0000928816-12-001165.txt : 20121001
0000928816-12-001165.hdr.sgml : 20121001
20120806113831
ACCESSION NUMBER: 0000928816-12-001165
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120731
FILED AS OF DATE: 20120806
DATE AS OF CHANGE: 20120806
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: 121008892
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
2012-07-31
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
44
64
1576942410.63
42265255.27
42938304.51
1576269361.39
0.0025
0.9981
2012-07-31
0.9981
2012-07-31
C000017192
500.00
1460011987.82
1.00
-28922824.62
39616765.17
68539589.79
0.0001
0.9981
2012-07-31
0.9981
2012-07-31
C000017193
500.00
18142670.94
1.00
-576623.62
573362.81
1149986.43
0.0001
0.9981
2012-07-31
0.9981
2012-07-31
C000017194
500.00
24056554.94
1.00
-5807071.05
595832.13
6402903.18
0.0001
0.9981
2012-07-31
0.9981
2012-07-31
C000017195
500.00
28442901.13
1.00
-230253.83
2555894.76
2786148.59
0.0001
0.9981
2012-07-31
0.9981
2012-07-31
C000017196
500.00
19083202.43
1.00
-1467949.13
2514312.76
3982261.89
0.0001
0.9981
2012-07-31
0.9981
2012-07-31
C000017191
500.00
26532044.13
1.00
-521001.45
802541.95
1323543.40
0.0001
0.9981
2012-07-31
0.9981
2012-07-31
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384S26 GDC 12/05/2012
313384S26
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-12-05
2012-12-05
N
N
N
28400000.00
28385090.00
0.0180
N/A
N
28388072.00
28388072.00
FREDDIE MAC DISCOUNT NOTES
FREDDIE MAC DISCOUNT NOTES 313396U50 GDC 12/24/2012
313396U50
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-12-24
2012-12-24
N
N
N
28801000.00
28782375.97
0.0183
N/A
N
28787089.10
28787089.10
FNMA
FNMA 313588S97 GDC 12/12/2012
313588S97
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-12-12
2012-12-12
N
N
N
4050000.00
4047606.00
0.0026
N/A
N
4048205.85
4048205.85
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELECTRIC CAPITAL CORP 36959HHU4 DCP 08/28/2012
36959HHU4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-28
2012-08-28
N
N
N
3000000.00
2999550.00
0.0019
N/A
N
2999612.70
2999612.70
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELECTRIC CAPITAL CORP 36959HJL2 DCP 09/20/2012
36959HJL2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
N
N
9000000.00
8997125.00
0.0057
N/A
N
8998317.00
8998317.00
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67983TJJ6 DCP 09/18/2012
67983TJJ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-18
2012-09-18
N
N
N
7600000.00
7597669.33
0.0048
N/A
N
7598913.96
7598913.96
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602TKF9 DCP 10/15/2012
88602TKF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-15
2012-10-15
N
N
N
7600000.00
7596516.67
0.0048
N/A
N
7595908.92
7595908.92
WISCONSIN HEALTH & EDUCATIONAL FACILITIES AUTHORITY
WI H/E VAR-WHEATON-B 00.1600 08/15/2033
97710VND6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
Y
WHEATON FRANCISCAN HEALTHCARE SYSTEM
N/A
N/A
Y
US BANCORP
N/A
N/A
N
4100000.00
4100000.00
0.0026
N/A
N
4100000.00
4100000.00
PUTNAM MONEY MARKET LIQUIDITY FUND
PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P
746763168
Investment Company
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
171.00
171.00
0.0000
N/A
N
171.00
171.00
WELLS FARGO & CO
WELLS FARGO & COMPANY 05.2500 10/23/2012
949746NW7
Other Note
N
First Tier Security
N/A
N/A
2012-10-23
2012-10-23
N
N
N
9400000.00
9504091.68
0.0060
N/A
N
9507959.00
9507959.00
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA P/P 144A 00.7288 08/15/2013
78008FAM6
Other Note
N
First Tier Security
N/A
N/A
2012-08-15
2013-08-15
N
N
N
29425000.00
29426952.47
0.0187
N/A
N
29454836.90
29454836.90
KENTUCKY ECONOMIC DEVELOPMENT FINANCE AUTHORITY
KY ECON-VAR-C-CATHOLI 00.1400 05/01/2034
49126PCJ7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
N
11000000.00
11000000.00
0.0070
N/A
N
11000000.00
11000000.00
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELEC CAP CORP 02.1250 12/21/2012
36967HAV9
Other Note
N
First Tier Security
N/A
N/A
2012-12-21
2012-12-21
N
Y
Federal Deposit Insurance Corp
N/A
N/A
N
8439000.00
8502404.00
0.0054
N/A
N
8500056.17
8500056.17
COUNTY OF WAKE NC
WAKE CNTY VAR-SCH-B 00.1600 03/01/2024
930863F34
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
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
0.0010
N/A
N
1500000.00
1500000.00
CITIGROUP FUNDING INC
CITIGROUP FUNDING INC 02.2500 12/10/2012
17313YAJ0
Other Note
N
First Tier Security
N/A
N/A
2012-12-10
2012-12-10
N
Y
Federal Deposit Insurance Corp
N/A
N/A
N
28776000.00
28986938.57
0.0184
N/A
N
28979877.90
28979877.90
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKE P/P 144A 01.4679 09/14/2012
86959LAC7
Other Note
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
2000000.00
2002178.00
0.0013
N/A
N
2002330.00
2002330.00
CITIGROUP FUNDING INC
CITIGROUP FUNDING INC 01.8750 10/22/2012
17313YAL5
Other Note
N
First Tier Security
N/A
N/A
2012-10-22
2012-10-22
N
Y
Federal Deposit Insurance Corp
N/A
N/A
N
15325000.00
15383994.89
0.0098
N/A
N
15382882.50
15382882.50
UNITED STATES OF AMERICA
US TREASURY N/B 01.3750 10/15/2012
912828LR9
Treasury Debt
N
First Tier Security
N/A
N/A
2012-10-15
2012-10-15
N
N
N
33300000.00
33382657.84
0.0212
N/A
N
33384548.70
33384548.70
HARRIS COUNTY HEALTH FACILITIES DEVELOPMENT CORP
HARRIS HLTH-VAR-B1-TX 00.1700 10/01/2029
414152SX7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
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
N
First Tier Security
N/A
N/A
2012-11-16
2012-11-16
N
N
N
15275000.00
15352532.65
0.0097
N/A
N
15356950.30
15356950.30
UNITED STATES OF AMERICA
US TREASURY N/B 00.5000 11/30/2012
912828PV6
Treasury Debt
N
First Tier Security
N/A
N/A
2012-11-30
2012-11-30
N
N
N
20000000.00
20022619.12
0.0127
N/A
N
20023440.00
20023440.00
UNITED STATES OF AMERICA
US TREASURY N/B 00.6250 01/31/2013
912828PR5
Treasury Debt
N
First Tier Security
N/A
N/A
2013-01-31
2013-01-31
N
N
N
18000000.00
18038345.54
0.0114
N/A
N
18041490.00
18041490.00
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 00.4751 10/19/2012
89112XBQ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-19
2012-10-19
N
N
N
13400000.00
13400000.00
0.0085
N/A
N
13403390.30
13403390.30
UNITED STATES OF AMERICA
TREASURY BILL 00.0000 10/18/2012
9127955G2
Treasury Debt
N
First Tier Security
N/A
N/A
2012-10-18
2012-10-18
N
N
N
35000000.00
34988841.67
0.0222
N/A
N
34993000.00
34993000.00
HIGHLANDS COUNTY HEALTH FACILITIES AUTHORITY
HIGHLANDS HLTH-VAR-H 00.1400 11/15/2035
431022QW5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
Y
ADVENTIST HEALTH SYSTEM/SUNBELT CORP
N/A
N/A
Y
US BANCORP
N/A
N/A
N
11750000.00
11750000.00
0.0075
N/A
N
11750000.00
11750000.00
NORDEA BANK FINLAND PLC/NEW YORK
NORDEA BANK FINLAND NY 00.8679 09/13/2012
65556Q7E7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
17150000.00
17148024.69
0.0109
N/A
N
17158060.60
17158060.60
FEDERAL FARM CREDIT BANKS
FEDERAL FARM CREDIT BANK 00.2300 01/14/2013
31331K2V1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-01
2013-01-14
N
N
N
24300000.00
24300000.00
0.0154
N/A
N
24306804.00
24306804.00
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 00.6376 01/10/2013
05253MAS3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-10
2013-01-10
N
N
N
10400000.00
10400000.00
0.0066
N/A
N
10411533.70
10411533.70
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.4388 10/15/2012
13606YBL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-13
2012-10-15
N
N
N
8500000.00
8500000.00
0.0054
N/A
N
8503332.09
8503332.09
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 00.0000 10/18/2012
20272ABM7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-18
2012-10-18
N
N
N
3100000.00
3099977.98
0.0020
N/A
N
3100359.63
3100359.63
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HNDLSBK
86959JCC0
Other Note
N
First Tier Security
N/A
N/A
2012-09-08
2013-01-07
N
N
N
23500000.00
23500000.00
0.0149
N/A
Y
23498026.00
23498026.00
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384A66 GDC 08/03/2012
313384A66
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
6500000.00
6499958.47
0.0041
N/A
N
6499987.00
6499987.00
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253AH86 DCP 08/08/2012
05253AH86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-08
2012-08-08
N
N
N
9800000.00
9799333.05
0.0062
N/A
N
9799695.22
9799695.22
FREDDIE MAC DISCOUNT NOTES
FREDDIE MAC DISCOUNT NOTES 313396L76 GDC 10/23/2012
313396L76
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-10-23
2012-10-23
N
N
N
20000000.00
19992161.11
0.0127
N/A
N
19995400.00
19995400.00
HSBC BANK PLC
HSBC BANK PLC P/P 144A 00.8551 01/18/2013
44328MAG9
Other Note
N
First Tier Security
N/A
N/A
2012-10-18
2013-01-18
N
N
N
8650000.00
8660443.97
0.0055
N/A
N
8657317.90
8657317.90
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 00.3168 09/20/2012
89112Y6Z1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-20
2012-09-20
N
N
N
8370000.00
8370254.47
0.0053
N/A
N
8370418.58
8370418.58
NATIONAL AUSTRALIA BANK LTD
NATL AUSTRALIABK P/P 144A 00.9396 01/08/2013
6325C0BA8
Other Note
N
First Tier Security
N/A
N/A
2012-10-09
2013-01-08
N
N
N
1109000.00
1110668.83
0.0007
N/A
N
1110661.28
1110661.28
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BK AUST P/P 144A 01.0179 03/19/2013
2027A0EN5
Other Note
N
First Tier Security
N/A
N/A
2012-09-19
2013-03-19
N
N
N
7850000.00
7873020.12
0.0050
N/A
N
7873667.75
7873667.75
STANDARD CHARTERED BANK/NEW YORK
STANDARD CHARTERED BANK/NEW Y 00.0000 09/10/2012
85325BLG7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-10
2012-09-10
N
N
N
9200000.00
9200000.00
0.0058
N/A
N
9205942.92
9205942.92
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO 01.1169 02/26/2013
46623EJA8
Other Note
N
First Tier Security
N/A
N/A
2012-08-28
2013-02-26
N
N
N
7000000.00
7026368.02
0.0045
N/A
N
7020377.00
7020377.00
STANDARD CHARTERED BANK/NEW YORK
STANDARD CHARTERED BANK/NEW Y 85324THL3 DCP 08/20/2012
85324THL3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
N
8000000.00
7997762.22
0.0051
N/A
N
7999035.20
7999035.20
NATIONAL AUSTRALIA BANK LTD/NEW YORK
NATIONAL AUSTRALIA BK-NY 00.5321 04/24/2013
63253TNQ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-24
2013-04-24
N
N
N
8350000.00
8350000.00
0.0053
N/A
N
8349281.90
8349281.90
DNB BANK ASA
DNB BANK ASA 2332K0HW5 DCP 08/30/2012
2332K0HW5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-30
2012-08-30
N
N
N
10000000.00
9997100.00
0.0063
N/A
N
9998667.00
9998667.00
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.4681 04/26/2013
13606YFZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-26
2013-04-26
N
N
N
15000000.00
15000000.00
0.0095
N/A
N
15003090.10
15003090.10
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1900 08/09/2012
47803LJG9
Other Commercial Paper
N
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
0.0013
N/A
N
1999980.00
1999980.00
COUNTY OF ST JOSEPH IN
COUNTY OF ST JOSEPH IN 00.1800 08/01/2012
79061QH13
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
9500000.00
9500000.00
0.0060
N/A
N
9500000.10
9500000.10
DNB BANK ASA/NEW YORK
DNB BANK ASA/NEW YORK 00.2600 08/20/2012
23330LDY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
N
15000000.00
15000000.00
0.0095
N/A
N
15000916.60
15000916.60
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602TJE4 DCP 09/14/2012
88602TJE4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
8500000.00
8497714.44
0.0054
N/A
N
8497450.00
8497450.00
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257EKV9 DCP 08/07/2012
86257EKV9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
N
N
N
4000000.00
3999880.00
0.0025
N/A
N
3999898.80
3999898.80
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1800 08/15/2012
57421QLG6
Other Commercial Paper
N
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
0.0021
N/A
N
3249902.53
3249902.53
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257EKX5 DCP 08/14/2012
86257EKX5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-14
2012-08-14
N
N
N
1500000.00
1499902.50
0.0010
N/A
N
1499924.10
1499924.10
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LHL1 DCP 08/20/2012
56274LHL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
N
14105000.00
14102648.35
0.0089
N/A
N
14103353.90
14103353.90
CATHOLIC HEALTH INITIATIVES
CATHOLIC HEALTH INITIATIVES 00.2000 09/06/2012
1491M0MG7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
N
5000000.00
5000000.00
0.0032
N/A
N
4999676.00
4999676.00
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127THM8 DCP 08/21/2012
53127THM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
N
5500000.00
5499358.33
0.0035
N/A
N
5499326.25
5499326.25
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 89232CHH2 DCP 08/17/2012
89232CHH2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-17
2012-08-17
N
N
N
8000000.00
7999288.89
0.0051
N/A
N
7999546.40
7999546.40
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 38346LHX7 DCP 08/31/2012
38346LHX7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-31
2012-08-31
N
N
N
8350000.00
8348190.83
0.0053
N/A
N
8348403.48
8348403.48
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601VK26 DCP 10/02/2012
30601VK26
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-02
2012-10-02
N
N
N
8803000.00
8799664.64
0.0056
N/A
N
8798887.24
8798887.24
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601VJE2 DCP 09/14/2012
30601VJE2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
5000000.00
4998777.78
0.0032
N/A
N
4998562.50
4998562.50
WESTPAC BANKING CORP
WESTPAC BANKING CORP P/P 144A 00.8879 06/14/2013
9612E0CG0
Other Note
N
First Tier Security
N/A
N/A
2012-09-14
2013-06-14
N
N
N
10000000.00
10029490.35
0.0064
N/A
N
10021040.00
10021040.00
CONNECTICUT STATE HEALTH & EDUCATIONAL FACILITY AUTHORITY
CONNECTICUT STATE HEALTH & ED 00.1500 08/01/2012
20774NKG5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
23390000.00
23390000.00
0.0148
N/A
N
23390000.20
23390000.20
TRINITY HEALTH
TRINITY HEALTH 00.1700 08/08/2012
89651JH89
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-08
2012-08-08
N
N
N
17200000.00
17199431.44
0.0109
N/A
N
17199449.60
17199449.60
JUPITER SECURITIZATION CO LLC
JUPITER SECURITIZATION CO LLC 4820P2J55 DCP 09/05/2012
4820P2J55
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
11250000.00
11247703.13
0.0071
N/A
N
11247390.00
11247390.00
UNIVERSITY OF VIRGINIA
UNIVERSITY OF VIRGINIA 00.1700 08/08/2012
91521MNJ5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-08
2012-08-08
N
N
N
7400000.00
7400000.00
0.0047
N/A
N
7399852.00
7399852.00
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646KJE3 DCP 09/14/2012
92646KJE3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
16000000.00
15994524.45
0.0101
N/A
N
15995000.00
15995000.00
UNIVERSITY OF TEXAS
UNIVERSITY OF TEXAS 00.1600 08/16/2012
91513VGS3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-16
2012-08-16
N
N
N
4000000.00
4000000.00
0.0025
N/A
N
4000000.04
4000000.04
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257YFQ2 DCP 09/10/2012
86257YFQ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-10
2012-09-10
N
N
N
18150000.00
18146370.00
0.0115
N/A
N
18146079.60
18146079.60
LELAND STANFORD JUNIOR UNIVERSITY
LELAND STANFORD JUNIOR UNIVER 00.2000 09/14/2012
5255M4JE3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
12000000.00
11997066.64
0.0076
N/A
N
11997240.00
11997240.00
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 00.3438 12/20/2012
20272ACW4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-20
2012-12-20
N
N
N
13500000.00
13500000.00
0.0086
N/A
N
13494156.50
13494156.50
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963THL6 DCP 08/20/2012
15963THL6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
N
11450000.00
11448851.82
0.0073
N/A
N
11449046.20
11449046.20
AMERICAN UNIVERSITY
AMERICAN UNIVERSITY 03035PJD0 DCP 09/13/2012
03035PJD0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
3500000.00
3499289.30
0.0022
N/A
N
3499265.00
3499265.00
DUKE UNIVERSITY
DUKE UNIVERSITY 00.1600 09/13/2012
26441TJD1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
19000000.00
18996368.91
0.0121
N/A
N
18994032.10
18994032.10
FNMA
FNMA 313588K79 GDC 10/15/2012
313588K79
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-10-15
2012-10-15
N
N
N
4050000.00
4048818.75
0.0026
N/A
N
4049157.60
4049157.60
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 00.4668 06/21/2013
06366VTQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-21
2013-06-21
N
N
N
9250000.00
9250000.00
0.0059
N/A
N
9247576.50
9247576.50
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1800 09/19/2012
57421QLM3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-19
2012-09-19
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
12367000.00
12367000.00
0.0078
N/A
N
12366876.30
12366876.30
FREDDIE MAC DISCOUNT NOTES
FREDDIE MAC DISCOUNT NOTES 313396T60 GDC 12/17/2012
313396T60
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-12-17
2012-12-17
N
N
N
4000000.00
3997500.67
0.0025
N/A
N
3998160.00
3998160.00
HSBC USA INC
HSBC BANK USA NA 40427RLM1 DCP 11/21/2012
40427RLM1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-21
2012-11-21
N
N
N
9200000.00
9190268.44
0.0058
N/A
N
9190816.56
9190816.56
FEDERAL FARM CREDIT BANKS
FEDERAL FARM CREDIT BANKS 313312N48 GDC 11/05/2012
313312N48
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
4625000.00
4623273.33
0.0029
N/A
N
4623644.88
4623644.88
WESTPAC BANKING CORP/NY
WESTPAC BANKING CORP/NY 9612C0LE7 DCP 11/14/2012
9612C0LE7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
N
15000000.00
14985562.50
0.0095
N/A
N
14985586.50
14985586.50
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67983TKV7 DCP 10/29/2012
67983TKV7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-29
2012-10-29
N
N
N
8500000.00
8494746.54
0.0054
N/A
N
8496387.50
8496387.50
FNMA
FNMA 313588T96 GDC 12/20/2012
313588T96
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-12-20
2012-12-20
N
N
N
6500000.00
6495672.08
0.0041
N/A
N
6496945.00
6496945.00
NORDEA NORTH AMERICA INC/DE
NORDEA NORTH AMERICA INC/DE 6555P0MS5 DCP 12/26/2012
6555P0MS5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-26
2012-12-26
N
N
N
8000000.00
7986933.31
0.0051
N/A
N
7990220.80
7990220.80
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELECTRIC CAPITAL CORP 36959HKP1 DCP 10/23/2012
36959HKP1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-23
2012-10-23
N
N
N
4175000.00
4172689.83
0.0026
N/A
N
4173207.67
4173207.67
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M2H17 DCP 08/01/2012
7443M2H17
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
9100000.00
9100000.00
0.0058
N/A
N
9099957.23
9099957.23
STANDARD CHARTERED BANK/NEW YORK
STANDARD CHARTERED BANK/NEW Y 85324TMA1 DCP 12/10/2012
85324TMA1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-10
2012-12-10
N
N
N
7400000.00
7387343.95
0.0047
N/A
N
7384913.62
7384913.62
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765JH94 DCP 08/09/2012
11765JH94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-09
2012-08-09
N
N
N
14000000.00
13999440.00
0.0089
N/A
N
13999290.20
13999290.20
JUPITER SECURITIZATION CO LLC
JUPITER SECURITIZATION CO LLC 4820P2JC0 DCP 09/12/2012
4820P2JC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
N
5000000.00
4998833.33
0.0032
N/A
N
4998531.00
4998531.00
STATE STREET CORP
STATE STREET CORP 85747JL96 DCP 11/09/2012
85747JL96
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
9100000.00
9094186.11
0.0058
N/A
N
9094876.70
9094876.70
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.2000 08/08/2012
47803LJJ3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-08
2012-08-08
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
6000000.00
6000000.00
0.0038
N/A
N
6000000.06
6000000.06
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963TKC2 DCP 10/12/2012
15963TKC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-12
2012-10-12
N
N
N
4600000.00
4597976.00
0.0029
N/A
N
4598554.22
4598554.22
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137RH29 DCP 08/02/2012
98137RH29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-02
2012-08-02
N
N
N
9000000.00
8999945.00
0.0057
N/A
N
8999910.00
8999910.00
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257FJR7 DCP 10/12/2012
86257FJR7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-12
2012-10-12
N
N
N
7500000.00
7497300.00
0.0048
N/A
N
7496811.00
7496811.00
COFCO CAPITAL CORP
COFCO CAPITAL CORP 1921E0HG8 DCP 08/16/2012
1921E0HG8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-16
2012-08-16
N
N
N
16000000.00
15997333.33
0.0101
N/A
N
15998720.00
15998720.00
CAFCO LLC
CAFCO LLC 12476EH28 DCP 08/02/2012
12476EH28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-02
2012-08-02
N
N
N
4000000.00
3999951.11
0.0025
N/A
N
3999955.60
3999955.60
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LJH8 DCP 09/17/2012
56274LJH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
N
2500000.00
2499184.03
0.0016
N/A
N
2499146.75
2499146.75
VARIABLE FUNDING CAPITAL CO LLC
VARIABLE FUNDING CAPITAL CO L 92217LJH3 DCP 09/17/2012
92217LJH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
N
15000000.00
14996670.84
0.0095
N/A
N
14995480.50
14995480.50
RBS HOLDINGS USA INC
RBS HOLDINGS USA INC 74927JH14 DCP 08/01/2012
74927JH14
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
8000000.00
8000000.00
0.0051
N/A
N
7999962.40
7999962.40
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 89232CJC1 DCP 09/12/2012
89232CJC1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
N
8000000.00
7998413.33
0.0051
N/A
N
7998910.40
7998910.40
STATE STREET CORP
STATE STREET CORP 85747JLF2 DCP 11/15/2012
85747JLF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-15
2012-11-15
N
N
N
7000000.00
6995465.55
0.0044
N/A
N
6995699.90
6995699.90
ALPINE SECURITIZATION CORP
ALPINE SECURITIZATION CORP 02086LH25 DCP 08/02/2012
02086LH25
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-02
2012-08-02
N
N
N
8000000.00
7999964.44
0.0051
N/A
N
7999920.00
7999920.00
INDIANA FINANCE AUTHORITY
INDIANA FINANCE AUTHORITY 00.1600 09/17/2012
45506BAK5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
Y
INDIANA FINANCE AUTHORITY
N/A
N/A
N
6700000.00
6700000.00
0.0043
N/A
N
6699933.00
6699933.00
ROCHE HOLDINGS INC
ROCHE HOLDINGS INC 77119LJE0 DCP 09/14/2012
77119LJE0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
17000000.00
16996883.34
0.0108
N/A
N
16996812.50
16996812.50
J.P. MORGAN SECURITIES
REPO TRIPA CORPO 0.31 08/22/2012
TRIPARTY1
Other Repurchase Agreement
N
ADVANCE AUTO PARTS INC
2020-05-01
5.75%
Other Note
2464.07
2872.50
ALLEGHENY LUDLUM CORPORATION
2025-12-15
6.95%
Other Note
351622.18
422673.59
ALLEGHENY TECHNOLOGIES INC NEW
2019-06-01
9.38%
Other Note
423326.49
549160.30
AMERICAN AIRLINES INC.
2019-07-02
10.38%
Other Note
188.75
183.61
CLIFFS NATURAL RESOURCES INC.
2040-10-01
6.25%
Other Note
130595.48
134899.84
DELHAIZE AMERICA INC CLASS
2031-04-15
9.00%
Other Note
401642.71
469026.32
DELHAIZE GROUP
2017-06-15
6.50%
Other Note
228911.70
251047.07
DOMTAR CORPORATION
2015-08-15
7.13%
Other Note
344969.20
396604.89
GREAT PLAINS ENERGY INCORPROAT
2022-06-15
5.29%
Other Note
400410.68
449631.56
LEXMARK INTERNATIONAL INC.
2018-06-01
6.65%
Other Note
505626.28
542445.30
LLOYDS TSB BNK PLC
2020-09-14
6.50%
Other Note
1375934.29
1399002.65
NEXEN INC
2037-05-15
6.40%
Other Note
458562.63
588268.61
NEXEN INC
2039-07-30
7.50%
Other Note
407802.87
575736.06
NEXEN INC
2019-07-30
6.20%
Other Note
2464065.71
2966168.48
PPL WEM HLDGS PLC
2021-05-01
5.38%
Other Note
4558521.56
5100672.43
PPL WEM HLDGS PLC
2016-05-01
3.90%
Other Note
425051.33
447411.17
PROLOGIS TRUST
2018-05-15
6.63%
Other Note
55934.29
65532.86
PUBLIC SERVICE COMPANY OF NEW
2018-05-15
7.95%
Other Note
739.22
906.91
ROWAN COMPANIES INC.
2019-08-01
7.88%
Other Note
11581.11
14631.51
TOPAZ SOLAR FARMS LLC
2039-09-30
5.75%
Other Note
246406.57
248369.60
URS CORP / URS FOX US LP
2017-04-01
3.85%
Other Note
16016.43
16154.93
URS CORP / URS FOX US LP
2022-04-01
5.00%
Other Note
547022.59
563236.31
UNITED BUSINESS MEDIA LIMITED
2020-11-03
5.75%
Other Note
278439.43
294278.69
WYNDHAM WORLDWIDE CORPORATION
2020-03-01
7.38%
Other Note
830390.14
1024397.12
WYNDHAM WORLDWIDE CORPORATION
2021-03-01
5.63%
Other Note
549486.65
619266.66
WYNDHAM WORLDWIDE CORPORATION
2017-03-01
2.95%
Other Note
196632.44
200206.85
WYNDHAM WORLDWIDE CORPORATION
2022-03-01
4.25%
Other Note
1492731.01
1552144.62
SOUTHWESTERN ENERGY COMPANY
2022-03-15
4.10%
Other Note
4928.13
5214.67
First Tier Security
N/A
N/A
2012-08-22
2012-08-22
N
N
N
18000000.00
18000000.00
0.0114
N/A
Y
18000734.50
18000734.50
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257NAK4 DCP 10/22/2012
86257NAK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-22
2012-10-22
N
N
N
17000000.00
16993030.00
0.0108
N/A
N
16993806.90
16993806.90
BARCLAYS CAPITAL, INC.
REPO TRIPA MORTG 0.18 08/01/2012
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2026-01-01
3.50%
Government Agency Debt
5311313.11
5262020.81
FMAC
2042-03-01
3.50%
Government Agency Debt
791401.66
830244.20
FNMA
2041-10-01
4.00%
Government Agency Debt
5165984.51
5324760.32
FNMA
2042-02-01
4.00%
Government Agency Debt
1090350.30
1103373.60
FNMA
2042-03-01
3.50%
Government Agency Debt
5163934.43
5299122.92
FNMA
2027-04-01
3.00%
Government Agency Debt
5112824.49
5303788.16
FNMA
2042-08-01
3.00%
Government Agency Debt
3563596.34
3713794.80
FNMA
2031-12-01
4.00%
Government Agency Debt
5093093.82
5193719.01
GNMA
2039-02-15
4.50%
Government Agency Debt
31784.02
20036.21
GNMA
2041-07-15
4.00%
Government Agency Debt
80731.40
79140.00
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
31500000.00
31500000.00
0.0200
N/A
N
31500000.00
31500000.00
HSBC USA INC
HSBC USA INC 40427RKV2 DCP 10/29/2012
40427RKV2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-29
2012-10-29
N
N
N
5750000.00
5745593.26
0.0036
N/A
N
5745975.00
5745975.00
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127TKR3 DCP 10/25/2012
53127TKR3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-25
2012-10-25
N
N
N
18000000.00
17990649.99
0.0114
N/A
N
17985337.20
17985337.20
CAFCO LLC
CAFCO LLC 12476EH69 DCP 08/06/2012
12476EH69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
N
4000000.00
3999861.11
0.0025
N/A
N
3999866.80
3999866.80
J.P. MORGAN SECURITIES
REPO TRIPA CORPO 0.25 08/01/2012
TRIPARTY2
Other Repurchase Agreement
N
DOMTAR CORPORATION
2022-04-01
4.40%
Other Note
7231250.00
7458729.08
ENTERGY CORP NEW
2020-09-15
5.13%
Other Note
7551666.67
8143009.88
ENTERGY CORP NEW
2017-01-15
4.70%
Other Note
6416666.67
6864097.29
WYNDHAM WORLDWIDE CORPORATION
2020-03-01
7.38%
Other Note
3494166.67
4310521.12
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
25500000.00
25500000.00
0.0162
N/A
N
25500000.00
25500000.00
US BANK NA/CAYMAN ISLANDS
US BANK NA/CAYMAN ISLANDS 99692U9K6 TD 08/01/2012
99692U9K6
Other Instrument
Time Deposit
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
16000000.00
16000000.00
0.0102
N/A
N
16000000.00
16000000.00
AMERICAN UNIVERSITY
AMERICAN UNIVERSITY 03035PJC2 DCP 09/12/2012
03035PJC2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
N
4400000.00
4398665.33
0.0028
N/A
N
4398665.33
4398665.33
MORGAN (J.P.) SECURITIES INC.
REPO TRIPA MORTG 0.19 08/01/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2037-07-01
5.50%
Government Agency Debt
296742.76
95554.46
FNMA
2013-01-01
7.00%
Government Agency Debt
306251.89
310.92
FNMA
2015-03-01
7.00%
Government Agency Debt
280609.01
1366.35
FNMA
2014-12-01
7.00%
Government Agency Debt
275601.92
2292.37
FNMA
2025-12-01
4.00%
Government Agency Debt
283413.40
233195.02
FNMA
2026-01-01
3.50%
Government Agency Debt
308460.98
258207.10
FNMA
2026-03-01
4.00%
Government Agency Debt
288760.07
272271.73
FNMA
2041-04-01
6.00%
Government Agency Debt
295703.58
321558.14
FNMA
2041-06-01
4.50%
Government Agency Debt
289099.42
309677.10
FNMA
2026-10-01
4.00%
Government Agency Debt
302229.62
308882.73
FNMA
2027-04-01
3.50%
Government Agency Debt
318517.64
341206.81
FNMA
2041-07-01
5.00%
Government Agency Debt
277664.66
301094.34
FNMA
2041-06-01
5.00%
Government Agency Debt
286744.20
259591.89
FNMA
2041-05-01
4.50%
Government Agency Debt
271761.87
238738.97
FNMA
2021-05-01
3.50%
Government Agency Debt
291398.08
275032.27
FNMA
2026-07-01
4.50%
Government Agency Debt
281478.52
286932.02
FNMA
2041-06-01
5.00%
Government Agency Debt
290352.07
303172.26
FNMA
2026-12-01
3.50%
Government Agency Debt
324428.79
340267.18
FNMA
2026-06-01
4.00%
Government Agency Debt
308949.32
313678.24
FNMA
2026-06-01
4.50%
Government Agency Debt
324569.86
289803.30
FNMA
2041-08-01
4.00%
Government Agency Debt
313845.28
327557.61
FNMA
2036-07-01
4.50%
Government Agency Debt
279119.12
224161.04
FNMA
2041-09-01
4.50%
Government Agency Debt
294621.26
316588.48
FNMA
2026-09-01
4.00%
Government Agency Debt
317895.05
266707.28
FNMA
2026-09-01
3.50%
Government Agency Debt
315683.32
319002.01
FNMA
2031-10-01
4.00%
Government Agency Debt
320927.00
267861.29
FNMA
2026-09-01
4.50%
Government Agency Debt
312001.95
324056.85
FNMA
2026-10-01
4.50%
Government Agency Debt
279894.00
280107.44
FNMA
2036-11-01
4.50%
Government Agency Debt
296397.03
316735.29
FNMA
2026-10-01
4.00%
Government Agency Debt
302919.77
313038.17
FNMA
2041-10-01
4.50%
Government Agency Debt
276961.75
302938.86
FNMA
2026-11-01
4.50%
Government Agency Debt
273622.58
289988.84
FNMA
2041-11-01
4.00%
Government Agency Debt
278854.15
296580.98
FNMA
2041-12-01
4.50%
Government Agency Debt
294476.46
327688.63
FNMA
2041-11-01
3.50%
Government Agency Debt
303455.20
299662.14
FNMA
2026-11-01
4.00%
Government Agency Debt
70691.32
65795.55
FNMA
2041-11-01
4.50%
Government Agency Debt
295883.38
317714.70
FNMA
2026-11-01
3.50%
Government Agency Debt
303727.21
291439.23
FNMA
2042-01-01
4.00%
Government Agency Debt
281312.37
305763.40
FNMA
2026-12-01
4.00%
Government Agency Debt
298473.64
282141.34
FNMA
2026-12-01
4.00%
Government Agency Debt
303320.74
319302.18
FNMA
2027-02-01
4.00%
Government Agency Debt
273126.98
291073.98
FNMA
2027-01-01
4.00%
Government Agency Debt
322459.36
343498.16
FNMA
2027-01-01
4.00%
Government Agency Debt
287030.73
302349.77
FNMA
2027-02-01
3.50%
Government Agency Debt
280820.28
296616.18
FNMA
2042-04-01
4.00%
Government Agency Debt
297475.83
302940.22
FNMA
2042-06-01
3.50%
Government Agency Debt
300849.32
323814.93
FNMA
2042-06-01
4.00%
Government Agency Debt
272410.86
299412.79
FNMA
2027-06-01
3.00%
Government Agency Debt
273316.02
291290.66
FNMA
2042-02-01
4.50%
Government Agency Debt
279535.28
309433.19
FNMA
2042-04-01
4.00%
Government Agency Debt
286807.58
310249.19
FNMA
2042-03-01
4.00%
Government Agency Debt
318121.07
345390.43
FNMA
2022-01-01
3.50%
Government Agency Debt
305165.39
310621.30
FNMA
2032-03-01
3.50%
Government Agency Debt
310867.03
327507.89
FNMA
2042-02-01
4.50%
Government Agency Debt
312018.23
337376.62
FNMA
2027-04-01
3.00%
Government Agency Debt
280691.10
295816.07
FNMA
2042-02-01
4.00%
Government Agency Debt
294800.62
320974.44
FNMA
2042-02-01
4.00%
Government Agency Debt
290358.45
286932.33
FNMA
2042-02-01
5.00%
Government Agency Debt
292291.35
327356.39
FNMA
2042-02-01
5.00%
Government Agency Debt
281197.71
306517.71
FNMA
2027-02-01
3.00%
Government Agency Debt
293967.21
305346.64
FNMA
2027-02-01
3.50%
Government Agency Debt
324211.14
341842.46
FNMA
2027-02-01
4.00%
Government Agency Debt
312537.60
331445.95
FNMA
2027-02-01
3.50%
Government Agency Debt
290154.89
306756.68
FNMA
2027-01-01
3.50%
Government Agency Debt
283514.41
276784.09
FNMA
2042-02-01
4.00%
Government Agency Debt
280312.13
299413.58
FNMA
2032-04-01
4.00%
Government Agency Debt
313098.57
336368.90
FNMA
2042-06-01
4.00%
Government Agency Debt
286094.55
307214.21
FNMA
2042-06-01
3.50%
Government Agency Debt
301936.04
322402.78
FNMA
2027-03-01
4.50%
Government Agency Debt
280640.70
304257.81
FNMA
2027-03-01
4.50%
Government Agency Debt
272483.71
291604.81
FNMA
2042-02-01
4.50%
Government Agency Debt
308221.98
341143.23
FNMA
2042-03-01
4.50%
Government Agency Debt
311386.40
344373.93
FNMA
2042-03-01
4.50%
Government Agency Debt
305348.71
329365.48
FNMA
2027-02-01
4.00%
Government Agency Debt
310021.29
297612.88
FNMA
2027-03-01
3.50%
Government Agency Debt
279614.06
292573.34
FNMA
2027-05-01
3.00%
Government Agency Debt
281272.09
296746.77
FNMA
2042-03-01
4.50%
Government Agency Debt
311818.85
342690.95
FNMA
2042-03-01
4.50%
Government Agency Debt
325749.01
352676.69
FNMA
2042-04-01
4.50%
Government Agency Debt
280517.02
315112.72
FNMA
2042-03-01
4.00%
Government Agency Debt
307033.81
334536.08
FNMA
2027-03-01
4.00%
Government Agency Debt
283062.16
300682.11
FNMA
2027-03-01
3.00%
Government Agency Debt
295586.72
306078.13
FNMA
2042-03-01
4.00%
Government Agency Debt
291883.56
318583.16
FNMA
2042-03-01
4.00%
Government Agency Debt
288640.57
314121.02
FNMA
2042-03-01
4.00%
Government Agency Debt
315710.83
342618.04
FNMA
2027-03-01
4.00%
Government Agency Debt
272985.47
294934.64
FNMA
2027-03-01
4.00%
Government Agency Debt
300586.33
321351.81
FNMA
2027-03-01
3.00%
Government Agency Debt
281005.36
293244.12
FNMA
2027-03-01
3.50%
Government Agency Debt
301494.13
320875.88
FNMA
2032-05-01
3.00%
Government Agency Debt
281856.38
294690.64
FNMA
2027-03-01
3.00%
Government Agency Debt
280426.13
292714.21
FNMA
2032-04-01
4.00%
Government Agency Debt
275667.06
294808.76
FNMA
2027-04-01
3.00%
Government Agency Debt
288291.97
301975.60
FNMA
2042-04-01
4.50%
Government Agency Debt
278526.46
301667.49
FNMA
2027-05-01
4.00%
Government Agency Debt
308739.81
330213.67
FNMA
2032-03-01
3.00%
Government Agency Debt
311660.61
324046.48
FNMA
2032-03-01
3.00%
Government Agency Debt
323467.96
336688.35
FNMA
2022-03-01
2.50%
Government Agency Debt
288689.64
290748.46
FNMA
2027-04-01
4.00%
Government Agency Debt
273396.35
291976.70
FNMA
2027-04-01
4.00%
Government Agency Debt
325157.45
345524.84
FNMA
2041-04-01
5.00%
Government Agency Debt
286094.55
301488.17
FNMA
2041-07-01
5.50%
Government Agency Debt
306407.92
195433.74
FNMA
2039-10-01
6.50%
Government Agency Debt
319534.38
322982.83
FNMA
2042-02-01
4.00%
Government Agency Debt
271236.56
284778.55
FNMA
2027-06-01
3.50%
Government Agency Debt
321540.78
334816.98
FNMA
2027-04-01
3.50%
Government Agency Debt
297824.42
318452.34
FNMA
2027-04-01
3.00%
Government Agency Debt
273198.28
288537.15
FNMA
2042-03-01
4.50%
Government Agency Debt
321098.87
352883.37
FNMA
2042-04-01
4.50%
Government Agency Debt
290787.60
314436.64
FNMA
2042-04-01
4.00%
Government Agency Debt
313943.21
341408.78
FNMA
2027-04-01
3.50%
Government Agency Debt
318218.12
341739.86
FNMA
2027-05-01
3.50%
Government Agency Debt
283355.74
300172.20
FNMA
2042-05-01
4.50%
Government Agency Debt
284482.07
313368.64
FNMA
2042-05-01
4.50%
Government Agency Debt
280440.22
315366.70
FNMA
2027-04-01
3.50%
Government Agency Debt
291505.47
308272.01
FNMA
2032-04-01
3.50%
Government Agency Debt
311689.00
333980.43
FNMA
2042-04-01
4.00%
Government Agency Debt
276608.31
298342.35
FNMA
2042-04-01
4.50%
Government Agency Debt
288565.52
319468.45
FNMA
2042-05-01
4.00%
Government Agency Debt
288245.76
315929.23
FNMA
2042-05-01
4.50%
Government Agency Debt
293515.40
329827.67
FNMA
2042-04-01
4.50%
Government Agency Debt
287092.14
315873.60
FNMA
2027-05-01
3.50%
Government Agency Debt
315226.67
329466.16
FNMA
2027-04-01
3.50%
Government Agency Debt
307377.12
329056.44
FNMA
2027-05-01
4.00%
Government Agency Debt
274689.28
297340.69
FNMA
2042-04-01
3.50%
Government Agency Debt
301279.78
319452.95
FNMA
2042-05-01
3.50%
Government Agency Debt
324753.62
344325.73
FNMA
2042-05-01
4.00%
Government Agency Debt
299243.01
323204.90
FNMA
2042-07-01
3.50%
Government Agency Debt
295449.84
318631.88
FNMA
2042-07-01
4.00%
Government Agency Debt
297829.48
320618.50
FNMA
2027-04-01
3.00%
Government Agency Debt
299429.85
310761.25
FNMA
2042-05-01
4.50%
Government Agency Debt
321560.81
361467.11
FNMA
2042-05-01
4.00%
Government Agency Debt
306403.96
330965.96
FNMA
2042-05-01
3.50%
Government Agency Debt
269689.44
285910.40
FNMA
2042-05-01
4.00%
Government Agency Debt
324717.31
350758.19
FNMA
2027-05-01
3.50%
Government Agency Debt
295130.07
311840.13
FNMA
2027-05-01
3.50%
Government Agency Debt
295986.81
316621.19
FNMA
2027-05-01
3.50%
Government Agency Debt
303557.32
325126.35
FNMA
2027-05-01
4.00%
Government Agency Debt
271074.58
294582.81
FNMA
2027-06-01
4.00%
Government Agency Debt
307861.94
338063.03
FNMA
2027-06-01
3.50%
Government Agency Debt
311210.13
335583.29
FNMA
2027-07-01
3.50%
Government Agency Debt
294793.80
321374.34
FNMA
2032-06-01
4.00%
Government Agency Debt
316981.31
342191.71
FNMA
2042-05-01
4.50%
Government Agency Debt
294387.33
331105.17
FNMA
2027-05-01
3.00%
Government Agency Debt
293643.04
309316.41
FNMA
2027-06-01
3.50%
Government Agency Debt
320838.53
346577.26
FNMA
2027-06-01
3.50%
Government Agency Debt
271212.13
291696.86
FNMA
2027-06-01
3.50%
Government Agency Debt
324964.89
344385.02
FNMA
2027-05-01
4.00%
Government Agency Debt
300261.73
327134.60
FNMA
2027-06-01
3.50%
Government Agency Debt
297785.91
322081.67
FNMA
2042-06-01
3.50%
Government Agency Debt
317995.19
341335.62
FNMA
2042-05-01
4.50%
Government Agency Debt
309783.17
344223.63
FNMA
2042-05-01
4.00%
Government Agency Debt
306700.17
331247.83
FNMA
2027-05-01
3.50%
Government Agency Debt
325292.36
351200.44
FNMA
2042-05-01
4.50%
Government Agency Debt
306250.13
344279.20
FNMA
2042-05-01
4.00%
Government Agency Debt
315092.65
340049.72
FNMA
2027-06-01
3.00%
Government Agency Debt
314670.77
334022.90
FNMA
2027-06-01
3.50%
Government Agency Debt
299341.16
322345.66
FNMA
2027-05-01
4.00%
Government Agency Debt
278496.31
301772.64
FNMA
2042-05-01
4.50%
Government Agency Debt
310910.39
337414.32
FNMA
2027-07-01
3.00%
Government Agency Debt
307017.96
324901.74
FNMA
2042-06-01
5.00%
Government Agency Debt
284525.87
311624.14
FNMA
2042-06-01
4.50%
Government Agency Debt
319480.68
347163.49
FNMA
2042-07-01
4.00%
Government Agency Debt
279564.55
308906.10
FNMA
2042-06-01
5.00%
Government Agency Debt
291278.14
319006.17
FNMA
2042-07-01
3.50%
Government Agency Debt
285624.69
307388.68
FNMA
2042-07-01
5.00%
Government Agency Debt
307730.12
337381.18
FNMA
2042-07-01
5.00%
Government Agency Debt
269152.47
303076.89
FNMA
2042-06-01
3.50%
Government Agency Debt
293046.64
311724.53
FNMA
2042-07-01
4.00%
Government Agency Debt
301098.00
330441.34
FNMA
2042-05-01
3.50%
Government Agency Debt
305063.27
272494.44
FNMA
2042-06-01
3.50%
Government Agency Debt
305225.47
323816.64
FNMA
2042-06-01
3.50%
Government Agency Debt
281791.46
299324.52
FNMA
2027-06-01
3.50%
Government Agency Debt
287849.63
310211.64
FNMA
2042-06-01
4.00%
Government Agency Debt
315078.12
346282.01
FNMA
2042-06-01
4.00%
Government Agency Debt
314317.99
342771.86
FNMA
2042-06-01
4.50%
Government Agency Debt
318505.76
345781.06
FNMA
2042-06-01
3.50%
Government Agency Debt
287565.51
307571.91
FNMA
2027-06-01
4.00%
Government Agency Debt
310698.68
340684.89
FNMA
2027-06-01
4.00%
Government Agency Debt
283079.55
309625.92
FNMA
2042-06-01
4.50%
Government Agency Debt
305583.53
344242.03
FNMA
2027-06-01
3.50%
Government Agency Debt
277808.81
297867.38
FNMA
2027-06-01
4.00%
Government Agency Debt
316889.54
346895.35
FNMA
2027-07-01
4.00%
Government Agency Debt
320360.31
350460.58
FNMA
2027-07-01
3.50%
Government Agency Debt
269880.69
287805.25
FNMA
2042-06-01
4.00%
Government Agency Debt
281816.77
307739.89
FNMA
2027-06-01
4.00%
Government Agency Debt
305451.04
330736.57
FNMA
2042-06-01
4.00%
Government Agency Debt
291877.18
308688.30
FNMA
2027-06-01
3.00%
Government Agency Debt
278005.99
295890.74
FNMA
2042-07-01
4.50%
Government Agency Debt
299067.17
325451.66
FNMA
2027-06-01
3.50%
Government Agency Debt
297371.95
315736.21
FNMA
2042-02-01
4.00%
Government Agency Debt
286588.61
308338.38
FNMA
2042-07-01
4.00%
Government Agency Debt
310891.24
341823.79
FNMA
2027-06-01
4.00%
Government Agency Debt
275072.42
300884.14
FNMA
2027-07-01
3.00%
Government Agency Debt
318934.90
340578.13
FNMA
2027-07-01
3.50%
Government Agency Debt
308523.26
336341.74
FNMA
2032-08-01
4.00%
Government Agency Debt
307841.91
333513.44
FNMA
2042-07-01
4.00%
Government Agency Debt
279804.21
304476.29
FNMA
2027-07-01
3.50%
Government Agency Debt
322925.26
347803.94
FNMA
2042-06-01
3.50%
Government Agency Debt
318747.40
342074.65
FNMA
2042-07-01
4.00%
Government Agency Debt
318925.66
348262.26
FNMA
2042-07-01
4.00%
Government Agency Debt
284997.92
311213.66
FNMA
2042-07-01
4.00%
Government Agency Debt
306070.55
338194.02
FNMA
2027-07-01
3.00%
Government Agency Debt
302508.01
323768.65
FNMA
2027-07-01
3.00%
Government Agency Debt
269082.92
287994.41
FNMA
2027-07-01
3.00%
Government Agency Debt
318032.60
336557.98
FNMA
2042-07-01
4.00%
Government Agency Debt
321303.54
353282.00
FNMA
2042-07-01
4.50%
Government Agency Debt
285165.18
321384.51
FNMA
2032-07-01
3.00%
Government Agency Debt
307254.10
320168.38
FNMA
2042-07-01
4.00%
Government Agency Debt
274070.87
296840.53
FNMA
2042-07-01
3.50%
Government Agency Debt
279217.27
297002.84
FNMA
2027-08-01
3.50%
Government Agency Debt
302988.43
330307.86
FNMA
2027-08-01
3.50%
Government Agency Debt
281926.37
306465.69
FNMA
2042-07-01
4.50%
Government Agency Debt
281847.14
313934.77
FNMA
2042-07-01
3.50%
Government Agency Debt
319373.94
343397.67
FNMA
2027-07-01
3.50%
Government Agency Debt
315893.27
343389.13
FNMA
2042-07-01
3.50%
Government Agency Debt
314566.23
339248.22
FNMA
2042-07-01
3.50%
Government Agency Debt
269425.14
289691.65
FNMA
2042-08-01
4.00%
Government Agency Debt
288869.88
315441.78
FNMA
2042-07-01
4.50%
Government Agency Debt
304431.67
331194.31
FNMA
2042-07-01
4.50%
Government Agency Debt
308460.98
335577.83
FNMA
2042-07-01
5.00%
Government Agency Debt
283284.44
318990.07
FNMA
2027-07-01
3.50%
Government Agency Debt
272608.93
290714.69
FNMA
2042-07-01
4.00%
Government Agency Debt
294242.96
321309.10
FNMA
2042-08-01
4.00%
Government Agency Debt
272910.21
301553.36
FNMA
2027-08-01
3.00%
Government Agency Debt
286333.76
304847.03
FNMA
2042-08-01
4.50%
Government Agency Debt
285766.64
310888.43
FNMA
2018-11-01
7.00%
Government Agency Debt
311623.64
470.76
FNMA
2033-09-01
6.50%
Government Agency Debt
308101.82
31978.66
FNMA
2033-11-01
5.50%
Government Agency Debt
323216.41
57283.89
FNMA
2035-07-01
5.50%
Government Agency Debt
272543.13
70517.53
FNMA
2042-07-01
5.50%
Government Agency Debt
276133.83
303254.64
FNMA
2037-05-01
6.00%
Government Agency Debt
279492.36
154744.45
FNMA
2036-12-01
5.50%
Government Agency Debt
307661.67
65336.76
FNMA
2037-03-01
5.50%
Government Agency Debt
323511.31
41725.22
FNMA
2037-04-01
6.00%
Government Agency Debt
288892.99
168782.42
FNMA
2040-02-01
4.50%
Government Agency Debt
286094.55
243381.81
FNMA
2025-03-01
4.00%
Government Agency Debt
286094.55
212253.86
FNMA
2024-09-01
5.00%
Government Agency Debt
283440.25
207556.50
FNMA
2037-10-01
6.50%
Government Agency Debt
324565.90
81594.04
FNMA
2037-10-01
7.50%
Government Agency Debt
313068.64
82546.92
FNMA
2038-04-01
5.50%
Government Agency Debt
270689.45
101506.81
FNMA
2023-10-01
6.00%
Government Agency Debt
289564.87
170826.42
FNMA
2023-04-01
5.00%
Government Agency Debt
320837.65
197232.01
FNMA
2038-12-01
5.50%
Government Agency Debt
318636.48
96996.48
FNMA
2021-11-01
4.50%
Government Agency Debt
295626.56
100997.80
FNMA
2024-01-01
5.00%
Government Agency Debt
286094.55
72324.42
FNMA
2040-06-01
5.50%
Government Agency Debt
282034.20
288152.84
FNMA
2031-02-01
3.50%
Government Agency Debt
308101.82
311117.31
FNMA
2032-06-01
3.00%
Government Agency Debt
317851.48
327738.53
FNMA
2027-06-01
3.50%
Government Agency Debt
315804.36
338813.68
FNMA
2042-06-01
3.50%
Government Agency Debt
281414.48
298456.87
FNMA
2039-09-01
5.00%
Government Agency Debt
286094.55
222856.61
FNMA
2040-01-01
5.50%
Government Agency Debt
315802.82
221976.84
FNMA
2026-08-01
4.50%
Government Agency Debt
278691.30
291861.70
FNMA
2039-06-01
6.00%
Government Agency Debt
313694.31
104513.60
FNMA
2039-01-01
5.50%
Government Agency Debt
309252.58
116585.71
FNMA
2040-05-01
5.50%
Government Agency Debt
325017.93
330016.05
FNMA
2040-11-01
4.00%
Government Agency Debt
323070.06
339589.93
FNMA
2040-09-01
4.00%
Government Agency Debt
325041.04
262774.05
FNMA
2025-10-01
4.00%
Government Agency Debt
296421.46
289806.73
FNMA
2040-10-01
5.50%
Government Agency Debt
310147.83
269207.89
FNMA
2040-11-01
4.00%
Government Agency Debt
276367.33
289775.64
FNMA
2040-11-01
4.00%
Government Agency Debt
282881.48
299855.84
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
75650000.00
75650000.00
0.0480
N/A
N
75650000.00
75650000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.18 08/01/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2024-01-01
6.00%
Government Agency Debt
10327029.79
3331416.25
FMAC
2042-05-01
3.50%
Government Agency Debt
3090382.98
3261380.02
FMAC
2036-02-01
2.40%
Government Agency Debt
14912333.51
3305099.38
FMAC
2040-12-01
2.99%
Government Agency Debt
5862614.38
3371460.83
FNMA
2034-07-01
2.41%
Government Agency Debt
77259574.47
3382184.42
FNMA
2039-11-01
6.00%
Government Agency Debt
3710510.82
3288328.22
FNMA
2026-06-01
4.00%
Government Agency Debt
4141496.91
3356108.22
FNMA
2026-12-01
3.00%
Government Agency Debt
3515322.48
3270812.73
FNMA
2041-11-01
4.50%
Government Agency Debt
3157675.55
3326185.28
FNMA
2042-01-01
4.00%
Government Agency Debt
3080338.46
3282283.40
FNMA
2035-05-01
2.86%
Government Agency Debt
13002032.84
3330703.83
FNMA
2037-06-01
2.42%
Government Agency Debt
14325702.33
3352122.24
FNMA
2037-03-01
6.00%
Government Agency Debt
13461202.72
3301517.48
FNMA
2039-08-01
4.50%
Government Agency Debt
3930371.99
3318215.85
FNMA
2036-05-01
2.43%
Government Agency Debt
8167937.32
3288778.65
FNMA
2029-05-01
5.50%
Government Agency Debt
10610314.89
3380126.22
FNMA
2039-07-01
3.91%
Government Agency Debt
5152778.65
3274398.08
FNMA
2021-07-01
3.00%
Government Agency Debt
4472814.30
3370315.31
FNMA
2021-01-01
3.50%
Government Agency Debt
4474617.02
3380070.85
FNMA
2042-06-01
4.50%
Government Agency Debt
3017908.09
3278497.04
FNMA
2039-09-01
5.50%
Government Agency Debt
5047625.53
3364377.36
FNMA
2040-09-01
3.23%
Government Agency Debt
5614050.75
3260184.40
FNMA
2040-10-01
3.79%
Government Agency Debt
458688.03
423546.78
GNMA
2039-06-20
5.00%
Government Agency Debt
4885181.35
3288327.04
GNMA
2040-09-20
3.50%
Government Agency Debt
442392.96
376560.24
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
75650000.00
75650000.00
0.0480
N/A
N
75650000.00
75650000.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.19 08/01/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2026-12-01
3.50%
Government Agency Debt
6768339.17
5678707.43
FNMA
2042-07-01
3.50%
Government Agency Debt
14766931.07
15685203.17
FNMA
2032-03-01
3.50%
Government Agency Debt
26644567.48
27799922.10
FNMA
2040-11-01
4.00%
Government Agency Debt
46198833.20
27999167.43
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
75650000.00
75650000.00
0.0480
N/A
N
75650000.00
75650000.00
UBS SECURITIES LLC - CNTRPTY
REPO TRIPA MORTG 0.19 08/01/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
GNMA
2042-06-20
3.00%
Government Agency Debt
32474556.40
34296738.47
GNMA
2042-07-20
3.50%
Government Agency Debt
20837265.44
22694629.82
GNMA
2042-01-20
3.50%
Government Agency Debt
18827187.91
20203252.15
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
75681000.00
75681000.00
0.0480
N/A
N
75681000.00
75681000.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.18 08/07/2012
TRIPARTY1
Government Agency Repurchase Agreement
Y
FNMA
2041-12-01
3.50%
Government Agency Debt
4923079.56
5148572.14
FNMA
2042-03-01
3.00%
Government Agency Debt
4974024.61
5138967.03
FNMA
2038-08-01
7.50%
Government Agency Debt
23027825.36
5142667.37
FNMA
2038-06-01
5.50%
Government Agency Debt
12517502.37
2159145.84
FNMA
2032-07-01
3.00%
Government Agency Debt
5059295.73
5310678.80
FNMA
2031-12-01
4.00%
Government Agency Debt
3887385.11
3964188.90
FNMA
2030-10-01
4.50%
Government Agency Debt
6200787.40
5265779.93
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
N
N
N
31500000.00
31500000.00
0.0200
N/A
N
31500000.00
31500000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.17 08/07/2012
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2037-09-01
6.06%
Government Agency Debt
5181748.03
1230111.09
FMAC
2041-07-01
5.00%
Government Agency Debt
1165878.83
1227988.86
FMAC
2038-05-01
5.03%
Government Agency Debt
2837283.65
1240087.20
FMAC
2027-07-01
3.00%
Government Agency Debt
1158655.28
1231758.32
FMAC
2036-01-01
2.20%
Government Agency Debt
5180921.05
1212363.21
FMAC
2040-12-01
2.94%
Government Agency Debt
1661003.29
1219430.76
FMAC
2041-05-01
3.31%
Government Agency Debt
1527022.91
1230642.80
FMAC
2031-11-01
4.00%
Government Agency Debt
1165135.68
1227136.18
FMAC
2041-05-01
4.50%
Government Agency Debt
1560672.47
1243175.56
FMAC
2041-09-01
4.50%
Government Agency Debt
1155893.74
1246095.91
FNMA
2023-08-01
4.50%
Government Agency Debt
5807294.41
1216284.21
FNMA
2022-05-01
2.75%
Government Agency Debt
1154629.29
1208515.45
FNMA
2026-03-01
3.50%
Government Agency Debt
1190641.56
1125503.93
FNMA
2041-05-01
5.00%
Government Agency Debt
1324320.10
1209488.66
FNMA
2041-07-01
5.00%
Government Agency Debt
384022.10
416145.64
FNMA
2041-12-01
4.00%
Government Agency Debt
1243421.05
1213829.52
FNMA
2027-01-01
3.00%
Government Agency Debt
1189036.92
1229958.17
FNMA
2042-03-01
3.50%
Government Agency Debt
1164784.10
1231425.60
FNMA
2022-04-01
2.93%
Government Agency Debt
1139802.63
1208389.84
FNMA
2036-04-01
2.91%
Government Agency Debt
5180921.05
1208024.68
FNMA
2038-04-01
5.00%
Government Agency Debt
2597046.31
1223098.67
FNMA
2040-02-01
3.50%
Government Agency Debt
2592353.12
1207043.22
FNMA
2040-10-01
4.50%
Government Agency Debt
1295230.26
1238336.44
GNMA
2038-12-20
5.50%
Government Agency Debt
8285423.97
1216910.50
GNMA
2041-06-20
4.50%
Government Agency Debt
1321802.69
1211770.47
GNMA
2034-12-15
5.00%
Government Agency Debt
1185776.99
1224811.25
GNMA
2040-09-15
4.50%
Government Agency Debt
1554276.32
1231673.95
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
N
N
N
31500000.00
31500000.00
0.0200
N/A
N
31500000.00
31500000.00