0000928816-12-000849.txt : 20120730
0000928816-12-000849.hdr.sgml : 20120730
20120605162512
ACCESSION NUMBER: 0000928816-12-000849
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120531
FILED AS OF DATE: 20120605
DATE AS OF CHANGE: 20120605
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: 12889398
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
2012-05-31
0000081248
S000006251
6
N
N
N
N
2-55091
Putnam Investment Management, LLC
801-7974
Putnam Investment Limited
801-61441
PricewaterhouseCoopers, LLP
Boston
MA
None
Putnam Investor Services, Inc.
0001448300
84-06331
N
N
N
Prime
36
62
1612760397.86
20939406.49
21397367.02
1612302437.33
0.0026
0.9981
2012-05-31
0.9981
2012-05-31
C000017192
500.00
1489703249.00
1.00
-16967232.59
41814993.80
58782226.39
0.0001
0.9981
2012-05-31
0.9981
2012-05-31
C000017193
500.00
19296067.40
1.00
-711737.68
505382.88
1217120.56
0.0001
0.9980
2012-05-31
0.9980
2012-05-31
C000017194
500.00
25623770.62
1.00
-496786.81
2715146.47
3211933.28
0.0001
0.9981
2012-05-31
0.9981
2012-05-31
C000017195
500.00
26997990.32
1.00
1046859.90
2709129.59
1662269.69
0.0001
0.9981
2012-05-31
0.9981
2012-05-31
C000017196
500.00
20359344.56
1.00
-1814701.98
1235861.43
3050563.41
0.0001
0.9981
2012-05-31
0.9981
2012-05-31
C000017191
500.00
30322015.43
1.00
592666.10
1620255.99
1027589.89
0.0001
0.9982
2012-05-31
0.9982
2012-05-31
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
3590000.00
0.0022
N/A
N
3590000.00
3590000.00
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
24992708.34
0.0155
N/A
N
24996350.00
24996350.00
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELECTRIC CAPITAL CORP 36959HHU4 DCP 08/28/2012
36959HHU4
Other Commercial Paper
First Tier Security
N/A
N/A
2012-08-28
2012-08-28
N
N
N
3000000.00
2998533.33
0.0019
N/A
N
2998598.40
2998598.40
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELECTRIC CAPITAL CORP 36959HJL2 DCP 09/20/2012
36959HJL2
Other Commercial Paper
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
N
N
9000000.00
8993617.50
0.0056
N/A
N
8993448.00
8993448.00
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67983TJJ6 DCP 09/18/2012
67983TJJ6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-09-18
2012-09-18
N
N
N
7600000.00
7594707.45
0.0047
N/A
N
7595355.64
7595355.64
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 82124LF72 DCP 06/07/2012
82124LF72
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
N
N
N
3000000.00
2999900.00
0.0019
N/A
N
2999871.60
2999871.60
WAL-MART STORES INC
WAL-MART STORES INC 05.2260 06/01/2012
931142BB8
Other Note
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
10500000.00
10500000.00
0.0065
N/A
N
10501050.00
10501050.00
JUPITER SECURITIZATION CO LLC
JUPITER SECURITIZATION CO LLC 4820P2F75 DCP 06/07/2012
4820P2F75
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
N
N
N
10800000.00
10799658.00
0.0067
N/A
N
10799495.60
10799495.60
NORDEA NORTH AMERICA INC/DE
NORDEA NORTH AMERICA INC/DE 6555P0J75 DCP 09/07/2012
6555P0J75
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
8950000.00
8936843.50
0.0055
N/A
N
8942960.83
8942960.83
WISCONSIN HEALTH & EDUCATIONAL FACILITIES AUTHORITY
WI H/E VAR-WHEATON-B 00.1900 08/15/2033
97710VND6
Variable Rate Demand Note
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
Y
WHEATON FRANCISCAN HEALTHCARE SYSTEM
N/A
N/A
Y
US BANCORP
N/A
N/A
N
4100000.00
4100000.00
0.0025
N/A
N
4100000.00
4100000.00
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA P/P 144A 00.7188 06/14/2013
78008FAM6
Other Note
First Tier Security
N/A
N/A
2012-06-15
2013-06-14
N
N
N
29425000.00
29427415.89
0.0183
N/A
N
29426088.70
29426088.70
KENTUCKY ECONOMIC DEVELOPMENT FINANCE AUTHORITY
KY ECON-VAR-C-CATHOLI 00.1800 05/01/2034
49126PCJ7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
N
11000000.00
11000000.00
0.0068
N/A
N
11000000.00
11000000.00
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
Y
FEDERAL DEPOSIT INSURANCE CORP
N/A
N/A
N
N
25188000.00
25198087.22
0.0156
N/A
N
25192105.60
25192105.60
COUNTY OF WAKE NC
WAKE CNTY VAR-SCH-B 00.1800 03/01/2024
930863F34
Variable Rate Demand Note
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
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
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
25042370.44
0.0155
N/A
N
25042000.00
25042000.00
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKE P/P 144A 01.4736 09/14/2012
86959LAC7
Other Note
First Tier Security
N/A
N/A
2012-06-14
2012-09-14
N
N
N
2000000.00
2005197.50
0.0012
N/A
N
2004034.00
2004034.00
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
33300000.00
33449886.21
0.0207
N/A
N
33453479.70
33453479.70
HARRIS COUNTY HEALTH FACILITIES DEVELOPMENT CORP
HARRIS HLTH-VAR-B1-TX 00.2100 10/01/2029
414152SX7
Variable Rate Demand Note
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
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
0.0024
N/A
N
3795000.00
3795000.00
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
15396733.50
0.0095
N/A
N
15374806.80
15374806.80
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
19516787.47
0.0121
N/A
N
19516750.50
19516750.50
UNITED STATES OF AMERICA
US TREASURY N/B 00.5000 11/30/2012
912828PV6
Treasury Debt
First Tier Security
N/A
N/A
2012-11-30
2012-11-30
N
N
N
20000000.00
20034022.14
0.0124
N/A
N
20034380.00
20034380.00
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
18051127.38
0.0112
N/A
N
18053442.00
18053442.00
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 00.1300 06/08/2012
20272ABE5
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-06-08
2012-06-08
N
N
N
14000000.00
14000000.00
0.0087
N/A
N
13999706.00
13999706.00
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 00.4857 10/19/2012
89112XBQ7
Certificate of Deposit
First Tier Security
N/A
N/A
2012-07-19
2012-10-19
N
N
N
13400000.00
13400000.00
0.0083
N/A
N
13398820.80
13398820.80
UNITED STATES OF AMERICA
TREASURY BILL 00.0000 10/18/2012
9127955G2
Treasury Debt
First Tier Security
N/A
N/A
2012-10-18
2012-10-18
N
N
N
35000000.00
34980115.27
0.0217
N/A
N
34984460.00
34984460.00
HIGHLANDS COUNTY HEALTH FACILITIES AUTHORITY
HIGHLANDS HLTH-VAR-H 00.2000 11/15/2035
431022QW5
Variable Rate Demand Note
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
Y
ADVENTIST HEALTH SYSTEM/SUNBELT CORP
N/A
N/A
Y
US BANCORP
N/A
N/A
N
11750000.00
11750000.00
0.0073
N/A
N
11750000.00
11750000.00
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
9283942.01
0.0058
N/A
N
9293237.04
9293237.04
NORDEA BANK FINLAND PLC/NEW YORK
NORDEA BANK FINLAND NY 00.8736 09/13/2012
65556Q7E7
Certificate of Deposit
First Tier Security
N/A
N/A
2012-06-13
2012-09-13
N
N
N
17150000.00
17145222.50
0.0106
N/A
N
17152589.80
17152589.80
FEDERAL FARM CREDIT BANKS FUNDING CORP
FEDERAL FARM CREDIT BANK 00.2300 01/14/2013
31331K2V1
Government Agency Debt
First Tier Security
N/A
N/A
2012-06-01
2013-01-14
N
N
N
24300000.00
24300000.00
0.0151
N/A
N
24304811.40
24304811.40
WESTPAC BANKING CORP
WESTPAC BANKING CORP 00.1600 07/05/2012
9612C4CG4
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
N
18000000.00
18000000.00
0.0112
N/A
N
18006809.50
18006809.50
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
5497690.00
0.0034
N/A
N
5499468.15
5499468.15
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 00.6469 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
0.0065
N/A
N
10401081.70
10401081.70
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.4288 10/15/2012
13606YBL9
Certificate of Deposit
First Tier Security
N/A
N/A
2012-06-13
2012-10-15
N
N
N
8500000.00
8500000.00
0.0053
N/A
N
8500102.09
8500102.09
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
3099960.77
0.0019
N/A
N
3100142.63
3100142.63
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 00.3188 07/26/2012
06417EXR9
Certificate of Deposit
First Tier Security
N/A
N/A
2012-06-26
2012-07-26
N
N
N
9000000.00
9000000.00
0.0056
N/A
N
9000171.09
9000171.09
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
8299529.67
0.0051
N/A
N
8299892.10
8299892.10
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HNDLSBK
86959JCC0
Other Note
First Tier Security
N/A
N/A
2012-06-08
2013-01-07
N
N
N
23500000.00
23500000.00
0.0146
N/A
Y
23495911.00
23495911.00
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
14998000.00
0.0093
N/A
N
14999295.00
14999295.00
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
19997722.22
0.0124
N/A
N
19999140.00
19999140.00
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
3299758.00
0.0020
N/A
N
3299957.10
3299957.10
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
6498691.87
0.0040
N/A
N
6499207.00
6499207.00
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
9793521.11
0.0061
N/A
N
9796262.28
9796262.28
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
5499885.42
0.0034
N/A
N
5499865.80
5499865.80
FAIRWAY FINANCE LLC
FAIRWAY FIN LLC - 08/16/2012 00.2788 08/16/2012
30601YKH7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-06-16
2012-08-16
N
N
N
12000000.00
12000000.00
0.0074
N/A
N
11999532.00
11999532.00
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
19986400.00
0.0124
N/A
N
19990400.00
19990400.00
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
8498810.00
0.0053
N/A
N
8499636.20
8499636.20
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
9498086.81
0.0059
N/A
N
9498747.90
9498747.90
HSBC BANK PLC
HSBC BANK PLC P/P 144A 00.8657 01/18/2013
44328MAG9
Other Note
First Tier Security
N/A
N/A
2012-07-18
2013-01-18
N
N
N
8650000.00
8664191.52
0.0054
N/A
N
8661634.25
8661634.25
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 00.3098 09/20/2012
89112Y6Z1
Certificate of Deposit
First Tier Security
N/A
N/A
2012-06-20
2012-09-20
N
N
N
8370000.00
8370564.91
0.0052
N/A
N
8370008.45
8370008.45
NATIONAL AUSTRALIA BANK LTD
NATL AUSTRALIABK P/P 144A 00.9492 01/08/2013
6325C0BA8
Other Note
First Tier Security
N/A
N/A
2012-07-09
2013-01-08
N
N
N
1109000.00
1111305.07
0.0007
N/A
N
1110285.33
1110285.33
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BK AUST P/P 144A 01.0237 03/19/2013
2027A0EN5
Other Note
First Tier Security
N/A
N/A
2012-06-19
2013-03-19
N
N
N
7850000.00
7879125.46
0.0049
N/A
N
7881376.45
7881376.45
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1500 06/21/2012
57421QKR3
Other Commercial Paper
First Tier Security
N/A
N/A
2012-06-21
2012-06-21
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
12367000.00
12367000.00
0.0077
N/A
N
12366628.90
12366628.90
STATE STREET CORP
STATE STREET CORP 85747JG50 DCP 07/05/2012
85747JG50
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
N
10000000.00
9997733.33
0.0062
N/A
N
9998315.00
9998315.00
STANDARD CHARTERED BANK/NEW YORK
STANDARD CHARTERED BANK/NEW Y 00.0000 09/10/2012
85325BLG7
Certificate of Deposit
First Tier Security
N/A
N/A
2012-09-10
2012-09-10
N
N
N
9200000.00
9200000.00
0.0057
N/A
N
9205317.69
9205317.69
STANDARD CHARTERED BANK/NEW YORK
STANDARD CHARTERED BANK/NEW Y 85324TG91 DCP 07/09/2012
85324TG91
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
N
N
7900000.00
7895830.56
0.0049
N/A
N
7897637.90
7897637.90
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO 01.1169 02/26/2013
46623EJA8
Other Note
First Tier Security
N/A
N/A
2012-08-28
2013-02-26
N
N
N
7000000.00
7034063.95
0.0044
N/A
N
7023457.00
7023457.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765JFF2 DCP 06/15/2012
11765JFF2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
15000000.00
14998425.00
0.0093
N/A
N
14998500.00
14998500.00
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646KFF4 DCP 06/15/2012
92646KFF4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
10000000.00
9998911.11
0.0062
N/A
N
9999000.00
9999000.00
STANDARD CHARTERED BANK/NEW YORK
STANDARD CHARTERED BANK/NEW Y 85324THL3 DCP 08/20/2012
85324THL3
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
N
8000000.00
7990577.78
0.0050
N/A
N
7992134.40
7992134.40
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257YDC5 DCP 06/15/2012
86257YDC5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
18000000.00
17998740.00
0.0112
N/A
N
17999175.60
17999175.60
STATE STREET CORP
STATE STREET CORP 85747JGK7 DCP 07/19/2012
85747JGK7
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-07-19
2012-07-19
N
N
N
7000000.00
6997853.33
0.0043
N/A
N
6998233.90
6998233.90
DUKE UNIVERSITY
DUKE UNIVERSITY 26441TFK9 DCP 06/19/2012
26441TFK9
Other Commercial Paper
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
N
15810000.00
15808577.10
0.0098
N/A
N
15808523.30
15808523.30
AMERICAN UNIVERSITY
AMERICAN UNIVERSITY 03035PFK8 DCP 06/19/2012
03035PFK8
Other Commercial Paper
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
N
3500000.00
3499650.00
0.0022
N/A
N
3499545.00
3499545.00
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1800 06/11/2012
47803LJF1
Other Commercial Paper
First Tier Security
N/A
N/A
2012-06-11
2012-06-11
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
5000000.00
5000000.00
0.0031
N/A
N
4999950.00
4999950.00
HSBC USA INC
HSBC BANK USA NA 40427RGS4 DCP 07/26/2012
40427RGS4
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-07-26
2012-07-26
N
N
N
7000000.00
6996791.67
0.0043
N/A
N
6996820.60
6996820.60
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765JFT2 DCP 06/27/2012
11765JFT2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-06-27
2012-06-27
N
N
N
1770000.00
1769693.20
0.0011
N/A
N
1769681.40
1769681.40
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601VF55 DCP 06/05/2012
30601VF55
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
N
7660000.00
7659863.82
0.0048
N/A
N
7659765.60
7659765.60
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 38346LF19 DCP 06/01/2012
38346LF19
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
8500000.00
8500000.00
0.0053
N/A
N
8499943.05
8499943.05
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257FGG4 DCP 07/16/2012
86257FGG4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
N
8000000.00
7998200.00
0.0050
N/A
N
7998152.80
7998152.80
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LFJ8 DCP 06/18/2012
56274LFJ8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-06-18
2012-06-18
N
N
N
11700000.00
11698618.75
0.0073
N/A
N
11698596.00
11698596.00
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELECTRIC CAPITAL CORP 36959HFT9 DCP 06/27/2012
36959HFT9
Other Commercial Paper
First Tier Security
N/A
N/A
2012-06-27
2012-06-27
N
N
N
1550000.00
1549820.89
0.0010
N/A
N
1549883.75
1549883.75
NATIONAL AUSTRALIA BANK/NEW YORK
NATIONAL AUSTRALIA BK-NY 00.5457 04/24/2013
63253TNQ7
Certificate of Deposit
First Tier Security
N/A
N/A
2012-07-24
2013-04-24
N
N
N
8350000.00
8350000.00
0.0052
N/A
N
8348572.15
8348572.15
CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY
CALIFORNIA EDUCATIONAL FACILI 00.1500 06/22/2012
13018AED8
Other Commercial Paper
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
N
7000000.00
7000000.00
0.0043
N/A
N
6999860.00
6999860.00
DNB BANK ASA
DNB BANK ASA 2332K0HW5 DCP 08/30/2012
2332K0HW5
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-08-30
2012-08-30
N
N
N
10000000.00
9991000.00
0.0062
N/A
N
9993638.00
9993638.00
VARIABLE FUNDING CAPITAL CO LLC
VARIABLE FUNDING CAPITAL CO L 92217LGS2 DCP 07/26/2012
92217LGS2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-07-26
2012-07-26
N
N
N
9400000.00
9397127.75
0.0058
N/A
N
9396271.02
9396271.02
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.4869 04/26/2013
13606YFZ4
Certificate of Deposit
First Tier Security
N/A
N/A
2012-07-26
2013-04-26
N
N
N
15000000.00
15000000.00
0.0093
N/A
N
14996085.00
14996085.00
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127TGS6 DCP 07/26/2012
53127TGS6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-07-26
2012-07-26
N
N
N
10300000.00
10297010.14
0.0064
N/A
N
10295434.00
10295434.00
TRINITY HEALTH
TRINITY HEALTH 89651JF73 DCP 06/07/2012
89651JF73
Other Commercial Paper
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
N
N
N
9000000.00
8999775.00
0.0056
N/A
N
8999772.30
8999772.30
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257K4M3 DCP 07/24/2012
86257K4M3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-07-24
2012-07-24
N
N
N
17000000.00
16995495.00
0.0105
N/A
N
16995257.00
16995257.00
CONNECTICUT STATE HEALTH & EDUCATIONAL FACILITY AUTHORITY
CONNECTICUT STATE HEALTH & ED 00.1500 06/06/2012
20774NKF7
Other Commercial Paper
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
N
21000000.00
21000000.00
0.0130
N/A
N
20999790.00
20999790.00
TRINITY HEALTH
TRINITY HEALTH 89651JF65 DCP 06/06/2012
89651JF65
Other Commercial Paper
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
N
8200000.00
8199829.17
0.0051
N/A
N
8199822.06
8199822.06
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LF17 DCP 06/01/2012
56274LF17
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
2600000.00
2600000.00
0.0016
N/A
N
2599982.58
2599982.58
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1900 08/09/2012
47803LJG9
Other Commercial Paper
First Tier Security
N/A
N/A
2012-08-09
2012-08-09
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
2000000.00
2000000.00
0.0012
N/A
N
2000000.02
2000000.02
COUNTY OF ST JOSEPH IN
COUNTY OF ST JOSEPH IN 00.1800 08/01/2012
79061QH13
Other Commercial Paper
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
9500000.00
9497102.50
0.0059
N/A
N
9497055.00
9497055.00
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646KFE7 DCP 06/14/2012
92646KFE7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
N
6000000.00
5999566.67
0.0037
N/A
N
5999440.20
5999440.20
DNB BANK ASA/NEW YORK
DNB BANK ASA/NEW YORK 00.2600 08/20/2012
23330LDY9
Certificate of Deposit
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
N
15000000.00
15000000.00
0.0093
N/A
N
14998986.00
14998986.00
ALPINE SECURITIZATION CORP
ALPINE SECURITIZATION CORP 02086LF68 DCP 06/06/2012
02086LF68
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
N
1500000.00
1499958.33
0.0009
N/A
N
1499944.95
1499944.95
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 89232CGK6 DCP 07/19/2012
89232CGK6
Other Commercial Paper
First Tier Security
N/A
N/A
2012-07-19
2012-07-19
N
N
N
8000000.00
7997866.67
0.0050
N/A
N
7998900.00
7998900.00
UNIVERSITY OF TEXAS
UNIVERSITY OF TEXAS 00.1600 06/05/2012
91513RQK8
Other Commercial Paper
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
N
20500000.00
20500000.00
0.0127
N/A
N
20500000.00
20500000.00
UNIVERSITY OF TEXAS
UNIVERSITY OF TEXAS 00.1600 06/11/2012
91513RQM4
Other Commercial Paper
First Tier Security
N/A
N/A
2012-06-11
2012-06-11
N
N
N
3750000.00
3750000.00
0.0023
N/A
N
3750000.04
3750000.04
AXIS BANK LTD
AXIS BANK LTD 05463KFB5 DCP 06/11/2012
05463KFB5
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2012-06-11
2012-06-11
N
N
N
8400000.00
8398763.33
0.0052
N/A
N
8398767.72
8398767.72
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602TJE4 DCP 09/14/2012
88602TJE4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
8500000.00
8494545.83
0.0053
N/A
N
8493500.90
8493500.90
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257EKV9 DCP 08/07/2012
86257EKV9
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
N
N
N
4000000.00
3998660.00
0.0025
N/A
N
3998562.00
3998562.00
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1800 08/15/2012
57421QLG6
Other Commercial Paper
First Tier Security
N/A
N/A
2012-08-15
2012-08-15
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
3250000.00
3250000.00
0.0020
N/A
N
3250000.03
3250000.03
COFCO CAPITAL CORP
COFCO CAPITAL CORP 1921E0F54 DCP 06/05/2012
1921E0F54
Other Commercial Paper
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
N
8300000.00
8299649.55
0.0051
N/A
N
8299757.64
8299757.64
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963TFF1 DCP 06/15/2012
15963TFF1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
8250000.00
8249486.67
0.0051
N/A
N
8249655.98
8249655.98
ALPINE SECURITIZATION CORP
ALPINE SECURITIZATION CORP 02086LFE1 DCP 06/14/2012
02086LFE1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
N
6750000.00
6749536.88
0.0042
N/A
N
6749422.20
6749422.20
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257EKX5 DCP 08/14/2012
86257EKX5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-08-14
2012-08-14
N
N
N
1500000.00
1499445.00
0.0009
N/A
N
1499406.30
1499406.30
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137RFD7 DCP 06/13/2012
98137RFD7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-06-13
2012-06-13
N
N
N
2200000.00
2199831.33
0.0014
N/A
N
2199825.32
2199825.32
JUPITER SECURITIZATION CO LLC
JUPITER SECURITIZATION CO LLC 4820P2GC3 DCP 07/12/2012
4820P2GC3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-07-12
2012-07-12
N
N
N
5350000.00
5348903.25
0.0033
N/A
N
5348352.20
5348352.20
LOUIS DREYFUS COMMODITIES LLC
LOUIS DREYFUS COMMODITIES LLC 54601KFJ9 DCP 06/18/2012
54601KFJ9
Other Commercial Paper
First Tier Security
N/A
N/A
2012-06-18
2012-06-18
N
N
N
8000000.00
7997846.66
0.0050
N/A
N
7999300.00
7999300.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LHL1 DCP 08/20/2012
56274LHL1
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
N
1800000.00
1798600.00
0.0011
N/A
N
1798655.40
1798655.40
CATHOLIC HEALTH INITIATIVES
CATHOLIC HEALTH INITIATIVES 00.2000 09/06/2012
1491M0MG7
Other Commercial Paper
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
N
5000000.00
5000000.00
0.0031
N/A
N
4995962.50
4995962.50
CHARTA LLC
CHARTA LLC 16115UF71 DCP 06/07/2012
16115UF71
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
N
N
N
8100000.00
8099554.50
0.0050
N/A
N
8099748.09
8099748.09
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137RF62 DCP 06/06/2012
98137RF62
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
N
6000000.00
5999825.00
0.0037
N/A
N
5999779.80
5999779.80
J.P. MORGAN SECURITIES
REPO TRIPA CORPO 0.28 06/22/2012
TRIPARTY1
Other Repurchase Agreement
N
BRUCE MANSFIELD UNIT 1
2034-06-01
6.85%
Other Note
6880416.67
7352206.14
ENTERGY CORP NEW
2020-09-15
5.13%
Other Note
4338314.81
4561802.00
ENTERGY CORP NEW
2017-01-15
4.70%
Other Note
890166.67
949653.04
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
N
12250000.00
12250000.00
0.0076
N/A
Y
12250357.80
12250357.80
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK USD 00.9159 11/01/2013
89114QAF5
Other Note
First Tier Security
N/A
N/A
2012-08-01
2013-11-01
N
N
N
2500000.00
2515853.19
0.0016
N/A
N
2513542.50
2513542.50
TRUCKEE MEADOWS WATER AUTHORITY
TRUCKEE MEADOWS WATER AUTHORI 00.2100 06/01/2012
89782NKG0
Other Commercial Paper
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
7000000.00
7000000.00
0.0043
N/A
N
7000000.07
7000000.07
GOVCO LLC
GOVCO LLC 38362VFC2 DCP 06/12/2012
38362VFC2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-06-12
2012-06-12
N
N
N
8300000.00
8299112.36
0.0051
N/A
N
8299336.00
8299336.00
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602TGG2 DCP 07/16/2012
88602TGG2
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
N
7700000.00
7698171.25
0.0048
N/A
N
7697445.14
7697445.14
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127THM8 DCP 08/21/2012
53127THM8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
N
5500000.00
5497401.25
0.0034
N/A
N
5495815.60
5495815.60
BARCLAYS CAPITAL, INC.
REPO TRIPA MORTG 0.18 06/05/2012
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2035-08-01
4.50%
Government Agency Debt
1597963.16
417516.54
FMAC
2042-02-01
2.18%
Government Agency Debt
1026841.03
1052901.53
FMAC
2037-11-01
6.00%
Government Agency Debt
2266412.52
1059823.33
FMAC
2037-03-01
5.50%
Government Agency Debt
1743974.76
429923.43
FMAC
2036-07-01
2.51%
Government Agency Debt
4039333.35
1020760.26
FMAC
2041-01-01
2.97%
Government Agency Debt
2063957.22
1305777.10
FMAC
2039-04-01
5.00%
Government Agency Debt
1278809.47
413796.53
FMAC
2041-02-01
4.50%
Government Agency Debt
482099.31
416234.97
FMAC
2040-05-01
5.50%
Government Agency Debt
415122.55
418497.93
FNMA
2040-12-01
3.67%
Government Agency Debt
1363931.56
1105523.19
FNMA
2041-01-01
4.50%
Government Agency Debt
424230.24
418509.19
FNMA
2026-01-01
3.50%
Government Agency Debt
507968.68
460041.58
FNMA
2026-03-01
4.00%
Government Agency Debt
531084.87
431945.14
FNMA
2041-02-01
5.00%
Government Agency Debt
518438.42
412193.21
FNMA
2041-07-01
3.29%
Government Agency Debt
995304.55
1015992.18
FNMA
2041-08-01
2.91%
Government Agency Debt
731776.85
609615.88
FNMA
2041-12-01
4.00%
Government Agency Debt
394381.34
419497.93
FNMA
2041-11-01
4.50%
Government Agency Debt
401215.92
415682.38
FNMA
2042-02-01
2.99%
Government Agency Debt
1053872.92
1086613.43
FNMA
2032-01-01
4.00%
Government Agency Debt
106606.43
110298.13
FNMA
2032-01-01
4.00%
Government Agency Debt
430126.07
460011.73
FNMA
2042-03-01
2.46%
Government Agency Debt
1521296.03
1546010.11
FNMA
2042-04-01
3.50%
Government Agency Debt
394283.36
413796.17
FNMA
2042-06-01
2.76%
Government Agency Debt
1070604.89
1121007.36
FNMA
2038-06-01
4.50%
Government Agency Debt
530583.62
455287.66
FNMA
2039-12-01
4.20%
Government Agency Debt
1580226.90
1505417.41
FNMA
2042-05-01
0.00%
Government Agency Debt
600870.32
624888.31
FNMA
2042-05-01
0.00%
Government Agency Debt
1505231.13
1564495.09
FNMA
2042-06-01
2.19%
Government Agency Debt
979743.00
1014389.16
FNMA
2035-09-01
2.16%
Government Agency Debt
5267423.01
1044141.21
FNMA
2037-06-01
7.00%
Government Agency Debt
1509624.47
292520.20
FNMA
2047-10-01
6.50%
Government Agency Debt
1531227.76
418496.28
FNMA
2038-02-01
6.50%
Government Agency Debt
1877006.90
414387.20
FNMA
2038-04-01
4.39%
Government Agency Debt
2756282.33
1081112.64
FNMA
2035-05-01
3.26%
Government Agency Debt
4937011.90
1455807.39
FNMA
2039-03-01
4.78%
Government Agency Debt
2106542.54
1018407.93
FNMA
2039-05-01
4.24%
Government Agency Debt
1740828.42
880201.42
FNMA
2039-07-01
5.50%
Government Agency Debt
677199.08
455013.77
FNMA
2025-11-01
3.00%
Government Agency Debt
526742.30
431826.05
FNMA
2026-08-01
3.50%
Government Agency Debt
155186.60
136171.91
FNMA
2042-05-01
3.00%
Government Agency Debt
401400.71
411007.96
FNMA
2038-09-01
2.20%
Government Agency Debt
1957813.48
1104249.14
FNMA
2021-02-01
3.50%
Government Agency Debt
526742.30
421549.65
FNMA
2039-12-01
4.03%
Government Agency Debt
3095348.46
1395179.46
FNMA
2032-11-01
8.00%
Government Agency Debt
551630.88
463481.04
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
N
32500000.00
32500000.00
0.0202
N/A
N
32499710.70
32499710.70
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.18 06/05/2012
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2040-06-01
5.50%
Government Agency Debt
2359997.14
1959075.74
FMAC
2037-06-01
5.73%
Government Agency Debt
7903250.87
1923923.42
FMAC
2024-09-01
4.50%
Government Agency Debt
4299618.84
1866813.41
FMAC
2026-05-01
4.50%
Government Agency Debt
2078898.58
1900720.76
FMAC
2041-03-01
4.00%
Government Agency Debt
1928106.17
1900312.16
FNMA
2028-04-01
5.00%
Government Agency Debt
7078822.79
1947103.61
FNMA
2041-03-01
5.00%
Government Agency Debt
2134839.67
1893629.58
FNMA
2026-01-01
3.50%
Government Agency Debt
2023664.28
1897348.99
FNMA
2041-06-01
5.00%
Government Agency Debt
1382863.31
1392105.81
FNMA
2026-07-01
3.50%
Government Agency Debt
1978319.98
1967318.44
FNMA
2032-03-01
3.50%
Government Agency Debt
1779405.55
1876743.13
FNMA
2018-08-01
4.00%
Government Agency Debt
9178372.09
1935002.27
FNMA
2033-04-01
6.00%
Government Agency Debt
5266677.67
1884048.28
FNMA
2035-12-01
5.00%
Government Agency Debt
4810016.01
1965094.09
FNMA
2020-06-01
3.50%
Government Agency Debt
3259165.32
1959997.77
FNMA
2042-04-01
4.00%
Government Agency Debt
1839402.76
1965517.13
FNMA
2030-09-01
4.00%
Government Agency Debt
2637296.83
1928635.81
FNMA
2025-11-01
4.00%
Government Agency Debt
1122397.67
1041305.41
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
N
32500000.00
32500000.00
0.0202
N/A
N
32500000.00
32500000.00
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 89232CHH2 DCP 08/17/2012
89232CHH2
Other Commercial Paper
First Tier Security
N/A
N/A
2012-08-17
2012-08-17
N
N
N
8000000.00
7996577.77
0.0050
N/A
N
7997434.40
7997434.40
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963TFR5 DCP 06/25/2012
15963TFR5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2012-06-25
2012-06-25
N
N
N
4718000.00
4717433.84
0.0029
N/A
N
4717672.57
4717672.57
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.17 06/06/2012
TRIPARTY1
Government Agency Repurchase Agreement
Y
FNMA
2039-04-01
5.00%
Government Agency Debt
24893442.14
6601332.23
FNMA
2025-10-01
3.50%
Government Agency Debt
15468347.16
13774320.46
FNMA
2040-10-01
4.00%
Government Agency Debt
14328128.88
12820873.78
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
N
32500000.00
32500000.00
0.0202
N/A
N
32499639.20
32499639.20
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 0.21 06/01/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2041-03-01
4.50%
Government Agency Debt
14023009.84
10358731.59
FMAC
2042-03-01
4.00%
Government Agency Debt
10031731.90
10643676.29
FNMA
2042-02-01
2.80%
Government Agency Debt
10129757.05
10502444.18
FNMA
2042-03-01
4.00%
Government Agency Debt
10247880.29
10799882.80
FNMA
2041-11-01
4.50%
Government Agency Debt
10409632.35
10792456.49
FNMA
2038-05-01
5.00%
Government Agency Debt
654455.18
340645.67
FNMA
2040-09-01
4.50%
Government Agency Debt
1115870.48
861708.42
GNMA
2039-11-20
5.00%
Government Agency Debt
38868311.73
29025274.57
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
81691000.00
81691000.00
0.0507
N/A
N
81691000.00
81691000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.21 06/01/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2040-09-01
3.79%
Government Agency Debt
10456625.17
7786258.55
FMAC
2025-02-01
4.00%
Government Agency Debt
12971698.11
8157775.16
FMAC
2040-12-01
3.02%
Government Agency Debt
12990845.90
7545741.58
FMAC
2041-03-01
3.26%
Government Agency Debt
9097911.91
8122476.92
FMAC
2026-06-01
3.50%
Government Agency Debt
10377358.49
8202619.81
FMAC
2027-05-01
3.00%
Government Agency Debt
7783042.22
8217795.17
FMAC
2036-09-01
5.24%
Government Agency Debt
10482447.41
7240227.85
FMAC
2037-08-01
5.14%
Government Agency Debt
11316238.58
7679974.06
FNMA
2041-09-01
4.00%
Government Agency Debt
7722734.20
8202774.68
FNMA
2042-01-01
4.00%
Government Agency Debt
1086923.49
1075400.33
FNMA
2040-05-01
5.00%
Government Agency Debt
5328396.11
4339470.17
FNMA
2040-07-01
3.36%
Government Agency Debt
13949254.36
7579485.80
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
82500000.00
82500000.00
0.0512
N/A
N
82500000.00
82500000.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.22 06/01/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2041-12-01
4.00%
Government Agency Debt
1789023.90
1788222.70
GNMA
2040-10-20
4.00%
Government Agency Debt
85146472.04
82361777.40
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
82500000.00
82500000.00
0.0512
N/A
N
82500000.00
82500000.00
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 0.21 06/01/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2040-05-01
5.50%
Government Agency Debt
30783582.09
26856206.49
FNMA
2039-08-01
4.50%
Government Agency Debt
22504667.69
14951388.79
FNMA
2040-04-01
5.50%
Government Agency Debt
30783582.09
26845870.39
FNMA
2040-08-01
5.00%
Government Agency Debt
17922362.18
15496534.40
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
82500000.00
82500000.00
0.0512
N/A
N
82500000.00
82500000.00
J.P. MORGAN SECURITIES
REPO TRIPA CORPO 0.27 06/01/2012
TRIPARTY2
Other Repurchase Agreement
N
ALLEGHENY LUDLUM CORPORATION
2025-12-15
6.95%
Other Note
204548.02
252071.51
ALLEGHENY TECHNOLOGIES INC NEW
2019-06-01
9.38%
Other Note
575084.75
735498.86
CLIFFS NATURAL RESOURCES INC.
2020-03-15
5.90%
Other Note
5141.24
5757.59
CLIFFS NATURAL RESOURCES INC.
2040-10-01
6.25%
Other Note
277627.12
295296.10
DELHAIZE AMERICA INC CLASS
2031-04-15
9.00%
Other Note
514124.29
657487.89
DELHAIZE GROUP
2017-06-15
6.50%
Other Note
1110141.24
1255053.54
DELHAIZE GROUP
2014-02-01
5.88%
Other Note
923220.34
994056.30
DOMTAR CORPORATION
2022-04-01
4.40%
Other Note
5196327.68
5143347.94
ENTERGY CORP NEW
2017-01-15
4.70%
Other Note
5339548.02
5696369.22
GLOBAL SANTA FE CORPORATION
2013-02-15
5.00%
Other Note
17994.35
18652.64
LLOYDS TSB BNK PLC
2020-09-14
6.50%
Other Note
163858.76
155777.61
NEXEN INC
2019-07-30
6.20%
Other Note
5892231.64
7039488.49
PPL WEM HLDGS PLC
2021-05-01
5.38%
Other Note
3672316.38
4038603.83
PPL WEM HLDGS PLC
2016-05-01
3.90%
Other Note
1283474.58
1356805.88
PROLOGIS TRUST
2018-05-15
6.63%
Other Note
371271.19
423751.35
TOPAZ SOLAR FARMS LLC
2039-09-30
5.75%
Other Note
367231.64
373942.19
WYNDHAM WORLDWIDE CORPORATION
2020-03-01
7.38%
Other Note
705084.75
868771.40
WYNDHAM WORLDWIDE CORPORATION
2021-03-01
5.63%
Other Note
1896751.41
2111039.17
WYNDHAM WORLDWIDE CORPORATION
2017-03-01
2.95%
Other Note
446920.90
450148.27
WYNDHAM WORLDWIDE CORPORATION
2022-03-01
4.25%
Other Note
2203389.83
2253315.53
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
32500000.00
32500000.00
0.0202
N/A
N
32500000.00
32500000.00
US BANK NA/CAYMAN ISLANDS
US BANK NA/CAYMAN ISLANDS 99186U9S2 TD 06/01/2012
99186U9S2
Other Instrument
Time Deposit
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
16000000.00
16000000.00
0.0099
N/A
N
16000000.00
16000000.00