0000928816-11-001386.txt : 20111128
0000928816-11-001386.hdr.sgml : 20111128
20111006105104
ACCESSION NUMBER: 0000928816-11-001386
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111006
DATE AS OF CHANGE: 20111006
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: 111128509
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
2011-09-30
0000081248
S000006251
6
N
N
N
N
2-55091
Putnam Investment Management, LLC
801-7974
Putnam Investment Limited
801-61441
PricewaterhouseCoopers, LLP
Boston
MA
None
Putnam Investor Services, Inc.
0001448300
84-06331
N
N
N
Prime
28
38
1892954889.99
525629663.59
525623622.85
1892960930.73
0.0017
0.9983
2011-09-30
0.9983
2011-09-30
C000017192
500.00
1746771473.83
1.00
-16809821.46
49012039.04
65821860.50
0.0001
0.9983
2011-09-30
0.9983
2011-09-30
C000017193
500.00
27621269.43
1.00
-1004690.66
775158.99
1779849.65
0.0001
0.9983
2011-09-30
0.9983
2011-09-30
C000017194
500.00
30919920.35
1.00
-97243.47
2780509.78
2877753.25
0.0001
0.9987
2011-09-30
0.9987
2011-09-30
C000017195
500.00
31325959.06
1.00
-552003.50
1872504.58
2424508.08
0.0001
0.9985
2011-09-30
0.9985
2011-09-30
C000017196
500.00
18478680.90
1.00
251546.05
618775.71
367229.66
0.0001
0.9984
2011-09-30
0.9984
2011-09-30
C000017191
500.00
37843627.16
1.00
-463492.74
1292316.65
1755809.39
0.0001
0.9985
2011-09-30
0.9985
2011-09-30
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
5399111.25
0.0029
N/A
N
5399767.80
5399767.80
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
4998166.66
0.0026
N/A
N
4999640.00
4999640.00
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
13022533.33
0.0069
N/A
N
13015223.00
13015223.00
PUTNAM MONEY MARKET LIQUIDITY FUND
PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P
746763168
Investment Company
First Tier Security
N/A
N/A
2011-10-01
2011-10-01
N
N
N
97046017.00
97046017.00
0.0513
N/A
N
97046017.00
97046017.00
FALCON ASSET SECURITIZATION CO LLC
FALCON ASSET SECURITIZATION C 30603BXB4 DCP 10/11/2011
30603BXB4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
N
2500000.00
2499888.89
0.0013
N/A
N
2499950.00
2499950.00
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA P/P 144A 00.6890 10/15/2012
78008FAM6
Other Note
First Tier Security
N/A
N/A
2011-10-17
2012-10-15
N
N
N
29425000.00
29427620.58
0.0155
N/A
N
29451511.93
29451511.93
NEW HAMPSHIRE HEALTH & EDUCATION FACILITIES AUTHORITY
NH H/E VAR-UNIV NH-B 00.1400 07/01/2033
644614VP1
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-10-01
2011-10-01
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 00.1400 12/01/2025
61204KBC4
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-10-01
2011-10-01
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
3114978.67
0.0016
N/A
N
3115915.40
3115915.40
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
4810261.48
0.0025
N/A
N
4810269.81
4810269.81
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
22567122.73
0.0119
N/A
N
22572584.68
22572584.68
KENTUCKY ECONOMIC DEVELOPMENT FINANCE AUTHORITY
KY ECON-VAR-C-CATHOLI 00.1200 05/01/2034
49126PCJ7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
N
11000000.00
11000000.00
0.0058
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
39430069.35
0.0208
N/A
N
39422955.00
39422955.00
CITY OF COLUMBUS OH
COLUMBUS SWR-ADJ-B 00.1000 06/01/2032
199561FU0
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
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
0.0019
N/A
N
3530000.00
3530000.00
METROPOLITAN GOVERNMENT NASHVILLE & DAVIDSON COUNTY HEALTH & EDUCATIONAL FACS BD
MET GOVT H/E-A1-VANDE 00.0800 10/01/2044
592041NW3
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
Y
VANDERBILT UNIVERSITY
N/A
N/A
Y
VANDERBILT UNIVERSITY
N/A
N/A
N
11500000.00
11500000.00
0.0061
N/A
N
11500000.00
11500000.00
COUNTY OF WAKE NC
WAKE CNTY VAR-SCH-B 00.1200 03/01/2024
930863F34
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
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 00.1000 12/01/2037
914455HC7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
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
INDIANA FINANCE AUTHORITY
IN FIN-VAR-LSE APP-A 00.1300 02/01/2035
455057TS8
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
Y
LUCAS OIL STADIUM
N/A
N/A
Y
INDIANA FINANCE AUTHORITY
N/A
N/A
N
9000000.00
9000470.96
0.0048
N/A
N
9000000.00
9000000.00
HARRIS COUNTY HEALTH FACILITIES DEVELOPMENT CORP
HARRIS HLTH-VAR-B1-TX 00.1500 10/01/2029
414152SX7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
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
3795000.00
3795000.00
0.0020
N/A
N
3795000.00
3795000.00
INDIANA FINANCE AUTHORITY
IN FIN-VAR-LSE APP-A1 00.1300 02/01/2037
455057TP4
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-10-01
2011-10-01
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
0.0011
N/A
N
2000000.00
2000000.00
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
2011-10-01
2011-10-01
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 0.27 11/04/2011
TRIPARTY1
Other Repurchase Agreement
N
HSBC FNC CORP INTNTS
2018-02-15
5.60%
Other Note
6990000.00
7293366.00
HSBC BANK USA NA
2017-08-09
6.00%
Other Note
7928000.00
8565331.92
NATL CITY BK CLEV
2016-12-15
0.60%
Other Note
8250000.00
7610119.69
NATIONWIDE BLDG SOC
2020-02-25
6.25%
Other Note
5909000.00
5980004.84
TOYOTA MOTOR CREDIT CO
2012-12-05
1.90%
Other Note
760767.00
772801.91
WACHOVIA BANK NA
2017-11-15
6.00%
Other Note
4373407.00
4921176.23
WACHOVIA BANK,NA
2038-01-05
6.60%
Other Note
4996000.00
5807200.52
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
39000000.00
39000000.00
0.0206
N/A
Y
39000000.00
39000000.00
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELEC CAP CORP 01.2668 12/09/2011
36967HAC1
Other Note
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
7000000.00
7013254.57
0.0037
N/A
N
7015043.00
7015043.00
NATIONAL AUSTRALIA BANK/NEW YORK
NATIONAL AUSTRALIA BK-NY 00.2694 10/06/2011
63253TBM9
Certificate of Deposit
First Tier Security
N/A
N/A
2011-10-08
2011-10-06
N
N
N
28000000.00
28000000.00
0.0148
N/A
N
28000000.00
28000000.00
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
0.0132
N/A
N
25003500.00
25003500.00
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
0.0040
N/A
N
7500225.00
7500225.00
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
2199991.44
0.0012
N/A
N
2200000.00
2200000.00
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN
86959JBR8
Other Note
First Tier Security
N/A
N/A
2011-12-08
2012-10-05
N
N
N
23500000.00
23500000.00
0.0124
N/A
N
23442213.50
23442213.50
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 00.3656 06/08/2012
20272ABE5
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-12-08
2012-06-08
N
N
N
14000000.00
14000000.00
0.0074
N/A
N
13993840.00
13993840.00
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
4199958.00
0.0022
N/A
N
4199958.00
4199958.00
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
0.0049
N/A
N
9250000.00
9250000.00
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
26996625.00
0.0143
N/A
N
26997570.00
26997570.00
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
27086339.44
0.0143
N/A
N
27084553.00
27084553.00
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
11399805.25
0.0060
N/A
N
11399772.00
11399772.00
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
0.0120
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
9999911.11
0.0053
N/A
N
9999900.00
9999900.00
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
5999880.00
5999880.00
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
2750110.00
2750110.00
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
17119619.56
0.0090
N/A
N
17119657.60
17119657.60
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
9398511.67
0.0050
N/A
N
9397462.00
9397462.00
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
10899367.19
0.0058
N/A
N
10899346.00
10899346.00
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
7998600.00
0.0042
N/A
N
7999200.00
7999200.00
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
12999350.00
0.0069
N/A
N
12999480.00
12999480.00
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
12999653.33
0.0069
N/A
N
12999610.00
12999610.00
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
2999617.50
0.0016
N/A
N
2999940.00
2999940.00
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
12197204.16
0.0064
N/A
N
12199634.00
12199634.00
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
4540000.00
4540000.00
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
21474080.55
0.0113
N/A
N
21481940.00
21481940.00
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
9259855.95
0.0049
N/A
N
9259814.80
9259814.80
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
9258477.25
0.0049
N/A
N
9257592.40
9257592.40
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
21996168.33
0.0116
N/A
N
21997140.00
21997140.00
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
19796260.00
0.0105
N/A
N
19796238.00
19796238.00
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
8396873.33
0.0044
N/A
N
8395212.00
8395212.00
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
0.0071
N/A
N
13400000.00
13400000.00
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
3999660.00
0.0021
N/A
N
3999680.00
3999680.00
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
0.0085
N/A
N
16000640.00
16000640.00
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
11997760.00
0.0063
N/A
N
11997600.00
11997600.00
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
3599760.00
0.0019
N/A
N
3599892.00
3599892.00
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
4998777.78
0.0026
N/A
N
4998700.00
4998700.00
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
1599604.00
0.0008
N/A
N
1599664.00
1599664.00
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
4999950.00
4999950.00
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
3899588.33
0.0021
N/A
N
3899922.00
3899922.00
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
25993962.22
0.0137
N/A
N
25995060.00
25995060.00
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
1569686.00
0.0008
N/A
N
1569923.07
1569923.07
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
7998444.44
0.0042
N/A
N
7998800.00
7998800.00
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
1432928.35
0.0008
N/A
N
1432914.02
1432914.02
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
3999600.00
0.0021
N/A
N
3999600.00
3999600.00
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
9478988.80
0.0050
N/A
N
9479905.20
9479905.20
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
1399844.83
0.0007
N/A
N
1399860.00
1399860.00
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
4699373.33
0.0025
N/A
N
4699389.00
4699389.00
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
6999113.33
0.0037
N/A
N
6999790.00
6999790.00
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
10996632.77
0.0058
N/A
N
10995380.00
10995380.00
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
0.0045
N/A
N
8499915.00
8499915.00
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
8994825.00
0.0048
N/A
N
8997660.00
8997660.00
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
16697870.75
0.0088
N/A
N
16697662.00
16697662.00
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
0.0032
N/A
N
6000000.00
6000000.00
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UYM6 DCP 11/21/2011
53127UYM6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
N
8800000.00
8796758.67
0.0046
N/A
N
8796832.00
8796832.00
COUNTY OF ST JOSEPH IN
COUNTY OF ST JOSEPH IN 00.0000 12/01/2011
79061RZ11
Other Commercial Paper
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
Y
UNIVERSITY OF NOTRE DAME DU LAC
N/A
N/A
N
6264000.00
6260199.84
0.0033
N/A
N
6261431.76
6261431.76
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
589928.38
0.0003
N/A
N
589917.40
589917.40
TRINITY HEALTH
TRINITY HEALTH 00.2000 10/31/2011
89651KXX3
Other Commercial Paper
First Tier Security
N/A
N/A
2011-10-31
2011-10-31
N
Y
TRINITY HEALTH
N/A
N/A
N
9000000.00
8997300.00
0.0048
N/A
N
8998290.00
8998290.00
WESTPAC BANKING CORP/NY
WESTPAC BANKING CORP/NY 9612C0AB5 DCP 01/11/2012
9612C0AB5
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
19000000.00
18983850.00
0.0100
N/A
N
18992970.00
18992970.00
TEXAS TECH UNIVERSITY
TEXAS TECH UNIVERSITY 00.1400 12/07/2011
88280QFR4
Other Commercial Paper
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
Y
TEXAS TECH UNIVERSITY
N/A
N/A
N
10923000.00
10923000.00
0.0058
N/A
N
10921798.47
10921798.47
UNIVERSITY OF TEXAS
UNIVERSITY OF TEXAS 00.1400 12/07/2011
91513RME6
Other Commercial Paper
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
Y
UNIVERSITY OF TEXAS
N/A
N/A
N
5476000.00
5476000.00
0.0029
N/A
N
5475397.64
5475397.64
STATE STREET CORP
STATE STREET CORP 85747KZ80 DCP 12/08/2011
85747KZ80
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
10500000.00
10495041.67
0.0055
N/A
N
10493910.00
10493910.00
HSBC USA INC
HSBC USA INC 40427SZC6 DCP 12/12/2011
40427SZC6
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
8000000.00
7996800.00
0.0042
N/A
N
7995520.00
7995520.00
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UYE4 DCP 11/14/2011
53127UYE4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
N
9000000.00
8997250.00
0.0048
N/A
N
8997300.00
8997300.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MXB3 DCP 10/11/2011
56274MXB3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
N
7800000.00
7799436.67
0.0041
N/A
N
7799532.00
7799532.00
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646LZD5 DCP 12/13/2011
92646LZD5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
12900000.00
12891890.92
0.0068
N/A
N
12892260.00
12892260.00
WAL-MART STORES INC
WAL-MART STORES INC 93114FXB5 DCP 10/11/2011
93114FXB5
Other Commercial Paper
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
N
19000000.00
18999577.78
0.0100
N/A
N
18999620.00
18999620.00
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 20272DCK4 DCP 03/19/2012
20272DCK4
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-03-19
2012-03-19
N
N
N
4000000.00
3990933.33
0.0021
N/A
N
3991240.00
3991240.00
YALE UNIVERSITY
YALE UNIVERSITY 00.0000 01/18/2012
98459RAJ9
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
Y
YALE UNIVERSITY
N/A
N/A
N
7000000.00
6995381.94
0.0037
N/A
N
6993140.00
6993140.00
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 89233HYF5 DCP 11/15/2011
89233HYF5
Other Commercial Paper
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
N
10000000.00
9997750.00
0.0053
N/A
N
9998400.00
9998400.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MXH0 DCP 10/17/2011
56274MXH0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-17
2011-10-17
N
N
N
3300000.00
3299633.33
0.0017
N/A
N
3299703.00
3299703.00
GOVCO LLC
GOVCO LLC 38362WXM8 DCP 10/21/2011
38362WXM8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
N
4400000.00
4399608.89
0.0023
N/A
N
4399472.00
4399472.00
GOVCO LLC
GOVCO LLC 38362WXL0 DCP 10/20/2011
38362WXL0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-20
2011-10-20
N
N
N
4150000.00
4149627.66
0.0022
N/A
N
4149543.50
4149543.50
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67983UXL2 DCP 10/20/2011
67983UXL2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-20
2011-10-20
N
N
N
3000000.00
2999746.67
0.0016
N/A
N
2999970.00
2999970.00
FALCON ASSET SECURITIZATION CO LLC
FALCON ASSET SECURITIZATION C 30603BX57 DCP 10/05/2011
30603BX57
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
N
9500000.00
9499862.78
0.0050
N/A
N
9499905.00
9499905.00
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646LZL7 DCP 12/20/2011
92646LZL7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
N
4100000.00
4097175.55
0.0022
N/A
N
4097130.00
4097130.00
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137SX45 DCP 10/04/2011
98137SX45
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
9100000.00
9099764.92
0.0048
N/A
N
9099818.00
9099818.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KXL6 DCP 10/20/2011
11765KXL6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-20
2011-10-20
N
N
N
8700000.00
8699219.42
0.0046
N/A
N
8699043.00
8699043.00
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
2999497.50
0.0016
N/A
N
2999892.00
2999892.00
ALPINE SECURITIZATION CORP
ALPINE SECURITIZATION CORP 02086MX74 DCP 10/07/2011
02086MX74
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
N
N
9400000.00
9399749.34
0.0050
N/A
N
9399718.00
9399718.00
GENERAL ELECTRIC CAPITAL SVC
GENERAL ELECTRIC CAPITAL SVC 36959RAK1 DCP 01/19/2012
36959RAK1
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
N
9900000.00
9893042.50
0.0052
N/A
N
9894555.00
9894555.00
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646LXM7 DCP 10/21/2011
92646LXM7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
N
11390000.00
11388481.34
0.0060
N/A
N
11388633.20
11388633.20
BARCLAYS BANK PLC/CAYMAN
BARCLAYS BANK PLC/CAYMAN 06741GCN3 DCP 10/06/2011
06741GCN3
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
N
9500000.00
9499736.11
0.0050
N/A
N
9499810.00
9499810.00
CIESCO-LP
CIESCO-LP 17178CXM0 DCP 10/21/2011
17178CXM0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
N
2000000.00
1999800.00
0.0011
N/A
N
1999880.00
1999880.00
ROYAL BANK OF SCOTLAND GROUP PLC
ROYAL BANK OF SCOTLAND GROUP 78009UX39 DCP 10/03/2011
78009UX39
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
9500000.00
9499910.28
0.0050
N/A
N
9499905.00
9499905.00
CHARTA LLC
CHARTA LLC 16115XXE0 DCP 10/14/2011
16115XXE0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
N
N
9500000.00
9499416.81
0.0050
N/A
N
9499620.00
9499620.00
CORPORATE ASSET FUNDING CO INC
CORPORATE ASSET FUNDING CO IN 12476FXB7 DCP 10/11/2011
12476FXB7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
N
9500000.00
9499604.17
0.0050
N/A
N
9499715.00
9499715.00
CRC FUNDING LLC
CRC FUNDING LLC 12622VXU3 DCP 10/28/2011
12622VXU3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-28
2011-10-28
N
N
N
9500000.00
9498788.75
0.0050
N/A
N
9498290.00
9498290.00
BARCLAYS CAPITAL, INC.
REPO TRIPA MORTG 0.07 10/04/2011
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2035-04-01
2.15%
Government Agency Debt
120981733.18
41799047.86
FMAC
2037-01-01
3.12%
Government Agency Debt
39666.28
12632.67
FMAC
2041-08-01
3.13%
Government Agency Debt
40514424.08
42260684.67
FNMA
2041-05-01
3.62%
Government Agency Debt
36358525.42
35321671.87
FNMA
2041-04-01
3.27%
Government Agency Debt
43677562.06
44143522.80
FNMA
2041-06-01
3.56%
Government Agency Debt
38527458.58
39457937.60
FNMA
2036-06-01
5.95%
Government Agency Debt
46561574.23
10973843.49
FNMA
2038-10-01
5.29%
Government Agency Debt
93050000.00
40437235.49
FNMA
2037-09-01
2.83%
Government Agency Debt
93610600.20
43613963.81
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
19000000.00
19000000.00
0.0100
N/A
N
19000000.00
19000000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.12 10/04/2011
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2037-03-01
5.52%
Government Agency Debt
15287002.50
4065747.87
FMAC
2037-01-01
5.59%
Government Agency Debt
59628537.93
27547257.06
FMAC
2037-03-01
6.04%
Government Agency Debt
27987300.00
4270664.45
FMAC
2037-06-01
5.69%
Government Agency Debt
66738194.15
27513440.02
FMAC
2038-09-01
5.59%
Government Agency Debt
20449501.69
20243754.52
FMAC
2036-11-01
6.02%
Government Agency Debt
19506300.00
4228073.65
FMAC
2035-03-01
5.05%
Government Agency Debt
98204785.39
26769190.02
FNMA
2020-10-01
3.50%
Government Agency Debt
26291100.00
27223613.94
FNMA
2037-01-01
5.48%
Government Agency Debt
12721500.00
4253386.24
FNMA
2038-08-01
5.16%
Government Agency Debt
6309878.42
1461931.49
GNMA
2037-12-20
6.00%
Government Agency Debt
13591797.32
4041231.93
GNMA
2040-05-20
4.50%
Government Agency Debt
27033187.50
27079517.17
GNMA
2041-08-20
5.00%
Government Agency Debt
450807.56
495415.18
GNMA
2041-09-20
5.50%
Government Agency Debt
24271269.28
27041581.17
GNMA
2025-05-15
4.00%
Government Agency Debt
28436793.00
26841840.28
GNMA
2041-01-15
3.50%
Government Agency Debt
9131206.89
9381961.28
GNMA
2040-07-20
5.00%
Government Agency Debt
4226160.33
4159374.04
GNMA
2040-07-20
5.50%
Government Agency Debt
1779218.81
1407152.30
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
38000000.00
38000000.00
0.0201
N/A
N
38000000.00
38000000.00
CITIGROUP FUNDING INC
CITIGROUP FUNDING INC 17307SXC1 DCP 10/12/2011
17307SXC1
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
9200000.00
9199297.23
0.0049
N/A
N
9199172.00
9199172.00
HSBC USA INC
HSBC USA INC 40427SZT9 DCP 12/27/2011
40427SZT9
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-12-27
2011-12-27
N
N
N
9200000.00
9195108.67
0.0049
N/A
N
9193284.00
9193284.00
CIESCO-LP
CIESCO-LP 17178CXT5 DCP 10/27/2011
17178CXT5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-27
2011-10-27
N
N
N
9200000.00
9198870.45
0.0049
N/A
N
9199264.00
9199264.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.09 10/05/2011
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2037-10-01
7.00%
Government Agency Debt
72000000.00
28029947.63
FMAC
2037-09-01
6.00%
Government Agency Debt
10735913.52
6718548.07
FMAC
2040-03-01
5.50%
Government Agency Debt
26559268.56
18971787.52
FMAC
2031-04-01
4.00%
Government Agency Debt
26628218.64
27685645.71
FMAC
2026-01-01
3.50%
Government Agency Debt
28873961.28
28754071.27
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
N
36500000.00
36500000.00
0.0193
N/A
N
36500000.00
36500000.00
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 0.1 10/05/2011
TRIPARTY1
Government Agency Repurchase Agreement
Y
GNMA
2026-09-20
4.00%
Government Agency Debt
13450645.44
14397399.01
GNMA
2039-10-15
5.50%
Government Agency Debt
15136832.88
14817616.30
GNMA
2040-09-15
4.50%
Government Agency Debt
14597325.36
15060181.47
GNMA
2040-12-20
4.00%
Government Agency Debt
13511585.52
14116308.53
GNMA
2041-04-20
5.00%
Government Agency Debt
12706716.24
13777247.85
GNMA
2026-07-15
4.00%
Government Agency Debt
9422807.76
9913564.87
GNMA
2039-08-15
5.00%
Government Agency Debt
16200000.00
14067872.51
GNMA
2039-04-15
5.00%
Government Agency Debt
17930508.48
14009810.00
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
N
36500000.00
36500000.00
0.0193
N/A
N
36500000.00
36500000.00
JUPITER SECURITIZATION CO LLC
JUPITER SECURITIZATION CO LLC 4820P3XU2 DCP 10/28/2011
4820P3XU2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-28
2011-10-28
N
N
N
19000000.00
18998005.00
0.0100
N/A
N
18996960.00
18996960.00
TRUCKEE MEADOWS WATER AUTHORITY
TRUCKEE MEADOWS WATER AUTHORI 00.1500 10/06/2011
89782NFF8
Other Commercial Paper
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
Y
LLOYDS BANKING GROUP PLC
N/A
N/A
N
9600000.00
9600000.00
0.0051
N/A
N
9600000.00
9600000.00
US BANK NA/CAYMAN ISLANDS
US BANK NA/CAYMAN ISLANDS 99010S9O8 TD 10/03/2011
99010S9O8
Other Instrument
Time Deposit
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
28500000.00
28500000.00
0.0151
N/A
N
28500000.00
28500000.00
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137SX37 DCP 10/03/2011
98137SX37
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
9100000.00
9099878.67
0.0048
N/A
N
9099878.67
9099878.67
J.P. MORGAN SECURITIES
REPO TRIPA MORTG 0.09 10/03/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FANNIE MAE
2014-06-01
4.00%
Government Agency Debt
910598.11
114313.32
FANNIE MAE
2016-11-01
6.00%
Government Agency Debt
908316.29
235430.20
FANNIE MAE
2013-01-01
7.00%
Government Agency Debt
963400.53
7609.48
FANNIE MAE
2012-04-01
5.50%
Government Agency Debt
899815.54
7636.89
FANNIE MAE
2018-11-01
7.00%
Government Agency Debt
980298.88
9076.36
FANNIE MAE
2034-08-01
5.50%
Government Agency Debt
1010758.00
482156.45
FANNIE MAE
2025-06-01
4.50%
Government Agency Debt
969220.00
499702.36
FANNIE MAE
2027-11-01
5.50%
Government Agency Debt
987314.65
495071.34
FANNIE MAE
2024-04-01
4.50%
Government Agency Debt
920491.77
461631.30
FANNIE MAE
2039-08-01
3.50%
Government Agency Debt
1024544.46
969105.09
FANNIE MAE
2023-04-01
4.50%
Government Agency Debt
971280.98
395933.65
FANNIE MAE
2037-10-01
6.50%
Government Agency Debt
1021012.35
379034.53
FANNIE MAE
2023-03-01
4.50%
Government Agency Debt
938908.34
381645.15
FANNIE MAE
2023-04-01
5.00%
Government Agency Debt
1009284.09
671928.68
FANNIE MAE
2023-10-01
6.00%
Government Agency Debt
910906.88
644435.27
FANNIE MAE
2024-04-01
4.00%
Government Agency Debt
937807.58
695402.22
FANNIE MAE
2024-04-01
4.50%
Government Agency Debt
927028.47
387285.76
FANNIE MAE
2040-11-01
4.50%
Government Agency Debt
913489.85
950529.24
FANNIE MAE
2026-07-01
4.00%
Government Agency Debt
960255.41
1006158.77
FANNIE MAE
2024-06-01
4.50%
Government Agency Debt
934605.00
621975.16
FANNIE MAE
2024-07-01
4.50%
Government Agency Debt
922286.21
620561.94
FANNIE MAE
2039-02-01
5.00%
Government Agency Debt
1028047.50
947794.77
FANNIE MAE
2026-06-01
3.50%
Government Agency Debt
944989.50
970657.94
FANNIE MAE
2040-01-01
5.50%
Government Agency Debt
993445.65
851983.40
FANNIE MAE
2040-06-01
5.50%
Government Agency Debt
1017255.93
1004487.01
FANNIE MAE
2025-06-01
4.00%
Government Agency Debt
981846.86
713100.22
FANNIE MAE
2040-05-01
5.50%
Government Agency Debt
1022434.33
1039630.17
FANNIE MAE
2025-08-01
5.00%
Government Agency Debt
1036154.33
1055408.26
FANNIE MAE
2025-06-01
4.50%
Government Agency Debt
1010254.70
671142.27
FANNIE MAE
2041-04-01
4.00%
Government Agency Debt
982844.46
956221.48
FANNIE MAE
2025-10-01
4.00%
Government Agency Debt
932476.18
942401.41
FANNIE MAE
2040-10-01
5.50%
Government Agency Debt
975656.31
995248.40
FANNIE MAE
2040-12-01
4.50%
Government Agency Debt
997467.22
1050320.83
FANNIE MAE
2040-12-01
5.50%
Government Agency Debt
910935.26
982699.01
FANNIE MAE
2041-01-01
5.00%
Government Agency Debt
1019699.75
1092991.98
FANNIE MAE
2026-01-01
4.50%
Government Agency Debt
988483.25
1028448.51
FANNIE MAE
2041-01-01
4.00%
Government Agency Debt
951645.27
974440.68
FANNIE MAE
2041-01-01
4.00%
Government Agency Debt
933011.33
951057.69
FANNIE MAE
2041-01-01
4.50%
Government Agency Debt
1038450.00
1096492.65
FANNIE MAE
2041-01-01
3.50%
Government Agency Debt
975626.54
981580.25
FANNIE MAE
2041-03-01
5.00%
Government Agency Debt
971303.82
1043082.70
FANNIE MAE
2040-12-01
4.50%
Government Agency Debt
945341.88
1003040.52
FANNIE MAE
2026-02-01
4.00%
Government Agency Debt
1002803.47
1033413.30
FANNIE MAE
2031-02-01
4.00%
Government Agency Debt
956831.29
986687.33
FANNIE MAE
2026-03-01
4.00%
Government Agency Debt
986287.27
982530.17
FANNIE MAE
2041-03-01
6.00%
Government Agency Debt
910886.80
998001.79
FANNIE MAE
2041-05-01
5.00%
Government Agency Debt
907493.15
976835.83
FANNIE MAE
2041-04-01
5.00%
Government Agency Debt
918370.57
987566.98
FANNIE MAE
2041-04-01
6.00%
Government Agency Debt
930217.89
1018556.02
FANNIE MAE
2041-04-01
5.50%
Government Agency Debt
967865.17
1057569.89
FANNIE MAE
2026-03-01
4.00%
Government Agency Debt
977815.60
987234.73
FANNIE MAE
2026-08-01
4.00%
Government Agency Debt
931445.34
998295.24
FANNIE MAE
2026-04-01
4.50%
Government Agency Debt
991975.21
1051167.88
FANNIE MAE
2041-09-01
5.00%
Government Agency Debt
1028031.58
1120914.88
FANNIE MAE
2041-06-01
4.50%
Government Agency Debt
922403.21
991491.57
FANNIE MAE
2026-05-01
4.50%
Government Agency Debt
1036762.86
1102971.10
FANNIE MAE
2041-07-01
4.00%
Government Agency Debt
290352.00
305531.53
FANNIE MAE
2041-06-01
6.00%
Government Agency Debt
1012093.45
1111381.33
FANNIE MAE
2041-06-01
5.00%
Government Agency Debt
919634.01
991339.11
FANNIE MAE
2020-07-01
4.00%
Government Agency Debt
1038376.62
1085964.19
FANNIE MAE
2036-07-01
4.50%
Government Agency Debt
1035480.03
1097202.66
FANNIE MAE
2026-07-01
4.50%
Government Agency Debt
993673.42
1064633.71
FANNIE MAE
2026-07-01
3.50%
Government Agency Debt
921471.38
962190.58
FANNIE MAE
2026-09-01
3.50%
Government Agency Debt
903927.80
947786.25
FANNIE MAE
2041-06-01
4.50%
Government Agency Debt
967891.48
989730.34
FANNIE MAE
2026-09-01
3.50%
Government Agency Debt
921777.37
962980.74
FANNIE MAE
2041-08-01
5.00%
Government Agency Debt
933046.63
1022566.79
FANNIE MAE
2026-07-01
4.00%
Government Agency Debt
949869.52
1006402.14
FANNIE MAE
2041-06-01
5.00%
Government Agency Debt
915212.98
983752.10
FANNIE MAE
2026-06-01
4.50%
Government Agency Debt
1021024.81
1082280.88
FANNIE MAE
2041-07-01
4.50%
Government Agency Debt
983687.69
1048317.43
FANNIE MAE
2041-08-01
4.50%
Government Agency Debt
949756.68
1020594.92
FANNIE MAE
2041-07-01
5.00%
Government Agency Debt
901705.52
968999.29
FANNIE MAE
2041-08-01
4.00%
Government Agency Debt
987287.65
1023917.51
FANNIE MAE
2041-09-01
4.00%
Government Agency Debt
908826.52
960803.12
FANNIE MAE
2041-08-01
4.00%
Government Agency Debt
941385.39
992889.51
FANNIE MAE
2041-08-01
4.50%
Government Agency Debt
900939.14
964741.37
FANNIE MAE
2041-08-01
4.00%
Government Agency Debt
906375.08
955621.24
FANNIE MAE
2026-08-01
3.50%
Government Agency Debt
976264.15
1019275.20
FANNIE MAE
2026-09-01
3.50%
Government Agency Debt
1014915.26
1064158.80
FANNIE MAE
2041-09-01
5.00%
Government Agency Debt
977991.44
1057796.19
FANNIE MAE
2041-09-01
4.50%
Government Agency Debt
1022756.25
1088841.29
FANNIE MAE
2041-09-01
5.50%
Government Agency Debt
967524.56
1055199.71
FANNIE MAE
2041-09-01
5.50%
Government Agency Debt
911631.72
993102.52
FANNIE MAE
2041-10-01
4.00%
Government Agency Debt
1008820.25
1068722.37
FANNIE MAE
2041-09-01
4.50%
Government Agency Debt
958186.12
1034771.15
FANNIE MAE
2041-09-01
4.50%
Government Agency Debt
950046.75
1011433.69
FANNIE MAE
2026-09-01
3.50%
Government Agency Debt
946254.33
992166.45
FANNIE MAE
2041-09-01
4.50%
Government Agency Debt
926813.16
986698.87
FANNIE MAE
2026-09-01
4.00%
Government Agency Debt
1000027.35
1068229.92
FANNIE MAE
2041-08-01
4.00%
Government Agency Debt
941525.92
991547.76
FANNIE MAE
2041-09-01
4.00%
Government Agency Debt
931474.42
979506.72
FANNIE MAE
2041-09-01
4.50%
Government Agency Debt
1033560.29
1100343.43
FANNIE MAE
2041-10-01
5.00%
Government Agency Debt
1029038.18
1113008.38
FANNIE MAE
2041-09-01
5.50%
Government Agency Debt
982485.85
1073665.95
FANNIE MAE
2041-09-01
5.00%
Government Agency Debt
1000185.89
1081801.72
FANNIE MAE
2041-09-01
4.00%
Government Agency Debt
1021510.80
1074185.91
FANNIE MAE
2026-09-01
4.00%
Government Agency Debt
973713.03
1032209.46
FANNIE MAE
2026-09-01
4.50%
Government Agency Debt
981488.94
1053269.80
FANNIE MAE
2026-09-01
3.50%
Government Agency Debt
970563.06
1017654.64
FANNIE MAE
2041-10-01
4.50%
Government Agency Debt
941739.84
1019953.37
FANNIE MAE
2041-10-01
5.00%
Government Agency Debt
1035473.11
1124498.58
FANNIE MAE
2039-06-01
6.00%
Government Agency Debt
986812.73
465753.49
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
90000000.00
90000000.00
0.0475
N/A
N
90000000.00
90000000.00
MERRILL LYNCH, PIERCE, FENNER AND SMITH INC.
REPO TRIPA MORTG 0.08 10/03/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
GNMA
2041-05-20
4.50%
Government Agency Debt
82684460.61
88725720.15
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
87000000.00
87000000.00
0.0460
N/A
N
87000000.00
87000000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.1 10/03/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2040-09-01
3.81%
Government Agency Debt
12293188.79
11460571.68
FMAC
2038-12-01
4.99%
Government Agency Debt
15986458.19
7572993.51
FMAC
2040-12-01
3.00%
Government Agency Debt
15272510.83
12134864.83
FMAC
2040-12-01
3.30%
Government Agency Debt
12322000.00
11743254.15
FMAC
2036-09-01
5.21%
Government Agency Debt
12323546.35
11343579.45
FMAC
2037-08-01
5.10%
Government Agency Debt
13252197.85
12677911.95
FNMA
2020-12-01
3.74%
Government Agency Debt
11551875.00
12061723.82
FNMA
2041-07-01
3.23%
Government Agency Debt
12892502.81
12779600.88
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
90000000.00
90000000.00
0.0475
N/A
N
90000000.00
90000000.00
DEUTSCHE BANK SECURITIES
REPO TRIPA MORTG 0.07 10/03/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
U.S. TREASURY
2018-07-31
2.25%
Treasury Debt
70097745.16
74154275.01
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
72704000.00
72704000.00
0.0384
N/A
N
72704000.00
72704000.00
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 0.05 10/03/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2027-12-01
5.50%
Government Agency Debt
1311496.86
763265.50
FMAC
2038-08-01
5.50%
Government Agency Debt
11900000.00
6618046.17
FMAC
2038-11-01
5.00%
Government Agency Debt
13090000.00
6658867.84
FMAC
2030-08-01
5.00%
Government Agency Debt
7110881.89
6617349.30
FMAC
2031-08-01
4.00%
Government Agency Debt
6375144.87
6736097.46
FMAC
2026-07-01
4.00%
Government Agency Debt
6266076.14
6671704.41
FMAC
2041-02-01
4.50%
Government Agency Debt
6404597.85
6638350.80
FNMA
2026-04-01
4.00%
Government Agency Debt
6459976.64
6636146.79
FNMA
2041-08-01
4.50%
Government Agency Debt
6306432.85
6752049.10
FNMA
2041-08-01
4.50%
Government Agency Debt
6240591.10
6589472.40
FNMA
2038-07-01
6.00%
Government Agency Debt
1313815.69
1232976.71
FNMA
2035-03-01
2.46%
Government Agency Debt
6716884.08
6709085.50
FNMA
2035-12-01
5.50%
Government Agency Debt
9931973.24
6726452.70
FNMA
2041-09-01
4.50%
Government Agency Debt
6194842.98
6618839.24
FNMA
2039-02-01
4.00%
Government Agency Debt
7712765.80
6580214.67
FNMA
2038-01-01
5.50%
Government Agency Debt
8829048.16
6685635.60
FNMA
2041-05-01
5.00%
Government Agency Debt
6408930.88
6724645.89
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
100000000.00
100000000.00
0.0528
N/A
N
100000000.00
100000000.00
J.P. MORGAN SECURITIES
REPO TRIPA CORPO 0.18 10/03/2011
TRIPARTY2
Other Repurchase Agreement
N
DOMTAR CORPORATION
2016-08-01
9.50%
Other Note
66070.00
80576.95
ARCELORMITTAL CLASS A N.Y. REG
2013-06-01
5.38%
Other Note
405009.10
424198.71
PROLOGIS TRUST
2016-04-01
5.75%
Other Note
672592.60
706383.84
PLAINS ALL AMERICAN PIPELINE
2019-05-01
8.75%
Other Note
773019.00
1014973.18
PROLOGIS TRUST
2014-08-15
7.63%
Other Note
492882.20
541288.74
NEXEN INC
2019-07-30
6.20%
Other Note
145354.00
167023.86
DOMTAR CORPORATION
2017-06-01
10.75%
Other Note
517328.10
644073.48
NEXEN INC
2039-07-30
7.50%
Other Note
1189260.00
1393467.85
PRIDE INTERNATIONAL INC (DELA
2020-08-15
6.88%
Other Note
19026177.90
22407556.93
ENTERGY CORP NEW
2020-09-15
5.13%
Other Note
3201091.50
3292428.19
DOMTAR CORPORATION
2015-08-15
7.13%
Other Note
1321400.00
1474586.07
ALLEGHENY TECHNOLOGIES INC NEW
2019-06-01
9.38%
Other Note
1362363.40
1712150.18
CLIFFS NATURAL RESOURCES INC.
2040-10-01
6.25%
Other Note
1717820.00
1689005.60
DELHAIZE GROUP
2040-10-01
5.70%
Other Note
193585.10
198559.29
CLIFFS NATURAL RESOURCES INC.
2020-03-15
5.90%
Other Note
1542734.50
1636657.02
AVIATION CAPITAL GROUP CORP.
2020-10-15
7.13%
Other Note
677217.50
660300.36
TUPPERWARE CORPORATION
2021-06-01
4.75%
Other Note
10571.20
10729.44
UNITED BUSINESS MEDIA LIMITED
2020-11-03
5.75%
Other Note
706949.00
770446.59
ENTERGY CORP NEW
2015-09-15
3.63%
Other Note
26428.00
26486.13
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
37000000.00
37000000.00
0.0195
N/A
N
37000000.00
37000000.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KXR3 DCP 10/25/2011
11765KXR3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-10-25
2011-10-25
N
N
N
9372000.00
9370937.84
0.0050
N/A
N
9370937.84
9370937.84