0000928816-12-000033.txt : 20120229
0000928816-12-000033.hdr.sgml : 20120229
20120105125325
ACCESSION NUMBER: 0000928816-12-000033
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111230
FILED AS OF DATE: 20120105
DATE AS OF CHANGE: 20120105
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: 12510160
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
2011-12-30
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
43
64
1794271197.77
420708948.68
420750743.72
1794229402.73
0.0020
0.9982
2011-12-30
0.9982
2011-12-30
C000017192
500.00
1660861983.26
1.00
-12403423.36
65769434.94
78172858.30
0.0001
0.9982
2011-12-30
0.9982
2011-12-30
C000017193
500.00
23789197.61
1.00
-899895.71
666601.65
1566497.36
0.0001
0.9982
2011-12-30
0.9982
2011-12-30
C000017194
500.00
29382713.49
1.00
631931.77
2291636.10
1659704.33
0.0001
0.9982
2011-12-30
0.9982
2011-12-30
C000017195
500.00
30347098.60
1.00
309348.37
2258989.10
1949640.73
0.0001
0.9982
2011-12-30
0.9982
2011-12-30
C000017196
500.00
19720883.31
1.00
1442402.36
1773851.28
331448.92
0.0001
0.9982
2011-12-30
0.9982
2011-12-30
C000017191
500.00
30127526.46
1.00
-676228.52
811122.48
1487351.00
0.0001
0.9982
2011-12-30
0.9982
2011-12-30
ALPINE SECURITIZATION CORP
ALPINE SECURITIZATION CORP 02086LA63 DCP 01/06/2012
02086LA63
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
10600000.00
10599720.31
0.0059
N/A
N
10599682.00
10599682.00
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
21493311.11
0.0120
N/A
N
21498495.00
21498495.00
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253AFV7 DCP 06/29/2012
05253AFV7
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-06-29
2012-06-29
N
N
N
5500000.00
5485150.00
0.0031
N/A
N
5491035.00
5491035.00
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
39243435.48
0.0219
N/A
N
39266565.00
39266565.00
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL/CHICAGO IL .1000
06366WB45
Certificate of Deposit
First Tier Security
N/A
N/A
2012-01-31
2012-01-31
N
N
N
6500000.00
6500000.00
0.0036
N/A
N
6499805.00
6499805.00
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA/HOUSTON 00.0000
06417EPV9
Certificate of Deposit
First Tier Security
N/A
N/A
2012-06-21
2012-06-21
N
N
N
10500000.00
10500000.00
0.0059
N/A
N
10503570.00
10503570.00
BARCLAYS US FUNDING CORP
BARCLAYS US FUNDING CORP 06737HA33 DCP 01/03/2012
06737HA33
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
9400000.00
9399953.00
0.0052
N/A
N
9399843.02
9399843.02
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765JA42 DCP 01/04/2012
11765JA42
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
4438000.00
4437933.43
0.0025
N/A
N
4437911.24
4437911.24
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765JAL4 DCP 01/20/2012
11765JAL4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
N
13500000.00
13498788.75
0.0075
N/A
N
13498650.00
13498650.00
CAFCO LLC
CAFCO LLC 12476EA66 DCP 01/06/2012
12476EA66
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
9500000.00
9499828.47
0.0053
N/A
N
9499810.00
9499810.00
CRC FUNDING LLC
CRC FUNDING LLC 12622UA48 DCP 01/04/2012
12622UA48
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
9300000.00
9299899.25
0.0052
N/A
N
9299909.60
9299909.60
CANADIAN IMPERIAL HOLDINGS INC
CANADIAN IMPERIAL HOLDINGS IN 13607EEF2 DCP 05/15/2012
13607EEF2
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
N
18400000.00
18372400.00
0.0102
N/A
N
18355472.00
18355472.00
CATHOLIC HEALTH INITIATIVES
CATHOLIC HEALTH INITIATIVES 00.1800 01/12/2012
1491M0LB9
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
N
4370000.00
4370000.00
0.0024
N/A
N
4369956.30
4369956.30
CATHOLIC HEALTH INITIATIVES
CATHOLIC HEALTH INITIATIVES 00.1000 01/03/2012
1491M0LF0
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
7250000.00
7250000.00
0.0040
N/A
N
7249927.50
7249927.50
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963TB24 DCP 02/02/2012
15963TB24
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
N
9000000.00
8998160.00
0.0050
N/A
N
8999460.00
8999460.00
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963TC80 DCP 03/08/2012
15963TC80
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-03-08
2012-03-08
N
N
N
9000000.00
8996147.50
0.0050
N/A
N
8997930.00
8997930.00
CHARTA LLC
CHARTA LLC 16115UAQ4 DCP 01/24/2012
16115UAQ4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
N
9500000.00
9499150.27
0.0053
N/A
N
9498290.00
9498290.00
CIESCO-LP
CIESCO-LP 17178BAP0 DCP 01/23/2012
17178BAP0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
N
9300000.00
9299431.67
0.0052
N/A
N
9299349.00
9299349.00
COFCO CAPITAL CORP
COFCO CAPITAL CORP 1921E0A59 DCP 01/05/2012
1921E0A59
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
9000000.00
8999650.00
0.0050
N/A
N
8999820.00
8999820.00
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 00.4700 06/08/2012
20272ABE5
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-03-08
2012-06-08
N
N
N
14000000.00
14000000.00
0.0078
N/A
N
13989220.00
13989220.00
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
3995840.00
0.0022
N/A
N
3995960.00
3995960.00
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
10236902.78
0.0057
N/A
N
10234932.50
10234932.50
DNB 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
17472690.28
0.0097
N/A
N
17470425.00
17470425.00
DNB BANK ASA
DNB NOR BANK ASA - 04/25/2012 00.6700 04/25/2012
2332K4BP8
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-01-25
2012-04-25
N
N
N
10600000.00
10600000.00
0.0059
N/A
N
10597562.00
10597562.00
DANSKE CORP
DANSKE CORP 2363F6A42 DCP 01/04/2012
2363F6A42
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
9300000.00
9299790.75
0.0052
N/A
N
9299814.00
9299814.00
DUKE UNIVERSITY
DUKE UNIVERSITY 00.1801 02/09/2012
26441TB98
Other Commercial Paper
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
N
8000000.00
7998440.00
0.0045
N/A
N
7997600.00
7997600.00
DUKE UNIVERSITY
DUKE UNIVERSITY 00.2202 03/22/2012
26441TCN6
Other Commercial Paper
First Tier Security
N/A
N/A
2012-03-22
2012-03-22
N
N
N
8000000.00
7996040.02
0.0045
N/A
N
7991440.00
7991440.00
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
3486621.27
0.0019
N/A
N
3486721.04
3486721.04
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
4999205.56
0.0028
N/A
N
4999400.00
4999400.00
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601VBG5 DCP 02/16/2012
30601VBG5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
N
1805000.00
1804584.85
0.0010
N/A
N
1804494.60
1804494.60
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601VC58 DCP 03/05/2012
30601VC58
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
N
N
N
10017000.00
10013082.24
0.0056
N/A
N
10012191.80
10012191.80
FEDERAL FARM CREDIT BANK
FEDERAL FARM CREDIT BANK 00.1500 01/14/2013
31331K2V1
Government Agency Debt
First Tier Security
N/A
N/A
2011-12-31
2013-01-14
N
N
N
24300000.00
24300000.00
0.0135
N/A
N
24287291.10
24287291.10
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
6198651.50
0.0035
N/A
N
6199708.60
6199708.60
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
21493890.42
0.0120
N/A
N
21498710.00
21498710.00
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384XM6 GDC 05/30/2012
313384XM6
Government Agency Debt
First Tier Security
N/A
N/A
2012-05-30
2012-05-30
N
N
N
5000000.00
4998541.66
0.0028
N/A
N
4999590.00
4999590.00
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384XP9 GDC 06/01/2012
313384XP9
Government Agency Debt
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
3590000.00
3588787.37
0.0020
N/A
N
3589551.25
3589551.25
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
4999444.44
0.0028
N/A
N
4999895.00
4999895.00
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
7798538.58
0.0043
N/A
N
7799703.60
7799703.60
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
6305227.03
0.0035
N/A
N
6306684.65
6306684.65
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
11996865.00
0.0067
N/A
N
11999352.00
11999352.00
FHLMC
FHLMC 313396XC2 GDC 05/21/2012
313396XC2
Government Agency Debt
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
N
1100000.00
1099676.88
0.0006
N/A
N
1099915.30
1099915.30
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
25794840.00
0.0144
N/A
N
25798890.60
25798890.60
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
13458163.33
0.0075
N/A
N
13461205.70
13461205.70
FNMA
FNMA 313588WQ4 GDC 05/09/2012
313588WQ4
Government Agency Debt
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
N
13000000.00
12996972.09
0.0072
N/A
N
12999077.00
12999077.00
FNMA
FNMA 313588WX9 GDC 05/16/2012
313588WX9
Government Agency Debt
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
N
13350000.00
13345965.33
0.0074
N/A
N
13349012.10
13349012.10
GEMINI SECURITIZATION CORP LLC
GEMINI SECURITIZATION CORP LL 3686M0A32 DCP 01/03/2012
3686M0A32
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
15000000.00
14999925.00
0.0084
N/A
N
14999749.50
14999749.50
GENERAL ELECTRIC CAPITAL SVC
GENERAL ELECTRIC CAPITAL SVC 36959HCE5 DCP 03/14/2012
36959HCE5
Other Commercial Paper
First Tier Security
N/A
N/A
2012-03-14
2012-03-14
N
N
N
9000000.00
8998175.00
0.0050
N/A
N
8998125.30
8998125.30
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
9898861.50
0.0055
N/A
N
9899901.00
9899901.00
GOVCO LLC
GOVCO LLC 38362VAP8 DCP 01/23/2012
38362VAP8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
N
9500000.00
9499071.11
0.0053
N/A
N
9498860.00
9498860.00
HSBC BANK USA NA
HSBC BANK USA NA 40427RBT7 DCP 02/27/2012
40427RBT7
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-02-27
2012-02-27
N
N
N
11000000.00
10995471.68
0.0061
N/A
N
10993290.00
10993290.00
HSBC USA INC
HSBC USA INC 40427RCC3 DCP 03/12/2012
40427RCC3
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-03-12
2012-03-12
N
N
N
7150000.00
7146192.63
0.0040
N/A
N
7143779.50
7143779.50
HSBC USA INC
HSBC USA INC 40427RCS8 DCP 03/26/2012
40427RCS8
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-03-26
2012-03-26
N
N
N
9000000.00
8994475.00
0.0050
N/A
N
8989560.00
8989560.00
HARRIS COUNTY HEALTH FACILITIES DEVELOPMENT CORP
HARRIS HLTH-VAR-B1-TX 00.1000 10/01/2029
414152SX7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
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 NA
N/A
N/A
3795000.00
3795000.00
0.0021
N/A
N
3795000.00
3795000.00
HIGHLANDS COUNTY HEALTH FACILITIES AUTHORITY
HIGHLANDS HLTH-VAR-H 00.0500 11/15/2035
431022QW5
Variable Rate Demand Note
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
Y
ADVENTIST HEALTH SYSTEM/SUNBELT CORP
N/A
N/A
Y
US BANCORP
N/A
N/A
N
11750000.00
11750000.00
0.0065
N/A
N
11750000.00
11750000.00
COUNTY OF HOWARD MD
COUNTY OF HOWARD MD 00.1200 01/17/2012
44257QBN9
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
9400000.00
9400000.00
0.0052
N/A
N
9400000.00
9400000.00
ING US FUNDING LLC
ING US FUNDING LLC 4497W0A32 DCP 01/03/2012
4497W0A32
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
10600000.00
10599899.89
0.0059
N/A
N
10599788.00
10599788.00
INDIANA FINANCE AUTHORITY
IN FIN-VAR-LSE APP-A 00.0500 02/01/2035
455057TS8
Variable Rate Demand Note
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
Y
STATE OF INDIANA
N/A
N/A
Y
INDIANA FINANCE AUTHORITY
N/A
N/A
N
9000000.00
9000000.00
0.0050
N/A
N
9000000.00
9000000.00
JUPITER SECURITIZATION CO LLC
JUPITER SECURITIZATION CO LLC 4820P2B79 DCP 02/07/2012
4820P2B79
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
6000000.00
5998890.00
0.0033
N/A
N
5998680.00
5998680.00
JUPITER SECURITIZATION CO LLC
JUPITER SECURITIZATION CO LLC 4820P2C60 DCP 03/06/2012
4820P2C60
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-03-06
2012-03-06
N
N
N
12000000.00
11995233.34
0.0067
N/A
N
11993640.00
11993640.00
KENTUCKY ECONOMIC DEVELOPMENT FINANCE AUTHORITY
KY ECON-VAR-C-CATHOLI 00.0600 05/01/2034
49126PCJ7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
N
11000000.00
11000000.00
0.0061
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
18898740.00
0.0105
N/A
N
18898299.00
18898299.00
BOARD OF TRUSTEES OF THE LELAND STANFORD JUNIOR UNIVERSITY/THE
BOARD OF TRUSTEES OF THE LELA 5255M4BQ4 DCP 02/24/2012
5255M4BQ4
Other Commercial Paper
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
N
N
8400000.00
8397732.00
0.0047
N/A
N
8398404.00
8398404.00
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
10498740.00
0.0059
N/A
N
10499160.00
10499160.00
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127TBD4 DCP 02/13/2012
53127TBD4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
N
8000000.00
7997515.55
0.0045
N/A
N
7997760.00
7997760.00
LOUIS DREYFUS COMMODITIES LLC
LOUIS DREYFUS COMMODITIES LLC 54601KAB1 DCP 01/11/2012
54601KAB1
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
9300000.00
9298708.34
0.0052
N/A
N
9299535.00
9299535.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LAH7 DCP 01/17/2012
56274LAH7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
3000000.00
2999560.00
0.0017
N/A
N
2999760.00
2999760.00
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
7897998.67
0.0044
N/A
N
7898973.00
7898973.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LBM5 DCP 02/21/2012
56274LBM5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
7500000.00
7495537.50
0.0042
N/A
N
7497375.00
7497375.00
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.0900 01/20/2012
57421QJM6
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
6216000.00
6216000.00
0.0035
N/A
N
6216000.00
6216000.00
NORDEA BANK FINLAND PLC/NEW YORK
NORDEA BANK FINLAND NY 00.9418 09/13/2012
65556Q7E7
Certificate of Deposit
First Tier Security
N/A
N/A
2012-03-13
2012-09-13
N
N
N
17150000.00
17138240.00
0.0096
N/A
N
17105067.00
17105067.00
NORDEA NORTH AMERICA INC/DE
NORDEA NORTH AMERICA INC/DE 6555P0DD8 DCP 04/13/2012
6555P0DD8
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-04-13
2012-04-13
N
N
N
10100000.00
10085262.42
0.0056
N/A
N
10084547.00
10084547.00
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67983TAD8 DCP 01/13/2012
67983TAD8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
N
2800000.00
2799869.33
0.0016
N/A
N
2799972.00
2799972.00
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
3349611.03
0.0019
N/A
N
3349966.50
3349966.50
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67983TB62 DCP 02/06/2012
67983TB62
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
12000000.00
11997360.00
0.0067
N/A
N
11999520.00
11999520.00
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
3999715.56
0.0022
N/A
N
3999960.00
3999960.00
HARVARD UNIVERSITY
HARVARD UNIVERSITY 00.1200 02/15/2012
74081JBF1
Other Commercial Paper
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
18789000.00
18786181.65
0.0105
N/A
N
18787684.70
18787684.70
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M2B70 DCP 02/07/2012
7443M2B70
Other Commercial Paper
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
9300000.00
9295507.60
0.0052
N/A
N
9297117.00
9297117.00
PUTNAM MONEY MARKET LIQUIDITY FUND
PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P
746763168
Investment Company
First Tier Security
N/A
N/A
2011-12-31
2011-12-31
N
N
N
68000000.00
68000000.00
0.0379
N/A
N
68000000.00
68000000.00
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA P/P 144A 00.7383 01/14/2013
78008FAM6
Other Note
First Tier Security
N/A
N/A
2012-01-17
2013-01-14
N
N
N
29425000.00
29426168.21
0.0164
N/A
N
29441683.90
29441683.90
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
4999900.00
0.0028
N/A
N
4999900.00
4999900.00
COUNTY OF ST JOSEPH IN
COUNTY OF ST JOSEPH IN 00.1500 01/09/2012
79061QA93
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
8200000.00
8199726.67
0.0046
N/A
N
8199836.00
8199836.00
COUNTY OF ST JOSEPH IN
COUNTY OF ST JOSEPH IN 00.2001 02/15/2012
79061QBF8
Other Commercial Paper
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
7272000.00
7270182.00
0.0041
N/A
N
7270101.20
7270101.20
STATE STREET CORP
STATE STREET CORP 85747JC70 DCP 03/07/2012
85747JC70
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-03-07
2012-03-07
N
N
N
18000000.00
17993400.00
0.0100
N/A
N
17985060.00
17985060.00
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257EDS4 DCP 02/21/2012
86257EDS4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
2250000.00
2249394.38
0.0013
N/A
N
2249842.50
2249842.50
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257EEY0 DCP 02/16/2012
86257EEY0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
N
N
5300000.00
5299119.61
0.0030
N/A
N
5299629.00
5299629.00
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257FCH6 DCP 02/01/2012
86257FCH6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
19555000.00
19551800.59
0.0109
N/A
N
19554413.30
19554413.30
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257FDX0 DCP 01/18/2012
86257FDX0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
9000000.00
8999617.50
0.0050
N/A
N
8999820.00
8999820.00
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257M7G9 DCP 03/20/2012
86257M7G9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-03-20
2012-03-20
N
N
N
18400000.00
18392328.22
0.0103
N/A
N
18392456.00
18392456.00
SVENSKA HANDELSBANKEN INC
SVENSKA HANDELSBANKEN INC 86958FCC9 DCP 03/12/2012
86958FCC9
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-03-12
2012-03-12
N
N
N
3600000.00
3596450.00
0.0020
N/A
Y
3596868.00
3596868.00
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN
86959JBR8
Other Note
First Tier Security
N/A
N/A
2012-03-08
2013-01-07
N
N
N
23500000.00
23500000.00
0.0131
N/A
N
23435986.00
23435986.00
TEXAS PUBLIC FINANCE AUTHORITY
TEXAS PUBLIC FINANCE AUTHORIT 00.1600 02/06/2012
88276UEP6
Other Commercial Paper
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
15500000.00
15500000.00
0.0086
N/A
N
15495256.50
15495256.50
TEXAS TECH UNIVERSITY
TEXAS TECH UNIVERSITY 00.1100 01/03/2012
88280QGQ5
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
Y
TEXAS TECH UNIVERSITY
N/A
N/A
N
11250000.00
11250000.00
0.0063
N/A
N
11250000.00
11250000.00
TEXAS TECH UNIVERSITY
TEXAS TECH UNIVERSITY 00.1100 01/03/2012
88280QGS1
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
Y
TEXAS TECH UNIVERSITY
N/A
N/A
N
12250000.00
12250000.00
0.0068
N/A
N
12250000.00
12250000.00
TEXAS TECH UNIVERSITY
TEXAS TECH UNIVERSITY 00.1100 01/03/2012
88280QGT9
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
Y
TEXAS TECH UNIVERSITY
N/A
N/A
N
3500000.00
3500000.00
0.0020
N/A
N
3500000.00
3500000.00
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602TB10 DCP 02/01/2012
88602TB10
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
9700000.00
9698078.86
0.0054
N/A
N
9698448.00
9698448.00
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602TCK7 DCP 03/19/2012
88602TCK7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-03-19
2012-03-19
N
N
N
8500000.00
8495948.34
0.0047
N/A
N
8495325.00
8495325.00
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
0.0081
N/A
N
14498840.00
14498840.00
TORONTO-DOMINION BANK/NY
TORONTO-DOMINION BANK/NY .38
89112XDA0
Certificate of Deposit
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
N
10000000.00
10004124.48
0.0056
N/A
N
10005600.00
10005600.00
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 89232CC12 DCP 03/01/2012
89232CC12
Other Commercial Paper
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
6600000.00
6598240.00
0.0037
N/A
N
6599076.00
6599076.00
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 89233GAX4 DCP 01/31/2012
89233GAX4
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-31
2012-01-31
N
N
N
2000000.00
1999666.66
0.0011
N/A
N
1999860.00
1999860.00
TRINITY HEALTH
TRINITY HEALTH 00.1300 01/23/2012
89651JAP8
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
N
8200000.00
8199348.56
0.0046
N/A
N
8198770.00
8198770.00
TRUCKEE MEADOWS WATER AUTHORITY
TRUCKEE MEADOWS WATER AUTHORI 00.1200 01/04/2012
89782NGY6
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
9000000.00
9000000.00
0.0050
N/A
N
9000000.00
9000000.00
UBS AG/STAMFORD CT
UBS AG/STAMFORD CT 00.0000
90267RAC3
Certificate of Deposit
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
5000000.00
5000022.20
0.0028
N/A
N
5000022.20
5000022.20
UNITED STATES OF AMERICA
US TREASURY N/B 01.5000 07/15/2012
912828LB4
Treasury Debt
First Tier Security
N/A
N/A
2012-07-15
2012-07-15
N
N
N
25000000.00
25188741.07
0.0140
N/A
N
25188475.00
25188475.00
UNITED STATES OF AMERICA
US TREASURY N/B 00.6250 07/31/2012
912828NQ9
Treasury Debt
First Tier Security
N/A
N/A
2012-07-31
2012-07-31
N
N
N
19500000.00
19559315.73
0.0109
N/A
N
19560177.00
19560177.00
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
0.0156
N/A
N
28000000.00
28000000.00
UNIVERSITY OF VIRGINIA
UNIVERSITY OF VIRGINIA 00.0900 01/18/2012
91521MMA5
Other Commercial Paper
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
10325000.00
10325000.00
0.0058
N/A
N
10325000.00
10325000.00
VARIABLE FUNDING CAPITAL CO LLC
VARIABLE FUNDING CAPITAL CO L 92217LAS8 DCP 01/26/2012
92217LAS8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-01-26
2012-01-26
N
N
N
11000000.00
10999006.94
0.0061
N/A
N
10998790.00
10998790.00
VARIABLE FUNDING CAPITAL CO LLC
VARIABLE FUNDING CAPITAL CO L 92217LAW9 DCP 01/30/2012
92217LAW9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-01-30
2012-01-30
N
N
N
16200000.00
16197128.99
0.0090
N/A
N
16197894.00
16197894.00
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
10996588.47
0.0061
N/A
N
10998240.00
10998240.00
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646KB84 DCP 02/09/2012
92646KB84
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
N
16200000.00
16196098.91
0.0090
N/A
N
16196274.00
16196274.00
COUNTY OF WAKE NC
WAKE CNTY VAR-SCH-B 00.0600 03/01/2024
930863F34
Variable Rate Demand Note
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
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
WESTPAC BANKING CORP
WESTPAC BANKING CORP 9612C0HQ5 DCP 08/24/2012
9612C0HQ5
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-08-24
2012-08-24
N
N
N
9300000.00
9254884.70
0.0052
N/A
N
9257220.00
9257220.00
WESTPAC BANKING CORP
WESTPAC BANKING CORP 00.6300 07/05/2012
9612C4CG4
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-04-05
2012-07-05
N
N
N
18000000.00
18000000.00
0.0100
N/A
N
17990100.00
17990100.00
J.P. MORGAN SECURITIES
REPO TRIPA CORPO 0.31 01/23/2012
TRIPARTY1
Other Repurchase Agreement
N
NISOURCE FINANCE CORP
2018-03-15
6.40%
Other Note
21378.00
25008.27
ALLEGHENY ENERGY SUPPLY COMPAN
2019-10-15
5.75%
Other Note
7902988.50
8534351.76
ALLEGHENY ENERGY SUPPLY COMPAN
2039-10-15
6.75%
Other Note
5483966.00
6045592.46
WILLIAMS PARTNERS L.P. /
2017-02-01
7.25%
Other Note
5090.00
6082.56
GLOBAL SANTA FE CORPORATION
2013-02-15
5.00%
Other Note
12470.50
13010.97
VIRGIN MEDIA SECURED FINANCE P
2018-01-15
6.50%
Other Note
32067.00
34928.09
ENTERPRISE PRODUCTS OPERATING
2022-02-15
4.05%
Other Note
38175.00
39359.38
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
N
14000000.00
14000000.00
0.0078
N/A
Y
14001260.00
14001260.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.05 01/04/2012
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2037-12-01
6.00%
Government Agency Debt
3775.61
948.19
FMAC
2037-09-01
6.15%
Government Agency Debt
5272320.00
1996567.26
FMAC
2037-10-01
5.55%
Government Agency Debt
6681454.34
1851374.53
FMAC
2036-03-01
5.68%
Government Agency Debt
96110.00
22033.95
FMAC
2041-05-01
5.00%
Government Agency Debt
27823.57
29782.41
FMAC
2035-02-01
5.12%
Government Agency Debt
10381508.24
2055856.67
FNMA
2031-10-01
7.00%
Government Agency Debt
887900.98
23174.62
FNMA
2022-04-01
6.50%
Government Agency Debt
459716.92
22405.33
FNMA
2016-06-01
5.50%
Government Agency Debt
136447.78
23080.55
FNMA
2024-11-01
6.50%
Government Agency Debt
1094967.50
22145.48
FNMA
2029-01-01
6.50%
Government Agency Debt
1676415.70
23491.05
FNMA
2034-05-01
5.50%
Government Agency Debt
87320.60
23543.20
FNMA
2029-03-01
6.50%
Government Agency Debt
906317.71
23741.14
FNMA
2033-11-01
5.50%
Government Agency Debt
10920482.41
2056171.56
FNMA
2040-12-01
4.00%
Government Agency Debt
23564.25
23135.25
FNMA
2040-12-01
4.00%
Government Agency Debt
20917.24
21462.92
FNMA
2041-02-01
4.00%
Government Agency Debt
1935540.07
1968050.81
FNMA
2041-08-01
4.50%
Government Agency Debt
615026.84
653124.91
FNMA
2041-02-01
4.00%
Government Agency Debt
22767.09
23618.86
FNMA
2041-02-01
4.00%
Government Agency Debt
20484.47
21280.24
FNMA
2041-03-01
4.50%
Government Agency Debt
21874.22
21513.95
FNMA
2041-09-01
4.00%
Government Agency Debt
22151.71
23237.35
FNMA
2041-04-01
4.00%
Government Agency Debt
23755.37
23388.04
FNMA
2041-06-01
4.50%
Government Agency Debt
22359.72
22866.92
FNMA
2041-07-01
5.00%
Government Agency Debt
20967.49
22635.73
FNMA
2041-10-01
4.50%
Government Agency Debt
20909.14
22271.77
FNMA
2041-09-01
4.50%
Government Agency Debt
1788412.96
1902674.35
FNMA
2041-11-01
3.50%
Government Agency Debt
21193.77
21824.17
FNMA
2033-10-01
5.50%
Government Agency Debt
130626.12
22913.45
FNMA
2018-07-01
6.50%
Government Agency Debt
205950.00
21516.87
FNMA
2033-08-01
4.50%
Government Agency Debt
67961.85
21355.37
FNMA
2036-03-01
5.50%
Government Agency Debt
68650.00
21986.23
FNMA
2036-04-01
5.50%
Government Agency Debt
58352.50
21285.16
FNMA
2034-07-01
7.00%
Government Agency Debt
89245.00
22487.93
FNMA
2019-05-01
5.00%
Government Agency Debt
138970.53
23332.35
FNMA
2019-08-01
5.00%
Government Agency Debt
109840.14
22145.51
FNMA
2034-10-01
5.50%
Government Agency Debt
57258.22
23192.21
FNMA
2019-10-01
5.00%
Government Agency Debt
95604.60
23302.67
FNMA
2019-10-01
5.00%
Government Agency Debt
99926.94
21767.88
FNMA
2019-12-01
5.00%
Government Agency Debt
88057.77
21750.33
FNMA
2020-02-01
5.00%
Government Agency Debt
86941.24
22817.95
FNMA
2036-01-01
7.00%
Government Agency Debt
79897.75
22001.39
FNMA
2036-01-01
6.00%
Government Agency Debt
83314.46
23675.75
FNMA
2036-04-01
5.50%
Government Agency Debt
28369.06
16654.28
FNMA
2036-02-01
6.00%
Government Agency Debt
62766.15
22171.92
FNMA
2036-04-01
5.50%
Government Agency Debt
81248.92
21352.83
FNMA
2037-01-01
6.00%
Government Agency Debt
81970.85
22213.04
FNMA
2036-09-01
6.00%
Government Agency Debt
103981.27
22842.20
FNMA
2038-01-01
5.20%
Government Agency Debt
5821306.22
1885186.98
FNMA
2038-05-01
7.00%
Government Agency Debt
6562116.20
2021025.87
FNMA
2038-11-01
5.50%
Government Agency Debt
56043.25
21262.74
FNMA
2036-08-01
5.50%
Government Agency Debt
109642.70
21456.25
FNMA
2036-09-01
6.00%
Government Agency Debt
117477.59
22929.93
FNMA
2036-08-01
6.00%
Government Agency Debt
5027659.78
1869950.95
FNMA
2036-11-01
5.50%
Government Agency Debt
65217.50
22987.87
FNMA
2036-12-01
6.00%
Government Agency Debt
69712.15
23776.58
FNMA
2037-03-01
6.00%
Government Agency Debt
48572.90
23531.80
FNMA
2037-04-01
5.50%
Government Agency Debt
39755.76
21531.30
FNMA
2037-09-01
6.50%
Government Agency Debt
48127.08
23739.05
FNMA
2037-05-01
5.50%
Government Agency Debt
55050.02
22933.00
FNMA
2037-04-01
5.50%
Government Agency Debt
42311.33
21537.33
FNMA
2021-12-01
6.00%
Government Agency Debt
141495.20
22090.44
FNMA
2037-05-01
7.00%
Government Agency Debt
53705.72
21630.26
FNMA
2037-03-01
6.00%
Government Agency Debt
64386.97
21481.45
FNMA
2038-12-01
7.00%
Government Agency Debt
283823.68
21964.24
FNMA
2040-02-01
4.00%
Government Agency Debt
24374.18
21657.37
FNMA
2037-05-01
6.00%
Government Agency Debt
117397.54
23656.53
FNMA
2037-05-01
5.50%
Government Agency Debt
128008.91
23740.02
FNMA
2037-07-01
6.00%
Government Agency Debt
95841.03
23673.82
FNMA
2037-10-01
6.00%
Government Agency Debt
99875.59
22735.47
FNMA
2037-07-01
7.00%
Government Agency Debt
561685.51
22570.77
FNMA
2037-08-01
6.00%
Government Agency Debt
90767.79
23794.27
FNMA
2037-09-01
6.50%
Government Agency Debt
63630.72
22522.44
FNMA
2037-11-01
6.50%
Government Agency Debt
54926.59
22201.58
FNMA
2037-11-01
6.00%
Government Agency Debt
116985.92
21581.53
FNMA
2038-01-01
6.50%
Government Agency Debt
50428.92
22092.11
FNMA
2038-02-01
7.00%
Government Agency Debt
88865.09
22790.78
FNMA
2037-07-01
5.50%
Government Agency Debt
54991.26
23722.11
FNMA
2038-05-01
5.50%
Government Agency Debt
4857633.77
2054617.43
FNMA
2036-08-01
6.50%
Government Agency Debt
41190.00
23238.59
FNMA
2038-05-01
6.00%
Government Agency Debt
49859.95
22472.54
FNMA
2038-09-01
6.50%
Government Agency Debt
24780.87
16301.30
FNMA
2038-12-01
5.50%
Government Agency Debt
1670705.53
828831.08
FNMA
2036-09-01
5.50%
Government Agency Debt
43730.32
21833.63
FNMA
2039-04-01
4.50%
Government Agency Debt
32691.82
21921.27
FNMA
2039-06-01
4.50%
Government Agency Debt
28283.80
22604.11
FNMA
2040-12-01
4.00%
Government Agency Debt
1908470.00
1942249.36
FNMA
2039-08-01
4.00%
Government Agency Debt
27154.92
22818.87
FNMA
2041-08-01
5.00%
Government Agency Debt
21945.89
23727.45
FNMA
2040-02-01
4.50%
Government Agency Debt
2396907.34
1943798.49
FNMA
2040-02-01
5.50%
Government Agency Debt
45568.09
22998.06
FNMA
2040-09-01
4.50%
Government Agency Debt
25461.87
22521.28
FNMA
2039-10-01
4.60%
Government Agency Debt
3229859.89
1968713.56
FNMA
2040-02-01
4.00%
Government Agency Debt
27551.30
23623.75
FNMA
2040-06-01
3.88%
Government Agency Debt
2551150.98
1894124.91
FNMA
2040-06-01
5.00%
Government Agency Debt
2292109.13
2054607.23
FNMA
2040-06-01
5.00%
Government Agency Debt
24739.40
22606.39
FNMA
2040-08-01
4.50%
Government Agency Debt
21968.00
21553.43
FNMA
2040-08-01
5.00%
Government Agency Debt
4008445.22
1991085.71
FNMA
2040-09-01
5.00%
Government Agency Debt
23563.43
21059.48
FNMA
2040-11-01
4.00%
Government Agency Debt
23830.89
23409.88
FNMA
2040-11-01
4.00%
Government Agency Debt
23084.11
21219.55
FNMA
2040-10-01
4.00%
Government Agency Debt
23377.38
23087.14
FNMA
2040-10-01
4.00%
Government Agency Debt
22580.63
22754.73
FNMA
2040-10-01
4.00%
Government Agency Debt
22723.01
21788.57
FNMA
2040-12-01
4.00%
Government Agency Debt
21539.90
22252.16
FNMA
2041-01-01
3.50%
Government Agency Debt
23605.58
23814.54
FNMA
2040-12-01
4.50%
Government Agency Debt
2044044.69
2054588.21
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
36250000.00
36250000.00
0.0202
N/A
N
36250000.00
36250000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.07 01/03/2012
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2026-12-01
3.00%
Government Agency Debt
7191940.11
7469366.80
FNMA
2041-05-01
5.00%
Government Agency Debt
7631390.23
8126468.26
FNMA
2041-04-01
5.00%
Government Agency Debt
5719609.90
5266173.12
FNMA
2040-03-01
5.00%
Government Agency Debt
8655000.00
8141259.30
GNMA
2041-03-20
4.50%
Government Agency Debt
8710055.38
8113137.37
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
36250000.00
36250000.00
0.0202
N/A
N
36250000.00
36250000.00
J.P. MORGAN SECURITIES
REPO TRIPA CORPO 0.14 01/03/2012
TRIPARTY2
Other Repurchase Agreement
N
NELNET EDUCATION LOAN FUNDING
2039-02-25
0.00%
Other Note
431655.00
404711.66
PROLOGIS TRUST
2016-04-01
5.75%
Other Note
418499.80
454015.88
ALLEGHENY LUDLUM CORPORATION
2025-12-15
6.95%
Other Note
580062.10
657016.48
DELHAIZE AMERICA INC CLASS
2031-04-15
9.00%
Other Note
807400.40
1121600.19
PLAINS ALL AMERICAN PIPELINE
2019-05-01
8.75%
Other Note
86331.00
111614.24
PLAINS ALL AMERICAN PIPELINE
2018-05-01
6.50%
Other Note
1274410.00
1487142.35
AMERICAN AIRLS PASS THRU TR
2021-01-31
5.25%
Other Note
226105.00
215553.44
NEXEN INC
2019-07-30
6.20%
Other Note
7646460.00
9070791.62
DOMTAR CORPORATION
2017-06-01
10.75%
Other Note
321891.30
405583.03
PLAINS ALL AMERICAN PIPELINE
2017-01-15
6.13%
Other Note
1635766.90
1891506.80
ALLEGHENY ENERGY SUPPLY COMPAN
2039-10-15
6.75%
Other Note
458376.50
505319.97
ALLEGHENY ENERGY SUPPLY COMPAN
2012-04-15
8.25%
Other Note
261048.50
270283.74
WYNDHAM WORLDWIDE CORPORATION
2014-05-01
9.88%
Other Note
3489005.70
4049528.24
ENTERGY CORP NEW
2020-09-15
5.13%
Other Note
2877.70
2905.72
DOMTAR CORPORATION
2015-08-15
7.13%
Other Note
739980.00
818132.65
ALLEGHENY TECHNOLOGIES INC NEW
2019-06-01
9.38%
Other Note
989928.80
1262604.68
DELHAIZE GROUP
2014-02-01
5.88%
Other Note
360123.60
399489.71
DELHAIZE GROUP
2040-10-01
5.70%
Other Note
245426.70
255006.92
AVIATION CAPITAL GROUP CORP.
2020-10-15
7.13%
Other Note
1025283.40
1007983.85
ANGLOGOLD ASHANTI HOLDING PLC
2020-04-15
5.38%
Other Note
444399.10
444904.39
DELHAIZE GROUP
2017-06-15
6.50%
Other Note
46454.30
55288.13
FAIRFAX FINANCIAL HOLDINGS LIM
2021-05-15
5.80%
Other Note
1233300.00
1167252.59
PPL WEM HLDGS PLC
2016-05-01
3.90%
Other Note
7849132.30
7915182.62
UNITED BUSINESS MEDIA LIMITED
2020-11-03
5.75%
Other Note
978418.00
994174.54
WYNDHAM WORLDWIDE CORPORATION
2021-03-01
5.63%
Other Note
3699900.00
3882689.07
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
37000000.00
37000000.00
0.0206
N/A
N
37000000.00
37000000.00
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 0.04 01/03/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2037-07-01
5.66%
Government Agency Debt
10118820.05
10383514.25
FMAC
2041-09-01
3.00%
Government Agency Debt
9752430.60
9915435.92
FMAC
2041-01-01
2.89%
Government Agency Debt
12102507.12
9867340.14
FNMA
2041-01-01
3.01%
Government Agency Debt
12187912.07
10380112.14
FNMA
2041-04-01
3.29%
Government Agency Debt
12111933.02
10188622.21
FNMA
2041-04-01
4.00%
Government Agency Debt
10079713.09
10325301.28
FNMA
2039-09-01
3.89%
Government Agency Debt
14573679.96
7808754.59
FNMA
2040-02-01
4.50%
Government Agency Debt
8890336.58
8482944.07
FNMA
2039-01-01
5.50%
Government Agency Debt
9460942.81
4675375.88
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
80437000.00
80437000.00
0.0448
N/A
N
80437000.00
80437000.00
MORGAN (J.P.) SECURITIES INC.
REPO TRIPA MORTG 0.04 01/03/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2014-05-01
4.50%
Government Agency Debt
293523.47
28424.43
FNMA
2026-05-01
6.50%
Government Agency Debt
296437.29
95357.64
FNMA
2016-11-01
6.00%
Government Agency Debt
322889.84
78261.37
FNMA
2037-11-01
7.00%
Government Agency Debt
299321.83
37880.18
FNMA
2013-01-01
7.00%
Government Agency Debt
342471.28
1609.02
FNMA
2013-03-01
6.00%
Government Agency Debt
310086.00
1035.61
FNMA
2015-03-01
7.00%
Government Agency Debt
313795.71
2452.48
FNMA
2014-12-01
7.00%
Government Agency Debt
308196.44
3645.47
FNMA
2018-11-01
7.00%
Government Agency Debt
348478.34
1783.31
FNMA
2034-09-01
5.50%
Government Agency Debt
279509.55
101488.76
FNMA
2034-06-01
4.75%
Government Agency Debt
288518.53
107192.27
FNMA
2035-07-01
5.50%
Government Agency Debt
304775.90
79068.05
FNMA
2022-01-01
4.50%
Government Agency Debt
302156.66
109594.74
FNMA
2027-11-01
5.50%
Government Agency Debt
350972.32
175206.03
FNMA
2039-05-01
5.50%
Government Agency Debt
283208.93
295361.28
FNMA
2024-06-01
4.50%
Government Agency Debt
294997.36
157730.65
FNMA
2037-09-01
6.00%
Government Agency Debt
296710.71
79186.57
FNMA
2037-10-01
6.50%
Government Agency Debt
362951.23
124310.67
FNMA
2037-10-01
7.50%
Government Agency Debt
350094.23
89951.95
FNMA
2038-08-01
5.50%
Government Agency Debt
307625.00
119740.53
FNMA
2038-07-01
5.50%
Government Agency Debt
354384.00
176743.56
FNMA
2023-04-01
5.00%
Government Agency Debt
358782.05
235679.65
FNMA
2023-10-01
6.00%
Government Agency Debt
323810.75
214989.21
FNMA
2040-11-01
4.50%
Government Agency Debt
324728.95
337718.29
FNMA
2039-03-01
4.50%
Government Agency Debt
320805.87
246946.13
FNMA
2026-07-01
4.00%
Government Agency Debt
341353.25
171358.88
FNMA
2042-01-01
5.00%
Government Agency Debt
288113.21
318108.23
FNMA
2024-06-01
4.50%
Government Agency Debt
301256.67
153782.95
FNMA
2038-11-01
6.50%
Government Agency Debt
369088.48
184296.69
FNMA
2040-06-01
5.50%
Government Agency Debt
315389.46
321870.68
FNMA
2025-04-01
6.50%
Government Agency Debt
290208.01
248087.29
FNMA
2025-10-01
3.50%
Government Agency Debt
307946.41
258069.44
FNMA
2031-02-01
3.50%
Government Agency Debt
344540.00
346601.75
FNMA
2040-12-01
4.00%
Government Agency Debt
327840.39
292085.34
FNMA
2051-03-01
4.50%
Government Agency Debt
290960.09
307183.93
FNMA
2040-01-01
5.50%
Government Agency Debt
353151.78
301500.02
FNMA
2025-05-01
4.50%
Government Agency Debt
311770.80
237479.04
FNMA
2040-06-01
5.50%
Government Agency Debt
361615.89
346705.84
FNMA
2040-06-01
5.50%
Government Agency Debt
307625.00
271562.62
FNMA
2025-06-01
4.00%
Government Agency Debt
349028.62
238268.91
FNMA
2040-05-01
5.50%
Government Agency Debt
363456.72
368397.56
FNMA
2040-07-01
5.50%
Government Agency Debt
292801.66
281412.85
FNMA
2025-06-01
5.00%
Government Agency Debt
279524.81
154023.13
FNMA
2041-09-01
4.00%
Government Agency Debt
288252.01
302800.70
FNMA
2025-10-01
4.00%
Government Agency Debt
331478.24
329904.53
FNMA
2040-10-01
5.50%
Government Agency Debt
346827.99
352508.15
FNMA
2025-11-01
4.50%
Government Agency Debt
277637.72
260282.23
FNMA
2040-11-01
4.00%
Government Agency Debt
292235.63
301542.32
FNMA
2025-12-01
4.00%
Government Agency Debt
280093.30
283177.31
FNMA
2040-12-01
4.50%
Government Agency Debt
354581.37
373699.69
FNMA
2040-12-01
4.50%
Government Agency Debt
245574.33
258212.76
FNMA
2025-12-01
4.00%
Government Agency Debt
316931.76
318515.33
FNMA
2040-11-01
5.00%
Government Agency Debt
281895.00
298110.95
FNMA
2040-12-01
5.00%
Government Agency Debt
278770.76
297968.12
FNMA
2041-03-01
4.00%
Government Agency Debt
278544.84
291350.00
FNMA
2026-01-01
4.00%
Government Agency Debt
289468.73
260295.05
FNMA
2026-02-01
3.50%
Government Agency Debt
328184.19
303773.94
FNMA
2021-01-01
3.50%
Government Agency Debt
282333.30
162138.48
FNMA
2041-01-01
4.50%
Government Agency Debt
369150.00
389959.30
FNMA
2041-01-01
5.00%
Government Agency Debt
290951.73
311502.78
FNMA
2026-03-01
4.00%
Government Agency Debt
322910.76
312481.17
FNMA
2026-04-01
4.00%
Government Agency Debt
297042.70
300964.28
FNMA
2041-03-01
4.00%
Government Agency Debt
314654.85
306378.59
FNMA
2041-03-01
5.00%
Government Agency Debt
345280.76
371195.56
FNMA
2040-12-01
4.50%
Government Agency Debt
336051.76
356630.88
FNMA
2041-10-01
4.00%
Government Agency Debt
313174.80
330424.30
FNMA
2026-02-01
4.50%
Government Agency Debt
298734.39
304024.54
FNMA
2031-02-01
4.00%
Government Agency Debt
340136.04
350860.46
FNMA
2041-03-01
6.00%
Government Agency Debt
323803.61
355020.45
FNMA
2026-05-01
4.00%
Government Agency Debt
294708.93
301830.76
FNMA
2041-07-01
4.00%
Government Agency Debt
362348.29
380755.61
FNMA
2041-10-01
5.50%
Government Agency Debt
336777.76
375273.63
FNMA
2041-04-01
5.00%
Government Agency Debt
326463.96
287423.91
FNMA
2041-04-01
6.00%
Government Agency Debt
330675.46
362058.34
FNMA
2041-06-01
4.50%
Government Agency Debt
323290.25
342777.02
FNMA
2031-04-01
4.00%
Government Agency Debt
295072.18
304016.07
FNMA
2026-10-01
4.00%
Government Agency Debt
337973.31
357464.39
FNMA
2026-04-01
4.50%
Government Agency Debt
352629.06
337934.37
FNMA
2041-03-01
5.50%
Government Agency Debt
307107.70
323665.67
FNMA
2041-09-01
4.50%
Government Agency Debt
278028.28
295836.04
FNMA
2041-03-01
4.00%
Government Agency Debt
299647.42
314483.82
FNMA
2031-04-01
4.00%
Government Agency Debt
284339.51
295401.61
FNMA
2041-07-01
4.50%
Government Agency Debt
319489.73
344694.26
FNMA
2041-09-01
4.50%
Government Agency Debt
337831.81
359526.66
FNMA
2026-05-01
4.50%
Government Agency Debt
368550.25
386476.32
FNMA
2026-06-01
4.00%
Government Agency Debt
279318.09
288376.12
FNMA
2041-06-01
4.00%
Government Agency Debt
298764.66
313922.45
FNMA
2041-07-01
4.00%
Government Agency Debt
319782.83
336146.42
FNMA
2041-06-01
6.00%
Government Agency Debt
359780.73
395242.55
FNMA
2026-07-01
4.50%
Government Agency Debt
282978.09
297795.07
FNMA
2026-07-01
4.50%
Government Agency Debt
314768.05
327079.59
FNMA
2020-07-01
4.00%
Government Agency Debt
369123.91
372703.73
FNMA
2041-06-01
4.50%
Government Agency Debt
304990.01
328204.83
FNMA
2041-06-01
4.00%
Government Agency Debt
329300.01
345392.85
FNMA
2036-07-01
4.50%
Government Agency Debt
368094.23
388053.43
FNMA
2026-07-01
4.50%
Government Agency Debt
353232.74
372636.57
FNMA
2041-06-01
5.00%
Government Agency Debt
324691.05
349903.53
FNMA
2026-07-01
3.50%
Government Agency Debt
327566.24
339899.69
FNMA
2026-09-01
3.50%
Government Agency Debt
321329.82
336094.83
FNMA
2041-11-01
3.50%
Government Agency Debt
331399.00
342045.27
FNMA
2026-11-01
3.50%
Government Agency Debt
344469.62
361885.63
FNMA
2041-12-01
4.00%
Government Agency Debt
314214.08
332421.22
FNMA
2026-12-01
3.50%
Government Agency Debt
313644.61
330989.49
FNMA
2026-12-01
3.50%
Government Agency Debt
362797.91
384108.15
FNMA
2026-09-01
3.50%
Government Agency Debt
327675.01
339835.10
FNMA
2026-07-01
4.00%
Government Agency Debt
337661.26
352590.14
FNMA
2026-12-01
3.00%
Government Agency Debt
278873.88
289587.80
FNMA
2041-07-01
4.00%
Government Agency Debt
283913.76
268069.25
FNMA
2026-06-01
4.00%
Government Agency Debt
292685.75
301876.70
FNMA
2041-07-01
4.00%
Government Agency Debt
288824.68
305056.47
FNMA
2026-06-01
4.00%
Government Agency Debt
345487.73
356440.89
FNMA
2026-06-01
4.50%
Government Agency Debt
362955.66
378415.25
FNMA
2041-07-01
6.00%
Government Agency Debt
298062.29
327082.07
FNMA
2041-07-01
4.50%
Government Agency Debt
349683.00
373095.97
FNMA
2026-10-01
4.00%
Government Agency Debt
330568.66
350708.99
FNMA
2041-07-01
5.00%
Government Agency Debt
302550.17
327983.14
FNMA
2041-06-01
4.50%
Government Agency Debt
304476.64
325195.71
FNMA
2026-07-01
4.00%
Government Agency Debt
347001.00
359590.04
FNMA
2041-08-01
4.00%
Government Agency Debt
350962.72
362607.20
FNMA
2036-07-01
4.50%
Government Agency Debt
312129.61
330900.46
FNMA
2041-07-01
4.00%
Government Agency Debt
286729.14
300890.07
FNMA
2041-08-01
4.00%
Government Agency Debt
334645.30
351180.48
FNMA
2041-10-01
4.50%
Government Agency Debt
322197.32
345022.89
FNMA
2026-10-01
3.50%
Government Agency Debt
288970.13
302211.19
FNMA
2041-11-01
4.50%
Government Agency Debt
356060.93
381886.84
FNMA
2026-07-01
4.50%
Government Agency Debt
285539.74
301728.62
FNMA
2041-08-01
4.50%
Government Agency Debt
299193.12
311656.35
FNMA
2041-09-01
4.00%
Government Agency Debt
279670.75
295437.46
FNMA
2041-08-01
4.00%
Government Agency Debt
322199.78
339660.41
FNMA
2026-08-01
3.50%
Government Agency Debt
347044.07
359717.99
FNMA
2026-08-01
4.00%
Government Agency Debt
300457.34
312162.47
FNMA
2041-09-01
5.00%
Government Agency Debt
294729.36
319161.42
FNMA
2041-09-01
5.50%
Government Agency Debt
343937.30
374119.26
FNMA
2041-09-01
4.50%
Government Agency Debt
289316.64
310468.30
FNMA
2026-09-01
3.50%
Government Agency Debt
336376.12
351469.77
FNMA
2041-11-01
4.50%
Government Agency Debt
353831.75
377330.88
FNMA
2041-11-01
4.00%
Government Agency Debt
324290.40
345068.26
FNMA
2041-09-01
4.50%
Government Agency Debt
365016.75
388310.68
FNMA
2041-09-01
4.50%
Government Agency Debt
329465.14
350502.65
FNMA
2026-09-01
4.00%
Government Agency Debt
355491.45
341535.21
FNMA
2026-10-01
3.50%
Government Agency Debt
282282.85
293246.50
FNMA
2026-09-01
4.50%
Government Agency Debt
331352.98
352080.75
FNMA
2026-09-01
3.50%
Government Agency Debt
318268.58
327461.16
FNMA
2041-08-01
4.00%
Government Agency Debt
334695.26
352765.46
FNMA
2041-07-01
4.00%
Government Agency Debt
279659.92
293658.67
FNMA
2041-09-01
4.50%
Government Agency Debt
367411.80
390531.18
FNMA
2041-10-01
5.00%
Government Agency Debt
365804.27
396047.83
FNMA
2041-10-01
4.50%
Government Agency Debt
305890.73
325921.73
FNMA
2041-09-01
5.00%
Government Agency Debt
355547.81
384792.93
FNMA
2026-10-01
3.50%
Government Agency Debt
323223.80
335726.51
FNMA
2041-09-01
4.00%
Government Agency Debt
363128.43
381226.56
FNMA
2041-10-01
4.00%
Government Agency Debt
353109.20
371198.89
FNMA
2041-10-01
6.00%
Government Agency Debt
282306.97
311655.95
FNMA
2041-11-01
4.50%
Government Agency Debt
285456.56
307585.05
FNMA
2041-11-01
5.00%
Government Agency Debt
307498.01
340666.39
FNMA
2041-11-01
5.00%
Government Agency Debt
277888.24
301628.21
FNMA
2026-09-01
4.50%
Government Agency Debt
348901.38
369694.58
FNMA
2041-10-01
5.00%
Government Agency Debt
361683.57
391976.90
FNMA
2026-10-01
4.50%
Government Agency Debt
318589.49
338940.26
FNMA
2036-10-01
4.50%
Government Agency Debt
352527.42
375301.83
FNMA
2026-09-01
3.50%
Government Agency Debt
345017.43
359948.97
FNMA
2031-10-01
4.00%
Government Agency Debt
358881.97
377723.02
FNMA
2026-10-01
3.50%
Government Agency Debt
359059.90
376324.09
FNMA
2026-12-01
3.50%
Government Agency Debt
337384.89
357202.40
FNMA
2026-12-01
3.50%
Government Agency Debt
324953.39
342923.66
FNMA
2041-10-01
5.00%
Government Agency Debt
333648.11
361687.83
FNMA
2041-09-01
5.00%
Government Agency Debt
315585.35
328698.91
FNMA
2041-10-01
4.00%
Government Agency Debt
311113.22
329596.71
FNMA
2026-10-01
4.50%
Government Agency Debt
312996.13
337729.32
FNMA
2036-11-01
4.50%
Government Agency Debt
331450.93
353287.33
FNMA
2041-10-01
4.00%
Government Agency Debt
284803.41
299414.04
FNMA
2041-10-01
4.50%
Government Agency Debt
277642.64
295810.79
FNMA
2041-09-01
4.50%
Government Agency Debt
357332.52
382619.34
FNMA
2041-11-01
5.00%
Government Agency Debt
310483.21
336848.23
FNMA
2026-10-01
4.00%
Government Agency Debt
338745.08
355499.19
FNMA
2041-11-01
5.00%
Government Agency Debt
334826.19
362980.88
FNMA
2026-10-01
3.00%
Government Agency Debt
292777.05
301488.21
FNMA
2041-10-01
4.00%
Government Agency Debt
305345.87
323715.92
FNMA
2041-10-01
4.50%
Government Agency Debt
277896.61
297543.88
FNMA
2036-10-01
3.50%
Government Agency Debt
318839.78
327684.85
FNMA
2041-10-01
4.00%
Government Agency Debt
319848.05
339934.29
FNMA
2041-10-01
4.50%
Government Agency Debt
341093.62
366369.76
FNMA
2041-10-01
4.50%
Government Agency Debt
309717.10
329961.19
FNMA
2026-10-01
3.50%
Government Agency Debt
304797.56
319475.36
FNMA
2026-11-01
4.50%
Government Agency Debt
305983.02
331758.07
FNMA
2041-11-01
4.00%
Government Agency Debt
277994.56
293168.09
FNMA
2041-11-01
4.50%
Government Agency Debt
352891.90
376318.21
FNMA
2041-10-01
5.00%
Government Agency Debt
319637.39
346106.15
FNMA
2026-11-01
3.50%
Government Agency Debt
312801.47
329564.93
FNMA
2041-11-01
4.00%
Government Agency Debt
279766.48
295552.60
FNMA
2041-12-01
4.50%
Government Agency Debt
329955.87
359683.85
FNMA
2041-12-01
4.50%
Government Agency Debt
329303.21
358149.11
FNMA
2041-12-01
4.50%
Government Agency Debt
301281.77
324377.83
FNMA
2041-11-01
4.50%
Government Agency Debt
280750.88
299364.54
FNMA
2041-11-01
5.00%
Government Agency Debt
293804.27
318859.95
FNMA
2041-12-01
5.00%
Government Agency Debt
309917.91
342182.99
FNMA
2041-12-01
5.00%
Government Agency Debt
347140.54
381002.70
FNMA
2041-12-01
5.00%
Government Agency Debt
312120.75
341786.56
FNMA
2041-12-01
5.00%
Government Agency Debt
309958.27
336803.27
FNMA
2041-11-01
5.00%
Government Agency Debt
326334.26
354171.57
FNMA
2026-11-01
4.00%
Government Agency Debt
351285.60
374437.53
FNMA
2026-11-01
4.00%
Government Agency Debt
300541.75
319311.31
FNMA
2041-12-01
5.00%
Government Agency Debt
349927.87
380234.56
FNMA
2041-11-01
4.50%
Government Agency Debt
318635.02
341546.21
FNMA
2041-11-01
4.50%
Government Agency Debt
330876.53
353022.86
FNMA
2041-11-01
4.50%
Government Agency Debt
283111.47
302057.74
FNMA
2041-11-01
5.00%
Government Agency Debt
353414.37
383585.96
FNMA
2026-12-01
3.00%
Government Agency Debt
322236.20
332419.87
FNMA
2041-11-01
4.50%
Government Agency Debt
352651.21
378480.07
FNMA
2041-11-01
4.50%
Government Agency Debt
293761.20
313414.01
FNMA
2026-12-01
3.50%
Government Agency Debt
254713.50
267127.88
FNMA
2041-12-01
3.50%
Government Agency Debt
281535.94
291265.34
FNMA
2041-12-01
5.00%
Government Agency Debt
287819.12
315894.72
FNMA
2026-11-01
3.50%
Government Agency Debt
314105.80
331560.88
FNMA
2026-11-01
3.50%
Government Agency Debt
323642.17
340127.17
FNMA
2026-11-01
3.50%
Government Agency Debt
339648.02
358113.77
FNMA
2041-11-01
4.50%
Government Agency Debt
291648.43
314213.18
FNMA
2041-11-01
4.00%
Government Agency Debt
290219.58
307115.93
FNMA
2041-11-01
4.50%
Government Agency Debt
286109.71
306844.27
FNMA
2041-11-01
4.50%
Government Agency Debt
321585.02
343103.13
FNMA
2026-12-01
4.50%
Government Agency Debt
295695.06
319566.12
FNMA
2041-11-01
4.00%
Government Agency Debt
328732.75
347392.67
FNMA
2026-12-01
3.50%
Government Agency Debt
358066.64
379098.97
FNMA
2041-12-01
4.00%
Government Agency Debt
364435.95
388400.36
FNMA
2041-12-01
4.00%
Government Agency Debt
323274.75
342006.91
FNMA
2041-11-01
4.50%
Government Agency Debt
290635.73
309943.31
FNMA
2041-12-01
3.50%
Government Agency Debt
281917.39
291082.14
FNMA
2041-12-01
5.00%
Government Agency Debt
320217.94
347898.40
FNMA
2041-12-01
5.50%
Government Agency Debt
292869.58
320990.32
FNMA
2041-12-01
4.50%
Government Agency Debt
366151.76
394220.71
FNMA
2041-12-01
5.00%
Government Agency Debt
324514.60
355358.39
FNMA
2041-12-01
5.00%
Government Agency Debt
329368.67
359335.75
FNMA
2041-12-01
5.00%
Government Agency Debt
298050.97
323864.69
FNMA
2042-01-01
3.50%
Government Agency Debt
304753.75
314428.40
FNMA
2042-01-01
4.50%
Government Agency Debt
330389.25
352929.00
FNMA
2042-01-01
4.00%
Government Agency Debt
314582.25
333302.25
FNMA
2041-12-01
4.50%
Government Agency Debt
293306.66
315791.35
FNMA
2041-12-01
5.00%
Government Agency Debt
326890.45
362556.96
FNMA
2021-11-01
2.50%
Government Agency Debt
291040.81
301977.54
FNMA
2041-12-01
4.00%
Government Agency Debt
298020.95
316471.47
FNMA
2041-11-01
5.00%
Government Agency Debt
285327.60
310039.37
FNMA
2026-12-01
4.00%
Government Agency Debt
366386.05
394503.40
FNMA
2026-12-01
4.00%
Government Agency Debt
317517.24
340892.05
FNMA
2026-12-01
4.00%
Government Agency Debt
317530.53
340906.32
FNMA
2041-11-01
4.00%
Government Agency Debt
312415.09
330112.04
FNMA
2041-12-01
5.00%
Government Agency Debt
291041.55
317521.50
FNMA
2026-12-01
4.00%
Government Agency Debt
333773.13
356049.95
FNMA
2026-12-01
4.00%
Government Agency Debt
339193.48
365224.00
FNMA
2026-12-01
4.50%
Government Agency Debt
298937.67
324381.45
FNMA
2041-11-01
4.00%
Government Agency Debt
285248.11
303292.22
FNMA
2041-12-01
5.00%
Government Agency Debt
354911.64
385649.97
FNMA
2041-12-01
4.50%
Government Agency Debt
284674.45
306497.40
FNMA
2042-01-01
4.50%
Government Agency Debt
287719.20
310404.94
FNMA
2026-12-01
4.50%
Government Agency Debt
367982.75
397233.32
FNMA
2026-12-01
3.50%
Government Agency Debt
302573.80
319306.45
FNMA
2042-01-01
5.00%
Government Agency Debt
331471.84
360180.09
FNMA
2041-04-01
5.00%
Government Agency Debt
319930.00
346001.30
FNMA
2039-06-01
6.00%
Government Agency Debt
350793.89
150427.96
FNMA
2026-02-01
3.50%
Government Agency Debt
302167.98
274015.53
FNMA
2026-04-01
4.00%
Government Agency Debt
282326.41
270874.70
FNMA
2031-05-01
4.50%
Government Agency Debt
329662.76
325057.03
FNMA
2026-08-01
4.50%
Government Agency Debt
311651.20
325950.45
FNMA
2041-09-01
4.00%
Government Agency Debt
356845.00
357711.99
FNMA
2026-12-01
3.50%
Government Agency Debt
322305.11
338013.81
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
80000000.00
80000000.00
0.0446
N/A
N
80000000.00
80000000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.07 01/03/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2041-11-01
4.00%
Government Agency Debt
13527382.47
14187338.56
FNMA
2042-01-01
3.50%
Government Agency Debt
13746330.82
14182714.20
FNMA
2024-11-01
4.00%
Government Agency Debt
21545372.83
13154104.56
FNMA
2037-11-01
5.50%
Government Agency Debt
24412130.54
14246412.01
FNMA
2040-05-01
5.00%
Government Agency Debt
14292210.31
11695351.38
FNMA
2041-01-01
4.50%
Government Agency Debt
13450711.32
14113679.43
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
80000000.00
80000000.00
0.0446
N/A
N
80000000.00
80000000.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.08 01/03/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
US Treasury
2021-11-15
2.00%
Treasury Debt
16334583.75
16525576.32
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
16200000.00
16200000.00
0.0090
N/A
N
16200000.00
16200000.00
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 0.1 01/03/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2040-05-01
5.50%
Government Agency Debt
26031937.84
24270026.90
FMAC
2025-08-01
4.00%
Government Agency Debt
29915835.46
25587375.09
FNMA
2041-02-01
4.50%
Government Agency Debt
32576280.00
31736478.06
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
80000000.00
80000000.00
0.0446
N/A
N
80000000.00
80000000.00
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
10000279.88
0.0056
N/A
N
9996600.00
9996600.00
WISCONSIN HEALTH & EDUCATIONAL FACILITIES AUTHORITY
WI H/E VAR-WHEATON-B 00.0600 08/15/2033
97710VND6
Variable Rate Demand Note
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
Y
WHEATON FRANCISCAN HEALTHCARE SYSTEM
N/A
N/A
Y
US BANCORP
N/A
N/A
N
4100000.00
4100000.00
0.0023
N/A
N
4100000.00
4100000.00
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
0.0105
N/A
N
18807144.00
18807144.00
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137RA59 DCP 01/05/2012
98137RA59
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
9300000.00
9299638.33
0.0052
N/A
N
9299814.00
9299814.00
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
7999431.11
0.0045
N/A
N
7999200.00
7999200.00
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
6999371.94
0.0039
N/A
N
6999300.00
6999300.00