0000928816-11-000970.txt : 20110929
0000928816-11-000970.hdr.sgml : 20110929
20110805090807
ACCESSION NUMBER: 0000928816-11-000970
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110729
FILED AS OF DATE: 20110805
DATE AS OF CHANGE: 20110805
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: 111012297
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
2011-07-29
0000081248
S000006251
6
N
N
N
N
2-55091
Putnam Investment Management, LLC
801-7974
Putnam Investment Limited
801-61441
PricewaterhouseCoopers, LLP
Boston
MA
None
Putnam Investor Services, Inc.
0001448300
84-06331
N
N
N
Prime
32
47
1849363852.83
439881581.25
438311050.63
1850934383.45
0.0016
0.9983
2011-07-29
0.9983
2011-07-29
C000017192
500.00
1712841917.81
1.00
24220708.64
111250781.67
87030073.03
0.0001
0.9983
2011-07-29
0.9983
2011-07-29
C000017193
500.00
27797304.92
1.00
1089264.83
2748405.82
1659140.99
0.0001
0.9983
2011-07-29
0.9983
2011-07-29
C000017194
500.00
26633348.63
1.00
3632450.76
5338797.21
1706346.45
0.0001
0.9984
2011-07-29
0.9984
2011-07-29
C000017195
500.00
30631895.44
1.00
888237.87
2685856.78
1797618.91
0.0001
0.9984
2011-07-29
0.9984
2011-07-29
C000017196
500.00
16989337.41
1.00
-551281.27
503471.89
1054753.16
0.0001
0.9983
2011-07-29
0.9983
2011-07-29
C000017191
500.00
36040579.24
1.00
2497658.93
3967335.91
1469676.98
0.0001
0.9984
2011-07-29
0.9984
2011-07-29
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
27098400.80
0.0146
N/A
N
27099376.70
27099376.70
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
4398862.11
0.0024
N/A
N
4399340.00
4399340.00
FHLMC
FHLMC 313396LA9 GDC 08/29/2011
313396LA9
Treasury Debt
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
N
N
13450000.00
13448602.72
0.0073
N/A
N
13449583.05
13449583.05
THUNDER BAY FUNDING INC
THUNDER BAY FUNDING INC 88602UVC1 DCP 08/12/2011
88602UVC1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-12
2011-08-12
N
N
N
18000000.00
17999285.00
0.0097
N/A
N
17998560.00
17998560.00
FALCON ASSET SECURITIZATION CO LLC
FALCON ASSET SECURITIZATION C 30603BVF7 DCP 08/15/2011
30603BVF7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
N
1300000.00
1299939.33
0.0007
N/A
N
1299922.00
1299922.00
KOMMUNALBANKEN AS
KOMMUNALBANKEN AS USD 05.1250 10/14/2011
R6333K9A1
Treasury Debt
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
Y
Government of Norway
N/A
N/A
N
13000000.00
13128266.67
0.0071
N/A
N
13128266.67
13128266.67
PUTNAM MONEY MARKET LIQUIDITY FUND
PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P
746763168
Investment Company
First Tier Security
N/A
N/A
2011-07-30
2011-07-30
N
N
N
81262121.00
81262121.00
0.0439
N/A
N
81262121.00
81262121.00
BARTON CAPITAL CORP
BARTON CAPITAL CORP 06945MV11 DCP 08/01/2011
06945MV11
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
9200000.00
9200000.00
0.0050
N/A
N
9200000.00
9200000.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KVN4 DCP 08/22/2011
11765KVN4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
N
9900000.00
9899249.25
0.0053
N/A
N
9898713.00
9898713.00
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA P/P 144A 00.6465 08/15/2012
78008FAM6
Other Note
First Tier Security
N/A
N/A
2011-08-15
2012-08-15
N
N
N
29425000.00
29428583.56
0.0159
N/A
N
29458573.93
29458573.93
NEW HAMPSHIRE HEALTH & EDUCATION FACILITIES AUTHORITY
NH H/E VAR-UNIV NH-B 00.1800 07/01/2033
644614VP1
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-07-30
2011-07-30
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
3128220.68
0.0017
N/A
N
3129019.10
3129019.10
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
4831710.03
0.0026
N/A
N
4833836.07
4833836.07
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
22668013.85
0.0122
N/A
N
22678854.73
22678854.73
KENTUCKY ECONOMIC DEVELOPMENT FINANCE AUTHORITY
KY ECON-VAR-C-CATHOLI 00.0300 05/01/2034
49126PCJ7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
N
11000000.00
11000000.00
0.0059
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
39644942.67
0.0214
N/A
N
39663569.50
39663569.50
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
2011-08-05
2011-08-05
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 00.0500 10/01/2044
592041NW3
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
Y
VANDERBILT UNIVERSITY
N/A
N/A
Y
VANDERBILT UNIVERSITY
N/A
N/A
N
11500000.00
11500000.00
0.0062
N/A
N
11500000.00
11500000.00
UNITED STATES OF AMERICA
US TREASURY N/B 01.0000 08/31/2011
912828LV0
Treasury Debt
First Tier Security
N/A
N/A
2011-08-31
2011-08-31
N
N
N
20000000.00
20015198.90
0.0108
N/A
N
20010940.00
20010940.00
HARRIS COUNTY HEALTH FACILITIES DEVELOPMENT CORP
HARRIS HLTH-VAR-B1-TX 00.0700 10/01/2029
414152SX7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
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
0.0021
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
21816010.11
0.0118
N/A
N
21819225.03
21819225.03
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
20032081.85
0.0108
N/A
N
20037500.00
20037500.00
OKLAHOMA CAPITAL IMPROVEMENT AUTHORITY
OK IMPT-HGR ED-D2-9/1 00.2400 07/01/2032
67908NSK8
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-07-30
2011-07-30
Y
OKLAHOMA CAPITAL IMPROVEMENT AUTHORITY
N/A
N/A
Y
OKLAHOMA CAPITAL IMPROVEMENT AUTHORITY
N/A
N/A
Y
Stand-by Purchase Agreement
BANK OF AMERICA N.A.
N/A
N/A
2800000.00
2800000.00
0.0015
N/A
N
2800000.00
2800000.00
MERRILL LYNCH, PIERCE, FENNER & SMITH INC.
REPO TRIPA CORPO 0.30 09/02/2011
TRIPARTY1
Other Repurchase Agreement
N
SWEDBANK
2012-02-10
2.80%
Other Note
39947929.00
40950000.61
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
39000000.00
39000000.00
0.0211
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
7024972.38
0.0038
N/A
N
7026047.00
7026047.00
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
18496021.67
0.0100
N/A
N
18497521.00
18497521.00
NATIONAL AUSTRALIA BANK/NEW YORK
NATIONAL AUSTRALIA BK-NY 00.2153 10/06/2011
63253TBM9
Certificate of Deposit
First Tier Security
N/A
N/A
2011-08-08
2011-10-06
N
N
N
28000000.00
28000000.00
0.0151
N/A
N
27999160.00
27999160.00
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
7398470.66
0.0040
N/A
N
7399556.00
7399556.00
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
11997100.00
0.0065
N/A
N
11997960.00
11997960.00
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
5299610.60
0.0029
N/A
N
5299862.20
5299862.20
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
0.0081
N/A
N
15000000.00
15000000.00
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
0.0052
N/A
N
9700000.00
9700000.00
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
16996430.00
0.0092
N/A
N
16998640.00
16998640.00
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
12999902.50
0.0070
N/A
N
12999740.00
12999740.00
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
0.0030
N/A
N
5614000.00
5614000.00
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
20469692.95
0.0111
N/A
N
20469795.30
20469795.30
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
10347981.75
0.0056
N/A
N
10347619.50
10347619.50
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
10499626.67
0.0057
N/A
N
10499475.00
10499475.00
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
8999597.50
0.0049
N/A
N
8999640.00
8999640.00
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
0.0032
N/A
N
6000120.00
6000120.00
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
0.0135
N/A
N
24998250.00
24998250.00
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
18294250.75
0.0099
N/A
N
18296523.00
18296523.00
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
7500000.00
7500000.00
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
0.0032
N/A
N
6000300.00
6000300.00
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
9497442.91
0.0051
N/A
N
9498480.00
9498480.00
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
9198765.67
0.0050
N/A
N
9198804.00
9198804.00
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
17996490.00
0.0097
N/A
N
17997660.00
17997660.00
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN
86959JBR8
Other Note
First Tier Security
N/A
N/A
2011-09-08
2012-08-08
N
N
N
23500000.00
23500000.00
0.0127
N/A
N
23491422.50
23491422.50
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
9899945.00
0.0053
N/A
N
9899802.00
9899802.00
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
7350441.00
7350441.00
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
5476328.56
5476328.56
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
4749980.21
0.0026
N/A
N
4749905.00
4749905.00
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
9198653.22
0.0050
N/A
N
9198252.00
9198252.00
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
2299874.78
0.0012
N/A
N
2299908.00
2299908.00
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
23998500.00
0.0130
N/A
N
23998800.00
23998800.00
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
6298860.75
0.0034
N/A
N
6298929.00
6298929.00
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
0.0076
N/A
N
13996360.00
13996360.00
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
4198677.00
0.0023
N/A
N
4199370.00
4199370.00
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
3999833.33
0.0022
N/A
N
3999760.00
3999760.00
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
0.0050
N/A
N
9249630.00
9249630.00
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
26986331.25
0.0146
N/A
N
26986770.00
26986770.00
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
10999938.89
0.0059
N/A
N
10999780.00
10999780.00
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
2069521.32
0.0011
N/A
N
2069627.40
2069627.40
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
18947484.19
0.0102
N/A
N
18947052.60
18947052.60
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
9998911.11
0.0054
N/A
N
9998700.00
9998700.00
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
9997261.11
0.0054
N/A
N
9996900.00
9996900.00
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
9899202.50
0.0053
N/A
N
9899208.00
9899208.00
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
27100000.00
27073902.22
0.0146
N/A
N
27068835.00
27068835.00
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
11395845.34
0.0062
N/A
N
11396580.00
11396580.00
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646LWK2 DCP 09/19/2011
92646LWK2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
4354000.00
4352696.22
0.0024
N/A
N
4352650.26
4352650.26
UNIVERSITY OF VIRGINIA
UNIVERSITY OF VIRGINIA 00.1500 11/02/2011
91521MLG3
Other Commercial Paper
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
22750000.00
22750000.00
0.0123
N/A
N
22750000.00
22750000.00
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257L5T5 DCP 10/03/2011
86257L5T5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
10000000.00
9997200.00
0.0054
N/A
N
9997100.00
9997100.00
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1300 11/01/2011
57421QFS7
Other Commercial Paper
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
6000000.00
6000000.00
0.0032
N/A
N
5999700.00
5999700.00
COUNTY OF HOWARD MD
COUNTY OF HOWARD MD 00.1500 10/31/2011
44257QAJ9
Other Commercial Paper
First Tier Security
N/A
N/A
2011-10-31
2011-10-31
N
Y
COUNTY OF HOWARD MD
N/A
N/A
N
2750000.00
2750000.00
0.0015
N/A
N
2750330.00
2750330.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MV17 DCP 08/01/2011
56274MV17
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
24100000.00
24100000.00
0.0130
N/A
N
24099518.00
24099518.00
TEXAS TECH UNIVERSITY
TEXAS TECH UNIVERSITY 00.1300 08/29/2011
88280QFF0
Other Commercial Paper
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
Y
TEXAS TECH UNIVERSITY
N/A
N/A
N
8500000.00
8500000.00
0.0046
N/A
N
8500170.00
8500170.00
ALPINE SECURITIZATION
ALPINE SECURITIZATION 02086MV50 DCP 08/05/2011
02086MV50
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
11500000.00
11499833.89
0.0062
N/A
N
11499540.00
11499540.00
ROCHE HOLDINGS INC
ROCHE HOLDINGS INC 77119MVP9 DCP 08/23/2011
77119MVP9
Other Commercial Paper
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
N
6750000.00
6749587.50
0.0036
N/A
N
6749325.00
6749325.00
HSBC USA INC
HSBC USA INC 40427SWC9 DCP 09/12/2011
40427SWC9
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
N
7700000.00
7699011.83
0.0042
N/A
N
7698383.00
7698383.00
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UWD8 DCP 09/13/2011
53127UWD8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-13
2011-09-13
N
N
N
5000000.00
4999163.89
0.0027
N/A
N
4998650.00
4998650.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KV20 DCP 08/02/2011
11765KV20
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
N
9500000.00
9499963.06
0.0051
N/A
N
9499810.00
9499810.00
GOVCO INCORPORATED
GOVCO INCORPORATED 38362WVC2 DCP 08/12/2011
38362WVC2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-12
2011-08-12
N
N
N
9510000.00
9509651.30
0.0051
N/A
N
9509239.20
9509239.20
FCAR OWNER TRUST I
FCAR OWNER TRUST I 3024A1X57 DCP 10/05/2011
3024A1X57
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
N
17120000.00
17113817.78
0.0092
N/A
N
17113494.40
17113494.40
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UW71 DCP 09/07/2011
53127UW71
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
4000000.00
3999383.33
0.0022
N/A
N
3999080.00
3999080.00
FCAR OWNER TRUST I
FCAR OWNER TRUST I 3024A1WC3 DCP 09/12/2011
3024A1WC3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
N
700000.00
699853.00
0.0004
N/A
N
699846.00
699846.00
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
16298981.25
0.0088
N/A
N
16299543.60
16299543.60
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601WVJ5 DCP 08/18/2011
30601WVJ5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
N
N
3600000.00
3599796.00
0.0019
N/A
N
3599640.00
3599640.00
WAL-MART STORES INC
WAL-MART STORES INC 93114FV19 DCP 08/01/2011
93114FV19
Other Commercial Paper
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
19050000.00
19050000.00
0.0103
N/A
N
19049809.50
19049809.50
FALCON ASSET SECURITIZATION CO LLC
FALCON ASSET SECURITIZATION C 30603BVJ9 DCP 08/18/2011
30603BVJ9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
N
N
8640000.00
8639510.40
0.0047
N/A
N
8639395.20
8639395.20
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 89233HVK7 DCP 08/19/2011
89233HVK7
Other Commercial Paper
First Tier Security
N/A
N/A
2011-08-19
2011-08-19
N
N
N
9380000.00
9379437.20
0.0051
N/A
N
9379249.60
9379249.60
TEXAS INSTRUMENTS INC
TEXAS INSTRUMENTS INC 88250UY82 DCP 11/08/2011
88250UY82
Other Commercial Paper
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
N
9400000.00
9396122.50
0.0051
N/A
N
9392856.00
9392856.00
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
7965440.17
0.0043
N/A
N
7965792.88
7965792.88
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MVA7 DCP 08/10/2011
56274MVA7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
N
3500000.00
3499816.25
0.0019
N/A
N
3499755.00
3499755.00
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UXC9 DCP 10/12/2011
53127UXC9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
10900000.00
10895858.00
0.0059
N/A
N
10894550.00
10894550.00
HARVARD UNIVERSITY
HARVARD UNIVERSITY 74081KYF3 DCP 11/15/2011
74081KYF3
Other Commercial Paper
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
N
8000000.00
7996702.23
0.0043
N/A
N
7997280.00
7997280.00
TRUSTEES OF COLUMBIA UNIVERSITY
TRUSTEES OF COLUMBIA UNIVERSI 19865DXD2 DCP 10/13/2011
19865DXD2
Other Commercial Paper
First Tier Security
N/A
N/A
2011-10-13
2011-10-13
N
N
N
13000000.00
12996045.83
0.0070
N/A
N
12995970.00
12995970.00
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646LVB3 DCP 08/11/2011
92646LVB3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
N
11000000.00
10999419.44
0.0059
N/A
N
10999230.00
10999230.00
OLD LINE FUNDING CORP
OLD LINE FUNDING CORP 67983UWL3 DCP 09/20/2011
67983UWL3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
3500000.00
3499270.83
0.0019
N/A
N
3499475.00
3499475.00
CAFCO LLC
CAFCO LLC 12476FV52 DCP 08/05/2011
12476FV52
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
9200000.00
9199897.78
0.0050
N/A
N
9199816.00
9199816.00
CRC FUNDING LLC
CRC FUNDING LLC 12622VV50 DCP 08/05/2011
12622VV50
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
10000000.00
9999888.89
0.0054
N/A
N
9999700.00
9999700.00
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601WVR7 DCP 08/25/2011
30601WVR7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
5000000.00
4999600.00
0.0027
N/A
N
4999350.00
4999350.00
TRINITY HEALTH
TRINITY HEALTH 89651KX70 DCP 10/07/2011
89651KX70
Other Commercial Paper
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
N
N
13000000.00
12996128.89
0.0070
N/A
N
12995060.00
12995060.00
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137SV13 DCP 08/01/2011
98137SV13
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
18200000.00
18200000.00
0.0098
N/A
N
18199818.00
18199818.00
OLD LINE FUNDING CORP
OLD LINE FUNDING CORP 67983UXU2 DCP 10/28/2011
67983UXU2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-28
2011-10-28
N
N
N
3000000.00
2998753.33
0.0016
N/A
N
2998860.00
2998860.00
DANSKE CORP
DANSKE CORP 2363F7VB1 DCP 08/11/2011
2363F7VB1
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
N
8985000.00
8984525.79
0.0049
N/A
N
8984460.90
8984460.90
FALCON ASSET SECURITIZATION CO LLC
FALCON ASSET SECURITIZATION C 30603BVR1 DCP 08/25/2011
30603BVR1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
8000000.00
7999360.00
0.0043
N/A
N
7999280.00
7999280.00
JUPITER SECUR CORP
JUPITER SECUR CORP 4820P3VV2 DCP 08/29/2011
4820P3VV2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
N
N
9000000.00
8999160.00
0.0049
N/A
N
8998470.00
8998470.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.07 08/02/2011
TRIPARTY1
Government Agency Repurchase Agreement
Y
FNMA
2038-06-01
6.00%
Government Agency Debt
11336488.29
4403191.36
FNMA
2038-10-01
5.29%
Government Agency Debt
108954.87
49752.16
FNMA
2030-10-01
4.00%
Government Agency Debt
14312663.48
13899610.64
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
N
18000000.00
18000000.00
0.0097
N/A
N
18000000.00
18000000.00
BARCLAYS CAPITAL, INC.
REPO TRIPA MORTG 0.06 08/02/2011
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2034-02-01
2.69%
Government Agency Debt
297400.00
28684.93
FMAC
2037-10-01
5.82%
Government Agency Debt
2498160.00
716926.49
FMAC
2035-07-01
2.71%
Government Agency Debt
2230500.00
612004.26
FMAC
2037-05-01
5.94%
Government Agency Debt
109294.50
31894.69
FMAC
2038-08-01
5.32%
Government Agency Debt
1672079.16
695928.42
FMAC
2036-07-01
5.64%
Government Agency Debt
1797773.48
606243.91
FMAC
2037-01-01
5.79%
Government Agency Debt
74350.00
26455.11
FMAC
2037-10-01
5.72%
Government Agency Debt
1647596.00
698595.28
FMAC
2038-10-01
5.48%
Government Agency Debt
2081800.00
713652.83
FMAC
2032-11-01
2.47%
Government Agency Debt
743500.00
30252.27
FMAC
2033-09-01
2.49%
Government Agency Debt
4825174.48
615882.23
FMAC
2033-08-01
2.65%
Government Agency Debt
3461231.61
644309.57
FNMA
2026-05-01
2.45%
Government Agency Debt
512260.94
30426.64
FNMA
2032-05-01
2.14%
Government Agency Debt
1597157.55
32234.53
FNMA
2041-01-01
3.50%
Government Agency Debt
682176.57
655362.49
FNMA
2041-03-01
5.00%
Government Agency Debt
755396.00
718362.01
FNMA
2041-08-01
4.00%
Government Agency Debt
710807.41
718905.01
FNMA
2026-07-01
4.00%
Government Agency Debt
17124.29
17899.30
FNMA
2032-11-01
2.42%
Government Agency Debt
29297.32
1473.40
FNMA
2033-03-01
2.41%
Government Agency Debt
297400.00
28797.55
FNMA
2033-04-01
1.92%
Government Agency Debt
18276.57
3998.06
FNMA
2034-04-01
2.45%
Government Agency Debt
4212307.28
696564.18
FNMA
2034-07-01
2.30%
Government Agency Debt
111525.00
28283.53
FNMA
2033-08-01
2.59%
Government Agency Debt
3426582.87
633542.28
FNMA
2035-12-01
2.38%
Government Agency Debt
2445090.16
602444.41
FNMA
2034-03-01
3.85%
Government Agency Debt
702747.58
28794.74
FNMA
2034-05-01
2.93%
Government Agency Debt
905893.49
32094.83
FNMA
2034-02-01
2.23%
Government Agency Debt
509862.86
31416.39
FNMA
2034-07-01
5.04%
Government Agency Debt
3717612.86
600040.64
FNMA
2034-08-01
2.62%
Government Agency Debt
779399.01
31365.59
FNMA
2034-09-01
2.45%
Government Agency Debt
859057.74
29641.36
FNMA
2035-03-01
4.81%
Government Agency Debt
2388813.60
616021.07
FNMA
2035-04-01
3.23%
Government Agency Debt
3006652.29
619073.56
FNMA
2035-08-01
4.53%
Government Agency Debt
628.85
168.93
FNMA
2035-11-01
2.46%
Government Agency Debt
220578.75
29527.62
FNMA
2033-10-01
2.95%
Government Agency Debt
3314509.91
714310.84
FNMA
2036-07-01
3.85%
Government Agency Debt
148700.00
32385.54
FNMA
2037-04-01
5.50%
Government Agency Debt
111525.00
29330.94
FNMA
2037-03-01
5.37%
Government Agency Debt
2718447.45
707663.84
FNMA
2037-09-01
5.34%
Government Agency Debt
3173363.87
717945.86
FNMA
2038-04-01
4.89%
Government Agency Debt
2387577.76
604726.83
FNMA
2039-12-01
3.70%
Government Agency Debt
489395.94
431978.36
FNMA
2040-07-01
4.34%
Government Agency Debt
741204.67
699926.45
FNMA
2041-04-01
3.39%
Government Agency Debt
594800.00
612987.31
FNMA
2040-10-01
3.16%
Government Agency Debt
743500.00
596295.90
FNMA
2040-10-01
3.62%
Government Agency Debt
645679.64
612749.96
GNMA
2026-05-20
3.38%
Government Agency Debt
3710065.00
32559.40
GNMA
2025-02-20
2.38%
Government Agency Debt
3532304.26
30891.07
GNMA
2025-04-20
3.38%
Government Agency Debt
3516755.00
27704.97
GNMA
2021-08-20
2.63%
Government Agency Debt
2457270.03
28762.43
GNMA
2034-01-20
3.00%
Government Agency Debt
151885.60
30520.48
GNMA
2029-07-20
2.63%
Government Agency Debt
1487000.00
28470.56
GNMA
2035-06-20
2.50%
Government Agency Debt
148700.00
27782.51
GNMA
2035-07-20
2.50%
Government Agency Debt
194576.18
32186.34
GNMA
2035-05-20
4.50%
Government Agency Debt
45016.25
28523.29
GNMA
2038-10-20
6.00%
Government Agency Debt
374162.95
27475.19
GNMA
2039-09-20
3.50%
Government Agency Debt
892200.00
697263.04
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
N
18000000.00
18000000.00
0.0097
N/A
N
17999820.00
17999820.00
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 0.13 08/03/2011
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2036-03-01
5.50%
Government Agency Debt
1703270.31
646179.61
FMAC
2032-09-01
6.00%
Government Agency Debt
1072673.93
645538.16
FMAC
2038-02-01
5.50%
Government Agency Debt
1272860.45
658337.49
FMAC
2025-08-01
4.50%
Government Agency Debt
657355.48
656840.82
FMAC
2026-04-01
4.00%
Government Agency Debt
627333.97
647051.88
FMAC
2026-05-01
4.50%
Government Agency Debt
26085.90
27683.44
FMAC
2040-04-01
5.50%
Government Agency Debt
688043.40
643757.35
FMAC
2040-10-01
5.00%
Government Agency Debt
610577.65
644535.38
FMAC
2040-10-01
5.00%
Government Agency Debt
623911.22
659436.90
FMAC
2041-02-01
5.50%
Government Agency Debt
605180.04
656760.94
FMAC
2019-04-01
5.00%
Government Agency Debt
2503369.90
661513.48
FMAC
2041-04-01
4.50%
Government Agency Debt
626971.21
652234.21
FMAC
2041-06-01
5.00%
Government Agency Debt
615362.39
659506.10
FMAC
2036-07-01
5.00%
Government Agency Debt
611812.89
655011.09
FNMA
2022-11-01
6.00%
Government Agency Debt
8686018.51
649849.72
FNMA
2041-02-01
4.00%
Government Agency Debt
648178.69
650362.11
FNMA
2041-02-01
4.00%
Government Agency Debt
653673.62
656554.77
FNMA
2026-03-01
4.00%
Government Agency Debt
627213.05
648670.56
FNMA
2026-02-01
4.50%
Government Agency Debt
643252.35
648651.37
FNMA
2026-06-01
4.00%
Government Agency Debt
613598.46
643704.29
FNMA
2026-05-01
4.00%
Government Agency Debt
634388.94
661018.95
FNMA
2026-03-01
4.00%
Government Agency Debt
623991.51
646058.80
FNMA
2041-04-01
4.00%
Government Agency Debt
654016.92
658467.90
FNMA
2041-04-01
5.00%
Government Agency Debt
613687.27
659111.60
FNMA
2026-05-01
3.50%
Government Agency Debt
633631.06
644642.09
FNMA
2041-06-01
5.00%
Government Agency Debt
602467.25
646510.78
FNMA
2041-05-01
5.00%
Government Agency Debt
613519.15
655270.08
FNMA
2040-10-01
4.50%
Government Agency Debt
629472.82
651292.41
FNMA
2035-02-01
2.72%
Government Agency Debt
12165000.00
620149.70
FNMA
2033-10-01
5.50%
Government Agency Debt
2411078.43
655313.66
FNMA
2033-11-01
5.00%
Government Agency Debt
1718275.84
652727.83
FNMA
2034-11-01
6.00%
Government Agency Debt
2106708.91
659006.70
FNMA
2034-11-01
2.24%
Government Agency Debt
2552485.36
649180.02
FNMA
2035-07-01
5.00%
Government Agency Debt
1461681.68
659543.89
FNMA
2035-11-01
6.00%
Government Agency Debt
2580356.10
659368.56
FNMA
2035-02-01
2.73%
Government Agency Debt
1545718.96
661175.64
FNMA
2021-05-01
5.50%
Government Agency Debt
1830480.20
643990.32
FNMA
2038-03-01
5.00%
Government Agency Debt
1459800.00
655799.67
FNMA
2035-07-01
4.26%
Government Agency Debt
2161851.88
647363.19
FNMA
2036-10-01
5.86%
Government Agency Debt
2075349.00
629750.80
FNMA
2037-05-01
5.55%
Government Agency Debt
676972.27
622785.83
FNMA
2038-06-01
6.50%
Government Agency Debt
775840.64
647409.58
FNMA
2040-03-01
4.50%
Government Agency Debt
729900.00
653583.38
FNMA
2037-08-01
6.00%
Government Agency Debt
1089701.53
644660.17
FNMA
2037-08-01
5.00%
Government Agency Debt
1217272.96
654548.02
FNMA
2038-02-01
5.41%
Government Agency Debt
1216500.00
659182.63
FNMA
2038-10-01
6.00%
Government Agency Debt
984196.19
645323.10
FNMA
2041-05-01
5.50%
Government Agency Debt
595585.02
652009.81
FNMA
2025-12-01
4.00%
Government Agency Debt
645792.89
656257.55
FNMA
2041-02-01
4.00%
Government Agency Debt
642496.18
645562.55
FNMA
2039-08-01
5.50%
Government Agency Debt
684322.85
645074.55
FNMA
2040-08-01
4.50%
Government Agency Debt
646475.35
661807.62
FNMA
2040-08-01
4.00%
Government Agency Debt
108701.09
95692.64
FNMA
2040-10-01
5.00%
Government Agency Debt
626030.61
661355.68
FNMA
2040-10-01
5.50%
Government Agency Debt
597753.55
646401.25
FNMA
2040-12-01
5.00%
Government Agency Debt
643183.99
653839.87
FNMA
2040-11-01
5.00%
Government Agency Debt
616833.87
648513.54
FNMA
2041-02-01
4.50%
Government Agency Debt
634191.13
658313.71
FNMA
2026-03-01
4.00%
Government Agency Debt
627750.74
644656.32
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
36500000.00
36500000.00
0.0197
N/A
N
36499635.00
36499635.00
ING US FUNDING LLC
ING US FUNDING LLC 4497W1V45 DCP 08/04/2011
4497W1V45
Other Commercial Paper
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
4800000.00
4799956.00
0.0026
N/A
N
4799904.00
4799904.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.1 08/03/2011
TRIPARTY1
Government Agency Repurchase Agreement
Y
FNMA
2039-02-01
7.00%
Government Agency Debt
15325.71
14785.91
GNMA
2040-10-15
4.00%
Government Agency Debt
6045732.50
6075386.38
GNMA
2038-10-15
7.00%
Government Agency Debt
121063728.02
31161757.21
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
36500000.00
36500000.00
0.0197
N/A
N
36499635.00
36499635.00
VARIABLE FUNDING CAPITAL CO LLC
VARIABLE FUNDING CAPITAL CO L 92217MVV6 DCP 08/29/2011
92217MVV6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
N
N
17600000.00
17598357.34
0.0095
N/A
N
17597360.00
17597360.00
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/CAYMAN ISLANDS
AUSTRALIA & NEW ZEALAND BANKI 99236R9Y6 TD 08/01/2011
99236R9Y6
Other Instrument
Time Deposit
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
42500000.00
42500000.00
0.0230
N/A
N
42500000.00
42500000.00
SVENSKA HANDELSBANKEN/CAYMAN ISLANDS
SVENSKA HANDELSBANKEN/CAYMAN 99243R9U5 TD 08/01/2011
99243R9U5
Other Instrument
Time Deposit
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
29000000.00
29000000.00
0.0157
N/A
N
29000000.00
29000000.00
US BANK NA/CAYMAN ISLANDS
US BANK NA/CAYMAN ISLANDS 99374Q9U8 TD 08/01/2011
99374Q9U8
Other Instrument
Time Deposit
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
50000000.00
50000000.00
0.0270
N/A
N
50000000.00
50000000.00
LMA AMERICAS LLC
LMA AMERICAS LLC 50202UV19 DCP 08/01/2011
50202UV19
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
9200000.00
9200000.00
0.0050
N/A
N
9200000.00
9200000.00
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 85520MV18 DCP 08/01/2011
85520MV18
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
9200000.00
9200000.00
0.0050
N/A
N
9200000.00
9200000.00
BNP PARIBAS SECURITIES CORP
REPO TRIPA CORPO 0.2 08/01/2011
TRIPARTY2
Other Repurchase Agreement
N
BRFKREDIT A/S
2013-04-15
2.05%
Other Note
7000664.64
7193128.47
CITIGROUP INC
2012-08-27
5.63%
Other Note
243551.40
259335.96
REBUBLIC OF KOREA
2014-04-16
5.75%
Other Note
6043549.59
6743159.29
PROV/NOVA SCOTIA
2022-04-01
8.75%
Other Note
4190368.66
6088943.22
XL CAPITAL FINANCE EUROPE
2012-01-15
6.50%
Other Note
7140423.78
7334770.25
CENTRAIS ELETRICAS BRASILEIRAS
2019-07-30
6.88%
Other Note
9597500.00
11224362.89
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
37000000.00
37000000.00
0.0200
N/A
N
37000000.00
37000000.00
J.P. MORGAN SECURITIES
REPO TRIPA CORPO 0.21 08/01/2011
TRIPARTY2
Other Repurchase Agreement
N
DOMTAR CORPORATION
2016-08-01
9.50%
Other Note
66070.00
81660.68
PROLOGIS TRUST
2016-04-01
5.75%
Other Note
672592.60
745466.11
PLAINS ALL AMERICAN PIPELINE
2019-05-01
8.75%
Other Note
135443.50
176490.00
NEXEN INC
2019-07-30
6.20%
Other Note
3303500.00
3927556.73
DOMTAR CORPORATION
2017-06-01
10.75%
Other Note
517328.10
660886.67
ALLEGHENY ENERGY SUPPLY COMPAN
2039-10-15
6.75%
Other Note
3138325.00
3333277.62
PRIDE INTERNATIONAL INC (DELA
2020-08-15
6.88%
Other Note
4636131.90
5678743.28
DOMTAR CORPORATION
2015-08-15
7.13%
Other Note
1321400.00
1485060.89
ALLEGHENY TECHNOLOGIES INC NEW
2019-06-01
9.38%
Other Note
4453118.00
5735348.91
CLIFFS NATURAL RESOURCES INC.
2040-10-01
6.25%
Other Note
644182.50
679693.60
DELHAIZE GROUP
2040-10-01
5.70%
Other Note
398402.10
393261.36
CLIFFS NATURAL RESOURCES INC.
2020-03-15
5.90%
Other Note
1542734.50
1746257.16
ROWAN COMPANIES INC.
2017-09-01
5.00%
Other Note
6607000.00
7268903.64
TUPPERWARE CORPORATION
2021-06-01
4.75%
Other Note
10571.20
10673.11
WELLS OPER PARTNERSHIP II LP
2018-04-01
5.88%
Other Note
518649.50
557313.48
ALCOA INC $3.75 PRF
2014-03-15
5.25%
Other Note
2642800.00
6371240.13
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
37000000.00
37000000.00
0.0200
N/A
N
37000000.00
37000000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.22 08/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2034-04-01
2.73%
Government Agency Debt
12449358.04
1714846.81
FMAC
2036-12-01
5.50%
Government Agency Debt
5323995.00
1701202.34
FMAC
2022-02-01
6.00%
Government Agency Debt
7063760.00
1669598.60
FMAC
2028-08-01
5.50%
Government Agency Debt
4824507.25
1633183.01
FMAC
2030-07-01
5.00%
Government Agency Debt
1745000.00
1712479.87
FMAC
2024-09-01
4.50%
Government Agency Debt
2514475.55
1641271.66
FMAC
2025-12-01
3.50%
Government Agency Debt
1745000.00
1698569.63
FMAC
2026-08-01
3.50%
Government Agency Debt
1601869.52
1645488.78
FMAC
2037-01-01
5.86%
Government Agency Debt
6770920.03
1701797.86
FMAC
2040-03-01
5.50%
Government Agency Debt
1713218.32
1638866.12
FMAC
2041-02-01
5.50%
Government Agency Debt
1540010.31
1660659.36
FMAC
2025-12-01
3.00%
Government Agency Debt
1745000.00
1674264.22
FNMA
2035-08-01
4.50%
Government Agency Debt
2503756.36
1645071.10
FNMA
2040-12-01
4.50%
Government Agency Debt
1654956.26
1654296.96
FNMA
2030-12-01
3.50%
Government Agency Debt
1745000.00
1713127.87
FNMA
2041-01-01
5.00%
Government Agency Debt
1545136.43
1634953.41
FNMA
2041-03-01
5.00%
Government Agency Debt
1549534.52
1650286.89
FNMA
2041-08-01
4.50%
Government Agency Debt
1583120.54
1651243.80
FNMA
2026-05-01
3.50%
Government Agency Debt
1673291.67
1700708.83
FNMA
2026-07-01
3.50%
Government Agency Debt
1667278.40
1705889.54
FNMA
2041-06-01
5.50%
Government Agency Debt
1554569.55
1698149.07
FNMA
2041-06-01
5.00%
Government Agency Debt
1583171.14
1692843.14
FNMA
2026-07-01
4.00%
Government Agency Debt
170444.97
178158.94
FNMA
2033-10-01
2.65%
Government Agency Debt
13506670.64
1705561.29
FNMA
2034-03-01
2.32%
Government Agency Debt
8725000.00
1695937.27
FNMA
2035-08-01
4.53%
Government Agency Debt
6280524.08
1687146.04
FNMA
2036-04-01
6.00%
Government Agency Debt
4397400.00
1697620.17
FNMA
2035-10-01
5.00%
Government Agency Debt
3479530.00
1660840.54
FNMA
2035-05-01
5.00%
Government Agency Debt
2483505.29
1694892.45
FNMA
2024-06-01
4.00%
Government Agency Debt
2581491.58
1713815.20
FNMA
2039-04-01
4.50%
Government Agency Debt
2237887.47
1682052.13
FNMA
2041-01-01
4.50%
Government Agency Debt
1639538.48
1689023.79
FNMA
2031-03-01
3.50%
Government Agency Debt
1664498.26
1648699.77
FNMA
2026-06-01
3.50%
Government Agency Debt
1620682.71
1648527.90
FNMA
2041-07-01
5.00%
Government Agency Debt
1558675.88
1668729.13
FNMA
2025-10-01
4.00%
Government Agency Debt
1674436.39
1657779.09
FNMA
2031-02-01
4.50%
Government Agency Debt
1637598.39
1691560.13
FNMA
2035-09-01
2.67%
Government Agency Debt
2395262.04
1711880.10
FNMA
2040-02-01
4.50%
Government Agency Debt
1695173.97
1668047.19
FNMA
2025-07-01
4.50%
Government Agency Debt
1786050.08
1687152.81
FNMA
2026-07-01
4.00%
Government Agency Debt
1581301.55
1652299.06
FNMA
2040-11-01
4.50%
Government Agency Debt
1593975.49
1644855.64
FNMA
2033-01-01
6.00%
Government Agency Debt
2391765.40
1648720.15
FNMA
2026-07-01
3.50%
Government Agency Debt
1621749.25
1665656.85
GNMA
2041-05-15
4.50%
Government Agency Debt
1557982.77
1654985.18
GNMA
2041-06-15
4.50%
Government Agency Debt
1565261.16
1665949.81
GNMA
2024-07-20
4.00%
Government Agency Debt
2003260.00
1697575.69
GNMA
2040-12-15
3.50%
Government Agency Debt
1765529.93
1708870.23
GNMA
2025-12-15
3.00%
Government Agency Debt
1745000.00
1712889.66
GNMA
2026-01-15
3.00%
Government Agency Debt
431684.73
424225.58
GNMA
2040-10-20
4.50%
Government Agency Debt
1563600.62
1642249.82
GNMA
2034-11-20
2.00%
Government Agency Debt
11796758.40
1693157.56
GNMA
2041-04-15
4.50%
Government Agency Debt
1590568.20
1685287.02
GNMA
2038-12-15
6.00%
Government Agency Debt
2917663.03
1709635.90
GNMA
2040-08-15
5.00%
Government Agency Debt
1738728.12
1660184.58
GNMA
2039-07-15
4.50%
Government Agency Debt
1745000.00
1696560.80
GNMA
2025-06-15
4.00%
Government Agency Debt
1727550.00
1686785.77
GNMA
2038-07-15
5.50%
Government Agency Debt
3542226.11
1686789.94
GNMA
2039-08-15
4.50%
Government Agency Debt
1769383.93
1655152.80
GNMA
2039-08-15
5.00%
Government Agency Debt
1899908.89
1676445.40
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
96000000.00
96000000.00
0.0519
N/A
N
96000000.00
96000000.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.2 08/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2039-03-01
7.00%
Government Agency Debt
96545787.05
93749097.03
FMAC
2039-11-01
6.00%
Government Agency Debt
4339020.14
4452954.44
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
96309000.00
96309000.00
0.0520
N/A
N
96309000.00
96309000.00