0000928816-11-000502.txt : 20110531
0000928816-11-000502.hdr.sgml : 20110530
20110406170550
ACCESSION NUMBER: 0000928816-11-000502
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110331
FILED AS OF DATE: 20110406
DATE AS OF CHANGE: 20110406
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: 11743800
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
2011-03-31
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
39
49
1865942295.49
541282065.34
541438979.27
1865785381.56
0.0025
0.9984
2011-03-31
0.9984
2011-03-31
C000017192
500.00
1731427293.57
1.00
6293454.46
88322171.71
82028717.25
0.0002
0.9983
2011-03-31
0.9983
2011-03-31
C000017193
500.00
28458375.74
1.00
-1287821.65
1428502.41
2716324.06
0.0002
0.9982
2011-03-31
0.9982
2011-03-31
C000017194
500.00
24451693.22
1.00
434570.64
3276078.20
2841507.56
0.0002
0.9986
2011-03-31
0.9986
2011-03-31
C000017195
500.00
29547796.21
1.00
-150418.44
2008017.04
2158435.48
0.0002
0.9982
2011-03-31
0.9982
2011-03-31
C000017196
500.00
16917467.16
1.00
422829.39
1842251.77
1419422.38
0.0002
0.9985
2011-03-31
0.9985
2011-03-31
C000017191
500.00
34982755.66
1.00
-1076488.32
1091052.18
2167540.50
0.0002
0.9987
2011-03-31
0.9987
2011-03-31
FALCON ASSET SECURITIZATION CO LLC
FALCON ASSET SECURITIZATION C 30603BRS4 DCP 04/26/2011
30603BRS4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-26
2011-04-26
N
N
N
8600000.00
8598566.67
0.0046
N/A
N
8599226.00
8599226.00
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
2571000.00
0.0014
N/A
N
2570974.29
2570974.29
FHLMC
FHLMC 313396LA9 GDC 08/29/2011
313396LA9
Government Agency Debt
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
N
N
6450000.00
6445431.25
0.0035
N/A
N
6446510.55
6446510.55
UBS FINANCE DELAWARE LLC
UBS FINANCE DELAWARE LLC 90262DS97 DCP 05/09/2011
90262DS97
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
N
2375000.00
2374435.94
0.0013
N/A
N
2374453.75
2374453.75
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KRC3 DCP 04/12/2011
11765KRC3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-12
2011-04-12
N
N
N
5000000.00
4999663.89
0.0027
N/A
N
4999600.00
4999600.00
PUTNAM MONEY MARKET LIQUIDITY FUND
PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P
746763168
Investment Company
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
186000365.00
186000365.00
0.0997
N/A
N
186000365.00
186000365.00
MISSOURI STATE HEALTH & EDUCATIONAL FACILITIES AUTHORITY
MO H/E VAR-WA UNIV-B 00.2300 09/01/2030
606901LC8
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
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 00.6950 04/13/2012
78008FAM6
Other Note
First Tier Security
N/A
N/A
2011-04-15
2012-04-13
N
N
N
29425000.00
29430509.53
0.0158
N/A
N
29539728.08
29539728.08
HOUSTON INDEPENDENT SCHOOL DISTRICT
HOUSTON ISD VAR-SCHOO 00.2300 06/15/2031
4424022G7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-04-07
2011-04-07
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 00.2100 09/01/2030
606901LE4
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
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 00.2100 04/01/2034
915260BD4
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
Y
UNIVERSITY OF WISCONSIN HOSPITALS & CLINICS AUTHORITY
N/A
N/A
Y
US BANCORP
N/A
N/A
N
11100000.00
11100000.00
0.0059
N/A
N
11100000.00
11100000.00
CITY OF MURRAY UT
MURRAY CITY HSP-VAR-B 00.2100 05/15/2037
626853CG8
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
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 00.2100 06/01/2042
759861CF2
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
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 00.2100 06/01/2016
60635R2V8
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
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
3154704.69
0.0017
N/A
N
3155375.30
3155375.30
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
4874607.14
0.0026
N/A
N
4875536.49
4875536.49
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
22869796.06
0.0123
N/A
N
22871523.92
22871523.92
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
39750828.93
0.0213
N/A
N
39765400.50
39765400.50
SAN ANTONIO EDUCATION FACILITIES CORP
SAN ANTONIO ED-VAR-RF 00.2200 06/01/2033
796247AB0
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
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 01.2600 05/06/2011
53943NF29
Certificate of Deposit
First Tier Security
N/A
N/A
2011-04-06
2011-04-06
N
N
N
15500000.00
15500000.00
0.0083
N/A
N
15500000.00
15500000.00
CITY OF CHICAGO IL
CHICAGO WSTWTR-RF-C3 00.2100 01/01/2039
167727RF5
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
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 00.2100 05/15/2037
626853CF0
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
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 00.2000 02/01/2037
455057TQ2
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
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
21870990.70
0.0117
N/A
N
21875360.98
21875360.98
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
20064428.84
0.0108
N/A
N
20069540.00
20069540.00
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
2011-04-01
2011-04-01
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
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
0.0096
N/A
N
18003528.00
18003528.00
WESTPAC BANKING CORP
WESTPAC BANKING CORP P/P 144A 00.3262 07/01/2011
91621CBC4
Other Note
First Tier Security
N/A
N/A
2011-04-04
2011-07-01
N
N
N
16000000.00
16000000.00
0.0086
N/A
N
15998704.00
15998704.00
JPMORGAN CHASE BANK NA
JP MORGAN CHASE BANK NA 00.2535 06/21/2011
48125LAG7
Other Note
First Tier Security
N/A
N/A
2011-04-21
2011-06-21
N
N
N
30800000.00
30800000.00
0.0165
N/A
N
30799661.20
30799661.20
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
26099791.20
26099791.20
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
25410160.00
25410160.00
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
12003552.00
12003552.00
COMMONWEALTH OF MASSACHUSETTS
MASS ST 02.0000 06/23/2011
57582PWJ5
Other Municipal Debt
First Tier Security
N/A
N/A
2011-06-23
2011-06-23
N
N
N
14000000.00
14055554.67
0.0075
N/A
N
14055020.00
14055020.00
NATIXIS/NEW YORK NY
NATIXIS NY BRANCH 00.3135 07/01/2011
63873BS32
Certificate of Deposit
First Tier Security
N/A
N/A
2011-04-18
2011-04-18
N
N
N
9625000.00
9625000.00
0.0052
N/A
N
9625288.75
9625288.75
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
1199932.33
0.0006
N/A
N
1199964.00
1199964.00
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
10435637.64
0.0056
N/A
N
10435686.92
10435686.92
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
3999810.00
0.0021
N/A
N
3999920.00
3999920.00
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
9999050.00
0.0054
N/A
N
9999890.00
9999890.00
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
5000000.00
0.0027
N/A
N
5000000.00
5000000.00
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
18548917.92
0.0099
N/A
N
18549870.15
18549870.15
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
8998062.50
0.0048
N/A
N
8998380.00
8998380.00
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
29000249.60
0.0155
N/A
N
29000870.00
29000870.00
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
11999520.00
11999520.00
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
2999575.00
0.0016
N/A
N
2999640.00
2999640.00
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
9699709.00
9699709.00
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
3556160.15
0.0019
N/A
N
3556324.17
3556324.17
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
25001500.00
25001500.00
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
19992938.89
0.0107
N/A
N
19995000.00
19995000.00
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
2599819.44
0.0014
N/A
N
2599818.00
2599818.00
MERRILL LYNCH, PIERCE, FENNER & SMITH INC.
REPO TRIPA CORPO 0.31 05/05/2011
TRIPARTY1
Other Repurchase Agreement
N
BA COVERD BOND
2012-06-14
5.50%
Other Note
30784014.00
32648824.05
CITY OF VERONA WISCONSIN
2013-10-24
8.75%
Other Note
5000.00
5878.20
CITY OF VERONA WISCONSIN
2013-10-24
8.75%
Other Note
210000.00
246363.54
BANK OF AMER FDG CORP 2002 1
2015-09-01
3.70%
Other Note
83000.00
83387.06
CENTRAL AMERICAN BNK E
2014-09-24
5.38%
Other Note
70000.00
75417.66
REP.OF CHILE
2012-01-11
7.13%
Other Note
1663000.00
1772148.23
REPUBLIC OF CHILE
2013-01-15
5.50%
Other Note
2385000.00
2577281.35
DEUTSCHE BANK AG
2012-10-12
5.38%
Other Note
341000.00
370528.09
DEUTSCHE BANK AG
2013-01-11
2.38%
Other Note
226000.00
230792.96
HOUSEHOLD FIN CP INTNT
2013-11-10
3.88%
Other Note
41194.00
42156.84
REPUBLIC OF ITALY
2033-06-15
5.38%
Other Note
1220000.00
1217494.59
REPUBLIC OF ITALY,IT
2011-07-15
3.50%
Other Note
637000.00
646296.94
HUTCHISON WHAMPOA
2033-11-24
7.45%
Other Note
100000.00
126199.88
CORP NACIONAL DEL COBRE DE CHILE
2012-11-30
6.38%
Other Note
161000.00
173746.69
CORP NACIONAL DEL COBRE DE CHILE
2013-10-15
5.50%
Other Note
123000.00
136301.42
CORPORACION NACIONAL DEL COBRE DE CHILE
2019-01-15
7.50%
Other Note
300000.00
370963.00
ROCHE HLDGS INC
2019-03-01
6.00%
Other Note
200000.00
226220.00
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
N
39000000.00
39000000.00
0.0209
N/A
Y
39000000.00
39000000.00
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
17995250.00
0.0096
N/A
N
17996040.00
17996040.00
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
1400000.00
0.0008
N/A
N
1399986.00
1399986.00
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELEC CAP CORP 01.2395 12/09/2011
36967HAC1
Other Note
First Tier Security
N/A
N/A
2011-06-09
2011-12-09
N
N
N
7000000.00
7048408.00
0.0038
N/A
N
7048783.00
7048783.00
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
1399972.00
0.0008
N/A
N
1399986.00
1399986.00
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
25800000.00
25800000.00
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
9597272.00
0.0051
N/A
N
9598176.00
9598176.00
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
28989753.33
0.0155
N/A
N
28993040.00
28993040.00
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
9998044.44
0.0054
N/A
N
9998100.00
9998100.00
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127USP6 DCP 05/23/2011
53127USP6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-23
2011-05-23
N
N
N
6000000.00
5997573.33
0.0032
N/A
N
5997600.00
5997600.00
DNB NOR BANK ASA
DNB NOR BANK ASA 2332K1TW0 DCP 06/30/2011
2332K1TW0
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-06-30
2011-06-30
N
N
N
23200000.00
23184630.00
0.0124
N/A
N
23182832.00
23182832.00
UNIVERSITY OF VIRGINIA
UNIVERSITY OF VIRGINIA 00.2800 06/02/2011
91521MKV1
Other Commercial Paper
First Tier Security
N/A
N/A
2011-06-02
2011-06-02
N
Y
UNIVERSITY OF VIRGINIA
N/A
N/A
N
8000000.00
8000000.00
0.0043
N/A
N
7999760.00
7999760.00
OLD LINE FUNDING CORP
OLD LINE FUNDING CORP 67983URF2 DCP 04/15/2011
67983URF2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-15
2011-04-15
N
N
N
12600000.00
12598873.00
0.0068
N/A
N
12599622.00
12599622.00
UNIVERSITY OF VIRGINIA
UNIVERSITY OF VIRGINIA 00.2800 06/06/2011
91521MKW9
Other Commercial Paper
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
N
N
14500000.00
14500000.00
0.0078
N/A
N
14499420.00
14499420.00
FCAR OWNER TRUST I
FCAR OWNER TRUST I 3024A1S46 DCP 05/04/2011
3024A1S46
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-04
2011-05-04
N
N
N
24500000.00
24494160.83
0.0131
N/A
N
24495100.00
24495100.00
OLD LINE FUNDING CORP
OLD LINE FUNDING CORP 67983URE5 DCP 04/14/2011
67983URE5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-14
2011-04-14
N
N
N
7000000.00
6999418.61
0.0038
N/A
N
6999790.00
6999790.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MS60 DCP 05/06/2011
56274MS60
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
N
N
10000000.00
9997277.78
0.0054
N/A
N
9997500.00
9997500.00
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646LS68 DCP 05/06/2011
92646LS68
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
N
N
12900000.00
12896613.75
0.0069
N/A
N
12896775.00
12896775.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KR41 DCP 04/04/2011
11765KR41
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-04
2011-04-04
N
N
N
1902000.00
1901965.13
0.0010
N/A
N
1901961.96
1901961.96
TEXAS TECH UNIVERSITY
TEXAS TECH UNIVERSITY 00.2700 06/01/2011
88280QES3
Other Commercial Paper
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
Y
TEXAS TECH UNIVERSITY
N/A
N/A
N
7350000.00
7350000.00
0.0039
N/A
N
7349632.50
7349632.50
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.2600 06/01/2011
57421QEM1
Other Commercial Paper
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
Y
AMFB HOLDINGS BHD
N/A
N/A
N
6000000.00
6000000.00
0.0032
N/A
N
5999580.00
5999580.00
UNIVERSITY OF TEXAS
UNIVERSITY OF TEXAS 00.2700 06/01/2011
91513RLD9
Other Commercial Paper
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
7500000.00
7500000.00
0.0040
N/A
N
7499625.00
7499625.00
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK
CANADIAN IMPERIAL BANK OF COM 13607FSA5 DCP 05/10/2011
13607FSA5
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-05-10
2011-05-10
N
N
N
19800000.00
19795281.00
0.0106
N/A
N
19794654.00
19794654.00
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127URC6 DCP 04/12/2011
53127URC6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-12
2011-04-12
N
N
N
4850000.00
4849659.15
0.0026
N/A
N
4849612.00
4849612.00
GOVCO INCORPORATED
GOVCO INCORPORATED 38362WR86 DCP 04/08/2011
38362WR86
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-08
2011-04-08
N
N
N
9800000.00
9799561.72
0.0053
N/A
N
9799510.00
9799510.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KRD1 DCP 04/13/2011
11765KRD1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-13
2011-04-13
N
N
N
10000000.00
9999233.33
0.0054
N/A
N
9999200.00
9999200.00
MASSACHUSETTS HEALTH & EDUCATIONAL FACILITIES AUTHORITY
MASSACHUSETTS HEALTH & EDUCAT 00.2300 05/02/2011
57586MMS9
Other Commercial Paper
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
15000000.00
15000000.00
0.0080
N/A
N
14999100.00
14999100.00
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257MH52 DCP 06/07/2011
86257MH52
Government Agency Debt
First Tier Security
N/A
N/A
2011-06-07
2011-06-07
N
N
N
24000000.00
23988833.33
0.0129
N/A
N
23987760.00
23987760.00
FALCON ASSET SECURITIZATION CO LLC
FALCON ASSET SECURITIZATION C 30603BRC9 DCP 04/12/2011
30603BRC9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-12
2011-04-12
N
N
N
18000000.00
17998845.00
0.0096
N/A
N
17999460.00
17999460.00
OLD LINE FUNDING CORP
OLD LINE FUNDING CORP 67983URB1 DCP 04/11/2011
67983URB1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-11
2011-04-11
N
N
N
8005000.00
8004510.80
0.0043
N/A
N
8004839.90
8004839.90
COMMONWEALTH OF MASSACHUSETTS
MA ST-B 02.0000 05/26/2011
57582PWG1
Other Municipal Debt
First Tier Security
N/A
N/A
2011-05-26
2011-05-26
N
N
N
14000000.00
14036800.00
0.0075
N/A
N
14036960.00
14036960.00
JUPITER SECUR CORP
JUPITER SECUR CORP 4820P3RD7 DCP 04/13/2011
4820P3RD7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-13
2011-04-13
N
N
N
16500000.00
16498845.00
0.0088
N/A
N
16498680.00
16498680.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MSA1 DCP 05/10/2011
56274MSA1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-10
2011-05-10
N
N
N
8000000.00
7997660.00
0.0043
N/A
N
7997760.00
7997760.00
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 20272ETF5 DCP 06/15/2011
20272ETF5
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-06-15
2011-06-15
N
N
N
2800000.00
2798483.33
0.0015
N/A
N
2798516.00
2798516.00
YALE UNIVERSITY
YALE UNIVERSITY 98459ST16 DCP 06/01/2011
98459ST16
Other Commercial Paper
First Tier Security
N/A
N/A
2011-06-01
2011-06-01
N
N
N
17500000.00
17494069.45
0.0094
N/A
N
17492650.00
17492650.00
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601WRB7 DCP 04/11/2011
30601WRB7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-11
2011-04-11
N
N
N
13000000.00
12999205.55
0.0070
N/A
N
12999220.00
12999220.00
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127URJ1 DCP 04/18/2011
53127URJ1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-18
2011-04-18
N
N
N
17000000.00
16998233.89
0.0091
N/A
N
16997960.00
16997960.00
THUNDER BAY FUNDING INC
THUNDER BAY FUNDING INC 88602URK8 DCP 04/19/2011
88602URK8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-19
2011-04-19
N
N
N
17750000.00
17748225.00
0.0095
N/A
N
17747692.50
17747692.50
SHEFFIELD RECEIVABLES
SHEFFIELD RECEIVABLES 82124MRM4 DCP 04/21/2011
82124MRM4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-21
2011-04-21
N
N
N
13500000.00
13498425.00
0.0072
N/A
N
13498245.00
13498245.00
ALPINE SECURITIZATION
ALPINE SECURITIZATION 02086MRR7 DCP 04/25/2011
02086MRR7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-25
2011-04-25
N
N
N
17100000.00
17097492.00
0.0092
N/A
N
17097264.00
17097264.00
DANSKE CORP
DANSKE CORP 2363F7RS9 DCP 04/26/2011
2363F7RS9
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-04-26
2011-04-26
N
N
N
9000000.00
8998375.00
0.0048
N/A
N
8998650.00
8998650.00
HARVARD UNIVERSITY
HARVARD UNIVERSITY 74081KTF9 DCP 06/15/2011
74081KTF9
Other Commercial Paper
First Tier Security
N/A
N/A
2011-06-15
2011-06-15
N
N
N
4200000.00
4198162.50
0.0023
N/A
N
4198236.00
4198236.00
CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY
CALIFORNIA EDUCATIONAL FACILI 00.2500 05/20/2011
13018ADK3
Other Commercial Paper
First Tier Security
N/A
N/A
2011-05-20
2011-05-20
N
N
N
6000000.00
6000000.00
0.0032
N/A
N
5999400.00
5999400.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KRJ8 DCP 04/18/2011
11765KRJ8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-18
2011-04-18
N
N
N
1824000.00
1823810.50
0.0010
N/A
N
1823781.12
1823781.12
VARIABLE FUNDING CAPITAL CO LLC
VARIABLE FUNDING CAPITAL CO L 92217MSR9 DCP 05/25/2011
92217MSR9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-25
2011-05-25
N
N
N
23200000.00
23191996.00
0.0124
N/A
N
23191416.00
23191416.00
ALPINE SECURITIZATION
ALPINE SECURITIZATION 02086MRU0 DCP 04/28/2011
02086MRU0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-28
2011-04-28
N
N
N
11100000.00
11098168.50
0.0059
N/A
N
11098113.00
11098113.00
JUPITER SECUR CORP
JUPITER SECUR CORP 4820P3SB0 DCP 05/11/2011
4820P3SB0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
N
N
2100000.00
2099463.33
0.0011
N/A
N
2099391.00
2099391.00
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601WS34 DCP 05/03/2011
30601WS34
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
N
6701000.00
6699689.58
0.0036
N/A
N
6699592.79
6699592.79
ATLANTIC ASSET SEC CORP
ATLANTIC ASSET SEC CORP 04821URB0 DCP 04/11/2011
04821URB0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-11
2011-04-11
N
N
N
1440000.00
1439900.00
0.0008
N/A
N
1439913.60
1439913.60
FHLMC
FHLMC 313396LS0 GDC 09/14/2011
313396LS0
Government Agency Debt
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
18500000.00
18484990.84
0.0099
N/A
N
18486365.50
18486365.50
ATLANTIC ASSET SEC CORP
ATLANTIC ASSET SEC CORP 04821URJ3 DCP 04/18/2011
04821URJ3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-18
2011-04-18
N
N
N
10000000.00
9998913.89
0.0054
N/A
N
9998900.00
9998900.00
SOCIETE GENERALE N AMER
SOCIETE GENERALE N AMER 83365SRJ4 DCP 04/18/2011
83365SRJ4
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-04-18
2011-04-18
N
N
N
1500000.00
1499830.00
0.0008
N/A
N
1499865.00
1499865.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KRS8 DCP 04/26/2011
11765KRS8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-26
2011-04-26
N
N
N
7110000.00
7108913.76
0.0038
N/A
N
7108720.20
7108720.20
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601WSD2 DCP 05/13/2011
30601WSD2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-13
2011-05-13
N
N
N
8300000.00
8297869.67
0.0044
N/A
N
8297676.00
8297676.00
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E1ST9 DCP 05/27/2011
6385E1ST9
Other Commercial Paper
First Tier Security
N/A
N/A
2011-05-27
2011-05-27
N
N
N
9500000.00
9496010.00
0.0051
N/A
N
9496010.00
9496010.00
TORONTO DOMINION HOLDINGS (USA)
TORONTO DOMINION HOLDINGS (US 89116FRV4 DCP 04/29/2011
89116FRV4
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-04-29
2011-04-29
N
N
N
3000000.00
2999533.33
0.0016
N/A
N
2999610.00
2999610.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KSG3 DCP 05/16/2011
11765KSG3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-16
2011-05-16
N
N
N
1112000.00
1111666.40
0.0006
N/A
N
1111633.04
1111633.04
VARIABLE FUNDING CAPITAL CO LLC
VARIABLE FUNDING CAPITAL CO L 92217MT31 DCP 06/03/2011
92217MT31
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-06-03
2011-06-03
N
N
N
4800000.00
4798068.00
0.0026
N/A
N
4797840.00
4797840.00
FHLMC
FHLMC 313396JR5 GDC 07/27/2011
313396JR5
Government Agency Debt
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
N
2200000.00
2198927.50
0.0012
N/A
N
2199214.60
2199214.60
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KRB5 DCP 04/11/2011
11765KRB5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-04-11
2011-04-11
N
N
N
750000.00
749954.16
0.0004
N/A
N
749954.16
749954.16
HSBC USA INC
HSBC USA INC 40427STW9 DCP 06/30/2011
40427STW9
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-06-30
2011-06-30
N
N
N
19200000.00
19189440.00
0.0103
N/A
N
19189440.00
19189440.00
CREDIT AGRICOLE CORPORATE & INVESTMENT BANK
CREDIT AGRICOLE CORPORATE & I 99375Q9L7 TD 04/01/2011
99375Q9L7
Other Instrument
Time Deposit
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
20000000.00
20000000.00
0.0107
N/A
N
20000000.00
20000000.00
BNP PARIBAS SECURITIES CORP
REPO TRIPA CORPO 0.2 04/01/2011
TRIPARTY2
Other Repurchase Agreement
N
AES GENER S.A.
2014-03-25
7.50%
Other Note
1515264.96
1670034.12
BEST BUY CO INC
2021-03-15
5.50%
Other Note
5764700.00
5734179.12
FEDERATED
2040-08-17
11.00%
Other Note
3391000.00
4606485.11
FEDERATIVE
2024-04-15
8.88%
Other Note
4577850.00
6413218.15
GOLDMAN SACHS CAPITAL
2043-06-01
5.79%
Other Note
6712484.50
5919135.97
REPUBLIC OF PERU
2015-02-06
9.88%
Other Note
3391000.00
4230272.50
GERDAU TRADE INC
2021-01-30
5.75%
Other Note
6381121.41
6614785.67
CENTRAIS ELETRICAS BRASILEIRAS
2019-07-30
6.88%
Other Note
5086500.00
5758214.57
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
39000000.00
39000000.00
0.0209
N/A
N
39000000.00
39000000.00
DEUTSCHE BANK SECURITIES INC
REPO TRIPA CORPO 0.22 04/01/2011
TRIPARTY2
Other Repurchase Agreement
N
CVS CORP
2011-08-15
5.75%
Other Note
5262000.00
5399691.92
CAPITAL ONE FINANCIAL
2011-09-15
5.70%
Other Note
4240743.41
4345927.98
PFD HCP INC SERIES E
2021-02-01
5.38%
Other Note
5880401.29
6000915.22
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
15000000.00
15000000.00
0.0080
N/A
N
15000000.00
15000000.00
J.P. MORGAN SECURITIES
REPO TRIPA CORPO 0.27 04/01/2011
TRIPARTY2
Other Repurchase Agreement
N
FEDERATIVE REPUBLIC OF BRAZIL
2024-04-15
8.88%
Other Note
10885875.00
15247595.66
ZIONS BANCORPORATION
2014-09-23
7.75%
Other Note
444526.50
483225.64
NEXEN INC
2013-11-20
5.05%
Other Note
8668506.00
9741720.08
ALLEGHENY ENERGY SUPPLY COMPAN
2019-10-15
5.75%
Other Note
3167670.00
3314156.19
COMMERCIAL METALS COMPANY
2018-08-15
7.35%
Other Note
462231.00
487202.28
ALLEGHENY ENERGY SUPPLY COMPAN
2039-10-15
6.75%
Other Note
55027.50
53840.97
NEXEN INC
2039-07-30
7.50%
Other Note
772299.00
877432.04
DELHAIZE GROUP
2017-06-15
6.50%
Other Note
306240.00
344933.95
KILROY REALTY L P
2020-06-01
6.63%
Other Note
332557.50
348595.89
PLAINS ALL AMERICAN PIPELINE
2021-02-01
5.00%
Other Note
478500.00
484603.57
UNITED BUSINESS MEDIA LIMITED
2020-11-03
5.75%
Other Note
1524022.50
1517147.82
ENTERGY CORP NEW
2015-09-15
3.63%
Other Note
8120145.00
8048929.48
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
39000000.00
39000000.00
0.0209
N/A
N
39000000.00
39000000.00
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 0.16 04/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FREDDIE MAC
2036-08-01
5.79%
Government Agency Debt
4250440.70
1006606.62
FREDDIE MAC
2030-03-01
2.64%
Government Agency Debt
5240601.71
1051019.66
FREDDIE MAC
2036-01-01
5.14%
Government Agency Debt
2872782.99
979862.31
FREDDIE MAC
2033-06-01
2.65%
Government Agency Debt
3810548.66
1021944.57
FREDDIE MAC
2036-06-01
6.50%
Government Agency Debt
3201124.43
1052822.03
FREDDIE MAC
2038-01-01
6.00%
Government Agency Debt
2632302.50
1050033.43
FREDDIE MAC
2036-07-01
2.79%
Government Agency Debt
4550492.06
991572.72
FREDDIE MAC
2026-03-01
3.50%
Government Agency Debt
1029000.00
1036076.09
FREDDIE MAC
2036-03-01
5.63%
Government Agency Debt
3353999.57
1045583.86
FREDDIE MAC
2037-08-01
6.07%
Government Agency Debt
2572586.13
1052957.17
FREDDIE MAC
2040-11-01
4.00%
Government Agency Debt
1082463.03
1058052.13
FREDDIE MAC
2040-11-01
4.50%
Government Agency Debt
1032110.56
1030772.42
FREDDIE MAC
2041-02-01
4.50%
Government Agency Debt
20896.93
21299.35
FREDDIE MAC
2041-02-01
4.00%
Government Agency Debt
1059655.66
1044504.40
FANNIE MAE
2036-01-01
6.50%
Government Agency Debt
1037352.08
1031985.04
FANNIE MAE
2015-12-01
4.97%
Government Agency Debt
1029000.00
1036795.91
FANNIE MAE
2041-01-01
5.00%
Government Agency Debt
984136.73
1031800.67
FANNIE MAE
2041-01-01
4.00%
Government Agency Debt
371717.19
364767.71
FANNIE MAE
2041-03-01
5.00%
Government Agency Debt
965950.80
1017526.46
FANNIE MAE
2036-02-01
4.50%
Government Agency Debt
999958.64
1022488.53
FANNIE MAE
2041-03-01
4.50%
Government Agency Debt
1033788.35
1056744.00
FANNIE MAE
2041-03-01
3.03%
Government Agency Debt
1034314.48
1056126.96
FANNIE MAE
2033-10-01
5.00%
Government Agency Debt
3122992.05
1028390.82
FANNIE MAE
2044-04-01
1.52%
Government Agency Debt
9102259.05
991898.31
FANNIE MAE
2035-10-01
2.57%
Government Agency Debt
4336354.59
1031111.83
FANNIE MAE
2035-12-01
5.22%
Government Agency Debt
3088008.93
1045939.72
FANNIE MAE
2035-11-01
2.24%
Government Agency Debt
2728725.46
956091.63
FANNIE MAE
2037-01-01
6.24%
Government Agency Debt
5151117.30
992363.01
FANNIE MAE
2038-03-01
4.78%
Government Agency Debt
1574313.41
1005402.46
FANNIE MAE
2038-05-01
4.80%
Government Agency Debt
1737434.19
982131.28
FANNIE MAE
2023-12-01
5.00%
Government Agency Debt
3289869.82
1045763.73
FANNIE MAE
2039-01-01
5.10%
Government Agency Debt
2347586.43
930122.47
FANNIE MAE
2039-05-01
6.00%
Government Agency Debt
1704081.11
1018287.77
FANNIE MAE
2039-07-01
4.00%
Government Agency Debt
1167177.00
1057326.54
FANNIE MAE
2030-12-01
4.00%
Government Agency Debt
1029000.00
1021576.94
FANNIE MAE
2040-10-01
4.00%
Government Agency Debt
1069173.39
1044363.59
FANNIE MAE
2040-12-01
3.78%
Government Agency Debt
958859.24
954954.87
FANNIE MAE
2040-11-01
4.50%
Government Agency Debt
1032265.84
1049297.99
GINNE MAE
2039-10-20
4.50%
Government Agency Debt
1646400.00
1057525.14
GINNE MAE
2061-03-20
4.31%
Government Agency Debt
1048860.83
1049254.33
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
38550000.00
38550000.00
0.0207
N/A
N
38550000.00
38550000.00
BNP PARIBAS SECURITIES CORP.
REPO TRIPA MORTG 0.16 04/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FREDDIE MAC
2038-01-01
0.00%
Government Agency Debt
1770449.02
1860621.53
FREDDIE MAC
2037-01-01
0.00%
Government Agency Debt
1813989.01
1942669.76
FREDDIE MAC
2041-02-01
3.56%
Government Agency Debt
1975156.76
1986509.97
FANNIE MAE
2041-02-01
3.06%
Government Agency Debt
1561206.86
1584540.75
FANNIE MAE
2036-06-01
5.44%
Government Agency Debt
5106782.09
1864094.50
FANNIE MAE
2035-11-01
2.34%
Government Agency Debt
13160089.36
1948630.03
FANNIE MAE
2037-11-01
5.90%
Government Agency Debt
4778702.36
1957299.84
FANNIE MAE
2036-09-01
6.04%
Government Agency Debt
6581457.21
1825340.93
FANNIE MAE
2037-03-01
5.65%
Government Agency Debt
2764457.77
930059.16
FANNIE MAE
2037-03-01
5.70%
Government Agency Debt
4583086.60
1892363.70
FANNIE MAE
2038-06-01
4.82%
Government Agency Debt
2729193.57
1962995.81
FANNIE MAE
2038-03-01
4.81%
Government Agency Debt
4569057.25
1875089.85
FANNIE MAE
2035-12-01
2.80%
Government Agency Debt
2506901.70
1989625.46
FANNIE MAE
2040-07-01
4.20%
Government Agency Debt
2373354.68
1884238.80
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
25000000.00
25000000.00
0.0134
N/A
N
25000000.00
25000000.00
MORGAN (J.P.) SECURITIES INC.
REPO TRIPA MORTG 0.18 04/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FANNIE MAE
2038-06-01
5.50%
Government Agency Debt
1018923.72
459108.14
FANNIE MAE
2036-09-01
6.00%
Government Agency Debt
1084200.00
495796.98
FANNIE MAE
2047-08-01
7.00%
Government Agency Debt
1165817.16
214603.47
FANNIE MAE
2037-07-01
6.50%
Government Agency Debt
1547399.76
795831.37
FANNIE MAE
2037-12-01
6.00%
Government Agency Debt
855196.08
296136.59
FANNIE MAE
2037-11-01
6.00%
Government Agency Debt
1388104.80
379639.58
FANNIE MAE
2039-05-01
4.50%
Government Agency Debt
1469767.08
1301301.02
FANNIE MAE
2024-08-01
4.00%
Government Agency Debt
1080000.00
952720.90
FANNIE MAE
2039-11-01
5.00%
Government Agency Debt
960000.00
942412.66
FANNIE MAE
2038-09-01
6.00%
Government Agency Debt
1261200.00
840543.61
FANNIE MAE
2040-09-01
4.50%
Government Agency Debt
930189.00
897647.39
FANNIE MAE
2040-09-01
4.00%
Government Agency Debt
695528.64
672842.81
FANNIE MAE
2025-10-01
4.00%
Government Agency Debt
1324087.32
1313664.60
FANNIE MAE
2040-11-01
4.50%
Government Agency Debt
1010400.00
1018000.70
FANNIE MAE
2041-02-01
4.50%
Government Agency Debt
1470446.40
1498701.18
FANNIE MAE
2031-03-01
4.00%
Government Agency Debt
944137.20
951023.57
FANNIE MAE
2026-03-01
3.50%
Government Agency Debt
1226664.12
1234025.62
FANNIE MAE
2041-03-01
0.00%
Government Agency Debt
996065.52
1036072.91
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
15000000.00
15000000.00
0.0080
N/A
N
15000000.00
15000000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.19 04/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FREDDIE MAC
2038-07-01
4.72%
Government Agency Debt
1842813.35
1579272.92
FREDDIE MAC
2038-01-01
5.30%
Government Agency Debt
4935252.17
1634204.44
FREDDIE MAC
2036-10-01
5.81%
Government Agency Debt
5227200.00
1674752.89
FREDDIE MAC
2037-04-01
5.83%
Government Agency Debt
3806409.29
1643334.42
FREDDIE MAC
2037-07-01
5.28%
Government Agency Debt
4006307.43
1626478.46
FREDDIE MAC
2036-11-01
5.52%
Government Agency Debt
4902524.09
1572261.83
FREDDIE MAC
2037-02-01
5.71%
Government Agency Debt
4356000.00
1633208.07
FREDDIE MAC
2036-12-01
5.88%
Government Agency Debt
3673355.99
1571187.13
FREDDIE MAC
2037-03-01
5.77%
Government Agency Debt
4601233.80
1588796.96
FREDDIE MAC
2037-09-01
5.86%
Government Agency Debt
3262158.02
1611160.96
FREDDIE MAC
2040-12-01
3.00%
Government Agency Debt
509411.84
504590.13
FREDDIE MAC
2035-05-01
2.62%
Government Agency Debt
5517600.00
1603232.60
FANNIE MAE
2034-05-01
2.06%
Government Agency Debt
5617243.21
1565652.83
FANNIE MAE
2038-01-01
5.43%
Government Agency Debt
4649562.17
1640468.76
FANNIE MAE
2038-09-01
5.16%
Government Agency Debt
3348416.25
1646731.13
FANNIE MAE
2037-10-01
5.96%
Government Agency Debt
7260000.00
1622494.40
FANNIE MAE
2037-11-01
5.38%
Government Agency Debt
4130451.69
1552778.41
FANNIE MAE
2038-08-01
5.45%
Government Agency Debt
2795390.40
1555382.60
FANNIE MAE
2039-12-01
3.90%
Government Agency Debt
2541000.00
1630531.98
GINNE MAE
2039-06-20
5.00%
Government Agency Debt
2032800.00
1681081.90
GINNE MAE
2034-12-20
6.00%
Government Agency Debt
5622985.72
1579338.47
GINNE MAE
2038-12-20
6.50%
Government Agency Debt
3698783.85
1574172.52
GINNE MAE
2025-03-15
4.50%
Government Agency Debt
2032800.00
1649205.99
GINNE MAE
2040-11-15
4.50%
Government Agency Debt
1651563.03
1664372.59
GINNE MAE
2040-12-15
4.50%
Government Agency Debt
1601391.92
1659266.38
GINNE MAE
2041-01-15
3.50%
Government Agency Debt
1689958.84
1611950.79
GINNE MAE
2040-12-15
4.50%
Government Agency Debt
1581611.33
1634568.58
GINNE MAE
2035-07-15
5.00%
Government Agency Debt
3891360.00
1667399.09
GINNE MAE
2038-05-15
5.50%
Government Agency Debt
480236.22
169851.42
GINNE MAE
2038-08-15
6.00%
Government Agency Debt
3776222.50
1564511.42
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
45000000.00
45000000.00
0.0241
N/A
N
45000000.00
45000000.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.2 04/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FANNIE MAE
2036-11-01
5.00%
Government Agency Debt
8640472.91
6543588.74
FANNIE MAE
2038-12-01
7.00%
Government Agency Debt
17911412.60
18960491.31
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
25000000.00
25000000.00
0.0134
N/A
N
25000000.00
25000000.00
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 0.15 04/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FREDDIE MAC
2035-04-01
4.50%
Government Agency Debt
3775200.00
1733547.75
FREDDIE MAC
2031-05-01
6.00%
Government Agency Debt
69898758.44
1720819.17
FREDDIE MAC
2035-09-01
2.76%
Government Agency Debt
4702061.98
1720707.99
FREDDIE MAC
2023-12-01
5.50%
Government Agency Debt
3169280.40
1718470.00
FREDDIE MAC
2022-07-01
5.50%
Government Agency Debt
2314061.84
1735080.33
FREDDIE MAC
2021-01-01
3.50%
Government Agency Debt
17105.29
16980.14
FREDDIE MAC
2037-05-01
5.53%
Government Agency Debt
1785855.46
1676721.48
FREDDIE MAC
2040-07-01
5.00%
Government Agency Debt
1676047.52
1705704.02
FREDDIE MAC
2040-09-01
5.00%
Government Agency Debt
1640608.41
1708211.58
FREDDIE MAC
2041-02-01
4.50%
Government Agency Debt
1685721.76
1721665.41
FANNIE MAE
2035-12-01
5.50%
Government Agency Debt
3736512.19
1714012.30
FANNIE MAE
2019-06-01
4.47%
Government Agency Debt
1618544.40
1703390.12
FANNIE MAE
2026-01-01
4.00%
Government Agency Debt
1671306.74
1709757.79
FANNIE MAE
2026-02-01
3.50%
Government Agency Debt
1726203.67
1729008.68
FANNIE MAE
2041-03-01
5.00%
Government Agency Debt
1643645.70
1731405.98
FANNIE MAE
2026-02-01
4.00%
Government Agency Debt
1666680.09
1712910.73
FANNIE MAE
2033-04-01
5.50%
Government Agency Debt
4029588.37
1728607.88
FANNIE MAE
2036-10-01
5.64%
Government Agency Debt
5082000.00
1735018.64
FANNIE MAE
2037-05-01
5.80%
Government Agency Debt
3366200.64
1741536.88
FANNIE MAE
2037-07-01
5.81%
Government Agency Debt
4527497.03
1703173.15
FANNIE MAE
2037-07-01
5.90%
Government Agency Debt
4998248.06
1659439.90
FANNIE MAE
2038-01-01
5.44%
Government Agency Debt
4074548.68
1735570.56
FANNIE MAE
2039-08-01
5.00%
Government Agency Debt
1769824.36
1727000.65
FANNIE MAE
2039-10-01
4.12%
Government Agency Debt
3020023.22
1728037.83
FANNIE MAE
2039-10-01
5.00%
Government Agency Debt
1821965.97
1716113.27
FANNIE MAE
2039-11-01
5.50%
Government Agency Debt
1744594.99
1731868.24
FANNIE MAE
2039-12-01
5.50%
Government Agency Debt
1228940.13
1228611.19
FANNIE MAE
2040-07-01
5.50%
Government Agency Debt
1643859.15
1718868.45
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
45000000.00
45000000.00
0.0241
N/A
N
45000000.00
45000000.00
CREDIT SUISSE SECURITIES (USA), LLC
REPO TRIPA TREAS 0.12 04/01/2011
TRIPARTY2
Treasury Repurchase Agreement
Y
U.S. TREASURY
2012-08-15
1.75%
Treasury Debt
100070000.00
102003067.21
First Tier Security
N/A
N/A
2011-04-01
2011-04-01
N
N
N
100000000.00
100000000.00
0.0536
N/A
N
100000000.00
100000000.00