0000928816-12-000493.txt : 20120430 0000928816-12-000493.hdr.sgml : 20120430 20120306100226 ACCESSION NUMBER: 0000928816-12-000493 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120229 FILED AS OF DATE: 20120306 DATE AS OF CHANGE: 20120306 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: 12668969 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 2012-02-29 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 48 74 1699088467.10 34076138.22 42083583.81 1691081021.51 0.0023 0.9982 2012-02-29 0.9982 2012-02-29 C000017192 500.00 1563511347.18 1.00 -20574431.73 63089150.26 83663581.99 0.0001 0.9982 2012-02-29 0.9982 2012-02-29 C000017193 500.00 22471663.88 1.00 -304447.46 1043090.23 1347537.69 0.0001 0.9982 2012-02-29 0.9982 2012-02-29 C000017194 500.00 28287962.55 1.00 844624.33 2869224.45 2024600.12 0.0001 0.9982 2012-02-29 0.9982 2012-02-29 C000017195 500.00 27667961.54 1.00 -670599.71 1483233.32 2153833.03 0.0001 0.9981 2012-02-29 0.9981 2012-02-29 C000017196 500.00 18964964.99 1.00 356118.58 1000414.62 644296.04 0.0001 0.9982 2012-02-29 0.9982 2012-02-29 C000017191 500.00 30177121.37 1.00 572936.31 1275227.06 702290.75 0.0001 0.9983 2012-02-29 0.9983 2012-02-29 ALPINE SECURITIZATION CORP ALPINE SECURITIZATION CORP 02086LCL8 DCP 03/20/2012 02086LCL8 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-03-20 2012-03-20 N N N 8800000.00 8799256.89 0.0052 N/A N 8799296.00 8799296.00 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 5490100.00 0.0032 N/A N 5495105.00 5495105.00 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD AUSTRALIA & NEW ZEALAND BANKI 05253AH86 DCP 08/08/2012 05253AH86 Financial Company Commercial Paper First Tier Security N/A N/A 2012-08-08 2012-08-08 N N N 9800000.00 9784755.56 0.0058 N/A N 9783144.00 9783144.00 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD AUSTRALIA & NEW ZEALAND BANKI 00.6706 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 0.0061 N/A N 10400832.00 10400832.00 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 0.0062 N/A N 10510500.00 10510500.00 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA HOUS 00.3240 07/26/2012 06417EXR9 Certificate of Deposit First Tier Security N/A N/A 2012-03-26 2012-07-26 N N N 9000000.00 9000000.00 0.0053 N/A N 9000180.00 9000180.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.19 03/01/2012 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2033-11-01 2.63% Government Agency Debt 33761354.19 11874433.07 FMAC 2033-03-01 5.50% Government Agency Debt 9893897.23 1447956.61 FMAC 2041-01-01 3.05% Government Agency Debt 7139802.74 5038931.12 FNMA 2033-05-01 5.00% Government Agency Debt 60553328.23 13439815.40 FNMA 2020-11-01 3.54% Government Agency Debt 10562100.00 11348558.66 FNMA 2026-02-01 4.00% Government Agency Debt 14612070.14 14409352.79 FNMA 2038-04-01 5.50% Government Agency Debt 32632585.88 13377218.48 FNMA 2024-11-01 4.00% Government Agency Debt 17733923.30 13394187.92 FNMA 2019-06-01 4.62% Government Agency Debt 11183400.00 12523558.03 FNMA 2032-02-01 3.50% Government Agency Debt 8354404.06 8766987.97 First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 103546000.00 103546000.00 0.0612 N/A N 103546000.00 103546000.00 BRYANT PARK FUNDING LLC BRYANT PARK FUNDING LLC 11765JCF5 DCP 03/15/2012 11765JCF5 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 4400000.00 4399726.22 0.0026 N/A N 4399692.00 4399692.00 BRYANT PARK FUNDING LLC BRYANT PARK FUNDING LLC 11765JCL2 DCP 03/20/2012 11765JCL2 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-03-20 2012-03-20 N N N 13000000.00 12998833.61 0.0077 N/A N 12998830.00 12998830.00 BRYANT PARK FUNDING LLC BRYANT PARK FUNDING LLC 11765JCT5 DCP 03/27/2012 11765JCT5 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-03-27 2012-03-27 N N N 8000000.00 7999017.78 0.0047 N/A N 7998960.00 7998960.00 CAFCO LLC CAFCO LLC 12476ECD9 DCP 03/13/2012 12476ECD9 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-03-13 2012-03-13 N N N 8800000.00 8799325.33 0.0052 N/A N 8799472.00 8799472.00 CRC FUNDING LLC CRC FUNDING LLC 12622UCC8 DCP 03/12/2012 12622UCC8 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-03-12 2012-03-12 N N N 8800000.00 8799381.55 0.0052 N/A N 8799472.00 8799472.00 CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY CALIFORNIA EDUCATIONAL FACILI 00.1200 04/20/2012 13018AEA4 Other Commercial Paper First Tier Security N/A N/A 2012-04-20 2012-04-20 N N N 7000000.00 7000000.00 0.0041 N/A N 7000000.00 7000000.00 CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY CANADIAN IMP BK COMM NY 00.4435 10/15/2012 13606YBL9 Certificate of Deposit First Tier Security N/A N/A 2012-03-13 2012-10-15 N N N 8500000.00 8500000.00 0.0050 N/A N 8500085.00 8500085.00 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 0.0041 N/A N 6869106.90 6869106.90 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 8999597.50 0.0053 N/A N 8999730.00 8999730.00 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 15963TEG0 DCP 05/16/2012 15963TEG0 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-05-16 2012-05-16 N N N 8000000.00 7996791.11 0.0047 N/A N 7996720.00 7996720.00 CHARTA LLC CHARTA LLC 16115UC90 DCP 03/09/2012 16115UC90 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-03-09 2012-03-09 N N N 8800000.00 8799569.78 0.0052 N/A N 8799648.00 8799648.00 MORGAN (J.P.) SECURITIES INC. REPO TRIPA MORTG 0.19 03/01/2012 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2016-11-01 6.00% Government Agency Debt 437854.04 100765.07 FNMA 2013-01-01 7.00% Government Agency Debt 723628.88 2256.84 FNMA 2013-06-01 6.00% Government Agency Debt 802155.64 7819.86 FNMA 2018-11-01 6.00% Government Agency Debt 754000.00 10799.50 FNMA 2018-11-01 7.00% Government Agency Debt 736321.56 2579.51 FNMA 2034-08-01 5.50% Government Agency Debt 780000.00 345179.24 FNMA 2036-09-01 6.00% Government Agency Debt 777400.00 188358.10 FNMA 2037-06-01 6.50% Government Agency Debt 708347.12 81061.74 FNMA 2027-11-01 5.50% Government Agency Debt 741591.24 320691.76 FNMA 2024-04-01 4.50% Government Agency Debt 712248.16 279442.05 FNMA 2016-08-01 4.50% Government Agency Debt 798510.44 253469.73 FNMA 2037-07-01 6.50% Government Agency Debt 783788.72 241294.52 FNMA 2037-09-01 6.50% Government Agency Debt 715000.00 249407.98 FNMA 2037-10-01 6.50% Government Agency Debt 766902.24 251487.65 FNMA 2037-10-01 7.50% Government Agency Debt 739735.88 192079.91 FNMA 2038-06-01 6.00% Government Agency Debt 766432.68 180399.41 FNMA 2038-08-01 6.00% Government Agency Debt 691812.68 85654.89 FNMA 2023-04-01 5.00% Government Agency Debt 758092.92 493848.27 FNMA 2023-10-01 6.00% Government Agency Debt 684199.88 447888.39 FNMA 2038-06-01 5.50% Government Agency Debt 682625.84 244732.78 FNMA 2024-08-01 5.00% Government Agency Debt 743829.84 409216.02 FNMA 2026-07-01 4.00% Government Agency Debt 721266.52 361077.96 FNMA 2037-07-01 5.50% Government Agency Debt 784193.80 549592.84 FNMA 2040-09-01 4.00% Government Agency Debt 728000.00 674634.99 FNMA 2031-02-01 3.50% Government Agency Debt 728000.00 735008.19 FNMA 2041-12-01 4.00% Government Agency Debt 127400.00 134151.63 FNMA 2040-01-01 5.50% Government Agency Debt 746196.36 636379.57 FNMA 2040-01-01 4.50% Government Agency Debt 780000.00 715369.90 FNMA 2020-06-01 6.00% Government Agency Debt 684127.60 176936.84 FNMA 2040-07-01 4.50% Government Agency Debt 699497.24 671248.00 FNMA 2040-05-01 5.50% Government Agency Debt 767970.32 777993.59 FNMA 2025-09-01 3.50% Government Agency Debt 796116.88 771946.69 FNMA 2025-10-01 4.00% Government Agency Debt 700401.00 694611.72 FNMA 2040-10-01 5.50% Government Agency Debt 732834.44 689070.28 FNMA 2040-12-01 4.50% Government Agency Debt 749217.04 790827.19 FNMA 2041-01-01 4.50% Government Agency Debt 780000.00 825259.32 FNMA 2026-03-01 4.00% Government Agency Debt 682298.24 655660.52 FNMA 2041-09-01 4.00% Government Agency Debt 781810.12 817549.43 FNMA 2041-01-01 5.00% Government Agency Debt 793325.00 847859.49 FNMA 2031-02-01 4.00% Government Agency Debt 718694.60 745911.17 FNMA 2041-03-01 6.00% Government Agency Debt 684184.80 753189.48 FNMA 2041-07-01 4.00% Government Agency Debt 765628.24 806533.45 FNMA 2041-04-01 6.00% Government Agency Debt 698704.76 763422.81 FNMA 2041-06-01 4.50% Government Agency Debt 683100.08 724524.07 FNMA 2026-10-01 4.00% Government Agency Debt 714124.84 734124.67 FNMA 2041-09-01 4.50% Government Agency Debt 713825.84 759961.02 FNMA 2041-06-01 6.00% Government Agency Debt 760203.08 838371.09 FNMA 2020-07-01 4.00% Government Agency Debt 779944.88 758025.49 FNMA 2041-06-01 4.00% Government Agency Debt 695798.48 732169.90 FNMA 2036-07-01 4.50% Government Agency Debt 777769.20 619359.03 FNMA 2041-06-01 5.00% Government Agency Debt 686059.92 741758.50 FNMA 2026-07-01 3.50% Government Agency Debt 692135.08 716742.79 FNMA 2041-11-01 3.50% Government Agency Debt 700233.56 729591.99 FNMA 2026-11-01 3.50% Government Agency Debt 727851.28 762500.49 FNMA 2026-12-01 3.50% Government Agency Debt 766578.28 811083.02 FNMA 2026-09-01 3.50% Government Agency Debt 692364.92 716076.45 FNMA 2026-07-01 4.00% Government Agency Debt 713465.48 744069.81 FNMA 2026-06-01 4.00% Government Agency Debt 730002.52 751545.78 FNMA 2026-06-01 4.50% Government Agency Debt 766911.60 789836.01 FNMA 2041-07-01 4.50% Government Agency Debt 738866.96 790012.53 FNMA 2026-10-01 4.00% Government Agency Debt 698479.08 738371.27 FNMA 2041-08-01 4.00% Government Agency Debt 741570.96 769308.02 FNMA 2041-07-01 4.50% Government Agency Debt 702000.00 734121.79 FNMA 2026-08-01 3.50% Government Agency Debt 733291.00 757662.59 FNMA 2042-01-01 4.00% Government Agency Debt 787797.92 839530.08 FNMA 2041-09-01 4.50% Government Agency Debt 771266.60 820746.55 FNMA 2041-09-01 4.50% Government Agency Debt 696147.40 740590.88 FNMA 2026-09-01 4.00% Government Agency Debt 751140.00 638555.47 FNMA 2041-08-01 4.00% Government Agency Debt 707198.44 747979.28 FNMA 2041-09-01 4.50% Government Agency Debt 776327.24 824847.88 FNMA 2041-09-01 5.00% Government Agency Debt 751259.08 817060.95 FNMA 2041-10-01 4.00% Government Agency Debt 746106.40 786025.80 FNMA 2027-01-01 3.50% Government Agency Debt 791276.72 837026.04 FNMA 2026-09-01 4.50% Government Agency Debt 737215.44 778628.51 FNMA 2036-10-01 4.50% Government Agency Debt 744877.12 790864.09 FNMA 2026-09-01 3.50% Government Agency Debt 729008.80 758082.14 FNMA 2031-10-01 4.00% Government Agency Debt 758304.04 632197.18 FNMA 2026-10-01 3.50% Government Agency Debt 758680.00 793636.53 FNMA 2026-12-01 3.50% Government Agency Debt 712881.52 754834.04 FNMA 2026-12-01 3.50% Government Agency Debt 686614.24 722631.70 FNMA 2042-02-01 3.50% Government Agency Debt 736408.92 766319.99 FNMA 2041-10-01 5.00% Government Agency Debt 704985.84 762990.42 FNMA 2036-11-01 4.50% Government Agency Debt 700343.28 745599.47 FNMA 2026-10-01 4.00% Government Agency Debt 715755.56 749691.50 FNMA 2026-10-01 3.50% Government Agency Debt 798723.12 834327.80 FNMA 2026-11-01 4.00% Government Agency Debt 783675.88 830581.85 FNMA 2041-12-01 4.50% Government Agency Debt 695805.24 760805.06 FNMA 2042-01-01 3.50% Government Agency Debt 727919.40 756575.81 FNMA 2026-11-01 4.00% Government Agency Debt 742253.20 788115.60 FNMA 2041-11-01 4.50% Government Agency Debt 699129.60 745984.73 FNMA 2026-11-01 3.50% Government Agency Debt 683843.68 717351.95 FNMA 2026-11-01 3.50% Government Agency Debt 717663.44 749242.62 FNMA 2041-11-01 4.50% Government Agency Debt 786982.56 850611.33 FNMA 2041-12-01 4.00% Government Agency Debt 683067.32 724833.92 FNMA 2026-12-01 4.00% Government Agency Debt 774159.88 834954.34 FNMA 2042-02-01 5.00% Government Agency Debt 696319.00 765323.96 FNMA 2026-12-01 4.00% Government Agency Debt 705250.00 751078.85 FNMA 2026-12-01 4.00% Government Agency Debt 716703.00 766933.42 FNMA 2026-12-01 3.50% Government Agency Debt 789914.84 833809.10 FNMA 2041-12-01 4.50% Government Agency Debt 757527.16 810575.41 FNMA 2042-01-01 4.50% Government Agency Debt 728060.32 778359.84 FNMA 2027-01-01 4.50% Government Agency Debt 796758.04 870142.23 FNMA 2041-12-01 4.50% Government Agency Debt 782185.04 855821.94 FNMA 2027-01-01 4.00% Government Agency Debt 761924.80 815829.62 FNMA 2042-01-01 4.50% Government Agency Debt 687824.28 757105.75 FNMA 2042-01-01 4.00% Government Agency Debt 758831.84 810867.22 FNMA 2042-01-01 4.50% Government Agency Debt 796765.32 863890.78 FNMA 2022-01-01 3.50% Government Agency Debt 721061.64 753440.88 FNMA 2032-03-01 3.50% Government Agency Debt 734533.80 773091.32 FNMA 2027-02-01 3.50% Government Agency Debt 746578.04 791167.18 FNMA 2042-01-01 4.50% Government Agency Debt 785781.88 860719.79 FNMA 2042-01-01 4.50% Government Agency Debt 784363.84 846673.42 FNMA 2042-02-01 4.00% Government Agency Debt 696571.20 744209.13 FNMA 2042-02-01 4.00% Government Agency Debt 686075.00 733423.83 FNMA 2042-02-01 5.00% Government Agency Debt 690642.16 771818.26 FNMA 2027-02-01 3.00% Government Agency Debt 793664.04 825776.24 FNMA 2027-02-01 3.00% Government Agency Debt 727769.64 757649.06 FNMA 2042-02-01 3.50% Government Agency Debt 707553.60 736292.63 FNMA 2042-02-01 4.50% Government Agency Debt 747861.40 823190.14 FNMA 2027-02-01 3.00% Government Agency Debt 694601.96 727378.45 FNMA 2027-02-01 3.50% Government Agency Debt 766064.00 818280.61 FNMA 2042-02-01 4.50% Government Agency Debt 737253.92 790318.12 FNMA 2027-01-01 3.50% Government Agency Debt 707668.00 748656.03 FNMA 2042-02-01 4.50% Government Agency Debt 784834.96 851624.83 FNMA 2042-02-01 4.50% Government Agency Debt 744383.64 797961.00 FNMA 2042-01-01 3.00% Government Agency Debt 748995.00 760851.62 FNMA 2027-02-01 4.00% Government Agency Debt 738481.12 804471.88 FNMA 2027-02-01 3.50% Government Agency Debt 801292.44 844141.28 FNMA 2027-02-01 3.50% Government Agency Debt 794841.84 844797.37 FNMA 2027-02-01 3.50% Government Agency Debt 685724.00 733964.47 FNMA 2027-02-01 3.50% Government Agency Debt 685594.00 732325.60 FNMA 2027-02-01 3.50% Government Agency Debt 798707.00 841417.59 FNMA 2027-03-01 3.50% Government Agency Debt 682903.00 723689.17 FNMA 2042-02-01 3.50% Government Agency Debt 694089.24 726402.60 FNMA 2042-02-01 4.00% Government Agency Debt 785342.48 844941.42 FNMA 2042-02-01 4.00% Government Agency Debt 793338.00 848089.49 FNMA 2042-02-01 4.50% Government Agency Debt 799237.40 856762.89 FNMA 2042-02-01 4.00% Government Agency Debt 790432.76 848936.00 FNMA 2042-02-01 4.50% Government Agency Debt 728283.92 790716.37 FNMA 2027-02-01 4.00% Government Agency Debt 732535.44 797994.89 FNMA 2042-03-01 3.50% Government Agency Debt 791509.68 825884.92 FNMA 2042-03-01 4.50% Government Agency Debt 735761.00 798834.43 FNMA 2042-03-01 4.50% Government Agency Debt 721494.80 773424.72 FNMA 2042-03-01 4.50% Government Agency Debt 785577.00 841628.28 FNMA 2027-02-01 4.00% Government Agency Debt 772230.68 837376.16 FNMA 2042-02-01 4.50% Government Agency Debt 790608.00 847018.24 FNMA 2027-02-01 3.00% Government Agency Debt 794392.56 834360.45 FNMA 2027-02-01 3.50% Government Agency Debt 786098.56 841400.35 FNMA 2022-02-01 2.50% Government Agency Debt 771166.76 801210.11 FNMA 2042-02-01 4.00% Government Agency Debt 784194.84 830841.05 FNMA 2041-12-01 3.50% Government Agency Debt 729571.96 759205.32 FNMA 2042-03-01 4.00% Government Agency Debt 725476.44 775544.53 FNMA 2042-03-01 4.00% Government Agency Debt 786629.48 833420.51 FNMA 2039-06-01 6.00% Government Agency Debt 741214.24 316273.91 FNMA 2041-09-01 4.00% Government Agency Debt 754000.00 730905.26 First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 104000000.00 104000000.00 0.0615 N/A N 104000000.00 104000000.00 CIESCO-LP CIESCO-LP 17178BCD5 DCP 03/13/2012 17178BCD5 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-03-13 2012-03-13 N N N 5200000.00 5199601.34 0.0031 N/A N 5199688.00 5199688.00 CIESCO-LP CIESCO-LP 17178BCG8 DCP 03/16/2012 17178BCG8 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-03-16 2012-03-16 N N N 3250000.00 3249688.54 0.0019 N/A N 3249772.50 3249772.50 COFCO CAPITAL CORP COFCO CAPITAL CORP 1921E0C65 DCP 03/06/2012 1921E0C65 Other Commercial Paper First Tier Security N/A N/A 2012-03-06 2012-03-06 N N N 8800000.00 8799547.78 0.0052 N/A N 8799824.00 8799824.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALI 00.3700 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 0.0083 N/A N 13998040.00 13998040.00 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 3099934.80 0.0018 N/A N 3100062.00 3100062.00 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 10244761.11 0.0061 N/A N 10246925.00 10246925.00 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 17488148.61 0.0103 N/A N 17492825.00 17492825.00 DNB BANK ASA DNB NOR BANK ASA - 04/25/2012 00.4900 04/25/2012 2332K4BP8 Financial Company Commercial Paper First Tier Security N/A N/A 2012-03-26 2012-04-25 N N N 10600000.00 10600000.00 0.0063 N/A N 10598558.40 10598558.40 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 7998973.34 0.0047 N/A N 7999120.00 7999120.00 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 3681693.17 0.0022 N/A N 3681668.62 3681668.62 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 4499531.25 0.0027 N/A N 4499505.00 4499505.00 FAIRWAY FINANCE LLC FAIRWAY FINANCE LLC 30601VF48 DCP 06/04/2012 30601VF48 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-06-04 2012-06-04 N N N 5500000.00 5496371.52 0.0033 N/A N 5495600.00 5495600.00 FAIRWAY FINANCE LLC FAIRWAY FIN LLC - 08/16/2012 00.2875 08/16/2012 30601YKH7 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-03-16 2012-08-16 N N N 12000000.00 12000000.00 0.0071 N/A N 11998440.00 11998440.00 FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 00.1800 01/14/2013 31331K2V1 Government Agency Debt First Tier Security N/A N/A 2012-03-01 2013-01-14 N N N 24300000.00 24300000.00 0.0144 N/A N 24312976.20 24312976.20 FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384A66 GDC 08/03/2012 313384A66 Government Agency Debt First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 6500000.00 6496781.59 0.0038 N/A N 6497205.00 6497205.00 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 6199581.50 0.0037 N/A N 6199907.00 6199907.00 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 21497222.92 0.0127 N/A N 21499097.00 21499097.00 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 4999125.00 0.0030 N/A N 4999500.00 4999500.00 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 3589266.04 0.0021 N/A N 3589450.73 3589450.73 FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 313396L76 GDC 10/23/2012 313396L76 Government Agency Debt First Tier Security N/A N/A 2012-10-23 2012-10-23 N N N 20000000.00 19977711.11 0.0118 N/A N 19984280.00 19984280.00 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 7799773.58 0.0046 N/A N 7799953.20 7799953.20 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 6306383.31 0.0037 N/A N 6306829.71 6306829.71 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 11998765.00 0.0071 N/A N 11999616.00 11999616.00 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 1099814.38 0.0007 N/A N 1099901.00 1099901.00 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 8297726.72 0.0049 N/A N 8298398.10 8298398.10 FNMA FNMA 313588C29 GDC 08/15/2012 313588C29 Government Agency Debt First Tier Security N/A N/A 2012-08-15 2012-08-15 N N N 25000000.00 24983763.90 0.0148 N/A N 24988400.00 24988400.00 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 13460294.81 0.0080 N/A N 13461461.50 13461461.50 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 12998380.42 0.0077 N/A N 12998999.00 12998999.00 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 13347745.33 0.0079 N/A N 13348878.60 13348878.60 FNMA FNMA 313588YP4 GDC 06/25/2012 313588YP4 Government Agency Debt First Tier Security N/A N/A 2012-06-25 2012-06-25 N N N 3300000.00 3298830.33 0.0020 N/A N 3299363.10 3299363.10 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 8999675.00 0.0053 N/A N 8999640.00 8999640.00 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 8996057.50 0.0053 N/A N 8996400.00 8996400.00 GENERAL ELECTRIC CAPITAL CORP GENERAL ELEC CAP CORP 02.2000 06/08/2012 36967HAH0 Other Note First Tier Security N/A N/A 2012-06-08 2012-06-08 N N N 25188000.00 25330662.14 0.0150 N/A N 25319758.40 25319758.40 GOVCO LLC GOVCO LLC 38362VC92 DCP 03/09/2012 38362VC92 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-03-09 2012-03-09 N N N 8800000.00 8799569.78 0.0052 N/A N 8799648.00 8799648.00 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 8998375.00 0.0053 N/A N 8998650.00 8998650.00 HSBC USA INC HSBC USA INC 40427RFS5 DCP 06/26/2012 40427RFS5 Financial Company Commercial Paper First Tier Security N/A N/A 2012-06-26 2012-06-26 N N N 9500000.00 9491046.25 0.0056 N/A N 9490690.00 9490690.00 HARRIS COUNTY HEALTH FACILITIES DEVELOPMENT CORP HARRIS HLTH-VAR-B1-TX 00.1600 10/01/2029 414152SX7 Variable Rate Demand Note First Tier Security N/A N/A 2012-03-07 2012-03-07 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 00.1300 11/15/2035 431022QW5 Variable Rate Demand Note First Tier Security N/A N/A 2012-03-07 2012-03-07 Y ADVENTIST HEALTH SYSTEM/SUNBELT CORP N/A N/A Y US BANCORP N/A N/A N 11750000.00 11750000.00 0.0069 N/A N 11750000.00 11750000.00 HSBC BANK PLC HSBC BANK PLC P/P 144A 00.9649 01/18/2013 44328MAG9 Other Note First Tier Security N/A N/A 2012-04-18 2013-01-18 N N N 6650000.00 6665215.20 0.0039 N/A Y 6665215.20 6665215.20 INDIANA FINANCE AUTHORITY IN FIN-VAR-LSE APP-A 00.1400 02/01/2035 455057TS8 Variable Rate Demand Note First Tier Security N/A N/A 2012-03-07 2012-03-07 Y STATE OF INDIANA N/A N/A Y INDIANA FINANCE AUTHORITY N/A N/A N 9000000.00 9000000.00 0.0053 N/A N 9000000.00 9000000.00 JPMORGAN CHASE & CO JPMORGAN CHASE FUNDING INC 4662J0EP3 DCP 05/23/2012 4662J0EP3 Financial Company Commercial Paper First Tier Security N/A N/A 2012-05-23 2012-05-23 N N N 13900000.00 13893590.56 0.0082 N/A N 13894023.00 13894023.00 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 11999633.33 0.0071 N/A N 11999640.00 11999640.00 JUPITER SECURITIZATION CO LLC JUPITER SECURITIZATION CO LLC 4820P2E84 DCP 05/08/2012 4820P2E84 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-05-08 2012-05-08 N N N 6000000.00 5997846.66 0.0035 N/A N 5997000.00 5997000.00 KENTUCKY ECONOMIC DEVELOPMENT FINANCE AUTHORITY KY ECON-VAR-C-CATHOLI 00.1300 05/01/2034 49126PCJ7 Variable Rate Demand Note First Tier Security N/A N/A 2012-03-07 2012-03-07 Y CATHOLIC HEALTH INITIATIVES N/A N/A Y CATHOLIC HEALTH INITIATIVES N/A N/A N 11000000.00 11000000.00 0.0065 N/A N 11000000.00 11000000.00 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 18197699.72 0.0108 N/A N 18196906.00 18196906.00 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 7797861.50 0.0046 N/A N 7797738.00 7797738.00 LOUIS DREYFUS COMMODITIES LLC LOUIS DREYFUS COMMODITIES LLC 54601KCF0 DCP 03/15/2012 54601KCF0 Other Commercial Paper First Tier Security N/A N/A 2012-03-15 2012-03-15 N N N 8700000.00 8698071.50 0.0051 N/A N 8699391.00 8699391.00 MANHATTAN ASSET FUNDING CO LLC MANHATTAN ASSET FUNDING CO LL 56274LCK8 DCP 03/19/2012 56274LCK8 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-03-19 2012-03-19 N N N 6750000.00 6749325.00 0.0040 N/A N 6749392.50 6749392.50 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 2799580.00 0.0017 N/A N 2799720.00 2799720.00 MANHATTAN ASSET FUNDING CO LLC MANHATTAN ASSET FUNDING CO LL 56274LDG6 DCP 04/16/2012 56274LDG6 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-04-16 2012-04-16 N N N 3100000.00 3098970.11 0.0018 N/A N 3099132.00 3099132.00 NATIONAL AUSTRALIA BANK LTD NATL AUSTRALIA BANK P/P 144A 02.3500 11/16/2012 6325C0AY7 Other Note First Tier Security N/A N/A 2012-11-16 2012-11-16 N N N 15275000.00 15463397.09 0.0091 N/A N 15431706.20 15431706.20 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 17140996.25 0.0101 N/A N 17131478.00 17131478.00 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 10093847.42 0.0060 N/A N 10097576.00 10097576.00 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 2999233.34 0.0018 N/A N 2999520.00 2999520.00 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 67983TEF9 DCP 05/15/2012 67983TEF9 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 14000000.00 13994166.67 0.0083 N/A N 13995240.00 13995240.00 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 67983TFN1 DCP 06/22/2012 67983TFN1 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-06-22 2012-06-22 N N N 8500000.00 8493596.67 0.0050 N/A N 8494050.00 8494050.00 HARVARD UNIVERSITY HARVARD UNIVERSITY 00.1300 05/15/2012 74081JEF8 Other Commercial Paper First Tier Security N/A N/A 2012-05-15 2012-05-15 N N N 18802000.00 18796907.79 0.0111 N/A N 18796923.40 18796923.40 ROYAL BANK OF CANADA ROYAL BANK OF CANADA P/P 144A 00.7085 03/15/2013 78008FAM6 Other Note First Tier Security N/A N/A 2012-03-15 2013-03-15 N N N 29425000.00 29425221.01 0.0174 N/A N 29435593.00 29435593.00 COUNTY OF ST JOSEPH IN COUNTY OF ST JOSEPH IN 00.1400 04/04/2012 79061QD41 Other Commercial Paper First Tier Security N/A N/A 2012-04-04 2012-04-04 N N N 7276000.00 7275037.95 0.0043 N/A N 7274585.23 7274585.23 COUNTY OF ST JOSEPH IN COUNTY OF ST JOSEPH IN 00.1500 05/03/2012 79061QE32 Other Commercial Paper First Tier Security N/A N/A 2012-05-03 2012-05-03 N N N 12000000.00 11996850.00 0.0071 N/A N 11995093.30 11995093.30 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 17999400.00 0.0106 N/A N 17999460.00 17999460.00 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257EGT9 DCP 05/14/2012 86257EGT9 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-05-14 2012-05-14 N N N 5000000.00 4998150.00 0.0030 N/A N 4998150.00 4998150.00 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257EGV4 DCP 05/17/2012 86257EGV4 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-05-17 2012-05-17 N N N 1400000.00 1399461.00 0.0008 N/A N 1399440.00 1399440.00 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 8997767.50 0.0053 N/A N 8998200.00 8998200.00 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257FER2 DCP 05/01/2012 86257FER2 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 17000000.00 16994815.00 0.0100 N/A N 16995240.00 16995240.00 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 18398154.89 0.0109 N/A N 18398712.00 18398712.00 SUMITOMO MITSUI BANKING CORP SUMITOMO MITSUI BANKING CORP 86562KDJ0 DCP 04/18/2012 86562KDJ0 Financial Company Commercial Paper First Tier Security N/A N/A 2012-04-18 2012-04-18 N N N 4670000.00 4668132.00 0.0028 N/A N 4667945.20 4667945.20 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 3599450.00 0.0021 N/A N 3599820.00 3599820.00 SVENSKA HANDELSBANKEN/NEW YORK NY SVENSKA HNDLSBK P/P 144A 00.5778 01/07/2013 86959JCC0 Other Note First Tier Security N/A N/A 2012-03-08 2013-01-07 N N N 23500000.00 23500000.00 0.0139 N/A Y 23494101.50 23494101.50 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 8499065.00 0.0050 N/A N 8499235.00 8499235.00 THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 88602TE17 DCP 05/01/2012 88602TE17 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-05-01 2012-05-01 N N N 8800000.00 8796868.67 0.0052 N/A N 8796832.00 8796832.00 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 0.0086 N/A N 14498347.00 14498347.00 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 10002128.76 0.0059 N/A N 10003800.00 10003800.00 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 3000113.22 0.0018 N/A N 3000240.00 3000240.00 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 6600000.00 0.0039 N/A N 6600000.00 6600000.00 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 9398903.33 0.0056 N/A N 9399248.00 9399248.00 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 8200000.00 0.0048 N/A N 8200000.00 8200000.00 UNITED STATES OF AMERICA TREASURY BILL 00.0000 07/12/2012 9127955W7 Treasury Debt First Tier Security N/A N/A 2012-07-12 2012-07-12 N N N 20000000.00 19992611.11 0.0118 N/A N 19992620.00 19992620.00 UNITED STATES OF AMERICA TREASURY BILL 00.0000 07/19/2012 9127955X5 Treasury Debt First Tier Security N/A N/A 2012-07-19 2012-07-19 N N N 15000000.00 14994166.67 0.0089 N/A N 14993880.00 14993880.00 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 25130963.19 0.0149 N/A N 25128900.00 25128900.00 UNITED STATES OF AMERICA US TREASURY N/B 01.3750 10/15/2012 912828LR9 Treasury Debt First Tier Security N/A N/A 2012-10-15 2012-10-15 N N N 17000000.00 17129342.60 0.0101 N/A N 17127500.00 17127500.00 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 19542528.26 0.0116 N/A N 19540365.00 19540365.00 UNITED STATES OF AMERICA US TREASURY N/B 00.6250 01/31/2013 912828PR5 Treasury Debt First Tier Security N/A N/A 2013-01-31 2013-01-31 N N N 18000000.00 18070404.92 0.0107 N/A N 18071010.00 18071010.00 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 0.0166 N/A N 27998880.00 27998880.00 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 10697004.00 0.0063 N/A N 10696576.00 10696576.00 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 15245895.21 0.0090 N/A N 15244967.50 15244967.50 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 9999125.00 0.0059 N/A N 9999200.00 9999200.00 VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 92646KE73 DCP 05/07/2012 92646KE73 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-05-07 2012-05-07 N N N 15500000.00 15491634.31 0.0092 N/A N 15492405.00 15492405.00 COUNTY OF WAKE NC WAKE CNTY VAR-SCH-B 00.1200 03/01/2024 930863F34 Variable Rate Demand Note First Tier Security N/A N/A 2012-03-07 2012-03-07 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 8999740.00 0.0053 N/A N 8999730.00 8999730.00 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 9266354.69 0.0055 N/A N 9272007.00 9272007.00 WESTPAC BANKING CORP WESTPAC BANKING CORP 00.4500 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 0.0106 N/A N 18002520.00 18002520.00 BARCLAYS CAPITAL, INC. REPO TRIPA MORTG 0.14 03/06/2012 TRIPARTY1 Government Agency Repurchase Agreement Y GNMA 2042-01-20 3.50% Government Agency Debt 7714603.68 8124959.28 GNMA 2039-12-20 5.00% Government Agency Debt 9509044.24 7708700.07 GNMA 2039-06-15 4.50% Government Agency Debt 8036434.34 6899799.24 GNMA 2061-03-20 4.99% Government Agency Debt 1486514.77 1613952.09 GNMA 2061-03-20 4.77% Government Agency Debt 9591748.60 10322797.44 First Tier Security N/A N/A 2012-03-06 2012-03-06 N N N 34000000.00 34000000.00 0.0201 N/A N 33999320.00 33999320.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.15 03/06/2012 TRIPARTY1 Government Agency Repurchase Agreement Y FMAC 2040-09-01 3.80% Government Agency Debt 4554525.68 3631263.54 FMAC 2024-09-01 4.50% Government Agency Debt 7940263.66 3860681.96 FMAC 2026-01-01 3.50% Government Agency Debt 4023965.37 3833269.61 FMAC 2041-07-01 4.50% Government Agency Debt 3647064.60 3802711.69 FNMA 2041-03-01 4.50% Government Agency Debt 912984.74 866736.27 FNMA 2041-09-01 4.00% Government Agency Debt 3616000.00 3863836.42 FNMA 2026-02-01 4.00% Government Agency Debt 3989501.95 3889674.70 FNMA 2042-01-01 4.00% Government Agency Debt 3608090.00 3862294.04 FNMA 2040-03-01 5.00% Government Agency Debt 1594.20 1473.31 GNMA 2038-11-20 6.50% Government Agency Debt 10233611.99 3258202.55 GNMA 2040-08-15 5.50% Government Agency Debt 4520000.00 3800064.01 First Tier Security N/A N/A 2012-03-06 2012-03-06 N N N 34000000.00 34000000.00 0.0201 N/A N 34000000.00 34000000.00 J.P. MORGAN SECURITIES REPO TRIPA CORPO 0.27 03/23/2012 TRIPARTY1 Other Repurchase Agreement N ALLEGHENY ENERGY SUPPLY COMPAN 2019-10-15 5.75% Other Note 6976424.00 7717126.31 ALLEGHENY ENERGY SUPPLY COMPAN 2039-10-15 6.75% Other Note 5548009.40 6298544.19 First Tier Security N/A N/A 2012-03-23 2012-03-23 N N N 13350000.00 13350000.00 0.0079 N/A Y 13350400.50 13350400.50 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 10000113.61 0.0059 N/A N 10002000.00 10002000.00 WISCONSIN HEALTH & EDUCATIONAL FACILITIES AUTHORITY WI H/E VAR-WHEATON-B 00.1200 08/15/2033 97710VND6 Variable Rate Demand Note First Tier Security N/A N/A 2012-03-07 2012-03-07 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 WORKING CAPITAL MANAGEMENT CO WORKING CAPITAL MANAGEMENT CO 98137RC57 DCP 03/05/2012 98137RC57 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-03-05 2012-03-05 N N N 8500000.00 8499773.33 0.0050 N/A N 8499830.00 8499830.00 ING BANK NV ING BANK NV 00.2400 03/26/2012 4497869P9 Certificate of Deposit First Tier Security N/A N/A 2012-03-26 2012-03-26 N N N 8800000.00 8800000.00 0.0052 N/A N 8800000.00 8800000.00 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 26297194.66 0.0156 N/A N 26294477.00 26294477.00 DEUTSCHE BANK SECURITIES, INC. - MM REPO TRIPA MORTG 0.17 03/07/2012 TRIPARTY1 Government Agency Repurchase Agreement Y FNMA 2040-08-01 4.00% Government Agency Debt 40711342.86 34688649.67 First Tier Security N/A N/A 2012-03-07 2012-03-07 N N N 34000000.00 34000000.00 0.0201 N/A N 34000000.00 34000000.00 J.P. MORGAN SECURITIES REPO TRIPA CORPO 0.22 03/01/2012 TRIPARTY2 Other Repurchase Agreement N BRUCE MANSFIELD UNIT 1 2034-06-01 6.85% Other Note 15209601.00 16033730.10 ALLEGHENY LUDLUM CORPORATION 2025-12-15 6.95% Other Note 505812.00 581775.98 DELHAIZE AMERICA INC CLASS 2031-04-15 9.00% Other Note 995040.00 1330786.26 NEXEN INC 2019-07-30 6.20% Other Note 6328869.00 7546219.60 PROLOGIS TRUST 2016-11-15 5.63% Other Note 1658.40 1808.56 DOMTAR CORPORATION 2017-06-01 10.75% Other Note 395943.00 514725.88 ALLEGHENY ENERGY SUPPLY COMPAN 2039-10-15 6.75% Other Note 1488414.00 1689766.67 CANADIAN PACIFIC RAILWAY 2037-05-15 5.95% Other Note 118575.60 127074.67 WYNDHAM WORLDWIDE CORPORATION 2014-05-01 9.88% Other Note 2121508.20 2578749.86 ENTERGY CORP NEW 2020-09-15 5.13% Other Note 2902.20 3039.62 DOMTAR CORPORATION 2015-08-15 7.13% Other Note 829200.00 937151.48 ALLEGHENY TECHNOLOGIES INC NEW 2019-06-01 9.38% Other Note 1038573.00 1342563.37 CLIFFS NATURAL RESOURCES INC. 2020-10-01 4.80% Other Note 29022.00 31314.35 CLIFFS NATURAL RESOURCES INC. 2020-03-15 5.90% Other Note 38972.40 45119.82 DELHAIZE GROUP 2017-06-15 6.50% Other Note 5389.80 6444.56 KILROY REALTY L P 2020-06-01 6.63% Other Note 51825.00 58896.04 UNITED BUSINESS MEDIA LIMITED 2020-11-03 5.75% Other Note 1471830.00 1486485.30 ENTERGY CORP NEW 2015-09-15 3.63% Other Note 211446.00 218995.60 WYNDHAM WORLDWIDE CORPORATION 2021-03-01 5.63% Other Note 1036500.00 1164720.26 First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 34000000.00 34000000.00 0.0201 N/A N 34000000.00 34000000.00 DEUTSCHE BANK SECURITIES, INC. - MM REPO TRIPA MORTG 0.2 03/01/2012 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2041-05-01 4.50% Government Agency Debt 115832937.63 106089335.31 First Tier Security N/A N/A 2012-03-01 2012-03-01 N N N 104000000.00 104000000.00 0.0615 N/A N 104000000.00 104000000.00 TRUCKEE MEADOWS WATER AUTHORITY TRUCKEE MEADOWS WATER AUTHORI 00.1600 03/07/2012 89782NHS8 Other Commercial Paper First Tier Security N/A N/A 2012-03-07 2012-03-07 N N N 9000000.00 9000000.00 0.0053 N/A N 9000000.00 9000000.00