0000928816-11-000782.txt : 20110801 0000928816-11-000782.hdr.sgml : 20110801 20110606112748 ACCESSION NUMBER: 0000928816-11-000782 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110531 FILED AS OF DATE: 20110606 DATE AS OF CHANGE: 20110606 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: 11894310 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 2011-05-31 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 52 1842786711.44 317013039.25 340787064.68 1819012686.01 0.0020 0.9983 2011-05-31 0.9983 2011-05-31 C000017192 500.00 1691688390.29 1.00 -12333129.17 50938723.61 63271852.78 0.0001 0.9983 2011-05-31 0.9983 2011-05-31 C000017193 500.00 26010162.83 1.00 -1179285.17 697919.53 1877204.70 0.0001 0.9983 2011-05-31 0.9983 2011-05-31 C000017194 500.00 22456332.13 1.00 -1452811.67 1181095.37 2633907.04 0.0001 0.9982 2011-05-31 0.9982 2011-05-31 C000017195 500.00 27793105.17 1.00 469754.59 2159249.87 1689495.28 0.0001 0.9984 2011-05-31 0.9984 2011-05-31 C000017196 500.00 16916609.98 1.00 445243.27 1149617.45 704374.18 0.0001 0.9983 2011-05-31 0.9983 2011-05-31 C000017191 500.00 34148085.61 1.00 434950.90 2054863.12 1619912.22 0.0001 0.9984 2011-05-31 0.9984 2011-05-31 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 1195912.29 0.0007 N/A N 1195985.65 1195985.65 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 10499906.67 0.0058 N/A N 10499895.00 10499895.00 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 27093755.48 0.0149 N/A N 27097533.90 27097533.90 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 4397445.56 0.0024 N/A N 4399326.80 4399326.80 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 13450000.00 13445558.65 0.0074 N/A N 13448668.45 13448668.45 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 749943.75 0.0004 N/A N 749962.50 749962.50 UBS FINANCE DELAWARE LLC UBS FINANCE DELAWARE LLC 90262DTL9 DCP 06/20/2011 90262DTL9 Financial Company Commercial Paper First Tier Security N/A N/A 2011-06-20 2011-06-20 N N N 6800000.00 6799533.44 0.0037 N/A N 6799456.00 6799456.00 WISCONSIN HEALTH & EDUCATIONAL FACILITIES AUTHORITY WI H/E VAR-WHEATON-B 00.1500 08/15/2033 97710VND6 Variable Rate Demand Note First Tier Security N/A N/A 2011-06-07 2011-06-07 Y WHEATON FRANCISCAN HEALTHCARE SYSTEM N/A N/A Y US BANCORP N/A N/A N 20900000.00 20900000.00 0.0115 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 2026921.17 0.0011 N/A N 2026918.92 2026918.92 BRYANT PARK FUNDING LLC BRYANT PARK FUNDING LLC 11765KUL9 DCP 07/20/2011 11765KUL9 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 8650000.00 8647998.48 0.0048 N/A N 8647578.00 8647578.00 PUTNAM MONEY MARKET LIQUIDITY FUND PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P 746763168 Investment Company First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 81262121.00 81262121.00 0.0447 N/A N 81262121.00 81262121.00 MISSOURI STATE HEALTH & EDUCATIONAL FACILITIES AUTHORITY MO H/E VAR-WA UNIV-B 00.1400 09/01/2030 606901LC8 Variable Rate Demand Note First Tier Security N/A N/A 2011-06-01 2011-06-01 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 MISSOURI STATE HEALTH & EDUCATIONAL FACILITIES AUTHORITY MO H/E VAR-WA UNIV-A 00.1400 09/01/2030 606901LB0 Variable Rate Demand Note First Tier Security N/A N/A 2011-06-01 2011-06-01 Y WASHINGTON UNIVERSITY N/A N/A Y WASHINGTON UNIVERSITY N/A N/A N 1300000.00 1300000.00 0.0007 N/A N 1300000.00 1300000.00 ROYAL BANK OF CANADA ROYAL BANK OF CANADA P/P 144A 00.6580 06/15/2012 78008FAM6 Other Note First Tier Security N/A N/A 2011-06-15 2012-06-15 N N N 29425000.00 29429546.55 0.0162 N/A N 29464900.30 29464900.30 HOUSTON INDEPENDENT SCHOOL DISTRICT HOUSTON ISD VAR-SCHOO 00.1900 06/15/2031 4424022G7 Variable Rate Demand Note First Tier Security N/A N/A 2011-06-07 2011-06-07 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 0.0030 N/A N 5400000.00 5400000.00 MISSOURI STATE HEALTH & EDUCATIONAL FACILITIES AUTHORITY MO H/E VAR-WA UNIV-D 00.1200 09/01/2030 606901LE4 Variable Rate Demand Note First Tier Security N/A N/A 2011-06-01 2011-06-01 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 0.0025 N/A N 4500000.00 4500000.00 NEW HAMPSHIRE HEALTH & EDUCATION FACILITIES AUTHORITY NH H/E VAR-UNIV NH-B 00.1300 07/01/2033 644614VP1 Variable Rate Demand Note First Tier Security N/A N/A 2011-06-01 2011-06-01 Y UNIVERSITY SYSTEM OF NEW HAMPSHIRE N/A N/A Y UNIVERSITY OF NEW HAMPSHIRE N/A N/A Y Stand-by Purchase Agreement JP MORGAN CHASE BANK N/A N/A 3000000.00 3000000.00 0.0016 N/A N 3000000.00 3000000.00 CITY OF MURRAY UT MURRAY CITY HSP-VAR-B 00.1200 05/15/2037 626853CG8 Variable Rate Demand Note First Tier Security N/A N/A 2011-06-01 2011-06-01 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 18355000.00 18355000.00 0.0101 N/A N 18355000.00 18355000.00 CITY OF RENO NV RENO S/TAX-VAR-RF-RET 00.1200 06/01/2042 759861CF2 Variable Rate Demand Note First Tier Security N/A N/A 2011-06-01 2011-06-01 Y CITY OF RENO NV SALES TAX N/A N/A Y BANK OF NEW YORK MELLON/THE N/A N/A N 19035000.00 19035000.00 0.0105 N/A N 19035000.00 19035000.00 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 3141462.69 0.0017 N/A N 3143961.10 3143961.10 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 4853158.58 0.0027 N/A N 4857459.77 4857459.77 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 22768904.96 0.0125 N/A N 22785888.18 22785888.18 KENTUCKY ECONOMIC DEVELOPMENT FINANCE AUTHORITY KY ECON-VAR-C-CATHOLI 00.1500 05/01/2034 49126PCJ7 Variable Rate Demand Note First Tier Security N/A N/A 2011-06-07 2011-06-07 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 39697885.80 0.0218 N/A N 39739172.50 39739172.50 CITY OF COLUMBUS OH COLUMBUS SWR-ADJ-B 00.1500 06/01/2032 199561FU0 Variable Rate Demand Note First Tier Security N/A N/A 2011-06-07 2011-06-07 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 00.1400 10/01/2044 592041NW3 Variable Rate Demand Note First Tier Security N/A N/A 2011-06-07 2011-06-07 Y VANDERBILT UNIVERSITY N/A N/A Y VANDERBILT UNIVERSITY N/A N/A N 11500000.00 11500000.00 0.0063 N/A N 11500000.00 11500000.00 OKLAHOMA TURNPIKE AUTHORITY OK ST TPK-VAR-REF-F 00.1200 01/01/2028 679111TB0 Variable Rate Demand Note First Tier Security N/A N/A 2011-06-01 2011-06-01 Y OKLAHOMA TURNPIKE AUTHORITY N/A N/A Y OKLAHOMA TURNPIKE AUTHORITY N/A N/A Y Stand-by Purchase Agreement JP MORGAN CHASE BANK N/A N/A 6500000.00 6500000.00 0.0036 N/A N 6500000.00 6500000.00 SAN ANTONIO EDUCATION FACILITIES CORP SAN ANTONIO ED-VAR-RF 00.1500 06/01/2033 796247AB0 Variable Rate Demand Note First Tier Security N/A N/A 2011-06-01 2011-06-01 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 0.0046 N/A N 8400000.00 8400000.00 CITY OF CHICAGO IL CHICAGO WSTWTR-RF-C3 00.1200 01/01/2039 167727RF5 Variable Rate Demand Note First Tier Security N/A N/A 2011-06-01 2011-06-01 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 0.0022 N/A N 4000000.00 4000000.00 CITY OF MURRAY UT MURRAY CITY HSP-VAR-A 00.1200 05/15/2037 626853CF0 Variable Rate Demand Note First Tier Security N/A N/A 2011-06-01 2011-06-01 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 7265000.00 7265000.00 0.0040 N/A N 7265000.00 7265000.00 HARRIS COUNTY HEALTH FACILITIES DEVELOPMENT CORP HARRIS HLTH-VAR-B1-TX 00.2000 10/01/2029 414152SX7 Variable Rate Demand Note First Tier Security N/A N/A 2011-06-07 2011-06-07 Y TEXAS CHILDRENS HOSPITAL N/A N/A Y TEXAS CHILDRENS HOSPITAL N/A N/A Y Stand-by Purchase Agreement JP MORGAN CHASE BANK N/A N/A 2200000.00 2200000.00 0.0012 N/A N 2200000.00 2200000.00 INDIANA FINANCE AUTHORITY IN FIN-VAR-LSE APP-A2 00.1100 02/01/2037 455057TQ2 Variable Rate Demand Note First Tier Security N/A N/A 2011-06-01 2011-06-01 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 0.0063 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 21843500.41 0.0120 N/A N 21854108.58 21854108.58 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 20048255.35 0.0110 N/A N 20063280.00 20063280.00 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 2011-06-01 2011-06-01 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 P/P 144A 00.2903 07/01/2011 91621CBC4 Other Note First Tier Security N/A N/A 2011-06-06 2011-07-01 N N N 16000000.00 16000000.00 0.0088 N/A N 16000000.00 16000000.00 JPMORGAN CHASE BANK NA JP MORGAN CHASE BANK NA 00.2353 06/21/2011 48125LAG7 Other Note First Tier Security N/A N/A 2011-06-21 2011-06-21 N N N 30800000.00 30800000.00 0.0169 N/A N 30801940.40 30801940.40 NORDEA BANK AB NORDEA BANK AB P/P 144A 00.3605 06/20/2011 65557NAH2 Other Note First Tier Security N/A N/A 2011-06-20 2011-06-20 N N N 26100000.00 26100000.00 0.0143 N/A N 26100835.20 26100835.20 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 0.0140 N/A N 25405029.20 25405029.20 RABOBANK NEDERLAND RABOBANK NEDERLAND P/P 144A 00.3308 06/16/2011 74977RBZ6 Other Note First Tier Security N/A N/A 2011-06-16 2011-06-16 N N N 12000000.00 12000000.00 0.0066 N/A N 12000468.00 12000468.00 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 Y COMMONWEALTH OF MASSACHUSETTS N/A N/A N 14000000.00 14014725.33 0.0077 N/A N 14015540.00 14015540.00 NATIXIS/NEW YORK NY NATIXIS NY BRANCH 00.2571 07/01/2011 63873BS32 Certificate of Deposit First Tier Security N/A N/A 2011-06-17 2011-06-17 N N N 9625000.00 9625000.00 0.0053 N/A N 9625385.00 9625385.00 MERRILL LYNCH, PIERCE, FENNER & SMITH INC. REPO TRIPA CORPO 0.3 07/5/2011 TRIPARTY1 Other Repurchase Agreement N 144A BA COVERD BOND 2012-06-14 5.50% Other Note 38245512.00 40950000.83 First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 39000000.00 39000000.00 0.0214 N/A Y 39000000.00 39000000.00 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 7036690.19 0.0039 N/A N 7037646.00 7037646.00 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 23195047.45 0.0128 N/A N 23196520.00 23196520.00 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 8000000.00 8000000.00 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 0.0080 N/A N 14500145.00 14500145.00 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 7350000.00 7350000.00 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 6000000.00 6000000.00 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 7500000.00 7500000.00 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257MH52 DCP 06/07/2011 86257MH52 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 24000000.00 23999000.00 0.0132 N/A N 23999520.00 23999520.00 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 2799716.89 0.0015 N/A N 2799860.00 2799860.00 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 17500000.00 0.0096 N/A N 17500000.00 17500000.00 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 4199657.00 0.0023 N/A N 4199916.00 4199916.00 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 18490506.26 0.0102 N/A N 18497299.00 18497299.00 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 4799938.67 0.0026 N/A N 4799952.00 4799952.00 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 2199486.67 0.0012 N/A N 2199863.60 2199863.60 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 19196597.33 0.0106 N/A N 19197504.00 19197504.00 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 0.0110 N/A N 20001200.00 20001200.00 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 4998954.86 0.0027 N/A N 4999050.00 4999050.00 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 795949.59 0.0004 N/A N 795991.24 795991.24 FAIRWAY FINANCE LLC FAIRWAY FINANCE LLC 30601WTG4 DCP 06/16/2011 30601WTG4 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-16 2011-06-16 N N N 4500000.00 4499700.00 0.0025 N/A N 4499685.00 4499685.00 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 9299741.67 0.0051 N/A N 9299721.00 9299721.00 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257L2J0 DCP 07/05/2011 86257L2J0 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 10500000.00 10498016.67 0.0058 N/A N 10498845.00 10498845.00 NATIONAL AUSTRALIA BANK/NEW YORK NATIONAL AUSTRALIA BK-NY 00.2362 10/06/2011 63253TBM9 Certificate of Deposit First Tier Security N/A N/A 2011-06-08 2011-10-06 N N N 28000000.00 28000000.00 0.0154 N/A N 27998320.00 27998320.00 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 20993466.67 0.0115 N/A N 20997270.00 20997270.00 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 4998850.00 0.0027 N/A N 4999050.00 4999050.00 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 9017639.28 0.0050 N/A N 9017819.64 9017819.64 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 9699744.03 0.0053 N/A N 9699806.00 9699806.00 TORONTO DOMINION HOLDINGS (USA) TORONTO DOMINION HOLDINGS (US 89116FT75 DCP 06/07/2011 89116FT75 Financial Company Commercial Paper First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 2500000.00 2499954.17 0.0014 N/A N 2499950.00 2499950.00 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 7395461.33 0.0041 N/A N 7398076.00 7398076.00 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 1799867.00 0.0010 N/A N 1799910.00 1799910.00 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 9897156.50 0.0054 N/A N 9897327.00 9897327.00 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 18698126.11 0.0103 N/A N 18699065.00 18699065.00 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 7963955.39 0.0044 N/A N 7965259.16 7965259.16 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 10999560.00 0.0060 N/A N 10999560.00 10999560.00 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 11991203.33 0.0066 N/A N 11992320.00 11992320.00 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 5298577.84 0.0029 N/A N 5299507.10 5299507.10 VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 92646LUK4 DCP 07/19/2011 92646LUK4 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-07-19 2011-07-19 N N N 14610000.00 14604740.40 0.0080 N/A N 14605909.20 14605909.20 HSBC USA INC HSBC USA INC 40427ST25 DCP 06/02/2011 40427ST25 Financial Company Commercial Paper First Tier Security N/A N/A 2011-06-02 2011-06-02 N N N 8310000.00 8309967.68 0.0046 N/A N 8309916.90 8309916.90 MASSACHUSETTS HEALTH & EDUCATIONAL FACILITIES AUTHORITY MASSACHUSETTS HEALTH & EDUCAT 00.2200 08/01/2011 57586MNA7 Other Commercial Paper First Tier Security N/A N/A 2011-08-01 2011-08-01 N Y HARVARD UNIVERSITY N/A N/A N 15000000.00 15000000.00 0.0082 N/A N 14999250.00 14999250.00 JOHNS HOPKINS UNIVERSITY JOHNS HOPKINS UNIVERSITY 00.2500 08/01/2011 57421QFB4 Other Commercial Paper First Tier Security N/A N/A 2011-08-01 2011-08-01 N Y JOHNS HOPKINS UNIVERSITY N/A N/A N 9700000.00 9700000.00 0.0053 N/A N 9700000.00 9700000.00 FAIRWAY FINANCE LLC FAIRWAY FINANCE LLC 30601WTD1 DCP 06/13/2011 30601WTD1 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-13 2011-06-13 N N N 6400000.00 6399658.67 0.0035 N/A N 6399680.00 6399680.00 YALE UNIVERSITY YALE UNIVERSITY 98459SUL0 DCP 07/20/2011 98459SUL0 Other Commercial Paper First Tier Security N/A N/A 2011-07-20 2011-07-20 N N N 10000000.00 9997413.89 0.0055 N/A N 9997600.00 9997600.00 FCAR OWNER TRUST I FCAR OWNER TRUST I 3024A1UC5 DCP 07/12/2011 3024A1UC5 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-07-12 2011-07-12 N N N 27500000.00 27493109.72 0.0151 N/A N 27494775.00 27494775.00 STARBIRD FUNDING CORP STARBIRD FUNDING CORP 85520MT60 DCP 06/06/2011 85520MT60 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-06 2011-06-06 N N N 8950000.00 8949807.33 0.0049 N/A N 8949731.50 8949731.50 RABOBANK USA FINANCIAL CORP. RABOBANK USA FINANCIAL CORP. 74977LW60 DCP 09/06/2011 74977LW60 Financial Company Commercial Paper First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 17000000.00 16990380.83 0.0093 N/A N 16995070.00 16995070.00 VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 92646LV23 DCP 08/02/2011 92646LV23 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-08-02 2011-08-02 N N N 13000000.00 12993955.00 0.0071 N/A N 12995190.00 12995190.00 JOHNS HOPKINS UNIVERSITY JOHNS HOPKINS UNIVERSITY 00.2400 08/02/2011 57421QFF5 Other Commercial Paper First Tier Security N/A N/A 2011-08-02 2011-08-02 N Y JOHNS HOPKINS UNIVERSITY N/A N/A N 5614000.00 5614000.00 0.0031 N/A N 5613887.72 5613887.72 WINDMILL FUNDING CORP WINDMILL FUNDING CORP 97342KT81 DCP 06/08/2011 97342KT81 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-08 2011-06-08 N N N 9650000.00 9649718.54 0.0053 N/A N 9649710.50 9649710.50 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257L3V2 DCP 08/04/2011 86257L3V2 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 20470000.00 20463449.60 0.0112 N/A N 20464063.70 20464063.70 MANHATTAN ASSET FUNDING CO LLC MANHATTAN ASSET FUNDING CO LL 56274MU67 DCP 07/06/2011 56274MU67 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-07-06 2011-07-06 N N N 9000000.00 8997462.50 0.0049 N/A N 8998290.00 8998290.00 BPCE SA BPCE SA 05571CTD3 DCP 06/13/2011 05571CTD3 Other Commercial Paper First Tier Security N/A N/A 2011-06-13 2011-06-13 N N N 750000.00 749960.00 0.0004 N/A N 749962.50 749962.50 STATE STREET CORP STATE STREET CORP 85747KW91 DCP 09/09/2011 85747KW91 Financial Company Commercial Paper First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 10350000.00 10344825.00 0.0057 N/A N 10342444.50 10342444.50 STATE STREET CORP STATE STREET CORP 85747KV92 DCP 08/09/2011 85747KV92 Financial Company Commercial Paper First Tier Security N/A N/A 2011-08-09 2011-08-09 N N N 10500000.00 10496780.00 0.0058 N/A N 10495485.00 10495485.00 NORTHERN PINES FUNDING LLC NORTHERN PINES FUNDING LLC 66560LV86 DCP 08/08/2011 66560LV86 Other Commercial Paper First Tier Security N/A N/A 2011-08-08 2011-08-08 N N N 9000000.00 8996090.00 0.0049 N/A N 8996130.00 8996130.00 JOHNS HOPKINS UNIVERSITY JOHNS HOPKINS UNIVERSITY 00.2400 08/15/2011 57421QFG3 Other Commercial Paper First Tier Security N/A N/A 2011-08-15 2011-08-15 N Y JOHNS HOPKINS UNIVERSITY N/A N/A N 6000000.00 6000000.00 0.0033 N/A N 5999880.00 5999880.00 FALCON ASSET SECURITIZATION CO LLC FALCON ASSET SECURITIZATION C 30603BTA1 DCP 06/10/2011 30603BTA1 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-10 2011-06-10 N N N 19900000.00 19899353.25 0.0109 N/A N 19899403.00 19899403.00 MANHATTAN ASSET FUNDING CO LLC MANHATTAN ASSET FUNDING CO LL 56274MT77 DCP 06/07/2011 56274MT77 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 7200000.00 7199724.00 0.0040 N/A N 7199784.00 7199784.00 CITIGROUP FUNDING INC CITIGROUP FUNDING INC 17307ST93 DCP 06/09/2011 17307ST93 Financial Company Commercial Paper First Tier Security N/A N/A 2011-06-09 2011-06-09 N N N 9000000.00 8999740.00 0.0049 N/A N 8999820.00 8999820.00 BRYANT PARK FUNDING LLC BRYANT PARK FUNDING LLC 11765KTD9 DCP 06/13/2011 11765KTD9 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-13 2011-06-13 N N N 10800000.00 10799496.00 0.0059 N/A N 10799352.00 10799352.00 TORONTO-DOMINION BANK/NY TORONTO-DOMINION BANK/NY 00.2350 11/10/2011 89112YD34 Certificate of Deposit First Tier Security N/A N/A 2011-11-10 2011-11-10 N N N 25000000.00 25000000.00 0.0137 N/A N 25000500.00 25000500.00 BARCLAYS BANK, PLC BARCLAYS BANK, PLC 06741GBV6 DCP 09/09/2011 06741GBV6 Financial Company Commercial Paper First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 18300000.00 18285258.33 0.0101 N/A N 18288105.00 18288105.00 ROCHE HOLDINGS INC ROCHE HOLDINGS INC 77119MTL1 DCP 06/20/2011 77119MTL1 Other Commercial Paper First Tier Security N/A N/A 2011-06-20 2011-06-20 N N N 9000000.00 8999525.00 0.0049 N/A N 8999370.00 8999370.00 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD AUSTRALIA & NEW ZEALAND BANKI 00.2500 11/16/2011 05252V6V2 Certificate of Deposit First Tier Security N/A N/A 2011-11-16 2011-11-16 N N N 7500000.00 7500000.00 0.0041 N/A N 7498575.00 7498575.00 GOVCO INCORPORATED GOVCO INCORPORATED 38362WTA9 DCP 06/10/2011 38362WTA9 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-10 2011-06-10 N N N 9000000.00 8999707.50 0.0049 N/A N 8999550.00 8999550.00 LMA AMERICAS LLC LMA AMERICAS LLC 50202UTA2 DCP 06/10/2011 50202UTA2 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-10 2011-06-10 N N N 9100000.00 9099590.50 0.0050 N/A N 9099545.00 9099545.00 ROCHE HOLDINGS INC ROCHE HOLDINGS INC 77119MTV9 DCP 06/29/2011 77119MTV9 Other Commercial Paper First Tier Security N/A N/A 2011-06-29 2011-06-29 N N N 9300000.00 9299204.34 0.0051 N/A N 9298884.00 9298884.00 ING BANK NV ING BANK NV 00.2200 07/18/2011 4497869L8 Certificate of Deposit First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 10000000.00 10000000.00 0.0055 N/A N 10000000.00 10000000.00 FAIRWAY FINANCE LLC FAIRWAY FINANCE LLC 30601WUD9 DCP 07/13/2011 30601WUD9 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-07-13 2011-07-13 N N N 3000000.00 2999405.00 0.0016 N/A N 2999370.00 2999370.00 VARIABLE FUNDING CAPITAL CO LLC VARIABLE FUNDING CAPITAL CO L 92217MTF4 DCP 06/15/2011 92217MTF4 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-15 2011-06-15 N N N 5500000.00 5499721.95 0.0030 N/A N 5499670.00 5499670.00 JUPITER SECUR CORP JUPITER SECUR CORP 4820P3TE3 DCP 06/14/2011 4820P3TE3 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-14 2011-06-14 N N N 9000000.00 8999545.00 0.0049 N/A N 8999370.00 8999370.00 FAIRWAY FINANCE LLC FAIRWAY FINANCE LLC 30601WTH2 DCP 06/17/2011 30601WTH2 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-17 2011-06-17 N N N 3774000.00 3773765.17 0.0021 N/A N 3773735.82 3773735.82 WORKING CAPITAL MANAGEMENT CO WORKING CAPITAL MANAGEMENT CO 98137ST16 DCP 06/01/2011 98137ST16 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 19551000.00 19551000.00 0.0107 N/A N 19551000.00 19551000.00 COUNTY OF HOWARD MD COUNTY OF HOWARD MD 00.2500 06/08/2011 44257QAA8 Other Commercial Paper First Tier Security N/A N/A 2011-06-08 2011-06-08 N Y COUNTY OF HOWARD MD N/A N/A N 2750000.00 2750000.00 0.0015 N/A N 2749972.50 2749972.50 ROYAL BANK OF SCOTLAND GROUP PLC ROYAL BANK OF SCOTLAND GROUP 78009UTD2 DCP 06/13/2011 78009UTD2 Financial Company Commercial Paper First Tier Security N/A N/A 2011-06-13 2011-06-13 N N N 5000000.00 4999800.00 0.0027 N/A N 4999750.00 4999750.00 SOCIETE GENERALE/NEW YORK SOCIETE GENERALE/NEW YORK 00.1700 06/20/2011 83369RK67 Certificate of Deposit First Tier Security N/A N/A 2011-06-20 2011-06-20 N N N 9200000.00 9200000.00 0.0051 N/A N 9199908.00 9199908.00 ATLANTIC ASSET SEC CORP ATLANTIC ASSET SEC CORP 04821UTF9 DCP 06/15/2011 04821UTF9 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-15 2011-06-15 N N N 9300000.00 9299421.33 0.0051 N/A N 9299442.00 9299442.00 CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY CALIFORNIA EDUCATIONAL FACILI 00.2000 08/19/2011 13018ADM9 Other Commercial Paper First Tier Security N/A N/A 2011-08-19 2011-08-19 N Y STANFORD UNIVERSITY N/A N/A N 6000000.00 6000000.00 0.0033 N/A N 5999340.00 5999340.00 ALPINE SECURITIZATION ALPINE SECURITIZATION 02086MTN4 DCP 06/22/2011 02086MTN4 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-22 2011-06-22 N N N 16400000.00 16398660.66 0.0090 N/A N 16398360.00 16398360.00 LIBERTY STREET FUNDING LLC LIBERTY STREET FUNDING LLC 53127UTP5 DCP 06/23/2011 53127UTP5 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-23 2011-06-23 N N N 5100000.00 5099501.33 0.0028 N/A N 5099439.00 5099439.00 GENERAL ELECTRIC CAPITAL SVC GENERAL ELECTRIC CAPITAL SVC 36959SWM1 DCP 09/21/2011 36959SWM1 Other Commercial Paper First Tier Security N/A N/A 2011-09-21 2011-09-21 N N N 9500000.00 9494384.44 0.0052 N/A N 9494870.00 9494870.00 GENERAL ELECTRIC CO GENERAL ELECTRIC CO 36960MTW3 DCP 06/30/2011 36960MTW3 Other Commercial Paper First Tier Security N/A N/A 2011-06-30 2011-06-30 N N N 9500000.00 9499005.14 0.0052 N/A N 9499240.00 9499240.00 DEXIA CREDIT LOCAL/NEW YORK NY DEXIA CREDIT LOCAL/NEW YORK N 00.4126 06/27/2011 25214FUF0 Certificate of Deposit First Tier Security N/A N/A 2011-06-27 2011-06-27 N N N 4700000.00 4700000.00 0.0026 N/A N 4700094.00 4700094.00 VARIABLE FUNDING CAPITAL CO LLC VARIABLE FUNDING CAPITAL CO L 92217MTV9 DCP 06/29/2011 92217MTV9 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-29 2011-06-29 N N N 17300000.00 17298385.34 0.0095 N/A N 17297924.00 17297924.00 NORTHERN PINES FUNDING LLC NORTHERN PINES FUNDING LLC 66560LVQ6 DCP 08/24/2011 66560LVQ6 Other Commercial Paper First Tier Security N/A N/A 2011-08-24 2011-08-24 N N N 9200000.00 9195492.00 0.0051 N/A N 9194756.00 9194756.00 LLOYDS TSB BANK PLC LLOYDS TSB BANK PLC 53943ST31 DCP 06/03/2011 53943ST31 Financial Company Commercial Paper First Tier Security N/A N/A 2011-06-03 2011-06-03 N N N 7000000.00 6999953.33 0.0038 N/A N 6999930.00 6999930.00 DANSKE CORP DANSKE CORP 2363F7TT5 DCP 06/27/2011 2363F7TT5 Financial Company Commercial Paper First Tier Security N/A N/A 2011-06-27 2011-06-27 N N N 9700000.00 9698879.12 0.0053 N/A N 9698739.00 9698739.00 THUNDER BAY FUNDING INC THUNDER BAY FUNDING INC 88602UTD2 DCP 06/13/2011 88602UTD2 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-13 2011-06-13 N N N 16050000.00 16049357.99 0.0088 N/A N 16049037.00 16049037.00 WESTPAC BANKING CORP/NY WESTPAC BANKING CORP/NY 9612C1W60 DCP 09/06/2011 9612C1W60 Financial Company Commercial Paper First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 18000000.00 17990542.50 0.0099 N/A N 17990542.50 17990542.50 CHARTA LLC CHARTA LLC 16115XT13 DCP 06/01/2011 16115XT13 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 9300000.00 9300000.00 0.0051 N/A N 9300000.00 9300000.00 ROYAL BANK OF SCOTLAND GROUP PLC ROYAL BANK OF SCOTLAND GROUP 78009UUJ7 DCP 07/18/2011 78009UUJ7 Financial Company Commercial Paper First Tier Security N/A N/A 2011-07-18 2011-07-18 N N N 4800000.00 4798872.00 0.0026 N/A N 4798872.00 4798872.00 CRC FUNDING LLC CRC FUNDING LLC 12622VT12 DCP 06/01/2011 12622VT12 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 9300000.00 9300000.00 0.0051 N/A N 9300000.00 9300000.00 CAFCO LLC CAFCO LLC 12476FT14 DCP 06/01/2011 12476FT14 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 9300000.00 9300000.00 0.0051 N/A N 9300000.00 9300000.00 SVENSKA HANDELSBANKEN/NEW YORK NY SVENSKA HANDELSBANKEN 86959JBR8 Other Note First Tier Security N/A N/A 2011-09-08 2012-06-29 N N N 23500000.00 23500000.00 0.0129 N/A Y 23500000.00 23500000.00 BNP PARIBAS SECURITIES CORP REPO TRIPA CORPO 0.19 06/01/2011 TRIPARTY2 Other Repurchase Agreement N ALLSTATE CORP 2057-05-15 6.50% Other Note 6982.00 7159.27 ALLSTATE CORPORATION 2067-05-15 6.13% Other Note 698200.00 708828.16 ARCELORMITTAL CLASS A NY REGISTRY 2039-10-15 7.00% Other Note 34910.00 36296.78 FEDERATIVE 2024-04-15 8.88% Other Note 5236500.00 7351209.62 BRITISH TELECOM PLC 2030-12-15 9.88% Other Note 87275.00 128891.62 CSX CORP 2041-04-15 5.50% Other Note 1630297.00 1636896.08 CSX CORP 2021-05-01 4.25% Other Note 1745500.00 1746701.49 CLIFFS NATURAL RESOURCES INC 2040-10-01 6.25% Other Note 418920.00 432931.48 DOW CHEMICAL COMPANY 2039-05-15 9.40% Other Note 87275.00 135070.96 GOLD FIELDS OROGEN HLDS BVI LTD 2020-10-07 4.88% Other Note 364447.83 356937.47 GOLDMAN SACHS CAPITAL I 2034-02-15 6.35% Other Note 593470.00 582088.73 HSBC FINANCE CAPITAL TRUST 2035-11-30 5.91% Other Note 1854070.10 1815250.35 KRAFT FOODS INC 2039-01-26 6.88% Other Note 95304.30 113358.89 KRAFT FOODS INC 2040-02-09 6.50% Other Note 26182.50 29891.83 LIBERTY MUTUAL GROUP INC,MA 2014-06-15 7.30% Other Note 2139078.13 2411748.80 LIBERTY MUTUAL GROUP INC 2021-06-01 5.00% Other Note 1745500.00 1715112.78 PNC BANK CORP,PA 2056-11-21 8.25% Other Note 317681.00 337851.10 PETROBRAS INTL FIN CO 2040-01-20 6.88% Other Note 209460.00 231456.94 REPUBLIC SERVICES INC 2019-09-15 5.50% Other Note 7011673.50 7804280.87 SOUTHERN COPPER CORP 2035-07-27 7.50% Other Note 2094600.00 2312277.82 SOUTHERN COPPER CORP 2040-04-16 6.75% Other Note 244370.00 246901.06 WASTE MANAGEMENT 2039-11-30 6.13% Other Note 3501473.00 3882869.49 WELLS FARGO CAPITAL XV 2099-12-31 9.75% Other Note 730317.20 797034.72 YUM BRANDS INC COM 2037-11-15 6.88% Other Note 2232494.50 2605579.06 ARCELORMITTAL 2018-06-01 6.13% Other Note 349100.00 388905.08 CENTRAIS ELETRICAS BRASILEIRAS 2015-11-30 7.75% Other Note 872750.00 1039299.79 First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 37000000.00 37000000.00 0.0203 N/A N 37000000.00 37000000.00 J.P. MORGAN SECURITIES REPO TRIPA CORPO 0.21 06/01/2011 TRIPARTY2 Other Repurchase Agreement N ROPER INDUSTRIES INC. 2013-08-15 6.63% Other Note 1321.40 1497.99 NEXEN INC 2037-05-15 6.40% Other Note 1055137.90 1091336.27 PLAINS ALL AMERICAN PIPELINE 2037-01-15 6.65% Other Note 3303500.00 3723022.36 GANNETT CO. INC. 2016-04-01 10.00% Other Note 3964200.00 4663440.72 EMBRAER OVERSEAS LIMITED 2017-01-24 6.38% Other Note 7112435.50 7767669.03 CLIFFS NATURAL RESOURCES INC. 2040-10-01 6.25% Other Note 8787310.00 9096472.47 CLIFFS NATURAL RESOURCES INC. 2021-04-01 4.88% Other Note 3303500.00 3396569.41 CLIFFS NATURAL RESOURCES INC. 2020-03-15 5.90% Other Note 924980.00 1026287.41 FAIRFAX FINANCIAL HOLDINGS LIM 2021-05-15 5.80% Other Note 3303500.00 3303213.70 GREAT PLAINS ENERGY INCORPROAT 2021-06-01 4.85% Other Note 2190220.50 2225377.68 AVIATION CAPITAL GROUP CORP. 2021-04-06 6.75% Other Note 1982100.00 2021791.35 PENTAIR INC. 2021-05-15 5.00% Other Note 528560.00 533373.40 First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 37000000.00 37000000.00 0.0203 N/A N 37000000.00 37000000.00 DEUTSCHE BANK SECURITIES, INC. - MM REPO TRIPA MORTG 0.13 06/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2041-01-01 3.50% Government Agency Debt 21238443.14 20398804.71 FNMA 2038-04-01 5.50% Government Agency Debt 58531280.18 24618539.37 FNMA 2024-07-01 4.50% Government Agency Debt 32650259.96 17211504.43 First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 61019000.00 61019000.00 0.0335 N/A N 61019000.00 61019000.00 GOLDMAN, SACHS & CO. REPO TRIPA MORTG 0.13 06/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FHLB 2030-09-30 4.00% Government Agency Debt 580521.50 562587.90 FHLB 2011-06-24 0.00% Government Agency Debt 6665000.00 6664933.35 FHLB 2013-10-18 3.63% Government Agency Debt 3551112.00 3807466.28 FNMA 2030-12-20 4.55% Government Agency Debt 4798800.00 4888194.98 FMAC 2012-12-28 0.63% Government Agency Debt 5065400.00 5098566.41 FNMA 2014-09-16 3.00% Government Agency Debt 4674431.10 4995143.82 FNMA 2040-09-01 3.61% Government Agency Debt 17310181.77 15959175.50 GNMA 2034-03-20 5.00% Government Agency Debt 979755.00 413285.23 GNMA 2017-01-15 7.00% Government Agency Debt 266885.93 27934.08 GNMA 2034-06-20 6.00% Government Agency Debt 6665.00 1100.64 GNMA 2032-08-15 6.50% Government Agency Debt 339427.66 204061.12 GNMA 2033-04-15 6.00% Government Agency Debt 337302.32 86384.33 GNMA 2039-04-20 5.00% Government Agency Debt 201706.36 143300.18 GNMA 2039-04-20 5.50% Government Agency Debt 232154.35 73899.11 GNMA 2039-03-20 6.00% Government Agency Debt 81721.43 23581.28 GNMA 2039-06-20 5.00% Government Agency Debt 201825.13 102444.39 GNMA 2039-06-20 5.50% Government Agency Debt 184324.57 62137.30 GNMA 2038-06-20 6.00% Government Agency Debt 733150.00 94242.08 GNMA 2038-07-20 6.00% Government Agency Debt 186620.00 32902.66 GNMA 2038-07-20 7.00% Government Agency Debt 591865.06 67307.20 GNMA 2038-09-20 6.00% Government Agency Debt 367877.74 83538.51 GNMA 2038-09-20 6.00% Government Agency Debt 826460.00 118570.53 GNMA 2038-09-20 6.50% Government Agency Debt 1094118.14 126153.95 GNMA 2038-08-20 6.00% Government Agency Debt 1652920.00 280186.73 GNMA 2038-08-20 6.50% Government Agency Debt 199950.00 28997.02 GNMA 2038-08-20 7.00% Government Agency Debt 212335.04 29083.98 GNMA 2038-10-20 6.00% Government Agency Debt 40007.86 21732.17 GNMA 2038-10-20 6.50% Government Agency Debt 66650.00 7027.98 GNMA 2038-11-20 6.50% Government Agency Debt 362114.12 54888.70 GNMA 2039-02-20 6.00% Government Agency Debt 213280.00 36836.57 GNMA 2039-03-20 6.50% Government Agency Debt 351182.18 117386.59 GNMA 2039-09-20 5.00% Government Agency Debt 226669.19 150022.03 GNMA 2039-12-20 5.50% Government Agency Debt 308163.21 217332.76 GNMA 2040-02-20 5.50% Government Agency Debt 116771.20 72599.71 GNMA 2040-05-20 5.00% Government Agency Debt 119912.68 99026.40 GNMA 2040-06-20 5.50% Government Agency Debt 305691.16 226296.36 GNMA 2040-07-20 5.00% Government Agency Debt 56496.81 53030.65 GNMA 2040-08-20 5.00% Government Agency Debt 202554.55 200292.07 GNMA 2040-08-20 5.50% Government Agency Debt 149020.47 161192.86 GNMA 2039-12-20 5.00% Government Agency Debt 320694.34 327981.40 GNMA 2020-08-20 4.00% Government Agency Debt 305248.07 305792.07 GNMA 2039-06-20 4.50% Government Agency Debt 186433.78 195640.76 GNMA 2039-10-20 5.50% Government Agency Debt 155817.04 169228.10 GNMA 2026-01-20 4.00% Government Agency Debt 106358.20 107487.05 GNMA 2041-01-20 4.50% Government Agency Debt 2024748.22 2130224.27 GNMA 2041-03-20 4.50% Government Agency Debt 8836355.83 9293491.35 GNMA 2041-05-20 4.50% Government Agency Debt 235821.70 248838.58 GNMA 2016-10-20 9.25% Government Agency Debt 631834.40 7350.39 GNMA 2016-07-20 9.25% Government Agency Debt 475920.86 1784.00 GNMA 2016-08-20 9.25% Government Agency Debt 711848.13 1401.48 GNMA 2016-09-20 9.25% Government Agency Debt 861603.61 7790.59 GNMA 2016-12-20 9.25% Government Agency Debt 267020.96 731.77 GNMA 2017-11-20 9.75% Government Agency Debt 263427.59 142.35 GNMA 2018-06-20 9.25% Government Agency Debt 187883.82 1626.87 GNMA 2034-04-20 6.00% Government Agency Debt 14663.00 3064.49 GNMA 2033-09-20 6.00% Government Agency Debt 505868.70 40299.40 GNMA 2033-11-20 6.50% Government Agency Debt 266600.00 34865.53 GNMA 2033-11-20 6.50% Government Agency Debt 266600.00 20220.26 GNMA 2029-10-15 4.00% Government Agency Debt 166940.12 146765.50 GNMA 2030-01-15 4.50% Government Agency Debt 53556.61 49779.72 GNMA 2037-07-15 5.80% Government Agency Debt 93310.00 99040.38 GNMA 2034-02-20 5.00% Government Agency Debt 218587.61 47583.75 GNMA 2034-02-20 6.00% Government Agency Debt 463217.50 60345.53 GNMA 2017-05-20 7.75% Government Agency Debt 19995.00 641.81 GNMA 2033-10-20 2.63% Government Agency Debt 1295450.06 75009.66 GNMA 2034-12-20 2.00% Government Agency Debt 1354984.77 198408.19 GNMA 2039-11-20 5.00% Government Agency Debt 377578.78 153902.77 GNMA 2040-03-20 4.50% Government Agency Debt 376065.43 329951.03 GNMA 2020-12-20 5.50% Government Agency Debt 1466300.00 515787.27 GNMA 2034-11-20 6.00% Government Agency Debt 198351.33 50089.61 GNMA 2034-11-20 6.00% Government Agency Debt 169187.83 16405.66 GNMA 2034-01-20 5.00% Government Agency Debt 2361271.67 1079718.12 GNMA 2034-02-20 6.50% Government Agency Debt 1447764.37 71146.75 First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 60000000.00 60000000.00 0.0330 N/A N 60000000.00 60000000.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.14 06/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2037-11-01 6.00% Government Agency Debt 7657062.72 2951953.72 FMAC 2025-05-01 4.00% Government Agency Debt 3332500.00 2927904.00 FMAC 2037-03-01 5.51% Government Agency Debt 8389519.03 2959044.38 FMAC 2038-12-01 5.02% Government Agency Debt 5631925.00 3017271.30 FMAC 2041-05-01 3.55% Government Agency Debt 10152.93 10651.94 FNMA 2023-06-01 4.50% Government Agency Debt 5156044.00 2930223.54 FNMA 2041-05-01 4.50% Government Agency Debt 2804936.99 2922458.37 FNMA 2038-03-01 5.50% Government Agency Debt 4668882.49 2944026.62 FNMA 2024-04-01 4.00% Government Agency Debt 4529762.61 3001871.94 FNMA 2039-09-01 5.50% Government Agency Debt 3827784.28 2945056.97 FNMA 2020-06-01 3.50% Government Agency Debt 3532450.00 2917693.37 FNMA 2031-02-01 4.00% Government Agency Debt 2932600.00 2984071.81 FNMA 2040-06-01 3.67% Government Agency Debt 3452470.00 2984454.71 FNMA 2026-01-01 4.00% Government Agency Debt 2932600.00 2986936.36 FNMA 2040-11-01 4.50% Government Agency Debt 2882636.23 2952360.19 GNMA 2033-10-20 5.00% Government Agency Debt 8768291.38 3005799.53 GNMA 2041-01-20 5.00% Government Agency Debt 2772818.36 2951401.44 GNMA 2039-05-15 5.00% Government Agency Debt 3278728.78 2977043.49 GNMA 2040-04-15 5.00% Government Agency Debt 3344473.27 2935909.29 GNMA 2040-06-15 5.00% Government Agency Debt 3189574.81 2939487.83 GNMA 2039-01-15 5.00% Government Agency Debt 2705762.46 1972438.18 GNMA 2039-05-15 4.50% Government Agency Debt 3385860.26 2966641.07 First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 60000000.00 60000000.00 0.0330 N/A N 60000000.00 60000000.00