0000928816-11-001551.txt : 20111229
0000928816-11-001551.hdr.sgml : 20111229
20111104120452
ACCESSION NUMBER: 0000928816-11-001551
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111031
FILED AS OF DATE: 20111104
DATE AS OF CHANGE: 20111104
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: 111180067
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
2011-10-31
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
36
50
1826880721.64
484364225.29
484960683.56
1826284263.37
0.0018
0.9983
2011-10-31
0.9983
2011-10-31
C000017192
500.00
1687768719.52
1.00
-51712291.97
59457192.93
111169484.90
0.0001
0.9983
2011-10-31
0.9983
2011-10-31
C000017193
500.00
25931221.49
1.00
-1739045.03
1227944.86
2966989.89
0.0001
0.9983
2011-10-31
0.9983
2011-10-31
C000017194
500.00
29871888.34
1.00
-1189975.04
3353973.32
4543948.36
0.0001
0.9983
2011-10-31
0.9983
2011-10-31
C000017195
500.00
29940128.64
1.00
-1351832.47
1859269.56
3211102.03
0.0001
0.9983
2011-10-31
0.9983
2011-10-31
C000017196
500.00
18726476.83
1.00
221518.28
1446430.57
1224912.29
0.0001
0.9983
2011-10-31
0.9983
2011-10-31
C000017191
500.00
34045828.55
1.00
105389.99
1536849.06
1431459.07
0.0001
0.9983
2011-10-31
0.9983
2011-10-31
ALPINE SECURITIZATION CORP
ALPINE SECURITIZATION CORP 02086MY73 DCP 11/07/2011
02086MY73
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
N
1900000.00
1899952.50
0.0010
N/A
N
1899943.00
1899943.00
ALPINE SECURITIZATION CORP
ALPINE SECURITIZATION CORP 02086MY81 DCP 11/08/2011
02086MY81
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
N
8000000.00
7999844.44
0.0044
N/A
N
7999760.00
7999760.00
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
7500300.00
7500300.00
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
21480560.42
0.0118
N/A
N
21487530.00
21487530.00
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
39367181.85
0.0216
N/A
N
39383526.00
39383526.00
BARCLAYS US FUNDING CORP
BARCLAYS US FUNDING CORP 06737JY17 DCP 11/01/2011
06737JY17
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
9500000.00
9500000.00
0.0052
N/A
N
9500000.00
9500000.00
BARCLAYS BANK PLC/CAYMAN
BARCLAYS BANK PLC/CAYMAN 06741GES0 DCP 11/08/2011
06741GES0
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
N
9500000.00
9499575.14
0.0052
N/A
N
9499715.00
9499715.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KYM3 DCP 11/21/2011
11765KYM3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
N
9300000.00
9299121.67
0.0051
N/A
N
9298977.00
9298977.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765KYN1 DCP 11/22/2011
11765KYN1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
N
9200000.00
9199087.67
0.0050
N/A
N
9198896.00
9198896.00
CAFCO LLC
CORPORATE ASSET FUNDING CO IN 12476FY91 DCP 11/09/2011
12476FY91
Other Commercial Paper
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
N
9370000.00
9369646.02
0.0051
N/A
N
9369718.90
9369718.90
CRC FUNDING LLC
CRC FUNDING LLC 12622VYP3 DCP 11/23/2011
12622VYP3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-23
2011-11-23
N
N
N
9025000.00
9024227.86
0.0049
N/A
N
9023826.75
9023826.75
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
9259753.07
0.0051
N/A
N
9259722.20
9259722.20
CATHOLIC HEALTH INITIATIVES
CATHOLIC HEALTH INITIATIVES 00.1200 11/09/2011
1491M0KY0
Other Commercial Paper
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
N
7250000.00
7250000.00
0.0040
N/A
N
7249927.50
7249927.50
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963UY42 DCP 11/04/2011
15963UY42
Other Commercial Paper
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
10000000.00
9999883.33
0.0055
N/A
N
9999900.00
9999900.00
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963UY91 DCP 11/09/2011
15963UY91
Other Commercial Paper
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
N
9000000.00
8999720.00
0.0049
N/A
N
8999730.00
8999730.00
CIESCO-LP
CIESCO-LP 17178CYG2 DCP 11/16/2011
17178CYG2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
N
9500000.00
9499445.83
0.0052
N/A
N
9499525.00
9499525.00
CITIGROUP FUNDING INC
CITIGROUP FUNDING INC 17307SY89 DCP 11/08/2011
17307SY89
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
N
9400000.00
9399469.94
0.0051
N/A
N
9399436.00
9399436.00
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
3108249.12
0.0017
N/A
N
3108797.80
3108797.80
COFCO CAPITAL CORP
COFCO CAPITAL CORP 1921E1Y44 DCP 11/04/2011
1921E1Y44
Other Commercial Paper
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
9500000.00
9499810.00
0.0052
N/A
N
9499905.00
9499905.00
CITY OF COLUMBUS OH
COLUMBUS SWR-ADJ-B 00.0800 06/01/2032
199561FU0
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
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
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
0.0077
N/A
N
13994540.00
13994540.00
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
3992586.66
0.0022
N/A
N
3993160.00
3993160.00
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 20272DDA5 DCP 04/10/2012
20272DDA5
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
N
10250000.00
10228913.48
0.0056
N/A
N
10227552.50
10227552.50
DNB NOR BANK ASA
DNB NOR BANK ASA 2332K0DG4 DCP 04/16/2012
2332K0DG4
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-04-16
2012-04-16
N
N
N
17500000.00
17456974.31
0.0096
N/A
N
17457125.00
17457125.00
DNB NOR BANK ASA
DNB NOR BANK ASA - 04/25/2012 00.0000 04/25/2012
2332K4BP8
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-04-25
2012-04-25
N
N
N
10600000.00
10600000.00
0.0058
N/A
N
10622134.90
10622134.90
DANSKE CORP
DANSKE CORP 2363F7Y36 DCP 11/03/2011
2363F7Y36
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
9500000.00
9499868.06
0.0052
N/A
N
9499905.00
9499905.00
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601VAJ0 DCP 01/18/2012
30601VAJ0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
3487000.00
3485262.31
0.0019
N/A
N
3484768.32
3484768.32
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601VAT8 DCP 01/27/2012
30601VAT8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
N
5000000.00
4997341.67
0.0027
N/A
N
4996150.00
4996150.00
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
19799670.00
0.0108
N/A
N
19799802.00
19799802.00
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
3899924.17
0.0021
N/A
N
3899984.40
3899984.40
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
5399460.00
0.0030
N/A
N
5399854.20
5399854.20
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384UW7 GDC 03/28/2012
313384UW7
Government Agency Debt
First Tier Security
N/A
N/A
2012-03-28
2012-03-28
N
N
N
6200000.00
6197706.00
0.0034
N/A
N
6198983.20
6198983.20
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384VV8 GDC 04/20/2012
313384VV8
Government Agency Debt
First Tier Security
N/A
N/A
2012-04-20
2012-04-20
N
N
N
21500000.00
21490502.38
0.0118
N/A
N
21493872.50
21493872.50
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
2999730.00
0.0016
N/A
N
2999940.00
2999940.00
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
4998597.22
0.0027
N/A
N
4999580.00
4999580.00
FHLMC
FHLMC 313396UE1 GDC 03/12/2012
313396UE1
Government Agency Debt
First Tier Security
N/A
N/A
2012-03-12
2012-03-12
N
N
N
7800000.00
7797283.00
0.0043
N/A
N
7798853.40
7798853.40
FHLMC
FHLMC 313396VB6 GDC 04/02/2012
313396VB6
Government Agency Debt
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
6307000.00
6304051.48
0.0035
N/A
N
6305391.72
6305391.72
FHLMC
FHLMC 313396VJ9 GDC 04/09/2012
313396VJ9
Government Agency Debt
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
N
12000000.00
11994933.34
0.0066
N/A
N
11996796.00
11996796.00
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
1569794.15
0.0009
N/A
N
1569948.19
1569948.19
FNMA
FNMA 313588UP8 GDC 03/21/2012
313588UP8
Government Agency Debt
First Tier Security
N/A
N/A
2012-03-21
2012-03-21
N
N
N
25800000.00
25790905.50
0.0141
N/A
N
25795949.40
25795949.40
FNMA
FNMA 313588VT9 GDC 04/18/2012
313588VT9
Government Agency Debt
First Tier Security
N/A
N/A
2012-04-18
2012-04-18
N
N
N
13462000.00
13455996.32
0.0074
N/A
N
13458203.70
13458203.70
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
8996607.50
0.0049
N/A
N
8998380.00
8998380.00
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
9895003.25
0.0054
N/A
N
9896436.00
9896436.00
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
7007299.62
0.0038
N/A
N
7007791.00
7007791.00
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
22515850.20
0.0123
N/A
N
22513937.40
22513937.40
GOVCO LLC
GOVCO LLC 38362WYH8 DCP 11/17/2011
38362WYH8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
4500000.00
4499700.00
0.0025
N/A
N
4499595.00
4499595.00
GOVCO LLC
GOVCO LLC 38362WYJ4 DCP 11/18/2011
38362WYJ4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
N
5000000.00
4999622.22
0.0027
N/A
N
4999550.00
4999550.00
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
10998432.50
0.0060
N/A
N
10998350.00
10998350.00
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
7998177.78
0.0044
N/A
N
7997840.00
7997840.00
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
9196851.56
0.0050
N/A
N
9196228.00
9196228.00
HARRIS COUNTY HEALTH FACILITIES DEVELOPMENT CORP
HARRIS HLTH-VAR-B1-TX 00.1400 10/01/2029
414152SX7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
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
0.0021
N/A
N
3795000.00
3795000.00
COUNTY OF HOWARD MD
COUNTY OF HOWARD MD 00.1400 12/08/2011
44257QBK5
Other Commercial Paper
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
10600000.00
10600000.00
0.0058
N/A
N
10600000.00
10600000.00
ING US FUNDING LLC
ING US FUNDING LLC 4497W1Y42 DCP 11/04/2011
4497W1Y42
Other Commercial Paper
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
5500000.00
5499935.83
0.0030
N/A
N
5499890.00
5499890.00
ING US FUNDING LLC
ING US FUNDING LLC 4497W1YA8 DCP 11/10/2011
4497W1YA8
Other Commercial Paper
First Tier Security
N/A
N/A
2011-11-10
2011-11-10
N
N
N
4000000.00
3999850.00
0.0022
N/A
N
3999800.00
3999800.00
INDIANA FINANCE AUTHORITY
IN FIN-VAR-LSE APP-A1 00.1200 02/01/2037
455057TP4
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
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
INDIANA FINANCE AUTHORITY
IN FIN-VAR-LSE APP-A 00.1000 02/01/2035
455057TS8
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
LUCAS OIL STADIUM
N/A
N/A
Y
INDIANA FINANCE AUTHORITY
N/A
N/A
N
9000000.00
9000470.96
0.0049
N/A
N
9000000.00
9000000.00
JUPITER SECURITIZATION CO LLC
JUPITER SECURITIZATION CO LLC 4820P3YV9 DCP 11/29/2011
4820P3YV9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
N
18400000.00
18397996.44
0.0101
N/A
N
18397056.00
18397056.00
KENTUCKY ECONOMIC DEVELOPMENT FINANCE AUTHORITY
KY ECON-VAR-C-CATHOLI 00.1100 05/01/2034
49126PCJ7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
N
11000000.00
11000000.00
0.0060
N/A
N
11000000.00
11000000.00
BOARD OF TRUSTEES OF THE LELAND STANFORD JUNIOR UNIVERSITY/THE
BOARD OF TRUSTEES OF THE LELA 5255M4AD4 DCP 01/13/2012
5255M4AD4
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
N
18900000.00
18892335.00
0.0103
N/A
N
18890287.50
18890287.50
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127TAH6 DCP 01/17/2012
53127TAH6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
10500000.00
10493936.25
0.0057
N/A
N
10492965.00
10492965.00
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
8999187.50
0.0049
N/A
N
8999370.00
8999370.00
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
8798728.89
0.0048
N/A
N
8799032.00
8799032.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LAR5 DCP 01/25/2012
56274LAR5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-01-25
2012-01-25
N
N
N
7900000.00
7892911.94
0.0043
N/A
N
7893759.00
7893759.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MYG1 DCP 11/16/2011
56274MYG1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
N
3200000.00
3199680.00
0.0018
N/A
N
3199744.00
3199744.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MYM8 DCP 11/21/2011
56274MYM8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
N
7600000.00
7598944.45
0.0042
N/A
N
7599164.00
7599164.00
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
0.0033
N/A
N
6000000.00
6000000.00
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
0.0027
N/A
N
4999800.00
4999800.00
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1200 11/16/2011
57421QHR7
Other Commercial Paper
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
10000000.00
10000000.00
0.0055
N/A
N
9999500.00
9999500.00
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
2011-11-01
2011-11-01
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
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
2011-11-01
2011-11-01
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
NORDEA NORTH AMERICA INC/DE
NORDEA NORTH AMERICA INC/DE 6555P0AQ2 DCP 01/24/2012
6555P0AQ2
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
N
17050000.00
17035280.17
0.0093
N/A
N
17037553.50
17037553.50
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
1599976.00
0.0009
N/A
N
1599984.00
1599984.00
OKLAHOMA CAPITAL IMPROVEMENT AUTHORITY
OK IMPT-HGR ED-D2-9/1 00.2300 07/01/2032
67908NSK8
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
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
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67983TAL0 DCP 01/20/2012
67983TAL0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
N
3350000.00
3348362.23
0.0018
N/A
N
3348760.50
3348760.50
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
12199830.56
0.0067
N/A
N
12199878.00
12199878.00
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67983UZ55 DCP 12/05/2011
67983UZ55
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
2800000.00
2799524.00
0.0015
N/A
N
2799720.00
2799720.00
HARVARD UNIVERSITY
HARVARD UNIVERSITY 00.0000 01/17/2012
74081JAH8
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
4000000.00
3998115.56
0.0022
N/A
N
3999320.00
3999320.00
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
7999564.44
0.0044
N/A
N
7999920.00
7999920.00
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M3YJ7 DCP 11/18/2011
7443M3YJ7
Other Commercial Paper
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
N
1400000.00
1399834.72
0.0008
N/A
N
1399860.00
1399860.00
PUTNAM MONEY MARKET LIQUIDITY FUND
PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P
746763168
Investment Company
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
68000000.00
68000000.00
0.0372
N/A
N
68000000.00
68000000.00
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA P/P 144A 00.7033 11/15/2012
78008FAM6
Other Note
First Tier Security
N/A
N/A
2011-11-15
2012-11-15
N
N
N
29425000.00
29427131.20
0.0161
N/A
N
29448598.80
29448598.80
ROYAL BANK OF SCOTLAND GROUP PLC
ROYAL BANK OF SCOTLAND GROUP 78009UYH7 DCP 11/17/2011
78009UYH7
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
9500000.00
9498817.78
0.0052
N/A
N
9499145.00
9499145.00
COUNTY OF ST JOSEPH IN
COUNTY OF ST JOSEPH IN 00.0000 01/05/2012
79061QA51
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
5000000.00
4997650.00
0.0027
N/A
N
4998300.00
4998300.00
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
0.0034
N/A
N
6262684.56
6262684.56
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
8398320.00
0.0046
N/A
N
8397816.00
8397816.00
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
10497302.08
0.0057
N/A
N
10497270.00
10497270.00
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257FBG9 DCP 12/29/2011
86257FBG9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-12-29
2011-12-29
N
N
N
9000000.00
8997390.00
0.0049
N/A
N
8999280.00
8999280.00
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
21999767.78
0.0120
N/A
N
21999780.00
21999780.00
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
25998216.11
0.0142
N/A
N
25998960.00
25998960.00
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN/NEW YOR 00.3100 12/02/2011
86959BZC2
Certificate of Deposit
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
6000000.00
6001109.89
0.0033
N/A
N
6000120.00
6000120.00
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN
86959JBR8
Other Note
First Tier Security
N/A
N/A
2011-12-08
2012-11-08
N
N
N
23500000.00
23500000.00
0.0129
N/A
N
23443835.00
23443835.00
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
9399725.83
0.0051
N/A
N
9399624.00
9399624.00
TEXAS PUBLIC FINANCE AUTHORITY
TEXAS PUBLIC FINANCE AUTHORIT 00.1400 11/04/2011
88276UEG6
Other Commercial Paper
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
Y
STATE OF TEXAS
N/A
N/A
N
7000000.00
7000000.00
0.0038
N/A
N
7000000.00
7000000.00
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
0.0047
N/A
N
8500000.00
8500000.00
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
0.0060
N/A
N
10922344.60
10922344.60
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
11999930.00
0.0066
N/A
N
11999880.00
11999880.00
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
4999725.00
0.0027
N/A
N
4999800.00
4999800.00
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602UYE4 DCP 11/14/2011
88602UYE4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
N
1630000.00
1629911.71
0.0009
N/A
N
1629885.90
1629885.90
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602UZK9 DCP 12/19/2011
88602UZK9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
2000000.00
1999546.67
0.0011
N/A
N
1999360.00
1999360.00
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY USD 00.4258 10/19/2012
89112XBQ7
Certificate of Deposit
First Tier Security
N/A
N/A
2012-01-19
2012-10-19
N
N
N
14500000.00
14500000.00
0.0079
N/A
N
14498985.00
14498985.00
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
5800000.00
5800000.00
0.0032
N/A
N
5800290.00
5800290.00
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 89232DZU1 DCP 12/28/2011
89232DZU1
Other Commercial Paper
First Tier Security
N/A
N/A
2011-12-28
2011-12-28
N
N
N
9500000.00
9496991.67
0.0052
N/A
N
9498290.00
9498290.00
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
9999300.00
0.0055
N/A
N
9999500.00
9999500.00
UBS FINANCE DELAWARE LLC
UBS FINANCE DELAWARE LLC 90262DYU3 DCP 11/28/2011
90262DYU3
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
9500000.00
9498860.00
0.0052
N/A
N
9498575.00
9498575.00
US BANK NA/CAYMAN ISLANDS
US BANK NA/CAYMAN ISLANDS 99423S9J0 TD 11/01/2011
99423S9J0
Other Instrument
Time Deposit
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
28500000.00
28500000.00
0.0156
N/A
N
28500000.00
28500000.00
UNIVERSITY OF MICHIGAN
UNIV MI VAR-HOSP-B 00.0800 12/01/2037
914455HC7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
UNIVERSITY OF MICHIGAN HOSPITAL
N/A
N/A
Y
UNIVERSITY OF MICHIGAN HOSPITAL
N/A
N/A
N
5000000.00
5000000.00
0.0027
N/A
N
5000000.00
5000000.00
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
0.0030
N/A
N
5475671.44
5475671.44
UNIVERSITY OF TEXAS
UNIVERSITY OF TEXAS 00.1600 01/18/2012
91513VDH0
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
28000000.00
28000000.00
0.0153
N/A
N
28000000.00
28000000.00
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
0.0125
N/A
N
22750000.00
22750000.00
VARIABLE FUNDING CAPITAL CO LLC
VARIABLE FUNDING CAPITAL CO L 92217MY19 DCP 11/01/2011
92217MY19
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
12055000.00
12055000.00
0.0066
N/A
N
12055000.00
12055000.00
VARIABLE FUNDING CAPITAL CO LLC
VARIABLE FUNDING CAPITAL CO L 92217MZM2 DCP 12/21/2011
92217MZM2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
N
11400000.00
11396832.21
0.0062
N/A
N
11396580.00
11396580.00
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646KAW2 DCP 01/30/2012
92646KAW2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-01-30
2012-01-30
N
N
N
11000000.00
10989412.50
0.0060
N/A
N
10990540.00
10990540.00
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
12895334.50
0.0071
N/A
N
12896517.00
12896517.00
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
4098270.03
0.0022
N/A
N
4098647.00
4098647.00
COUNTY OF WAKE NC
WAKE CNTY VAR-SCH-B 00.1000 03/01/2024
930863F34
Variable Rate Demand Note
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
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
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
4799361.40
0.0026
N/A
N
4799697.53
4799697.53
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
9249804.85
0.0051
N/A
N
9250277.50
9250277.50
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
18988758.33
0.0104
N/A
N
18990310.00
18990310.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.08 11/02/2011
TRIPARTY1
Government Agency Repurchase Agreement
Y
FNMA
2014-06-01
6.00%
Government Agency Debt
8122503.29
122074.13
FNMA
2021-08-01
6.50%
Government Agency Debt
5021451.50
143658.21
FNMA
2016-01-01
6.00%
Government Agency Debt
685711.21
140526.99
FNMA
2026-10-01
6.00%
Government Agency Debt
783500.00
187950.95
FNMA
2037-06-01
6.00%
Government Agency Debt
368245.00
139731.55
FNMA
2018-02-01
5.00%
Government Agency Debt
515160.97
131507.65
FNMA
2014-02-01
6.00%
Government Agency Debt
7190659.94
140569.50
FNMA
2026-02-01
3.50%
Government Agency Debt
132188.36
129470.43
FNMA
2026-03-01
3.50%
Government Agency Debt
196950.59
188597.17
FNMA
2026-03-01
4.00%
Government Agency Debt
194053.05
188390.63
FNMA
2026-06-01
4.00%
Government Agency Debt
122398.37
124058.67
FNMA
2041-07-01
5.00%
Government Agency Debt
133328.20
143803.08
FNMA
2041-04-01
4.50%
Government Agency Debt
261447.21
261334.67
FNMA
2041-05-01
4.50%
Government Agency Debt
162619.66
138549.45
FNMA
2041-05-01
4.50%
Government Agency Debt
204572.16
188539.45
FNMA
2041-06-01
4.50%
Government Agency Debt
156840.09
137860.55
FNMA
2041-08-01
5.00%
Government Agency Debt
94395.45
101932.68
FNMA
2041-10-01
4.50%
Government Agency Debt
142308.05
150857.63
FNMA
2041-10-01
4.50%
Government Agency Debt
115936.69
122901.93
FNMA
2026-11-01
3.50%
Government Agency Debt
143056.44
148891.96
FNMA
2032-06-01
2.18%
Government Agency Debt
3638609.73
136794.64
FNMA
2032-06-01
2.31%
Government Agency Debt
1567698.41
139487.94
FNMA
2032-09-01
6.50%
Government Agency Debt
1112126.85
188668.48
FNMA
2032-12-01
6.00%
Government Agency Debt
626800.00
213884.12
FNMA
2019-09-01
5.50%
Government Agency Debt
663303.27
135642.00
FNMA
2033-10-01
2.33%
Government Agency Debt
5580100.01
167352.71
FNMA
2024-12-01
6.50%
Government Agency Debt
2163243.50
143596.33
FNMA
2033-10-01
4.59%
Government Agency Debt
446089.64
164431.89
FNMA
2034-05-01
5.50%
Government Agency Debt
264778.34
130884.73
FNMA
2035-03-01
5.50%
Government Agency Debt
364327.50
313969.11
FNMA
2035-06-01
2.47%
Government Agency Debt
853126.51
169431.14
FNMA
2035-09-01
5.50%
Government Agency Debt
564154.94
142292.65
FNMA
2036-05-01
2.59%
Government Agency Debt
813829.76
161125.06
FNMA
2036-08-01
6.50%
Government Agency Debt
603738.15
141399.37
FNMA
2038-09-01
5.50%
Government Agency Debt
208557.04
135450.28
FNMA
2037-04-01
5.50%
Government Agency Debt
313042.41
122401.21
FNMA
2037-07-01
6.00%
Government Agency Debt
331813.03
141859.65
FNMA
2037-08-01
6.00%
Government Agency Debt
290489.99
121946.63
FNMA
2037-05-01
6.00%
Government Agency Debt
327146.51
272009.92
FNMA
2037-04-01
5.00%
Government Agency Debt
321235.00
141343.71
FNMA
2037-02-01
6.00%
Government Agency Debt
98880.52
36968.92
FNMA
2037-04-01
6.50%
Government Agency Debt
299604.60
140486.13
FNMA
2038-05-01
5.50%
Government Agency Debt
359731.49
135396.61
FNMA
2049-08-01
5.00%
Government Agency Debt
191784.50
188028.92
FNMA
2037-06-01
6.00%
Government Agency Debt
371989.50
140664.98
FNMA
2037-09-01
6.50%
Government Agency Debt
251082.92
139281.44
FNMA
2037-10-01
7.00%
Government Agency Debt
962800.53
142837.59
FNMA
2037-08-01
6.50%
Government Agency Debt
585586.02
138523.04
FNMA
2037-08-01
6.50%
Government Agency Debt
410760.53
143498.15
FNMA
2037-09-01
6.00%
Government Agency Debt
470637.64
140264.99
FNMA
2037-10-01
5.50%
Government Agency Debt
340854.47
137880.82
FNMA
2037-10-01
7.00%
Government Agency Debt
655923.64
140613.02
FNMA
2037-11-01
6.00%
Government Agency Debt
672755.25
141562.41
FNMA
2038-10-01
6.50%
Government Agency Debt
256019.75
140833.12
FNMA
2023-02-01
5.00%
Government Agency Debt
618486.91
141637.72
FNMA
2038-06-01
5.50%
Government Agency Debt
282884.56
141487.47
FNMA
2038-05-01
6.50%
Government Agency Debt
322314.35
138839.85
FNMA
2038-09-01
6.00%
Government Agency Debt
107611.06
28298.72
FNMA
2039-01-01
4.50%
Government Agency Debt
625526.66
291117.56
FNMA
2039-01-01
6.50%
Government Agency Debt
151268.78
122744.37
FNMA
2024-02-01
5.00%
Government Agency Debt
606947.83
135922.63
FNMA
2039-03-01
6.50%
Government Agency Debt
154853.92
122380.78
FNMA
2039-03-01
4.50%
Government Agency Debt
482929.34
332195.50
FNMA
2025-06-01
4.00%
Government Agency Debt
185585.76
141524.23
FNMA
2026-01-01
3.50%
Government Agency Debt
217507.91
207675.88
FNMA
2041-08-01
3.00%
Government Agency Debt
140634.49
137928.75
FNMA
2039-08-01
4.50%
Government Agency Debt
136520.02
122440.05
FNMA
2024-10-01
4.00%
Government Agency Debt
215062.13
143684.10
FNMA
2021-08-01
3.00%
Government Agency Debt
137156.85
137333.66
FNMA
2039-10-01
6.00%
Government Agency Debt
240346.15
121972.58
FNMA
2040-03-01
4.50%
Government Agency Debt
159017.12
138628.29
FNMA
2025-07-01
4.00%
Government Agency Debt
144209.13
116727.72
FNMA
2025-12-01
3.50%
Government Agency Debt
110189.40
104751.85
FNMA
2040-11-01
4.00%
Government Agency Debt
284088.32
285636.14
GNMA
2041-04-15
5.00%
Government Agency Debt
306201.67
335913.21
GNMA
2041-08-15
5.00%
Government Agency Debt
145435.46
160243.50
GNMA
2041-05-15
5.00%
Government Agency Debt
314695.91
334065.61
GNMA
2041-06-15
4.50%
Government Agency Debt
180406.67
193493.83
GNMA
2041-10-15
4.50%
Government Agency Debt
173790.17
189278.35
GNMA
2041-08-15
4.50%
Government Agency Debt
158925.30
172857.42
GNMA
2041-09-15
4.50%
Government Agency Debt
154438.66
167965.45
GNMA
2035-09-15
5.50%
Government Agency Debt
839753.89
286236.98
GNMA
2035-04-15
5.50%
Government Agency Debt
794787.10
262399.38
GNMA
2040-04-15
5.00%
Government Agency Debt
141106.31
152332.60
GNMA
2033-08-15
5.50%
Government Agency Debt
783500.00
292757.99
GNMA
2040-04-15
5.00%
Government Agency Debt
252401.39
151708.27
GNMA
2039-02-20
5.50%
Government Agency Debt
254156.43
126724.49
GNMA
2036-10-20
7.00%
Government Agency Debt
1320263.31
267737.21
GNMA
2037-12-20
7.00%
Government Agency Debt
783500.00
176971.10
GNMA
2038-06-20
6.50%
Government Agency Debt
1394630.00
155729.93
GNMA
2039-01-20
5.50%
Government Agency Debt
597468.27
274853.75
GNMA
2039-12-20
5.50%
Government Agency Debt
191023.10
145932.93
GNMA
2040-08-20
6.50%
Government Agency Debt
248703.11
265121.70
GNMA
2040-10-20
6.50%
Government Agency Debt
265370.82
297179.39
GNMA
2041-03-20
4.00%
Government Agency Debt
175486.45
182033.52
GNMA
2039-09-20
5.50%
Government Agency Debt
256343.65
234962.34
GNMA
2041-02-20
6.50%
Government Agency Debt
135004.26
151258.65
GNMA
2041-04-20
5.50%
Government Agency Debt
308753.53
320418.23
GNMA
2041-05-20
5.50%
Government Agency Debt
149261.14
156714.39
GNMA
2041-09-20
5.50%
Government Agency Debt
156700.00
173994.44
GNMA
2039-09-20
6.00%
Government Agency Debt
141396.99
158392.20
GNMA
2024-09-20
2.63%
Government Agency Debt
12226517.50
145244.80
GNMA
2059-12-20
1.62%
Government Agency Debt
240210.60
188313.18
GNMA
2039-05-15
5.00%
Government Agency Debt
482387.32
322769.85
GNMA
2040-01-15
4.50%
Government Agency Debt
341648.62
301723.24
GNMA
2040-08-15
5.00%
Government Agency Debt
315302.02
324808.89
GNMA
2040-09-15
5.00%
Government Agency Debt
156684.49
159748.53
GNMA
2040-01-15
5.00%
Government Agency Debt
208262.14
166288.73
GNMA
2052-06-15
5.04%
Government Agency Debt
127768.01
138745.58
GNMA
2040-04-15
5.00%
Government Agency Debt
161031.50
167592.74
GNMA
2040-03-15
5.00%
Government Agency Debt
340072.22
323927.61
GNMA
2040-04-15
5.00%
Government Agency Debt
150948.95
156377.51
GNMA
2041-02-15
4.50%
Government Agency Debt
285621.79
291437.68
GNMA
2041-06-15
4.50%
Government Agency Debt
220874.29
235678.83
GNMA
2040-04-20
4.50%
Government Agency Debt
715310.58
316574.34
GNMA
2040-06-15
5.00%
Government Agency Debt
304857.97
329490.74
GNMA
2040-07-15
5.00%
Government Agency Debt
177662.54
154228.52
GNMA
2040-12-15
5.00%
Government Agency Debt
302339.17
331893.85
GNMA
2040-06-15
5.00%
Government Agency Debt
162981.95
151816.82
GNMA
2040-05-15
5.00%
Government Agency Debt
165125.92
163437.07
GNMA
2026-01-15
3.50%
Government Agency Debt
300316.80
304859.71
GNMA
2040-02-20
4.50%
Government Agency Debt
535063.43
297286.23
GNMA
2040-06-15
5.00%
Government Agency Debt
177134.46
155706.54
GNMA
2053-06-15
4.45%
Government Agency Debt
148272.83
155127.24
GNMA
2040-10-15
5.00%
Government Agency Debt
150512.23
163573.27
GNMA
2035-05-15
5.50%
Government Agency Debt
980589.11
260650.98
GNMA
2030-12-15
6.00%
Government Agency Debt
256217.04
122405.74
GNMA
2032-08-20
2.63%
Government Agency Debt
2576516.09
142150.07
GNMA
2034-08-20
2.63%
Government Agency Debt
1096900.00
145678.73
GNMA
2051-10-15
5.55%
Government Agency Debt
188259.69
207212.17
GNMA
2040-12-15
4.00%
Government Agency Debt
313400.00
327290.98
GNMA
2040-12-15
4.00%
Government Agency Debt
313400.00
325456.51
GNMA
2041-05-15
4.50%
Government Agency Debt
161885.83
170665.23
GNMA
2026-03-15
3.50%
Government Agency Debt
268881.69
275510.29
GNMA
2026-02-15
3.50%
Government Agency Debt
268467.53
264236.52
GNMA
2041-03-15
4.50%
Government Agency Debt
204074.33
206487.52
GNMA
2037-03-15
7.00%
Government Agency Debt
697295.10
256723.90
GNMA
2036-07-15
7.00%
Government Agency Debt
1716517.97
250450.70
GNMA
2036-11-15
7.00%
Government Agency Debt
1262071.99
226754.64
GNMA
2037-08-15
7.00%
Government Agency Debt
1686163.46
279010.86
GNMA
2036-10-15
7.00%
Government Agency Debt
2070191.75
257680.45
GNMA
2037-08-15
7.00%
Government Agency Debt
1588276.88
238994.49
GNMA
2035-04-15
5.50%
Government Agency Debt
1056739.36
310537.40
GNMA
2034-06-15
6.50%
Government Agency Debt
295379.50
275038.35
GNMA
2035-04-15
5.50%
Government Agency Debt
697844.96
276338.67
GNMA
2037-06-15
6.00%
Government Agency Debt
338419.98
288237.56
GNMA
2036-08-15
7.00%
Government Agency Debt
1599106.42
252107.38
GNMA
2036-11-15
7.00%
Government Agency Debt
620647.96
153327.50
GNMA
2036-08-15
7.00%
Government Agency Debt
2765105.48
301493.24
GNMA
2036-09-15
7.00%
Government Agency Debt
4189196.65
298988.88
GNMA
2036-09-15
7.00%
Government Agency Debt
682441.35
152366.80
GNMA
2036-10-15
7.00%
Government Agency Debt
2646478.72
300745.86
GNMA
2036-10-15
7.00%
Government Agency Debt
844982.81
152104.19
GNMA
2037-04-15
7.00%
Government Agency Debt
581047.67
171458.02
GNMA
2037-01-15
7.00%
Government Agency Debt
1320592.38
246872.76
GNMA
2037-05-15
5.50%
Government Agency Debt
220537.23
122311.50
GNMA
2039-02-15
7.00%
Government Agency Debt
295084.90
258344.06
GNMA
2037-09-15
7.00%
Government Agency Debt
1355550.43
255366.31
GNMA
2037-09-15
7.00%
Government Agency Debt
2666432.74
285337.87
GNMA
2037-09-15
7.00%
Government Agency Debt
543780.34
195965.77
GNMA
2037-10-15
7.00%
Government Agency Debt
2696870.93
262614.06
GNMA
2037-09-15
7.00%
Government Agency Debt
1808215.05
199588.52
GNMA
2038-10-15
7.00%
Government Agency Debt
922413.77
276513.32
GNMA
2038-03-15
5.00%
Government Agency Debt
607037.00
323832.47
GNMA
2037-09-15
7.00%
Government Agency Debt
1754945.04
334665.51
GNMA
2037-09-15
7.00%
Government Agency Debt
1702516.67
255052.77
GNMA
2037-09-15
7.00%
Government Agency Debt
1042967.93
153606.19
GNMA
2038-03-15
7.00%
Government Agency Debt
1158047.63
272950.70
GNMA
2037-10-15
7.00%
Government Agency Debt
889578.07
157753.21
GNMA
2040-06-15
5.00%
Government Agency Debt
334906.76
331220.83
GNMA
2038-10-15
7.00%
Government Agency Debt
1318411.28
321343.62
GNMA
2037-11-15
7.00%
Government Agency Debt
1560649.26
305887.03
GNMA
2037-11-15
7.00%
Government Agency Debt
1683193.68
274466.95
GNMA
2038-12-15
7.00%
Government Agency Debt
859442.93
326782.96
GNMA
2041-08-15
5.00%
Government Agency Debt
148547.37
163718.71
GNMA
2038-12-15
7.00%
Government Agency Debt
265709.77
154614.89
GNMA
2038-11-15
7.00%
Government Agency Debt
317136.98
165101.10
GNMA
2038-10-15
7.00%
Government Agency Debt
1177917.19
250583.24
GNMA
2038-11-15
7.00%
Government Agency Debt
2881513.83
293648.85
GNMA
2039-01-15
7.00%
Government Agency Debt
693433.70
293210.83
GNMA
2038-10-15
7.00%
Government Agency Debt
710054.87
309618.17
GNMA
2039-01-15
5.00%
Government Agency Debt
220726.68
158327.91
GNMA
2038-10-15
7.00%
Government Agency Debt
1070981.19
262071.80
GNMA
2038-10-15
7.00%
Government Agency Debt
1522111.72
329111.56
GNMA
2038-12-15
7.00%
Government Agency Debt
313412.69
306759.63
GNMA
2039-01-15
7.00%
Government Agency Debt
657367.47
222742.84
GNMA
2038-12-15
7.00%
Government Agency Debt
570088.08
312314.45
GNMA
2039-01-15
7.00%
Government Agency Debt
540534.14
259061.05
GNMA
2026-01-15
3.50%
Government Agency Debt
317715.67
322566.53
GNMA
2039-04-15
5.00%
Government Agency Debt
215940.91
170331.75
GNMA
2024-05-15
5.50%
Government Agency Debt
171092.74
166506.58
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
38000000.00
38000000.00
0.0208
N/A
N
38000000.00
38000000.00
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 00.4900 04/11/2012
63252E9A2
Certificate of Deposit
First Tier Security
N/A
N/A
2012-04-11
2012-04-11
N
N
N
10000000.00
10000448.91
0.0055
N/A
N
9992800.00
9992800.00
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 0.11 11/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
GNMA
2041-08-20
4.00%
Government Agency Debt
47795094.50
50735129.00
GNMA
2041-08-20
4.50%
Government Agency Debt
47501519.29
51283741.10
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
100000000.00
100000000.00
0.0548
N/A
N
100000000.00
100000000.00
J.P. MORGAN SECURITIES
REPO TRIPA CORPO 0.27 11/23/2011
TRIPARTY1
Other Repurchase Agreement
N
ALLEGHENY ENERGY SUPPLY COMPAN
2039-10-15
6.75%
Other Note
3425387.00
3669796.86
ALLEGHENY ENERGY SUPPLY COMPAN
2012-04-15
8.25%
Other Note
455511.00
470705.71
EMBRAER OVERSEAS LIMITED
2020-01-15
6.38%
Other Note
4250321.60
4734415.27
FAIRFAX FINANCIAL HOLDINGS LIM
2021-05-15
5.80%
Other Note
3819606.00
3684277.31
ALCOA INC $3.75 PRF
2014-03-15
5.25%
Other Note
1114400.00
2141389.31
First Tier Security
N/A
N/A
2011-11-23
2011-11-23
N
N
N
14000000.00
14000000.00
0.0077
N/A
Y
14000980.00
14000980.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.1 11/01/2011
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2040-09-01
3.01%
Government Agency Debt
3869431.45
1759009.50
FMAC
2038-05-01
5.21%
Government Agency Debt
2616505.94
1429064.30
FMAC
2036-01-01
2.60%
Government Agency Debt
7248959.09
1904472.01
FMAC
2037-02-01
5.49%
Government Agency Debt
4874038.82
1923220.81
FMAC
2036-02-01
2.32%
Government Agency Debt
7521833.26
1824538.33
FMAC
2040-12-01
3.00%
Government Agency Debt
2408346.00
1797979.33
FMAC
2041-09-01
3.81%
Government Agency Debt
1952599.38
1943499.69
FMAC
2033-04-01
5.00%
Government Agency Debt
6697356.27
1621486.81
FMAC
2035-09-01
2.48%
Government Agency Debt
2571829.70
1941626.30
FNMA
2020-10-01
3.54%
Government Agency Debt
1894067.48
1956081.15
FNMA
2034-02-01
2.43%
Government Agency Debt
10262100.00
1923836.64
FNMA
2037-09-01
6.00%
Government Agency Debt
4936200.00
1813500.02
FNMA
2037-09-01
5.22%
Government Agency Debt
8498352.48
1898000.69
FNMA
2038-04-01
5.01%
Government Agency Debt
3255756.18
1828367.74
FNMA
2038-08-01
5.00%
Government Agency Debt
4173508.39
1800618.54
FNMA
2039-07-01
3.90%
Government Agency Debt
2599079.60
1929542.99
FNMA
2040-03-01
3.96%
Government Agency Debt
1918911.90
1852684.89
FNMA
2040-10-01
3.77%
Government Agency Debt
1848291.24
1881732.98
FNMA
2041-05-01
3.65%
Government Agency Debt
1932867.83
1895753.90
GNMA
2039-07-20
4.00%
Government Agency Debt
1969233.34
1897266.68
GNMA
2041-09-20
4.00%
Government Agency Debt
1782293.60
1899734.87
GNMA
2041-04-20
5.00%
Government Agency Debt
28660.23
29682.18
U.S. TREASURY
2016-05-31
1.75%
Treasury Debt
3806.07
3964.77
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
38000000.00
38000000.00
0.0208
N/A
N
38000000.00
38000000.00
BARCLAYS CAPITAL, INC.
REPO TRIPA MORTG 0.09 11/01/2011
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2037-04-01
6.00%
Government Agency Debt
924948.40
582800.19
FMAC
2025-04-01
4.00%
Government Agency Debt
657555.49
598994.11
FMAC
2021-05-01
3.00%
Government Agency Debt
166061.04
161579.13
FMAC
2041-05-01
4.50%
Government Agency Debt
555746.10
584222.73
FNMA
2026-02-01
3.50%
Government Agency Debt
597540.00
591227.91
FNMA
2041-07-01
4.00%
Government Agency Debt
573901.71
594463.42
FNMA
2041-09-01
5.00%
Government Agency Debt
548379.47
592843.20
FNMA
2026-08-01
3.50%
Government Agency Debt
584550.00
591418.75
FNMA
2041-09-01
4.00%
Government Agency Debt
1148938.61
1189975.63
FNMA
2035-01-01
5.50%
Government Agency Debt
2078400.00
597530.48
FNMA
2026-06-01
3.50%
Government Agency Debt
597540.00
582243.41
FNMA
2039-03-01
5.50%
Government Agency Debt
756093.34
339770.24
FNMA
2035-12-01
7.00%
Government Agency Debt
779400.00
586902.26
FNMA
2040-07-01
4.00%
Government Agency Debt
113695.10
106600.39
GNMA
2041-03-20
4.50%
Government Agency Debt
6702639.17
6991685.08
GNMA
2039-06-15
4.50%
Government Agency Debt
7817550.74
6446349.16
GNMA
2039-10-15
4.00%
Government Agency Debt
6495000.00
6435177.55
GNMA
2061-04-20
4.84%
Government Agency Debt
8492241.47
8944867.54
GNMA
2039-12-15
5.50%
Government Agency Debt
1231192.20
845462.79
GNMA
2039-06-15
4.50%
Government Agency Debt
679766.70
619420.73
GNMA
2039-08-15
5.00%
Government Agency Debt
1139220.53
772130.37
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
38000000.00
38000000.00
0.0208
N/A
N
38000000.00
38000000.00
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 00.5000 04/23/2012
63252E9B0
Certificate of Deposit
First Tier Security
N/A
N/A
2012-04-23
2012-04-23
N
N
N
18800000.00
18800000.00
0.0103
N/A
N
18807332.00
18807332.00
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137SY28 DCP 11/02/2011
98137SY28
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
9842000.00
9841920.72
0.0054
N/A
N
9841901.58
9841901.58
YALE UNIVERSITY
YALE UNIVERSITY 00.0000 01/17/2012
98459RAH3
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
8000000.00
7997262.21
0.0044
N/A
N
7994880.00
7994880.00
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
0.0038
N/A
N
6995450.00
6995450.00
J.P. MORGAN SECURITIES
REPO TRIPA CORPO 0.18 11/01/2011
TRIPARTY2
Other Repurchase Agreement
N
PROLOGIS TRUST
2016-04-01
5.75%
Other Note
489149.00
508755.06
ZIONS BANCORPORATION
2014-09-23
7.75%
Other Note
139825.50
149627.99
PLAINS ALL AMERICAN PIPELINE
2019-05-01
8.75%
Other Note
100905.00
128523.77
PLAINS ALL AMERICAN PIPELINE
2018-05-01
6.50%
Other Note
528550.00
622480.10
NEXEN INC
2019-07-30
6.20%
Other Note
2174262.50
2499814.75
DOMTAR CORPORATION
2017-06-01
10.75%
Other Note
376231.50
472170.53
ARCELORMITTAL CLASS A N.Y. REG
2020-08-05
5.25%
Other Note
448787.00
437426.34
NEXEN INC
2039-07-30
7.50%
Other Note
1034997.00
1253422.79
PRIDE INTERNATIONAL INC (DELA
2020-08-15
6.88%
Other Note
8080568.50
9781379.84
ENTERGY CORP NEW
2020-09-15
5.13%
Other Note
36998.50
37152.19
DOMTAR CORPORATION
2015-08-15
7.13%
Other Note
864900.00
978949.65
PERNOD RICHARD S A
2022-01-15
4.45%
Other Note
10210625.00
10458212.27
ALLEGHENY TECHNOLOGIES INC NEW
2019-06-01
9.38%
Other Note
1428526.50
1813157.31
CANADIAN PACIFIC RAILWAY
2023-03-15
4.45%
Other Note
1922000.00
1995946.27
CLIFFS NATURAL RESOURCES INC.
2020-10-01
4.80%
Other Note
1021062.50
1015245.86
CLIFFS NATURAL RESOURCES INC.
2040-10-01
6.25%
Other Note
28830.00
29108.92
AVIATION CAPITAL GROUP CORP.
2020-10-15
7.13%
Other Note
492512.50
484401.87
O'REILLY AUTOMOTIVE NEW
2021-09-15
4.63%
Other Note
240250.00
240021.12
PPL WEM HLDGS PLC
2016-05-01
3.90%
Other Note
2118044.00
2195511.37
PENTAIR INC.
2021-05-15
5.00%
Other Note
2441901.00
2573812.61
TUPPERWARE CORPORATION
2021-06-01
4.75%
Other Note
21622.50
21629.80
UNITED BUSINESS MEDIA LIMITED
2020-11-03
5.75%
Other Note
1143590.00
1153540.20
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
37000000.00
37000000.00
0.0203
N/A
N
37000000.00
37000000.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.12 11/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2031-01-01
3.50%
Government Agency Debt
6198588.83
5972148.03
FMAC
2038-03-01
5.00%
Government Agency Debt
14269715.87
5399059.49
FMAC
2037-10-01
7.00%
Government Agency Debt
15360000.00
5856363.50
FMAC
2037-11-01
6.00%
Government Agency Debt
18649678.54
6072647.45
FMAC
2031-10-01
3.50%
Government Agency Debt
5968945.92
6147099.06
FMAC
2025-05-01
4.50%
Government Agency Debt
6667246.23
5603776.13
FMAC
2025-08-01
4.50%
Government Agency Debt
5837471.39
5535336.60
FMAC
2026-01-01
3.50%
Government Agency Debt
6159778.41
6045370.85
FMAC
2026-03-01
4.00%
Government Agency Debt
1840844.08
1849914.23
FMAC
2026-04-01
4.00%
Government Agency Debt
5095137.64
5150693.16
FMAC
2041-10-01
4.00%
Government Agency Debt
6192685.98
6335664.78
FMAC
2040-11-01
4.50%
Government Agency Debt
5236201.11
5172891.54
FMAC
2040-11-01
4.50%
Government Agency Debt
5224790.17
5161891.87
FMAC
2041-02-01
4.50%
Government Agency Debt
5410616.22
5212570.62
FMAC
2041-02-01
4.50%
Government Agency Debt
6084693.50
6017013.92
FMAC
2041-05-01
5.00%
Government Agency Debt
4627516.57
4976353.66
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
84822000.00
84822000.00
0.0464
N/A
N
84822000.00
84822000.00
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 0.11 11/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2031-12-01
5.50%
Government Agency Debt
8385371.85
849090.22
FMAC
2035-07-01
5.00%
Government Agency Debt
2416700.00
822168.14
FMAC
2035-07-01
5.00%
Government Agency Debt
2721789.92
881214.82
FMAC
2035-06-01
6.00%
Government Agency Debt
3256656.16
822070.78
FMAC
2037-12-01
6.00%
Government Agency Debt
2473822.00
833101.56
FMAC
2034-05-01
5.00%
Government Agency Debt
1219335.00
862221.44
FMAC
2036-02-01
2.47%
Government Agency Debt
3807790.97
860829.69
FMAC
2020-09-01
4.50%
Government Agency Debt
3185650.00
854880.81
FMAC
2025-06-01
4.50%
Government Agency Debt
922740.00
831188.31
FMAC
2026-08-01
4.50%
Government Agency Debt
782402.01
834801.59
FMAC
2026-07-01
4.00%
Government Agency Debt
793494.66
821124.10
FMAC
2026-05-01
4.00%
Government Agency Debt
815147.20
839971.87
FMAC
2026-08-01
3.50%
Government Agency Debt
824360.10
849141.73
FMAC
2026-09-01
3.50%
Government Agency Debt
795828.54
823723.11
FMAC
2026-10-01
3.50%
Government Agency Debt
840598.56
870012.29
FMAC
2026-10-01
4.00%
Government Agency Debt
776872.60
824656.74
FMAC
2026-10-01
4.00%
Government Agency Debt
780384.29
830994.79
FMAC
2026-10-01
3.50%
Government Agency Debt
822330.51
860802.15
FMAC
2041-08-01
4.00%
Government Agency Debt
857245.89
874737.37
FMAC
2037-06-01
2.57%
Government Agency Debt
1104165.84
830096.48
FMAC
2038-11-01
5.50%
Government Agency Debt
340599.81
161971.44
FMAC
2038-11-01
5.50%
Government Agency Debt
1543815.86
866208.41
FMAC
2037-04-01
5.50%
Government Agency Debt
1710238.39
882239.44
FMAC
2040-01-01
5.50%
Government Agency Debt
854438.57
822091.43
FMAC
2040-01-01
4.50%
Government Agency Debt
884292.50
844561.44
FMAC
2040-06-01
5.00%
Government Agency Debt
878800.00
868771.35
FMAC
2040-11-01
4.50%
Government Agency Debt
783411.09
818570.74
FMAC
2041-02-01
4.50%
Government Agency Debt
796082.07
830660.38
FMAC
2034-01-01
5.50%
Government Agency Debt
2539785.17
816330.39
FMAC
2030-05-01
6.00%
Government Agency Debt
9520253.73
865629.24
FMAC
2026-07-01
4.50%
Government Agency Debt
826487.01
874483.71
FMAC
2031-07-01
4.50%
Government Agency Debt
829663.00
876448.49
FMAC
2041-05-01
5.50%
Government Agency Debt
778879.12
821413.78
FMAC
2041-04-01
4.00%
Government Agency Debt
847962.03
876600.74
FMAC
2041-08-01
5.00%
Government Agency Debt
767827.11
835059.08
FMAC
2041-08-01
5.50%
Government Agency Debt
763491.11
844040.90
FMAC
2041-07-01
5.00%
Government Agency Debt
813779.57
875224.74
FMAC
2041-07-01
4.00%
Government Agency Debt
820995.61
845704.56
FMAC
2041-07-01
5.00%
Government Agency Debt
805959.34
878459.23
FMAC
2041-07-01
5.00%
Government Agency Debt
789948.05
861158.47
FMAC
2041-08-01
4.00%
Government Agency Debt
829341.58
850744.82
FMAC
2041-08-01
5.00%
Government Agency Debt
766604.70
825457.54
FMAC
2041-10-01
5.00%
Government Agency Debt
809125.88
872529.94
FMAC
2041-09-01
4.00%
Government Agency Debt
793116.12
826794.92
FMAC
2041-09-01
4.00%
Government Agency Debt
816173.86
846364.26
FMAC
2041-09-01
5.00%
Government Agency Debt
808294.97
871337.94
FMAC
2041-10-01
5.00%
Government Agency Debt
774296.62
846790.13
FMAC
2041-10-01
3.50%
Government Agency Debt
837583.62
848450.99
FNMA
2026-04-01
6.00%
Government Agency Debt
2687404.45
823768.73
FNMA
2023-10-01
5.50%
Government Agency Debt
2692945.07
849305.64
FNMA
2017-12-01
6.00%
Government Agency Debt
2847821.70
840463.91
FNMA
2041-01-01
4.50%
Government Agency Debt
786632.33
823039.79
FNMA
2041-01-01
5.50%
Government Agency Debt
772452.24
835092.31
FNMA
2025-11-01
3.50%
Government Agency Debt
923517.52
851719.68
FNMA
2040-12-01
4.50%
Government Agency Debt
831929.42
866730.68
FNMA
2021-01-01
3.50%
Government Agency Debt
896107.31
841414.63
FNMA
2041-03-01
5.00%
Government Agency Debt
780646.17
840879.94
FNMA
2026-02-01
4.50%
Government Agency Debt
875930.50
867999.13
FNMA
2041-04-01
4.00%
Government Agency Debt
819169.03
831261.17
FNMA
2041-03-01
4.00%
Government Agency Debt
821606.38
844365.40
FNMA
2026-03-01
4.00%
Government Agency Debt
818675.58
845145.54
FNMA
2041-03-01
5.00%
Government Agency Debt
766167.50
822609.21
FNMA
2031-04-01
4.50%
Government Agency Debt
811556.64
843962.34
FNMA
2031-04-01
5.00%
Government Agency Debt
814792.82
868216.65
FNMA
2026-05-01
3.50%
Government Agency Debt
881292.94
874031.29
FNMA
2041-05-01
5.00%
Government Agency Debt
802413.39
872491.89
FNMA
2026-06-01
4.00%
Government Agency Debt
818384.70
833063.18
FNMA
2026-06-01
4.00%
Government Agency Debt
836472.60
879951.88
FNMA
2026-06-01
3.50%
Government Agency Debt
838044.11
855079.24
FNMA
2026-07-01
3.50%
Government Agency Debt
818603.74
832690.54
FNMA
2031-08-01
4.00%
Government Agency Debt
826888.62
859674.43
FNMA
2041-08-01
5.00%
Government Agency Debt
795105.50
858509.98
FNMA
2041-08-01
4.50%
Government Agency Debt
846237.16
859704.58
FNMA
2041-09-01
4.50%
Government Agency Debt
786109.23
832259.05
FNMA
2026-09-01
4.50%
Government Agency Debt
784838.48
838858.99
FNMA
2041-08-01
5.50%
Government Agency Debt
768527.52
836474.70
FNMA
2026-09-01
3.50%
Government Agency Debt
850361.15
881174.97
FNMA
2026-08-01
4.00%
Government Agency Debt
791606.78
827856.10
FNMA
2026-10-01
3.50%
Government Agency Debt
796758.31
829259.41
FNMA
2026-09-01
4.00%
Government Agency Debt
791317.88
839806.97
FNMA
2041-09-01
4.50%
Government Agency Debt
777985.16
830999.18
FNMA
2041-09-01
4.50%
Government Agency Debt
821617.58
869658.27
FNMA
2041-09-01
4.50%
Government Agency Debt
830608.81
879265.79
FNMA
2041-09-01
4.50%
Government Agency Debt
793755.67
838498.30
FNMA
2026-10-01
3.50%
Government Agency Debt
819653.68
850095.13
FNMA
2041-11-01
5.00%
Government Agency Debt
779496.70
858319.14
FNMA
2041-11-01
5.00%
Government Agency Debt
786181.07
854560.48
FNMA
2034-08-01
6.00%
Government Agency Debt
4597855.90
847023.45
FNMA
2035-04-01
6.00%
Government Agency Debt
3396785.22
835172.64
FNMA
2033-07-01
5.00%
Government Agency Debt
1968297.13
851089.86
FNMA
2033-10-01
5.50%
Government Agency Debt
3588122.82
874864.05
FNMA
2034-03-01
5.00%
Government Agency Debt
1817138.70
859962.74
FNMA
2034-09-01
5.50%
Government Agency Debt
2160335.80
828065.89
FNMA
2035-03-01
2.55%
Government Agency Debt
4431095.47
821232.86
FNMA
2033-04-01
6.50%
Government Agency Debt
2144748.97
864885.18
FNMA
2036-02-01
2.37%
Government Agency Debt
3658378.49
835269.45
FNMA
2037-03-01
6.00%
Government Agency Debt
2866434.25
867074.33
FNMA
2022-06-01
5.50%
Government Agency Debt
2060109.54
873173.89
FNMA
2036-08-01
6.50%
Government Agency Debt
1162590.01
834472.02
FNMA
2024-10-01
4.50%
Government Agency Debt
1050605.40
843876.42
FNMA
2037-05-01
6.00%
Government Agency Debt
138950.36
64518.94
FNMA
2031-02-01
5.00%
Government Agency Debt
1388907.59
816919.92
FNMA
2038-08-01
6.00%
Government Agency Debt
1811070.15
831077.02
FNMA
2040-07-01
5.50%
Government Agency Debt
790801.80
830542.14
FNMA
2040-10-01
5.00%
Government Agency Debt
865338.54
876943.61
FNMA
2041-05-01
4.50%
Government Agency Debt
789077.82
826331.10
FNMA
2040-12-01
4.00%
Government Agency Debt
851337.50
863823.48
FNMA
2041-09-01
4.50%
Government Agency Debt
801753.85
847740.83
FNMA
2026-08-01
3.50%
Government Agency Debt
803287.57
825083.98
FNMA
2024-10-01
4.50%
Government Agency Debt
970655.03
831651.02
FNMA
2036-10-01
5.50%
Government Agency Debt
997376.48
852162.22
FNMA
2040-01-01
5.50%
Government Agency Debt
851508.21
852404.15
FNMA
2041-07-01
4.50%
Government Agency Debt
850046.54
858552.39
FNMA
2040-11-01
4.00%
Government Agency Debt
878800.00
856963.53
FNMA
2040-02-01
4.50%
Government Agency Debt
896122.03
862021.68
FNMA
2040-04-01
5.50%
Government Agency Debt
854089.24
828813.65
FNMA
2040-07-01
3.38%
Government Agency Debt
1334457.80
857945.03
FNMA
2040-06-01
5.00%
Government Agency Debt
861965.93
872547.44
FNMA
2025-07-01
4.50%
Government Agency Debt
1488247.80
852007.41
FNMA
2024-03-01
6.00%
Government Agency Debt
1003749.98
847525.99
FNMA
2040-09-01
4.50%
Government Agency Debt
798828.54
832226.89
FNMA
2040-10-01
4.00%
Government Agency Debt
856794.63
819620.10
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
100000000.00
100000000.00
0.0548
N/A
N
100000000.00
100000000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.13 11/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
GNMA
2041-08-15
4.00%
Government Agency Debt
16451718.84
17401294.14
GNMA
2040-06-20
4.50%
Government Agency Debt
18111183.07
18042411.14
GNMA
2041-08-15
4.00%
Government Agency Debt
17009565.27
18104991.23
GNMA
2040-05-15
4.50%
Government Agency Debt
18600821.86
18444266.72
GNMA
2041-09-20
3.50%
Government Agency Debt
16675855.37
17548197.15
GNMA
2041-04-20
5.00%
Government Agency Debt
2831460.02
2932422.65
GNMA
2039-07-15
4.50%
Government Agency Debt
10133295.50
9504997.25
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
100000000.00
100000000.00
0.0548
N/A
N
100000000.00
100000000.00
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
2011-11-07
2011-11-07
Y
VANDERBILT UNIVERSITY
N/A
N/A
Y
VANDERBILT UNIVERSITY
N/A
N/A
N
11500000.00
11500000.00
0.0063
N/A
N
11500000.00
11500000.00