0000928816-11-000887.txt : 20110829
0000928816-11-000887.hdr.sgml : 20110829
20110707123855
ACCESSION NUMBER: 0000928816-11-000887
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110707
DATE AS OF CHANGE: 20110707
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: 11955593
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
2011-06-30
0000081248
S000006251
6
N
N
N
N
2-55091
Putnam Investment Management, LLC
801-7974
Putnam Investment Limited
801-61441
PricewaterhouseCoopers, LLP
Boston
MA
Putnam Investor Services, Inc.
0001448300
84-06331
N
N
N
Prime
36
50
1835694430.82
642375528.86
655641235.00
1822428724.68
0.0016
0.9983
2011-06-30
0.9983
2011-06-30
C000017192
500.00
1690951933.39
1.00
152229.29
65494475.76
65342246.47
0.0001
0.9983
2011-06-30
0.9983
2011-06-30
C000017193
500.00
26680758.46
1.00
716043.56
2783352.47
2067308.91
0.0001
0.9983
2011-06-30
0.9983
2011-06-30
C000017194
500.00
23003880.30
1.00
625072.77
3131559.28
2506486.51
0.0001
0.9982
2011-06-30
0.9982
2011-06-30
C000017195
500.00
29686495.98
1.00
2153108.77
3796697.96
1643589.19
0.0001
0.9984
2011-06-30
0.9984
2011-06-30
C000017196
500.00
18560467.68
1.00
1603577.97
2175218.53
571640.56
0.0001
0.9985
2011-06-30
0.9985
2011-06-30
C000017191
500.00
33545188.87
1.00
-880993.64
865641.49
1746635.13
0.0001
0.9983
2011-06-30
0.9983
2011-06-30
FALCON ASSET SECURITIZATION CO LLC
FALCON ASSET SECURITIZATION C 30603BUF8 DCP 07/15/2011
30603BUF8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
N
1200000.00
1199934.67
0.0007
N/A
N
1199964.00
1199964.00
FHLMC
FHLMC 313396HW6 GDC 07/08/2011
313396HW6
Government Agency Debt
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
N
1000000.00
999980.55
0.0005
N/A
N
999996.00
999996.00
WINDMILL FUNDING CORP
WINDMILL FUNDING CORP 97342KUF3 DCP 07/15/2011
97342KUF3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
N
8500000.00
8499537.22
0.0047
N/A
N
8499490.00
8499490.00
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
27096040.06
0.0149
N/A
N
27099214.10
27099214.10
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
4398142.22
0.0024
N/A
N
4399705.20
4399705.20
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
13447055.74
0.0074
N/A
N
13449556.15
13449556.15
WISCONSIN HEALTH & EDUCATIONAL FACILITIES AUTHORITY
WI H/E VAR-WHEATON-B 00.0600 08/15/2033
97710VND6
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
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
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
8649223.90
0.0047
N/A
N
8649135.00
8649135.00
PUTNAM MONEY MARKET LIQUIDITY FUND
PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P
7469239A1
Investment Company
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
81262121.00
81262121.00
0.0446
N/A
N
81262121.00
81262121.00
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA P/P 144A 00.6471 07/13/2012
78008FAM6
Other Note
First Tier Security
N/A
N/A
2011-07-15
2012-07-13
N
N
N
29425000.00
29429072.95
0.0161
N/A
N
29461487.00
29461487.00
HOUSTON INDEPENDENT SCHOOL DISTRICT
HOUSTON ISD VAR-SCHOO 00.1000 06/15/2031
4424022G7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
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
5165000.00
5165000.00
0.0028
N/A
N
5165000.00
5165000.00
NEW HAMPSHIRE HEALTH & EDUCATION FACILITIES AUTHORITY
NH H/E VAR-UNIV NH-B 00.0400 07/01/2033
644614VP1
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
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
2975000.00
2975000.00
0.0016
N/A
N
2975000.00
2975000.00
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
3134950.22
0.0017
N/A
N
3136561.40
3136561.40
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
4842610.12
0.0027
N/A
N
4845623.99
4845623.99
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
22719286.37
0.0125
N/A
N
22727734.91
22727734.91
KENTUCKY ECONOMIC DEVELOPMENT FINANCE AUTHORITY
KY ECON-VAR-C-CATHOLI 00.0500 05/01/2034
49126PCJ7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
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
39671848.20
0.0218
N/A
N
39712944.50
39712944.50
CITY OF COLUMBUS OH
COLUMBUS SWR-ADJ-B 00.0700 06/01/2032
199561FU0
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
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 00.0700 10/01/2044
592041NW3
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
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
HARRIS COUNTY HEALTH FACILITIES DEVELOPMENT CORP
HARRIS HLTH-VAR-B1-TX 00.1000 10/01/2029
414152SX7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
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
3920000.00
3920000.00
0.0022
N/A
N
3920000.00
3920000.00
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
21829980.59
0.0120
N/A
N
21841348.43
21841348.43
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
20040301.17
0.0110
N/A
N
20053900.00
20053900.00
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
2011-07-01
2011-07-01
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
NATIXIS/NEW YORK NY
NATIXIS NY BRANCH 00.2453 07/01/2011
63873BS32
Certificate of Deposit
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
9625000.00
9625000.00
0.0053
N/A
N
9625000.00
9625000.00
MERRILL LYNCH, PIERCE, FENNER & SMITH INC.
REPO TRIPA CORPO 0.21 08/04/2011
TRIPARTY1
Other Repurchase Agreement
N
GENERAL ELEC CAPT CORP
2017-09-15
5.63%
Other Note
36515023.00
40950000.74
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
39000000.00
39000000.00
0.0214
N/A
Y
39000000.00
39000000.00
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELEC CAP CORP 01.1818 12/09/2011
36967HAC1
Other Note
First Tier Security
N/A
N/A
2011-09-09
2011-12-09
N
N
N
7000000.00
7030927.33
0.0039
N/A
N
7033327.00
7033327.00
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
18493218.75
0.0101
N/A
N
18498853.00
18498853.00
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
2199761.67
0.0012
N/A
N
2199969.20
2199969.20
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
20000400.00
20000400.00
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
4999850.69
0.0027
N/A
N
4999900.00
4999900.00
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
10499766.67
0.0058
N/A
N
10499895.00
10499895.00
NATIONAL AUSTRALIA BANK/NEW YORK
NATIONAL AUSTRALIA BK-NY 00.2196 10/06/2011
63253TBM9
Certificate of Deposit
First Tier Security
N/A
N/A
2011-07-08
2011-10-06
N
N
N
28000000.00
28000000.00
0.0154
N/A
N
27998600.00
27998600.00
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
4999808.33
0.0027
N/A
N
4999850.00
4999850.00
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
7396941.33
0.0041
N/A
N
7398964.00
7398964.00
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
9898971.50
0.0054
N/A
N
9899109.00
9899109.00
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
7964685.61
0.0044
N/A
N
7965761.02
7965761.02
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
11994103.33
0.0066
N/A
N
11995560.00
11995560.00
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
5299085.75
0.0029
N/A
N
5299841.00
5299841.00
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
14608027.65
0.0080
N/A
N
14608685.10
14608685.10
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
15001500.00
15001500.00
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
9701261.00
9701261.00
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
9998997.22
0.0055
N/A
N
9999300.00
9999300.00
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
27498151.39
0.0151
N/A
N
27498900.00
27498900.00
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
16993355.83
0.0093
N/A
N
16997280.00
16997280.00
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
12996880.00
0.0071
N/A
N
12997660.00
12997660.00
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
5614673.68
5614673.68
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
20466520.10
0.0112
N/A
N
20467748.30
20467748.30
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
8999637.50
0.0049
N/A
N
8999820.00
8999820.00
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
10346377.50
0.0057
N/A
N
10345446.00
10345446.00
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
10498180.00
0.0058
N/A
N
10497795.00
10497795.00
NORTHERN PINES FUNDING LLC
NORTHERN PINES FUNDING LLC 66560LV86 DCP 08/08/2011
66560LV86
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
N
9000000.00
8997815.00
0.0049
N/A
N
8998200.00
8998200.00
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
6001020.00
6001020.00
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
25004250.00
25004250.00
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
18289680.83
0.0100
N/A
N
18293046.00
18293046.00
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
7499700.00
7499700.00
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
10000200.00
10000200.00
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
2999830.00
0.0016
N/A
N
2999850.00
2999850.00
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
6000420.00
6000420.00
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
9495888.61
0.0052
N/A
N
9497720.00
9497720.00
NORTHERN PINES FUNDING LLC
NORTHERN PINES FUNDING LLC 66560LVQ6 DCP 08/24/2011
66560LVQ6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
N
9200000.00
9197102.00
0.0050
N/A
N
9197056.00
9197056.00
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
17993467.50
0.0099
N/A
N
17996220.00
17996220.00
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
4799592.00
0.0026
N/A
N
4799664.00
4799664.00
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
N
23490976.00
23490976.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MUJ9 DCP 07/18/2011
56274MUJ9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
N
3200000.00
3199652.44
0.0018
N/A
N
3199712.00
3199712.00
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E1V24 DCP 08/02/2011
6385E1V24
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
N
9900000.00
9898240.00
0.0054
N/A
N
9898416.00
9898416.00
TEXAS TECH UNIVERSITY
TEXAS TECH UNIVERSITY 00.1600 09/08/2011
88280QEY0
Other Commercial Paper
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
Y
TEXAS TECH UNIVERSITY
N/A
N/A
N
7350000.00
7350000.00
0.0040
N/A
N
7350147.00
7350147.00
UNIVERSITY OF TEXAS
UNIVERSITY OF TEXAS 00.1600 09/08/2011
91513RLP2
Other Commercial Paper
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
Y
UNIVERSITY OF TEXAS
N/A
N/A
N
5476000.00
5476000.00
0.0030
N/A
N
5476109.52
5476109.52
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1600 07/06/2011
57421QFN8
Other Commercial Paper
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
6000000.00
6000000.00
0.0033
N/A
N
6000060.00
6000060.00
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384KX6 GDC 08/26/2011
313384KX6
Government Agency Debt
First Tier Security
N/A
N/A
2011-08-26
2011-08-26
N
N
N
16300000.00
16297718.00
0.0089
N/A
N
16299494.70
16299494.70
UNIVERSITY OF VIRGINIA
UNIVERSITY OF VIRGINIA 00.1600 07/05/2011
91521MLE8
Other Commercial Paper
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
Y
UNIVERSITY OF VIRGINIA
N/A
N/A
N
8000000.00
8000000.00
0.0044
N/A
N
8000080.00
8000080.00
VARIABLE FUNDING CAPITAL CO LLC
VARIABLE FUNDING CAPITAL CO L 92217MV20 DCP 08/02/2011
92217MV20
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
N
4750000.00
4749366.67
0.0026
N/A
N
4749287.50
4749287.50
JUPITER SECUR CORP
JUPITER SECUR CORP 4820P3W17 DCP 09/01/2011
4820P3W17
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
9200000.00
9197306.45
0.0050
N/A
N
9196596.00
9196596.00
UNIVERSITY OF VIRGINIA
UNIVERSITY OF VIRGINIA 00.1400 07/05/2011
91521MLF5
Other Commercial Paper
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
Y
UNIVERSITY OF VIRGINIA
N/A
N/A
N
14500000.00
14500000.00
0.0080
N/A
N
14500000.00
14500000.00
TORONTO DOMINION HOLDINGS (USA)
TORONTO DOMINION HOLDINGS (US 89116FVF4 DCP 08/15/2011
89116FVF4
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
N
2300000.00
2299597.50
0.0013
N/A
N
2299747.00
2299747.00
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257MQ78 DCP 08/16/2011
86257MQ78
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-16
2011-08-16
N
N
N
24000000.00
23995400.00
0.0132
N/A
N
23996160.00
23996160.00
LLOYDS TSB BANK PLC
LLOYDS TSB BANK PLC 53943SW11 DCP 09/01/2011
53943SW11
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
6300000.00
6297721.50
0.0035
N/A
N
6297669.00
6297669.00
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 85520MU84 DCP 07/08/2011
85520MU84
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
N
5606000.00
5605836.49
0.0031
N/A
N
5605831.82
5605831.82
COUNTY OF HOWARD MD
COUNTY OF HOWARD MD 00.1600 07/06/2011
44257QAF7
Other Commercial Paper
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
Y
COUNTY OF HOWARD MD
N/A
N/A
N
2750000.00
2750000.00
0.0015
N/A
N
2750055.00
2750055.00
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 00.2757 06/08/2012
20272ABE5
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-09-08
2012-06-08
N
N
N
14000000.00
14000000.00
0.0077
N/A
N
13996220.00
13996220.00
ALPINE SECURITIZATION
ALPINE SECURITIZATION 02086MUB8 DCP 07/11/2011
02086MUB8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
N
11700000.00
11699577.50
0.0064
N/A
N
11699532.00
11699532.00
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601WUL1 DCP 07/20/2011
30601WUL1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
N
5000000.00
4999656.95
0.0027
N/A
N
4999550.00
4999550.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KUC9 DCP 07/12/2011
11765KUC9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
N
9500000.00
9499622.64
0.0052
N/A
N
9499525.00
9499525.00
THUNDER BAY FUNDING INC
THUNDER BAY FUNDING INC 88602UUD0 DCP 07/13/2011
88602UUD0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
18011000.00
18010219.52
0.0099
N/A
N
18009919.34
18009919.34
JUPITER SECUR CORP
JUPITER SECUR CORP 4820P3UD3 DCP 07/13/2011
4820P3UD3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
N
9200000.00
9199601.34
0.0050
N/A
N
9199448.00
9199448.00
FALCON ASSET SECURITIZATION CO LLC
FALCON ASSET SECURITIZATION C 30603BUC5 DCP 07/12/2011
30603BUC5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
N
16300000.00
16299352.53
0.0089
N/A
N
16299674.00
16299674.00
HARVARD UNIVERSITY
HARVARD UNIVERSITY 74081KX31 DCP 10/03/2011
74081KX31
Other Commercial Paper
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
4200000.00
4198026.00
0.0023
N/A
N
4198866.00
4198866.00
VARIABLE FUNDING CAPITAL CO LLC
VARIABLE FUNDING CAPITAL CO L 92217MVB0 DCP 08/11/2011
92217MVB0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
N
4000000.00
3999316.67
0.0022
N/A
N
3999200.00
3999200.00
WESTPAC BANKING CORP/NY
WESTPAC BANKING CORP/NY 00.2300 12/09/2011
96121TEZ7
Certificate of Deposit
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
9250000.00
9249096.15
0.0051
N/A
N
9248335.00
9248335.00
NORDEA NORTH AMERICA INC
NORDEA NORTH AMERICA INC 6555P1XM4 DCP 10/21/2011
6555P1XM4
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
N
27000000.00
26981100.00
0.0148
N/A
N
26980020.00
26980020.00
OLD LINE FUNDING CORP
OLD LINE FUNDING CORP 67983UUM3 DCP 07/21/2011
67983UUM3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
N
2800000.00
2799782.22
0.0015
N/A
N
2799944.00
2799944.00
ROCHE HOLDINGS INC
ROCHE HOLDINGS INC 77119MV38 DCP 08/03/2011
77119MV38
Other Commercial Paper
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
11000000.00
10998991.67
0.0060
N/A
N
10998460.00
10998460.00
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 20272EWF1 DCP 09/15/2011
20272EWF1
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
N
2070000.00
2069191.55
0.0011
N/A
N
2069234.10
2069234.10
OLD LINE FUNDING CORP
OLD LINE FUNDING CORP 67983UUN1 DCP 07/22/2011
67983UUN1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
N
N
15615000.00
15613727.69
0.0086
N/A
N
15614687.70
15614687.70
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601WV89 DCP 08/08/2011
30601WV89
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-08
2011-08-08
N
N
N
18948000.00
18945199.90
0.0104
N/A
N
18944399.88
18944399.88
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UUC2 DCP 07/12/2011
53127UUC2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-12
2011-07-12
N
N
N
4408000.00
4407811.44
0.0024
N/A
N
4407779.60
4407779.60
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UUT5 DCP 07/27/2011
53127UUT5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
N
900000.00
899909.00
0.0005
N/A
N
899874.00
899874.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MU83 DCP 07/08/2011
56274MU83
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
N
6000000.00
5999755.00
0.0033
N/A
N
5999820.00
5999820.00
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137SU55 DCP 07/05/2011
98137SU55
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
9200000.00
9199775.11
0.0050
N/A
N
9199816.00
9199816.00
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN/NEW YOR 00.2400 07/06/2011
86959BSH9
Certificate of Deposit
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
1900000.00
1900037.96
0.0010
N/A
N
1900019.00
1900019.00
THUNDER BAY FUNDING INC
THUNDER BAY FUNDING INC 88602UUM0 DCP 07/21/2011
88602UUM0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
N
600000.00
599956.66
0.0003
N/A
N
599940.00
599940.00
GOVCO INCORPORATED
GOVCO INCORPORATED 38362WU82 DCP 07/08/2011
38362WU82
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
N
9000000.00
8999790.00
0.0049
N/A
N
8999730.00
8999730.00
HSBC USA INC
HSBC USA INC 40427SVV8 DCP 08/29/2011
40427SVV8
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
N
N
10000000.00
9997705.56
0.0055
N/A
N
9997000.00
9997000.00
HSBC USA INC
HSBC USA INC 40427SWU9 DCP 09/28/2011
40427SWU9
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-09-28
2011-09-28
N
N
N
10000000.00
9995797.22
0.0055
N/A
N
9994500.00
9994500.00
GENERAL ELECTRIC CAPITAL SVC
GENERAL ELECTRIC CAPITAL SVC 36959JVW0 DCP 08/30/2011
36959JVW0
Other Commercial Paper
First Tier Security
N/A
N/A
2011-08-30
2011-08-30
N
N
N
9900000.00
9898350.00
0.0054
N/A
N
9898350.00
9898350.00
VARIABLE FUNDING CAPITAL CO LLC
VARIABLE FUNDING CAPITAL CO L 92217MUV7 DCP 07/29/2011
92217MUV7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-29
2011-07-29
N
N
N
18600000.00
18598264.00
0.0102
N/A
N
18598264.00
18598264.00
DNB NOR BANK ASA
DNB NOR BANK ASA 2332K1Z78 DCP 12/07/2011
2332K1Z78
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
22600000.00
22572550.42
0.0124
N/A
N
22572550.42
22572550.42
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 20272EX45 DCP 10/04/2011
20272EX45
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
11400000.00
11393832.92
0.0063
N/A
N
11393832.92
11393832.92
CIESCO LLC
CIESCO LLC 17178CU76 DCP 07/07/2011
17178CU76
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
9850000.00
9849885.08
0.0054
N/A
N
9849885.08
9849885.08
CHARTA LLC
CHARTA LLC 16115XU11 DCP 07/01/2011
16115XU11
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
13200000.00
13200000.00
0.0072
N/A
N
13200000.00
13200000.00
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137SU14 DCP 07/01/2011
98137SU14
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
9600000.00
9600000.00
0.0053
N/A
N
9600000.00
9600000.00
CIESCO LLC
CIESCO LLC 17178CU19 DCP 07/01/2011
17178CU19
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
9850000.00
9850000.00
0.0054
N/A
N
9850000.00
9850000.00
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 0.05 07/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2041-01-01
2.90%
Government Agency Debt
18003729.60
17321383.08
FMAC
2040-12-01
2.97%
Government Agency Debt
18000000.00
17440994.31
FNMA
2041-01-01
3.00%
Government Agency Debt
16661561.76
16225395.58
FNMA
2038-02-01
5.50%
Government Agency Debt
16587444.96
17386501.90
FNMA
2036-04-01
2.00%
Government Agency Debt
24433708.68
17197249.04
FNMA
2025-06-01
4.00%
Government Agency Debt
6544833.12
6228476.36
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
90000000.00
90000000.00
0.0494
N/A
N
90000000.00
90000000.00
BNP PARIBAS SECURITIES CORP.
REPO TRIPA MORTG 0.05 07/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
GNMA
2039-04-20
4.50%
Government Agency Debt
42035465.10
37151417.59
GNMA
2041-04-20
5.00%
Government Agency Debt
50275267.50
54648582.43
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
90000000.00
90000000.00
0.0494
N/A
N
90000000.00
90000000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.08 07/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2036-12-01
6.00%
Government Agency Debt
20099454.98
5964461.35
FMAC
2034-09-01
5.50%
Government Agency Debt
20347385.18
5854785.24
FMAC
2026-01-01
3.50%
Government Agency Debt
5996250.00
5973391.10
FNMA
2041-03-01
3.36%
Government Agency Debt
5733627.98
5900235.17
FNMA
2041-04-01
4.50%
Government Agency Debt
5700280.50
5872309.68
FNMA
2026-05-01
4.50%
Government Agency Debt
5541682.05
5882516.52
FNMA
2036-12-01
6.00%
Government Agency Debt
19108074.83
5924985.52
FNMA
2026-02-01
3.50%
Government Agency Debt
5850000.00
5807129.36
FNMA
2025-02-01
4.00%
Government Agency Debt
7329019.50
5902171.29
FNMA
2039-07-01
5.50%
Government Agency Debt
7157925.00
5799579.88
FNMA
2040-09-01
5.00%
Government Agency Debt
5931000.00
5831070.65
FNMA
2030-11-01
4.50%
Government Agency Debt
5652353.25
5745105.11
GNMA
2026-04-20
3.50%
Government Agency Debt
5625000.00
5783272.76
GNMA
2039-10-15
5.00%
Government Agency Debt
4815519.53
4091687.99
GNMA
2025-05-15
4.50%
Government Agency Debt
5684122.35
5520813.16
GNMA
2038-10-15
5.00%
Government Agency Debt
9667741.28
5946485.32
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
90000000.00
90000000.00
0.0494
N/A
N
90000000.00
90000000.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.05 07/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2041-04-01
5.00%
Government Agency Debt
11601787.10
12367824.21
FNMA
2039-01-01
6.50%
Government Agency Debt
192838858.18
82131190.25
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
92646000.00
92646000.00
0.0508
N/A
N
92646000.00
92646000.00
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 0.03 07/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2033-11-01
2.54%
Government Agency Debt
1475009.75
694472.87
FMAC
2033-01-01
7.00%
Government Agency Debt
2368755.45
708455.32
FMAC
2034-11-01
5.50%
Government Agency Debt
1456918.21
731829.38
FMAC
2034-10-01
5.50%
Government Agency Debt
919393.56
719307.97
FMAC
2037-02-01
5.50%
Government Agency Debt
1384500.00
711428.54
FMAC
2038-07-01
5.50%
Government Agency Debt
1545979.77
704078.63
FMAC
2039-10-01
5.50%
Government Agency Debt
899265.42
714334.68
FMAC
2039-10-01
5.50%
Government Agency Debt
811317.00
708603.96
FMAC
2021-04-01
6.00%
Government Agency Debt
2643932.58
701109.33
FMAC
2027-09-01
6.50%
Government Agency Debt
2262905.44
698884.83
FMAC
2024-12-01
5.00%
Government Agency Debt
735053.76
682740.49
FMAC
2025-06-01
4.00%
Government Agency Debt
726196.83
706905.71
FMAC
2025-10-01
4.00%
Government Agency Debt
690061.38
696538.61
FMAC
2026-02-01
4.50%
Government Agency Debt
687958.88
717743.45
FMAC
2026-02-01
4.50%
Government Agency Debt
695928.62
727644.46
FMAC
2026-02-01
3.00%
Government Agency Debt
715599.04
700205.53
FMAC
2021-05-01
3.50%
Government Agency Debt
700062.18
713971.17
FMAC
2026-03-01
4.00%
Government Agency Debt
684771.21
709488.45
FMAC
2026-03-01
4.00%
Government Agency Debt
696007.26
719514.88
FMAC
2026-04-01
4.00%
Government Agency Debt
698614.55
723911.54
FMAC
2026-05-01
3.50%
Government Agency Debt
689915.46
703431.79
FMAC
2026-05-01
4.50%
Government Agency Debt
690092.12
732891.61
FMAC
2026-05-01
4.00%
Government Agency Debt
687715.49
720707.03
FMAC
2025-11-01
3.50%
Government Agency Debt
705771.58
719188.95
FMAC
2026-06-01
4.00%
Government Agency Debt
695067.73
730204.26
FMAC
2035-11-01
2.21%
Government Agency Debt
2974291.44
716933.46
FMAC
2038-12-01
6.50%
Government Agency Debt
963746.02
710823.71
FMAC
2034-02-01
6.00%
Government Agency Debt
2769000.00
714331.51
FMAC
2040-04-01
5.50%
Government Agency Debt
783062.95
732144.13
FMAC
2040-05-01
5.50%
Government Agency Debt
639872.43
687115.07
FMAC
2040-07-01
5.50%
Government Agency Debt
637880.69
684123.68
FMAC
2040-10-01
5.00%
Government Agency Debt
45639.21
48205.62
FMAC
2040-12-01
5.00%
Government Agency Debt
672371.07
712431.73
FMAC
2040-12-01
5.50%
Government Agency Debt
641696.64
692070.41
FMAC
2041-01-01
4.50%
Government Agency Debt
692636.55
715013.66
FMAC
2041-02-01
5.00%
Government Agency Debt
675466.54
718890.93
FMAC
2041-03-01
5.00%
Government Agency Debt
662523.95
706951.98
FMAC
2014-02-01
4.00%
Government Agency Debt
6168395.25
700579.71
FMAC
2014-06-01
4.00%
Government Agency Debt
5148890.71
730545.72
FMAC
2035-05-01
6.00%
Government Agency Debt
2177488.44
705453.60
FMAC
2041-04-01
5.50%
Government Agency Debt
667550.24
725793.04
FNMA
2018-07-01
4.50%
Government Agency Debt
1959755.87
708737.43
FNMA
2029-09-01
6.00%
Government Agency Debt
17263557.56
706544.62
FNMA
2018-09-01
6.00%
Government Agency Debt
7980802.94
718412.31
FNMA
2040-12-01
5.00%
Government Agency Debt
661234.43
701076.13
FNMA
2040-12-01
5.50%
Government Agency Debt
669939.34
683506.13
FNMA
2041-01-01
5.00%
Government Agency Debt
669667.70
716066.17
FNMA
2041-01-01
4.00%
Government Agency Debt
724739.23
724916.20
FNMA
2041-02-01
5.00%
Government Agency Debt
692119.03
698375.28
FNMA
2026-03-01
4.50%
Government Agency Debt
659465.32
695831.42
FNMA
2041-02-01
5.00%
Government Agency Debt
669620.07
711588.71
FNMA
2041-02-01
4.00%
Government Agency Debt
725879.23
725935.56
FNMA
2041-02-01
5.50%
Government Agency Debt
256098.16
278001.72
FNMA
2026-02-01
4.50%
Government Agency Debt
679208.29
702448.75
FNMA
2026-04-01
3.50%
Government Agency Debt
711369.95
712028.23
FNMA
2041-05-01
5.00%
Government Agency Debt
647989.47
694540.79
FNMA
2041-03-01
5.00%
Government Agency Debt
725032.19
708765.33
FNMA
2041-03-01
5.00%
Government Agency Debt
676527.89
721272.18
FNMA
2026-05-01
3.50%
Government Agency Debt
675866.93
688596.68
FNMA
2041-03-01
5.00%
Government Agency Debt
666539.00
710589.30
FNMA
2041-05-01
5.00%
Government Agency Debt
656136.15
706465.19
FNMA
2041-05-01
5.00%
Government Agency Debt
679079.53
725565.12
FNMA
2041-06-01
5.00%
Government Agency Debt
638218.78
688025.23
FNMA
2026-06-01
4.50%
Government Agency Debt
640280.85
685611.46
FNMA
2041-05-01
5.00%
Government Agency Debt
636477.63
685040.76
FNMA
2041-05-01
5.50%
Government Agency Debt
649638.41
714156.48
FNMA
2041-06-01
5.00%
Government Agency Debt
677340.60
723850.04
FNMA
2041-06-01
5.50%
Government Agency Debt
638063.16
699386.49
FNMA
2026-05-01
4.50%
Government Agency Debt
666725.08
711153.70
FNMA
2026-05-01
4.00%
Government Agency Debt
684854.55
717057.01
FNMA
2026-05-01
4.00%
Government Agency Debt
687708.84
716496.72
FNMA
2026-07-01
3.50%
Government Agency Debt
707776.34
724359.14
FNMA
2026-06-01
4.50%
Government Agency Debt
645024.15
689481.15
FNMA
2032-11-01
6.00%
Government Agency Debt
2651115.92
701451.55
FNMA
2034-06-01
5.50%
Government Agency Debt
2617416.63
715339.51
FNMA
2033-08-01
5.00%
Government Agency Debt
1896765.00
698525.79
FNMA
2019-05-01
5.00%
Government Agency Debt
2741310.00
696463.89
FNMA
2035-07-01
4.90%
Government Agency Debt
3184350.00
731447.47
FNMA
2035-02-01
2.72%
Government Agency Debt
13845000.00
707614.07
FNMA
2020-12-01
6.00%
Government Agency Debt
2927467.10
723729.46
FNMA
2019-09-01
5.00%
Government Agency Debt
2773192.54
692838.80
FNMA
2034-08-01
6.00%
Government Agency Debt
1752166.44
728932.11
FNMA
2035-07-01
5.00%
Government Agency Debt
1328212.88
687584.21
FNMA
2035-08-01
5.50%
Government Agency Debt
1356810.00
710099.41
FNMA
2035-09-01
5.50%
Government Agency Debt
1534637.95
717344.77
FNMA
2035-10-01
5.50%
Government Agency Debt
1696114.40
717789.60
FNMA
2036-05-01
5.50%
Government Agency Debt
1109726.59
702857.36
FNMA
2037-05-01
5.50%
Government Agency Debt
1392104.78
698906.18
FNMA
2035-12-01
5.50%
Government Agency Debt
1443814.75
718063.24
FNMA
2037-08-01
5.50%
Government Agency Debt
1384500.00
717480.95
FNMA
2036-08-01
6.50%
Government Agency Debt
1904893.68
681233.08
FNMA
2037-05-01
6.00%
Government Agency Debt
1416875.70
702789.79
FNMA
2037-04-01
5.50%
Government Agency Debt
1875156.28
682592.99
FNMA
2037-05-01
5.55%
Government Agency Debt
770462.90
709262.28
FNMA
2038-10-01
6.00%
Government Agency Debt
1385189.20
717989.36
FNMA
2024-12-01
5.00%
Government Agency Debt
985573.22
710102.80
FNMA
2036-02-01
7.00%
Government Agency Debt
857186.87
688517.49
FNMA
2024-05-01
4.50%
Government Agency Debt
861271.98
702928.95
FNMA
2022-09-01
6.00%
Government Agency Debt
1896733.16
688676.74
FNMA
2022-08-01
6.00%
Government Agency Debt
3537909.49
686733.38
FNMA
2037-11-01
6.00%
Government Agency Debt
1212814.52
709297.92
FNMA
2037-07-01
6.00%
Government Agency Debt
1587760.38
688139.49
FNMA
2037-12-01
5.50%
Government Agency Debt
1111966.16
729677.55
FNMA
2038-10-01
6.00%
Government Agency Debt
1120114.77
733238.23
FNMA
2038-11-01
5.50%
Government Agency Debt
955858.80
713028.49
FNMA
2036-09-01
5.50%
Government Agency Debt
1219744.50
733880.64
FNMA
2022-02-01
5.50%
Government Agency Debt
1375554.75
725573.79
FNMA
2039-01-01
4.50%
Government Agency Debt
832680.94
707300.51
FNMA
2040-07-01
5.50%
Government Agency Debt
707719.30
719978.81
FNMA
2040-10-01
4.50%
Government Agency Debt
673844.73
689219.52
FNMA
2041-02-01
4.00%
Government Agency Debt
731225.61
732769.19
FNMA
2041-06-01
5.00%
Government Agency Debt
643651.83
687870.29
FNMA
2040-05-01
5.50%
Government Agency Debt
675725.44
702051.39
FNMA
2040-01-01
5.50%
Government Agency Debt
736077.46
684873.58
FNMA
2040-02-01
3.75%
Government Agency Debt
884141.70
690450.70
FNMA
2040-02-01
5.00%
Government Agency Debt
775320.00
725648.81
FNMA
2040-06-01
5.50%
Government Agency Debt
673230.29
721689.20
FNMA
2037-05-01
6.00%
Government Agency Debt
820554.94
716092.83
FNMA
2030-05-01
5.00%
Government Agency Debt
689978.04
697300.45
FNMA
2040-06-01
5.50%
Government Agency Debt
676625.09
729707.07
FNMA
2040-07-01
5.50%
Government Agency Debt
682624.96
731482.54
FNMA
2040-06-01
5.50%
Government Agency Debt
690887.38
688832.58
FNMA
2025-10-01
4.50%
Government Agency Debt
692753.96
709576.13
FNMA
2040-07-01
5.00%
Government Agency Debt
739158.52
714206.56
FNMA
2025-08-01
3.50%
Government Agency Debt
781303.81
725023.01
FNMA
2040-09-01
5.00%
Government Agency Debt
658905.43
695971.64
FNMA
2040-10-01
5.00%
Government Agency Debt
655703.35
697410.06
FNMA
2040-12-01
4.50%
Government Agency Debt
705344.60
731137.68
FNMA
2040-10-01
5.00%
Government Agency Debt
658534.10
695832.25
FNMA
2040-10-01
4.50%
Government Agency Debt
706878.35
731138.08
FNMA
2025-12-01
4.00%
Government Agency Debt
697506.12
703772.96
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
90000000.00
90000000.00
0.0494
N/A
N
90000000.00
90000000.00
BNP PARIBAS SECURITIES CORP
REPO TRIPA CORPO 0.1 07/01/2011
TRIPARTY2
Other Repurchase Agreement
N
ALLSTATE CORP
2057-05-15
6.50%
Other Note
76802.00
76658.00
ALLSTATE CORPORATION
2067-05-15
6.13%
Other Note
822130.50
818148.31
ANHWUSER BUSCH INBEV WORLDWIDE INC
2021-02-15
4.38%
Other Note
4632906.10
4835295.89
ARCELORMITTAL CLASS A NY REGISTRY
2039-10-15
7.00%
Other Note
1886885.50
1924101.17
ARCELORMITTAL CLASS A N.Y. REGISTRY NEW
2041-03-01
6.75%
Other Note
167568.00
165751.14
AXA
2036-12-14
6.38%
Other Note
3094771.50
2697356.76
FEDERATIVE REPUBLIC OF BRAZIL
2019-10-14
8.88%
Other Note
663049.82
924116.48
FEDERATIVE REPUBLIC OF BRAZIL,BR
2041-01-07
5.63%
Other Note
523650.00
550896.16
BRITISH TELECOM PLC
2030-12-15
9.88%
Other Note
87275.00
120398.88
CSX CORP
2041-04-15
5.50%
Other Note
1001917.00
986555.94
DOW CHEMICAL COMPANY
2039-05-15
9.40%
Other Note
87275.00
130350.45
ENERGY TRANSFER PARTNERS
2038-07-01
7.50%
Other Note
752310.50
875818.57
ENERGY TRANSFER PARTNERS
2021-06-01
4.65%
Other Note
43637.50
43029.19
FUEL TR
2022-12-15
3.98%
Other Note
1513348.50
1502359.57
GOLDMAN SACHS CAPITAL
2043-06-01
5.79%
Other Note
862975.20
700879.62
GOLDMAN SACHS CAPITAL I
2034-02-15
6.35%
Other Note
244370.00
234295.54
HSBC FINANCE CAPITAL TRUST
2035-11-30
5.91%
Other Note
872750.00
815956.52
KRAFT FOODS INC
2031-11-01
6.50%
Other Note
90766.00
103262.92
KRAFT FOODS INC
2038-02-01
6.88%
Other Note
287658.40
339326.12
KRAFT FOODS INC
2039-01-26
6.88%
Other Note
165124.30
194823.51
KRAFT FOODS INC
2040-02-09
6.50%
Other Note
148367.50
167727.73
LIBERTY MUTUAL GROUP INC
2021-06-01
5.00%
Other Note
3176810.00
3036010.25
NEXEN INC
2037-05-15
6.40%
Other Note
1745500.00
1751207.79
NISOURCE FINANCE CORP
2040-12-15
6.25%
Other Note
24437.00
25173.52
PNC BANK CORP,PA
2056-11-21
8.25%
Other Note
317681.00
339282.51
PETROBRAS INTL FIN CO
2040-01-20
6.88%
Other Note
209460.00
229770.41
PLAINS ALL AMERICAN PIPELINE, L.P
2037-01-15
6.65%
Other Note
99144.40
107884.89
SOUTHERN COPPER CORP
2035-07-27
7.50%
Other Note
2094600.00
2250511.55
SOUTHERN COPPER CORP
2040-04-16
6.75%
Other Note
69820.00
68319.92
UBS PREF FDG TR V
2049-05-12
6.24%
Other Note
1063009.50
1047387.25
WASTE MANAGEMENT INC
2032-05-15
7.75%
Other Note
2600795.00
3250519.11
WASTE MANAGEMENT
2039-11-30
6.13%
Other Note
10473.00
11031.46
WELLS FARGO & COMPANY
2099-12-31
7.98%
Other Note
2881820.50
3129008.66
WELLS FARGO CAPITAL XV
2099-12-31
9.75%
Other Note
446848.00
482800.65
WELLS FARGO CAP XIII
2099-12-01
7.70%
Other Note
1287480.80
1339115.93
WILLIAMS PARTNERS LP
2040-04-15
6.30%
Other Note
249606.50
262462.48
YUM BRANDS INC COM
2037-11-15
6.88%
Other Note
275439.90
315324.63
ARCELORMITTAL
2018-06-01
6.13%
Other Note
349100.00
361215.53
BANCO NACIONAL DE SESENVOLVIMENTO ECO
2020-07-12
5.50%
Other Note
1497994.73
1595946.61
CENTRAIS ELETRICAS BRASILEIRAS
2015-11-30
7.75%
Other Note
872750.00
1044748.42
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
37000000.00
37000000.00
0.0203
N/A
N
37000000.00
37000000.00
J.P. MORGAN SECURITIES
REPO TRIPA CORPO 0.12 07/01/2011
TRIPARTY2
Other Repurchase Agreement
N
PLAINS ALL AMERICAN PIPELINE
2019-05-01
8.75%
Other Note
703645.50
899852.74
NEXEN INC
2019-07-30
6.20%
Other Note
7901972.00
9087136.68
ARCELORMITTAL CLASS A N.Y. REG
2015-08-05
3.75%
Other Note
890623.60
922671.94
GANNETT CO. INC.
2016-04-01
10.00%
Other Note
3964200.00
4656833.73
EMBRAER OVERSEAS LIMITED
2017-01-24
6.38%
Other Note
5764607.50
6383942.47
ALLEGHENY TECHNOLOGIES INC NEW
2019-06-01
9.38%
Other Note
1362363.40
1731386.73
CANADIAN PACIFIC RAILWAY
2023-03-15
4.45%
Other Note
1651750.00
1662817.18
TATE & LYLE INTERNATIONAL FINA
2014-11-15
5.00%
Other Note
498828.50
531451.88
CLIFFS NATURAL RESOURCES INC.
2020-03-15
5.90%
Other Note
1902816.00
2093669.50
GREAT PLAINS ENERGY INCORPROAT
2021-06-01
4.85%
Other Note
2229862.50
2258078.26
ALLEGHENY TECHNOLOGIES INC NEW
2021-01-15
5.95%
Other Note
383206.00
420343.68
PLAINS ALL AMERICAN PIPELINE
2021-02-01
5.00%
Other Note
4338156.20
4527974.53
TUPPERWARE CORPORATION
2021-06-01
4.75%
Other Note
3699920.00
3676293.92
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
37000000.00
37000000.00
0.0203
N/A
N
37000000.00
37000000.00