0000928816-12-001418.txt : 20121030
0000928816-12-001418.hdr.sgml : 20121030
20120907152617
ACCESSION NUMBER: 0000928816-12-001418
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120831
FILED AS OF DATE: 20120907
DATE AS OF CHANGE: 20120907
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: 121079867
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
2012-08-31
0000081248
S000006251
6
N
N
N
N
2-55091
Putnam Investment Management, LLC
801-7974
Putnam Investment Limited
801-61441
PricewaterhouseCoopers, LLP
Boston
MA
None
Putnam Investor Services, Inc.
0001448300
84-06331
N
N
N
Prime
39
59
1574107250.00
25575607.02
26507008.43
1573175848.59
0.0026
0.9981
2012-08-31
0.9981
2012-08-31
C000017192
500.00
1457129385.96
1.00
-1781381.69
53609261.14
55390642.83
0.0001
0.9981
2012-08-31
0.9981
2012-08-31
C000017193
500.00
17976236.85
1.00
-140265.91
877249.93
1017515.84
0.0001
0.9981
2012-08-31
0.9981
2012-08-31
C000017194
500.00
23662201.98
1.00
-192138.21
1386891.29
1579029.50
0.0001
0.9981
2012-08-31
0.9981
2012-08-31
C000017195
500.00
29403905.84
1.00
939830.95
2958356.44
2018525.49
0.0001
0.9982
2012-08-31
0.9982
2012-08-31
C000017196
500.00
18867877.21
1.00
-21408.59
1117142.37
1138550.96
0.0001
0.9981
2012-08-31
0.9981
2012-08-31
C000017191
500.00
26136240.75
1.00
-451021.76
635820.72
1086842.48
0.0001
0.9981
2012-08-31
0.9981
2012-08-31
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
28388758.34
0.0180
N/A
N
28392019.60
28392019.60
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
28786357.65
0.0183
N/A
N
28791236.40
28791236.40
FNMA
FNMA 313588K87 GDC 10/16/2012
313588K87
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-10-16
2012-10-16
N
N
N
5000000.00
4999312.50
0.0032
N/A
N
4999475.00
4999475.00
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
4048164.00
0.0026
N/A
N
4048776.90
4048776.90
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
8998907.50
0.0057
N/A
N
8999649.90
8999649.90
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
7599174.56
0.0048
N/A
N
7599848.00
7599848.00
WISCONSIN HEALTH & EDUCATIONAL FACILITIES AUTHORITY
WI H/E VAR-WHEATON-B 00.1700 08/15/2033
97710VND6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
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
2012-09-01
2012-09-01
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
9465214.07
0.0060
N/A
N
9461071.80
9461071.80
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA P/P 144A 00.7195 09/13/2013
78008FAM6
Other Note
N
First Tier Security
N/A
N/A
2012-09-17
2013-09-13
N
N
N
29425000.00
29426716.96
0.0187
N/A
N
29451570.70
29451570.70
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 38346LMA1 DCP 12/10/2012
38346LMA1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-10
2012-12-10
N
N
N
7600000.00
7594088.88
0.0048
N/A
N
7592856.76
7592856.76
KENTUCKY ECONOMIC DEVELOPMENT FINANCE AUTHORITY
KY ECON-VAR-C-CATHOLI 00.1600 05/01/2034
49126PCJ7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
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
8488562.29
0.0054
N/A
N
8487541.13
8487541.13
COUNTY OF WAKE NC
WAKE CNTY VAR-SCH-B 00.1500 03/01/2024
930863F34
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
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
28937021.81
0.0184
N/A
N
28941490.70
28941490.70
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
2000643.50
0.0013
N/A
N
2000524.00
2000524.00
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
15361691.94
0.0098
N/A
N
15362469.60
15362469.60
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
33348492.59
0.0212
N/A
N
33345521.10
33345521.10
HARRIS COUNTY HEALTH FACILITIES DEVELOPMENT CORP
HARRIS HLTH-VAR-B1-TX 00.1800 10/01/2029
414152SX7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
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
15330069.92
0.0097
N/A
N
15330952.30
15330952.30
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
20016824.14
0.0127
N/A
N
20017180.00
20017180.00
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
18031849.85
0.0115
N/A
N
18035856.00
18035856.00
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
13403993.30
13403993.30
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
17149448.75
0.0109
N/A
N
17152092.40
17152092.40
FEDERAL FARM CREDIT BANKS
FEDERAL FARM CREDIT BANK 00.2200 01/14/2013
31331K2V1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-09-01
2013-01-14
N
N
N
24300000.00
24300000.00
0.0154
N/A
N
24306561.00
24306561.00
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
10411658.50
10411658.50
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.4293 10/15/2012
13606YBL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-13
2012-10-15
N
N
N
8500000.00
8500000.00
0.0054
N/A
N
8502380.09
8502380.09
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
3099986.73
0.0020
N/A
N
3101407.43
3101407.43
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
23497744.00
23497744.00
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
8658539.48
0.0055
N/A
N
8661539.10
8661539.10
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 00.3070 09/20/2012
89112Y6Z1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
N
N
8370000.00
8370096.70
0.0053
N/A
N
8370519.02
8370519.02
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
1110345.49
0.0007
N/A
N
1110833.18
1110833.18
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
7869917.41
0.0050
N/A
N
7871383.40
7871383.40
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
9201587.92
9201587.92
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO 01.0769 02/26/2013
46623EJA8
Other Note
N
First Tier Security
N/A
N/A
2012-11-26
2013-02-26
N
N
N
7000000.00
7022456.98
0.0045
N/A
N
7021994.00
7021994.00
UNITED STATES OF AMERICA
TREASURY BILL 00.0000 04/04/2013
9127956F3
Treasury Debt
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
N
N
N
35000000.00
34970736.11
0.0222
N/A
N
34973750.00
34973750.00
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
8359585.88
8359585.88
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
14999145.00
14999145.00
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
8499324.72
0.0054
N/A
N
8499240.10
8499240.10
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
5000025.05
5000025.05
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 00.8179 09/17/2013
06417DNG6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-17
2013-09-17
N
N
N
5500000.00
5518446.75
0.0035
N/A
N
5515389.06
5515389.06
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
8801332.33
0.0056
N/A
N
8801411.94
8801411.94
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
4999638.89
0.0032
N/A
N
4999611.00
4999611.00
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
10026606.43
0.0064
N/A
N
10028180.00
10028180.00
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
11249737.50
0.0072
N/A
N
11249655.70
11249655.70
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
15998382.22
0.0102
N/A
N
15998630.40
15998630.40
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
18149183.25
0.0115
N/A
N
18149344.70
18149344.70
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
11999133.33
0.0076
N/A
N
11999040.00
11999040.00
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
13495057.90
13495057.90
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
3499801.67
0.0022
N/A
N
3499720.00
3499720.00
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
18998986.67
0.0121
N/A
N
18998880.90
18998880.90
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
4049307.00
0.0026
N/A
N
4049586.90
4049586.90
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 00.4570 06/21/2013
06366VTQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-21
2013-06-21
N
N
N
9250000.00
9250000.00
0.0059
N/A
N
9251544.84
9251544.84
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
0.0079
N/A
N
12367123.70
12367123.70
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
3998062.11
0.0025
N/A
N
3998728.00
3998728.00
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
9192962.00
0.0058
N/A
N
9193790.00
9193790.00
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
4623830.90
0.0029
N/A
N
4624283.13
4624283.13
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
14989825.00
0.0095
N/A
N
14993907.00
14993907.00
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
8496576.40
0.0054
N/A
N
8498759.85
8498759.85
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
6496623.61
0.0041
N/A
N
6497874.50
6497874.50
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
7989688.87
0.0051
N/A
N
7993578.40
7993578.40
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
4173552.66
0.0027
N/A
N
4174317.81
4174317.81
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
4999694.44
0.0032
N/A
N
4999633.50
4999633.50
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
9095988.41
0.0058
N/A
N
9096584.77
9096584.77
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
4598847.44
0.0029
N/A
N
4599495.38
4599495.38
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
7498462.50
0.0048
N/A
N
7498320.00
7498320.00
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
2499722.22
0.0016
N/A
N
2499740.25
2499740.25
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
14998866.67
0.0095
N/A
N
14998654.50
14998654.50
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
7999584.44
0.0051
N/A
N
7999893.60
7999893.60
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
6996791.66
0.0044
N/A
N
6997118.10
6997118.10
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
6700000.07
6700000.07
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
16999079.17
0.0108
N/A
N
16999282.60
16999282.60
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
16995665.00
0.0108
N/A
N
16996316.10
16996316.10
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
5747128.19
0.0037
N/A
N
5747568.90
5747568.90
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
17994059.99
0.0114
N/A
N
17993043.00
17993043.00
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
4399650.44
0.0028
N/A
N
4399604.00
4399604.00
COUNTY OF ST JOSEPH IN
COUNTY OF ST JOSEPH IN 00.1700 09/04/2012
79061QJ45
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
9500000.00
9499865.41
0.0060
N/A
N
9499810.00
9499810.00
TORONTO-DOMINION HOLDINGS USA INC
TORONTO-DOMINION HOLDINGS USA 89116EP49 DCP 02/04/2013
89116EP49
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-04
2013-02-04
N
N
N
1800000.00
1797738.00
0.0011
N/A
N
1798087.14
1798087.14
TEXAS PUBLIC FINANCE AUTHORITY
TEXAS PUBLIC FINANCE AUTHORIT 00.1800 11/06/2012
88276UFV2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
N
7800000.00
7800000.00
0.0050
N/A
N
7800000.08
7800000.08
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257EPG7 DCP 11/05/2012
86257EPG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
3000000.00
2999025.00
0.0019
N/A
N
2998845.00
2998845.00
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253AL81 DCP 11/08/2012
05253AL81
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
N
13300000.00
13295101.17
0.0085
N/A
N
13294417.90
13294417.90
TRINITY HEALTH
TRINITY HEALTH 00.1700 10/03/2012
89651JK36
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-03
2012-10-03
N
N
N
17700000.00
17697325.38
0.0112
N/A
N
17696495.40
17696495.40
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1800 10/18/2012
47803LJK0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-18
2012-10-18
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
6000000.00
6000000.00
0.0038
N/A
N
6000000.06
6000000.06
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765JJA9 DCP 09/10/2012
11765JJA9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-10
2012-09-10
N
N
N
8000000.00
7999640.00
0.0051
N/A
N
7999511.20
7999511.20
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1800 10/25/2012
47803LJL8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-25
2012-10-25
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
2000000.00
2000000.00
0.0013
N/A
N
2000000.02
2000000.02
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963TMB2 DCP 12/11/2012
15963TMB2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-11
2012-12-11
N
N
N
10900000.00
10892354.86
0.0069
N/A
N
10893391.30
10893391.30
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137RJA9 DCP 09/10/2012
98137RJA9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-10
2012-09-10
N
N
N
8000000.00
7999540.00
0.0051
N/A
N
7999555.20
7999555.20
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1800 11/14/2012
57421QLV3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
3250000.00
3250000.00
0.0021
N/A
N
3250000.03
3250000.03
COFCO CAPITAL CORP
COFCO CAPITAL CORP 1921E0JD3 DCP 09/13/2012
1921E0JD3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
15800000.00
15797893.33
0.0100
N/A
N
15798916.10
15798916.10
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 89233GLK0 DCP 11/19/2012
89233GLK0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-19
2012-11-19
N
N
N
8100000.00
8095734.00
0.0051
N/A
N
8096633.64
8096633.64
DNB BANK ASA
DNB BANK ASA 2332K0N40 DCP 01/04/2013
2332K0N40
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-04
2013-01-04
N
N
N
14000000.00
13982986.11
0.0089
N/A
N
13985006.00
13985006.00
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LJM7 DCP 09/21/2012
56274LJM7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-21
2012-09-21
N
N
N
8000000.00
7999022.22
0.0051
N/A
N
7998973.60
7998973.60
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LK11 DCP 10/01/2012
56274LK11
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
5000000.00
4998958.34
0.0032
N/A
N
4999048.50
4999048.50
CAFCO LLC
CAFCO LLC 12476EJ59 DCP 09/05/2012
12476EJ59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
9200000.00
9199744.44
0.0058
N/A
N
9199744.24
9199744.24
MORGAN (J.P.) SECURITIES INC.
REPO TRIPA CORPO 0.3 09/21/2012
TRIPARTY1
Other Repurchase Agreement
N
ALLEGHENY LUDLUM CORPORATION
2025-12-15
6.95%
Other Note
370232.56
442223.98
ALLEGHENY TECHNOLOGIES INC NEW
2021-01-15
5.95%
Other Note
93488.37
102506.23
AMERICAN AIRLINES INC.
2019-07-02
10.38%
Other Note
178.14
175.47
BANQUE PSA FIN
2014-04-04
3.38%
Other Note
4186.05
4219.06
BANQUE PSA FIN
2016-04-04
4.38%
Other Note
1860.47
1794.13
CANADIAN PACIFIC RAILWAY
2022-01-15
4.50%
Other Note
32790.70
36411.94
CLIFFS NATURAL RESOURCES INC.
2020-03-15
5.90%
Other Note
120930.23
129989.58
CLIFFS NATURAL RESOURCES INC.
2020-10-01
4.80%
Other Note
325581.40
325696.43
CLIFFS NATURAL RESOURCES INC.
2040-10-01
6.25%
Other Note
296511.63
289700.11
CLIFFS NATURAL RESOURCES INC.
2021-04-01
4.88%
Other Note
16976.74
16947.89
DELHAIZE AMERICA INC CLASS
2031-04-15
9.00%
Other Note
516279.07
606633.05
DELHAIZE GROUP
2014-02-01
5.88%
Other Note
23023.26
24309.78
DELHAIZE GROUP
2040-10-01
5.70%
Other Note
129069.77
108834.86
DOMTAR CORPORATION
2015-08-15
7.13%
Other Note
325581.40
375167.29
DOMTAR CORPORATION
2022-04-01
4.40%
Other Note
1288372.09
1319092.66
ENERGIZER HOLDINGS INC
2022-05-24
4.70%
Other Note
20930.23
22413.63
FAMILY DLR STORES INC
2021-02-01
5.00%
Other Note
6976.74
7547.82
GLOBAL SANTA FE CORPORATION
2013-02-15
5.00%
Other Note
11395.35
11615.32
GREAT PLAINS ENERGY INCORPROAT
2022-06-15
5.29%
Other Note
2069767.44
2346507.71
LEXMARK INTERNATIONAL INC.
2013-06-01
5.90%
Other Note
21860.47
22833.28
LEXMARK INTERNATIONAL INC.
2018-06-01
6.65%
Other Note
345116.28
369208.94
LLOYDS TSB BNK PLC
2020-09-14
6.50%
Other Note
1230465.12
1294279.79
NEXEN INC
2035-03-10
5.88%
Other Note
24418.60
29089.23
PPL WEM HLDGS PLC
2021-05-01
5.38%
Other Note
3837209.30
4347175.79
PENSKE TRUCK LEASING CO. L.P.
2022-07-11
4.88%
Other Note
813953.49
815625.81
PENTAIR INC.
2021-05-15
5.00%
Other Note
11627.91
13104.38
PROLOGIS TRUST
2016-04-01
5.75%
Other Note
1860.47
2100.11
PROLOGIS TRUST
2018-05-15
6.63%
Other Note
63720.93
75963.33
PROLOGIS TRUST
2014-08-15
7.63%
Other Note
1860.47
2053.37
PUBLIC SERVICE COMPANY OF NEW
2018-05-15
7.95%
Other Note
697.67
861.15
REYNOLDS AMERICAN INC
2016-06-01
7.63%
Other Note
23255.81
28387.46
REYNOLDS AMERICAN INC
2037-06-15
7.25%
Other Note
18604.65
23921.60
ROWAN COMPANIES INC.
2019-08-01
7.88%
Other Note
2093.02
2560.32
ROWAN COMPANIES INC.
2017-09-01
5.00%
Other Note
14418.60
15572.67
TOPAZ SOLAR FARMS LLC
2039-09-30
5.75%
Other Note
232558.14
233701.94
UBS AG (STAMFORD)
2022-08-17
7.63%
Other Note
813953.49
819230.70
URS CORP / URS FOX US LP
2017-04-01
3.85%
Other Note
11627.91
11847.74
URS CORP / URS FOX US LP
2022-04-01
5.00%
Other Note
49767.44
51388.20
UNITED BUSINESS MEDIA LIMITED
2020-11-03
5.75%
Other Note
331395.35
349117.55
WYNDHAM WORLDWIDE CORPORATION
2016-12-01
6.00%
Other Note
232.56
262.13
WYNDHAM WORLDWIDE CORPORATION
2020-03-01
7.38%
Other Note
1518604.65
1818596.40
WYNDHAM WORLDWIDE CORPORATION
2017-03-01
2.95%
Other Note
7906.98
8058.53
WYNDHAM WORLDWIDE CORPORATION
2022-03-01
4.25%
Other Note
1403720.93
1442047.53
VITERRA INC
2020-08-01
5.95%
Other Note
22093.02
24065.87
BANQUE PSA FIN
2016-04-04
4.38%
Other Note
13953.49
13455.95
BANQUE PSA FIN
2021-04-04
5.75%
Other Note
35348.84
32021.43
ING U S INC
2022-07-15
5.50%
Other Note
7441.86
7682.61
PENSKE TRUCK LEASING CO L P /
2022-07-11
4.88%
Other Note
348837.21
349553.92
First Tier Security
N/A
N/A
2012-09-21
2012-09-21
N
N
N
17500000.00
17500000.00
0.0111
N/A
Y
17500661.60
17500661.60
RBS HOLDINGS USA INC
RBS HOLDINGS USA INC 74927JJ53 DCP 09/05/2012
74927JJ53
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
8000000.00
7999813.33
0.0051
N/A
N
7999811.20
7999811.20
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765JJH4 DCP 09/17/2012
11765JJH4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
N
4218000.00
4217625.07
0.0027
N/A
N
4217561.75
4217561.75
CHARTA LLC
CHARTA LLC 16115UJ77 DCP 09/07/2012
16115UJ77
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
8000000.00
7999640.00
0.0051
N/A
N
7999735.20
7999735.20
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384V48 GDC 12/31/2012
313384V48
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-12-31
2012-12-31
N
N
N
19000000.00
18990101.53
0.0121
N/A
N
18993160.00
18993160.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.19 09/04/2012
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2040-12-01
4.50%
Government Agency Debt
2131353.57
1513417.81
FMAC
2026-11-01
3.50%
Government Agency Debt
1478311.69
1508825.01
FMAC
2040-11-01
3.37%
Government Agency Debt
2536378.66
1544689.19
FMAC
2040-12-01
2.99%
Government Agency Debt
85267.58
48362.58
FMAC
2039-06-01
5.00%
Government Agency Debt
2584085.32
1502454.23
FMAC
2041-05-01
5.00%
Government Agency Debt
1858342.78
1550519.10
FMAC
2041-09-01
4.50%
Government Agency Debt
1437838.10
1311508.33
FNMA
2026-05-01
4.00%
Government Agency Debt
1695878.34
1533450.68
FNMA
2041-03-01
4.00%
Government Agency Debt
1667757.71
1537977.67
FNMA
2026-08-01
4.00%
Government Agency Debt
1563639.22
1519642.25
FNMA
2026-07-01
3.50%
Government Agency Debt
1996302.86
1488117.86
FNMA
2041-10-01
4.00%
Government Agency Debt
1659100.40
1519377.22
FNMA
2027-05-01
3.00%
Government Agency Debt
1485405.21
1538934.11
FNMA
2034-09-01
5.00%
Government Agency Debt
6116978.33
1550967.30
FNMA
2019-06-01
4.62%
Government Agency Debt
1336464.22
1514117.60
FNMA
2040-08-01
4.50%
Government Agency Debt
1870226.48
1535096.25
FNMA
2042-06-01
4.50%
Government Agency Debt
1402713.35
1509484.27
FNMA
2039-02-01
5.50%
Government Agency Debt
3959912.91
1516423.97
FNMA
2040-08-01
3.16%
Government Agency Debt
1922559.47
1513175.65
FNMA
2040-06-01
5.50%
Government Agency Debt
297253.43
259741.47
FNMA
2030-05-01
4.50%
Government Agency Debt
2371641.25
1541855.26
FNMA
2040-11-01
4.00%
Government Agency Debt
1518893.93
1543206.86
GNMA
2040-05-20
4.00%
Government Agency Debt
1963904.84
1555977.08
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
31500000.00
31500000.00
0.0200
N/A
N
31500000.00
31500000.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.19 09/04/2012
TRIPARTY1
Government Agency Repurchase Agreement
Y
FNMA
2041-09-01
5.50%
Government Agency Debt
35927100.39
23842129.48
FNMA
2038-05-01
5.00%
Government Agency Debt
670045.62
207721.40
FNMA
2038-09-01
5.50%
Government Agency Debt
30972730.68
8111034.61
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
31500000.00
31500000.00
0.0200
N/A
N
31500000.00
31500000.00
BARCLAYS CAPITAL, INC.
REPO TRIPA MORTG 0.16 09/05/2012
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2042-01-01
4.00%
Government Agency Debt
1534603.33
1484086.36
FMAC
2024-05-01
4.00%
Government Agency Debt
5121556.57
1980085.37
FMAC
2027-07-01
3.00%
Government Agency Debt
1669931.97
1750291.93
FMAC
2042-05-01
4.00%
Government Agency Debt
1549458.12
1658298.50
FMAC
2042-07-01
4.00%
Government Agency Debt
1601087.47
1764816.45
FMAC
2037-08-01
3.50%
Government Agency Debt
805756.38
851242.77
FMAC
2042-07-01
3.00%
Government Agency Debt
1640766.53
1693585.97
FNMA
2042-01-01
4.00%
Government Agency Debt
790869.60
820516.63
FNMA
2032-01-01
3.50%
Government Agency Debt
1815653.09
1895909.25
FNMA
2032-02-01
3.50%
Government Agency Debt
1729404.18
1773671.72
FNMA
2027-08-01
3.00%
Government Agency Debt
1728165.64
1827861.79
FNMA
2042-06-01
4.00%
Government Agency Debt
1595132.45
1715879.92
FNMA
2027-07-01
3.00%
Government Agency Debt
1682843.51
1770904.75
FNMA
2042-08-01
4.00%
Government Agency Debt
1735912.53
1908945.39
FNMA
2027-09-01
2.50%
Government Agency Debt
2006536.58
2087234.14
FNMA
2039-03-01
5.50%
Government Agency Debt
5498944.22
1659294.03
FNMA
2031-08-01
4.50%
Government Agency Debt
2224046.33
1981060.57
FNMA
2027-06-01
3.00%
Government Agency Debt
1777944.10
1861053.86
FNMA
2042-07-01
3.50%
Government Agency Debt
1539527.03
1645261.99
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
31500000.00
31500000.00
0.0200
N/A
N
31499896.00
31499896.00
DNB BANK ASA
DNB BANK ASA 2332K0NU2 DCP 01/28/2013
2332K0NU2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-28
2013-01-28
N
N
N
9600000.00
9586093.33
0.0061
N/A
N
9585199.68
9585199.68
US BANK NA/CAYMAN ISLANDS
US BANK NA/CAYMAN ISLANDS 99892U9I9 TD 09/04/2012
99892U9I9
Other Instrument
Time Deposit
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
16000000.00
16000000.00
0.0102
N/A
N
16000000.00
16000000.00
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 0.2 09/04/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2032-01-01
3.50%
Government Agency Debt
512201.54
526131.28
FMAC
2042-07-01
2.73%
Government Agency Debt
17101600.56
17848689.68
FMAC
2042-07-01
0.00%
Government Agency Debt
16386368.44
16989976.70
FNMA
2026-11-01
3.50%
Government Agency Debt
7325957.15
7342181.78
FNMA
2041-03-01
3.06%
Government Agency Debt
21058651.60
15980273.24
FNMA
2041-02-01
3.89%
Government Agency Debt
16504171.25
16894747.54
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
74100000.00
74100000.00
0.0471
N/A
N
74100000.00
74100000.00
MORGAN (J.P.) SECURITIES INC.
REPO TRIPA MORTG 0.19 09/04/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2037-11-01
7.00%
Government Agency Debt
277307.51
31520.20
FNMA
2013-01-01
7.00%
Government Agency Debt
317283.43
229.97
FNMA
2015-03-01
7.00%
Government Agency Debt
290716.87
1332.53
FNMA
2014-12-01
7.00%
Government Agency Debt
285529.42
2267.26
FNMA
2025-12-01
4.00%
Government Agency Debt
293622.28
240476.49
FNMA
2041-02-01
4.50%
Government Agency Debt
335566.98
320866.93
FNMA
2026-02-01
4.50%
Government Agency Debt
276763.27
269884.46
FNMA
2041-04-01
6.00%
Government Agency Debt
306355.16
332101.30
FNMA
2041-06-01
4.50%
Government Agency Debt
299513.11
320283.35
FNMA
2026-10-01
4.00%
Government Agency Debt
313116.28
318271.42
FNMA
2027-04-01
3.50%
Government Agency Debt
329991.01
350862.96
FNMA
2041-07-01
5.00%
Government Agency Debt
287666.46
311950.87
FNMA
2041-06-01
5.00%
Government Agency Debt
297073.06
260211.06
FNMA
2041-05-01
4.50%
Government Agency Debt
281551.04
246543.02
FNMA
2021-05-01
3.50%
Government Agency Debt
301894.57
282358.14
FNMA
2026-07-01
4.50%
Government Agency Debt
291617.70
256065.24
FNMA
2041-06-01
5.00%
Government Agency Debt
300810.89
313747.54
FNMA
2026-12-01
3.50%
Government Agency Debt
336115.09
349849.29
FNMA
2026-06-01
4.50%
Government Agency Debt
336261.24
299587.85
FNMA
2041-08-01
4.00%
Government Agency Debt
325150.34
336804.94
FNMA
2036-07-01
4.50%
Government Agency Debt
289173.31
231624.67
FNMA
2041-09-01
4.50%
Government Agency Debt
305233.86
327385.40
FNMA
2026-09-01
4.00%
Government Agency Debt
329346.00
239152.43
FNMA
2026-09-01
3.50%
Government Agency Debt
327054.60
328394.65
FNMA
2041-09-01
4.00%
Government Agency Debt
276654.29
274678.68
FNMA
2031-10-01
4.00%
Government Agency Debt
332487.16
276403.63
FNMA
2026-09-01
4.50%
Government Agency Debt
323240.62
334992.65
FNMA
2026-10-01
4.50%
Government Agency Debt
289976.10
289570.19
FNMA
2036-11-01
4.50%
Government Agency Debt
307073.59
327415.52
FNMA
2041-10-01
4.50%
Government Agency Debt
286938.23
312532.54
FNMA
2026-11-01
4.50%
Government Agency Debt
283478.78
299868.54
FNMA
2041-11-01
4.00%
Government Agency Debt
288898.80
306371.40
FNMA
2041-12-01
4.50%
Government Agency Debt
305083.84
338127.86
FNMA
2026-11-01
4.00%
Government Agency Debt
278437.70
257687.03
FNMA
2041-11-01
4.50%
Government Agency Debt
306541.44
328540.15
FNMA
2026-11-01
3.50%
Government Agency Debt
314667.82
299666.62
FNMA
2026-12-01
4.00%
Government Agency Debt
309225.00
290437.57
FNMA
2026-12-01
4.00%
Government Agency Debt
314246.70
312109.26
FNMA
2026-12-01
4.50%
Government Agency Debt
276951.60
276189.44
FNMA
2027-02-01
4.00%
Government Agency Debt
277665.70
296764.95
FNMA
2027-02-01
4.00%
Government Agency Debt
282965.33
299783.54
FNMA
2027-01-01
4.00%
Government Agency Debt
334074.72
353973.50
FNMA
2027-01-01
4.00%
Government Agency Debt
297369.91
311640.90
FNMA
2027-02-01
3.50%
Government Agency Debt
290935.75
304836.15
FNMA
2042-04-01
4.00%
Government Agency Debt
308191.25
313331.77
FNMA
2042-06-01
3.50%
Government Agency Debt
311686.26
333367.02
FNMA
2042-06-01
4.00%
Government Agency Debt
282223.42
309706.92
FNMA
2042-03-01
4.00%
Government Agency Debt
329580.16
356484.96
FNMA
2022-01-01
3.50%
Government Agency Debt
316157.80
319172.80
FNMA
2032-03-01
3.50%
Government Agency Debt
322064.82
337497.74
FNMA
2042-02-01
4.50%
Government Agency Debt
323257.49
350665.68
FNMA
2042-02-01
4.00%
Government Agency Debt
300817.50
296548.91
FNMA
2042-02-01
5.00%
Government Agency Debt
302820.02
340589.97
FNMA
2042-02-01
5.00%
Government Agency Debt
291326.77
317528.48
FNMA
2027-02-01
3.00%
Government Agency Debt
304556.24
314598.14
FNMA
2027-02-01
3.50%
Government Agency Debt
335889.60
351101.68
FNMA
2027-02-01
4.00%
Government Agency Debt
323795.57
340987.68
FNMA
2027-02-01
4.50%
Government Agency Debt
276144.71
275424.83
FNMA
2027-02-01
3.50%
Government Agency Debt
300606.60
315233.09
FNMA
2027-01-01
3.50%
Government Agency Debt
293726.93
284108.98
FNMA
2032-04-01
4.00%
Government Agency Debt
324376.74
347089.93
FNMA
2027-04-01
3.50%
Government Agency Debt
194204.47
192488.56
FNMA
2027-03-01
4.50%
Government Agency Debt
290749.70
314629.38
FNMA
2027-03-01
4.50%
Government Agency Debt
282298.88
301356.41
FNMA
2042-03-01
4.50%
Government Agency Debt
316347.72
342320.75
FNMA
2027-02-01
4.00%
Government Agency Debt
321188.62
305859.65
FNMA
2027-03-01
3.50%
Government Agency Debt
289686.08
301490.90
FNMA
2027-05-01
3.00%
Government Agency Debt
291403.84
305810.19
FNMA
2042-03-01
4.50%
Government Agency Debt
323050.92
353555.84
FNMA
2042-03-01
4.50%
Government Agency Debt
337482.86
366572.56
FNMA
2027-03-01
4.00%
Government Agency Debt
276855.38
293811.55
FNMA
2042-04-01
4.50%
Government Agency Debt
290621.57
299881.53
FNMA
2042-04-01
4.00%
Government Agency Debt
276130.80
296153.54
FNMA
2042-03-01
4.00%
Government Agency Debt
318093.52
344011.48
FNMA
2027-03-01
4.00%
Government Agency Debt
293258.39
310007.02
FNMA
2027-03-01
3.00%
Government Agency Debt
306234.10
315509.93
FNMA
2042-03-01
4.50%
Government Agency Debt
274938.36
307245.86
FNMA
2042-03-01
4.00%
Government Agency Debt
302397.54
329523.03
FNMA
2042-03-01
4.00%
Government Agency Debt
299037.73
324749.12
FNMA
2027-03-01
4.00%
Government Agency Debt
282818.72
303480.93
FNMA
2027-03-01
4.00%
Government Agency Debt
311413.80
330080.94
FNMA
2027-03-01
3.00%
Government Agency Debt
291127.50
302230.15
FNMA
2027-03-01
3.50%
Government Agency Debt
312354.30
329859.28
FNMA
2027-03-01
3.00%
Government Agency Debt
290527.40
301550.51
FNMA
2032-04-01
4.00%
Government Agency Debt
285596.90
304199.87
FNMA
2027-04-01
3.00%
Government Agency Debt
298676.58
311278.27
FNMA
2042-04-01
4.50%
Government Agency Debt
288559.31
313548.22
FNMA
2027-05-01
4.00%
Government Agency Debt
319860.97
338522.48
FNMA
2022-03-01
2.50%
Government Agency Debt
299088.58
298900.25
FNMA
2027-04-01
4.00%
Government Agency Debt
283244.40
300254.00
FNMA
2027-04-01
4.00%
Government Agency Debt
336870.00
350076.69
FNMA
2041-04-01
5.00%
Government Agency Debt
296400.00
309770.53
FNMA
2039-10-01
6.50%
Government Agency Debt
331044.37
320556.89
FNMA
2026-07-01
4.00%
Government Agency Debt
336699.91
272281.06
FNMA
2027-04-01
3.50%
Government Agency Debt
308552.40
327200.15
FNMA
2027-04-01
3.00%
Government Agency Debt
283039.20
296908.36
FNMA
2042-03-01
4.50%
Government Agency Debt
332665.22
365096.35
FNMA
2042-04-01
4.50%
Government Agency Debt
301262.10
326675.21
FNMA
2042-04-01
4.00%
Government Agency Debt
325251.80
353370.52
FNMA
2027-04-01
3.50%
Government Agency Debt
329680.70
351312.76
FNMA
2027-05-01
3.50%
Government Agency Debt
293562.54
309029.90
FNMA
2027-08-01
2.50%
Government Agency Debt
283348.82
293693.55
FNMA
2027-08-01
3.50%
Government Agency Debt
321723.73
349888.28
FNMA
2042-05-01
4.50%
Government Agency Debt
294729.44
324182.93
FNMA
2042-05-01
4.50%
Government Agency Debt
290542.00
325724.92
FNMA
2027-04-01
3.50%
Government Agency Debt
302005.84
317015.10
FNMA
2032-04-01
3.50%
Government Agency Debt
322916.40
343508.03
FNMA
2042-04-01
4.00%
Government Agency Debt
286572.06
307582.68
FNMA
2042-04-01
4.50%
Government Agency Debt
298959.98
330539.35
FNMA
2042-05-01
4.00%
Government Agency Debt
298628.70
326223.76
FNMA
2042-05-01
4.50%
Government Agency Debt
304088.16
340539.84
FNMA
2042-04-01
4.50%
Government Agency Debt
297433.52
326781.96
FNMA
2027-05-01
3.50%
Government Agency Debt
326581.50
338700.97
FNMA
2027-04-01
3.50%
Government Agency Debt
318449.20
338396.69
FNMA
2027-05-01
4.00%
Government Agency Debt
284583.90
305670.83
FNMA
2042-04-01
3.50%
Government Agency Debt
312132.23
329285.53
FNMA
2042-05-01
3.50%
Government Agency Debt
336451.62
355018.49
FNMA
2042-07-01
3.50%
Government Agency Debt
306092.28
328123.20
FNMA
2042-05-01
4.50%
Government Agency Debt
333143.80
373222.40
FNMA
2042-05-01
4.00%
Government Agency Debt
317440.98
341248.39
FNMA
2042-05-01
3.50%
Government Agency Debt
279403.97
294570.33
FNMA
2042-05-01
4.00%
Government Agency Debt
336414.00
361661.03
FNMA
2027-05-01
3.50%
Government Agency Debt
305761.00
321493.42
FNMA
2027-05-01
3.50%
Government Agency Debt
306648.60
325611.88
FNMA
2027-05-01
4.00%
Government Agency Debt
277773.54
292477.95
FNMA
2027-05-01
3.50%
Government Agency Debt
314491.80
333142.68
FNMA
2027-05-01
4.00%
Government Agency Debt
280839.00
302294.14
FNMA
2027-06-01
4.00%
Government Agency Debt
318951.48
348047.00
FNMA
2027-06-01
3.50%
Government Agency Debt
322420.27
344285.68
FNMA
2027-07-01
3.50%
Government Agency Debt
305412.61
329331.66
FNMA
2027-08-01
3.50%
Government Agency Debt
335097.98
363386.19
FNMA
2032-06-01
4.00%
Government Agency Debt
328399.34
353162.65
FNMA
2042-05-01
4.50%
Government Agency Debt
304991.50
341897.01
FNMA
2027-06-01
3.50%
Government Agency Debt
332395.50
355857.96
FNMA
2027-06-01
3.50%
Government Agency Debt
280981.50
300085.58
FNMA
2027-06-01
3.50%
Government Agency Debt
336670.50
354992.91
FNMA
2027-05-01
4.00%
Government Agency Debt
311077.50
336517.92
FNMA
2027-06-01
3.50%
Government Agency Debt
308512.50
331187.89
FNMA
2042-06-01
3.50%
Government Agency Debt
329449.74
351292.11
FNMA
2042-05-01
4.50%
Government Agency Debt
320941.92
356656.98
FNMA
2042-08-01
3.50%
Government Agency Debt
334826.44
360348.35
FNMA
2022-08-01
2.50%
Government Agency Debt
310257.61
325069.78
FNMA
2027-05-01
3.50%
Government Agency Debt
337009.76
361066.37
FNMA
2042-05-01
4.50%
Government Agency Debt
317281.61
355577.12
FNMA
2027-06-01
3.50%
Government Agency Debt
310123.78
331970.20
FNMA
2027-05-01
4.00%
Government Agency Debt
288528.07
311171.17
FNMA
2042-05-01
4.50%
Government Agency Debt
322109.74
350709.84
FNMA
2027-07-01
3.00%
Government Agency Debt
318077.10
334972.64
FNMA
2042-06-01
5.00%
Government Agency Debt
294774.82
322882.27
FNMA
2042-06-01
4.50%
Government Agency Debt
330988.74
360856.49
FNMA
2042-06-01
5.00%
Government Agency Debt
301770.31
330520.56
FNMA
2042-07-01
3.50%
Government Agency Debt
295913.22
316165.23
FNMA
2042-07-01
5.00%
Government Agency Debt
318814.91
349603.13
FNMA
2042-07-01
5.00%
Government Agency Debt
278847.65
314814.69
FNMA
2042-06-01
3.50%
Government Agency Debt
303602.52
321368.86
FNMA
2042-05-01
3.50%
Government Agency Debt
316052.00
280881.31
FNMA
2042-06-01
3.50%
Government Agency Debt
291941.92
308635.03
FNMA
2027-06-01
3.50%
Government Agency Debt
298218.30
319209.17
FNMA
2042-06-01
4.00%
Government Agency Debt
326427.60
358052.90
FNMA
2042-06-01
4.00%
Government Agency Debt
325640.09
354802.13
FNMA
2042-06-01
4.50%
Government Agency Debt
329978.70
359088.44
FNMA
2027-06-01
4.00%
Government Agency Debt
321890.40
350305.15
FNMA
2027-06-01
4.00%
Government Agency Debt
293276.40
318323.35
FNMA
2042-06-01
4.50%
Government Agency Debt
316591.00
355238.49
FNMA
2027-06-01
3.50%
Government Agency Debt
287815.80
306436.90
FNMA
2027-06-01
4.00%
Government Agency Debt
328304.27
356975.00
FNMA
2027-07-01
4.00%
Government Agency Debt
331900.06
360451.01
FNMA
2042-06-01
4.00%
Government Agency Debt
291968.14
318540.88
FNMA
2027-06-01
4.00%
Government Agency Debt
316453.74
340488.30
FNMA
2042-06-01
4.00%
Government Agency Debt
302390.93
317408.59
FNMA
2042-07-01
4.50%
Government Agency Debt
309839.92
336429.66
FNMA
2042-07-01
4.00%
Government Agency Debt
322089.90
353453.26
FNMA
2027-06-01
4.00%
Government Agency Debt
284980.85
309679.23
FNMA
2027-07-01
3.00%
Government Agency Debt
330423.30
349943.29
FNMA
2027-07-01
3.50%
Government Agency Debt
319636.62
345876.28
FNMA
2032-08-01
4.00%
Government Agency Debt
318930.73
344738.90
FNMA
2042-07-01
4.00%
Government Agency Debt
289883.08
315121.81
FNMA
2027-07-01
3.50%
Government Agency Debt
334557.40
357805.97
FNMA
2042-07-01
4.00%
Government Agency Debt
30780.00
33821.02
FNMA
2042-07-01
4.00%
Government Agency Debt
330413.72
360500.11
FNMA
2042-07-01
4.00%
Government Agency Debt
295263.88
322039.11
FNMA
2027-07-01
3.00%
Government Agency Debt
329488.50
346810.49
FNMA
2042-07-01
4.00%
Government Agency Debt
332877.26
365436.91
FNMA
2042-07-01
4.50%
Government Agency Debt
295437.16
331888.32
FNMA
2032-07-01
3.00%
Government Agency Debt
318321.74
328961.94
FNMA
2042-07-01
3.50%
Government Agency Debt
289275.00
306168.77
FNMA
2027-08-01
3.50%
Government Agency Debt
313902.42
338640.61
FNMA
2027-08-01
3.50%
Government Agency Debt
292081.68
315308.67
FNMA
2032-08-01
3.50%
Government Agency Debt
333242.98
355637.20
FNMA
2042-07-01
4.50%
Government Agency Debt
291999.60
325212.98
FNMA
2027-07-01
3.50%
Government Agency Debt
327272.11
353246.11
FNMA
2042-07-01
3.50%
Government Agency Debt
325897.27
349377.54
FNMA
2027-08-01
3.00%
Government Agency Debt
303978.95
321515.32
FNMA
2042-08-01
4.00%
Government Agency Debt
299275.31
326628.65
FNMA
2042-07-01
4.50%
Government Agency Debt
315397.64
344249.32
FNMA
2042-07-01
4.50%
Government Agency Debt
319572.10
348819.13
FNMA
2042-07-01
5.00%
Government Agency Debt
293488.67
331541.15
FNMA
2042-08-01
4.50%
Government Agency Debt
280960.30
310281.27
FNMA
2027-07-01
3.50%
Government Agency Debt
282428.62
299397.08
FNMA
2042-07-01
4.00%
Government Agency Debt
304841.93
332611.93
FNMA
2042-08-01
3.50%
Government Agency Debt
321541.56
345711.70
FNMA
2042-08-01
4.50%
Government Agency Debt
296060.28
323103.82
FNMA
2042-08-01
4.50%
Government Agency Debt
314323.31
343491.66
FNMA
2027-08-01
3.50%
Government Agency Debt
312263.56
337453.11
FNMA
2042-09-01
4.50%
Government Agency Debt
325036.80
365966.19
FNMA
2027-09-01
3.00%
Government Agency Debt
309225.23
327064.25
FNMA
2042-09-01
4.50%
Government Agency Debt
286704.30
324240.29
FNMA
2027-08-01
4.00%
Government Agency Debt
322720.78
353822.37
FNMA
2042-08-01
4.00%
Government Agency Debt
279345.60
306492.17
FNMA
2042-08-01
5.00%
Government Agency Debt
302007.89
331480.54
FNMA
2042-07-01
4.00%
Government Agency Debt
291320.16
314441.28
FNMA
2042-08-01
3.50%
Government Agency Debt
289012.80
306402.58
FNMA
2042-08-01
3.50%
Government Agency Debt
293732.63
311417.88
FNMA
2027-08-01
4.00%
Government Agency Debt
335767.85
367243.28
FNMA
2027-08-01
3.50%
Government Agency Debt
305730.44
331539.51
FNMA
2042-08-01
4.00%
Government Agency Debt
333514.75
364362.07
FNMA
2018-11-01
7.00%
Government Agency Debt
322848.68
400.76
FNMA
2035-07-01
5.00%
Government Agency Debt
325812.00
89429.91
FNMA
2033-09-01
6.50%
Government Agency Debt
319200.00
32971.79
FNMA
2035-07-01
5.50%
Government Agency Debt
282360.44
73505.54
FNMA
2024-09-01
5.50%
Government Agency Debt
286080.49
302084.77
FNMA
2037-05-01
6.00%
Government Agency Debt
289560.00
160019.10
FNMA
2036-12-01
5.50%
Government Agency Debt
286824.00
56436.89
FNMA
2037-04-01
6.00%
Government Agency Debt
299299.25
164096.28
FNMA
2037-04-01
5.50%
Government Agency Debt
290988.88
77634.47
FNMA
2040-02-01
4.50%
Government Agency Debt
296400.00
245449.77
FNMA
2025-03-01
4.00%
Government Agency Debt
296400.00
214907.43
FNMA
2024-09-01
5.00%
Government Agency Debt
293650.09
206663.24
FNMA
2037-10-01
6.50%
Government Agency Debt
336257.14
80904.42
FNMA
2037-10-01
7.50%
Government Agency Debt
324345.73
85213.00
FNMA
2038-07-01
5.50%
Government Agency Debt
295260.00
101725.99
FNMA
2023-10-01
6.00%
Government Agency Debt
299995.33
174077.16
FNMA
2023-04-01
5.00%
Government Agency Debt
332394.59
203545.33
FNMA
2040-06-01
5.50%
Government Agency Debt
292193.40
300473.25
FNMA
2031-02-01
3.50%
Government Agency Debt
319200.00
320531.62
FNMA
2032-06-01
3.00%
Government Agency Debt
329300.86
338452.66
FNMA
2027-06-01
3.50%
Government Agency Debt
337673.93
330653.81
FNMA
2052-08-01
3.50%
Government Agency Debt
323826.58
342693.43
FNMA
2039-09-01
5.00%
Government Agency Debt
296400.00
227735.55
FNMA
2040-01-01
5.50%
Government Agency Debt
327178.40
230475.33
FNMA
2026-08-01
4.50%
Government Agency Debt
288730.08
301925.58
FNMA
2039-06-01
6.00%
Government Agency Debt
324993.94
107808.09
FNMA
2040-05-01
5.50%
Government Agency Debt
336725.45
344199.02
FNMA
2040-11-01
4.00%
Government Agency Debt
334707.42
350746.08
FNMA
2040-09-01
4.00%
Government Agency Debt
336749.39
264996.00
FNMA
2025-10-01
4.00%
Government Agency Debt
307098.90
298827.09
FNMA
2040-10-01
5.50%
Government Agency Debt
321319.72
280717.32
FNMA
2040-11-01
4.00%
Government Agency Debt
286322.40
299345.58
FNMA
2040-11-01
4.50%
Government Agency Debt
289821.06
315958.69
FNMA
2040-11-01
4.00%
Government Agency Debt
293071.20
309768.86
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
74100000.00
74100000.00
0.0471
N/A
N
74100000.00
74100000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.2 09/04/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2018-09-01
4.50%
Government Agency Debt
18260710.00
2772242.23
FMAC
2035-04-01
2.93%
Government Agency Debt
11115000.00
2757676.81
FMAC
2037-09-01
6.05%
Government Agency Debt
12351971.31
2727237.97
FMAC
2032-11-01
7.00%
Government Agency Debt
4524651.72
2742165.59
FMAC
2026-12-01
3.00%
Government Agency Debt
3098704.41
2740436.25
FMAC
2037-02-01
2.62%
Government Agency Debt
12350000.00
2744053.05
FMAC
2038-10-01
5.53%
Government Agency Debt
9729054.84
2739564.08
FMAC
2027-08-01
2.50%
Government Agency Debt
2644345.69
2748689.81
FMAC
2041-06-01
5.00%
Government Agency Debt
2740976.54
2757706.13
FMAC
2041-07-01
5.00%
Government Agency Debt
2700339.60
2753524.79
FMAC
2036-09-01
4.50%
Government Agency Debt
2772425.07
2764261.25
FMAC
2042-07-01
3.50%
Government Agency Debt
2548768.05
2738196.66
FNMA
2035-08-01
5.00%
Government Agency Debt
9196985.47
2757350.92
FNMA
2020-08-01
3.76%
Government Agency Debt
2556450.00
2767022.17
FNMA
2041-07-01
3.66%
Government Agency Debt
1207545.95
1003381.78
FNMA
2041-10-01
4.00%
Government Agency Debt
2699414.59
2738252.31
FNMA
2041-11-01
4.00%
Government Agency Debt
2655760.80
2775090.29
FNMA
2042-01-01
4.00%
Government Agency Debt
2573651.08
2749794.46
FNMA
2027-03-01
4.00%
Government Agency Debt
2623578.92
2738813.08
FNMA
2042-04-01
4.50%
Government Agency Debt
2531977.49
2748728.66
FNMA
2027-06-01
3.00%
Government Agency Debt
2624322.64
2739415.74
FNMA
2015-06-01
4.88%
Government Agency Debt
2559922.33
2712125.48
FNMA
2036-06-01
2.64%
Government Agency Debt
11577144.41
2763254.28
FNMA
2041-01-01
4.00%
Government Agency Debt
2883258.91
2711158.41
FNMA
2026-11-01
3.00%
Government Agency Debt
2914600.00
2770243.72
FNMA
2042-05-01
4.00%
Government Agency Debt
372367.57
393383.19
FNMA
2027-07-01
2.50%
Government Agency Debt
2578482.40
2713559.90
FNMA
2040-02-01
3.51%
Government Agency Debt
6179511.46
2769291.88
FNMA
2040-11-01
4.50%
Government Agency Debt
2889900.00
2745379.28
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
74100000.00
74100000.00
0.0471
N/A
N
74100000.00
74100000.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.21 09/04/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2037-12-01
5.50%
Government Agency Debt
100992950.79
23436440.80
FNMA
2040-09-01
5.50%
Government Agency Debt
36395427.21
22670559.29
FNMA
2042-07-01
4.00%
Government Agency Debt
12626912.04
13607746.53
FNMA
2039-04-01
4.50%
Government Agency Debt
22092939.50
16276273.55
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
74501000.00
74501000.00
0.0474
N/A
N
74501000.00
74501000.00
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 0.19 09/04/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2041-01-01
4.00%
Government Agency Debt
7936364.01
8200715.38
FNMA
2042-03-01
4.00%
Government Agency Debt
14434680.00
15494114.60
FNMA
2042-07-01
2.42%
Government Agency Debt
5161452.69
5326329.11
FNMA
2032-05-01
3.00%
Government Agency Debt
15008284.84
15502023.04
FNMA
2022-08-01
2.50%
Government Agency Debt
14934884.94
15515702.98
FNMA
2025-08-01
4.00%
Government Agency Debt
24995051.58
15543115.18
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
74100000.00
74100000.00
0.0471
N/A
N
74100000.00
74100000.00
J.P. MORGAN SECURITIES
REPO TRIPA CORPO 0.25 09/04/2012
TRIPARTY2
Other Repurchase Agreement
N
BRUCE MANSFIELD UNIT 1
2034-06-01
6.85%
Other Note
3825120.00
3968249.74
ENTERGY CORP NEW
2020-09-15
5.13%
Other Note
12115584.00
13266167.65
ENTERGY CORP NEW
2017-01-15
4.70%
Other Note
7032896.00
7606120.16
WYNDHAM WORLDWIDE CORPORATION
2020-03-01
7.38%
Other Note
2055040.00
2461001.51
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
26000000.00
26000000.00
0.0165
N/A
N
26000000.00
26000000.00
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
7597956.45
0.0048
N/A
N
7597815.00
7597815.00