0000928816-11-001253.txt : 20111031
0000928816-11-001253.hdr.sgml : 20111031
20110907134704
ACCESSION NUMBER: 0000928816-11-001253
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110831
FILED AS OF DATE: 20110907
DATE AS OF CHANGE: 20110907
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: 111077794
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
2011-08-31
0000081248
S000006251
6
N
N
N
N
2-55091
Putnam Investment Management, LLC
801-7974
Putnam Investment Limited
801-61441
PricewaterhouseCoopers, LLP
Boston
MA
None
Putnam Investor Services, Inc.
0001448300
84-06331
N
N
N
Prime
35
48
1917368275.77
566190892.19
567778311.98
1915780855.98
0.0017
0.9983
2011-08-31
0.9983
2011-08-31
C000017192
500.00
1767673387.96
1.00
52186928.10
153297375.95
101110447.85
0.0001
0.9983
2011-08-31
0.9983
2011-08-31
C000017193
500.00
28670561.80
1.00
503661.67
3345735.72
2842074.05
0.0001
0.9984
2011-08-31
0.9984
2011-08-31
C000017194
500.00
31110686.71
1.00
3263349.56
6327364.36
3064014.80
0.0001
0.9987
2011-08-31
0.9987
2011-08-31
C000017195
500.00
31853530.37
1.00
930317.64
2589825.68
1659508.04
0.0001
0.9985
2011-08-31
0.9985
2011-08-31
C000017196
500.00
18170800.23
1.00
1027560.13
2024674.47
997114.34
0.0001
0.9984
2011-08-31
0.9984
2011-08-31
C000017191
500.00
38301888.91
1.00
1245965.78
3911748.99
2665783.21
0.0001
0.9985
2011-08-31
0.9985
2011-08-31
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384QS1 GDC 12/19/2011
313384QS1
Government Agency Debt
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
5400000.00
5398773.75
0.0028
N/A
N
5399670.60
5399670.60
FHLMC
FHLMC 313396SX2 GDC 02/10/2012
313396SX2
Government Agency Debt
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
5000000.00
4997750.00
0.0026
N/A
N
4998650.00
4998650.00
FNMA
FNMA 313588TU9 GDC 03/02/2012
313588TU9
Government Agency Debt
First Tier Security
N/A
N/A
2012-03-02
2012-03-02
N
N
N
21800000.00
21783377.49
0.0114
N/A
N
21792239.20
21792239.20
FHLMC
FHLMC 313396LX9 GDC 09/19/2011
313396LX9
Government Agency Debt
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
4400000.00
4399582.00
0.0023
N/A
N
4399956.00
4399956.00
KOMMUNALBANKEN AS
KOMMUNALBANKEN AS USD 05.1250 10/14/2011
R6333K9A1
Other Instrument
Non US Sovereign instrumentality
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
N
N
13000000.00
13074533.33
0.0068
N/A
N
13074533.33
13074533.33
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KWT0 DCP 09/27/2011
11765KWT0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
N
N
10868000.00
10866508.67
0.0057
N/A
N
10866152.44
10866152.44
PUTNAM MONEY MARKET LIQUIDITY FUND
PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P
746763168
Investment Company
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
119046017.00
119046017.00
0.0621
N/A
N
119046017.00
119046017.00
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING INC 88602UXQ8 DCP 10/24/2011
88602UXQ8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
N
590000.00
589834.96
0.0003
N/A
N
589775.80
589775.80
COMMONWEALTH OF MASSACHUSETTS
MA VAR-CONS LN-SER A 00.1200 03/01/2026
57582N4G7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
Y
COMMONWEALTH OF MASSACHUSETTS
N/A
N/A
Y
COMMONWEALTH OF MASSACHUSETTS
N/A
N/A
Y
Stand-by Purchase Agreement
WELLS FARGO BANK N.A.
N/A
N/A
15000000.00
15000000.00
0.0078
N/A
N
15000000.00
15000000.00
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA P/P 144A 00.6672 09/14/2012
78008FAM6
Other Note
First Tier Security
N/A
N/A
2011-09-15
2012-09-14
N
N
N
29425000.00
29428094.18
0.0154
N/A
N
29454836.95
29454836.95
NEW HAMPSHIRE HEALTH & EDUCATION FACILITIES AUTHORITY
NH H/E VAR-UNIV NH-B 00.1600 07/01/2033
644614VP1
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
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
MONTANA FACILITY FINANCE AUTHORITY
MT FAC VAR-SISTER-A 00.1600 12/01/2025
61204KBC4
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
Y
SISTERS OF CHARITY OF LEAVENWORTH HEALTH SERVICES CORPORATI
N/A
N/A
Y
SISTERS OF CHARITY OF LEAVENWORTH HEALTH SERVICES CORPORATI
N/A
N/A
Y
Stand-by Purchase Agreement
JP MORGAN CHASE BANK
N/A
N/A
2825000.00
2825000.00
0.0015
N/A
N
2825000.00
2825000.00
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
3121491.13
0.0016
N/A
N
3121662.80
3121662.80
WELLS FARGO & CO
WELLS FARGO & COMPANY 03.0000 12/09/2011
949744AA4
Other Note
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
4786000.00
4820809.95
0.0025
N/A
N
4821382.90
4821382.90
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
22616741.32
0.0118
N/A
N
22615514.81
22615514.81
KENTUCKY ECONOMIC DEVELOPMENT FINANCE AUTHORITY
KY ECON-VAR-C-CATHOLI 00.1700 05/01/2034
49126PCJ7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
N
11000000.00
11000000.00
0.0057
N/A
N
11000000.00
11000000.00
BANK OF AMERICA CORP
BANK OF AMERICA CORP 02.1000 04/30/2012
06050BAG6
Other Note
First Tier Security
N/A
N/A
2012-04-30
2012-04-30
N
N
N
39000000.00
39490928.23
0.0206
N/A
N
39469326.00
39469326.00
CITY OF COLUMBUS OH
COLUMBUS SWR-ADJ-B 00.1700 06/01/2032
199561FU0
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
Y
CITY OF COLUMBUS OH SEWER SYSTEM
N/A
N/A
Y
CITY OF COLUMBUS OH SEWER SYSTEM
N/A
N/A
N
3530000.00
3530000.00
0.0018
N/A
N
3530000.00
3530000.00
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
2011-09-07
2011-09-07
Y
VANDERBILT UNIVERSITY
N/A
N/A
Y
VANDERBILT UNIVERSITY
N/A
N/A
N
11500000.00
11500000.00
0.0060
N/A
N
11500000.00
11500000.00
MISSISSIPPI BUSINESS FINANCE COMMISSION
MS BUS FIN-VAR-E-CHEV 00.0700 12/01/2030
60528AAW4
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
Y
CHEVRON CORP
N/A
N/A
Y
CHEVRON CORP
N/A
N/A
N
11000000.00
11000000.00
0.0057
N/A
N
11000000.00
11000000.00
COUNTY OF WAKE NC
WAKE CNTY VAR-SCH-B 00.1600 03/01/2024
930863F34
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
Y
COUNTY OF WAKE NC
N/A
N/A
Y
COUNTY OF WAKE NC
N/A
N/A
Y
Stand-by Purchase Agreement
WELLS FARGO BANK N.A.
N/A
N/A
1500000.00
1500000.00
0.0008
N/A
N
1500000.00
1500000.00
UNIVERSITY OF MICHIGAN
UNIV MI VAR-HOSP-B 00.1700 12/01/2037
914455HC7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
Y
UNIVERSITY OF MICHIGAN HOSPITAL
N/A
N/A
Y
UNIVERSITY OF MICHIGAN HOSPITAL
N/A
N/A
N
5000000.00
5000000.00
0.0026
N/A
N
5000000.00
5000000.00
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
2011-09-07
2011-09-07
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
0.0020
N/A
N
3920000.00
3920000.00
INDIANA FINANCE AUTHORITY
IN FIN-VAR-LSE APP-A1 00.1500 02/01/2037
455057TP4
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
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
2000000.00
2000000.00
0.0010
N/A
N
2000000.00
2000000.00
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
21802039.64
0.0114
N/A
N
21809012.55
21809012.55
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
20023862.53
0.0105
N/A
N
20035160.00
20035160.00
OKLAHOMA CAPITAL IMPROVEMENT AUTHORITY
OK IMPT-HGR ED-D2-9/1 00.1800 07/01/2032
67908NSK8
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
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
MERRILL LYNCH, PIERCE, FENNER & SMITH INC.
REPO TRIPA CORPO 0.31 10/05/2011
TRIPARTY1
Other Repurchase Agreement
N
SWEDBANK
2012-02-10
2.80%
Other Note
40459896.00
40950000.20
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
N
39000000.00
39000000.00
0.0204
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
7019017.43
0.0037
N/A
N
7018795.00
7018795.00
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
18498824.58
0.0097
N/A
N
18499870.50
18499870.50
NATIONAL AUSTRALIA BANK/NEW YORK
NATIONAL AUSTRALIA BK-NY 00.2351 10/06/2011
63253TBM9
Certificate of Deposit
First Tier Security
N/A
N/A
2011-09-08
2011-10-06
N
N
N
28000000.00
28000000.00
0.0146
N/A
N
27999440.00
27999440.00
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
7400000.00
0.0039
N/A
N
7400000.00
7400000.00
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
16999504.17
0.0089
N/A
N
16999830.00
16999830.00
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
10349586.00
0.0054
N/A
N
10349586.00
10349586.00
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
0.0130
N/A
N
25002750.00
25002750.00
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
18298820.67
0.0096
N/A
N
18299451.00
18299451.00
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
0.0039
N/A
N
7499175.00
7499175.00
FHLMC
FHLMC 313396MM2 GDC 10/03/2011
313396MM2
Government Agency Debt
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
2200000.00
2199863.11
0.0011
N/A
N
2199960.40
2199960.40
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
9498997.22
0.0050
N/A
N
9499525.00
9499525.00
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
17999512.50
0.0094
N/A
N
17999820.00
17999820.00
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN
86959JBR8
Other Note
First Tier Security
N/A
N/A
2011-09-08
2012-09-07
N
N
N
23500000.00
23500000.00
0.0123
N/A
N
23492198.00
23492198.00
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
0.0038
N/A
N
7349779.50
7349779.50
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
0.0029
N/A
N
5475835.72
5475835.72
JUPITER SECURITIZATION CO LLC
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
9200000.00
0.0048
N/A
N
9200000.00
9200000.00
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
6300000.00
0.0033
N/A
N
6300000.00
6300000.00
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
0.0073
N/A
N
13996500.00
13996500.00
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
4199328.00
0.0022
N/A
N
4199748.00
4199748.00
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
0.0048
N/A
N
9247687.50
9247687.50
NORDEA NORTH AMERICA INC/DE
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
26991562.50
0.0141
N/A
N
26991090.00
26991090.00
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
2069851.08
0.0011
N/A
N
2069875.80
2069875.80
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
9998725.00
0.0052
N/A
N
9998700.00
9998700.00
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
27080222.78
0.0141
N/A
N
27075610.00
27075610.00
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
11397857.75
0.0059
N/A
N
11398290.00
11398290.00
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
4353521.06
0.0023
N/A
N
4353521.06
4353521.06
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
Y
UNIVERSITY OF VIRGINIA
N/A
N/A
N
22750000.00
22750000.00
0.0119
N/A
N
22748180.00
22748180.00
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
9998577.78
0.0052
N/A
N
9998700.00
9998700.00
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
0.0031
N/A
N
5999280.00
5999280.00
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
0.0014
N/A
N
2750000.00
2750000.00
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
7699741.19
0.0040
N/A
N
7699615.00
7699615.00
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
4999766.67
0.0026
N/A
N
4999650.00
4999650.00
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
17116766.22
0.0089
N/A
N
17116576.00
17116576.00
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
3999900.00
0.0021
N/A
N
3999880.00
3999880.00
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
699961.50
0.0004
N/A
N
699965.00
699965.00
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
9397336.67
0.0049
N/A
N
9394736.00
9394736.00
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
10897641.36
0.0057
N/A
N
10896839.00
10896839.00
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
7997666.67
0.0042
N/A
N
7998480.00
7998480.00
TRUSTEES OF COLUMBIA UNIVERSITY/THE
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
12997725.00
0.0068
N/A
N
12997660.00
12997660.00
OLD LINE FUNDING LLC
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
3499722.92
0.0018
N/A
N
3499825.00
3499825.00
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
12997920.00
0.0068
N/A
N
12997400.00
12997400.00
OLD LINE FUNDING LLC
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
2999192.50
0.0016
N/A
N
2999280.00
2999280.00
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 89233HWG5 DCP 09/16/2011
89233HWG5
Other Commercial Paper
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
N
9100000.00
9099203.75
0.0047
N/A
N
9099545.00
9099545.00
WAL-MART STORES INC
WAL-MART STORES INC 93114FWF7 DCP 09/15/2011
93114FWF7
Other Commercial Paper
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
N
18300000.00
18298647.84
0.0096
N/A
N
18299634.00
18299634.00
OLD LINE FUNDING LLC
OLD LINE FUNDING CORP 67983UY31 DCP 11/03/2011
67983UY31
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
12200000.00
12194662.50
0.0064
N/A
N
12196706.00
12196706.00
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN/NEW YOR 00.2000 10/06/2011
86959BWF8
Certificate of Deposit
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
N
4540000.00
4539596.30
0.0024
N/A
N
4539773.00
4539773.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MWD0 DCP 09/13/2011
56274MWD0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-13
2011-09-13
N
N
N
7500000.00
7499425.00
0.0039
N/A
N
7499475.00
7499475.00
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253AB25 DCP 02/02/2012
05253AB25
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
N
21500000.00
21467809.72
0.0112
N/A
N
21475705.00
21475705.00
CANADIAN IMPERIAL HOLDINGS INC
CANADIAN IMPERIAL HOLDINGS IN 13607FX50 DCP 10/05/2011
13607FX50
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
N
9260000.00
9258775.62
0.0048
N/A
N
9257962.80
9257962.80
CANADIAN IMPERIAL HOLDINGS INC
CANADIAN IMPERIAL HOLDINGS IN 13607FY75 DCP 11/07/2011
13607FY75
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
N
9260000.00
9257242.58
0.0048
N/A
N
9254907.00
9254907.00
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257L7K2 DCP 11/03/2011
86257L7K2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
22000000.00
21992685.00
0.0115
N/A
N
21993180.00
21993180.00
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1100 09/06/2011
57421NG87
Other Commercial Paper
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
3000000.00
3000000.00
0.0016
N/A
N
2999970.00
2999970.00
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601WY45 DCP 11/04/2011
30601WY45
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
19800000.00
19792960.00
0.0103
N/A
N
19791090.00
19791090.00
STATE STREET CORP
STATE STREET CORP 85747KZ72 DCP 12/07/2011
85747KZ72
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
8400000.00
8395473.33
0.0044
N/A
N
8392440.00
8392440.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MWG3 DCP 09/16/2011
56274MWG3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
N
3500000.00
3499635.42
0.0018
N/A
N
3499685.00
3499685.00
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1300 10/04/2011
57421NH52
Other Commercial Paper
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
13400000.00
13400000.00
0.0070
N/A
N
13399732.00
13399732.00
VARIABLE FUNDING CAPITAL CO LLC
VARIABLE FUNDING CAPITAL CO L 92217MXJ1 DCP 10/18/2011
92217MXJ1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
N
N
4000000.00
3999060.00
0.0021
N/A
N
3998800.00
3998800.00
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646LWN6 DCP 09/22/2011
92646LWN6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
N
N
11500000.00
11498457.08
0.0060
N/A
N
11498390.00
11498390.00
COUNTY OF HOWARD MD
COUNTY OF HOWARD MD 00.1500 10/31/2011
44257QAY6
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
16000000.00
16000000.00
0.0084
N/A
N
16000000.00
16000000.00
GOVCO LLC
GOVCO INCORPORATED 38362WW80 DCP 09/08/2011
38362WW80
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
N
N
10090000.00
10089646.85
0.0053
N/A
N
10089596.40
10089596.40
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING INC 88602UY20 DCP 11/02/2011
88602UY20
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
12000000.00
11995660.00
0.0063
N/A
N
11994480.00
11994480.00
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384SX8 GDC 02/10/2012
313384SX8
Government Agency Debt
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
14200000.00
14191666.00
0.0074
N/A
N
14196166.00
14196166.00
TORONTO-DOMINION HOLDINGS USA INC
TORONTO DOMINION HOLDINGS (US 89116FXH8 DCP 10/17/2011
89116FXH8
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
N
3600000.00
3599310.00
0.0019
N/A
N
3599532.00
3599532.00
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING INC 88602UYA2 DCP 11/10/2011
88602UYA2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-10
2011-11-10
N
N
N
5000000.00
4997861.11
0.0026
N/A
N
4997300.00
4997300.00
NORDEA NORTH AMERICA INC/DE
NORDEA NORTH AMERICA INC 6555P1Y35 DCP 11/03/2011
6555P1Y35
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
1600000.00
1599244.00
0.0008
N/A
N
1599280.00
1599280.00
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1400 11/15/2011
57421QGQ0
Other Commercial Paper
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
5000000.00
5000000.00
0.0026
N/A
N
4999400.00
4999400.00
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384NZ8 GDC 11/08/2011
313384NZ8
Government Agency Debt
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
N
3900000.00
3899263.33
0.0020
N/A
N
3899851.80
3899851.80
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257MZ37 DCP 11/14/2011
86257MZ37
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
N
26000000.00
25989845.56
0.0136
N/A
N
25989860.00
25989860.00
FNMA
FNMA 313588RD9 GDC 12/30/2011
313588RD9
Government Agency Debt
First Tier Security
N/A
N/A
2011-12-30
2011-12-30
N
N
N
1570000.00
1569581.33
0.0008
N/A
N
1569894.81
1569894.81
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MXS6 DCP 10/26/2011
56274MXS6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-26
2011-10-26
N
N
N
8000000.00
7996577.78
0.0042
N/A
N
7996800.00
7996800.00
FHLMC
FHLMC 313396QE6 GDC 12/07/2011
313396QE6
Government Agency Debt
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
3000000.00
2999272.50
0.0016
N/A
N
2999838.00
2999838.00
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING INC 88602UXB1 DCP 10/11/2011
88602UXB1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
N
1433000.00
1432713.40
0.0007
N/A
N
1432598.76
1432598.76
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601WXK0 DCP 10/19/2011
30601WXK0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
N
4000000.00
3998933.33
0.0021
N/A
N
3998720.00
3998720.00
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 89232DXH2 DCP 10/17/2011
89232DXH2
Other Commercial Paper
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
N
9480000.00
9477092.80
0.0049
N/A
N
9478388.40
9478388.40
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646LWE6 DCP 09/14/2011
92646LWE6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
13000000.00
12998779.44
0.0068
N/A
N
12999090.00
12999090.00
CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY
CALIFORNIA EDUCATIONAL FACILI 00.1200 09/16/2011
13018ADR8
Other Commercial Paper
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
Y
STANFORD UNIVERSITY
N/A
N/A
N
6000000.00
6000000.00
0.0031
N/A
N
5999580.00
5999580.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KWL7 DCP 09/20/2011
11765KWL7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
7550000.00
7549242.90
0.0039
N/A
N
7549094.00
7549094.00
DNB NOR BANK ASA
DNB NOR BANK ASA 2332K1XL9 DCP 10/20/2011
2332K1XL9
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-10-20
2011-10-20
N
N
N
1400000.00
1399599.84
0.0007
N/A
N
1399496.00
1399496.00
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1300 09/27/2011
57421QGY3
Other Commercial Paper
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
1500000.00
1500000.00
0.0008
N/A
N
1499985.00
1499985.00
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601WXR5 DCP 10/25/2011
30601WXR5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
N
4700000.00
4698590.00
0.0025
N/A
N
4698308.00
4698308.00
FALCON ASSET SECURITIZATION CO LLC
FALCON ASSET SECURITIZATION C 30603BXR9 DCP 10/25/2011
30603BXR9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
N
7000000.00
6998005.00
0.0037
N/A
N
6998180.00
6998180.00
CITIGROUP FUNDING INC
CITIGROUP FUNDING INC 17307SW81 DCP 09/08/2011
17307SW81
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
N
N
9110000.00
9109734.29
0.0048
N/A
N
9109817.80
9109817.80
FALCON ASSET SECURITIZATION CO LLC
FALCON ASSET SECURITIZATION C 30603BWE9 DCP 09/14/2011
30603BWE9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
2500000.00
2499855.56
0.0013
N/A
N
2499900.00
2499900.00
HSBC USA INC
HSBC USA INC 40427SYU7 DCP 11/28/2011
40427SYU7
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
11000000.00
10994891.11
0.0057
N/A
N
10992190.00
10992190.00
TEXAS TECH UNIVERSITY
TEXAS TECH UNIVERSITY 00.1400 11/01/2011
88280QFQ6
Other Commercial Paper
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
Y
TEXAS TECH UNIVERSITY
N/A
N/A
N
8500000.00
8500000.00
0.0044
N/A
N
8499150.00
8499150.00
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELECTRIC CAPITAL CORP 36959JZW6 DCP 12/30/2011
36959JZW6
Other Commercial Paper
First Tier Security
N/A
N/A
2011-12-30
2011-12-30
N
N
N
9000000.00
8993100.00
0.0047
N/A
N
8992980.00
8992980.00
ALPINE SECURITIZATION CORP
ALPINE SECURITIZATION CORP 02086MW67 DCP 09/06/2011
02086MW67
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
2300000.00
2299961.66
0.0012
N/A
N
2299954.00
2299954.00
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137SW79 DCP 09/07/2011
98137SW79
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
9100000.00
9099605.67
0.0047
N/A
N
9099727.00
9099727.00
VARIABLE FUNDING CAPITAL CO LLC
VARIABLE FUNDING CAPITAL CO L 92217MXU6 DCP 10/28/2011
92217MXU6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-28
2011-10-28
N
N
N
16700000.00
16695504.91
0.0087
N/A
N
16693821.00
16693821.00
COUNTY OF ST JOSEPH IN
COUNTY OF ST JOSEPH IN 00.0000 10/03/2011
79061RX39
Other Commercial Paper
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
Y
UNIVERSITY OF NOTRE DAME DU LAC
N/A
N/A
N
6000000.00
5999150.00
0.0031
N/A
N
5999150.00
5999150.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.07 09/06/2011
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2025-05-01
4.00%
Government Agency Debt
32500.45
28200.72
FMAC
2038-07-01
5.08%
Government Agency Debt
4452867.38
2484654.20
FMAC
2041-08-01
3.32%
Government Agency Debt
3723067.96
3896810.51
FMAC
2040-12-01
3.35%
Government Agency Debt
4077040.09
4135456.20
FNMA
2020-11-01
3.54%
Government Agency Debt
3794400.00
3931288.04
FNMA
2041-09-01
3.25%
Government Agency Debt
3721523.41
3888486.46
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
18000000.00
18000000.00
0.0094
N/A
N
18000000.00
18000000.00
BARCLAYS CAPITAL, INC.
REPO TRIPA MORTG 0.05 09/06/2011
TRIPARTY1
Government Agency Repurchase Agreement
Y
FNMA
2041-08-01
4.50%
Government Agency Debt
1028266.05
1093228.81
FNMA
2041-08-01
5.00%
Government Agency Debt
7266281.46
7877097.19
FNMA
2036-08-01
5.50%
Government Agency Debt
548717.73
199902.67
FNMA
2039-09-01
4.50%
Government Agency Debt
10203202.41
9178959.37
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
N
18000000.00
18000000.00
0.0094
N/A
N
17999820.00
17999820.00
GOVCO LLC
GOVCO LLC 38362WWC1 DCP 09/12/2011
38362WWC1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
N
8850000.00
8849594.38
0.0046
N/A
N
8849594.38
8849594.38
LMA AMERICAS LLC
LMA AMERICAS LLC 50202UW18 DCP 09/01/2011
50202UW18
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
19000000.00
19000000.00
0.0099
N/A
N
19000000.00
19000000.00
FALCON ASSET SECURITIZATION CO LLC
FALCON ASSET SECURITIZATION C 30603BWL3 DCP 09/20/2011
30603BWL3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
9600000.00
9599341.34
0.0050
N/A
N
9599341.34
9599341.34
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 85520MW17 DCP 09/01/2011
85520MW17
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
19000000.00
19000000.00
0.0099
N/A
N
19000000.00
19000000.00
SVENSKA HANDELSBANKEN/CAYMAN ISLANDS
SVENSKA HANDELSBANKEN/CAYMAN 99588R9N4 TD 09/01/2011
99588R9N4
Other Instrument
Time Deposit
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
19000000.00
19000000.00
0.0099
N/A
N
19000000.00
19000000.00
US BANK NA/CAYMAN ISLANDS
US BANK NA/CAYMAN ISLANDS 99566R9S9 TD 09/01/2011
99566R9S9
Other Instrument
Time Deposit
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
50000000.00
50000000.00
0.0261
N/A
N
50000000.00
50000000.00
NORTHERN PINES FUNDING LLC
NORTHERN PINES FUNDING LLC 66560LW10 DCP 09/01/2011
66560LW10
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
19000000.00
19000000.00
0.0099
N/A
N
19000000.00
19000000.00
ING US FUNDING LLC
ING US FUNDING LLC 4497W1W77 DCP 09/07/2011
4497W1W77
Other Commercial Paper
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
8840000.00
8839793.74
0.0046
N/A
N
8839793.74
8839793.74
BARTON CAPITAL CORP
BARTON CAPITAL CORP 06945MW10 DCP 09/01/2011
06945MW10
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
19000000.00
19000000.00
0.0099
N/A
N
19000000.00
19000000.00
VARIABLE FUNDING CAPITAL CO LLC
VARIABLE FUNDING CAPITAL CO L 92217MWW3 DCP 09/30/2011
92217MWW3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-30
2011-09-30
N
N
N
8000000.00
7999162.25
0.0042
N/A
N
7999162.25
7999162.25
ALPINE SECURITIZATION CORP
ALPINE SECURITIZATION CORP 02086MWE0 DCP 09/14/2011
02086MWE0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
8500000.00
8499508.89
0.0044
N/A
N
8499508.89
8499508.89
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137SW12 DCP 09/01/2011
98137SW12
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
9100000.00
9100000.00
0.0048
N/A
N
9100000.00
9100000.00
WINDMILL FUNDING I CORP
WINDMILL FUNDING I CORP 97342KW12 DCP 09/01/2011
97342KW12
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
10000000.00
10000000.00
0.0052
N/A
N
10000000.00
10000000.00
BNP PARIBAS SECURITIES CORP
REPO TRIPA CORPO 0.22 09/01/2011
TRIPARTY2
Other Repurchase Agreement
N
DAIMLERCHRYSLER N AMER
2011-09-08
5.75%
Other Note
8046405.55
8275582.84
GOLDMAN SACHS CAPITAL
2043-06-01
5.79%
Other Note
115552.10
84871.00
KOREA DELEVOPMENT BANK
2012-11-22
0.58%
Other Note
14000066.92
13799703.50
WASTE MANAGEMENT INC
2032-05-15
7.75%
Other Note
102001.43
136102.50
BANCO NACIONAL DE SESENVOLVIMENTO ECO
2020-07-12
5.50%
Other Note
15475500.36
16558570.45
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
37000000.00
37000000.00
0.0193
N/A
N
37000000.00
37000000.00
J.P. MORGAN SECURITIES
REPO TRIPA CORPO 0.22 09/01/2011
TRIPARTY2
Other Repurchase Agreement
N
DOMTAR CORPORATION
2016-08-01
9.50%
Other Note
66070.00
79723.55
PROLOGIS TRUST
2016-04-01
5.75%
Other Note
672592.60
717339.29
PROLOGIS TRUST
2014-08-15
7.63%
Other Note
501471.30
567107.45
NEXEN INC
2019-07-30
6.20%
Other Note
3303500.00
3851275.75
DOMTAR CORPORATION
2017-06-01
10.75%
Other Note
517328.10
645366.78
ALLEGHENY ENERGY SUPPLY COMPAN
2039-10-15
6.75%
Other Note
3389391.00
3633605.03
ROWAN COMPANIES INC.
2019-08-01
7.88%
Other Note
360081.50
444489.55
PRIDE INTERNATIONAL INC (DELA
2020-08-15
6.88%
Other Note
2422786.90
2913990.98
ALLEGHENY ENERGY SUPPLY COMPAN
2012-04-15
8.25%
Other Note
1080244.50
1161843.41
ENTERGY CORP NEW
2020-09-15
5.13%
Other Note
3201091.50
3333319.66
DOMTAR CORPORATION
2015-08-15
7.13%
Other Note
1321400.00
1473347.15
ALLEGHENY TECHNOLOGIES INC NEW
2019-06-01
9.38%
Other Note
2270165.20
2956413.62
DELHAIZE GROUP
2040-10-01
5.70%
Other Note
375277.60
383584.38
CLIFFS NATURAL RESOURCES INC.
2020-03-15
5.90%
Other Note
1542734.50
1693079.89
TUPPERWARE CORPORATION
2021-06-01
4.75%
Other Note
10571.20
10590.35
UNITED BUSINESS MEDIA LIMITED
2020-11-03
5.75%
Other Note
366688.50
394717.24
ENTERGY CORP NEW
2015-09-15
3.63%
Other Note
3964200.00
4095787.44
VIRGIN MEDIA SECURED FINANCE P
2021-01-15
5.25%
Other Note
4624900.00
5089113.02
ALCOA INC $3.75 PRF
2014-03-15
5.25%
Other Note
2642800.00
5405351.62
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
37000000.00
37000000.00
0.0193
N/A
N
37000000.00
37000000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.09 09/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2037-08-01
6.05%
Government Agency Debt
30768458.44
11232766.36
FMAC
2036-12-01
5.91%
Government Agency Debt
35131355.20
11577352.18
FNMA
2041-03-01
3.50%
Government Agency Debt
11666636.91
11552552.35
FNMA
2038-05-01
5.50%
Government Agency Debt
16660897.64
5636554.15
FNMA
2040-08-01
4.50%
Government Agency Debt
7148186.37
7072099.90
FNMA
2031-02-01
4.00%
Government Agency Debt
11281600.00
11579926.99
FNMA
2038-09-01
5.02%
Government Agency Debt
10552733.77
8546447.62
FNMA
2040-06-01
3.66%
Government Agency Debt
13281520.00
11464675.93
FNMA
2041-01-01
3.24%
Government Agency Debt
12459041.62
11656320.21
FNMA
2040-08-01
3.76%
Government Agency Debt
12922025.15
11677224.58
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
100000000.00
100000000.00
0.0522
N/A
N
100000000.00
100000000.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.07 09/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2040-08-01
4.50%
Government Agency Debt
40112757.07
36225794.09
FNMA
2025-10-01
3.50%
Government Agency Debt
29020598.62
27845885.53
FNMA
2039-12-01
5.50%
Government Agency Debt
13516842.96
11117218.92
FNMA
2040-04-01
5.50%
Government Agency Debt
39054179.18
35836276.07
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
108872000.00
108872000.00
0.0568
N/A
N
108872000.00
108872000.00
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 0.07 09/07/2011
TRIPARTY1
Government Agency Repurchase Agreement
Y
GNMA
2026-05-15
4.00%
Government Agency Debt
5339083.23
5639880.07
GNMA
2041-04-20
4.50%
Government Agency Debt
5157532.52
5539323.84
GNMA
2041-04-20
5.00%
Government Agency Debt
3391330.96
3736559.74
GNMA
2040-12-20
4.00%
Government Agency Debt
5437178.14
5651177.24
GNMA
2039-07-15
5.00%
Government Agency Debt
7156426.20
5598339.84
GNMA
2032-12-20
7.00%
Government Agency Debt
5909483.29
5501972.20
GNMA
2039-04-15
5.00%
Government Agency Debt
6942487.89
5557647.21
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
36500000.00
36500000.00
0.0191
N/A
N
36500000.00
36500000.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.09 09/07/2011
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2031-06-01
4.00%
Government Agency Debt
5503817.28
5771485.42
FMAC
2037-08-01
6.00%
Government Agency Debt
1275993.18
419048.10
FMAC
2038-01-01
6.00%
Government Agency Debt
16294450.85
5739680.90
FMAC
2039-02-01
5.00%
Government Agency Debt
12259941.74
5782775.77
FMAC
2039-09-01
6.50%
Government Agency Debt
7192044.35
5698444.89
FMAC
2038-11-01
5.50%
Government Agency Debt
15881992.15
5896394.35
FMAC
2040-06-01
5.00%
Government Agency Debt
2473083.68
2190493.13
FMAC
2041-01-01
4.00%
Government Agency Debt
5542390.79
5726577.44
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
36500000.00
36500000.00
0.0191
N/A
N
36500000.00
36500000.00