0000928816-12-000217.txt : 20120402
0000928816-12-000217.hdr.sgml : 20120402
20120206092642
ACCESSION NUMBER: 0000928816-12-000217
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120131
FILED AS OF DATE: 20120206
DATE AS OF CHANGE: 20120206
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: 12572125
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
2012-01-31
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
39
59
1724853900.14
33381342.11
25309860.27
1732925381.98
0.0022
0.9982
2012-01-31
0.9982
2012-01-31
C000017192
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1604859207.95
1.00
-52433603.76
98655222.54
151088826.30
0.0001
0.9982
2012-01-31
0.9982
2012-01-31
C000017193
500.00
22753754.79
1.00
-1138754.74
562911.46
1701666.20
0.0001
0.9982
2012-01-31
0.9982
2012-01-31
C000017194
500.00
27501077.08
1.00
-1962089.66
670434.94
2632524.60
0.0001
0.9982
2012-01-31
0.9982
2012-01-31
C000017195
500.00
29386054.49
1.00
-988006.88
1879723.18
2867730.06
0.0001
0.9983
2012-01-31
0.9983
2012-01-31
C000017196
500.00
18729489.67
1.00
-329387.66
925741.94
1255129.60
0.0001
0.9982
2012-01-31
0.9982
2012-01-31
C000017191
500.00
29695798.00
1.00
-456855.16
555258.04
1012113.20
0.0001
0.9983
2012-01-31
0.9983
2012-01-31
ALPINE SECURITIZATION CORP
ALPINE SECURITIZATION CORP 02086LBU9 DCP 02/28/2012
02086LBU9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-02-28
2012-02-28
N
N
N
9300000.00
9298535.25
0.0054
N/A
N
9298791.00
9298791.00
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
11100000.00
11099892.08
0.0064
N/A
N
11100000.00
11100000.00
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
5487707.50
0.0032
N/A
N
5494280.00
5494280.00
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 00.7411 01/10/2013
05253MAS3
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-07-10
2013-01-10
N
N
N
10400000.00
10400000.00
0.0060
N/A
N
10400520.00
10400520.00
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
0.0061
N/A
N
10511550.00
10511550.00
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 00.3553 07/26/2012
06417EXR9
Certificate of Deposit
First Tier Security
N/A
N/A
2012-02-27
2012-07-26
N
N
N
9000000.00
9000000.00
0.0052
N/A
N
9000000.00
9000000.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765JB66 DCP 02/06/2012
11765JB66
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
4400000.00
4399896.11
0.0025
N/A
N
4399868.00
4399868.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765JBM1 DCP 02/21/2012
11765JBM1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
12695000.00
12693730.50
0.0073
N/A
N
12693603.50
12693603.50
CRC FUNDING LLC
CRC FUNDING LLC 12622UBQ8 DCP 02/24/2012
12622UBQ8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
N
N
9400000.00
9399159.22
0.0054
N/A
N
9398496.00
9398496.00
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.4847 10/15/2012
13606YBL9
Certificate of Deposit
First Tier Security
N/A
N/A
2012-02-13
2012-10-15
N
N
N
8500000.00
8500000.00
0.0049
N/A
N
8500085.00
8500085.00
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
18378737.78
0.0106
N/A
N
18389880.00
18389880.00
CATHOLIC HEALTH INITIATIVES
CATHOLIC HEALTH INITIATIVES 00.1200 04/02/2012
1491M0LK9
Other Commercial Paper
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
6870000.00
6870000.00
0.0040
N/A
N
6866839.80
6866839.80
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
8999942.50
0.0052
N/A
N
9000000.00
9000000.00
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
8997930.00
0.0052
N/A
N
8999190.00
8999190.00
CHARTA LLC
CHARTA LLC 16115UBP5 DCP 02/23/2012
16115UBP5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
9300000.00
9299204.33
0.0054
N/A
N
9298605.00
9298605.00
CIESCO-LP
CIESCO-LP 17178BB12 DCP 02/01/2012
17178BB12
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
9300000.00
9300000.00
0.0054
N/A
N
9300000.00
9300000.00
CITIBANK NA
CITIBANK NA CD 00.1100 02/10/2012
1730D2U83
Certificate of Deposit
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
9300000.00
9300000.00
0.0054
N/A
N
9299628.00
9299628.00
COFCO CAPITAL CORP
COFCO CAPITAL CORP 1921E0BP4 DCP 02/23/2012
1921E0BP4
Other Commercial Paper
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
9700000.00
9698103.11
0.0056
N/A
N
9699030.00
9699030.00
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
0.0081
N/A
N
13993840.00
13993840.00
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 00.0000 10/18/2012
20272ABM7
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-10-18
2012-10-18
N
N
N
3100000.00
3099926.62
0.0018
N/A
N
3099926.62
3099926.62
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
10240962.92
0.0059
N/A
N
10242210.00
10242210.00
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
17480677.08
0.0101
N/A
N
17483375.00
17483375.00
DNB BANK ASA
DNB NOR BANK ASA - 04/25/2012 00.5300 04/25/2012
2332K4BP8
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-02-27
2012-04-25
N
N
N
10600000.00
10600000.00
0.0061
N/A
N
10597880.00
10597880.00
DANSKE CORP
DANSKE CORP 2363F6B74 DCP 02/07/2012
2363F6B74
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
9300000.00
9299635.75
0.0054
N/A
N
9299721.00
9299721.00
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
7999680.00
0.0046
N/A
N
7999680.00
7999680.00
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
7997555.57
0.0046
N/A
N
7996480.00
7996480.00
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
1804864.63
0.0010
N/A
N
1804855.60
1804855.60
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
10014979.91
0.0058
N/A
N
10015297.10
10015297.10
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601VCM1 DCP 03/21/2012
30601VCM1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-03-21
2012-03-21
N
N
N
3682000.00
3681248.26
0.0021
N/A
N
3680932.22
3680932.22
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601VCS8 DCP 03/26/2012
30601VCS8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-03-26
2012-03-26
N
N
N
4500000.00
4498987.50
0.0026
N/A
N
4498515.00
4498515.00
FEDERAL FARM CREDIT BANK
FEDERAL FARM CREDIT BANK 00.1700 01/14/2013
31331K2V1
Government Agency Debt
First Tier Security
N/A
N/A
2012-02-01
2013-01-14
N
N
N
24300000.00
24300000.00
0.0140
N/A
N
24300510.30
24300510.30
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
6199132.00
0.0036
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
21495612.21
0.0124
N/A
N
21498581.00
21498581.00
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
4998843.05
0.0029
N/A
N
4999340.00
4999340.00
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
3589034.69
0.0021
N/A
N
3589518.94
3589518.94
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
4999875.00
0.0029
N/A
N
4999975.00
4999975.00
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
7799176.67
0.0045
N/A
N
7799742.60
7799742.60
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
6305824.44
0.0036
N/A
N
6306678.34
6306678.34
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
11997846.67
0.0069
N/A
N
11999316.00
11999316.00
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
1099747.92
0.0006
N/A
N
1099865.80
1099865.80
FREDDIE MAC DISCOUNT NOTES
FREDDIE MAC DISCOUNT NOTES 313396YP2 GDC 06/25/2012
313396YP2
Government Agency Debt
First Tier Security
N/A
N/A
2012-06-25
2012-06-25
N
N
N
8300000.00
8297158.40
0.0048
N/A
N
8298663.70
8298663.70
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
13459264.60
0.0078
N/A
N
13461138.40
13461138.40
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
12997699.73
0.0075
N/A
N
12998583.00
12998583.00
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
13346885.00
0.0077
N/A
N
13348438.00
13348438.00
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELECTRIC CAPITAL CORP 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
8998950.00
0.0052
N/A
N
8999280.00
8999280.00
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELECTRIC CAPITAL CORP 36959HEP8 DCP 05/23/2012
36959HEP8
Other Commercial Paper
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
N
9000000.00
8994680.00
0.0052
N/A
N
8995590.00
8995590.00
GOVCO LLC
GOVCO LLC 38362VBP7 DCP 02/23/2012
38362VBP7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
9300000.00
9299204.33
0.0054
N/A
N
9298884.00
9298884.00
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
10997934.45
0.0063
N/A
N
10998130.00
10998130.00
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
7147855.00
0.0041
N/A
N
7147783.50
7147783.50
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
8996490.00
0.0052
N/A
N
8995500.00
8995500.00
HARRIS COUNTY HEALTH FACILITIES DEVELOPMENT CORP
HARRIS HLTH-VAR-B1-TX 00.0800 10/01/2029
414152SX7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
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 NA
N/A
N/A
3795000.00
3795000.00
0.0022
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
2012-02-07
2012-02-07
Y
ADVENTIST HEALTH SYSTEM/SUNBELT CORP
N/A
N/A
Y
US BANCORP
N/A
N/A
N
11750000.00
11750000.00
0.0068
N/A
N
11750000.00
11750000.00
ING US FUNDING LLC
ING US FUNDING LLC 4497W0B23 DCP 02/02/2012
4497W0B23
Other Commercial Paper
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
N
9750000.00
9749935.00
0.0056
N/A
N
9749902.50
9749902.50
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
5999820.00
0.0035
N/A
N
5999760.00
5999760.00
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
11997506.67
0.0069
N/A
N
11997720.00
11997720.00
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
2012-02-07
2012-02-07
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
N
11000000.00
11000000.00
0.0063
N/A
N
11000000.00
11000000.00
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
8399034.00
0.0048
N/A
N
8399244.00
8399244.00
LELAND STANFORD JUNIOR UNIVERSITY
LELAND STANFORD JUNIOR UNIVER 5255M4D58 DCP 04/05/2012
5255M4D58
Other Commercial Paper
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
N
18200000.00
18195793.78
0.0105
N/A
N
18195632.00
18195632.00
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
7999306.67
0.0046
N/A
N
7999440.00
7999440.00
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127TDH3 DCP 04/17/2012
53127TDH3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-04-17
2012-04-17
N
N
N
7800000.00
7796542.00
0.0045
N/A
N
7795320.00
7795320.00
LOUIS DREYFUS COMMODITIES LLC
LOUIS DREYFUS COMMODITIES LLC 54601KB87 DCP 02/08/2012
54601KB87
Other Commercial Paper
First Tier Security
N/A
N/A
2012-02-08
2012-02-08
N
N
N
9300000.00
9298915.00
0.0054
N/A
N
9299721.00
9299721.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LBF0 DCP 02/15/2012
56274LBF0
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
N
7500000.00
7499416.67
0.0043
N/A
N
7499400.00
7499400.00
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
7498250.00
0.0043
N/A
N
7499175.00
7499175.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LCM4 DCP 03/21/2012
56274LCM4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-03-21
2012-03-21
N
N
N
2800000.00
2798971.00
0.0016
N/A
N
2799104.00
2799104.00
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
17139664.06
0.0099
N/A
N
17124275.00
17124275.00
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
10089698.00
0.0058
N/A
N
10091718.00
10091718.00
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
11999633.33
0.0069
N/A
N
11999880.00
11999880.00
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67983TDG8 DCP 04/16/2012
67983TDG8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-04-16
2012-04-16
N
N
N
3000000.00
2998750.01
0.0017
N/A
N
2999400.00
2999400.00
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
18788123.18
0.0108
N/A
N
18788812.10
18788812.10
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
9299271.50
0.0054
N/A
N
9299721.00
9299721.00
PUTNAM MONEY MARKET LIQUIDITY FUND
PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P
746763168
Investment Company
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
26000000.00
26000000.00
0.0150
N/A
N
26000000.00
26000000.00
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA P/P 144A 00.7451 02/14/2013
78008FAM6
Other Note
First Tier Security
N/A
N/A
2012-02-15
2013-02-14
N
N
N
29425000.00
29425678.83
0.0170
N/A
N
29438741.40
29438741.40
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
7271434.40
0.0042
N/A
N
7271612.16
7271612.16
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
17996500.00
0.0104
N/A
N
17994780.00
17994780.00
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
2249762.50
0.0013
N/A
N
2249955.00
2249955.00
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
5299712.92
0.0031
N/A
N
5299947.00
5299947.00
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
19555000.00
0.0113
N/A
N
19555000.00
19555000.00
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257FEG6 DCP 04/17/2012
86257FEG6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-04-17
2012-04-17
N
N
N
9000000.00
8996390.00
0.0052
N/A
N
8998470.00
8998470.00
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
18395338.67
0.0106
N/A
N
18396872.00
18396872.00
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
3598000.00
0.0021
N/A
N
3598884.00
3598884.00
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HNDLSBK P/P USD 00.0000 01/07/2013
86959JCC0
Other Note
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
N
23500000.00
23500000.00
0.0136
N/A
Y
23500000.00
23500000.00
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
0.0089
N/A
N
15499793.10
15499793.10
TEXAS TECH UNIVERSITY
TEXAS TECH UNIVERSITY 00.1000 02/02/2012
88280QGW2
Other Commercial Paper
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
Y
TEXAS TECH UNIVERSITY
N/A
N/A
N
27000000.00
27000000.00
0.0156
N/A
N
26999730.00
26999730.00
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
9700000.00
0.0056
N/A
N
9699903.00
9699903.00
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
8497558.61
0.0049
N/A
N
8497620.00
8497620.00
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 00.5823 10/19/2012
89112XBQ7
Certificate of Deposit
First Tier Security
N/A
N/A
2012-04-19
2012-10-19
N
N
N
14500000.00
14500000.00
0.0084
N/A
N
14495360.00
14495360.00
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
10003093.36
0.0058
N/A
N
10005500.00
10005500.00
TORONTO-DOMINION BANK/NY
TORONTO-DOMINION BANK/NY 00.2100
89112XKJ3
Certificate of Deposit
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
3000000.00
3000161.51
0.0017
N/A
N
3000330.00
3000330.00
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
6599149.33
0.0038
N/A
N
6599736.00
6599736.00
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 89232CCV6 DCP 03/29/2012
89232CCV6
Other Commercial Paper
First Tier Security
N/A
N/A
2012-03-29
2012-03-29
N
N
N
9400000.00
9397767.50
0.0054
N/A
N
9398778.00
9398778.00
TRINITY HEALTH
TRINITY HEALTH 00.1200 03/01/2012
89651JC19
Other Commercial Paper
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
8200000.00
8199207.33
0.0047
N/A
N
8198360.00
8198360.00
TRUCKEE MEADOWS WATER AUTHORITY
TRUCKEE MEADOWS WATER AUTHORI 00.1000 02/01/2012
89782NHF6
Other Commercial Paper
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
9000000.00
9000000.00
0.0052
N/A
N
9000000.00
9000000.00
UBS FINANCE DELAWARE LLC
UBS FINANCE DELAWARE LLC 90262CBP1 DCP 02/23/2012
90262CBP1
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
9300000.00
9299062.25
0.0054
N/A
N
9299070.00
9299070.00
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
25158889.16
0.0145
N/A
N
25159175.00
25159175.00
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
19550642.21
0.0113
N/A
N
19551031.50
19551031.50
UNIVERSITY OF TEXAS PERMANENT UNIVERSITY FUND/TX
UNIVERSITY OF TEXAS PERMANENT 00.1200 04/02/2012
91513VET3
Other Commercial Paper
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
28000000.00
28000000.00
0.0162
N/A
N
28000000.00
28000000.00
VARIABLE FUNDING CAPITAL CO LLC
VARIABLE FUNDING CAPITAL CO L 92217LDS5 DCP 04/26/2012
92217LDS5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-04-26
2012-04-26
N
N
N
10700000.00
10695452.50
0.0062
N/A
N
10693045.00
10693045.00
VARIABLE FUNDING CAPITAL CO LLC
VARIABLE FUNDING CAPITAL CO L 92217LDT3 DCP 04/27/2012
92217LDT3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
N
15250000.00
15243806.81
0.0088
N/A
N
15239935.00
15239935.00
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
16199264.27
0.0093
N/A
N
16199352.00
16199352.00
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646KCG5 DCP 03/16/2012
92646KCG5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-03-16
2012-03-16
N
N
N
10000000.00
9997433.34
0.0058
N/A
N
9997200.00
9997200.00
COUNTY OF WAKE NC
WAKE CNTY VAR-SCH-B 00.0400 03/01/2024
930863F34
Variable Rate Demand Note
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
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
0.0009
N/A
N
1500000.00
1500000.00
WAL-MART STORES INC
WAL-MART STORES INC 93114ECE5 DCP 03/14/2012
93114ECE5
Other Commercial Paper
First Tier Security
N/A
N/A
2012-03-14
2012-03-14
N
N
N
9000000.00
8999160.00
0.0052
N/A
N
8999460.00
8999460.00
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
9260810.87
0.0053
N/A
N
9266427.00
9266427.00
WESTPAC BANKING CORP
WESTPAC BANKING CORP 00.4600 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
0.0104
N/A
N
17998020.00
17998020.00
BARCLAYS CAPITAL, INC.
REPO TRIPA MORTG 0.17 02/07/2012
TRIPARTY1
Government Agency Repurchase Agreement
Y
GNMA
2041-04-15
4.50%
Government Agency Debt
942297.25
953848.23
GNMA
2041-04-15
4.50%
Government Agency Debt
637358.09
691132.66
GNMA
2026-12-20
3.50%
Government Agency Debt
708664.29
763120.96
GNMA
2041-11-20
4.50%
Government Agency Debt
693741.12
763905.51
GNMA
2041-11-20
4.50%
Government Agency Debt
818463.20
900296.40
GNMA
2041-10-20
4.50%
Government Agency Debt
929578.50
1006338.65
GNMA
2027-01-15
3.50%
Government Agency Debt
592130.90
637083.50
GNMA
2033-10-15
5.00%
Government Agency Debt
2732799.15
759608.62
GNMA
2034-08-20
6.00%
Government Agency Debt
424636.16
89786.93
GNMA
2024-03-20
4.00%
Government Agency Debt
1159000.00
857133.52
GNMA
2039-03-20
4.50%
Government Agency Debt
1176744.17
961670.82
GNMA
2036-09-20
6.50%
Government Agency Debt
3742894.30
825012.00
GNMA
2038-10-20
6.00%
Government Agency Debt
546040.83
615840.01
GNMA
2042-01-20
4.50%
Government Agency Debt
831325.78
893750.03
GNMA
2039-12-20
5.00%
Government Agency Debt
1006243.80
831353.01
GNMA
2040-05-20
6.50%
Government Agency Debt
1123348.46
656829.65
GNMA
2038-12-20
6.50%
Government Agency Debt
1164682.11
988876.08
GNMA
2041-03-20
5.50%
Government Agency Debt
848902.36
801409.47
GNMA
2026-05-20
3.50%
Government Agency Debt
665585.88
676748.17
GNMA
2039-11-20
5.50%
Government Agency Debt
290684.73
297857.67
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
35000000.00
35000000.00
0.0202
N/A
N
35000000.00
35000000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.16 02/07/2012
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2040-09-01
3.80%
Government Agency Debt
4671411.74
3822426.56
FMAC
2040-09-01
3.94%
Government Agency Debt
5383762.23
3885869.75
FMAC
2041-03-01
3.25%
Government Agency Debt
4064417.71
3813158.18
FMAC
2033-03-01
5.50%
Government Agency Debt
13329853.83
2005511.99
FMAC
2041-02-01
3.16%
Government Agency Debt
4522890.41
3896382.11
FNMA
2019-06-01
4.66%
Government Agency Debt
3505975.00
3965748.56
FNMA
2026-02-01
4.00%
Government Agency Debt
2336237.79
2296400.00
FNMA
2041-01-01
3.23%
Government Agency Debt
4851894.23
4001350.11
GNMA
2039-05-20
5.00%
Government Agency Debt
5664678.45
4019826.52
GNMA
2038-11-20
6.50%
Government Agency Debt
12221405.24
3995162.30
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
N
35000000.00
35000000.00
0.0202
N/A
N
35000000.00
35000000.00
J.P. MORGAN SECURITIES
REPO TRIPA CORPO 0.3 02/23/2012
TRIPARTY1
Other Repurchase Agreement
N
NEXEN INC
2019-07-30
6.20%
Other Note
1590484.00
1871538.44
ALLEGHENY ENERGY SUPPLY COMPAN
2019-10-15
5.75%
Other Note
4936577.00
5387340.09
ALLEGHENY ENERGY SUPPLY COMPAN
2039-10-15
6.75%
Other Note
6301962.60
6919980.46
FAIRFAX FINANCIAL HOLDINGS LIM
2021-05-15
5.80%
Other Note
540817.40
523938.49
First Tier Security
N/A
N/A
2012-02-23
2012-02-23
N
N
N
14000000.00
14000000.00
0.0081
N/A
Y
14000700.00
14000700.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.23 02/01/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2021-01-01
3.00%
Government Agency Debt
25596285.44
23253828.59
FNMA
2039-12-01
4.50%
Government Agency Debt
3796521.98
3066943.02
FNMA
2021-12-01
3.00%
Government Agency Debt
22813456.90
23545716.29
GNMA
2039-10-20
5.00%
Government Agency Debt
29076501.50
23087731.39
GNMA
2040-04-20
5.00%
Government Agency Debt
16547385.34
14201800.43
GNMA
2041-10-20
4.50%
Government Agency Debt
20175738.88
21899567.10
GNMA
2041-09-20
3.50%
Government Agency Debt
20414485.50
21504413.32
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
128000000.00
128000000.00
0.0739
N/A
N
128000000.00
128000000.00
MORGAN (J.P.) SECURITIES INC.
REPO TRIPA MORTG 0.23 02/01/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2014-07-01
4.50%
Government Agency Debt
807702.50
74845.25
FNMA
2016-11-01
6.00%
Government Agency Debt
837729.24
196398.04
FNMA
2037-12-01
5.50%
Government Agency Debt
839873.96
270142.45
FNMA
2013-01-01
7.00%
Government Agency Debt
888532.77
3173.75
FNMA
2013-03-01
6.00%
Government Agency Debt
804510.00
2461.13
FNMA
2015-03-01
7.00%
Government Agency Debt
814134.75
5926.12
FNMA
2014-12-01
7.00%
Government Agency Debt
799607.60
9009.34
FNMA
2018-11-01
7.00%
Government Agency Debt
904117.92
3833.74
FNMA
2035-07-01
5.50%
Government Agency Debt
790733.09
204935.73
FNMA
2036-01-01
6.50%
Government Agency Debt
788993.81
139425.62
FNMA
2022-05-01
5.00%
Government Agency Debt
935373.77
270177.98
FNMA
2036-07-01
6.00%
Government Agency Debt
800585.78
426079.04
FNMA
2027-11-01
5.50%
Government Agency Debt
910588.47
453551.24
FNMA
2025-03-01
4.00%
Government Agency Debt
830050.00
679494.66
FNMA
2041-01-01
4.00%
Government Agency Debt
830083.84
830363.48
FNMA
2022-07-01
5.00%
Government Agency Debt
786860.58
246979.56
FNMA
2022-12-01
5.00%
Government Agency Debt
785871.55
368708.64
FNMA
2037-10-01
6.50%
Government Agency Debt
941667.46
314591.55
FNMA
2037-10-01
7.50%
Government Agency Debt
908310.31
234498.48
FNMA
2023-04-01
5.00%
Government Agency Debt
930850.63
608925.77
FNMA
2023-10-01
6.00%
Government Agency Debt
840118.51
552298.62
FNMA
2024-01-01
5.00%
Government Agency Debt
852945.33
267295.20
FNMA
2039-03-01
4.50%
Government Agency Debt
832322.42
633508.47
FNMA
2026-07-01
4.00%
Government Agency Debt
885632.06
445219.09
FNMA
2040-06-01
5.50%
Government Agency Debt
818269.68
834759.72
FNMA
2031-02-01
3.50%
Government Agency Debt
893900.00
905378.35
FNMA
2041-02-01
4.00%
Government Agency Debt
894567.23
935872.60
FNMA
2040-01-01
5.50%
Government Agency Debt
916243.03
781663.81
FNMA
2040-06-01
5.50%
Government Agency Debt
798125.00
698629.96
FNMA
2040-05-01
5.50%
Government Agency Debt
830050.00
841019.36
FNMA
2036-06-01
5.50%
Government Agency Debt
916247.50
676185.50
FNMA
2025-09-01
4.00%
Government Agency Debt
830050.00
783941.04
FNMA
2025-08-01
4.50%
Government Agency Debt
938402.17
894109.85
FNMA
2040-09-01
4.00%
Government Agency Debt
915416.81
943246.82
FNMA
2040-09-01
4.00%
Government Agency Debt
938272.56
972237.73
FNMA
2025-09-01
4.00%
Government Agency Debt
839303.14
601548.04
FNMA
2040-10-01
4.00%
Government Agency Debt
861282.23
839604.35
FNMA
2040-10-01
4.00%
Government Agency Debt
905892.31
903403.39
FNMA
2025-10-01
4.00%
Government Agency Debt
860011.61
856811.61
FNMA
2040-10-01
5.50%
Government Agency Debt
899836.13
914135.39
FNMA
2040-12-01
4.00%
Government Agency Debt
874901.43
899558.56
FNMA
2040-12-01
4.50%
Government Agency Debt
919952.08
973136.54
FNMA
2025-12-01
4.00%
Government Agency Debt
822271.15
827280.30
FNMA
2026-03-01
4.00%
Government Agency Debt
837783.51
811113.11
FNMA
2041-10-01
4.00%
Government Agency Debt
812523.81
861739.44
FNMA
2031-02-01
4.00%
Government Agency Debt
882474.04
913329.57
FNMA
2041-03-01
6.00%
Government Agency Debt
840099.99
924898.67
FNMA
2041-07-01
4.00%
Government Agency Debt
940103.14
993017.53
FNMA
2041-04-01
4.50%
Government Agency Debt
898147.94
685341.50
FNMA
2041-04-01
6.00%
Government Agency Debt
857928.83
937751.33
FNMA
2041-06-01
4.50%
Government Agency Debt
838768.08
892561.93
FNMA
2041-04-01
4.00%
Government Agency Debt
815464.11
853285.46
FNMA
2026-10-01
4.00%
Government Agency Debt
876862.90
903275.59
FNMA
2041-03-01
5.50%
Government Agency Debt
796782.87
839529.82
FNMA
2041-08-01
4.00%
Government Agency Debt
828949.86
873505.26
FNMA
2041-09-01
4.50%
Government Agency Debt
876495.77
936179.25
FNMA
2041-07-01
4.00%
Government Agency Debt
829668.18
876619.76
FNMA
2041-06-01
6.00%
Government Agency Debt
933441.67
1029583.53
FNMA
2026-07-01
4.50%
Government Agency Debt
816657.46
848502.85
FNMA
2041-06-01
4.00%
Government Agency Debt
854360.25
900791.08
FNMA
2026-07-01
4.50%
Government Agency Debt
916453.10
966043.18
FNMA
2041-06-01
5.00%
Government Agency Debt
842402.42
906365.33
FNMA
2026-07-01
3.50%
Government Agency Debt
849862.02
884107.21
FNMA
2026-09-01
3.50%
Government Agency Debt
833681.79
874756.12
FNMA
2041-11-01
3.50%
Government Agency Debt
859806.02
894917.65
FNMA
2026-11-01
3.50%
Government Agency Debt
893717.39
941181.23
FNMA
2041-12-01
4.00%
Government Agency Debt
815220.20
866953.68
FNMA
2026-12-01
3.50%
Government Agency Debt
813742.71
860186.51
FNMA
2026-12-01
3.50%
Government Agency Debt
941269.68
1000372.71
FNMA
2026-09-01
3.50%
Government Agency Debt
850144.23
883391.81
FNMA
2026-07-01
4.00%
Government Agency Debt
876053.29
915720.44
FNMA
2041-07-01
4.00%
Government Agency Debt
872565.80
889148.86
FNMA
2026-06-01
4.00%
Government Agency Debt
896358.86
926770.56
FNMA
2026-06-01
4.50%
Government Agency Debt
941678.96
976423.69
FNMA
2041-07-01
4.50%
Government Agency Debt
907243.37
972038.22
FNMA
2026-10-01
4.00%
Government Agency Debt
857651.72
911066.01
FNMA
2041-07-01
5.00%
Government Agency Debt
784958.49
851689.16
FNMA
2041-06-01
4.50%
Government Agency Debt
789956.67
847765.48
FNMA
2041-08-01
4.00%
Government Agency Debt
910563.57
947560.52
FNMA
2036-07-01
4.50%
Government Agency Debt
809812.10
859177.43
FNMA
2041-08-01
4.00%
Government Agency Debt
868228.47
915691.19
FNMA
2041-08-01
4.00%
Government Agency Debt
835938.89
886006.78
FNMA
2026-08-01
3.50%
Government Agency Debt
900396.74
934659.35
FNMA
2026-08-01
4.00%
Government Agency Debt
779528.69
811446.34
FNMA
2042-01-01
4.50%
Government Agency Debt
803994.09
871102.51
FNMA
2026-09-01
3.50%
Government Agency Debt
872719.04
914895.84
FNMA
2041-09-01
4.50%
Government Agency Debt
854788.68
912447.48
FNMA
2026-09-01
4.00%
Government Agency Debt
922313.25
788323.53
FNMA
2026-09-01
4.50%
Government Agency Debt
859686.62
911441.06
FNMA
2026-09-01
3.50%
Government Agency Debt
825739.49
848172.62
FNMA
2041-08-01
4.00%
Government Agency Debt
868358.08
920129.71
FNMA
2041-10-01
4.50%
Government Agency Debt
793625.49
848649.13
FNMA
2041-09-01
5.00%
Government Agency Debt
922459.47
1000154.00
FNMA
2026-10-01
3.50%
Government Agency Debt
838595.68
873309.61
FNMA
2041-10-01
4.00%
Government Agency Debt
916132.57
968297.78
FNMA
2027-01-01
3.50%
Government Agency Debt
900110.69
962566.95
FNMA
2026-09-01
4.50%
Government Agency Debt
905215.50
958708.26
FNMA
2041-10-01
5.00%
Government Agency Debt
938378.55
1016186.96
FNMA
2026-10-01
4.50%
Government Agency Debt
826572.09
879004.57
FNMA
2036-10-01
4.50%
Government Agency Debt
914623.16
974500.24
FNMA
2026-09-01
3.50%
Government Agency Debt
895138.69
935776.72
FNMA
2031-10-01
4.00%
Government Agency Debt
931109.86
982773.73
FNMA
2026-10-01
3.50%
Government Agency Debt
931571.50
978835.00
FNMA
2026-12-01
3.50%
Government Agency Debt
875336.25
930058.96
FNMA
2026-12-01
3.50%
Government Agency Debt
843083.06
891678.13
FNMA
2041-10-01
5.00%
Government Agency Debt
865641.27
937463.65
FNMA
2041-10-01
4.00%
Government Agency Debt
807175.10
859539.53
FNMA
2026-10-01
4.50%
Government Agency Debt
812060.26
877495.59
FNMA
2036-11-01
4.50%
Government Agency Debt
859940.74
918674.29
FNMA
2026-10-01
4.00%
Government Agency Debt
878865.24
924405.45
FNMA
2036-10-01
3.50%
Government Agency Debt
827221.45
856312.52
FNMA
2041-10-01
4.50%
Government Agency Debt
803552.89
863262.08
FNMA
2026-10-01
3.50%
Government Agency Debt
790789.27
831628.11
FNMA
2026-11-01
4.50%
Government Agency Debt
793864.93
855675.06
FNMA
2041-11-01
4.50%
Government Agency Debt
915568.77
979721.72
FNMA
2041-10-01
5.00%
Government Agency Debt
829290.82
896843.08
FNMA
2026-11-01
3.50%
Government Agency Debt
811555.21
857659.68
FNMA
2041-12-01
4.50%
Government Agency Debt
854368.55
932904.36
FNMA
2041-12-01
5.00%
Government Agency Debt
804073.90
886771.63
FNMA
2041-12-01
5.00%
Government Agency Debt
900647.03
992548.35
FNMA
2026-11-01
4.00%
Government Agency Debt
911401.29
972361.22
FNMA
2026-11-01
4.00%
Government Agency Debt
779747.69
829578.03
FNMA
2041-11-01
4.50%
Government Agency Debt
858450.48
919109.91
FNMA
2041-11-01
5.00%
Government Agency Debt
916924.31
997596.10
FNMA
2026-11-01
3.50%
Government Agency Debt
814939.26
863300.67
FNMA
2026-11-01
3.50%
Government Agency Debt
839681.13
884778.39
FNMA
2026-11-01
3.50%
Government Agency Debt
881207.90
931965.38
FNMA
2041-11-01
4.00%
Government Agency Debt
852888.51
905905.08
FNMA
2036-01-01
3.50%
Government Agency Debt
941996.29
981724.92
FNMA
2041-12-01
4.00%
Government Agency Debt
838727.85
891996.61
FNMA
2041-12-01
5.00%
Government Agency Debt
830797.05
905033.40
FNMA
2042-01-01
4.50%
Government Agency Debt
857186.25
920010.44
FNMA
2042-01-01
4.00%
Government Agency Debt
816175.40
869400.23
FNMA
2026-12-01
4.00%
Government Agency Debt
823790.15
886671.38
FNMA
2026-12-01
4.00%
Government Agency Debt
823824.63
882619.91
FNMA
2041-11-01
4.00%
Government Agency Debt
810552.76
860994.71
FNMA
2042-01-01
5.00%
Government Agency Debt
820784.73
897352.09
FNMA
2026-12-01
4.00%
Government Agency Debt
865965.63
924535.47
FNMA
2026-12-01
4.00%
Government Agency Debt
880028.59
944469.96
FNMA
2041-12-01
4.50%
Government Agency Debt
930155.95
998493.39
FNMA
2042-01-01
4.50%
Government Agency Debt
893974.07
959653.27
FNMA
2042-01-01
5.00%
Government Agency Debt
869221.98
960086.60
FNMA
2041-12-01
5.00%
Government Agency Debt
920808.94
999820.87
FNMA
2027-01-01
4.00%
Government Agency Debt
935555.74
1003429.02
FNMA
2027-01-01
4.00%
Government Agency Debt
832766.18
890059.38
FNMA
2042-01-01
4.50%
Government Agency Debt
108832.33
117916.43
FNMA
2026-12-01
3.50%
Government Agency Debt
785019.79
830335.86
FNMA
2041-12-01
3.50%
Government Agency Debt
783887.09
819029.66
FNMA
2042-01-01
4.00%
Government Agency Debt
931757.94
997508.21
FNMA
2042-01-01
4.50%
Government Agency Debt
932384.31
1006712.89
FNMA
2022-01-01
3.50%
Government Agency Debt
885380.49
935146.29
FNMA
2042-01-01
4.00%
Government Agency Debt
881230.24
934878.13
FNMA
2042-01-01
4.50%
Government Agency Debt
882191.19
955826.62
FNMA
2027-02-01
3.00%
Government Agency Debt
893617.14
934482.47
FNMA
2027-02-01
3.50%
Government Agency Debt
831374.89
889061.76
FNMA
2027-01-01
3.50%
Government Agency Debt
868934.65
923253.84
FNMA
2027-01-01
3.50%
Government Agency Debt
822564.23
877840.40
FNMA
2042-01-01
3.00%
Government Agency Debt
919679.44
936146.19
FNMA
2041-04-01
5.00%
Government Agency Debt
830050.00
896265.34
FNMA
2039-06-01
6.00%
Government Agency Debt
910125.56
389158.65
FNMA
2026-08-01
4.50%
Government Agency Debt
808570.86
845682.52
FNMA
2041-09-01
4.00%
Government Agency Debt
925825.00
920222.33
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
127699000.00
127699000.00
0.0737
N/A
N
127699000.00
127699000.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.24 02/01/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2032-01-01
3.50%
Government Agency Debt
11783854.83
12407417.15
FMAC
2024-08-01
4.00%
Government Agency Debt
32691756.00
20851432.16
FMAC
2039-06-01
4.50%
Government Agency Debt
49028008.19
39305261.98
FMAC
2040-10-01
4.50%
Government Agency Debt
28554433.51
26076842.51
FMAC
2042-01-01
4.00%
Government Agency Debt
30149440.27
31941110.95
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
128000000.00
128000000.00
0.0739
N/A
N
128000000.00
128000000.00
J.P. MORGAN SECURITIES
REPO TRIPA CORPO 0.2 02/01/2012
TRIPARTY2
Other Repurchase Agreement
N
NELNET EDUCATION LOAN FUNDING
2039-02-25
0.00%
Other Note
446355.00
417017.19
BRUCE MANSFIELD UNIT 1
2034-06-01
6.85%
Other Note
2971449.00
3157208.84
PROLOGIS TRUST
2016-04-01
5.75%
Other Note
629148.00
690871.81
NEXEN INC
2037-05-15
6.40%
Other Note
2378009.40
2701307.93
ALLEGHENY LUDLUM CORPORATION
2025-12-15
6.95%
Other Note
518622.00
598711.51
DELHAIZE AMERICA INC CLASS
2031-04-15
9.00%
Other Note
1217911.50
1628432.92
PLAINS ALL AMERICAN PIPELINE
2019-05-01
8.75%
Other Note
89271.00
116977.64
NEXEN INC
2019-07-30
6.20%
Other Note
4497558.00
5292321.52
PROLOGIS TRUST
2016-11-15
5.63%
Other Note
59939.10
65160.92
DOMTAR CORPORATION
2017-06-01
10.75%
Other Note
405970.50
513552.68
PLAINS ALL AMERICAN PIPELINE
2017-01-15
6.13%
Other Note
1670217.90
1921939.20
ROWAN COMPANIES INC.
2019-08-01
7.88%
Other Note
352833.00
433337.57
AMERICAN AIRLINES INC.
2019-07-02
10.38%
Other Note
22855.93
24471.59
WYNDHAM WORLDWIDE CORPORATION
2014-05-01
9.88%
Other Note
3799118.70
4488822.99
ENTERGY CORP NEW
2020-09-15
5.13%
Other Note
2975.70
3081.21
DOMTAR CORPORATION
2015-08-15
7.13%
Other Note
850200.00
945041.51
ALLEGHENY TECHNOLOGIES INC NEW
2019-06-01
9.38%
Other Note
1166049.30
1499912.64
CANADIAN PACIFIC RAILWAY
2023-03-15
4.45%
Other Note
170040.00
176615.21
CLIFFS NATURAL RESOURCES INC.
2020-03-15
5.90%
Other Note
39959.40
44714.86
AVIATION CAPITAL GROUP CORP.
2020-10-15
7.13%
Other Note
1396453.50
1441425.76
DELHAIZE GROUP
2017-06-15
6.50%
Other Note
2343576.30
2795460.66
KILROY REALTY L P
2020-06-01
6.63%
Other Note
63765.00
69767.57
PPL WEM HLDGS PLC
2016-05-01
3.90%
Other Note
92671.80
94995.54
UNITED BUSINESS MEDIA LIMITED
2020-11-03
5.75%
Other Note
1538862.00
1556013.90
ENTERGY CORP NEW
2015-09-15
3.63%
Other Note
63765.00
65542.96
ADVANCE AUTO PARTS INC<
2022-01-15
4.50%
Other Note
2157382.50
2240128.89
KILROY REALTY CORPORATION
2015-11-03
5.00%
Other Note
161538.00
170775.29
WYNDHAM WORLDWIDE CORPORATION
2021-03-01
5.63%
Other Note
3825900.00
4119313.13
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
35500000.00
35500000.00
0.0205
N/A
N
35500000.00
35500000.00
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
10000193.97
0.0058
N/A
N
10002800.00
10002800.00
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
2012-02-07
2012-02-07
Y
WHEATON FRANCISCAN HEALTHCARE SYSTEM
N/A
N/A
Y
US BANCORP
N/A
N/A
N
4100000.00
4100000.00
0.0024
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
0.0108
N/A
N
18816544.00
18816544.00
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137RB66 DCP 02/06/2012
98137RB66
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
3816000.00
3815835.70
0.0022
N/A
N
3815885.52
3815885.52
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137RBQ2 DCP 02/24/2012
98137RBQ2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-02-24
2012-02-24
N
N
N
5800000.00
5798740.11
0.0033
N/A
N
5799362.00
5799362.00
YALE UNIVERSITY
YALE UNIVERSITY 00.1200 04/02/2012
98459RD23
Other Commercial Paper
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
26300000.00
26294652.34
0.0152
N/A
N
26283694.00
26283694.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.12 02/01/2012
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2041-07-01
2.17%
Government Agency Debt
6344228.01
6355559.31
FMAC
2041-07-01
0.00%
Government Agency Debt
3862035.67
4057041.44
FMAC
2042-01-01
4.00%
Government Agency Debt
6043246.86
6402374.86
FNMA
2041-09-01
4.50%
Government Agency Debt
820431.54
855034.35
FNMA
2035-06-01
2.12%
Government Agency Debt
19626782.59
5892712.39
FNMA
2039-09-01
4.50%
Government Agency Debt
7230274.40
6377968.09
FNMA
2025-07-01
4.50%
Government Agency Debt
6983229.49
6388551.68
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
35500000.00
35500000.00
0.0205
N/A
N
35500000.00
35500000.00