0000928816-12-001884.txt : 20130129
0000928816-12-001884.hdr.sgml : 20130129
20121206142322
ACCESSION NUMBER: 0000928816-12-001884
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20121130
FILED AS OF DATE: 20121206
DATE AS OF CHANGE: 20121206
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: 121246265
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
2012-11-30
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
45
60
1496879124.37
5065512.75
5904903.44
1496039733.68
0.0024
0.9980
2012-11-30
0.9980
2012-11-30
C000017192
500.00
1382580329.67
1.00
-5395972.58
55191964.64
60587937.22
0.0001
0.9980
2012-11-30
0.9980
2012-11-30
C000017193
500.00
17232907.32
1.00
-210004.81
610189.97
820194.78
0.0001
0.9980
2012-11-30
0.9980
2012-11-30
C000017194
500.00
22822361.26
1.00
-260174.94
1317954.06
1578129.00
0.0001
0.9980
2012-11-30
0.9980
2012-11-30
C000017195
500.00
28418389.77
1.00
684241.85
2337804.81
1653562.96
0.0001
0.9980
2012-11-30
0.9980
2012-11-30
C000017196
500.00
20371020.48
1.00
91220.58
974064.58
882844.00
0.0001
0.9981
2012-11-30
0.9981
2012-11-30
C000017191
500.00
24614725.18
1.00
-579819.42
1077828.30
1657647.72
0.0001
0.9980
2012-11-30
0.9980
2012-11-30
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
28399526.67
0.0190
N/A
N
28399914.80
28399914.80
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
28798045.84
0.0192
N/A
N
28799991.90
28799991.90
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
4049802.00
0.0027
N/A
N
4049939.25
4049939.25
WISCONSIN HEALTH & EDUCATIONAL FACILITIES AUTHORITY
WI H/E VAR-WHEATON-B 00.1500 08/15/2033
97710VND6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
Y
WHEATON FRANCISCAN HEALTHCARE SYSTEM
N/A
N/A
Y
US BANCORP
N/A
N/A
N
4100000.00
4100000.00
0.0027
N/A
N
4100000.00
4100000.00
WACHOVIA CORP
WACHOVIA CORPORATION 05.7000 08/01/2013
92976WBA3
Other Note
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
3803000.00
3938439.55
0.0026
N/A
N
3934633.24
3934633.24
PUTNAM MONEY MARKET LIQUIDITY FUND
PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P
746763168
Investment Company
N
First Tier Security
N/A
N/A
2012-12-01
2012-12-01
N
N
N
171.00
171.00
0.0000
N/A
N
171.00
171.00
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA P/P 144A 00.868750 09/13/2013
78008FAM6
Other Note
N
First Tier Security
N/A
N/A
2012-12-17
2013-12-13
N
N
N
29425000.00
29426025.62
0.0197
N/A
N
29442184.20
29442184.20
WACHOVIA CORP
WACHOVIA CORPORATION 05.5000 05/01/2013
92976WBJ4
Other Note
N
First Tier Security
N/A
N/A
2013-05-01
2013-05-01
N
N
N
3700000.00
3779681.97
0.0025
N/A
N
3777755.50
3777755.50
UNITED STATES OF AMERICA
US TREASURY N/B 03.5000 05/31/2013
912828JB7
Treasury Debt
N
First Tier Security
N/A
N/A
2013-05-31
2013-05-31
N
N
N
16000000.00
16263284.54
0.0109
N/A
N
16262496.00
16262496.00
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765JNP1 DCP 01/23/2013
11765JNP1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-23
2013-01-23
N
N
N
918000.00
917675.64
0.0006
N/A
N
917702.57
917702.57
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
2012-12-07
2012-12-07
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
N
11000000.00
11000000.00
0.0074
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
8447930.14
0.0056
N/A
N
8446679.49
8446679.49
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
2012-12-07
2012-12-07
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
28790491.96
0.0192
N/A
N
28784258.70
28784258.70
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
2012-12-07
2012-12-07
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
3665000.00
3665000.00
0.0024
N/A
N
3665000.00
3665000.00
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
18012781.85
0.0120
N/A
N
18015462.00
18015462.00
UNITED STATES OF AMERICA
US TREASURY N/B 00.6250 04/30/2013
912828QE3
Treasury Debt
N
First Tier Security
N/A
N/A
2013-04-30
2013-04-30
N
N
N
34250000.00
34315376.70
0.0229
N/A
N
34318226.00
34318226.00
UNITED STATES OF AMERICA
US TREASURY N/B 00.3750 07/31/2013
912828QW3
Treasury Debt
N
First Tier Security
N/A
N/A
2013-07-31
2013-07-31
N
N
N
30000000.00
30036203.46
0.0201
N/A
N
30041010.00
30041010.00
FEDERAL FARM CREDIT BANKS
FEDERAL FARM CREDIT BANK 00.2400 01/14/2013
31331K2V1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-12-01
2013-01-14
N
N
N
24300000.00
24300000.00
0.0162
N/A
N
24302162.70
24302162.70
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 00.53025 01/10/2013
05253MAS3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-10
2013-01-10
N
N
N
10400000.00
10400000.00
0.0070
N/A
N
10405865.70
10405865.70
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HNDLSBK
86959JCC0
Other Note
N
First Tier Security
N/A
N/A
2012-12-10
2013-01-07
N
N
N
23500000.00
23500000.00
0.0157
N/A
Y
23499718.00
23499718.00
HSBC BANK PLC
HSBC BANK PLC P/P 144A 00.7248 01/18/2013
44328MAG9
Other Note
N
First Tier Security
N/A
N/A
2013-01-18
2013-01-18
N
N
N
8650000.00
8652948.89
0.0058
N/A
N
8654074.15
8654074.15
NATIONAL AUSTRALIA BANK LTD
NATL AUSTRALIABK P/P 144A 00.8313 01/08/2013
6325C0BA8
Other Note
N
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
N
N
1109000.00
1109396.35
0.0007
N/A
N
1109476.87
1109476.87
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BK AUST P/P 144A 00.9308 03/19/2013
2027A0EN5
Other Note
N
First Tier Security
N/A
N/A
2012-12-19
2013-03-19
N
N
N
7850000.00
7860809.45
0.0053
N/A
N
7862756.25
7862756.25
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO 00.9615 02/26/2013
46623EJA8
Other Note
N
First Tier Security
N/A
N/A
2013-02-26
2013-02-26
N
N
N
7000000.00
7010976.16
0.0047
N/A
N
7014322.00
7014322.00
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
34983122.22
0.0234
N/A
N
34987260.00
34987260.00
NATIONAL AUSTRALIA BANK LTD/NEW YORK
NATIONAL AUSTRALIA BK-NY 00.3958 04/24/2013
63253TNQ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-24
2013-04-24
N
N
N
8350000.00
8350000.00
0.0056
N/A
N
8356646.68
8356646.68
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.33425 04/26/2013
13606YFZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-28
2013-04-26
N
N
N
15000000.00
15000000.00
0.0100
N/A
N
15009270.10
15009270.10
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY USD 00.5978 12/11/2012
13606X3S5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-11
2012-12-11
N
N
N
7550000.00
7550862.91
0.0050
N/A
N
7550354.93
7550354.93
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 00.738750 09/17/2013
06417DNG6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-17
2013-09-17
N
N
N
5500000.00
5514040.83
0.0037
N/A
N
5516208.56
5516208.56
WESTPAC BANKING CORP
WESTPAC BANKING CORP P/P 144A 00.814250 06/14/2013
9612E0CG0
Other Note
N
First Tier Security
N/A
N/A
2012-12-14
2013-06-14
N
N
N
10000000.00
10018140.75
0.0067
N/A
N
10019250.00
10019250.00
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
0.0090
N/A
N
13499272.60
13499272.60
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 00.4275 06/21/2013
06366VTQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-21
2013-06-21
N
N
N
9250000.00
9250000.00
0.0062
N/A
N
9258704.34
9258704.34
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
3999710.22
0.0027
N/A
N
3999908.00
3999908.00
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
6499416.80
0.0043
N/A
N
6499818.00
6499818.00
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
7997777.77
0.0053
N/A
N
7999156.80
7999156.80
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
8900000.00
8899110.00
0.0059
N/A
N
8899579.03
8899579.03
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
1799057.50
0.0012
N/A
N
1799267.40
1799267.40
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
10899243.06
0.0073
N/A
N
10899666.40
10899666.40
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
13995372.22
0.0094
N/A
N
13997958.80
13997958.80
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
18997545.83
0.0127
N/A
N
18999107.00
18999107.00
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
9594586.66
0.0064
N/A
N
9597057.60
9597057.60
COUNTY OF ST JOSEPH IN
COUNTY OF ST JOSEPH IN 00.1800 12/04/2012
79061QM41
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-04
2012-12-04
N
N
N
6600000.00
6599901.00
0.0044
N/A
N
6599868.00
6599868.00
JUPITER SECURITIZATION CO LLC
JUPITER SECURITIZATION CO LLC 4820P2M44 DCP 12/04/2012
4820P2M44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-04
2012-12-04
N
N
N
11100000.00
11099805.75
0.0074
N/A
N
11099840.10
11099840.10
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257YHU1 DCP 12/07/2012
86257YHU1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
N
N
N
19750000.00
19749407.50
0.0132
N/A
N
19749691.90
19749691.90
JUPITER SECURITIZATION CO LLC
JUPITER SECURITIZATION CO LLC 4820P2MA0 DCP 12/10/2012
4820P2MA0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-10
2012-12-10
N
N
N
4800000.00
4799748.00
0.0032
N/A
N
4799821.44
4799821.44
AMERICAN UNIVERSITY
AMERICAN UNIVERSITY 03035PMC8 DCP 12/12/2012
03035PMC8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-12
2012-12-12
N
N
N
3400000.00
3399636.39
0.0023
N/A
N
3399558.00
3399558.00
NORDEA NORTH AMERICA INC/DE
NORDEA NORTH AMERICA INC/DE 6555P0QC6 DCP 03/12/2013
6555P0QC6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-12
2013-03-12
N
N
N
15600000.00
15586213.50
0.0104
N/A
N
15588861.60
15588861.60
DUKE UNIVERSITY
DUKE UNIVERSITY 26441TMA3 DCP 12/10/2012
26441TMA3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-10
2012-12-10
N
N
N
18860000.00
18859151.30
0.0126
N/A
N
18859245.60
18859245.60
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 38346LM37 DCP 12/03/2012
38346LM37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
16000000.00
15999760.00
0.0107
N/A
N
15999720.00
15999720.00
LELAND STANFORD JUNIOR UNIVERSITY
LELAND STANFORD JUNIOR UNIVER 5255M4ME9 DCP 12/14/2012
5255M4ME9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-14
2012-12-14
N
N
N
12000000.00
11999263.34
0.0080
N/A
N
11999040.00
11999040.00
INDIANA FINANCE AUTHORITY
INDIANA FINANCE AUTHORITY 00.1800 12/17/2012
45506BAQ2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-17
2012-12-17
N
Y
INDIANA FINANCE AUTHORITY
N/A
N/A
N
3500000.00
3500000.00
0.0023
N/A
N
3500000.04
3500000.04
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1800 12/18/2012
57421QLZ4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-18
2012-12-18
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
12250000.00
12250000.00
0.0082
N/A
N
12250000.10
12250000.10
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELECTRIC CAPITAL CORP 36959HNN3 DCP 01/22/2013
36959HNN3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-22
2013-01-22
N
N
N
10500000.00
10496663.33
0.0070
N/A
N
10497897.90
10497897.90
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67983TMA1 DCP 12/10/2012
67983TMA1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-10
2012-12-10
N
N
N
3900000.00
3899814.75
0.0026
N/A
N
3899924.34
3899924.34
SUMITOMO MITSUI BANKING CORP
SUMITOMO MITSUI BANKING CORP 86562KMB7 DCP 12/11/2012
86562KMB7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-11
2012-12-11
N
N
N
2000000.00
1999827.78
0.0013
N/A
N
1999896.20
1999896.20
EXPORT DEVELOPMENT CANADA
EXPORT DEVELOPMENT CANADA 30215GPE6 DCP 02/14/2013
30215GPE6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-14
2013-02-14
N
N
N
15850000.00
15844716.66
0.0106
N/A
N
15845750.60
15845750.60
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
7599468.00
0.0051
N/A
N
7599556.92
7599556.92
TORONTO-DOMINION BANK/NY
TORONTO-DOMINION BANK/NY 00.3000 01/18/2013
89112XP58
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-18
2013-01-18
N
N
N
8300000.00
8301215.37
0.0055
N/A
N
8301013.51
8301013.51
FAIRWAY FINANCE LLC
FAIRWAY FIN LLC - 04/09/2013 00.0000 04/09/2013
30601YLM5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-09
2013-04-09
N
N
N
6300000.00
6300000.00
0.0042
N/A
N
6299754.93
6299754.93
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601VNG2 DCP 01/16/2013
30601VNG2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-16
2013-01-16
N
N
N
7500000.00
7498083.33
0.0050
N/A
N
7498129.50
7498129.50
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257EPZ5 DCP 01/09/2013
86257EPZ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-09
2013-01-09
N
N
N
5500000.00
5498927.50
0.0037
N/A
N
5499166.75
5499166.75
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LMH4 DCP 12/17/2012
56274LMH4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-17
2012-12-17
N
N
N
1200000.00
1199872.00
0.0008
N/A
N
1199880.96
1199880.96
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602TNE9 DCP 01/14/2013
88602TNE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-14
2013-01-14
N
N
N
7550000.00
7548154.45
0.0050
N/A
N
7548112.50
7548112.50
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 00.3208 10/21/2013
89112WDG9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-22
2013-10-21
N
N
N
12500000.00
12500000.00
0.0084
N/A
N
12501100.10
12501100.10
UNITED STATES OF AMERICA
WI TREASURY SEC. 00.0000 10/17/2013
912795Z87
Treasury Debt
N
First Tier Security
N/A
N/A
2013-10-17
2013-10-17
N
N
N
13000000.00
12979200.00
0.0087
N/A
N
12981943.00
12981943.00
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 20272DNP1 DCP 01/23/2013
20272DNP1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-23
2013-01-23
N
N
N
2100000.00
2099288.92
0.0014
N/A
N
2099426.70
2099426.70
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.2200 01/08/2013
47803LJM6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
5000000.00
5000000.00
0.0033
N/A
N
5000050.05
5000050.05
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257NCU0 DCP 01/17/2013
86257NCU0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-17
2013-01-17
N
N
N
16900000.00
16896028.50
0.0113
N/A
N
16897747.20
16897747.20
EXPORT DEVELOPMENT CANADA
EXPORT DEVELOPMENT CANADA 30215GRP9 DCP 04/23/2013
30215GRP9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-23
2013-04-23
N
N
N
6700000.00
6694677.23
0.0045
N/A
N
6694479.20
6694479.20
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LMK7 DCP 12/19/2012
56274LMK7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-19
2012-12-19
N
N
N
6000000.00
5999250.00
0.0040
N/A
N
5999335.20
5999335.20
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.2000 01/07/2013
47803LJN4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
2000000.00
2000000.00
0.0013
N/A
N
2000040.02
2000040.02
UNITED STATES OF AMERICA
TREASURY BILL 00.0000 05/02/2013
9127956L0
Treasury Debt
N
First Tier Security
N/A
N/A
2013-05-02
2013-05-02
N
N
N
15000000.00
14990310.00
0.0100
N/A
N
14992500.00
14992500.00
HSBC USA INC
HSBC USA INC 40427RR45 DCP 04/04/2013
40427RR45
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-04
2013-04-04
N
N
N
4700000.00
4695143.33
0.0031
N/A
N
4695544.87
4695544.87
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257G6L2 DCP 02/01/2013
86257G6L2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
2900000.00
2899101.00
0.0019
N/A
N
2899167.70
2899167.70
ICICI BANK LTD
ICICI BANK LTD 44926AM78 DCP 12/07/2012
44926AM78
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
N
N
N
7700000.00
7699319.83
0.0051
N/A
N
7699296.22
7699296.22
INDIANA FINANCE AUTHORITY
INDIANA FINANCE AUTHORITY 00.1700 01/08/2013
45506BAR0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-08
2013-01-08
N
Y
INDIANA FINANCE AUTHORITY
N/A
N/A
N
8250000.00
8250000.00
0.0055
N/A
N
8250000.08
8250000.08
COUNTY OF ST JOSEPH IN
COUNTY OF ST JOSEPH IN 00.1900 01/11/2013
79061QNB4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-11
2013-01-11
N
N
N
8250000.00
8248214.77
0.0055
N/A
N
8248350.00
8248350.00
CATHOLIC HEALTH INITIATIVES
CATHOLIC HEALTH INITIATIVES 14918EPF2 DCP 02/15/2013
14918EPF2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-15
2013-02-15
N
N
N
4000000.00
3997973.33
0.0027
N/A
N
3997750.00
3997750.00
STATE STREET CORP
STATE STREET CORP 85747JQB6 DCP 03/11/2013
85747JQB6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-11
2013-03-11
N
N
N
8190000.00
8185222.48
0.0055
N/A
N
8186094.19
8186094.19
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 89232CNE2 DCP 01/14/2013
89232CNE2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-14
2013-01-14
N
N
N
6900000.00
6898060.33
0.0046
N/A
N
6899223.75
6899223.75
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253ARF9 DCP 04/15/2013
05253ARF9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-04-15
2013-04-15
N
N
N
12000000.00
11990550.00
0.0080
N/A
N
11989075.20
11989075.20
WESTPAC BANKING CORP
WESTPAC BANKING CORP 9612C0VC0 DCP 08/12/2013
9612C0VC0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-12
2013-08-12
N
N
N
12400000.00
12374190.83
0.0083
N/A
N
12374527.90
12374527.90
STATE STREET CORP
STATE STREET CORP 85747JQF7 DCP 03/15/2013
85747JQF7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-15
2013-03-15
N
N
N
6900000.00
6895814.00
0.0046
N/A
N
6896578.98
6896578.98
AMERICAN UNIVERSITY
AMERICAN UNIVERSITY 03035PMA2 DCP 12/10/2012
03035PMA2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-10
2012-12-10
N
N
N
5000000.00
4999725.00
0.0033
N/A
N
4999850.00
4999850.00
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 00.2575 05/20/2013
63252E9G9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-05-20
2013-05-20
N
N
N
14200000.00
14200000.00
0.0095
N/A
N
14200000.00
14200000.00
STANDARD CHARTERED BANK/NEW YORK
STANDARD CHARTERED BANK/NEW Y 85324TQ17 DCP 03/01/2013
85324TQ17
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
6000000.00
5995650.00
0.0040
N/A
N
5995884.60
5995884.60
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LMJ0 DCP 12/18/2012
56274LMJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-18
2012-12-18
N
N
N
2450000.00
2449745.47
0.0016
N/A
N
2449742.75
2449742.75
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LMC5 DCP 12/12/2012
56274LMC5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-12
2012-12-12
N
N
N
3400000.00
3399771.45
0.0023
N/A
N
3399762.00
3399762.00
CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY
CALIFORNIA EDUCATIONAL FACILI 00.1800 01/18/2013
13018AEQ9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-18
2013-01-18
N
N
N
8250000.00
8250000.00
0.0055
N/A
N
8250000.08
8250000.08
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 89232CNU6 DCP 01/28/2013
89232CNU6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-28
2013-01-28
N
N
N
8175000.00
8172102.42
0.0055
N/A
N
8173418.96
8173418.96
BRYANT PARK FUNDING LLC
BRYANT PARK FUNDING LLC 11765JML1 DCP 12/20/2012
11765JML1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-20
2012-12-20
N
N
N
14000000.00
13998522.22
0.0094
N/A
N
13998366.20
13998366.20
J.P. MORGAN SECURITIES
REPO TRIPA CORPO 0.29 12/21/2012
TRIPARTY1
Other Repurchase Agreement
N
ALLEGHENY TECHNOLOGIES INC NEW
2019-06-01
9.38%
Other Note
28128.57
36014.98
AMERICAN AIRLINES INC.
2019-07-02
10.38%
Other Note
101203.02
100227.50
BANQUE PSA FIN
2016-04-04
4.38%
Other Note
11251.43
11219.54
CANADIAN PACIFIC RAILWAY
2037-05-15
5.95%
Other Note
1278.57
1567.22
CANADIAN PACIFIC RAILWAY
2023-03-15
4.45%
Other Note
12785.71
14143.07
CANADIAN PACIFIC RAILWAY
2022-01-15
4.50%
Other Note
36055.71
41213.31
CANADIAN PACIFIC RAILWAY
2042-01-15
5.75%
Other Note
1278.57
1599.28
CLIFFS NATURAL RESOURCES INC.
2020-03-15
5.90%
Other Note
523958.57
553207.99
CLIFFS NATURAL RESOURCES INC.
2020-10-01
4.80%
Other Note
18667.14
18461.31
CLIFFS NATURAL RESOURCES INC.
2040-10-01
6.25%
Other Note
33754.29
32788.67
DELHAIZE GROUP
2019-04-10
4.13%
Other Note
19945.71
20457.90
DOMTAR CORPORATION
2042-09-01
6.25%
Other Note
572800.00
633356.58
ENERGIZER HOLDINGS INC
2021-05-19
4.70%
Other Note
12785.71
13961.08
ENERGIZER HOLDINGS INC
2022-05-24
4.70%
Other Note
66485.71
71709.72
ENTERGY CORP NEW
2015-09-15
3.63%
Other Note
86687.14
91784.47
ENTERGY CORP NEW
2017-01-15
4.70%
Other Note
515264.29
573358.33
FAMILY DLR STORES INC
2021-02-01
5.00%
Other Note
4091.43
4511.76
GENWORTH FINANCIAL
2015-10-01
4.95%
Other Note
50375.71
52801.43
GENWORTH FINANCIAL
2016-12-15
8.63%
Other Note
1790.00
2118.91
GENWORTH FINANCIAL
2020-06-15
7.70%
Other Note
1022.86
1134.29
GLOBAL SANTA FE CORPORATION
2013-02-15
5.00%
Other Note
12530.00
12817.35
GREAT PLAINS ENERGY INCORPROAT
2021-06-01
4.85%
Other Note
15854.29
17662.34
GREAT PLAINS ENERGY INCORPROAT
2022-06-15
5.29%
Other Note
1717888.57
1957716.12
HRPT PROPERTIES TRUST
2016-08-15
6.25%
Other Note
18922.86
21289.90
HILLENBRAND INC
2020-07-15
5.50%
Other Note
1278.57
1447.04
INSURANCE NOTE CAPITAL RMI 200
2050-12-16
0.00%
Other Note
511428.57
381136.92
LEXMARK INTERNATIONAL INC.
2013-06-01
5.90%
Other Note
8950.00
9130.44
LLOYDS TSB BNK PLC
2020-09-14
6.50%
Other Note
800897.14
893426.62
MYLAN LABS INC
2017-07-15
7.63%
Other Note
773535.71
870096.09
MYLAN LABS INC
2020-07-15
7.88%
Other Note
1598725.71
1884348.01
MYLAN LABS INC
2018-11-15
6.00%
Other Note
171328.57
188204.44
NEXEN INC
2037-05-15
6.40%
Other Note
102285.71
131371.35
NEXEN INC
2039-07-30
7.50%
Other Note
2186357.14
3209069.38
PPL WEM HLDGS PLC
2021-05-01
5.38%
Other Note
25571.43
29110.33
PENSKE TRUCK LEASING CO. L.P.
2014-07-11
2.50%
Other Note
641842.86
654951.78
PROLOGIS TRUST
2018-05-15
6.63%
Other Note
90267.14
107873.08
PROLOGIS TRUST
2017-03-15
6.25%
Other Note
25571.43
29925.15
PUBLIC SERVICE COMPANY OF NEW
2018-05-15
7.95%
Other Note
767.14
934.96
ROWAN COMPANIES INC.
2019-08-01
7.88%
Other Note
2301.43
2927.03
ROWAN COMPANIES INC.
2017-09-01
5.00%
Other Note
7671.43
8529.09
URS CORP / URS FOX US LP
2017-04-01
3.85%
Other Note
102285.71
106643.18
UNITED BUSINESS MEDIA LIMITED
2020-11-03
5.75%
Other Note
10228.57
10893.35
WYNDHAM WORLDWIDE CORPORATION
2020-03-01
7.38%
Other Note
3416598.57
4211647.13
WYNDHAM WORLDWIDE CORPORATION
2018-02-01
5.75%
Other Note
107400.00
121681.04
WYNDHAM WORLDWIDE CORPORATION
2017-03-01
2.95%
Other Note
127857.14
129718.92
ZIONS BANCORPORATION
2014-09-23
7.75%
Other Note
20457.14
22763.96
VITERRA INC
2020-08-01
5.95%
Other Note
49864.29
56651.42
BANQUE PSA FIN
2021-04-04
5.75%
Other Note
69042.86
67983.36
ASCIANO FINANCE LIMITED
2015-09-23
3.13%
Other Note
6392.86
6541.72
ADT CORP
2022-07-15
3.50%
Other Note
11507.14
11670.86
MYLAN INC.
2017-07-15
7.63%
Other Note
255714.29
287635.07
MYLAN INC.
2020-07-15
7.88%
Other Note
767142.86
925006.45
MYLAN INC.
2018-11-15
6.00%
Other Note
135528.57
148878.14
First Tier Security
N/A
N/A
2012-12-21
2012-12-21
N
N
N
17900000.00
17900000.00
0.0120
N/A
Y
17900179.10
17900179.10
HSBC USA INC
HSBC USA INC 40427RVG3 DCP 08/16/2013
40427RVG3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-16
2013-08-16
N
N
N
9175000.00
9150670.99
0.0061
N/A
N
9151456.95
9151456.95
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127TP56 DCP 02/05/2013
53127TP56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
N
16750000.00
16743244.17
0.0112
N/A
N
16742923.10
16742923.10
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.19 12/04/2012
TRIPARTY1
Government Agency Repurchase Agreement
Y
FNMA
2042-05-01
4.00%
Government Agency Debt
4913213.00
4689550.31
FNMA
2027-10-01
2.50%
Government Agency Debt
24849955.90
25910449.75
First Tier Security
N/A
N/A
2012-12-04
2012-12-04
N
N
N
30000000.00
30000000.00
0.0201
N/A
N
29999913.00
29999913.00
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137RM49 DCP 12/04/2012
98137RM49
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-04
2012-12-04
N
N
N
2170000.00
2169967.45
0.0015
N/A
N
2169954.21
2169954.21
BARCLAYS CAPITAL, INC.
REPO TRIPA MORTG 0.18 12/05/2012
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2032-04-01
7.50%
Government Agency Debt
2761788.99
77910.51
FMAC
2032-06-01
7.50%
Government Agency Debt
2525252.53
85742.74
FMAC
2020-07-01
5.50%
Government Agency Debt
455050.51
78557.28
FMAC
2034-04-01
6.50%
Government Agency Debt
189184.24
88215.73
FMAC
2032-03-01
6.50%
Government Agency Debt
1089010.61
92924.02
FMAC
2036-12-01
7.00%
Government Agency Debt
335858.59
93624.51
FMAC
2029-09-01
5.00%
Government Agency Debt
156983.23
86966.63
FMAC
2031-09-01
8.00%
Government Agency Debt
289946.36
82530.93
FMAC
2036-05-01
7.00%
Government Agency Debt
248023.03
105794.14
FMAC
2036-10-01
6.00%
Government Agency Debt
440058.38
85921.26
FMAC
2036-12-01
7.00%
Government Agency Debt
353973.64
108379.61
FMAC
2037-08-01
6.00%
Government Agency Debt
176214.85
77639.18
FMAC
2037-11-01
6.50%
Government Agency Debt
260983.33
94248.18
FMAC
2037-11-01
7.00%
Government Agency Debt
202162.32
102714.26
FMAC
2038-01-01
7.00%
Government Agency Debt
550937.78
109227.20
FMAC
2038-02-01
6.00%
Government Agency Debt
252020.20
78890.30
FMAC
2038-03-01
7.00%
Government Agency Debt
384343.43
101272.23
FMAC
2019-06-01
4.00%
Government Agency Debt
372727.27
81215.89
FMAC
2020-12-01
4.00%
Government Agency Debt
454545.45
86969.48
FMAC
2021-08-01
6.00%
Government Agency Debt
626262.63
90350.07
FMAC
2021-05-01
5.00%
Government Agency Debt
389293.23
78643.33
FMAC
2037-01-01
6.00%
Government Agency Debt
598003.13
109424.38
FMAC
2037-04-01
7.50%
Government Agency Debt
243434.34
116743.99
FMAC
2038-03-01
5.00%
Government Agency Debt
404040.40
85044.72
FMAC
2038-08-01
6.00%
Government Agency Debt
277641.31
92771.79
FMAC
2038-03-01
5.00%
Government Agency Debt
384263.64
94681.37
FMAC
2038-06-01
5.00%
Government Agency Debt
426731.21
108956.05
FMAC
2039-05-01
4.50%
Government Agency Debt
258521.41
107901.36
FMAC
2038-11-01
6.50%
Government Agency Debt
182573.84
101954.33
FMAC
2036-11-01
7.50%
Government Agency Debt
118686.87
91386.49
FMAC
2039-11-01
6.00%
Government Agency Debt
198027.27
114135.98
FMAC
2039-09-01
5.00%
Government Agency Debt
136084.95
107669.65
FMAC
2024-03-01
4.00%
Government Agency Debt
324903.23
92113.62
FMAC
2025-06-01
4.50%
Government Agency Debt
192103.03
78917.55
FMAC
2026-04-01
4.50%
Government Agency Debt
102020.20
86715.42
FMAC
2024-12-01
5.50%
Government Agency Debt
111122.63
102789.49
FMAC
2035-10-01
6.50%
Government Agency Debt
317886.67
90570.79
FMAC
2020-10-01
5.50%
Government Agency Debt
519698.38
105580.64
FMAC
2026-11-01
3.00%
Government Agency Debt
132646.57
95474.27
FMAC
2027-02-01
5.00%
Government Agency Debt
404545.45
78143.13
FMAC
2028-08-01
5.50%
Government Agency Debt
606060.61
90850.81
FMAC
2031-05-01
4.00%
Government Agency Debt
94109.29
78320.06
FMAC
2032-09-01
3.00%
Government Agency Debt
105050.51
110163.35
FMAC
2024-03-01
4.00%
Government Agency Debt
179943.84
78488.26
FMAC
2024-07-01
4.00%
Government Agency Debt
182482.12
82556.70
FMAC
2026-02-01
4.00%
Government Agency Debt
111232.73
88338.61
FMAC
2025-12-01
3.50%
Government Agency Debt
122438.08
108872.10
FMAC
2025-12-01
3.00%
Government Agency Debt
92982.32
86216.60
FMAC
2026-01-01
3.50%
Government Agency Debt
130259.49
93506.61
FMAC
2026-01-01
3.50%
Government Agency Debt
105092.12
86511.28
FMAC
2026-02-01
3.50%
Government Agency Debt
104426.16
89499.60
FMAC
2026-03-01
3.50%
Government Agency Debt
112644.55
96637.64
FMAC
2026-05-01
4.00%
Government Agency Debt
173019.29
111033.58
FMAC
2027-04-01
3.50%
Government Agency Debt
103681.82
105959.38
FMAC
2022-03-01
2.50%
Government Agency Debt
101010.10
93087.24
FMAC
2022-04-01
3.00%
Government Agency Debt
107575.76
107270.65
FMAC
2022-07-01
3.00%
Government Agency Debt
101888.48
104452.24
FMAC
2038-08-01
6.50%
Government Agency Debt
167128.99
94301.16
FMAC
2039-01-01
6.50%
Government Agency Debt
237866.77
116618.16
FMAC
2039-01-01
7.00%
Government Agency Debt
215597.98
81902.34
FMAC
2039-06-01
5.00%
Government Agency Debt
227316.57
116659.08
FMAC
2039-08-01
5.00%
Government Agency Debt
143939.39
82701.10
FMAC
2039-10-01
5.00%
Government Agency Debt
134343.43
91770.26
FMAC
2039-12-01
5.50%
Government Agency Debt
102514.04
89995.84
FMAC
2040-07-01
6.00%
Government Agency Debt
101099.90
90714.40
FMAC
2041-01-01
4.50%
Government Agency Debt
130303.03
103968.89
FMAC
2041-03-01
4.50%
Government Agency Debt
103769.09
102169.57
FMAC
2018-05-01
4.50%
Government Agency Debt
847535.86
97888.52
FMAC
2018-11-01
5.00%
Government Agency Debt
707070.71
95821.10
FMAC
2018-10-01
5.00%
Government Agency Debt
909090.91
98917.22
FMAC
2019-09-01
5.50%
Government Agency Debt
424242.42
97068.24
FMAC
2020-08-01
5.00%
Government Agency Debt
505050.51
96327.98
FMAC
2034-08-01
6.00%
Government Agency Debt
1086984.24
100281.17
FMAC
2031-03-01
7.50%
Government Agency Debt
505050.51
120096.22
FMAC
2027-09-01
3.00%
Government Agency Debt
114830.20
120267.41
FMAC
2027-10-01
3.00%
Government Agency Debt
114511.41
120356.99
FMAC
2041-08-01
4.50%
Government Agency Debt
125252.53
83275.25
FMAC
2041-08-01
4.50%
Government Agency Debt
146396.46
96542.57
FMAC
2041-08-01
4.50%
Government Agency Debt
109850.71
83293.72
FMAC
2041-10-01
4.50%
Government Agency Debt
99224.85
87071.77
FMAC
2042-01-01
4.50%
Government Agency Debt
93457.07
100782.40
FMAC
2042-09-01
3.50%
Government Agency Debt
108728.28
118167.28
FMAC
2042-11-01
3.50%
Government Agency Debt
106200.10
115767.08
FMAC
2042-08-01
4.00%
Government Agency Debt
101010.10
108799.99
FMAC
2042-08-01
4.00%
Government Agency Debt
84534.65
91983.01
FMAC
2042-10-01
3.00%
Government Agency Debt
113358.48
119069.40
FMAC
2042-09-01
3.50%
Government Agency Debt
103242.73
112145.10
FMAC
2042-11-01
4.00%
Government Agency Debt
111206.46
120405.00
FMAC
2042-11-01
3.50%
Government Agency Debt
110774.04
119991.49
FMAC
2042-11-01
3.50%
Government Agency Debt
104595.96
114296.24
FMAC
2023-07-01
5.50%
Government Agency Debt
808080.81
110167.55
FMAC
2025-04-15
10.50%
Government Agency Debt
202020.20
95205.20
FMAC
2041-05-20
7.00%
Government Agency Debt
116049.19
106794.62
FMAC
2040-09-01
9.00%
Government Agency Debt
151515.15
103522.87
FMAC
2040-09-01
7.00%
Government Agency Debt
107070.71
89674.52
FNMA
2032-12-01
6.00%
Government Agency Debt
2532532.12
115485.34
FNMA
2018-04-01
4.50%
Government Agency Debt
945454.55
98939.09
FNMA
2032-06-01
7.00%
Government Agency Debt
3660733.64
120563.64
FNMA
2020-04-01
5.00%
Government Agency Debt
505050.51
89334.95
FNMA
2033-08-01
5.50%
Government Agency Debt
593434.34
86981.00
FNMA
2018-07-01
5.00%
Government Agency Debt
1010101.01
117502.40
FNMA
2018-08-01
4.00%
Government Agency Debt
696969.70
102761.71
FNMA
2023-07-01
4.50%
Government Agency Debt
505050.51
86868.75
FNMA
2023-09-01
5.00%
Government Agency Debt
515151.52
79054.15
FNMA
2024-03-01
5.00%
Government Agency Debt
454545.45
92135.06
FNMA
2016-12-01
6.00%
Government Agency Debt
787775.56
110617.27
FNMA
2020-09-01
5.00%
Government Agency Debt
505050.51
93527.42
FNMA
2035-12-01
7.00%
Government Agency Debt
707070.71
93950.97
FNMA
2037-12-01
7.50%
Government Agency Debt
400812.02
80994.03
FNMA
2018-07-01
5.00%
Government Agency Debt
400199.19
80612.93
FNMA
2018-07-01
6.00%
Government Agency Debt
397212.32
115788.56
FNMA
2020-07-01
4.13%
Government Agency Debt
101010.10
112881.86
FNMA
2018-06-01
5.00%
Government Agency Debt
949494.95
93768.49
FNMA
2018-06-01
5.00%
Government Agency Debt
1035353.54
104826.27
FNMA
2033-10-01
4.50%
Government Agency Debt
399501.31
95005.73
FNMA
2041-04-01
4.00%
Government Agency Debt
101578.89
106274.84
FNMA
2040-12-01
4.00%
Government Agency Debt
102097.27
95019.95
FNMA
2041-03-01
4.00%
Government Agency Debt
110340.91
101561.60
FNMA
2026-02-01
3.50%
Government Agency Debt
96418.89
86682.51
FNMA
2041-01-01
4.00%
Government Agency Debt
102531.11
93354.06
FNMA
2026-01-01
3.00%
Government Agency Debt
45942.93
40997.15
FNMA
2026-01-01
3.50%
Government Agency Debt
154040.40
109049.09
FNMA
2041-01-01
4.00%
Government Agency Debt
101190.61
93179.06
FNMA
2041-02-01
5.50%
Government Agency Debt
158304.65
113182.37
FNMA
2026-01-01
4.00%
Government Agency Debt
89901.62
81554.71
FNMA
2041-01-01
4.00%
Government Agency Debt
91606.67
80091.62
FNMA
2041-01-01
5.50%
Government Agency Debt
106415.45
117427.17
FNMA
2026-08-01
3.50%
Government Agency Debt
98674.65
83278.24
FNMA
2041-01-01
4.00%
Government Agency Debt
90714.65
92482.64
FNMA
2026-03-01
3.00%
Government Agency Debt
126878.18
95532.99
FNMA
2026-11-01
3.00%
Government Agency Debt
101010.10
98454.65
FNMA
2041-03-01
4.00%
Government Agency Debt
98302.42
93581.04
FNMA
2041-04-01
4.00%
Government Agency Debt
101010.10
78358.28
FNMA
2026-04-01
3.50%
Government Agency Debt
119627.47
98557.65
FNMA
2041-02-01
4.00%
Government Agency Debt
203109.09
111625.04
FNMA
2041-04-01
4.00%
Government Agency Debt
127685.86
111538.74
FNMA
2026-03-01
3.50%
Government Agency Debt
121297.37
87303.17
FNMA
2041-05-01
4.50%
Government Agency Debt
116649.39
77617.70
FNMA
2041-05-01
5.50%
Government Agency Debt
102486.67
80701.65
FNMA
2026-06-01
4.00%
Government Agency Debt
102721.62
103084.90
FNMA
2041-05-01
4.00%
Government Agency Debt
149013.64
111260.84
FNMA
2041-08-01
4.00%
Government Agency Debt
95959.60
100983.96
FNMA
2026-08-01
3.50%
Government Agency Debt
182500.30
118716.77
FNMA
2027-05-01
3.50%
Government Agency Debt
97793.33
100796.11
FNMA
2041-08-01
4.00%
Government Agency Debt
99712.32
92495.14
FNMA
2041-09-01
4.00%
Government Agency Debt
107435.66
93774.72
FNMA
2041-09-01
4.00%
Government Agency Debt
122243.23
103851.20
FNMA
2026-10-01
4.00%
Government Agency Debt
103232.32
101425.79
FNMA
2041-11-01
4.50%
Government Agency Debt
137775.25
118529.18
FNMA
2042-01-01
4.50%
Government Agency Debt
103757.58
111472.56
FNMA
2042-01-01
4.00%
Government Agency Debt
80808.08
82014.88
FNMA
2021-11-01
3.00%
Government Agency Debt
112605.45
106676.06
FNMA
2027-01-01
3.50%
Government Agency Debt
103297.68
91729.52
FNMA
2042-01-01
5.50%
Government Agency Debt
76029.70
82318.23
FNMA
2042-02-01
5.50%
Government Agency Debt
109730.71
118622.36
FNMA
2042-03-01
4.50%
Government Agency Debt
105974.14
116320.13
FNMA
2042-02-01
3.50%
Government Agency Debt
79675.05
85629.23
FNMA
2042-03-01
4.00%
Government Agency Debt
109838.38
120146.29
FNMA
2042-04-01
4.00%
Government Agency Debt
95582.02
104392.52
FNMA
2042-03-01
4.00%
Government Agency Debt
90557.07
92399.16
FNMA
2027-04-01
3.50%
Government Agency Debt
118446.97
108024.37
FNMA
2042-03-01
4.00%
Government Agency Debt
107027.58
116898.57
FNMA
2042-03-01
4.00%
Government Agency Debt
114666.87
120563.59
FNMA
2041-08-01
5.50%
Government Agency Debt
104941.52
96100.80
FNMA
2042-06-01
4.00%
Government Agency Debt
71790.81
79110.16
FNMA
2042-05-01
4.50%
Government Agency Debt
104067.58
113646.69
FNMA
2027-05-01
4.00%
Government Agency Debt
114631.92
110650.36
FNMA
2027-06-01
2.50%
Government Agency Debt
117521.31
120187.45
FNMA
2042-05-01
5.00%
Government Agency Debt
103721.82
114893.15
FNMA
2042-06-01
3.50%
Government Agency Debt
82828.28
84644.52
FNMA
2027-05-01
3.50%
Government Agency Debt
101169.29
105865.93
FNMA
2042-06-01
4.00%
Government Agency Debt
101000.00
108869.03
FNMA
2042-06-01
4.50%
Government Agency Debt
103766.77
114624.67
FNMA
2042-06-01
4.50%
Government Agency Debt
71150.30
78707.13
FNMA
2042-07-01
3.00%
Government Agency Debt
103649.90
101366.48
FNMA
2042-06-01
4.50%
Government Agency Debt
108810.00
120112.84
FNMA
2042-07-01
4.00%
Government Agency Debt
101538.99
109682.98
FNMA
2027-06-01
3.50%
Government Agency Debt
104342.32
109411.61
FNMA
2042-10-01
4.00%
Government Agency Debt
101010.10
109841.06
FNMA
2042-07-01
4.00%
Government Agency Debt
71366.77
77192.96
FNMA
2042-07-01
4.50%
Government Agency Debt
106227.27
117609.74
FNMA
2042-09-01
3.50%
Government Agency Debt
75442.12
81077.79
FNMA
2042-08-01
4.00%
Government Agency Debt
85851.52
92979.07
FNMA
2042-08-01
4.00%
Government Agency Debt
108054.14
111110.30
FNMA
2042-09-01
4.50%
Government Agency Debt
105422.42
118673.10
FNMA
2042-09-01
4.00%
Government Agency Debt
110281.41
119597.63
FNMA
2042-10-01
3.50%
Government Agency Debt
105614.55
113542.84
FNMA
2027-09-01
4.00%
Government Agency Debt
92012.53
98266.32
FNMA
2042-10-01
3.00%
Government Agency Debt
101010.10
106518.55
FNMA
2042-10-01
4.00%
Government Agency Debt
110143.43
119841.68
FNMA
2042-11-01
4.50%
Government Agency Debt
102012.63
114792.97
FNMA
2032-10-01
3.50%
Government Agency Debt
110786.16
118387.19
FNMA
2042-10-01
2.50%
Government Agency Debt
75386.67
77258.54
FNMA
2042-09-01
4.50%
Government Agency Debt
81368.79
90144.58
FNMA
2027-10-01
3.00%
Government Agency Debt
93876.16
97879.54
FNMA
2027-10-01
3.00%
Government Agency Debt
102378.69
109050.79
FNMA
2042-12-01
3.00%
Government Agency Debt
88157.47
92965.03
FNMA
2042-11-01
3.00%
Government Agency Debt
82295.35
86783.22
FNMA
2042-11-01
3.00%
Government Agency Debt
73605.15
78238.72
FNMA
2042-11-01
3.00%
Government Agency Debt
101010.10
106518.55
FNMA
2042-12-01
3.00%
Government Agency Debt
98994.04
104392.55
FNMA
2032-06-01
7.00%
Government Agency Debt
888888.89
103314.78
FNMA
2017-12-01
5.00%
Government Agency Debt
707070.71
98111.31
FNMA
2033-04-01
6.00%
Government Agency Debt
183593.74
77311.25
FNMA
2033-05-01
6.00%
Government Agency Debt
131037.37
78111.02
FNMA
2032-08-01
7.00%
Government Agency Debt
967888.89
117166.24
FNMA
2033-09-01
7.50%
Government Agency Debt
1080808.08
87821.01
FNMA
2019-07-01
5.50%
Government Agency Debt
626262.63
105660.64
FNMA
2018-07-01
5.00%
Government Agency Debt
1014141.41
104376.46
FNMA
2035-01-01
7.00%
Government Agency Debt
554545.45
119979.09
FNMA
2020-06-01
5.00%
Government Agency Debt
429292.93
78442.50
FNMA
2035-08-01
6.50%
Government Agency Debt
723453.64
111203.99
FNMA
2033-09-01
6.50%
Government Agency Debt
608141.31
82519.65
FNMA
2029-11-01
8.00%
Government Agency Debt
258932.42
83094.43
FNMA
2019-01-01
4.00%
Government Agency Debt
404040.40
85673.55
FNMA
2035-06-01
6.50%
Government Agency Debt
363636.36
104255.75
FNMA
2028-04-01
8.00%
Government Agency Debt
249806.26
92999.54
FNMA
2031-11-01
6.50%
Government Agency Debt
147410.91
86867.68
FNMA
2019-06-01
4.50%
Government Agency Debt
482998.99
96788.21
FNMA
2034-12-01
6.00%
Government Agency Debt
579832.83
102300.24
FNMA
2034-11-01
7.00%
Government Agency Debt
741204.14
106230.87
FNMA
2020-03-01
5.00%
Government Agency Debt
466007.47
103740.77
FNMA
2032-07-01
7.00%
Government Agency Debt
609263.23
99167.38
FNMA
2035-07-01
5.50%
Government Agency Debt
188888.89
101191.84
FNMA
2035-10-01
7.00%
Government Agency Debt
523733.64
100776.54
FNMA
2036-10-01
6.00%
Government Agency Debt
517171.72
100716.48
FNMA
2036-10-01
7.00%
Government Agency Debt
630924.65
86268.62
FNMA
2022-03-01
4.00%
Government Agency Debt
414141.41
92838.90
FNMA
2035-01-01
7.00%
Government Agency Debt
202020.20
98405.93
FNMA
2030-12-01
8.00%
Government Agency Debt
267337.58
119100.18
FNMA
2037-10-01
7.50%
Government Agency Debt
1160590.71
110145.32
FNMA
2037-07-01
7.00%
Government Agency Debt
505050.51
99419.81
FNMA
2026-08-01
4.50%
Government Agency Debt
101010.10
90422.51
FNMA
2036-07-01
7.00%
Government Agency Debt
251716.57
108449.77
FNMA
2036-12-01
8.00%
Government Agency Debt
134319.60
103142.19
FNMA
2036-09-01
7.00%
Government Agency Debt
323232.32
92953.02
FNMA
2036-10-01
7.00%
Government Agency Debt
894184.65
87864.34
FNMA
2037-12-01
7.50%
Government Agency Debt
108434.34
80692.49
FNMA
2037-03-01
5.50%
Government Agency Debt
358398.28
84479.21
FNMA
2027-09-01
7.50%
Government Agency Debt
219264.85
99702.08
FNMA
2037-12-01
7.00%
Government Agency Debt
428449.90
102868.42
FNMA
2038-01-01
5.50%
Government Agency Debt
493506.26
110341.08
FNMA
2039-03-01
4.50%
Government Agency Debt
150371.11
96701.71
FNMA
2038-08-01
5.00%
Government Agency Debt
349837.37
83059.29
FNMA
2047-12-01
6.00%
Government Agency Debt
621872.12
105853.46
FNMA
2024-05-01
4.00%
Government Agency Debt
314141.41
120593.97
FNMA
2037-06-01
5.50%
Government Agency Debt
249718.18
100620.50
FNMA
2037-05-01
5.50%
Government Agency Debt
245540.91
92267.34
FNMA
2037-06-01
6.00%
Government Agency Debt
389132.63
103004.28
FNMA
2037-05-01
6.00%
Government Agency Debt
220878.69
101832.10
FNMA
2037-09-01
7.00%
Government Agency Debt
202028.79
80818.89
FNMA
2037-08-01
7.00%
Government Agency Debt
292930.40
78728.07
FNMA
2037-11-01
7.00%
Government Agency Debt
235740.71
97988.20
FNMA
2038-09-01
6.50%
Government Agency Debt
462104.34
77884.29
FNMA
2038-10-01
7.00%
Government Agency Debt
245381.41
114566.85
FNMA
2038-05-01
5.50%
Government Agency Debt
180203.03
110329.66
FNMA
2038-07-01
5.50%
Government Agency Debt
325858.38
101984.53
FNMA
2030-11-01
8.00%
Government Agency Debt
129386.57
87910.28
FNMA
2020-12-01
9.00%
Government Agency Debt
185226.77
105408.27
FNMA
2030-09-01
9.50%
Government Agency Debt
182280.20
102507.05
FNMA
2024-01-01
5.00%
Government Agency Debt
512838.08
112782.79
FNMA
2035-11-01
4.50%
Government Agency Debt
202020.20
80424.47
FNMA
2039-07-01
5.00%
Government Agency Debt
160808.08
110209.12
FNMA
2039-07-01
6.50%
Government Agency Debt
149553.54
104222.79
FNMA
2024-07-01
5.00%
Government Agency Debt
275377.47
98154.75
FNMA
2040-06-01
5.50%
Government Agency Debt
115247.47
91902.79
FNMA
2027-06-01
3.00%
Government Agency Debt
99494.95
98553.23
FNMA
2022-08-01
2.50%
Government Agency Debt
107665.35
107699.42
FNMA
2042-09-01
3.00%
Government Agency Debt
103535.35
108868.36
FNMA
2039-11-01
4.00%
Government Agency Debt
151515.15
109053.05
FNMA
2023-05-01
6.00%
Government Agency Debt
123724.14
94854.27
FNMA
2021-08-01
4.00%
Government Agency Debt
101010.10
80135.38
FNMA
2041-08-01
5.50%
Government Agency Debt
111681.72
94359.68
FNMA
2029-10-01
4.50%
Government Agency Debt
202020.20
108294.15
FNMA
2020-10-01
3.50%
Government Agency Debt
202020.20
105637.56
FNMA
2021-11-01
3.50%
Government Agency Debt
101010.10
85037.85
FNMA
2021-11-01
3.00%
Government Agency Debt
120261.52
98627.90
FNMA
2042-04-01
3.00%
Government Agency Debt
112632.83
106518.62
FNMA
2027-06-01
3.50%
Government Agency Debt
90762.73
94585.89
FNMA
2022-06-01
3.50%
Government Agency Debt
101010.10
98181.16
FNMA
2042-06-01
4.00%
Government Agency Debt
77508.18
81816.20
FNMA
2042-08-01
4.00%
Government Agency Debt
104072.42
115597.28
FNMA
2042-11-01
3.50%
Government Agency Debt
79863.64
85660.49
FNMA
2042-11-01
4.00%
Government Agency Debt
70522.93
78758.75
FNMA
2038-12-01
7.00%
Government Agency Debt
126262.63
79381.73
FNMA
2039-01-01
7.00%
Government Agency Debt
148787.88
77248.52
FNMA
2033-07-01
8.00%
Government Agency Debt
135880.71
87231.55
FNMA
2039-01-01
7.00%
Government Agency Debt
202020.20
102095.20
FNMA
2022-11-01
6.50%
Government Agency Debt
95991.52
104377.44
FNMA
2025-03-01
4.00%
Government Agency Debt
202020.20
84050.11
FNMA
2040-07-01
4.50%
Government Agency Debt
118181.82
100864.99
FNMA
2041-03-01
4.00%
Government Agency Debt
111513.33
99764.68
FNMA
2040-08-01
4.50%
Government Agency Debt
95454.55
78692.92
FNMA
2041-03-01
4.00%
Government Agency Debt
96436.06
100075.43
FNMA
2040-08-01
4.00%
Government Agency Debt
111925.56
102537.43
FNMA
2040-10-01
4.00%
Government Agency Debt
131509.39
91323.96
FNMA
2040-09-01
4.00%
Government Agency Debt
133800.81
115237.80
FNMA
2041-01-01
4.00%
Government Agency Debt
101490.51
93057.50
FNMA
2025-09-01
3.50%
Government Agency Debt
272576.06
107459.56
FNMA
2030-10-01
4.00%
Government Agency Debt
150371.62
109500.67
FNMA
2040-09-01
4.00%
Government Agency Debt
129176.87
118011.44
FNMA
2040-11-01
4.00%
Government Agency Debt
97162.02
80114.62
FNMA
2040-10-01
4.00%
Government Agency Debt
85080.10
78910.85
FNMA
2025-10-01
3.50%
Government Agency Debt
135701.11
79957.61
FNMA
2040-10-01
4.00%
Government Agency Debt
120672.53
89086.16
FNMA
2040-10-01
4.00%
Government Agency Debt
126262.63
92564.45
FNMA
2040-11-01
4.00%
Government Agency Debt
110303.03
114727.11
FNMA
2040-11-01
4.00%
Government Agency Debt
91927.17
90737.34
FNMA
2040-12-01
4.00%
Government Agency Debt
94838.79
87953.37
FNMA
2039-05-01
4.50%
Government Agency Debt
122962.83
78592.69
FNMA
2039-06-01
4.50%
Government Agency Debt
202290.00
90314.26
FNMA
2039-10-01
4.50%
Government Agency Debt
295303.54
92294.86
First Tier Security
N/A
N/A
2012-12-05
2012-12-05
N
N
N
30000000.00
30000000.00
0.0201
N/A
N
29999814.00
29999814.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.20 12/05/2012
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2042-03-01
2.40%
Government Agency Debt
4129977.98
3758492.25
FMAC
2042-06-01
3.50%
Government Agency Debt
3583813.94
3827392.21
FNMA
2022-05-01
2.84%
Government Agency Debt
3561574.34
3807182.59
FNMA
2022-06-01
2.84%
Government Agency Debt
3684914.95
3938652.97
FNMA
2022-09-01
2.87%
Government Agency Debt
3149554.75
3359499.52
FNMA
2041-11-01
4.00%
Government Agency Debt
5078719.19
4059600.32
FNMA
2040-07-01
4.50%
Government Agency Debt
4676767.68
3990070.87
GNMA
2040-07-20
3.50%
Government Agency Debt
4991919.19
3877051.04
First Tier Security
N/A
N/A
2012-12-05
2012-12-05
N
N
N
30000000.00
30000000.00
0.0201
N/A
N
30000000.00
30000000.00
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELECTRIC CAPITAL CORP 36959HQU4 DCP 03/28/2013
36959HQU4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-28
2013-03-28
N
N
N
4575000.00
4571580.19
0.0031
N/A
N
4571325.82
4571325.82
COFCO CAPITAL CORP
COFCO CAPITAL CORP 1921E0N30 DCP 01/03/2013
1921E0N30
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-03
2013-01-03
N
N
N
13630000.00
13624502.54
0.0091
N/A
N
13627682.90
13627682.90
CREDIT SUISSE SECURITIES (USA) LLC
REPO TRIPA CORPO 0.28 12/03/2012
TRIPARTY2
Other Repurchase Agreement
N
AOL TIME WARNER INC.
2032-05-01
7.70%
Other Note
695527.66
980223.03
BANK ONE CAPITAL III
2030-09-01
8.75%
Other Note
497872.34
723519.00
CBS CORP NEW
2021-02-15
4.30%
Other Note
622340.43
694713.12
CIGNA CORPORATION
2042-02-15
5.38%
Other Note
746808.51
881896.54
COMPUTER SCIENCES CORPORATION
2022-09-15
4.45%
Other Note
697021.28
713247.95
DOW CHEMICAL COMPANY
2019-05-15
8.55%
Other Note
318887.23
432469.27
DOW CHEMICAL COMPANY
2021-11-15
4.13%
Other Note
672127.66
734752.07
DOW CHEMICAL COMPANY
2042-11-15
4.38%
Other Note
542680.85
531748.22
ENTERPRISE PRODUCTS OPERATING
2014-01-31
9.75%
Other Note
421946.81
484235.99
ENTERPRISE PRODUCTS OPERATING
2020-09-01
5.20%
Other Note
614872.34
733453.18
KINDER MORGAN
2039-09-01
6.50%
Other Note
536706.38
670651.88
THE KROGER CO.
2013-04-15
5.00%
Other Note
468000.00
479709.36
MARKS AND SPENCER PLC
2017-12-01
6.25%
Other Note
1297509.59
1492276.59
METLIFE CAPITAL TRUST I
2036-12-15
6.40%
Other Note
797840.43
870154.07
NABORS INDUSTRIES INC.
2018-02-15
6.15%
Other Note
613378.72
731412.74
PITNEY BOWES INC GBL
2037-01-15
5.25%
Other Note
535212.77
557433.46
PROGRESS ENERGY INC
2021-01-15
4.40%
Other Note
738095.74
839566.70
PROVIDENT COMPANIES INC.
2028-03-15
7.25%
Other Note
504095.74
610774.57
SOUTHERN COPPER CORP +
2035-07-27
7.50%
Other Note
1219787.23
1575849.28
TECK CORPORATION
2035-10-01
6.13%
Other Note
1132659.57
1273243.25
TECK RESOURCES LTD
2022-01-15
4.75%
Other Note
763736.17
846793.93
TELECOM ITALIA CAPITAL
2034-09-30
6.00%
Other Note
391576.60
365145.18
TIME WARNER INC
2040-03-15
6.20%
Other Note
449329.79
568952.87
TIME WARNER CABLE INC.
2042-09-15
4.50%
Other Note
642255.32
635563.00
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
17550000.00
17550000.00
0.0117
N/A
N
17550000.00
17550000.00
J.P. MORGAN SECURITIES
REPO TRIPA CORPO 0.28 12/03/2012
TRIPARTY2
Other Repurchase Agreement
N
ASCIANO FINANCE LIMITED
2023-04-07
6.00%
Other Note
39166.67
44126.08
BANCO BRADESCO SA
2016-05-16
4.13%
Other Note
1566666.67
1631846.52
BANCO BRADESCO SA
2014-05-16
2.41%
Other Note
587500.00
591087.99
CNA FINANCIAL CORPORATION
2023-11-15
7.25%
Other Note
1958.33
2437.60
INTERNATIONAL PAPER CAPITAL TR
2041-11-15
6.00%
Other Note
1958.33
2388.27
LIBERTY MUTUAL GROUP INC
2042-05-01
6.50%
Other Note
1010500.00
1123640.09
NATIONAL CITY PREFERRED CAPITA
2038-01-29
12.00%
Other Note
3233208.33
3368841.38
NISOURCE FINANCE CORP
2043-02-15
5.25%
Other Note
1165208.33
1277695.57
PNC BANK CORP.
2038-05-21
8.25%
Other Note
824458.33
839704.60
REYNOLDS AMERICAN INC
2037-06-15
7.25%
Other Note
35250.00
47943.21
REYNOLDS AMERICAN INC
2042-11-01
4.75%
Other Note
586325.00
596139.15
REYNOLDS AMERICAN INC
2022-11-01
3.25%
Other Note
64625.00
65852.77
SAFEWAY INC.
2031-02-01
7.25%
Other Note
2131841.67
2402362.37
THE WILLIAMS COMPANY INC
2031-01-15
7.50%
Other Note
7840383.33
9958266.19
CANADIAN OIL SANDS LIMITED
2022-04-01
4.50%
Other Note
26241.67
28844.97
CANADIAN OIL SANDS LIMITED
2042-04-01
6.00%
Other Note
137083.33
162780.51
BNP PARIBAS
2037-06-24
7.20%
Other Note
195833.33
199941.62
RCI BANQUE S A
2014-04-11
3.40%
Other Note
62666.67
63922.09
TATE & LYLE INTERNATIONAL FINA
2014-11-15
5.00%
Other Note
19583.33
20973.60
COX COMMUNICATIONS INC.
2022-12-15
3.25%
Other Note
491541.67
497976.07
COX COMMUNICATIONS INC.
2042-12-15
4.70%
Other Note
391666.67
401924.62
FLORIDA GAS TRANSMISSION COMPA
2022-07-15
3.88%
Other Note
191916.67
206160.71
HYATT HOTELS CORPORATION
2015-08-15
5.75%
Other Note
39166.67
43568.25
KRAFT FOODS GROUP INC
2017-06-05
2.25%
Other Note
718316.67
753061.65
KRAFT FOODS GROUP INC
2022-06-06
3.50%
Other Note
86166.67
93401.32
KRAFT FOODS GROUP INC
2015-06-04
1.63%
Other Note
60708.33
62117.64
KRAFT FOODS GROUP INC
2039-01-26
6.88%
Other Note
47000.00
64879.19
MARATHON PETE CORP
2016-03-01
3.50%
Other Note
17625.00
19113.25
PHILLIPS 66
2017-05-01
2.95%
Other Note
97916.67
104916.90
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
23500000.00
23500000.00
0.0157
N/A
N
23500000.00
23500000.00
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 0.23 12/03/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2023-06-01
6.00%
Government Agency Debt
19084947.03
5156790.17
FMAC
2041-07-01
3.18%
Government Agency Debt
6794871.10
5153154.69
FMAC
2042-05-01
3.50%
Government Agency Debt
4969801.62
5222238.06
FMAC
2042-10-01
4.00%
Government Agency Debt
4559744.22
5101816.98
FMAC
2042-10-01
3.00%
Government Agency Debt
4867760.35
5107847.35
FNMA
2041-01-01
3.16%
Government Agency Debt
59391.11
46629.44
FNMA
2041-04-01
3.28%
Government Agency Debt
8424643.87
5332468.79
FNMA
2026-07-01
3.50%
Government Agency Debt
5848341.48
5253895.91
FNMA
2041-11-01
4.00%
Government Agency Debt
4967805.60
5081633.12
FNMA
2041-07-01
4.50%
Government Agency Debt
5588696.78
5144048.14
FNMA
2042-10-01
3.50%
Government Agency Debt
4873606.34
5156172.79
FNMA
2027-04-01
3.00%
Government Agency Debt
5097937.92
5124597.76
FNMA
2042-08-01
3.50%
Government Agency Debt
4718429.17
5058738.86
FNMA
2042-11-01
3.50%
Government Agency Debt
4691808.94
5117400.33
FNMA
2042-12-01
3.50%
Government Agency Debt
4565192.96
4896554.96
FNMA
2026-09-01
3.50%
Government Agency Debt
6239923.82
5320300.03
FNMA
2039-09-01
3.90%
Government Agency Debt
6121375.41
2460132.74
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
78171000.00
78171000.00
0.0523
N/A
N
78171000.00
78171000.00
MORGAN (J.P.) SECURITIES INC.
REPO TRIPA MORTG 0.24 12/03/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2042-07-01
3.50%
Government Agency Debt
44887177.82
48512164.73
FNMA
2039-12-01
5.50%
Government Agency Debt
57428422.00
31231677.40
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
78180000.00
78180000.00
0.0523
N/A
N
78180000.00
78180000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.24 12/03/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2026-04-01
4.00%
Government Agency Debt
5706521.64
4137617.74
FMAC
2041-09-01
3.23%
Government Agency Debt
5409237.46
4197189.75
FMAC
2041-01-01
4.50%
Government Agency Debt
1277523.33
956931.94
FMAC
2027-12-01
2.50%
Government Agency Debt
3921915.10
4104797.49
FMAC
2041-06-01
3.44%
Government Agency Debt
6483483.07
4146960.80
FMAC
2042-02-01
3.50%
Government Agency Debt
3941492.25
4113258.29
FMAC
2042-05-01
4.00%
Government Agency Debt
3782284.11
4169496.40
FNMA
2026-10-01
3.00%
Government Agency Debt
4145068.21
4069871.51
FNMA
2041-11-01
4.00%
Government Agency Debt
449609.29
435543.48
FNMA
2027-03-01
3.00%
Government Agency Debt
4052176.92
4059914.72
FNMA
2038-05-01
5.30%
Government Agency Debt
4945166.76
4161836.94
FNMA
2037-10-01
3.50%
Government Agency Debt
3821871.44
4081556.81
FNMA
2027-11-01
2.50%
Government Agency Debt
3891028.33
4079766.11
FNMA
2042-12-01
3.00%
Government Agency Debt
3924081.12
4138075.65
FNMA
2024-07-01
4.00%
Government Agency Debt
7904544.50
4087126.01
FNMA
2041-01-01
4.00%
Government Agency Debt
4144012.48
4142193.00
FNMA
2042-06-01
3.00%
Government Agency Debt
4052176.92
4100198.65
FNMA
2030-11-01
4.00%
Government Agency Debt
6444172.90
4146671.23
FNMA
2040-06-01
3.67%
Government Agency Debt
6996758.81
4174407.67
FNMA
2040-10-01
4.50%
Government Agency Debt
4511423.64
4156341.45
FNMA
2025-09-01
4.00%
Government Agency Debt
5697572.27
4083844.53
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
78180000.00
78180000.00
0.0523
N/A
N
78180000.00
78180000.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.25 12/03/2012
TRIPARTY2
Government Agency Repurchase Agreement
Y
GNMA
2042-09-20
3.00%
Government Agency Debt
74869727.45
79743600.06
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
78180000.00
78180000.00
0.0523
N/A
N
78180000.00
78180000.00
MORGAN (J.P.) SECURITIES INC.
REPO TRIPA MORTG 0.22 12/07/2012
TRIPARTY1
Government Agency Repurchase Agreement
Y
FNMA
2042-07-01
3.50%
Government Agency Debt
8471370.97
9155499.72
FNMA
2032-10-01
3.00%
Government Agency Debt
18782077.98
19742827.62
FNMA
2040-12-01
4.00%
Government Agency Debt
3316330.65
1702163.02
First Tier Security
N/A
N/A
2012-12-07
2012-12-07
N
N
N
30000000.00
30000000.00
0.0201
N/A
N
30000000.00
30000000.00
DUKE UNIVERSITY
DUKE UNIVERSITY 26441TQ76 DCP 03/07/2013
26441TQ76
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-07
2013-03-07
N
N
N
3500000.00
3498226.66
0.0023
N/A
N
3497227.30
3497227.30
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602TM42 DCP 12/04/2012
88602TM42
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-04
2012-12-04
N
N
N
7550000.00
7549886.75
0.0050
N/A
N
7549815.78
7549815.78