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