01
2.95%
Government Agency Debt
3095537.88
1172769.37
FMAC
2038-08-01
5.01%
Government Agency Debt
1699817.42
1432619.04
FMAC
2040-11-01
3.04%
Government Agency Debt
247593.18
252995.22
FMAC
2040-10-01
4.00%
Government Agency Debt
1709820.33
1671689.91
FMAC
2035-07-01
4.50%
Government Agency Debt
2820000.00
1650069.86
FMAC
2036-11-01
5.19%
Government Agency Debt
2231286.08
1232477.21
FMAC
2033-04-01
2.35%
Government Agency Debt
15002036.03
1127542.32
FNMA
2017-02-01
2.26%
Government Agency Debt
7968091.80
1215818.92
FNMA
2019-08-01
4.43%
Government Agency Debt
1374841.18
1237274.32
FNMA
2020-01-01
4.51%
Government Agency Debt
1128000.00
1154258.93
FNMA
2020-03-01
4.53%
Government Agency Debt
1222000.00
1251399.05
FNMA
2033-04-01
1.98%
Government Agency Debt
5655257.14
1273567.05
FNMA
2034-12-01
5.14%
Government Agency Debt
5968617.98
1377395.49
FNMA
2036-04-01
2.56%
Government Agency Debt
3431502.52
1237517.65
FNMA
2044-10-01
1.53%
Government Agency Debt
5523496.96
1519037.93
FNMA
2036-09-01
5.85%
Government Agency Debt
3936950.86
1255739.97
FNMA
2033-09-01
2.64%
Government Agency Debt
8825289.83
1474368.53
FNMA
2034-12-01
6.00%
Government Agency Debt
6040296.37
1492264.60
FNMA
2044-09-01
1.53%
Government Agency Debt
7520000.00
1432827.49
FNMA
2035-03-01
4.80%
Government Agency Debt
4387020.80
1229476.63
FNMA
2036-02-01
5.39%
Government Agency Debt
4238648.00
1607604.41
FNMA
2035-07-01
2.81%
Government Agency Debt
3772040.65
1225648.62
FNMA
2035-05-01
2.65%
Government Agency Debt
3827977.60
1225579.00
FNMA
2035-05-01
2.77%
Government Agency Debt
4700000.00
1277442.38
FNMA
2036-02-01
5.34%
Government Agency Debt
4474400.00
1188197.31
FNMA
2035-01-01
2.78%
Government Agency Debt
3076744.64
1096163.76
FNMA
2036-04-01
2.80%
Government Agency Debt
5611800.00
1666899.93
FNMA
2036-05-01
5.58%
Government Agency Debt
4666160.00
1163144.16
FNMA
2036-07-01
6.27%
Government Agency Debt
5071484.24
1063734.85
FNMA
2036-07-01
6.17%
Government Agency Debt
4180886.88
1169332.69
FNMA
2036-08-01
5.37%
Government Agency Debt
6356587.19
1601886.20
FNMA
2036-09-01
6.16%
Government Agency Debt
4666910.12
1110753.05
FNMA
2035-03-01
2.74%
Government Agency Debt
2916386.10
1076965.73
FNMA
2036-05-01
5.60%
Government Agency Debt
3966144.63
1121078.67
FNMA
2036-05-01
5.48%
Government Agency Debt
5640508.16
1093778.39
FNMA
2036-06-01
6.31%
Government Agency Debt
9477410.50
1501023.50
FNMA
2036-11-01
6.00%
Government Agency Debt
4874464.00
1551130.14
FNMA
2036-11-01
5.95%
Government Agency Debt
4211200.00
1252301.68
FNMA
2036-11-01
6.00%
Government Agency Debt
4136000.00
1167491.85
FNMA
2037-01-01
5.80%
Government Agency Debt
5643190.36
1625196.88
FNMA
2037-03-01
5.50%
Government Agency Debt
2711562.92
1675816.74
FNMA
2037-06-01
5.00%
Government Agency Debt
3188087.46
1670928.35
FNMA
2037-12-01
5.47%
Government Agency Debt
2070340.04
1171340.18
FNMA
2038-05-01
4.64%
Government Agency Debt
2644730.23
1164082.54
FNMA
2038-10-01
5.18%
Government Agency Debt
1852038.76
1093076.89
FNMA
2037-10-01
5.83%
Government Agency Debt
2371031.75
1149945.39
FNMA
2037-09-01
5.73%
Government Agency Debt
3334161.76
1237236.82
FNMA
2037-11-01
5.95%
Government Agency Debt
4702578.23
1207112.82
FNMA
2037-08-01
5.84%
Government Agency Debt
4895676.42
1614001.32
FNMA
2037-11-01
5.96%
Government Agency Debt
3858522.15
1303322.97
FNMA
2022-09-01
5.59%
Government Agency Debt
1163991.85
1212642.06
FNMA
2020-11-01
4.67%
Government Agency Debt
1239709.79
1237973.49
FNMA
2037-12-01
5.86%
Government Agency Debt
2822380.83
1248298.57
FNMA
2036-06-01
2.40%
Government Agency Debt
3065362.94
1614324.28
FNMA
2038-03-01
5.18%
Government Agency Debt
2288307.80
1469541.29
FNMA
2038-03-01
4.62%
Government Agency Debt
1880416.04
1361095.85
FNMA
2038-04-01
4.74%
Government Agency Debt
2911331.53
1401881.68
FNMA
2038-06-01
4.74%
Government Agency Debt
1990962.30
1398524.34
FNMA
2033-08-01
2.64%
Government Agency Debt
4006356.70
1443464.85
FNMA
2036-05-01
6.04%
Government Agency Debt
3466208.08
1278643.17
FNMA
2039-07-01
3.97%
Government Agency Debt
2632000.00
1559435.50
FNMA
2039-08-01
4.13%
Government Agency Debt
1882654.75
1443011.13
FNMA
2039-09-01
5.00%
Government Agency Debt
1791640.00
1667905.48
FNMA
2039-12-01
3.77%
Government Agency Debt
2162000.00
1085451.84
FNMA
2040-01-01
3.78%
Government Agency Debt
1410000.00
1254165.91
FNMA
2039-12-01
3.49%
Government Agency Debt
2068000.00
1662463.91
FNMA
2038-04-01
6.12%
Government Agency Debt
3976448.72
1249139.91
FNMA
2036-02-01
3.04%
Government Agency Debt
2047190.28
1396846.70
FNMA
2040-02-01
3.79%
Government Agency Debt
1270880.00
1144326.87
FNMA
2040-03-01
3.64%
Government Agency Debt
1895651.75
1196017.67
FNMA
2040-05-01
3.94%
Government Agency Debt
1343349.86
1195221.40
FNMA
2040-08-01
4.50%
Government Agency Debt
1736874.10
1671644.83
FNMA
2040-09-01
4.50%
Government Agency Debt
1632771.54
1674772.99
FNMA
2040-09-01
3.51%
Government Agency Debt
1586579.38
1578694.31
FNMA
2025-09-01
4.00%
Government Agency Debt
1664329.03
1683125.88
FNMA
2040-07-01
3.65%
Government Agency Debt
1282897.34
1235368.59
FNMA
2040-09-01
4.00%
Government Agency Debt
1270526.18
1255537.86
FNMA
2040-12-01
3.21%
Government Agency Debt
1268171.86
1285999.74
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
N
N
N
125000000.00
125000000.00
0.0650
N/A
N
125000000.00
125000000.00
MORGAN (J.P.) SECURITIES INC.
REPO TRIPA MORTG 0.22 02/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2038-09-01
2041-02-01
3.5000%-6.000%
Government Agency Debt
26045546.07
25502097.23
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
N
N
N
25000000.00
25000000.00
0.0130
N/A
N
25000000.00
25000000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.24 02/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2018-08-01
4.50%
Government Agency Debt
4227750.00
1115502.80
FMAC
2034-10-01
3.09%
Government Agency Debt
5369007.63
1097373.00
FMAC
2035-03-01
2.70%
Government Agency Debt
4274725.00
1079212.32
FMAC
2038-04-01
5.50%
Government Agency Debt
1797344.48
1102726.91
FMAC
2040-01-01
5.00%
Government Agency Debt
1127400.00
1079842.53
FMAC
2037-02-01
5.75%
Government Agency Debt
3254371.63
1109552.22
FMAC
2025-08-01
4.00%
Government Agency Debt
1094922.42
1072282.50
FMAC
2025-04-01
4.50%
Government Agency Debt
1298429.40
1102636.76
FMAC
2021-01-01
3.00%
Government Agency Debt
1077392.11
1082155.26
FMAC
2037-06-01
6.09%
Government Agency Debt
3257031.17
1083435.75
FMAC
2040-08-01
4.50%
Government Agency Debt
1094912.09
1114918.43
FMAC
2040-11-01
4.50%
Government Agency Debt
1070727.86
1098389.14
FMAC
2018-10-01
5.00%
Government Agency Debt
4715336.22
1103218.14
FMAC
2018-11-01
5.00%
Government Agency Debt
4714665.04
1102750.88
FMAC
2033-09-01
5.50%
Government Agency Debt
5637000.00
1080754.06
FMAC
2034-03-01
6.00%
Government Agency Debt
3089960.45
1100839.37
FNMA
2033-06-01
5.50%
Government Agency Debt
4765141.56
1100625.01
FNMA
2035-08-01
5.00%
Government Agency Debt
2118923.12
1077206.28
FNMA
2033-01-01
5.50%
Government Agency Debt
7000214.50
1077722.40
FNMA
2018-01-01
5.00%
Government Agency Debt
6200700.00
1077428.17
FNMA
2035-06-01
5.00%
Government Agency Debt
2440821.00
1072114.72
FNMA
2034-04-01
5.00%
Government Agency Debt
2818500.00
1084070.69
FNMA
2035-05-01
2.12%
Government Agency Debt
6920148.24
1103436.80
FNMA
2036-07-01
6.00%
Government Agency Debt
2835303.90
1094649.56
FNMA
2035-08-01
5.00%
Government Agency Debt
143608.21
79902.11
FNMA
2036-07-01
5.48%
Government Agency Debt
2887487.86
1109438.54
FNMA
2022-04-01
4.00%
Government Agency Debt
1915257.37
1092136.26
FNMA
2036-08-01
6.00%
Government Agency Debt
2555440.00
1107785.26
FNMA
2032-12-01
6.50%
Government Agency Debt
2259008.02
1108310.21
FNMA
2023-06-01
4.50%
Government Agency Debt
1832588.70
1078397.05
FNMA
2038-03-01
6.50%
Government Agency Debt
1503200.00
1079044.61
FNMA
2038-06-01
5.50%
Government Agency Debt
1877276.21
1104194.97
FNMA
2038-04-01
4.97%
Government Agency Debt
3094758.10
1110895.00
FNMA
2023-02-01
5.50%
Government Agency Debt
1833099.60
1077714.04
FNMA
2036-10-01
5.05%
Government Agency Debt
2432055.09
928426.58
FNMA
2024-03-01
4.50%
Government Agency Debt
1879000.00
1097078.65
FNMA
2034-11-01
5.50%
Government Agency Debt
1709800.18
1083802.84
FNMA
2036-06-01
5.50%
Government Agency Debt
1424417.29
1094161.03
FNMA
2025-02-01
4.00%
Government Agency Debt
1127400.00
1078960.62
FNMA
2029-05-01
5.00%
Government Agency Debt
1538762.89
1116058.57
FNMA
2030-08-01
5.00%
Government Agency Debt
1087185.08
1095163.55
FNMA
2025-06-01
4.00%
Government Agency Debt
1402296.20
1096775.83
FNMA
2025-04-01
5.00%
Government Agency Debt
1098274.56
1088165.75
FNMA
2040-05-01
5.00%
Government Agency Debt
1156524.50
1071194.78
FNMA
2025-07-01
4.00%
Government Agency Debt
1235734.68
1094174.99
FNMA
2039-07-01
5.00%
Government Agency Debt
2041415.12
1073072.19
GNMA
2044-08-15
5.25%
Government Agency Debt
1103048.16
1078794.50
GNMA
2033-06-20
4.50%
Government Agency Debt
2823197.50
1111614.36
GNMA
2035-02-20
5.00%
Government Agency Debt
2630600.00
1108942.41
GNMA
2037-09-20
6.00%
Government Agency Debt
3194300.00
1074350.82
GNMA
2025-04-20
4.00%
Government Agency Debt
1127400.00
1116081.54
GNMA
2040-09-20
6.50%
Government Agency Debt
1075300.03
1082991.32
GNMA
2030-08-20
4.50%
Government Agency Debt
1033054.47
1079324.87
GNMA
2040-11-15
4.50%
Government Agency Debt
1040292.94
1080183.37
GNMA
2041-01-15
3.50%
Government Agency Debt
1127400.00
1090045.48
GNMA
2041-01-15
4.50%
Government Agency Debt
1040276.78
1094496.01
GNMA
2038-08-15
6.50%
Government Agency Debt
4227912.35
1074109.30
GNMA
2040-11-15
4.00%
Government Agency Debt
1062187.61
1070318.10
GNMA
2039-07-15
5.50%
Government Agency Debt
1212694.76
1108190.86
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
N
N
N
62000000.00
62000000.00
0.0322
N/A
N
62000000.00
62000000.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.22 02/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2034-04-01
5.50%
Government Agency Debt
58122046.78
15676123.51
FNMA
2038-08-01
5.50%
Government Agency Debt
34780000.00
16767780.77
FNMA
2039-05-01
5.50%
Government Agency Debt
14285815.44
8885862.66
FNMA
2029-04-01
4.50%
Government Agency Debt
20818156.26
15921453.32
FNMA
2037-07-01
5.00%
Government Agency Debt
23041750.00
16919119.70
FNMA
2039-01-01
5.50%
Government Agency Debt
27510545.25
16869564.65
FNMA
2025-07-01
4.00%
Government Agency Debt
15443534.00
15284505.26
FNMA
2040-06-01
4.50%
Government Agency Debt
7542041.43
6671674.54
FNMA
2040-09-01
4.00%
Government Agency Debt
15651000.00
15492281.82
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
N
N
N
125936000.00
125936000.00
0.0655
N/A
N
125936000.00
125936000.00
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 0.22 02/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2014-11-01
4.50%
Government Agency Debt
1703583.14
283957.87
FMAC
2017-05-01
6.00%
Government Agency Debt
3504335.00
287631.57
FMAC
2032-07-01
6.50%
Government Agency Debt
7576302.18
293846.03
FMAC
2032-04-01
6.50%
Government Agency Debt
9807002.13
282557.23
FMAC
2013-09-01
4.00%
Government Agency Debt
2721603.35
311898.34
FMAC
2030-01-01
2.67%
Government Agency Debt
7215994.54
281170.30
FMAC
2036-11-01
6.10%
Government Agency Debt
1155585.00
305091.77
FMAC
2038-03-01
6.00%
Government Agency Debt
433421.98
316159.59
FMAC
2036-07-01
6.00%
Government Agency Debt
581002.77
289343.54
FMAC
2036-10-01
6.50%
Government Agency Debt
769254.52
309618.22
FMAC
2021-10-01
6.00%
Government Agency Debt
882652.55
311294.04
FMAC
2033-12-01
7.00%
Government Agency Debt
531757.00
299721.02
FMAC
2038-02-01
5.50%
Government Agency Debt
469750.00
296579.09
FMAC
2038-08-01
6.00%
Government Agency Debt
600716.30
296582.56
FMAC
2019-11-01
5.50%
Government Agency Debt
469415.73
287283.00
FMAC
2024-10-01
5.00%
Government Agency Debt
475719.40
299548.55
FMAC
2024-07-01
5.50%
Government Agency Debt
283729.00
307344.99
FMAC
2036-07-01
5.98%
Government Agency Debt
789180.00
296955.42
FMAC
2026-08-01
6.50%
Government Agency Debt
882198.58
313410.20
FMAC
2027-10-01
6.50%
Government Agency Debt
770222.77
316554.45
FMAC
2031-01-01
5.00%
Government Agency Debt
266374.74
281989.54
FMAC
2021-10-01
6.00%
Government Agency Debt
786155.56
305026.99
FMAC
2023-09-01
6.00%
Government Agency Debt
450977.29
302257.12
FMAC
2024-09-01
6.00%
Government Agency Debt
347045.48
296170.12
FMAC
2025-09-01
4.00%
Government Agency Debt
311433.54
300928.51
FMAC
2020-12-01
3.50%
Government Agency Debt
293057.11
300377.16
FMAC
2026-01-01
4.00%
Government Agency Debt
282984.35
293554.95
FMAC
2040-10-01
3.28%
Government Agency Debt
299700.50
294995.97
FMAC
2038-08-01
5.50%
Government Agency Debt
415103.61
292600.29
FMAC
2038-10-01
7.00%
Government Agency Debt
518770.67
292237.68
FMAC
2038-11-01
5.50%
Government Agency Debt
397991.37
294324.91
FMAC
2039-09-01
6.00%
Government Agency Debt
332433.24
303401.74
FMAC
2039-11-01
5.50%
Government Agency Debt
288359.98
298213.83
FMAC
2040-04-01
5.50%
Government Agency Debt
303175.33
291318.50
FMAC
2040-05-01
6.00%
Government Agency Debt
329388.89
288871.89
FMAC
2040-05-01
5.50%
Government Agency Debt
264956.85
283598.64
FMAC
2040-05-01
5.50%
Government Agency Debt
304697.51
305734.95
FMAC
2040-08-01
5.00%
Government Agency Debt
270025.83
286028.28
FMAC
2040-06-01
5.50%
Government Agency Debt
265796.95
284748.18
FMAC
2040-07-01
5.50%
Government Agency Debt
279409.37
297988.95
FMAC
2040-07-01
5.50%
Government Agency Debt
263522.61
282453.85
FMAC
2040-07-01
5.00%
Government Agency Debt
303447.41
302824.17
FMAC
2040-08-01
5.00%
Government Agency Debt
266019.05
280667.91
FMAC
2040-08-01
5.00%
Government Agency Debt
312332.27
316573.57
FMAC
2040-10-01
5.00%
Government Agency Debt
271989.38
285494.83
FMAC
2040-09-01
4.50%
Government Agency Debt
291978.94
288461.13
FMAC
2040-09-01
5.00%
Government Agency Debt
276107.78
290120.39
FMAC
2040-10-01
5.00%
Government Agency Debt
286386.09
301044.12
FMAC
2040-10-01
4.00%
Government Agency Debt
296010.14
291167.18
FMAC
2040-11-01
4.50%
Government Agency Debt
282204.57
289135.32
FMAC
2040-11-01
4.00%
Government Agency Debt
304676.47
302509.42
FMAC
2040-11-01
5.50%
Government Agency Debt
284795.52
307856.94
FMAC
2016-12-01
6.00%
Government Agency Debt
841846.12
299459.92
FMAC
2015-01-01
5.00%
Government Agency Debt
1668697.25
301768.90
FMAC
2034-07-01
6.00%
Government Agency Debt
1325064.22
310302.26
FMAC
2034-12-01
5.00%
Government Agency Debt
645541.72
301968.44
FMAC
2047-09-01
6.50%
Government Agency Debt
722626.38
284236.30
FMAC
2025-11-01
3.50%
Government Agency Debt
289865.81
290781.04
FMAC
2025-05-01
4.50%
Government Agency Debt
289848.53
296613.10
FMAC
2025-09-01
4.00%
Government Agency Debt
277502.18
282368.87
FMAC
2026-01-01
4.00%
Government Agency Debt
302697.51
313463.35
FMAC
2030-09-01
4.50%
Government Agency Debt
300301.59
307703.75
FMAC
2030-12-01
4.00%
Government Agency Debt
296937.43
295493.38
FNMA
2018-05-01
5.50%
Government Agency Debt
1539668.38
307475.85
FNMA
2023-01-01
6.00%
Government Agency Debt
2851681.45
290275.83
FNMA
2024-04-01
5.00%
Government Agency Debt
939500.00
302954.44
FNMA
2024-07-01
5.50%
Government Agency Debt
901356.30
283915.96
FNMA
2025-06-01
5.00%
Government Agency Debt
774926.66
295279.37
FNMA
2025-04-01
5.00%
Government Agency Debt
862461.00
314984.76
FNMA
2028-11-01
5.00%
Government Agency Debt
717318.40
308620.05
FNMA
2027-07-01
7.00%
Government Agency Debt
1052717.27
292099.09
FNMA
2025-05-01
9.00%
Government Agency Debt
23020192.70
291331.38
FNMA
2034-03-01
5.50%
Government Agency Debt
719159.07
286664.68
FNMA
2035-07-01
5.50%
Government Agency Debt
585033.60
292635.61
FNMA
2023-01-01
6.00%
Government Agency Debt
3485071.87
304666.94
FNMA
2033-04-01
6.00%
Government Agency Debt
1385386.70
315771.14
FNMA
2040-12-01
5.00%
Government Agency Debt
284525.70
303808.65
FNMA
2040-12-01
5.50%
Government Agency Debt
283781.99
309808.57
FNMA
2041-01-01
4.50%
Government Agency Debt
278632.21
288735.70
FNMA
2040-12-01
3.50%
Government Agency Debt
321456.88
307777.55
FNMA
2041-01-01
5.00%
Government Agency Debt
273886.42
288700.30
FNMA
2026-01-01
4.00%
Government Agency Debt
281065.52
292247.80
FNMA
2026-01-01
4.00%
Government Agency Debt
276333.63
288363.36
FNMA
2041-01-01
4.50%
Government Agency Debt
287075.87
297485.25
FNMA
2026-01-01
3.50%
Government Agency Debt
286505.79
289511.71
FNMA
2040-10-01
4.50%
Government Agency Debt
287388.35
296443.39
FNMA
2033-03-01
5.50%
Government Agency Debt
810788.50
280241.57
FNMA
2033-08-01
5.00%
Government Agency Debt
751600.00
303945.35
FNMA
2034-04-01
5.00%
Government Agency Debt
820371.40
289553.48
FNMA
2034-01-01
5.50%
Government Agency Debt
701242.80
286143.83
FNMA
2023-08-01
5.00%
Government Agency Debt
947323.59
301832.40
FNMA
2035-07-01
5.00%
Government Agency Debt
698612.20
304449.72
FNMA
2036-05-01
5.00%
Government Agency Debt
607856.50
287977.37
FNMA
2036-08-01
5.86%
Government Agency Debt
1056103.41
292854.02
FNMA
2033-11-01
6.00%
Government Agency Debt
624203.80
301443.68
FNMA
2034-01-01
5.50%
Government Agency Debt
845550.00
291848.20
FNMA
2033-11-01
5.50%
Government Agency Debt
703685.50
285878.18
FNMA
2034-01-01
5.50%
Government Agency Debt
1148041.94
312861.87
FNMA
2034-03-01
5.50%
Government Agency Debt
841792.00
291311.73
FNMA
2019-09-01
5.50%
Government Agency Debt
971248.52
306423.03
FNMA
2034-05-01
5.50%
Government Agency Debt
939500.00
288501.28
FNMA
2034-09-01
6.50%
Government Agency Debt
62806.14
22432.95
FNMA
2019-10-01
5.50%
Government Agency Debt
900621.24
297398.83
FNMA
2020-01-01
5.50%
Government Agency Debt
866039.18
281034.13
FNMA
2021-01-01
5.50%
Government Agency Debt
1393624.80
291392.63
FNMA
2035-06-01
5.50%
Government Agency Debt
612932.43
300996.66
FNMA
2035-07-01
5.50%
Government Agency Debt
450960.00
292300.66
FNMA
2035-09-01
5.50%
Government Agency Debt
591377.48
314903.73
FNMA
2035-11-01
6.50%
Government Agency Debt
700679.10
284037.63
FNMA
2036-01-01
5.50%
Government Agency Debt
703472.99
304845.44
FNMA
2036-01-01
6.50%
Government Agency Debt
788240.50
287323.07
FNMA
2035-12-01
6.50%
Government Agency Debt
849763.85
299554.92
FNMA
2036-03-01
6.00%
Government Agency Debt
905820.24
296492.92
FNMA
2036-06-01
6.50%
Government Agency Debt
541666.47
304919.22
FNMA
2036-04-01
6.00%
Government Agency Debt
543031.00
307727.98
FNMA
2036-06-01
6.00%
Government Agency Debt
751600.00
311328.98
FNMA
2037-03-01
7.00%
Government Agency Debt
1475015.00
309617.92
FNMA
2022-11-01
4.50%
Government Agency Debt
616074.49
289475.40
FNMA
2020-03-01
4.50%
Government Agency Debt
469750.00
287546.09
FNMA
2036-05-01
5.50%
Government Agency Debt
563700.00
289230.82
FNMA
2036-10-01
6.00%
Government Agency Debt
1159631.43
309418.03
FNMA
2036-11-01
6.00%
Government Agency Debt
563700.00
312179.16
FNMA
2038-06-01
5.00%
Government Agency Debt
452898.38
293859.62
FNMA
2038-02-01
6.50%
Government Agency Debt
314025.24
290072.92
FNMA
2025-12-01
4.50%
Government Agency Debt
271883.78
286231.67
FNMA
2024-01-01
6.00%
Government Agency Debt
446772.46
304409.23
FNMA
2024-02-01
5.00%
Government Agency Debt
406129.69
296818.40
FNMA
2037-09-01
6.50%
Government Agency Debt
355937.09
287971.19
FNMA
2037-08-01
6.50%
Government Agency Debt
720957.83
315128.72
FNMA
2037-07-01
6.50%
Government Agency Debt
712004.21
292227.52
FNMA
2022-07-01
6.00%
Government Agency Debt
563700.00
303733.10
FNMA
2022-08-01
6.00%
Government Agency Debt
932150.86
286548.17
FNMA
2037-09-01
6.50%
Government Agency Debt
568397.50
305961.71
FNMA
2038-01-01
5.00%
Government Agency Debt
598520.69
284812.02
FNMA
2038-02-01
6.50%
Government Agency Debt
776574.16
282938.01
FNMA
2038-02-01
5.00%
Government Agency Debt
675273.33
294255.44
FNMA
2038-02-01
5.50%
Government Agency Debt
429615.31
281995.12
FNMA
2038-06-01
5.50%
Government Agency Debt
448105.42
295630.00
FNMA
2037-10-01
6.50%
Government Agency Debt
279488.85
301922.15
FNMA
2023-06-01
5.00%
Government Agency Debt
425218.45
284064.15
FNMA
2023-09-01
5.00%
Government Agency Debt
490086.79
302667.62
FNMA
2024-01-01
5.00%
Government Agency Debt
374538.06
301842.81
FNMA
2024-01-01
5.50%
Government Agency Debt
407626.88
287974.88
FNMA
2039-01-01
6.00%
Government Agency Debt
580611.00
313570.89
FNMA
2039-01-01
5.00%
Government Agency Debt
1237862.09
316585.70
FNMA
2025-11-01
4.00%
Government Agency Debt
307578.21
316145.63
FNMA
2040-04-01
5.50%
Government Agency Debt
287331.79
305366.59
FNMA
2039-07-01
6.50%
Government Agency Debt
286929.88
280328.22
FNMA
2039-08-01
6.50%
Government Agency Debt
300691.67
300314.86
FNMA
2040-07-01
5.50%
Government Agency Debt
279531.31
302553.38
FNMA
2040-09-01
5.50%
Government Agency Debt
337864.31
294632.00
FNMA
2040-10-01
4.50%
Government Agency Debt
302129.30
311182.41
FNMA
2030-10-01
3.50%
Government Agency Debt
323958.39
315548.86
FNMA
2039-10-01
6.50%
Government Agency Debt
300327.33
290794.07
FNMA
2039-08-01
4.50%
Government Agency Debt
304591.72
289268.68
FNMA
2040-05-01
5.50%
Government Agency Debt
263286.23
282221.55
FNMA
2019-06-01
4.00%
Government Agency Debt
365981.29
288349.00
FNMA
2040-10-01
4.50%
Government Agency Debt
281859.40
288819.10
FNMA
2040-05-01
5.50%
Government Agency Debt
285150.28
294738.52
FNMA
2020-07-01
4.50%
Government Agency Debt
306623.30
300777.52
FNMA
2020-08-01
4.50%
Government Agency Debt
302057.52
306867.29
FNMA
2040-11-03
5.50%
Government Agency Debt
263087.62
282132.51
FNMA
2025-12-01
4.00%
Government Agency Debt
293090.93
301734.88
FNMA
2041-01-01
4.50%
Government Agency Debt
308723.27
314418.60
FNMA
2034-11-01
6.00%
Government Agency Debt
395269.45
307922.88
FNMA
2037-08-01
5.50%
Government Agency Debt
469750.00
310573.24
FNMA
2040-04-01
4.50%
Government Agency Debt
289694.45
295426.24
FNMA
2040-08-01
4.50%
Government Agency Debt
282037.34
290204.27
FNMA
2040-06-01
5.00%
Government Agency Debt
305556.97
287364.74
FNMA
2025-12-01
3.00%
Government Agency Debt
315080.30
307839.23
FNMA
2040-07-01
5.00%
Government Agency Debt
295672.30
308718.69
FNMA
2040-04-01
5.50%
Government Agency Debt
279861.27
300501.28
FNMA
2040-07-01
5.00%
Government Agency Debt
314783.80
309880.18
FNMA
2040-07-01
4.50%
Government Agency Debt
291649.55
281457.52
FNMA
2040-05-01
5.00%
Government Agency Debt
279296.44
292003.42
FNMA
2040-05-01
5.50%
Government Agency Debt
260794.30
282324.27
FNMA
2040-06-01
5.50%
Government Agency Debt
276163.02
297599.37
FNMA
2025-07-01
4.00%
Government Agency Debt
324954.64
305586.74
FNMA
2040-06-01
5.00%
Government Agency Debt
293949.44
308401.04
FNMA
2040-08-01
5.00%
Government Agency Debt
282226.74
296410.69
FNMA
2040-07-01
5.00%
Government Agency Debt
318474.15
289767.91
FNMA
2040-07-01
5.00%
Government Agency Debt
334195.75
313640.23
FNMA
2040-07-01
5.50%
Government Agency Debt
278777.08
301829.08
FNMA
2039-05-01
5.00%
Government Agency Debt
331732.75
292368.25
FNMA
2040-09-01
5.00%
Government Agency Debt
272490.14
285800.20
FNMA
2040-10-01
4.50%
Government Agency Debt
297515.22
304707.07
FNMA
2040-09-01
5.00%
Government Agency Debt
292284.46
306679.13
FNMA
2040-10-01
4.50%
Government Agency Debt
295886.13
303208.76
FNMA
2040-10-01
5.00%
Government Agency Debt
296994.74
311172.80
FNMA
2025-12-01
4.00%
Government Agency Debt
273722.20
282998.23
FNMA
2040-09-01
5.50%
Government Agency Debt
179331.01
193858.89
FNMA
2041-01-01
4.50%
Government Agency Debt
271049.13
280877.64
FNMA
2025-10-01
4.50%
Government Agency Debt
272133.88
285777.43
FNMA
2040-09-01
4.50%
Government Agency Debt
274978.50
283397.11
FNMA
2040-08-01
4.50%
Government Agency Debt
277716.20
285787.53
FNMA
2040-10-01
5.00%
Government Agency Debt
291406.78
307795.26
FNMA
2040-10-01
5.00%
Government Agency Debt
298973.70
316623.64
FNMA
2025-10-01
4.00%
Government Agency Debt
365812.18
289835.92
FNMA
2040-09-01
5.50%
Government Agency Debt
291671.53
312239.96
FNMA
2025-10-01
4.50%
Government Agency Debt
301178.33
313677.53
FNMA
2040-09-01
5.00%
Government Agency Debt
270674.65
287790.18
FNMA
2025-10-01
4.00%
Government Agency Debt
307915.49
312249.05
FNMA
2025-10-01
4.00%
Government Agency Debt
288691.63
294958.60
FNMA
2040-12-01
4.50%
Government Agency Debt
276067.19
285119.97
FNMA
2040-12-01
4.00%
Government Agency Debt
294172.86
293294.67
FNMA
2040-09-01
4.00%
Government Agency Debt
292004.12
284430.38
FNMA
2040-09-01
5.00%
Government Agency Debt
273582.40
288619.30
FNMA
2025-09-01
5.00%
Government Agency Debt
285403.19
303032.87
FNMA
2025-10-01
5.00%
Government Agency Debt
272345.64
287574.73
FNMA
2025-10-01
3.50%
Government Agency Debt
282131.85
281550.04
FNMA
2040-11-01
4.50%
Government Agency Debt
305938.03
316162.13
FNMA
2040-10-01
5.00%
Government Agency Debt
379484.53
315927.51
FNMA
2041-01-01
4.50%
Government Agency Debt
303510.55
312144.82
FNMA
2040-11-01
4.50%
Government Agency Debt
281145.38
290250.36
First Tier Security
N/A
N/A
2011-02-01
2011-02-01
N
N
N
62000000.00
62000000.00
0.0322
N/A
N
62000000.00
62000000.00