0000928816-11-000645.txt : 20110628
0000928816-11-000645.hdr.sgml : 20110628
20110506111404
ACCESSION NUMBER: 0000928816-11-000645
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110429
FILED AS OF DATE: 20110506
DATE AS OF CHANGE: 20110506
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: 11817533
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
2011-04-29
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
37
47
1846725122.16
142874679.37
155533666.82
1834066134.71
0.0024
0.9984
2011-04-29
0.9984
2011-04-29
C000017192
500.00
1704901424.43
1.00
-26446945.53
58933291.65
85380237.18
0.0001
0.9984
2011-04-29
0.9984
2011-04-29
C000017193
500.00
27187322.71
1.00
-1246565.49
959018.60
2205584.09
0.0001
0.9984
2011-04-29
0.9984
2011-04-29
C000017194
500.00
24011673.97
1.00
-399191.80
1152089.20
1551281.00
0.0001
0.9984
2011-04-29
0.9984
2011-04-29
C000017195
500.00
27406711.22
1.00
-2214951.63
2014134.11
4229085.74
0.0001
0.9984
2011-04-29
0.9984
2011-04-29
C000017196
500.00
16809044.51
1.00
-262883.78
575746.05
838629.83
0.0001
0.9984
2011-04-29
0.9984
2011-04-29
C000017191
500.00
33749957.87
1.00
-1237847.08
708809.70
1946656.78
0.0001
0.9984
2011-04-29
0.9984
2011-04-29
FHLMC
FHLMC 313396HF3 GDC 06/23/2011
313396HF3
Government Agency Debt
First Tier Security
N/A
N/A
2011-06-23
2011-06-23
N
N
N
1196000.00
1195788.71
0.0007
N/A
N
1195965.32
1195965.32
SHEFFIELD RECEIVABLES
SHEFFIELD RECEIVABLES 82124MT34 DCP 06/03/2011
82124MT34
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-06-03
2011-06-03
N
N
N
10500000.00
10498460.00
0.0057
N/A
N
10498005.00
10498005.00
FNMA
FNMA 313588KT1 GDC 08/22/2011
313588KT1
Government Agency Debt
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
N
27100000.00
27091394.74
0.0148
N/A
N
27094092.20
27094092.20
FHLMC
FHLMC 313396LX9 GDC 09/19/2011
313396LX9
Government Agency Debt
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
4400000.00
4396725.67
0.0024
N/A
N
4398288.40
4398288.40
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
6446345.00
0.0035
N/A
N
6448510.05
6448510.05
FALCON ASSET SECURITIZATION CO LLC
FALCON ASSET SECURITIZATION C 30603BTG8 DCP 06/16/2011
30603BTG8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-06-16
2011-06-16
N
N
N
750000.00
749827.50
0.0004
N/A
N
749872.50
749872.50
SHEFFIELD RECEIVABLES
SHEFFIELD RECEIVABLES 82124MSP6 DCP 05/23/2011
82124MSP6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-23
2011-05-23
N
N
N
2005000.00
2004791.70
0.0011
N/A
N
2004759.40
2004759.40
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
2374881.25
0.0013
N/A
N
2374928.75
2374928.75
WISCONSIN HEALTH & EDUCATIONAL FACILITIES AUTHORITY
WI H/E VAR-WHEATON-B 00.2400 08/15/2033
97710VND6
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
Y
WHEATON FRANCISCAN HEALTHCARE SYSTEM
N/A
N/A
Y
US BANCORP
N/A
N/A
N
20900000.00
20900000.00
0.0114
N/A
N
20900000.00
20900000.00
THUNDER BAY FUNDING INC
THUNDER BAY FUNDING INC 88602UT83 DCP 06/08/2011
88602UT83
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-06-08
2011-06-08
N
N
N
2027000.00
2026572.08
0.0011
N/A
N
2026493.25
2026493.25
PUTNAM MONEY MARKET LIQUIDITY FUND
PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P
746763168
Investment Company
First Tier Security
N/A
N/A
2011-04-30
2011-04-30
N
N
N
258154482.00
258154482.00
0.1408
N/A
N
258154482.00
258154482.00
MISSOURI STATE HEALTH & EDUCATIONAL FACILITIES AUTHORITY
MO H/E VAR-WA UNIV-B 00.2900 09/01/2030
606901LC8
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-04-30
2011-04-30
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 00.6588 05/14/2012
78008FAM6
Other Note
First Tier Security
N/A
N/A
2011-05-16
2012-05-14
N
N
N
29425000.00
29430035.93
0.0160
N/A
N
29537020.98
29537020.98
HOUSTON INDEPENDENT SCHOOL DISTRICT
HOUSTON ISD VAR-SCHOO 00.2600 06/15/2031
4424022G7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
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 00.2000 09/01/2030
606901LE4
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-04-30
2011-04-30
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
0.0025
N/A
N
4500000.00
4500000.00
UNIVERSITY OF WISCONSIN HOSPITALS & CLINICS AUTHORITY
UNIV WI HSP-VAR-RF-B 00.2600 04/01/2034
915260BD4
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-04-30
2011-04-30
Y
UNIVERSITY OF WISCONSIN HOSPITALS & CLINICS AUTHORITY
N/A
N/A
Y
US BANCORP
N/A
N/A
N
11100000.00
11100000.00
0.0061
N/A
N
11100000.00
11100000.00
CITY OF MURRAY UT
MURRAY CITY HSP-VAR-B 00.2600 05/15/2037
626853CG8
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-04-30
2011-04-30
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
0.0074
N/A
N
13600000.00
13600000.00
CITY OF RENO NV
RENO S/TAX-VAR-RF-RET 00.2600 06/01/2042
759861CF2
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-04-30
2011-04-30
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
0.0105
N/A
N
19200000.00
19200000.00
MISSOURI STATE HEALTH & EDUCATIONAL FACILITIES AUTHORITY
MO H/E VAR-REF-A-SIST 00.2600 06/01/2016
60635R2V8
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-04-30
2011-04-30
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
0.0023
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
3148192.23
0.0017
N/A
N
3149128.80
3149128.80
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
4864058.67
0.0027
N/A
N
4867160.99
4867160.99
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
22820177.49
0.0124
N/A
N
22828301.90
22828301.90
KENTUCKY ECONOMIC DEVELOPMENT FINANCE AUTHORITY
KY ECON-VAR-C-CATHOLI 00.2200 05/01/2034
49126PCJ7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
N
11000000.00
11000000.00
0.0060
N/A
N
11000000.00
11000000.00
UNITED STATES OF AMERICA
US TREASURY N/B 01.1250 01/15/2012
912828KB5
Treasury Debt
First Tier Security
N/A
N/A
2012-01-15
2012-01-15
N
N
N
39500000.00
39724791.33
0.0217
N/A
N
39763860.00
39763860.00
CITY OF COLUMBUS OH
COLUMBUS SWR-ADJ-B 00.2200 06/01/2032
199561FU0
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
Y
CITY OF COLUMBUS OH SEWER SYSTEM
N/A
N/A
Y
CITY OF COLUMBUS OH SEWER SYSTEM
N/A
N/A
N
2530000.00
2530000.00
0.0014
N/A
N
2530000.00
2530000.00
METROPOLITAN GOVERNMENT NASHVILLE & DAVIDSON COUNTY HEALTH & EDUCATIONAL FACS BD
MET GOVT H/E-A1-VANDE 00.2500 10/01/2044
592041NW3
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
Y
VANDERBILT UNIVERSITY
N/A
N/A
Y
VANDERBILT UNIVERSITY
N/A
N/A
N
9500000.00
9500000.00
0.0052
N/A
N
9500000.00
9500000.00
SAN ANTONIO EDUCATION FACILITIES CORP
SAN ANTONIO ED-VAR-RF 00.2700 06/01/2033
796247AB0
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-04-30
2011-04-30
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
0.0046
N/A
N
8400000.00
8400000.00
LLOYDS TSB BANK PLC/NEW YORK NY
LLOYDS TSB BANK PLC NY 01.2399 05/06/2011
53943NF29
Certificate of Deposit
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
N
N
15500000.00
15500000.00
0.0085
N/A
N
15500000.00
15500000.00
CITY OF CHICAGO IL
CHICAGO WSTWTR-RF-C3 00.2600 01/01/2039
167727RF5
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-04-30
2011-04-30
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
0.0022
N/A
N
4000000.00
4000000.00
CITY OF MURRAY UT
MURRAY CITY HSP-VAR-A 00.2600 05/15/2037
626853CF0
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-04-30
2011-04-30
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 00.2500 02/01/2037
455057TQ2
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-04-30
2011-04-30
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
0.0063
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
21857470.88
0.0119
N/A
N
21868567.18
21868567.18
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
20056474.66
0.0109
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
2011-04-30
2011-04-30
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 00.3430 05/27/2011
91621CBF7
Other Note
First Tier Security
N/A
N/A
2011-07-28
2011-05-27
N
N
N
18000000.00
18000000.00
0.0098
N/A
N
18001908.00
18001908.00
WESTPAC BANKING CORP
WESTPAC BANKING CORP P/P 144A 00.2903 07/01/2011
91621CBC4
Other Note
First Tier Security
N/A
N/A
2011-05-04
2011-07-01
N
N
N
16000000.00
16000000.00
0.0087
N/A
N
15999360.00
15999360.00
JPMORGAN CHASE BANK NA
JP MORGAN CHASE BANK NA 00.2526 06/21/2011
48125LAG7
Other Note
First Tier Security
N/A
N/A
2011-05-23
2011-06-21
N
N
N
30800000.00
30800000.00
0.0168
N/A
N
30801016.40
30801016.40
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
0.0142
N/A
N
26099765.10
26099765.10
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BK AUST P/P 144A 00.3438 06/28/2011
20271FAQ9
Other Note
First Tier Security
N/A
N/A
2011-06-28
2011-06-28
N
N
N
25400000.00
25400000.00
0.0138
N/A
N
25410337.80
25410337.80
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
0.0065
N/A
N
12001068.00
12001068.00
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
14035474.67
0.0077
N/A
N
14034860.00
14034860.00
NATIXIS/NEW YORK NY
NATIXIS NY BRANCH 00.2759 07/01/2011
63873BS32
Certificate of Deposit
First Tier Security
N/A
N/A
2011-05-17
2011-05-17
N
N
N
9625000.00
9625000.00
0.0052
N/A
N
9625288.75
9625288.75
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
8999937.50
0.0049
N/A
N
8999910.00
8999910.00
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
AMFB HOLDINGS BHD
N/A
N/A
N
12000000.00
12000000.00
0.0065
N/A
N
12000000.00
12000000.00
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
0.0053
N/A
N
9700000.00
9700000.00
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
3556901.19
0.0019
N/A
N
3556928.86
3556928.86
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
0.0136
N/A
N
25001000.00
25001000.00
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
19998105.56
0.0109
N/A
N
19999200.00
19999200.00
MERRILL LYNCH, PIERCE, FENNER & SMITH INC.
REPO TRIPA CORPO 0.29 06/03/2011
TRIPARTY1
Other Repurchase Agreement
N
BA COVERD BOND
2012-06-14
5.50%
Other Note
38542487.00
40954668.58
LLOYDS TSB BANK PLC
2015-01-12
4.38%
Other Note
1745.00
1825.63
PNC BANK NA
2018-04-01
6.88%
Other Note
3438.00
4041.98
First Tier Security
N/A
N/A
2011-06-03
2011-06-03
N
N
N
39000000.00
39000000.00
0.0213
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
17999000.00
0.0098
N/A
N
17999280.00
17999280.00
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
7042645.14
0.0038
N/A
N
7043638.00
7043638.00
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
0.0141
N/A
N
25802580.00
25802580.00
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
9599752.00
0.0052
N/A
N
9599904.00
9599904.00
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
28995553.33
0.0158
N/A
N
28998260.00
28998260.00
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
9999877.78
0.0055
N/A
N
9999900.00
9999900.00
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
5998973.33
0.0033
N/A
N
5999160.00
5999160.00
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
23189753.34
0.0126
N/A
N
23190720.00
23190720.00
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
0.0044
N/A
N
7999840.00
7999840.00
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
Y
UNIVERSITY OF VIRGINIA
N/A
N/A
N
14500000.00
14500000.00
0.0079
N/A
N
14499710.00
14499710.00
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
24499469.17
0.0134
N/A
N
24499510.00
24499510.00
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
9999611.11
0.0055
N/A
N
9999700.00
9999700.00
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
12899516.25
0.0070
N/A
N
12899613.00
12899613.00
FALCON ASSET SECURITIZATION CO LLC
FALCON ASSET SECURITIZATION C 30603BS95 DCP 05/09/2011
30603BS95
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
N
540000.00
539979.60
0.0003
N/A
N
539989.20
539989.20
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
0.0040
N/A
N
7349853.00
7349853.00
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
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
6000000.00
6000000.00
0.0033
N/A
N
5999820.00
5999820.00
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
Y
UNIVERSITY OF TEXAS
N/A
N/A
N
7500000.00
7500000.00
0.0041
N/A
N
7499850.00
7499850.00
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
19798911.00
0.0108
N/A
N
19799208.00
19799208.00
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
0.0082
N/A
N
15000000.00
15000000.00
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
23993833.33
0.0131
N/A
N
23995920.00
23995920.00
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
14016727.27
0.0076
N/A
N
14016240.00
14016240.00
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
7999460.00
0.0044
N/A
N
7999600.00
7999600.00
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
2799090.00
0.0015
N/A
N
2799328.00
2799328.00
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
17496986.11
0.0095
N/A
N
17497200.00
17497200.00
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
4198897.50
0.0023
N/A
N
4199328.00
4199328.00
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
Y
JP MORGAN CHASE & CO
N/A
N/A
N
6000000.00
6000000.00
0.0033
N/A
N
5999880.00
5999880.00
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
23196442.67
0.0126
N/A
N
23196984.00
23196984.00
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
10100000.00
10099510.28
0.0055
N/A
N
10099394.00
10099394.00
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
6700918.10
0.0037
N/A
N
6700932.99
6700932.99
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
18487703.34
0.0101
N/A
N
18493062.50
18493062.50
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
8299391.33
0.0045
N/A
N
8299502.00
8299502.00
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
9498147.50
0.0052
N/A
N
9498575.00
9498575.00
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
1111888.80
0.0006
N/A
N
1111899.92
1111899.92
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
4798988.00
0.0026
N/A
N
4799136.00
4799136.00
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
2199202.50
0.0012
N/A
N
2199788.80
2199788.80
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
19192960.00
0.0105
N/A
N
19193280.00
19193280.00
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 00.2300 07/07/2011
05252V6K6
Certificate of Deposit
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
20000000.00
20000000.00
0.0109
N/A
N
19999200.00
19999200.00
DNB NOR BANK ASA
DNB NOR BANK ASA 2332K1U65 DCP 07/06/2011
2332K1U65
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
5000000.00
4998029.17
0.0027
N/A
N
4997750.00
4997750.00
FHLMC
FHLMC 313396HC0 GDC 06/20/2011
313396HC0
Government Agency Debt
First Tier Security
N/A
N/A
2011-06-20
2011-06-20
N
N
N
796000.00
795867.33
0.0004
N/A
N
795978.51
795978.51
SHEFFIELD RECEIVABLES
SHEFFIELD RECEIVABLES 82124MS68 DCP 05/06/2011
82124MS68
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
N
N
15200000.00
15199620.00
0.0083
N/A
N
15199544.00
15199544.00
ATLANTIC ASSET SEC CORP
ATLANTIC ASSET SEC CORP 04821US52 DCP 05/05/2011
04821US52
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
N
6500000.00
6499855.55
0.0035
N/A
N
6499870.00
6499870.00
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646LS27 DCP 05/02/2011
92646LS27
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
15000000.00
14999887.50
0.0082
N/A
N
14999850.00
14999850.00
JUPITER SECUR CORP
JUPITER SECUR CORP 4820P3T60 DCP 06/06/2011
4820P3T60
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
N
N
9300000.00
9298140.00
0.0051
N/A
N
9297861.00
9297861.00
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257L2J0 DCP 07/05/2011
86257L2J0
Government Agency Debt
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
10500000.00
10496208.33
0.0057
N/A
N
10495800.00
10495800.00
NATIONAL AUSTRALIA BANK/NEW YORK
NATIONAL AUSTRALIA BK-NY 00.2635 10/06/2011
63253TBM9
Certificate of Deposit
First Tier Security
N/A
N/A
2011-05-09
2011-10-06
N
N
N
28000000.00
28000000.00
0.0153
N/A
N
27997760.00
27997760.00
BARTON CAPITAL CORP
BARTON CAPITAL CORP 06945HUB1 DCP 07/11/2011
06945HUB1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
N
21000000.00
20988403.34
0.0114
N/A
N
20991810.00
20991810.00
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UU73 DCP 07/07/2011
53127UU73
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
5000000.00
4997859.72
0.0027
N/A
N
4997650.00
4997650.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KS57 DCP 05/05/2011
11765KS57
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
N
1175000.00
1174975.19
0.0006
N/A
N
1174976.50
1174976.50
FALCON ASSET SECURITIZATION CO LLC
FALCON ASSET SECURITIZATION C 30603BSB0 DCP 05/11/2011
30603BSB0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
N
N
20100000.00
20099106.67
0.0110
N/A
N
20099397.00
20099397.00
GOVCO INCORPORATED
GOVCO INCORPORATED 38362WSB8 DCP 05/11/2011
38362WSB8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
N
N
8900000.00
8899579.72
0.0049
N/A
N
8899466.00
8899466.00
OLD LINE FUNDING CORP
OLD LINE FUNDING CORP 67983UT94 DCP 06/09/2011
67983UT94
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-06-09
2011-06-09
N
N
N
9018000.00
9016241.49
0.0049
N/A
N
9017098.20
9017098.20
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601WT66 DCP 06/06/2011
30601WT66
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-06-06
2011-06-06
N
N
N
9700000.00
9698157.00
0.0053
N/A
N
9697963.00
9697963.00
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 06416KW14 DCP 09/01/2011
06416KW14
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
7400000.00
7393931.99
0.0040
N/A
N
7395930.00
7395930.00
JUPITER SECUR CORP
JUPITER SECUR CORP 4820P3SH7 DCP 05/17/2011
4820P3SH7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-17
2011-05-17
N
N
N
8300000.00
8299409.78
0.0045
N/A
N
8299170.00
8299170.00
NORDEA NORTH AMERICA INC
NORDEA NORTH AMERICA INC 6555P1TF4 DCP 06/15/2011
6555P1TF4
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-06-15
2011-06-15
N
N
N
1800000.00
1799572.50
0.0010
N/A
N
1799568.00
1799568.00
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601WSJ9 DCP 05/18/2011
30601WSJ9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-18
2011-05-18
N
N
N
3142000.00
3141747.77
0.0017
N/A
N
3141717.22
3141717.22
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UUJ7 DCP 07/18/2011
53127UUJ7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
N
9900000.00
9895281.00
0.0054
N/A
N
9894555.00
9894555.00
THUNDER BAY FUNDING INC
THUNDER BAY FUNDING INC 88602UST8 DCP 05/27/2011
88602UST8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-27
2011-05-27
N
N
N
18450000.00
18447868.00
0.0101
N/A
N
18447048.00
18447048.00
OLD LINE FUNDING CORP
OLD LINE FUNDING CORP 67983UTM5 DCP 06/21/2011
67983UTM5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-06-21
2011-06-21
N
N
N
18700000.00
18695221.58
0.0102
N/A
N
18697195.00
18697195.00
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN/NEW YOR 00.2700 06/27/2011
86959BRT4
Certificate of Deposit
First Tier Security
N/A
N/A
2011-06-27
2011-06-27
N
N
N
1850000.00
1850283.44
0.0010
N/A
N
1850129.50
1850129.50
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KSB4 DCP 05/11/2011
11765KSB4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
N
N
18500000.00
18499177.78
0.0101
N/A
N
18498890.00
18498890.00
WINDMILL FUNDING CORP
WINDMILL FUNDING CORP 97342KS33 DCP 05/03/2011
97342KS33
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-03
2011-05-03
N
N
N
9000000.00
8999915.00
0.0049
N/A
N
8999910.00
8999910.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MSB9 DCP 05/11/2011
56274MSB9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-11
2011-05-11
N
N
N
10000000.00
9999277.78
0.0055
N/A
N
9999400.00
9999400.00
THUNDER BAY FUNDING INC
THUNDER BAY FUNDING INC 88602US50 DCP 05/05/2011
88602US50
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-05
2011-05-05
N
N
N
7000000.00
6999898.89
0.0038
N/A
N
6999860.00
6999860.00
DEXIA CREDIT LOCAL/NEW YORK NY
DEXIA CREDIT LOCAL SA NY 00.4126 04/29/2013
25214FTD7
Certificate of Deposit
First Tier Security
N/A
N/A
2011-05-27
2011-05-27
N
N
N
4700000.00
4700000.00
0.0026
N/A
N
4700940.00
4700940.00
ALPINE SECURITIZATION
ALPINE SECURITIZATION 02086MSP0 DCP 05/23/2011
02086MSP0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-23
2011-05-23
N
N
N
16600000.00
16598275.44
0.0090
N/A
N
16598008.00
16598008.00
ATLANTIC ASSET SEC CORP
ATLANTIC ASSET SEC CORP 04821US94 DCP 05/09/2011
04821US94
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
N
1500000.00
1499943.33
0.0008
N/A
N
1499940.00
1499940.00
ATLANTIC ASSET SEC CORP
ATLANTIC ASSET SEC CORP 04821US60 DCP 05/06/2011
04821US60
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
N
N
3400000.00
3399924.45
0.0019
N/A
N
3399898.00
3399898.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KSR9 DCP 05/25/2011
11765KSR9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-25
2011-05-25
N
N
N
6900000.00
6899264.00
0.0038
N/A
N
6898965.00
6898965.00
LMA AMERICAS LLC
LMA AMERICAS LLC 50202US96 DCP 05/09/2011
50202US96
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-09
2011-05-09
N
N
N
1890000.00
1889924.40
0.0010
N/A
N
1889905.50
1889905.50
DANSKE CORP
DANSKE CORP 2363F7SR0 DCP 05/25/2011
2363F7SR0
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-05-25
2011-05-25
N
N
N
9730000.00
9728864.83
0.0053
N/A
N
9728735.10
9728735.10
FNMA
FNMA 313588KV6 GDC 08/24/2011
313588KV6
Government Agency Debt
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
N
7966000.00
7963200.83
0.0043
N/A
N
7964231.55
7964231.55
ALPINE SECURITIZATION
ALPINE SECURITIZATION 02086MTA2 DCP 06/10/2011
02086MTA2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-06-10
2011-06-10
N
N
N
11000000.00
10998044.45
0.0060
N/A
N
10997360.00
10997360.00
LLOYDS TSB BANK PLC
LLOYDS TSB BANK PLC 53943SVX2 DCP 08/31/2011
53943SVX2
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-08-31
2011-08-31
N
N
N
12000000.00
11988400.00
0.0065
N/A
N
11987760.00
11987760.00
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137SS66 DCP 05/06/2011
98137SS66
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-06
2011-05-06
N
N
N
9150000.00
9149656.88
0.0050
N/A
N
9149725.50
9149725.50
LMA AMERICAS LLC
LMA AMERICAS LLC 50202USD7 DCP 05/13/2011
50202USD7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-13
2011-05-13
N
N
N
16100000.00
16099034.00
0.0088
N/A
N
16098873.00
16098873.00
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384KV0 GDC 08/24/2011
313384KV0
Government Agency Debt
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
N
5300000.00
5298052.99
0.0029
N/A
N
5298823.40
5298823.40
WINDMILL FUNDING CORP
WINDMILL FUNDING CORP 97342KS25 DCP 05/02/2011
97342KS25
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
5000000.00
4999987.50
0.0027
N/A
N
4999987.50
4999987.50
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 85520MS20 DCP 05/02/2011
85520MS20
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
18000000.00
17999955.00
0.0098
N/A
N
17999955.00
17999955.00
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/CAYMAN ISLANDS
AUSTRALIA & NEW ZEALAND BANKI 99703Q9D8 TD 05/02/2011
99703Q9D8
Other Instrument
Time Deposit
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
7900000.00
7900000.00
0.0043
N/A
N
7900000.00
7900000.00
SOCIETE GENERALE/CAYMAN ISLANDS
SOCIETE GENERALE/CAYMAN ISLAN 99101Q9W4 TD 05/02/2011
99101Q9W4
Other Instrument
Time Deposit
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
20000000.00
20000000.00
0.0109
N/A
N
20000000.00
20000000.00
BNP PARIBAS SECURITIES CORP
REPO TRIPA CORPO 0.18 05/02/2011
TRIPARTY2
Other Repurchase Agreement
N
FEDERATIVE REPUBLIC OF BRAZIL
2012-01-11
11.00%
Other Note
1192066.74
1314849.61
HSBC FINANCE CORP
2012-07-19
0.62%
Other Note
14935360.42
14909276.44
THE REPUBLIC OF POLAND
2012-07-03
6.25%
Other Note
20940000.00
22619574.11
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
37000000.00
37000000.00
0.0202
N/A
N
37000000.00
37000000.00
MORGAN (J.P.) SECURITIES INC.
REPO TRIPA CORPO 0.05 05/02/2011
TRIPARTY2
Other Repurchase Agreement
N
ROPER INDUSTRIES INC.
2013-08-15
6.63%
Other Note
2311320.00
2606573.59
NEXEN INC
2037-05-15
6.40%
Other Note
3050520.00
3214899.04
FREEPORT-MCMORAN COPPER & GOLD
2017-04-01
8.38%
Other Note
1395900.00
1548072.52
REYNOLDS AMERICAN INC
2013-06-01
7.25%
Other Note
114840.00
131304.10
CANADIAN OCCIDENTAL PETROLEUM
2028-05-01
7.40%
Other Note
1980000.00
2308855.86
ALLEGHENY ENERGY SUPPLY COMPAN
2039-10-15
6.75%
Other Note
1452000.00
1431054.84
NEXEN INC
2039-07-30
7.50%
Other Note
6600000.00
7734352.97
CLIFFS NATURAL RESOURCES INC.
2040-10-01
6.25%
Other Note
528000.00
542303.94
AVIATION CAPITAL GROUP CORP.
2021-04-06
6.75%
Other Note
2666400.00
2693017.57
UNITED BUSINESS MEDIA LIMITED
2020-11-03
5.75%
Other Note
6111600.00
6178284.32
WELLS OPER PARTNERSHIP II LP
2018-04-01
5.88%
Other Note
3168000.00
3194642.43
ALCOA INC $3.75 PRF
2014-03-15
5.25%
Other Note
2640000.00
7227439.84
First Tier Security
N/A
N/A
2011-05-02
2011-05-02
N
N
N
37000000.00
37000000.00
0.0202
N/A
N
37000000.00
37000000.00