0000928816-11-000367.txt : 20110429
0000928816-11-000367.hdr.sgml : 20110429
20110307094422
ACCESSION NUMBER: 0000928816-11-000367
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110228
FILED AS OF DATE: 20110307
DATE AS OF CHANGE: 20110307
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: 11666860
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
2011-02-28
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
36
47
1866954249.36
631665348.64
633387177.21
1865232420.79
0.0028
0.9983
2011-02-28
0.9983
2011-02-28
C000017192
500.00
1728373154.42
1.00
-59703357.46
65154274.71
124857632.17
0.0002
0.9983
2011-02-28
0.9983
2011-02-28
C000017193
500.00
29734645.15
1.00
-864524.14
1182351.05
2046875.19
0.0002
0.9983
2011-02-28
0.9983
2011-02-28
C000017194
500.00
23997726.05
1.00
474497.11
2112034.87
1637537.76
0.0002
0.9985
2011-02-28
0.9985
2011-02-28
C000017195
500.00
33297175.18
1.00
-255459.04
1722654.94
1978113.98
0.0002
0.9984
2011-02-28
0.9984
2011-02-28
C000017196
500.00
17108903.22
1.00
-387603.61
643910.15
1031513.76
0.0002
0.9985
2011-02-28
0.9985
2011-02-28
C000017191
500.00
32720816.77
1.00
1229874.24
2039308.79
809434.55
0.0002
0.9986
2011-02-28
0.9986
2011-02-28
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384CX5 GDC 03/11/2011
313384CX5
Government Agency Debt
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
N
7689000.00
7688636.91
0.0041
N/A
N
7688853.91
7688853.91
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
18546122.54
0.0099
N/A
N
18548219.20
18548219.20
SHEFFIELD RECEIVABLES
SHEFFIELD RECEIVABLES 82124MQJ2 DCP 03/18/2011
82124MQJ2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-18
2011-03-18
N
N
N
9000000.00
8999065.00
0.0048
N/A
N
8998920.00
8998920.00
THUNDER BAY FUNDING INC
THUNDER BAY FUNDING INC 88602UQB9 DCP 03/11/2011
88602UQB9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
N
15091000.00
15090035.85
0.0081
N/A
N
15089792.72
15089792.72
THUNDER BAY FUNDING INC
THUNDER BAY FUNDING INC 88602UQH6 DCP 03/17/2011
88602UQH6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-17
2011-03-17
N
N
N
3000000.00
2999693.34
0.0016
N/A
N
2999640.00
2999640.00
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
2570424.38
0.0014
N/A
N
2570357.25
2570357.25
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
11008241.46
0.0059
N/A
N
11008018.20
11008018.20
MISSOURI STATE HEALTH & EDUCATIONAL FACILITIES AUTHORITY
MO H/E VAR-WA UNIV-B 00.2000 09/01/2030
606901LC8
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
Y
WASHINGTON UNIVERSITY
N/A
N/A
Y
WASHINGTON UNIVERSITY
N/A
N/A
N
3100000.00
3100000.00
0.0017
N/A
N
3100000.00
3100000.00
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA P/P 144A 00.7058 03/15/2012
78008FAM6
Other Note
First Tier Security
N/A
N/A
2011-03-15
2012-03-15
N
N
N
29425000.00
29430998.92
0.0158
N/A
N
29542876.55
29542876.55
HOUSTON INDEPENDENT SCHOOL DISTRICT
HOUSTON ISD VAR-SCHOO 00.2500 06/15/2031
4424022G7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
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
0.0029
N/A
N
5400000.00
5400000.00
MISSOURI STATE HEALTH & EDUCATIONAL FACILITIES AUTHORITY
MO H/E VAR-WA UNIV-D 00.1800 09/01/2030
606901LE4
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
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
0.0024
N/A
N
4500000.00
4500000.00
UNIVERSITY OF WISCONSIN HOSPITALS & CLINICS AUTHORITY
UNIV WI HSP-VAR-RF-B 00.2200 04/01/2034
915260BD4
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
Y
UNIVERSITY OF WISCONSIN HOSPITALS & CLINICS AUTHORITY
N/A
N/A
Y
US BANCORP
N/A
N/A
N
11100000.00
11100000.00
0.0060
N/A
N
11100000.00
11100000.00
CITY OF MURRAY UT
MURRAY CITY HSP-VAR-B 00.2200 05/15/2037
626853CG8
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
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
0.0073
N/A
N
13600000.00
13600000.00
CITY OF RENO NV
RENO S/TAX-VAR-RF-RET 00.2200 06/01/2042
759861CF2
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
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
0.0103
N/A
N
19200000.00
19200000.00
MISSOURI STATE HEALTH & EDUCATIONAL FACILITIES AUTHORITY
MO H/E VAR-REF-A-SIST 00.2200 06/01/2016
60635R2V8
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
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
CITIGROUP INC
CITIGROUP INC 02.8750 12/09/2011
17313UAA7
Other Note
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
3100000.00
3161434.24
0.0017
N/A
N
3161159.90
3161159.90
WELLS FARGO & CO
WELLS FARGO & COMPANY 03.0000 12/09/2011
949744AA4
Other Note
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
4786000.00
4885507.22
0.0026
N/A
N
4884998.41
4884998.41
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELEC CAP CORP 03.0000 12/09/2011
36967HAD9
Other Note
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
22453000.00
22921068.60
0.0123
N/A
N
22919191.64
22919191.64
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
39777734.46
0.0213
N/A
N
39791628.50
39791628.50
SAN ANTONIO EDUCATION FACILITIES CORP
SAN ANTONIO ED-VAR-RF 00.2400 06/01/2033
796247AB0
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
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
0.0045
N/A
N
8400000.00
8400000.00
LLOYDS TSB BANK PLC/NEW YORK NY
LLOYDS TSB BANK PLC NY 01.2630 05/06/2011
53943NF29
Certificate of Deposit
First Tier Security
N/A
N/A
2011-03-07
2011-03-07
N
N
N
15500000.00
15500000.00
0.0083
N/A
N
15500155.00
15500155.00
CITY OF CHICAGO IL
CHICAGO WSTWTR-RF-C3 00.2200 01/01/2039
167727RF5
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
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
CITY OF MURRAY UT
MURRAY CITY HSP-VAR-A 00.2200 05/15/2037
626853CF0
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
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
7390000.00
7390000.00
0.0040
N/A
N
7390000.00
7390000.00
INDIANA FINANCE AUTHORITY
IN FIN-VAR-LSE APP-A2 00.2200 02/01/2037
455057TQ2
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
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
0.0062
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
21884961.18
0.0117
N/A
N
21888121.13
21888121.13
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
20072648.16
0.0108
N/A
N
20078120.00
20078120.00
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
2011-03-01
2011-03-01
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
DNB NOR BANK ASA
DNB NOR BANK ASA - 03/01/2011 00.3530 03/01/2011
2332K4AJ3
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
24300000.00
24300000.00
0.0130
N/A
N
24300000.00
24300000.00
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
0.0097
N/A
N
17995914.00
17995914.00
WESTPAC BANKING CORP
WESTPAC BANKING CORP P/P 144A 00.3430 07/01/2011
91621CBC4
Other Note
First Tier Security
N/A
N/A
2011-03-04
2011-07-01
N
N
N
16000000.00
16000000.00
0.0086
N/A
N
15998048.00
15998048.00
JPMORGAN CHASE BANK NA
JP MORGAN CHASE BANK NA 00.2620 06/21/2011
48125LAG7
Other Note
First Tier Security
N/A
N/A
2011-03-21
2011-06-21
N
N
N
30800000.00
30800000.00
0.0165
N/A
N
30798706.40
30798706.40
NORDEA BANK AB
NORDEA BANK AB P/P 144A 00.4135 06/20/2011
65557NAH2
Other Note
First Tier Security
N/A
N/A
2011-05-18
2011-06-20
N
N
N
26100000.00
26100000.00
0.0140
N/A
N
26099843.40
26099843.40
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
0.0136
N/A
N
25399847.60
25399847.60
RABOBANK NEDERLAND
RABOBANK NEDERLAND P/P 144A 00.3840 06/16/2011
74977RBZ6
Other Note
First Tier Security
N/A
N/A
2011-05-16
2011-06-16
N
N
N
12000000.00
12000000.00
0.0064
N/A
N
12003996.00
12003996.00
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
5249746.25
0.0028
N/A
N
5249842.50
5249842.50
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
10079923.00
0.0054
N/A
N
10079899.20
10079899.20
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
0.0038
N/A
N
7000000.00
7000000.00
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
0.0164
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
0.0078
N/A
N
14500000.00
14500000.00
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
12999277.78
0.0070
N/A
N
12999480.00
12999480.00
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
12999277.78
0.0070
N/A
N
12999480.00
12999480.00
NATIXIS/NEW YORK NY
NATIXIS NY BRANCH 00.3240 07/01/2011
63873BS32
Certificate of Deposit
First Tier Security
N/A
N/A
2011-03-17
2011-03-17
N
N
N
9625000.00
9625000.00
0.0052
N/A
N
9625288.75
9625288.75
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
0.0088
N/A
N
16450493.50
16450493.50
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
24999458.33
0.0134
N/A
N
24999500.00
24999500.00
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
1199632.67
0.0006
N/A
N
1199688.00
1199688.00
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
10433391.00
0.0056
N/A
N
10433912.80
10433912.80
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
19169179.95
0.0103
N/A
N
19169233.20
19169233.20
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
3999733.33
0.0021
N/A
N
3999800.00
3999800.00
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
17498570.83
0.0094
N/A
N
17498775.00
17498775.00
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
5399347.50
0.0029
N/A
N
5399352.00
5399352.00
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
14065343.59
0.0075
N/A
N
14065296.70
14065296.70
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
3998828.33
0.0021
N/A
N
3999000.00
3999000.00
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
9999416.67
0.0054
N/A
N
9999400.00
9999400.00
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
13998395.83
0.0075
N/A
N
13998320.00
13998320.00
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
999836.67
0.0005
N/A
N
999830.00
999830.00
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
19996000.00
0.0107
N/A
N
19996000.00
19996000.00
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
9997500.00
0.0054
N/A
N
9998890.00
9998890.00
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
4998993.05
0.0027
N/A
N
4998950.00
4998950.00
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
5000021.52
0.0027
N/A
N
4999850.00
4999850.00
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
8996125.00
0.0048
N/A
N
8995860.00
8995860.00
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
29000499.20
0.0155
N/A
N
29000580.00
29000580.00
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.2600 05/06/2011
57421QEF6
Other Commercial Paper
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
12000000.00
12000000.00
0.0064
N/A
N
11999160.00
11999160.00
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UQ11 DCP 03/01/2011
53127UQ11
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
3000000.00
3000000.00
0.0016
N/A
N
2999970.00
2999970.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MRJ3 DCP 04/18/2011
56274MRJ3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-18
2011-04-18
N
N
N
3000000.00
2998800.00
0.0016
N/A
N
2998800.00
2998800.00
FCAR OWNER TRUST I
FCAR OWNER TRUST I 3024A1QA4 DCP 03/10/2011
3024A1QA4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-10
2011-03-10
N
N
N
4000000.00
3999760.00
0.0021
N/A
N
3999760.00
3999760.00
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.2700 05/02/2011
57421QEJ8
Other Commercial Paper
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
9700000.00
9700000.00
0.0052
N/A
N
9699515.00
9699515.00
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UQ45 DCP 03/04/2011
53127UQ45
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-04
2011-03-04
N
N
N
6000000.00
5999885.00
0.0032
N/A
N
5999820.00
5999820.00
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601WQ44 DCP 03/04/2011
30601WQ44
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-04
2011-03-04
N
N
N
4000000.00
3999920.00
0.0021
N/A
N
3999880.00
3999880.00
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257CY30 DCP 05/05/2011
86257CY30
Government Agency Debt
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
N
3557000.00
3555394.41
0.0019
N/A
N
3555257.07
3555257.07
TORONTO-DOMINION BANK/LONDON
TORONTO-DOMINION BANK/LONDON 00.2600 05/11/2011
C886609B0
Certificate of Deposit
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
N
N
25000000.00
25000000.00
0.0134
N/A
N
25002000.00
25002000.00
BARCLAYS BANK, PLC
BARCLAYS BANK, PLC 06741GAP0 DCP 05/12/2011
06741GAP0
Other Commercial Paper
First Tier Security
N/A
N/A
2011-05-12
2011-05-12
N
N
N
20000000.00
19987600.00
0.0107
N/A
N
19989200.00
19989200.00
THUNDER BAY FUNDING INC
THUNDER BAY FUNDING INC 88602URB8 DCP 04/11/2011
88602URB8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-11
2011-04-11
N
N
N
2600000.00
2599259.72
0.0014
N/A
N
2599116.00
2599116.00
THUNDER BAY FUNDING INC
THUNDER BAY FUNDING INC 88602UQV5 DCP 03/29/2011
88602UQV5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-29
2011-03-29
N
N
N
5031000.00
5030100.01
0.0027
N/A
N
5029893.18
5029893.18
MERRILL LYNCH, PIERCE, FENNER & SMITH INC.
REPO TRIPA CORPO 0.37 04/04/2011
TRIPARTY1
Other Repurchase Agreement
N
AMER EXP BANK,FSB
2012-06-12
0.49%
Other Note
250000.00
249413.54
AMEX CENTURION BANK
2017-09-13
6.00%
Other Note
135000.00
153986.40
MAEX CENTURION BK
2012-10-17
5.55%
Other Note
562000.00
609717.08
AMERICAN EXP CTD INTNT
2015-09-15
6.90%
Other Note
121000.00
138444.77
AMERICAN EXP CTD INTNT
2015-09-15
6.65%
Other Note
211000.00
236923.40
AMERICAN EXP CTD INTNT
2015-09-15
6.65%
Other Note
46000.00
51651.55
AMERICAN EXP
2015-09-15
6.65%
Other Note
80000.00
89519.98
AMERICAN EXP CRT
2015-12-02
5.30%
Other Note
2115000.00
2311253.20
AMERICAN EXP CRT
2015-09-15
2.75%
Other Note
135000.00
134336.25
AMERICAN INTL
2011-10-18
5.38%
Other Note
1331357.00
1385489.61
AVALONBAY COMM INC
2014-04-15
5.38%
Other Note
300000.00
331541.29
AVALONBAY COMM
2016-09-15
5.75%
Other Note
48000.00
55055.27
AVALONBAY COMM INC
2020-03-16
6.10%
Other Note
185000.00
212422.45
AVALONBAY COMM, INC
2021-01-15
3.95%
Other Note
404000.00
393258.43
BANCO DO BRAZIL SA
2015-01-22
4.50%
Other Note
300000.00
311850.00
GOVERNOR & CO.OF BNK I
2012-03-02
2.75%
Other Note
2000000.00
1886480.00
BURLINGTON NORTHERN SNTRR
2037-07-15
6.53%
Other Note
235000.00
259993.36
DAIMLERCHRYSLER N AMER
2011-09-08
5.75%
Other Note
106000.00
111659.63
DOW CHEM CO INTER NTS
2016-12-15
5.00%
Other Note
200000.00
203635.78
DOW CHEM INTER
2020-03-16
5.70%
Other Note
435000.00
446226.62
DOW CHEM CO SR INTERNOTES
2017-05-15
4.85%
Other Note
100000.00
101813.64
DOW CHEM CO INTER NTS
2020-06-15
5.95%
Other Note
103000.00
103254.95
GEN ELEC CAP CORP
2039-01-10
6.88%
Other Note
9856268.00
11178650.63
GENL ELEC CAPT CORP
2019-08-07
6.00%
Other Note
3002077.00
3320717.45
B F GOODRICH CO
2018-02-01
6.80%
Other Note
377000.00
437704.54
HBOS PLC
2018-05-21
6.75%
Other Note
2150000.00
2081001.12
HARLEY DAVIDSON FDG
2012-12-15
5.25%
Other Note
420000.00
442720.25
HEALTH CARE PROPERTY
2013-02-28
5.63%
Other Note
722000.00
767182.76
CBNUNTINGNATL BA*
2018-06-15
6.60%
Other Note
700000.00
747924.33
ITAU UNIBANCO HLDING
2020-04-15
6.20%
Other Note
26000.00
26796.52
ITAU UNIBANCO HOLDINGS
2015-11-23
10.50%
Other Note
850000.00
532543.13
KEYBANK NATL ASSOC
2015-09-15
4.95%
Other Note
256000.00
272620.16
KIMCO REALTY CORP
2015-11-23
5.58%
Other Note
39000.00
42227.64
KIMCO REALTY CORP
2016-03-15
5.78%
Other Note
372000.00
418713.50
M & I MARSHALL & ILSLEY
2011-09-08
5.30%
Other Note
122000.00
125802.47
MARSHALL & ILSLEY CORP
2011-04-01
5.35%
Other Note
7000.00
7172.31
NIPSCO CAP MKTS INC
2017-03-27
7.86%
Other Note
180000.00
212806.50
PETROLEOS MEXICANOS
2011-09-28
6.63%
Other Note
403000.00
409154.11
PRUDENTL FIN INC INTNT
2023-02-15
6.00%
Other Note
75000.00
73855.25
PRUDENTIAL FIN INC
2033-07-15
5.75%
Other Note
288000.00
284626.96
PRUDENTIAL FINCL INC
2035-06-13
5.40%
Other Note
5000.00
4722.10
PRUDENTIAL FINCL INC
2016-03-15
5.50%
Other Note
366000.00
403512.36
PRUDENTIAL FINCL INC
2012-06-15
5.80%
Other Note
29000.00
30770.48
PRUDENTIAL FINCL INC,NJ
2017-12-01
6.00%
Other Note
1149000.00
1295256.21
PRUDENTIAL FINCL INC
2013-01-15
5.15%
Other Note
39000.00
41729.11
PRUDENTIAL FINCL INC
2012-09-17
3.63%
Other Note
102000.00
106882.92
PRUDENTIAL FINCL INC
2015-09-17
4.75%
Other Note
136000.00
148483.86
PRUDENTIAL FINCL INC,NJ
2015-01-14
3.88%
Other Note
420000.00
438251.57
PRU FIN INC
2020-11-16
4.50%
Other Note
4000.00
3997.16
RYDER SYSTEM
2016-11-01
5.85%
Other Note
101000.00
113565.66
RYDER SYSTEM, INC,FL
2015-09-01
7.20%
Other Note
274000.00
327649.20
SUNTRUST BK ATLANTA
2017-12-01
5.45%
Other Note
443000.00
450606.68
SUNTRUST BK ATLANTA
2020-04-01
5.40%
Other Note
904000.00
941633.52
UDR INC
2014-04-01
5.50%
Other Note
1000.00
1075.84
UNITED DOMINION
2014-01-15
5.13%
Other Note
18000.00
19018.31
UNITED DOMINION
2015-01-15
5.25%
Other Note
124000.00
130149.26
UNITED DOMINION
2013-06-01
6.05%
Other Note
153000.00
164482.78
UTD MEXICAN STS
2012-01-14
7.50%
Treasury Debt
1484000.00
1581449.33
UTD MEXICAN STS
2022-09-24
8.00%
Treasury Debt
209000.00
273627.44
UTD MEXICAN STS
2033-04-08
7.50%
Treasury Debt
450000.00
546262.50
UTD MEXICAN STS
2014-01-15
5.88%
Treasury Debt
944000.00
1041720.39
UTD MEXICAN STS
2040-01-11
6.05%
Treasury Debt
1570000.00
1602025.82
WHIRLPOOL CORP
2012-05-01
8.00%
Other Note
112000.00
122981.60
First Tier Security
N/A
N/A
2011-04-04
2011-04-04
N
N
N
39000000.00
39000000.00
0.0209
N/A
Y
39000000.00
39000000.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KQ91 DCP 03/09/2011
11765KQ91
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-09
2011-03-09
N
N
N
13031000.00
13030333.97
0.0070
N/A
N
13030218.14
13030218.14
FALCON ASSET SECURITIZATION CO LLC
FALCON ASSET SECURITIZATION C 30603BQA4 DCP 03/10/2011
30603BQA4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-10
2011-03-10
N
N
N
18000000.00
17998965.00
0.0096
N/A
N
17999100.00
17999100.00
JUPITER SECUR CORP
JUPITER SECUR CORP 4820P3QB2 DCP 03/11/2011
4820P3QB2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
N
17000000.00
16998913.89
0.0091
N/A
N
16998640.00
16998640.00
SHEFFIELD RECEIVABLES
SHEFFIELD RECEIVABLES 82124MQQ6 DCP 03/24/2011
82124MQQ6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-24
2011-03-24
N
N
N
14000000.00
13997942.78
0.0075
N/A
N
13997620.00
13997620.00
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257LW32 DCP 05/09/2011
86257LW32
Government Agency Debt
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
N
18000000.00
17991375.00
0.0096
N/A
N
17990280.00
17990280.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KQE0 DCP 03/14/2011
11765KQE0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-14
2011-03-14
N
N
N
5147000.00
5146572.51
0.0028
N/A
N
5146485.30
5146485.30
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601WQ85 DCP 03/08/2011
30601WQ85
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-08
2011-03-08
N
N
N
1974000.00
1973907.88
0.0011
N/A
N
1973901.30
1973901.30
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MR12 DCP 04/01/2011
56274MR12
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
1400000.00
1399638.34
0.0008
N/A
N
1399650.00
1399650.00
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELEC CAP CORP 01.2322 12/09/2011
36967HAC1
Other Note
First Tier Security
N/A
N/A
2011-03-09
2011-12-09
N
N
N
7000000.00
7054362.95
0.0038
N/A
N
7051436.00
7051436.00
ALPINE SECURITIZATION
ALPINE SECURITIZATION 02086MQJ6 DCP 03/18/2011
02086MQJ6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-18
2011-03-18
N
N
N
17600000.00
17598005.33
0.0094
N/A
N
17597888.00
17597888.00
FALCON ASSET SECURITIZATION CO LLC
FALCON ASSET SECURITIZATION C 30603BR47 DCP 04/04/2011
30603BR47
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-04
2011-04-04
N
N
N
1400000.00
1399682.66
0.0008
N/A
N
1399734.00
1399734.00
VARIABLE FUNDING CAPITAL CO LLC
VARIABLE FUNDING CAPITAL CO L 92217MQM2 DCP 03/21/2011
92217MQM2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-21
2011-03-21
N
N
N
24500000.00
24496869.44
0.0131
N/A
N
24496570.00
24496570.00
DANSKE CORP
DANSKE CORP 2363F7QG6 DCP 03/16/2011
2363F7QG6
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-03-16
2011-03-16
N
N
N
9800000.00
9798897.50
0.0053
N/A
N
9799118.00
9799118.00
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601WQE2 DCP 03/14/2011
30601WQE2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-14
2011-03-14
N
N
N
7000000.00
6999418.61
0.0038
N/A
N
6999370.00
6999370.00
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN/NEW YOR 00.3000 06/17/2011
86959BQB4
Certificate of Deposit
First Tier Security
N/A
N/A
2011-06-17
2011-06-17
N
N
N
25800000.00
25800000.00
0.0138
N/A
N
25796130.00
25796130.00
ALPINE SECURITIZATION
ALPINE SECURITIZATION 02086MQP2 DCP 03/23/2011
02086MQP2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-23
2011-03-23
N
N
N
11000000.00
10998453.89
0.0059
N/A
N
10998240.00
10998240.00
BARCLAYS BANK, PLC
BARCLAYS BANK, PLC 06741GAT2 DCP 05/04/2011
06741GAT2
Other Commercial Paper
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
N
9600000.00
9594709.33
0.0051
N/A
N
9595488.00
9595488.00
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601WQG7 DCP 03/16/2011
30601WQG7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-16
2011-03-16
N
N
N
4907000.00
4906529.74
0.0026
N/A
N
4906460.23
4906460.23
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KQF7 DCP 03/15/2011
11765KQF7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-15
2011-03-15
N
N
N
3400000.00
3399709.11
0.0018
N/A
N
3399626.00
3399626.00
GENERAL ELECTRIC CAPITAL SVC
GENERAL ELECTRIC CAPITAL SVC 36959SSQ7 DCP 05/24/2011
36959SSQ7
Other Commercial Paper
First Tier Security
N/A
N/A
2011-05-24
2011-05-24
N
N
N
29000000.00
28983760.00
0.0155
N/A
N
28985210.00
28985210.00
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137SQJ0 DCP 03/18/2011
98137SQJ0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-18
2011-03-18
N
N
N
20000000.00
19997450.00
0.0107
N/A
N
19997600.00
19997600.00
CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY
CALIFORNIA EDUCATIONAL FACILI 00.2400 03/18/2011
13018ADH0
Other Commercial Paper
First Tier Security
N/A
N/A
2011-03-18
2011-03-18
N
N
N
6000000.00
6000000.00
0.0032
N/A
N
5999820.00
5999820.00
ATLANTIC ASSET SEC CORP
ATLANTIC ASSET SEC CORP 04821UQB1 DCP 03/11/2011
04821UQB1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-11
2011-03-11
N
N
N
6300000.00
6299597.50
0.0034
N/A
N
6299559.00
6299559.00
ROYAL BANK OF SCOTLAND PLC/THE
ROYAL BANK OF SCOTLAND PLC/TH 78009SQR9 DCP 03/25/2011
78009SQR9
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-03-25
2011-03-25
N
N
N
9000000.00
8998740.00
0.0048
N/A
N
8998470.00
8998470.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MQE5 DCP 03/14/2011
56274MQE5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-03-14
2011-03-14
N
N
N
8100000.00
8099210.25
0.0043
N/A
N
8099190.00
8099190.00
CITIGROUP GLOBAL MARKETS INC
REPO TRIPA CORPO 0.33 03/01/2011
TRIPARTY2
Other Repurchase Agreement
N
ABN AMRO BK NV
2014-01-31
3.00%
Other Note
499400.00
498526.05
ABN AMRO BK N V
2014-01-30
2.07%
Other Note
2147420.00
2151936.66
AMER EXP BANK,FSB
2012-06-12
0.49%
Other Note
549340.00
548051.34
AMER EXP BANK,FSB
2017-09-13
6.00%
Other Note
169796.00
192750.72
AMEX CENTURION BANK
2012-06-12
0.40%
Other Note
124850.00
124473.53
AMEX CENTURION BANK
2017-06-12
5.95%
Other Note
24970.00
27817.61
AMEX CENTURION BANK
2017-09-13
6.00%
Other Note
252197.00
287665.99
MAEX CENTURION BK
2012-10-17
5.55%
Other Note
499400.00
541801.97
AMERICAN EXP CRT
2015-09-15
2.75%
Other Note
431981.00
429857.09
AMERICAN INTL
2016-10-18
5.60%
Other Note
199760.00
214930.22
AMERICAN INTL
2011-10-18
0.63%
Other Note
124850.00
124386.80
AMERICAN INTL GROUP
2018-01-16
5.85%
Other Note
2172390.00
2300180.84
AVALONBAY COMM INC
2020-03-16
6.10%
Other Note
323611.20
371579.91
CB BORG-WARNER AUTOMTV
2019-10-01
8.00%
Other Note
2996400.00
3691914.38
CATERPLR FIN SERV CO
2011-10-12
5.13%
Other Note
191769.60
201064.89
CITGROUP FDG
2025-04-28
5.25%
Other Note
24970.00
24213.41
CREDIT SUISSE
2020-01-14
5.40%
Other Note
499.40
506.80
DAIMLER CHRYSLER NA HLDG
2013-11-15
6.50%
Other Note
3196160.00
3657932.32
JOHN DEERE CAPITAL CO
2017-04-13
5.50%
Other Note
627246.40
713859.72
JOHN DEERE CAP
2012-12-17
4.95%
Other Note
649220.00
701944.78
JOHN DEERE CAPITAL CO
2013-04-03
4.50%
Other Note
988812.00
1072836.30
JOHN DEERE CAPITAL CO
2017-09-18
2.80%
Other Note
362065.00
358883.66
MNWALT DISNEY CO
2039-04-01
4.75%
Other Note
1039750.80
1034760.86
GENERAL MLS INC
2013-08-15
5.25%
Other Note
2883160.05
3152435.19
HBOS PLC
2018-05-21
6.75%
Other Note
666699.00
645302.96
ITAU UNIBANCO HOLDING
2021-01-22
5.75%
Other Note
27966.40
27595.01
KROGER CO
2018-05-01
7.00%
Other Note
843986.00
997262.30
LLOYDS BANK PLC
2020-09-14
6.50%
Other Note
948860.00
942648.13
LLOYDS PLC
2020-09-14
6.50%
Other Note
79904.00
79323.19
M.D.C.
2014-12-15
5.38%
Other Note
99880.00
105090.74
MDC HLDGS INC
2015-07-01
5.38%
Other Note
829004.00
867892.92
MAYTAG CORP.
2015-05-15
5.00%
Other Note
1203554.00
1253243.40
MCDONALDS CORP
2019-02-01
5.00%
Other Note
1735415.00
1911247.25
MCDONALD CORP
2039-02-01
5.70%
Other Note
1600577.00
1722052.79
MORGAN & CO
2012-02-15
7.18%
Other Note
1248500.00
1281715.37
NATL CITY BANK ,CLEVELAND
2017-06-07
5.80%
Other Note
1193566.00
1329202.84
NATIONAL RURAL UTILITIES
2012-03-01
7.25%
Other Note
425331.49
468109.56
NATIONWIDE BLDG SOC
2015-08-03
5.00%
Other Note
149820.00
144895.42
NATIONWIDE BLDG SOC
2014-01-15
5.25%
Other Note
749100.00
761394.60
PNC BANK NA
2017-09-21
4.88%
Other Note
699160.00
748038.57
PEMEX PJT FDG MST TRST
2012-12-03
1.14%
Other Note
199760.00
199496.88
PEMEX PJT FDG MST TRST
2012-12-03
0.90%
Other Note
847481.80
845899.66
PETROLEOS MEXICANOS
2049-09-28
6.63%
Other Note
102876.40
105542.87
PITNEY BOWES
2037-01-15
5.25%
Other Note
129844.00
133975.74
PRNCL LFE INCM FNDG TR
2011-06-17
5.15%
Other Note
948860.00
971753.09
PUBLIC SER ELEC & GAS
2020-08-17
3.50%
Other Note
237215.00
227041.77
UBS AG
2016-07-15
5.88%
Other Note
99880.00
108085.88
UNICREDIT LUX FIN
2017-10-31
6.00%
Other Note
169796.00
163012.08
UNION BANK OF CA NA
2016-05-11
5.95%
Other Note
545344.80
597138.77
UTD MEXICAN STS
2033-04-08
7.50%
Treasury Debt
299.64
363.74
UTD MEXICAN STS
2034-09-27
6.75%
Treasury Debt
189772.00
210646.92
UTD MEXICAN STS
2017-01-15
5.63%
Treasury Debt
499.40
550.20
UTD MEXICAN STS
2019-03-19
5.95%
Treasury Debt
1163602.00
1315776.90
UTD MEXICAN STS
2014-02-17
5.88%
Treasury Debt
39952.00
43879.09
UTD MEXICAN STS
2020-01-15
5.13%
Treasury Debt
1162603.20
1217386.84
UTD MEXICAN STS
2012-10-12
5.75%
Treasury Debt
1997.60
1801.28
XEROX CORPORATION
2016-04-01
7.20%
Other Note
749100.00
884477.35
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
40700000.00
40700000.00
0.0218
N/A
N
40700000.00
40700000.00
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E1QV6 DCP 03/29/2011
6385E1QV6
Other Commercial Paper
First Tier Security
N/A
N/A
2011-03-29
2011-03-29
N
N
N
9300000.00
9298264.00
0.0050
N/A
N
9298047.00
9298047.00
US BANK NA/CAYMAN ISLANDS
US BANK NA/CAYMAN ISLANDS 99954P9Q7 TD 03/01/2011
99954P9Q7
Other Instrument
Time Deposit
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
28700000.00
28700000.00
0.0154
N/A
N
28700000.00
28700000.00
YALE UNIVERSITY
YALE UNIVERSITY 98459SS33 DCP 05/03/2011
98459SS33
Other Commercial Paper
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
N
10000000.00
9996150.00
0.0054
N/A
N
9996150.00
9996150.00
CREDIT AGRICOLE CORPORATE & INVESTMENT BANK
CREDIT AGRICOLE CORPORATE & I 99804P9Q9 TD 03/01/2011
99804P9Q9
Other Instrument
Time Deposit
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
20000000.00
20000000.00
0.0107
N/A
N
20000000.00
20000000.00
SOCIETE GENERALE/CAYMAN ISLANDS
SOCIETE GENERALE/CAYMAN ISLAN 99101Q9B0 TD 03/01/2011
99101Q9B0
Other Instrument
Time Deposit
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
20000000.00
20000000.00
0.0107
N/A
N
20000000.00
20000000.00
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 0.2 03/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2037-03-01
5.61%
Government Agency Debt
6350423.93
2508808.43
FMAC
2035-10-01
3.18%
Government Agency Debt
6908143.41
2343591.40
FMAC
2037-06-01
5.57%
Government Agency Debt
6382521.53
2127868.29
FMAC
2037-04-01
5.45%
Government Agency Debt
6354437.38
2113584.20
FMAC
2037-07-01
5.95%
Government Agency Debt
5080342.14
2716980.33
FMAC
2035-02-01
4.76%
Government Agency Debt
11569807.44
2710588.09
FMAC
2037-01-01
5.80%
Government Agency Debt
7112000.00
2119773.33
FNMA
2044-12-01
1.53%
Government Agency Debt
14250436.32
2761093.40
FNMA
2035-05-01
3.87%
Government Agency Debt
4637383.66
2265598.75
FNMA
2035-07-01
2.80%
Government Agency Debt
5012639.45
2433916.11
FNMA
2035-11-01
2.56%
Government Agency Debt
7620028.19
2225604.14
FNMA
2036-01-01
2.25%
Government Agency Debt
21590077.98
2611140.25
FNMA
2035-12-01
2.56%
Government Agency Debt
7624236.72
2134102.03
FNMA
2036-03-01
2.98%
Government Agency Debt
13865534.25
2091927.66
FNMA
2036-09-01
5.74%
Government Agency Debt
5871583.63
1731881.45
FNMA
2036-09-01
2.48%
Government Agency Debt
8090777.82
2334418.12
FNMA
2037-08-01
5.64%
Government Agency Debt
6164505.32
2483305.05
FNMA
2037-08-01
5.77%
Government Agency Debt
6544831.59
2411349.88
FNMA
2037-09-01
3.42%
Government Agency Debt
7017573.60
2090085.70
FNMA
2036-09-01
3.35%
Government Agency Debt
3798963.45
2387023.97
FNMA
2038-03-01
5.13%
Government Agency Debt
6351453.77
2545364.10
FNMA
2038-03-01
4.58%
Government Agency Debt
3238437.77
2231438.45
FNMA
2038-05-01
4.93%
Government Agency Debt
3194347.05
2101234.51
FNMA
2038-06-01
5.27%
Government Agency Debt
4878362.86
2792070.47
FNMA
2038-05-01
4.80%
Government Agency Debt
6023048.41
2526658.01
FNMA
2038-07-01
5.22%
Government Agency Debt
4368800.00
2414651.16
FNMA
2038-10-01
5.46%
Government Agency Debt
3285961.55
2223726.63
FNMA
2039-12-01
3.73%
Government Agency Debt
3422474.36
2481464.03
FNMA
2039-08-01
2.86%
Government Agency Debt
3175000.00
2242777.33
FNMA
2040-02-01
3.75%
Government Agency Debt
3202087.83
2764117.95
FNMA
2040-05-01
3.56%
Government Agency Debt
2658882.67
2592814.43
FNMA
2040-09-01
3.63%
Government Agency Debt
2448540.32
2424406.71
FNMA
2041-03-01
3.30%
Government Agency Debt
2543022.98
2583673.84
GNMA
2059-08-20
5.50%
Government Agency Debt
2451835.08
2696685.48
GNMA
2060-12-20
5.16%
Government Agency Debt
318734.69
328183.33
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
80000000.00
80000000.00
0.0429
N/A
N
80000000.00
80000000.00
BNP PARIBAS SECURITIES CORP.
REPO TRIPA MORTG 0.2 03/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2026-01-01
3.50%
Government Agency Debt
12674573.22
12674573.22
FNMA
2026-01-01
4.00%
Government Agency Debt
25181081.23
25181081.23
FNMA
2041-02-01
5.00%
Government Agency Debt
23313980.76
23313980.76
FNMA
2044-02-01
1.53%
Government Agency Debt
4543314.09
4543314.09
FNMA
2039-05-01
2.87%
Government Agency Debt
2534616.01
2534616.01
FNMA
2040-07-01
3.83%
Government Agency Debt
4462921.84
4462921.84
FNMA
2040-09-01
3.30%
Government Agency Debt
4611868.09
4611868.09
FNMA
2040-09-01
3.49%
Government Agency Debt
4644107.18
4644107.18
FNMA
2040-10-01
3.34%
Government Agency Debt
4900451.01
4900451.01
FNMA
2040-10-01
3.00%
Government Agency Debt
4933086.65
4933086.65
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
90000000.00
90000000.00
0.0483
N/A
N
90000000.00
90000000.00
MORGAN (J.P.) SECURITIES INC.
REPO TRIPA MORTG 0.2 03/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2040-12-01
4.00%
Government Agency Debt
697268.44
689354.75
FNMA
2025-12-01
4.50%
Government Agency Debt
743188.82
781581.83
FNMA
2041-01-01
3.00%
Government Agency Debt
693739.59
631512.11
FNMA
2040-12-01
5.00%
Government Agency Debt
742788.52
779039.61
FNMA
2041-01-01
5.00%
Government Agency Debt
765039.76
802584.64
FNMA
2041-01-01
5.00%
Government Agency Debt
727995.02
764099.50
FNMA
2041-01-01
3.00%
Government Agency Debt
808502.76
735975.78
FNMA
2041-02-01
4.00%
Government Agency Debt
788238.49
781004.57
FNMA
2041-02-01
5.00%
Government Agency Debt
721498.51
763595.78
FNMA
2026-02-01
4.00%
Government Agency Debt
747188.09
770578.16
FNMA
2041-02-01
5.00%
Government Agency Debt
799800.00
840967.36
FNMA
2031-03-01
4.00%
Government Agency Debt
716342.74
725438.64
FNMA
2039-08-01
6.00%
Government Agency Debt
333250.00
297414.77
FNMA
2039-12-01
4.50%
Government Agency Debt
807909.84
706814.40
FNMA
2037-08-01
5.00%
Government Agency Debt
809978.39
339548.09
FNMA
2024-10-01
5.00%
Government Agency Debt
763796.87
324808.03
FNMA
2040-05-01
5.50%
Government Agency Debt
784223.10
808273.94
FNMA
2040-09-01
4.00%
Government Agency Debt
786137.82
739908.90
FNMA
2040-12-01
5.00%
Government Agency Debt
704449.44
738821.70
FNMA
2041-02-01
4.50%
Government Agency Debt
748346.20
764415.65
FNMA
2040-08-01
4.50%
Government Agency Debt
809543.96
818191.12
FNMA
2040-10-01
5.00%
Government Agency Debt
743032.46
776513.18
FNMA
2040-10-01
4.00%
Government Agency Debt
730808.19
687602.68
FNMA
2040-10-01
4.50%
Government Agency Debt
790100.03
804249.50
FNMA
2040-11-01
4.00%
Government Agency Debt
753614.88
727205.96
FNMA
2041-01-01
5.00%
Government Agency Debt
709749.19
745441.28
FNMA
2041-02-01
4.00%
Government Agency Debt
738435.48
729936.60
FNMA
2040-11-01
4.50%
Government Agency Debt
741937.94
755499.96
FNMA
2040-11-01
4.50%
Government Agency Debt
554417.76
564818.22
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
20000000.00
20000000.00
0.0107
N/A
N
20000000.00
20000000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.21 03/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2035-12-01
3.93%
Government Agency Debt
4078890.84
1457249.38
FMAC
2036-01-01
5.32%
Government Agency Debt
5235382.78
1422008.33
FMAC
2036-07-01
5.99%
Government Agency Debt
6790000.00
1529878.91
FMAC
2037-07-01
5.27%
Government Agency Debt
3746945.93
1571008.95
FMAC
2036-11-01
5.52%
Government Agency Debt
4585143.05
1490930.21
FMAC
2037-02-01
5.72%
Government Agency Debt
4074000.00
1574043.05
FMAC
2037-04-01
5.56%
Government Agency Debt
3259200.00
1460855.51
FMAC
2037-10-01
6.02%
Government Agency Debt
3522380.40
1417274.65
FMAC
2036-12-01
5.90%
Government Agency Debt
3435549.20
1466763.42
FMAC
2037-09-01
5.86%
Government Agency Debt
3050971.48
1504641.66
FMAC
2038-05-01
4.57%
Government Agency Debt
3008816.17
1420731.31
FNMA
2034-05-01
2.06%
Government Agency Debt
5253592.48
1467015.54
FNMA
2035-07-01
5.10%
Government Agency Debt
4400164.71
1422192.88
FNMA
2036-05-01
5.44%
Government Agency Debt
4747871.78
1469885.48
FNMA
2037-04-01
5.75%
Government Agency Debt
4588304.75
1431065.56
FNMA
2036-10-01
5.13%
Government Agency Debt
3395000.00
1440718.39
FNMA
2038-01-01
5.41%
Government Agency Debt
4348557.45
1565704.82
FNMA
2038-09-01
5.17%
Government Agency Debt
3131645.50
1537204.19
FNMA
2037-02-01
5.81%
Government Agency Debt
6790000.00
1513783.75
FNMA
2035-07-01
2.50%
Government Agency Debt
2940175.92
1434220.03
FNMA
2038-08-01
5.46%
Government Agency Debt
2736641.60
1520342.43
FNMA
2037-11-01
3.90%
Government Agency Debt
3535323.09
1454273.40
FNMA
2039-12-01
3.90%
Government Agency Debt
2376500.00
1573871.69
FNMA
2040-02-01
3.49%
Government Agency Debt
1622081.43
1475623.84
FNMA
2040-04-01
4.23%
Government Agency Debt
1510218.36
1435697.96
FNMA
2038-03-01
5.51%
Government Agency Debt
1432136.89
1484678.86
FNMA
2040-09-01
4.30%
Government Agency Debt
523271.08
539131.25
GNMA
2034-12-20
6.00%
Government Agency Debt
5258963.23
1504023.06
GNMA
2039-05-15
5.00%
Government Agency Debt
2078767.06
1457632.92
GNMA
2040-02-15
4.50%
Government Agency Debt
1639001.98
1508575.88
GNMA
2040-09-15
4.50%
Government Agency Debt
1445413.78
1430557.41
GNMA
2040-09-15
5.00%
Government Agency Debt
1402631.76
1429024.22
GNMA
2040-11-15
4.50%
Government Agency Debt
711553.57
725193.46
GNMA
2040-12-15
4.00%
Government Agency Debt
1477604.76
1479725.38
GNMA
2040-12-15
4.50%
Government Agency Debt
1497720.55
1560289.06
GNMA
2041-01-15
3.50%
Government Agency Debt
1580553.79
1510188.10
GNMA
2035-03-20
3.00%
Government Agency Debt
9573751.98
1459951.67
GNMA
2039-08-20
4.00%
Government Agency Debt
2012343.47
1476182.10
GNMA
2038-05-15
5.50%
Government Agency Debt
4074000.00
1476841.32
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
55000000.00
55000000.00
0.0295
N/A
N
55000000.00
55000000.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.2 03/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2039-12-01
5.50%
Government Agency Debt
68068296.34
62395687.99
FMAC
2040-11-01
4.00%
Government Agency Debt
32880000.00
32049153.80
FMAC
2026-02-01
3.50%
Government Agency Debt
1286920.13
1293827.03
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
93896000.00
93896000.00
0.0503
N/A
N
93896000.00
93896000.00
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 0.2 03/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
GNMA
2039-08-15
5.00%
Government Agency Debt
6825331.22
5601032.34
GNMA
2040-08-20
5.00%
Government Agency Debt
22332989.00
22471789.60
GNMA
2040-08-15
5.00%
Government Agency Debt
27997488.11
28026158.19
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
55000000.00
55000000.00
0.0295
N/A
N
55000000.00
55000000.00
BNP PARIBAS SECURITIES CORP
REPO TRIPA CORPO 0.26 03/01/2011
TRIPARTY2
Other Repurchase Agreement
N
AIRGAS INC
2018-10-01
7.13%
Other Note
101730.00
113591.08
ALCOA INC PRF
2037-02-01
5.95%
Other Note
3123111.00
3048538.92
ALLSTATE CORP
2057-05-15
6.50%
Other Note
10173.00
10591.08
ALLSTATE CORPORATION
2037-05-15
6.13%
Other Note
193287.00
200056.74
ANGLOGOLD ASHANTI HLDG PLC
2040-04-15
6.50%
Other Note
1695500.00
1738707.93
ARCELORMITTAL CLASS A NY REGISTRY
2039-10-15
7.00%
Other Note
33910.00
36213.54
CSX CORP
2037-05-01
6.15%
Other Note
1119030.00
1215677.82
CSX CORP
2040-04-30
6.22%
Other Note
283826.70
306365.38
CSX CORP
2041-04-15
5.50%
Other Note
2021036.00
2008851.40
ENTERPRISE PRODUCTS OPERATING LLC
2041-02-01
5.95%
Other Note
2238060.00
2184957.05
FIRSTENERGY SOLUTIONS CORP
2021-08-15
6.05%
Other Note
822995.70
863252.31
FIRSTENEGRY SOLUTIONS CORP
2039-08-15
6.80%
Other Note
50865.00
50183.18
GOLDMAN SACHS CAPITAL I
2034-02-15
6.35%
Other Note
224145.10
219752.14
GOLDMAN SACHS CAPITAL III
2043-09-01
1.31%
Other Note
2492385.00
1983039.64
HUMANA INC
2038-06-15
8.15%
Other Note
1610725.00
1883028.35
INTERNATINOAL PAPER CAPITAL TRUST
2021-08-15
7.50%
Other Note
174975.60
209300.27
KRAFT FOODS INC
2031-11-01
6.50%
Other Note
587999.40
656298.47
KRAFT FOODS INC
2037-02-11
7.00%
Other Note
376401.00
427217.23
KRAFT FOODS INC
2038-02-01
6.88%
Other Note
1661590.00
1865394.40
KRAFT FOODS INC
2039-01-26
6.88%
Other Note
754497.50
847935.31
KRAFT FOODS INC
2040-02-09
6.50%
Other Note
916248.20
985856.08
L-3 COMMUNICATIONS CORPORATION
2021-02-15
4.95%
Other Note
2917955.50
2965919.39
MOTOROLA INC
2025-09-01
6.50%
Other Note
79688.50
84631.71
CB MOTOROLA INC
2028-11-15
6.50%
Other Note
1936939.20
1975149.63
NORFOLK SOUTHERN CORP,VA
2019-06-15
5.90%
Other Note
1143160.70
1316708.36
PNC BANK CORP,PA
2049-11-21
8.25%
Other Note
308581.00
333538.77
REPUBLIC SERVICES, INC.
2021-11-15
5.25%
Other Note
226179.70
239370.69
TECK CORP
2040-08-15
6.00%
Other Note
1096988.50
1122621.46
WELLS FARGO & COMPANY
2049-12-31
7.98%
Other Note
1085459.10
1200660.69
WELLS FARGO CAPITAL XV
2049-12-31
9.75%
Other Note
1118690.90
1273816.04
WELLS FARGO CAP XIII
2049-12-01
7.70%
Other Note
946089.00
1004094.77
YUM BRANDS INC COM
2037-11-15
6.88%
Other Note
1959998.00
2273911.55
VOTO VOTORANTTIM LTD
2021-04-05
6.75%
Other Note
3002026.53
3225114.63
ARCELORMITTAL
2018-06-01
6.13%
Other Note
339100.00
362840.08
AKBANK T.A.S.
2015-07-22
5.13%
Other Note
2712800.00
2713139.10
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
39000000.00
39000000.00
0.0209
N/A
N
39000000.00
39000000.00
DEUTSCHE BANK SECURITIES INC
REPO TRIPA CORPO 0.28 03/01/2011
TRIPARTY2
Other Repurchase Agreement
N
CB ALBERTA ENERGY CO
2030-09-15
8.13%
Other Note
177152.30
223638.52
ALTRIA GROUP INC,VA
2013-11-10
8.50%
Other Note
197358.00
237307.21
ALTRIA GROUP INC
2018-11-10
9.70%
Other Note
23495.00
31601.24
ALTRIA GROUP INC
2015-09-11
4.13%
Other Note
225552.00
238684.86
ANHEUSER - BUSCH COMPANIES INC
2019-03-01
5.00%
Other Note
778624.30
842419.58
ANHUEUSER BUSCH INC
2015-04-15
3.63%
Other Note
1685061.40
1780947.48
ANHEUSER BUSCH INBEV WORLDWIDE INC
2016-02-15
2.88%
Other Note
928052.50
927213.13
APPALACHIAN POWER COMPANY
2038-04-01
7.00%
Other Note
1104265.00
1302627.80
CVS/CAREMARK
2017-06-01
5.75%
Other Note
714767.24
803423.99
CENOVUS ENERGY INC
2014-09-15
4.50%
Other Note
634365.00
681942.38
COCA COLA ENTERPRISES INC NEW
2013-11-12
1.13%
Other Note
490982.53
485720.43
DOMINION RESOUCES INC
2012-09-17
5.70%
Other Note
810577.50
887591.82
DOMINION RESOURCES
2015-07-15
5.15%
Other Note
939800.00
1034251.21
DR PEPPER SNAPPLE GROUP INC
2013-05-01
6.12%
Other Note
1503500.03
1678311.98
DR PEPPER SNAPPLE GROUP INC
2011-12-21
1.70%
Other Note
1130109.50
1142974.54
DR PEPPER SNAPPLE GROUP INC
2016-01-15
2.90%
Other Note
469900.00
469593.00
DUKE ENERGY HOLDING CORP COM
2013-06-15
5.65%
Other Note
1268730.00
1401486.03
ENCANA CORP
2037-08-15
6.63%
Other Note
69252.92
76315.50
ENCANA HOLDINGS
2014-05-01
5.80%
Other Note
1080770.00
1220437.91
EXELON GENERATION CO LLC
2017-10-01
6.20%
Other Note
1080770.00
1225481.50
EXELON GENERATION COMPANY LLC
2039-10-01
6.25%
Other Note
98679.00
100826.34
GATX FINANCIAL CORPORATION
2016-03-01
5.80%
Other Note
1033780.00
1143657.03
HRPT PROP TR
2015-11-01
5.75%
Other Note
101028.50
109085.27
HEALTH CARE
2013-12-15
5.65%
Other Note
368871.50
402372.41
HESS CORP
2040-01-15
6.00%
Other Note
1618805.50
1652584.58
LGE KU ENERGY LLC
2020-11-15
3.75%
Other Note
1812317.37
1731198.04
NBC UNIVERSAL INC
2020-04-30
5.15%
Other Note
190779.40
199603.05
NBC UNIVERSAL INC
2040-04-30
6.40%
Other Note
795070.80
840666.34
NABORS INDUSTRIES ,INC
2018-02-15
6.15%
Other Note
1113663.00
1226377.76
NATIONWIDE FINANCIAL SERV
2015-10-01
5.10%
Other Note
1155954.00
1234113.83
NATIONWIDE HEALTH
2011-07-15
6.50%
Other Note
140970.00
144835.95
NY STATE ELEC & GAS CORP
2023-05-01
5.75%
Other Note
1879600.00
1808264.48
NORTHERN BORDER PARTNERS
2011-03-15
7.10%
Other Note
780034.00
806724.59
NORTHROP GRUMMAN
2015-11-15
1.85%
Other Note
1409700.00
1354644.95
ONEOK PARTNERS LIMITED PARTNERSHIP
2016-02-01
3.25%
Other Note
939800.00
936754.26
PSEG POWER LLC
2031-04-15
8.63%
Other Note
9398.00
12196.77
PSEG POWER LLC
2016-09-15
5.32%
Other Note
77063.60
85044.91
PETRO-CANADA
2013-07-15
4.00%
Other Note
939800.00
995659.62
PETRO CANADA
2035-05-15
5.95%
Other Note
422910.00
426771.17
TIME WARNER CO
2028-01-15
6.95%
Other Note
643763.00
720069.12
TIME WARNER INC
2021-01-15
4.70%
Other Note
1376807.00
1390374.67
TIME WARNER CABLE
2019-02-14
8.75%
Other Note
777684.50
983275.33
TIME WARNER CABLE INC
2020-02-01
5.00%
Other Note
784733.00
797382.90
VALERO ENERGY CORP NEW
2032-04-15
7.50%
Other Note
756069.10
873485.37
WEATHERFORD INTL LTD
2020-09-15
5.13%
Other Note
274891.50
286366.31
WEATERFORD INTERNATIONAL LTD
2040-09-15
6.75%
Other Note
1444942.50
1584531.17
WEINGARTEN REALTY
2014-01-15
4.86%
Other Note
809167.80
844400.11
XL CAP.
2014-09-15
5.25%
Other Note
1454810.40
1568548.69
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
39000000.00
39000000.00
0.0209
N/A
N
39000000.00
39000000.00
J.P. MORGAN SECURITIES
REPO TRIPA CORPO 0.33 03/01/2011
TRIPARTY2
Other Repurchase Agreement
N
ALLEGHENY ENERGY SUPPLY COMPAN
2039-10-15
6.75%
Other Note
3268376.50
3258971.83
AVNET, INC.
2015-09-01
6.00%
Other Note
478299.00
525700.03
CNA FINANCIAL CORPORATION
2021-08-15
5.75%
Other Note
11641180.50
11949387.14
CONSOL ENERGY, INC.
2012-03-01
7.88%
Other Note
360010.00
394807.24
DELHAIZE GROUP
2017-06-15
6.50%
Other Note
406297.00
469921.07
DELHAIZE GROUP
2040-10-01
5.70%
Other Note
3418552.10
3286778.46
ENERGY TRANSFER PARTNERS
2018-07-01
6.70%
Other Note
10286.00
12014.76
ENTERPRISE PRODUCTS OPERATING
2039-10-15
6.13%
Other Note
2545785.00
2598912.42
NEXEN INC
2013-11-20
5.05%
Other Note
7733014.80
8364861.78
NEXEN INC
2037-05-15
6.40%
Other Note
1565014.90
1521971.90
NISOURCE FINANCE CORP
2014-07-15
5.40%
Other Note
7714.50
8430.25
NISOURCE FINANCE CORP
2018-03-15
6.40%
Other Note
794593.50
892328.52
PANHANDLE EASTERN PIPE LINE CO
2018-06-15
7.00%
Other Note
462870.00
520248.92
QWEST CORP
2012-03-15
8.88%
Other Note
1445183.00
1612357.60
QWEST CORP
2015-06-15
7.63%
Other Note
822880.00
955269.32
QWEST CORP
2016-05-01
8.38%
Other Note
800765.10
976079.85
SOUTHERN UNION COMPANY
2029-11-15
8.25%
Other Note
1454440.40
1656349.36
TECO FINANCE,INC.
2017-11-01
6.57%
Other Note
742649.20
856819.25
U.S.WEST COMMUNICATIONS, INC.
2023-06-15
7.50%
Other Note
264864.50
269665.18
U.S.WEST COMMUNICATIONS, INC.
2033-09-15
6.88%
Other Note
1542900.00
1579972.53
U.S.WEST COMMUNICATIONS, INC.
2025-09-15
7.25%
Other Note
501442.50
545684.36
YUM BRANDS INC
2037-11-15
6.88%
Other Note
2802935.00
3266841.59
YUM BRANDS INC
2020-11-01
3.88%
Other Note
1812907.50
1730202.72
First Tier Security
N/A
N/A
2011-03-01
2011-03-01
N
N
N
45000000.00
45000000.00
0.0241
N/A
N
45000000.00
45000000.00